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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 10:18:19 +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/t14184660130w7gn35mwhkipxv.htm/, Retrieved Thu, 16 May 2024 17:21:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=266942, Retrieved Thu, 16 May 2024 17:21:13 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact129
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [] [2014-12-13 10:18:19] [58179e1d3a5a39b9daf58e365d8a3352] [Current]
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Dataseries X:
12.9 26 50 4 13 12 13 13 21 2 149 96 86 7.5 1.8 2.1 1.5
12.8 37 54 5 14 11 11 11 22 0 148 88 71 6.5 2.2 2 2.1
7.4 67 71 4 16 13 14 10 18 0 158 114 108 1 2.3 2.1 1.9
6.7 43 54 4 14 11 15 9 23 4 128 69 64 1 2.1 2 1.6
12.6 52 65 9 13 10 14 8 12 0 224 176 119 5.5 2.7 2.3 2.1
14.8 52 73 8 15 7 11 26 20 -1 159 114 97 8.5 2.1 2.1 2.1
13.3 43 52 11 13 10 13 10 22 0 105 121 129 6.5 2.4 2.1 2.2
11.1 84 84 4 20 15 16 10 21 1 159 110 153 4.5 2.9 2.2 1.5
8.2 67 42 4 17 12 14 8 19 0 167 158 78 2 2.2 2.1 1.9
11.4 49 66 6 15 12 14 13 22 3 165 116 80 5 2.1 2.1 2.2
6.4 70 65 4 16 10 15 11 15 -1 159 181 99 0.5 2.2 2.1 1.6
12 58 73 4 17 14 13 12 19 4 176 141 147 5 2.7 2.3 1.9
6.3 68 75 4 11 6 14 24 18 1 54 35 40 2.5 1.9 1.8 0.1
11.3 62 72 11 16 12 11 21 15 0 91 80 57 5 2 2 2.2
11.9 43 66 4 16 14 12 5 20 -2 163 152 120 5.5 2.5 2.2 1.8
9.3 56 70 4 15 11 14 14 21 -4 124 97 71 3.5 2.2 2 1.6
10 74 81 6 14 12 12 9 15 2 121 84 68 4 1.9 2 2.1
13.8 63 69 8 16 13 15 17 23 2 148 101 137 6.5 3.5 2.2 1.6
10.8 58 71 5 17 11 14 18 21 -4 221 107 79 4.5 2.1 2.2 1.9
11.7 63 68 9 15 7 12 23 25 2 149 112 101 5.5 2.3 2.1 1.8
10.9 53 70 4 14 11 12 9 9 2 244 171 111 4 2.2 2.3 2.4
16.1 57 68 7 14 7 12 14 30 0 148 137 189 7.5 3.5 2.7 2.4
9.9 64 67 4 15 12 14 10 23 -3 150 66 81 4 1.9 2 1.9
11.5 53 76 4 17 13 16 8 16 2 153 93 63 5.5 1.9 2 2.1
8.3 29 70 7 14 9 12 10 16 0 94 105 69 2.5 1.9 1.9 1.9
11.7 54 60 12 16 11 12 19 19 4 156 131 71 5.5 2.1 2 2.1
9 58 72 7 15 12 14 11 25 2 132 102 64 3.5 2 2 1.5
10.8 51 71 8 16 12 15 12 23 2 105 120 85 4.5 2.3 2 2.1
10.4 54 70 4 8 5 14 11 10 -4 151 77 55 4.5 1.8 2 2.1
12.7 56 64 9 17 13 13 10 14 3 131 108 69 6 2.4 2.2 2.1
11.8 47 76 4 10 6 16 14 26 2 157 168 96 5 2.3 2.1 2.4
13 50 68 4 16 6 15 11 24 -1 162 75 100 6.5 2.3 2.1 2.1
10.8 35 76 4 16 12 13 13 24 -3 163 107 68 5 1.8 2 1.9
12.3 30 65 7 16 11 16 15 18 0 59 62 57 6 1.9 1.9 2.4
11.3 68 67 4 8 6 16 15 23 1 187 121 105 4.5 2.6 2.2 2.1
11.6 56 75 4 14 11 15 14 23 -3 116 97 69 5 2.1 2.2 2.4
10.9 43 60 4 16 12 13 12 19 3 148 126 49 5 1.8 2 2.1
12.1 67 73 4 19 13 12 13 21 0 155 104 50 6.5 1.9 2.2 1.5
13.3 62 63 4 19 14 14 7 18 0 125 148 93 7 2.4 2 1.9
10.1 57 70 4 14 12 14 8 27 0 116 146 58 4.5 1.9 1.9 1.8
14.3 54 66 12 13 14 10 20 13 3 138 97 74 8.5 2.1 2 1.6
9.3 61 64 4 15 11 16 16 28 0 164 118 107 3.5 2.1 2.1 1.5
12.5 56 70 5 11 10 14 11 23 2 162 58 65 6 2.4 2 2.1
7.6 41 75 15 9 7 14 26 21 -1 99 63 58 1.5 1.8 1.9 2.4
9.2 53 60 10 12 7 15 15 19 3 186 50 70 3.5 2.1 2.1 1.5
14.5 46 66 5 13 10 16 20 17 2 188 94 95 7.5 2.7 2.2 2.1
12.3 51 59 9 17 12 15 15 25 2 177 127 136 5 2.9 2.2 2.1
12.6 37 78 4 7 5 13 17 14 -2 139 128 82 6.5 2.1 2 1.9
13 42 67 7 15 10 12 19 16 0 162 146 102 6.5 2.3 2.1 2.1
12.6 38 59 5 12 12 12 13 24 -2 108 69 65 6.5 2.2 2.1 1.8
13.2 66 66 4 15 11 14 8 20 0 159 186 90 7 2 2.1 2.1
7.7 53 71 4 16 12 15 9 24 6 110 85 83 1.5 2.1 2 2.1
10.5 49 66 4 14 11 11 12 22 0 96 54 70 4 2.1 2.1 2.2
10.9 49 72 4 16 12 14 9 22 -2 87 106 77 4.5 2 2.1 2.2
