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Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationTue, 15 Dec 2009 03:41:15 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/15/t1260873767upm5swg4yrrfuru.htm/, Retrieved Wed, 08 May 2024 21:02:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67830, Retrieved Wed, 08 May 2024 21:02:48 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact98
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
- RM D  [Multiple Regression] [Seatbelt] [2009-11-12 14:14:11] [b98453cac15ba1066b407e146608df68]
-    D      [Multiple Regression] [] [2009-12-15 10:41:15] [cb3e966d7bf80cd999a0432e97d174a7] [Current]
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Dataseries X:
89.1	0	90.3	94.1
82.6	0	89.1	90.3
102.7	0	82.6	89.1
91.8	0	102.7	82.6
94.1	0	91.8	102.7
103.1	0	94.1	91.8
93.2	0	103.1	94.1
91	0	93.2	103.1
94.3	0	91	93.2
99.4	0	94.3	91
115.7	0	99.4	94.3
116.8	0	115.7	99.4
99.8	0	116.8	115.7
96	0	99.8	116.8
115.9	0	96	99.8
109.1	0	115.9	96
117.3	0	109.1	115.9
109.8	0	117.3	109.1
112.8	0	109.8	117.3
110.7	0	112.8	109.8
100	0	110.7	112.8
113.3	0	100	110.7
122.4	0	113.3	100
112.5	0	122.4	113.3
104.2	0	112.5	122.4
92.5	0	104.2	112.5
117.2	0	92.5	104.2
109.3	0	117.2	92.5
106.1	0	109.3	117.2
118.8	0	106.1	109.3
105.3	0	118.8	106.1
106	0	105.3	118.8
102	0	106	105.3
112.9	0	102	106
116.5	0	112.9	102
114.8	0	116.5	112.9
100.5	0	114.8	116.5
85.4	0	100.5	114.8
114.6	0	85.4	100.5
109.9	0	114.6	85.4
100.7	0	109.9	114.6
115.5	0	100.7	109.9
100.7	1	115.5	100.7
99	1	100.7	115.5
102.3	1	99	100.7
108.8	1	102.3	99
105.9	1	108.8	102.3
113.2	1	105.9	108.8
95.7	1	113.2	105.9
80.9	1	95.7	113.2
113.9	1	80.9	95.7
98.1	1	113.9	80.9
102.8	1	98.1	113.9
104.7	1	102.8	98.1
95.9	1	104.7	102.8
94.6	1	95.9	104.7
101.6	1	94.6	95.9
103.9	1	101.6	94.6
110.3	1	103.9	101.6
114.1	1	110.3	103.9




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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67830&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67830&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67830&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

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







Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 52.256193984698 -4.11718487866997X[t] + 0.220811068130770Y1[t] + 0.336607809560939Y2[t] -16.6367537407777M1[t] -24.0326149655328M2[t] + 7.5024817685998M3[t] -3.88948328986188M4[t] -9.8984806608981M5[t] -0.800380067444774M6[t] -10.3918250786584M7[t] -11.9106931547395M8[t] -8.9388430332159M9[t] -0.887711502151985M10[t] + 3.94199266424966M11[t] + 0.0617692125452959t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  +  52.256193984698 -4.11718487866997X[t] +  0.220811068130770Y1[t] +  0.336607809560939Y2[t] -16.6367537407777M1[t] -24.0326149655328M2[t] +  7.5024817685998M3[t] -3.88948328986188M4[t] -9.8984806608981M5[t] -0.800380067444774M6[t] -10.3918250786584M7[t] -11.9106931547395M8[t] -8.9388430332159M9[t] -0.887711502151985M10[t] +  3.94199266424966M11[t] +  0.0617692125452959t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67830&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  +  52.256193984698 -4.11718487866997X[t] +  0.220811068130770Y1[t] +  0.336607809560939Y2[t] -16.6367537407777M1[t] -24.0326149655328M2[t] +  7.5024817685998M3[t] -3.88948328986188M4[t] -9.8984806608981M5[t] -0.800380067444774M6[t] -10.3918250786584M7[t] -11.9106931547395M8[t] -8.9388430332159M9[t] -0.887711502151985M10[t] +  3.94199266424966M11[t] +  0.0617692125452959t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67830&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67830&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 52.256193984698 -4.11718487866997X[t] + 0.220811068130770Y1[t] + 0.336607809560939Y2[t] -16.6367537407777M1[t] -24.0326149655328M2[t] + 7.5024817685998M3[t] -3.88948328986188M4[t] -9.8984806608981M5[t] -0.800380067444774M6[t] -10.3918250786584M7[t] -11.9106931547395M8[t] -8.9388430332159M9[t] -0.887711502151985M10[t] + 3.94199266424966M11[t] + 0.0617692125452959t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)52.25619398469813.7573493.79840.0004430.000222
X-4.117184878669972.827576-1.45610.1524690.076234
Y10.2208110681307700.1301521.69660.0968450.048423
Y20.3366078095609390.1297912.59350.0128540.006427
M1-16.63675374077773.207553-5.18675e-063e-06
M2-24.03261496553283.799676-6.324900
M37.50248176859984.2931431.74750.0875180.043759
M4-3.889483289861883.952901-0.9840.3305170.165258
M5-9.89848066089813.556994-2.78280.007910.003955
M6-0.8003800674447743.275642-0.24430.8081010.404051
M7-10.39182507865843.064577-3.39090.0014810.00074
M8-11.91069315473953.550716-3.35440.0016450.000823
M9-8.93884303321593.383603-2.64180.0113750.005688
M10-0.8877115021519853.400153-0.26110.7952490.397625
M113.941992664249663.1635331.24610.2193320.109666
t0.06176921254529590.0744540.82960.4112260.205613

