Free Statistics

of Irreproducible Research!

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationWed, 13 Dec 2017 14:21:10 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Dec/14/t151325947991ocy0h5xz0fwzg.htm/, Retrieved Tue, 14 May 2024 02:13:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=309504, Retrieved Tue, 14 May 2024 02:13:49 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact151
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [Datasheet 2 multi...] [2017-12-13 13:21:10] [15d94a70b41f020bfdf1c09b6dc42f80] [Current]
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Dataseries X:
8485	0	0	0	0	0	0	0	0	0
1500000	1	0	0	0	0	0	0	0	0
103833	0	0	0	0	0	0	0	0	0
15000	0	1	0	0	0	0	0	0	0
9964	1	0	0	0	0	0	0	0	0
10000	0	0	1	0	0	0	0	0	0
15000	0	0	1	0	0	0	0	0	0
18896	0	0	0	0	0	0	0	0	0
5000	0	0	1	0	0	0	0	0	0
30657	0	1	0	0	0	0	0	0	0
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3105	0	0	0	0	0	0	0	0	0
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326	0	0	1	0	0	0	0	0	0
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0	0	0	0	0	0	1	0	0	0
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52000	1	0	0	0	0	0	0	0	0
0	0	0	0	0	0	1	0	0	0
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0	0	0	0	0	0	0	0	0	0
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20000	1	0	0	0	0	0	0	0	0
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70000	0	0	1	0	0	0	0	0	0
0	0	0	0	0	0	1	0	0	0
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29828	0	0	1	0	0	0	0	0	0
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0	0	0	0	0	0	1	0	0	0
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12545	0	0	1	0	0	0	0	0	0
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0	0	0	0	0	0	1	0	0	0
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0	0	0	0	0	0	0	0	0	1
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53779	0	0	0	0	1	0	0	0	0
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13650	0	0	1	0	0	0	0	0	0
20833	1	0	0	0	0	0	0	0	0
0	0	0	0	0	0	1	0	0	0
22376	0	0	0	0	1	0	0	0	0
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16725	1	0	0	0	0	0	0	0	0
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0	0	0	0	0	0	1	0	0	0
18352	1	0	0	0	0	0	0	0	0
0	0	0	0	0	0	1	0	0	0
70000	0	0	0	0	0	0	0	0	1
1100	0	0	0	0	0	0	0	0	0
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0	0	0	0	0	0	1	0	0	0
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37240	0	0	0	0	0	0	0	1	0
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10000	0	0	0	0	0	0	0	0	0
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0	0	0	0	0	0	1	0	0	0
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0	0	0	0	0	0	1	0	0	0
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4435	0	0	1	0	0	0	0	0	0
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30000	0	0	0	0	0	0	0	0	0
5000	0	0	0	0	1	0	0	0	0
15000	0	0	1	0	0	0	0	0	0
179895	0	0	0	0	0	0	0	0	0
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50	0	0	0	0	0	0	0	0	0
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0	0	0	0	0	0	1	0	0	0
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300	0	0	0	0	0	0	0	0	0
15626	0	0	0	0	0	0	0	0	0
30000	1	0	0	0	0	0	0	0	0
8000	0	1	0	0	0	0	0	0	0
41691	0	0	1	0	0	0	0	0	0
1301	0	0	0	0	0	0	0	0	0
19082	0	0	1	0	0	0	0	0	0
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23609	0	0	0	0	0	0	0	1	0
0	0	0	0	0	0	1	0	0	0
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20000	0	0	0	0	0	0	0	0	0
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275000	0	0	0	0	0	0	0	0	0
20000	0	0	1	0	0	0	0	0	0
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13067	0	0	0	0	1	0	0	0	0
0	0	0	0	1	0	0	0	0	0
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800	0	0	0	0	0	0	0	0	0
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6200	0	0	0	0	0	0	0	0	0
11332	0	0	0	0	0	0	0	0	0
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19940	0	0	0	0	0	0	0	0	0
10000	0	0	0	0	0	0	0	0	0
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350	0	0	1	0	0	0	0	0	0
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0	0	0	0	0	0	1	0	0	0
60000	0	0	0	0	0	0	0	0	0
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8510	0	0	1	0	0	0	0	0	0
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24000	0	0	0	0	0	0	0	0	0
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8275	0	0	0	0	0	0	0	0	0
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0	0	0	0	0	0	0	0	0	0
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0	0	0	0	0	0	1	0	0	0
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0	0	1	0	0	0	0	0	0	0
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50000	0	0	0	0	0	0	0	0	0
20949	0	0	0	0	0	0	0	0	0
11592	0	1	0	0	0	0	0	0	0
3200	0	0	0	0	0	0	0	0	0
215000	1	0	0	0	0	0	0	0	0
24736	0	0	0	0	0	0	0	1	0
7771	0	0	1	0	0	0	0	0	0
2954	0	0	0	0	1	0	0	0	0
21913	0	0	1	0	0	0	0	0	0
15586	0	0	1	0	0	0	0	0	0
10000	0	0	0	0	0	0	0	0	0
11919	0	0	1	0	0	0	0	0	0
15000	0	0	0	0	0	0	0	0	0
3000	0	0	1	0	0	0	0	0	0
0	0	1	0	0	0	0	0	0	0
45000	0	0	1	0	0	0	0	0	0
135200	0	0	0	0	0	0	0	0	0
55656	0	0	1	0	0	0	0	0	0
35000	0	0	1	0	0	0	0	0	0
4206	0	0	1	0	0	0	0	0	0
17237	0	0	0	1	0	0	0	0	0
3619	0	0	1	0	0	0	0	0	0
21502	0	0	1	0	0	0	0	0	0
23000	0	0	0	0	0	0	0	0	1
66607	0	0	1	0	0	0	0	0	0
27450	0	0	1	0	0	0	0	0	0
269	0	0	0	0	1	0	0	0	0
51052	0	1	0	0	0	0	0	0	0
1275	0	0	0	0	0	0	0	0	0
142069	0	0	0	0	0	0	0	0	0
115000	0	0	0	0	0	0	0	0	0




