Home » date » 2010 » Nov » 17 »

*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: Wed, 17 Nov 2010 09:20:01 +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/Nov/17/t1289985955fvo4s598b8e1dgh.htm/, Retrieved Wed, 17 Nov 2010 10:26:11 +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/Nov/17/t1289985955fvo4s598b8e1dgh.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 «
41 38 13 12 14 12 53 39 32 16 11 18 11 83 30 35 19 15 11 14 66 31 33 15 6 12 12 67 34 37 14 13 16 21 76 35 29 13 10 18 12 78 39 31 19 12 14 22 53 34 36 15 14 14 11 80 36 35 14 12 15 10 74 37 38 15 9 15 13 76 38 31 16 10 17 10 79 36 34 16 12 19 8 54 38 35 16 12 10 15 67 39 38 16 11 16 14 54 33 37 17 15 18 10 87 32 33 15 12 14 14 58 36 32 15 10 14 14 75 38 38 20 12 17 11 88 39 38 18 11 14 10 64 32 32 16 12 16 13 57 32 33 16 11 18 9.5 66 31 31 16 12 11 14 68 39 38 19 13 14 12 54 37 39 16 11 12 14 56 39 32 17 12 17 11 86 41 32 17 13 9 9 80 36 35 16 10 16 11 76 33 37 15 14 14 15 69 33 33 16 12 15 14 78 34 33 14 10 11 13 67 31 31 15 12 16 9 80 27 32 12 8 13 15 54 37 31 14 10 17 10 71 34 37 16 12 15 11 84 34 30 14 12 14 13 74 32 33 10 7 16 8 71 29 31 10 9 9 20 63 36 33 14 12 15 12 71 29 31 16 10 17 10 76 35 33 16 10 13 10 69 37 32 16 10 15 9 74 34 33 14 12 16 14 75 38 32 20 15 16 8 54 35 33 14 10 12 14 52 38 28 14 10 15 11 69 37 35 11 12 11 13 68 38 39 14 13 15 9 65 33 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!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time15 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
Learning[t] = + 5.45153304933195 + 0.0321668940555692Connected[t] + 0.0427653888947307Separate[t] + 0.558489671132888Software[t] + 0.0702334998707389Happiness[t] -0.0311264244363035Depression[t] + 0.00747850801958737Belonging[t] -0.00491058171792585t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5.451533049331951.9427942.8060.0054010.0027
Connected0.03216689405556920.0344240.93440.3509670.175483
Separate0.04276538889473070.0350761.21920.2238860.111943
Software0.5584896711328880.05372610.395200
Happiness0.07023349987073890.0578091.21490.2255180.112759
Depression-0.03112642443630350.041759-0.74540.4567250.228362
Belonging0.007478508019587370.0118690.63010.5291910.264595
t-0.004910581717925850.00168-2.92270.003780.00189


Multiple Linear Regression - Regression Statistics
Multiple R0.667212929789438
R-squared0.445173093678205
Adjusted R-squared0.430002045458468
F-TEST (value)29.3435949336093
F-TEST (DF numerator)7
F-TEST (DF denominator)256
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.85421524491434
Sum Squared Residuals880.157228665026


