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Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationWed, 18 Nov 2009 07:31:41 -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/18/t1258554808ou9noef5dsgbnm7.htm/, Retrieved Sun, 05 May 2024 15:18:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=57455, Retrieved Sun, 05 May 2024 15:18:34 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact217
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 14:06:21] [b98453cac15ba1066b407e146608df68]
-    D      [Multiple Regression] [] [2009-11-18 14:31:41] [791a4a78a0a7ca497fb8791b982a539e] [Current]
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Dataseries X:
785.8	35
819.3	31.3
849.4	30
880.4	31.3
900.1	33
937.2	31.3
948.9	29
952.6	28.7
947.3	28
974.2	29.7
1000.8	30.7
1032.8	24
1050.7	29
1057.3	33
1075.4	28
1118.4	28.7
1179.8	31.7
1227	34
1257.8	35.3
1251.5	27
1236.3	31.3
1170.6	38.7
1213.1	37.3
1265.5	37.3
1300.8	37.7
1348.4	34.7
1371.9	34.7
1403.3	33.7
1451.8	38.3
1474.2	38
1438.2	38.3
1513.6	42.7
1562.2	41.7
1546.2	39.7
1527.5	39.3
1418.7	39.3
1448.5	37.7
1492.1	38.3
1395.4	37.7
1403.7	37
1316.6	34.3
1274.5	29.7
1264.4	34.7
1323.9	32
1332.1	30.3
1250.2	28.3
1096.7	31.3
1080.8	17.7
1039.2	15.7
792	14.3
746.6	13.3
688.8	11
715.8	2.7
672.9	3.3
629.5	3.7
681.2	1.4
755.4	7.1
760.6	8.1
765.9	12.4
836.8	12.4
904.9	9.2




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57455&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]3 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=57455&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57455&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Multiple Linear Regression - Estimated Regression Equation
Herdiv[t] = + 105.726577629394 + 27.5215172223384handact[t] -30.9077305549567M1[t] -56.3118969397406M2[t] -35.2907042334095M3[t] -21.4849018494376M4[t] -6.61039049880582M5[t] + 9.71272774076114M6[t] -33.9403029532002M7[t] + 45.1164842309389M8[t] + 22.5052769924888M9[t] -45.7537785237274M10[t] -109.474555417731M11[t] + 8.38280450496339t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Herdiv[t] =  +  105.726577629394 +  27.5215172223384handact[t] -30.9077305549567M1[t] -56.3118969397406M2[t] -35.2907042334095M3[t] -21.4849018494376M4[t] -6.61039049880582M5[t] +  9.71272774076114M6[t] -33.9403029532002M7[t] +  45.1164842309389M8[t] +  22.5052769924888M9[t] -45.7537785237274M10[t] -109.474555417731M11[t] +  8.38280450496339t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57455&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Herdiv[t] =  +  105.726577629394 +  27.5215172223384handact[t] -30.9077305549567M1[t] -56.3118969397406M2[t] -35.2907042334095M3[t] -21.4849018494376M4[t] -6.61039049880582M5[t] +  9.71272774076114M6[t] -33.9403029532002M7[t] +  45.1164842309389M8[t] +  22.5052769924888M9[t] -45.7537785237274M10[t] -109.474555417731M11[t] +  8.38280450496339t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57455&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57455&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
Herdiv[t] = + 105.726577629394 + 27.5215172223384handact[t] -30.9077305549567M1[t] -56.3118969397406M2[t] -35.2907042334095M3[t] -21.4849018494376M4[t] -6.61039049880582M5[t] + 9.71272774076114M6[t] -33.9403029532002M7[t] + 45.1164842309389M8[t] + 22.5052769924888M9[t] -45.7537785237274M10[t] -109.474555417731M11[t] + 8.38280450496339t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)105.72657762939481.3282041.30.1999410.09997
handact27.52151722233841.51172818.205300
M1-30.907730554956764.298413-0.48070.6329660.316483
M2-56.311896939740667.484319-0.83440.4082520.204126
M3-35.290704233409567.404271-0.52360.6030390.30152
M4-21.484901849437667.3278-0.31910.7510580.375529
M5-6.6103904988058267.258776-0.09830.9221260.461063
M69.7127277407611467.2112740.14450.8857150.442858
M7-33.940302953200267.140684-0.50550.6155630.307782
M845.116484230938967.1264860.67210.5048030.252402
M922.505276992488867.0701320.33550.7387050.369352
M10-45.753778523727467.113441-0.68170.4987510.249375
M11-109.47455541773167.261988-1.62760.1102990.05515
t8.382804504963390.9638288.697400

