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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationMon, 23 Jan 2017 09:54:02 +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/Jan/23/t1485161653z9tsoti1jumipo5.htm/, Retrieved Wed, 15 May 2024 05:19:31 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Wed, 15 May 2024 05:19:31 +0200
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact0
Dataseries X:
14 22 13 22 4
19 24 16 24 5
17 21 17 26 4
17 21 NA 21 3
15 24 NA 26 4
20 20 16 25 3
15 22 NA 21 3
19 20 NA 24 3
15 19 NA 27 4
15 23 17 28 4
19 21 17 23 4
NA 19 15 25 4
20 19 16 24 4
18 21 14 24 3
15 21 16 24 4
14 22 17 25 3
20 22 NA 25 3
NA 19 NA NA NA
16 21 NA 25 5
16 21 NA 25 4
16 21 16 24 3
10 20 NA 26 4
19 22 16 26 4
19 22 NA 25 4
16 24 NA 26 4
15 21 NA 23 3
18 19 16 24 3
17 19 15 24 4
19 23 16 25 2
17 21 16 25 5
NA 21 13 24 4
19 19 15 28 4
20 21 17 27 5
5 19 NA NA 4
19 21 13 23 2
16 21 17 23 4
15 23 NA 24 3
16 19 14 24 4
18 19 14 22 4
16 19 18 25 4
15 18 NA 25 5
17 22 17 28 4
NA 18 13 22 3
20 22 16 28 5
19 18 15 25 5
7 22 15 24 4
13 22 NA 24 4
16 19 15 23 3
16 22 13 25 4
NA 25 NA NA 2
18 19 17 26 4
18 19 NA 25 5
16 19 NA 27 5
17 19 11 26 4
19 21 14 23 4
16 21 13 25 4
19 20 NA 21 3
13 19 17 22 3
16 19 16 24 4
13 22 NA 25 4
12 26 17 27 5
17 19 16 24 2
17 21 16 26 4
17 21 16 21 3
16 20 15 27 4
16 23 12 22 4
14 22 17 23 4
16 22 14 24 4
13 22 14 25 5
16 21 16 24 3
14 21 NA 23 3
20 22 NA 28 4
12 23 NA NA 4
13 18 NA 24 4
18 24 NA 26 4
14 22 15 22 3
19 21 16 25 4
18 21 14 25 3
14 21 15 24 3
18 23 17 24 4
19 21 NA 26 4
15 23 10 21 3
14 21 NA 25 4
17 19 17 25 4
19 21 NA 26 4
13 21 20 25 5
19 21 17 26 5
18 23 18 27 4
20 23 NA 25 3
15 20 17 NA 3
15 20 14 20 4
15 19 NA 24 4
20 23 17 26 4
15 22 NA 25 4
19 19 17 25 4
18 23 NA 24 3
18 22 16 26 4
15 22 18 25 5
20 21 18 28 5
17 21 16 27 4
12 21 NA 25 3
18 21 NA 26 5
19 22 15 26 4
20 25 13 26 5
NA 21 NA NA 3
17 23 NA 28 5
15 19 NA NA 4
16 22 NA 21 4
18 20 NA 25 4
18 21 16 25 4
14 25 NA 24 3
15 21 NA 24 4
12 19 NA 24 4
17 23 12 23 3
14 22 NA 23 4
18 21 16 24 3
17 24 16 24 4
17 21 NA 25 5
20 19 16 28 5
16 18 14 23 4
14 19 15 24 4
15 20 14 23 3
18 19 NA 24 4
20 22 15 25 4
17 21 NA 24 4
17 22 15 23 3
17 24 16 23 4
17 28 NA 25 4
15 19 NA 21 3
17 18 NA 22 4
18 23 11 19 3
17 19 NA 24 4
20 23 18 25 5
15 19 NA 21 2
16 22 11 22 3
15 21 NA 23 4
18 19 18 27 5
11 22 NA NA NA
15 21 15 26 4
18 23 19 29 5
20 22 17 28 4
19 19 NA 24 4
14 19 14 25 3
16 21 NA 25 4
15 22 13 22 4
17 21 17 25 4
18 20 14 26 4
20 23 19 26 5
17 22 14 24 4
18 23 NA 25 4
15 22 NA 19 3
16 21 16 25 4
11 20 16 23 4
15 18 15 25 4
18 18 12 25 3
17 20 NA 26 4
16 19 17 27 5
12 21 NA 24 4
19 24 NA 22 2
18 19 18 25 4
15 20 15 24 4
17 19 18 23 4
19 23 15 27 4
18 22 NA 24 5
19 21 NA 24 5
16 24 NA 21 3
16 21 16 25 4
16 21 NA 25 4
14 22 16 23 2









Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R ServerBig Analytics Cloud Computing Center
R Framework error message
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.

\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 time7 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
R Framework error message & 
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=&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]7 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [ROW]R Framework error message[/C][C]
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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 time7 seconds
R ServerBig Analytics Cloud Computing Center
R Framework error message
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.







Multiple Linear Regression - Estimated Regression Equation
ITHSUM[t] = + 7.06356 -0.000298268Bevr_Leeftijd[t] -0.0583575TVDC[t] + 0.438942SKEOUSUM[t] -0.035048SKEOU1[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
ITHSUM[t] =  +  7.06356 -0.000298268Bevr_Leeftijd[t] -0.0583575TVDC[t] +  0.438942SKEOUSUM[t] -0.035048SKEOU1[t]  + e[t] \tabularnewline
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]ITHSUM[t] =  +  7.06356 -0.000298268Bevr_Leeftijd[t] -0.0583575TVDC[t] +  0.438942SKEOUSUM[t] -0.035048SKEOU1[t]  + e[t][/C][/ROW]
[ROW][C][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
ITHSUM[t] = + 7.06356 -0.000298268Bevr_Leeftijd[t] -0.0583575TVDC[t] + 0.438942SKEOUSUM[t] -0.035048SKEOU1[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)+7.064 4.096+1.7250e+00 0.08789 0.04394
Bevr_Leeftijd-0.0002983 0.1343-2.2220e-03 0.9982 0.4991
TVDC-0.05836 0.1367-4.2690e-01 0.6704 0.3352
SKEOUSUM+0.4389 0.1446+3.0350e+00 0.003113 0.001556
SKEOU1-0.03505 0.3516-9.9670e-02 0.9208 0.4604

\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) & +7.064 &  4.096 & +1.7250e+00 &  0.08789 &  0.04394 \tabularnewline
Bevr_Leeftijd & -0.0002983 &  0.1343 & -2.2220e-03 &  0.9982 &  0.4991 \tabularnewline
TVDC & -0.05836 &  0.1367 & -4.2690e-01 &  0.6704 &  0.3352 \tabularnewline
SKEOUSUM & +0.4389 &  0.1446 & +3.0350e+00 &  0.003113 &  0.001556 \tabularnewline
SKEOU1 & -0.03505 &  0.3516 & -9.9670e-02 &  0.9208 &  0.4604 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]+7.064[/C][C] 4.096[/C][C]+1.7250e+00[/C][C] 0.08789[/C][C] 0.04394[/C][/ROW]
[ROW][C]Bevr_Leeftijd[/C][C]-0.0002983[/C][C] 0.1343[/C][C]-2.2220e-03[/C][C] 0.9982[/C][C] 0.4991[/C][/ROW]
[ROW][C]TVDC[/C][C]-0.05836[/C][C] 0.1367[/C][C]-4.2690e-01[/C][C] 0.6704[/C][C] 0.3352[/C][/ROW]
[ROW][C]SKEOUSUM[/C][C]+0.4389[/C][C] 0.1446[/C][C]+3.0350e+00[/C][C] 0.003113[/C][C] 0.001556[/C][/ROW]
[ROW][C]SKEOU1[/C][C]-0.03505[/C][C] 0.3516[/C][C]-9.9670e-02[/C][C] 0.9208[/C][C] 0.4604[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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)+7.064 4.096+1.7250e+00 0.08789 0.04394
Bevr_Leeftijd-0.0002983 0.1343-2.2220e-03 0.9982 0.4991
TVDC-0.05836 0.1367-4.2690e-01 0.6704 0.3352
SKEOUSUM+0.4389 0.1446+3.0350e+00 0.003113 0.001556
SKEOU1-0.03505 0.3516-9.9670e-02 0.9208 0.4604