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11316.0985387854790-3.09853878547897
21615.75062807565610.249371924343889
31917.10632188991671.89367811008325
41512.16160524103192.83839475896812
51416.4017873467223-2.40178734672229
61314.8470133702108-1.84701337021082
71915.39411954043473.60588045956527
81517.1034911605066-2.10349116050658
91416.0596585119288-2.05965851192881
101514.46131972028220.538680279717755
111615.00398977859880.996010221401189
121616.1957780658441-0.195778065844116
131615.54520079549590.45479920450408
141615.49757042279100.502429577209031
151718.0026152345095-1.00261523450952
161515.4966907599622-0.496690759962239
171514.58783765963910.412162340360932
182016.42213291884223.5778670811578
191815.53184129240092.46815870759905
201615.5983979603540.401602039646002
211615.39447915384270.605520846157257
221615.21361417839330.78638582160669
231916.49214037872652.50785962127346
241615.16091922295150.839080777048478
251716.14837639146470.851623608535269
261716.221803070780.778196929219997
271614.90835279021401.09164720978602
281516.8091087350266-1.80910873502655
291615.68482375194730.315176248052743
301414.2630295587570-0.263029558757013
311515.7659606607022-0.765960660702237
321212.8492889523859-0.849288952385907
331414.8039620225922-0.803962022592174
341616.0017496144186-0.00174961441855540
351415.4902098814983-1.49020988149829
361013.0304769205532-3.03047692055322
371013.0355345646574-3.03553456465739
381415.7470324913881-1.74703249138813
391614.5545559199381.44544408006200
401614.49489392472291.50510607527711
411614.72053770649711.27946229350291
421415.7009510594818-1.70095105948177
432017.48712155669652.51287844330346
441414.1533777639022-0.153377763902245
451414.4623553291315-0.462355329131485
461115.4909495615117-4.49094956151173
471416.6307612737306-2.63076127373059
481515.1467421663187-0.146742166318659
491615.41787661632300.58212338367696
501415.6302473667626-1.6302473667626
511617.0252984963352-1.02529849633518
521414.1419408813432-0.141940881343227
531215.0171855791395-3.01718557913949
541616.0361860907356-0.0361860907356081
55911.3432897998036-2.34328979980356
561412.38497814452031.61502185547966
571615.85454010930220.145459890697828
581615.52988322876590.47011677123408
591515.1123930302181-0.112393030218124
601614.22106056522641.77893943477357
611211.55955340846620.440446591533846
621615.64068175553980.359318244460177
631616.5488168530774-0.548816853077411
641414.7109860019853-0.710986001985279
651615.30632115833420.693678841665758
661716.05418603320130.945813966798659
671816.33317707986111.66682292013889
681814.39588818744263.60411181255738
691215.8997083739692-3.89970837396925
701615.65157867302610.348421326973927
711013.4123806085750-3.41238060857496
721414.9242951062704-0.924295106270414
731816.92805867454331.07194132545669
741817.1409836239110.85901637608901
751615.23229487529480.76770512470519
761713.49188698970073.50811301029926
771616.419099992442-0.419099992441987
781614.53119884767541.46880115232456
791315.2165773344004-2.21657733440037
801615.14214025715690.857859742843126
811615.65862745062780.341372549372196
821615.76324083063170.236759169368344
831515.6434137240469-0.643413724046948
841514.88423238192270.115767618077307
851614.16073547223411.83926452776585
861414.1555692846506-0.155569284650594
871615.36748817802790.632511821972129
881614.87258884882471.12741115117525
