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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 computationSun, 14 Dec 2014 08:55:18 +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/14/t1418547654l6bduggfavuas5t.htm/, Retrieved Thu, 16 May 2024 10:01:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=267339, Retrieved Thu, 16 May 2024 10:01:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact119
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [] [2014-12-14 08:55:18] [f235c2d73cdbd6a2c0ce149cb9653e7d] [Current]
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Dataseries X:
12.9 0 0 21 21 149 18 68 96
7.4 0 0 23 26 152 7 55 75
12.2 0 1 22 22 139 31 39 70
12.8 0 0 21 22 148 39 32 88
7.4 0 1 21 18 158 46 62 114
6.7 0 1 21 23 128 31 33 69
12.6 0 1 21 12 224 67 52 176
14.8 0 0 21 20 159 35 62 114
13.3 0 1 23 22 105 52 77 121
11.1 0 1 22 21 159 77 76 110
8.2 0 1 25 19 167 37 41 158
11.4 0 1 21 22 165 32 48 116
6.4 0 1 23 15 159 36 63 181
10.6 0 1 22 20 119 38 30 77
12.0 0 0 21 19 176 69 78 141
6.3 0 0 21 18 54 21 19 35
11.3 1 0 25 15 91 26 31 80
11.9 0 1 21 20 163 54 66 152
9.3 0 0 21 21 124 36 35 97
9.6 1 1 20 21 137 42 42 99
10.0 0 0 24 15 121 23 45 84
6.4 0 1 23 16 153 34 21 68
13.8 0 1 21 23 148 112 25 101
10.8 0 0 24 21 221 35 44 107
13.8 0 1 23 18 188 47 69 88
11.7 0 1 21 25 149 47 54 112
10.9 0 1 22 9 244 37 74 171
16.1 1 1 20 30 148 109 80 137
13.4 1 0 18 20 92 24 42 77
9.9 0 1 21 23 150 20 61 66
11.5 0 0 22 16 153 22 41 93
8.3 0 0 22 16 94 23 46 105
11.7 0 0 21 19 156 32 39 131
6.1 0 1 23 25 146 7 63 89
9.0 0 1 21 25 132 30 34 102
9.7 0 1 25 18 161 92 51 161
10.8 0 1 22 23 105 43 42 120
10.3 0 1 22 21 97 55 31 127
10.4 0 0 20 10 151 16 39 77
12.7 1 1 21 14 131 49 20 108
9.3 0 1 21 22 166 71 49 85
11.8 0 0 21 26 157 43 53 168
5.9 0 1 22 23 111 29 31 48
11.4 0 1 21 23 145 56 39 152
13.0 0 1 24 24 162 46 54 75
10.8 0 1 22 24 163 19 49 107
12.3 1 1 22 18 59 23 34 62
11.3 0 0 21 23 187 59 46 121
11.8 0 1 22 15 109 30 55 124
7.9 1 1 19 19 90 61 42 72
12.7 0 0 22 16 105 7 50 40
12.3 1 1 23 25 83 38 13 58
11.6 1 1 20 23 116 32 37 97
6.7 1 1 20 17 42 16 25 88
10.9 0 1 23 19 148 19 30 126
12.1 1 1 20 21 155 22 28 104
13.3 0 1 23 18 125 48 45 148
10.1 0 1 21 27 116 23 35 146
5.7 1 0 22 21 128 26 28 80
14.3 0 1 21 13 138 33 41 97
8.0 1 0 21 8 49 9 6 25
13.3 1 1 19 29 96 24 45 99
9.3 0 1 22 28 164 34 73 118
12.5 0 0 21 23 162 48 17 58
7.6 0 0 21 21 99 18 40 63
15.9 0 1 21 19 202 43 64 139
9.2 0 0 21 19 186 33 37 50
9.1 1 1 21 20 66 28 25 60
11.1 0 0 21 18 183 71 65 152
13.0 0 1 22 19 214 26 100 142
14.5 0 1 22 17 188 67 28 94
12.2 1 0 18 19 104 34 35 66
12.3 0 0 21 25 177 80 56 127
11.4 0 0 23 19 126 29 29 67
8.8 1 0 19 22 76 16 43 90
14.6 1 1 19 23 99 59 59 75
7.3 0 1 23 26 157 58 52 96
12.6 0 0 21 14 139 32 50 128
13.0 0 0 21 16 162 43 59 146
12.6 1 1 21 24 108 38 27 69
13.2 0 0 20 20 159 29 61 186
9.9 1 0 19 12 74 36 28 81
7.7 0 1 21 24 110 32 51 85
10.5 1 0 19 22 96 35 35 54
13.4 1 0 19 12 116 21 29 46
10.9 1 0 19 22 87 29 48 106
4.3 1 1 20 20 97 12 25 34
10.3 1 0 19 10 127 37 44 60
11.8 1 1 19 23 106 37 64 95
11.2 1 1 19 17 80 47 32 57
11.4 1 0 20 22 74 51 20 62
8.6 1 0 19 24 91 32 28 36
13.2 1 0 18 18 133 21 34 56
12.6 1 1 19 21 74 13 31 54
5.6 1 1 21 20 114 14 26 64
9.9 1 1 18 20 140 -2 58 76
8.8 1 0 18 22 95 20 23 98
7.7 1 1 19 19 98 24 21 88
9.0 1 0 21 20 121 11 21 35
7.3 1 1 20 26 126 23 33 102
11.4 1 1 24 23 98 24 16 61
13.6 1 1 22 24 95 14 20 80
7.9 1 1 21 21 110 52 37 49
10.7 1 1 21 21 70 15 35 78
10.3 1 0 19 19 102 23 33 90
8.3 1 1 19 8 86 19 27 45
9.6 1 1 20 17 130 35 41 55
14.2 1 1 18 20 96 24 40 96
8.5 1 0 19 11 102 39 35 43
13.5 1 0 19 8 100 29 28 52
4.9 1 0 20 15 94 13 32 60
6.4 1 0 21 18 52 8 22 54
9.6 1 0 18 18 98 18 44 51
11.6 1 0 19 19 118 24 27 51
11.1 1 1 19 19 99 19 17 38




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=267339&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=267339&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=267339&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] = + 10.9084 + 0.662904programma[t] -0.304561gender[t] -0.204688age[t] -0.00663443NUMERACYTOT[t] + 0.0100884LFM[t] + 0.0325331PRH[t] + 0.0170445CH[t] + 0.00918063Blogs[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
TOT[t] =  +  10.9084 +  0.662904programma[t] -0.304561gender[t] -0.204688age[t] -0.00663443NUMERACYTOT[t] +  0.0100884LFM[t] +  0.0325331PRH[t] +  0.0170445CH[t] +  0.00918063Blogs[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=267339&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]TOT[t] =  +  10.9084 +  0.662904programma[t] -0.304561gender[t] -0.204688age[t] -0.00663443NUMERACYTOT[t] +  0.0100884LFM[t] +  0.0325331PRH[t] +  0.0170445CH[t] +  0.00918063Blogs[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=267339&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=267339&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] = + 10.9084 + 0.662904programma[t] -0.304561gender[t] -0.204688age[t] -0.00663443NUMERACYTOT[t] + 0.0100884LFM[t] + 0.0325331PRH[t] + 0.0170445CH[t] + 0.00918063Blogs[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)10.90844.172122.6150.01023430.00511717
programma0.6629040.7005860.94620.3461910.173096
gender-0.3045610.481853-0.63210.5287070.264354
age-0.2046880.175708-1.1650.246660.12333
NUMERACYTOT-0.006634430.0518658-0.12790.8984580.449229
LFM0.01008840.008430491.1970.2341120.117056
PRH0.03253310.01265132.5720.01151110.00575556
