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Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationSat, 13 Dec 2014 09:50:11 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2014/Dec/13/t14184642253nei24cxwvlctbp.htm/, Retrieved Thu, 16 May 2024 14:06:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=266926, Retrieved Thu, 16 May 2024 14:06:03 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact135
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [] [2014-12-13 09:50:11] [6baf0af87d9d8aa2cb91b54f39a0a5b0] [Current]
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Dataseries X:
21 26 50 0 21 13 12 13 13
22 57 62 1 22 8 8 13 16
22 37 54 0 21 14 11 11 11
18 67 71 1 21 16 13 14 10
23 43 54 1 21 14 11 15 9
12 52 65 1 21 13 10 14 8
20 52 73 0 21 15 7 11 26
22 43 52 1 23 13 10 13 10
21 84 84 1 22 20 15 16 10
19 67 42 1 25 17 12 14 8
22 49 66 1 21 15 12 14 13
15 70 65 1 23 16 10 15 11
20 52 78 1 22 12 10 15 8
19 58 73 0 21 17 14 13 12
18 68 75 0 21 11 6 14 24
15 62 72 0 25 16 12 11 21
20 43 66 1 21 16 14 12 5
21 56 70 0 21 15 11 14 14
21 56 61 1 20 13 8 13 11
15 74 81 0 24 14 12 12 9
16 65 71 1 23 19 15 15 8
23 63 69 1 21 16 13 15 17
21 58 71 0 24 17 11 14 18
18 57 72 1 23 10 12 14 16
25 63 68 1 21 15 7 12 23
9 53 70 1 22 14 11 12 9
30 57 68 1 20 14 7 12 14
20 51 61 0 18 16 12 15 13
23 64 67 1 21 15 12 14 10
16 53 76 0 22 17 13 16 8
16 29 70 0 22 14 9 12 10
19 54 60 0 21 16 11 12 19
25 58 72 1 21 15 12 14 11
18 43 69 1 25 16 15 16 16
23 51 71 1 22 16 12 15 12
21 53 62 1 22 10 6 12 11
10 54 70 0 20 8 5 14 11
14 56 64 1 21 17 13 13 10
22 61 58 1 21 14 11 14 13
26 47 76 0 21 10 6 16 14
23 39 52 1 22 14 12 12 8
23 48 59 1 21 12 10 14 11
24 50 68 1 24 16 6 15 11
24 35 76 1 22 16 12 13 13
18 30 65 1 22 16 11 16 15
23 68 67 0 21 8 6 16 15
15 49 59 1 22 16 12 12 16
19 61 69 1 19 15 12 12 12
16 67 76 0 22 8 8 16 12
25 47 63 1 23 13 10 12 17
23 56 75 1 20 14 11 15 14
17 50 63 1 20 13 7 12 15
19 43 60 1 23 16 12 13 12
21 67 73 1 20 19 13 12 13
18 62 63 1 23 19 14 14 7
27 57 70 1 21 14 12 14 8
21 41 75 0 22 15 6 11 16
13 54 66 1 21 13 14 10 20
8 45 63 0 21 10 10 12 14
29 48 63 1 19 16 12 11 10
28 61 64 1 22 15 11 16 16
23 56 70 0 21 11 10 14 11
21 41 75 0 21 9 7 14 26
19 43 61 1 21 16 12 15 9
19 53 60 0 21 12 7 15 15
20 44 62 1 21 12 12 14 12
18 66 73 0 21 14 12 13 21
19 58 61 1 22 14 10 11 20
17 46 66 1 22 13 10 16 20
19 37 64 0 18 15 12 12 10
25 51 59 0 21 17 12 15 15
19 51 64 0 23 14 12 14 10
22 56 60 0 19 11 8 15 16
23 66 56 1 19 9 10 14 9
14 37 78 0 21 7 5 13 17
28 59 53 1 21 13 10 6 10
16 42 67 0 21 15 10 12 19
24 38 59 1 21 12 12 12 13
20 66 66 0 20 15 11 14 8
12 34 68 0 19 14 9 14 11
24 53 71 1 21 16 12 15 9
22 49 66 0 19 14 11 11 12
12 55 73 0 19 13 10 13 10
22 49 72 0 19 16 12 14 9
20 59 71 1 20 13 10 16 14
10 40 59 0 19 16 9 13 14
23 58 64 1 19 16 11 14 10
17 60 66 1 19 16 12 16 8
22 63 78 0 20 10 7 11 13
24 56 68 0 19 12 11 13 9
18 54 73 0 18 12 12 13 14
21 52 62 1 19 12 6 15 8
20 34 65 1 21 12 9 12 16
20 69 68 1 18 19 15 13 14
22 32 65 0 18 14 10 12 14
19 48 60 1 19 13 11 14 8
20 67 71 0 21 16 12 14 11
26 58 65 1 20 15 12 16 11
23 57 68 1 24 12 12 15 13
24 42 64 1 22 8 11 14 12
21 64 74 1 21 10 9 13 13
21 58 69 1 21 16 11 14 9
19 66 76 0 19 16 12 15 10
8 26 68 1 19 10 12 14 12
17 61 72 1 20 18 14 12 11
20 52 67 1 18 12 8 7 13
11 51 63 0 19 16 10 12 17
8 55 59 0 19 10 9 15 15
15 50 73 0 20 14 10 12 15
18 60 66 0 21 12 9 13 14
18 56 62 0 18 11 10 11 10
19 63 69 0 19 15 12 14 15
19 61 66 1 19 7 11 13 14




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 7 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266926&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]7 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266926&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266926&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net







Multiple Linear Regression - Estimated Regression Equation
NUMERACYTOT[t] = + 20.4702 + 0.0432288AMS.I[t] -0.0515985AMS.E[t] + 2.494gender[t] -0.0577043age[t] + 0.198896CONFSTATTOT[t] -0.335254CONFSOFTTOT[t] + 0.0558379STRESSTOT[t] + 0.00596632CESDTOT[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
NUMERACYTOT[t] =  +  20.4702 +  0.0432288AMS.I[t] -0.0515985AMS.E[t] +  2.494gender[t] -0.0577043age[t] +  0.198896CONFSTATTOT[t] -0.335254CONFSOFTTOT[t] +  0.0558379STRESSTOT[t] +  0.00596632CESDTOT[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266926&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]NUMERACYTOT[t] =  +  20.4702 +  0.0432288AMS.I[t] -0.0515985AMS.E[t] +  2.494gender[t] -0.0577043age[t] +  0.198896CONFSTATTOT[t] -0.335254CONFSOFTTOT[t] +  0.0558379STRESSTOT[t] +  0.00596632CESDTOT[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266926&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266926&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
NUMERACYTOT[t] = + 20.4702 + 0.0432288AMS.I[t] -0.0515985AMS.E[t] + 2.494gender[t] -0.0577043age[t] + 0.198896CONFSTATTOT[t] -0.335254CONFSOFTTOT[t] + 0.0558379STRESSTOT[t] + 0.00596632CESDTOT[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)20.47027.11582.8770.004876090.00243804
AMS.I0.04322880.04133831.0460.2981090.149055
AMS.E-0.05159850.0660056-0.78170.436150.218075
gender2.4940.923292.7010.008067930.00403397
age-0.05770430.273498-0.2110.8333110.416655
CONFSTATTOT0.1988960.1915771.0380.3015830.150791
CONFSOFTTOT-0.3352540.241761-1.3870.1684930.0842467
STRESSTOT0.05583790.2468270.22620.8214720.410736
CESDTOT0.005966320.1140620.052310.9583840.479192

