Free Statistics

of Irreproducible Research!

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationFri, 20 Nov 2009 05:28:48 -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/20/t1258720196sm5uhx6m9of3rzz.htm/, Retrieved Sat, 20 Apr 2024 06:38:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58081, Retrieved Sat, 20 Apr 2024 06:38:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact129
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] [ws77777] [2009-11-20 12:28:48] [9a1fef436e1d399a5ecd6808bfbd8489] [Current]
Feedback Forum

Post a new message
Dataseries X:
101,8612953	1	118,1540031	105,5073942	95,84395716	100
109,8419174	1	101,8612953	118,1540031	105,5073942	95,84395716
105,6348802	1	109,8419174	101,8612953	118,1540031	105,5073942
112,927078	1	105,6348802	109,8419174	101,8612953	118,1540031
133,0698623	1	112,927078	105,6348802	109,8419174	101,8612953
125,6756757	1	133,0698623	112,927078	105,6348802	109,8419174
146,736359	1	125,6756757	133,0698623	112,927078	105,6348802
142,5803162	1	146,736359	125,6756757	133,0698623	112,927078
106,1448241	1	142,5803162	146,736359	125,6756757	133,0698623
126,5170831	1	106,1448241	142,5803162	146,736359	125,6756757
132,7893932	1	126,5170831	106,1448241	142,5803162	146,736359
121,2391637	1	132,7893932	126,5170831	106,1448241	142,5803162
114,5079041	1	121,2391637	132,7893932	126,5170831	106,1448241
146,1499235	1	114,5079041	121,2391637	132,7893932	126,5170831
146,1244263	1	146,1499235	114,5079041	121,2391637	132,7893932
128,5058644	1	146,1244263	146,1499235	114,5079041	121,2391637
155,5838858	1	128,5058644	146,1244263	146,1499235	114,5079041
125,0382458	1	155,5838858	128,5058644	146,1244263	146,1499235
136,8944416	1	125,0382458	155,5838858	128,5058644	146,1244263
142,2233554	1	136,8944416	125,0382458	155,5838858	128,5058644
117,7715451	1	142,2233554	136,8944416	125,0382458	155,5838858
120,627231	1	117,7715451	142,2233554	136,8944416	125,0382458
127,7664457	1	120,627231	117,7715451	142,2233554	136,8944416
135,1096379	1	127,7664457	120,627231	117,7715451	142,2233554
105,7113717	1	135,1096379	127,7664457	120,627231	117,7715451
117,9245283	1	105,7113717	135,1096379	127,7664457	120,627231
120,754717	1	117,9245283	105,7113717	135,1096379	127,7664457
107,572667	1	120,754717	117,9245283	105,7113717	135,1096379
130,4436512	1	107,572667	120,754717	117,9245283	105,7113717
107,2157063	1	130,4436512	107,572667	120,754717	117,9245283
105,0739419	1	107,2157063	130,4436512	107,572667	120,754717
130,1121877	1	105,0739419	107,2157063	130,4436512	107,572667
109,6379398	1	130,1121877	105,0739419	107,2157063	130,4436512
116,7261601	1	109,6379398	130,1121877	105,0739419	107,2157063
97,11881693	0	116,7261601	109,6379398	130,1121877	105,0739419
140,8975013	1	97,11881693	116,7261601	109,6379398	130,1121877
108,2865885	1	140,8975013	97,11881693	116,7261601	109,6379398
97,65425803	0	108,2865885	140,8975013	97,11881693	116,7261601
112,0346762	1	97,65425803	108,2865885	140,8975013	97,11881693
123,0494646	1	112,0346762	97,65425803	108,2865885	140,8975013
112,4171341	1	123,0494646	112,0346762	97,65425803	108,2865885
116,4966854	1	112,4171341	123,0494646	112,0346762	97,65425803
104,6914839	1	116,4966854	112,4171341	123,0494646	112,0346762
122,2335543	1	104,6914839	116,4966854	112,4171341	123,0494646
99,79602244	0	122,2335543	104,6914839	116,4966854	112,4171341
96,71086181	0	99,79602244	122,2335543	104,6914839	116,4966854
112,3151453	1	96,71086181	99,79602244	122,2335543	104,6914839
102,5497195	1	112,3151453	96,71086181	99,79602244	122,2335543
104,5385008	1	102,5497195	112,3151453	96,71086181	99,79602244
122,0805711	1	104,5385008	102,5497195	112,3151453	96,71086181
80,64762876	0	122,0805711	104,5385008	102,5497195	112,3151453
91,40744518	0	80,64762876	122,0805711	104,5385008	102,5497195
99,51555329	0	91,40744518	80,64762876	122,0805711	104,5385008
106,527282	1	99,51555329	91,40744518	80,64762876	122,0805711
98,49566548	0	106,527282	99,51555329	91,40744518	80,64762876
106,7567568	1	98,49566548	106,527282	99,51555329	91,40744518




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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58081&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58081&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58081&T=0

As an alternative you can also use a QR Code:  