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time48 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time48 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309504&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]48 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=309504&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309504&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time48 seconds
R ServerBig Analytics Cloud Computing Center







Multiple Linear Regression - Estimated Regression Equation
EQDMG[t] = + 130574 -54020.2P[t] -104857L[t] -103979Y[t] -115135SC[t] -103688COC[t] -125409RPD[t] -106285W[t] -96119.5C[t] -107821M[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
EQDMG[t] =  +  130574 -54020.2P[t] -104857L[t] -103979Y[t] -115135SC[t] -103688COC[t] -125409RPD[t] -106285W[t] -96119.5C[t] -107821M[t]  + e[t] \tabularnewline
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309504&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]EQDMG[t] =  +  130574 -54020.2P[t] -104857L[t] -103979Y[t] -115135SC[t] -103688COC[t] -125409RPD[t] -106285W[t] -96119.5C[t] -107821M[t]  + e[t][/C][/ROW]
[ROW][C][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=309504&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309504&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Estimated Regression Equation
EQDMG[t] = + 130574 -54020.2P[t] -104857L[t] -103979Y[t] -115135SC[t] -103688COC[t] -125409RPD[t] -106285W[t] -96119.5C[t] -107821M[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)+1.306e+05 7340+1.7790e+01 6.499e-67 3.25e-67
P-5.402e+04 2.249e+04-2.4020e+00 0.01638 0.008192
L-1.049e+05 2.565e+04-4.0880e+00 4.491e-05 2.245e-05
Y-1.04e+05 1.177e+04-8.8370e+00 1.776e-18 8.882e-19
SC-1.151e+05 2.615e+04-4.4030e+00 1.11e-05 5.552e-06
COC-1.037e+05 2.048e+04-5.0630e+00 4.409e-07 2.204e-07
RPD-1.254e+05 1.746e+04-7.1840e+00 8.815e-13 4.408e-13
W-1.063e+05 4.74e+04-2.2420e+00 0.02503 0.01251
C-9.612e+04 3.553e+04-2.7050e+00 0.006865 0.003433
M-1.078e+05 4.922e+04-2.1910e+00 0.02856 0.01428