\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) & 20.4702 & 7.1158 & 2.877 & 0.00487609 & 0.00243804 \tabularnewline
AMS.I & 0.0432288 & 0.0413383 & 1.046 & 0.298109 & 0.149055 \tabularnewline
AMS.E & -0.0515985 & 0.0660056 & -0.7817 & 0.43615 & 0.218075 \tabularnewline
gender & 2.494 & 0.92329 & 2.701 & 0.00806793 & 0.00403397 \tabularnewline
age & -0.0577043 & 0.273498 & -0.211 & 0.833311 & 0.416655 \tabularnewline
CONFSTATTOT & 0.198896 & 0.191577 & 1.038 & 0.301583 & 0.150791 \tabularnewline
CONFSOFTTOT & -0.335254 & 0.241761 & -1.387 & 0.168493 & 0.0842467 \tabularnewline
STRESSTOT & 0.0558379 & 0.246827 & 0.2262 & 0.821472 & 0.410736 \tabularnewline
CESDTOT & 0.00596632 & 0.114062 & 0.05231 & 0.958384 & 0.479192 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266926&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]20.4702[/C][C]7.1158[/C][C]2.877[/C][C]0.00487609[/C][C]0.00243804[/C][/ROW]
[ROW][C]AMS.I[/C][C]0.0432288[/C][C]0.0413383[/C][C]1.046[/C][C]0.298109[/C][C]0.149055[/C][/ROW]
[ROW][C]AMS.E[/C][C]-0.0515985[/C][C]0.0660056[/C][C]-0.7817[/C][C]0.43615[/C][C]0.218075[/C][/ROW]
[ROW][C]gender[/C][C]2.494[/C][C]0.92329[/C][C]2.701[/C][C]0.00806793[/C][C]0.00403397[/C][/ROW]
[ROW][C]age[/C][C]-0.0577043[/C][C]0.273498[/C][C]-0.211[/C][C]0.833311[/C][C]0.416655[/C][/ROW]
[ROW][C]CONFSTATTOT[/C][C]0.198896[/C][C]0.191577[/C][C]1.038[/C][C]0.301583[/C][C]0.150791[/C][/ROW]
[ROW][C]CONFSOFTTOT[/C][C]-0.335254[/C][C]0.241761[/C][C]-1.387[/C][C]0.168493[/C][C]0.0842467[/C][/ROW]
[ROW][C]STRESSTOT[/C][C]0.0558379[/C][C]0.246827[/C][C]0.2262[/C][C]0.821472[/C][C]0.410736[/C][/ROW]
[ROW][C]CESDTOT[/C][C]0.00596632[/C][C]0.114062[/C][C]0.05231[/C][C]0.958384[/C][C]0.479192[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266926&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266926&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)20.47027.11582.8770.004876090.00243804
AMS.I0.04322880.04133831.0460.2981090.149055
AMS.E-0.05159850.0660056-0.78170.436150.218075
gender2.4940.923292.7010.008067930.00403397
age-0.05770430.273498-0.2110.8333110.416655
CONFSTATTOT0.1988960.1915771.0380.3015830.150791
CONFSOFTTOT-0.3352540.241761-1.3870.1684930.0842467
STRESSTOT0.05583790.2468270.22620.8214720.410736
CESDTOT0.005966320.1140620.052310.9583840.479192







Multiple Linear Regression - Regression Statistics
Multiple R0.320816
R-squared0.102923
Adjusted R-squared0.0339168
F-TEST (value)1.49151
F-TEST (DF numerator)8
F-TEST (DF denominator)104
p-value0.16917
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.36696
Sum Squared Residuals1983.32

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.320816 \tabularnewline
R-squared & 0.102923 \tabularnewline
Adjusted R-squared & 0.0339168 \tabularnewline
F-TEST (value) & 1.49151 \tabularnewline
F-TEST (DF numerator) & 8 \tabularnewline
F-TEST (DF denominator) & 104 \tabularnewline
p-value & 0.16917 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 4.36696 \tabularnewline
Sum Squared Residuals & 1983.32 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266926&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.320816[/C][/ROW]
[ROW][C]R-squared[/C][C]0.102923[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.0339168[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]1.49151[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]8[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]104[/C][/ROW]
[ROW][C]p-value[/C][C]0.16917[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]4.36696[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]1983.32[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266926&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266926&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 R0.320816
R-squared0.102923
Adjusted R-squared0.0339168
F-TEST (value)1.49151
F-TEST (DF numerator)8
F-TEST (DF denominator)104
p-value0.16917
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.36696
Sum Squared Residuals1983.32







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
12117.16853.83153
22220.69011.30988
32217.84814.15186
41820.6507-2.65066
52320.81292.18707
61220.709-8.70896
72019.14560.854392
82220.83141.16863
92120.89380.106181
101922.4384-3.43842
112220.28481.71521
121522.0421-7.0421
132019.83740.162579
141917.48411.51586
151819.4293-1.42932
161517.8915-2.89147
172019.39440.605598
182118.22822.77178
192121.7785-0.778547
201517.59-2.58998
211620.4189-4.41888
222320.67852.32145
232118.51162.48838
241819.229-1.22904
252522.41112.58894
26920.1944-11.1944
273021.95688.0432
282018.56311.43691
292320.86372.13627
301617.5344-1.5344
311617.3394-1.33941
321918.77480.225202
332520.35234.64767
341818.9625-0.962516
352320.30432.69568
362121.4998-0.499837
371018.8008-8.80082
381420.6794-6.67939
392221.35270.647314
402618.3237.67696
412320.17682.82322
422320.66462.33536
432422.3061.69396
442419.2494.75104
451820.1151-2.1151
462319.30343.6966
471520.6934-5.6934
481920.6465-1.64651
491618.0497-2.04968
502520.42264.57737
512320.37892.62112
521721.7193-4.71926
531920.3567-1.35669
542121.1081-0.108081
551820.9754-2.97543
562720.19556.8045
572118.78482.21522
581319.251-6.25105
59817.343-9.34299
602920.52538.47475
612821.31396.68614
622317.755.25001
632117.5413.45897
641920.5143-1.51428
651919.4207-0.420652
662019.67240.327611
671817.95750.0425119
681921.22-2.22
691720.5236-3.52356
701917.41881.58122
712518.7046.296
721917.64821.35176
732219.13762.86244
742321.10431.89566
751417.3765-3.3765
762821.1966.80402