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

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







Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 53.8696872319329 + 15.8488814290603X[t] + 0.133329923008086Y1[t] + 0.0532221071152637Y2[t] + 0.273745155025843Y3[t] + 0.0670592193928907Y4[t] -18.6035909016196M1[t] -3.10158370166338M2[t] -11.8809514270766M3[t] -7.94282530553286M4[t] + 3.99151966561568M5[t] -10.0326693378833M6[t] -3.40836044891388M7[t] + 0.564263857054042M8[t] -18.5636243442575M9[t] -9.04511375520523M10[t] -9.35771026063743M11[t] -0.174195328979543t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  +  53.8696872319329 +  15.8488814290603X[t] +  0.133329923008086Y1[t] +  0.0532221071152637Y2[t] +  0.273745155025843Y3[t] +  0.0670592193928907Y4[t] -18.6035909016196M1[t] -3.10158370166338M2[t] -11.8809514270766M3[t] -7.94282530553286M4[t] +  3.99151966561568M5[t] -10.0326693378833M6[t] -3.40836044891388M7[t] +  0.564263857054042M8[t] -18.5636243442575M9[t] -9.04511375520523M10[t] -9.35771026063743M11[t] -0.174195328979543t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58081&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  +  53.8696872319329 +  15.8488814290603X[t] +  0.133329923008086Y1[t] +  0.0532221071152637Y2[t] +  0.273745155025843Y3[t] +  0.0670592193928907Y4[t] -18.6035909016196M1[t] -3.10158370166338M2[t] -11.8809514270766M3[t] -7.94282530553286M4[t] +  3.99151966561568M5[t] -10.0326693378833M6[t] -3.40836044891388M7[t] +  0.564263857054042M8[t] -18.5636243442575M9[t] -9.04511375520523M10[t] -9.35771026063743M11[t] -0.174195328979543t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58081&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58081&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] = + 53.8696872319329 + 15.8488814290603X[t] + 0.133329923008086Y1[t] + 0.0532221071152637Y2[t] + 0.273745155025843Y3[t] + 0.0670592193928907Y4[t] -18.6035909016196M1[t] -3.10158370166338M2[t] -11.8809514270766M3[t] -7.94282530553286M4[t] + 3.99151966561568M5[t] -10.0326693378833M6[t] -3.40836044891388M7[t] + 0.564263857054042M8[t] -18.5636243442575M9[t] -9.04511375520523M10[t] -9.35771026063743M11[t] -0.174195328979543t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)53.869687231932922.7944642.36330.0233330.011666
X15.84888142906035.1629773.06970.0039430.001971
Y10.1333299230080860.1428270.93350.3564510.178226
Y20.05322210711526370.1338630.39760.6931590.34658
Y30.2737451550258430.1315222.08140.044190.022095
Y40.06705921939289070.1414870.4740.6382410.31912
M1-18.60359090161968.435979-2.20530.0335590.016779
M2-3.101583701663388.170224-0.37960.7063410.35317
M3-11.88095142707668.303704-1.43080.160660.08033
M4-7.942825305532867.447672-1.06650.2929340.146467
M53.991519665615688.3802690.47630.6365880.318294
M6-10.03266933788337.867426-1.27520.2099740.104987
M7-3.408360448913888.056909-0.4230.6746540.337327
M80.5642638570540428.4586290.06670.9471630.473582
M9-18.56362434425758.116399-2.28720.0278440.013922
M10-9.045113755205238.747493-1.0340.3076610.153831
M11-9.357710260637438.863449-1.05580.2977420.148871
t-0.1741953289795430.126072-1.38170.1751290.087564

