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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 computationMon, 23 Nov 2009 08:31:21 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/23/t1258990363rm4w5q7wvoc0yqo.htm/, Retrieved Sat, 27 Apr 2024 07:12:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58795, Retrieved Sat, 27 Apr 2024 07:12:35 +0000
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Original text written by user:0=lichten niet aan 1= lichten aan
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact159
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
- RMPD  [Multiple Regression] [Seatbelt] [2009-11-12 13:54:52] [b98453cac15ba1066b407e146608df68]
-    D    [Multiple Regression] [Eco. Crisis] [2009-11-19 19:59:19] [36becc366f59efff5c3495030cea7527]
-   P       [Multiple Regression] [2de model] [2009-11-20 15:08:27] [36becc366f59efff5c3495030cea7527]
-   P         [Multiple Regression] [3de model] [2009-11-20 15:37:22] [36becc366f59efff5c3495030cea7527]
-    D            [Multiple Regression] [relatie lichten-o...] [2009-11-23 15:31:21] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataseries X:
105,29	0
101,23	0
102,33	0
100,26	0
104,13	0
103,54	0
100,02	0
98,66	0
108,64	0
105,67	0
102,66	0
100,3	0
95,13	0
93,2	0
102,84	0
101,36	0
102,55	0
103,12	0
96,3	0
99,13	0
102,23	0
104,3	0
99,58	0
98,45	0
96,23	0
97,62	0
102,32	0
105,23	0
100,05	0
102,66	0
100,98	0
99,2	0
98,36	0
102,56	0
97,33	0
96,22	0
99,22	0
102,32	0
104,22	0
100,06	0
107,23	0
99,62	0
98,32	1
101,23	1
102,33	1
100,6	1
95,63	1
94,63	1
95,66	1
100,78	1
90,36	1
95,45	1
103,65	1
99,89	1
97,68	1
99,62	1
98,33	1
96,23	1
102,65	1
99,35	1
92,65	1
100,6	1
97,67	1




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58795&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58795&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58795&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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 99.8161370716511 -1.16314641744547X[t] -0.720998442367575M1[t] + 1.25069262720664M2[t] + 1.95905036344756M3[t] + 2.10250882658359M4[t] + 5.1958665628245M5[t] + 3.48322429906542M6[t] + 0.65321131879543M7[t] + 1.60456905503635M8[t] + 4.05792679127726M9[t] + 3.99528452751817M10[t] + 1.73664226375908M11[t] -0.0433577362409143t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  +  99.8161370716511 -1.16314641744547X[t] -0.720998442367575M1[t] +  1.25069262720664M2[t] +  1.95905036344756M3[t] +  2.10250882658359M4[t] +  5.1958665628245M5[t] +  3.48322429906542M6[t] +  0.65321131879543M7[t] +  1.60456905503635M8[t] +  4.05792679127726M9[t] +  3.99528452751817M10[t] +  1.73664226375908M11[t] -0.0433577362409143t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58795&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  +  99.8161370716511 -1.16314641744547X[t] -0.720998442367575M1[t] +  1.25069262720664M2[t] +  1.95905036344756M3[t] +  2.10250882658359M4[t] +  5.1958665628245M5[t] +  3.48322429906542M6[t] +  0.65321131879543M7[t] +  1.60456905503635M8[t] +  4.05792679127726M9[t] +  3.99528452751817M10[t] +  1.73664226375908M11[t] -0.0433577362409143t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58795&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58795&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
Y[t] = + 99.8161370716511 -1.16314641744547X[t] -0.720998442367575M1[t] + 1.25069262720664M2[t] + 1.95905036344756M3[t] + 2.10250882658359M4[t] + 5.1958665628245M5[t] + 3.48322429906542M6[t] + 0.65321131879543M7[t] + 1.60456905503635M8[t] + 4.05792679127726M9[t] + 3.99528452751817M10[t] + 1.73664226375908M11[t] -0.0433577362409143t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)99.81613707165111.69537958.875400
X-1.163146417445471.479181-0.78630.4354520.217726
M1-0.7209984423675751.905165-0.37840.7067350.353368
M21.250692627206641.9033510.65710.5141910.257096
M31.959050363447561.9022971.02980.3081450.154072
M42.102508826583591.9939641.05440.2968550.148427
M55.19586656282451.9931292.60690.0120720.006036
M63.483224299065421.9930221.74770.0867790.043389
M70.653211318795431.9947980.32750.7447170.372358
M81.604569055036351.9915240.80570.4243090.212155
M94.057926791277261.9889742.04020.0467380.023369
M103.995284527518171.987152.01060.0498920.024946
M111.736642263759081.9860550.87440.3861560.193078
