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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationSat, 19 Dec 2009 08:44:35 -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/19/t1261237593dnq081ufioijep5.htm/, Retrieved Sat, 04 May 2024 00:17:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69648, Retrieved Sat, 04 May 2024 00:17:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact107
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
- RMPD  [Multiple Regression] [Seatbelt] [2009-11-12 13:54:52] [b98453cac15ba1066b407e146608df68]
-    D      [Multiple Regression] [] [2009-12-19 15:44:35] [2b679e8ec54382eeb0ec0b6bb527570a] [Current]
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Dataseries X:
101.09	0
102.71	0
102.11	0
101.68	0
101.7	0
101.53	0
101.76	0
101.15	0
100.92	0
100.73	0
100.55	0
102.15	0
100.79	0
99.93	0
100.03	0
100.25	0
99.6	0
100.16	0
100.49	0
99.72	0
100.14	0
98.48	0
100.38	0
101.45	0
98.42	0
98.6	0
100.06	0
98.62	0
100.84	0
100.02	0
97.95	0
98.32	0
98.27	0
97.22	0
99.28	0
100.38	0
99.02	0
100.32	0
99.81	0
100.6	0
101.19	0
100.47	0
101.77	0
102.32	0
102.39	0
101.16	0
100.63	0
101.48	0
101.44	1
100.09	1
100.7	1
100.78	1
99.81	1
98.45	1
98.49	1
97.48	1
97.91	1
96.94	1
98.53	1
96.82	1
95.76	1




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time11 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 & 11 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69648&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]11 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=69648&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69648&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 time11 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 100.388333333333 -1.68064102564103X[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  +  100.388333333333 -1.68064102564103X[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69648&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  +  100.388333333333 -1.68064102564103X[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69648&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69648&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] = + 100.388333333333 -1.68064102564103X[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)100.3883333333330.200241501.336800
X-1.680641025641030.433757-3.87460.000270.000135

\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) & 100.388333333333 & 0.200241 & 501.3368 & 0 & 0 \tabularnewline
X & -1.68064102564103 & 0.433757 & -3.8746 & 0.00027 & 0.000135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69648&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]100.388333333333[/C][C]0.200241[/C][C]501.3368[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]X[/C][C]-1.68064102564103[/C][C]0.433757[/C][C]-3.8746[/C][C]0.00027[/C][C]0.000135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69648&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69648&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)100.3883333333330.200241501.336800
X-1.680641025641030.433757-3.87460.000270.000135







Multiple Linear Regression - Regression Statistics
Multiple R0.450375989886427
R-squared0.202838532266179
Adjusted R-squared0.189327320948657
F-TEST (value)15.0126089733437
F-TEST (DF numerator)1
F-TEST (DF denominator)59
p-value0.000270485574901058
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.38731234758470
Sum Squared Residuals113.553497435898

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.450375989886427 \tabularnewline
R-squared & 0.202838532266179 \tabularnewline
Adjusted R-squared & 0.189327320948657 \tabularnewline
F-TEST (value) & 15.0126089733437 \tabularnewline
F-TEST (DF numerator) & 1 \tabularnewline
F-TEST (DF denominator) & 59 \tabularnewline
p-value & 0.000270485574901058 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 1.38731234758470 \tabularnewline
Sum Squared Residuals & 113.553497435898 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69648&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.450375989886427[/C][/ROW]
[ROW][C]R-squared[/C][C]0.202838532266179[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.189327320948657[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]15.0126089733437[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]1[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]59[/C][/ROW]
[ROW][C]p-value[/C][C]0.000270485574901058[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]1.38731234758470[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]113.553497435898[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69648&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69648&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 R0.450375989886427
R-squared0.202838532266179
Adjusted R-squared0.189327320948657
F-TEST (value)15.0126089733437
F-TEST (DF numerator)1
F-TEST (DF denominator)59
p-value0.000270485574901058
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.38731234758470
Sum Squared Residuals113.553497435898