4.3 59 71 6 13 10 16 14 20 1 97 34 37 0 1.7 1 1.6
10.3 40 59 10 16 9 13 14 10 0 127 60 81 3.5 2.2 2.2 2.4
11.4 63 78 4 10 7 11 13 22 2 74 62 71 4.5 2.4 2 2.4
5.6 34 65 11 12 9 12 16 20 2 114 64 40 0 1.8 2 1.8
8.8 32 65 14 14 10 12 14 22 -3 95 98 43 3 1.9 2 1.9
9 67 71 4 16 12 14 11 20 1 121 35 32 3.5 1.7 2 1.8
9.6 61 72 4 18 14 12 11 17 -4 130 55 76 3 2.1 2.2 2.2
6.4 60 66 5 12 9 13 14 18 1 52 54 30 1 1.7 1.8 1.9
11.6 63 69 4 15 12 14 15 19 0 118 51 51 5.5 1.9 2.1 2.1




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'George Udny Yule' @ yule.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 & 5 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266942&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]5 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266942&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266942&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 time5 seconds
R Server'George Udny Yule' @ yule.wessa.net







Multiple Linear Regression - Estimated Regression Equation
TOT[t] = + 0.237826 -0.000445445AMS.I[t] + 8.51892e-05AMS.E[t] -0.0021409AMS.A[t] + 0.000332719CONFSTATTOT[t] + 0.00477649CONFSOFTTOT[t] -0.00751386STRESSTOT[t] + 0.00228385CESDTOT[t] -0.00105714NUMERACYTOT[t] -0.00258652DECTESTTOT[t] -0.000127278LFM[t] -0.000392165BLOG[t] + 0.00139118HOURS[t] + 0.997725Ex[t] + 0.935277PR[t] + 0.962357PE[t] + 1.01288PA[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
TOT[t] =  +  0.237826 -0.000445445AMS.I[t] +  8.51892e-05AMS.E[t] -0.0021409AMS.A[t] +  0.000332719CONFSTATTOT[t] +  0.00477649CONFSOFTTOT[t] -0.00751386STRESSTOT[t] +  0.00228385CESDTOT[t] -0.00105714NUMERACYTOT[t] -0.00258652DECTESTTOT[t] -0.000127278LFM[t] -0.000392165BLOG[t] +  0.00139118HOURS[t] +  0.997725Ex[t] +  0.935277PR[t] +  0.962357PE[t] +  1.01288PA[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266942&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]TOT[t] =  +  0.237826 -0.000445445AMS.I[t] +  8.51892e-05AMS.E[t] -0.0021409AMS.A[t] +  0.000332719CONFSTATTOT[t] +  0.00477649CONFSOFTTOT[t] -0.00751386STRESSTOT[t] +  0.00228385CESDTOT[t] -0.00105714NUMERACYTOT[t] -0.00258652DECTESTTOT[t] -0.000127278LFM[t] -0.000392165BLOG[t] +  0.00139118HOURS[t] +  0.997725Ex[t] +  0.935277PR[t] +  0.962357PE[t] +  1.01288PA[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266942&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266942&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
TOT[t] = + 0.237826 -0.000445445AMS.I[t] + 8.51892e-05AMS.E[t] -0.0021409AMS.A[t] + 0.000332719CONFSTATTOT[t] + 0.00477649CONFSOFTTOT[t] -0.00751386STRESSTOT[t] + 0.00228385CESDTOT[t] -0.00105714NUMERACYTOT[t] -0.00258652DECTESTTOT[t] -0.000127278LFM[t] -0.000392165BLOG[t] + 0.00139118HOURS[t] + 0.997725Ex[t] + 0.935277PR[t] + 0.962357PE[t] + 1.01288PA[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)0.2378260.164531.4450.1550990.0775495
AMS.I-0.0004454450.000748322-0.59530.5545880.277294
AMS.E8.51892e-050.001105150.077080.9388910.469446
AMS.A-0.00214090.00334276-0.64050.5250530.262526
CONFSTATTOT0.0003327190.004280160.077740.9383760.469188
CONFSOFTTOT0.004776490.004785220.99820.3234160.161708
STRESSTOT-0.007513860.00545599-1.3770.1751230.0875614
CESDTOT0.002283850.002277561.0030.3212230.160611
NUMERACYTOT-0.001057140.00179385-0.58930.5585360.279268
DECTESTTOT-0.002586520.00340244-0.76020.4510170.225509
LFM-0.0001272780.000255976-0.49720.6213980.310699
BLOG-0.0003921650.000258035-1.520.1354020.0677011
HOURS0.001391180.0005451162.5520.01409420.00704709