CH0.01704450.01765550.96540.3365460.168273
Blogs0.009180630.008487281.0820.2818440.140922

\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) & 10.9084 & 4.17212 & 2.615 & 0.0102343 & 0.00511717 \tabularnewline
programma & 0.662904 & 0.700586 & 0.9462 & 0.346191 & 0.173096 \tabularnewline
gender & -0.304561 & 0.481853 & -0.6321 & 0.528707 & 0.264354 \tabularnewline
age & -0.204688 & 0.175708 & -1.165 & 0.24666 & 0.12333 \tabularnewline
NUMERACYTOT & -0.00663443 & 0.0518658 & -0.1279 & 0.898458 & 0.449229 \tabularnewline
LFM & 0.0100884 & 0.00843049 & 1.197 & 0.234112 & 0.117056 \tabularnewline
PRH & 0.0325331 & 0.0126513 & 2.572 & 0.0115111 & 0.00575556 \tabularnewline
CH & 0.0170445 & 0.0176555 & 0.9654 & 0.336546 & 0.168273 \tabularnewline
Blogs & 0.00918063 & 0.00848728 & 1.082 & 0.281844 & 0.140922 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=267339&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]10.9084[/C][C]4.17212[/C][C]2.615[/C][C]0.0102343[/C][C]0.00511717[/C][/ROW]
[ROW][C]programma[/C][C]0.662904[/C][C]0.700586[/C][C]0.9462[/C][C]0.346191[/C][C]0.173096[/C][/ROW]
[ROW][C]gender[/C][C]-0.304561[/C][C]0.481853[/C][C]-0.6321[/C][C]0.528707[/C][C]0.264354[/C][/ROW]
[ROW][C]age[/C][C]-0.204688[/C][C]0.175708[/C][C]-1.165[/C][C]0.24666[/C][C]0.12333[/C][/ROW]
[ROW][C]NUMERACYTOT[/C][C]-0.00663443[/C][C]0.0518658[/C][C]-0.1279[/C][C]0.898458[/C][C]0.449229[/C][/ROW]
[ROW][C]LFM[/C][C]0.0100884[/C][C]0.00843049[/C][C]1.197[/C][C]0.234112[/C][C]0.117056[/C][/ROW]
[ROW][C]PRH[/C][C]0.0325331[/C][C]0.0126513[/C][C]2.572[/C][C]0.0115111[/C][C]0.00575556[/C][/ROW]
[ROW][C]CH[/C][C]0.0170445[/C][C]0.0176555[/C][C]0.9654[/C][C]0.336546[/C][C]0.168273[/C][/ROW]
[ROW][C]Blogs[/C][C]0.00918063[/C][C]0.00848728[/C][C]1.082[/C][C]0.281844[/C][C]0.140922[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=267339&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=267339&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)10.90844.172122.6150.01023430.00511717
programma0.6629040.7005860.94620.3461910.173096
gender-0.3045610.481853-0.63210.5287070.264354
age-0.2046880.175708-1.1650.246660.12333
NUMERACYTOT-0.006634430.0518658-0.12790.8984580.449229
LFM0.01008840.008430491.1970.2341120.117056
PRH0.03253310.01265132.5720.01151110.00575556
CH0.01704450.01765550.96540.3365460.168273
Blogs0.009180630.008487281.0820.2818440.140922







Multiple Linear Regression - Regression Statistics
Multiple R0.443605
R-squared0.196785
Adjusted R-squared0.136166
F-TEST (value)3.24622
F-TEST (DF numerator)8
F-TEST (DF denominator)106
p-value0.00241103
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.33606
Sum Squared Residuals578.459

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.443605 \tabularnewline
R-squared & 0.196785 \tabularnewline
Adjusted R-squared & 0.136166 \tabularnewline
F-TEST (value) & 3.24622 \tabularnewline
F-TEST (DF numerator) & 8 \tabularnewline
F-TEST (DF denominator) & 106 \tabularnewline
p-value & 0.00241103 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 2.33606 \tabularnewline
Sum Squared Residuals & 578.459 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=267339&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.443605[/C][/ROW]
[ROW][C]R-squared[/C][C]0.196785[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.136166[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]3.24622[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]8[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]106[/C][/ROW]
[ROW][C]p-value[/C][C]0.00241103[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]2.33606[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]578.459[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=267339&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=267339&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 R0.443605
R-squared0.196785
Adjusted R-squared0.136166
F-TEST (value)3.24622
F-TEST (DF numerator)8
F-TEST (DF denominator)106
p-value0.00241103
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.33606
Sum Squared Residuals578.459







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
112.910.59972.30029
27.49.41519-2.01519
312.29.672892.52711
412.810.57912.22086
57.411.3798-3.97976
66.79.64852-2.94852
712.613.1673-0.567349
814.811.32333.47672
913.310.92432.37571
1011.112.3757-1.27568
118.210.3984-2.19839
1211.410.74810.651883
136.411.3072-4.90719
1410.69.622990.977013
151213.1281-1.12813
166.38.36362-2.06362
1711.39.381281.91872
1811.912.0942-0.194241
199.310.3798-1.07981
209.611.4069-1.80686
21109.403460.596544
226.49.42168-3.02168
2313.812.64291.1571
2410.810.957-0.156993
2513.811.18622.61382
2611.711.12030.579659
2710.912.5374-1.63741
2816.114.63441.4656
2913.410.88592.51411
309.99.96231-0.0623072
3111.510.11091.38906
328.39.74365-1.44365
3311.710.96610.733905
346.19.32162-3.22162
3599.96308-0.96308
369.712.3318-2.6318
3710.810.22380.576187
3810.310.4235-0.123547
3910.410.16380.236232
4012.711.12351.57654
419.311.7594-2.45944
4211.811.8659-0.0659127
435.98.98039-3.08039
4411.411.4976-0.0976121
451310.27182.72816
4610.810.02150.778528
4712.39.136333.16367
4811.312.1582-0.858196
4911.810.15261.64739
507.911.5209-3.62092
5112.78.805533.89447
5212.39.220663.07934
5311.610.75280.847176
546.79.2384-2.5384
5510.99.549221.35078
5612.110.74511.35493
5713.310.72492.57508
5810.19.981660.118342
595.710.2777-4.57767
6014.310.27424.02577
6188.33865-0.338648
6213.310.61042.68961
639.311.0031-1.70307
