| | *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: Tue, 21 Dec 2010 18:18:42 +0000 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye.htm/, Retrieved Tue, 21 Dec 2010 19:19:05 +0100 | | 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/2010/Dec/21/t12929555422v7v766iosxixye.htm/},
year = {2010},
}
@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 = {2010},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | Original text written by user: | | | IsPrivate? | No (this computation is public) | | User-defined keywords: | | | Dataseries X: | » Textbox « » Textfile « » CSV « |
162556 807 131182692 6282154
29790 444 13226760 4321023
87550 412 36070600 4111912
84738 428 36267864 223193
54660 315 17217900 1491348
42634 168 7162512 1629616
40949 263 10769587 1398893
45187 267 12064929 1926517
37704 228 8596512 983660
16275 129 2099475 1443586
25830 104 2686320 1073089
12679 122 1546838 984885
18014 393 7079502 1405225
43556 190 8275640 227132
24811 280 6947080 929118
6575 63 414225 1071292
7123 102 726546 638830
21950 265 5816750 856956
37597 234 8797698 992426
17821 277 4936417 444477
12988 73 948124 857217
22330 67 1496110 711969
13326 103 1372578 702380
16189 290 4694810 358589
7146 83 593118 297978
15824 56 886144 585715
27664 236 6528704 657954
11920 73 870160 209458
8568 34 291312 786690
14416 139 2003824 439798
3369 26 87594 688779
11819 70 827330 574339
6984 40 279360 741409
4519 42 189798 597793
2220 12 26640 644190
18562 211 3916582 377934
10327 74 764198 640273
5336 80 426880 697458
2365 83 196295 550608
4069 131 533039 207393
8636 2 etc... | | 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!
Multiple Linear Regression - Estimated Regression Equation | Wealth
[t] = + 294344.351351714 + 1.81429466312585Costs[t] + 1798.51378507764Orders[t] + 0.0328503696213768C_O[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value | (Intercept) | 294344.351351714 | 13017.188608 | 22.612 | 0 | 0 | Costs | 1.81429466312585 | 2.986433 | 0.6075 | 0.543834 | 0.271917 | Orders | 1798.51378507764 | 323.317349 | 5.5627 | 0 | 0 | C_O | 0.0328503696213768 | 0.003629 | 9.051 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | Multiple R | 0.837395944803322 | R-squared | 0.701231968373049 | Adjusted R-squared | 0.699132895551314 | F-TEST (value) | 334.067480228454 | F-TEST (DF numerator) | 3 | F-TEST (DF denominator) | 427 | p-value | 0 | Multiple Linear Regression - Residual Statistics | Residual Standard Deviation | 236141.030134022 | Sum Squared Residuals | 23810624270147.3 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error | 1 | 6282154 | 6350069.37929568 | -67915.3792956825 | 2 | 4321023 | 1581436.26483395 | 2739586.73516605 | 3 | 4111912 | 2379106.0710252 | 1732805.9289748 | 4 | 223193 | 2409260.69030673 | -2186067.69030673 | 5 | 1491348 | 1525659.91904153 | -34311.9190415338 | 6 | 1629616 | 909136.472530012 | 720479.527469988 | 7 | 1398893 | 1195431.94260705 | 203461.057392951 | 8 | 1926517 | 1252867.44201578 | 673649.55798422 | 9 | 983660 | 1055210.25698251 | -71550.2569825147 | 10 | 1443586 | 624848.805029943 | 818737.194970057 | 11 | 1073089 | 616499.621069627 | 456589.378930373 | 12 | 984885 | 587580.67520935 | 397304.32479065 | 13 | 1405225 | 1266407.23038405 | 138817.769615947 | 14 | 227132 | 986943.221717026 | -759811.221717026 | 15 | 929118 | 1071156.82184954 | -142038.821849544 | 16 | 1071292 | 433187.151578073 | 638104.848421927 | 17 | 638830 | 514583.282962012 | 124246.717037988 | 18 | 856956 | 1001856.65974805 | -144900.659748045 | 19 | 992426 | 1072416.24462667 | -79990.2446266724 | 20 | 444477 | 987028.338065035 | -542551.338065035 | 21 | 857217 | 480346.140593959 | 376870.859406041 | 22 | 711969 | 504505.741273754 | 207463.258726246 | 23 | 702380 | 548858.256529696 | 153521.743470304 | 24 | 358589 | 999511.20912771 | -640922.209127711 | 25 | 297978 | 476070.090704947 | -178092.090704947 | 26 | 585715 | 452880.680003131 | 132834.319996869 | 27 | 657954 | 983454.591739312 | -325500.591739312 | 28 | 209458 | 475847.327676579 | -266389.327676579 | 29 | 786690 | 380608.403593158 | 406081.596406842 | 30 | 439798 | 636318.998397314 | -196520.998397314 | 31 | 688779 | 350095.563760418 | 338683.436239582 | 32 | 574339 | 468861.561229487 | 105477.438770513 | 33 | 741409 | 388133.015939518 | 353275.984060482 | 34 | 597793 | 384315.662361039 | 213477.337638961 | 35 | 644190 | 320829.384771498 | 323360.615228502 | 36 | 377934 | 836168.86389247 | -458234.86389247 | 37 | 640273 | 471274.779197477 | 168998.220802523 | 38 | 697458 | 461929.696264338 | 235528.303735662 | 39 | 550608 | 454360.165696279 | 96247.834303721 | 40 | 207393 | 554842.550353753 | -347449.550353753 | 41 | 301607 | 732701.144219423 | -431094.144219423 | 42 | 345783 | 445185.534250921 | -99402.534250921 | 43 | 501749 | 475851.426680038 | 25897.5733199625 | 44 | 379983 | 484933.083105331 | -104950.083105331 | 45 | 387475 | 378812.17358439 | 8662.82641561005 | 46 | 377305 | 349029.754329258 | 28275.2456707423 | 47 | 370837 | 399218.128750957 | -28381.1287509565 | 48 | 430866 | 612566.604356511 | -181700.604356511 | 49 | 469107 | 416887.98939803 | 52219.0106019697 | 50 | 194493 | 375303.505563301 | -180810.505563301 | 51 | 530670 | 471286.408264499 | 59383.591735501 | 52 | 518365 | 565012.297588551 | -46647.2975885507 | 53 | 491303 | 505230.874566215 | -13927.8745662149 | 54 | 527021 | 412055.02606608 | 114965.97393392 | 55 | 233773 | 525269.847864792 | -291496.847864792 | 56 | 405972 | 443185.467930241 | -37213.4679302413 | 57 | 652925 | 312674.149571621 | 340250.850428379 | 58 | 446211 | 396911.724642124 | 49299.2753578765 | 59 | 341340 | 390552.772005927 | -49212.7720059273 | 60 | 387699 | 490183.558190268 | -102484.558190268 | 61 | 493408 | 389637.923108895 | 103770.076891105 | 62 | 146494 | 356275.286392462 | -209781.286392462 | 63 | 414462 | 347535.395265882 | 66926.6047341177 | 64 | 364304 | 465673.181393044 | -101369.181393044 | 65 | 355178 | 401062.569861576 | -45884.5698615762 | 66 | 357760 | 879093.011673228 | -521333.011673228 | 67 | 261216 | 323352.262310431 | -62136.2623104314 | 68 | 397144 | 380171.144427166 | 16972.8555728342 | 69 | 374943 | 431634.274885554 | -56691.2748855544 | 70 | 424898 | 465810.164145999 | -40912.164145999 | 71 | 202055 | 392897.493469094 | -190842.493469094 | 72 | 378525 | 378365.369164695 | 159.630835304974 | 73 | 310768 | 361533.900254851 | -50765.9002548511 | 74 | 325738 | 311699.886603717 | 14038.1133962835 | 75 | 394510 | 361282.954324103 | 33227.0456758972 | 76 | 247060 | 334676.475181318 | -87616.4751813184 | 77 | 368078 | 349301.409965697 | 18776.590034303 | 78 | 236761 | 315890.278458026 | -79129.2784580263 | 79 | 312378 | 392375.885946551 | -79997.8859465513 | 80 | 339836 | 319217.769303547 | 20618.2306964531 | 81 | 347385 | 350319.649546327 | -2934.64954632669 | 82 | 426280 | 431672.035101744 | -5392.03510174373 | 83 | 352850 | 356234.266869189 | -3384.26686918909 | 84 | 301881 | 323199.99699674 | -21318.9969967399 | 85 | 377516 | 322507.881934506 | 55008.118065494 | 86 | 357312 | 439685.186623678 | -82373.1866236776 | 87 | 458343 | 492767.495638688 | -34424.495638688 | 88 | 354228 | 318935.359270553 | 35292.6407294468 | 89 | 308636 | 382188.557840696 | -73552.5578406961 | 90 | 386212 | 320813.015650848 | 65398.9843491523 | 91 | 393343 | 365087.660461469 | 28255.3395385306 | 92 | 378509 | 375510.287316915 | 2998.71268308466 | 93 | 452469 | 425763.70264049 | 26705.2973595105 | 94 | 364839 | 364577.770630524 | 261.229369476118 | 95 | 358649 | 377775.983701933 | -19126.9837019328 | 96 | 376641 | 356853.171475692 | 19787.8285243082 | 97 | 429112 | 311104.881270616 | 118007.118729384 | 98 | 330546 | 337498.976575264 | -6952.97657526373 | 99 | 403560 | 334768.303390919 | 68791.6966090813 | 100 | 317892 | 313449.033487193 | 4442.96651280703 | 101 | 307528 | 353670.258058192 | -46142.2580581917 | 102 | 235133 | 330893.603661973 | -95760.6036619728 | 103 | 299243 | 405451.114295071 | -106208.114295071 | 104 | 314073 | 309928.869861511 | 4144.13013848922 | 105 | 368186 | 349312.438385004 | 18873.561614996 | 106 | 269661 | 348565.399834046 | -78904.3998340463 | 107 | 125390 | 391497.443832047 | -266107.443832047 | 108 | 510834 | 327905.66859306 | 182928.33140694 | 109 | 321896 | 398023.309375818 | -76127.309375818 | 110 | 249898 | 335089.182624596 | -85191.1826245959 | 111 | 408881 | 336286.289239351 | 72594.7107606488 | 112 | 158492 | 363656.958789266 | -205164.958789266 | 113 | 292154 | 390204.534658829 | -98050.5346588294 | 114 | 289513 | 323097.545233008 | -33584.5452330076 | 115 | 378049 | 307929.264329686 | 70119.735670314 | 116 | 343466 | 361747.312402042 | -18281.312402042 | 117 | 332743 | 309567.454875614 | 23175.5451243861 | 118 | 442882 | 330231.675067671 | 112650.324932329 | 119 | 214215 | 318988.402248067 | -104773.402248067 | 120 | 315688 | 334209.116418216 | -18521.1164182156 | 121 | 375195 | 510973.256360724 | -135778.256360724 | 122 | 334280 | 317858.953483905 | 16421.0465160949 | 123 | 355864 | 504485.149936651 | -148621.149936651 | 124 | 480382 | 343679.579904827 | 136702.420095173 | 125 | 353058 | 331199.75745392 | 21858.2425460797 | 126 | 217193 | 344175.264732091 | -126982.264732091 | 127 | 315380 | 294344.351351714 | 21035.6486482862 | 128 | 314533 | 312530.912248268 | 2002.08775173179 | 129 | 318056 | 336794.646443884 | -18738.6464438838 | 130 | 315380 | 294344.351351714 | 21035.6486482862 | 131 | 314353 | 307003.452253774 | 7349.54774622649 | 132 | 369448 | 343413.388960558 | 26034.6110394424 | 133 | 315380 | 294344.351351714 | 21035.6486482862 | 134 | 312846 | 330420.893041655 | -17574.8930416555 | 135 | 312075 | 302793.380503364 | 9281.61949663625 | 136 | 315009 | 302153.246472774 | 12855.7535272264 | 137 | 318903 | 312575.911013814 | 6327.08898618567 | 138 | 314887 | 296152.100861955 | 18734.8991380447 | 139 | 314913 | 303283.69593105 | 11629.3040689502 | 140 | 315380 | 294344.351351714 | 21035.6486482862 | 141 | 325506 | 309540.452606553 | 15965.5473934473 | 142 | 315380 | 294344.351351714 | 21035.6486482862 | 143 | 298568 | 316308.003013987 | -17740.0030139868 | 144 | 315834 | 301608.451553122 | 14225.5484468776 | 145 | 329784 | 322383.301223304 | 7400.69877669609 | 146 | 312878 | 311182.949346236 | 1695.05065376442 | 147 | 315380 | 294344.351351714 | 21035.6486482862 | 148 | 314987 | 306952.346072512 | 8034.65392748838 | 149 | 325249 | 298450.857675911 | 26798.142324089 | 150 | 315877 | 294369.751476998 | 21507.2485230024 | 151 | 291650 | 307996.956417505 | -16346.9564175046 | 152 | 305959 | 382948.662466928 | -76989.6624669279 | 153 | 315380 | 303336.920277102 | 12043.0797228979 | 154 | 297765 | 307870.213087975 | -10105.2130879751 | 155 | 315245 | 297978.978829917 | 17266.0211700835 | 156 | 315380 | 294344.351351714 | 21035.6486482862 | 157 | 315380 | 294344.351351714 | 21035.6486482862 | 158 | 315236 | 298125.618471301 | 17110.3815286987 | 159 | 336425 | 304138.231614151 | 32286.7683858486 | 160 | 315380 | 294344.351351714 | 21035.6486482862 | 161 | 315380 | 294344.351351714 | 21035.6486482862 | 162 | 315380 | 294344.351351714 | 21035.6486482862 | 163 | 315380 | 294344.351351714 | 21035.6486482862 | 164 | 306268 | 307921.319269237 | -1653.31926923702 | 165 | 302187 | 338690.309598031 | -36503.309598031 | 166 | 314882 | 296229.680953331 | 18652.3190466694 | 167 | 315380 | 294344.351351714 | 21035.6486482862 | 168 | 382712 | 328538.639679559 | 54173.3603204414 | 169 | 341570 | 410118.667070148 | -68548.6670701481 | 170 | 315380 | 294344.351351714 | 21035.6486482862 | 171 | 315380 | 294344.351351714 | 21035.6486482862 | 172 | 312412 | 299808.755154738 | 12603.2448452616 | 173 | 315380 | 294344.351351714 | 21035.6486482862 | 174 | 309596 | 310959.294859325 | -1363.29485932541 | 175 | 315380 | 294344.351351714 | 21035.6486482862 | 176 | 315547 | 308994.175932467 | 6552.8240675328 | 177 | 313267 | 499786.963637624 | -186519.963637624 | 178 | 316176 | 294473.166272796 | 21702.8337272042 | 179 | 315380 | 294344.351351714 | 21035.6486482862 | 180 | 315380 | 294344.351351714 | 21035.6486482862 | 181 | 359335 | 330886.288306915 | 28448.711693085 | 182 | 330068 | 315283.272462646 | 14784.7275373538 | 183 | 314289 | 345793.294135563 | -31504.2941355629 | 184 | 297413 | 324005.054331088 | -26592.0543310878 | 185 | 314806 | 303382.42684686 | 11423.5731531396 | 186 | 333210 | 315516.066876645 | 17693.9331233549 | 187 | 352108 | 341620.83068666 | 10487.16931334 | 188 | 313332 | 305435.132197427 | 7896.86780257305 | 189 | 291787 | 303784.071788641 | -11997.0717886407 | 190 | 315380 | 294344.351351714 | 21035.6486482862 | 191 | 318745 | 307496.115841138 | 11248.8841588619 | 192 | 315380 | 294344.351351714 | 21035.6486482862 | 193 | 315366 | 307222.186709574 | 8143.8132904256 | 194 | 315380 | 294344.351351714 | 21035.6486482862 | 195 | 315688 | 299793.452388562 | 15894.5476114375 | 196 | 315380 | 294344.351351714 | 21035.6486482862 | 197 | 409642 | 478007.206469578 | -68365.2064695775 | 198 | 315380 | 294344.351351714 | 