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Ordinary Least Squares \tabularnewline
Variable & Parameter & S.D. & T-STATH0: parameter = 0 & 2-tail p-value & 1-tail p-value \tabularnewline
(Intercept) & 52.256193984698 & 13.757349 & 3.7984 & 0.000443 & 0.000222 \tabularnewline
X & -4.11718487866997 & 2.827576 & -1.4561 & 0.152469 & 0.076234 \tabularnewline
Y1 & 0.220811068130770 & 0.130152 & 1.6966 & 0.096845 & 0.048423 \tabularnewline
Y2 & 0.336607809560939 & 0.129791 & 2.5935 & 0.012854 & 0.006427 \tabularnewline
M1 & -16.6367537407777 & 3.207553 & -5.1867 & 5e-06 & 3e-06 \tabularnewline
M2 & -24.0326149655328 & 3.799676 & -6.3249 & 0 & 0 \tabularnewline
M3 & 7.5024817685998 & 4.293143 & 1.7475 & 0.087518 & 0.043759 \tabularnewline
M4 & -3.88948328986188 & 3.952901 & -0.984 & 0.330517 & 0.165258 \tabularnewline
M5 & -9.8984806608981 & 3.556994 & -2.7828 & 0.00791 & 0.003955 \tabularnewline
M6 & -0.800380067444774 & 3.275642 & -0.2443 & 0.808101 & 0.404051 \tabularnewline
M7 & -10.3918250786584 & 3.064577 & -3.3909 & 0.001481 & 0.00074 \tabularnewline
M8 & -11.9106931547395 & 3.550716 & -3.3544 & 0.001645 & 0.000823 \tabularnewline
M9 & -8.9388430332159 & 3.383603 & -2.6418 & 0.011375 & 0.005688 \tabularnewline
M10 & -0.887711502151985 & 3.400153 & -0.2611 & 0.795249 & 0.397625 \tabularnewline
M11 & 3.94199266424966 & 3.163533 & 1.2461 & 0.219332 & 0.109666 \tabularnewline
t & 0.0617692125452959 & 0.074454 & 0.8296 & 0.411226 & 0.205613 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67830&T=2

[TABLE]
[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]
[ROW][C]Variable[/C][C]Parameter[/C][C]S.D.[/C][C]T-STATH0: parameter = 0[/C][C]2-tail p-value[/C][C]1-tail p-value[/C][/ROW]
[ROW][C](Intercept)[/C][C]52.256193984698[/C][C]13.757349[/C][C]3.7984[/C][C]0.000443[/C][C]0.000222[/C][/ROW]
[ROW][C]X[/C][C]-4.11718487866997[/C][C]2.827576[/C][C]-1.4561[/C][C]0.152469[/C][C]0.076234[/C][/ROW]
[ROW][C]Y1[/C][C]0.220811068130770[/C][C]0.130152[/C][C]1.6966[/C][C]0.096845[/C][C]0.048423[/C][/ROW]
[ROW][C]Y2[/C][C]0.336607809560939[/C][C]0.129791[/C][C]2.5935[/C][C]0.012854[/C][C]0.006427[/C][/ROW]
[ROW][C]M1[/C][C]-16.6367537407777[/C][C]3.207553[/C][C]-5.1867[/C][C]5e-06[/C][C]3e-06[/C][/ROW]
[ROW][C]M2[/C][C]-24.0326149655328[/C][C]3.799676[/C][C]-6.3249[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]M3[/C][C]7.5024817685998[/C][C]4.293143[/C][C]1.7475[/C][C]0.087518[/C][C]0.043759[/C][/ROW]
[ROW][C]M4[/C][C]-3.88948328986188[/C][C]3.952901[/C][C]-0.984[/C][C]0.330517[/C][C]0.165258[/C][/ROW]
[ROW][C]M5[/C][C]-9.8984806608981[/C][C]3.556994[/C][C]-2.7828[/C][C]0.00791[/C][C]0.003955[/C][/ROW]
[ROW][C]M6[/C][C]-0.800380067444774[/C][C]3.275642[/C][C]-0.2443[/C][C]0.808101[/C][C]0.404051[/C][/ROW]
[ROW][C]M7[/C][C]-10.3918250786584[/C][C]3.064577[/C][C]-3.3909[/C][C]0.001481[/C][C]0.00074[/C][/ROW]
[ROW][C]M8[/C][C]-11.9106931547395[/C][C]3.550716[/C][C]-3.3544[/C][C]0.001645[/C][C]0.000823[/C][/ROW]
[ROW][C]M9[/C][C]-8.9388430332159[/C][C]3.383603[/C][C]-2.6418[/C][C]0.011375[/C][C]0.005688[/C][/ROW]
[ROW][C]M10[/C][C]-0.887711502151985[/C][C]3.400153[/C][C]-0.2611[/C][C]0.795249[/C][C]0.397625[/C][/ROW]
[ROW][C]M11[/C][C]3.94199266424966[/C][C]3.163533[/C][C]1.2461[/C][C]0.219332[/C][C]0.109666[/C][/ROW]
[ROW][C]t[/C][C]0.0617692125452959[/C][C]0.074454[/C][C]0.8296[/C][C]0.411226[/C][C]0.205613[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67830&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67830&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)52.25619398469813.7573493.79840.0004430.000222
X-4.117184878669972.827576-1.45610.1524690.076234
Y10.2208110681307700.1301521.69660.0968450.048423
Y20.3366078095609390.1297912.59350.0128540.006427
M1-16.63675374077773.207553-5.18675e-063e-06
M2-24.03261496553283.799676-6.324900
M37.50248176859984.2931431.74750.0875180.043759
M4-3.889483289861883.952901-0.9840.3305170.165258
M5-9.89848066089813.556994-2.78280.007910.003955
M6-0.8003800674447743.275642-0.24430.8081010.404051
M7-10.39182507865843.064577-3.39090.0014810.00074
M8-11.91069315473953.550716-3.35440.0016450.000823
M9-8.93884303321593.383603-2.64180.0113750.005688
M10-0.8877115021519853.400153-0.26110.7952490.397625
M113.941992664249663.1635331.24610.2193320.109666
t0.06176921254529590.0744540.82960.4112260.205613