771618.0312-2.03122
782419.46214.5379
792018.88881.11119
801217.9495-5.94951
812420.43063.56941
822217.86914.13092
831218.0034-6.00336
842217.77164.22836
852020.9072-0.907153
861019.0331-9.03312
872321.40871.59129
881721.1565-4.15646
892218.34883.6512
902417.76456.23553
911817.17230.827701
922122.1771-1.17713
932020.0033-0.0032585
942020.9592-0.959235
952217.64654.35348
961920.5742-1.5742
972018.49791.50212
982620.88295.1171
992319.81353.18654
1002418.96475.0353
1012120.47590.524116
1022121.0293-0.0293426
1031918.36190.63806
104818.3023-10.3023
1051720.3542-3.35422
1062020.8895-0.889459
1071118.929-7.92905
108818.6058-10.6058
1091517.9024-2.9024
1101818.6255-0.625512
1111818.1624-0.162412
1121918.36850.63146
1131919.6132-0.613163

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 21 & 17.1685 & 3.83153 \tabularnewline
2 & 22 & 20.6901 & 1.30988 \tabularnewline
3 & 22 & 17.8481 & 4.15186 \tabularnewline
4 & 18 & 20.6507 & -2.65066 \tabularnewline
5 & 23 & 20.8129 & 2.18707 \tabularnewline
6 & 12 & 20.709 & -8.70896 \tabularnewline
7 & 20 & 19.1456 & 0.854392 \tabularnewline
8 & 22 & 20.8314 & 1.16863 \tabularnewline
9 & 21 & 20.8938 & 0.106181 \tabularnewline
10 & 19 & 22.4384 & -3.43842 \tabularnewline
11 & 22 & 20.2848 & 1.71521 \tabularnewline
12 & 15 & 22.0421 & -7.0421 \tabularnewline
13 & 20 & 19.8374 & 0.162579 \tabularnewline
14 & 19 & 17.4841 & 1.51586 \tabularnewline
15 & 18 & 19.4293 & -1.42932 \tabularnewline
16 & 15 & 17.8915 & -2.89147 \tabularnewline
17 & 20 & 19.3944 & 0.605598 \tabularnewline
18 & 21 & 18.2282 & 2.77178 \tabularnewline
19 & 21 & 21.7785 & -0.778547 \tabularnewline
20 & 15 & 17.59 & -2.58998 \tabularnewline
21 & 16 & 20.4189 & -4.41888 \tabularnewline
22 & 23 & 20.6785 & 2.32145 \tabularnewline
23 & 21 & 18.5116 & 2.48838 \tabularnewline
24 & 18 & 19.229 & -1.22904 \tabularnewline
25 & 25 & 22.4111 & 2.58894 \tabularnewline
26 & 9 & 20.1944 & -11.1944 \tabularnewline
27 & 30 & 21.9568 & 8.0432 \tabularnewline
28 & 20 & 18.5631 & 1.43691 \tabularnewline
29 & 23 & 20.8637 & 2.13627 \tabularnewline
30 & 16 & 17.5344 & -1.5344 \tabularnewline
31 & 16 & 17.3394 & -1.33941 \tabularnewline
32 & 19 & 18.7748 & 0.225202 \tabularnewline
33 & 25 & 20.3523 & 4.64767 \tabularnewline
34 & 18 & 18.9625 & -0.962516 \tabularnewline
35 & 23 & 20.3043 & 2.69568 \tabularnewline
36 & 21 & 21.4998 & -0.499837 \tabularnewline
37 & 10 & 18.8008 & -8.80082 \tabularnewline
38 & 14 & 20.6794 & -6.67939 \tabularnewline
39 & 22 & 21.3527 & 0.647314 \tabularnewline
40 & 26 & 18.323 & 7.67696 \tabularnewline
41 & 23 & 20.1768 & 2.82322 \tabularnewline
42 & 23 & 20.6646 & 2.33536 \tabularnewline
43 & 24 & 22.306 & 1.69396 \tabularnewline
44 & 24 & 19.249 & 4.75104 \tabularnewline
45 & 18 & 20.1151 & -2.1151 \tabularnewline
46 & 23 & 19.3034 & 3.6966 \tabularnewline
47 & 15 & 20.6934 & -5.6934 \tabularnewline
48 & 19 & 20.6465 & -1.64651 \tabularnewline
49 & 16 & 18.0497 & -2.04968 \tabularnewline
50 & 25 & 20.4226 & 4.57737 \tabularnewline
51 & 23 & 20.3789 & 2.62112 \tabularnewline
52 & 17 & 21.7193 & -4.71926 \tabularnewline
53 & 19 & 20.3567 & -1.35669 \tabularnewline
54 & 21 & 21.1081 & -0.108081 \tabularnewline
55 & 18 & 20.9754 & -2.97543 \tabularnewline
56 & 27 & 20.1955 & 6.8045 \tabularnewline
57 & 21 & 18.7848 & 2.21522 \tabularnewline
58 & 13 & 19.251 & -6.25105 \tabularnewline
59 & 8 & 17.343 & -9.34299 \tabularnewline
60 & 29 & 20.5253 & 8.47475 \tabularnewline
61 & 28 & 21.3139 & 6.68614 \tabularnewline
62 & 23 & 17.75 & 5.25001 \tabularnewline
63 & 21 & 17.541 & 3.45897 \tabularnewline
64 & 19 & 20.5143 & -1.51428 \tabularnewline
65 & 19 & 19.4207 & -0.420652 \tabularnewline
66 & 20 & 19.6724 & 0.327611 \tabularnewline
67 & 18 & 17.9575 & 0.0425119 \tabularnewline
68 & 19 & 21.22 & -2.22 \tabularnewline
69 & 17 & 20.5236 & -3.52356 \tabularnewline
70 & 19 & 17.4188 & 1.58122 \tabularnewline
71 & 25 & 18.704 & 6.296 \tabularnewline
72 & 19 & 17.6482 & 1.35176 \tabularnewline
73 & 22 & 19.1376 & 2.86244 \tabularnewline
74 & 23 & 21.1043 & 1.89566 \tabularnewline
75 & 14 & 17.3765 & -3.3765 \tabularnewline
76 & 28 & 21.196 & 6.80402 \tabularnewline
77 & 16 & 18.0312 & -2.03122 \tabularnewline
78 & 24 & 19.4621 & 4.5379 \tabularnewline
79 & 20 & 18.8888 & 1.11119 \tabularnewline
80 & 12 & 17.9495 & -5.94951 \tabularnewline
81 & 24 & 20.4306 & 3.56941 \tabularnewline
82 & 22 & 17.8691 & 4.13092 \tabularnewline
83 & 12 & 18.0034 & -6.00336 \tabularnewline
84 & 22 & 17.7716 & 4.22836 \tabularnewline
85 & 20 & 20.9072 & -0.907153 \tabularnewline
86 & 10 & 19.0331 & -9.03312 \tabularnewline
87 & 23 & 21.4087 & 1.59129 \tabularnewline
88 & 17 & 21.1565 & -4.15646 \tabularnewline
89 & 22 & 18.3488 & 3.6512 \tabularnewline
90 & 24 & 17.7645 & 6.23553 \tabularnewline
91 & 18 & 17.1723 & 0.827701 \tabularnewline
92 & 21 & 22.1771 & -1.17713 \tabularnewline
93 & 20 & 20.0033 & -0.0032585 \tabularnewline
94 & 20 & 20.9592 & -0.959235 \tabularnewline
95 & 22 & 17.6465 & 4.35348 \tabularnewline
96 & 19 & 20.5742 & -1.5742 \tabularnewline
97 & 20 & 18.4979 & 1.50212 \tabularnewline
98 & 26 & 20.8829 & 5.1171 \tabularnewline
99 & 23 & 19.8135 & 3.18654 \tabularnewline
100 & 24 & 18.9647 & 5.0353 \tabularnewline
101 & 21 & 20.4759 & 0.524116 \tabularnewline
102 & 21 & 21.0293 & -0.0293426 \tabularnewline
103 & 19 & 18.3619 & 0.63806 \tabularnewline
104 & 8 & 18.3023 & -10.3023 \tabularnewline
105 & 17 & 20.3542 & -3.35422 \tabularnewline
106 & 20 & 20.8895 & -0.889459 \tabularnewline
107 & 11 & 18.929 & -7.92905 \tabularnewline