Ex0.9977250.00434062229.94.74237e-722.37119e-72
PR0.9352770.041752122.42.19621e-261.09811e-26
PE0.9623570.057183516.832.75771e-211.37885e-21
PA1.012880.022733944.551.73323e-398.66614e-40

\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) & 0.237826 & 0.16453 & 1.445 & 0.155099 & 0.0775495 \tabularnewline
AMS.I & -0.000445445 & 0.000748322 & -0.5953 & 0.554588 & 0.277294 \tabularnewline
AMS.E & 8.51892e-05 & 0.00110515 & 0.07708 & 0.938891 & 0.469446 \tabularnewline
AMS.A & -0.0021409 & 0.00334276 & -0.6405 & 0.525053 & 0.262526 \tabularnewline
CONFSTATTOT & 0.000332719 & 0.00428016 & 0.07774 & 0.938376 & 0.469188 \tabularnewline
CONFSOFTTOT & 0.00477649 & 0.00478522 & 0.9982 & 0.323416 & 0.161708 \tabularnewline
STRESSTOT & -0.00751386 & 0.00545599 & -1.377 & 0.175123 & 0.0875614 \tabularnewline
CESDTOT & 0.00228385 & 0.00227756 & 1.003 & 0.321223 & 0.160611 \tabularnewline
NUMERACYTOT & -0.00105714 & 0.00179385 & -0.5893 & 0.558536 & 0.279268 \tabularnewline
DECTESTTOT & -0.00258652 & 0.00340244 & -0.7602 & 0.451017 & 0.225509 \tabularnewline
LFM & -0.000127278 & 0.000255976 & -0.4972 & 0.621398 & 0.310699 \tabularnewline
BLOG & -0.000392165 & 0.000258035 & -1.52 & 0.135402 & 0.0677011 \tabularnewline
HOURS & 0.00139118 & 0.000545116 & 2.552 & 0.0140942 & 0.00704709 \tabularnewline
Ex & 0.997725 & 0.00434062 & 229.9 & 4.74237e-72 & 2.37119e-72 \tabularnewline
PR & 0.935277 & 0.0417521 & 22.4 & 2.19621e-26 & 1.09811e-26 \tabularnewline
PE & 0.962357 & 0.0571835 & 16.83 & 2.75771e-21 & 1.37885e-21 \tabularnewline
PA & 1.01288 & 0.0227339 & 44.55 & 1.73323e-39 & 8.66614e-40 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266942&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]0.237826[/C][C]0.16453[/C][C]1.445[/C][C]0.155099[/C][C]0.0775495[/C][/ROW]
[ROW][C]AMS.I[/C][C]-0.000445445[/C][C]0.000748322[/C][C]-0.5953[/C][C]0.554588[/C][C]0.277294[/C][/ROW]
[ROW][C]AMS.E[/C][C]8.51892e-05[/C][C]0.00110515[/C][C]0.07708[/C][C]0.938891[/C][C]0.469446[/C][/ROW]
[ROW][C]AMS.A[/C][C]-0.0021409[/C][C]0.00334276[/C][C]-0.6405[/C][C]0.525053[/C][C]0.262526[/C][/ROW]
[ROW][C]CONFSTATTOT[/C][C]0.000332719[/C][C]0.00428016[/C][C]0.07774[/C][C]0.938376[/C][C]0.469188[/C][/ROW]
[ROW][C]CONFSOFTTOT[/C][C]0.00477649[/C][C]0.00478522[/C][C]0.9982[/C][C]0.323416[/C][C]0.161708[/C][/ROW]
[ROW][C]STRESSTOT[/C][C]-0.00751386[/C][C]0.00545599[/C][C]-1.377[/C][C]0.175123[/C][C]0.0875614[/C][/ROW]
[ROW][C]CESDTOT[/C][C]0.00228385[/C][C]0.00227756[/C][C]1.003[/C][C]0.321223[/C][C]0.160611[/C][/ROW]
[ROW][C]NUMERACYTOT[/C][C]-0.00105714[/C][C]0.00179385[/C][C]-0.5893[/C][C]0.558536[/C][C]0.279268[/C][/ROW]
[ROW][C]DECTESTTOT[/C][C]-0.00258652[/C][C]0.00340244[/C][C]-0.7602[/C][C]0.451017[/C][C]0.225509[/C][/ROW]
[ROW][C]LFM[/C][C]-0.000127278[/C][C]0.000255976[/C][C]-0.4972[/C][C]0.621398[/C][C]0.310699[/C][/ROW]
[ROW][C]BLOG[/C][C]-0.000392165[/C][C]0.000258035[/C][C]-1.52[/C][C]0.135402[/C][C]0.0677011[/C][/ROW]
[ROW][C]HOURS[/C][C]0.00139118[/C][C]0.000545116[/C][C]2.552[/C][C]0.0140942[/C][C]0.00704709[/C][/ROW]
[ROW][C]Ex[/C][C]0.997725[/C][C]0.00434062[/C][C]229.9[/C][C]4.74237e-72[/C][C]2.37119e-72[/C][/ROW]
[ROW][C]PR[/C][C]0.935277[/C][C]0.0417521[/C][C]22.4[/C][C]2.19621e-26[/C][C]1.09811e-26[/C][/ROW]
[ROW][C]PE[/C][C]0.962357[/C][C]0.0571835[/C][C]16.83[/C][C]2.75771e-21[/C][C]1.37885e-21[/C][/ROW]
[ROW][C]PA[/C][C]1.01288[/C][C]0.0227339[/C][C]44.55[/C][C]1.73323e-39[/C][C]8.66614e-40[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266942&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266942&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)0.2378260.164531.4450.1550990.0775495