\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) & 105.726577629394 & 81.328204 & 1.3 & 0.199941 & 0.09997 \tabularnewline
handact & 27.5215172223384 & 1.511728 & 18.2053 & 0 & 0 \tabularnewline
M1 & -30.9077305549567 & 64.298413 & -0.4807 & 0.632966 & 0.316483 \tabularnewline
M2 & -56.3118969397406 & 67.484319 & -0.8344 & 0.408252 & 0.204126 \tabularnewline
M3 & -35.2907042334095 & 67.404271 & -0.5236 & 0.603039 & 0.30152 \tabularnewline
M4 & -21.4849018494376 & 67.3278 & -0.3191 & 0.751058 & 0.375529 \tabularnewline
M5 & -6.61039049880582 & 67.258776 & -0.0983 & 0.922126 & 0.461063 \tabularnewline
M6 & 9.71272774076114 & 67.211274 & 0.1445 & 0.885715 & 0.442858 \tabularnewline
M7 & -33.9403029532002 & 67.140684 & -0.5055 & 0.615563 & 0.307782 \tabularnewline
M8 & 45.1164842309389 & 67.126486 & 0.6721 & 0.504803 & 0.252402 \tabularnewline
M9 & 22.5052769924888 & 67.070132 & 0.3355 & 0.738705 & 0.369352 \tabularnewline
M10 & -45.7537785237274 & 67.113441 & -0.6817 & 0.498751 & 0.249375 \tabularnewline
M11 & -109.474555417731 & 67.261988 & -1.6276 & 0.110299 & 0.05515 \tabularnewline
t & 8.38280450496339 & 0.963828 & 8.6974 & 0 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57455&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]105.726577629394[/C][C]81.328204[/C][C]1.3[/C][C]0.199941[/C][C]0.09997[/C][/ROW]
[ROW][C]handact[/C][C]27.5215172223384[/C][C]1.511728[/C][C]18.2053[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]M1[/C][C]-30.9077305549567[/C][C]64.298413[/C][C]-0.4807[/C][C]0.632966[/C][C]0.316483[/C][/ROW]
[ROW][C]M2[/C][C]-56.3118969397406[/C][C]67.484319[/C][C]-0.8344[/C][C]0.408252[/C][C]0.204126[/C][/ROW]
[ROW][C]M3[/C][C]-35.2907042334095[/C][C]67.404271[/C][C]-0.5236[/C][C]0.603039[/C][C]0.30152[/C][/ROW]
[ROW][C]M4[/C][C]-21.4849018494376[/C][C]67.3278[/C][C]-0.3191[/C][C]0.751058[/C][C]0.375529[/C][/ROW]
[ROW][C]M5[/C][C]-6.61039049880582[/C][C]67.258776[/C][C]-0.0983[/C][C]0.922126[/C][C]0.461063[/C][/ROW]
[ROW][C]M6[/C][C]9.71272774076114[/C][C]67.211274[/C][C]0.1445[/C][C]0.885715[/C][C]0.442858[/C][/ROW]
[ROW][C]M7[/C][C]-33.9403029532002[/C][C]67.140684[/C][C]-0.5055[/C][C]0.615563[/C][C]0.307782[/C][/ROW]
[ROW][C]M8[/C][C]45.1164842309389[/C][C]67.126486[/C][C]0.6721[/C][C]0.504803[/C][C]0.252402[/C][/ROW]
[ROW][C]M9[/C][C]22.5052769924888[/C][C]67.070132[/C][C]0.3355[/C][C]0.738705[/C][C]0.369352[/C][/ROW]
[ROW][C]M10[/C][C]-45.7537785237274[/C][C]67.113441[/C][C]-0.6817[/C][C]0.498751[/C][C]0.249375[/C][/ROW]
[ROW][C]M11[/C][C]-109.474555417731[/C][C]67.261988[/C][C]-1.6276[/C][C]0.110299[/C][C]0.05515[/C][/ROW]
[ROW][C]t[/C][C]8.38280450496339[/C][C]0.963828[/C][C]8.6974[/C][C]0[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57455&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57455&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)105.72657762939481.3282041.30.1999410.09997
handact27.52151722233841.51172818.205300
M1-30.907730554956764.298413-0.48070.6329660.316483
M2-56.311896939740667.484319-0.83440.4082520.204126
M3-35.290704233409567.404271-0.52360.6030390.30152
M4-21.484901849437667.3278-0.31910.7510580.375529
M5-6.6103904988058267.258776-0.09830.9221260.461063
M69.7127277407611467.2112740.14450.8857150.442858
M7-33.940302953200267.140684-0.50550.6155630.307782
M845.116484230938967.1264860.67210.5048030.252402
M922.505276992488867.0701320.33550.7387050.369352
M10-45.753778523727467.113441-0.68170.4987510.249375
M11-109.47455541773167.261988-1.62760.1102990.05515
t8.382804504963390.9638288.697400







Multiple Linear Regression - Regression Statistics
Multiple R0.937311753740401
R-squared0.878553323699907
Adjusted R-squared0.844961689829668
F-TEST (value)26.1539324670445
F-TEST (DF numerator)13
F-TEST (DF denominator)47
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation105.977470162103
Sum Squared Residuals527867.536552091

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.937311753740401 \tabularnewline
R-squared & 0.878553323699907 \tabularnewline
Adjusted R-squared & 0.844961689829668 \tabularnewline
F-TEST (value) & 26.1539324670445 \tabularnewline
F-TEST (DF numerator) & 13 \tabularnewline
