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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, 14 Nov 2009 06:58:56 -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/Nov/14/t1258207210ohkxjykpseglkrp.htm/, Retrieved Sat, 27 Apr 2024 15:30:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=57224, Retrieved Sat, 27 Apr 2024 15:30:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact195
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 14:10:54] [b98453cac15ba1066b407e146608df68]
-    D      [Multiple Regression] [WS 7 4] [2009-11-14 13:58:56] [2e4ef2c1b76db9b31c0a03b96e94ad77] [Current]
-   PD        [Multiple Regression] [ws7 4] [2009-11-18 20:49:31] [6e4e01d7eb22a9f33d58ebb35753a195]
-    D          [Multiple Regression] [WS 75] [2009-11-18 20:57:24] [6e4e01d7eb22a9f33d58ebb35753a195]
-    D            [Multiple Regression] [Paper hypothese t...] [2010-12-19 12:54:13] [a9e130f95bad0a0597234e75c6380c5a]
-    D              [Multiple Regression] [Multiple Regression] [2010-12-22 14:47:15] [a9e130f95bad0a0597234e75c6380c5a]
-    D              [Multiple Regression] [] [2011-12-20 17:24:43] [06f5daa9a1979410bf169cb7a41fb3eb]
-    D          [Multiple Regression] [WS7: Correctie] [2009-11-27 15:55:13] [8cf9233b7464ea02e32be3b30fdac052]
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Dataseries X:
103,91	100,30	103,88	103,77	103,66	103,64	103,63
103,91	98,50	103,91	103,88	103,77	103,66	103,64
103,92	95,10	103,91	103,91	103,88	103,77	103,66
104,05	93,10	103,92	103,91	103,91	103,88	103,77
104,23	92,20	104,05	103,92	103,91	103,91	103,88
104,30	89,00	104,23	104,05	103,92	103,91	103,91
104,31	86,40	104,30	104,23	104,05	103,92	103,91
104,31	84,50	104,31	104,30	104,23	104,05	103,92
104,34	82,70	104,31	104,31	104,30	104,23	104,05
104,55	80,80	104,34	104,31	104,31	104,30	104,23
104,65	81,80	104,55	104,34	104,31	104,31	104,30
104,73	81,80	104,65	104,55	104,34	104,31	104,31
104,75	82,90	104,73	104,65	104,55	104,34	104,31
104,75	83,80	104,75	104,73	104,65	104,55	104,34
104,76	86,20	104,75	104,75	104,73	104,65	104,55
104,94	86,10	104,76	104,75	104,75	104,73	104,65
105,29	86,20	104,94	104,76	104,75	104,75	104,73
105,38	88,80	105,29	104,94	104,76	104,75	104,75
105,43	89,60	105,38	105,29	104,94	104,76	104,75
105,43	87,80	105,43	105,38	105,29	104,94	104,76
105,42	88,30	105,43	105,43	105,38	105,29	104,94
105,52	88,60	105,42	105,43	105,43	105,38	105,29
105,69	91,00	105,52	105,42	105,43	105,43	105,38
105,72	91,50	105,69	105,52	105,42	105,43	105,43
105,74	95,40	105,72	105,69	105,52	105,42	105,43
105,74	98,70	105,74	105,72	105,69	105,52	105,42
105,74	99,90	105,74	105,74	105,72	105,69	105,52
105,95	98,60	105,74	105,74	105,74	105,72	105,69
106,17	100,30	105,95	105,74	105,74	105,74	105,72
106,34	100,20	106,17	105,95	105,74	105,74	105,74
106,37	100,40	106,34	106,17	105,95	105,74	105,74
106,37	101,40	106,37	106,34	106,17	105,95	105,74
106,36	103,00	106,37	106,37	106,34	106,17	105,95
106,44	109,10	106,36	106,37	106,37	106,34	106,17
106,29	111,40	106,44	106,36	106,37	106,37	106,34
106,23	114,10	106,29	106,44	106,36	106,37	106,37
106,23	121,80	106,23	106,29	106,44	106,36	106,37
106,23	127,60	106,23	106,23	106,29	106,44	106,36
106,23	129,90	106,23	106,23	106,23	106,29	106,44
106,34	128,00	106,23	106,23	106,23	106,23	106,29
106,44	123,50	106,34	106,23	106,23	106,23	106,23
106,44	124,00	106,44	106,34	106,23	106,23	106,23
106,48	127,40	106,44	106,44	106,34	106,23	106,23
106,50	127,60	106,48	106,44	106,44	106,34	106,23
106,57	128,40	106,50	106,48	106,44	106,44	106,34
106,40	131,40	106,57	106,50	106,48	106,44	106,44
106,37	135,10	106,40	106,57	106,50	106,48	106,44
106,25	134,00	106,37	106,40	106,57	106,50	106,48
106,21	144,50	106,25	106,37	106,40	106,57	106,50
106,21	147,30	106,21	106,25	106,37	106,40	106,57
106,24	150,90	106,21	106,21	106,25	106,37	106,40
106,19	148,70	106,24	106,21	106,21	106,25	106,37
106,08	141,40	106,19	106,24	106,21	106,21	106,25
106,13	138,90	106,08	106,19	106,24	106,21	106,21
106,09	139,80	106,13	106,08	106,19	106,24	106,21





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
R Framework error message
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.