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1101.09100.3883333333330.701666666666981
2102.71100.3883333333332.32166666666665
3102.11100.3883333333331.72166666666666
4101.68100.3883333333331.29166666666667
5101.7100.3883333333331.31166666666666
6101.53100.3883333333331.14166666666666
7101.76100.3883333333331.37166666666667
8101.15100.3883333333330.761666666666666
9100.92100.3883333333330.531666666666662
10100.73100.3883333333330.341666666666664
11100.55100.3883333333330.161666666666657
12102.15100.3883333333331.76166666666667
13100.79100.3883333333330.401666666666667
1499.93100.388333333333-0.458333333333333
15100.03100.388333333333-0.358333333333338
16100.25100.388333333333-0.138333333333340
1799.6100.388333333333-0.788333333333345
18100.16100.388333333333-0.228333333333343
19100.49100.3883333333330.101666666666655
2099.72100.388333333333-0.66833333333334
21100.14100.388333333333-0.248333333333339
2298.48100.388333333333-1.90833333333334
23100.38100.388333333333-0.00833333333334421
24101.45100.3883333333331.06166666666666
2598.42100.388333333333-1.96833333333334
2698.6100.388333333333-1.78833333333335
27100.06100.388333333333-0.328333333333337
2898.62100.388333333333-1.76833333333334
29100.84100.3883333333330.451666666666664
30100.02100.388333333333-0.368333333333344
3197.95100.388333333333-2.43833333333334
3298.32100.388333333333-2.06833333333335
3398.27100.388333333333-2.11833333333334
3497.22100.388333333333-3.16833333333334
3599.28100.388333333333-1.10833333333334
36100.38100.388333333333-0.00833333333334421
3799.02100.388333333333-1.36833333333334
38100.32100.388333333333-0.0683333333333465
3999.81100.388333333333-0.578333333333337
40100.6100.3883333333330.211666666666655
41101.19100.3883333333330.801666666666658
42100.47100.3883333333330.0816666666666592
43101.77100.3883333333331.38166666666666
44102.32100.3883333333331.93166666666665
45102.39100.3883333333332.00166666666666
46101.16100.3883333333330.771666666666657
47100.63100.3883333333330.241666666666656
48101.48100.3883333333331.09166666666666
49101.4498.70769230769232.73230769230769
50100.0998.70769230769231.38230769230770
51100.798.70769230769231.99230769230769
52100.7898.70769230769232.07230769230769
5399.8198.70769230769231.10230769230769
5498.4598.7076923076923-0.257692307692305
5598.4998.7076923076923-0.217692307692313
5697.4898.7076923076923-1.22769230769230
5797.9198.7076923076923-0.797692307692311
5896.9498.7076923076923-1.76769230769231
5998.5398.7076923076923-0.177692307692307
6096.8298.7076923076923-1.88769230769231
6195.7698.7076923076923-2.9476923076923

