Home » date » 2010 » Nov » 30 »

Openstaande VDAB-vacatures

*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, 30 Nov 2010 10:09:41 +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/30/t1291111723gjjse2hxdfi6hjx.htm/, Retrieved Tue, 30 Nov 2010 11:08:56 +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/30/t1291111723gjjse2hxdfi6hjx.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 «
27951 29781 32914 33488 35652 36488 35387 35676 34844 32447 31068 29010 29812 30951 32974 32936 34012 32946 31948 30599 27691 25073 23406 22248 22896 25317 26558 26471 27543 26198 24725 25005 23462 20780 19815 19761 21454 23899 24939 23580 24562 24696 23785 23812 21917 19713 19282 18788 21453 24482 27474 27264 27349 30632 29429 30084 26290 24379 23335 21346 21106 24514 28353 30805 31348 34556 33855 34787 32529 29998 29257 28155 30466 35704 39327 39351 42234 43630 43722 43121 37985 37135 34646 33026 35087 38846 42013 43908 42868 44423 44167 43636 44382 42142 43452 36912 42413 45344 44873 47510 49554 47369 45998 48140 48441 44928 40454 38661 37246 36843 36424 37594 38144 38737 34560 36080 33508 35462 33374 32110 35533 35532 37903 36763 40399 44164 44496 43110 43880
 
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 time8 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 19301.6755555556 + 2240.75639730639M1[t] + 4454.02875420874M2[t] + 6371.21020202022M3[t] + 6777.39164983165M4[t] + 7917.84582491583M5[t] + 8710.93636363636M6[t] + 7509.39053872055M7[t] + 7557.39016835017M8[t] + 5687.29888888889M9[t] + 3467.63710437711M10[t] + 1939.01855218855M11[t] + 131.818552188552t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)19301.67555555562068.5476089.33100
M12240.756397306392563.011670.87430.3837790.19189
M24454.028754208742562.6728731.7380.0848570.042429
M36371.210202020222562.4093342.48640.0143270.007164
M46777.391649831652562.2210762.64510.0092980.004649
M57917.845824915832562.1081143.09040.0025030.001252
M68710.936363636362562.0704593.40.0009250.000462
M77509.390538720552562.1081142.93090.0040710.002036
M87557.390168350172562.2210762.94950.003850.001925
M95687.298888888892562.4093342.21950.0283970.014198
M103467.637104377112622.5098731.32230.1886830.094342
M111939.018552188552622.3995080.73940.4611540.230577
t131.81855218855213.8906939.489700


Multiple Linear Regression - Regression Statistics
Multiple R0.71058290556023
R-squared0.504928065674419
Adjusted R-squared0.453713727640738
F-TEST (value)9.85911533880132
F-TEST (DF numerator)12
F-TEST (DF denominator)116
p-value4.90607554581857e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5863.78129990337
Sum Squared Residuals3988536011.43919