Multiple Linear Regression - Regression Statistics
Multiple R 0.3355
R-squared 0.1126
Adjusted R-squared 0.07481
F-TEST (value) 2.981
F-TEST (DF numerator)4
F-TEST (DF denominator)94
p-value 0.02296
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.197
Sum Squared Residuals 453.8

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R &  0.3355 \tabularnewline
R-squared &  0.1126 \tabularnewline
Adjusted R-squared &  0.07481 \tabularnewline
F-TEST (value) &  2.981 \tabularnewline
F-TEST (DF numerator) & 4 \tabularnewline
F-TEST (DF denominator) & 94 \tabularnewline
p-value &  0.02296 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation &  2.197 \tabularnewline
Sum Squared Residuals &  453.8 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C] 0.3355[/C][/ROW]
[ROW][C]R-squared[/C][C] 0.1126[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C] 0.07481[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C] 2.981[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]4[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]94[/C][/ROW]
[ROW][C]p-value[/C][C] 0.02296[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C] 2.197[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C] 453.8[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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 0.3355
R-squared 0.1126
Adjusted R-squared 0.07481
F-TEST (value) 2.981
F-TEST (DF numerator)4
F-TEST (DF denominator)94
p-value 0.02296
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.197
Sum Squared Residuals 453.8







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1 14 15.81-1.815
2 19 16.48 2.518
3 17 17.34-0.3375
4 20 16.99 3.008
5 15 18.21-3.215
6 19 16.02 2.979
7 20 16.52 3.481
8 18 16.67 1.33
9 15 16.52-1.518
10 14 16.93-2.933
11 16 16.55-0.5531
12 19 17.4 1.604
13 18 16.55 1.446
14 17 16.58 0.423
15 19 17.03 1.974
16 17 16.92 0.0781
17 19 18.33 0.6673
18 20 17.74 2.259
19 19 16.32 2.676
20 16 16.02-0.02071
21 16 16.64-0.6353
22 18 15.76 2.243
23 16 16.84-0.8408
24 17 18.22-1.215
25 20 18.24 1.762
26 19 16.98 2.019
27 7 16.58-9.576
28 16 16.17-0.1731
29 16 17.13-1.132
30 18 17.34 0.6619
31 17 17.69-0.6883
32 19 16.2 2.804
33 16 17.13-1.132
34 13 15.62-2.617
35 16 16.52-0.5186
36 12 17.74-5.74
37 17 16.59 0.4113
38 17 17.4-0.3959
39 17 15.24 1.764
40 16 17.89-1.893
41 16 15.87 0.127
42 14 16.02-2.02
43 16 16.63-0.6344
44 13 17.04-4.038
45 16 16.55-0.5531
46 14 15.73-1.733
47 19 16.96 2.043
48 18 17.11 0.8913
49 14 16.61-2.611
50 18 16.46 1.541
51 15 15.59-0.5858
52 17 16.9 0.1008
53 13 16.69-3.688
54 19 17.3 1.698
55 18 17.72 0.2825
56 15 14.88 0.1207
57 20 17.34 2.663
58 19 16.9 2.101
59 18 17.4 0.6044
60 15 16.8-1.805
61 20 18.12 1.878
62 17 17.83-0.8348
63 19 17.45 1.546
64 20 17.53 2.465
65 18 16.96 1.043
66 17 16.35 0.6531
67 18 16.55 1.447
68 17 16.52 0.4829
69 20 18.24 1.761
70 16 16.2-0.1967
71 14 16.58-2.577
72 15 16.23-1.231
73 20 17.02 2.985
74 17 16.17 0.8278
75 17 16.08 0.9218
76 18 14.65 3.35
77 20 16.8 3.195
78 16 15.97 0.03334
79 18 17.68 0.3163
80 15 17.45-2.454
81 18 18.5-0.502
82 20 18.22 1.785
83 14 17.11-3.109
84 15 15.81-0.8149
85 17 16.9 0.1014
86 18 17.51 0.4871
87 20 17.19 2.815
88 17 16.63 0.3656
89 16 16.96-0.9569
90 11 16.08-5.079
91 15 17.02-2.016
92 18 17.23 0.7737
93 16 17.74-1.742
94 18 16.84 1.159
95 15 16.58-1.577
96 17 15.96 1.037
97 19 17.89 1.107
98 16 16.96-0.9569
99 14 16.15-2.149