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 101.09 & 100.388333333333 & 0.701666666666981 \tabularnewline
2 & 102.71 & 100.388333333333 & 2.32166666666665 \tabularnewline
3 & 102.11 & 100.388333333333 & 1.72166666666666 \tabularnewline
4 & 101.68 & 100.388333333333 & 1.29166666666667 \tabularnewline
5 & 101.7 & 100.388333333333 & 1.31166666666666 \tabularnewline
6 & 101.53 & 100.388333333333 & 1.14166666666666 \tabularnewline
7 & 101.76 & 100.388333333333 & 1.37166666666667 \tabularnewline
8 & 101.15 & 100.388333333333 & 0.761666666666666 \tabularnewline
9 & 100.92 & 100.388333333333 & 0.531666666666662 \tabularnewline
10 & 100.73 & 100.388333333333 & 0.341666666666664 \tabularnewline
11 & 100.55 & 100.388333333333 & 0.161666666666657 \tabularnewline
12 & 102.15 & 100.388333333333 & 1.76166666666667 \tabularnewline
13 & 100.79 & 100.388333333333 & 0.401666666666667 \tabularnewline
14 & 99.93 & 100.388333333333 & -0.458333333333333 \tabularnewline
15 & 100.03 & 100.388333333333 & -0.358333333333338 \tabularnewline
16 & 100.25 & 100.388333333333 & -0.138333333333340 \tabularnewline
17 & 99.6 & 100.388333333333 & -0.788333333333345 \tabularnewline
18 & 100.16 & 100.388333333333 & -0.228333333333343 \tabularnewline
19 & 100.49 & 100.388333333333 & 0.101666666666655 \tabularnewline
20 & 99.72 & 100.388333333333 & -0.66833333333334 \tabularnewline
21 & 100.14 & 100.388333333333 & -0.248333333333339 \tabularnewline
22 & 98.48 & 100.388333333333 & -1.90833333333334 \tabularnewline
23 & 100.38 & 100.388333333333 & -0.00833333333334421 \tabularnewline
24 & 101.45 & 100.388333333333 & 1.06166666666666 \tabularnewline
25 & 98.42 & 100.388333333333 & -1.96833333333334 \tabularnewline
26 & 98.6 & 100.388333333333 & -1.78833333333335 \tabularnewline
27 & 100.06 & 100.388333333333 & -0.328333333333337 \tabularnewline
28 & 98.62 & 100.388333333333 & -1.76833333333334 \tabularnewline
29 & 100.84 & 100.388333333333 & 0.451666666666664 \tabularnewline
30 & 100.02 & 100.388333333333 & -0.368333333333344 \tabularnewline
31 & 97.95 & 100.388333333333 & -2.43833333333334 \tabularnewline
32 & 98.32 & 100.388333333333 & -2.06833333333335 \tabularnewline
33 & 98.27 & 100.388333333333 & -2.11833333333334 \tabularnewline
34 & 97.22 & 100.388333333333 & -3.16833333333334 \tabularnewline
35 & 99.28 & 100.388333333333 & -1.10833333333334 \tabularnewline
36 & 100.38 & 100.388333333333 & -0.00833333333334421 \tabularnewline
37 & 99.02 & 100.388333333333 & -1.36833333333334 \tabularnewline
38 & 100.32 & 100.388333333333 & -0.0683333333333465 \tabularnewline
39 & 99.81 & 100.388333333333 & -0.578333333333337 \tabularnewline
40 & 100.6 & 100.388333333333 & 0.211666666666655 \tabularnewline
41 & 101.19 & 100.388333333333 & 0.801666666666658 \tabularnewline
42 & 100.47 & 100.388333333333 & 0.0816666666666592 \tabularnewline
43 & 101.77 & 100.388333333333 & 1.38166666666666 \tabularnewline
44 & 102.32 & 100.388333333333 & 1.93166666666665 \tabularnewline
45 & 102.39 & 100.388333333333 & 2.00166666666666 \tabularnewline
46 & 101.16 & 100.388333333333 & 0.771666666666657 \tabularnewline
47 & 100.63 & 100.388333333333 & 0.241666666666656 \tabularnewline
48 & 101.48 & 100.388333333333 & 1.09166666666666 \tabularnewline
49 & 101.44 & 98.7076923076923 & 2.73230769230769 \tabularnewline
50 & 100.09 & 98.7076923076923 & 1.38230769230770 \tabularnewline
51 & 100.7 & 98.7076923076923 & 1.99230769230769 \tabularnewline
52 & 100.78 & 98.7076923076923 & 2.07230769230769 \tabularnewline
53 & 99.81 & 98.7076923076923 & 1.10230769230769 \tabularnewline
54 & 98.45 & 98.7076923076923 & -0.257692307692305 \tabularnewline
55 & 98.49 & 98.7076923076923 & -0.217692307692313 \tabularnewline
56 & 97.48 & 98.7076923076923 & -1.22769230769230 \tabularnewline
57 & 97.91 & 98.7076923076923 & -0.797692307692311 \tabularnewline
58 & 96.94 & 98.7076923076923 & -1.76769230769231 \tabularnewline
59 & 98.53 & 98.7076923076923 & -0.177692307692307 \tabularnewline
60 & 96.82 & 98.7076923076923 & -1.88769230769231 \tabularnewline
61 & 95.76 & 98.7076923076923 & -2.9476923076923 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69648&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]101.09[/C][C]100.388333333333[/C][C]0.701666666666981[/C][/ROW]
[ROW][C]2[/C][C]102.71[/C][C]100.388333333333[/C][C]2.32166666666665[/C][/ROW]
[ROW][C]3[/C][C]102.11[/C][C]100.388333333333[/C][C]1.72166666666666[/C][/ROW]
[ROW][C]4[/C][C]101.68[/C][C]100.388333333333[/C][C]1.29166666666667[/C][/ROW]
[ROW][C]5[/C][C]101.7[/C][C]100.388333333333[/C][C]1.31166666666666[/C][/ROW]
[ROW][C]6[/C][C]101.53[/C][C]100.388333333333[/C][C]1.14166666666666[/C][/ROW]
[ROW][C]7[/C][C]101.76[/C][C]100.388333333333[/C][C]1.37166666666667[/C][/ROW]
[ROW][C]8[/C][C]101.15[/C][C]100.388333333333[/C][C]0.761666666666666[/C][/ROW]
[ROW][C]9[/C][C]100.92[/C][C]100.388333333333[/C][C]0.531666666666662[/C][/ROW]
[ROW][C]10[/C][C]100.73[/C][C]100.388333333333[/C][C]0.341666666666664[/C][/ROW]
[ROW][C]11[/C][C]100.55[/C][C]100.388333333333[/C][C]0.161666666666657[/C][/ROW]
[ROW][C]12[/C][C]102.15[/C][C]100.388333333333[/C][C]1.76166666666667[/C][/ROW]
[ROW][C]13[/C][C]100.79[/C][C]100.388333333333[/C][C]0.401666666666667[/C][/ROW]
[ROW][C]14[/C][C]99.93[/C][C]100.388333333333[/C][C]-0.458333333333333[/C][/ROW]
[ROW][C]15[/C][C]100.03[/C][C]100.388333333333[/C][C]-0.358333333333338[/C][/ROW]
[ROW][C]16[/C][C]100.25[/C][C]100.388333333333[/C][C]-0.138333333333340[/C][/ROW]
[ROW][C]17[/C][C]99.6[/C][C]100.388333333333[/C][C]-0.788333333333345[/C][/ROW]
[ROW][C]18[/C][C]100.16[/C][C]100.388333333333[/C][C]-0.228333333333343[/C][/ROW]
[ROW][C]19[/C][C]100.49[/C][C]100.388333333333[/C][C]0.101666666666655[/C][/ROW]
[ROW][C]20[/C][C]99.72[/C][C]100.388333333333[/C][C]-0.66833333333334[/C][/ROW]
[ROW][C]21[/C][C]100.14[/C][C]100.388333333333[/C][C]-0.248333333333339[/C][/ROW]