108 & 8 & 18.6058 & -10.6058 \tabularnewline
109 & 15 & 17.9024 & -2.9024 \tabularnewline
110 & 18 & 18.6255 & -0.625512 \tabularnewline
111 & 18 & 18.1624 & -0.162412 \tabularnewline
112 & 19 & 18.3685 & 0.63146 \tabularnewline
113 & 19 & 19.6132 & -0.613163 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266926&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]21[/C][C]17.1685[/C][C]3.83153[/C][/ROW]
[ROW][C]2[/C][C]22[/C][C]20.6901[/C][C]1.30988[/C][/ROW]
[ROW][C]3[/C][C]22[/C][C]17.8481[/C][C]4.15186[/C][/ROW]
[ROW][C]4[/C][C]18[/C][C]20.6507[/C][C]-2.65066[/C][/ROW]
[ROW][C]5[/C][C]23[/C][C]20.8129[/C][C]2.18707[/C][/ROW]
[ROW][C]6[/C][C]12[/C][C]20.709[/C][C]-8.70896[/C][/ROW]
[ROW][C]7[/C][C]20[/C][C]19.1456[/C][C]0.854392[/C][/ROW]
[ROW][C]8[/C][C]22[/C][C]20.8314[/C][C]1.16863[/C][/ROW]
[ROW][C]9[/C][C]21[/C][C]20.8938[/C][C]0.106181[/C][/ROW]
[ROW][C]10[/C][C]19[/C][C]22.4384[/C][C]-3.43842[/C][/ROW]
[ROW][C]11[/C][C]22[/C][C]20.2848[/C][C]1.71521[/C][/ROW]
[ROW][C]12[/C][C]15[/C][C]22.0421[/C][C]-7.0421[/C][/ROW]
[ROW][C]13[/C][C]20[/C][C]19.8374[/C][C]0.162579[/C][/ROW]
[ROW][C]14[/C][C]19[/C][C]17.4841[/C][C]1.51586[/C][/ROW]
[ROW][C]15[/C][C]18[/C][C]19.4293[/C][C]-1.42932[/C][/ROW]
[ROW][C]16[/C][C]15[/C][C]17.8915[/C][C]-2.89147[/C][/ROW]
[ROW][C]17[/C][C]20[/C][C]19.3944[/C][C]0.605598[/C][/ROW]
[ROW][C]18[/C][C]21[/C][C]18.2282[/C][C]2.77178[/C][/ROW]
[ROW][C]19[/C][C]21[/C][C]21.7785[/C][C]-0.778547[/C][/ROW]
[ROW][C]20[/C][C]15[/C][C]17.59[/C][C]-2.58998[/C][/ROW]
[ROW][C]21[/C][C]16[/C][C]20.4189[/C][C]-4.41888[/C][/ROW]
[ROW][C]22[/C][C]23[/C][C]20.6785[/C][C]2.32145[/C][/ROW]
[ROW][C]23[/C][C]21[/C][C]18.5116[/C][C]2.48838[/C][/ROW]
[ROW][C]24[/C][C]18[/C][C]19.229[/C][C]-1.22904[/C][/ROW]
[ROW][C]25[/C][C]25[/C][C]22.4111[/C][C]2.58894[/C][/ROW]
[ROW][C]26[/C][C]9[/C][C]20.1944[/C][C]-11.1944[/C][/ROW]
[ROW][C]27[/C][C]30[/C][C]21.9568[/C][C]8.0432[/C][/ROW]
[ROW][C]28[/C][C]20[/C][C]18.5631[/C][C]1.43691[/C][/ROW]
[ROW][C]29[/C][C]23[/C][C]20.8637[/C][C]2.13627[/C][/ROW]
[ROW][C]30[/C][C]16[/C][C]17.5344[/C][C]-1.5344[/C][/ROW]
[ROW][C]31[/C][C]16[/C][C]17.3394[/C][C]-1.33941[/C][/ROW]
[ROW][C]32[/C][C]19[/C][C]18.7748[/C][C]0.225202[/C][/ROW]
[ROW][C]33[/C][C]25[/C][C]20.3523[/C][C]4.64767[/C][/ROW]
[ROW][C]34[/C][C]18[/C][C]18.9625[/C][C]-0.962516[/C][/ROW]
[ROW][C]35[/C][C]23[/C][C]20.3043[/C][C]2.69568[/C][/ROW]
[ROW][C]36[/C][C]21[/C][C]21.4998[/C][C]-0.499837[/C][/ROW]
[ROW][C]37[/C][C]10[/C][C]18.8008[/C][C]-8.80082[/C][/ROW]
[ROW][C]38[/C][C]14[/C][C]20.6794[/C][C]-6.67939[/C][/ROW]
[ROW][C]39[/C][C]22[/C][C]21.3527[/C][C]0.647314[/C][/ROW]
[ROW][C]40[/C][C]26[/C][C]18.323[/C][C]7.67696[/C][/ROW]
[ROW][C]41[/C][C]23[/C][C]20.1768[/C][C]2.82322[/C][/ROW]
[ROW][C]42[/C][C]23[/C][C]20.6646[/C][C]2.33536[/C][/ROW]
[ROW][C]43[/C][C]24[/C][C]22.306[/C][C]1.69396[/C][/ROW]
[ROW][C]44[/C][C]24[/C][C]19.249[/C][C]4.75104[/C][/ROW]
[ROW][C]45[/C][C]18[/C][C]20.1151[/C][C]-2.1151[/C][/ROW]
[ROW][C]46[/C][C]23[/C][C]19.3034[/C][C]3.6966[/C][/ROW]
[ROW][C]47[/C][C]15[/C][C]20.6934[/C][C]-5.6934[/C][/ROW]
[ROW][C]48[/C][C]19[/C][C]20.6465[/C][C]-1.64651[/C][/ROW]
[ROW][C]49[/C][C]16[/C][C]18.0497[/C][C]-2.04968[/C][/ROW]
[ROW][C]50[/C][C]25[/C][C]20.4226[/C][C]4.57737[/C][/ROW]
[ROW][C]51[/C][C]23[/C][C]20.3789[/C][C]2.62112[/C][/ROW]
[ROW][C]52[/C][C]17[/C][C]21.7193[/C][C]-4.71926[/C][/ROW]
[ROW][C]53[/C][C]19[/C][C]20.3567[/C][C]-1.35669[/C][/ROW]
[ROW][C]54[/C][C]21[/C][C]21.1081[/C][C]-0.108081[/C][/ROW]
[ROW][C]55[/C][C]18[/C][C]20.9754[/C][C]-2.97543[/C][/ROW]
[ROW][C]56[/C][C]27[/C][C]20.1955[/C][C]6.8045[/C][/ROW]
[ROW][C]57[/C][C]21[/C][C]18.7848[/C][C]2.21522[/C][/ROW]
[ROW][C]58[/C][C]13[/C][C]19.251[/C][C]-6.25105[/C][/ROW]
[ROW][C]59[/C][C]8[/C][C]17.343[/C][C]-9.34299[/C][/ROW]
[ROW][C]60[/C][C]29[/C][C]20.5253[/C][C]8.47475[/C][/ROW]
[ROW][C]61[/C][C]28[/C][C]21.3139[/C][C]6.68614[/C][/ROW]
[ROW][C]62[/C][C]23[/C][C]17.75[/C][C]5.25001[/C][/ROW]
[ROW][C]63[/C][C]21[/C][C]17.541[/C][C]3.45897[/C][/ROW]
[ROW][C]64[/C][C]19[/C][C]20.5143[/C][C]-1.51428[/C][/ROW]
[ROW][C]65[/C][C]19[/C][C]19.4207[/C][C]-0.420652[/C][/ROW]
[ROW][C]66[/C][C]20[/C][C]19.6724[/C][C]0.327611[/C][/ROW]
[ROW][C]67[/C][C]18[/C][C]17.9575[/C][C]0.0425119[/C][/ROW]
[ROW][C]68[/C][C]19[/C][C]21.22[/C][C]-2.22[/C][/ROW]
[ROW][C]69[/C][C]17[/C][C]20.5236[/C][C]-3.52356[/C][/ROW]
[ROW][C]70[/C][C]19[/C][C]17.4188[/C][C]1.58122[/C][/ROW]
[ROW][C]71[/C][C]25[/C][C]18.704[/C][C]6.296[/C][/ROW]
[ROW][C]72[/C][C]19[/C][C]17.6482[/C][C]1.35176[/C][/ROW]
[ROW][C]73[/C][C]22[/C][C]19.1376[/C][C]2.86244[/C][/ROW]
[ROW][C]74[/C][C]23[/C][C]21.1043[/C][C]1.89566[/C][/ROW]
[ROW][C]75[/C][C]14[/C][C]17.3765[/C][C]-3.3765[/C][/ROW]
[ROW][C]76[/C][C]28[/C][C]21.196[/C][C]6.80402[/C][/ROW]
[ROW][C]77[/C][C]16[/C][C]18.0312[/C][C]-2.03122[/C][/ROW]
[ROW][C]78[/C][C]24[/C][C]19.4621[/C][C]4.5379[/C][/ROW]
[ROW][C]79[/C][C]20[/C][C]18.8888[/C][C]1.11119[/C][/ROW]
[ROW][C]80[/C][C]12[/C][C]17.9495[/C][C]-5.94951[/C][/ROW]
[ROW][C]81[/C][C]24[/C][C]20.4306[/C][C]3.56941[/C][/ROW]
[ROW][C]82[/C][C]22[/C][C]17.8691[/C][C]4.13092[/C][/ROW]
[ROW][C]83[/C][C]12[/C][C]18.0034[/C][C]-6.00336[/C][/ROW]
[ROW][C]84[/C][C]22[/C][C]17.7716[/C][C]4.22836[/C][/ROW]
[ROW][C]85[/C][C]20[/C][C]20.9072[/C][C]-0.907153[/C][/ROW]
[ROW][C]86[/C][C]10[/C][C]19.0331[/C][C]-9.03312[/C][/ROW]
[ROW][C]87[/C][C]23[/C][C]21.4087[/C][C]1.59129[/C][/ROW]
[ROW][C]88[/C][C]17[/C][C]21.1565[/C][C]-4.15646[/C][/ROW]