6412.510.47552.02455
657.69.31509-1.71509
6615.911.9833.91698
679.210.5236-1.32356
689.19.38927-0.289272
6911.113.1499-2.04986
701311.98751.01253
7114.511.40443.09557
7212.211.11861.08138
7312.312.9528-0.652767
7411.49.398462.00154
758.810.3826-1.58265
7614.611.83742.76259
777.310.9619-3.66192
7812.610.98771.61229
791311.8831.11701
8012.610.22852.37151
8113.211.97671.22327
829.910.7412-0.841182
837.79.94652-2.24652
8410.510.7357-0.235684
8513.410.37263.02738
8610.911.1487-0.24866
874.39.14747-4.84747
8810.311.4016-1.10159
8911.811.46110.338866
9011.210.66970.530314
9111.410.64740.752641
928.610.2898-1.68981
9313.210.8862.31397
9412.69.431913.16809
955.69.47182-3.87182
969.910.4832-0.583239
978.810.6417-1.8417
987.710.1869-2.48686
9999.39794-0.397937
1007.310.5187-3.21873
10111.48.803782.59622
10213.69.093544.50646
1037.910.7109-2.81087
10410.79.335761.36424
10510.310.7221-0.422133
1068.39.68361-1.38361
1079.610.7141-1.11406
10814.210.7623.43798
1098.510.8983-2.39834
11013.510.5362.96395
1114.99.84548-4.94548
1126.48.80899-2.40899
1139.610.5599-0.959882
11411.610.45581.14423
11511.19.507071.59293

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 12.9 & 10.5997 & 2.30029 \tabularnewline
2 & 7.4 & 9.41519 & -2.01519 \tabularnewline
3 & 12.2 & 9.67289 & 2.52711 \tabularnewline
4 & 12.8 & 10.5791 & 2.22086 \tabularnewline
5 & 7.4 & 11.3798 & -3.97976 \tabularnewline
6 & 6.7 & 9.64852 & -2.94852 \tabularnewline
7 & 12.6 & 13.1673 & -0.567349 \tabularnewline
8 & 14.8 & 11.3233 & 3.47672 \tabularnewline
9 & 13.3 & 10.9243 & 2.37571 \tabularnewline
10 & 11.1 & 12.3757 & -1.27568 \tabularnewline
11 & 8.2 & 10.3984 & -2.19839 \tabularnewline
12 & 11.4 & 10.7481 & 0.651883 \tabularnewline
13 & 6.4 & 11.3072 & -4.90719 \tabularnewline
14 & 10.6 & 9.62299 & 0.977013 \tabularnewline
15 & 12 & 13.1281 & -1.12813 \tabularnewline
16 & 6.3 & 8.36362 & -2.06362 \tabularnewline
17 & 11.3 & 9.38128 & 1.91872 \tabularnewline
18 & 11.9 & 12.0942 & -0.194241 \tabularnewline
19 & 9.3 & 10.3798 & -1.07981 \tabularnewline
20 & 9.6 & 11.4069 & -1.80686 \tabularnewline
21 & 10 & 9.40346 & 0.596544 \tabularnewline
22 & 6.4 & 9.42168 & -3.02168 \tabularnewline
23 & 13.8 & 12.6429 & 1.1571 \tabularnewline
24 & 10.8 & 10.957 & -0.156993 \tabularnewline
25 & 13.8 & 11.1862 & 2.61382 \tabularnewline
26 & 11.7 & 11.1203 & 0.579659 \tabularnewline
27 & 10.9 & 12.5374 & -1.63741 \tabularnewline
28 & 16.1 & 14.6344 & 1.4656 \tabularnewline
29 & 13.4 & 10.8859 & 2.51411 \tabularnewline
30 & 9.9 & 9.96231 & -0.0623072 \tabularnewline
31 & 11.5 & 10.1109 & 1.38906 \tabularnewline
32 & 8.3 & 9.74365 & -1.44365 \tabularnewline
33 & 11.7 & 10.9661 & 0.733905 \tabularnewline
34 & 6.1 & 9.32162 & -3.22162 \tabularnewline
35 & 9 & 9.96308 & -0.96308 \tabularnewline
36 & 9.7 & 12.3318 & -2.6318 \tabularnewline
37 & 10.8 & 10.2238 & 0.576187 \tabularnewline
38 & 10.3 & 10.4235 & -0.123547 \tabularnewline
39 & 10.4 & 10.1638 & 0.236232 \tabularnewline
40 & 12.7 & 11.1235 & 1.57654 \tabularnewline
41 & 9.3 & 11.7594 & -2.45944 \tabularnewline
42 & 11.8 & 11.8659 & -0.0659127 \tabularnewline
43 & 5.9 & 8.98039 & -3.08039 \tabularnewline
44 & 11.4 & 11.4976 & -0.0976121 \tabularnewline
45 & 13 & 10.2718 & 2.72816 \tabularnewline
46 & 10.8 & 10.0215 & 0.778528 \tabularnewline
47 & 12.3 & 9.13633 & 3.16367 \tabularnewline
48 & 11.3 & 12.1582 & -0.858196 \tabularnewline
49 & 11.8 & 10.1526 & 1.64739 \tabularnewline
50 & 7.9 & 11.5209 & -3.62092 \tabularnewline
51 & 12.7 & 8.80553 & 3.89447 \tabularnewline
52 & 12.3 & 9.22066 & 3.07934 \tabularnewline
53 & 11.6 & 10.7528 & 0.847176 \tabularnewline
54 & 6.7 & 9.2384 & -2.5384 \tabularnewline
55 & 10.9 & 9.54922 & 1.35078 \tabularnewline
56 & 12.1 & 10.7451 & 1.35493 \tabularnewline
57 & 13.3 & 10.7249 & 2.57508 \tabularnewline
58 & 10.1 & 9.98166 & 0.118342 \tabularnewline
59 & 5.7 & 10.2777 & -4.57767 \tabularnewline
60 & 14.3 & 10.2742 & 4.02577 \tabularnewline
61 & 8 & 8.33865 & -0.338648 \tabularnewline
62 & 13.3 & 10.6104 & 2.68961 \tabularnewline
63 & 9.3 & 11.0031 & -1.70307 \tabularnewline
64 & 12.5 & 10.4755 & 2.02455 \tabularnewline
65 & 7.6 & 9.31509 & -1.71509 \tabularnewline
66 & 15.9 & 11.983 & 3.91698 \tabularnewline
67 & 9.2 & 10.5236 & -1.32356 \tabularnewline
68 & 9.1 & 9.38927 & -0.289272 \tabularnewline
69 & 11.1 & 13.1499 & -2.04986 \tabularnewline
70 & 13 & 11.9875 & 1.01253 \tabularnewline
71 & 14.5 & 11.4044 & 3.09557 \tabularnewline
72 & 12.2 & 11.1186 & 1.08138 \tabularnewline
73 & 12.3 & 12.9528 & -0.652767 \tabularnewline
74 & 11.4 & 9.39846 & 2.00154 \tabularnewline
75 & 8.8 & 10.3826 & -1.58265 \tabularnewline
76 & 14.6 & 11.8374 & 2.76259 \tabularnewline
77 & 7.3 & 10.9619 & -3.66192 \tabularnewline
78 & 12.6 & 10.9877 & 1.61229 \tabularnewline
79 & 13 & 11.883 & 1.11701 \tabularnewline
80 & 12.6 & 10.2285 & 2.37151 \tabularnewline
81 & 13.2 & 11.9767 & 1.22327 \tabularnewline
82 & 9.9 & 10.7412 & -0.841182 \tabularnewline
83 & 7.7 & 9.94652 & -2.24652 \tabularnewline
84 & 10.5 & 10.7357 & -0.235684 \tabularnewline
85 & 13.4 & 10.3726 & 3.02738 \tabularnewline
86 & 10.9 & 11.1487 & -0.24866 \tabularnewline
87 & 4.3 & 9.14747 & -4.84747 \tabularnewline
88 & 10.3 & 11.4016 & -1.10159 \tabularnewline
89 & 11.8 & 11.4611 & 0.338866 \tabularnewline
90 & 11.2 & 10.6697 & 0.530314 \tabularnewline
91 & 11.4 & 10.6474 & 0.752641 \tabularnewline
92 & 8.6 & 10.2898 & -1.68981 \tabularnewline
93 & 13.2 & 10.886 & 2.31397 \tabularnewline