[ROW][C]22[/C][C]98.48[/C][C]100.388333333333[/C][C]-1.90833333333334[/C][/ROW]
[ROW][C]23[/C][C]100.38[/C][C]100.388333333333[/C][C]-0.00833333333334421[/C][/ROW]
[ROW][C]24[/C][C]101.45[/C][C]100.388333333333[/C][C]1.06166666666666[/C][/ROW]
[ROW][C]25[/C][C]98.42[/C][C]100.388333333333[/C][C]-1.96833333333334[/C][/ROW]
[ROW][C]26[/C][C]98.6[/C][C]100.388333333333[/C][C]-1.78833333333335[/C][/ROW]
[ROW][C]27[/C][C]100.06[/C][C]100.388333333333[/C][C]-0.328333333333337[/C][/ROW]
[ROW][C]28[/C][C]98.62[/C][C]100.388333333333[/C][C]-1.76833333333334[/C][/ROW]
[ROW][C]29[/C][C]100.84[/C][C]100.388333333333[/C][C]0.451666666666664[/C][/ROW]
[ROW][C]30[/C][C]100.02[/C][C]100.388333333333[/C][C]-0.368333333333344[/C][/ROW]
[ROW][C]31[/C][C]97.95[/C][C]100.388333333333[/C][C]-2.43833333333334[/C][/ROW]
[ROW][C]32[/C][C]98.32[/C][C]100.388333333333[/C][C]-2.06833333333335[/C][/ROW]
[ROW][C]33[/C][C]98.27[/C][C]100.388333333333[/C][C]-2.11833333333334[/C][/ROW]
[ROW][C]34[/C][C]97.22[/C][C]100.388333333333[/C][C]-3.16833333333334[/C][/ROW]
[ROW][C]35[/C][C]99.28[/C][C]100.388333333333[/C][C]-1.10833333333334[/C][/ROW]
[ROW][C]36[/C][C]100.38[/C][C]100.388333333333[/C][C]-0.00833333333334421[/C][/ROW]
[ROW][C]37[/C][C]99.02[/C][C]100.388333333333[/C][C]-1.36833333333334[/C][/ROW]
[ROW][C]38[/C][C]100.32[/C][C]100.388333333333[/C][C]-0.0683333333333465[/C][/ROW]
[ROW][C]39[/C][C]99.81[/C][C]100.388333333333[/C][C]-0.578333333333337[/C][/ROW]
[ROW][C]40[/C][C]100.6[/C][C]100.388333333333[/C][C]0.211666666666655[/C][/ROW]
[ROW][C]41[/C][C]101.19[/C][C]100.388333333333[/C][C]0.801666666666658[/C][/ROW]
[ROW][C]42[/C][C]100.47[/C][C]100.388333333333[/C][C]0.0816666666666592[/C][/ROW]
[ROW][C]43[/C][C]101.77[/C][C]100.388333333333[/C][C]1.38166666666666[/C][/ROW]
[ROW][C]44[/C][C]102.32[/C][C]100.388333333333[/C][C]1.93166666666665[/C][/ROW]
[ROW][C]45[/C][C]102.39[/C][C]100.388333333333[/C][C]2.00166666666666[/C][/ROW]
[ROW][C]46[/C][C]101.16[/C][C]100.388333333333[/C][C]0.771666666666657[/C][/ROW]
[ROW][C]47[/C][C]100.63[/C][C]100.388333333333[/C][C]0.241666666666656[/C][/ROW]
[ROW][C]48[/C][C]101.48[/C][C]100.388333333333[/C][C]1.09166666666666[/C][/ROW]
[ROW][C]49[/C][C]101.44[/C][C]98.7076923076923[/C][C]2.73230769230769[/C][/ROW]
[ROW][C]50[/C][C]100.09[/C][C]98.7076923076923[/C][C]1.38230769230770[/C][/ROW]
[ROW][C]51[/C][C]100.7[/C][C]98.7076923076923[/C][C]1.99230769230769[/C][/ROW]
[ROW][C]52[/C][C]100.78[/C][C]98.7076923076923[/C][C]2.07230769230769[/C][/ROW]
[ROW][C]53[/C][C]99.81[/C][C]98.7076923076923[/C][C]1.10230769230769[/C][/ROW]
[ROW][C]54[/C][C]98.45[/C][C]98.7076923076923[/C][C]-0.257692307692305[/C][/ROW]
[ROW][C]55[/C][C]98.49[/C][C]98.7076923076923[/C][C]-0.217692307692313[/C][/ROW]
[ROW][C]56[/C][C]97.48[/C][C]98.7076923076923[/C][C]-1.22769230769230[/C][/ROW]
[ROW][C]57[/C][C]97.91[/C][C]98.7076923076923[/C][C]-0.797692307692311[/C][/ROW]
[ROW][C]58[/C][C]96.94[/C][C]98.7076923076923[/C][C]-1.76769230769231[/C][/ROW]
[ROW][C]59[/C][C]98.53[/C][C]98.7076923076923[/C][C]-0.177692307692307[/C][/ROW]
[ROW][C]60[/C][C]96.82[/C][C]98.7076923076923[/C][C]-1.88769230769231[/C][/ROW]
[ROW][C]61[/C][C]95.76[/C][C]98.7076923076923[/C][C]-2.9476923076923[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69648&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69648&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
1101.09100.3883333333330.701666666666981
2102.71100.3883333333332.32166666666665
3102.11100.3883333333331.72166666666666
4101.68100.3883333333331.29166666666667
5101.7100.3883333333331.31166666666666
6101.53100.3883333333331.14166666666666
7101.76100.3883333333331.37166666666667
8101.15100.3883333333330.761666666666666
9100.92100.3883333333330.531666666666662
10100.73100.3883333333330.341666666666664
11100.55100.3883333333330.161666666666657
12102.15100.3883333333331.76166666666667
13100.79100.3883333333330.401666666666667
1499.93100.388333333333-0.458333333333333
15100.03100.388333333333-0.358333333333338
16100.25100.388333333333-0.138333333333340
1799.6100.388333333333-0.788333333333345
18100.16100.388333333333-0.228333333333343
19100.49100.3883333333330.101666666666655
2099.72100.388333333333-0.66833333333334
21100.14100.388333333333-0.248333333333339
2298.48100.388333333333-1.90833333333334
23100.38100.388333333333-0.00833333333334421
24101.45100.3883333333331.06166666666666
2598.42100.388333333333-1.96833333333334
2698.6100.388333333333-1.78833333333335
27100.06100.388333333333-0.328333333333337
2898.62100.388333333333-1.76833333333334
29100.84100.3883333333330.451666666666664
30100.02100.388333333333-0.368333333333344
3197.95100.388333333333-2.43833333333334
3298.32100.388333333333-2.06833333333335
3398.27100.388333333333-2.11833333333334
3497.22100.388333333333-3.16833333333334
3599.28100.388333333333-1.10833333333334
36100.38100.388333333333-0.00833333333334421
3799.02100.388333333333-1.36833333333334
38100.32100.388333333333-0.0683333333333465
3999.81100.388333333333-0.578333333333337
40100.6100.3883333333330.211666666666655
41101.19100.3883333333330.801666666666658
42100.47100.3883333333330.0816666666666592
43101.77100.3883333333331.38166666666666
44102.32100.3883333333331.93166666666665
45102.39100.3883333333332.00166666666666
46101.16100.3883333333330.771666666666657
47100.63100.3883333333330.241666666666656
48101.48100.3883333333331.09166666666666
49101.4498.70769230769232.73230769230769
50100.0998.70769230769231.38230769230770
51100.798.70769230769231.99230769230769
52100.7898.70769230769232.07230769230769
5399.8198.70769230769231.10230769230769
5498.4598.7076923076923-0.257692307692305
5598.4998.7076923076923-0.217692307692313
5697.4898.7076923076923-1.22769230769230
5797.9198.7076923076923-0.797692307692311
5896.9498.7076923076923-1.76769230769231
5998.5398.7076923076923-0.177692307692307
6096.8298.7076923076923-1.88769230769231
6195.7698.7076923076923-2.9476923076923