891514.51948139025870.480518609741331
901213.9079725164080-1.90797251640802
911716.75849437545860.241505624541383
921615.80556191940360.194438080596370
931515.0531067912421-0.0531067912420874
941315.0298518503278-2.02985185032776
951614.74361333653481.25638666346519
961615.78824288132970.211757118670259
971613.67738396548952.32261603451051
981615.77370837563650.226291624363468
991414.4297816437613-0.429781643761336
1001616.9922981106499-0.992298110649853
1011614.67662466255271.32337533744731
1022017.45421844256342.54578155743658
1031514.23966037274950.760339627250459
1041614.95985844448531.04014155551470
1051314.8422042092773-1.84220420927732
1061715.70172996487471.29827003512525
1071615.70112345875230.298876541247739
1081614.35865146879431.64134853120570
1091212.3043422991135-0.304342299113495
1101615.28568089566040.714319104339601
1111615.99282714923440.00717285076563326
1121715.05640936909211.94359063090789
1131314.2811780773625-1.28117807736249
1141214.5798742612204-2.57987426122044
1151816.16147284443871.83852715556128
1161415.8657328435429-1.86573284354288
1171413.22888782890700.771112171092978
1181314.7929151358429-1.79291513584292
1191615.52038420622400.479615793776025
1201314.4292215835434-1.42922158354343
1211615.38542326764150.614576732358469
1221315.8212093173508-2.82120931735076
1231616.8545044640026-0.85450446400258
1241515.8437647974654-0.84376479746541
1251616.7849339139009-0.784933913900921
1261514.65872160107570.341278398924294
1271715.49058390584561.50941609415438
1281514.04825211200880.951747887991243
1291214.6858650734517-2.68586507345170
1301613.94027147954572.05972852045428
1311013.7239532443361-3.72395324433606
1321613.45833215416292.54166784583712
1331214.1659890224415-2.16598902244154
1341415.5440460090552-1.54404600905523
1351515.0836566962205-0.0836566962204762
1361312.11211273473090.887887265269139
1371514.53127780695890.46872219304114
1381113.4989500572247-2.49895005722466
1391213.0064804164844-1.00648041648442
1401113.339956434492-2.33995643449199
1411612.85649991512233.14350008487771
1421513.64412442582351.35587557417655
1431716.84136395828370.158636041716305
1441614.12440384704751.87559615295253
1451013.2667514301309-3.26675143013094
1461815.49754546736302.50245453263696
1471314.9457512386837-1.94575123868368
1481614.84301010530701.15698989469302
1491312.827227670110.172772329889987
1501012.9004577169405-2.90045771694048
1511515.8784182905414-0.878418290541436
1521613.82486309168812.17513690831192
1531611.85258101474954.14741898525048
1541412.39630251826531.60369748173468
1551012.4816282956809-2.4816282956809
1561716.43930656379340.560693436206563
1571311.70668585473181.29331414526825
1581513.90093466047101.09906533952902
1591614.53739613320241.46260386679759
1601212.6989037635456-0.6989037635456
1611312.69310492059890.306895079401114
1621312.67020411464900.329795885350963
1631212.3813576310274-0.381357631027413
1641716.21309801790220.786901982097844
1651513.66822027825111.33177972174891
1661011.6197611469958-1.61976114699577
1671414.3441924705758-0.344192470575764
1681114.1943469919182-3.19434699191817
1691314.7895963339482-1.78959633394817
1701614.38719268389761.61280731610236
1711210.48153201795311.51846798204690
1721615.33778810465530.662211895344686
1731213.8444384221823-1.84443842218235
174911.3336124343809-2.3336124343809
1751214.9070414350127-2.90704143501266
1761514.47300757445320.526992425546797