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12795121674.25050505066276.7494949494
22978124019.34141414145761.65858585858
33291426068.34141414146845.65858585862
43348826606.34141414146881.65858585857
53565227878.61414141417773.38585858585
63648828803.52323232337684.47676767675
73538727733.79595959597653.20404040405
83567627913.61414141427762.38585858584
93484426175.34141414148668.65858585859
103244724087.49818181828359.50181818182
113106822690.69818181828377.30181818182
122901020883.49818181828126.50181818182
132981223256.07313131316555.92686868692
143095125601.16404040405349.83595959596
153297427650.16404040405323.83595959596
163293628188.16404040404747.83595959597
173401229460.43676767684551.56323232323
183294630385.34585858592560.65414141414
193194829315.61858585862632.38141414141
203059929495.43676767681103.56323232324
212769127757.1640404040-66.1640404040355
222507325669.3208080808-596.320808080806
232340624272.5208080808-866.52080808081
242224822465.3208080808-217.320808080808
252289624837.8957575757-1941.89575757575
262531727182.9866666667-1865.98666666666
272655829231.9866666667-2673.98666666667
282647129769.9866666667-3298.98666666666
292754331042.2593939394-3499.25939393939
302619831967.1684848485-5769.16848484848
312472530897.4412121212-6172.44121212121
322500531077.2593939394-6072.25939393939
332346229338.9866666667-5876.98666666667
342078027251.1434343434-6471.14343434344
351981525854.3434343434-6039.34343434344
361976124047.1434343434-4286.14343434343
372145426419.7183838384-4965.71838383838
382389928764.8092929293-4865.80929292929
392493930813.8092929293-5874.8092929293
402358031351.8092929293-7771.80929292929
412456232624.082020202-8062.08202020202
422469633548.9911111111-8852.99111111111
432378532479.2638383838-8694.26383838384
442381232659.082020202-8847.08202020202
452191730920.8092929293-9003.80929292929
461971328832.9660606061-9119.96606060606
471928227436.1660606061-8154.16606060606
481878825628.9660606061-6840.96606060606
492145328001.541010101-6548.541010101
502448230346.6319191919-5864.63191919192
512747432395.6319191919-4921.63191919192
522726432933.6319191919-5669.63191919191
532734934205.9046464646-6856.90464646465
543063235130.8137373737-4498.81373737374
552942934061.0864646465-4632.08646464647
563008434240.9046464646-4156.90464646464
572629032502.6319191919-6212.63191919192
582437930414.7886868687-6035.78868686869
592333529017.9886868687-5682.98868686869
602134627210.7886868687-5864.78868686869
612110629583.3636363636-8477.36363636363
622451431928.4545454545-7414.45454545454
632835333977.4545454546-5624.45454545455
643080534515.4545454545-3710.45454545454
653134835787.7272727273-4439.72727272727
663455636712.6363636364-2156.63636363637
673385535642.9090909091-1787.90909090909
683478735822.7272727273-1035.72727272727
693252934084.4545454545-1555.45454545454
702999831996.6113131313-1998.61131313131
712925730599.8113131313-1342.81131313131
722815528792.6113131313-637.611313131313
733046631165.1862626263-699.186262626257
743570433510.27717171722193.72282828283
753932735559.27717171723767.72282828282
763935136097.27717171723253.72282828283
774223437369.54989898994864.4501010101
784363038294.4589898995335.54101010101
794372237224.73171717176497.26828282828
804312137404.54989898995716.4501010101
813798535666.27717171722318.72282828283
823713533578.43393939393556.56606060606
833464632181.63393939392464.36606060606
843302630374.43393939392651.56606060606
853508732747.00888888892339.99111111112
863884635092.09979797983753.9002020202
874201337141.09979797984871.9002020202
884390837679.09979797986228.9002020202
894286838951.37252525253916.62747474747
904442339876.28161616164546.71838383838
914416738806.55434343435360.44565656565
924363638986.37252525254649.62747474748
934438237248.09979797987133.9002020202
944214235160.25656565666981.74343434343
954345233763.45656565669688.54343434343
963691231956.25656565664955.74343434343
974241334328.83151515158084.16848484849
984534436673.92242424248670.07757575758
994487338722.92242424246150.07757575757
1004751039260.92242424248249.07757575758
1014955440533.19515151529020.80484848485
1024736941458.10424242425910.89575757576
1034599840388.3769696975609.62303030303
1044814040568.19515151527571.80484848485
1054844138829.92242424249611.07757575757
1064492836742.07919191928185.9208080808
1074045435345.27919191925108.72080808081
1083866133538.07919191925122.92080808081
1093724635910.65414141411335.34585858586
1103684338255.7450505051-1412.74505050505
1113642440304.7450505051-3880.74505050506
1123759440842.745050505-3248.74505050505
1133814442115.0177777778-3971.01777777778
1143873743039.9268686869-4302.92686868687
1153456041970.1995959596-7410.1995959596
1163608042150.0177777778-6070.01777777778
1173350840411.7450505051-6903.74505050505
1183546238323.9018181818-2861.90181818182
1193337436927.1018181818-3553.10181818182
1203211035119.9018181818-3009.90181818182
1213553337492.4767676768-1959.47676767676
1223553239837.5676767677-4305.56767676768
1233790341886.5676767677-3983.56767676769
1243676342424.5676767677-5661.56767676768
1254039943696.8404040404-3297.84040404041
1264416444621.7494949495-457.7494949495
1274449643552.0222222222943.97777777777
1284311043731.8404040404-621.840404040406
1294388041993.56767676771886.43232323232
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/14jnv1291111772.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/14jnv1291111772.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/2fbmg1291111772.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/2fbmg1291111772.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/3fbmg1291111772.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/3fbmg1291111772.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/4fbmg1291111772.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/4fbmg1291111772.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/5fbmg1291111772.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/5fbmg1291111772.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/6qk3j1291111772.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/6qk3j1291111772.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/7jblm1291111772.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/7jblm1291111772.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/8jblm1291111772.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/8jblm1291111772.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/9jblm1291111772.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111723gjjse2hxdfi6hjx/9jblm1291111772.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
R code (references can be found in the software module):
library(lattice)
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
 





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