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 &  14 &  15.81 & -1.815 \tabularnewline
2 &  19 &  16.48 &  2.518 \tabularnewline
3 &  17 &  17.34 & -0.3375 \tabularnewline
4 &  20 &  16.99 &  3.008 \tabularnewline
5 &  15 &  18.21 & -3.215 \tabularnewline
6 &  19 &  16.02 &  2.979 \tabularnewline
7 &  20 &  16.52 &  3.481 \tabularnewline
8 &  18 &  16.67 &  1.33 \tabularnewline
9 &  15 &  16.52 & -1.518 \tabularnewline
10 &  14 &  16.93 & -2.933 \tabularnewline
11 &  16 &  16.55 & -0.5531 \tabularnewline
12 &  19 &  17.4 &  1.604 \tabularnewline
13 &  18 &  16.55 &  1.446 \tabularnewline
14 &  17 &  16.58 &  0.423 \tabularnewline
15 &  19 &  17.03 &  1.974 \tabularnewline
16 &  17 &  16.92 &  0.0781 \tabularnewline
17 &  19 &  18.33 &  0.6673 \tabularnewline
18 &  20 &  17.74 &  2.259 \tabularnewline
19 &  19 &  16.32 &  2.676 \tabularnewline
20 &  16 &  16.02 & -0.02071 \tabularnewline
21 &  16 &  16.64 & -0.6353 \tabularnewline
22 &  18 &  15.76 &  2.243 \tabularnewline
23 &  16 &  16.84 & -0.8408 \tabularnewline
24 &  17 &  18.22 & -1.215 \tabularnewline
25 &  20 &  18.24 &  1.762 \tabularnewline
26 &  19 &  16.98 &  2.019 \tabularnewline
27 &  7 &  16.58 & -9.576 \tabularnewline
28 &  16 &  16.17 & -0.1731 \tabularnewline
29 &  16 &  17.13 & -1.132 \tabularnewline
30 &  18 &  17.34 &  0.6619 \tabularnewline
31 &  17 &  17.69 & -0.6883 \tabularnewline
32 &  19 &  16.2 &  2.804 \tabularnewline
33 &  16 &  17.13 & -1.132 \tabularnewline
34 &  13 &  15.62 & -2.617 \tabularnewline
35 &  16 &  16.52 & -0.5186 \tabularnewline
36 &  12 &  17.74 & -5.74 \tabularnewline
37 &  17 &  16.59 &  0.4113 \tabularnewline
38 &  17 &  17.4 & -0.3959 \tabularnewline
39 &  17 &  15.24 &  1.764 \tabularnewline
40 &  16 &  17.89 & -1.893 \tabularnewline
41 &  16 &  15.87 &  0.127 \tabularnewline
42 &  14 &  16.02 & -2.02 \tabularnewline
43 &  16 &  16.63 & -0.6344 \tabularnewline
44 &  13 &  17.04 & -4.038 \tabularnewline
45 &  16 &  16.55 & -0.5531 \tabularnewline
46 &  14 &  15.73 & -1.733 \tabularnewline
47 &  19 &  16.96 &  2.043 \tabularnewline
48 &  18 &  17.11 &  0.8913 \tabularnewline
49 &  14 &  16.61 & -2.611 \tabularnewline
50 &  18 &  16.46 &  1.541 \tabularnewline
51 &  15 &  15.59 & -0.5858 \tabularnewline
52 &  17 &  16.9 &  0.1008 \tabularnewline
53 &  13 &  16.69 & -3.688 \tabularnewline
54 &  19 &  17.3 &  1.698 \tabularnewline
55 &  18 &  17.72 &  0.2825 \tabularnewline
56 &  15 &  14.88 &  0.1207 \tabularnewline
57 &  20 &  17.34 &  2.663 \tabularnewline
58 &  19 &  16.9 &  2.101 \tabularnewline
59 &  18 &  17.4 &  0.6044 \tabularnewline
60 &  15 &  16.8 & -1.805 \tabularnewline
61 &  20 &  18.12 &  1.878 \tabularnewline
62 &  17 &  17.83 & -0.8348 \tabularnewline
63 &  19 &  17.45 &  1.546 \tabularnewline
64 &  20 &  17.53 &  2.465 \tabularnewline
65 &  18 &  16.96 &  1.043 \tabularnewline
66 &  17 &  16.35 &  0.6531 \tabularnewline
67 &  18 &  16.55 &  1.447 \tabularnewline
68 &  17 &  16.52 &  0.4829 \tabularnewline
69 &  20 &  18.24 &  1.761 \tabularnewline
70 &  16 &  16.2 & -0.1967 \tabularnewline
71 &  14 &  16.58 & -2.577 \tabularnewline
72 &  15 &  16.23 & -1.231 \tabularnewline
73 &  20 &  17.02 &  2.985 \tabularnewline
74 &  17 &  16.17 &  0.8278 \tabularnewline
75 &  17 &  16.08 &  0.9218 \tabularnewline
76 &  18 &  14.65 &  3.35 \tabularnewline
77 &  20 &  16.8 &  3.195 \tabularnewline
78 &  16 &  15.97 &  0.03334 \tabularnewline
79 &  18 &  17.68 &  0.3163 \tabularnewline
80 &  15 &  17.45 & -2.454 \tabularnewline
81 &  18 &  18.5 & -0.502 \tabularnewline
82 &  20 &  18.22 &  1.785 \tabularnewline
83 &  14 &  17.11 & -3.109 \tabularnewline
84 &  15 &  15.81 & -0.8149 \tabularnewline
85 &  17 &  16.9 &  0.1014 \tabularnewline
86 &  18 &  17.51 &  0.4871 \tabularnewline
87 &  20 &  17.19 &  2.815 \tabularnewline
88 &  17 &  16.63 &  0.3656 \tabularnewline
89 &  16 &  16.96 & -0.9569 \tabularnewline
90 &  11 &  16.08 & -5.079 \tabularnewline
91 &  15 &  17.02 & -2.016 \tabularnewline
92 &  18 &  17.23 &  0.7737 \tabularnewline
93 &  16 &  17.74 & -1.742 \tabularnewline
94 &  18 &  16.84 &  1.159 \tabularnewline
95 &  15 &  16.58 & -1.577 \tabularnewline
96 &  17 &  15.96 &  1.037 \tabularnewline
97 &  19 &  17.89 &  1.107 \tabularnewline
98 &  16 &  16.96 & -0.9569 \tabularnewline
99 &  14 &  16.15 & -2.149 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=4