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.1449080182664370.2898160365328740.855091981733563
60.06581717200939470.1316343440187890.934182827990605
70.02600418470026180.05200836940052370.973995815299738
80.01628930545002490.03257861090004970.983710694549975
90.01301876881820390.02603753763640790.986981231181796
100.01192351556101330.02384703112202660.988076484438987
110.01194916830886110.02389833661772220.98805083169114
120.009448532831787850.01889706566357570.990551467168212
130.00656524695681670.01313049391363340.993434753043183
140.01440888134570190.02881776269140380.985591118654298
150.01800863119721830.03601726239443660.981991368802782
160.01538573534381510.03077147068763020.984614264656185
170.02376434245637020.04752868491274040.97623565754363
180.01862360513764770.03724721027529530.981376394862352
190.01189277049689410.02378554099378830.988107229503106
200.01230243406989370.02460486813978740.987697565930106
210.008690870172733960.01738174034546790.991309129827266
220.03240280149607950.06480560299215910.96759719850392
230.02101571142503300.04203142285006600.978984288574967
240.01635121153022370.03270242306044750.983648788469776
250.04173359567589060.08346719135178120.95826640432411
260.06644355147540250.1328871029508050.933556448524598
270.04705832816536820.09411665633073640.952941671834632
280.06581024537026740.1316204907405350.934189754629733
290.04654107778188220.09308215556376430.953458922218118
300.03200912582445270.06401825164890540.967990874175547
310.07531347006937260.1506269401387450.924686529930627
320.1121328371693210.2242656743386430.887867162830679
330.1648758024800630.3297516049601260.835124197519937
340.4344209226306910.8688418452613810.565579077369309
350.4245753077904210.8491506155808420.575424692209579
360.3571034777358940.7142069554717880.642896522264106
370.3919722214077470.7839444428154930.608027778592253
380.3342631844073550.6685263688147090.665736815592645
390.3118760508650130.6237521017300250.688123949134987
400.259953658208360.519907316416720.74004634179164
410.21176362754660.42352725509320.7882363724534
420.176954339101830.353908678203660.82304566089817
430.1492180593129310.2984361186258610.85078194068707
440.1458092597469410.2916185194938810.85419074025306
450.1489150521003190.2978301042006390.85108494789968
460.1081139737327690.2162279474655390.89188602626723
470.07610142894523820.1522028578904760.923898571054762
480.05264910672446980.1052982134489400.94735089327553
490.1006491360821010.2012982721642020.899350863917899
500.1028943666278180.2057887332556360.897105633372182
510.1720076600306720.3440153200613450.827992339969328
520.4098416155867040.8196832311734070.590158384413296
530.615791615279550.7684167694409010.384208384720450
540.5875439365418660.824912126916270.412456063458135
550.5807798605873930.8384402788252130.419220139412607
560.4431594900202020.8863189800404030.556840509979798