[ROW][C]89[/C][C]22[/C][C]18.3488[/C][C]3.6512[/C][/ROW]
[ROW][C]90[/C][C]24[/C][C]17.7645[/C][C]6.23553[/C][/ROW]
[ROW][C]91[/C][C]18[/C][C]17.1723[/C][C]0.827701[/C][/ROW]
[ROW][C]92[/C][C]21[/C][C]22.1771[/C][C]-1.17713[/C][/ROW]
[ROW][C]93[/C][C]20[/C][C]20.0033[/C][C]-0.0032585[/C][/ROW]
[ROW][C]94[/C][C]20[/C][C]20.9592[/C][C]-0.959235[/C][/ROW]
[ROW][C]95[/C][C]22[/C][C]17.6465[/C][C]4.35348[/C][/ROW]
[ROW][C]96[/C][C]19[/C][C]20.5742[/C][C]-1.5742[/C][/ROW]
[ROW][C]97[/C][C]20[/C][C]18.4979[/C][C]1.50212[/C][/ROW]
[ROW][C]98[/C][C]26[/C][C]20.8829[/C][C]5.1171[/C][/ROW]
[ROW][C]99[/C][C]23[/C][C]19.8135[/C][C]3.18654[/C][/ROW]
[ROW][C]100[/C][C]24[/C][C]18.9647[/C][C]5.0353[/C][/ROW]
[ROW][C]101[/C][C]21[/C][C]20.4759[/C][C]0.524116[/C][/ROW]
[ROW][C]102[/C][C]21[/C][C]21.0293[/C][C]-0.0293426[/C][/ROW]
[ROW][C]103[/C][C]19[/C][C]18.3619[/C][C]0.63806[/C][/ROW]
[ROW][C]104[/C][C]8[/C][C]18.3023[/C][C]-10.3023[/C][/ROW]
[ROW][C]105[/C][C]17[/C][C]20.3542[/C][C]-3.35422[/C][/ROW]
[ROW][C]106[/C][C]20[/C][C]20.8895[/C][C]-0.889459[/C][/ROW]
[ROW][C]107[/C][C]11[/C][C]18.929[/C][C]-7.92905[/C][/ROW]
[ROW][C]108[/C][C]8[/C][C]18.6058[/C][C]-10.6058[/C][/ROW]
[ROW][C]109[/C][C]15[/C][C]17.9024[/C][C]-2.9024[/C][/ROW]
[ROW][C]110[/C][C]18[/C][C]18.6255[/C][C]-0.625512[/C][/ROW]
[ROW][C]111[/C][C]18[/C][C]18.1624[/C][C]-0.162412[/C][/ROW]
[ROW][C]112[/C][C]19[/C][C]18.3685[/C][C]0.63146[/C][/ROW]
[ROW][C]113[/C][C]19[/C][C]19.6132[/C][C]-0.613163[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266926&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266926&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
12117.16853.83153
22220.69011.30988
32217.84814.15186
41820.6507-2.65066
52320.81292.18707
61220.709-8.70896
72019.14560.854392
82220.83141.16863
92120.89380.106181
101922.4384-3.43842
112220.28481.71521
121522.0421-7.0421
132019.83740.162579
141917.48411.51586
151819.4293-1.42932
161517.8915-2.89147
172019.39440.605598
182118.22822.77178
192121.7785-0.778547
201517.59-2.58998
211620.4189-4.41888
222320.67852.32145
232118.51162.48838
241819.229-1.22904
252522.41112.58894
26920.1944-11.1944
273021.95688.0432
282018.56311.43691
292320.86372.13627
301617.5344-1.5344
311617.3394-1.33941
321918.77480.225202
332520.35234.64767
341818.9625-0.962516
352320.30432.69568
362121.4998-0.499837
371018.8008-8.80082
381420.6794-6.67939
392221.35270.647314
402618.3237.67696
412320.17682.82322
422320.66462.33536
432422.3061.69396
442419.2494.75104
451820.1151-2.1151
462319.30343.6966
471520.6934-5.6934
481920.6465-1.64651
491618.0497-2.04968
502520.42264.57737
512320.37892.62112
521721.7193-4.71926
531920.3567-1.35669
542121.1081-0.108081
551820.9754-2.97543
562720.19556.8045
572118.78482.21522
581319.251-6.25105
59817.343-9.34299
602920.52538.47475
612821.31396.68614
622317.755.25001
632117.5413.45897
641920.5143-1.51428
651919.4207-0.420652
662019.67240.327611
671817.95750.0425119
681921.22-2.22
691720.5236-3.52356
701917.41881.58122
712518.7046.296
721917.64821.35176
732219.13762.86244
742321.10431.89566
751417.3765-3.3765
762821.1966.80402
771618.0312-2.03122
782419.46214.5379
792018.88881.11119
801217.9495-5.94951
812420.43063.56941
822217.86914.13092
831218.0034-6.00336
842217.77164.22836
852020.9072-0.907153
861019.0331-9.03312
872321.40871.59129
881721.1565-4.15646
892218.34883.6512
902417.76456.23553
911817.17230.827701
922122.1771-1.17713
932020.0033-0.0032585
942020.9592-0.959235
952217.64654.35348
961920.5742-1.5742
972018.49791.50212
982620.88295.1171
992319.81353.18654
1002418.96475.0353
1012120.47590.524116
1022121.0293-0.0293426
1031918.36190.63806
104818.3023-10.3023
1051720.3542-3.35422
1062020.8895-0.889459
1071118.929-7.92905
108818.6058-10.6058
1091517.9024-2.9024
1101818.6255-0.625512
1111818.1624-0.162412
1121918.36850.63146
1131919.6132-0.613163







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
120.5834640.8330720.416536
130.4580280.9160550.541972
140.3226380.6452750.677362
150.2262360.4524730.773764
160.325620.651240.67438
170.2273030.4546060.772697
180.1742330.3484660.825767
190.1242070.2484140.875793
200.08513450.1702690.914865
210.07006570.1401310.929934
220.04425150.0885030.955749
230.0383630.07672610.961637
240.02693770.05387550.973062
250.02605410.05210830.973946
260.1527010.3054020.847299
270.3990490.7980970.600951
280.375460.750920.62454
290.3394410.6788820.660559
300.2844220.5688430.715578
310.2325740.4651470.767426
320.1982050.396410.801795
330.2097140.4194270.790286
340.1683570.3367150.831643
350.1425720.2851440.857428
360.1119680.2239350.888032
370.193680.3873610.80632
380.3132570.6265130.686743
390.2595550.5191110.740445
400.3893170.7786340.610683
410.3576980.7153950.642302
420.3125050.625010.687495
430.268420.5368410.73158
440.2424820.4849640.757518
450.277110.554220.72289
460.2687180.5374350.731282
470.3194330.6388660.680567
480.2755730.5511460.724427
490.2487640.4975290.751236
500.2502160.5004310.749784
510.2153910.4307820.784609
520.2303760.4607530.769624
530.1952810.3905620.804719
540.1596830.3193650.840317
550.1709420.3418850.829058
560.2233280.4466560.776672
570.1881780.3763560.811822
580.2412990.4825980.758701
590.4683170.9366330.531683
600.6400650.719870.359935
610.6982960.6034080.301704
620.7033170.5933660.296683
630.7629320.4741370.237068
640.734190.531620.26581
650.6894110.6211770.310589
660.6354890.7290230.364511
670.5784030.8431950.421597
680.5320890.9358220.467911
690.5136460.9727090.486354
700.4679390.9358790.532061
710.5394270.9211450.460573
720.5024880.9950240.497512