t-0.04335773624091430.03808-1.13860.2604140.130207

\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) & 99.8161370716511 & 1.695379 & 58.8754 & 0 & 0 \tabularnewline
X & -1.16314641744547 & 1.479181 & -0.7863 & 0.435452 & 0.217726 \tabularnewline
M1 & -0.720998442367575 & 1.905165 & -0.3784 & 0.706735 & 0.353368 \tabularnewline
M2 & 1.25069262720664 & 1.903351 & 0.6571 & 0.514191 & 0.257096 \tabularnewline
M3 & 1.95905036344756 & 1.902297 & 1.0298 & 0.308145 & 0.154072 \tabularnewline
M4 & 2.10250882658359 & 1.993964 & 1.0544 & 0.296855 & 0.148427 \tabularnewline
M5 & 5.1958665628245 & 1.993129 & 2.6069 & 0.012072 & 0.006036 \tabularnewline
M6 & 3.48322429906542 & 1.993022 & 1.7477 & 0.086779 & 0.043389 \tabularnewline
M7 & 0.65321131879543 & 1.994798 & 0.3275 & 0.744717 & 0.372358 \tabularnewline
M8 & 1.60456905503635 & 1.991524 & 0.8057 & 0.424309 & 0.212155 \tabularnewline
M9 & 4.05792679127726 & 1.988974 & 2.0402 & 0.046738 & 0.023369 \tabularnewline
M10 & 3.99528452751817 & 1.98715 & 2.0106 & 0.049892 & 0.024946 \tabularnewline
M11 & 1.73664226375908 & 1.986055 & 0.8744 & 0.386156 & 0.193078 \tabularnewline
t & -0.0433577362409143 & 0.03808 & -1.1386 & 0.260414 & 0.130207 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58795&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]99.8161370716511[/C][C]1.695379[/C][C]58.8754[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]X[/C][C]-1.16314641744547[/C][C]1.479181[/C][C]-0.7863[/C][C]0.435452[/C][C]0.217726[/C][/ROW]
[ROW][C]M1[/C][C]-0.720998442367575[/C][C]1.905165[/C][C]-0.3784[/C][C]0.706735[/C][C]0.353368[/C][/ROW]
[ROW][C]M2[/C][C]1.25069262720664[/C][C]1.903351[/C][C]0.6571[/C][C]0.514191[/C][C]0.257096[/C][/ROW]
[ROW][C]M3[/C][C]1.95905036344756[/C][C]1.902297[/C][C]1.0298[/C][C]0.308145[/C][C]0.154072[/C][/ROW]
[ROW][C]M4[/C][C]2.10250882658359[/C][C]1.993964[/C][C]1.0544[/C][C]0.296855[/C][C]0.148427[/C][/ROW]
[ROW][C]M5[/C][C]5.1958665628245[/C][C]1.993129[/C][C]2.6069[/C][C]0.012072[/C][C]0.006036[/C][/ROW]
[ROW][C]M6[/C][C]3.48322429906542[/C][C]1.993022[/C][C]1.7477[/C][C]0.086779[/C][C]0.043389[/C][/ROW]
[ROW][C]M7[/C][C]0.65321131879543[/C][C]1.994798[/C][C]0.3275[/C][C]0.744717[/C][C]0.372358[/C][/ROW]
[ROW][C]M8[/C][C]1.60456905503635[/C][C]1.991524[/C][C]0.8057[/C][C]0.424309[/C][C]0.212155[/C][/ROW]
[ROW][C]M9[/C][C]4.05792679127726[/C][C]1.988974[/C][C]2.0402[/C][C]0.046738[/C][C]0.023369[/C][/ROW]
[ROW][C]M10[/C][C]3.99528452751817[/C][C]1.98715[/C][C]2.0106[/C][C]0.049892[/C][C]0.024946[/C][/ROW]
[ROW][C]M11[/C][C]1.73664226375908[/C][C]1.986055[/C][C]0.8744[/C][C]0.386156[/C][C]0.193078[/C][/ROW]
[ROW][C]t[/C][C]-0.0433577362409143[/C][C]0.03808[/C][C]-1.1386[/C][C]0.260414[/C][C]0.130207[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58795&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58795&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)99.81613707165111.69537958.875400
X-1.163146417445471.479181-0.78630.4354520.217726
M1-0.7209984423675751.905165-0.37840.7067350.353368
M21.250692627206641.9033510.65710.5141910.257096
M31.959050363447561.9022971.02980.3081450.154072
M42.102508826583591.9939641.05440.2968550.148427
M55.19586656282451.9931292.60690.0120720.006036
M63.483224299065421.9930221.74770.0867790.043389
M70.653211318795431.9947980.32750.7447170.372358
M81.604569055036351.9915240.80570.4243090.212155
M94.057926791277261.9889742.04020.0467380.023369
M103.995284527518171.987152.01060.0498920.024946
M111.736642263759081.9860550.87440.3861560.193078
t-0.04335773624091430.03808-1.13860.2604140.130207







Multiple Linear Regression - Regression Statistics
Multiple R0.616314324614588
R-squared0.379843346725136
Adjusted R-squared0.215311989733846
F-TEST (value)2.30863802299548
F-TEST (DF numerator)13
F-TEST (DF denominator)49
p-value0.0176730361287295
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.13965149329566
Sum Squared Residuals483.01316346833

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.616314324614588 \tabularnewline
R-squared & 0.379843346725136 \tabularnewline
Adjusted R-squared & 0.215311989733846 \tabularnewline
F-TEST (value) & 2.30863802299548 \tabularnewline
F-TEST (DF numerator) & 13 \tabularnewline
F-TEST (DF denominator) & 49 \tabularnewline