[TABLE]
[ROW][C]Multiple Linear Regression - Actuals, Interpolation, and Residuals[/C][/ROW]
[ROW][C]Time or Index[/C][C]Actuals[/C][C]InterpolationForecast[/C][C]ResidualsPrediction Error[/C][/ROW]
[ROW][C]1[/C][C] 14[/C][C] 15.81[/C][C]-1.815[/C][/ROW]
[ROW][C]2[/C][C] 19[/C][C] 16.48[/C][C] 2.518[/C][/ROW]
[ROW][C]3[/C][C] 17[/C][C] 17.34[/C][C]-0.3375[/C][/ROW]
[ROW][C]4[/C][C] 20[/C][C] 16.99[/C][C] 3.008[/C][/ROW]
[ROW][C]5[/C][C] 15[/C][C] 18.21[/C][C]-3.215[/C][/ROW]
[ROW][C]6[/C][C] 19[/C][C] 16.02[/C][C] 2.979[/C][/ROW]
[ROW][C]7[/C][C] 20[/C][C] 16.52[/C][C] 3.481[/C][/ROW]
[ROW][C]8[/C][C] 18[/C][C] 16.67[/C][C] 1.33[/C][/ROW]
[ROW][C]9[/C][C] 15[/C][C] 16.52[/C][C]-1.518[/C][/ROW]
[ROW][C]10[/C][C] 14[/C][C] 16.93[/C][C]-2.933[/C][/ROW]
[ROW][C]11[/C][C] 16[/C][C] 16.55[/C][C]-0.5531[/C][/ROW]
[ROW][C]12[/C][C] 19[/C][C] 17.4[/C][C] 1.604[/C][/ROW]
[ROW][C]13[/C][C] 18[/C][C] 16.55[/C][C] 1.446[/C][/ROW]
[ROW][C]14[/C][C] 17[/C][C] 16.58[/C][C] 0.423[/C][/ROW]
[ROW][C]15[/C][C] 19[/C][C] 17.03[/C][C] 1.974[/C][/ROW]
[ROW][C]16[/C][C] 17[/C][C] 16.92[/C][C] 0.0781[/C][/ROW]
[ROW][C]17[/C][C] 19[/C][C] 18.33[/C][C] 0.6673[/C][/ROW]
[ROW][C]18[/C][C] 20[/C][C] 17.74[/C][C] 2.259[/C][/ROW]
[ROW][C]19[/C][C] 19[/C][C] 16.32[/C][C] 2.676[/C][/ROW]
[ROW][C]20[/C][C] 16[/C][C] 16.02[/C][C]-0.02071[/C][/ROW]
[ROW][C]21[/C][C] 16[/C][C] 16.64[/C][C]-0.6353[/C][/ROW]
[ROW][C]22[/C][C] 18[/C][C] 15.76[/C][C] 2.243[/C][/ROW]
[ROW][C]23[/C][C] 16[/C][C] 16.84[/C][C]-0.8408[/C][/ROW]
[ROW][C]24[/C][C] 17[/C][C] 18.22[/C][C]-1.215[/C][/ROW]
[ROW][C]25[/C][C] 20[/C][C] 18.24[/C][C] 1.762[/C][/ROW]
[ROW][C]26[/C][C] 19[/C][C] 16.98[/C][C] 2.019[/C][/ROW]
[ROW][C]27[/C][C] 7[/C][C] 16.58[/C][C]-9.576[/C][/ROW]
[ROW][C]28[/C][C] 16[/C][C] 16.17[/C][C]-0.1731[/C][/ROW]
[ROW][C]29[/C][C] 16[/C][C] 17.13[/C][C]-1.132[/C][/ROW]
[ROW][C]30[/C][C] 18[/C][C] 17.34[/C][C] 0.6619[/C][/ROW]
[ROW][C]31[/C][C] 17[/C][C] 17.69[/C][C]-0.6883[/C][/ROW]
[ROW][C]32[/C][C] 19[/C][C] 16.2[/C][C] 2.804[/C][/ROW]
[ROW][C]33[/C][C] 16[/C][C] 17.13[/C][C]-1.132[/C][/ROW]
[ROW][C]34[/C][C] 13[/C][C] 15.62[/C][C]-2.617[/C][/ROW]
[ROW][C]35[/C][C] 16[/C][C] 16.52[/C][C]-0.5186[/C][/ROW]
[ROW][C]36[/C][C] 12[/C][C] 17.74[/C][C]-5.74[/C][/ROW]
[ROW][C]37[/C][C] 17[/C][C] 16.59[/C][C] 0.4113[/C][/ROW]
[ROW][C]38[/C][C] 17[/C][C] 17.4[/C][C]-0.3959[/C][/ROW]
[ROW][C]39[/C][C] 17[/C][C] 15.24[/C][C] 1.764[/C][/ROW]
[ROW][C]40[/C][C] 16[/C][C] 17.89[/C][C]-1.893[/C][/ROW]
[ROW][C]41[/C][C] 16[/C][C] 15.87[/C][C] 0.127[/C][/ROW]
[ROW][C]42[/C][C] 14[/C][C] 16.02[/C][C]-2.02[/C][/ROW]
[ROW][C]43[/C][C] 16[/C][C] 16.63[/C][C]-0.6344[/C][/ROW]
[ROW][C]44[/C][C] 13[/C][C] 17.04[/C][C]-4.038[/C][/ROW]
[ROW][C]45[/C][C] 16[/C][C] 16.55[/C][C]-0.5531[/C][/ROW]
[ROW][C]46[/C][C] 14[/C][C] 15.73[/C][C]-1.733[/C][/ROW]
[ROW][C]47[/C][C] 19[/C][C] 16.96[/C][C] 2.043[/C][/ROW]
[ROW][C]48[/C][C] 18[/C][C] 17.11[/C][C] 0.8913[/C][/ROW]
[ROW][C]49[/C][C] 14[/C][C] 16.61[/C][C]-2.611[/C][/ROW]
[ROW][C]50[/C][C] 18[/C][C] 16.46[/C][C] 1.541[/C][/ROW]
[ROW][C]51[/C][C] 15[/C][C] 15.59[/C][C]-0.5858[/C][/ROW]
[ROW][C]52[/C][C] 17[/C][C] 16.9[/C][C] 0.1008[/C][/ROW]
[ROW][C]53[/C][C] 13[/C][C] 16.69[/C][C]-3.688[/C][/ROW]
[ROW][C]54[/C][C] 19[/C][C] 17.3[/C][C] 1.698[/C][/ROW]
[ROW][C]55[/C][C] 18[/C][C] 17.72[/C][C] 0.2825[/C][/ROW]
[ROW][C]56[/C][C] 15[/C][C] 14.88[/C][C] 0.1207[/C][/ROW]
[ROW][C]57[/C][C] 20[/C][C] 17.34[/C][C] 2.663[/C][/ROW]
[ROW][C]58[/C][C] 19[/C][C] 16.9[/C][C] 2.101[/C][/ROW]
[ROW][C]59[/C][C] 18[/C][C] 17.4[/C][C] 0.6044[/C][/ROW]
[ROW][C]60[/C][C] 15[/C][C] 16.8[/C][C]-1.805[/C][/ROW]
[ROW][C]61[/C][C] 20[/C][C] 18.12[/C][C] 1.878[/C][/ROW]
[ROW][C]62[/C][C] 17[/C][C] 17.83[/C][C]-0.8348[/C][/ROW]
[ROW][C]63[/C][C] 19[/C][C] 17.45[/C][C] 1.546[/C][/ROW]
[ROW][C]64[/C][C] 20[/C][C] 17.53[/C][C] 2.465[/C][/ROW]
[ROW][C]65[/C][C] 18[/C][C] 16.96[/C][C] 1.043[/C][/ROW]
[ROW][C]66[/C][C] 17[/C][C] 16.35[/C][C] 0.6531[/C][/ROW]
[ROW][C]67[/C][C] 18[/C][C] 16.55[/C][C] 1.447[/C][/ROW]
[ROW][C]68[/C][C] 17[/C][C] 16.52[/C][C] 0.4829[/C][/ROW]
[ROW][C]69[/C][C] 20[/C][C] 18.24[/C][C] 1.761[/C][/ROW]
[ROW][C]70[/C][C] 16[/C][C] 16.2[/C][C]-0.1967[/C][/ROW]
[ROW][C]71[/C][C] 14[/C][C] 16.58[/C][C]-2.577[/C][/ROW]
[ROW][C]72[/C][C] 15[/C][C] 16.23[/C][C]-1.231[/C][/ROW]
[ROW][C]73[/C][C] 20[/C][C] 17.02[/C][C] 2.985[/C][/ROW]
[ROW][C]74[/C][C] 17[/C][C] 16.17[/C][C] 0.8278[/C][/ROW]
[ROW][C]75[/C][C] 17[/C][C] 16.08[/C][C] 0.9218[/C][/ROW]
[ROW][C]76[/C][C] 18[/C][C] 14.65[/C][C] 3.35[/C][/ROW]
[ROW][C]77[/C][C] 20[/C][C] 16.8[/C][C] 3.195[/C][/ROW]
[ROW][C]78[/C][C] 16[/C][C] 15.97[/C][C] 0.03334[/C][/ROW]
[ROW][C]79[/C][C] 18[/C][C] 17.68[/C][C] 0.3163[/C][/ROW]
[ROW][C]80[/C][C] 15[/C][C] 17.45[/C][C]-2.454[/C][/ROW]
[ROW][C]81[/C][C] 18[/C][C] 18.5[/C][C]-0.502[/C][/ROW]
[ROW][C]82[/C][C] 20[/C][C] 18.22[/C][C] 1.785[/C][/ROW]
[ROW][C]83[/C][C] 14[/C][C] 17.11[/C][C]-3.109[/C][/ROW]
[ROW][C]84[/C][C] 15[/C][C] 15.81[/C][C]-0.8149[/C][/ROW]
[ROW][C]85[/C][C] 17[/C][C] 16.9[/C][C] 0.1014[/C][/ROW]
[ROW][C]86[/C][C] 18[/C][C] 17.51[/C][C] 0.4871[/C][/ROW]
[ROW][C]87[/C][C] 20[/C][C] 17.19[/C][C] 2.815[/C][/ROW]
[ROW][C]88[/C][C] 17[/C][C] 16.63[/C][C] 0.3656[/C][/ROW]
[ROW][C]89[/C][C] 16[/C][C] 16.96[/C][C]-0.9569[/C][/ROW]
[ROW][C]90[/C][C] 11[/C][C] 16.08[/C][C]-5.079[/C][/ROW]
[ROW][C]91[/C][C] 15[/C][C] 17.02[/C][C]-2.016[/C][/ROW]
[ROW][C]92[/C][C] 18[/C][C] 17.23[/C][C] 0.7737[/C][/ROW]
[ROW][C]93[/C][C] 16[/C][C] 17.74[/C][C]-1.742[/C][/ROW]
[ROW][C]94[/C][C] 18[/C][C] 16.84[/C][C] 1.159[/C][/ROW]
[ROW][C]95[/C][C] 15[/C][C] 16.58[/C][C]-1.577[/C][/ROW]
[ROW][C]96[/C][C] 17[/C][C] 15.96[/C][C] 1.037[/C][/ROW]
[ROW][C]97[/C][C] 19[/C][C] 17.89[/C][C] 1.107[/C][/ROW]
[ROW][C]98[/C][C] 16[/C][C] 16.96[/C][C]-0.9569[/C][/ROW]
[ROW][C]99[/C][C] 14[/C][C] 16.15[/C][C]-2.149[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=4

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

As an alternative you can also use a QR Code:  

