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Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationTue, 20 Nov 2012 15:48:38 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Nov/20/t1353444546os136ikdpja823e.htm/, Retrieved Mon, 29 Apr 2024 23:46:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=191284, Retrieved Mon, 29 Apr 2024 23:46:17 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact61
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Competence to learn] [2010-11-17 07:43:53] [b98453cac15ba1066b407e146608df68]
- R PD    [Multiple Regression] [consumer goods] [2012-11-20 20:48:38] [a1c9ee8128156b02a669e54abb47d426] [Current]
-   PD      [Multiple Regression] [energy production] [2012-11-20 21:12:48] [0f86cfddc502cf698caf54991235c44d]
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Dataseries X:
104.8	117.6	112.3	103.9	100.4
111.4	118.6	125.7	110.9	108.6
106.9	110.1	117.5	106.6	109.9
103.9	113.1	105.8	103.2	109.5
107.6	 91.2	115.1	108.7	109.2
104.7	106.2	119.3	104.6	100.9
109.1	115.5	119.0	108.7	98.4
109.3	106.2	126.8	109.5	94.2
102.2	 95.9	116.3	102.6	94.7
109.8	113.2	127.1	109.5	95.2
106.2	 78.3	106.5	108.1	100.3
 95.1	79.8 	95.5 	96.1 	100.9
118.7	121.2	121.3	118.5	97.9
116.9	125.6	118.3	116.3	106.9
105.3	 97.2	 95.6	105.9	100.8
119.5	102.8	90.1 	120.7	106.6
 96.5	 88.8	82.6 	 97.0	108.2
 99.3	 95.3	 86.9	 99.6	98.4
113.8	107.6	 95.9	114.2	102.0
102.7	 95.0	 88.8	103.3	95.7
 98.8	 87.5	 93.2	 99.6	100.8
109.9	106.7	 98.9	110.1	98.8
103.6	 75.8	 79.6	105.7	99.6
 96.6	 80.0	 80.7	 97.8	106.1
111.6	117.2	102.9	111.1	106.3
111.6	106.6	101.7	112.0	105.7
107.0	104.7	 95.9	107.2	103.7
111.5	 95.2	 87.1	112.7	111.2
102.0	 94.0	 87.5	102.5	114.8
113.5	 95.7	 93.6	114.9	103.6
125.5	112.6	109.6	126.4	107.0
106.7	 99.1	103.2	107.3	104.8
102.9	 91.6	 98.9	103.8	104.7
123.6	111.5	113.7	124.5	102.0
107.7	 76.6	 87.9	110.1	103.4
105.5	 83.4	 89.6	107.1	107.0
117.1	113.5	114.4	117.3	104.0
113.3	106.4	108.8	113.8	105.4
118.0	104.1	104.3	119.0	107.9
118.4	108.4	 97.0	119.1	110.1
105.8	 91.0	100.4	106.9	111.0
114.6	108.3	105.3	115.0	98.5
140.3	121.0	122.3	141.7	101.9
113.8	 95.4	105.6	115.2	103.4
117.4	109.9	116.9	117.9	102.9
115.4	101.4	110.5	116.5	101.0
105.9	 86.0	 88.6	107.4	103.4
120.4	 96.5	 94.5	122.2	107.2
126.9	124.6	115.7	126.9	104.5
117.1	109.3	107.8	117.7	104.7
113.8	104.5	106.6	114.4	107.0
112.8	101.8	100.7	113.6	110.3
106.7	101.5	100.4	107.0	107.9
107.3	103.4	101.7	107.5	97.1
121.8	125.9	115.2	121.4	98.6
101.1	 96.8	100.9	101.3	95.3
103.1	104.4	105.3	102.9	101.7
110.4	121.1	109.8	109.5	96.3
108.3	 83.7	 92.1	110.2	99.0
116.3	 91.5	 92.5	118.2	104.0




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net

\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 & 7 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191284&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]7 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191284&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191284&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 time7 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net







Multiple Linear Regression - Estimated Regression Equation
consumer_goods[t] = -0.0429446894771792 + 0.0694911177070696durable_consumer_goods[t] + 0.000787201827295588intermediate_and_capital_goods[t] + 0.929810783418774`non-durable_consumer_goods`[t] + 0.000637625069844741energy[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
consumer_goods[t] =  -0.0429446894771792 +  0.0694911177070696durable_consumer_goods[t] +  0.000787201827295588intermediate_and_capital_goods[t] +  0.929810783418774`non-durable_consumer_goods`[t] +  0.000637625069844741energy[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191284&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]consumer_goods[t] =  -0.0429446894771792 +  0.0694911177070696durable_consumer_goods[t] +  0.000787201827295588intermediate_and_capital_goods[t] +  0.929810783418774`non-durable_consumer_goods`[t] +  0.000637625069844741energy[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191284&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191284&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
consumer_goods[t] = -0.0429446894771792 + 0.0694911177070696durable_consumer_goods[t] + 0.000787201827295588intermediate_and_capital_goods[t] + 0.929810783418774`non-durable_consumer_goods`[t] + 0.000637625069844741energy[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)-0.04294468947717920.206983-0.20750.8364020.418201