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
5 & 0.144908018266437 & 0.289816036532874 & 0.855091981733563 \tabularnewline
6 & 0.0658171720093947 & 0.131634344018789 & 0.934182827990605 \tabularnewline
7 & 0.0260041847002618 & 0.0520083694005237 & 0.973995815299738 \tabularnewline
8 & 0.0162893054500249 & 0.0325786109000497 & 0.983710694549975 \tabularnewline
9 & 0.0130187688182039 & 0.0260375376364079 & 0.986981231181796 \tabularnewline
10 & 0.0119235155610133 & 0.0238470311220266 & 0.988076484438987 \tabularnewline
11 & 0.0119491683088611 & 0.0238983366177222 & 0.98805083169114 \tabularnewline
12 & 0.00944853283178785 & 0.0188970656635757 & 0.990551467168212 \tabularnewline
13 & 0.0065652469568167 & 0.0131304939136334 & 0.993434753043183 \tabularnewline
14 & 0.0144088813457019 & 0.0288177626914038 & 0.985591118654298 \tabularnewline
15 & 0.0180086311972183 & 0.0360172623944366 & 0.981991368802782 \tabularnewline
16 & 0.0153857353438151 & 0.0307714706876302 & 0.984614264656185 \tabularnewline
17 & 0.0237643424563702 & 0.0475286849127404 & 0.97623565754363 \tabularnewline
18 & 0.0186236051376477 & 0.0372472102752953 & 0.981376394862352 \tabularnewline
19 & 0.0118927704968941 & 0.0237855409937883 & 0.988107229503106 \tabularnewline
20 & 0.0123024340698937 & 0.0246048681397874 & 0.987697565930106 \tabularnewline
21 & 0.00869087017273396 & 0.0173817403454679 & 0.991309129827266 \tabularnewline
22 & 0.0324028014960795 & 0.0648056029921591 & 0.96759719850392 \tabularnewline
23 & 0.0210157114250330 & 0.0420314228500660 & 0.978984288574967 \tabularnewline
24 & 0.0163512115302237 & 0.0327024230604475 & 0.983648788469776 \tabularnewline
25 & 0.0417335956758906 & 0.0834671913517812 & 0.95826640432411 \tabularnewline
26 & 0.0664435514754025 & 0.132887102950805 & 0.933556448524598 \tabularnewline
27 & 0.0470583281653682 & 0.0941166563307364 & 0.952941671834632 \tabularnewline
28 & 0.0658102453702674 & 0.131620490740535 & 0.934189754629733 \tabularnewline
29 & 0.0465410777818822 & 0.0930821555637643 & 0.953458922218118 \tabularnewline
30 & 0.0320091258244527 & 0.0640182516489054 & 0.967990874175547 \tabularnewline
31 & 0.0753134700693726 & 0.150626940138745 & 0.924686529930627 \tabularnewline
32 & 0.112132837169321 & 0.224265674338643 & 0.887867162830679 \tabularnewline
33 & 0.164875802480063 & 0.329751604960126 & 0.835124197519937 \tabularnewline
34 & 0.434420922630691 & 0.868841845261381 & 0.565579077369309 \tabularnewline
35 & 0.424575307790421 & 0.849150615580842 & 0.575424692209579 \tabularnewline
36 & 0.357103477735894 & 0.714206955471788 & 0.642896522264106 \tabularnewline
37 & 0.391972221407747 & 0.783944442815493 & 0.608027778592253 \tabularnewline
38 & 0.334263184407355 & 0.668526368814709 & 0.665736815592645 \tabularnewline
39 & 0.311876050865013 & 0.623752101730025 & 0.688123949134987 \tabularnewline
40 & 0.25995365820836 & 0.51990731641672 & 0.74004634179164 \tabularnewline
41 & 0.2117636275466 & 0.4235272550932 & 0.7882363724534 \tabularnewline
42 & 0.17695433910183 & 0.35390867820366 & 0.82304566089817 \tabularnewline
43 & 0.149218059312931 & 0.298436118625861 & 0.85078194068707 \tabularnewline
44 & 0.145809259746941 & 0.291618519493881 & 0.85419074025306 \tabularnewline
45 & 0.148915052100319 & 0.297830104200639 & 0.85108494789968 \tabularnewline
46 & 0.108113973732769 & 0.216227947465539 & 0.89188602626723 \tabularnewline
47 & 0.0761014289452382 & 0.152202857890476 & 0.923898571054762 \tabularnewline
48 & 0.0526491067244698 & 0.105298213448940 & 0.94735089327553 \tabularnewline
49 & 0.100649136082101 & 0.201298272164202 & 0.899350863917899 \tabularnewline
50 & 0.102894366627818 & 0.205788733255636 & 0.897105633372182 \tabularnewline
51 & 0.172007660030672 & 0.344015320061345 & 0.827992339969328 \tabularnewline
52 & 0.409841615586704 & 0.819683231173407 & 0.590158384413296 \tabularnewline
53 & 0.61579161527955 & 0.768416769440901 & 0.384208384720450 \tabularnewline
54 & 0.587543936541866 & 0.82491212691627 & 0.412456063458135 \tabularnewline
55 & 0.580779860587393 & 0.838440278825213 & 0.419220139412607 \tabularnewline
56 & 0.443159490020202 & 0.886318980040403 & 0.556840509979798 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69648&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]5[/C][C]0.144908018266437[/C][C]0.289816036532874[/C][C]0.855091981733563[/C][/ROW]
[ROW][C]6[/C][C]0.0658171720093947[/C][C]0.131634344018789[/C][C]0.934182827990605[/C][/ROW]