94 & 12.6 & 9.43191 & 3.16809 \tabularnewline
95 & 5.6 & 9.47182 & -3.87182 \tabularnewline
96 & 9.9 & 10.4832 & -0.583239 \tabularnewline
97 & 8.8 & 10.6417 & -1.8417 \tabularnewline
98 & 7.7 & 10.1869 & -2.48686 \tabularnewline
99 & 9 & 9.39794 & -0.397937 \tabularnewline
100 & 7.3 & 10.5187 & -3.21873 \tabularnewline
101 & 11.4 & 8.80378 & 2.59622 \tabularnewline
102 & 13.6 & 9.09354 & 4.50646 \tabularnewline
103 & 7.9 & 10.7109 & -2.81087 \tabularnewline
104 & 10.7 & 9.33576 & 1.36424 \tabularnewline
105 & 10.3 & 10.7221 & -0.422133 \tabularnewline
106 & 8.3 & 9.68361 & -1.38361 \tabularnewline
107 & 9.6 & 10.7141 & -1.11406 \tabularnewline
108 & 14.2 & 10.762 & 3.43798 \tabularnewline
109 & 8.5 & 10.8983 & -2.39834 \tabularnewline
110 & 13.5 & 10.536 & 2.96395 \tabularnewline
111 & 4.9 & 9.84548 & -4.94548 \tabularnewline
112 & 6.4 & 8.80899 & -2.40899 \tabularnewline
113 & 9.6 & 10.5599 & -0.959882 \tabularnewline
114 & 11.6 & 10.4558 & 1.14423 \tabularnewline
115 & 11.1 & 9.50707 & 1.59293 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=267339&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]10.5997[/C][C]2.30029[/C][/ROW]
[ROW][C]2[/C][C]7.4[/C][C]9.41519[/C][C]-2.01519[/C][/ROW]
[ROW][C]3[/C][C]12.2[/C][C]9.67289[/C][C]2.52711[/C][/ROW]
[ROW][C]4[/C][C]12.8[/C][C]10.5791[/C][C]2.22086[/C][/ROW]
[ROW][C]5[/C][C]7.4[/C][C]11.3798[/C][C]-3.97976[/C][/ROW]
[ROW][C]6[/C][C]6.7[/C][C]9.64852[/C][C]-2.94852[/C][/ROW]
[ROW][C]7[/C][C]12.6[/C][C]13.1673[/C][C]-0.567349[/C][/ROW]
[ROW][C]8[/C][C]14.8[/C][C]11.3233[/C][C]3.47672[/C][/ROW]
[ROW][C]9[/C][C]13.3[/C][C]10.9243[/C][C]2.37571[/C][/ROW]
[ROW][C]10[/C][C]11.1[/C][C]12.3757[/C][C]-1.27568[/C][/ROW]
[ROW][C]11[/C][C]8.2[/C][C]10.3984[/C][C]-2.19839[/C][/ROW]
[ROW][C]12[/C][C]11.4[/C][C]10.7481[/C][C]0.651883[/C][/ROW]
[ROW][C]13[/C][C]6.4[/C][C]11.3072[/C][C]-4.90719[/C][/ROW]
[ROW][C]14[/C][C]10.6[/C][C]9.62299[/C][C]0.977013[/C][/ROW]
[ROW][C]15[/C][C]12[/C][C]13.1281[/C][C]-1.12813[/C][/ROW]
[ROW][C]16[/C][C]6.3[/C][C]8.36362[/C][C]-2.06362[/C][/ROW]
[ROW][C]17[/C][C]11.3[/C][C]9.38128[/C][C]1.91872[/C][/ROW]
[ROW][C]18[/C][C]11.9[/C][C]12.0942[/C][C]-0.194241[/C][/ROW]
[ROW][C]19[/C][C]9.3[/C][C]10.3798[/C][C]-1.07981[/C][/ROW]
[ROW][C]20[/C][C]9.6[/C][C]11.4069[/C][C]-1.80686[/C][/ROW]
[ROW][C]21[/C][C]10[/C][C]9.40346[/C][C]0.596544[/C][/ROW]
[ROW][C]22[/C][C]6.4[/C][C]9.42168[/C][C]-3.02168[/C][/ROW]
[ROW][C]23[/C][C]13.8[/C][C]12.6429[/C][C]1.1571[/C][/ROW]
[ROW][C]24[/C][C]10.8[/C][C]10.957[/C][C]-0.156993[/C][/ROW]
[ROW][C]25[/C][C]13.8[/C][C]11.1862[/C][C]2.61382[/C][/ROW]
[ROW][C]26[/C][C]11.7[/C][C]11.1203[/C][C]0.579659[/C][/ROW]
[ROW][C]27[/C][C]10.9[/C][C]12.5374[/C][C]-1.63741[/C][/ROW]
[ROW][C]28[/C][C]16.1[/C][C]14.6344[/C][C]1.4656[/C][/ROW]
[ROW][C]29[/C][C]13.4[/C][C]10.8859[/C][C]2.51411[/C][/ROW]
[ROW][C]30[/C][C]9.9[/C][C]9.96231[/C][C]-0.0623072[/C][/ROW]
[ROW][C]31[/C][C]11.5[/C][C]10.1109[/C][C]1.38906[/C][/ROW]
[ROW][C]32[/C][C]8.3[/C][C]9.74365[/C][C]-1.44365[/C][/ROW]
[ROW][C]33[/C][C]11.7[/C][C]10.9661[/C][C]0.733905[/C][/ROW]
[ROW][C]34[/C][C]6.1[/C][C]9.32162[/C][C]-3.22162[/C][/ROW]
[ROW][C]35[/C][C]9[/C][C]9.96308[/C][C]-0.96308[/C][/ROW]
[ROW][C]36[/C][C]9.7[/C][C]12.3318[/C][C]-2.6318[/C][/ROW]
[ROW][C]37[/C][C]10.8[/C][C]10.2238[/C][C]0.576187[/C][/ROW]
[ROW][C]38[/C][C]10.3[/C][C]10.4235[/C][C]-0.123547[/C][/ROW]
[ROW][C]39[/C][C]10.4[/C][C]10.1638[/C][C]0.236232[/C][/ROW]
[ROW][C]40[/C][C]12.7[/C][C]11.1235[/C][C]1.57654[/C][/ROW]
[ROW][C]41[/C][C]9.3[/C][C]11.7594[/C][C]-2.45944[/C][/ROW]
[ROW][C]42[/C][C]11.8[/C][C]11.8659[/C][C]-0.0659127[/C][/ROW]
[ROW][C]43[/C][C]5.9[/C][C]8.98039[/C][C]-3.08039[/C][/ROW]
[ROW][C]44[/C][C]11.4[/C][C]11.4976[/C][C]-0.0976121[/C][/ROW]
[ROW][C]45[/C][C]13[/C][C]10.2718[/C][C]2.72816[/C][/ROW]
[ROW][C]46[/C][C]10.8[/C][C]10.0215[/C][C]0.778528[/C][/ROW]
[ROW][C]47[/C][C]12.3[/C][C]9.13633[/C][C]3.16367[/C][/ROW]
[ROW][C]48[/C][C]11.3[/C][C]12.1582[/C][C]-0.858196[/C][/ROW]
[ROW][C]49[/C][C]11.8[/C][C]10.1526[/C][C]1.64739[/C][/ROW]
[ROW][C]50[/C][C]7.9[/C][C]11.5209[/C][C]-3.62092[/C][/ROW]
[ROW][C]51[/C][C]12.7[/C][C]8.80553[/C][C]3.89447[/C][/ROW]
[ROW][C]52[/C][C]12.3[/C][C]9.22066[/C][C]3.07934[/C][/ROW]
[ROW][C]53[/C][C]11.6[/C][C]10.7528[/C][C]0.847176[/C][/ROW]
[ROW][C]54[/C][C]6.7[/C][C]9.2384[/C][C]-2.5384[/C][/ROW]
[ROW][C]55[/C][C]10.9[/C][C]9.54922[/C][C]1.35078[/C][/ROW]
[ROW][C]56[/C][C]12.1[/C][C]10.7451[/C][C]1.35493[/C][/ROW]
[ROW][C]57[/C][C]13.3[/C][C]10.7249[/C][C]2.57508[/C][/ROW]
[ROW][C]58[/C][C]10.1[/C][C]9.98166[/C][C]0.118342[/C][/ROW]
[ROW][C]59[/C][C]5.7[/C][C]10.2777[/C][C]-4.57767[/C][/ROW]
[ROW][C]60[/C][C]14.3[/C][C]10.2742[/C][C]4.02577[/C][/ROW]
[ROW][C]61[/C][C]8[/C][C]8.33865[/C][C]-0.338648[/C][/ROW]
[ROW][C]62[/C][C]13.3[/C][C]10.6104[/C][C]2.68961[/C][/ROW]
[ROW][C]63[/C][C]9.3[/C][C]11.0031[/C][C]-1.70307[/C][/ROW]
[ROW][C]64[/C][C]12.5[/C][C]10.4755[/C][C]2.02455[/C][/ROW]
[ROW][C]65[/C][C]7.6[/C][C]9.31509[/C][C]-1.71509[/C][/ROW]
[ROW][C]66[/C][C]15.9[/C][C]11.983[/C][C]3.91698[/C][/ROW]
[ROW][C]67[/C][C]9.2[/C][C]10.5236[/C][C]-1.32356[/C][/ROW]
[ROW][C]68[/C][C]9.1[/C][C]9.38927[/C][C]-0.289272[/C][/ROW]
[ROW][C]69[/C][C]11.1[/C][C]13.1499[/C][C]-2.04986[/C][/ROW]
[ROW][C]70[/C][C]13[/C][C]11.9875[/C][C]1.01253[/C][/ROW]
[ROW][C]71[/C][C]14.5[/C][C]11.4044[/C][C]3.09557[/C][/ROW]
[ROW][C]72[/C][C]12.2[/C][C]11.1186[/C][C]1.08138[/C][/ROW]
[ROW][C]73[/C][C]12.3[/C][C]12.9528[/C][C]-0.652767[/C][/ROW]