Multiple Linear Regression - Regression Statistics
Multiple R0.902332302776116
R-squared0.814203584633248
Adjusted R-squared0.7508638975764
F-TEST (value)12.8545564789813
F-TEST (DF numerator)15
F-TEST (DF denominator)44
p-value1.81019643719083e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.80445749036213
Sum Squared Residuals1015.64371817466

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.902332302776116 \tabularnewline
R-squared & 0.814203584633248 \tabularnewline
Adjusted R-squared & 0.7508638975764 \tabularnewline
F-TEST (value) & 12.8545564789813 \tabularnewline
F-TEST (DF numerator) & 15 \tabularnewline
F-TEST (DF denominator) & 44 \tabularnewline
p-value & 1.81019643719083e-11 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 4.80445749036213 \tabularnewline
Sum Squared Residuals & 1015.64371817466 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67830&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.902332302776116[/C][/ROW]
[ROW][C]R-squared[/C][C]0.814203584633248[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.7508638975764[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]12.8545564789813[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]15[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]44[/C][/ROW]
[ROW][C]p-value[/C][C]1.81019643719083e-11[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]4.80445749036213[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]1015.64371817466[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67830&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67830&T=3

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Regression Statistics
Multiple R0.902332302776116
R-squared0.814203584633248
Adjusted R-squared0.7508638975764
F-TEST (value)12.8545564789813
F-TEST (DF numerator)15
F-TEST (DF denominator)44
p-value1.81019643719083e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.80445749036213
Sum Squared Residuals1015.64371817466







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
189.187.29524378835861.80475621164137
282.678.41706881806014.18293118193987
3102.7108.174733450415-5.47473345041491
491.899.094889311781-7.2948893117809
594.197.5066374828394-3.40663748283945
6103.1103.505347621325-0.405347621324616
793.296.7371693978234-3.53716939782339
89196.1235112458414-5.1235112458414
994.395.3389289153693-1.03892891536929
1099.4103.439969002776-4.03996900277598
11115.7110.5683846007415.13161539925906
12116.8112.0040813883294.79591861167107
1399.8101.158696330884-1.35869633088371
149690.44108475096785.55891524903223
15115.9115.4765358762130.423464123787176
16109.1107.2613706097671.83862939023281
17117.3106.51112259825010.7888774017503
18109.8115.192710057906-5.39271005790625
19112.8106.7671352866576.0328647133431
20110.7103.4479110558067.25208894419367
21100107.027650575483-7.02765057548341
22113.3112.0709964900151.22900350998458
23122.4116.2975535128006.10244648720046
24112.5118.903594648246-6.40359464824567
25104.2103.2057116125230.994288387476765
2692.590.70647042017471.79352957982533
27117.2116.9260020503670.273997949633184
28109.3107.1115282154172.18847178458255
29106.1107.734105514849-1.63410551484863
30118.8113.5281782072975.27182179270263
31105.3105.725657983295-0.425657983294858
32106105.5625288814180.437471118582446
33102104.206510534105-2.20651053410530
34112.9111.6717924718841.22820752811592
35116.5117.623675255213-1.12367525521267
36114.8118.207396772993-3.40739677299331
37100.5102.468821543358-1.96882154335802
3885.491.4048979806245-6.00489798062453
39114.6114.854025121806-0.254025121806433
40109.9104.8887345409385.01126545906168
41100.7107.732642401412-7.03264240141219
42115.5113.2789936756712.22100632432867
43100.799.80334495870780.896655041292176
4499100.060037868338-1.06003786833849
45102.397.73648280508324.56351719491683
46108.8106.0058267972702.79417320272967
47105.9113.443377890618-7.54337789061836
48113.2111.1107531034812.08924689651913
4995.795.17152672487640.528473275123591
5080.986.4304780301729-5.5304780301729
51113.9108.8687035011995.03129649880097
5298.199.8434773220961-1.74347732209615
53102.8101.515492002651.28450799734997
54104.7106.394770437800-1.69477043780044
5595.998.866692373517-2.96669237351703
5694.696.1060109485962-1.50601094859622
57101.695.89042716995885.70957283004116
58103.9105.111415238054-1.2114152380542
59110.3112.867008740628-2.56700874062849
60114.1111.1741740869512.92582591304878