AMS.I-0.0004454450.000748322-0.59530.5545880.277294
AMS.E8.51892e-050.001105150.077080.9388910.469446
AMS.A-0.00214090.00334276-0.64050.5250530.262526
CONFSTATTOT0.0003327190.004280160.077740.9383760.469188
CONFSOFTTOT0.004776490.004785220.99820.3234160.161708
STRESSTOT-0.007513860.00545599-1.3770.1751230.0875614
CESDTOT0.002283850.002277561.0030.3212230.160611
NUMERACYTOT-0.001057140.00179385-0.58930.5585360.279268
DECTESTTOT-0.002586520.00340244-0.76020.4510170.225509
LFM-0.0001272780.000255976-0.49720.6213980.310699
BLOG-0.0003921650.000258035-1.520.1354020.0677011
HOURS0.001391180.0005451162.5520.01409420.00704709
Ex0.9977250.00434062229.94.74237e-722.37119e-72
PR0.9352770.041752122.42.19621e-261.09811e-26
PE0.9623570.057183516.832.75771e-211.37885e-21
PA1.012880.022733944.551.73323e-398.66614e-40







Multiple Linear Regression - Regression Statistics
Multiple R0.999806
R-squared0.999613
Adjusted R-squared0.999478
F-TEST (value)7423.84
F-TEST (DF numerator)16
F-TEST (DF denominator)46
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0548182
Sum Squared Residuals0.138231

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.999806 \tabularnewline
R-squared & 0.999613 \tabularnewline
Adjusted R-squared & 0.999478 \tabularnewline
F-TEST (value) & 7423.84 \tabularnewline
F-TEST (DF numerator) & 16 \tabularnewline
F-TEST (DF denominator) & 46 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.0548182 \tabularnewline
Sum Squared Residuals & 0.138231 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266942&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.999806[/C][/ROW]
[ROW][C]R-squared[/C][C]0.999613[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.999478[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]7423.84[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]16[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]46[/C][/ROW]
[ROW][C]p-value[/C][C]0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.0548182[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]0.138231[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266942&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266942&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 R0.999806
R-squared0.999613
Adjusted R-squared0.999478
F-TEST (value)7423.84
F-TEST (DF numerator)16
F-TEST (DF denominator)46
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0548182
Sum Squared Residuals0.138231







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
112.912.958-0.057957
212.812.8317-0.0316641
37.47.351220.0487848
46.76.697910.0020917
512.612.57460.0253614
614.814.8631-0.0630962
713.313.25140.0486458
811.111.1432-0.0431809
98.28.182740.0172628
1011.411.4114-0.0113604
116.46.40039-0.000388825
121211.960.0399583
136.36.3056-0.00560185
1411.311.25350.0465433
1511.912.0458-0.145845
169.39.32266-0.0226601
171010.0362-0.0361992
1813.813.79120.0088148
1910.810.72490.075091
2011.711.7259-0.0258567
2110.910.9337-0.0336662
2216.116.1275-0.0274836
239.99.854680.0453155
2411.511.5038-0.00381708
258.38.246430.0535706
2611.711.7047-0.00472982
2798.992630.00736659
2810.810.9024-0.102371
2910.410.4095-0.00954217
3012.712.68160.0183718
3111.811.76520.0348074
321313.0098-0.00983064
3310.810.75040.0496113
3412.312.23810.0618724
3511.311.3637-0.0636742
3611.611.7146-0.11461
3710.910.9035-0.00354639
3812.112.09920.000832623
3913.313.3053-0.00532568
4010.110.08350.0165345
4114.314.25130.0486533