\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
R Framework error message & 
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=57224&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]
[ROW][C]R Framework error message[/C][C]
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=57224&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57224&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
R Framework error message
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.







Multiple Linear Regression - Estimated Regression Equation
Y[t] = -2.83103972160239 -0.00497969791234237X[t] + 0.932713845855733Y1[t] -0.0849261973825332Y2[t] -0.295020473860288Y3[t] + 0.179390247778269Y4[t] + 0.299672934182992`Y5 `[t] + 0.066291966934211M1[t] + 0.070275643501231M2[t] + 0.0678099255876927M3[t] + 0.155510564164373M4[t] + 0.181984794020036M5[t] + 0.128406954400737M6[t] + 0.123356529101140M7[t] + 0.144114792469188M8[t] + 0.102750256297642M9[t] + 0.080114755808093M10[t] + 0.0357874509842374M11[t] -0.000149240410139286t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  -2.83103972160239 -0.00497969791234237X[t] +  0.932713845855733Y1[t] -0.0849261973825332Y2[t] -0.295020473860288Y3[t] +  0.179390247778269Y4[t] +  0.299672934182992`Y5
`[t] +  0.066291966934211M1[t] +  0.070275643501231M2[t] +  0.0678099255876927M3[t] +  0.155510564164373M4[t] +  0.181984794020036M5[t] +  0.128406954400737M6[t] +  0.123356529101140M7[t] +  0.144114792469188M8[t] +  0.102750256297642M9[t] +  0.080114755808093M10[t] +  0.0357874509842374M11[t] -0.000149240410139286t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57224&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  -2.83103972160239 -0.00497969791234237X[t] +  0.932713845855733Y1[t] -0.0849261973825332Y2[t] -0.295020473860288Y3[t] +  0.179390247778269Y4[t] +  0.299672934182992`Y5
`[t] +  0.066291966934211M1[t] +  0.070275643501231M2[t] +  0.0678099255876927M3[t] +  0.155510564164373M4[t] +  0.181984794020036M5[t] +  0.128406954400737M6[t] +  0.123356529101140M7[t] +  0.144114792469188M8[t] +  0.102750256297642M9[t] +  0.080114755808093M10[t] +  0.0357874509842374M11[t] -0.000149240410139286t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57224&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57224&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] = -2.83103972160239 -0.00497969791234237X[t] + 0.932713845855733Y1[t] -0.0849261973825332Y2[t] -0.295020473860288Y3[t] + 0.179390247778269Y4[t] + 0.299672934182992`Y5 `[t] + 0.066291966934211M1[t] + 0.070275643501231M2[t] + 0.0678099255876927M3[t] + 0.155510564164373M4[t] + 0.181984794020036M5[t] + 0.128406954400737M6[t] + 0.123356529101140M7[t] + 0.144114792469188M8[t] + 0.102750256297642M9[t] + 0.080114755808093M10[t] + 0.0357874509842374M11[t] -0.000149240410139286t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)-2.831039721602394.34225-0.6520.5185580.259279
X-0.004979697912342370.001643-3.03010.0045060.002253
Y10.9327138458557330.1577455.91281e-060
Y2-0.08492619738253320.224609-0.37810.7075720.353786
Y3-0.2950204738602880.243782-1.21020.2340960.117048
Y40.1793902477782690.2394240.74930.4585690.229285
`Y5 `0.2996729341829920.1858831.61220.1156610.057831
M10.0662919669342110.0497121.33350.1907350.095367
M20.0702756435012310.0512921.37010.1791410.089571
M30.06780992558769270.0502291.350.1854420.092721
M40.1555105641643730.0486293.19790.0028830.001442
M50.1819847940200360.0511743.55620.0010760.000538
M60.1284069544007370.0537282.38990.0222090.011104
M70.1233565291011400.0550832.23950.0313960.015698
M80.1441147924691880.0657722.19110.0349970.017499
M90.1027502562976420.0617911.66290.1050240.052512
M100.0801147558080930.0517511.54810.1303470.065174
M110.03578745098423740.0505540.70790.4835660.241783
t-0.0001492404101392860.003603-0.04140.9671930.483596

\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) & -2.83103972160239 & 4.34225 & -0.652 & 0.518558 & 0.259279 \tabularnewline
X & -0.00497969791234237 & 0.001643 & -3.0301 & 0.004506 & 0.002253 \tabularnewline