\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) & 53.8696872319329 & 22.794464 & 2.3633 & 0.023333 & 0.011666 \tabularnewline
X & 15.8488814290603 & 5.162977 & 3.0697 & 0.003943 & 0.001971 \tabularnewline
Y1 & 0.133329923008086 & 0.142827 & 0.9335 & 0.356451 & 0.178226 \tabularnewline
Y2 & 0.0532221071152637 & 0.133863 & 0.3976 & 0.693159 & 0.34658 \tabularnewline
Y3 & 0.273745155025843 & 0.131522 & 2.0814 & 0.04419 & 0.022095 \tabularnewline
Y4 & 0.0670592193928907 & 0.141487 & 0.474 & 0.638241 & 0.31912 \tabularnewline
M1 & -18.6035909016196 & 8.435979 & -2.2053 & 0.033559 & 0.016779 \tabularnewline
M2 & -3.10158370166338 & 8.170224 & -0.3796 & 0.706341 & 0.35317 \tabularnewline
M3 & -11.8809514270766 & 8.303704 & -1.4308 & 0.16066 & 0.08033 \tabularnewline
M4 & -7.94282530553286 & 7.447672 & -1.0665 & 0.292934 & 0.146467 \tabularnewline
M5 & 3.99151966561568 & 8.380269 & 0.4763 & 0.636588 & 0.318294 \tabularnewline
M6 & -10.0326693378833 & 7.867426 & -1.2752 & 0.209974 & 0.104987 \tabularnewline
M7 & -3.40836044891388 & 8.056909 & -0.423 & 0.674654 & 0.337327 \tabularnewline
M8 & 0.564263857054042 & 8.458629 & 0.0667 & 0.947163 & 0.473582 \tabularnewline
M9 & -18.5636243442575 & 8.116399 & -2.2872 & 0.027844 & 0.013922 \tabularnewline
M10 & -9.04511375520523 & 8.747493 & -1.034 & 0.307661 & 0.153831 \tabularnewline
M11 & -9.35771026063743 & 8.863449 & -1.0558 & 0.297742 & 0.148871 \tabularnewline
t & -0.174195328979543 & 0.126072 & -1.3817 & 0.175129 & 0.087564 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58081&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]53.8696872319329[/C][C]22.794464[/C][C]2.3633[/C][C]0.023333[/C][C]0.011666[/C][/ROW]
[ROW][C]X[/C][C]15.8488814290603[/C][C]5.162977[/C][C]3.0697[/C][C]0.003943[/C][C]0.001971[/C][/ROW]
[ROW][C]Y1[/C][C]0.133329923008086[/C][C]0.142827[/C][C]0.9335[/C][C]0.356451[/C][C]0.178226[/C][/ROW]
[ROW][C]Y2[/C][C]0.0532221071152637[/C][C]0.133863[/C][C]0.3976[/C][C]0.693159[/C][C]0.34658[/C][/ROW]
[ROW][C]Y3[/C][C]0.273745155025843[/C][C]0.131522[/C][C]2.0814[/C][C]0.04419[/C][C]0.022095[/C][/ROW]
[ROW][C]Y4[/C][C]0.0670592193928907[/C][C]0.141487[/C][C]0.474[/C][C]0.638241[/C][C]0.31912[/C][/ROW]
[ROW][C]M1[/C][C]-18.6035909016196[/C][C]8.435979[/C][C]-2.2053[/C][C]0.033559[/C][C]0.016779[/C][/ROW]
[ROW][C]M2[/C][C]-3.10158370166338[/C][C]8.170224[/C][C]-0.3796[/C][C]0.706341[/C][C]0.35317[/C][/ROW]
[ROW][C]M3[/C][C]-11.8809514270766[/C][C]8.303704[/C][C]-1.4308[/C][C]0.16066[/C][C]0.08033[/C][/ROW]
[ROW][C]M4[/C][C]-7.94282530553286[/C][C]7.447672[/C][C]-1.0665[/C][C]0.292934[/C][C]0.146467[/C][/ROW]
[ROW][C]M5[/C][C]3.99151966561568[/C][C]8.380269[/C][C]0.4763[/C][C]0.636588[/C][C]0.318294[/C][/ROW]
[ROW][C]M6[/C][C]-10.0326693378833[/C][C]7.867426[/C][C]-1.2752[/C][C]0.209974[/C][C]0.104987[/C][/ROW]
[ROW][C]M7[/C][C]-3.40836044891388[/C][C]8.056909[/C][C]-0.423[/C][C]0.674654[/C][C]0.337327[/C][/ROW]
[ROW][C]M8[/C][C]0.564263857054042[/C][C]8.458629[/C][C]0.0667[/C][C]0.947163[/C][C]0.473582[/C][/ROW]
[ROW][C]M9[/C][C]-18.5636243442575[/C][C]8.116399[/C][C]-2.2872[/C][C]0.027844[/C][C]0.013922[/C][/ROW]
[ROW][C]M10[/C][C]-9.04511375520523[/C][C]8.747493[/C][C]-1.034[/C][C]0.307661[/C][C]0.153831[/C][/ROW]
[ROW][C]M11[/C][C]-9.35771026063743[/C][C]8.863449[/C][C]-1.0558[/C][C]0.297742[/C][C]0.148871[/C][/ROW]
[ROW][C]t[/C][C]-0.174195328979543[/C][C]0.126072[/C][C]-1.3817[/C][C]0.175129[/C][C]0.087564[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58081&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58081&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)53.869687231932922.7944642.36330.0233330.011666
X15.84888142906035.1629773.06970.0039430.001971
Y10.1333299230080860.1428270.93350.3564510.178226
Y20.05322210711526370.1338630.39760.6931590.34658
Y30.2737451550258430.1315222.08140.044190.022095
Y40.06705921939289070.1414870.4740.6382410.31912
M1-18.60359090161968.435979-2.20530.0335590.016779
M2-3.101583701663388.170224-0.37960.7063410.35317
M3-11.88095142707668.303704-1.43080.160660.08033
M4-7.942825305532867.447672-1.06650.2929340.146467
M53.991519665615688.3802690.47630.6365880.318294
M6-10.03266933788337.867426-1.27520.2099740.104987
M7-3.408360448913888.056909-0.4230.6746540.337327
M80.5642638570540428.4586290.06670.9471630.473582
M9-18.56362434425758.116399-2.28720.0278440.013922
M10-9.045113755205238.747493-1.0340.3076610.153831
M11-9.357710260637438.863449-1.05580.2977420.148871
t-0.1741953289795430.126072-1.38170.1751290.087564