p-value & 0.0176730361287295 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 3.13965149329566 \tabularnewline
Sum Squared Residuals & 483.01316346833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58795&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.616314324614588[/C][/ROW]
[ROW][C]R-squared[/C][C]0.379843346725136[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.215311989733846[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]2.30863802299548[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]13[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]49[/C][/ROW]
[ROW][C]p-value[/C][C]0.0176730361287295[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]3.13965149329566[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]483.01316346833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58795&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58795&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 R0.616314324614588
R-squared0.379843346725136
Adjusted R-squared0.215311989733846
F-TEST (value)2.30863802299548
F-TEST (DF numerator)13
F-TEST (DF denominator)49
p-value0.0176730361287295
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.13965149329566
Sum Squared Residuals483.01316346833







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1105.2999.05178089304246.23821910695756
2101.23100.9801142263760.249885773624083
3102.33101.6451142263760.68488577362408
4100.26101.745214953271-1.48521495327104
5104.13104.795214953271-0.665214953271052
6103.54103.0392149532710.500785046728965
7100.02100.165844236760-0.145844236760132
898.66101.073844236760-2.41384423676013
9108.64103.4838442367605.15615576323987
10105.67103.3778442367602.29215576323986
11102.66101.0758442367601.58415576323986
12100.399.29584423676011.00415576323987
1395.1398.5314880581516-3.40148805815165
1493.2100.459821391485-7.25982139148495
15102.84101.1248213914851.71517860851506
16101.36101.224922118380.135077881619931
17102.55104.27492211838-1.72492211838007
18103.12102.518922118380.601077881619936
1996.399.6455514018692-3.34555140186916
2099.13100.553551401869-1.42355140186916
21102.23102.963551401869-0.733551401869156
22104.3102.8575514018691.44244859813084
2399.58100.555551401869-0.97555140186916
2498.4598.7755514018692-0.325551401869159
2596.2398.0111952232607-1.78119522326067
2697.6299.939528556594-2.31952855659397
27102.32100.6045285565941.71547144340602
28105.23100.7046292834894.52537071651091
29100.05103.754629283489-3.70462928348909
30102.66101.9986292834890.6613707165109
31100.9899.12525856697821.85474143302182
3299.2100.033258566978-0.833258566978186
3398.36102.443258566978-4.08325856697819
34102.56102.3372585669780.222741433021815
3597.33100.035258566978-2.70525856697819
3696.2298.2552585669782-2.03525856697819
3799.2297.49090238836971.7290976116303
38102.3299.4192357217032.90076427829699
39104.22100.0842357217034.135764278297
40100.06100.184336448598-0.124336448598122
41107.23103.2343364485983.99566355140189
4299.62101.478336448598-1.85833644859812
4398.3297.44181931464170.878180685358247
44101.2398.34981931464172.88018068535826
45102.33100.7598193146421.57018068535825
46100.6100.653819314642-0.0538193146417504
4795.6398.3518193146417-2.72181931464175
4894.6396.5718193146417-1.94181931464175
4995.6695.8074631360333-0.147463136033261
50100.7897.73579646936663.04420353063344
5190.3698.4007964693666-8.04079646936656
5295.4598.5008971962617-3.05089719626168
53103.65101.5508971962622.09910280373833
5499.8999.79489719626170.0951028037383176
5597.6896.92152647975080.758473520249232
5699.6297.82952647975081.79047352024923
5798.33100.239526479751-1.90952647975078
5896.23100.133526479751-3.90352647975077
59102.6597.83152647975084.81847352024923
6099.3596.05152647975083.29847352024922
6192.6595.2871703011423-2.63717030114228
62100.697.21550363447563.38449636552440
6397.6797.8805036344756-0.210503634475587

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 105.29 & 99.0517808930424 & 6.23821910695756 \tabularnewline
2 & 101.23 & 100.980114226376 & 0.249885773624083 \tabularnewline
3 & 102.33 & 101.645114226376 & 0.68488577362408 \tabularnewline
4 & 100.26 & 101.745214953271 & -1.48521495327104 \tabularnewline
5 & 104.13 & 104.795214953271 & -0.665214953271052 \tabularnewline
6 & 103.54 & 103.039214953271 & 0.500785046728965 \tabularnewline