F-TEST (DF denominator) & 47 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 105.977470162103 \tabularnewline
Sum Squared Residuals & 527867.536552091 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57455&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.937311753740401[/C][/ROW]
[ROW][C]R-squared[/C][C]0.878553323699907[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.844961689829668[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]26.1539324670445[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]13[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]47[/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]105.977470162103[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]527867.536552091[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57455&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57455&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 R0.937311753740401
R-squared0.878553323699907
Adjusted R-squared0.844961689829668
F-TEST (value)26.1539324670445
F-TEST (DF numerator)13
F-TEST (DF denominator)47
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation105.977470162103
Sum Squared Residuals527867.536552091







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1785.81046.45475436124-260.654754361239
2819.3927.60377875877-108.30377875877
3849.4921.229803581025-71.8298035810251
4880.4979.196382859-98.7963828590005
5900.11049.24027799257-149.140277992571
6937.21027.15962145913-89.9596214591257
7948.9928.5899056587520.3100943412503
8952.61007.77304218115-55.1730421811506
9947.3974.279577392027-26.9795773920271
10974.2961.1899056587513.0100943412507
111000.8933.37345049204867.426549507952
121032.8866.836645025075165.963354974925
131050.7981.91930508677368.7806949132266
141057.31074.98401209631-17.6840120963064
151075.4966.78042319591108.619576804091
161118.41008.23409214048110.165907859519
171179.81114.0559596630965.7440403369086
1812271202.06137201924.9386279810000
191257.81202.5691182190455.2308817809581
201251.51061.58011696274189.919883037264
211236.31165.6942382853070.6057617146957
221170.61309.47721471936-138.877214719356
231213.11215.60911821904-2.50911821904183
241265.51333.46647814174-67.9664781417357
251300.81321.95015898068-21.1501589806779
261348.41222.36424543384126.035754566158
271371.91251.76824264514120.131757354863
281403.31246.43533231173156.864667688266
291451.81396.2916273900955.5083726099149
301474.21412.7410949679161.4589050320859
311438.21385.7273239456252.4726760543826
321513.61594.26159141301-80.661591413009
331562.21552.511671457189.6883285428162
341546.21437.59238600125108.607613998746
351527.51371.24580672328156.254193276721
361418.71489.10316664597-70.4031666459729
371448.51422.5438130402425.9561869597616
381492.11422.0353614938270.0646385061792
391395.41434.92644837171-39.5264483717124
401403.71437.84999320501-34.1499932050108
411316.61386.79921256029-70.1992125602924
421274.51284.90615608207-10.4061560820662
431264.41387.24351600476-122.84351600476
441323.91400.37501119355-76.4750111935489
451332.11339.36002918209-7.2600291820873
461250.21224.4407437261625.7592562738425
471096.71251.66732300413-154.967323004133
481080.8995.23204870302585.5679512969751
491039.2917.664088208355121.535911791645
50792862.11260221726-70.1126022172607
51746.6863.995082206217-117.395082206217
52688.8822.884199483774-134.084199483774
53715.8617.7129223939698.0870776060394
54672.9658.93175547189413.968244528106
55629.5634.670136171831-5.17013617183116
56681.2658.81023824955522.3897617504446
57755.4801.454483683398-46.0544836833976
58760.6769.099749894483-8.49974989448316
59765.9832.104301561498-66.2043015614982
60836.8949.961661484192-113.161661484192
61904.9839.36788032271665.5321196772839

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 785.8 & 1046.45475436124 & -260.654754361239 \tabularnewline
2 & 819.3 & 927.60377875877 & -108.30377875877 \tabularnewline
3 & 849.4 & 921.229803581025 & -71.8298035810251 \tabularnewline
4 & 880.4 & 979.196382859 & -98.7963828590005 \tabularnewline
5 & 900.1 & 1049.24027799257 & -149.140277992571 \tabularnewline
6 & 937.2 & 1027.15962145913 & -89.9596214591257 \tabularnewline