[ROW][C]74[/C][C]11.4[/C][C]9.39846[/C][C]2.00154[/C][/ROW]
[ROW][C]75[/C][C]8.8[/C][C]10.3826[/C][C]-1.58265[/C][/ROW]
[ROW][C]76[/C][C]14.6[/C][C]11.8374[/C][C]2.76259[/C][/ROW]
[ROW][C]77[/C][C]7.3[/C][C]10.9619[/C][C]-3.66192[/C][/ROW]
[ROW][C]78[/C][C]12.6[/C][C]10.9877[/C][C]1.61229[/C][/ROW]
[ROW][C]79[/C][C]13[/C][C]11.883[/C][C]1.11701[/C][/ROW]
[ROW][C]80[/C][C]12.6[/C][C]10.2285[/C][C]2.37151[/C][/ROW]
[ROW][C]81[/C][C]13.2[/C][C]11.9767[/C][C]1.22327[/C][/ROW]
[ROW][C]82[/C][C]9.9[/C][C]10.7412[/C][C]-0.841182[/C][/ROW]
[ROW][C]83[/C][C]7.7[/C][C]9.94652[/C][C]-2.24652[/C][/ROW]
[ROW][C]84[/C][C]10.5[/C][C]10.7357[/C][C]-0.235684[/C][/ROW]
[ROW][C]85[/C][C]13.4[/C][C]10.3726[/C][C]3.02738[/C][/ROW]
[ROW][C]86[/C][C]10.9[/C][C]11.1487[/C][C]-0.24866[/C][/ROW]
[ROW][C]87[/C][C]4.3[/C][C]9.14747[/C][C]-4.84747[/C][/ROW]
[ROW][C]88[/C][C]10.3[/C][C]11.4016[/C][C]-1.10159[/C][/ROW]
[ROW][C]89[/C][C]11.8[/C][C]11.4611[/C][C]0.338866[/C][/ROW]
[ROW][C]90[/C][C]11.2[/C][C]10.6697[/C][C]0.530314[/C][/ROW]
[ROW][C]91[/C][C]11.4[/C][C]10.6474[/C][C]0.752641[/C][/ROW]
[ROW][C]92[/C][C]8.6[/C][C]10.2898[/C][C]-1.68981[/C][/ROW]
[ROW][C]93[/C][C]13.2[/C][C]10.886[/C][C]2.31397[/C][/ROW]
[ROW][C]94[/C][C]12.6[/C][C]9.43191[/C][C]3.16809[/C][/ROW]
[ROW][C]95[/C][C]5.6[/C][C]9.47182[/C][C]-3.87182[/C][/ROW]
[ROW][C]96[/C][C]9.9[/C][C]10.4832[/C][C]-0.583239[/C][/ROW]
[ROW][C]97[/C][C]8.8[/C][C]10.6417[/C][C]-1.8417[/C][/ROW]
[ROW][C]98[/C][C]7.7[/C][C]10.1869[/C][C]-2.48686[/C][/ROW]
[ROW][C]99[/C][C]9[/C][C]9.39794[/C][C]-0.397937[/C][/ROW]
[ROW][C]100[/C][C]7.3[/C][C]10.5187[/C][C]-3.21873[/C][/ROW]
[ROW][C]101[/C][C]11.4[/C][C]8.80378[/C][C]2.59622[/C][/ROW]
[ROW][C]102[/C][C]13.6[/C][C]9.09354[/C][C]4.50646[/C][/ROW]
[ROW][C]103[/C][C]7.9[/C][C]10.7109[/C][C]-2.81087[/C][/ROW]
[ROW][C]104[/C][C]10.7[/C][C]9.33576[/C][C]1.36424[/C][/ROW]
[ROW][C]105[/C][C]10.3[/C][C]10.7221[/C][C]-0.422133[/C][/ROW]
[ROW][C]106[/C][C]8.3[/C][C]9.68361[/C][C]-1.38361[/C][/ROW]
[ROW][C]107[/C][C]9.6[/C][C]10.7141[/C][C]-1.11406[/C][/ROW]
[ROW][C]108[/C][C]14.2[/C][C]10.762[/C][C]3.43798[/C][/ROW]
[ROW][C]109[/C][C]8.5[/C][C]10.8983[/C][C]-2.39834[/C][/ROW]
[ROW][C]110[/C][C]13.5[/C][C]10.536[/C][C]2.96395[/C][/ROW]
[ROW][C]111[/C][C]4.9[/C][C]9.84548[/C][C]-4.94548[/C][/ROW]
[ROW][C]112[/C][C]6.4[/C][C]8.80899[/C][C]-2.40899[/C][/ROW]
[ROW][C]113[/C][C]9.6[/C][C]10.5599[/C][C]-0.959882[/C][/ROW]
[ROW][C]114[/C][C]11.6[/C][C]10.4558[/C][C]1.14423[/C][/ROW]
[ROW][C]115[/C][C]11.1[/C][C]9.50707[/C][C]1.59293[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=267339&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=267339&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
112.910.59972.30029
27.49.41519-2.01519
312.29.672892.52711
412.810.57912.22086
57.411.3798-3.97976
66.79.64852-2.94852
712.613.1673-0.567349
814.811.32333.47672
913.310.92432.37571
1011.112.3757-1.27568
118.210.3984-2.19839
1211.410.74810.651883
136.411.3072-4.90719
1410.69.622990.977013
151213.1281-1.12813
166.38.36362-2.06362
1711.39.381281.91872
1811.912.0942-0.194241
199.310.3798-1.07981
209.611.4069-1.80686
21109.403460.596544
226.49.42168-3.02168
2313.812.64291.1571
2410.810.957-0.156993
2513.811.18622.61382
2611.711.12030.579659
2710.912.5374-1.63741
2816.114.63441.4656
2913.410.88592.51411
309.99.96231-0.0623072
3111.510.11091.38906
328.39.74365-1.44365
3311.710.96610.733905
346.19.32162-3.22162
3599.96308-0.96308
369.712.3318-2.6318
3710.810.22380.576187
3810.310.4235-0.123547
3910.410.16380.236232
4012.711.12351.57654
419.311.7594-2.45944
4211.811.8659-0.0659127
435.98.98039-3.08039
4411.411.4976-0.0976121
451310.27182.72816
4610.810.02150.778528
4712.39.136333.16367
4811.312.1582-0.858196
4911.810.15261.64739
507.911.5209-3.62092
5112.78.805533.89447
5212.39.220663.07934
5311.610.75280.847176
546.79.2384-2.5384
5510.99.549221.35078
5612.110.74511.35493
5713.310.72492.57508
5810.19.981660.118342
595.710.2777-4.57767
6014.310.27424.02577
6188.33865-0.338648
6213.310.61042.68961
639.311.0031-1.70307
6412.510.47552.02455
657.69.31509-1.71509
6615.911.9833.91698
679.210.5236-1.32356
689.19.38927-0.289272
6911.113.1499-2.04986
701311.98751.01253
7114.511.40443.09557
7212.211.11861.08138
7312.312.9528-0.652767
7411.49.398462.00154
758.810.3826-1.58265
7614.611.83742.76259
777.310.9619-3.66192
7812.610.98771.61229
791311.8831.11701
8012.610.22852.37151
8113.211.97671.22327
829.910.7412-0.841182
837.79.94652-2.24652
8410.510.7357-0.235684
8513.410.37263.02738
8610.911.1487-0.24866
874.39.14747-4.84747
8810.311.4016-1.10159
8911.811.46110.338866
9011.210.66970.530314
9111.410.64740.752641
928.610.2898-1.68981
9313.210.8862.31397
9412.69.431913.16809
955.69.47182-3.87182
969.910.4832-0.583239
978.810.6417-1.8417
987.710.1869-2.48686
9999.39794-0.397937
1007.310.5187-3.21873
10111.48.803782.59622
10213.69.093544.50646
1037.910.7109-2.81087
10410.79.335761.36424
10510.310.7221-0.422133
1068.39.68361-1.38361
1079.610.7141-1.11406
10814.210.7623.43798
1098.510.8983-2.39834
11013.510.5362.96395
1114.99.84548-4.94548
1126.48.80899-2.40899
1139.610.5599-0.959882
11411.610.45581.14423
11511.19.507071.59293







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
120.9535850.09282950.0464147
130.9721930.05561430.0278071
140.9486830.1026350.0513175
150.9456380.1087240.0543619
160.9507730.09845360.0492268
170.921520.156960.0784798
180.880490.239020.11951
190.8484530.3030930.151547
200.8545650.290870.145435