7 & 100.02 & 100.165844236760 & -0.145844236760132 \tabularnewline
8 & 98.66 & 101.073844236760 & -2.41384423676013 \tabularnewline
9 & 108.64 & 103.483844236760 & 5.15615576323987 \tabularnewline
10 & 105.67 & 103.377844236760 & 2.29215576323986 \tabularnewline
11 & 102.66 & 101.075844236760 & 1.58415576323986 \tabularnewline
12 & 100.3 & 99.2958442367601 & 1.00415576323987 \tabularnewline
13 & 95.13 & 98.5314880581516 & -3.40148805815165 \tabularnewline
14 & 93.2 & 100.459821391485 & -7.25982139148495 \tabularnewline
15 & 102.84 & 101.124821391485 & 1.71517860851506 \tabularnewline
16 & 101.36 & 101.22492211838 & 0.135077881619931 \tabularnewline
17 & 102.55 & 104.27492211838 & -1.72492211838007 \tabularnewline
18 & 103.12 & 102.51892211838 & 0.601077881619936 \tabularnewline
19 & 96.3 & 99.6455514018692 & -3.34555140186916 \tabularnewline
20 & 99.13 & 100.553551401869 & -1.42355140186916 \tabularnewline
21 & 102.23 & 102.963551401869 & -0.733551401869156 \tabularnewline
22 & 104.3 & 102.857551401869 & 1.44244859813084 \tabularnewline
23 & 99.58 & 100.555551401869 & -0.97555140186916 \tabularnewline
24 & 98.45 & 98.7755514018692 & -0.325551401869159 \tabularnewline
25 & 96.23 & 98.0111952232607 & -1.78119522326067 \tabularnewline
26 & 97.62 & 99.939528556594 & -2.31952855659397 \tabularnewline
27 & 102.32 & 100.604528556594 & 1.71547144340602 \tabularnewline
28 & 105.23 & 100.704629283489 & 4.52537071651091 \tabularnewline
29 & 100.05 & 103.754629283489 & -3.70462928348909 \tabularnewline
30 & 102.66 & 101.998629283489 & 0.6613707165109 \tabularnewline
31 & 100.98 & 99.1252585669782 & 1.85474143302182 \tabularnewline
32 & 99.2 & 100.033258566978 & -0.833258566978186 \tabularnewline
33 & 98.36 & 102.443258566978 & -4.08325856697819 \tabularnewline
34 & 102.56 & 102.337258566978 & 0.222741433021815 \tabularnewline
35 & 97.33 & 100.035258566978 & -2.70525856697819 \tabularnewline
36 & 96.22 & 98.2552585669782 & -2.03525856697819 \tabularnewline
37 & 99.22 & 97.4909023883697 & 1.7290976116303 \tabularnewline
38 & 102.32 & 99.419235721703 & 2.90076427829699 \tabularnewline
39 & 104.22 & 100.084235721703 & 4.135764278297 \tabularnewline
40 & 100.06 & 100.184336448598 & -0.124336448598122 \tabularnewline
41 & 107.23 & 103.234336448598 & 3.99566355140189 \tabularnewline
42 & 99.62 & 101.478336448598 & -1.85833644859812 \tabularnewline
43 & 98.32 & 97.4418193146417 & 0.878180685358247 \tabularnewline
44 & 101.23 & 98.3498193146417 & 2.88018068535826 \tabularnewline
45 & 102.33 & 100.759819314642 & 1.57018068535825 \tabularnewline
46 & 100.6 & 100.653819314642 & -0.0538193146417504 \tabularnewline
47 & 95.63 & 98.3518193146417 & -2.72181931464175 \tabularnewline
48 & 94.63 & 96.5718193146417 & -1.94181931464175 \tabularnewline
49 & 95.66 & 95.8074631360333 & -0.147463136033261 \tabularnewline
50 & 100.78 & 97.7357964693666 & 3.04420353063344 \tabularnewline
51 & 90.36 & 98.4007964693666 & -8.04079646936656 \tabularnewline
52 & 95.45 & 98.5008971962617 & -3.05089719626168 \tabularnewline
53 & 103.65 & 101.550897196262 & 2.09910280373833 \tabularnewline
54 & 99.89 & 99.7948971962617 & 0.0951028037383176 \tabularnewline
55 & 97.68 & 96.9215264797508 & 0.758473520249232 \tabularnewline
56 & 99.62 & 97.8295264797508 & 1.79047352024923 \tabularnewline
57 & 98.33 & 100.239526479751 & -1.90952647975078 \tabularnewline
58 & 96.23 & 100.133526479751 & -3.90352647975077 \tabularnewline
59 & 102.65 & 97.8315264797508 & 4.81847352024923 \tabularnewline
60 & 99.35 & 96.0515264797508 & 3.29847352024922 \tabularnewline
61 & 92.65 & 95.2871703011423 & -2.63717030114228 \tabularnewline
62 & 100.6 & 97.2155036344756 & 3.38449636552440 \tabularnewline
63 & 97.67 & 97.8805036344756 & -0.210503634475587 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58795&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]105.29[/C][C]99.0517808930424[/C][C]6.23821910695756[/C][/ROW]
[ROW][C]2[/C][C]101.23[/C][C]100.980114226376[/C][C]0.249885773624083[/C][/ROW]
[ROW][C]3[/C][C]102.33[/C][C]101.645114226376[/C][C]0.68488577362408[/C][/ROW]
[ROW][C]4[/C][C]100.26[/C][C]101.745214953271[/C][C]-1.48521495327104[/C][/ROW]
[ROW][C]5[/C][C]104.13[/C][C]104.795214953271[/C][C]-0.665214953271052[/C][/ROW]
[ROW][C]6[/C][C]103.54[/C][C]103.039214953271[/C][C]0.500785046728965[/C][/ROW]