7 & 948.9 & 928.58990565875 & 20.3100943412503 \tabularnewline
8 & 952.6 & 1007.77304218115 & -55.1730421811506 \tabularnewline
9 & 947.3 & 974.279577392027 & -26.9795773920271 \tabularnewline
10 & 974.2 & 961.18990565875 & 13.0100943412507 \tabularnewline
11 & 1000.8 & 933.373450492048 & 67.426549507952 \tabularnewline
12 & 1032.8 & 866.836645025075 & 165.963354974925 \tabularnewline
13 & 1050.7 & 981.919305086773 & 68.7806949132266 \tabularnewline
14 & 1057.3 & 1074.98401209631 & -17.6840120963064 \tabularnewline
15 & 1075.4 & 966.78042319591 & 108.619576804091 \tabularnewline
16 & 1118.4 & 1008.23409214048 & 110.165907859519 \tabularnewline
17 & 1179.8 & 1114.05595966309 & 65.7440403369086 \tabularnewline
18 & 1227 & 1202.061372019 & 24.9386279810000 \tabularnewline
19 & 1257.8 & 1202.56911821904 & 55.2308817809581 \tabularnewline
20 & 1251.5 & 1061.58011696274 & 189.919883037264 \tabularnewline
21 & 1236.3 & 1165.69423828530 & 70.6057617146957 \tabularnewline
22 & 1170.6 & 1309.47721471936 & -138.877214719356 \tabularnewline
23 & 1213.1 & 1215.60911821904 & -2.50911821904183 \tabularnewline
24 & 1265.5 & 1333.46647814174 & -67.9664781417357 \tabularnewline
25 & 1300.8 & 1321.95015898068 & -21.1501589806779 \tabularnewline
26 & 1348.4 & 1222.36424543384 & 126.035754566158 \tabularnewline
27 & 1371.9 & 1251.76824264514 & 120.131757354863 \tabularnewline
28 & 1403.3 & 1246.43533231173 & 156.864667688266 \tabularnewline
29 & 1451.8 & 1396.29162739009 & 55.5083726099149 \tabularnewline
30 & 1474.2 & 1412.74109496791 & 61.4589050320859 \tabularnewline
31 & 1438.2 & 1385.72732394562 & 52.4726760543826 \tabularnewline
32 & 1513.6 & 1594.26159141301 & -80.661591413009 \tabularnewline
33 & 1562.2 & 1552.51167145718 & 9.6883285428162 \tabularnewline
34 & 1546.2 & 1437.59238600125 & 108.607613998746 \tabularnewline
35 & 1527.5 & 1371.24580672328 & 156.254193276721 \tabularnewline
36 & 1418.7 & 1489.10316664597 & -70.4031666459729 \tabularnewline
37 & 1448.5 & 1422.54381304024 & 25.9561869597616 \tabularnewline
38 & 1492.1 & 1422.03536149382 & 70.0646385061792 \tabularnewline
39 & 1395.4 & 1434.92644837171 & -39.5264483717124 \tabularnewline
40 & 1403.7 & 1437.84999320501 & -34.1499932050108 \tabularnewline
41 & 1316.6 & 1386.79921256029 & -70.1992125602924 \tabularnewline
42 & 1274.5 & 1284.90615608207 & -10.4061560820662 \tabularnewline
43 & 1264.4 & 1387.24351600476 & -122.84351600476 \tabularnewline
44 & 1323.9 & 1400.37501119355 & -76.4750111935489 \tabularnewline
45 & 1332.1 & 1339.36002918209 & -7.2600291820873 \tabularnewline
46 & 1250.2 & 1224.44074372616 & 25.7592562738425 \tabularnewline
47 & 1096.7 & 1251.66732300413 & -154.967323004133 \tabularnewline
48 & 1080.8 & 995.232048703025 & 85.5679512969751 \tabularnewline
49 & 1039.2 & 917.664088208355 & 121.535911791645 \tabularnewline
50 & 792 & 862.11260221726 & -70.1126022172607 \tabularnewline
51 & 746.6 & 863.995082206217 & -117.395082206217 \tabularnewline
52 & 688.8 & 822.884199483774 & -134.084199483774 \tabularnewline
53 & 715.8 & 617.71292239396 & 98.0870776060394 \tabularnewline
54 & 672.9 & 658.931755471894 & 13.968244528106 \tabularnewline
55 & 629.5 & 634.670136171831 & -5.17013617183116 \tabularnewline
56 & 681.2 & 658.810238249555 & 22.3897617504446 \tabularnewline
57 & 755.4 & 801.454483683398 & -46.0544836833976 \tabularnewline
58 & 760.6 & 769.099749894483 & -8.49974989448316 \tabularnewline
59 & 765.9 & 832.104301561498 & -66.2043015614982 \tabularnewline
60 & 836.8 & 949.961661484192 & -113.161661484192 \tabularnewline
61 & 904.9 & 839.367880322716 & 65.5321196772839 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57455&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]785.8[/C][C]1046.45475436124[/C][C]-260.654754361239[/C][/ROW]
[ROW][C]2[/C][C]819.3[/C][C]927.60377875877[/C][C]-108.30377875877[/C][/ROW]
[ROW][C]3[/C][C]849.4[/C][C]921.229803581025[/C][C]-71.8298035810251[/C][/ROW]
[ROW][C]4[/C][C]880.4[/C][C]979.196382859[/C][C]-98.7963828590005[/C][/ROW]
[ROW][C]5[/C][C]900.1[/C][C]1049.24027799257[/C][C]-149.140277992571[/C][/ROW]
[ROW][C]6[/C][C]937.2[/C][C]1027.15962145913[/C][C]-89.9596214591257[/C][/ROW]