210.8003860.3992270.199614
220.7890680.4218640.210932
230.7277020.5445950.272298
240.6640190.6719620.335981
250.6673730.6652530.332627
260.6041910.7916180.395809
270.5528950.8942110.447105
280.4997520.9995030.500248
290.4894110.9788230.510589
300.4191870.8383750.580813
310.3725650.7451290.627435
320.3230340.6460680.676966
330.2768480.5536960.723152
340.2961450.5922890.703855
350.2475950.495190.752405
360.2401860.4803720.759814
370.224140.4482790.77586
380.1907050.381410.809295
390.1503730.3007470.849627
400.132530.2650610.86747
410.1482550.2965090.851745
420.1150180.2300350.884982
430.1340120.2680240.865988
440.1099290.2198580.890071
450.1334230.2668450.866577
460.114680.2293610.88532
470.1311850.262370.868815
480.1110360.2220730.888964
490.1076890.2153780.892311
500.1997820.3995640.800218
510.284150.5682990.71585
520.3056470.6112950.694353
530.2574620.5149250.742538
540.2840.5680.716
550.266990.5339790.73301
560.2275580.4551160.772442
570.2429590.4859180.757041
580.2106840.4213680.789316
590.3759820.7519650.624018
600.4569770.9139540.543023
610.4061520.8123040.593848
620.4110430.8220860.588957
630.3780070.7560130.621993
640.356820.7136390.64318
650.3251210.6502420.674879
660.3870190.7740380.612981
670.3454850.690970.654515
680.2947830.5895670.705217
690.2977530.5955060.702247
700.2609140.5218270.739086
710.2655520.5311050.734448
720.226550.45310.77345
730.1875840.3751680.812416
740.1966990.3933990.803301
750.1731760.3463520.826824
760.1846780.3693570.815322
770.2155030.4310060.784497
780.1873370.3746740.812663
790.1547150.3094290.845285
800.1461310.2922610.853869
810.1247520.2495040.875248
820.1004510.2009010.899549
830.08090540.1618110.919095
840.05981420.1196280.940186
850.07562990.151260.92437
860.05462320.1092460.945377
870.1331520.2663030.866848
880.1044660.2089330.895534
890.08012720.1602540.919873
900.05640890.1128180.943591
910.04162470.08324930.958375
920.03300580.06601160.966994
930.03796610.07593230.962034
940.03491260.06982520.965087
950.06601930.1320390.933981
960.04279290.08558570.957207
970.03001750.0600350.969983
980.05951980.119040.94048
990.03658510.07317020.963415
1000.1932760.3865530.806724
1010.1457570.2915130.854243
1020.1710580.3421170.828942
1030.1361380.2722770.863862

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
12 & 0.953585 & 0.0928295 & 0.0464147 \tabularnewline
13 & 0.972193 & 0.0556143 & 0.0278071 \tabularnewline
14 & 0.948683 & 0.102635 & 0.0513175 \tabularnewline
15 & 0.945638 & 0.108724 & 0.0543619 \tabularnewline
16 & 0.950773 & 0.0984536 & 0.0492268 \tabularnewline
17 & 0.92152 & 0.15696 & 0.0784798 \tabularnewline
18 & 0.88049 & 0.23902 & 0.11951 \tabularnewline
19 & 0.848453 & 0.303093 & 0.151547 \tabularnewline
20 & 0.854565 & 0.29087 & 0.145435 \tabularnewline
21 & 0.800386 & 0.399227 & 0.199614 \tabularnewline
22 & 0.789068 & 0.421864 & 0.210932 \tabularnewline
23 & 0.727702 & 0.544595 & 0.272298 \tabularnewline
24 & 0.664019 & 0.671962 & 0.335981 \tabularnewline
25 & 0.667373 & 0.665253 & 0.332627 \tabularnewline
26 & 0.604191 & 0.791618 & 0.395809 \tabularnewline
27 & 0.552895 & 0.894211 & 0.447105 \tabularnewline
28 & 0.499752 & 0.999503 & 0.500248 \tabularnewline
29 & 0.489411 & 0.978823 & 0.510589 \tabularnewline
30 & 0.419187 & 0.838375 & 0.580813 \tabularnewline
31 & 0.372565 & 0.745129 & 0.627435 \tabularnewline
32 & 0.323034 & 0.646068 & 0.676966 \tabularnewline
33 & 0.276848 & 0.553696 & 0.723152 \tabularnewline
34 & 0.296145 & 0.592289 & 0.703855 \tabularnewline
35 & 0.247595 & 0.49519 & 0.752405 \tabularnewline
36 & 0.240186 & 0.480372 & 0.759814 \tabularnewline
37 & 0.22414 & 0.448279 & 0.77586 \tabularnewline
38 & 0.190705 & 0.38141 & 0.809295 \tabularnewline
39 & 0.150373 & 0.300747 & 0.849627 \tabularnewline
40 & 0.13253 & 0.265061 & 0.86747 \tabularnewline
41 & 0.148255 & 0.296509 & 0.851745 \tabularnewline
42 & 0.115018 & 0.230035 & 0.884982 \tabularnewline
43 & 0.134012 & 0.268024 & 0.865988 \tabularnewline
44 & 0.109929 & 0.219858 & 0.890071 \tabularnewline
45 & 0.133423 & 0.266845 & 0.866577 \tabularnewline
46 & 0.11468 & 0.229361 & 0.88532 \tabularnewline
47 & 0.131185 & 0.26237 & 0.868815 \tabularnewline
48 & 0.111036 & 0.222073 & 0.888964 \tabularnewline
49 & 0.107689 & 0.215378 & 0.892311 \tabularnewline
50 & 0.199782 & 0.399564 & 0.800218 \tabularnewline
51 & 0.28415 & 0.568299 & 0.71585 \tabularnewline
52 & 0.305647 & 0.611295 & 0.694353 \tabularnewline
53 & 0.257462 & 0.514925 & 0.742538 \tabularnewline
54 & 0.284 & 0.568 & 0.716 \tabularnewline
55 & 0.26699 & 0.533979 & 0.73301 \tabularnewline
56 & 0.227558 & 0.455116 & 0.772442 \tabularnewline
57 & 0.242959 & 0.485918 & 0.757041 \tabularnewline
58 & 0.210684 & 0.421368 & 0.789316 \tabularnewline
59 & 0.375982 & 0.751965 & 0.624018 \tabularnewline
60 & 0.456977 & 0.913954 & 0.543023 \tabularnewline
61 & 0.406152 & 0.812304 & 0.593848 \tabularnewline
62 & 0.411043 & 0.822086 & 0.588957 \tabularnewline
63 & 0.378007 & 0.756013 & 0.621993 \tabularnewline
64 & 0.35682 & 0.713639 & 0.64318 \tabularnewline
65 & 0.325121 & 0.650242 & 0.674879 \tabularnewline
66 & 0.387019 & 0.774038 & 0.612981 \tabularnewline
67 & 0.345485 & 0.69097 & 0.654515 \tabularnewline
68 & 0.294783 & 0.589567 & 0.705217 \tabularnewline
69 & 0.297753 & 0.595506 & 0.702247 \tabularnewline
70 & 0.260914 & 0.521827 & 0.739086 \tabularnewline
71 & 0.265552 & 0.531105 & 0.734448 \tabularnewline
72 & 0.22655 & 0.4531 & 0.77345 \tabularnewline
73 & 0.187584 & 0.375168 & 0.812416 \tabularnewline