1771212.2943276210920-0.294327621092045
1781212.6503684441930-0.650368444193027
1791413.79386819549250.206131804507502
1801213.2889048934373-1.28890489343726
1811615.00687376064150.993126239358496
1821111.4515058779588-0.451505877958803
1831916.70157676851062.29842323148939
1841515.1109818809655-0.110981880965516
185814.5969865862610-6.59698658626102
1861614.69893555689941.30106444310065
1871714.38958070849442.61041929150556
1881212.3486229107255-0.348622910725456
1891111.4120697144516-0.412069714451611
1901110.45496806318950.545031936810458
1911414.4364908904417-0.436490890441748
1921615.37642779828200.62357220171798
193129.722481419343272.27751858065673
1941614.08864046437771.91135953562229
1951313.6328845134380-0.632884513437968
1961514.99897541085330.00102458914673653
1971612.91262601217053.08737398782951
1981614.99194364506601.00805635493404
1991412.40763309691111.59236690308889
2001614.46036154757351.53963845242654
2011614.03332000290351.96667999709652
2021413.29546183599230.704538164007682
2031113.3129603848872-2.31296038488723
2041214.4949222642595-2.4949222642595
2051512.67787629914692.32212370085312
2061514.41883656983920.581163430160789
2071614.53201478385261.46798521614739
2081614.84312544615901.15687455384097
2091113.5801453187234-2.58014531872336
2101513.88855340965331.11144659034666
2111214.2037853885328-2.20378538853276
2121215.7224255491506-3.72242554915059
2131514.10907935897690.890920641023053
2141512.09057881164022.90942118835982
2151614.46474325730631.53525674269368
2161413.08051386717530.919486132824675
2171714.57487132482132.42512867517873
2181413.90492310732140.0950768926785521
2191311.83210547004741.16789452995262
2201515.1299096914369-0.129909691436863
2211314.5726876835671-1.57268768356711
2221413.89214896343540.107851036564569
2231514.19998768899480.800012311005216
2241213.0554532006112-1.05545320061118
2251312.26891749151280.731082508487161
226811.6573695969631-3.65736959696312
2271413.68327913284810.316720867151934
2281412.81428909454271.18571090545734
2291112.1978908737620-1.19789087376204
2301212.8303898458872-0.83038984588718
2311311.18548873836501.81451126163496
2321013.2189058291037-3.21890582910369
2331611.3487875113224.65121248867801
2341815.77375167331492.22624832668513
2351313.7266606548843-0.72666065488433
2361113.2215618348084-2.22156183480842
237410.9938193483991-6.99381934839914
2381314.1796817218455-1.17968172184546
2391614.13674396300881.86325603699122
2401011.5930618646107-1.59306186461068
2411212.1626452683162-0.162645268316154
2421213.3960154190304-1.39601541903039
243108.810367300487071.18963269951293
2441310.97974899918712.02025100081286
2451513.58020958912071.41979041087934
2461211.80713291791590.192867082084079
2471412.7458333034011.25416669659900
2481012.3830320431314-2.38303204313137
2491210.70456268355481.29543731644515
2501211.52224734561410.477752654385854
2511111.7208297915302-0.720829791530176
2521011.5207040112402-1.52070401124024
2531211.27374420882630.726255791173698
2541612.70749683969783.29250316030215
2551213.2078556645355-1.20785566453552
2561413.71970841263680.280291587363209
2571614.13888496961291.86111503038709
2581411.55367985172182.44632014827823
2591314.0549432381567-1.05494323815667
26049.3330935436994-5.33309354369941
2611513.55310182796561.44689817203439
2621114.7741198188765-3.77411981887649
2631111.1662281765916-0.166228176591611
2641412.63108337060341.36891662939664