Y1 & 0.932713845855733 & 0.157745 & 5.9128 & 1e-06 & 0 \tabularnewline
Y2 & -0.0849261973825332 & 0.224609 & -0.3781 & 0.707572 & 0.353786 \tabularnewline
Y3 & -0.295020473860288 & 0.243782 & -1.2102 & 0.234096 & 0.117048 \tabularnewline
Y4 & 0.179390247778269 & 0.239424 & 0.7493 & 0.458569 & 0.229285 \tabularnewline
`Y5
` & 0.299672934182992 & 0.185883 & 1.6122 & 0.115661 & 0.057831 \tabularnewline
M1 & 0.066291966934211 & 0.049712 & 1.3335 & 0.190735 & 0.095367 \tabularnewline
M2 & 0.070275643501231 & 0.051292 & 1.3701 & 0.179141 & 0.089571 \tabularnewline
M3 & 0.0678099255876927 & 0.050229 & 1.35 & 0.185442 & 0.092721 \tabularnewline
M4 & 0.155510564164373 & 0.048629 & 3.1979 & 0.002883 & 0.001442 \tabularnewline
M5 & 0.181984794020036 & 0.051174 & 3.5562 & 0.001076 & 0.000538 \tabularnewline
M6 & 0.128406954400737 & 0.053728 & 2.3899 & 0.022209 & 0.011104 \tabularnewline
M7 & 0.123356529101140 & 0.055083 & 2.2395 & 0.031396 & 0.015698 \tabularnewline
M8 & 0.144114792469188 & 0.065772 & 2.1911 & 0.034997 & 0.017499 \tabularnewline
M9 & 0.102750256297642 & 0.061791 & 1.6629 & 0.105024 & 0.052512 \tabularnewline
M10 & 0.080114755808093 & 0.051751 & 1.5481 & 0.130347 & 0.065174 \tabularnewline
M11 & 0.0357874509842374 & 0.050554 & 0.7079 & 0.483566 & 0.241783 \tabularnewline
t & -0.000149240410139286 & 0.003603 & -0.0414 & 0.967193 & 0.483596 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57224&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]-2.83103972160239[/C][C]4.34225[/C][C]-0.652[/C][C]0.518558[/C][C]0.259279[/C][/ROW]
[ROW][C]X[/C][C]-0.00497969791234237[/C][C]0.001643[/C][C]-3.0301[/C][C]0.004506[/C][C]0.002253[/C][/ROW]
[ROW][C]Y1[/C][C]0.932713845855733[/C][C]0.157745[/C][C]5.9128[/C][C]1e-06[/C][C]0[/C][/ROW]
[ROW][C]Y2[/C][C]-0.0849261973825332[/C][C]0.224609[/C][C]-0.3781[/C][C]0.707572[/C][C]0.353786[/C][/ROW]
[ROW][C]Y3[/C][C]-0.295020473860288[/C][C]0.243782[/C][C]-1.2102[/C][C]0.234096[/C][C]0.117048[/C][/ROW]
[ROW][C]Y4[/C][C]0.179390247778269[/C][C]0.239424[/C][C]0.7493[/C][C]0.458569[/C][C]0.229285[/C][/ROW]
[ROW][C]`Y5
`[/C][C]0.299672934182992[/C][C]0.185883[/C][C]1.6122[/C][C]0.115661[/C][C]0.057831[/C][/ROW]
[ROW][C]M1[/C][C]0.066291966934211[/C][C]0.049712[/C][C]1.3335[/C][C]0.190735[/C][C]0.095367[/C][/ROW]
[ROW][C]M2[/C][C]0.070275643501231[/C][C]0.051292[/C][C]1.3701[/C][C]0.179141[/C][C]0.089571[/C][/ROW]
[ROW][C]M3[/C][C]0.0678099255876927[/C][C]0.050229[/C][C]1.35[/C][C]0.185442[/C][C]0.092721[/C][/ROW]
[ROW][C]M4[/C][C]0.155510564164373[/C][C]0.048629[/C][C]3.1979[/C][C]0.002883[/C][C]0.001442[/C][/ROW]
[ROW][C]M5[/C][C]0.181984794020036[/C][C]0.051174[/C][C]3.5562[/C][C]0.001076[/C][C]0.000538[/C][/ROW]
[ROW][C]M6[/C][C]0.128406954400737[/C][C]0.053728[/C][C]2.3899[/C][C]0.022209[/C][C]0.011104[/C][/ROW]
[ROW][C]M7[/C][C]0.123356529101140[/C][C]0.055083[/C][C]2.2395[/C][C]0.031396[/C][C]0.015698[/C][/ROW]
[ROW][C]M8[/C][C]0.144114792469188[/C][C]0.065772[/C][C]2.1911[/C][C]0.034997[/C][C]0.017499[/C][/ROW]
[ROW][C]M9[/C][C]0.102750256297642[/C][C]0.061791[/C][C]1.6629[/C][C]0.105024[/C][C]0.052512[/C][/ROW]
[ROW][C]M10[/C][C]0.080114755808093[/C][C]0.051751[/C][C]1.5481[/C][C]0.130347[/C][C]0.065174[/C][/ROW]
[ROW][C]M11[/C][C]0.0357874509842374[/C][C]0.050554[/C][C]0.7079[/C][C]0.483566[/C][C]0.241783[/C][/ROW]
[ROW][C]t[/C][C]-0.000149240410139286[/C][C]0.003603[/C][C]-0.0414[/C][C]0.967193[/C][C]0.483596[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57224&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57224&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)-2.831039721602394.34225-0.6520.5185580.259279
X-0.004979697912342370.001643-3.03010.0045060.002253
Y10.9327138458557330.1577455.91281e-060
Y2-0.08492619738253320.224609-0.37810.7075720.353786
Y3-0.2950204738602880.243782-1.21020.2340960.117048
Y40.1793902477782690.2394240.74930.4585690.229285
`Y5 `0.2996729341829920.1858831.61220.1156610.057831
M10.0662919669342110.0497121.33350.1907350.095367