durable_consumer_goods0.06949111770706960.00095672.726500
intermediate_and_capital_goods0.0007872018272955880.0009670.81430.4190050.209503
`non-durable_consumer_goods`0.9298107834187740.001118831.563700
energy0.0006376250698447410.0017290.36870.7137650.356882

\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) & -0.0429446894771792 & 0.206983 & -0.2075 & 0.836402 & 0.418201 \tabularnewline
durable_consumer_goods & 0.0694911177070696 & 0.000956 & 72.7265 & 0 & 0 \tabularnewline
intermediate_and_capital_goods & 0.000787201827295588 & 0.000967 & 0.8143 & 0.419005 & 0.209503 \tabularnewline
`non-durable_consumer_goods` & 0.929810783418774 & 0.001118 & 831.5637 & 0 & 0 \tabularnewline
energy & 0.000637625069844741 & 0.001729 & 0.3687 & 0.713765 & 0.356882 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191284&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]-0.0429446894771792[/C][C]0.206983[/C][C]-0.2075[/C][C]0.836402[/C][C]0.418201[/C][/ROW]
[ROW][C]durable_consumer_goods[/C][C]0.0694911177070696[/C][C]0.000956[/C][C]72.7265[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]intermediate_and_capital_goods[/C][C]0.000787201827295588[/C][C]0.000967[/C][C]0.8143[/C][C]0.419005[/C][C]0.209503[/C][/ROW]
[ROW][C]`non-durable_consumer_goods`[/C][C]0.929810783418774[/C][C]0.001118[/C][C]831.5637[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]energy[/C][C]0.000637625069844741[/C][C]0.001729[/C][C]0.3687[/C][C]0.713765[/C][C]0.356882[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191284&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191284&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)-0.04294468947717920.206983-0.20750.8364020.418201
durable_consumer_goods0.06949111770706960.00095672.726500
intermediate_and_capital_goods0.0007872018272955880.0009670.81430.4190050.209503
`non-durable_consumer_goods`0.9298107834187740.001118831.563700
energy0.0006376250698447410.0017290.36870.7137650.356882







Multiple Linear Regression - Regression Statistics
Multiple R0.99997552446912
R-squared0.999951049537292
Adjusted R-squared0.999947489503641
F-TEST (value)280882.471188093
F-TEST (DF numerator)4
F-TEST (DF denominator)55
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0597228360617345
Sum Squared Residuals0.196174943099125

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.99997552446912 \tabularnewline
R-squared & 0.999951049537292 \tabularnewline
Adjusted R-squared & 0.999947489503641 \tabularnewline
F-TEST (value) & 280882.471188093 \tabularnewline
F-TEST (DF numerator) & 4 \tabularnewline
F-TEST (DF denominator) & 55 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.0597228360617345 \tabularnewline
Sum Squared Residuals & 0.196174943099125 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191284&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.99997552446912[/C][/ROW]
[ROW][C]R-squared[/C][C]0.999951049537292[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.999947489503641[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]280882.471188093[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]4[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]55[/C][/ROW]
[ROW][C]p-value[/C][C]0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.0597228360617345[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]0.196174943099125[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191284&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191284&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 R0.99997552446912
R-squared0.999951049537292
Adjusted R-squared0.999947489503641
F-TEST (value)280882.471188093
F-TEST (DF numerator)4
F-TEST (DF denominator)55
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0597228360617345
Sum Squared Residuals0.196174943099125







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1104.8104.888971472303-0.088971472302516
2111.4111.482915104-0.0829151039995374
3106.9106.8884280923960.0115719076043193
4103.9103.926079470486-0.0260794704857729
5107.6107.5253129909770.0746870090228907
6104.7104.753469504161-0.0534695041610923
7109.1109.210130887631-0.11013088763103
8109.3109.31117426865-0.0111742686498548
9102.2102.1717745440260.0282254559741971
10109.8109.7984858782170.00151412178262483
11106.2106.0585463036680.141453696331729
1295.194.99677693414520.103223065854754
13118.7118.719867687733-0.0198676877331609
14116.9116.98342190227-0.0834219022696744
15105.3105.318083017428-0.0180830174279993
16119.5119.467801486540.0321985134595846
