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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationTue, 21 Dec 2010 11:49:46 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/21/t1292932087ptgf9063e8j3gcj.htm/, Retrieved Fri, 17 May 2024 23:31:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113316, Retrieved Fri, 17 May 2024 23:31:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact135
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [b-r0245787] [2010-12-21 11:38:58] [ebb35fb07def4d07c0eb7ec8d2fd3b0e]
-   P     [Multiple Regression] [b-r0245787] [2010-12-21 11:49:46] [4c92126b39409bf78ea2674c8170c829] [Current]
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Dataseries X:
0.86	2.0
0.88	2.3
0.93	2.8
0.98	2.4
0.97	2.3
1.03	2.7
1.06	2.7
1.06	2.9
1.08	3.0
1.09	2.2
1.04	2.3
1.00	2.8
1.01	2.8
1.02	2.8
1.04	2.2
1.06	2.6
1.06	2.8
1.06	2.5
1.06	2.4
1.06	2.3
1.02	1.9
0.98	1.7
0.99	2.0
0.99	2.1
0.94	1.7
0.96	1.8
0.98	1.8
1.01	1.8
1.01	1.3
1.02	1.3
1.04	1.3
1.03	1.2
1.05	1.4
1.08	2.2
1.17	2.9
1.11	3.1
1.11	3.5
1.11	3.6
1.11	4.4
1.21	4.1
1.31	5.1
1.37	5.8
1.37	5.9
1.26	5.4
1.23	5.5
1.17	4.8
1.06	3.2
0.95	2.7
0.92	2.1
0.92	1.9
0.90	0.6
0.93	0.7
0.93	-0.2
0.97	-1.0
0.96	-1.7
0.99	-0.7
0.98	-1.0
0.96	-0.9
1.00	0.0
0.99	0.3
1.03	0.8




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time11 seconds
R Server'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 11 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113316&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]11 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113316&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113316&T=0

As an alternative you can also use a QR Code:  

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

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time11 seconds
R Server'George Udny Yule' @ 72.249.76.132







Multiple Linear Regression - Estimated Regression Equation
Dieselprijs[t] = + 0.850881296135343 + 0.0551712842435391Inflatie[t] + 0.00217191079112509t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Dieselprijs[t] =  +  0.850881296135343 +  0.0551712842435391Inflatie[t] +  0.00217191079112509t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113316&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Dieselprijs[t] =  +  0.850881296135343 +  0.0551712842435391Inflatie[t] +  0.00217191079112509t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113316&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113316&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
Dieselprijs[t] = + 0.850881296135343 + 0.0551712842435391Inflatie[t] + 0.00217191079112509t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)0.8508812961353430.02220638.317700
Inflatie0.05517128424353910.00508510.850400
t0.002171910791125090.000474.62342.2e-051.1e-05

\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) & 0.850881296135343 & 0.022206 & 38.3177 & 0 & 0 \tabularnewline
Inflatie & 0.0551712842435391 & 0.005085 & 10.8504 & 0 & 0 \tabularnewline
t & 0.00217191079112509 & 0.00047 & 4.6234 & 2.2e-05 & 1.1e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113316&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]0.850881296135343[/C][C]0.022206[/C][C]38.3177[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Inflatie[/C][C]0.0551712842435391[/C][C]0.005085[/C][C]10.8504[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]t[/C][C]0.00217191079112509[/C][C]0.00047[/C][C]4.6234[/C][C]2.2e-05[/C][C]1.1e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113316&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113316&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)0.8508812961353430.02220638.317700
Inflatie0.05517128424353910.00508510.850400
t0.002171910791125090.000474.62342.2e-051.1e-05







Multiple Linear Regression - Regression Statistics
Multiple R0.82170726122344
R-squared0.675202823147327
Adjusted R-squared0.664002920497235
F-TEST (value)60.2864903599649
F-TEST (DF numerator)2
F-TEST (DF denominator)58
p-value6.88338275267597e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0620745026925834
Sum Squared Residuals0.223488145302830

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.82170726122344 \tabularnewline
R-squared & 0.675202823147327 \tabularnewline
Adjusted R-squared & 0.664002920497235 \tabularnewline
F-TEST (value) & 60.2864903599649 \tabularnewline
F-TEST (DF numerator) & 2 \tabularnewline
F-TEST (DF denominator) & 58 \tabularnewline
p-value & 6.88338275267597e-15 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.0620745026925834 \tabularnewline
Sum Squared Residuals & 0.223488145302830 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113316&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.82170726122344[/C][/ROW]
[ROW][C]R-squared[/C][C]0.675202823147327[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.664002920497235[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]60.2864903599649[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]2[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]58[/C][/ROW]
[ROW][C]p-value[/C][C]6.88338275267597e-15[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.0620745026925834[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]0.223488145302830[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113316&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113316&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 R0.82170726122344
R-squared0.675202823147327
Adjusted R-squared0.664002920497235
F-TEST (value)60.2864903599649
F-TEST (DF numerator)2
F-TEST (DF denominator)58
p-value6.88338275267597e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0620745026925834
Sum Squared Residuals0.223488145302830