21035.6486482862 | 199 | 315380 | 294344.351351714 | 21035.6486482862 | 200 | 269587 | 329667.062463949 | -60080.062463949 | 201 | 315380 | 294344.351351714 | 21035.6486482862 | 202 | 315380 | 294344.351351714 | 21035.6486482862 | 203 | 315380 | 294344.351351714 | 21035.6486482862 | 204 | 300962 | 316374.842089658 | -15412.8420896578 | 205 | 325479 | 317021.932325542 | 8457.0676744576 | 206 | 316155 | 303356.705742214 | 12798.2942577856 | 207 | 318574 | 298059.818632218 | 20514.1813677816 | 208 | 315380 | 294344.351351714 | 21035.6486482862 | 209 | 343613 | 344137.017018181 | -524.017018180534 | 210 | 306948 | 300246.796836524 | 6701.20316347588 | 211 | 315380 | 294344.351351714 | 21035.6486482862 | 212 | 315380 | 294344.351351714 | 21035.6486482862 | 213 | 330059 | 314708.901198201 | 15350.0988017995 | 214 | 288985 | 313345.175624817 | -24360.1756248172 | 215 | 304485 | 304393.4641141 | 91.5358858996365 | 216 | 315380 | 297941.378921869 | 17438.6210781308 | 217 | 315688 | 305165.605015392 | 10522.3949846075 | 218 | 317736 | 307745.514005696 | 9990.48599430386 | 219 | 315380 | 297941.378921869 | 17438.6210781308 | 220 | 322331 | 349804.577287258 | -27473.5772872584 | 221 | 296656 | 300290.79228928 | -3634.79228927991 | 222 | 315380 | 294344.351351714 | 21035.6486482862 | 223 | 315354 | 296148.40657189 | 19205.5934281102 | 224 | 312161 | 331471.196415266 | -19310.1964152657 | 225 | 315576 | 296179.808037446 | 19396.1919625536 | 226 | 314922 | 334616.941400375 | -19694.9414003753 | 227 | 314551 | 310659.682244785 | 3891.31775521455 | 228 | 315380 | 294344.351351714 | 21035.6486482862 | 229 | 312339 | 298302.338039124 | 14036.6619608761 | 230 | 315380 | 294344.351351714 | 21035.6486482862 | 231 | 298700 | 307581.974225658 | -8881.97422565807 | 232 | 321376 | 312088.117033825 | 9287.8829661753 | 233 | 315380 | 294344.351351714 | 21035.6486482862 | 234 | 303230 | 318549.847162022 | -15319.8471620222 | 235 | 315380 | 294344.351351714 | 21035.6486482862 | 236 | 315487 | 294347.97994104 | 21139.0200589599 | 237 | 315380 | 294344.351351714 | 21035.6486482862 | 238 | 315793 | 305242.038096865 | 10550.961903135 | 239 | 315380 | 294344.351351714 | 21035.6486482862 | 240 | 315380 | 294344.351351714 | 21035.6486482862 | 241 | 315380 | 294344.351351714 | 21035.6486482862 | 242 | 312887 | 299919.700209514 | 12967.2997904862 | 243 | 315380 | 294344.351351714 | 21035.6486482862 | 244 | 315637 | 306983.009781269 | 8653.99021873123 | 245 | 324385 | 302325.528200193 | 22059.4717998072 | 246 | 315380 | 294344.351351714 | 21035.6486482862 | 247 | 315380 | 294344.351351714 | 21035.6486482862 | 248 | 308989 | 321624.281705054 | -12635.281705054 | 249 | 315380 | 294344.351351714 | 21035.6486482862 | 250 | 315380 | 294344.351351714 | 21035.6486482862 | 251 | 296702 | 310965.624703295 | -14263.6247032946 | 252 | 315380 | 294344.351351714 | 21035.6486482862 | 253 | 307322 | 296451.33835726 | 10870.6616427397 | 254 | 304376 | 364592.817801499 | -60216.8178014995 | 255 | 253588 | 405442.427724175 | -151854.427724175 | 256 | 315380 | 294344.351351714 | 21035.6486482862 | 257 | 309560 | 307680.098093681 | 1879.90190631909 | 258 | 298466 | 342077.008919207 | -43611.0089192071 | 259 | 315380 | 294344.351351714 | 21035.6486482862 | 260 | 315380 | 294344.351351714 | 21035.6486482862 | 261 | 315380 | 294344.351351714 | 21035.6486482862 | 262 | 315380 | 294344.351351714 | 21035.6486482862 | 263 | 343929 | 318231.575537537 | 25697.4244624628 | 264 | 331955 | 312987.328298808 | 18967.6717011925 | 265 | 315380 | 294344.351351714 | 21035.6486482862 | 266 | 315380 | 294344.351351714 | 21035.6486482862 | 267 | 315380 | 294344.351351714 | 21035.6486482862 | 268 | 381180 | 310927.64563948 | 70252.3543605203 | 269 | 315380 | 294344.351351714 | 21035.6486482862 | 270 | 331420 | 341473.949553445 | -10053.9495534455 | 271 | 315380 | 294344.351351714 | 21035.6486482862 | 272 | 315380 | 294344.351351714 | 21035.6486482862 | 273 | 315380 | 294344.351351714 | 21035.6486482862 | 274 | 310201 | 328820.919728931 | -18619.9197289306 | 275 | 315380 | 294344.351351714 | 21035.6486482862 | 276 | 320016 | 316549.313518446 | 3466.68648155419 | 277 | 320398 | 336571.06921858 | -16173.0692185795 | 278 | 315380 | 294344.351351714 | 21035.6486482862 | 279 | 291841 | 350164.700044926 | -58323.7000449265 | 280 | 310670 | 309098.030813472 | 1571.96918652795 | 281 | 315380 | 294344.351351714 | 21035.6486482862 | 282 | 315380 | 294344.351351714 | 21035.6486482862 | 283 | 313491 | 341770.14242778 | -28279.1424277797 | 284 | 315380 | 294344.351351714 | 21035.6486482862 | 285 | 331323 | 311233.588097989 | 20089.4119020112 | 286 | 315380 | 294344.351351714 | 21035.6486482862 | 287 | 319210 | 304526.026730353 | 14683.9732696471 | 288 | 318098 | 299797.278080106 | 18300.7219198935 | 289 | 315380 | 294344.351351714 | 21035.6486482862 | 290 | 292754 | 318283.126575306 | -25529.126575306 | 291 | 315380 | 294344.351351714 | 21035.6486482862 | 292 | 325176 | 316290.919123912 | 8885.08087608834 | 293 | 365959 | 329620.731881916 | 36338.2681180837 | 294 | 315380 | 294344.351351714 | 21035.6486482862 | 295 | 302409 | 312443.057515535 | -10034.0575155353 | 296 | 340968 | 311336.975549485 | 29631.024450515 | 297 | 315380 | 294344.351351714 | 21035.6486482862 | 298 | 315380 | 294344.351351714 | 21035.6486482862 | 299 | 315380 | 294344.351351714 | 21035.6486482862 | 300 | 315380 | 310530.975417413 | 4849.02458258737 | 301 | 313164 | 301596.777376273 | 11567.2226237272 | 302 | 301164 | 296678.537196288 | 4485.46280371183 | 303 | 315380 | 296142.865136791 | 19237.1348632085 | 304 | 315380 | 294344.351351714 | 21035.6486482862 | 305 | 344425 | 320355.901483445 | 24069.0985165552 | 306 | 315394 | 315930.933770843 | -536.933770842722 | 307 | 315380 | 294344.351351714 | 21035.6486482862 | 308 | 316647 | 329025.749670549 | -12378.7496705488 | 309 | 309836 | 325830.222061562 | -15994.2220615624 | 310 | 315380 | 294344.351351714 | 21035.6486482862 | 311 | 315380 | 294344.351351714 | 21035.6486482862 | 312 | 346611 | 352942.702343417 | -6331.70234341705 | 313 | 315380 | 294344.351351714 | 21035.6486482862 | 314 | 322031 | 319634.980134854 | 2396.01986514572 | 315 | 315656 | 308738.692925195 | 6917.30707480472 | 316 | 339445 | 301797.184078859 | 37647.8159211413 | 317 | 314964 | 294402.408780934 | 20561.5912190661 | 318 | 297141 | 331224.06620971 | -34083.0662097104 | 319 | 315372 | 303338.898823613 | 12033.1011763867 | 320 | 315380 | 294344.351351714 | 21035.6486482862 | 321 | 315380 | 294344.351351714 | 21035.6486482862 | 322 | 315380 | 294344.351351714 | 21035.6486482862 | 323 | 315380 | 294344.351351714 | 21035.6486482862 | 324 | 315380 | 294344.351351714 | 21035.6486482862 | 325 | 315380 | 294344.351351714 | 21035.6486482862 | 326 | 312502 | 296183.502327512 | 16318.497672488 | 327 | 315380 | 294344.351351714 | 21035.6486482862 | 328 | 315380 | 294344.351351714 | 21035.6486482862 | 329 | 315380 | 294344.351351714 | 21035.6486482862 | 330 | 315380 | 294344.351351714 | 21035.6486482862 | 331 | 315380 | 294344.351351714 | 21035.6486482862 | 332 | 315380 | 294344.351351714 | 21035.6486482862 | 333 | 315380 | 294344.351351714 | 21035.6486482862 | 334 | 313729 | 301725.193321619 | 12003.8066783809 | 335 | 315388 | 296144.712281824 | 19243.2877181757 | 336 | 315371 | 302149.35508049 | 13221.6449195096 | 337 | 296139 | 332400.405988154 | -36261.4059881537 | 338 | 315380 | 294344.351351714 | 21035.6486482862 | 339 | 313880 | 296190.890907643 | 17689.1090923571 | 340 | 317698 | 312597.338997408 | 5100.66100259228 | 341 | 295580 | 316597.900498615 | -21017.9004986146 | 342 | 315380 | 294344.351351714 | 21035.6486482862 | 343 | 315380 | 294344.351351714 | 21035.6486482862 | 344 | 315380 | 294344.351351714 | 21035.6486482862 | 345 | 308256 | 319116.908577478 | -10860.9085774777 | 346 | 315380 | 294344.351351714 | 21035.6486482862 | 347 | 303677 | 299967.521353814 | 3709.47864618639 | 348 | 315380 | 294344.351351714 | 21035.6486482862 | 349 | 315380 | 294344.351351714 | 21035.6486482862 | 350 | 319369 | 315747.252585637 | 3621.74741436304 | 351 | 318690 | 300336.700587808 | 18353.2994121924 | 352 | 314049 | 307056.602682286 | 6992.39731771411 | 353 | 325699 | 313587.311839423 | 12111.6881605774 | 354 | 314210 | 296392.229716212 | 17817.7702837876 | 355 | 315380 | 294344.351351714 | 21035.6486482862 | 356 | 315380 | 294344.351351714 | 21035.6486482862 | 357 | 322378 | 322507.881934506 | -129.88193450598 | 358 | 315380 | 294344.351351714 | 21035.6486482862 | 359 | 315380 | 294344.351351714 | 21035.6486482862 | 360 | 315380 | 294344.351351714 | 21035.6486482862 | 361 | 315398 | 301540.352188166 | 13857.647811834 | 362 | 315380 | 294344.351351714 | 21035.6486482862 | 363 | 315380 | 294344.351351714 | 21035.6486482862 | 364 | 308336 | 349522.964470968 | -41186.9644709684 | 365 | 316386 | 310910.766055562 | 5475.2339444381 | 366 | 315380 | 294344.351351714 | 21035.6486482862 | 367 | 315380 | 294344.351351714 | 21035.6486482862 | 368 | 315380 | 294344.351351714 | 21035.6486482862 | 369 | 315380 | 294344.351351714 | 21035.6486482862 | 370 | 315553 | 307379.593747861 | 8173.406252139 | 371 | 315380 | 294344.351351714 | 21035.6486482862 | 372 | 323361 | 307849.77061547 | 15511.2293845296 | 373 | 336639 | 307397.991973115 | 29241.0080268847 | 374 | 307424 | 300072.727871273 | 7351.27212872695 | 375 | 315380 | 294344.351351714 | 21035.6486482862 | 376 | 315380 | 294344.351351714 | 21035.6486482862 | 377 | 295370 | 314391.256483772 | -19021.2564837722 | 378 | 322340 | 308174.805928296 | 14165.194071704 | 379 | 319864 | 317069.35917335 | 2794.64082665048 | 380 | 315380 | 294344.351351714 | 21035.6486482862 | 381 | 315380 | 294344.351351714 | 21035.6486482862 | 382 | 317291 | 327992.568180756 | -10701.568180756 | 383 | 280398 | 320822.112450199 | -40424.112450199 | 384 | 315380 | 294344.351351714 | 21035.6486482862 | 385 | 317330 | 316098.779702335 | 1231.220297665 | 386 | 238125 | 353388.203065126 | -115263.203065126 | 387 | 327071 | 299990.475503077 | 27080.5244969225 | 388 | 309038 | 306991.953383208 | 2046.04661679193 | 389 | 314210 | 299877.61760253 | 14332.3823974699 | 390 | 307930 | 309920.56147103 | -1990.56147103041 | 391 | 322327 | 313180.180151148 | 9146.81984885187 | 392 | 292136 | 306040.562658564 | -13904.562658564 | 393 | 263276 | 310024.416352035 | -46748.4163520352 | 394 | 367655 | 306531.343497492 | 61123.6565025075 | 395 | 283910 | 317757.547282198 | -33847.5472821976 | 396 | 283587 | 309899.790494829 | -26312.7904948294 | 397 | 243650 | 354226.253575458 | -110576.253575458 | 398 | 438493 | 738126.84457507 | -299633.84457507 | 399 | 296261 | 308015.354642759 | -11754.3546427589 | 400 | 230621 | 374804.04231212 | -144183.04231212 | 401 | 304252 | 301769.422071028 | 2482.57792897185 | 402 | 333505 | 310344.28938553 | 23160.7106144698 | 403 | 296919 | 306364.397556382 | -9445.39755638155 | 404 | 278990 | 335934.477439161 | -56944.477439161 | 405 | 276898 | 308144.142219539 | -31246.1422195389 | 406 | 327007 | 316699.6197852 | 10307.3802148002 | 407 | 317046 | 315479.080848253 | 1566.91915174728 | 408 | 304555 | 318110.722381144 | -13555.7223811435 | 409 | 298096 | 311455.132636909 | -13359.1326369092 | 410 | 231861 | 301128.618737412 | -69267.6187374115 | 411 | 309422 | 401663.492849342 | -92241.4928493418 | 412 | 286963 | 350691.447680716 | -63728.447680716 | 413 | 269753 | 324007.464569346 | -54254.4645693462 | 414 | 448243 | 361381.618959441 | 86861.3810405588 | 415 | 165404 | 318305.248547173 | -152901.248547173 | 416 | 204325 | 299755.574485155 | -95430.5744851549 | 417 | 407159 | 344077.610311843 | 63081.389688157 | 418 | 290476 | 333119.55488632 | -42643.5548863198 | 419 | 275311 | 340814.115681807 | -65503.1156818067 | 420 | 246541 | 297363.828003437 | -50822.8280034374 | 421 | 253468 | 298014.023054964 | -44546.0230549644 | 422 | 240897 | 439507.782858426 | -198610.782858426 | 423 | -83265 | 463310.013761184 | -546575.013761184 | 424 | -42143 | 346442.344267808 | -388585.344267808 | 425 | 272713 | 335909.65490704 | -63196.6549070396 | 426 | 215362 | 464853.981310431 | -249491.981310431 | 427 | 42754 | 342127.246386618 | -299373.246386618 | 428 | 306275 | 1083357.97043348 | -777082.970433484 | 429 | 253537 | 378408.458529022 | -124871.458529022 | 430 | 372631 | 519702.838269188 | -147071.838269188 | 431 | -7170 | 492197.176350278 | -499367.176350278 |