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Ordinary Least Squares \tabularnewline
Variable & Parameter & S.D. & T-STATH0: parameter = 0 & 2-tail p-value & 1-tail p-value \tabularnewline
(Intercept) & +1.306e+05 &  7340 & +1.7790e+01 &  6.499e-67 &  3.25e-67 \tabularnewline
P & -5.402e+04 &  2.249e+04 & -2.4020e+00 &  0.01638 &  0.008192 \tabularnewline
L & -1.049e+05 &  2.565e+04 & -4.0880e+00 &  4.491e-05 &  2.245e-05 \tabularnewline
Y & -1.04e+05 &  1.177e+04 & -8.8370e+00 &  1.776e-18 &  8.882e-19 \tabularnewline
SC & -1.151e+05 &  2.615e+04 & -4.4030e+00 &  1.11e-05 &  5.552e-06 \tabularnewline
COC & -1.037e+05 &  2.048e+04 & -5.0630e+00 &  4.409e-07 &  2.204e-07 \tabularnewline
RPD & -1.254e+05 &  1.746e+04 & -7.1840e+00 &  8.815e-13 &  4.408e-13 \tabularnewline
W & -1.063e+05 &  4.74e+04 & -2.2420e+00 &  0.02503 &  0.01251 \tabularnewline
C & -9.612e+04 &  3.553e+04 & -2.7050e+00 &  0.006865 &  0.003433 \tabularnewline
M & -1.078e+05 &  4.922e+04 & -2.1910e+00 &  0.02856 &  0.01428 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309504&T=2

[TABLE]
[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]
[ROW][C]Variable[/C][C]Parameter[/C][C]S.D.[/C][C]T-STATH0: parameter = 0[/C][C]2-tail p-value[/C][C]1-tail p-value[/C][/ROW]
[ROW][C](Intercept)[/C][C]+1.306e+05[/C][C] 7340[/C][C]+1.7790e+01[/C][C] 6.499e-67[/C][C] 3.25e-67[/C][/ROW]
[ROW][C]P[/C][C]-5.402e+04[/C][C] 2.249e+04[/C][C]-2.4020e+00[/C][C] 0.01638[/C][C] 0.008192[/C][/ROW]
[ROW][C]L[/C][C]-1.049e+05[/C][C] 2.565e+04[/C][C]-4.0880e+00[/C][C] 4.491e-05[/C][C] 2.245e-05[/C][/ROW]
[ROW][C]Y[/C][C]-1.04e+05[/C][C] 1.177e+04[/C][C]-8.8370e+00[/C][C] 1.776e-18[/C][C] 8.882e-19[/C][/ROW]
[ROW][C]SC[/C][C]-1.151e+05[/C][C] 2.615e+04[/C][C]-4.4030e+00[/C][C] 1.11e-05[/C][C] 5.552e-06[/C][/ROW]
[ROW][C]COC[/C][C]-1.037e+05[/C][C] 2.048e+04[/C][C]-5.0630e+00[/C][C] 4.409e-07[/C][C] 2.204e-07[/C][/ROW]
[ROW][C]RPD[/C][C]-1.254e+05[/C][C] 1.746e+04[/C][C]-7.1840e+00[/C][C] 8.815e-13[/C][C] 4.408e-13[/C][/ROW]
[ROW][C]W[/C][C]-1.063e+05[/C][C] 4.74e+04[/C][C]-2.2420e+00[/C][C] 0.02503[/C][C] 0.01251[/C][/ROW]
[ROW][C]C[/C][C]-9.612e+04[/C][C] 3.553e+04[/C][C]-2.7050e+00[/C][C] 0.006865[/C][C] 0.003433[/C][/ROW]
[ROW][C]M[/C][C]-1.078e+05[/C][C] 4.922e+04[/C][C]-2.1910e+00[/C][C] 0.02856[/C][C] 0.01428[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=309504&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309504&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)+1.306e+05 7340+1.7790e+01 6.499e-67 3.25e-67
P-5.402e+04 2.249e+04-2.4020e+00 0.01638 0.008192
L-1.049e+05 2.565e+04-4.0880e+00 4.491e-05 2.245e-05
Y-1.04e+05 1.177e+04-8.8370e+00 1.776e-18 8.882e-19
SC-1.151e+05 2.615e+04-4.4030e+00 1.11e-05 5.552e-06
COC-1.037e+05 2.048e+04-5.0630e+00 4.409e-07 2.204e-07
RPD-1.254e+05 1.746e+04-7.1840e+00 8.815e-13 4.408e-13
W-1.063e+05 4.74e+04-2.2420e+00 0.02503 0.01251
C-9.612e+04 3.553e+04-2.7050e+00 0.006865 0.003433
M-1.078e+05 4.922e+04-2.1910e+00 0.02856 0.01428