[ROW][C]7[/C][C]0.0260041847002618[/C][C]0.0520083694005237[/C][C]0.973995815299738[/C][/ROW]
[ROW][C]8[/C][C]0.0162893054500249[/C][C]0.0325786109000497[/C][C]0.983710694549975[/C][/ROW]
[ROW][C]9[/C][C]0.0130187688182039[/C][C]0.0260375376364079[/C][C]0.986981231181796[/C][/ROW]
[ROW][C]10[/C][C]0.0119235155610133[/C][C]0.0238470311220266[/C][C]0.988076484438987[/C][/ROW]
[ROW][C]11[/C][C]0.0119491683088611[/C][C]0.0238983366177222[/C][C]0.98805083169114[/C][/ROW]
[ROW][C]12[/C][C]0.00944853283178785[/C][C]0.0188970656635757[/C][C]0.990551467168212[/C][/ROW]
[ROW][C]13[/C][C]0.0065652469568167[/C][C]0.0131304939136334[/C][C]0.993434753043183[/C][/ROW]
[ROW][C]14[/C][C]0.0144088813457019[/C][C]0.0288177626914038[/C][C]0.985591118654298[/C][/ROW]
[ROW][C]15[/C][C]0.0180086311972183[/C][C]0.0360172623944366[/C][C]0.981991368802782[/C][/ROW]
[ROW][C]16[/C][C]0.0153857353438151[/C][C]0.0307714706876302[/C][C]0.984614264656185[/C][/ROW]
[ROW][C]17[/C][C]0.0237643424563702[/C][C]0.0475286849127404[/C][C]0.97623565754363[/C][/ROW]
[ROW][C]18[/C][C]0.0186236051376477[/C][C]0.0372472102752953[/C][C]0.981376394862352[/C][/ROW]
[ROW][C]19[/C][C]0.0118927704968941[/C][C]0.0237855409937883[/C][C]0.988107229503106[/C][/ROW]
[ROW][C]20[/C][C]0.0123024340698937[/C][C]0.0246048681397874[/C][C]0.987697565930106[/C][/ROW]
[ROW][C]21[/C][C]0.00869087017273396[/C][C]0.0173817403454679[/C][C]0.991309129827266[/C][/ROW]
[ROW][C]22[/C][C]0.0324028014960795[/C][C]0.0648056029921591[/C][C]0.96759719850392[/C][/ROW]
[ROW][C]23[/C][C]0.0210157114250330[/C][C]0.0420314228500660[/C][C]0.978984288574967[/C][/ROW]
[ROW][C]24[/C][C]0.0163512115302237[/C][C]0.0327024230604475[/C][C]0.983648788469776[/C][/ROW]
[ROW][C]25[/C][C]0.0417335956758906[/C][C]0.0834671913517812[/C][C]0.95826640432411[/C][/ROW]
[ROW][C]26[/C][C]0.0664435514754025[/C][C]0.132887102950805[/C][C]0.933556448524598[/C][/ROW]
[ROW][C]27[/C][C]0.0470583281653682[/C][C]0.0941166563307364[/C][C]0.952941671834632[/C][/ROW]
[ROW][C]28[/C][C]0.0658102453702674[/C][C]0.131620490740535[/C][C]0.934189754629733[/C][/ROW]
[ROW][C]29[/C][C]0.0465410777818822[/C][C]0.0930821555637643[/C][C]0.953458922218118[/C][/ROW]
[ROW][C]30[/C][C]0.0320091258244527[/C][C]0.0640182516489054[/C][C]0.967990874175547[/C][/ROW]
[ROW][C]31[/C][C]0.0753134700693726[/C][C]0.150626940138745[/C][C]0.924686529930627[/C][/ROW]
[ROW][C]32[/C][C]0.112132837169321[/C][C]0.224265674338643[/C][C]0.887867162830679[/C][/ROW]
[ROW][C]33[/C][C]0.164875802480063[/C][C]0.329751604960126[/C][C]0.835124197519937[/C][/ROW]
[ROW][C]34[/C][C]0.434420922630691[/C][C]0.868841845261381[/C][C]0.565579077369309[/C][/ROW]
[ROW][C]35[/C][C]0.424575307790421[/C][C]0.849150615580842[/C][C]0.575424692209579[/C][/ROW]
[ROW][C]36[/C][C]0.357103477735894[/C][C]0.714206955471788[/C][C]0.642896522264106[/C][/ROW]
[ROW][C]37[/C][C]0.391972221407747[/C][C]0.783944442815493[/C][C]0.608027778592253[/C][/ROW]
[ROW][C]38[/C][C]0.334263184407355[/C][C]0.668526368814709[/C][C]0.665736815592645[/C][/ROW]
[ROW][C]39[/C][C]0.311876050865013[/C][C]0.623752101730025[/C][C]0.688123949134987[/C][/ROW]
[ROW][C]40[/C][C]0.25995365820836[/C][C]0.51990731641672[/C][C]0.74004634179164[/C][/ROW]
[ROW][C]41[/C][C]0.2117636275466[/C][C]0.4235272550932[/C][C]0.7882363724534[/C][/ROW]
[ROW][C]42[/C][C]0.17695433910183[/C][C]0.35390867820366[/C][C]0.82304566089817[/C][/ROW]
[ROW][C]43[/C][C]0.149218059312931[/C][C]0.298436118625861[/C][C]0.85078194068707[/C][/ROW]
[ROW][C]44[/C][C]0.145809259746941[/C][C]0.291618519493881[/C][C]0.85419074025306[/C][/ROW]
[ROW][C]45[/C][C]0.148915052100319[/C][C]0.297830104200639[/C][C]0.85108494789968[/C][/ROW]
[ROW][C]46[/C][C]0.108113973732769[/C][C]0.216227947465539[/C][C]0.89188602626723[/C][/ROW]
[ROW][C]47[/C][C]0.0761014289452382[/C][C]0.152202857890476[/C][C]0.923898571054762[/C][/ROW]
[ROW][C]48[/C][C]0.0526491067244698[/C][C]0.105298213448940[/C][C]0.94735089327553[/C][/ROW]
[ROW][C]49[/C][C]0.100649136082101[/C][C]0.201298272164202[/C][C]0.899350863917899[/C][/ROW]
[ROW][C]50[/C][C]0.102894366627818[/C][C]0.205788733255636[/C][C]0.897105633372182[/C][/ROW]
[ROW][C]51[/C][C]0.172007660030672[/C][C]0.344015320061345[/C][C]0.827992339969328[/C][/ROW]
[ROW][C]52[/C][C]0.409841615586704[/C][C]0.819683231173407[/C][C]0.590158384413296[/C][/ROW]
[ROW][C]53[/C][C]0.61579161527955[/C][C]0.768416769440901[/C][C]0.384208384720450[/C][/ROW]
[ROW][C]54[/C][C]0.587543936541866[/C][C]0.82491212691627[/C][C]0.412456063458135[/C][/ROW]