730.5774450.845110.422555
740.5279210.9441580.472079
750.484220.9684410.51578
760.5148470.9703050.485153
770.4649990.9299980.535001
780.4586150.9172310.541385
790.3985630.7971260.601437
800.4232160.8464330.576784
810.3757710.7515420.624229
820.3625050.725010.637495
830.4906650.9813310.509335
840.4520480.9040960.547952
850.3909120.7818240.609088
860.4666330.9332660.533367
870.4242810.8485630.575719
880.399760.7995210.60024
890.341390.6827810.65861
900.350880.7017610.64912
910.3088630.6177260.691137
920.2392440.4784870.760756
930.1900020.3800050.809998
940.1435520.2871050.856448
950.5107230.9785540.489277
960.4102450.820490.589755
970.3157270.6314540.684273
980.6516250.696750.348375
990.5478290.9043430.452171
1000.7114330.5771340.288567
1010.5678810.8642380.432119

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
12 & 0.583464 & 0.833072 & 0.416536 \tabularnewline
13 & 0.458028 & 0.916055 & 0.541972 \tabularnewline
14 & 0.322638 & 0.645275 & 0.677362 \tabularnewline
15 & 0.226236 & 0.452473 & 0.773764 \tabularnewline
16 & 0.32562 & 0.65124 & 0.67438 \tabularnewline
17 & 0.227303 & 0.454606 & 0.772697 \tabularnewline
18 & 0.174233 & 0.348466 & 0.825767 \tabularnewline
19 & 0.124207 & 0.248414 & 0.875793 \tabularnewline
20 & 0.0851345 & 0.170269 & 0.914865 \tabularnewline
21 & 0.0700657 & 0.140131 & 0.929934 \tabularnewline
22 & 0.0442515 & 0.088503 & 0.955749 \tabularnewline
23 & 0.038363 & 0.0767261 & 0.961637 \tabularnewline
24 & 0.0269377 & 0.0538755 & 0.973062 \tabularnewline
25 & 0.0260541 & 0.0521083 & 0.973946 \tabularnewline
26 & 0.152701 & 0.305402 & 0.847299 \tabularnewline
27 & 0.399049 & 0.798097 & 0.600951 \tabularnewline
28 & 0.37546 & 0.75092 & 0.62454 \tabularnewline
29 & 0.339441 & 0.678882 & 0.660559 \tabularnewline
30 & 0.284422 & 0.568843 & 0.715578 \tabularnewline
31 & 0.232574 & 0.465147 & 0.767426 \tabularnewline
32 & 0.198205 & 0.39641 & 0.801795 \tabularnewline
33 & 0.209714 & 0.419427 & 0.790286 \tabularnewline
34 & 0.168357 & 0.336715 & 0.831643 \tabularnewline
35 & 0.142572 & 0.285144 & 0.857428 \tabularnewline
36 & 0.111968 & 0.223935 & 0.888032 \tabularnewline
37 & 0.19368 & 0.387361 & 0.80632 \tabularnewline
38 & 0.313257 & 0.626513 & 0.686743 \tabularnewline
39 & 0.259555 & 0.519111 & 0.740445 \tabularnewline
40 & 0.389317 & 0.778634 & 0.610683 \tabularnewline
41 & 0.357698 & 0.715395 & 0.642302 \tabularnewline
42 & 0.312505 & 0.62501 & 0.687495 \tabularnewline
43 & 0.26842 & 0.536841 & 0.73158 \tabularnewline
44 & 0.242482 & 0.484964 & 0.757518 \tabularnewline
45 & 0.27711 & 0.55422 & 0.72289 \tabularnewline
46 & 0.268718 & 0.537435 & 0.731282 \tabularnewline
47 & 0.319433 & 0.638866 & 0.680567 \tabularnewline
48 & 0.275573 & 0.551146 & 0.724427 \tabularnewline
49 & 0.248764 & 0.497529 & 0.751236 \tabularnewline
50 & 0.250216 & 0.500431 & 0.749784 \tabularnewline
51 & 0.215391 & 0.430782 & 0.784609 \tabularnewline
52 & 0.230376 & 0.460753 & 0.769624 \tabularnewline
53 & 0.195281 & 0.390562 & 0.804719 \tabularnewline
54 & 0.159683 & 0.319365 & 0.840317 \tabularnewline
55 & 0.170942 & 0.341885 & 0.829058 \tabularnewline
56 & 0.223328 & 0.446656 & 0.776672 \tabularnewline
57 & 0.188178 & 0.376356 & 0.811822 \tabularnewline
58 & 0.241299 & 0.482598 & 0.758701 \tabularnewline
59 & 0.468317 & 0.936633 & 0.531683 \tabularnewline
60 & 0.640065 & 0.71987 & 0.359935 \tabularnewline
61 & 0.698296 & 0.603408 & 0.301704 \tabularnewline
62 & 0.703317 & 0.593366 & 0.296683 \tabularnewline
63 & 0.762932 & 0.474137 & 0.237068 \tabularnewline
64 & 0.73419 & 0.53162 & 0.26581 \tabularnewline
65 & 0.689411 & 0.621177 & 0.310589 \tabularnewline
66 & 0.635489 & 0.729023 & 0.364511 \tabularnewline
67 & 0.578403 & 0.843195 & 0.421597 \tabularnewline
68 & 0.532089 & 0.935822 & 0.467911 \tabularnewline
69 & 0.513646 & 0.972709 & 0.486354 \tabularnewline
70 & 0.467939 & 0.935879 & 0.532061 \tabularnewline
71 & 0.539427 & 0.921145 & 0.460573 \tabularnewline
72 & 0.502488 & 0.995024 & 0.497512 \tabularnewline
73 & 0.577445 & 0.84511 & 0.422555 \tabularnewline
74 & 0.527921 & 0.944158 & 0.472079 \tabularnewline
75 & 0.48422 & 0.968441 & 0.51578 \tabularnewline
76 & 0.514847 & 0.970305 & 0.485153 \tabularnewline
77 & 0.464999 & 0.929998 & 0.535001 \tabularnewline
78 & 0.458615 & 0.917231 & 0.541385 \tabularnewline
79 & 0.398563 & 0.797126 & 0.601437 \tabularnewline
80 & 0.423216 & 0.846433 & 0.576784 \tabularnewline
81 & 0.375771 & 0.751542 & 0.624229 \tabularnewline
82 & 0.362505 & 0.72501 & 0.637495 \tabularnewline
83 & 0.490665 & 0.981331 & 0.509335 \tabularnewline
84 & 0.452048 & 0.904096 & 0.547952 \tabularnewline
85 & 0.390912 & 0.781824 & 0.609088 \tabularnewline
86 & 0.466633 & 0.933266 & 0.533367 \tabularnewline
87 & 0.424281 & 0.848563 & 0.575719 \tabularnewline
88 & 0.39976 & 0.799521 & 0.60024 \tabularnewline
89 & 0.34139 & 0.682781 & 0.65861 \tabularnewline
90 & 0.35088 & 0.701761 & 0.64912 \tabularnewline
91 & 0.308863 & 0.617726 & 0.691137 \tabularnewline
92 & 0.239244 & 0.478487 & 0.760756 \tabularnewline
93 & 0.190002 & 0.380005 & 0.809998 \tabularnewline
94 & 0.143552 & 0.287105 & 0.856448 \tabularnewline
95 & 0.510723 & 0.978554 & 0.489277 \tabularnewline
96 & 0.410245 & 0.82049 & 0.589755 \tabularnewline
97 & 0.315727 & 0.631454 & 0.684273 \tabularnewline
98 & 0.651625 & 0.69675 & 0.348375 \tabularnewline
99 & 0.547829 & 0.904343 & 0.452171 \tabularnewline
100 & 0.711433 & 0.577134 & 0.288567 \tabularnewline