[ROW][C]7[/C][C]100.02[/C][C]100.165844236760[/C][C]-0.145844236760132[/C][/ROW]
[ROW][C]8[/C][C]98.66[/C][C]101.073844236760[/C][C]-2.41384423676013[/C][/ROW]
[ROW][C]9[/C][C]108.64[/C][C]103.483844236760[/C][C]5.15615576323987[/C][/ROW]
[ROW][C]10[/C][C]105.67[/C][C]103.377844236760[/C][C]2.29215576323986[/C][/ROW]
[ROW][C]11[/C][C]102.66[/C][C]101.075844236760[/C][C]1.58415576323986[/C][/ROW]
[ROW][C]12[/C][C]100.3[/C][C]99.2958442367601[/C][C]1.00415576323987[/C][/ROW]
[ROW][C]13[/C][C]95.13[/C][C]98.5314880581516[/C][C]-3.40148805815165[/C][/ROW]
[ROW][C]14[/C][C]93.2[/C][C]100.459821391485[/C][C]-7.25982139148495[/C][/ROW]
[ROW][C]15[/C][C]102.84[/C][C]101.124821391485[/C][C]1.71517860851506[/C][/ROW]
[ROW][C]16[/C][C]101.36[/C][C]101.22492211838[/C][C]0.135077881619931[/C][/ROW]
[ROW][C]17[/C][C]102.55[/C][C]104.27492211838[/C][C]-1.72492211838007[/C][/ROW]
[ROW][C]18[/C][C]103.12[/C][C]102.51892211838[/C][C]0.601077881619936[/C][/ROW]
[ROW][C]19[/C][C]96.3[/C][C]99.6455514018692[/C][C]-3.34555140186916[/C][/ROW]
[ROW][C]20[/C][C]99.13[/C][C]100.553551401869[/C][C]-1.42355140186916[/C][/ROW]
[ROW][C]21[/C][C]102.23[/C][C]102.963551401869[/C][C]-0.733551401869156[/C][/ROW]
[ROW][C]22[/C][C]104.3[/C][C]102.857551401869[/C][C]1.44244859813084[/C][/ROW]
[ROW][C]23[/C][C]99.58[/C][C]100.555551401869[/C][C]-0.97555140186916[/C][/ROW]
[ROW][C]24[/C][C]98.45[/C][C]98.7755514018692[/C][C]-0.325551401869159[/C][/ROW]
[ROW][C]25[/C][C]96.23[/C][C]98.0111952232607[/C][C]-1.78119522326067[/C][/ROW]
[ROW][C]26[/C][C]97.62[/C][C]99.939528556594[/C][C]-2.31952855659397[/C][/ROW]
[ROW][C]27[/C][C]102.32[/C][C]100.604528556594[/C][C]1.71547144340602[/C][/ROW]
[ROW][C]28[/C][C]105.23[/C][C]100.704629283489[/C][C]4.52537071651091[/C][/ROW]
[ROW][C]29[/C][C]100.05[/C][C]103.754629283489[/C][C]-3.70462928348909[/C][/ROW]
[ROW][C]30[/C][C]102.66[/C][C]101.998629283489[/C][C]0.6613707165109[/C][/ROW]
[ROW][C]31[/C][C]100.98[/C][C]99.1252585669782[/C][C]1.85474143302182[/C][/ROW]
[ROW][C]32[/C][C]99.2[/C][C]100.033258566978[/C][C]-0.833258566978186[/C][/ROW]
[ROW][C]33[/C][C]98.36[/C][C]102.443258566978[/C][C]-4.08325856697819[/C][/ROW]
[ROW][C]34[/C][C]102.56[/C][C]102.337258566978[/C][C]0.222741433021815[/C][/ROW]
[ROW][C]35[/C][C]97.33[/C][C]100.035258566978[/C][C]-2.70525856697819[/C][/ROW]
[ROW][C]36[/C][C]96.22[/C][C]98.2552585669782[/C][C]-2.03525856697819[/C][/ROW]
[ROW][C]37[/C][C]99.22[/C][C]97.4909023883697[/C][C]1.7290976116303[/C][/ROW]
[ROW][C]38[/C][C]102.32[/C][C]99.419235721703[/C][C]2.90076427829699[/C][/ROW]
[ROW][C]39[/C][C]104.22[/C][C]100.084235721703[/C][C]4.135764278297[/C][/ROW]
[ROW][C]40[/C][C]100.06[/C][C]100.184336448598[/C][C]-0.124336448598122[/C][/ROW]
[ROW][C]41[/C][C]107.23[/C][C]103.234336448598[/C][C]3.99566355140189[/C][/ROW]
[ROW][C]42[/C][C]99.62[/C][C]101.478336448598[/C][C]-1.85833644859812[/C][/ROW]
[ROW][C]43[/C][C]98.32[/C][C]97.4418193146417[/C][C]0.878180685358247[/C][/ROW]
[ROW][C]44[/C][C]101.23[/C][C]98.3498193146417[/C][C]2.88018068535826[/C][/ROW]
[ROW][C]45[/C][C]102.33[/C][C]100.759819314642[/C][C]1.57018068535825[/C][/ROW]
[ROW][C]46[/C][C]100.6[/C][C]100.653819314642[/C][C]-0.0538193146417504[/C][/ROW]
[ROW][C]47[/C][C]95.63[/C][C]98.3518193146417[/C][C]-2.72181931464175[/C][/ROW]
[ROW][C]48[/C][C]94.63[/C][C]96.5718193146417[/C][C]-1.94181931464175[/C][/ROW]
[ROW][C]49[/C][C]95.66[/C][C]95.8074631360333[/C][C]-0.147463136033261[/C][/ROW]
[ROW][C]50[/C][C]100.78[/C][C]97.7357964693666[/C][C]3.04420353063344[/C][/ROW]
[ROW][C]51[/C][C]90.36[/C][C]98.4007964693666[/C][C]-8.04079646936656[/C][/ROW]
[ROW][C]52[/C][C]95.45[/C][C]98.5008971962617[/C][C]-3.05089719626168[/C][/ROW]
[ROW][C]53[/C][C]103.65[/C][C]101.550897196262[/C][C]2.09910280373833[/C][/ROW]
[ROW][C]54[/C][C]99.89[/C][C]99.7948971962617[/C][C]0.0951028037383176[/C][/ROW]
[ROW][C]55[/C][C]97.68[/C][C]96.9215264797508[/C][C]0.758473520249232[/C][/ROW]
[ROW][C]56[/C][C]99.62[/C][C]97.8295264797508[/C][C]1.79047352024923[/C][/ROW]
[ROW][C]57[/C][C]98.33[/C][C]100.239526479751[/C][C]-1.90952647975078[/C][/ROW]
[ROW][C]58[/C][C]96.23[/C][C]100.133526479751[/C][C]-3.90352647975077[/C][/ROW]
[ROW][C]59[/C][C]102.65[/C][C]97.8315264797508[/C][C]4.81847352024923[/C][/ROW]
[ROW][C]60[/C][C]99.35[/C][C]96.0515264797508[/C][C]3.29847352024922[/C][/ROW]