[ROW][C]55[/C][C]0.580779860587393[/C][C]0.838440278825213[/C][C]0.419220139412607[/C][/ROW]
[ROW][C]56[/C][C]0.443159490020202[/C][C]0.886318980040403[/C][C]0.556840509979798[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69648&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69648&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
50.1449080182664370.2898160365328740.855091981733563
60.06581717200939470.1316343440187890.934182827990605
70.02600418470026180.05200836940052370.973995815299738
80.01628930545002490.03257861090004970.983710694549975
90.01301876881820390.02603753763640790.986981231181796
100.01192351556101330.02384703112202660.988076484438987
110.01194916830886110.02389833661772220.98805083169114
120.009448532831787850.01889706566357570.990551467168212
130.00656524695681670.01313049391363340.993434753043183
140.01440888134570190.02881776269140380.985591118654298
150.01800863119721830.03601726239443660.981991368802782
160.01538573534381510.03077147068763020.984614264656185
170.02376434245637020.04752868491274040.97623565754363
180.01862360513764770.03724721027529530.981376394862352
190.01189277049689410.02378554099378830.988107229503106
200.01230243406989370.02460486813978740.987697565930106
210.008690870172733960.01738174034546790.991309129827266
220.03240280149607950.06480560299215910.96759719850392
230.02101571142503300.04203142285006600.978984288574967
240.01635121153022370.03270242306044750.983648788469776
250.04173359567589060.08346719135178120.95826640432411
260.06644355147540250.1328871029508050.933556448524598
270.04705832816536820.09411665633073640.952941671834632
280.06581024537026740.1316204907405350.934189754629733
290.04654107778188220.09308215556376430.953458922218118
300.03200912582445270.06401825164890540.967990874175547
310.07531347006937260.1506269401387450.924686529930627
320.1121328371693210.2242656743386430.887867162830679
330.1648758024800630.3297516049601260.835124197519937
340.4344209226306910.8688418452613810.565579077369309
350.4245753077904210.8491506155808420.575424692209579
360.3571034777358940.7142069554717880.642896522264106
370.3919722214077470.7839444428154930.608027778592253
380.3342631844073550.6685263688147090.665736815592645
390.3118760508650130.6237521017300250.688123949134987
400.259953658208360.519907316416720.74004634179164
410.21176362754660.42352725509320.7882363724534
420.176954339101830.353908678203660.82304566089817
430.1492180593129310.2984361186258610.85078194068707
440.1458092597469410.2916185194938810.85419074025306
450.1489150521003190.2978301042006390.85108494789968
460.1081139737327690.2162279474655390.89188602626723
470.07610142894523820.1522028578904760.923898571054762
480.05264910672446980.1052982134489400.94735089327553
490.1006491360821010.2012982721642020.899350863917899
500.1028943666278180.2057887332556360.897105633372182
510.1720076600306720.3440153200613450.827992339969328
520.4098416155867040.8196832311734070.590158384413296
530.615791615279550.7684167694409010.384208384720450
540.5875439365418660.824912126916270.412456063458135
550.5807798605873930.8384402788252130.419220139412607
560.4431594900202020.8863189800404030.556840509979798







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level160.307692307692308NOK
10% type I error level220.423076923076923NOK

\begin{tabular}{lllllllll}
\hline
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
Description & # significant tests & % significant tests & OK/NOK \tabularnewline
1% type I error level & 0 & 0 & OK \tabularnewline
5% type I error level & 16 & 0.307692307692308 & NOK \tabularnewline
10% type I error level & 22 & 0.423076923076923 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69648&T=6

[TABLE]
[ROW][C]Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]Description[/C][C]# significant tests[/C][C]% significant tests[/C][C]OK/NOK[/C][/ROW]
[ROW][C]1% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]16[/C][C]0.307692307692308[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]22[/C][C]0.423076923076923[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69648&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69648&T=6

As an alternative you can also use a QR Code:  

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

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level160.307692307692308NOK
10% type I error level220.423076923076923NOK



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$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')
}