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 89.1 & 87.2952437883586 & 1.80475621164137 \tabularnewline
2 & 82.6 & 78.4170688180601 & 4.18293118193987 \tabularnewline
3 & 102.7 & 108.174733450415 & -5.47473345041491 \tabularnewline
4 & 91.8 & 99.094889311781 & -7.2948893117809 \tabularnewline
5 & 94.1 & 97.5066374828394 & -3.40663748283945 \tabularnewline
6 & 103.1 & 103.505347621325 & -0.405347621324616 \tabularnewline
7 & 93.2 & 96.7371693978234 & -3.53716939782339 \tabularnewline
8 & 91 & 96.1235112458414 & -5.1235112458414 \tabularnewline
9 & 94.3 & 95.3389289153693 & -1.03892891536929 \tabularnewline
10 & 99.4 & 103.439969002776 & -4.03996900277598 \tabularnewline
11 & 115.7 & 110.568384600741 & 5.13161539925906 \tabularnewline
12 & 116.8 & 112.004081388329 & 4.79591861167107 \tabularnewline
13 & 99.8 & 101.158696330884 & -1.35869633088371 \tabularnewline
14 & 96 & 90.4410847509678 & 5.55891524903223 \tabularnewline
15 & 115.9 & 115.476535876213 & 0.423464123787176 \tabularnewline
16 & 109.1 & 107.261370609767 & 1.83862939023281 \tabularnewline
17 & 117.3 & 106.511122598250 & 10.7888774017503 \tabularnewline
18 & 109.8 & 115.192710057906 & -5.39271005790625 \tabularnewline
19 & 112.8 & 106.767135286657 & 6.0328647133431 \tabularnewline
20 & 110.7 & 103.447911055806 & 7.25208894419367 \tabularnewline
21 & 100 & 107.027650575483 & -7.02765057548341 \tabularnewline
22 & 113.3 & 112.070996490015 & 1.22900350998458 \tabularnewline
23 & 122.4 & 116.297553512800 & 6.10244648720046 \tabularnewline
24 & 112.5 & 118.903594648246 & -6.40359464824567 \tabularnewline
25 & 104.2 & 103.205711612523 & 0.994288387476765 \tabularnewline
26 & 92.5 & 90.7064704201747 & 1.79352957982533 \tabularnewline
27 & 117.2 & 116.926002050367 & 0.273997949633184 \tabularnewline
28 & 109.3 & 107.111528215417 & 2.18847178458255 \tabularnewline
29 & 106.1 & 107.734105514849 & -1.63410551484863 \tabularnewline
30 & 118.8 & 113.528178207297 & 5.27182179270263 \tabularnewline
31 & 105.3 & 105.725657983295 & -0.425657983294858 \tabularnewline
32 & 106 & 105.562528881418 & 0.437471118582446 \tabularnewline
33 & 102 & 104.206510534105 & -2.20651053410530 \tabularnewline
34 & 112.9 & 111.671792471884 & 1.22820752811592 \tabularnewline
35 & 116.5 & 117.623675255213 & -1.12367525521267 \tabularnewline
36 & 114.8 & 118.207396772993 & -3.40739677299331 \tabularnewline
37 & 100.5 & 102.468821543358 & -1.96882154335802 \tabularnewline
38 & 85.4 & 91.4048979806245 & -6.00489798062453 \tabularnewline
39 & 114.6 & 114.854025121806 & -0.254025121806433 \tabularnewline
40 & 109.9 & 104.888734540938 & 5.01126545906168 \tabularnewline
41 & 100.7 & 107.732642401412 & -7.03264240141219 \tabularnewline
42 & 115.5 & 113.278993675671 & 2.22100632432867 \tabularnewline
43 & 100.7 & 99.8033449587078 & 0.896655041292176 \tabularnewline
44 & 99 & 100.060037868338 & -1.06003786833849 \tabularnewline
45 & 102.3 & 97.7364828050832 & 4.56351719491683 \tabularnewline
46 & 108.8 & 106.005826797270 & 2.79417320272967 \tabularnewline
47 & 105.9 & 113.443377890618 & -7.54337789061836 \tabularnewline
48 & 113.2 & 111.110753103481 & 2.08924689651913 \tabularnewline
49 & 95.7 & 95.1715267248764 & 0.528473275123591 \tabularnewline
50 & 80.9 & 86.4304780301729 & -5.5304780301729 \tabularnewline
51 & 113.9 & 108.868703501199 & 5.03129649880097 \tabularnewline
52 & 98.1 & 99.8434773220961 & -1.74347732209615 \tabularnewline
53 & 102.8 & 101.51549200265 & 1.28450799734997 \tabularnewline
54 & 104.7 & 106.394770437800 & -1.69477043780044 \tabularnewline
55 & 95.9 & 98.866692373517 & -2.96669237351703 \tabularnewline
56 & 94.6 & 96.1060109485962 & -1.50601094859622 \tabularnewline
57 & 101.6 & 95.8904271699588 & 5.70957283004116 \tabularnewline
58 & 103.9 & 105.111415238054 & -1.2114152380542 \tabularnewline
59 & 110.3 & 112.867008740628 & -2.56700874062849 \tabularnewline
60 & 114.1 & 111.174174086951 & 2.92582591304878 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67830&T=4