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

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1 14 15.81-1.815
2 19 16.48 2.518
3 17 17.34-0.3375
4 20 16.99 3.008
5 15 18.21-3.215
6 19 16.02 2.979
7 20 16.52 3.481
8 18 16.67 1.33
9 15 16.52-1.518
10 14 16.93-2.933
11 16 16.55-0.5531
12 19 17.4 1.604
13 18 16.55 1.446
14 17 16.58 0.423
15 19 17.03 1.974
16 17 16.92 0.0781
17 19 18.33 0.6673
18 20 17.74 2.259
19 19 16.32 2.676
20 16 16.02-0.02071
21 16 16.64-0.6353
22 18 15.76 2.243
23 16 16.84-0.8408
24 17 18.22-1.215
25 20 18.24 1.762
26 19 16.98 2.019
27 7 16.58-9.576
28 16 16.17-0.1731
29 16 17.13-1.132
30 18 17.34 0.6619
31 17 17.69-0.6883
32 19 16.2 2.804
33 16 17.13-1.132
34 13 15.62-2.617
35 16 16.52-0.5186
36 12 17.74-5.74
37 17 16.59 0.4113
38 17 17.4-0.3959
39 17 15.24 1.764
40 16 17.89-1.893
41 16 15.87 0.127
42 14 16.02-2.02
43 16 16.63-0.6344
44 13 17.04-4.038
45 16 16.55-0.5531
46 14 15.73-1.733
47 19 16.96 2.043
48 18 17.11 0.8913
49 14 16.61-2.611
50 18 16.46 1.541
51 15 15.59-0.5858
52 17 16.9 0.1008
53 13 16.69-3.688
54 19 17.3 1.698
55 18 17.72 0.2825
56 15 14.88 0.1207
57 20 17.34 2.663
58 19 16.9 2.101
59 18 17.4 0.6044
60 15 16.8-1.805
61 20 18.12 1.878
62 17 17.83-0.8348
63 19 17.45 1.546
64 20 17.53 2.465
65 18 16.96 1.043
66 17 16.35 0.6531
67 18 16.55 1.447
68 17 16.52 0.4829
69 20 18.24 1.761
70 16 16.2-0.1967
71 14 16.58-2.577
72 15 16.23-1.231
73 20 17.02 2.985
74 17 16.17 0.8278
75 17 16.08 0.9218
76 18 14.65 3.35
77 20 16.8 3.195
78 16 15.97 0.03334
79 18 17.68 0.3163
80 15 17.45-2.454
81 18 18.5-0.502
82 20 18.22 1.785
83 14 17.11-3.109
84 15 15.81-0.8149
85 17 16.9 0.1014
86 18 17.51 0.4871
87 20 17.19 2.815
88 17 16.63 0.3656
89 16 16.96-0.9569
90 11 16.08-5.079
91 15 17.02-2.016
92 18 17.23 0.7737
93 16 17.74-1.742
94 18 16.84 1.159
95 15 16.58-1.577
96 17 15.96 1.037
97 19 17.89 1.107
98 16 16.96-0.9569
99 14 16.15-2.149







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
8 0.7003 0.5995 0.2997
9 0.7807 0.4387 0.2193
10 0.8267 0.3467 0.1733
11 0.7401 0.5198 0.2599
12 0.7165 0.567 0.2835
13 0.6237 0.7526 0.3763
14 0.6037 0.7926 0.3963
15 0.6778 0.6443 0.3222
16 0.5905 0.8191 0.4095
17 0.5228 0.9544 0.4772
18 0.5018 0.9965 0.4982
19 0.5059 0.9883 0.4941
20 0.4445 0.8891 0.5555
21 0.4166 0.8331 0.5834
22 0.3641 0.7283 0.6359
23 0.3386 0.6772 0.6614
24 0.2819 0.5638 0.7181
25 0.2724 0.5448 0.7276
26 0.2336 0.4671 0.7664
27 0.988 0.02407 0.01203
28 0.9832 0.03364 0.01682
29 0.9764 0.04724 0.02362
30 0.967 0.066 0.033
31 0.955 0.09007 0.04503
32 0.9628 0.07442 0.03721
33 0.9508 0.09839 0.04919
34 0.9633 0.07334 0.03667
35 0.9512 0.09751 0.04876
36 0.9927 0.01467 0.007334
37 0.9897 0.02055 0.01028
38 0.9849 0.03027 0.01513
39 0.9843 0.03143 0.01572
40 0.983 0.0341 0.01705
41 0.976 0.048 0.024
42 0.9737 0.05254 0.02627
43 0.9644 0.0713 0.03565
44 0.989 0.02205 0.01103
45 0.9839 0.03218 0.01609
46 0.9806 0.0387 0.01935
47 0.981 0.03802 0.01901
48 0.9751 0.04987 0.02493
49 0.978 0.04405 0.02202
50 0.9754 0.04911 0.02456
51 0.969 0.0621 0.03105
52 0.9589 0.08214 0.04107
53 0.981 0.03808 0.01904
54 0.978 0.04408 0.02204
55 0.9712 0.05767 0.02884
56 0.9599 0.08022 0.04011
57 0.9656 0.06879 0.0344
58 0.9726 0.05475 0.02737
59 0.9621 0.07584 0.03792
60 0.9676 0.06483 0.03242
61 0.9627 0.0746 0.0373
62 0.9508 0.09845 0.04923
63 0.9401 0.1198 0.05991
64 0.9369 0.1261 0.06305
65 0.9196 0.1608 0.08042
66 0.893 0.214 0.107
67 0.8912 0.2175 0.1088
68 0.865 0.27 0.135
69 0.8614 0.2773 0.1386
70 0.8332 0.3337 0.1668
71 0.829 0.3421 0.171
72 0.786 0.4281 0.214
73 0.8169 0.3663 0.1831
74 0.775 0.45 0.225
75 0.724 0.552 0.276
76 0.8055 0.389 0.1945
77 0.8355 0.3291 0.1645
78 0.803 0.3941 0.197
79 0.742 0.516 0.258
80 0.7503 0.4995 0.2497
81 0.7743 0.4514 0.2257
82 0.7082 0.5836 0.2918
83 0.7122 0.5755 0.2878
84 0.6508 0.6984 0.3492
85 0.5525 0.895 0.4475
86 0.456 0.9121 0.544
87 0.4773 0.9545 0.5227
88 0.5071 0.9858 0.4929
89 0.3808 0.7617 0.6192
90 0.5135 0.9731 0.4865
91 0.4529 0.9058 0.5471