74 & 0.196699 & 0.393399 & 0.803301 \tabularnewline
75 & 0.173176 & 0.346352 & 0.826824 \tabularnewline
76 & 0.184678 & 0.369357 & 0.815322 \tabularnewline
77 & 0.215503 & 0.431006 & 0.784497 \tabularnewline
78 & 0.187337 & 0.374674 & 0.812663 \tabularnewline
79 & 0.154715 & 0.309429 & 0.845285 \tabularnewline
80 & 0.146131 & 0.292261 & 0.853869 \tabularnewline
81 & 0.124752 & 0.249504 & 0.875248 \tabularnewline
82 & 0.100451 & 0.200901 & 0.899549 \tabularnewline
83 & 0.0809054 & 0.161811 & 0.919095 \tabularnewline
84 & 0.0598142 & 0.119628 & 0.940186 \tabularnewline
85 & 0.0756299 & 0.15126 & 0.92437 \tabularnewline
86 & 0.0546232 & 0.109246 & 0.945377 \tabularnewline
87 & 0.133152 & 0.266303 & 0.866848 \tabularnewline
88 & 0.104466 & 0.208933 & 0.895534 \tabularnewline
89 & 0.0801272 & 0.160254 & 0.919873 \tabularnewline
90 & 0.0564089 & 0.112818 & 0.943591 \tabularnewline
91 & 0.0416247 & 0.0832493 & 0.958375 \tabularnewline
92 & 0.0330058 & 0.0660116 & 0.966994 \tabularnewline
93 & 0.0379661 & 0.0759323 & 0.962034 \tabularnewline
94 & 0.0349126 & 0.0698252 & 0.965087 \tabularnewline
95 & 0.0660193 & 0.132039 & 0.933981 \tabularnewline
96 & 0.0427929 & 0.0855857 & 0.957207 \tabularnewline
97 & 0.0300175 & 0.060035 & 0.969983 \tabularnewline
98 & 0.0595198 & 0.11904 & 0.94048 \tabularnewline
99 & 0.0365851 & 0.0731702 & 0.963415 \tabularnewline
100 & 0.193276 & 0.386553 & 0.806724 \tabularnewline
101 & 0.145757 & 0.291513 & 0.854243 \tabularnewline
102 & 0.171058 & 0.342117 & 0.828942 \tabularnewline
103 & 0.136138 & 0.272277 & 0.863862 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=267339&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]0.953585[/C][C]0.0928295[/C][C]0.0464147[/C][/ROW]
[ROW][C]13[/C][C]0.972193[/C][C]0.0556143[/C][C]0.0278071[/C][/ROW]
[ROW][C]14[/C][C]0.948683[/C][C]0.102635[/C][C]0.0513175[/C][/ROW]
[ROW][C]15[/C][C]0.945638[/C][C]0.108724[/C][C]0.0543619[/C][/ROW]
[ROW][C]16[/C][C]0.950773[/C][C]0.0984536[/C][C]0.0492268[/C][/ROW]
[ROW][C]17[/C][C]0.92152[/C][C]0.15696[/C][C]0.0784798[/C][/ROW]
[ROW][C]18[/C][C]0.88049[/C][C]0.23902[/C][C]0.11951[/C][/ROW]
[ROW][C]19[/C][C]0.848453[/C][C]0.303093[/C][C]0.151547[/C][/ROW]
[ROW][C]20[/C][C]0.854565[/C][C]0.29087[/C][C]0.145435[/C][/ROW]
[ROW][C]21[/C][C]0.800386[/C][C]0.399227[/C][C]0.199614[/C][/ROW]
[ROW][C]22[/C][C]0.789068[/C][C]0.421864[/C][C]0.210932[/C][/ROW]
[ROW][C]23[/C][C]0.727702[/C][C]0.544595[/C][C]0.272298[/C][/ROW]
[ROW][C]24[/C][C]0.664019[/C][C]0.671962[/C][C]0.335981[/C][/ROW]
[ROW][C]25[/C][C]0.667373[/C][C]0.665253[/C][C]0.332627[/C][/ROW]
[ROW][C]26[/C][C]0.604191[/C][C]0.791618[/C][C]0.395809[/C][/ROW]
[ROW][C]27[/C][C]0.552895[/C][C]0.894211[/C][C]0.447105[/C][/ROW]
[ROW][C]28[/C][C]0.499752[/C][C]0.999503[/C][C]0.500248[/C][/ROW]
[ROW][C]29[/C][C]0.489411[/C][C]0.978823[/C][C]0.510589[/C][/ROW]
[ROW][C]30[/C][C]0.419187[/C][C]0.838375[/C][C]0.580813[/C][/ROW]
[ROW][C]31[/C][C]0.372565[/C][C]0.745129[/C][C]0.627435[/C][/ROW]
[ROW][C]32[/C][C]0.323034[/C][C]0.646068[/C][C]0.676966[/C][/ROW]
[ROW][C]33[/C][C]0.276848[/C][C]0.553696[/C][C]0.723152[/C][/ROW]
[ROW][C]34[/C][C]0.296145[/C][C]0.592289[/C][C]0.703855[/C][/ROW]
[ROW][C]35[/C][C]0.247595[/C][C]0.49519[/C][C]0.752405[/C][/ROW]
[ROW][C]36[/C][C]0.240186[/C][C]0.480372[/C][C]0.759814[/C][/ROW]
[ROW][C]37[/C][C]0.22414[/C][C]0.448279[/C][C]0.77586[/C][/ROW]
[ROW][C]38[/C][C]0.190705[/C][C]0.38141[/C][C]0.809295[/C][/ROW]
[ROW][C]39[/C][C]0.150373[/C][C]0.300747[/C][C]0.849627[/C][/ROW]
[ROW][C]40[/C][C]0.13253[/C][C]0.265061[/C][C]0.86747[/C][/ROW]
[ROW][C]41[/C][C]0.148255[/C][C]0.296509[/C][C]0.851745[/C][/ROW]
[ROW][C]42[/C][C]0.115018[/C][C]0.230035[/C][C]0.884982[/C][/ROW]
[ROW][C]43[/C][C]0.134012[/C][C]0.268024[/C][C]0.865988[/C][/ROW]
[ROW][C]44[/C][C]0.109929[/C][C]0.219858[/C][C]0.890071[/C][/ROW]
[ROW][C]45[/C][C]0.133423[/C][C]0.266845[/C][C]0.866577[/C][/ROW]
[ROW][C]46[/C][C]0.11468[/C][C]0.229361[/C][C]0.88532[/C][/ROW]
[ROW][C]47[/C][C]0.131185[/C][C]0.26237[/C][C]0.868815[/C][/ROW]
[ROW][C]48[/C][C]0.111036[/C][C]0.222073[/C][C]0.888964[/C][/ROW]
[ROW][C]49[/C][C]0.107689[/C][C]0.215378[/C][C]0.892311[/C][/ROW]
[ROW][C]50[/C][C]0.199782[/C][C]0.399564[/C][C]0.800218[/C][/ROW]
[ROW][C]51[/C][C]0.28415[/C][C]0.568299[/C][C]0.71585[/C][/ROW]
[ROW][C]52[/C][C]0.305647[/C][C]0.611295[/C][C]0.694353[/C][/ROW]
[ROW][C]53[/C][C]0.257462[/C][C]0.514925[/C][C]0.742538[/C][/ROW]
[ROW][C]54[/C][C]0.284[/C][C]0.568[/C][C]0.716[/C][/ROW]
[ROW][C]55[/C][C]0.26699[/C][C]0.533979[/C][C]0.73301[/C][/ROW]
[ROW][C]56[/C][C]0.227558[/C][C]0.455116[/C][C]0.772442[/C][/ROW]
[ROW][C]57[/C][C]0.242959[/C][C]0.485918[/C][C]0.757041[/C][/ROW]
[ROW][C]58[/C][C]0.210684[/C][C]0.421368[/C][C]0.789316[/C][/ROW]
[ROW][C]59[/C][C]0.375982[/C][C]0.751965[/C][C]0.624018[/C][/ROW]
[ROW][C]60[/C][C]0.456977[/C][C]0.913954[/C][C]0.543023[/C][/ROW]
[ROW][C]61[/C][C]0.406152[/C][C]0.812304[/C][C]0.593848[/C][/ROW]
[ROW][C]62[/C][C]0.411043[/C][C]0.822086[/C][C]0.588957[/C][/ROW]
[ROW][C]63[/C][C]0.378007[/C][C]0.756013[/C][C]0.621993[/C][/ROW]
[ROW][C]64[/C][C]0.35682[/C][C]0.713639[/C][C]0.64318[/C][/ROW]
[ROW][C]65[/C][C]0.325121[/C][C]0.650242[/C][C]0.674879[/C][/ROW]
[ROW][C]66[/C][C]0.387019[/C][C]0.774038[/C][C]0.612981[/C][/ROW]
[ROW][C]67[/C][C]0.345485[/C][C]0.69097[/C][C]0.654515[/C][/ROW]
[ROW][C]68[/C][C]0.294783[/C][C]0.589567[/C][C]0.705217[/C][/ROW]
[ROW][C]69[/C][C]0.297753[/C][C]0.595506[/C][C]0.702247[/C][/ROW]