[TABLE]
[ROW][C]Multiple Linear Regression - Actuals, Interpolation, and Residuals[/C][/ROW]
[ROW][C]Time or Index[/C][C]Actuals[/C][C]InterpolationForecast[/C][C]ResidualsPrediction Error[/C][/ROW]
[ROW][C]1[/C][C]89.1[/C][C]87.2952437883586[/C][C]1.80475621164137[/C][/ROW]
[ROW][C]2[/C][C]82.6[/C][C]78.4170688180601[/C][C]4.18293118193987[/C][/ROW]
[ROW][C]3[/C][C]102.7[/C][C]108.174733450415[/C][C]-5.47473345041491[/C][/ROW]
[ROW][C]4[/C][C]91.8[/C][C]99.094889311781[/C][C]-7.2948893117809[/C][/ROW]
[ROW][C]5[/C][C]94.1[/C][C]97.5066374828394[/C][C]-3.40663748283945[/C][/ROW]
[ROW][C]6[/C][C]103.1[/C][C]103.505347621325[/C][C]-0.405347621324616[/C][/ROW]
[ROW][C]7[/C][C]93.2[/C][C]96.7371693978234[/C][C]-3.53716939782339[/C][/ROW]
[ROW][C]8[/C][C]91[/C][C]96.1235112458414[/C][C]-5.1235112458414[/C][/ROW]
[ROW][C]9[/C][C]94.3[/C][C]95.3389289153693[/C][C]-1.03892891536929[/C][/ROW]
[ROW][C]10[/C][C]99.4[/C][C]103.439969002776[/C][C]-4.03996900277598[/C][/ROW]
[ROW][C]11[/C][C]115.7[/C][C]110.568384600741[/C][C]5.13161539925906[/C][/ROW]
[ROW][C]12[/C][C]116.8[/C][C]112.004081388329[/C][C]4.79591861167107[/C][/ROW]
[ROW][C]13[/C][C]99.8[/C][C]101.158696330884[/C][C]-1.35869633088371[/C][/ROW]
[ROW][C]14[/C][C]96[/C][C]90.4410847509678[/C][C]5.55891524903223[/C][/ROW]
[ROW][C]15[/C][C]115.9[/C][C]115.476535876213[/C][C]0.423464123787176[/C][/ROW]
[ROW][C]16[/C][C]109.1[/C][C]107.261370609767[/C][C]1.83862939023281[/C][/ROW]
[ROW][C]17[/C][C]117.3[/C][C]106.511122598250[/C][C]10.7888774017503[/C][/ROW]
[ROW][C]18[/C][C]109.8[/C][C]115.192710057906[/C][C]-5.39271005790625[/C][/ROW]
[ROW][C]19[/C][C]112.8[/C][C]106.767135286657[/C][C]6.0328647133431[/C][/ROW]
[ROW][C]20[/C][C]110.7[/C][C]103.447911055806[/C][C]7.25208894419367[/C][/ROW]
[ROW][C]21[/C][C]100[/C][C]107.027650575483[/C][C]-7.02765057548341[/C][/ROW]
[ROW][C]22[/C][C]113.3[/C][C]112.070996490015[/C][C]1.22900350998458[/C][/ROW]
[ROW][C]23[/C][C]122.4[/C][C]116.297553512800[/C][C]6.10244648720046[/C][/ROW]
[ROW][C]24[/C][C]112.5[/C][C]118.903594648246[/C][C]-6.40359464824567[/C][/ROW]
[ROW][C]25[/C][C]104.2[/C][C]103.205711612523[/C][C]0.994288387476765[/C][/ROW]
[ROW][C]26[/C][C]92.5[/C][C]90.7064704201747[/C][C]1.79352957982533[/C][/ROW]
[ROW][C]27[/C][C]117.2[/C][C]116.926002050367[/C][C]0.273997949633184[/C][/ROW]
[ROW][C]28[/C][C]109.3[/C][C]107.111528215417[/C][C]2.18847178458255[/C][/ROW]
[ROW][C]29[/C][C]106.1[/C][C]107.734105514849[/C][C]-1.63410551484863[/C][/ROW]
[ROW][C]30[/C][C]118.8[/C][C]113.528178207297[/C][C]5.27182179270263[/C][/ROW]
[ROW][C]31[/C][C]105.3[/C][C]105.725657983295[/C][C]-0.425657983294858[/C][/ROW]
[ROW][C]32[/C][C]106[/C][C]105.562528881418[/C][C]0.437471118582446[/C][/ROW]
[ROW][C]33[/C][C]102[/C][C]104.206510534105[/C][C]-2.20651053410530[/C][/ROW]
[ROW][C]34[/C][C]112.9[/C][C]111.671792471884[/C][C]1.22820752811592[/C][/ROW]
[ROW][C]35[/C][C]116.5[/C][C]117.623675255213[/C][C]-1.12367525521267[/C][/ROW]
[ROW][C]36[/C][C]114.8[/C][C]118.207396772993[/C][C]-3.40739677299331[/C][/ROW]
[ROW][C]37[/C][C]100.5[/C][C]102.468821543358[/C][C]-1.96882154335802[/C][/ROW]
[ROW][C]38[/C][C]85.4[/C][C]91.4048979806245[/C][C]-6.00489798062453[/C][/ROW]
[ROW][C]39[/C][C]114.6[/C][C]114.854025121806[/C][C]-0.254025121806433[/C][/ROW]
[ROW][C]40[/C][C]109.9[/C][C]104.888734540938[/C][C]5.01126545906168[/C][/ROW]
[ROW][C]41[/C][C]100.7[/C][C]107.732642401412[/C][C]-7.03264240141219[/C][/ROW]
[ROW][C]42[/C][C]115.5[/C][C]113.278993675671[/C][C]2.22100632432867[/C][/ROW]
[ROW][C]43[/C][C]100.7[/C][C]99.8033449587078[/C][C]0.896655041292176[/C][/ROW]
[ROW][C]44[/C][C]99[/C][C]100.060037868338[/C][C]-1.06003786833849[/C][/ROW]
[ROW][C]45[/C][C]102.3[/C][C]97.7364828050832[/C][C]4.56351719491683[/C][/ROW]
[ROW][C]46[/C][C]108.8[/C][C]106.005826797270[/C][C]2.79417320272967[/C][/ROW]
[ROW][C]47[/C][C]105.9[/C][C]113.443377890618[/C][C]-7.54337789061836[/C][/ROW]
[ROW][C]48[/C][C]113.2[/C][C]111.110753103481[/C][C]2.08924689651913[/C][/ROW]
[ROW][C]49[/C][C]95.7[/C][C]95.1715267248764[/C][C]0.528473275123591[/C][/ROW]
[ROW][C]50[/C][C]80.9[/C][C]86.4304780301729[/C][C]-5.5304780301729[/C][/ROW]
[ROW][C]51[/C][C]113.9[/C][C]108.868703501199[/C][C]5.03129649880097[/C][/ROW]
[ROW][C]52[/C][C]98.1[/C][C]99.8434773220961[/C][C]-1.74347732209615[/C][/ROW]
[ROW][C]53[/C][C]102.8[/C][C]101.51549200265[/C][C]1.28450799734997[/C][/ROW]
[ROW][C]54[/C][C]104.7[/C][C]106.394770437800[/C][C]-1.69477043780044[/C][/ROW]
[ROW][C]55[/C][C]95.9[/C][C]98.866692373517[/C][C]-2.96669237351703[/C][/ROW]
[ROW][C]56[/C][C]94.6[/C][C]96.1060109485962[/C][C]-1.50601094859622[/C][/ROW]
[ROW][C]57[/C][C]101.6[/C][C]95.8904271699588[/C][C]5.70957283004116[/C][/ROW]
[ROW][C]58[/C][C]103.9[/C][C]105.111415238054[/C][C]-1.2114152380542[/C][/ROW]
[ROW][C]59[/C][C]110.3[/C][C]112.867008740628[/C][C]-2.56700874062849[/C][/ROW]
[ROW][C]60[/C][C]114.1[/C][C]111.174174086951[/C][C]2.92582591304878[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67830&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67830&T=4