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
10.860.963395775413547-0.103395775413547
20.880.982119071477734-0.102119071477734
30.931.01187662439063-0.0818766243906285
40.980.991980021484338-0.0119800214843379
50.970.98863480385111-0.0186348038511091
61.031.012875228339650.0171247716603502
71.061.015047139130770.0449528608692251
81.061.028253306770610.0317466932293922
91.081.035942345986090.0440576540139132
101.090.993977229382380.0960227706176194
111.041.001666268597860.0383337314021404
1211.03142382151075-0.0314238215107543
131.011.03359573230188-0.0235957323018794
141.021.03576764309300-0.0157676430930045
151.041.004836783338010.0351632166619939
161.061.029077207826550.0309227921734532
171.061.042283375466380.0177166245336203
181.061.027903900984440.0320960990155569
191.061.024558683351210.0354413166487858
201.061.021213465717990.0387865342820146
211.021.001316862811690.0186831371883051
220.980.992454516754112-0.0124545167541122
230.991.0111778128183-0.021177812818299
240.991.01886685203378-0.0288668520337780
250.940.998970249127487-0.0589702491274875
260.961.00665928834297-0.0466592883429665
270.981.00883119913409-0.0288311991340916
281.011.01100310992522-0.00100310992521664
291.010.9855893785945720.0244106214054278
301.020.9877612893856970.0322387106143028
311.040.9899332001768220.0500667998231777
321.030.9865879825435930.0434120174564065
331.050.9997941501834260.0502058498165736
341.081.046103088369380.0338969116306172
351.171.086894898130990.0831051018690146
361.111.100101065770820.00989893422918181
371.111.12434149025936-0.0143414902593589
381.111.13203052947484-0.0220305294748379
391.111.17833946766079-0.0683394676607944
401.211.163959993178860.0460400068211422
411.311.221303188213520.088696811786478
421.371.262094997975120.107905002024876
431.371.269784037190600.100215962809397
441.261.244370305859960.0156296941400409
451.231.25205934507544-0.0220593450754381
461.171.21561135689609-0.0456113568960858
471.061.12950921289755-0.0695092128975482
480.951.10409548156690-0.154095481566904
490.921.07316462181191-0.153164621811905
500.921.06430227575432-0.144302275754323
510.90.994751517028847-0.0947515170288468
520.931.00244055624433-0.0724405562443258
530.930.954958311216266-0.0249583112162656
540.970.912993194612560.0570068053874405
550.960.8765452064332070.0834547935667928
560.990.9338884014678710.0561115985321286
570.980.9195089269859350.0604910730140652
580.960.9271979662014140.0328020337985862
5910.9790240328117240.0209759671882759
600.990.99774732887591-0.00774732887591092
611.031.027504881788810.00249511821119445