M20.0702756435012310.0512921.37010.1791410.089571
M30.06780992558769270.0502291.350.1854420.092721
M40.1555105641643730.0486293.19790.0028830.001442
M50.1819847940200360.0511743.55620.0010760.000538
M60.1284069544007370.0537282.38990.0222090.011104
M70.1233565291011400.0550832.23950.0313960.015698
M80.1441147924691880.0657722.19110.0349970.017499
M90.1027502562976420.0617911.66290.1050240.052512
M100.0801147558080930.0517511.54810.1303470.065174
M110.03578745098423740.0505540.70790.4835660.241783
t-0.0001492404101392860.003603-0.04140.9671930.483596







Multiple Linear Regression - Regression Statistics
Multiple R0.997724269607044
R-squared0.99545371816291
Adjusted R-squared0.993180577244363
F-TEST (value)437.919932742148
F-TEST (DF numerator)18
F-TEST (DF denominator)36
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0701871577428226
Sum Squared Residuals0.177344536032571

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.997724269607044 \tabularnewline
R-squared & 0.99545371816291 \tabularnewline
Adjusted R-squared & 0.993180577244363 \tabularnewline
F-TEST (value) & 437.919932742148 \tabularnewline
F-TEST (DF numerator) & 18 \tabularnewline
F-TEST (DF denominator) & 36 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.0701871577428226 \tabularnewline
Sum Squared Residuals & 0.177344536032571 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57224&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.997724269607044[/C][/ROW]
[ROW][C]R-squared[/C][C]0.99545371816291[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.993180577244363[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]437.919932742148[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]18[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]36[/C][/ROW]
[ROW][C]p-value[/C][C]0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.0701871577428226[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]0.177344536032571[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57224&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57224&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 R0.997724269607044
R-squared0.99545371816291
Adjusted R-squared0.993180577244363
F-TEST (value)437.919932742148
F-TEST (DF numerator)18
F-TEST (DF denominator)36
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0701871577428226
Sum Squared Residuals0.177344536032571







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1103.91103.8784512381880.0315487618122744
2103.91103.8840209464230.0259790535770017
3103.92103.8890633088940.0309366911055615
4104.05104.0397475771440.0102524228558393
5104.23104.2293035628920.000696437108322132
6104.3104.354399586063-0.0543995860629370
7104.31104.375591629482-0.0655916294822722
8104.31104.382258159374-0.0722581593735686
9104.34104.399454869934-0.0594548699339316
10104.55104.4776612112020.0723387887978133
11104.65104.6442980976350.00570190236534622
12104.73104.6779444045020.0520555954984488
13104.75104.7481613591750.00183864082505709
14104.75104.776534341010-0.0265343410101180
15104.76104.817538286797-0.0575382867965953
16104.94104.953332896976-0.0133328969762984
17105.29105.1737607866010.116239213399018
18105.38105.421292876465-0.0412928764651777
19105.43105.4150197466520.0149802533483907
20105.43105.4156143684710.0143856315290806
21105.42105.457540305292-0.0375403052918494
22105.52105.530214142131-0.0102141421309762
23105.69105.6038470449320.086152955067867
24105.72105.733423090087-0.0134230900865648
25105.74105.762393006709-0.0223930067093367
26105.74105.7306897456310.00931025436913267
27105.74105.772013647190-0.0320136471895232
28105.95105.9164643494090.033535650590646
29106.17106.1427717530150.0272282469853371
30106.34106.2828986460980.0571013539019569
31106.37106.3546263316660.0153736683335060
32106.37106.3565670663170.0134329336831226
33106.36106.3567816772870.00321832271262681
34106.44106.3818674140910.0581325859094093
35106.29106.457730039545-0.167730039544940
36106.23106.273587383882-0.0435873838823813