[ROW][C]61[/C][C]92.65[/C][C]95.2871703011423[/C][C]-2.63717030114228[/C][/ROW]
[ROW][C]62[/C][C]100.6[/C][C]97.2155036344756[/C][C]3.38449636552440[/C][/ROW]
[ROW][C]63[/C][C]97.67[/C][C]97.8805036344756[/C][C]-0.210503634475587[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58795&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58795&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
1105.2999.05178089304246.23821910695756
2101.23100.9801142263760.249885773624083
3102.33101.6451142263760.68488577362408
4100.26101.745214953271-1.48521495327104
5104.13104.795214953271-0.665214953271052
6103.54103.0392149532710.500785046728965
7100.02100.165844236760-0.145844236760132
898.66101.073844236760-2.41384423676013
9108.64103.4838442367605.15615576323987
10105.67103.3778442367602.29215576323986
11102.66101.0758442367601.58415576323986
12100.399.29584423676011.00415576323987
1395.1398.5314880581516-3.40148805815165
1493.2100.459821391485-7.25982139148495
15102.84101.1248213914851.71517860851506
16101.36101.224922118380.135077881619931
17102.55104.27492211838-1.72492211838007
18103.12102.518922118380.601077881619936
1996.399.6455514018692-3.34555140186916
2099.13100.553551401869-1.42355140186916
21102.23102.963551401869-0.733551401869156
22104.3102.8575514018691.44244859813084
2399.58100.555551401869-0.97555140186916
2498.4598.7755514018692-0.325551401869159
2596.2398.0111952232607-1.78119522326067
2697.6299.939528556594-2.31952855659397
27102.32100.6045285565941.71547144340602
28105.23100.7046292834894.52537071651091
29100.05103.754629283489-3.70462928348909
30102.66101.9986292834890.6613707165109
31100.9899.12525856697821.85474143302182
3299.2100.033258566978-0.833258566978186
3398.36102.443258566978-4.08325856697819
34102.56102.3372585669780.222741433021815
3597.33100.035258566978-2.70525856697819
3696.2298.2552585669782-2.03525856697819
3799.2297.49090238836971.7290976116303
38102.3299.4192357217032.90076427829699
39104.22100.0842357217034.135764278297
40100.06100.184336448598-0.124336448598122
41107.23103.2343364485983.99566355140189
4299.62101.478336448598-1.85833644859812
4398.3297.44181931464170.878180685358247
44101.2398.34981931464172.88018068535826
45102.33100.7598193146421.57018068535825
46100.6100.653819314642-0.0538193146417504
4795.6398.3518193146417-2.72181931464175
4894.6396.5718193146417-1.94181931464175
4995.6695.8074631360333-0.147463136033261
50100.7897.73579646936663.04420353063344
5190.3698.4007964693666-8.04079646936656
5295.4598.5008971962617-3.05089719626168
53103.65101.5508971962622.09910280373833
5499.8999.79489719626170.0951028037383176
5597.6896.92152647975080.758473520249232
5699.6297.82952647975081.79047352024923
5798.33100.239526479751-1.90952647975078
5896.23100.133526479751-3.90352647975077
59102.6597.83152647975084.81847352024923
6099.3596.05152647975083.29847352024922
6192.6595.2871703011423-2.63717030114228
62100.697.21550363447563.38449636552440
6397.6797.8805036344756-0.210503634475587







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.854810761706170.2903784765876590.145189238293829
180.7829410958164120.4341178083671770.217058904183588
190.6832005093143760.6335989813712480.316799490685624
200.6205787608523340.7588424782953320.379421239147666
210.5559732040743850.8880535918512290.444026795925615
220.4687468251219460.9374936502438930.531253174878054
230.3549768159690530.7099536319381050.645023184030947
240.2609714431669070.5219428863338140.739028556833093
250.1800207013936970.3600414027873940.819979298606303
260.2199544147202820.4399088294405640.780045585279718
270.2016052110835240.4032104221670480.798394788916476
280.4186513568870860.8373027137741730.581348643112914
290.4216736285646090.8433472571292180.578326371435391
300.3503122420694520.7006244841389050.649687757930548
310.3454866648193840.6909733296387680.654513335180616
320.3021261061097710.6042522122195420.697873893890229
330.3745992786951540.7491985573903080.625400721304846
340.2920514483043200.5841028966086410.70794855169568
350.2927360006716490.5854720013432990.707263999328351
360.2859159571904970.5718319143809940.714084042809503
370.2330203602543230.4660407205086460.766979639745677
380.3078557570408340.6157115140816670.692144242959166
390.4271413404337140.8542826808674290.572858659566286