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 0.86 & 0.963395775413547 & -0.103395775413547 \tabularnewline
2 & 0.88 & 0.982119071477734 & -0.102119071477734 \tabularnewline
3 & 0.93 & 1.01187662439063 & -0.0818766243906285 \tabularnewline
4 & 0.98 & 0.991980021484338 & -0.0119800214843379 \tabularnewline
5 & 0.97 & 0.98863480385111 & -0.0186348038511091 \tabularnewline
6 & 1.03 & 1.01287522833965 & 0.0171247716603502 \tabularnewline
7 & 1.06 & 1.01504713913077 & 0.0449528608692251 \tabularnewline
8 & 1.06 & 1.02825330677061 & 0.0317466932293922 \tabularnewline
9 & 1.08 & 1.03594234598609 & 0.0440576540139132 \tabularnewline
10 & 1.09 & 0.99397722938238 & 0.0960227706176194 \tabularnewline
11 & 1.04 & 1.00166626859786 & 0.0383337314021404 \tabularnewline
12 & 1 & 1.03142382151075 & -0.0314238215107543 \tabularnewline
13 & 1.01 & 1.03359573230188 & -0.0235957323018794 \tabularnewline
14 & 1.02 & 1.03576764309300 & -0.0157676430930045 \tabularnewline
15 & 1.04 & 1.00483678333801 & 0.0351632166619939 \tabularnewline
16 & 1.06 & 1.02907720782655 & 0.0309227921734532 \tabularnewline
17 & 1.06 & 1.04228337546638 & 0.0177166245336203 \tabularnewline
18 & 1.06 & 1.02790390098444 & 0.0320960990155569 \tabularnewline
19 & 1.06 & 1.02455868335121 & 0.0354413166487858 \tabularnewline
20 & 1.06 & 1.02121346571799 & 0.0387865342820146 \tabularnewline
21 & 1.02 & 1.00131686281169 & 0.0186831371883051 \tabularnewline
22 & 0.98 & 0.992454516754112 & -0.0124545167541122 \tabularnewline
23 & 0.99 & 1.0111778128183 & -0.021177812818299 \tabularnewline
24 & 0.99 & 1.01886685203378 & -0.0288668520337780 \tabularnewline
25 & 0.94 & 0.998970249127487 & -0.0589702491274875 \tabularnewline
26 & 0.96 & 1.00665928834297 & -0.0466592883429665 \tabularnewline
27 & 0.98 & 1.00883119913409 & -0.0288311991340916 \tabularnewline
28 & 1.01 & 1.01100310992522 & -0.00100310992521664 \tabularnewline
29 & 1.01 & 0.985589378594572 & 0.0244106214054278 \tabularnewline
30 & 1.02 & 0.987761289385697 & 0.0322387106143028 \tabularnewline
31 & 1.04 & 0.989933200176822 & 0.0500667998231777 \tabularnewline
32 & 1.03 & 0.986587982543593 & 0.0434120174564065 \tabularnewline
33 & 1.05 & 0.999794150183426 & 0.0502058498165736 \tabularnewline
34 & 1.08 & 1.04610308836938 & 0.0338969116306172 \tabularnewline
35 & 1.17 & 1.08689489813099 & 0.0831051018690146 \tabularnewline
36 & 1.11 & 1.10010106577082 & 0.00989893422918181 \tabularnewline
37 & 1.11 & 1.12434149025936 & -0.0143414902593589 \tabularnewline
38 & 1.11 & 1.13203052947484 & -0.0220305294748379 \tabularnewline
39 & 1.11 & 1.17833946766079 & -0.0683394676607944 \tabularnewline
40 & 1.21 & 1.16395999317886 & 0.0460400068211422 \tabularnewline
41 & 1.31 & 1.22130318821352 & 0.088696811786478 \tabularnewline
42 & 1.37 & 1.26209499797512 & 0.107905002024876 \tabularnewline
43 & 1.37 & 1.26978403719060 & 0.100215962809397 \tabularnewline
44 & 1.26 & 1.24437030585996 & 0.0156296941400409 \tabularnewline
45 & 1.23 & 1.25205934507544 & -0.0220593450754381 \tabularnewline
46 & 1.17 & 1.21561135689609 & -0.0456113568960858 \tabularnewline
47 & 1.06 & 1.12950921289755 & -0.0695092128975482 \tabularnewline
48 & 0.95 & 1.10409548156690 & -0.154095481566904 \tabularnewline
49 & 0.92 & 1.07316462181191 & -0.153164621811905 \tabularnewline
50 & 0.92 & 1.06430227575432 & -0.144302275754323 \tabularnewline
51 & 0.9 & 0.994751517028847 & -0.0947515170288468 \tabularnewline
52 & 0.93 & 1.00244055624433 & -0.0724405562443258 \tabularnewline
53 & 0.93 & 0.954958311216266 & -0.0249583112162656 \tabularnewline
54 & 0.97 & 0.91299319461256 & 0.0570068053874405 \tabularnewline
55 & 0.96 & 0.876545206433207 & 0.0834547935667928 \tabularnewline
56 & 0.99 & 0.933888401467871 & 0.0561115985321286 \tabularnewline
57 & 0.98 & 0.919508926985935 & 0.0604910730140652 \tabularnewline
58 & 0.96 & 0.927197966201414 & 0.0328020337985862 \tabularnewline