37106.23106.232766994951-0.00276699495084360
38106.23106.268422316619-0.0384223166185613
39106.23106.269120579096-0.0391205790960142
40106.34106.3104190483020.0295809516981365
41106.44106.443770825346-0.00377082534608349
42106.44106.471483399234-0.0314833992339631
43106.48106.4084078887590.0715921112406273
44106.5106.4555604058390.0444395941613654
45106.57106.4762231474870.0937768525131542
46106.4106.520257232576-0.120257232576246
47106.37106.2941248178880.0758751821117265
48106.25106.2450451215300.00495487847049753
49106.21106.218227400977-0.00822740097715119
50106.21106.1803326503170.0296673496825448
51106.24106.1422641780230.0977358219765712
52106.19106.250036128168-0.0600361281683234
53106.08106.220393072147-0.140393072146593
54106.13106.0599254921400.0700745078601208
55106.09106.126354403440-0.0363544034402519

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 103.91 & 103.878451238188 & 0.0315487618122744 \tabularnewline
2 & 103.91 & 103.884020946423 & 0.0259790535770017 \tabularnewline
3 & 103.92 & 103.889063308894 & 0.0309366911055615 \tabularnewline
4 & 104.05 & 104.039747577144 & 0.0102524228558393 \tabularnewline
5 & 104.23 & 104.229303562892 & 0.000696437108322132 \tabularnewline
6 & 104.3 & 104.354399586063 & -0.0543995860629370 \tabularnewline
7 & 104.31 & 104.375591629482 & -0.0655916294822722 \tabularnewline
8 & 104.31 & 104.382258159374 & -0.0722581593735686 \tabularnewline
9 & 104.34 & 104.399454869934 & -0.0594548699339316 \tabularnewline
10 & 104.55 & 104.477661211202 & 0.0723387887978133 \tabularnewline
11 & 104.65 & 104.644298097635 & 0.00570190236534622 \tabularnewline
12 & 104.73 & 104.677944404502 & 0.0520555954984488 \tabularnewline
13 & 104.75 & 104.748161359175 & 0.00183864082505709 \tabularnewline
14 & 104.75 & 104.776534341010 & -0.0265343410101180 \tabularnewline
15 & 104.76 & 104.817538286797 & -0.0575382867965953 \tabularnewline
16 & 104.94 & 104.953332896976 & -0.0133328969762984 \tabularnewline
17 & 105.29 & 105.173760786601 & 0.116239213399018 \tabularnewline
18 & 105.38 & 105.421292876465 & -0.0412928764651777 \tabularnewline
19 & 105.43 & 105.415019746652 & 0.0149802533483907 \tabularnewline
20 & 105.43 & 105.415614368471 & 0.0143856315290806 \tabularnewline
21 & 105.42 & 105.457540305292 & -0.0375403052918494 \tabularnewline
22 & 105.52 & 105.530214142131 & -0.0102141421309762 \tabularnewline
23 & 105.69 & 105.603847044932 & 0.086152955067867 \tabularnewline
24 & 105.72 & 105.733423090087 & -0.0134230900865648 \tabularnewline
25 & 105.74 & 105.762393006709 & -0.0223930067093367 \tabularnewline
26 & 105.74 & 105.730689745631 & 0.00931025436913267 \tabularnewline
27 & 105.74 & 105.772013647190 & -0.0320136471895232 \tabularnewline
28 & 105.95 & 105.916464349409 & 0.033535650590646 \tabularnewline
29 & 106.17 & 106.142771753015 & 0.0272282469853371 \tabularnewline
30 & 106.34 & 106.282898646098 & 0.0571013539019569 \tabularnewline
31 & 106.37 & 106.354626331666 & 0.0153736683335060 \tabularnewline
32 & 106.37 & 106.356567066317 & 0.0134329336831226 \tabularnewline
33 & 106.36 & 106.356781677287 & 0.00321832271262681 \tabularnewline
34 & 106.44 & 106.381867414091 & 0.0581325859094093 \tabularnewline
35 & 106.29 & 106.457730039545 & -0.167730039544940 \tabularnewline
36 & 106.23 & 106.273587383882 & -0.0435873838823813 \tabularnewline
37 & 106.23 & 106.232766994951 & -0.00276699495084360 \tabularnewline
38 & 106.23 & 106.268422316619 & -0.0384223166185613 \tabularnewline
39 & 106.23 & 106.269120579096 & -0.0391205790960142 \tabularnewline
40 & 106.34 & 106.310419048302 & 0.0295809516981365 \tabularnewline
41 & 106.44 & 106.443770825346 & -0.00377082534608349 \tabularnewline
42 & 106.44 & 106.471483399234 & -0.0314833992339631 \tabularnewline
43 & 106.48 & 106.408407888759 & 0.0715921112406273 \tabularnewline
44 & 106.5 & 106.455560405839 & 0.0444395941613654 \tabularnewline
45 & 106.57 & 106.476223147487 & 0.0937768525131542 \tabularnewline
46 & 106.4 & 106.520257232576 & -0.120257232576246 \tabularnewline