1796.596.45352645802350.046473541976477
1899.399.3198630021812-0.0198630021811765
19113.8113.7592214545890.0407785454106511
20102.7102.739089661302-0.0390896613018
2198.898.78432195574560.0156780442543754
22109.9109.8847764418940.015223558105621
23103.6103.631650562492-0.0316505624924117
2496.696.58301855281780.0169814471822037
25111.6111.552174956570.0478250434295866
26111.6111.651071596718-0.0510715967177158
27107107.050105691926-0.0501056919261603
28111.5111.501754194456-0.00175419445589264
29102101.9369051933180.0630948066817323
30113.5113.582354338177-0.082354338177334
31125.5125.4643413912170.035658608783084
32106.7106.760384472025-0.0603844720245266
33102.9102.981414616891-0.0814146168914362
34123.6123.621300075386-0.0213000753861574
35107.7107.787367654133-0.0873676541326206
36105.5105.4741085976420.0258914023577819
37117.1117.0674709616040.0325290383960834
38113.3113.316230628783-0.0162306287829366
39118117.9894687862860.0105312137139159
40118.4118.3769178725830.0230821274172496
41105.8105.827331215546-0.0273312155463768
42114.6114.5568818731510.0431181268485605
43140.3140.2809173416140.0190826583860364
44113.8113.849769134804-0.049769134804425
45117.4117.3764560249010.0235439750988632
46115.4115.477796848277-0.0777968482773577
47105.9105.930646086628-0.0306460866274992
48120.4120.428569883196-0.0285698831960411
49126.9126.7663480638830.133651936116977
50117.1117.14278338609-0.0427833860904782
51113.8113.7413723312820.0586276687175225
52112.8112.807357358688-0.00735735868780357
53106.7106.6479923920960.0520076079040447
54107.3107.239067919070.0609320809300585
55121.8121.7385716192730.0614283807267671
56101.1101.0138221984190.0861778015806762
57103.1103.037196434950.0628035650497927
58110.4110.3345485040680.0654514959321681
59108.3108.374236365562-0.0742363655620307
60116.3116.358256357108-0.0582563571075098

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 104.8 & 104.888971472303 & -0.088971472302516 \tabularnewline
2 & 111.4 & 111.482915104 & -0.0829151039995374 \tabularnewline
3 & 106.9 & 106.888428092396 & 0.0115719076043193 \tabularnewline
4 & 103.9 & 103.926079470486 & -0.0260794704857729 \tabularnewline
5 & 107.6 & 107.525312990977 & 0.0746870090228907 \tabularnewline
6 & 104.7 & 104.753469504161 & -0.0534695041610923 \tabularnewline
7 & 109.1 & 109.210130887631 & -0.11013088763103 \tabularnewline
8 & 109.3 & 109.31117426865 & -0.0111742686498548 \tabularnewline
9 & 102.2 & 102.171774544026 & 0.0282254559741971 \tabularnewline
10 & 109.8 & 109.798485878217 & 0.00151412178262483 \tabularnewline
11 & 106.2 & 106.058546303668 & 0.141453696331729 \tabularnewline
12 & 95.1 & 94.9967769341452 & 0.103223065854754 \tabularnewline
13 & 118.7 & 118.719867687733 & -0.0198676877331609 \tabularnewline
14 & 116.9 & 116.98342190227 & -0.0834219022696744 \tabularnewline
15 & 105.3 & 105.318083017428 & -0.0180830174279993 \tabularnewline
16 & 119.5 & 119.46780148654 & 0.0321985134595846 \tabularnewline
17 & 96.5 & 96.4535264580235 & 0.046473541976477 \tabularnewline
18 & 99.3 & 99.3198630021812 & -0.0198630021811765 \tabularnewline
19 & 113.8 & 113.759221454589 & 0.0407785454106511 \tabularnewline
20 & 102.7 & 102.739089661302 & -0.0390896613018 \tabularnewline
21 & 98.8 & 98.7843219557456 & 0.0156780442543754 \tabularnewline
22 & 109.9 & 109.884776441894 & 0.015223558105621 \tabularnewline
23 & 103.6 & 103.631650562492 & -0.0316505624924117 \tabularnewline
24 & 96.6 & 96.5830185528178 & 0.0169814471822037 \tabularnewline
25 & 111.6 & 111.55217495657 & 0.0478250434295866 \tabularnewline
26 & 111.6 & 111.651071596718 & -0.0510715967177158 \tabularnewline
27 & 107 & 107.050105691926 & -0.0501056919261603 \tabularnewline
28 & 111.5 & 111.501754194456 & -0.00175419445589264 \tabularnewline
29 & 102 & 101.936905193318 & 0.0630948066817323 \tabularnewline
30 & 113.5 & 113.582354338177 & -0.082354338177334 \tabularnewline
31 & 125.5 & 125.464341391217 & 0.035658608783084 \tabularnewline
32 & 106.7 & 106.760384472025 & -0.0603844720245266 \tabularnewline
33 & 102.9 & 102.981414616891 & -0.0814146168914362 \tabularnewline
34 & 123.6 & 123.621300075386 & -0.0213000753861574 \tabularnewline
35 & 107.7 & 107.787367654133 & -0.0873676541326206 \tabularnewline
36 & 105.5 & 105.474108597642 & 0.0258914023577819 \tabularnewline
37 & 117.1 & 117.067470961604 & 0.0325290383960834 \tabularnewline
38 & 113.3 & 113.316230628783 & -0.0162306287829366 \tabularnewline
39 & 118 & 117.989468786286 & 0.0105312137139159 \tabularnewline