59 & 1 & 0.979024032811724 & 0.0209759671882759 \tabularnewline
60 & 0.99 & 0.99774732887591 & -0.00774732887591092 \tabularnewline
61 & 1.03 & 1.02750488178881 & 0.00249511821119445 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113316&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]0.86[/C][C]0.963395775413547[/C][C]-0.103395775413547[/C][/ROW]
[ROW][C]2[/C][C]0.88[/C][C]0.982119071477734[/C][C]-0.102119071477734[/C][/ROW]
[ROW][C]3[/C][C]0.93[/C][C]1.01187662439063[/C][C]-0.0818766243906285[/C][/ROW]
[ROW][C]4[/C][C]0.98[/C][C]0.991980021484338[/C][C]-0.0119800214843379[/C][/ROW]
[ROW][C]5[/C][C]0.97[/C][C]0.98863480385111[/C][C]-0.0186348038511091[/C][/ROW]
[ROW][C]6[/C][C]1.03[/C][C]1.01287522833965[/C][C]0.0171247716603502[/C][/ROW]
[ROW][C]7[/C][C]1.06[/C][C]1.01504713913077[/C][C]0.0449528608692251[/C][/ROW]
[ROW][C]8[/C][C]1.06[/C][C]1.02825330677061[/C][C]0.0317466932293922[/C][/ROW]
[ROW][C]9[/C][C]1.08[/C][C]1.03594234598609[/C][C]0.0440576540139132[/C][/ROW]
[ROW][C]10[/C][C]1.09[/C][C]0.99397722938238[/C][C]0.0960227706176194[/C][/ROW]
[ROW][C]11[/C][C]1.04[/C][C]1.00166626859786[/C][C]0.0383337314021404[/C][/ROW]
[ROW][C]12[/C][C]1[/C][C]1.03142382151075[/C][C]-0.0314238215107543[/C][/ROW]
[ROW][C]13[/C][C]1.01[/C][C]1.03359573230188[/C][C]-0.0235957323018794[/C][/ROW]
[ROW][C]14[/C][C]1.02[/C][C]1.03576764309300[/C][C]-0.0157676430930045[/C][/ROW]
[ROW][C]15[/C][C]1.04[/C][C]1.00483678333801[/C][C]0.0351632166619939[/C][/ROW]
[ROW][C]16[/C][C]1.06[/C][C]1.02907720782655[/C][C]0.0309227921734532[/C][/ROW]
[ROW][C]17[/C][C]1.06[/C][C]1.04228337546638[/C][C]0.0177166245336203[/C][/ROW]
[ROW][C]18[/C][C]1.06[/C][C]1.02790390098444[/C][C]0.0320960990155569[/C][/ROW]
[ROW][C]19[/C][C]1.06[/C][C]1.02455868335121[/C][C]0.0354413166487858[/C][/ROW]
[ROW][C]20[/C][C]1.06[/C][C]1.02121346571799[/C][C]0.0387865342820146[/C][/ROW]
[ROW][C]21[/C][C]1.02[/C][C]1.00131686281169[/C][C]0.0186831371883051[/C][/ROW]
[ROW][C]22[/C][C]0.98[/C][C]0.992454516754112[/C][C]-0.0124545167541122[/C][/ROW]
[ROW][C]23[/C][C]0.99[/C][C]1.0111778128183[/C][C]-0.021177812818299[/C][/ROW]
[ROW][C]24[/C][C]0.99[/C][C]1.01886685203378[/C][C]-0.0288668520337780[/C][/ROW]
[ROW][C]25[/C][C]0.94[/C][C]0.998970249127487[/C][C]-0.0589702491274875[/C][/ROW]
[ROW][C]26[/C][C]0.96[/C][C]1.00665928834297[/C][C]-0.0466592883429665[/C][/ROW]
[ROW][C]27[/C][C]0.98[/C][C]1.00883119913409[/C][C]-0.0288311991340916[/C][/ROW]
[ROW][C]28[/C][C]1.01[/C][C]1.01100310992522[/C][C]-0.00100310992521664[/C][/ROW]
[ROW][C]29[/C][C]1.01[/C][C]0.985589378594572[/C][C]0.0244106214054278[/C][/ROW]
[ROW][C]30[/C][C]1.02[/C][C]0.987761289385697[/C][C]0.0322387106143028[/C][/ROW]
[ROW][C]31[/C][C]1.04[/C][C]0.989933200176822[/C][C]0.0500667998231777[/C][/ROW]
[ROW][C]32[/C][C]1.03[/C][C]0.986587982543593[/C][C]0.0434120174564065[/C][/ROW]
[ROW][C]33[/C][C]1.05[/C][C]0.999794150183426[/C][C]0.0502058498165736[/C][/ROW]
[ROW][C]34[/C][C]1.08[/C][C]1.04610308836938[/C][C]0.0338969116306172[/C][/ROW]
[ROW][C]35[/C][C]1.17[/C][C]1.08689489813099[/C][C]0.0831051018690146[/C][/ROW]
[ROW][C]36[/C][C]1.11[/C][C]1.10010106577082[/C][C]0.00989893422918181[/C][/ROW]
[ROW][C]37[/C][C]1.11[/C][C]1.12434149025936[/C][C]-0.0143414902593589[/C][/ROW]
[ROW][C]38[/C][C]1.11[/C][C]1.13203052947484[/C][C]-0.0220305294748379[/C][/ROW]
[ROW][C]39[/C][C]1.11[/C][C]1.17833946766079[/C][C]-0.0683394676607944[/C][/ROW]
[ROW][C]40[/C][C]1.21[/C][C]1.16395999317886[/C][C]0.0460400068211422[/C][/ROW]
[ROW][C]41[/C][C]1.31[/C][C]1.22130318821352[/C][C]0.088696811786478[/C][/ROW]
[ROW][C]42[/C][C]1.37[/C][C]1.26209499797512[/C][C]0.107905002024876[/C][/ROW]
[ROW][C]43[/C][C]1.37[/C][C]1.26978403719060[/C][C]0.100215962809397[/C][/ROW]
[ROW][C]44[/C][C]1.26[/C][C]1.24437030585996[/C][C]0.0156296941400409[/C][/ROW]
[ROW][C]45[/C][C]1.23[/C][C]1.25205934507544[/C][C]-0.0220593450754381[/C][/ROW]
[ROW][C]46[/C][C]1.17[/C][C]1.21561135689609[/C][C]-0.0456113568960858[/C][/ROW]