47 & 106.37 & 106.294124817888 & 0.0758751821117265 \tabularnewline
48 & 106.25 & 106.245045121530 & 0.00495487847049753 \tabularnewline
49 & 106.21 & 106.218227400977 & -0.00822740097715119 \tabularnewline
50 & 106.21 & 106.180332650317 & 0.0296673496825448 \tabularnewline
51 & 106.24 & 106.142264178023 & 0.0977358219765712 \tabularnewline
52 & 106.19 & 106.250036128168 & -0.0600361281683234 \tabularnewline
53 & 106.08 & 106.220393072147 & -0.140393072146593 \tabularnewline
54 & 106.13 & 106.059925492140 & 0.0700745078601208 \tabularnewline
55 & 106.09 & 106.126354403440 & -0.0363544034402519 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57224&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]103.91[/C][C]103.878451238188[/C][C]0.0315487618122744[/C][/ROW]
[ROW][C]2[/C][C]103.91[/C][C]103.884020946423[/C][C]0.0259790535770017[/C][/ROW]
[ROW][C]3[/C][C]103.92[/C][C]103.889063308894[/C][C]0.0309366911055615[/C][/ROW]
[ROW][C]4[/C][C]104.05[/C][C]104.039747577144[/C][C]0.0102524228558393[/C][/ROW]
[ROW][C]5[/C][C]104.23[/C][C]104.229303562892[/C][C]0.000696437108322132[/C][/ROW]
[ROW][C]6[/C][C]104.3[/C][C]104.354399586063[/C][C]-0.0543995860629370[/C][/ROW]
[ROW][C]7[/C][C]104.31[/C][C]104.375591629482[/C][C]-0.0655916294822722[/C][/ROW]
[ROW][C]8[/C][C]104.31[/C][C]104.382258159374[/C][C]-0.0722581593735686[/C][/ROW]
[ROW][C]9[/C][C]104.34[/C][C]104.399454869934[/C][C]-0.0594548699339316[/C][/ROW]
[ROW][C]10[/C][C]104.55[/C][C]104.477661211202[/C][C]0.0723387887978133[/C][/ROW]
[ROW][C]11[/C][C]104.65[/C][C]104.644298097635[/C][C]0.00570190236534622[/C][/ROW]
[ROW][C]12[/C][C]104.73[/C][C]104.677944404502[/C][C]0.0520555954984488[/C][/ROW]
[ROW][C]13[/C][C]104.75[/C][C]104.748161359175[/C][C]0.00183864082505709[/C][/ROW]
[ROW][C]14[/C][C]104.75[/C][C]104.776534341010[/C][C]-0.0265343410101180[/C][/ROW]
[ROW][C]15[/C][C]104.76[/C][C]104.817538286797[/C][C]-0.0575382867965953[/C][/ROW]
[ROW][C]16[/C][C]104.94[/C][C]104.953332896976[/C][C]-0.0133328969762984[/C][/ROW]
[ROW][C]17[/C][C]105.29[/C][C]105.173760786601[/C][C]0.116239213399018[/C][/ROW]
[ROW][C]18[/C][C]105.38[/C][C]105.421292876465[/C][C]-0.0412928764651777[/C][/ROW]
[ROW][C]19[/C][C]105.43[/C][C]105.415019746652[/C][C]0.0149802533483907[/C][/ROW]
[ROW][C]20[/C][C]105.43[/C][C]105.415614368471[/C][C]0.0143856315290806[/C][/ROW]
[ROW][C]21[/C][C]105.42[/C][C]105.457540305292[/C][C]-0.0375403052918494[/C][/ROW]
[ROW][C]22[/C][C]105.52[/C][C]105.530214142131[/C][C]-0.0102141421309762[/C][/ROW]
[ROW][C]23[/C][C]105.69[/C][C]105.603847044932[/C][C]0.086152955067867[/C][/ROW]
[ROW][C]24[/C][C]105.72[/C][C]105.733423090087[/C][C]-0.0134230900865648[/C][/ROW]
[ROW][C]25[/C][C]105.74[/C][C]105.762393006709[/C][C]-0.0223930067093367[/C][/ROW]
[ROW][C]26[/C][C]105.74[/C][C]105.730689745631[/C][C]0.00931025436913267[/C][/ROW]
[ROW][C]27[/C][C]105.74[/C][C]105.772013647190[/C][C]-0.0320136471895232[/C][/ROW]
[ROW][C]28[/C][C]105.95[/C][C]105.916464349409[/C][C]0.033535650590646[/C][/ROW]
[ROW][C]29[/C][C]106.17[/C][C]106.142771753015[/C][C]0.0272282469853371[/C][/ROW]
[ROW][C]30[/C][C]106.34[/C][C]106.282898646098[/C][C]0.0571013539019569[/C][/ROW]
[ROW][C]31[/C][C]106.37[/C][C]106.354626331666[/C][C]0.0153736683335060[/C][/ROW]
[ROW][C]32[/C][C]106.37[/C][C]106.356567066317[/C][C]0.0134329336831226[/C][/ROW]
[ROW][C]33[/C][C]106.36[/C][C]106.356781677287[/C][C]0.00321832271262681[/C][/ROW]
[ROW][C]34[/C][C]106.44[/C][C]106.381867414091[/C][C]0.0581325859094093[/C][/ROW]
[ROW][C]35[/C][C]106.29[/C][C]106.457730039545[/C][C]-0.167730039544940[/C][/ROW]
[ROW][C]36[/C][C]106.23[/C][C]106.273587383882[/C][C]-0.0435873838823813[/C][/ROW]
[ROW][C]37[/C][C]106.23[/C][C]106.232766994951[/C][C]-0.00276699495084360[/C][/ROW]
[ROW][C]38[/C][C]106.23[/C][C]106.268422316619[/C][C]-0.0384223166185613[/C][/ROW]
[ROW][C]39[/C][C]106.23[/C][C]106.269120579096[/C][C]-0.0391205790960142[/C][/ROW]
[ROW][C]40[/C][C]106.34[/C][C]106.310419048302[/C][C]0.0295809516981365[/C][/ROW]