429.39.229890.0701083
4312.512.47980.0201539
447.67.6477-0.0476996
459.29.179540.020457
4614.514.49040.0095545
4712.312.21580.0841805
4812.612.52180.0781748
491313.0473-0.0472811
5012.612.6324-0.032435
5113.213.18960.0103938
527.77.72187-0.0218653
5310.510.460.0399903
5410.910.83760.0624312
554.34.34359-0.0435914
5610.310.3464-0.0463963
5711.411.31830.0816902
585.65.61914-0.0191446
598.88.80655-0.00655474
6099.0096-0.00960492
619.69.578810.0211921
626.46.42403-0.024028
6311.611.6268-0.0268078

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 12.9 & 12.958 & -0.057957 \tabularnewline
2 & 12.8 & 12.8317 & -0.0316641 \tabularnewline
3 & 7.4 & 7.35122 & 0.0487848 \tabularnewline
4 & 6.7 & 6.69791 & 0.0020917 \tabularnewline
5 & 12.6 & 12.5746 & 0.0253614 \tabularnewline
6 & 14.8 & 14.8631 & -0.0630962 \tabularnewline
7 & 13.3 & 13.2514 & 0.0486458 \tabularnewline
8 & 11.1 & 11.1432 & -0.0431809 \tabularnewline
9 & 8.2 & 8.18274 & 0.0172628 \tabularnewline
10 & 11.4 & 11.4114 & -0.0113604 \tabularnewline
11 & 6.4 & 6.40039 & -0.000388825 \tabularnewline
12 & 12 & 11.96 & 0.0399583 \tabularnewline
13 & 6.3 & 6.3056 & -0.00560185 \tabularnewline
14 & 11.3 & 11.2535 & 0.0465433 \tabularnewline
15 & 11.9 & 12.0458 & -0.145845 \tabularnewline
16 & 9.3 & 9.32266 & -0.0226601 \tabularnewline
17 & 10 & 10.0362 & -0.0361992 \tabularnewline
18 & 13.8 & 13.7912 & 0.0088148 \tabularnewline
19 & 10.8 & 10.7249 & 0.075091 \tabularnewline
20 & 11.7 & 11.7259 & -0.0258567 \tabularnewline
21 & 10.9 & 10.9337 & -0.0336662 \tabularnewline
22 & 16.1 & 16.1275 & -0.0274836 \tabularnewline
23 & 9.9 & 9.85468 & 0.0453155 \tabularnewline
24 & 11.5 & 11.5038 & -0.00381708 \tabularnewline
25 & 8.3 & 8.24643 & 0.0535706 \tabularnewline
26 & 11.7 & 11.7047 & -0.00472982 \tabularnewline
27 & 9 & 8.99263 & 0.00736659 \tabularnewline
28 & 10.8 & 10.9024 & -0.102371 \tabularnewline
29 & 10.4 & 10.4095 & -0.00954217 \tabularnewline
30 & 12.7 & 12.6816 & 0.0183718 \tabularnewline
31 & 11.8 & 11.7652 & 0.0348074 \tabularnewline
32 & 13 & 13.0098 & -0.00983064 \tabularnewline
33 & 10.8 & 10.7504 & 0.0496113 \tabularnewline
34 & 12.3 & 12.2381 & 0.0618724 \tabularnewline
35 & 11.3 & 11.3637 & -0.0636742 \tabularnewline
36 & 11.6 & 11.7146 & -0.11461 \tabularnewline
37 & 10.9 & 10.9035 & -0.00354639 \tabularnewline
38 & 12.1 & 12.0992 & 0.000832623 \tabularnewline
39 & 13.3 & 13.3053 & -0.00532568 \tabularnewline
40 & 10.1 & 10.0835 & 0.0165345 \tabularnewline
41 & 14.3 & 14.2513 & 0.0486533 \tabularnewline
42 & 9.3 & 9.22989 & 0.0701083 \tabularnewline
43 & 12.5 & 12.4798 & 0.0201539 \tabularnewline
44 & 7.6 & 7.6477 & -0.0476996 \tabularnewline
45 & 9.2 & 9.17954 & 0.020457 \tabularnewline
46 & 14.5 & 14.4904 & 0.0095545 \tabularnewline
47 & 12.3 & 12.2158 & 0.0841805 \tabularnewline
48 & 12.6 & 12.5218 & 0.0781748 \tabularnewline
49 & 13 & 13.0473 & -0.0472811 \tabularnewline
50 & 12.6 & 12.6324 & -0.032435 \tabularnewline
51 & 13.2 & 13.1896 & 0.0103938 \tabularnewline
52 & 7.7 & 7.72187 & -0.0218653 \tabularnewline
53 & 10.5 & 10.46 & 0.0399903 \tabularnewline
54 & 10.9 & 10.8376 & 0.0624312 \tabularnewline
55 & 4.3 & 4.34359 & -0.0435914 \tabularnewline
56 & 10.3 & 10.3464 & -0.0463963 \tabularnewline
57 & 11.4 & 11.3183 & 0.0816902 \tabularnewline
58 & 5.6 & 5.61914 & -0.0191446 \tabularnewline
59 & 8.8 & 8.80655 & -0.00655474 \tabularnewline
60 & 9 & 9.0096 & -0.00960492 \tabularnewline
61 & 9.6 & 9.57881 & 0.0211921 \tabularnewline
62 & 6.4 & 6.42403 & -0.024028 \tabularnewline