Multiple Linear Regression - Regression Statistics
Multiple R 0.2123
R-squared 0.04507
Adjusted R-squared 0.04177
F-TEST (value) 13.69
F-TEST (DF numerator)9
F-TEST (DF denominator)2611
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.433e+05
Sum Squared Residuals 1.546e+14

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R &  0.2123 \tabularnewline
R-squared &  0.04507 \tabularnewline
Adjusted R-squared &  0.04177 \tabularnewline
F-TEST (value) &  13.69 \tabularnewline
F-TEST (DF numerator) & 9 \tabularnewline
F-TEST (DF denominator) & 2611 \tabularnewline
p-value &  0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation &  2.433e+05 \tabularnewline
Sum Squared Residuals &  1.546e+14 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309504&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C] 0.2123[/C][/ROW]
[ROW][C]R-squared[/C][C] 0.04507[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C] 0.04177[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C] 13.69[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]9[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]2611[/C][/ROW]
[ROW][C]p-value[/C][C] 0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C] 2.433e+05[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C] 1.546e+14[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=309504&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309504&T=3

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Regression Statistics
Multiple R 0.2123
R-squared 0.04507
Adjusted R-squared 0.04177
F-TEST (value) 13.69
F-TEST (DF numerator)9
F-TEST (DF denominator)2611
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.433e+05
Sum Squared Residuals 1.546e+14







Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute

\begin{tabular}{lllllllll}
\hline
Menu of Residual Diagnostics \tabularnewline
Description & Link \tabularnewline
Histogram & Compute \tabularnewline
Central Tendency & Compute \tabularnewline
QQ Plot & Compute \tabularnewline
Kernel Density Plot & Compute \tabularnewline
Skewness/Kurtosis Test & Compute \tabularnewline
Skewness-Kurtosis Plot & Compute \tabularnewline
Harrell-Davis Plot & Compute \tabularnewline
Bootstrap Plot -- Central Tendency & Compute \tabularnewline
Blocked Bootstrap Plot -- Central Tendency & Compute \tabularnewline
(Partial) Autocorrelation Plot & Compute \tabularnewline
Spectral Analysis & Compute \tabularnewline
Tukey lambda PPCC Plot & Compute \tabularnewline
Box-Cox Normality Plot & Compute \tabularnewline
Summary Statistics & Compute \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309504&T=4

[TABLE]
[ROW][C]Menu of Residual Diagnostics[/C][/ROW]
[ROW][C]Description[/C][C]Link[/C][/ROW]
[ROW][C]Histogram[/C][C]Compute[/C][/ROW]
[ROW][C]Central Tendency[/C][C]Compute[/C][/ROW]
[ROW][C]QQ Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Kernel Density Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Skewness/Kurtosis Test[/C][C]Compute[/C][/ROW]
[ROW][C]Skewness-Kurtosis Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Harrell-Davis Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Bootstrap Plot -- Central Tendency[/C][C]Compute[/C][/ROW]
[ROW][C]Blocked Bootstrap Plot -- Central Tendency[/C][C]Compute[/C][/ROW]
[ROW][C](Partial) Autocorrelation Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Spectral Analysis[/C][C]Compute[/C][/ROW]
[ROW][C]Tukey lambda PPCC Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Box-Cox Normality Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Summary Statistics[/C][C]Compute[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=309504&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309504&T=4

