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dummy3

*The author of this computation has been verified*
R Software Module: rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Sun, 07 Dec 2008 05:55:51 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/07/t12286546543aaxe2dliqwy0cy.htm/, Retrieved Sun, 07 Dec 2008 12:57:34 +0000
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/07/t12286546543aaxe2dliqwy0cy.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
Feedback Forum:
2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc] [reply
test

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
86,9 0 99,7 0 109,1 0 94,6 0 111,2 0 112,8 0 53,5 0 107,5 0 105,2 0 122,8 0 103,4 0 76,9 0 89,6 0 92,8 0 107,6 0 104,6 0 103 0 106,9 0 56,3 0 93,4 0 109,1 0 113,8 0 97,4 0 72,5 0 82,7 0 88,9 0 105,9 0 100,8 0 94 0 105 0 58,5 0 87,6 0 113,1 0 112,5 0 89,6 0 74,5 0 82,7 0 90,1 0 109,4 0 96 0 89,2 0 109,1 0 49,1 0 92,9 0 107,7 0 103,5 0 91,1 0 79,8 0 71,9 0 82,9 0 90,1 0 100,7 0 90,7 0 108,8 0 44,1 0 93,6 0 107,4 0 96,5 0 93,6 0 76,5 0 76,7 0 84 0 103,3 0 88,5 0 99 0 105,9 0 44,7 0 94 0 107,1 0 104,8 0 102,5 0 77,7 0 85,2 0 91,3 0 106,5 0 92,4 0 97,5 0 107 0 51,1 1 98,6 1 102,2 1 114,3 1 99,4 1 72,5 1 92,3 1 99,4 1 85,9 1 109,4 1 97,6 1 104,7 1 56,9 1 86,7 1 108,5 1
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
Bouwnijverheid[t] = + 80.4038607474862 + 6.13955289951306`Wel(1)_geen(0)_financiële_crisis`[t] + 7.26429888909968M1[t] + 15.0165803716352M2[t] + 26.2188618541706M3[t] + 22.4836433367061M4[t] + 21.9984248192416M5[t] + 31.863206301777M6[t] -24.5394563281267M7[t] + 18.0878251544088M8[t] + 31.4526066369443M9[t] + 33.7418656063576M10[t] + 20.8280756603217M11[t] -0.114781482535467t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)80.40386074748622.4859432.343400
`Wel(1)_geen(0)_financiële_crisis`6.139552899513062.1191232.89720.0048690.002435
M17.264298889099682.9728052.44360.0167720.008386
M215.01658037163522.9717795.05313e-061e-06
M326.21886185417062.9710338.824800
M422.48364333670612.9705677.568800
M521.99842481924162.9703817.405900
M631.8632063017772.97047410.726600
M7-24.53945632812672.977639-8.241200
M818.08782515440882.9766596.076600
M931.45260663694432.97595810.568900
M1033.74186560635763.06818610.997300
M1120.82807566032173.0677796.789300
t-0.1147814825354670.028839-3.980.0001527.6e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.948844244850798
R-squared0.900305400986481
Adjusted R-squared0.883899960642484
F-TEST (value)54.8784660520207
F-TEST (DF numerator)13
F-TEST (DF denominator)79
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5.7390358528424
Sum Squared Residuals2601.98606909663


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
186.987.5533781540505-0.65337815405051
299.795.19087815405054.50912184594954
3109.1106.2783781540502.82162184594954
494.6102.428378154050-7.82837815405046
5111.2101.8283781540509.37162184594954
6112.8111.5783781540501.22162184594953
753.555.0609340416113-1.56093404161133
8107.597.57343404161139.92656595838867
9105.2110.823434041611-5.62343404161132
10122.8112.9979115284899.80208847151078
11103.499.96934009991783.43065990008222
1276.979.0264829570607-2.12648295706064
1389.686.17600036362493.42399963637512
1492.893.8135003636249-1.01350036362487
15107.6104.9010003636252.69899963637513
16104.6101.0510003636253.54899963637513
17103100.4510003636252.54899963637514
18106.9110.201000363625-3.30100036362486
1956.353.68355625118572.61644374881427
2093.496.1960562511857-2.79605625118573
21109.1109.446056251186-0.34605625118574
22113.8111.6205337380642.17946626193638
2397.498.5919623094922-1.19196230949218
2472.577.649105166635-5.14910516663505
2582.784.7986225731993-2.09862257319925
2688.992.4361225731993-3.53612257319926
27105.9103.5236225731992.37637742680074
28100.899.67362257319931.12637742680073
299499.0736225731993-5.07362257319926
30105108.823622573199-3.82362257319927
3158.552.30617846076016.19382153923987
3287.694.8186784607601-7.21867846076014
33113.1108.0686784607605.03132153923986
34112.5110.2431559476382.25684405236199
3589.697.2145845190666-7.61458451906659
3674.576.2717273762094-1.77172737620945
3782.783.4212447827737-0.721244782773657
3890.191.0587447827737-0.958744782773674
39109.4102.1462447827747.25375521722633
409698.2962447827737-2.29624478277367
4189.297.6962447827737-8.49624478277366
42109.1107.4462447827741.65375521722633
4349.150.9288006703345-1.82880067033453
4492.993.4413006703345-0.541300670334532
45107.7106.6913006703351.00869932966547
46103.5108.865778157212-5.36577815721242
4791.195.837206728641-4.737206728641
4879.874.89434958578384.90565041421615
4971.982.043866992348-10.1438669923481
5082.989.681366992348-6.78136699234806
5190.1100.768866992348-10.6688669923481
52100.796.9188669923483.78113300765194
5390.796.318866992348-5.61886699234806
54108.8106.0688669923482.73113300765193
5544.149.5514228799089-5.45142287990893
5693.692.0639228799091.53607712009106
57107.4105.3139228799092.08607712009107
5896.5107.488400366787-10.9884003667868
5993.694.4598289382154-0.859828938215399
6076.573.51697179535822.98302820464175
6176.780.6664892019225-3.96648920192246
628488.3039892019225-4.30398920192247
63103.399.39148920192253.90851079807753
6488.595.5414892019225-7.04148920192247
659994.94148920192254.05851079807753
66105.9104.6914892019221.20851079807754
6744.748.1740450894833-3.47404508948333
689490.68654508948333.31345491051666
69107.1103.9365450894833.16345491051666
70104.8106.111022576361-1.31102257636123
71102.593.08245114778989.4175488522102
7277.772.13959400493265.56040599506735
7385.279.28911141149695.91088858850314
7491.386.92661141149694.37338858850312
75106.598.01411141149698.48588858850312
7692.494.1641114114969-1.76411141149687
7797.593.56411141149693.93588858850313
78107103.3141114114973.68588858850313
7951.152.9362201985708-1.8362201985708
8098.695.44872019857083.1512798014292
81102.2108.698720198571-6.4987201985708
82114.3110.8731976854493.42680231455132
8399.497.84462625687731.55537374312274
8472.576.9017691140201-4.40176911402011
8592.384.05128652058438.24871347941568
8699.491.68878652058437.71121347941568
8785.9102.776286520584-16.8762865205843
88109.498.926286520584310.4737134794157
8997.698.3262865205843-0.726286520584335
90104.7108.076286520584-3.37628652058433
9156.951.55884240814525.3411575918548
9286.794.0713424081452-7.3713424081452
93108.5107.3213424081451.1786575918548
 
Charts produced by software:
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Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
R code (references can be found in the software module):
library(lattice)
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))
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$resid, main='Residual Normal Q-Q Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$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()
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$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
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, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
 





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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


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