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.4024752294716530.8049504589433070.597524770528347
120.7998130195522830.4003739608954340.200186980447717
130.7608266649872490.4783466700255020.239173335012751
140.6735526211782490.6528947576435020.326447378821751
150.6181146999759330.7637706000481350.381885300024067
160.6808332009748060.6383335980503880.319166799025194
170.6081426280273660.7837147439452690.391857371972634
180.8576943804218130.2846112391563730.142305619578187
190.8309802892137440.3380394215725120.169019710786256
200.7804673886153920.4390652227692160.219532611384608
210.7164350906766010.5671298186467980.283564909323399
220.6779248597001360.6441502805997280.322075140299864
230.640080623968090.719838752063820.35991937603191
240.6080028194115910.7839943611768170.391997180588409
250.5446025202534490.9107949594931030.455397479746551
260.4951188739165560.9902377478331110.504881126083444
270.4356950665268120.8713901330536240.564304933473188
280.4894287276521380.9788574553042760.510571272347862
290.4295311932516870.8590623865033740.570468806748313
300.439110691341420.878221382682840.56088930865858
310.3907776313005630.7815552626011260.609222368699437
320.3865362509458790.7730725018917580.613463749054121
330.3675737435383950.7351474870767890.632426256461605
340.3119461115168870.6238922230337730.688053888483113
350.3007900756320030.6015801512640060.699209924367997
360.3994469562214770.7988939124429550.600553043778523
370.4802336405472530.9604672810945070.519766359452747
380.4564144938699520.9128289877399040.543585506130048
390.5040367816736190.9919264366527620.495963218326381
400.4846625643473580.9693251286947160.515337435652642
410.4489815388141270.8979630776282530.551018461185873
420.4193309291449730.8386618582899460.580669070855027
430.4354887871740670.8709775743481330.564511212825933
440.3883570187665280.7767140375330560.611642981233472
450.3497844417106850.6995688834213690.650215558289315
460.5744902589496470.8510194821007070.425509741050353
470.5925137823736660.8149724352526690.407486217626334
480.5540651435835890.8918697128328230.445934856416411
490.5413440298923260.9173119402153480.458655970107674
500.5141860993611120.9716278012777750.485813900638888
510.4699707815049480.9399415630098950.530029218495052
520.4284275994191450.856855198838290.571572400580855
530.4356612904445400.8713225808890790.56433870955546
540.4060088780298080.8120177560596160.593991121970192
550.4042776889552190.8085553779104380.595722311044781
560.4207346972468530.8414693944937070.579265302753147
570.3801415205875370.7602830411750740.619858479412463
580.3656289476085470.7312578952170940.634371052391453
590.3265080055678500.6530160111356990.67349199443215
600.3533720372327260.7067440744654520.646627962767274
610.3272204306739440.6544408613478880.672779569326056
620.2931319780199750.586263956039950.706868021980025
630.2591175374011090.5182350748022190.74088246259889
640.2265144769622930.4530289539245870.773485523037706
650.202909488587840.405818977175680.79709051141216
660.1931317947470190.3862635894940380.806868205252981
670.195831245199530.391662490399060.80416875480047
680.3093029909179460.6186059818358920.690697009082054
690.4222184651265270.8444369302530530.577781534873473
700.3901976574227450.780395314845490.609802342577255
710.4626709970512310.9253419941024620.537329002948769
720.4277994404902010.8555988809804030.572200559509799
730.4210243957462380.8420487914924760.578975604253762
740.3996317935083070.7992635870166140.600368206491693
750.3635917953612980.7271835907225960.636408204638702
760.4415616385406130.8831232770812260.558438361459387
770.4034167204255120.8068334408510250.596583279574488
780.3826230797418080.7652461594836160.617376920258192
790.3920519671908380.7841039343816760.607948032809162
800.3577742307192150.7155484614384290.642225769280785
810.3260492214260770.6520984428521540.673950778573923
820.2940411602945140.5880823205890280.705958839705486
830.2670596465294380.5341192930588760.732940353470562
840.237094035748180.474188071496360.76290596425182
850.2342196076945640.4684392153891280.765780392305436
860.2054573319940030.4109146639880060.794542668005997
870.1823600852479810.3647201704959630.817639914752019
880.1686672469805200.3373344939610390.83133275301948
890.1460354047632340.2920708095264670.853964595236766
900.1414013986751040.2828027973502070.858598601324896
910.1214534031524880.2429068063049770.878546596847512
920.1055383353625660.2110766707251320.894461664637434
930.090473150312270.180946300624540.90952684968773
940.09445170453054460.1889034090610890.905548295469455
950.08514528825709690.1702905765141940.914854711742903
960.07134375971094190.1426875194218840.928656240289058
970.07653904197525280.1530780839505060.923460958024747
980.06391729571907280.1278345914381460.936082704280927
990.05325605400948820.1065121080189760.946743945990512
1000.0471964643477650.094392928695530.952803535652235
1010.04182377086681770.08364754173363540.958176229133182
1020.04956466407379060.09912932814758130.95043533592621
1030.04181593253059850.0836318650611970.958184067469402
1040.03715462474442480.07430924948884950.962845375255575
1050.04437996451128160.08875992902256310.955620035488718
1060.03924672407584480.07849344815168960.960753275924155
1070.03210154074753880.06420308149507760.967898459252461
1080.03063896195038330.06127792390076670.969361038049617
1090.02497665092764700.04995330185529390.975023349072353