40 & 118.4 & 118.376917872583 & 0.0230821274172496 \tabularnewline
41 & 105.8 & 105.827331215546 & -0.0273312155463768 \tabularnewline
42 & 114.6 & 114.556881873151 & 0.0431181268485605 \tabularnewline
43 & 140.3 & 140.280917341614 & 0.0190826583860364 \tabularnewline
44 & 113.8 & 113.849769134804 & -0.049769134804425 \tabularnewline
45 & 117.4 & 117.376456024901 & 0.0235439750988632 \tabularnewline
46 & 115.4 & 115.477796848277 & -0.0777968482773577 \tabularnewline
47 & 105.9 & 105.930646086628 & -0.0306460866274992 \tabularnewline
48 & 120.4 & 120.428569883196 & -0.0285698831960411 \tabularnewline
49 & 126.9 & 126.766348063883 & 0.133651936116977 \tabularnewline
50 & 117.1 & 117.14278338609 & -0.0427833860904782 \tabularnewline
51 & 113.8 & 113.741372331282 & 0.0586276687175225 \tabularnewline
52 & 112.8 & 112.807357358688 & -0.00735735868780357 \tabularnewline
53 & 106.7 & 106.647992392096 & 0.0520076079040447 \tabularnewline
54 & 107.3 & 107.23906791907 & 0.0609320809300585 \tabularnewline
55 & 121.8 & 121.738571619273 & 0.0614283807267671 \tabularnewline
56 & 101.1 & 101.013822198419 & 0.0861778015806762 \tabularnewline
57 & 103.1 & 103.03719643495 & 0.0628035650497927 \tabularnewline
58 & 110.4 & 110.334548504068 & 0.0654514959321681 \tabularnewline
59 & 108.3 & 108.374236365562 & -0.0742363655620307 \tabularnewline
60 & 116.3 & 116.358256357108 & -0.0582563571075098 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191284&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]104.8[/C][C]104.888971472303[/C][C]-0.088971472302516[/C][/ROW]
[ROW][C]2[/C][C]111.4[/C][C]111.482915104[/C][C]-0.0829151039995374[/C][/ROW]
[ROW][C]3[/C][C]106.9[/C][C]106.888428092396[/C][C]0.0115719076043193[/C][/ROW]
[ROW][C]4[/C][C]103.9[/C][C]103.926079470486[/C][C]-0.0260794704857729[/C][/ROW]
[ROW][C]5[/C][C]107.6[/C][C]107.525312990977[/C][C]0.0746870090228907[/C][/ROW]
[ROW][C]6[/C][C]104.7[/C][C]104.753469504161[/C][C]-0.0534695041610923[/C][/ROW]
[ROW][C]7[/C][C]109.1[/C][C]109.210130887631[/C][C]-0.11013088763103[/C][/ROW]
[ROW][C]8[/C][C]109.3[/C][C]109.31117426865[/C][C]-0.0111742686498548[/C][/ROW]
[ROW][C]9[/C][C]102.2[/C][C]102.171774544026[/C][C]0.0282254559741971[/C][/ROW]
[ROW][C]10[/C][C]109.8[/C][C]109.798485878217[/C][C]0.00151412178262483[/C][/ROW]
[ROW][C]11[/C][C]106.2[/C][C]106.058546303668[/C][C]0.141453696331729[/C][/ROW]
[ROW][C]12[/C][C]95.1[/C][C]94.9967769341452[/C][C]0.103223065854754[/C][/ROW]
[ROW][C]13[/C][C]118.7[/C][C]118.719867687733[/C][C]-0.0198676877331609[/C][/ROW]
[ROW][C]14[/C][C]116.9[/C][C]116.98342190227[/C][C]-0.0834219022696744[/C][/ROW]
[ROW][C]15[/C][C]105.3[/C][C]105.318083017428[/C][C]-0.0180830174279993[/C][/ROW]
[ROW][C]16[/C][C]119.5[/C][C]119.46780148654[/C][C]0.0321985134595846[/C][/ROW]
[ROW][C]17[/C][C]96.5[/C][C]96.4535264580235[/C][C]0.046473541976477[/C][/ROW]
[ROW][C]18[/C][C]99.3[/C][C]99.3198630021812[/C][C]-0.0198630021811765[/C][/ROW]
[ROW][C]19[/C][C]113.8[/C][C]113.759221454589[/C][C]0.0407785454106511[/C][/ROW]
[ROW][C]20[/C][C]102.7[/C][C]102.739089661302[/C][C]-0.0390896613018[/C][/ROW]
[ROW][C]21[/C][C]98.8[/C][C]98.7843219557456[/C][C]0.0156780442543754[/C][/ROW]
[ROW][C]22[/C][C]109.9[/C][C]109.884776441894[/C][C]0.015223558105621[/C][/ROW]
[ROW][C]23[/C][C]103.6[/C][C]103.631650562492[/C][C]-0.0316505624924117[/C][/ROW]
[ROW][C]24[/C][C]96.6[/C][C]96.5830185528178[/C][C]0.0169814471822037[/C][/ROW]
[ROW][C]25[/C][C]111.6[/C][C]111.55217495657[/C][C]0.0478250434295866[/C][/ROW]
[ROW][C]26[/C][C]111.6[/C][C]111.651071596718[/C][C]-0.0510715967177158[/C][/ROW]
[ROW][C]27[/C][C]107[/C][C]107.050105691926[/C][C]-0.0501056919261603[/C][/ROW]
[ROW][C]28[/C][C]111.5[/C][C]111.501754194456[/C][C]-0.00175419445589264[/C][/ROW]
[ROW][C]29[/C][C]102[/C][C]101.936905193318[/C][C]0.0630948066817323[/C][/ROW]
[ROW][C]30[/C][C]113.5[/C][C]113.582354338177[/C][C]-0.082354338177334[/C][/ROW]
[ROW][C]31[/C][C]125.5[/C][C]125.464341391217[/C][C]0.035658608783084[/C][/ROW]
[ROW][C]32[/C][C]106.7[/C][C]106.760384472025[/C][C]-0.0603844720245266[/C][/ROW]
[ROW][C]33[/C][C]102.9[/C][C]102.981414616891[/C][C]-0.0814146168914362[/C][/ROW]
[ROW][C]34[/C][C]123.6[/C][C]123.621300075386[/C][C]-0.0213000753861574[/C][/ROW]
[ROW][C]35[/C][C]107.7[/C][C]107.787367654133[/C][C]-0.0873676541326206[/C][/ROW]
[ROW][C]36[/C][C]105.5[/C][C]105.474108597642[/C][C]0.0258914023577819[/C][/ROW]
[ROW][C]37[/C][C]117.1[/C][C]117.067470961604[/C][C]0.0325290383960834[/C][/ROW]