Multiple Linear Regression - Regression Statistics
Multiple R0.829265907056123
R-squared0.687681944605614
Adjusted R-squared0.547960709297599
F-TEST (value)4.92181408996007
F-TEST (DF numerator)17
F-TEST (DF denominator)38
p-value2.20257367186116e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation10.7884149852318
Sum Squared Residuals4422.81611995582

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.829265907056123 \tabularnewline
R-squared & 0.687681944605614 \tabularnewline
Adjusted R-squared & 0.547960709297599 \tabularnewline
F-TEST (value) & 4.92181408996007 \tabularnewline
F-TEST (DF numerator) & 17 \tabularnewline
F-TEST (DF denominator) & 38 \tabularnewline
p-value & 2.20257367186116e-05 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 10.7884149852318 \tabularnewline
Sum Squared Residuals & 4422.81611995582 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58081&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.829265907056123[/C][/ROW]
[ROW][C]R-squared[/C][C]0.687681944605614[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.547960709297599[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]4.92181408996007[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]17[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]38[/C][/ROW]
[ROW][C]p-value[/C][C]2.20257367186116e-05[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]10.7884149852318[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]4422.81611995582[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58081&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58081&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 R0.829265907056123
R-squared0.687681944605614
Adjusted R-squared0.547960709297599
F-TEST (value)4.92181408996007
F-TEST (DF numerator)17
F-TEST (DF denominator)38
p-value2.20257367186116e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation10.7884149852318
Sum Squared Residuals4422.81611995582







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1101.8612953105.252313252722-3.39101795272242
2109.8419174121.447516902636-11.6055995026361
3105.6348802116.800847797100-11.1659675971001
4112.927078116.816622066248-3.88954406624821
5133.0698623130.4172128622572.65264943774267
6125.6756757118.6760887798666.99958692013424
7146.736359126.92646062003619.8098983799643
8142.5803162139.1423733916383.43794280836247
9106.1448241119.733695571768-13.5888714717678
10126.5170831129.268287753776-2.75120465377585
11132.7893932129.8331703813902.95622281860982
12121.2391637130.684486067153-9.44532236715297
13114.5079041113.8340057263550.673898373644709
14146.1499235130.73277400796615.4171494920339
15146.1244263122.89858399857823.2258423014216
16128.5058644125.7259711204802.77989327952023
17155.5838858143.34613873797612.2377470620241
18125.0382458133.935277311324-8.89703151132393
19136.8944416132.9291866163253.9652549836753
20142.2233554142.913688100608-0.690332700608349
21117.7715451118.407229980460-0.635684880459542
22120.627231125.972212659928-5.34498165992803
23127.7664457126.8186239093670.947821790632525
24135.1096379130.7697836065764.3398542934241
25105.7113717112.493039544058-6.7816678440582
26117.9245283126.437828509954-8.51330020995356
27120.754717120.0369204640590.71779653594113
28107.572667117.273005825247-9.70033882524707
29130.4436512128.7980900259211.64556117407938
30107.2157063118.541270971202-11.3255646712015
31105.0739419119.692914321110-14.6189724211104
32130.1121877127.3463849764352.76580272356536
33109.6379398106.4438325862203.19410721378048
34116.7261601112.2469606692814.47919943071924
3597.11881693102.477150087142-5.35833315714248
36140.8975013121.34686996556719.5506313344331
37108.2865885107.9299271160260.356661383973961
3897.65425803100.498756218487-2.8444981884867
39112.0346762114.910194908369-2.87551870836887
40123.0494646114.0342757371349.01518886286626
41112.4171341122.930971115977-10.5138370159773
42116.4966854111.1247832442525.3719021557483
43104.6914839121.532532607381-16.8410487073806
44122.2335543121.8021914444230.431362855576731
4599.7960224488.765573301553211.0304491384468
4696.7108618193.09387492701533.61698688298465
47112.3151453110.8608567521001.45428854790014
48102.5497195116.994882760704-14.4451632607043
49104.538500895.3963747608389.14212603916197
50122.0805711114.5343226909587.54624840904241
5180.6476287690.5497812918938-9.90215253189376
5291.4074451889.61264443089121.7948007491088
5399.51555329105.537673947869-6.02212065786882
54106.52728298.6761748933577.85110710664293
5598.4956654890.81079771514857.68486776485149
56106.7567568112.701532486896-5.94477568689619