1100.02068028807217340.04136057614434690.979319711927827
1110.01653670186114390.03307340372228770.983463298138856
1120.01746109681400980.03492219362801970.98253890318599
1130.01518680487295510.03037360974591020.984813195127045
1140.02034278401881460.04068556803762920.979657215981185
1150.01955457891592410.03910915783184810.980445421084076
1160.01915658281760530.03831316563521070.980843417182395
1170.01618954154275540.03237908308551090.983810458457245
1180.01614287982130710.03228575964261430.983857120178693
1190.01311159662557510.02622319325115020.986888403374425
1200.01185128625019710.02370257250039410.988148713749803
1210.009611389131385030.01922277826277010.990388610868615
1220.01429761320826020.02859522641652050.98570238679174
1230.011918248598680.023836497197360.98808175140132
1240.01004172312432280.02008344624864560.989958276875677
1250.008203863469080540.01640772693816110.99179613653092
1260.006524021410003180.01304804282000640.993475978589997
1270.005924994717088630.01184998943417730.994075005282911
1280.004989580314375740.009979160628751470.995010419685624
1290.006796767787734380.01359353557546880.993203232212266
1300.007378964708857870.01475792941771570.992621035291142
1310.01503800357014710.03007600714029420.984961996429853
1320.01790200110102910.03580400220205810.982097998898971
1330.01900142777862680.03800285555725360.980998572221373
1340.01793995121491930.03587990242983860.98206004878508
1350.01432808310788720.02865616621577430.985671916892113
1360.01223094262633360.02446188525266720.987769057373666
1370.009906487418237380.01981297483647480.990093512581763
1380.01253842108576510.02507684217153020.987461578914235
1390.01076182162125940.02152364324251870.98923817837874
1400.01290529551809070.02581059103618130.98709470448191
1410.02015601666196070.04031203332392130.97984398333804
1420.01852428145511750.03704856291023490.981475718544883
1430.01502053120934940.03004106241869880.98497946879065
1440.01572360125878710.03144720251757420.984276398741213
1450.02669745511910170.05339491023820340.973302544880898
1460.03289928393127840.06579856786255690.967100716068721
1470.03471066253461680.06942132506923350.965289337465383
1480.03082681579115800.06165363158231590.969173184208842
1490.02516944911617980.05033889823235960.97483055088382
1500.03474316691801310.06948633383602620.965256833081987
1510.02956496453309810.05912992906619610.970435035466902
1520.03121189996585670.06242379993171350.968788100034143
1530.06149216472039820.1229843294407960.938507835279602
1540.05926934843115930.1185386968623190.94073065156884
1550.0668514672949830.1337029345899660.933148532705017
1560.05688283720364140.1137656744072830.943117162796359
1570.05072635077972720.1014527015594540.949273649220273
1580.04430694577376070.08861389154752130.95569305422624
1590.04289637055972630.08579274111945250.957103629440274
1600.03682892885311240.07365785770622480.963171071146888
1610.03014940476039840.06029880952079670.969850595239602
1620.02468825111722200.04937650223444410.975311748882778
1630.02045569225456280.04091138450912550.979544307745437
1640.01746633422788430.03493266845576860.982533665772116
1650.01528997122958700.03057994245917390.984710028770413
1660.01621585711291290.03243171422582590.983784142887087
1670.01295191907958660.02590383815917320.987048080920413
1680.01900979434554720.03801958869109440.980990205654453
1690.01931450605355420.03862901210710840.980685493946446
1700.01780193125318510.03560386250637020.982198068746815
1710.01632721355884300.03265442711768590.983672786441157
1720.01317765009859540.02635530019719080.986822349901405
1730.01281280658023840.02562561316047670.987187193419762
1740.01468595121699860.02937190243399710.985314048783001
1750.01889299089026870.03778598178053740.981107009109731
1760.01514540637781220.03029081275562440.984854593622188
1770.01198087198819830.02396174397639660.988019128011802
1780.01007815072384060.02015630144768120.98992184927616
1790.0078379874092930.0156759748185860.992162012590707
1800.006892283844467870.01378456768893570.993107716155532
1810.005579292334205590.01115858466841120.994420707665794
1820.004301702273412350.00860340454682470.995698297726588
1830.004542724867746860.009085449735493730.995457275132253
1840.003463407804700040.006926815609400070.9965365921953
1850.09454855289349250.1890971057869850.905451447106507
1860.08376732863415820.1675346572683160.916232671365842
1870.09373198735774270.1874639747154850.906268012642257
1880.07914224297580070.1582844859516010.9208577570242
1890.07054186547488560.1410837309497710.929458134525114
1900.05967056132143190.1193411226428640.940329438678568
1910.05168880038133330.1033776007626670.948311199618667
1920.04301097668946430.08602195337892860.956989023310536
1930.04331207625446960.08662415250893930.95668792374553
1940.04106966838062530.08213933676125070.958930331619375
1950.03570277389819500.07140554779639010.964297226101805
1960.02845501402156690.05691002804313380.971544985978433
1970.03732224023959890.07464448047919780.962677759760401
1980.03051949953524970.06103899907049940.96948050046475
1990.02740578193646920.05481156387293850.97259421806353
2000.02327653896243990.04655307792487970.97672346103756
2010.02131135558663870.04262271117327730.978688644413361
2020.0178165544415180.0356331088830360.982183445558482
2030.01984691091191020.03969382182382050.98015308908809
2040.02636750807308010.05273501614616020.97363249192692