[ROW][C]38[/C][C]113.3[/C][C]113.316230628783[/C][C]-0.0162306287829366[/C][/ROW]
[ROW][C]39[/C][C]118[/C][C]117.989468786286[/C][C]0.0105312137139159[/C][/ROW]
[ROW][C]40[/C][C]118.4[/C][C]118.376917872583[/C][C]0.0230821274172496[/C][/ROW]
[ROW][C]41[/C][C]105.8[/C][C]105.827331215546[/C][C]-0.0273312155463768[/C][/ROW]
[ROW][C]42[/C][C]114.6[/C][C]114.556881873151[/C][C]0.0431181268485605[/C][/ROW]
[ROW][C]43[/C][C]140.3[/C][C]140.280917341614[/C][C]0.0190826583860364[/C][/ROW]
[ROW][C]44[/C][C]113.8[/C][C]113.849769134804[/C][C]-0.049769134804425[/C][/ROW]
[ROW][C]45[/C][C]117.4[/C][C]117.376456024901[/C][C]0.0235439750988632[/C][/ROW]
[ROW][C]46[/C][C]115.4[/C][C]115.477796848277[/C][C]-0.0777968482773577[/C][/ROW]
[ROW][C]47[/C][C]105.9[/C][C]105.930646086628[/C][C]-0.0306460866274992[/C][/ROW]
[ROW][C]48[/C][C]120.4[/C][C]120.428569883196[/C][C]-0.0285698831960411[/C][/ROW]
[ROW][C]49[/C][C]126.9[/C][C]126.766348063883[/C][C]0.133651936116977[/C][/ROW]
[ROW][C]50[/C][C]117.1[/C][C]117.14278338609[/C][C]-0.0427833860904782[/C][/ROW]
[ROW][C]51[/C][C]113.8[/C][C]113.741372331282[/C][C]0.0586276687175225[/C][/ROW]
[ROW][C]52[/C][C]112.8[/C][C]112.807357358688[/C][C]-0.00735735868780357[/C][/ROW]
[ROW][C]53[/C][C]106.7[/C][C]106.647992392096[/C][C]0.0520076079040447[/C][/ROW]
[ROW][C]54[/C][C]107.3[/C][C]107.23906791907[/C][C]0.0609320809300585[/C][/ROW]
[ROW][C]55[/C][C]121.8[/C][C]121.738571619273[/C][C]0.0614283807267671[/C][/ROW]
[ROW][C]56[/C][C]101.1[/C][C]101.013822198419[/C][C]0.0861778015806762[/C][/ROW]
[ROW][C]57[/C][C]103.1[/C][C]103.03719643495[/C][C]0.0628035650497927[/C][/ROW]
[ROW][C]58[/C][C]110.4[/C][C]110.334548504068[/C][C]0.0654514959321681[/C][/ROW]
[ROW][C]59[/C][C]108.3[/C][C]108.374236365562[/C][C]-0.0742363655620307[/C][/ROW]
[ROW][C]60[/C][C]116.3[/C][C]116.358256357108[/C][C]-0.0582563571075098[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191284&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191284&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
1104.8104.888971472303-0.088971472302516
2111.4111.482915104-0.0829151039995374
3106.9106.8884280923960.0115719076043193
4103.9103.926079470486-0.0260794704857729
5107.6107.5253129909770.0746870090228907
6104.7104.753469504161-0.0534695041610923
7109.1109.210130887631-0.11013088763103
8109.3109.31117426865-0.0111742686498548
9102.2102.1717745440260.0282254559741971
10109.8109.7984858782170.00151412178262483
11106.2106.0585463036680.141453696331729
1295.194.99677693414520.103223065854754
13118.7118.719867687733-0.0198676877331609
14116.9116.98342190227-0.0834219022696744
15105.3105.318083017428-0.0180830174279993
16119.5119.467801486540.0321985134595846
1796.596.45352645802350.046473541976477
1899.399.3198630021812-0.0198630021811765
19113.8113.7592214545890.0407785454106511
20102.7102.739089661302-0.0390896613018
2198.898.78432195574560.0156780442543754
22109.9109.8847764418940.015223558105621
23103.6103.631650562492-0.0316505624924117
2496.696.58301855281780.0169814471822037
25111.6111.552174956570.0478250434295866
26111.6111.651071596718-0.0510715967177158
27107107.050105691926-0.0501056919261603
28111.5111.501754194456-0.00175419445589264
29102101.9369051933180.0630948066817323
30113.5113.582354338177-0.082354338177334
31125.5125.4643413912170.035658608783084
32106.7106.760384472025-0.0603844720245266
33102.9102.981414616891-0.0814146168914362
34123.6123.621300075386-0.0213000753861574
35107.7107.787367654133-0.0873676541326206
36105.5105.4741085976420.0258914023577819
37117.1117.0674709616040.0325290383960834
38113.3113.316230628783-0.0162306287829366
39118117.9894687862860.0105312137139159
40118.4118.3769178725830.0230821274172496
41105.8105.827331215546-0.0273312155463768
42114.6114.5568818731510.0431181268485605
43140.3140.2809173416140.0190826583860364
44113.8113.849769134804-0.049769134804425
45117.4117.3764560249010.0235439750988632
46115.4115.477796848277-0.0777968482773577
47105.9105.930646086628-0.0306460866274992
48120.4120.428569883196-0.0285698831960411
49126.9126.7663480638830.133651936116977
50117.1117.14278338609-0.0427833860904782
51113.8113.7413723312820.0586276687175225
52112.8112.807357358688-0.00735735868780357
53106.7106.6479923920960.0520076079040447
54107.3107.239067919070.0609320809300585
55121.8121.7385716192730.0614283807267671
56101.1101.0138221984190.0861778015806762
57103.1103.037196434950.0628035650497927
58110.4110.3345485040680.0654514959321681
59108.3108.374236365562-0.0742363655620307
60116.3116.358256357108-0.0582563571075098