[ROW][C]7[/C][C]948.9[/C][C]928.58990565875[/C][C]20.3100943412503[/C][/ROW]
[ROW][C]8[/C][C]952.6[/C][C]1007.77304218115[/C][C]-55.1730421811506[/C][/ROW]
[ROW][C]9[/C][C]947.3[/C][C]974.279577392027[/C][C]-26.9795773920271[/C][/ROW]
[ROW][C]10[/C][C]974.2[/C][C]961.18990565875[/C][C]13.0100943412507[/C][/ROW]
[ROW][C]11[/C][C]1000.8[/C][C]933.373450492048[/C][C]67.426549507952[/C][/ROW]
[ROW][C]12[/C][C]1032.8[/C][C]866.836645025075[/C][C]165.963354974925[/C][/ROW]
[ROW][C]13[/C][C]1050.7[/C][C]981.919305086773[/C][C]68.7806949132266[/C][/ROW]
[ROW][C]14[/C][C]1057.3[/C][C]1074.98401209631[/C][C]-17.6840120963064[/C][/ROW]
[ROW][C]15[/C][C]1075.4[/C][C]966.78042319591[/C][C]108.619576804091[/C][/ROW]
[ROW][C]16[/C][C]1118.4[/C][C]1008.23409214048[/C][C]110.165907859519[/C][/ROW]
[ROW][C]17[/C][C]1179.8[/C][C]1114.05595966309[/C][C]65.7440403369086[/C][/ROW]
[ROW][C]18[/C][C]1227[/C][C]1202.061372019[/C][C]24.9386279810000[/C][/ROW]
[ROW][C]19[/C][C]1257.8[/C][C]1202.56911821904[/C][C]55.2308817809581[/C][/ROW]
[ROW][C]20[/C][C]1251.5[/C][C]1061.58011696274[/C][C]189.919883037264[/C][/ROW]
[ROW][C]21[/C][C]1236.3[/C][C]1165.69423828530[/C][C]70.6057617146957[/C][/ROW]
[ROW][C]22[/C][C]1170.6[/C][C]1309.47721471936[/C][C]-138.877214719356[/C][/ROW]
[ROW][C]23[/C][C]1213.1[/C][C]1215.60911821904[/C][C]-2.50911821904183[/C][/ROW]
[ROW][C]24[/C][C]1265.5[/C][C]1333.46647814174[/C][C]-67.9664781417357[/C][/ROW]
[ROW][C]25[/C][C]1300.8[/C][C]1321.95015898068[/C][C]-21.1501589806779[/C][/ROW]
[ROW][C]26[/C][C]1348.4[/C][C]1222.36424543384[/C][C]126.035754566158[/C][/ROW]
[ROW][C]27[/C][C]1371.9[/C][C]1251.76824264514[/C][C]120.131757354863[/C][/ROW]
[ROW][C]28[/C][C]1403.3[/C][C]1246.43533231173[/C][C]156.864667688266[/C][/ROW]
[ROW][C]29[/C][C]1451.8[/C][C]1396.29162739009[/C][C]55.5083726099149[/C][/ROW]
[ROW][C]30[/C][C]1474.2[/C][C]1412.74109496791[/C][C]61.4589050320859[/C][/ROW]
[ROW][C]31[/C][C]1438.2[/C][C]1385.72732394562[/C][C]52.4726760543826[/C][/ROW]
[ROW][C]32[/C][C]1513.6[/C][C]1594.26159141301[/C][C]-80.661591413009[/C][/ROW]
[ROW][C]33[/C][C]1562.2[/C][C]1552.51167145718[/C][C]9.6883285428162[/C][/ROW]
[ROW][C]34[/C][C]1546.2[/C][C]1437.59238600125[/C][C]108.607613998746[/C][/ROW]
[ROW][C]35[/C][C]1527.5[/C][C]1371.24580672328[/C][C]156.254193276721[/C][/ROW]
[ROW][C]36[/C][C]1418.7[/C][C]1489.10316664597[/C][C]-70.4031666459729[/C][/ROW]
[ROW][C]37[/C][C]1448.5[/C][C]1422.54381304024[/C][C]25.9561869597616[/C][/ROW]
[ROW][C]38[/C][C]1492.1[/C][C]1422.03536149382[/C][C]70.0646385061792[/C][/ROW]
[ROW][C]39[/C][C]1395.4[/C][C]1434.92644837171[/C][C]-39.5264483717124[/C][/ROW]
[ROW][C]40[/C][C]1403.7[/C][C]1437.84999320501[/C][C]-34.1499932050108[/C][/ROW]
[ROW][C]41[/C][C]1316.6[/C][C]1386.79921256029[/C][C]-70.1992125602924[/C][/ROW]
[ROW][C]42[/C][C]1274.5[/C][C]1284.90615608207[/C][C]-10.4061560820662[/C][/ROW]
[ROW][C]43[/C][C]1264.4[/C][C]1387.24351600476[/C][C]-122.84351600476[/C][/ROW]
[ROW][C]44[/C][C]1323.9[/C][C]1400.37501119355[/C][C]-76.4750111935489[/C][/ROW]
[ROW][C]45[/C][C]1332.1[/C][C]1339.36002918209[/C][C]-7.2600291820873[/C][/ROW]
[ROW][C]46[/C][C]1250.2[/C][C]1224.44074372616[/C][C]25.7592562738425[/C][/ROW]
[ROW][C]47[/C][C]1096.7[/C][C]1251.66732300413[/C][C]-154.967323004133[/C][/ROW]
[ROW][C]48[/C][C]1080.8[/C][C]995.232048703025[/C][C]85.5679512969751[/C][/ROW]
[ROW][C]49[/C][C]1039.2[/C][C]917.664088208355[/C][C]121.535911791645[/C][/ROW]
[ROW][C]50[/C][C]792[/C][C]862.11260221726[/C][C]-70.1126022172607[/C][/ROW]
[ROW][C]51[/C][C]746.6[/C][C]863.995082206217[/C][C]-117.395082206217[/C][/ROW]
[ROW][C]52[/C][C]688.8[/C][C]822.884199483774[/C][C]-134.084199483774[/C][/ROW]
[ROW][C]53[/C][C]715.8[/C][C]617.71292239396[/C][C]98.0870776060394[/C][/ROW]
[ROW][C]54[/C][C]672.9[/C][C]658.931755471894[/C][C]13.968244528106[/C][/ROW]
[ROW][C]55[/C][C]629.5[/C][C]634.670136171831[/C][C]-5.17013617183116[/C][/ROW]
[ROW][C]56[/C][C]681.2[/C][C]658.810238249555[/C][C]22.3897617504446[/C][/ROW]
[ROW][C]57[/C][C]755.4[/C][C]801.454483683398[/C][C]-46.0544836833976[/C][/ROW]
[ROW][C]58[/C][C]760.6[/C][C]769.099749894483[/C][C]-8.49974989448316[/C][/ROW]