Goldfeld-Quandt test for Heteroskedasticity | p-values | Alternative Hypothesis | breakpoint index | greater | 2-sided | less | 7 | 1 | 2.98613015237419e-79 | 1.49306507618709e-79 | 8 | 1 | 4.46219785064409e-85 | 2.23109892532204e-85 | 9 | 1 | 2.29186440249699e-87 | 1.14593220124849e-87 | 10 | 1 | 4.578807471886e-95 | 2.289403735943e-95 | 11 | 1 | 6.76746192740253e-98 | 3.38373096370127e-98 | 12 | 1 | 6.08099821375051e-102 | 3.04049910687525e-102 | 13 | 1 | 1.31687717702996e-121 | 6.58438588514981e-122 | 14 | 1 | 3.78901808439207e-128 | 1.89450904219604e-128 | 15 | 1 | 7.18916994813094e-133 | 3.59458497406547e-133 | 16 | 1 | 3.31073832098131e-141 | 1.65536916049066e-141 | 17 | 1 | 2.98459101831887e-142 | 1.49229550915943e-142 | 18 | 1 | 1.79319606644359e-146 | 8.96598033221794e-147 | 19 | 1 | 7.62246363795378e-151 | 3.81123181897689e-151 | 20 | 1 | 9.85184491203429e-156 | 4.92592245601714e-156 | 21 | 1 | 1.26940046774883e-159 | 6.34700233874415e-160 | 22 | 1 | 1.8212852551907e-160 | 9.1064262759535e-161 | 23 | 1 | 4.13492280245707e-162 | 2.06746140122853e-162 | 24 | 1 | 1.19054024764627e-166 | 5.95270123823135e-167 | 25 | 1 | 1.70251540057217e-166 | 8.51257700286087e-167 | 26 | 1 | 9.28810573112206e-167 | 4.64405286556103e-167 | 27 | 1 | 2.13465848503065e-169 | 1.06732924251532e-169 | 28 | 1 | 9.22793692991852e-170 | 4.61396846495926e-170 | 29 | 1 | 1.96041947538869e-175 | 9.80209737694347e-176 | 30 | 1 | 3.9712793812414e-175 | 1.9856396906207e-175 | 31 | 1 | 9.37104542767694e-179 | 4.68552271383847e-179 | 32 | 1 | 8.59313164616528e-180 | 4.29656582308264e-180 | 33 | 1 | 7.19615807006254e-186 | 3.59807903503127e-186 | 34 | 1 | 6.57117307428559e-188 | 3.28558653714279e-188 | 35 | 1 | 7.83495494288302e-192 | 3.91747747144151e-192 | 36 | 1 | 1.20701293403366e-192 | 6.03506467016828e-193 | 37 | 1 | 8.50688828922994e-197 | 4.25344414461497e-197 | 38 | 1 | 2.86872916058889e-202 | 1.43436458029444e-202 | 39 | 1 | 3.40450253121484e-203 | 1.70225126560742e-203 | 40 | 1 | 3.05806034247551e-205 | 1.52903017123775e-205 | 41 | 1 | 1.19844024259238e-206 | 5.99220121296192e-207 | 42 | 1 | 2.79855185182609e-206 | 1.39927592591304e-206 | 43 | 1 | 1.77251177147585e-206 | 8.86255885737923e-207 | 44 | 1 | 9.9709324585187e-206 | 4.98546622925935e-206 | 45 | 1 | 4.4375587901118e-205 | 2.2187793950559e-205 | 46 | 1 | 2.26988887313231e-204 | 1.13494443656616e-204 | 47 | 1 | 1.41704760095059e-203 | 7.08523800475297e-204 | 48 | 1 | 5.10952390858331e-203 | 2.55476195429165e-203 | 49 | 1 | 2.43219509694149e-203 | 1.21609754847074e-203 | 50 | 1 | 1.4356546212534e-203 | 7.17827310626701e-204 | 51 | 1 | 2.86520073692716e-204 | 1.43260036846358e-204 | 52 | 1 | 2.18561770294818e-204 | 1.09280885147409e-204 | 53 | 1 | 3.43596492638933e-205 | 1.71798246319466e-205 | 54 | 1 | 3.15328620200026e-206 | 1.57664310100013e-206 | 55 | 1 | 1.20047449453104e-206 | 6.00237247265522e-207 | 56 | 1 | 7.31986706030486e-206 | 3.65993353015243e-206 | 57 | 1 | 3.91868066576398e-215 | 1.95934033288199e-215 | 58 | 1 | 5.92991255105934e-216 | 2.96495627552967e-216 | 59 | 1 | 6.40092721971561e-215 | 3.20046360985781e-215 | 60 | 1 | 6.8922349335604e-215 | 3.4461174667802e-215 | 61 | 1 | 1.34301361589333e-217 | 6.71506807946666e-218 | 62 | 1 | 3.18810942756466e-219 | 1.59405471378233e-219 | 63 | 1 | 1.92785420772223e-219 | 9.63927103861113e-220 | 64 | 1 | 4.64855907672846e-219 | 2.32427953836423e-219 | 65 | 1 | 4.0663862180117e-218 | 2.03319310900585e-218 | 66 | 1 | 6.23174655874828e-219 | 3.11587327937414e-219 | 67 | 1 | 4.01124105194519e-218 | 2.0056205259726e-218 | 68 | 1 | 1.50745464228371e-217 | 7.53727321141857e-218 | 69 | 1 | 1.52351754952175e-216 | 7.61758774760873e-217 | 70 | 1 | 2.78738749904954e-216 | 1.39369374952477e-216 | 71 | 1 | 2.05124076643104e-216 | 1.02562038321552e-216 | 72 | 1 | 2.16333686751629e-216 | 1.08166843375815e-216 | 73 | 1 | 2.37878085367177e-215 | 1.18939042683589e-215 | 74 | 1 | 2.68015194255667e-214 | 1.34007597127834e-214 | 75 | 1 | 7.5388496424197e-214 | 3.76942482120985e-214 | 76 | 1 | 4.115888151452e-213 | 2.057944075726e-213 | 77 | 1 | 3.02676955407135e-212 | 1.51338477703568e-212 | 78 | 1 | 1.01661275256637e-211 | 5.08306376283184e-212 | 79 | 1 | 9.38085670685818e-211 | 4.69042835342909e-211 | 80 | 1 | 9.21853020589833e-210 | 4.60926510294917e-210 | 81 | 1 | 8.39737897924716e-209 | 4.19868948962358e-209 | 82 | 1 | 3.48847245543941e-209 | 1.74423622771971e-209 | 83 | 1 | 3.30791248640522e-208 | 1.65395624320261e-208 | 84 | 1 | 3.492357969441e-207 | 1.7461789847205e-207 | 85 | 1 | 1.79020472820308e-206 | 8.9510236410154e-207 | 86 | 1 | 6.220206900108e-206 | 3.110103450054e-206 | 87 | 1 | 3.02623668114672e-206 | 1.51311834057336e-206 | 88 | 1 | 2.35619993990309e-205 | 1.17809996995155e-205 | 89 | 1 | 2.36908319931694e-204 | 1.18454159965847e-204 | 90 | 1 | 8.47937210205245e-204 | 4.23968605102622e-204 | 91 | 1 | 1.88332966238309e-203 | 9.41664831191543e-204 | 92 | 1 | 4.6129103647831e-203 | 2.30645518239155e-203 | 93 | 1 | 1.30554358466939e-203 | 6.52771792334696e-204 | 94 | 1 | 2.31325474568787e-204 | 1.15662737284394e-204 | 95 | 1 | 1.44225031447618e-203 | 7.21125157238091e-204 | 96 | 1 | 2.05089692368169e-203 | 1.02544846184084e-203 | 97 | 1 | 1.03131009071153e-203 | 5.15655045355767e-204 | 98 | 1 | 9.24037508871196e-203 | 4.62018754435598e-203 | 99 | 1 | 2.98834177976409e-203 | 1.49417088988204e-203 | 100 | 1 | 2.81607182055917e-202 | 1.40803591027959e-202 | 101 | 1 | 2.8793936974029e-201 | 1.43969684870145e-201 | 102 | 1 | 7.6686900347865e-201 | 3.83434501739325e-201 | 103 | 1 | 7.10600279596297e-200 | 3.55300139798148e-200 | 104 | 1 | 7.31714972646525e-199 | 3.65857486323263e-199 | 105 | 1 | 2.70530989314223e-198 | 1.35265494657111e-198 | 106 | 1 | 1.49645858555098e-197 | 7.48229292775488e-198 | 107 | 1 | 1.00730520143334e-199 | 5.03652600716671e-200 | 108 | 1 | 2.70360365035165e-204 | 1.35180182517583e-204 | 109 | 1 | 7.18805402536384e-204 | 3.59402701268192e-204 | 110 | 1 | 4.47957976255336e-203 | 2.23978988127668e-203 | 111 | 1 | 3.4912336664293e-203 | 1.74561683321465e-203 | 112 | 1 | 5.85201289588701e-204 | 2.92600644794351e-204 | 113 | 1 | 4.22270670246412e-203 | 2.11135335123206e-203 | 114 | 1 | 4.38456176905953e-202 | 2.19228088452977e-202 | 115 | 1 | 5.95298151387433e-202 | 2.97649075693716e-202 | 116 | 1 | 4.60302101078452e-201 | 2.30151050539226e-201 | 117 | 1 | 4.3123427456988e-200 | 2.1561713728494e-200 | 118 | 1 | 3.03150681616447e-202 | 1.51575340808224e-202 | 119 | 1 | 8.59723619211326e-202 | 4.29861809605663e-202 | 120 | 1 | 9.17452617721249e-201 | 4.58726308860624e-201 | 121 | 1 | 5.88596286875592e-203 | 2.94298143437796e-203 | 122 | 1 | 4.86389430811843e-202 | 2.43194715405922e-202 | 123 | 1 | 4.33053048453809e-201 | 2.16526524226904e-201 | 124 | 1 | 9.14571099135266e-205 | 4.57285549567633e-205 | 125 | 1 | 1.13646801125047e-204 | 5.68234005625236e-205 | 126 | 1 | 5.55198783101717e-204 | 2.77599391550858e-204 | 127 | 1 | 6.11538614113714e-203 | 3.05769307056857e-203 | 128 | 1 | 6.71120323495461e-202 | 3.35560161747731e-202 | 129 | 1 | 7.35071849538284e-201 | 3.67535924769142e-201 | 130 | 1 | 7.96128067394728e-200 | 3.98064033697364e-200 | 131 | 1 | 8.58281392442547e-199 | 4.29140696221273e-199 | 132 | 1 | 1.69552400223302e-198 | 8.47762001116508e-199 | 133 | 1 | 1.81717516883026e-197 | 9.08587584415129e-198 | 134 | 1 | 1.87035854921329e-196 | 9.35179274606646e-197 | 135 | 1 | 1.94668492704843e-195 | 9.73342463524213e-196 | 136 | 1 | 2.04566191727975e-194 | 1.02283095863987e-194 | 137 | 1 | 2.15483288390736e-193 | 1.07741644195368e-193 | 138 | 1 | 2.2500687472239e-192 | 1.12503437361195e-192 | 139 | 1 | 2.14801778848605e-191 | 1.07400889424303e-191 | 140 | 1 | 2.21780587166403e-190 | 1.10890293583202e-190 | 141 | 1 | 2.13270294321306e-189 | 1.06635147160653e-189 | 142 | 1 | 2.17941028464444e-188 | 1.08970514232222e-188 | 143 | 1 | 2.22220598322058e-187 | 1.11110299161029e-187 | 144 | 1 | 2.25243713373112e-186 | 1.12621856686556e-186 | 145 | 1 | 2.0831005196277e-185 | 1.04155025981385e-185 | 146 | 1 | 2.09492106285262e-184 | 1.04746053142631e-184 | 147 | 1 | 2.08562991272063e-183 | 1.04281495636031e-183 | 148 | 1 | 2.06755101827365e-182 | 1.03377550913682e-182 | 149 | 1 | 1.89409865999481e-181 | 9.47049329997403e-182 | 150 | 1 | 1.85606702759523e-180 | 9.28033513797615e-181 | 151 | 1 | 1.67825168879583e-179 | 8.39125844397913e-180 | 152 | 1 | 1.56785599068418e-178 | 7.83927995342088e-179 | 153 | 1 | 1.51676773378671e-177 | 7.58383866893355e-178 | 154 | 1 | 1.40845951575264e-176 | 7.04229757876321e-177 | 155 | 1 | 1.34827435925471e-175 | 6.74137179627356e-176 | 156 | 1 | 1.28239740502748e-174 | 6.41198702513742e-175 | 157 | 1 | 1.21363998557098e-173 | 6.06819992785492e-174 | 158 | 1 | 1.14373475624989e-172 | 5.71867378124947e-173 | 159 | 1 | 8.50568386725057e-172 | 4.25284193362528e-172 | 160 | 1 | 7.93677172678986e-171 | 3.96838586339493e-171 | 161 | 1 | 7.36917893918571e-170 | 3.68458946959285e-170 | 162 | 1 | 6.80830762786786e-169 | 3.40415381393393e-169 | 163 | 1 | 6.25904859636898e-168 | 3.12952429818449e-168 | 164 | 1 | 5.74000201014067e-167 | 2.87000100507034e-167 | 165 | 1 | 4.83561496131508e-166 | 2.41780748065754e-166 | 166 | 1 | 4.38378082904566e-165 | 2.19189041452283e-165 | 167 | 1 | 3.95170549365819e-164 | 1.97585274682909e-164 | 168 | 1 | 7.00532106591733e-164 | 3.50266053295866e-164 | 169 | 1 | 9.19403603799342e-164 | 4.59701801899671e-164 | 170 | 1 | 8.28180684079191e-163 | 4.14090342039596e-163 | 171 | 1 | 7.423850619735e-162 | 3.7119253098675e-162 | 172 | 1 | 6.62116487464311e-161 | 3.31058243732156e-161 | 173 | 1 | 5.87776174471526e-160 | 2.93888087235763e-160 | 174 | 1 | 5.17126966172769e-159 | 2.58563483086384e-159 | 175 | 1 | 4.54625512191347e-158 | 2.27312756095674e-158 | 176 | 1 | 3.98937268269649e-157 | 1.99468634134825e-157 | 177 | 1 | 1.2589680036098e-156 | 6.294840018049e-157 | 178 | 1 | 1.09183240995438e-155 | 5.45916204977189e-156 | 179 | 1 | 9.45179851085553e-155 | 4.72589925542776e-155 | 180 | 1 | 8.14310029785181e-154 | 4.07155014892591e-154 | 181 | 1 | 2.97176393637394e-153 | 1.48588196818697e-153 | 182 | 1 | 2.24494923296882e-152 | 1.12247461648441e-152 | 183 | 1 | 1.32888577260206e-151 | 6.64442886301031e-152 | 184 | 1 | 1.03510623232385e-150 | 5.17553116161925e-151 | 185 | 1 | 8.77278063499438e-150 | 4.38639031749719e-150 | 186 | 1 | 6.05244136492109e-149 | 3.02622068246054e-149 | 187 | 1 | 1.16018988386105e-148 | 5.80094941930526e-149 | 188 | 1 | 9.7724036559527e-148 | 4.88620182797635e-148 | 189 | 1 | 7.3143363770596e-147 | 3.6571681885298e-147 | 190 | 1 | 6.08725355276855e-146 | 3.04362677638427e-146 | 191 | 1 | 4.98631534884565e-145 | 2.49315767442282e-145 | 192 | 1 | 4.11076018267009e-144 | 2.05538009133505e-144 | 193 | 1 | 3.38218995063755e-143 | 1.69109497531878e-143 | 194 | 1 | 2.76200683666061e-142 | 1.3810034183303e-142 | 195 | 1 | 2.2483975882751e-141 | 1.12419879413755e-141 | 196 | 1 | 1.81886400676454e-140 | 9.0943200338227e-141 | 197 | 1 | 1.35391241615145e-141 | 6.76956208075724e-142 | 198 | 1 | 1.10829473037946e-140 | 5.54147365189731e-141 | 199 | 1 | 9.02982452276362e-140 | 4.51491226138181e-140 | 200 | 1 | 4.23392294426351e-139 | 2.11696147213176e-139 | 201 | 1 | 3.42568482919154e-138 | 1.71284241459577e-138 | 202 | 1 | 2.75877044631004e-137 | 1.37938522315502e-137 | 203 | 1 | 2.21130262023493e-136 | 1.10565131011746e-136 | 204 | 1 | 1.6665278729799e-135 | 8.3326393648995e-136 | 205 | 1 | 1.23278087513308e-134 | 6.16390437566539e-135 | 206 | 1 | 9.76528261224279e-134 | 4.88264130612139e-134 | 207 | 1 | 7.64454510465182e-133 | 3.82227255232591e-133 | 208 | 1 | 5.98874727955324e-132 | 2.99437363977662e-132 | 209 | 1 | 2.96189289883732e-131 | 1.48094644941866e-131 | 210 | 1 | 2.30344225066156e-130 | 1.15172112533078e-130 | 211 | 1 | 1.78303136447891e-129 | 8.91515682239455e-130 | 212 | 1 | 1.37375765779905e-128 | 6.86878828899527e-129 | 213 | 1 | 9.78153091022305e-128 | 4.89076545511153e-128 | 214 | 1 | 6.73714260389622e-127 | 3.36857130194811e-127 | 215 | 1 | 5.13462476125999e-126 | 2.56731238063e-126 | 216 | 1 | 3.88934013108887e-125 | 1.94467006554444e-125 | 217 | 1 | 2.93448190855603e-124 | 1.46724095427802e-124 | 218 | 1 | 2.15864024376382e-123 | 1.07932012188191e-123 | 219 | 1 | 1.61237253152373e-122 | 8.06186265761863e-123 | 220 | 1 | 8.93443997746834e-122 | 4.46721998873417e-122 | 221 | 1 | 6.35899934409506e-121 | 3.17949967204753e-121 | 222 | 1 | 4.68647258353567e-120 | 2.34323629176784e-120 | 223 | 1 | 3.43949610300001e-119 | 1.71974805150001e-119 | 224 | 1 | 2.51090593409459e-118 | 1.25545296704729e-118 | 225 | 1 | 1.82494320221142e-117 | 9.1247160110571e-118 | 226 | 1 | 1.31729910771077e-116 | 6.58649553855384e-117 | 227 | 1 | 9.49215242893964e-116 | 4.74607621446982e-116 | 228 | 1 | 6.80089465309156e-115 | 3.40044732654578e-115 | 229 | 1 | 4.85453266975901e-114 | 2.4272663348795e-114 | 230 | 1 | 3.44558855531186e-113 | 1.72279427765593e-113 | 231 | 1 | 2.3561104944204e-112 | 1.1780552472102e-112 | 232 | 1 | 1.51852697612664e-111 | 7.59263488063322e-112 | 233 | 1 | 1.06330611469277e-110 | 5.31653057346383e-111 | 234 | 1 | 7.2798841634246e-110 | 3.6399420817123e-110 | 235 | 1 | 5.05010685527282e-109 | 2.52505342763641e-109 | 236 | 1 | 3.48645605066935e-108 | 1.74322802533467e-108 | 237 | 1 | 2.39584460275439e-107 | 1.1979223013772e-107 | 238 | 1 | 1.64132954871749e-106 | 8.20664774358743e-107 | 239 | 1 | 1.11725377914572e-105 | 5.58626889572862e-106 | 240 | 1 | 7.56918673332762e-105 | 3.78459336666381e-105 | 241 | 1 | 5.10370396936587e-104 | 2.55185198468293e-104 | 242 | 1 | 3.42937267885461e-103 | 1.71468633942731e-103 | 243 | 1 | 