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.2592911114096590.5185822228193170.740708888590341
90.1302716596580210.2605433193160410.86972834034198
100.2457510519838960.4915021039677930.754248948016104
110.2251238564867630.4502477129735250.774876143513237
120.1985463253042120.3970926506084230.801453674695788
130.1693861286259610.3387722572519220.830613871374039
140.2107190595904110.4214381191808220.789280940409589
150.2450476924787760.4900953849575520.754952307521224
160.1747477402642940.3494954805285880.825252259735706
170.1257322976786560.2514645953573130.874267702321344
180.09344931671596450.1868986334319290.906550683284036
190.1113325760362090.2226651520724190.888667423963791
200.1308155728814050.2616311457628110.869184427118595
210.106303724770110.2126074495402210.89369627522989
220.09609543960937920.1921908792187580.903904560390621
230.4472381223790490.8944762447580980.552761877620951
240.4235436184732570.8470872369465140.576456381526743
250.5604627188519880.8790745622960250.439537281148012
260.6304315405155330.7391369189689340.369568459484467
270.726819055738440.5463618885231210.27318094426156
280.6822744772787530.6354510454424940.317725522721247
290.6587943336754680.6824113326490640.341205666324532
300.8270750672929910.3458498654140190.172924932707009
310.7941453554239370.4117092891521260.205854644576063
320.8527029707877520.2945940584244960.147297029212248
330.9370728145269470.1258543709461050.0629271854730526
340.9150898985670280.1698202028659450.0849101014329723
350.9500451347631180.0999097304737640.049954865236882
360.9638968595775570.0722062808448870.0361031404224435
370.9497468014175470.1005063971649060.0502531985824532
380.9385373513124390.1229252973751220.0614626486875609
390.907356977490860.1852860450182810.0926430225091403
400.8696502372256430.2606995255487140.130349762774357
410.8289964977697820.3420070044604370.171003502230218
420.7882232451779580.4235535096440830.211776754822042
430.7646712501748080.4706574996503850.235328749825192
440.7072577995251290.5854844009497420.292742200474871
450.6305527801170090.7388944397659830.369447219882991
460.7279371103002460.5441257793995080.272062889699754
470.6398202318477530.7203595363044930.360179768152246
480.5682639867371750.8634720265256490.431736013262825
490.8681339854993760.2637320290012480.131866014500624
500.9355349926208850.1289300147582310.0644650073791154
510.8949790845324130.2100418309351750.105020915467587
520.785615802729910.428768394540180.21438419727009

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
8 & 0.259291111409659 & 0.518582222819317 & 0.740708888590341 \tabularnewline
9 & 0.130271659658021 & 0.260543319316041 & 0.86972834034198 \tabularnewline
10 & 0.245751051983896 & 0.491502103967793 & 0.754248948016104 \tabularnewline
11 & 0.225123856486763 & 0.450247712973525 & 0.774876143513237 \tabularnewline
12 & 0.198546325304212 & 0.397092650608423 & 0.801453674695788 \tabularnewline
13 & 0.169386128625961 & 0.338772257251922 & 0.830613871374039 \tabularnewline
14 & 0.210719059590411 & 0.421438119180822 & 0.789280940409589 \tabularnewline
15 & 0.245047692478776 & 0.490095384957552 & 0.754952307521224 \tabularnewline
16 & 0.174747740264294 & 0.349495480528588 & 0.825252259735706 \tabularnewline
17 & 0.125732297678656 & 0.251464595357313 & 0.874267702321344 \tabularnewline
18 & 0.0934493167159645 & 0.186898633431929 & 0.906550683284036 \tabularnewline
19 & 0.111332576036209 & 0.222665152072419 & 0.888667423963791 \tabularnewline
20 & 0.130815572881405 & 0.261631145762811 & 0.869184427118595 \tabularnewline
21 & 0.10630372477011 & 0.212607449540221 & 0.89369627522989 \tabularnewline
22 & 0.0960954396093792 & 0.192190879218758 & 0.903904560390621 \tabularnewline
23 & 0.447238122379049 & 0.894476244758098 & 0.552761877620951 \tabularnewline
24 & 0.423543618473257 & 0.847087236946514 & 0.576456381526743 \tabularnewline
25 & 0.560462718851988 & 0.879074562296025 & 0.439537281148012 \tabularnewline
26 & 0.630431540515533 & 0.739136918968934 & 0.369568459484467 \tabularnewline
27 & 0.72681905573844 & 0.546361888523121 & 0.27318094426156 \tabularnewline
28 & 0.682274477278753 & 0.635451045442494 & 0.317725522721247 \tabularnewline
29 & 0.658794333675468 & 0.682411332649064 & 0.341205666324532 \tabularnewline
30 & 0.827075067292991 & 0.345849865414019 & 0.172924932707009 \tabularnewline
31 & 0.794145355423937 & 0.411709289152126 & 0.205854644576063 \tabularnewline
32 & 0.852702970787752 & 0.294594058424496 & 0.147297029212248 \tabularnewline