400.3464899017986610.6929798035973210.653510098201339
410.354329788923750.70865957784750.64567021107625
420.2612805431647490.5225610863294990.738719456835251
430.1759100007846930.3518200015693850.824089999215307
440.1212081819507370.2424163639014750.878791818049263
450.1182676061687030.2365352123374060.881732393831297
460.1851581996703560.3703163993407120.814841800329644

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
17 & 0.85481076170617 & 0.290378476587659 & 0.145189238293829 \tabularnewline
18 & 0.782941095816412 & 0.434117808367177 & 0.217058904183588 \tabularnewline
19 & 0.683200509314376 & 0.633598981371248 & 0.316799490685624 \tabularnewline
20 & 0.620578760852334 & 0.758842478295332 & 0.379421239147666 \tabularnewline
21 & 0.555973204074385 & 0.888053591851229 & 0.444026795925615 \tabularnewline
22 & 0.468746825121946 & 0.937493650243893 & 0.531253174878054 \tabularnewline
23 & 0.354976815969053 & 0.709953631938105 & 0.645023184030947 \tabularnewline
24 & 0.260971443166907 & 0.521942886333814 & 0.739028556833093 \tabularnewline
25 & 0.180020701393697 & 0.360041402787394 & 0.819979298606303 \tabularnewline
26 & 0.219954414720282 & 0.439908829440564 & 0.780045585279718 \tabularnewline
27 & 0.201605211083524 & 0.403210422167048 & 0.798394788916476 \tabularnewline
28 & 0.418651356887086 & 0.837302713774173 & 0.581348643112914 \tabularnewline
29 & 0.421673628564609 & 0.843347257129218 & 0.578326371435391 \tabularnewline
30 & 0.350312242069452 & 0.700624484138905 & 0.649687757930548 \tabularnewline
31 & 0.345486664819384 & 0.690973329638768 & 0.654513335180616 \tabularnewline
32 & 0.302126106109771 & 0.604252212219542 & 0.697873893890229 \tabularnewline
33 & 0.374599278695154 & 0.749198557390308 & 0.625400721304846 \tabularnewline
34 & 0.292051448304320 & 0.584102896608641 & 0.70794855169568 \tabularnewline
35 & 0.292736000671649 & 0.585472001343299 & 0.707263999328351 \tabularnewline
36 & 0.285915957190497 & 0.571831914380994 & 0.714084042809503 \tabularnewline
37 & 0.233020360254323 & 0.466040720508646 & 0.766979639745677 \tabularnewline
38 & 0.307855757040834 & 0.615711514081667 & 0.692144242959166 \tabularnewline
39 & 0.427141340433714 & 0.854282680867429 & 0.572858659566286 \tabularnewline
40 & 0.346489901798661 & 0.692979803597321 & 0.653510098201339 \tabularnewline
41 & 0.35432978892375 & 0.7086595778475 & 0.64567021107625 \tabularnewline
42 & 0.261280543164749 & 0.522561086329499 & 0.738719456835251 \tabularnewline
43 & 0.175910000784693 & 0.351820001569385 & 0.824089999215307 \tabularnewline
44 & 0.121208181950737 & 0.242416363901475 & 0.878791818049263 \tabularnewline
45 & 0.118267606168703 & 0.236535212337406 & 0.881732393831297 \tabularnewline
46 & 0.185158199670356 & 0.370316399340712 & 0.814841800329644 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58795&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]17[/C][C]0.85481076170617[/C][C]0.290378476587659[/C][C]0.145189238293829[/C][/ROW]
[ROW][C]18[/C][C]0.782941095816412[/C][C]0.434117808367177[/C][C]0.217058904183588[/C][/ROW]
[ROW][C]19[/C][C]0.683200509314376[/C][C]0.633598981371248[/C][C]0.316799490685624[/C][/ROW]
[ROW][C]20[/C][C]0.620578760852334[/C][C]0.758842478295332[/C][C]0.379421239147666[/C][/ROW]
[ROW][C]21[/C][C]0.555973204074385[/C][C]0.888053591851229[/C][C]0.444026795925615[/C][/ROW]
[ROW][C]22[/C][C]0.468746825121946[/C][C]0.937493650243893[/C][C]0.531253174878054[/C][/ROW]
[ROW][C]23[/C][C]0.354976815969053[/C][C]0.709953631938105[/C][C]0.645023184030947[/C][/ROW]
[ROW][C]24[/C][C]0.260971443166907[/C][C]0.521942886333814[/C][C]0.739028556833093[/C][/ROW]
[ROW][C]25[/C][C]0.180020701393697[/C][C]0.360041402787394[/C][C]0.819979298606303[/C][/ROW]
[ROW][C]26[/C][C]0.219954414720282[/C][C]0.439908829440564[/C][C]0.780045585279718[/C][/ROW]
[ROW][C]27[/C][C]0.201605211083524[/C][C]0.403210422167048[/C][C]0.798394788916476[/C][/ROW]
[ROW][C]28[/C][C]0.418651356887086[/C][C]0.837302713774173[/C][C]0.581348643112914[/C][/ROW]
[ROW][C]29[/C][C]0.421673628564609[/C][C]0.843347257129218[/C][C]0.578326371435391[/C][/ROW]
[ROW][C]30[/C][C]0.350312242069452[/C][C]0.700624484138905[/C][C]0.649687757930548[/C][/ROW]
[ROW][C]31[/C][C]0.345486664819384[/C][C]0.690973329638768[/C][C]0.654513335180616[/C][/ROW]
[ROW][C]32[/C][C]0.302126106109771[/C][C]0.604252212219542[/C][C]0.697873893890229[/C][/ROW]