63 & 11.6 & 11.6268 & -0.0268078 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266942&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]12.9[/C][C]12.958[/C][C]-0.057957[/C][/ROW]
[ROW][C]2[/C][C]12.8[/C][C]12.8317[/C][C]-0.0316641[/C][/ROW]
[ROW][C]3[/C][C]7.4[/C][C]7.35122[/C][C]0.0487848[/C][/ROW]
[ROW][C]4[/C][C]6.7[/C][C]6.69791[/C][C]0.0020917[/C][/ROW]
[ROW][C]5[/C][C]12.6[/C][C]12.5746[/C][C]0.0253614[/C][/ROW]
[ROW][C]6[/C][C]14.8[/C][C]14.8631[/C][C]-0.0630962[/C][/ROW]
[ROW][C]7[/C][C]13.3[/C][C]13.2514[/C][C]0.0486458[/C][/ROW]
[ROW][C]8[/C][C]11.1[/C][C]11.1432[/C][C]-0.0431809[/C][/ROW]
[ROW][C]9[/C][C]8.2[/C][C]8.18274[/C][C]0.0172628[/C][/ROW]
[ROW][C]10[/C][C]11.4[/C][C]11.4114[/C][C]-0.0113604[/C][/ROW]
[ROW][C]11[/C][C]6.4[/C][C]6.40039[/C][C]-0.000388825[/C][/ROW]
[ROW][C]12[/C][C]12[/C][C]11.96[/C][C]0.0399583[/C][/ROW]
[ROW][C]13[/C][C]6.3[/C][C]6.3056[/C][C]-0.00560185[/C][/ROW]
[ROW][C]14[/C][C]11.3[/C][C]11.2535[/C][C]0.0465433[/C][/ROW]
[ROW][C]15[/C][C]11.9[/C][C]12.0458[/C][C]-0.145845[/C][/ROW]
[ROW][C]16[/C][C]9.3[/C][C]9.32266[/C][C]-0.0226601[/C][/ROW]
[ROW][C]17[/C][C]10[/C][C]10.0362[/C][C]-0.0361992[/C][/ROW]
[ROW][C]18[/C][C]13.8[/C][C]13.7912[/C][C]0.0088148[/C][/ROW]
[ROW][C]19[/C][C]10.8[/C][C]10.7249[/C][C]0.075091[/C][/ROW]
[ROW][C]20[/C][C]11.7[/C][C]11.7259[/C][C]-0.0258567[/C][/ROW]
[ROW][C]21[/C][C]10.9[/C][C]10.9337[/C][C]-0.0336662[/C][/ROW]
[ROW][C]22[/C][C]16.1[/C][C]16.1275[/C][C]-0.0274836[/C][/ROW]
[ROW][C]23[/C][C]9.9[/C][C]9.85468[/C][C]0.0453155[/C][/ROW]
[ROW][C]24[/C][C]11.5[/C][C]11.5038[/C][C]-0.00381708[/C][/ROW]
[ROW][C]25[/C][C]8.3[/C][C]8.24643[/C][C]0.0535706[/C][/ROW]
[ROW][C]26[/C][C]11.7[/C][C]11.7047[/C][C]-0.00472982[/C][/ROW]
[ROW][C]27[/C][C]9[/C][C]8.99263[/C][C]0.00736659[/C][/ROW]
[ROW][C]28[/C][C]10.8[/C][C]10.9024[/C][C]-0.102371[/C][/ROW]
[ROW][C]29[/C][C]10.4[/C][C]10.4095[/C][C]-0.00954217[/C][/ROW]
[ROW][C]30[/C][C]12.7[/C][C]12.6816[/C][C]0.0183718[/C][/ROW]
[ROW][C]31[/C][C]11.8[/C][C]11.7652[/C][C]0.0348074[/C][/ROW]
[ROW][C]32[/C][C]13[/C][C]13.0098[/C][C]-0.00983064[/C][/ROW]
[ROW][C]33[/C][C]10.8[/C][C]10.7504[/C][C]0.0496113[/C][/ROW]
[ROW][C]34[/C][C]12.3[/C][C]12.2381[/C][C]0.0618724[/C][/ROW]
[ROW][C]35[/C][C]11.3[/C][C]11.3637[/C][C]-0.0636742[/C][/ROW]
[ROW][C]36[/C][C]11.6[/C][C]11.7146[/C][C]-0.11461[/C][/ROW]
[ROW][C]37[/C][C]10.9[/C][C]10.9035[/C][C]-0.00354639[/C][/ROW]
[ROW][C]38[/C][C]12.1[/C][C]12.0992[/C][C]0.000832623[/C][/ROW]
[ROW][C]39[/C][C]13.3[/C][C]13.3053[/C][C]-0.00532568[/C][/ROW]
[ROW][C]40[/C][C]10.1[/C][C]10.0835[/C][C]0.0165345[/C][/ROW]
[ROW][C]41[/C][C]14.3[/C][C]14.2513[/C][C]0.0486533[/C][/ROW]
[ROW][C]42[/C][C]9.3[/C][C]9.22989[/C][C]0.0701083[/C][/ROW]
[ROW][C]43[/C][C]12.5[/C][C]12.4798[/C][C]0.0201539[/C][/ROW]
[ROW][C]44[/C][C]7.6[/C][C]7.6477[/C][C]-0.0476996[/C][/ROW]
[ROW][C]45[/C][C]9.2[/C][C]9.17954[/C][C]0.020457[/C][/ROW]
[ROW][C]46[/C][C]14.5[/C][C]14.4904[/C][C]0.0095545[/C][/ROW]
[ROW][C]47[/C][C]12.3[/C][C]12.2158[/C][C]0.0841805[/C][/ROW]
[ROW][C]48[/C][C]12.6[/C][C]12.5218[/C][C]0.0781748[/C][/ROW]
[ROW][C]49[/C][C]13[/C][C]13.0473[/C][C]-0.0472811[/C][/ROW]
[ROW][C]50[/C][C]12.6[/C][C]12.6324[/C][C]-0.032435[/C][/ROW]
[ROW][C]51[/C][C]13.2[/C][C]13.1896[/C][C]0.0103938[/C][/ROW]
[ROW][C]52[/C][C]7.7[/C][C]7.72187[/C][C]-0.0218653[/C][/ROW]
[ROW][C]53[/C][C]10.5[/C][C]10.46[/C][C]0.0399903[/C][/ROW]
[ROW][C]54[/C][C]10.9[/C][C]10.8376[/C][C]0.0624312[/C][/ROW]
[ROW][C]55[/C][C]4.3[/C][C]4.34359[/C][C]-0.0435914[/C][/ROW]
[ROW][C]56[/C][C]10.3[/C][C]10.3464[/C][C]-0.0463963[/C][/ROW]