33 & 0.937072814526947 & 0.125854370946105 & 0.0629271854730526 \tabularnewline
34 & 0.915089898567028 & 0.169820202865945 & 0.0849101014329723 \tabularnewline
35 & 0.950045134763118 & 0.099909730473764 & 0.049954865236882 \tabularnewline
36 & 0.963896859577557 & 0.072206280844887 & 0.0361031404224435 \tabularnewline
37 & 0.949746801417547 & 0.100506397164906 & 0.0502531985824532 \tabularnewline
38 & 0.938537351312439 & 0.122925297375122 & 0.0614626486875609 \tabularnewline
39 & 0.90735697749086 & 0.185286045018281 & 0.0926430225091403 \tabularnewline
40 & 0.869650237225643 & 0.260699525548714 & 0.130349762774357 \tabularnewline
41 & 0.828996497769782 & 0.342007004460437 & 0.171003502230218 \tabularnewline
42 & 0.788223245177958 & 0.423553509644083 & 0.211776754822042 \tabularnewline
43 & 0.764671250174808 & 0.470657499650385 & 0.235328749825192 \tabularnewline
44 & 0.707257799525129 & 0.585484400949742 & 0.292742200474871 \tabularnewline
45 & 0.630552780117009 & 0.738894439765983 & 0.369447219882991 \tabularnewline
46 & 0.727937110300246 & 0.544125779399508 & 0.272062889699754 \tabularnewline
47 & 0.639820231847753 & 0.720359536304493 & 0.360179768152246 \tabularnewline
48 & 0.568263986737175 & 0.863472026525649 & 0.431736013262825 \tabularnewline
49 & 0.868133985499376 & 0.263732029001248 & 0.131866014500624 \tabularnewline
50 & 0.935534992620885 & 0.128930014758231 & 0.0644650073791154 \tabularnewline
51 & 0.894979084532413 & 0.210041830935175 & 0.105020915467587 \tabularnewline
52 & 0.78561580272991 & 0.42876839454018 & 0.21438419727009 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191284&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]8[/C][C]0.259291111409659[/C][C]0.518582222819317[/C][C]0.740708888590341[/C][/ROW]
[ROW][C]9[/C][C]0.130271659658021[/C][C]0.260543319316041[/C][C]0.86972834034198[/C][/ROW]
[ROW][C]10[/C][C]0.245751051983896[/C][C]0.491502103967793[/C][C]0.754248948016104[/C][/ROW]
[ROW][C]11[/C][C]0.225123856486763[/C][C]0.450247712973525[/C][C]0.774876143513237[/C][/ROW]
[ROW][C]12[/C][C]0.198546325304212[/C][C]0.397092650608423[/C][C]0.801453674695788[/C][/ROW]
[ROW][C]13[/C][C]0.169386128625961[/C][C]0.338772257251922[/C][C]0.830613871374039[/C][/ROW]
[ROW][C]14[/C][C]0.210719059590411[/C][C]0.421438119180822[/C][C]0.789280940409589[/C][/ROW]
[ROW][C]15[/C][C]0.245047692478776[/C][C]0.490095384957552[/C][C]0.754952307521224[/C][/ROW]
[ROW][C]16[/C][C]0.174747740264294[/C][C]0.349495480528588[/C][C]0.825252259735706[/C][/ROW]
[ROW][C]17[/C][C]0.125732297678656[/C][C]0.251464595357313[/C][C]0.874267702321344[/C][/ROW]
[ROW][C]18[/C][C]0.0934493167159645[/C][C]0.186898633431929[/C][C]0.906550683284036[/C][/ROW]
[ROW][C]19[/C][C]0.111332576036209[/C][C]0.222665152072419[/C][C]0.888667423963791[/C][/ROW]
[ROW][C]20[/C][C]0.130815572881405[/C][C]0.261631145762811[/C][C]0.869184427118595[/C][/ROW]
[ROW][C]21[/C][C]0.10630372477011[/C][C]0.212607449540221[/C][C]0.89369627522989[/C][/ROW]
[ROW][C]22[/C][C]0.0960954396093792[/C][C]0.192190879218758[/C][C]0.903904560390621[/C][/ROW]
[ROW][C]23[/C][C]0.447238122379049[/C][C]0.894476244758098[/C][C]0.552761877620951[/C][/ROW]
[ROW][C]24[/C][C]0.423543618473257[/C][C]0.847087236946514[/C][C]0.576456381526743[/C][/ROW]
[ROW][C]25[/C][C]0.560462718851988[/C][C]0.879074562296025[/C][C]0.439537281148012[/C][/ROW]
[ROW][C]26[/C][C]0.630431540515533[/C][C]0.739136918968934[/C][C]0.369568459484467[/C][/ROW]
[ROW][C]27[/C][C]0.72681905573844[/C][C]0.546361888523121[/C][C]0.27318094426156[/C][/ROW]
[ROW][C]28[/C][C]0.682274477278753[/C][C]0.635451045442494[/C][C]0.317725522721247[/C][/ROW]
[ROW][C]29[/C][C]0.658794333675468[/C][C]0.682411332649064[/C][C]0.341205666324532[/C][/ROW]
[ROW][C]30[/C][C]0.827075067292991[/C][C]0.345849865414019[/C][C]0.172924932707009[/C][/ROW]
[ROW][C]31[/C][C]0.794145355423937[/C][C]0.411709289152126[/C][C]0.205854644576063[/C][/ROW]
[ROW][C]32[/C][C]0.852702970787752[/C][C]0.294594058424496[/C][C]0.147297029212248[/C][/ROW]
[ROW][C]33[/C][C]0.937072814526947[/C][C]0.125854370946105[/C][C]0.0629271854730526[/C][/ROW]
[ROW][C]34[/C][C]0.915089898567028[/C][C]0.169820202865945[/C][C]0.0849101014329723[/C][/ROW]
[ROW][C]35[/C][C]0.950045134763118[/C][C]0.099909730473764[/C][C]0.049954865236882[/C][/ROW]
[ROW][C]36[/C][C]0.963896859577557[/C][C]0.072206280844887[/C][C]0.0361031404224435[/C][/ROW]
[ROW][C]37[/C][C]0.949746801417547[/C][C]0.100506397164906[/C][C]0.0502531985824532[/C][/ROW]