[ROW][C]41[/C][C]106.44[/C][C]106.443770825346[/C][C]-0.00377082534608349[/C][/ROW]
[ROW][C]42[/C][C]106.44[/C][C]106.471483399234[/C][C]-0.0314833992339631[/C][/ROW]
[ROW][C]43[/C][C]106.48[/C][C]106.408407888759[/C][C]0.0715921112406273[/C][/ROW]
[ROW][C]44[/C][C]106.5[/C][C]106.455560405839[/C][C]0.0444395941613654[/C][/ROW]
[ROW][C]45[/C][C]106.57[/C][C]106.476223147487[/C][C]0.0937768525131542[/C][/ROW]
[ROW][C]46[/C][C]106.4[/C][C]106.520257232576[/C][C]-0.120257232576246[/C][/ROW]
[ROW][C]47[/C][C]106.37[/C][C]106.294124817888[/C][C]0.0758751821117265[/C][/ROW]
[ROW][C]48[/C][C]106.25[/C][C]106.245045121530[/C][C]0.00495487847049753[/C][/ROW]
[ROW][C]49[/C][C]106.21[/C][C]106.218227400977[/C][C]-0.00822740097715119[/C][/ROW]
[ROW][C]50[/C][C]106.21[/C][C]106.180332650317[/C][C]0.0296673496825448[/C][/ROW]
[ROW][C]51[/C][C]106.24[/C][C]106.142264178023[/C][C]0.0977358219765712[/C][/ROW]
[ROW][C]52[/C][C]106.19[/C][C]106.250036128168[/C][C]-0.0600361281683234[/C][/ROW]
[ROW][C]53[/C][C]106.08[/C][C]106.220393072147[/C][C]-0.140393072146593[/C][/ROW]
[ROW][C]54[/C][C]106.13[/C][C]106.059925492140[/C][C]0.0700745078601208[/C][/ROW]
[ROW][C]55[/C][C]106.09[/C][C]106.126354403440[/C][C]-0.0363544034402519[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57224&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57224&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
1103.91103.8784512381880.0315487618122744
2103.91103.8840209464230.0259790535770017
3103.92103.8890633088940.0309366911055615
4104.05104.0397475771440.0102524228558393
5104.23104.2293035628920.000696437108322132
6104.3104.354399586063-0.0543995860629370
7104.31104.375591629482-0.0655916294822722
8104.31104.382258159374-0.0722581593735686
9104.34104.399454869934-0.0594548699339316
10104.55104.4776612112020.0723387887978133
11104.65104.6442980976350.00570190236534622
12104.73104.6779444045020.0520555954984488
13104.75104.7481613591750.00183864082505709
14104.75104.776534341010-0.0265343410101180
15104.76104.817538286797-0.0575382867965953
16104.94104.953332896976-0.0133328969762984
17105.29105.1737607866010.116239213399018
18105.38105.421292876465-0.0412928764651777
19105.43105.4150197466520.0149802533483907
20105.43105.4156143684710.0143856315290806
21105.42105.457540305292-0.0375403052918494
22105.52105.530214142131-0.0102141421309762
23105.69105.6038470449320.086152955067867
24105.72105.733423090087-0.0134230900865648
25105.74105.762393006709-0.0223930067093367
26105.74105.7306897456310.00931025436913267
27105.74105.772013647190-0.0320136471895232
28105.95105.9164643494090.033535650590646
29106.17106.1427717530150.0272282469853371
30106.34106.2828986460980.0571013539019569
31106.37106.3546263316660.0153736683335060
32106.37106.3565670663170.0134329336831226
33106.36106.3567816772870.00321832271262681
34106.44106.3818674140910.0581325859094093
35106.29106.457730039545-0.167730039544940
36106.23106.273587383882-0.0435873838823813
37106.23106.232766994951-0.00276699495084360
38106.23106.268422316619-0.0384223166185613
39106.23106.269120579096-0.0391205790960142
40106.34106.3104190483020.0295809516981365
41106.44106.443770825346-0.00377082534608349
42106.44106.471483399234-0.0314833992339631
43106.48106.4084078887590.0715921112406273
44106.5106.4555604058390.0444395941613654
45106.57106.4762231474870.0937768525131542
46106.4106.520257232576-0.120257232576246
47106.37106.2941248178880.0758751821117265
48106.25106.2450451215300.00495487847049753
49106.21106.218227400977-0.00822740097715119
50106.21106.1803326503170.0296673496825448
51106.24106.1422641780230.0977358219765712
52106.19106.250036128168-0.0600361281683234
53106.08106.220393072147-0.140393072146593
54106.13106.0599254921400.0700745078601208
55106.09106.126354403440-0.0363544034402519







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
220.1710477959969720.3420955919939430.828952204003028
230.07907249283542660.1581449856708530.920927507164573
240.05536820554723680.1107364110944740.944631794452763
250.09036577681762420.1807315536352480.909634223182376