2.29042705546292e-102 | 1.14521352773146e-102 | 244 | 1 | 1.52464269012906e-101 | 7.62321345064528e-102 | 245 | 1 | 4.33000736465741e-101 | 2.16500368232871e-101 | 246 | 1 | 2.86414797106236e-100 | 1.43207398553118e-100 | 247 | 1 | 1.88549096272614e-99 | 9.42745481363072e-100 | 248 | 1 | 1.21556656324822e-98 | 6.07783281624111e-99 | 249 | 1 | 7.92657222444997e-98 | 3.96328611222498e-98 | 250 | 1 | 5.14404716638018e-97 | 2.57202358319009e-97 | 251 | 1 | 3.12145151820638e-96 | 1.56072575910319e-96 | 252 | 1 | 2.00708948211819e-95 | 1.0035447410591e-95 | 253 | 1 | 1.28268659611257e-94 | 6.41343298056287e-95 | 254 | 1 | 7.70156835914458e-94 | 3.85078417957229e-94 | 255 | 1 | 2.86203993624104e-93 | 1.43101996812052e-93 | 256 | 1 | 1.81129261577648e-92 | 9.05646307888238e-93 | 257 | 1 | 1.1428122403599e-91 | 5.71406120179951e-92 | 258 | 1 | 6.50617340181991e-91 | 3.25308670090995e-91 | 259 | 1 | 4.06012934942623e-90 | 2.03006467471312e-90 | 260 | 1 | 2.52133597845421e-89 | 1.2606679892271e-89 | 261 | 1 | 1.55809400187596e-88 | 7.7904700093798e-89 | 262 | 1 | 9.5812909773598e-88 | 4.7906454886799e-88 | 263 | 1 | 4.93764947803424e-87 | 2.46882473901712e-87 | 264 | 1 | 2.77175260185076e-86 | 1.38587630092538e-86 | 265 | 1 | 1.68187349701167e-85 | 8.40936748505836e-86 | 266 | 1 | 1.01549959652503e-84 | 5.07749798262513e-85 | 267 | 1 | 6.10110524118664e-84 | 3.05055262059332e-84 | 268 | 1 | 1.41601380206643e-83 | 7.08006901033216e-84 | 269 | 1 | 8.47302061472473e-83 | 4.23651030736237e-83 | 270 | 1 | 4.97092512168634e-82 | 2.48546256084317e-82 | 271 | 1 | 2.94493570869307e-81 | 1.47246785434653e-81 | 272 | 1 | 1.7359139165414e-80 | 8.679569582707e-81 | 273 | 1 | 1.01809504143593e-79 | 5.09047520717966e-80 | 274 | 1 | 5.84167621001354e-79 | 2.92083810500677e-79 | 275 | 1 | 3.39203145099059e-78 | 1.69601572549529e-78 | 276 | 1 | 1.9439501744957e-77 | 9.7197508724785e-78 | 277 | 1 | 1.11552487377097e-76 | 5.57762436885484e-77 | 278 | 1 | 6.37900399328899e-76 | 3.1895019966445e-76 | 279 | 1 | 3.53691493541225e-75 | 1.76845746770613e-75 | 280 | 1 | 2.00361332077298e-74 | 1.00180666038649e-74 | 281 | 1 | 1.12839312891703e-73 | 5.64196564458515e-74 | 282 | 1 | 6.3220209445073e-73 | 3.16101047225365e-73 | 283 | 1 | 3.48787308008095e-72 | 1.74393654004048e-72 | 284 | 1 | 1.93406799043158e-71 | 9.6703399521579e-72 | 285 | 1 | 9.84502969952775e-71 | 4.92251484976388e-71 | 286 | 1 | 5.40482574501824e-70 | 2.70241287250912e-70 | 287 | 1 | 2.80766282735189e-69 | 1.40383141367594e-69 | 288 | 1 | 1.52240169539259e-68 | 7.61200847696295e-69 | 289 | 1 | 8.22848402098832e-68 | 4.11424201049416e-68 | 290 | 1 | 4.08643813657966e-67 | 2.04321906828983e-67 | 291 | 1 | 2.18683889323423e-66 | 1.09341944661711e-66 | 292 | 1 | 1.14587748148419e-65 | 5.72938740742096e-66 | 293 | 1 | 3.6698790170772e-65 | 1.8349395085386e-65 | 294 | 1 | 1.93958273372274e-64 | 9.69791366861368e-65 | 295 | 1 | 9.88710015495122e-64 | 4.94355007747561e-64 | 296 | 1 | 4.32224895621098e-63 | 2.16112447810549e-63 | 297 | 1 | 2.25080713096259e-62 | 1.1254035654813e-62 | 298 | 1 | 1.16567185377717e-61 | 5.82835926888584e-62 | 299 | 1 | 6.00362425719881e-61 | 3.0018121285994e-61 | 300 | 1 | 3.08162381877058e-60 | 1.54081190938529e-60 | 301 | 1 | 1.5729789286286e-59 | 7.86489464314302e-60 | 302 | 1 | 7.94867324372158e-59 | 3.97433662186079e-59 | 303 | 1 | 4.00611041770895e-58 | 2.00305520885448e-58 | 304 | 1 | 2.00653169187699e-57 | 1.0032658459385e-57 | 305 | 1 | 8.37655351658567e-57 | 4.18827675829283e-57 | 306 | 1 | 4.16046255166189e-56 | 2.08023127583095e-56 | 307 | 1 | 2.0511379310624e-55 | 1.0255689655312e-55 | 308 | 1 | 1.0071326674384e-54 | 5.035663337192e-55 | 309 | 1 | 4.91133890766721e-54 | 2.4556694538336e-54 | 310 | 1 | 2.3797010459578e-53 | 1.1898505229789e-53 | 311 | 1 | 1.14631194417406e-52 | 5.73155972087032e-53 | 312 | 1 | 4.92152224952881e-52 | 2.46076112476441e-52 | 313 | 1 | 2.34487013092997e-51 | 1.17243506546498e-51 | 314 | 1 | 1.1094732349693e-50 | 5.54736617484652e-51 | 315 | 1 | 5.23716407322469e-50 | 2.61858203661235e-50 | 316 | 1 | 2.17132809235311e-49 | 1.08566404617655e-49 | 317 | 1 | 1.01058059858487e-48 | 5.05290299292436e-49 | 318 | 1 | 4.50793920352999e-48 | 2.25396960176499e-48 | 319 | 1 | 2.07915689354919e-47 | 1.0395784467746e-47 | 320 | 1 | 9.50877216215563e-47 | 4.75438608107782e-47 | 321 | 1 | 4.32186281069318e-46 | 2.16093140534659e-46 | 322 | 1 | 1.95213629124555e-45 | 9.76068145622777e-46 | 323 | 1 | 8.76243509328122e-45 | 4.38121754664061e-45 | 324 | 1 | 3.90838673881082e-44 | 1.95419336940541e-44 | 325 | 1 | 1.73224937919573e-43 | 8.66124689597864e-44 | 326 | 1 | 7.64682240650236e-43 | 3.82341120325118e-43 | 327 | 1 | 3.34599795528286e-42 | 1.67299897764143e-42 | 328 | 1 | 1.45463677935818e-41 | 7.27318389679091e-42 | 329 | 1 | 6.28272627259898e-41 | 3.14136313629949e-41 | 330 | 1 | 2.69579212399022e-40 | 1.34789606199511e-40 | 331 | 1 | 1.14907635971128e-39 | 5.7453817985564e-40 | 332 | 1 | 4.86535653182576e-39 | 2.43267826591288e-39 | 333 | 1 | 2.04626705568208e-38 | 1.02313352784104e-38 | 334 | 1 | 8.56353769968355e-38 | 4.28176884984178e-38 | 335 | 1 | 3.55508129263268e-37 | 1.77754064631634e-37 | 336 | 1 | 1.45338003972022e-36 | 7.2669001986011e-37 | 337 | 1 | 5.91503776286928e-36 | 2.95751888143464e-36 | 338 | 1 | 2.4042531875258e-35 | 1.2021265937629e-35 | 339 | 1 | 9.71874881606999e-35 | 4.85937440803499e-35 | 340 | 1 | 3.8955868261837e-34 | 1.94779341309185e-34 | 341 | 1 | 1.5189981457786e-33 | 7.59499072889302e-34 | 342 | 1 | 6.0039390839109e-33 | 3.00196954195545e-33 | 343 | 1 | 2.35588921647725e-32 | 1.17794460823862e-32 | 344 | 1 | 9.17666911419614e-32 | 4.58833455709807e-32 | 345 | 1 | 3.5491107420429e-31 | 1.77455537102145e-31 | 346 | 1 | 1.36204774850961e-30 | 6.81023874254804e-31 | 347 | 1 | 5.18914772068739e-30 | 2.5945738603437e-30 | 348 | 1 | 1.96185516242451e-29 | 9.80927581212255e-30 | 349 | 1 | 7.36037089905658e-29 | 3.68018544952829e-29 | 350 | 1 | 2.38086287542383e-28 | 1.19043143771192e-28 | 351 | 1 | 8.65957329760512e-28 | 4.32978664880256e-28 | 352 | 1 | 3.18887026679165e-27 | 1.59443513339583e-27 | 353 | 1 | 1.10343021868943e-26 | 5.51715109344715e-27 | 354 | 1 | 3.98105954983103e-26 | 1.99052977491551e-26 | 355 | 1 | 1.42682868537299e-25 | 7.13414342686496e-26 | 356 | 1 | 5.07171587240167e-25 | 2.53585793620083e-25 | 357 | 1 | 1.74862076422814e-24 | 8.7431038211407e-25 | 358 | 1 | 6.11289362014414e-24 | 3.05644681007207e-24 | 359 | 1 | 2.1187704370908e-23 | 1.0593852185454e-23 | 360 | 1 | 7.28052869377565e-23 | 3.64026434688782e-23 | 361 | 1 | 2.48593803121566e-22 | 1.24296901560783e-22 | 362 | 1 | 8.39315529327707e-22 | 4.19657764663853e-22 | 363 | 1 | 2.80842098475787e-21 | 1.40421049237894e-21 | 364 | 1 | 8.99104457081431e-21 | 4.49552228540716e-21 | 365 | 1 | 2.95485117686356e-20 | 1.47742558843178e-20 | 366 | 1 | 9.62264100235222e-20 | 4.81132050117611e-20 | 367 | 1 | 3.1041786474953e-19 | 1.55208932374765e-19 | 368 | 1 | 9.9182630603486e-19 | 4.9591315301743e-19 | 369 | 1 | 3.13835186539922e-18 | 1.56917593269961e-18 | 370 | 1 | 9.81785203804864e-18 | 4.90892601902432e-18 | 371 | 1 | 3.04549419505377e-17 | 1.52274709752689e-17 | 372 | 1 | 9.05195570830063e-17 | 4.52597785415032e-17 | 373 | 1 | 2.57016327578787e-16 | 1.28508163789393e-16 | 374 | 1 | 7.79056854240065e-16 | 3.89528427120032e-16 | 375 | 0.999999999999999 | 2.31996304940519e-15 | 1.15998152470259e-15 | 376 | 0.999999999999997 | 6.83400778559106e-15 | 3.41700389279553e-15 | 377 | 0.99999999999999 | 1.99578719117789e-14 | 9.97893595588943e-15 | 378 | 0.999999999999972 | 5.5345875180316e-14 | 2.7672937590158e-14 | 379 | 0.999999999999934 | 1.31000709641924e-13 | 6.55003548209618e-14 | 380 | 0.999999999999815 | 3.70363807571378e-13 | 1.85181903785689e-13 | 381 | 0.999999999999483 | 1.03468802990403e-12 | 5.17344014952015e-13 | 382 | 0.99999999999858 | 2.84200196306602e-12 | 1.42100098153301e-12 | 383 | 0.999999999996128 | 7.74482152203135e-12 | 3.87241076101567e-12 | 384 | 0.999999999989554 | 2.08921847331904e-11 | 1.04460923665952e-11 | 385 | 0.999999999972043 | 5.59131669874928e-11 | 2.79565834937464e-11 | 386 | 0.99999999992978 | 1.40440813807979e-10 | 7.02204069039895e-11 | 387 | 0.999999999822458 | 3.55083060607574e-10 | 1.77541530303787e-10 | 388 | 0.999999999552497 | 8.95006879842439e-10 | 4.47503439921219e-10 | 389 | 0.99999999886407 | 2.27185877354556e-09 | 1.13592938677278e-09 | 390 | 0.99999999716051 | 5.67897831347255e-09 | 2.83948915673627e-09 | 391 | 0.99999999314964 | 1.37007218059716e-08 | 6.85036090298582e-09 | 392 | 0.999999983082191 | 3.3835617566703e-08 | 1.69178087833515e-08 | 393 | 0.999999959830101 | 8.03397975955706e-08 | 4.01698987977853e-08 | 394 | 0.999999927578292 | 1.44843415266787e-07 | 7.24217076333936e-08 | 395 | 0.99999984575289 | 3.08494221962242e-07 | 1.54247110981121e-07 | 396 | 0.99999963617048 | 7.27659038458278e-07 | 3.63829519229139e-07 | 397 | 0.99999918584527 | 1.62830946193943e-06 | 8.14154730969715e-07 | 398 | 0.999998242883803 | 3.51423239397955e-06 | 1.75711619698977e-06 | 399 | 0.999996064704372 | 7.8705912557163e-06 | 3.93529562785815e-06 | 400 | 0.999991938880733 | 1.61222385343591e-05 | 8.06111926717955e-06 | 401 | 0.99998304887118 | 3.39022576397904e-05 | 1.69511288198952e-05 | 402 | 0.999967052110914 | 6.58957781723284e-05 | 3.29478890861642e-05 | 403 | 0.9999313422246 | 0.00013731555079929 | 6.86577753996451e-05 | 404 | 0.999858456671247 | 0.000283086657506824 | 0.000141543328753412 | 405 | 0.999713162170234 | 0.000573675659532145 | 0.000286837829766072 | 406 | 0.999481036320696 | 0.00103792735860775 | 0.000518963679303873 | 407 | 0.999034052413013 | 0.00193189517397374 | 0.00096594758698687 | 408 | 0.998222591518655 | 0.00355481696268988 | 0.00177740848134494 | 409 | 0.996741824387052 | 0.00651635122589612 | 0.00325817561294806 | 410 | 0.994125721533255 | 0.011748556933491 | 0.00587427846674549 | 411 | 0.98961062823451 | 0.020778743530978 | 0.010389371765489 | 412 | 0.986793695357514 | 0.0264126092849714 | 0.0132063046424857 | 413 | 0.977249693750022 | 0.0455006124999551 | 0.0227503062499775 | 414 | 0.982913038115741 | 0.0341739237685173 | 0.0170869618842586 | 415 | 0.97153033273723 | 0.0569393345255418 | 0.0284696672627709 | 416 | 0.952003292399666 | 0.0959934152006673 | 0.0479967076003336 | 417 | 0.95636260023076 | 0.08727479953848 | 0.04363739976924 | 418 | 0.929047016060011 | 0.141905967879977 | 0.0709529839399886 | 419 | 0.886433390942298 | 0.227133218115403 | 0.113566609057702 | 420 | 0.82410955860119 | 0.351780882797622 | 0.175890441398811 | 421 | 0.757457363062094 | 0.485085273875811 | 0.242542636937906 | 422 | 0.63927110368213 | 0.721457792635741 | 0.360728896317871 | 423 | 0.693912591689618 | 0.612174816620765 | 0.306087408310382 | 424 | 0.63629863073558 | 0.727402738528839 | 0.363701369264419 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | Description | # significant tests | % significant tests | OK/NOK | 1% type I error level | 403 | 0.964114832535885 | NOK | 5% type I error level | 408 | 0.976076555023923 | NOK | 10% type I error level | 411 | 0.983253588516746 | NOK |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/104l0c1292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/104l0c1292955502.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/1xk311292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/1xk311292955502.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/28u241292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/28u241292955502.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/38u241292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/38u241292955502.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/48u241292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/48u241292955502.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/5jljo1292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/5jljo1292955502.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/6jljo1292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/6jljo1292955502.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/7bu1r1292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/7bu1r1292955502.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/8bu1r1292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/8bu1r1292955502.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/94l0c1292955502.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929555422v7v766iosxixye/94l0c1292955502.ps (open in new window) |
| | Parameters (Session): | par1 = 4 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; | | Parameters (R input): | par1 = 4 ; 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$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$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')
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')
}
| |
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Software written by Ed van Stee & Patrick Wessa
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