[ROW][C]47[/C][C]1.06[/C][C]1.12950921289755[/C][C]-0.0695092128975482[/C][/ROW]
[ROW][C]48[/C][C]0.95[/C][C]1.10409548156690[/C][C]-0.154095481566904[/C][/ROW]
[ROW][C]49[/C][C]0.92[/C][C]1.07316462181191[/C][C]-0.153164621811905[/C][/ROW]
[ROW][C]50[/C][C]0.92[/C][C]1.06430227575432[/C][C]-0.144302275754323[/C][/ROW]
[ROW][C]51[/C][C]0.9[/C][C]0.994751517028847[/C][C]-0.0947515170288468[/C][/ROW]
[ROW][C]52[/C][C]0.93[/C][C]1.00244055624433[/C][C]-0.0724405562443258[/C][/ROW]
[ROW][C]53[/C][C]0.93[/C][C]0.954958311216266[/C][C]-0.0249583112162656[/C][/ROW]
[ROW][C]54[/C][C]0.97[/C][C]0.91299319461256[/C][C]0.0570068053874405[/C][/ROW]
[ROW][C]55[/C][C]0.96[/C][C]0.876545206433207[/C][C]0.0834547935667928[/C][/ROW]
[ROW][C]56[/C][C]0.99[/C][C]0.933888401467871[/C][C]0.0561115985321286[/C][/ROW]
[ROW][C]57[/C][C]0.98[/C][C]0.919508926985935[/C][C]0.0604910730140652[/C][/ROW]
[ROW][C]58[/C][C]0.96[/C][C]0.927197966201414[/C][C]0.0328020337985862[/C][/ROW]
[ROW][C]59[/C][C]1[/C][C]0.979024032811724[/C][C]0.0209759671882759[/C][/ROW]
[ROW][C]60[/C][C]0.99[/C][C]0.99774732887591[/C][C]-0.00774732887591092[/C][/ROW]
[ROW][C]61[/C][C]1.03[/C][C]1.02750488178881[/C][C]0.00249511821119445[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113316&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113316&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
10.860.963395775413547-0.103395775413547
20.880.982119071477734-0.102119071477734
30.931.01187662439063-0.0818766243906285
40.980.991980021484338-0.0119800214843379
50.970.98863480385111-0.0186348038511091
61.031.012875228339650.0171247716603502
71.061.015047139130770.0449528608692251
81.061.028253306770610.0317466932293922
91.081.035942345986090.0440576540139132
101.090.993977229382380.0960227706176194
111.041.001666268597860.0383337314021404
1211.03142382151075-0.0314238215107543
131.011.03359573230188-0.0235957323018794
141.021.03576764309300-0.0157676430930045
151.041.004836783338010.0351632166619939
161.061.029077207826550.0309227921734532
171.061.042283375466380.0177166245336203
181.061.027903900984440.0320960990155569
191.061.024558683351210.0354413166487858
201.061.021213465717990.0387865342820146
211.021.001316862811690.0186831371883051
220.980.992454516754112-0.0124545167541122
230.991.0111778128183-0.021177812818299
240.991.01886685203378-0.0288668520337780
250.940.998970249127487-0.0589702491274875
260.961.00665928834297-0.0466592883429665
270.981.00883119913409-0.0288311991340916
281.011.01100310992522-0.00100310992521664
291.010.9855893785945720.0244106214054278
301.020.9877612893856970.0322387106143028
311.040.9899332001768220.0500667998231777
321.030.9865879825435930.0434120174564065
331.050.9997941501834260.0502058498165736
341.081.046103088369380.0338969116306172
351.171.086894898130990.0831051018690146
361.111.100101065770820.00989893422918181
371.111.12434149025936-0.0143414902593589
381.111.13203052947484-0.0220305294748379
391.111.17833946766079-0.0683394676607944
401.211.163959993178860.0460400068211422
411.311.221303188213520.088696811786478
421.371.262094997975120.107905002024876
431.371.269784037190600.100215962809397
441.261.244370305859960.0156296941400409
451.231.25205934507544-0.0220593450754381
461.171.21561135689609-0.0456113568960858
471.061.12950921289755-0.0695092128975482
480.951.10409548156690-0.154095481566904
490.921.07316462181191-0.153164621811905
500.921.06430227575432-0.144302275754323
510.90.994751517028847-0.0947515170288468
520.931.00244055624433-0.0724405562443258
530.930.954958311216266-0.0249583112162656
540.970.912993194612560.0570068053874405
550.960.8765452064332070.0834547935667928
560.990.9338884014678710.0561115985321286
570.980.9195089269859350.0604910730140652
580.960.9271979662014140.0328020337985862
5910.9790240328117240.0209759671882759
600.990.99774732887591-0.00774732887591092
611.031.027504881788810.00249511821119445