[ROW][C]70[/C][C]0.260914[/C][C]0.521827[/C][C]0.739086[/C][/ROW]
[ROW][C]71[/C][C]0.265552[/C][C]0.531105[/C][C]0.734448[/C][/ROW]
[ROW][C]72[/C][C]0.22655[/C][C]0.4531[/C][C]0.77345[/C][/ROW]
[ROW][C]73[/C][C]0.187584[/C][C]0.375168[/C][C]0.812416[/C][/ROW]
[ROW][C]74[/C][C]0.196699[/C][C]0.393399[/C][C]0.803301[/C][/ROW]
[ROW][C]75[/C][C]0.173176[/C][C]0.346352[/C][C]0.826824[/C][/ROW]
[ROW][C]76[/C][C]0.184678[/C][C]0.369357[/C][C]0.815322[/C][/ROW]
[ROW][C]77[/C][C]0.215503[/C][C]0.431006[/C][C]0.784497[/C][/ROW]
[ROW][C]78[/C][C]0.187337[/C][C]0.374674[/C][C]0.812663[/C][/ROW]
[ROW][C]79[/C][C]0.154715[/C][C]0.309429[/C][C]0.845285[/C][/ROW]
[ROW][C]80[/C][C]0.146131[/C][C]0.292261[/C][C]0.853869[/C][/ROW]
[ROW][C]81[/C][C]0.124752[/C][C]0.249504[/C][C]0.875248[/C][/ROW]
[ROW][C]82[/C][C]0.100451[/C][C]0.200901[/C][C]0.899549[/C][/ROW]
[ROW][C]83[/C][C]0.0809054[/C][C]0.161811[/C][C]0.919095[/C][/ROW]
[ROW][C]84[/C][C]0.0598142[/C][C]0.119628[/C][C]0.940186[/C][/ROW]
[ROW][C]85[/C][C]0.0756299[/C][C]0.15126[/C][C]0.92437[/C][/ROW]
[ROW][C]86[/C][C]0.0546232[/C][C]0.109246[/C][C]0.945377[/C][/ROW]
[ROW][C]87[/C][C]0.133152[/C][C]0.266303[/C][C]0.866848[/C][/ROW]
[ROW][C]88[/C][C]0.104466[/C][C]0.208933[/C][C]0.895534[/C][/ROW]
[ROW][C]89[/C][C]0.0801272[/C][C]0.160254[/C][C]0.919873[/C][/ROW]
[ROW][C]90[/C][C]0.0564089[/C][C]0.112818[/C][C]0.943591[/C][/ROW]
[ROW][C]91[/C][C]0.0416247[/C][C]0.0832493[/C][C]0.958375[/C][/ROW]
[ROW][C]92[/C][C]0.0330058[/C][C]0.0660116[/C][C]0.966994[/C][/ROW]
[ROW][C]93[/C][C]0.0379661[/C][C]0.0759323[/C][C]0.962034[/C][/ROW]
[ROW][C]94[/C][C]0.0349126[/C][C]0.0698252[/C][C]0.965087[/C][/ROW]
[ROW][C]95[/C][C]0.0660193[/C][C]0.132039[/C][C]0.933981[/C][/ROW]
[ROW][C]96[/C][C]0.0427929[/C][C]0.0855857[/C][C]0.957207[/C][/ROW]
[ROW][C]97[/C][C]0.0300175[/C][C]0.060035[/C][C]0.969983[/C][/ROW]
[ROW][C]98[/C][C]0.0595198[/C][C]0.11904[/C][C]0.94048[/C][/ROW]
[ROW][C]99[/C][C]0.0365851[/C][C]0.0731702[/C][C]0.963415[/C][/ROW]
[ROW][C]100[/C][C]0.193276[/C][C]0.386553[/C][C]0.806724[/C][/ROW]
[ROW][C]101[/C][C]0.145757[/C][C]0.291513[/C][C]0.854243[/C][/ROW]
[ROW][C]102[/C][C]0.171058[/C][C]0.342117[/C][C]0.828942[/C][/ROW]
[ROW][C]103[/C][C]0.136138[/C][C]0.272277[/C][C]0.863862[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=267339&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=267339&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
120.9535850.09282950.0464147
130.9721930.05561430.0278071
140.9486830.1026350.0513175
150.9456380.1087240.0543619
160.9507730.09845360.0492268
170.921520.156960.0784798
180.880490.239020.11951
190.8484530.3030930.151547
200.8545650.290870.145435
210.8003860.3992270.199614
220.7890680.4218640.210932
230.7277020.5445950.272298
240.6640190.6719620.335981
250.6673730.6652530.332627
260.6041910.7916180.395809
270.5528950.8942110.447105
280.4997520.9995030.500248
290.4894110.9788230.510589
300.4191870.8383750.580813
310.3725650.7451290.627435
320.3230340.6460680.676966
330.2768480.5536960.723152
340.2961450.5922890.703855
350.2475950.495190.752405
360.2401860.4803720.759814
370.224140.4482790.77586
380.1907050.381410.809295
390.1503730.3007470.849627
400.132530.2650610.86747
410.1482550.2965090.851745
420.1150180.2300350.884982
430.1340120.2680240.865988
440.1099290.2198580.890071
450.1334230.2668450.866577
460.114680.2293610.88532
470.1311850.262370.868815
480.1110360.2220730.888964
490.1076890.2153780.892311
500.1997820.3995640.800218
510.284150.5682990.71585
520.3056470.6112950.694353
530.2574620.5149250.742538
540.2840.5680.716
550.266990.5339790.73301
560.2275580.4551160.772442
570.2429590.4859180.757041
580.2106840.4213680.789316
590.3759820.7519650.624018
600.4569770.9139540.543023
610.4061520.8123040.593848
620.4110430.8220860.588957
630.3780070.7560130.621993
640.356820.7136390.64318
650.3251210.6502420.674879
660.3870190.7740380.612981
670.3454850.690970.654515
680.2947830.5895670.705217
690.2977530.5955060.702247
700.2609140.5218270.739086
710.2655520.5311050.734448
720.226550.45310.77345
730.1875840.3751680.812416
740.1966990.3933990.803301
750.1731760.3463520.826824
760.1846780.3693570.815322
770.2155030.4310060.784497
780.1873370.3746740.812663
790.1547150.3094290.845285
800.1461310.2922610.853869
810.1247520.2495040.875248
820.1004510.2009010.899549
830.08090540.1618110.919095
840.05981420.1196280.940186
850.07562990.151260.92437
860.05462320.1092460.945377
870.1331520.2663030.866848
880.1044660.2089330.895534
890.08012720.1602540.919873
900.05640890.1128180.943591
910.04162470.08324930.958375
920.03300580.06601160.966994
930.03796610.07593230.962034
940.03491260.06982520.965087
950.06601930.1320390.933981
960.04279290.08558570.957207
970.03001750.0600350.969983
980.05951980.119040.94048
990.03658510.07317020.963415
1000.1932760.3865530.806724
1010.1457570.2915130.854243
1020.1710580.3421170.828942
1030.1361380.2722770.863862







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 level100.108696NOK

\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 & 10 & 0.108696 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=267339&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]10[/C][C]0.108696[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=267339&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=267339&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 level100.108696NOK



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')
}