101 & 0.567881 & 0.864238 & 0.432119 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266926&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]12[/C][C]0.583464[/C][C]0.833072[/C][C]0.416536[/C][/ROW]
[ROW][C]13[/C][C]0.458028[/C][C]0.916055[/C][C]0.541972[/C][/ROW]
[ROW][C]14[/C][C]0.322638[/C][C]0.645275[/C][C]0.677362[/C][/ROW]
[ROW][C]15[/C][C]0.226236[/C][C]0.452473[/C][C]0.773764[/C][/ROW]
[ROW][C]16[/C][C]0.32562[/C][C]0.65124[/C][C]0.67438[/C][/ROW]
[ROW][C]17[/C][C]0.227303[/C][C]0.454606[/C][C]0.772697[/C][/ROW]
[ROW][C]18[/C][C]0.174233[/C][C]0.348466[/C][C]0.825767[/C][/ROW]
[ROW][C]19[/C][C]0.124207[/C][C]0.248414[/C][C]0.875793[/C][/ROW]
[ROW][C]20[/C][C]0.0851345[/C][C]0.170269[/C][C]0.914865[/C][/ROW]
[ROW][C]21[/C][C]0.0700657[/C][C]0.140131[/C][C]0.929934[/C][/ROW]
[ROW][C]22[/C][C]0.0442515[/C][C]0.088503[/C][C]0.955749[/C][/ROW]
[ROW][C]23[/C][C]0.038363[/C][C]0.0767261[/C][C]0.961637[/C][/ROW]
[ROW][C]24[/C][C]0.0269377[/C][C]0.0538755[/C][C]0.973062[/C][/ROW]
[ROW][C]25[/C][C]0.0260541[/C][C]0.0521083[/C][C]0.973946[/C][/ROW]
[ROW][C]26[/C][C]0.152701[/C][C]0.305402[/C][C]0.847299[/C][/ROW]
[ROW][C]27[/C][C]0.399049[/C][C]0.798097[/C][C]0.600951[/C][/ROW]
[ROW][C]28[/C][C]0.37546[/C][C]0.75092[/C][C]0.62454[/C][/ROW]
[ROW][C]29[/C][C]0.339441[/C][C]0.678882[/C][C]0.660559[/C][/ROW]
[ROW][C]30[/C][C]0.284422[/C][C]0.568843[/C][C]0.715578[/C][/ROW]
[ROW][C]31[/C][C]0.232574[/C][C]0.465147[/C][C]0.767426[/C][/ROW]
[ROW][C]32[/C][C]0.198205[/C][C]0.39641[/C][C]0.801795[/C][/ROW]
[ROW][C]33[/C][C]0.209714[/C][C]0.419427[/C][C]0.790286[/C][/ROW]
[ROW][C]34[/C][C]0.168357[/C][C]0.336715[/C][C]0.831643[/C][/ROW]
[ROW][C]35[/C][C]0.142572[/C][C]0.285144[/C][C]0.857428[/C][/ROW]
[ROW][C]36[/C][C]0.111968[/C][C]0.223935[/C][C]0.888032[/C][/ROW]
[ROW][C]37[/C][C]0.19368[/C][C]0.387361[/C][C]0.80632[/C][/ROW]
[ROW][C]38[/C][C]0.313257[/C][C]0.626513[/C][C]0.686743[/C][/ROW]
[ROW][C]39[/C][C]0.259555[/C][C]0.519111[/C][C]0.740445[/C][/ROW]
[ROW][C]40[/C][C]0.389317[/C][C]0.778634[/C][C]0.610683[/C][/ROW]
[ROW][C]41[/C][C]0.357698[/C][C]0.715395[/C][C]0.642302[/C][/ROW]
[ROW][C]42[/C][C]0.312505[/C][C]0.62501[/C][C]0.687495[/C][/ROW]
[ROW][C]43[/C][C]0.26842[/C][C]0.536841[/C][C]0.73158[/C][/ROW]
[ROW][C]44[/C][C]0.242482[/C][C]0.484964[/C][C]0.757518[/C][/ROW]
[ROW][C]45[/C][C]0.27711[/C][C]0.55422[/C][C]0.72289[/C][/ROW]
[ROW][C]46[/C][C]0.268718[/C][C]0.537435[/C][C]0.731282[/C][/ROW]
[ROW][C]47[/C][C]0.319433[/C][C]0.638866[/C][C]0.680567[/C][/ROW]
[ROW][C]48[/C][C]0.275573[/C][C]0.551146[/C][C]0.724427[/C][/ROW]
[ROW][C]49[/C][C]0.248764[/C][C]0.497529[/C][C]0.751236[/C][/ROW]
[ROW][C]50[/C][C]0.250216[/C][C]0.500431[/C][C]0.749784[/C][/ROW]
[ROW][C]51[/C][C]0.215391[/C][C]0.430782[/C][C]0.784609[/C][/ROW]
[ROW][C]52[/C][C]0.230376[/C][C]0.460753[/C][C]0.769624[/C][/ROW]
[ROW][C]53[/C][C]0.195281[/C][C]0.390562[/C][C]0.804719[/C][/ROW]
[ROW][C]54[/C][C]0.159683[/C][C]0.319365[/C][C]0.840317[/C][/ROW]
[ROW][C]55[/C][C]0.170942[/C][C]0.341885[/C][C]0.829058[/C][/ROW]
[ROW][C]56[/C][C]0.223328[/C][C]0.446656[/C][C]0.776672[/C][/ROW]
[ROW][C]57[/C][C]0.188178[/C][C]0.376356[/C][C]0.811822[/C][/ROW]
[ROW][C]58[/C][C]0.241299[/C][C]0.482598[/C][C]0.758701[/C][/ROW]
[ROW][C]59[/C][C]0.468317[/C][C]0.936633[/C][C]0.531683[/C][/ROW]
[ROW][C]60[/C][C]0.640065[/C][C]0.71987[/C][C]0.359935[/C][/ROW]
[ROW][C]61[/C][C]0.698296[/C][C]0.603408[/C][C]0.301704[/C][/ROW]
[ROW][C]62[/C][C]0.703317[/C][C]0.593366[/C][C]0.296683[/C][/ROW]
[ROW][C]63[/C][C]0.762932[/C][C]0.474137[/C][C]0.237068[/C][/ROW]
[ROW][C]64[/C][C]0.73419[/C][C]0.53162[/C][C]0.26581[/C][/ROW]
[ROW][C]65[/C][C]0.689411[/C][C]0.621177[/C][C]0.310589[/C][/ROW]
[ROW][C]66[/C][C]0.635489[/C][C]0.729023[/C][C]0.364511[/C][/ROW]
[ROW][C]67[/C][C]0.578403[/C][C]0.843195[/C][C]0.421597[/C][/ROW]
[ROW][C]68[/C][C]0.532089[/C][C]0.935822[/C][C]0.467911[/C][/ROW]
[ROW][C]69[/C][C]0.513646[/C][C]0.972709[/C][C]0.486354[/C][/ROW]
[ROW][C]70[/C][C]0.467939[/C][C]0.935879[/C][C]0.532061[/C][/ROW]
[ROW][C]71[/C][C]0.539427[/C][C]0.921145[/C][C]0.460573[/C][/ROW]
[ROW][C]72[/C][C]0.502488[/C][C]0.995024[/C][C]0.497512[/C][/ROW]
[ROW][C]73[/C][C]0.577445[/C][C]0.84511[/C][C]0.422555[/C][/ROW]
[ROW][C]74[/C][C]0.527921[/C][C]0.944158[/C][C]0.472079[/C][/ROW]
[ROW][C]75[/C][C]0.48422[/C][C]0.968441[/C][C]0.51578[/C][/ROW]
[ROW][C]76[/C][C]0.514847[/C][C]0.970305[/C][C]0.485153[/C][/ROW]
[ROW][C]77[/C][C]0.464999[/C][C]0.929998[/C][C]0.535001[/C][/ROW]
[ROW][C]78[/C][C]0.458615[/C][C]0.917231[/C][C]0.541385[/C][/ROW]
[ROW][C]79[/C][C]0.398563[/C][C]0.797126[/C][C]0.601437[/C][/ROW]
[ROW][C]80[/C][C]0.423216[/C][C]0.846433[/C][C]0.576784[/C][/ROW]
[ROW][C]81[/C][C]0.375771[/C][C]0.751542[/C][C]0.624229[/C][/ROW]
[ROW][C]82[/C][C]0.362505[/C][C]0.72501[/C][C]0.637495[/C][/ROW]
[ROW][C]83[/C][C]0.490665[/C][C]0.981331[/C][C]0.509335[/C][/ROW]
[ROW][C]84[/C][C]0.452048[/C][C]0.904096[/C][C]0.547952[/C][/ROW]
[ROW][C]85[/C][C]0.390912[/C][C]0.781824[/C][C]0.609088[/C][/ROW]
[ROW][C]86[/C][C]0.466633[/C][C]0.933266[/C][C]0.533367[/C][/ROW]
[ROW][C]87[/C][C]0.424281[/C][C]0.848563[/C][C]0.575719[/C][/ROW]
[ROW][C]88[/C][C]0.39976[/C][C]0.799521[/C][C]0.60024[/C][/ROW]
[ROW][C]89[/C][C]0.34139[/C][C]0.682781[/C][C]0.65861[/C][/ROW]
[ROW][C]90[/C][C]0.35088[/C][C]0.701761[/C][C]0.64912[/C][/ROW]
[ROW][C]91[/C][C]0.308863[/C][C]0.617726[/C][C]0.691137[/C][/ROW]
[ROW][C]92[/C][C]0.239244[/C][C]0.478487[/C][C]0.760756[/C][/ROW]
[ROW][C]93[/C][C]0.190002[/C][C]0.380005[/C][C]0.809998[/C][/ROW]
[ROW][C]94[/C][C]0.143552[/C][C]0.287105[/C][C]0.856448[/C][/ROW]