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.0366856739294990.0733713478589980.96331432607050
70.00898036395765950.0179607279153190.99101963604234
80.006829799863287860.01365959972657570.993170200136712
90.004077471990282920.008154943980565840.995922528009717
100.001687621345932260.003375242691864520.998312378654068
110.01374299424857130.02748598849714260.986257005751429
120.1942427142140860.3884854284281720.805757285785914
130.2903804436327790.5807608872655590.709619556367221
140.3007074739182260.6014149478364510.699292526081774
150.2253337397690190.4506674795380380.774666260230981
160.1655792366116600.3311584732233190.83442076338834
170.1259987361563780.2519974723127570.874001263843622
180.08822515352726340.1764503070545270.911774846472737
190.05997929354159490.1199585870831900.940020706458405
200.0397503326292210.0795006652584420.96024966737078
210.02730151409496080.05460302818992150.97269848590504
220.02196037493578150.04392074987156290.978039625064218
230.019692155047090.039384310094180.98030784495291
240.01897256993727780.03794513987455550.981027430062722
250.02186162062870070.04372324125740150.9781383793713
260.02013529627494390.04027059254988780.979864703725056
270.01488007748468190.02976015496936380.985119922515318
280.009309217337466410.01861843467493280.990690782662534
290.00740445659157380.01480891318314760.992595543408426
300.005427024529386140.01085404905877230.994572975470614
310.004257586301610560.008515172603221120.99574241369839
320.002832731480595710.005665462961191420.997167268519404
330.001775602592182330.003551205184364660.998224397407818
340.0009807972261304880.001961594452260980.99901920277387
350.0007791524582955430.001558304916591090.999220847541704
360.0007073369283753030.001414673856750610.999292663071625
370.0006826560163854870.001365312032770970.999317343983614
380.0005178868070186880.001035773614037380.999482113192981
390.0006719989851481460.001343997970296290.999328001014852
400.000499827747177980.000999655494355960.999500172252822
410.001030036534615160.002060073069230320.998969963465385
420.004083809273228610.008167618546457220.995916190726771
430.02882208975029120.05764417950058240.97117791024971
440.07342292080107090.1468458416021420.926577079198929
450.2279500184828820.4559000369657640.772049981517118
460.7822902987955390.4354194024089220.217709701204461
470.9988514938303390.002297012339321980.00114850616966099
480.999819019614420.0003619607711612920.000180980385580646
490.999741589144740.0005168217105190490.000258410855259525
500.999470857788150.001058284423699160.000529142211849578
510.9988610814574990.002277837085001690.00113891854250084
520.9961742992294360.007651401541128180.00382570077056409
530.9989633404835940.002073319032811510.00103665951640576
540.997956044646670.004087910706660030.00204395535333001
550.9897288741001480.02054225179970430.0102711258998522