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
189.187.29524378835861.80475621164137
282.678.41706881806014.18293118193987
3102.7108.174733450415-5.47473345041491
491.899.094889311781-7.2948893117809
594.197.5066374828394-3.40663748283945
6103.1103.505347621325-0.405347621324616
793.296.7371693978234-3.53716939782339
89196.1235112458414-5.1235112458414
994.395.3389289153693-1.03892891536929
1099.4103.439969002776-4.03996900277598
11115.7110.5683846007415.13161539925906
12116.8112.0040813883294.79591861167107
1399.8101.158696330884-1.35869633088371
149690.44108475096785.55891524903223
15115.9115.4765358762130.423464123787176
16109.1107.2613706097671.83862939023281
17117.3106.51112259825010.7888774017503
18109.8115.192710057906-5.39271005790625
19112.8106.7671352866576.0328647133431
20110.7103.4479110558067.25208894419367
21100107.027650575483-7.02765057548341
22113.3112.0709964900151.22900350998458
23122.4116.2975535128006.10244648720046
24112.5118.903594648246-6.40359464824567
25104.2103.2057116125230.994288387476765
2692.590.70647042017471.79352957982533
27117.2116.9260020503670.273997949633184
28109.3107.1115282154172.18847178458255
29106.1107.734105514849-1.63410551484863
30118.8113.5281782072975.27182179270263
31105.3105.725657983295-0.425657983294858
32106105.5625288814180.437471118582446
33102104.206510534105-2.20651053410530
34112.9111.6717924718841.22820752811592
35116.5117.623675255213-1.12367525521267
36114.8118.207396772993-3.40739677299331
37100.5102.468821543358-1.96882154335802
3885.491.4048979806245-6.00489798062453
39114.6114.854025121806-0.254025121806433
40109.9104.8887345409385.01126545906168
41100.7107.732642401412-7.03264240141219
42115.5113.2789936756712.22100632432867
43100.799.80334495870780.896655041292176
4499100.060037868338-1.06003786833849
45102.397.73648280508324.56351719491683
46108.8106.0058267972702.79417320272967
47105.9113.443377890618-7.54337789061836
48113.2111.1107531034812.08924689651913
4995.795.17152672487640.528473275123591
5080.986.4304780301729-5.5304780301729
51113.9108.8687035011995.03129649880097
5298.199.8434773220961-1.74347732209615
53102.8101.515492002651.28450799734997
54104.7106.394770437800-1.69477043780044
5595.998.866692373517-2.96669237351703
5694.696.1060109485962-1.50601094859622
57101.695.89042716995885.70957283004116
58103.9105.111415238054-1.2114152380542
59110.3112.867008740628-2.56700874062849
60114.1111.1741740869512.92582591304878