[ROW][C]95[/C][C]0.510723[/C][C]0.978554[/C][C]0.489277[/C][/ROW]
[ROW][C]96[/C][C]0.410245[/C][C]0.82049[/C][C]0.589755[/C][/ROW]
[ROW][C]97[/C][C]0.315727[/C][C]0.631454[/C][C]0.684273[/C][/ROW]
[ROW][C]98[/C][C]0.651625[/C][C]0.69675[/C][C]0.348375[/C][/ROW]
[ROW][C]99[/C][C]0.547829[/C][C]0.904343[/C][C]0.452171[/C][/ROW]
[ROW][C]100[/C][C]0.711433[/C][C]0.577134[/C][C]0.288567[/C][/ROW]
[ROW][C]101[/C][C]0.567881[/C][C]0.864238[/C][C]0.432119[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266926&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266926&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
120.5834640.8330720.416536
130.4580280.9160550.541972
140.3226380.6452750.677362
150.2262360.4524730.773764
160.325620.651240.67438
170.2273030.4546060.772697
180.1742330.3484660.825767
190.1242070.2484140.875793
200.08513450.1702690.914865
210.07006570.1401310.929934
220.04425150.0885030.955749
230.0383630.07672610.961637
240.02693770.05387550.973062
250.02605410.05210830.973946
260.1527010.3054020.847299
270.3990490.7980970.600951
280.375460.750920.62454
290.3394410.6788820.660559
300.2844220.5688430.715578
310.2325740.4651470.767426
320.1982050.396410.801795
330.2097140.4194270.790286
340.1683570.3367150.831643
350.1425720.2851440.857428
360.1119680.2239350.888032
370.193680.3873610.80632
380.3132570.6265130.686743
390.2595550.5191110.740445
400.3893170.7786340.610683
410.3576980.7153950.642302
420.3125050.625010.687495
430.268420.5368410.73158
440.2424820.4849640.757518
450.277110.554220.72289
460.2687180.5374350.731282
470.3194330.6388660.680567
480.2755730.5511460.724427
490.2487640.4975290.751236
500.2502160.5004310.749784
510.2153910.4307820.784609
520.2303760.4607530.769624
530.1952810.3905620.804719
540.1596830.3193650.840317
550.1709420.3418850.829058
560.2233280.4466560.776672
570.1881780.3763560.811822
580.2412990.4825980.758701
590.4683170.9366330.531683
600.6400650.719870.359935
610.6982960.6034080.301704
620.7033170.5933660.296683
630.7629320.4741370.237068
640.734190.531620.26581
650.6894110.6211770.310589
660.6354890.7290230.364511
670.5784030.8431950.421597
680.5320890.9358220.467911
690.5136460.9727090.486354
700.4679390.9358790.532061
710.5394270.9211450.460573
720.5024880.9950240.497512
730.5774450.845110.422555
740.5279210.9441580.472079
750.484220.9684410.51578
760.5148470.9703050.485153
770.4649990.9299980.535001
780.4586150.9172310.541385
790.3985630.7971260.601437
800.4232160.8464330.576784
810.3757710.7515420.624229
820.3625050.725010.637495
830.4906650.9813310.509335
840.4520480.9040960.547952
850.3909120.7818240.609088
860.4666330.9332660.533367
870.4242810.8485630.575719
880.399760.7995210.60024
890.341390.6827810.65861
900.350880.7017610.64912
910.3088630.6177260.691137
920.2392440.4784870.760756
930.1900020.3800050.809998
940.1435520.2871050.856448
950.5107230.9785540.489277
960.4102450.820490.589755
970.3157270.6314540.684273
980.6516250.696750.348375
990.5478290.9043430.452171
1000.7114330.5771340.288567
1010.5678810.8642380.432119







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level40.0444444OK

\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 & 0 & 0 & OK \tabularnewline
10% type I error level & 4 & 0.0444444 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266926&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]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]4[/C][C]0.0444444[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266926&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266926&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 level00OK
5% type I error level00OK
10% type I error level40.0444444OK



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- 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'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
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[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
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$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,signif(mysum$coefficients[i,1],6))
a<-table.element(a, signif(mysum$coefficients[i,2],6))
a<-table.element(a, signif(mysum$coefficients[i,3],4))
a<-table.element(a, signif(mysum$coefficients[i,4],6))
a<-table.element(a, signif(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, signif(sqrt(mysum$r.squared),6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, signif(mysum$r.squared,6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, signif(mysum$adj.r.squared,6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[1],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, signif(mysum$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$fstatistic[3],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, signif(1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]),6))
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, signif(mysum$sigma,6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, signif(sum(myerror*myerror),6))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,signif(x[i],6))
a<-table.element(a,signif(x[i]-mysum$resid[i],6))
a<-table.element(a,signif(mysum$resid[i],6))
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,signif(gqarr[mypoint-kp3+1,1],6))
a<-table.element(a,signif(gqarr[mypoint-kp3+1,2],6))
a<-table.element(a,signif(gqarr[mypoint-kp3+1,3],6))
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,signif(numsignificant1/numgqtests,6))
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')
}