260.2044626263403260.4089252526806520.795537373659674
270.2337711170107240.4675422340214480.766228882989276
280.1460884718274940.2921769436549880.853911528172506
290.1584351544349800.3168703088699600.84156484556502
300.1593550911751820.3187101823503640.840644908824818
310.088380584429430.176761168858860.91161941557057
320.3063153553091480.6126307106182970.693684644690852
330.3390603983194340.6781207966388690.660939601680566

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
22 & 0.171047795996972 & 0.342095591993943 & 0.828952204003028 \tabularnewline
23 & 0.0790724928354266 & 0.158144985670853 & 0.920927507164573 \tabularnewline
24 & 0.0553682055472368 & 0.110736411094474 & 0.944631794452763 \tabularnewline
25 & 0.0903657768176242 & 0.180731553635248 & 0.909634223182376 \tabularnewline
26 & 0.204462626340326 & 0.408925252680652 & 0.795537373659674 \tabularnewline
27 & 0.233771117010724 & 0.467542234021448 & 0.766228882989276 \tabularnewline
28 & 0.146088471827494 & 0.292176943654988 & 0.853911528172506 \tabularnewline
29 & 0.158435154434980 & 0.316870308869960 & 0.84156484556502 \tabularnewline
30 & 0.159355091175182 & 0.318710182350364 & 0.840644908824818 \tabularnewline
31 & 0.08838058442943 & 0.17676116885886 & 0.91161941557057 \tabularnewline
32 & 0.306315355309148 & 0.612630710618297 & 0.693684644690852 \tabularnewline
33 & 0.339060398319434 & 0.678120796638869 & 0.660939601680566 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57224&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]22[/C][C]0.171047795996972[/C][C]0.342095591993943[/C][C]0.828952204003028[/C][/ROW]
[ROW][C]23[/C][C]0.0790724928354266[/C][C]0.158144985670853[/C][C]0.920927507164573[/C][/ROW]
[ROW][C]24[/C][C]0.0553682055472368[/C][C]0.110736411094474[/C][C]0.944631794452763[/C][/ROW]
[ROW][C]25[/C][C]0.0903657768176242[/C][C]0.180731553635248[/C][C]0.909634223182376[/C][/ROW]
[ROW][C]26[/C][C]0.204462626340326[/C][C]0.408925252680652[/C][C]0.795537373659674[/C][/ROW]
[ROW][C]27[/C][C]0.233771117010724[/C][C]0.467542234021448[/C][C]0.766228882989276[/C][/ROW]
[ROW][C]28[/C][C]0.146088471827494[/C][C]0.292176943654988[/C][C]0.853911528172506[/C][/ROW]
[ROW][C]29[/C][C]0.158435154434980[/C][C]0.316870308869960[/C][C]0.84156484556502[/C][/ROW]
[ROW][C]30[/C][C]0.159355091175182[/C][C]0.318710182350364[/C][C]0.840644908824818[/C][/ROW]
[ROW][C]31[/C][C]0.08838058442943[/C][C]0.17676116885886[/C][C]0.91161941557057[/C][/ROW]
[ROW][C]32[/C][C]0.306315355309148[/C][C]0.612630710618297[/C][C]0.693684644690852[/C][/ROW]
[ROW][C]33[/C][C]0.339060398319434[/C][C]0.678120796638869[/C][C]0.660939601680566[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57224&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57224&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
220.1710477959969720.3420955919939430.828952204003028
230.07907249283542660.1581449856708530.920927507164573
240.05536820554723680.1107364110944740.944631794452763
250.09036577681762420.1807315536352480.909634223182376
260.2044626263403260.4089252526806520.795537373659674
270.2337711170107240.4675422340214480.766228882989276
280.1460884718274940.2921769436549880.853911528172506
290.1584351544349800.3168703088699600.84156484556502
300.1593550911751820.3187101823503640.840644908824818
310.088380584429430.176761168858860.91161941557057
320.3063153553091480.6126307106182970.693684644690852
330.3390603983194340.6781207966388690.660939601680566







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

\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 & 0 & 0 & OK \tabularnewline
10% type I error level & 0 & 0 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57224&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]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57224&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57224&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 level00OK
10% type I error level00OK



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')
}