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 101.8612953 & 105.252313252722 & -3.39101795272242 \tabularnewline
2 & 109.8419174 & 121.447516902636 & -11.6055995026361 \tabularnewline
3 & 105.6348802 & 116.800847797100 & -11.1659675971001 \tabularnewline
4 & 112.927078 & 116.816622066248 & -3.88954406624821 \tabularnewline
5 & 133.0698623 & 130.417212862257 & 2.65264943774267 \tabularnewline
6 & 125.6756757 & 118.676088779866 & 6.99958692013424 \tabularnewline
7 & 146.736359 & 126.926460620036 & 19.8098983799643 \tabularnewline
8 & 142.5803162 & 139.142373391638 & 3.43794280836247 \tabularnewline
9 & 106.1448241 & 119.733695571768 & -13.5888714717678 \tabularnewline
10 & 126.5170831 & 129.268287753776 & -2.75120465377585 \tabularnewline
11 & 132.7893932 & 129.833170381390 & 2.95622281860982 \tabularnewline
12 & 121.2391637 & 130.684486067153 & -9.44532236715297 \tabularnewline
13 & 114.5079041 & 113.834005726355 & 0.673898373644709 \tabularnewline
14 & 146.1499235 & 130.732774007966 & 15.4171494920339 \tabularnewline
15 & 146.1244263 & 122.898583998578 & 23.2258423014216 \tabularnewline
16 & 128.5058644 & 125.725971120480 & 2.77989327952023 \tabularnewline
17 & 155.5838858 & 143.346138737976 & 12.2377470620241 \tabularnewline
18 & 125.0382458 & 133.935277311324 & -8.89703151132393 \tabularnewline
19 & 136.8944416 & 132.929186616325 & 3.9652549836753 \tabularnewline
20 & 142.2233554 & 142.913688100608 & -0.690332700608349 \tabularnewline
21 & 117.7715451 & 118.407229980460 & -0.635684880459542 \tabularnewline
22 & 120.627231 & 125.972212659928 & -5.34498165992803 \tabularnewline
23 & 127.7664457 & 126.818623909367 & 0.947821790632525 \tabularnewline
24 & 135.1096379 & 130.769783606576 & 4.3398542934241 \tabularnewline
25 & 105.7113717 & 112.493039544058 & -6.7816678440582 \tabularnewline
26 & 117.9245283 & 126.437828509954 & -8.51330020995356 \tabularnewline
27 & 120.754717 & 120.036920464059 & 0.71779653594113 \tabularnewline
28 & 107.572667 & 117.273005825247 & -9.70033882524707 \tabularnewline
29 & 130.4436512 & 128.798090025921 & 1.64556117407938 \tabularnewline
30 & 107.2157063 & 118.541270971202 & -11.3255646712015 \tabularnewline
31 & 105.0739419 & 119.692914321110 & -14.6189724211104 \tabularnewline
32 & 130.1121877 & 127.346384976435 & 2.76580272356536 \tabularnewline
33 & 109.6379398 & 106.443832586220 & 3.19410721378048 \tabularnewline
34 & 116.7261601 & 112.246960669281 & 4.47919943071924 \tabularnewline
35 & 97.11881693 & 102.477150087142 & -5.35833315714248 \tabularnewline
36 & 140.8975013 & 121.346869965567 & 19.5506313344331 \tabularnewline
37 & 108.2865885 & 107.929927116026 & 0.356661383973961 \tabularnewline
38 & 97.65425803 & 100.498756218487 & -2.8444981884867 \tabularnewline
39 & 112.0346762 & 114.910194908369 & -2.87551870836887 \tabularnewline
40 & 123.0494646 & 114.034275737134 & 9.01518886286626 \tabularnewline
41 & 112.4171341 & 122.930971115977 & -10.5138370159773 \tabularnewline
42 & 116.4966854 & 111.124783244252 & 5.3719021557483 \tabularnewline
43 & 104.6914839 & 121.532532607381 & -16.8410487073806 \tabularnewline
44 & 122.2335543 & 121.802191444423 & 0.431362855576731 \tabularnewline
45 & 99.79602244 & 88.7655733015532 & 11.0304491384468 \tabularnewline
46 & 96.71086181 & 93.0938749270153 & 3.61698688298465 \tabularnewline
47 & 112.3151453 & 110.860856752100 & 1.45428854790014 \tabularnewline
48 & 102.5497195 & 116.994882760704 & -14.4451632607043 \tabularnewline
49 & 104.5385008 & 95.396374760838 & 9.14212603916197 \tabularnewline
50 & 122.0805711 & 114.534322690958 & 7.54624840904241 \tabularnewline
51 & 80.64762876 & 90.5497812918938 & -9.90215253189376 \tabularnewline
52 & 91.40744518 & 89.6126444308912 & 1.7948007491088 \tabularnewline
53 & 99.51555329 & 105.537673947869 & -6.02212065786882 \tabularnewline
54 & 106.527282 & 98.676174893357 & 7.85110710664293 \tabularnewline
55 & 98.49566548 & 90.8107977151485 & 7.68486776485149 \tabularnewline
56 & 106.7567568 & 112.701532486896 & -5.94477568689619 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58081&T=4