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
6 & 0.036685673929499 & 0.073371347858998 & 0.96331432607050 \tabularnewline
7 & 0.0089803639576595 & 0.017960727915319 & 0.99101963604234 \tabularnewline
8 & 0.00682979986328786 & 0.0136595997265757 & 0.993170200136712 \tabularnewline
9 & 0.00407747199028292 & 0.00815494398056584 & 0.995922528009717 \tabularnewline
10 & 0.00168762134593226 & 0.00337524269186452 & 0.998312378654068 \tabularnewline
11 & 0.0137429942485713 & 0.0274859884971426 & 0.986257005751429 \tabularnewline
12 & 0.194242714214086 & 0.388485428428172 & 0.805757285785914 \tabularnewline
13 & 0.290380443632779 & 0.580760887265559 & 0.709619556367221 \tabularnewline
14 & 0.300707473918226 & 0.601414947836451 & 0.699292526081774 \tabularnewline
15 & 0.225333739769019 & 0.450667479538038 & 0.774666260230981 \tabularnewline
16 & 0.165579236611660 & 0.331158473223319 & 0.83442076338834 \tabularnewline
17 & 0.125998736156378 & 0.251997472312757 & 0.874001263843622 \tabularnewline
18 & 0.0882251535272634 & 0.176450307054527 & 0.911774846472737 \tabularnewline
19 & 0.0599792935415949 & 0.119958587083190 & 0.940020706458405 \tabularnewline
20 & 0.039750332629221 & 0.079500665258442 & 0.96024966737078 \tabularnewline
21 & 0.0273015140949608 & 0.0546030281899215 & 0.97269848590504 \tabularnewline
22 & 0.0219603749357815 & 0.0439207498715629 & 0.978039625064218 \tabularnewline
23 & 0.01969215504709 & 0.03938431009418 & 0.98030784495291 \tabularnewline
24 & 0.0189725699372778 & 0.0379451398745555 & 0.981027430062722 \tabularnewline
25 & 0.0218616206287007 & 0.0437232412574015 & 0.9781383793713 \tabularnewline
26 & 0.0201352962749439 & 0.0402705925498878 & 0.979864703725056 \tabularnewline
27 & 0.0148800774846819 & 0.0297601549693638 & 0.985119922515318 \tabularnewline
28 & 0.00930921733746641 & 0.0186184346749328 & 0.990690782662534 \tabularnewline
29 & 0.0074044565915738 & 0.0148089131831476 & 0.992595543408426 \tabularnewline
30 & 0.00542702452938614 & 0.0108540490587723 & 0.994572975470614 \tabularnewline
31 & 0.00425758630161056 & 0.00851517260322112 & 0.99574241369839 \tabularnewline
32 & 0.00283273148059571 & 0.00566546296119142 & 0.997167268519404 \tabularnewline
33 & 0.00177560259218233 & 0.00355120518436466 & 0.998224397407818 \tabularnewline
34 & 0.000980797226130488 & 0.00196159445226098 & 0.99901920277387 \tabularnewline
35 & 0.000779152458295543 & 0.00155830491659109 & 0.999220847541704 \tabularnewline
36 & 0.000707336928375303 & 0.00141467385675061 & 0.999292663071625 \tabularnewline
37 & 0.000682656016385487 & 0.00136531203277097 & 0.999317343983614 \tabularnewline
38 & 0.000517886807018688 & 0.00103577361403738 & 0.999482113192981 \tabularnewline
39 & 0.000671998985148146 & 0.00134399797029629 & 0.999328001014852 \tabularnewline
40 & 0.00049982774717798 & 0.00099965549435596 & 0.999500172252822 \tabularnewline
41 & 0.00103003653461516 & 0.00206007306923032 & 0.998969963465385 \tabularnewline
42 & 0.00408380927322861 & 0.00816761854645722 & 0.995916190726771 \tabularnewline
43 & 0.0288220897502912 & 0.0576441795005824 & 0.97117791024971 \tabularnewline
44 & 0.0734229208010709 & 0.146845841602142 & 0.926577079198929 \tabularnewline
45 & 0.227950018482882 & 0.455900036965764 & 0.772049981517118 \tabularnewline
46 & 0.782290298795539 & 0.435419402408922 & 0.217709701204461 \tabularnewline
47 & 0.998851493830339 & 0.00229701233932198 & 0.00114850616966099 \tabularnewline
48 & 0.99981901961442 & 0.000361960771161292 & 0.000180980385580646 \tabularnewline
49 & 0.99974158914474 & 0.000516821710519049 & 0.000258410855259525 \tabularnewline
50 & 0.99947085778815 & 0.00105828442369916 & 0.000529142211849578 \tabularnewline
51 & 0.998861081457499 & 0.00227783708500169 & 0.00113891854250084 \tabularnewline
52 & 0.996174299229436 & 0.00765140154112818 & 0.00382570077056409 \tabularnewline
53 & 0.998963340483594 & 0.00207331903281151 & 0.00103665951640576 \tabularnewline
54 & 0.99795604464667 & 0.00408791070666003 & 0.00204395535333001 \tabularnewline
55 & 0.989728874100148 & 0.0205422517997043 & 0.0102711258998522 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113316&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]6[/C][C]0.036685673929499[/C][C]0.073371347858998[/C][C]0.96331432607050[/C][/ROW]
[ROW][C]7[/C][C]0.0089803639576595[/C][C]0.017960727915319[/C][C]0.99101963604234[/C][/ROW]
[ROW][C]8[/C][C]0.00682979986328786[/C][C]0.0136595997265757[/C][C]0.993170200136712[/C][/ROW]
[ROW][C]9[/C][C]0.00407747199028292[/C][C]0.00815494398056584[/C][C]0.995922528009717[/C][/ROW]
[ROW][C]10[/C][C]0.00168762134593226[/C][C]0.00337524269186452[/C][C]0.998312378654068[/C][/ROW]
[ROW][C]11[/C][C]0.0137429942485713[/C][C]0.0274859884971426[/C][C]0.986257005751429[/C][/ROW]
[ROW][C]12[/C][C]0.194242714214086[/C][C]0.388485428428172[/C][C]0.805757285785914[/C][/ROW]
[ROW][C]13[/C][C]0.290380443632779[/C][C]0.580760887265559[/C][C]0.709619556367221[/C][/ROW]
[ROW][C]14[/C][C]0.300707473918226[/C][C]0.601414947836451[/C][C]0.699292526081774[/C][/ROW]
[ROW][C]15[/C][C]0.225333739769019[/C][C]0.450667479538038[/C][C]0.774666260230981[/C][/ROW]
[ROW][C]16[/C][C]0.165579236611660[/C][C]0.331158473223319[/C][C]0.83442076338834[/C][/ROW]
[ROW][C]17[/C][C]0.125998736156378[/C][C]0.251997472312757[/C][C]0.874001263843622[/C][/ROW]
[ROW][C]18[/C][C]0.0882251535272634[/C][C]0.176450307054527[/C][C]0.911774846472737[/C][/ROW]
[ROW][C]19[/C][C]0.0599792935415949[/C][C]0.119958587083190[/C][C]0.940020706458405[/C][/ROW]
[ROW][C]20[/C][C]0.039750332629221[/C][C]0.079500665258442[/C][C]0.96024966737078[/C][/ROW]
[ROW][C]21[/C][C]0.0273015140949608[/C][C]0.0546030281899215[/C][C]0.97269848590504[/C][/ROW]
[ROW][C]22[/C][C]0.0219603749357815[/C][C]0.0439207498715629[/C][C]0.978039625064218[/C][/ROW]
[ROW][C]23[/C][C]0.01969215504709[/C][C]0.03938431009418[/C][C]0.98030784495291[/C][/ROW]
[ROW][C]24[/C][C]0.0189725699372778[/C][C]0.0379451398745555[/C][C]0.981027430062722[/C][/ROW]
[ROW][C]25[/C][C]0.0218616206287007[/C][C]0.0437232412574015[/C][C]0.9781383793713[/C][/ROW]
[ROW][C]26[/C][C]0.0201352962749439[/C][C]0.0402705925498878[/C][C]0.979864703725056[/C][/ROW]
[ROW][C]27[/C][C]0.0148800774846819[/C][C]0.0297601549693638[/C][C]0.985119922515318[/C][/ROW]
[ROW][C]28[/C][C]0.00930921733746641[/C][C]0.0186184346749328[/C][C]0.990690782662534[/C][/ROW]
[ROW][C]29[/C][C]0.0074044565915738[/C][C]0.0148089131831476[/C][C]0.992595543408426[/C][/ROW]