[ROW][C]38[/C][C]0.938537351312439[/C][C]0.122925297375122[/C][C]0.0614626486875609[/C][/ROW]
[ROW][C]39[/C][C]0.90735697749086[/C][C]0.185286045018281[/C][C]0.0926430225091403[/C][/ROW]
[ROW][C]40[/C][C]0.869650237225643[/C][C]0.260699525548714[/C][C]0.130349762774357[/C][/ROW]
[ROW][C]41[/C][C]0.828996497769782[/C][C]0.342007004460437[/C][C]0.171003502230218[/C][/ROW]
[ROW][C]42[/C][C]0.788223245177958[/C][C]0.423553509644083[/C][C]0.211776754822042[/C][/ROW]
[ROW][C]43[/C][C]0.764671250174808[/C][C]0.470657499650385[/C][C]0.235328749825192[/C][/ROW]
[ROW][C]44[/C][C]0.707257799525129[/C][C]0.585484400949742[/C][C]0.292742200474871[/C][/ROW]
[ROW][C]45[/C][C]0.630552780117009[/C][C]0.738894439765983[/C][C]0.369447219882991[/C][/ROW]
[ROW][C]46[/C][C]0.727937110300246[/C][C]0.544125779399508[/C][C]0.272062889699754[/C][/ROW]
[ROW][C]47[/C][C]0.639820231847753[/C][C]0.720359536304493[/C][C]0.360179768152246[/C][/ROW]
[ROW][C]48[/C][C]0.568263986737175[/C][C]0.863472026525649[/C][C]0.431736013262825[/C][/ROW]
[ROW][C]49[/C][C]0.868133985499376[/C][C]0.263732029001248[/C][C]0.131866014500624[/C][/ROW]
[ROW][C]50[/C][C]0.935534992620885[/C][C]0.128930014758231[/C][C]0.0644650073791154[/C][/ROW]
[ROW][C]51[/C][C]0.894979084532413[/C][C]0.210041830935175[/C][C]0.105020915467587[/C][/ROW]
[ROW][C]52[/C][C]0.78561580272991[/C][C]0.42876839454018[/C][C]0.21438419727009[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191284&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191284&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
80.2592911114096590.5185822228193170.740708888590341
90.1302716596580210.2605433193160410.86972834034198
100.2457510519838960.4915021039677930.754248948016104
110.2251238564867630.4502477129735250.774876143513237
120.1985463253042120.3970926506084230.801453674695788
130.1693861286259610.3387722572519220.830613871374039
140.2107190595904110.4214381191808220.789280940409589
150.2450476924787760.4900953849575520.754952307521224
160.1747477402642940.3494954805285880.825252259735706
170.1257322976786560.2514645953573130.874267702321344
180.09344931671596450.1868986334319290.906550683284036
190.1113325760362090.2226651520724190.888667423963791
200.1308155728814050.2616311457628110.869184427118595
210.106303724770110.2126074495402210.89369627522989
220.09609543960937920.1921908792187580.903904560390621
230.4472381223790490.8944762447580980.552761877620951
240.4235436184732570.8470872369465140.576456381526743
250.5604627188519880.8790745622960250.439537281148012
260.6304315405155330.7391369189689340.369568459484467
270.726819055738440.5463618885231210.27318094426156
280.6822744772787530.6354510454424940.317725522721247
290.6587943336754680.6824113326490640.341205666324532
300.8270750672929910.3458498654140190.172924932707009
310.7941453554239370.4117092891521260.205854644576063
320.8527029707877520.2945940584244960.147297029212248
330.9370728145269470.1258543709461050.0629271854730526
340.9150898985670280.1698202028659450.0849101014329723
350.9500451347631180.0999097304737640.049954865236882
360.9638968595775570.0722062808448870.0361031404224435
370.9497468014175470.1005063971649060.0502531985824532
380.9385373513124390.1229252973751220.0614626486875609
390.907356977490860.1852860450182810.0926430225091403
400.8696502372256430.2606995255487140.130349762774357
410.8289964977697820.3420070044604370.171003502230218
420.7882232451779580.4235535096440830.211776754822042
430.7646712501748080.4706574996503850.235328749825192
440.7072577995251290.5854844009497420.292742200474871
450.6305527801170090.7388944397659830.369447219882991
460.7279371103002460.5441257793995080.272062889699754
470.6398202318477530.7203595363044930.360179768152246
480.5682639867371750.8634720265256490.431736013262825
490.8681339854993760.2637320290012480.131866014500624
500.9355349926208850.1289300147582310.0644650073791154
510.8949790845324130.2100418309351750.105020915467587
520.785615802729910.428768394540180.21438419727009







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 level20.0444444444444444OK

\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 & 2 & 0.0444444444444444 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191284&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]2[/C][C]0.0444444444444444[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191284&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191284&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 level20.0444444444444444OK



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}