[TABLE]
[ROW][C]Multiple Linear Regression - Actuals, Interpolation, and Residuals[/C][/ROW]
[ROW][C]Time or Index[/C][C]Actuals[/C][C]InterpolationForecast[/C][C]ResidualsPrediction Error[/C][/ROW]
[ROW][C]1[/C][C]101.8612953[/C][C]105.252313252722[/C][C]-3.39101795272242[/C][/ROW]
[ROW][C]2[/C][C]109.8419174[/C][C]121.447516902636[/C][C]-11.6055995026361[/C][/ROW]
[ROW][C]3[/C][C]105.6348802[/C][C]116.800847797100[/C][C]-11.1659675971001[/C][/ROW]
[ROW][C]4[/C][C]112.927078[/C][C]116.816622066248[/C][C]-3.88954406624821[/C][/ROW]
[ROW][C]5[/C][C]133.0698623[/C][C]130.417212862257[/C][C]2.65264943774267[/C][/ROW]
[ROW][C]6[/C][C]125.6756757[/C][C]118.676088779866[/C][C]6.99958692013424[/C][/ROW]
[ROW][C]7[/C][C]146.736359[/C][C]126.926460620036[/C][C]19.8098983799643[/C][/ROW]
[ROW][C]8[/C][C]142.5803162[/C][C]139.142373391638[/C][C]3.43794280836247[/C][/ROW]
[ROW][C]9[/C][C]106.1448241[/C][C]119.733695571768[/C][C]-13.5888714717678[/C][/ROW]
[ROW][C]10[/C][C]126.5170831[/C][C]129.268287753776[/C][C]-2.75120465377585[/C][/ROW]
[ROW][C]11[/C][C]132.7893932[/C][C]129.833170381390[/C][C]2.95622281860982[/C][/ROW]
[ROW][C]12[/C][C]121.2391637[/C][C]130.684486067153[/C][C]-9.44532236715297[/C][/ROW]
[ROW][C]13[/C][C]114.5079041[/C][C]113.834005726355[/C][C]0.673898373644709[/C][/ROW]
[ROW][C]14[/C][C]146.1499235[/C][C]130.732774007966[/C][C]15.4171494920339[/C][/ROW]
[ROW][C]15[/C][C]146.1244263[/C][C]122.898583998578[/C][C]23.2258423014216[/C][/ROW]
[ROW][C]16[/C][C]128.5058644[/C][C]125.725971120480[/C][C]2.77989327952023[/C][/ROW]
[ROW][C]17[/C][C]155.5838858[/C][C]143.346138737976[/C][C]12.2377470620241[/C][/ROW]
[ROW][C]18[/C][C]125.0382458[/C][C]133.935277311324[/C][C]-8.89703151132393[/C][/ROW]
[ROW][C]19[/C][C]136.8944416[/C][C]132.929186616325[/C][C]3.9652549836753[/C][/ROW]
[ROW][C]20[/C][C]142.2233554[/C][C]142.913688100608[/C][C]-0.690332700608349[/C][/ROW]
[ROW][C]21[/C][C]117.7715451[/C][C]118.407229980460[/C][C]-0.635684880459542[/C][/ROW]
[ROW][C]22[/C][C]120.627231[/C][C]125.972212659928[/C][C]-5.34498165992803[/C][/ROW]
[ROW][C]23[/C][C]127.7664457[/C][C]126.818623909367[/C][C]0.947821790632525[/C][/ROW]
[ROW][C]24[/C][C]135.1096379[/C][C]130.769783606576[/C][C]4.3398542934241[/C][/ROW]
[ROW][C]25[/C][C]105.7113717[/C][C]112.493039544058[/C][C]-6.7816678440582[/C][/ROW]
[ROW][C]26[/C][C]117.9245283[/C][C]126.437828509954[/C][C]-8.51330020995356[/C][/ROW]
[ROW][C]27[/C][C]120.754717[/C][C]120.036920464059[/C][C]0.71779653594113[/C][/ROW]
[ROW][C]28[/C][C]107.572667[/C][C]117.273005825247[/C][C]-9.70033882524707[/C][/ROW]
[ROW][C]29[/C][C]130.4436512[/C][C]128.798090025921[/C][C]1.64556117407938[/C][/ROW]
[ROW][C]30[/C][C]107.2157063[/C][C]118.541270971202[/C][C]-11.3255646712015[/C][/ROW]
[ROW][C]31[/C][C]105.0739419[/C][C]119.692914321110[/C][C]-14.6189724211104[/C][/ROW]
[ROW][C]32[/C][C]130.1121877[/C][C]127.346384976435[/C][C]2.76580272356536[/C][/ROW]
[ROW][C]33[/C][C]109.6379398[/C][C]106.443832586220[/C][C]3.19410721378048[/C][/ROW]
[ROW][C]34[/C][C]116.7261601[/C][C]112.246960669281[/C][C]4.47919943071924[/C][/ROW]
[ROW][C]35[/C][C]97.11881693[/C][C]102.477150087142[/C][C]-5.35833315714248[/C][/ROW]
[ROW][C]36[/C][C]140.8975013[/C][C]121.346869965567[/C][C]19.5506313344331[/C][/ROW]
[ROW][C]37[/C][C]108.2865885[/C][C]107.929927116026[/C][C]0.356661383973961[/C][/ROW]
[ROW][C]38[/C][C]97.65425803[/C][C]100.498756218487[/C][C]-2.8444981884867[/C][/ROW]
[ROW][C]39[/C][C]112.0346762[/C][C]114.910194908369[/C][C]-2.87551870836887[/C][/ROW]
[ROW][C]40[/C][C]123.0494646[/C][C]114.034275737134[/C][C]9.01518886286626[/C][/ROW]
[ROW][C]41[/C][C]112.4171341[/C][C]122.930971115977[/C][C]-10.5138370159773[/C][/ROW]
[ROW][C]42[/C][C]116.4966854[/C][C]111.124783244252[/C][C]5.3719021557483[/C][/ROW]
[ROW][C]43[/C][C]104.6914839[/C][C]121.532532607381[/C][C]-16.8410487073806[/C][/ROW]
[ROW][C]44[/C][C]122.2335543[/C][C]121.802191444423[/C][C]0.431362855576731[/C][/ROW]
[ROW][C]45[/C][C]99.79602244[/C][C]88.7655733015532[/C][C]11.0304491384468[/C][/ROW]
[ROW][C]46[/C][C]96.71086181[/C][C]93.0938749270153[/C][C]3.61698688298465[/C][/ROW]
[ROW][C]47[/C][C]112.3151453[/C][C]110.860856752100[/C][C]1.45428854790014[/C][/ROW]
[ROW][C]48[/C][C]102.5497195[/C][C]116.994882760704[/C][C]-14.4451632607043[/C][/ROW]
[ROW][C]49[/C][C]104.5385008[/C][C]95.396374760838[/C][C]9.14212603916197[/C][/ROW]
[ROW][C]50[/C][C]122.0805711[/C][C]114.534322690958[/C][C]7.54624840904241[/C][/ROW]
[ROW][C]51[/C][C]80.64762876[/C][C]90.5497812918938[/C][C]-9.90215253189376[/C][/ROW]
[ROW][C]52[/C][C]91.40744518[/C][C]89.6126444308912[/C][C]1.7948007491088[/C][/ROW]
[ROW][C]53[/C][C]99.51555329[/C][C]105.537673947869[/C][C]-6.02212065786882[/C][/ROW]
[ROW][C]54[/C][C]106.527282[/C][C]98.676174893357[/C][C]7.85110710664293[/C][/ROW]
[ROW][C]55[/C][C]98.49566548[/C][C]90.8107977151485[/C][C]7.68486776485149[/C][/ROW]
[ROW][C]56[/C][C]106.7567568[/C][C]112.701532486896[/C][C]-5.94477568689619[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58081&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58081&T=4