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
8 &  0.7003 &  0.5995 &  0.2997 \tabularnewline
9 &  0.7807 &  0.4387 &  0.2193 \tabularnewline
10 &  0.8267 &  0.3467 &  0.1733 \tabularnewline
11 &  0.7401 &  0.5198 &  0.2599 \tabularnewline
12 &  0.7165 &  0.567 &  0.2835 \tabularnewline
13 &  0.6237 &  0.7526 &  0.3763 \tabularnewline
14 &  0.6037 &  0.7926 &  0.3963 \tabularnewline
15 &  0.6778 &  0.6443 &  0.3222 \tabularnewline
16 &  0.5905 &  0.8191 &  0.4095 \tabularnewline
17 &  0.5228 &  0.9544 &  0.4772 \tabularnewline
18 &  0.5018 &  0.9965 &  0.4982 \tabularnewline
19 &  0.5059 &  0.9883 &  0.4941 \tabularnewline
20 &  0.4445 &  0.8891 &  0.5555 \tabularnewline
21 &  0.4166 &  0.8331 &  0.5834 \tabularnewline
22 &  0.3641 &  0.7283 &  0.6359 \tabularnewline
23 &  0.3386 &  0.6772 &  0.6614 \tabularnewline
24 &  0.2819 &  0.5638 &  0.7181 \tabularnewline
25 &  0.2724 &  0.5448 &  0.7276 \tabularnewline
26 &  0.2336 &  0.4671 &  0.7664 \tabularnewline
27 &  0.988 &  0.02407 &  0.01203 \tabularnewline
28 &  0.9832 &  0.03364 &  0.01682 \tabularnewline
29 &  0.9764 &  0.04724 &  0.02362 \tabularnewline
30 &  0.967 &  0.066 &  0.033 \tabularnewline
31 &  0.955 &  0.09007 &  0.04503 \tabularnewline
32 &  0.9628 &  0.07442 &  0.03721 \tabularnewline
33 &  0.9508 &  0.09839 &  0.04919 \tabularnewline
34 &  0.9633 &  0.07334 &  0.03667 \tabularnewline
35 &  0.9512 &  0.09751 &  0.04876 \tabularnewline
36 &  0.9927 &  0.01467 &  0.007334 \tabularnewline
37 &  0.9897 &  0.02055 &  0.01028 \tabularnewline
38 &  0.9849 &  0.03027 &  0.01513 \tabularnewline
39 &  0.9843 &  0.03143 &  0.01572 \tabularnewline
40 &  0.983 &  0.0341 &  0.01705 \tabularnewline
41 &  0.976 &  0.048 &  0.024 \tabularnewline
42 &  0.9737 &  0.05254 &  0.02627 \tabularnewline
43 &  0.9644 &  0.0713 &  0.03565 \tabularnewline
44 &  0.989 &  0.02205 &  0.01103 \tabularnewline
45 &  0.9839 &  0.03218 &  0.01609 \tabularnewline
46 &  0.9806 &  0.0387 &  0.01935 \tabularnewline
47 &  0.981 &  0.03802 &  0.01901 \tabularnewline
48 &  0.9751 &  0.04987 &  0.02493 \tabularnewline
49 &  0.978 &  0.04405 &  0.02202 \tabularnewline
50 &  0.9754 &  0.04911 &  0.02456 \tabularnewline
51 &  0.969 &  0.0621 &  0.03105 \tabularnewline
52 &  0.9589 &  0.08214 &  0.04107 \tabularnewline
53 &  0.981 &  0.03808 &  0.01904 \tabularnewline
54 &  0.978 &  0.04408 &  0.02204 \tabularnewline
55 &  0.9712 &  0.05767 &  0.02884 \tabularnewline
56 &  0.9599 &  0.08022 &  0.04011 \tabularnewline
57 &  0.9656 &  0.06879 &  0.0344 \tabularnewline
58 &  0.9726 &  0.05475 &  0.02737 \tabularnewline
59 &  0.9621 &  0.07584 &  0.03792 \tabularnewline
60 &  0.9676 &  0.06483 &  0.03242 \tabularnewline
61 &  0.9627 &  0.0746 &  0.0373 \tabularnewline
62 &  0.9508 &  0.09845 &  0.04923 \tabularnewline
63 &  0.9401 &  0.1198 &  0.05991 \tabularnewline
64 &  0.9369 &  0.1261 &  0.06305 \tabularnewline
65 &  0.9196 &  0.1608 &  0.08042 \tabularnewline
66 &  0.893 &  0.214 &  0.107 \tabularnewline
67 &  0.8912 &  0.2175 &  0.1088 \tabularnewline
68 &  0.865 &  0.27 &  0.135 \tabularnewline
69 &  0.8614 &  0.2773 &  0.1386 \tabularnewline
70 &  0.8332 &  0.3337 &  0.1668 \tabularnewline
71 &  0.829 &  0.3421 &  0.171 \tabularnewline
72 &  0.786 &  0.4281 &  0.214 \tabularnewline
73 &  0.8169 &  0.3663 &  0.1831 \tabularnewline
74 &  0.775 &  0.45 &  0.225 \tabularnewline
75 &  0.724 &  0.552 &  0.276 \tabularnewline
76 &  0.8055 &  0.389 &  0.1945 \tabularnewline
77 &  0.8355 &  0.3291 &  0.1645 \tabularnewline
78 &  0.803 &  0.3941 &  0.197 \tabularnewline
79 &  0.742 &  0.516 &  0.258 \tabularnewline
80 &  0.7503 &  0.4995 &  0.2497 \tabularnewline
81 &  0.7743 &  0.4514 &  0.2257 \tabularnewline
82 &  0.7082 &  0.5836 &  0.2918 \tabularnewline
83 &  0.7122 &  0.5755 &  0.2878 \tabularnewline
84 &  0.6508 &  0.6984 &  0.3492 \tabularnewline
85 &  0.5525 &  0.895 &  0.4475 \tabularnewline
86 &  0.456 &  0.9121 &  0.544 \tabularnewline
87 &  0.4773 &  0.9545 &  0.5227 \tabularnewline
88 &  0.5071 &  0.9858 &  0.4929 \tabularnewline
89 &  0.3808 &  0.7617 &  0.6192 \tabularnewline
90 &  0.5135 &  0.9731 &  0.4865 \tabularnewline
91 &  0.4529 &  0.9058 &  0.5471 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=5