[ROW][C]59[/C][C]765.9[/C][C]832.104301561498[/C][C]-66.2043015614982[/C][/ROW]
[ROW][C]60[/C][C]836.8[/C][C]949.961661484192[/C][C]-113.161661484192[/C][/ROW]
[ROW][C]61[/C][C]904.9[/C][C]839.367880322716[/C][C]65.5321196772839[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57455&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57455&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
1785.81046.45475436124-260.654754361239
2819.3927.60377875877-108.30377875877
3849.4921.229803581025-71.8298035810251
4880.4979.196382859-98.7963828590005
5900.11049.24027799257-149.140277992571
6937.21027.15962145913-89.9596214591257
7948.9928.5899056587520.3100943412503
8952.61007.77304218115-55.1730421811506
9947.3974.279577392027-26.9795773920271
10974.2961.1899056587513.0100943412507
111000.8933.37345049204867.426549507952
121032.8866.836645025075165.963354974925
131050.7981.91930508677368.7806949132266
141057.31074.98401209631-17.6840120963064
151075.4966.78042319591108.619576804091
161118.41008.23409214048110.165907859519
171179.81114.0559596630965.7440403369086
1812271202.06137201924.9386279810000
191257.81202.5691182190455.2308817809581
201251.51061.58011696274189.919883037264
211236.31165.6942382853070.6057617146957
221170.61309.47721471936-138.877214719356
231213.11215.60911821904-2.50911821904183
241265.51333.46647814174-67.9664781417357
251300.81321.95015898068-21.1501589806779
261348.41222.36424543384126.035754566158
271371.91251.76824264514120.131757354863
281403.31246.43533231173156.864667688266
291451.81396.2916273900955.5083726099149
301474.21412.7410949679161.4589050320859
311438.21385.7273239456252.4726760543826
321513.61594.26159141301-80.661591413009
331562.21552.511671457189.6883285428162
341546.21437.59238600125108.607613998746
351527.51371.24580672328156.254193276721
361418.71489.10316664597-70.4031666459729
371448.51422.5438130402425.9561869597616
381492.11422.0353614938270.0646385061792
391395.41434.92644837171-39.5264483717124
401403.71437.84999320501-34.1499932050108
411316.61386.79921256029-70.1992125602924
421274.51284.90615608207-10.4061560820662
431264.41387.24351600476-122.84351600476
441323.91400.37501119355-76.4750111935489
451332.11339.36002918209-7.2600291820873
461250.21224.4407437261625.7592562738425
471096.71251.66732300413-154.967323004133
481080.8995.23204870302585.5679512969751
491039.2917.664088208355121.535911791645
50792862.11260221726-70.1126022172607
51746.6863.995082206217-117.395082206217
52688.8822.884199483774-134.084199483774
53715.8617.7129223939698.0870776060394
54672.9658.93175547189413.968244528106
55629.5634.670136171831-5.17013617183116
56681.2658.81023824955522.3897617504446
57755.4801.454483683398-46.0544836833976
58760.6769.099749894483-8.49974989448316
59765.9832.104301561498-66.2043015614982
60836.8949.961661484192-113.161661484192
61904.9839.36788032271665.5321196772839







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.00929966007930340.01859932015860680.990700339920697
180.004536800101479770.009073600202959540.99546319989852
190.001312350394471050.00262470078894210.99868764960553
200.000701030729157860.001402061458315720.999298969270842
210.0001424304635517360.0002848609271034710.999857569536448
220.001331016923700860.002662033847401720.998668983076299
230.0007982030348929020.001596406069785800.999201796965107
240.0004478442875746430.0008956885751492860.999552155712425
250.001030408763738380.002060817527476750.998969591236262
260.0005019233463877680.001003846692775540.999498076653612
270.0002181078319600380.0004362156639200760.99978189216804
289.0415740734423e-050.0001808314814688460.999909584259266
293.94271370946234e-057.88542741892467e-050.999960572862905
301.19423373520128e-052.38846747040255e-050.999988057662648
311.63354133621231e-053.26708267242461e-050.999983664586638
321.62294634663001e-053.24589269326002e-050.999983770536534
336.13657403089166e-050.0001227314806178330.99993863425969
340.0001050288507071210.0002100577014142430.999894971149293
350.0002973425879007480.0005946851758014970.9997026574121
360.005013467775904590.01002693555180920.994986532224095
370.03885963520862860.07771927041725720.961140364791371