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute







Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0, df1 = 2, df2 = 2609, p-value = 1
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0, df1 = 18, df2 = 2593, p-value = 1
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 5.2546, df1 = 2, df2 = 2609, p-value = 0.005279

\begin{tabular}{lllllllll}
\hline
Ramsey RESET F-Test for powers (2 and 3) of fitted values \tabularnewline
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0, df1 = 2, df2 = 2609, p-value = 1
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of regressors \tabularnewline
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0, df1 = 18, df2 = 2593, p-value = 1
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of principal components \tabularnewline
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 5.2546, df1 = 2, df2 = 2609, p-value = 0.005279
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=309504&T=5

[TABLE]
[ROW][C]Ramsey RESET F-Test for powers (2 and 3) of fitted values[/C][/ROW]
[ROW][C]
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0, df1 = 2, df2 = 2609, p-value = 1
[/C][/ROW] [ROW][C]Ramsey RESET F-Test for powers (2 and 3) of regressors[/C][/ROW] [ROW][C]
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0, df1 = 18, df2 = 2593, p-value = 1
[/C][/ROW] [ROW][C]Ramsey RESET F-Test for powers (2 and 3) of principal components[/C][/ROW] [ROW][C]
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 5.2546, df1 = 2, df2 = 2609, p-value = 0.005279
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=309504&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309504&T=5

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0, df1 = 2, df2 = 2609, p-value = 1
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0, df1 = 18, df2 = 2593, p-value = 1
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 5.2546, df1 = 2, df2 = 2609, p-value = 0.005279







Variance Inflation Factors (Multicollinearity)
> vif
       P        L        Y       SC      COC      RPD        W        C 
1.063261 1.048447 1.199758 1.046601 1.076487 1.105363 1.014013 1.025057 
       M 
1.012993 

\begin{tabular}{lllllllll}
\hline
Variance Inflation Factors (Multicollinearity) \tabularnewline
> vif
       P        L        Y       SC      COC      RPD        W        C 
1.063261 1.048447 1.199758 1.046601 1.076487 1.105363 1.014013 1.025057 
       M 
1.012993 
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=309504&T=6

[TABLE]
[ROW][C]Variance Inflation Factors (Multicollinearity)[/C][/ROW]
[ROW][C]
> vif
       P        L        Y       SC      COC      RPD        W        C 
1.063261 1.048447 1.199758 1.046601 1.076487 1.105363 1.014013 1.025057 
       M 
1.012993 
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=309504&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309504&T=6

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Variance Inflation Factors (Multicollinearity)
> vif
       P        L        Y       SC      COC      RPD        W        C 
1.063261 1.048447 1.199758 1.046601 1.076487 1.105363 1.014013 1.025057 
       M 
1.012993 