2050.02782370670694420.05564741341388840.972176293293056
2060.02175032821015790.04350065642031580.978249671789842
2070.01938692708129760.03877385416259530.980613072918702
2080.01549037224012280.03098074448024570.984509627759877
2090.01807789947052180.03615579894104350.981922100529478
2100.01496369412228920.02992738824457840.98503630587771
2110.01839583923516730.03679167847033450.981604160764833
2120.03247176111908810.06494352223817630.967528238880912
2130.02537109455514480.05074218911028950.974628905444855
2140.03147911690339770.06295823380679550.968520883096602
2150.02676125047967190.05352250095934380.973238749520328
2160.02072936713290750.04145873426581490.979270632867093
2170.02313706630027160.04627413260054330.976862933699728
2180.01960675534811660.03921351069623320.980393244651883
2190.0182943903919270.0365887807838540.981705609608073
2200.01374190380798180.02748380761596360.986258096192018
2210.01140251372411610.02280502744823220.988597486275884
2220.008311548018902740.01662309603780550.991688451981097
2230.006416313818356980.01283262763671400.993583686181643
2240.004916911599013790.009833823198027590.995083088400986
2250.003439601113773090.006879202227546180.996560398886227
2260.007101991232983530.01420398246596710.992898008767017
2270.005651567358694770.01130313471738950.994348432641305
2280.004122617759569380.008245235519138750.99587738224043
2290.002931619834977220.005863239669954450.997068380165023
2300.002075990459030080.004151980918060160.99792400954097
2310.002268509892050110.004537019784100220.99773149010795
2320.00779851916707010.01559703833414020.99220148083293
2330.02936984049576300.05873968099152590.970630159504237
2340.04495074724397150.0899014944879430.955049252756029
2350.03309141058089400.06618282116178790.966908589419106
2360.02710115142265250.0542023028453050.972898848577348
2370.2389590159114610.4779180318229220.761040984088539
2380.192949272019250.38589854403850.80705072798075
2390.1632899251623000.3265798503246010.8367100748377
2400.1304476206621910.2608952413243810.86955237933781
2410.1168174708181940.2336349416363870.883182529181806
2420.1779079840648250.355815968129650.822092015935175
2430.1504539502042450.3009079004084900.849546049795755
2440.1514528225349910.3029056450699820.84854717746501
2450.1328522494438520.2657044988877050.867147750556148
2460.1164758208434470.2329516416868950.883524179156553
2470.07925629730887160.1585125946177430.920743702691128
2480.07042908849462260.1408581769892450.929570911505377
2490.05349779011521540.1069955802304310.946502209884785
2500.1307798132060180.2615596264120360.869220186793982
2510.1074728615960920.2149457231921840.892527138403908
2520.543978389503580.912043220992840.45602161049642
2530.3822887274810960.7645774549621920.617711272518904


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level100.0411522633744856NOK
5% type I error level860.353909465020576NOK
10% type I error level1250.51440329218107NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/10htaw1289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/10htaw1289985584.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/1l1cn1289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/1l1cn1289985584.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/2l1cn1289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/2l1cn1289985584.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/3l1cn1289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/3l1cn1289985584.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/4eab81289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/4eab81289985584.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/5eab81289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/5eab81289985584.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/6eab81289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/6eab81289985584.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/77jst1289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/77jst1289985584.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/8htaw1289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/8htaw1289985584.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/9htaw1289985584.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/17/t1289985955fvo4s598b8e1dgh/9htaw1289985584.ps (open in new window)


 
Parameters (Session):
par1 = 3 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 3 ; par2 = Do not include Seasonal 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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$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')
}
 





Copyright

Creative Commons License

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

Software written by Ed van Stee & Patrick Wessa


Disclaimer

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


Privacy Policy

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

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

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

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

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

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

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

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

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


FreeStatistics.org is powered by