[ROW][C]33[/C][C]0.374599278695154[/C][C]0.749198557390308[/C][C]0.625400721304846[/C][/ROW]
[ROW][C]34[/C][C]0.292051448304320[/C][C]0.584102896608641[/C][C]0.70794855169568[/C][/ROW]
[ROW][C]35[/C][C]0.292736000671649[/C][C]0.585472001343299[/C][C]0.707263999328351[/C][/ROW]
[ROW][C]36[/C][C]0.285915957190497[/C][C]0.571831914380994[/C][C]0.714084042809503[/C][/ROW]
[ROW][C]37[/C][C]0.233020360254323[/C][C]0.466040720508646[/C][C]0.766979639745677[/C][/ROW]
[ROW][C]38[/C][C]0.307855757040834[/C][C]0.615711514081667[/C][C]0.692144242959166[/C][/ROW]
[ROW][C]39[/C][C]0.427141340433714[/C][C]0.854282680867429[/C][C]0.572858659566286[/C][/ROW]
[ROW][C]40[/C][C]0.346489901798661[/C][C]0.692979803597321[/C][C]0.653510098201339[/C][/ROW]
[ROW][C]41[/C][C]0.35432978892375[/C][C]0.7086595778475[/C][C]0.64567021107625[/C][/ROW]
[ROW][C]42[/C][C]0.261280543164749[/C][C]0.522561086329499[/C][C]0.738719456835251[/C][/ROW]
[ROW][C]43[/C][C]0.175910000784693[/C][C]0.351820001569385[/C][C]0.824089999215307[/C][/ROW]
[ROW][C]44[/C][C]0.121208181950737[/C][C]0.242416363901475[/C][C]0.878791818049263[/C][/ROW]
[ROW][C]45[/C][C]0.118267606168703[/C][C]0.236535212337406[/C][C]0.881732393831297[/C][/ROW]
[ROW][C]46[/C][C]0.185158199670356[/C][C]0.370316399340712[/C][C]0.814841800329644[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58795&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58795&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
170.854810761706170.2903784765876590.145189238293829
180.7829410958164120.4341178083671770.217058904183588
190.6832005093143760.6335989813712480.316799490685624
200.6205787608523340.7588424782953320.379421239147666
210.5559732040743850.8880535918512290.444026795925615
220.4687468251219460.9374936502438930.531253174878054
230.3549768159690530.7099536319381050.645023184030947
240.2609714431669070.5219428863338140.739028556833093
250.1800207013936970.3600414027873940.819979298606303
260.2199544147202820.4399088294405640.780045585279718
270.2016052110835240.4032104221670480.798394788916476
280.4186513568870860.8373027137741730.581348643112914
290.4216736285646090.8433472571292180.578326371435391
300.3503122420694520.7006244841389050.649687757930548
310.3454866648193840.6909733296387680.654513335180616
320.3021261061097710.6042522122195420.697873893890229
330.3745992786951540.7491985573903080.625400721304846
340.2920514483043200.5841028966086410.70794855169568
350.2927360006716490.5854720013432990.707263999328351
360.2859159571904970.5718319143809940.714084042809503
370.2330203602543230.4660407205086460.766979639745677
380.3078557570408340.6157115140816670.692144242959166
390.4271413404337140.8542826808674290.572858659566286
400.3464899017986610.6929798035973210.653510098201339
410.354329788923750.70865957784750.64567021107625
420.2612805431647490.5225610863294990.738719456835251
430.1759100007846930.3518200015693850.824089999215307
440.1212081819507370.2424163639014750.878791818049263
450.1182676061687030.2365352123374060.881732393831297
460.1851581996703560.3703163993407120.814841800329644







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 level00OK

\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 & 0 & 0 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58795&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]0[/C][C]0[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58795&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58795&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 level00OK



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)
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$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,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$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
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,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
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,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
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,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
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,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
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')
}