[ROW][C]30[/C][C]0.00542702452938614[/C][C]0.0108540490587723[/C][C]0.994572975470614[/C][/ROW]
[ROW][C]31[/C][C]0.00425758630161056[/C][C]0.00851517260322112[/C][C]0.99574241369839[/C][/ROW]
[ROW][C]32[/C][C]0.00283273148059571[/C][C]0.00566546296119142[/C][C]0.997167268519404[/C][/ROW]
[ROW][C]33[/C][C]0.00177560259218233[/C][C]0.00355120518436466[/C][C]0.998224397407818[/C][/ROW]
[ROW][C]34[/C][C]0.000980797226130488[/C][C]0.00196159445226098[/C][C]0.99901920277387[/C][/ROW]
[ROW][C]35[/C][C]0.000779152458295543[/C][C]0.00155830491659109[/C][C]0.999220847541704[/C][/ROW]
[ROW][C]36[/C][C]0.000707336928375303[/C][C]0.00141467385675061[/C][C]0.999292663071625[/C][/ROW]
[ROW][C]37[/C][C]0.000682656016385487[/C][C]0.00136531203277097[/C][C]0.999317343983614[/C][/ROW]
[ROW][C]38[/C][C]0.000517886807018688[/C][C]0.00103577361403738[/C][C]0.999482113192981[/C][/ROW]
[ROW][C]39[/C][C]0.000671998985148146[/C][C]0.00134399797029629[/C][C]0.999328001014852[/C][/ROW]
[ROW][C]40[/C][C]0.00049982774717798[/C][C]0.00099965549435596[/C][C]0.999500172252822[/C][/ROW]
[ROW][C]41[/C][C]0.00103003653461516[/C][C]0.00206007306923032[/C][C]0.998969963465385[/C][/ROW]
[ROW][C]42[/C][C]0.00408380927322861[/C][C]0.00816761854645722[/C][C]0.995916190726771[/C][/ROW]
[ROW][C]43[/C][C]0.0288220897502912[/C][C]0.0576441795005824[/C][C]0.97117791024971[/C][/ROW]
[ROW][C]44[/C][C]0.0734229208010709[/C][C]0.146845841602142[/C][C]0.926577079198929[/C][/ROW]
[ROW][C]45[/C][C]0.227950018482882[/C][C]0.455900036965764[/C][C]0.772049981517118[/C][/ROW]
[ROW][C]46[/C][C]0.782290298795539[/C][C]0.435419402408922[/C][C]0.217709701204461[/C][/ROW]
[ROW][C]47[/C][C]0.998851493830339[/C][C]0.00229701233932198[/C][C]0.00114850616966099[/C][/ROW]
[ROW][C]48[/C][C]0.99981901961442[/C][C]0.000361960771161292[/C][C]0.000180980385580646[/C][/ROW]
[ROW][C]49[/C][C]0.99974158914474[/C][C]0.000516821710519049[/C][C]0.000258410855259525[/C][/ROW]
[ROW][C]50[/C][C]0.99947085778815[/C][C]0.00105828442369916[/C][C]0.000529142211849578[/C][/ROW]
[ROW][C]51[/C][C]0.998861081457499[/C][C]0.00227783708500169[/C][C]0.00113891854250084[/C][/ROW]
[ROW][C]52[/C][C]0.996174299229436[/C][C]0.00765140154112818[/C][C]0.00382570077056409[/C][/ROW]
[ROW][C]53[/C][C]0.998963340483594[/C][C]0.00207331903281151[/C][C]0.00103665951640576[/C][/ROW]
[ROW][C]54[/C][C]0.99795604464667[/C][C]0.00408791070666003[/C][C]0.00204395535333001[/C][/ROW]
[ROW][C]55[/C][C]0.989728874100148[/C][C]0.0205422517997043[/C][C]0.0102711258998522[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113316&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113316&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
60.0366856739294990.0733713478589980.96331432607050
70.00898036395765950.0179607279153190.99101963604234
80.006829799863287860.01365959972657570.993170200136712
90.004077471990282920.008154943980565840.995922528009717
100.001687621345932260.003375242691864520.998312378654068
110.01374299424857130.02748598849714260.986257005751429
120.1942427142140860.3884854284281720.805757285785914
130.2903804436327790.5807608872655590.709619556367221
140.3007074739182260.6014149478364510.699292526081774
150.2253337397690190.4506674795380380.774666260230981
160.1655792366116600.3311584732233190.83442076338834
170.1259987361563780.2519974723127570.874001263843622
180.08822515352726340.1764503070545270.911774846472737
190.05997929354159490.1199585870831900.940020706458405
200.0397503326292210.0795006652584420.96024966737078
210.02730151409496080.05460302818992150.97269848590504
220.02196037493578150.04392074987156290.978039625064218
230.019692155047090.039384310094180.98030784495291
240.01897256993727780.03794513987455550.981027430062722
250.02186162062870070.04372324125740150.9781383793713
260.02013529627494390.04027059254988780.979864703725056
270.01488007748468190.02976015496936380.985119922515318
280.009309217337466410.01861843467493280.990690782662534
290.00740445659157380.01480891318314760.992595543408426
300.005427024529386140.01085404905877230.994572975470614
310.004257586301610560.008515172603221120.99574241369839
320.002832731480595710.005665462961191420.997167268519404
330.001775602592182330.003551205184364660.998224397407818
340.0009807972261304880.001961594452260980.99901920277387
350.0007791524582955430.001558304916591090.999220847541704
360.0007073369283753030.001414673856750610.999292663071625
370.0006826560163854870.001365312032770970.999317343983614
380.0005178868070186880.001035773614037380.999482113192981
390.0006719989851481460.001343997970296290.999328001014852
400.000499827747177980.000999655494355960.999500172252822
410.001030036534615160.002060073069230320.998969963465385
420.004083809273228610.008167618546457220.995916190726771
430.02882208975029120.05764417950058240.97117791024971
440.07342292080107090.1468458416021420.926577079198929
450.2279500184828820.4559000369657640.772049981517118
460.7822902987955390.4354194024089220.217709701204461
470.9988514938303390.002297012339321980.00114850616966099
480.999819019614420.0003619607711612920.000180980385580646
490.999741589144740.0005168217105190490.000258410855259525
500.999470857788150.001058284423699160.000529142211849578
510.9988610814574990.002277837085001690.00113891854250084
520.9961742992294360.007651401541128180.00382570077056409
530.9989633404835940.002073319032811510.00103665951640576
540.997956044646670.004087910706660030.00204395535333001
550.9897288741001480.02054225179970430.0102711258998522







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level220.44NOK
5% type I error level350.7NOK
10% type I error level390.78NOK

\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 & 22 & 0.44 & NOK \tabularnewline
5% type I error level & 35 & 0.7 & NOK \tabularnewline
10% type I error level & 39 & 0.78 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113316&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]22[/C][C]0.44[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]35[/C][C]0.7[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]39[/C][C]0.78[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113316&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113316&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 level220.44NOK
5% type I error level350.7NOK
10% type I error level390.78NOK



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal 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')
}