[TABLE]
[ROW][C]Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]p-values[/C][C]Alternative Hypothesis[/C][/ROW]
[ROW][C]breakpoint index[/C][C]greater[/C][C]2-sided[/C][C]less[/C][/ROW]
[ROW][C]8[/C][C] 0.7003[/C][C] 0.5995[/C][C] 0.2997[/C][/ROW]
[ROW][C]9[/C][C] 0.7807[/C][C] 0.4387[/C][C] 0.2193[/C][/ROW]
[ROW][C]10[/C][C] 0.8267[/C][C] 0.3467[/C][C] 0.1733[/C][/ROW]
[ROW][C]11[/C][C] 0.7401[/C][C] 0.5198[/C][C] 0.2599[/C][/ROW]
[ROW][C]12[/C][C] 0.7165[/C][C] 0.567[/C][C] 0.2835[/C][/ROW]
[ROW][C]13[/C][C] 0.6237[/C][C] 0.7526[/C][C] 0.3763[/C][/ROW]
[ROW][C]14[/C][C] 0.6037[/C][C] 0.7926[/C][C] 0.3963[/C][/ROW]
[ROW][C]15[/C][C] 0.6778[/C][C] 0.6443[/C][C] 0.3222[/C][/ROW]
[ROW][C]16[/C][C] 0.5905[/C][C] 0.8191[/C][C] 0.4095[/C][/ROW]
[ROW][C]17[/C][C] 0.5228[/C][C] 0.9544[/C][C] 0.4772[/C][/ROW]
[ROW][C]18[/C][C] 0.5018[/C][C] 0.9965[/C][C] 0.4982[/C][/ROW]
[ROW][C]19[/C][C] 0.5059[/C][C] 0.9883[/C][C] 0.4941[/C][/ROW]
[ROW][C]20[/C][C] 0.4445[/C][C] 0.8891[/C][C] 0.5555[/C][/ROW]
[ROW][C]21[/C][C] 0.4166[/C][C] 0.8331[/C][C] 0.5834[/C][/ROW]
[ROW][C]22[/C][C] 0.3641[/C][C] 0.7283[/C][C] 0.6359[/C][/ROW]
[ROW][C]23[/C][C] 0.3386[/C][C] 0.6772[/C][C] 0.6614[/C][/ROW]
[ROW][C]24[/C][C] 0.2819[/C][C] 0.5638[/C][C] 0.7181[/C][/ROW]
[ROW][C]25[/C][C] 0.2724[/C][C] 0.5448[/C][C] 0.7276[/C][/ROW]
[ROW][C]26[/C][C] 0.2336[/C][C] 0.4671[/C][C] 0.7664[/C][/ROW]
[ROW][C]27[/C][C] 0.988[/C][C] 0.02407[/C][C] 0.01203[/C][/ROW]
[ROW][C]28[/C][C] 0.9832[/C][C] 0.03364[/C][C] 0.01682[/C][/ROW]
[ROW][C]29[/C][C] 0.9764[/C][C] 0.04724[/C][C] 0.02362[/C][/ROW]
[ROW][C]30[/C][C] 0.967[/C][C] 0.066[/C][C] 0.033[/C][/ROW]
[ROW][C]31[/C][C] 0.955[/C][C] 0.09007[/C][C] 0.04503[/C][/ROW]
[ROW][C]32[/C][C] 0.9628[/C][C] 0.07442[/C][C] 0.03721[/C][/ROW]
[ROW][C]33[/C][C] 0.9508[/C][C] 0.09839[/C][C] 0.04919[/C][/ROW]
[ROW][C]34[/C][C] 0.9633[/C][C] 0.07334[/C][C] 0.03667[/C][/ROW]
[ROW][C]35[/C][C] 0.9512[/C][C] 0.09751[/C][C] 0.04876[/C][/ROW]
[ROW][C]36[/C][C] 0.9927[/C][C] 0.01467[/C][C] 0.007334[/C][/ROW]
[ROW][C]37[/C][C] 0.9897[/C][C] 0.02055[/C][C] 0.01028[/C][/ROW]
[ROW][C]38[/C][C] 0.9849[/C][C] 0.03027[/C][C] 0.01513[/C][/ROW]
[ROW][C]39[/C][C] 0.9843[/C][C] 0.03143[/C][C] 0.01572[/C][/ROW]
[ROW][C]40[/C][C] 0.983[/C][C] 0.0341[/C][C] 0.01705[/C][/ROW]
[ROW][C]41[/C][C] 0.976[/C][C] 0.048[/C][C] 0.024[/C][/ROW]
[ROW][C]42[/C][C] 0.9737[/C][C] 0.05254[/C][C] 0.02627[/C][/ROW]
[ROW][C]43[/C][C] 0.9644[/C][C] 0.0713[/C][C] 0.03565[/C][/ROW]
[ROW][C]44[/C][C] 0.989[/C][C] 0.02205[/C][C] 0.01103[/C][/ROW]
[ROW][C]45[/C][C] 0.9839[/C][C] 0.03218[/C][C] 0.01609[/C][/ROW]
[ROW][C]46[/C][C] 0.9806[/C][C] 0.0387[/C][C] 0.01935[/C][/ROW]
[ROW][C]47[/C][C] 0.981[/C][C] 0.03802[/C][C] 0.01901[/C][/ROW]
[ROW][C]48[/C][C] 0.9751[/C][C] 0.04987[/C][C] 0.02493[/C][/ROW]
[ROW][C]49[/C][C] 0.978[/C][C] 0.04405[/C][C] 0.02202[/C][/ROW]
[ROW][C]50[/C][C] 0.9754[/C][C] 0.04911[/C][C] 0.02456[/C][/ROW]
[ROW][C]51[/C][C] 0.969[/C][C] 0.0621[/C][C] 0.03105[/C][/ROW]
[ROW][C]52[/C][C] 0.9589[/C][C] 0.08214[/C][C] 0.04107[/C][/ROW]
[ROW][C]53[/C][C] 0.981[/C][C] 0.03808[/C][C] 0.01904[/C][/ROW]
[ROW][C]54[/C][C] 0.978[/C][C] 0.04408[/C][C] 0.02204[/C][/ROW]
[ROW][C]55[/C][C] 0.9712[/C][C] 0.05767[/C][C] 0.02884[/C][/ROW]
[ROW][C]56[/C][C] 0.9599[/C][C] 0.08022[/C][C] 0.04011[/C][/ROW]
[ROW][C]57[/C][C] 0.9656[/C][C] 0.06879[/C][C] 0.0344[/C][/ROW]
[ROW][C]58[/C][C] 0.9726[/C][C] 0.05475[/C][C] 0.02737[/C][/ROW]
[ROW][C]59[/C][C] 0.9621[/C][C] 0.07584[/C][C] 0.03792[/C][/ROW]
[ROW][C]60[/C][C] 0.9676[/C][C] 0.06483[/C][C] 0.03242[/C][/ROW]
[ROW][C]61[/C][C] 0.9627[/C][C] 0.0746[/C][C] 0.0373[/C][/ROW]
[ROW][C]62[/C][C] 0.9508[/C][C] 0.09845[/C][C] 0.04923[/C][/ROW]
[ROW][C]63[/C][C] 0.9401[/C][C] 0.1198[/C][C] 0.05991[/C][/ROW]
[ROW][C]64[/C][C] 0.9369[/C][C] 0.1261[/C][C] 0.06305[/C][/ROW]
[ROW][C]65[/C][C] 0.9196[/C][C] 0.1608[/C][C] 0.08042[/C][/ROW]
[ROW][C]66[/C][C] 0.893[/C][C] 0.214[/C][C] 0.107[/C][/ROW]
[ROW][C]67[/C][C] 0.8912[/C][C] 0.2175[/C][C] 0.1088[/C][/ROW]
[ROW][C]68[/C][C] 0.865[/C][C] 0.27[/C][C] 0.135[/C][/ROW]
[ROW][C]69[/C][C] 0.8614[/C][C] 0.2773[/C][C] 0.1386[/C][/ROW]
[ROW][C]70[/C][C] 0.8332[/C][C] 0.3337[/C][C] 0.1668[/C][/ROW]
[ROW][C]71[/C][C] 0.829[/C][C] 0.3421[/C][C] 0.171[/C][/ROW]
[ROW][C]72[/C][C] 0.786[/C][C] 0.4281[/C][C] 0.214[/C][/ROW]
[ROW][C]73[/C][C] 0.8169[/C][C] 0.3663[/C][C] 0.1831[/C][/ROW]
[ROW][C]74[/C][C] 0.775[/C][C] 0.45[/C][C] 0.225[/C][/ROW]
[ROW][C]75[/C][C] 0.724[/C][C] 0.552[/C][C] 0.276[/C][/ROW]
[ROW][C]76[/C][C] 0.8055[/C][C] 0.389[/C][C] 0.1945[/C][/ROW]
[ROW][C]77[/C][C] 0.8355[/C][C] 0.3291[/C][C] 0.1645[/C][/ROW]
[ROW][C]78[/C][C] 0.803[/C][C] 0.3941[/C][C] 0.197[/C][/ROW]
[ROW][C]79[/C][C] 0.742[/C][C] 0.516[/C][C] 0.258[/C][/ROW]
[ROW][C]80[/C][C] 0.7503[/C][C] 0.4995[/C][C] 0.2497[/C][/ROW]
[ROW][C]81[/C][C] 0.7743[/C][C] 0.4514[/C][C] 0.2257[/C][/ROW]
[ROW][C]82[/C][C] 0.7082[/C][C] 0.5836[/C][C] 0.2918[/C][/ROW]
[ROW][C]83[/C][C] 0.7122[/C][C] 0.5755[/C][C] 0.2878[/C][/ROW]
[ROW][C]84[/C][C] 0.6508[/C][C] 0.6984[/C][C] 0.3492[/C][/ROW]
[ROW][C]85[/C][C] 0.5525[/C][C] 0.895[/C][C] 0.4475[/C][/ROW]
[ROW][C]86[/C][C] 0.456[/C][C] 0.9121[/C][C] 0.544[/C][/ROW]
[ROW][C]87[/C][C] 0.4773[/C][C] 0.9545[/C][C] 0.5227[/C][/ROW]
[ROW][C]88[/C][C] 0.5071[/C][C] 0.9858[/C][C] 0.4929[/C][/ROW]
[ROW][C]89[/C][C] 0.3808[/C][C] 0.7617[/C][C] 0.6192[/C][/ROW]
[ROW][C]90[/C][C] 0.5135[/C][C] 0.9731[/C][C] 0.4865[/C][/ROW]
[ROW][C]91[/C][C] 0.4529[/C][C] 0.9058[/C][C] 0.5471[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=5