[ROW][C]57[/C][C]11.4[/C][C]11.3183[/C][C]0.0816902[/C][/ROW]
[ROW][C]58[/C][C]5.6[/C][C]5.61914[/C][C]-0.0191446[/C][/ROW]
[ROW][C]59[/C][C]8.8[/C][C]8.80655[/C][C]-0.00655474[/C][/ROW]
[ROW][C]60[/C][C]9[/C][C]9.0096[/C][C]-0.00960492[/C][/ROW]
[ROW][C]61[/C][C]9.6[/C][C]9.57881[/C][C]0.0211921[/C][/ROW]
[ROW][C]62[/C][C]6.4[/C][C]6.42403[/C][C]-0.024028[/C][/ROW]
[ROW][C]63[/C][C]11.6[/C][C]11.6268[/C][C]-0.0268078[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266942&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266942&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
112.912.958-0.057957
212.812.8317-0.0316641
37.47.351220.0487848
46.76.697910.0020917
512.612.57460.0253614
614.814.8631-0.0630962
713.313.25140.0486458
811.111.1432-0.0431809
98.28.182740.0172628
1011.411.4114-0.0113604
116.46.40039-0.000388825
121211.960.0399583
136.36.3056-0.00560185
1411.311.25350.0465433
1511.912.0458-0.145845
169.39.32266-0.0226601
171010.0362-0.0361992
1813.813.79120.0088148
1910.810.72490.075091
2011.711.7259-0.0258567
2110.910.9337-0.0336662
2216.116.1275-0.0274836
239.99.854680.0453155
2411.511.5038-0.00381708
258.38.246430.0535706
2611.711.7047-0.00472982
2798.992630.00736659
2810.810.9024-0.102371
2910.410.4095-0.00954217
3012.712.68160.0183718
3111.811.76520.0348074
321313.0098-0.00983064
3310.810.75040.0496113
3412.312.23810.0618724
3511.311.3637-0.0636742
3611.611.7146-0.11461
3710.910.9035-0.00354639
3812.112.09920.000832623
3913.313.3053-0.00532568
4010.110.08350.0165345
4114.314.25130.0486533
429.39.229890.0701083
4312.512.47980.0201539
447.67.6477-0.0476996
459.29.179540.020457
4614.514.49040.0095545
4712.312.21580.0841805
4812.612.52180.0781748
491313.0473-0.0472811
5012.612.6324-0.032435
5113.213.18960.0103938
527.77.72187-0.0218653
5310.510.460.0399903
5410.910.83760.0624312
554.34.34359-0.0435914
5610.310.3464-0.0463963
5711.411.31830.0816902
585.65.61914-0.0191446
598.88.80655-0.00655474
6099.0096-0.00960492
619.69.578810.0211921
626.46.42403-0.024028
6311.611.6268-0.0268078







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
200.6512640.6974730.348736
210.6366210.7267570.363379
220.5650470.8699060.434953
230.4313420.8626850.568658
240.3980710.7961420.601929
250.4365560.8731110.563444
260.3257430.6514860.674257
270.2970090.5940180.702991
280.548250.9035010.45175
290.467860.935720.53214
300.3659980.7319970.634002
310.5269660.9460670.473034
320.5353940.9292130.464606
330.5008510.9982990.499149
340.4521540.9043070.547846
350.5386550.922690.461345
360.8030930.3938150.196907
370.930290.139420.0697099
380.8999580.2000830.100042
390.9077180.1845640.092282
400.8503050.2993890.149695
410.9238440.1523110.0761555
420.9633810.07323820.0366191
430.8985410.2029180.101459

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
20 & 0.651264 & 0.697473 & 0.348736 \tabularnewline
21 & 0.636621 & 0.726757 & 0.363379 \tabularnewline
22 & 0.565047 & 0.869906 & 0.434953 \tabularnewline
23 & 0.431342 & 0.862685 & 0.568658 \tabularnewline
24 & 0.398071 & 0.796142 & 0.601929 \tabularnewline
25 & 0.436556 & 0.873111 & 0.563444 \tabularnewline
26 & 0.325743 & 0.651486 & 0.674257 \tabularnewline
27 & 0.297009 & 0.594018 & 0.702991 \tabularnewline
28 & 0.54825 & 0.903501 & 0.45175 \tabularnewline
29 & 0.46786 & 0.93572 & 0.53214 \tabularnewline
30 & 0.365998 & 0.731997 & 0.634002 \tabularnewline
31 & 0.526966 & 0.946067 & 0.473034 \tabularnewline
32 & 0.535394 & 0.929213 & 0.464606 \tabularnewline
33 & 0.500851 & 0.998299 & 0.499149 \tabularnewline