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
190.8690753078917640.2618493842164720.130924692108236
200.8147168262464220.3705663475071560.185283173753578
210.851747983237290.2965040335254210.148252016762710
220.8469894405515560.3060211188968890.153010559448444
230.944248454735940.1115030905281190.0557515452640594
240.9983281372507680.003343725498464900.00167186274923245
250.9972746956824570.00545060863508560.0027253043175428
260.9975286108782770.004942778243446420.00247138912172321
270.99434436963760.01131126072479840.00565563036239919
280.988224985093940.02355002981211930.0117750149060597
290.9845665692458330.03086686150833470.0154334307541674
300.9822115906542330.03557681869153460.0177884093457673
310.9718110791730010.05637784165399750.0281889208269987
320.9654911175407150.06901776491856940.0345088824592847
330.9509690357520810.09806192849583840.0490309642479192
340.9142747405123240.1714505189753520.0857252594876758
350.9163946088130040.1672107823739930.0836053911869964
360.8840278455255730.2319443089488540.115972154474427
370.823419765352240.3531604692955210.176580234647761
380.7709520540528080.4580958918943840.229047945947192
390.7167464085540630.5665071828918740.283253591445937
400.737977551449340.524044897101320.26202244855066
410.7979427715777210.4041144568445570.202057228422279

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
19 & 0.869075307891764 & 0.261849384216472 & 0.130924692108236 \tabularnewline
20 & 0.814716826246422 & 0.370566347507156 & 0.185283173753578 \tabularnewline
21 & 0.85174798323729 & 0.296504033525421 & 0.148252016762710 \tabularnewline
22 & 0.846989440551556 & 0.306021118896889 & 0.153010559448444 \tabularnewline
23 & 0.94424845473594 & 0.111503090528119 & 0.0557515452640594 \tabularnewline
24 & 0.998328137250768 & 0.00334372549846490 & 0.00167186274923245 \tabularnewline
25 & 0.997274695682457 & 0.0054506086350856 & 0.0027253043175428 \tabularnewline
26 & 0.997528610878277 & 0.00494277824344642 & 0.00247138912172321 \tabularnewline
27 & 0.9943443696376 & 0.0113112607247984 & 0.00565563036239919 \tabularnewline
28 & 0.98822498509394 & 0.0235500298121193 & 0.0117750149060597 \tabularnewline
29 & 0.984566569245833 & 0.0308668615083347 & 0.0154334307541674 \tabularnewline
30 & 0.982211590654233 & 0.0355768186915346 & 0.0177884093457673 \tabularnewline
31 & 0.971811079173001 & 0.0563778416539975 & 0.0281889208269987 \tabularnewline
32 & 0.965491117540715 & 0.0690177649185694 & 0.0345088824592847 \tabularnewline
33 & 0.950969035752081 & 0.0980619284958384 & 0.0490309642479192 \tabularnewline
34 & 0.914274740512324 & 0.171450518975352 & 0.0857252594876758 \tabularnewline
35 & 0.916394608813004 & 0.167210782373993 & 0.0836053911869964 \tabularnewline
36 & 0.884027845525573 & 0.231944308948854 & 0.115972154474427 \tabularnewline
37 & 0.82341976535224 & 0.353160469295521 & 0.176580234647761 \tabularnewline
38 & 0.770952054052808 & 0.458095891894384 & 0.229047945947192 \tabularnewline
39 & 0.716746408554063 & 0.566507182891874 & 0.283253591445937 \tabularnewline
40 & 0.73797755144934 & 0.52404489710132 & 0.26202244855066 \tabularnewline
41 & 0.797942771577721 & 0.404114456844557 & 0.202057228422279 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67830&T=5