380.1198130553900550.2396261107801110.880186944609945
390.4048569346625770.8097138693251540.595143065337423
400.8173809143157450.3652381713685100.182619085684255
410.9061919302859130.1876161394281740.0938080697140869
420.8987913736157940.2024172527684130.101208626384206
430.864922875023170.2701542499536590.135077124976830
440.7607939233243380.4784121533513240.239206076675662

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
17 & 0.0092996600793034 & 0.0185993201586068 & 0.990700339920697 \tabularnewline
18 & 0.00453680010147977 & 0.00907360020295954 & 0.99546319989852 \tabularnewline
19 & 0.00131235039447105 & 0.0026247007889421 & 0.99868764960553 \tabularnewline
20 & 0.00070103072915786 & 0.00140206145831572 & 0.999298969270842 \tabularnewline
21 & 0.000142430463551736 & 0.000284860927103471 & 0.999857569536448 \tabularnewline
22 & 0.00133101692370086 & 0.00266203384740172 & 0.998668983076299 \tabularnewline
23 & 0.000798203034892902 & 0.00159640606978580 & 0.999201796965107 \tabularnewline
24 & 0.000447844287574643 & 0.000895688575149286 & 0.999552155712425 \tabularnewline
25 & 0.00103040876373838 & 0.00206081752747675 & 0.998969591236262 \tabularnewline
26 & 0.000501923346387768 & 0.00100384669277554 & 0.999498076653612 \tabularnewline
27 & 0.000218107831960038 & 0.000436215663920076 & 0.99978189216804 \tabularnewline
28 & 9.0415740734423e-05 & 0.000180831481468846 & 0.999909584259266 \tabularnewline
29 & 3.94271370946234e-05 & 7.88542741892467e-05 & 0.999960572862905 \tabularnewline
30 & 1.19423373520128e-05 & 2.38846747040255e-05 & 0.999988057662648 \tabularnewline
31 & 1.63354133621231e-05 & 3.26708267242461e-05 & 0.999983664586638 \tabularnewline
32 & 1.62294634663001e-05 & 3.24589269326002e-05 & 0.999983770536534 \tabularnewline
33 & 6.13657403089166e-05 & 0.000122731480617833 & 0.99993863425969 \tabularnewline
34 & 0.000105028850707121 & 0.000210057701414243 & 0.999894971149293 \tabularnewline
35 & 0.000297342587900748 & 0.000594685175801497 & 0.9997026574121 \tabularnewline
36 & 0.00501346777590459 & 0.0100269355518092 & 0.994986532224095 \tabularnewline
37 & 0.0388596352086286 & 0.0777192704172572 & 0.961140364791371 \tabularnewline
38 & 0.119813055390055 & 0.239626110780111 & 0.880186944609945 \tabularnewline
39 & 0.404856934662577 & 0.809713869325154 & 0.595143065337423 \tabularnewline
40 & 0.817380914315745 & 0.365238171368510 & 0.182619085684255 \tabularnewline
41 & 0.906191930285913 & 0.187616139428174 & 0.0938080697140869 \tabularnewline
42 & 0.898791373615794 & 0.202417252768413 & 0.101208626384206 \tabularnewline
43 & 0.86492287502317 & 0.270154249953659 & 0.135077124976830 \tabularnewline
44 & 0.760793923324338 & 0.478412153351324 & 0.239206076675662 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57455&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]17[/C][C]0.0092996600793034[/C][C]0.0185993201586068[/C][C]0.990700339920697[/C][/ROW]
[ROW][C]18[/C][C]0.00453680010147977[/C][C]0.00907360020295954[/C][C]0.99546319989852[/C][/ROW]
[ROW][C]19[/C][C]0.00131235039447105[/C][C]0.0026247007889421[/C][C]0.99868764960553[/C][/ROW]
[ROW][C]20[/C][C]0.00070103072915786[/C][C]0.00140206145831572[/C][C]0.999298969270842[/C][/ROW]
[ROW][C]21[/C][C]0.000142430463551736[/C][C]0.000284860927103471[/C][C]0.999857569536448[/C][/ROW]
[ROW][C]22[/C][C]0.00133101692370086[/C][C]0.00266203384740172[/C][C]0.998668983076299[/C][/ROW]
[ROW][C]23[/C][C]0.000798203034892902[/C][C]0.00159640606978580[/C][C]0.999201796965107[/C][/ROW]
[ROW][C]24[/C][C]0.000447844287574643[/C][C]0.000895688575149286[/C][C]0.999552155712425[/C][/ROW]
[ROW][C]25[/C][C]0.00103040876373838[/C][C]0.00206081752747675[/C][C]0.998969591236262[/C][/ROW]
[ROW][C]26[/C][C]0.000501923346387768[/C][C]0.00100384669277554[/C][C]0.999498076653612[/C][/ROW]
[ROW][C]27[/C][C]0.000218107831960038[/C][C]0.000436215663920076[/C][C]0.99978189216804[/C][/ROW]
[ROW][C]28[/C][C]9.0415740734423e-05[/C][C]0.000180831481468846[/C][C]0.999909584259266[/C][/ROW]
[ROW][C]29[/C][C]3.94271370946234e-05[/C][C]7.88542741892467e-05[/C][C]0.999960572862905[/C][/ROW]