As an alternative you can also use a QR Code:  

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

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1101.8612953105.252313252722-3.39101795272242
2109.8419174121.447516902636-11.6055995026361
3105.6348802116.800847797100-11.1659675971001
4112.927078116.816622066248-3.88954406624821
5133.0698623130.4172128622572.65264943774267
6125.6756757118.6760887798666.99958692013424
7146.736359126.92646062003619.8098983799643
8142.5803162139.1423733916383.43794280836247
9106.1448241119.733695571768-13.5888714717678
10126.5170831129.268287753776-2.75120465377585
11132.7893932129.8331703813902.95622281860982
12121.2391637130.684486067153-9.44532236715297
13114.5079041113.8340057263550.673898373644709
14146.1499235130.73277400796615.4171494920339
15146.1244263122.89858399857823.2258423014216
16128.5058644125.7259711204802.77989327952023
17155.5838858143.34613873797612.2377470620241
18125.0382458133.935277311324-8.89703151132393
19136.8944416132.9291866163253.9652549836753
20142.2233554142.913688100608-0.690332700608349
21117.7715451118.407229980460-0.635684880459542
22120.627231125.972212659928-5.34498165992803
23127.7664457126.8186239093670.947821790632525
24135.1096379130.7697836065764.3398542934241
25105.7113717112.493039544058-6.7816678440582
26117.9245283126.437828509954-8.51330020995356
27120.754717120.0369204640590.71779653594113
28107.572667117.273005825247-9.70033882524707
29130.4436512128.7980900259211.64556117407938
30107.2157063118.541270971202-11.3255646712015
31105.0739419119.692914321110-14.6189724211104
32130.1121877127.3463849764352.76580272356536
33109.6379398106.4438325862203.19410721378048
34116.7261601112.2469606692814.47919943071924
3597.11881693102.477150087142-5.35833315714248
36140.8975013121.34686996556719.5506313344331
37108.2865885107.9299271160260.356661383973961
3897.65425803100.498756218487-2.8444981884867
39112.0346762114.910194908369-2.87551870836887
40123.0494646114.0342757371349.01518886286626
41112.4171341122.930971115977-10.5138370159773
42116.4966854111.1247832442525.3719021557483
43104.6914839121.532532607381-16.8410487073806
44122.2335543121.8021914444230.431362855576731
4599.7960224488.765573301553211.0304491384468
4696.7108618193.09387492701533.61698688298465
47112.3151453110.8608567521001.45428854790014
48102.5497195116.994882760704-14.4451632607043
49104.538500895.3963747608389.14212603916197
50122.0805711114.5343226909587.54624840904241
5180.6476287690.5497812918938-9.90215253189376
5291.4074451889.61264443089121.7948007491088
5399.51555329105.537673947869-6.02212065786882
54106.52728298.6761748933577.85110710664293
5598.4956654890.81079771514857.68486776485149
56106.7567568112.701532486896-5.94477568689619