[TABLE]
[ROW][C]Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]p-values[/C][C]Alternative Hypothesis[/C][/ROW]
[ROW][C]breakpoint index[/C][C]greater[/C][C]2-sided[/C][C]less[/C][/ROW]
[ROW][C]19[/C][C]0.869075307891764[/C][C]0.261849384216472[/C][C]0.130924692108236[/C][/ROW]
[ROW][C]20[/C][C]0.814716826246422[/C][C]0.370566347507156[/C][C]0.185283173753578[/C][/ROW]
[ROW][C]21[/C][C]0.85174798323729[/C][C]0.296504033525421[/C][C]0.148252016762710[/C][/ROW]
[ROW][C]22[/C][C]0.846989440551556[/C][C]0.306021118896889[/C][C]0.153010559448444[/C][/ROW]
[ROW][C]23[/C][C]0.94424845473594[/C][C]0.111503090528119[/C][C]0.0557515452640594[/C][/ROW]
[ROW][C]24[/C][C]0.998328137250768[/C][C]0.00334372549846490[/C][C]0.00167186274923245[/C][/ROW]
[ROW][C]25[/C][C]0.997274695682457[/C][C]0.0054506086350856[/C][C]0.0027253043175428[/C][/ROW]
[ROW][C]26[/C][C]0.997528610878277[/C][C]0.00494277824344642[/C][C]0.00247138912172321[/C][/ROW]
[ROW][C]27[/C][C]0.9943443696376[/C][C]0.0113112607247984[/C][C]0.00565563036239919[/C][/ROW]
[ROW][C]28[/C][C]0.98822498509394[/C][C]0.0235500298121193[/C][C]0.0117750149060597[/C][/ROW]
[ROW][C]29[/C][C]0.984566569245833[/C][C]0.0308668615083347[/C][C]0.0154334307541674[/C][/ROW]
[ROW][C]30[/C][C]0.982211590654233[/C][C]0.0355768186915346[/C][C]0.0177884093457673[/C][/ROW]
[ROW][C]31[/C][C]0.971811079173001[/C][C]0.0563778416539975[/C][C]0.0281889208269987[/C][/ROW]
[ROW][C]32[/C][C]0.965491117540715[/C][C]0.0690177649185694[/C][C]0.0345088824592847[/C][/ROW]
[ROW][C]33[/C][C]0.950969035752081[/C][C]0.0980619284958384[/C][C]0.0490309642479192[/C][/ROW]
[ROW][C]34[/C][C]0.914274740512324[/C][C]0.171450518975352[/C][C]0.0857252594876758[/C][/ROW]
[ROW][C]35[/C][C]0.916394608813004[/C][C]0.167210782373993[/C][C]0.0836053911869964[/C][/ROW]
[ROW][C]36[/C][C]0.884027845525573[/C][C]0.231944308948854[/C][C]0.115972154474427[/C][/ROW]
[ROW][C]37[/C][C]0.82341976535224[/C][C]0.353160469295521[/C][C]0.176580234647761[/C][/ROW]
[ROW][C]38[/C][C]0.770952054052808[/C][C]0.458095891894384[/C][C]0.229047945947192[/C][/ROW]
[ROW][C]39[/C][C]0.716746408554063[/C][C]0.566507182891874[/C][C]0.283253591445937[/C][/ROW]
[ROW][C]40[/C][C]0.73797755144934[/C][C]0.52404489710132[/C][C]0.26202244855066[/C][/ROW]
[ROW][C]41[/C][C]0.797942771577721[/C][C]0.404114456844557[/C][C]0.202057228422279[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67830&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67830&T=5

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
190.8690753078917640.2618493842164720.130924692108236
200.8147168262464220.3705663475071560.185283173753578
210.851747983237290.2965040335254210.148252016762710
220.8469894405515560.3060211188968890.153010559448444
230.944248454735940.1115030905281190.0557515452640594
240.9983281372507680.003343725498464900.00167186274923245
250.9972746956824570.00545060863508560.0027253043175428
260.9975286108782770.004942778243446420.00247138912172321
270.99434436963760.01131126072479840.00565563036239919
280.988224985093940.02355002981211930.0117750149060597
290.9845665692458330.03086686150833470.0154334307541674
300.9822115906542330.03557681869153460.0177884093457673
310.9718110791730010.05637784165399750.0281889208269987
320.9654911175407150.06901776491856940.0345088824592847
330.9509690357520810.09806192849583840.0490309642479192
340.9142747405123240.1714505189753520.0857252594876758
350.9163946088130040.1672107823739930.0836053911869964
360.8840278455255730.2319443089488540.115972154474427
370.823419765352240.3531604692955210.176580234647761
380.7709520540528080.4580958918943840.229047945947192
390.7167464085540630.5665071828918740.283253591445937
400.737977551449340.524044897101320.26202244855066
410.7979427715777210.4041144568445570.202057228422279







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level30.130434782608696NOK
5% type I error level70.304347826086957NOK
10% type I error level100.434782608695652NOK

\begin{tabular}{lllllllll}
\hline
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
Description & # significant tests & % significant tests & OK/NOK \tabularnewline
1% type I error level & 3 & 0.130434782608696 & NOK \tabularnewline
5% type I error level & 7 & 0.304347826086957 & NOK \tabularnewline
10% type I error level & 10 & 0.434782608695652 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67830&T=6

[TABLE]
[ROW][C]Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]Description[/C][C]# significant tests[/C][C]% significant tests[/C][C]OK/NOK[/C][/ROW]
[ROW][C]1% type I error level[/C][C]3[/C][C]0.130434782608696[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]7[/C][C]0.304347826086957[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]10[/C][C]0.434782608695652[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67830&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67830&T=6

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level30.130434782608696NOK
5% type I error level70.304347826086957NOK
10% type I error level100.434782608695652NOK



Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}