[ROW][C]30[/C][C]1.19423373520128e-05[/C][C]2.38846747040255e-05[/C][C]0.999988057662648[/C][/ROW]
[ROW][C]31[/C][C]1.63354133621231e-05[/C][C]3.26708267242461e-05[/C][C]0.999983664586638[/C][/ROW]
[ROW][C]32[/C][C]1.62294634663001e-05[/C][C]3.24589269326002e-05[/C][C]0.999983770536534[/C][/ROW]
[ROW][C]33[/C][C]6.13657403089166e-05[/C][C]0.000122731480617833[/C][C]0.99993863425969[/C][/ROW]
[ROW][C]34[/C][C]0.000105028850707121[/C][C]0.000210057701414243[/C][C]0.999894971149293[/C][/ROW]
[ROW][C]35[/C][C]0.000297342587900748[/C][C]0.000594685175801497[/C][C]0.9997026574121[/C][/ROW]
[ROW][C]36[/C][C]0.00501346777590459[/C][C]0.0100269355518092[/C][C]0.994986532224095[/C][/ROW]
[ROW][C]37[/C][C]0.0388596352086286[/C][C]0.0777192704172572[/C][C]0.961140364791371[/C][/ROW]
[ROW][C]38[/C][C]0.119813055390055[/C][C]0.239626110780111[/C][C]0.880186944609945[/C][/ROW]
[ROW][C]39[/C][C]0.404856934662577[/C][C]0.809713869325154[/C][C]0.595143065337423[/C][/ROW]
[ROW][C]40[/C][C]0.817380914315745[/C][C]0.365238171368510[/C][C]0.182619085684255[/C][/ROW]
[ROW][C]41[/C][C]0.906191930285913[/C][C]0.187616139428174[/C][C]0.0938080697140869[/C][/ROW]
[ROW][C]42[/C][C]0.898791373615794[/C][C]0.202417252768413[/C][C]0.101208626384206[/C][/ROW]
[ROW][C]43[/C][C]0.86492287502317[/C][C]0.270154249953659[/C][C]0.135077124976830[/C][/ROW]
[ROW][C]44[/C][C]0.760793923324338[/C][C]0.478412153351324[/C][C]0.239206076675662[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57455&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57455&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
170.00929966007930340.01859932015860680.990700339920697
180.004536800101479770.009073600202959540.99546319989852
190.001312350394471050.00262470078894210.99868764960553
200.000701030729157860.001402061458315720.999298969270842
210.0001424304635517360.0002848609271034710.999857569536448
220.001331016923700860.002662033847401720.998668983076299
230.0007982030348929020.001596406069785800.999201796965107
240.0004478442875746430.0008956885751492860.999552155712425
250.001030408763738380.002060817527476750.998969591236262
260.0005019233463877680.001003846692775540.999498076653612
270.0002181078319600380.0004362156639200760.99978189216804
289.0415740734423e-050.0001808314814688460.999909584259266
293.94271370946234e-057.88542741892467e-050.999960572862905
301.19423373520128e-052.38846747040255e-050.999988057662648
311.63354133621231e-053.26708267242461e-050.999983664586638
321.62294634663001e-053.24589269326002e-050.999983770536534
336.13657403089166e-050.0001227314806178330.99993863425969
340.0001050288507071210.0002100577014142430.999894971149293
350.0002973425879007480.0005946851758014970.9997026574121
360.005013467775904590.01002693555180920.994986532224095
370.03885963520862860.07771927041725720.961140364791371
380.1198130553900550.2396261107801110.880186944609945
390.4048569346625770.8097138693251540.595143065337423
400.8173809143157450.3652381713685100.182619085684255
410.9061919302859130.1876161394281740.0938080697140869
420.8987913736157940.2024172527684130.101208626384206
430.864922875023170.2701542499536590.135077124976830
440.7607939233243380.4784121533513240.239206076675662







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level180.642857142857143NOK
5% type I error level200.714285714285714NOK
10% type I error level210.75NOK

\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 & 18 & 0.642857142857143 & NOK \tabularnewline
5% type I error level & 20 & 0.714285714285714 & NOK \tabularnewline
10% type I error level & 21 & 0.75 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57455&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]18[/C][C]0.642857142857143[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]20[/C][C]0.714285714285714[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]21[/C][C]0.75[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57455&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57455&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 level180.642857142857143NOK
5% type I error level200.714285714285714NOK
10% type I error level210.75NOK



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')
}