34 & 0.452154 & 0.904307 & 0.547846 \tabularnewline
35 & 0.538655 & 0.92269 & 0.461345 \tabularnewline
36 & 0.803093 & 0.393815 & 0.196907 \tabularnewline
37 & 0.93029 & 0.13942 & 0.0697099 \tabularnewline
38 & 0.899958 & 0.200083 & 0.100042 \tabularnewline
39 & 0.907718 & 0.184564 & 0.092282 \tabularnewline
40 & 0.850305 & 0.299389 & 0.149695 \tabularnewline
41 & 0.923844 & 0.152311 & 0.0761555 \tabularnewline
42 & 0.963381 & 0.0732382 & 0.0366191 \tabularnewline
43 & 0.898541 & 0.202918 & 0.101459 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266942&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]20[/C][C]0.651264[/C][C]0.697473[/C][C]0.348736[/C][/ROW]
[ROW][C]21[/C][C]0.636621[/C][C]0.726757[/C][C]0.363379[/C][/ROW]
[ROW][C]22[/C][C]0.565047[/C][C]0.869906[/C][C]0.434953[/C][/ROW]
[ROW][C]23[/C][C]0.431342[/C][C]0.862685[/C][C]0.568658[/C][/ROW]
[ROW][C]24[/C][C]0.398071[/C][C]0.796142[/C][C]0.601929[/C][/ROW]
[ROW][C]25[/C][C]0.436556[/C][C]0.873111[/C][C]0.563444[/C][/ROW]
[ROW][C]26[/C][C]0.325743[/C][C]0.651486[/C][C]0.674257[/C][/ROW]
[ROW][C]27[/C][C]0.297009[/C][C]0.594018[/C][C]0.702991[/C][/ROW]
[ROW][C]28[/C][C]0.54825[/C][C]0.903501[/C][C]0.45175[/C][/ROW]
[ROW][C]29[/C][C]0.46786[/C][C]0.93572[/C][C]0.53214[/C][/ROW]
[ROW][C]30[/C][C]0.365998[/C][C]0.731997[/C][C]0.634002[/C][/ROW]
[ROW][C]31[/C][C]0.526966[/C][C]0.946067[/C][C]0.473034[/C][/ROW]
[ROW][C]32[/C][C]0.535394[/C][C]0.929213[/C][C]0.464606[/C][/ROW]
[ROW][C]33[/C][C]0.500851[/C][C]0.998299[/C][C]0.499149[/C][/ROW]
[ROW][C]34[/C][C]0.452154[/C][C]0.904307[/C][C]0.547846[/C][/ROW]
[ROW][C]35[/C][C]0.538655[/C][C]0.92269[/C][C]0.461345[/C][/ROW]
[ROW][C]36[/C][C]0.803093[/C][C]0.393815[/C][C]0.196907[/C][/ROW]
[ROW][C]37[/C][C]0.93029[/C][C]0.13942[/C][C]0.0697099[/C][/ROW]
[ROW][C]38[/C][C]0.899958[/C][C]0.200083[/C][C]0.100042[/C][/ROW]
[ROW][C]39[/C][C]0.907718[/C][C]0.184564[/C][C]0.092282[/C][/ROW]
[ROW][C]40[/C][C]0.850305[/C][C]0.299389[/C][C]0.149695[/C][/ROW]
[ROW][C]41[/C][C]0.923844[/C][C]0.152311[/C][C]0.0761555[/C][/ROW]
[ROW][C]42[/C][C]0.963381[/C][C]0.0732382[/C][C]0.0366191[/C][/ROW]
[ROW][C]43[/C][C]0.898541[/C][C]0.202918[/C][C]0.101459[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266942&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266942&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
200.6512640.6974730.348736
210.6366210.7267570.363379
220.5650470.8699060.434953
230.4313420.8626850.568658
240.3980710.7961420.601929
250.4365560.8731110.563444
260.3257430.6514860.674257
270.2970090.5940180.702991
280.548250.9035010.45175
290.467860.935720.53214
300.3659980.7319970.634002
310.5269660.9460670.473034
320.5353940.9292130.464606
330.5008510.9982990.499149
340.4521540.9043070.547846
350.5386550.922690.461345
360.8030930.3938150.196907
370.930290.139420.0697099
380.8999580.2000830.100042
390.9077180.1845640.092282
400.8503050.2993890.149695
410.9238440.1523110.0761555
420.9633810.07323820.0366191
430.8985410.2029180.101459







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 level10.0416667OK

\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 & 1 & 0.0416667 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=266942&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]1[/C][C]0.0416667[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=266942&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=266942&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 level10.0416667OK



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')
}