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.9282396016152060.1435207967695880.0717603983847939
220.9287678904270320.1424642191459370.0712321095729685
230.8783400224188050.2433199551623900.121659977581195
240.827770642278620.3444587154427590.172229357721379
250.8110510268099980.3778979463800030.188948973190002
260.7521900626558040.4956198746883920.247809937344196
270.6582207254690220.6835585490619550.341779274530978
280.5943333006865140.8113333986269730.405666699313486
290.488379741093180.976759482186360.51162025890682
300.4464015058462520.8928030116925040.553598494153748
310.471241423803370.942482847606740.52875857619663
320.454799247841710.909598495683420.54520075215829
330.4392642080382130.8785284160764270.560735791961787
340.3482948096859820.6965896193719650.651705190314018
350.2327394285894620.4654788571789240.767260571410538

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
21 & 0.928239601615206 & 0.143520796769588 & 0.0717603983847939 \tabularnewline
22 & 0.928767890427032 & 0.142464219145937 & 0.0712321095729685 \tabularnewline
23 & 0.878340022418805 & 0.243319955162390 & 0.121659977581195 \tabularnewline
24 & 0.82777064227862 & 0.344458715442759 & 0.172229357721379 \tabularnewline
25 & 0.811051026809998 & 0.377897946380003 & 0.188948973190002 \tabularnewline
26 & 0.752190062655804 & 0.495619874688392 & 0.247809937344196 \tabularnewline
27 & 0.658220725469022 & 0.683558549061955 & 0.341779274530978 \tabularnewline
28 & 0.594333300686514 & 0.811333398626973 & 0.405666699313486 \tabularnewline
29 & 0.48837974109318 & 0.97675948218636 & 0.51162025890682 \tabularnewline
30 & 0.446401505846252 & 0.892803011692504 & 0.553598494153748 \tabularnewline
31 & 0.47124142380337 & 0.94248284760674 & 0.52875857619663 \tabularnewline
32 & 0.45479924784171 & 0.90959849568342 & 0.54520075215829 \tabularnewline
33 & 0.439264208038213 & 0.878528416076427 & 0.560735791961787 \tabularnewline
34 & 0.348294809685982 & 0.696589619371965 & 0.651705190314018 \tabularnewline
35 & 0.232739428589462 & 0.465478857178924 & 0.767260571410538 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58081&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]21[/C][C]0.928239601615206[/C][C]0.143520796769588[/C][C]0.0717603983847939[/C][/ROW]
[ROW][C]22[/C][C]0.928767890427032[/C][C]0.142464219145937[/C][C]0.0712321095729685[/C][/ROW]
[ROW][C]23[/C][C]0.878340022418805[/C][C]0.243319955162390[/C][C]0.121659977581195[/C][/ROW]
[ROW][C]24[/C][C]0.82777064227862[/C][C]0.344458715442759[/C][C]0.172229357721379[/C][/ROW]
[ROW][C]25[/C][C]0.811051026809998[/C][C]0.377897946380003[/C][C]0.188948973190002[/C][/ROW]
[ROW][C]26[/C][C]0.752190062655804[/C][C]0.495619874688392[/C][C]0.247809937344196[/C][/ROW]
[ROW][C]27[/C][C]0.658220725469022[/C][C]0.683558549061955[/C][C]0.341779274530978[/C][/ROW]
[ROW][C]28[/C][C]0.594333300686514[/C][C]0.811333398626973[/C][C]0.405666699313486[/C][/ROW]
[ROW][C]29[/C][C]0.48837974109318[/C][C]0.97675948218636[/C][C]0.51162025890682[/C][/ROW]
[ROW][C]30[/C][C]0.446401505846252[/C][C]0.892803011692504[/C][C]0.553598494153748[/C][/ROW]
[ROW][C]31[/C][C]0.47124142380337[/C][C]0.94248284760674[/C][C]0.52875857619663[/C][/ROW]
[ROW][C]32[/C][C]0.45479924784171[/C][C]0.90959849568342[/C][C]0.54520075215829[/C][/ROW]
[ROW][C]33[/C][C]0.439264208038213[/C][C]0.878528416076427[/C][C]0.560735791961787[/C][/ROW]
[ROW][C]34[/C][C]0.348294809685982[/C][C]0.696589619371965[/C][C]0.651705190314018[/C][/ROW]
[ROW][C]35[/C][C]0.232739428589462[/C][C]0.465478857178924[/C][C]0.767260571410538[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58081&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58081&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
210.9282396016152060.1435207967695880.0717603983847939
220.9287678904270320.1424642191459370.0712321095729685
230.8783400224188050.2433199551623900.121659977581195
240.827770642278620.3444587154427590.172229357721379
250.8110510268099980.3778979463800030.188948973190002
260.7521900626558040.4956198746883920.247809937344196
270.6582207254690220.6835585490619550.341779274530978
280.5943333006865140.8113333986269730.405666699313486
290.488379741093180.976759482186360.51162025890682
300.4464015058462520.8928030116925040.553598494153748
310.471241423803370.942482847606740.52875857619663
320.454799247841710.909598495683420.54520075215829
330.4392642080382130.8785284160764270.560735791961787
340.3482948096859820.6965896193719650.651705190314018
350.2327394285894620.4654788571789240.767260571410538







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=58081&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=58081&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58081&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')
}