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

As an alternative you can also use a QR Code:  

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

Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
8 0.7003 0.5995 0.2997
9 0.7807 0.4387 0.2193
10 0.8267 0.3467 0.1733
11 0.7401 0.5198 0.2599
12 0.7165 0.567 0.2835
13 0.6237 0.7526 0.3763
14 0.6037 0.7926 0.3963
15 0.6778 0.6443 0.3222
16 0.5905 0.8191 0.4095
17 0.5228 0.9544 0.4772
18 0.5018 0.9965 0.4982
19 0.5059 0.9883 0.4941
20 0.4445 0.8891 0.5555
21 0.4166 0.8331 0.5834
22 0.3641 0.7283 0.6359
23 0.3386 0.6772 0.6614
24 0.2819 0.5638 0.7181
25 0.2724 0.5448 0.7276
26 0.2336 0.4671 0.7664
27 0.988 0.02407 0.01203
28 0.9832 0.03364 0.01682
29 0.9764 0.04724 0.02362
30 0.967 0.066 0.033
31 0.955 0.09007 0.04503
32 0.9628 0.07442 0.03721
33 0.9508 0.09839 0.04919
34 0.9633 0.07334 0.03667
35 0.9512 0.09751 0.04876
36 0.9927 0.01467 0.007334
37 0.9897 0.02055 0.01028
38 0.9849 0.03027 0.01513
39 0.9843 0.03143 0.01572
40 0.983 0.0341 0.01705
41 0.976 0.048 0.024
42 0.9737 0.05254 0.02627
43 0.9644 0.0713 0.03565
44 0.989 0.02205 0.01103
45 0.9839 0.03218 0.01609
46 0.9806 0.0387 0.01935
47 0.981 0.03802 0.01901
48 0.9751 0.04987 0.02493
49 0.978 0.04405 0.02202
50 0.9754 0.04911 0.02456
51 0.969 0.0621 0.03105
52 0.9589 0.08214 0.04107
53 0.981 0.03808 0.01904
54 0.978 0.04408 0.02204
55 0.9712 0.05767 0.02884
56 0.9599 0.08022 0.04011
57 0.9656 0.06879 0.0344
58 0.9726 0.05475 0.02737
59 0.9621 0.07584 0.03792
60 0.9676 0.06483 0.03242
61 0.9627 0.0746 0.0373
62 0.9508 0.09845 0.04923
63 0.9401 0.1198 0.05991
64 0.9369 0.1261 0.06305
65 0.9196 0.1608 0.08042
66 0.893 0.214 0.107
67 0.8912 0.2175 0.1088
68 0.865 0.27 0.135
69 0.8614 0.2773 0.1386
70 0.8332 0.3337 0.1668
71 0.829 0.3421 0.171
72 0.786 0.4281 0.214
73 0.8169 0.3663 0.1831
74 0.775 0.45 0.225
75 0.724 0.552 0.276
76 0.8055 0.389 0.1945
77 0.8355 0.3291 0.1645
78 0.803 0.3941 0.197
79 0.742 0.516 0.258
80 0.7503 0.4995 0.2497
81 0.7743 0.4514 0.2257
82 0.7082 0.5836 0.2918
83 0.7122 0.5755 0.2878
84 0.6508 0.6984 0.3492
85 0.5525 0.895 0.4475
86 0.456 0.9121 0.544
87 0.4773 0.9545 0.5227
88 0.5071 0.9858 0.4929
89 0.3808 0.7617 0.6192
90 0.5135 0.9731 0.4865
91 0.4529 0.9058 0.5471







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level0 0OK
5% type I error level180.214286NOK
10% type I error level360.428571NOK

\begin{tabular}{lllllllll}
\hline
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
Description & # significant tests & % significant tests & OK/NOK \tabularnewline
1% type I error level & 0 &  0 & OK \tabularnewline
5% type I error level & 18 & 0.214286 & NOK \tabularnewline
10% type I error level & 36 & 0.428571 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=6

[TABLE]
[ROW][C]Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]Description[/C][C]# significant tests[/C][C]% significant tests[/C][C]OK/NOK[/C][/ROW]
[ROW][C]1% type I error level[/C][C]0[/C][C] 0[/C][C]OK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]18[/C][C]0.214286[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]36[/C][C]0.428571[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=6

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

As an alternative you can also use a QR Code:  

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

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level0 0OK
5% type I error level180.214286NOK
10% type I error level360.428571NOK







Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 1.1665, df1 = 2, df2 = 92, p-value = 0.316
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.2423, df1 = 8, df2 = 86, p-value = 0.2847
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.3244, df1 = 2, df2 = 92, p-value = 0.271

\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 = 1.1665, df1 = 2, df2 = 92, p-value = 0.316
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of regressors \tabularnewline
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.2423, df1 = 8, df2 = 86, p-value = 0.2847
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of principal components \tabularnewline
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.3244, df1 = 2, df2 = 92, p-value = 0.271
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=&T=7

[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 = 1.1665, df1 = 2, df2 = 92, p-value = 0.316
[/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 = 1.2423, df1 = 8, df2 = 86, p-value = 0.2847
[/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 = 1.3244, df1 = 2, df2 = 92, p-value = 0.271
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=&T=7

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&T=7

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 = 1.1665, df1 = 2, df2 = 92, p-value = 0.316
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.2423, df1 = 8, df2 = 86, p-value = 0.2847
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.3244, df1 = 2, df2 = 92, p-value = 0.271







Variance Inflation Factors (Multicollinearity)
> vif
Bevr_Leeftijd          TVDC      SKEOUSUM        SKEOU1 
     1.015174      1.326223      1.491878      1.377300 

\begin{tabular}{lllllllll}
\hline
Variance Inflation Factors (Multicollinearity) \tabularnewline
> vif
Bevr_Leeftijd          TVDC      SKEOUSUM        SKEOU1 
     1.015174      1.326223      1.491878      1.377300 
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=&T=8

[TABLE]
[ROW][C]Variance Inflation Factors (Multicollinearity)[/C][/ROW]
[ROW][C]
> vif
Bevr_Leeftijd          TVDC      SKEOUSUM        SKEOU1 
     1.015174      1.326223      1.491878      1.377300 
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=&T=8

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&T=8

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
Bevr_Leeftijd          TVDC      SKEOUSUM        SKEOU1 
     1.015174      1.326223      1.491878      1.377300 



Parameters (Session):
par1 = 128811211121 ; par2 = Double00Do not include Seasonal DummiesDo not include Seasonal DummiesDo not include Seasonal DummiesDo not include Seasonal DummiesDo not include Seasonal DummiesDo not include Seasonal Dummies ; par3 = additiveNo Linear TrendNo Linear TrendNo Linear TrendNo Linear TrendNo Linear TrendNo Linear Trend ; par4 = 12 ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = ; par5 = ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
library(car)
library(MASS)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
mywarning <- ''
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 (par5=='') par5 <- 0
par5 <- as.numeric(par5)
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=12)'){
(n <- n - 12)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B12)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+12,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'First and Seasonal Differences (s=12)'){
(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 - 12)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B12)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+12,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*12,par5), dimnames=list(1:(n-par5*12), paste(colnames(x)[par1],'(t-',1:par5,'s)',sep='')))
for (i in 1:(n-par5*12)) {
for (j in 1:par5) {
x2[i,j] <- x[i+par5*12-j*12,par1]
}
}
x <- cbind(x[(par5*12+1):n,], x2)
n <- n - par5*12
}
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$resid)
myr
if(n < 200) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,formatC(signif(x[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(x[i]-mysum$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')