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = 0 ; par5 = 0 ; par6 = 12 ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = 0 ; par5 = 0 ; par6 = 12 ;
R code (references can be found in the software module):
par6 <- '12'
par5 <- '0'
par4 <- '0'
par3 <- 'No Linear Trend'
par2 <- 'Do not include Seasonal Dummies'
par1 <- '1'
library(lattice)
library(lmtest)
library(car)
library(MASS)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
mywarning <- ''
par6 <- as.numeric(par6)
if(is.na(par6)) {
par6 <- 12
mywarning = 'Warning: you did not specify the seasonality. The seasonal period was set to s = 12.'
}
par1 <- as.numeric(par1)
if(is.na(par1)) {
par1 <- 1
mywarning = 'Warning: you did not specify the column number of the endogenous series! The first column was selected by default.'
}
if (par4=='') par4 <- 0
par4 <- as.numeric(par4)
if (!is.numeric(par4)) par4 <- 0
if (par5=='') par5 <- 0
par5 <- as.numeric(par5)
if (!is.numeric(par5)) par5 <- 0
x <- na.omit(t(y))
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'Seasonal Differences (s)'){
(n <- n - par6)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-Bs)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+par6,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'First and Seasonal Differences (s)'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
(n <- n - par6)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-Bs)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+par6,j] - x[i,j]
}
}
x <- x2
}
if(par4 > 0) {
x2 <- array(0, dim=c(n-par4,par4), dimnames=list(1:(n-par4), paste(colnames(x)[par1],'(t-',1:par4,')',sep='')))
for (i in 1:(n-par4)) {
for (j in 1:par4) {
x2[i,j] <- x[i+par4-j,par1]
}
}
x <- cbind(x[(par4+1):n,], x2)
n <- n - par4
}
if(par5 > 0) {
x2 <- array(0, dim=c(n-par5*par6,par5), dimnames=list(1:(n-par5*par6), paste(colnames(x)[par1],'(t-',1:par5,'s)',sep='')))
for (i in 1:(n-par5*par6)) {
for (j in 1:par5) {
x2[i,j] <- x[i+par5*par6-j*par6,par1]
}
}
x <- cbind(x[(par5*par6+1):n,], x2)
n <- n - par5*par6
}
if (par2 == 'Include Seasonal Dummies'){
x2 <- array(0, dim=c(n,par6-1), dimnames=list(1:n, paste('M', seq(1:(par6-1)), sep ='')))
for (i in 1:(par6-1)){
x2[seq(i,n,par6),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
(k <- length(x[n,]))
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
print(x)
(k <- length(x[n,]))
head(x)
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
sresid <- studres(mylm)
hist(sresid, freq=FALSE, main='Distribution of Studentized Residuals')
xfit<-seq(min(sresid),max(sresid),length=40)
yfit<-dnorm(xfit)
lines(xfit, yfit)
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqPlot(mylm, main='QQ Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
print(z)
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, signif(mysum$coefficients[i,1],6), sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, mywarning)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Multiple Linear Regression - Ordinary Least Squares', 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,formatC(signif(mysum$coefficients[i,1],5),format='g',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,2],5),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,3],4),format='e',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4],4),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4]/2,4),format='g',flag=' '))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a,formatC(signif(sqrt(mysum$r.squared),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$adj.r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a,formatC(signif(mysum$fstatistic[1],6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[2],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[3],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a,formatC(signif(1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a,formatC(signif(mysum$sigma,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a,formatC(signif(sum(myerror*myerror),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
myr <- as.numeric(mysum$resid)
myr
a <-table.start()
a <- table.row.start(a)
a <- table.element(a,'Menu of Residual Diagnostics',2,TRUE)
a <- table.row.end(a)
a <- table.row.start(a)
a <- table.element(a,'Description',1,TRUE)
a <- table.element(a,'Link',1,TRUE)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Histogram',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_histogram.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Central Tendency',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_centraltendency.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'QQ Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_fitdistrnorm.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Kernel Density Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_density.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Skewness/Kurtosis Test',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_skewness_kurtosis.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Skewness-Kurtosis Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_skewness_kurtosis_plot.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Harrell-Davis Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_harrell_davis.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Bootstrap Plot -- Central Tendency',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_bootstrapplot1.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Blocked Bootstrap Plot -- Central Tendency',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_bootstrapplot.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'(Partial) Autocorrelation Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_autocorrelation.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Spectral Analysis',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_spectrum.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Tukey lambda PPCC Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_tukeylambda.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Box-Cox Normality Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_boxcoxnorm.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <- table.element(a,'Summary Statistics',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_summary1.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable7.tab')
if(n < 200) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,formatC(signif(x[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(x[i]-mysum$resid[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$resid[i],6),format='g',flag=' '))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,1],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,2],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,3],6),format='g',flag=' '))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,signif(numsignificant1,6))
a<-table.element(a,formatC(signif(numsignificant1/numgqtests,6),format='g',flag=' '))
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,signif(numsignificant5,6))
a<-table.element(a,signif(numsignificant5/numgqtests,6))
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,signif(numsignificant10,6))
a<-table.element(a,signif(numsignificant10/numgqtests,6))
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
}
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of fitted values',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_fitted <- resettest(mylm,power=2:3,type='fitted')
a<-table.element(a,paste('
',RC.texteval('reset_test_fitted'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of regressors',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_regressors <- resettest(mylm,power=2:3,type='regressor')
a<-table.element(a,paste('
',RC.texteval('reset_test_regressors'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of principal components',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_principal_components <- resettest(mylm,power=2:3,type='princomp')
a<-table.element(a,paste('
',RC.texteval('reset_test_principal_components'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable8.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Inflation Factors (Multicollinearity)',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
vif <- vif(mylm)
a<-table.element(a,paste('
',RC.texteval('vif'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable9.tab')