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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 computationSat, 03 Dec 2016 15:13:16 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/03/t1480774527lss04rnh0u1qp63.htm/, Retrieved Sun, 05 May 2024 14:11:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=297628, Retrieved Sun, 05 May 2024 14:11:50 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact120
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [] [2016-12-03 14:13:16] [73c8181f60882f9827d3eab75df83592] [Current]
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Dataseries X:
4	2	4	3	5	4	13	0
5	3	3	4	5	4	16	1
4	4	5	4	5	4	17	1
3	4	3	3	4	4	NA	1
4	4	5	4	5	4	NA	0
3	4	4	4	5	5	16	1
3	4	4	3	3	4	NA	1
3	4	5	4	4	4	NA	1
4	5	4	4	5	5	NA	0
4	5	5	4	5	5	17	0
4	4	2	4	5	4	17	0
4	4	5	3	5	4	15	0
4	4	4	3	4	5	16	0
3	3	5	4	4	5	14	0
4	4	5	4	2	5	16	0
3	4	5	4	4	5	17	1
3	4	5	4	4	5	NA	0
NA	NA	5	NA	5	5	NA	1
5	5	4	3	4	4	NA	1
4	4	4	4	5	4	NA	1
3	4	5	3	4	5	16	1
4	4	4	4	5	5	NA	0
4	4	5	4	4	5	16	1
4	4	5	4	4	4	NA	1
4	4	5	4	4	5	NA	0
3	4	4	4	4	4	NA	0
3	4	4	3	5	5	16	0
4	4	4	4	4	4	15	0
2	4	5	4	5	5	16	0
5	4	4	4	4	4	16	0
4	3	5	4	4	4	13	0
4	5	5	4	5	5	15	1
5	4	5	4	4	5	17	0
4	3	5	4	NA	5	NA	0
2	3	5	4	5	4	13	1
4	5	2	4	4	4	17	0
3	4	5	4	4	4	NA	0
4	3	5	3	4	5	14	1
4	3	3	4	4	4	14	0
4	4	5	4	4	4	18	0
5	4	4	4	4	4	NA	1
4	5	5	4	5	5	17	1
3	3	4	4	4	4	13	1
5	5	5	3	5	5	16	1
5	4	5	3	4	4	15	1
4	4	4	3	4	5	15	1
4	4	4	4	4	4	NA	1
3	5	5	3	3	4	15	1
4	4	4	4	5	4	13	1
2	3	4	2	NA	4	NA	0
4	5	5	4	4	4	17	1
5	5	2	4	5	4	NA	0
5	5	5	4	4	4	NA	1
4	3	5	4	5	5	11	1
4	3	4	3	4	5	14	0
4	4	5	4	4	4	13	1
3	4	4	3	3	4	NA	0
3	4	4	4	4	3	17	0
4	4	4	3	5	4	16	1
4	4	4	4	5	4	NA	0
5	5	3	4	5	5	17	1
2	4	4	4	5	5	16	1
4	4	4	4	5	5	16	1
3	4	4	4	2	4	16	1
4	4	5	4	5	5	15	0
4	2	4	4	4	4	12	1
4	4	4	3	5	3	17	0
4	4	4	3	5	4	14	1
5	4	5	3	3	5	14	0
3	4	4	3	5	5	16	1
3	4	4	3	4	5	NA	1
4	5	5	5	5	4	NA	1
4	4	3	4	NA	4	NA	0
4	4	4	4	4	4	NA	1
4	4	4	5	5	4	NA	0
3	4	3	4	4	4	15	1
4	4	4	4	5	4	16	0
3	4	5	3	5	5	14	1
3	3	5	4	4	5	15	0
4	3	5	4	4	4	17	1
4	4	5	4	4	5	NA	1
3	3	3	4	4	4	10	0
4	4	4	4	5	4	NA	0
4	4	3	4	5	5	17	0
4	4	4	4	5	5	NA	1
5	4	4	4	4	4	20	1
5	4	3	5	4	5	17	1
4	4	5	4	5	5	18	1
3	4	5	4	4	5	NA	1
3	NA	4	4	4	4	17	0
4	2	3	3	4	4	14	1
4	4	5	4	4	3	NA	0
4	4	5	4	4	5	17	0
4	4	4	4	5	4	NA	0
4	5	4	4	5	3	17	0
3	4	4	3	5	5	NA	1
4	4	5	4	4	5	16	1
5	4	3	4	4	5	18	1
5	4	5	5	4	5	18	0
4	5	4	4	5	5	16	1
3	4	5	4	4	5	NA	1
5	3	4	4	5	5	NA	0
4	4	5	4	4	5	15	0
5	4	4	4	4	5	13	1
3	4	4	3	NA	4	NA	1
5	4	4	5	5	5	NA	1
4	4	5	3	NA	5	NA	1
4	4	3	3	4	3	NA	0
4	4	5	4	4	4	NA	0
4	4	5	4	4	4	16	0
3	4	5	4	5	3	NA	1
4	4	4	4	4	4	NA	1
4	4	4	3	4	5	NA	1
3	3	4	3	5	5	12	0
4	4	4	3	4	4	NA	0
3	4	5	4	4	4	16	1
4	4	5	4	3	4	16	0
5	4	5	1	5	5	NA	0
5	4	5	4	5	5	16	1
4	4	4	4	4	3	14	0
4	4	5	3	4	4	15	0
3	4	4	3	4	5	14	0
4	4	4	4	4	4	NA	1
4	4	4	4	5	4	15	1
4	5	3	4	4	4	NA	1
3	4	4	4	4	4	15	1
4	4	4	3	4	4	16	1
4	4	4	4	4	5	NA	0
3	4	3	3	4	4	NA	0
4	4	4	3	4	3	NA	1
3	2	4	2	4	4	11	1
4	4	4	3	5	4	NA	1
5	4	4	3	5	4	18	0
2	4	4	3	3	5	NA	1
3	3	4	4	4	4	11	0
4	4	4	3	4	4	NA	0
5	5	4	4	5	4	18	0
NA	NA	2	NA	NA	NA	NA	0
4	5	5	4	4	4	15	1
5	5	5	5	5	4	19	0
4	5	5	4	5	5	17	0
4	4	4	3	4	5	NA	0
3	4	5	4	5	4	14	0
4	4	5	4	4	4	NA	1
4	4	2	4	4	4	13	0
4	4	3	4	5	5	17	1
4	4	4	4	5	5	14	1
5	4	5	3	5	4	19	1
4	3	5	4	4	4	14	1
4	4	5	4	4	4	NA	0
3	3	2	3	4	4	NA	0
4	5	5	4	4	3	16	0
4	4	4	3	4	4	16	0
4	4	4	4	4	5	15	1
3	4	5	3	5	5	12	1
4	4	5	4	4	5	NA	1
5	4	5	4	5	4	17	1
4	4	5	4	3	4	NA	0
2	3	5	4	4	4	NA	1
4	4	4	4	4	5	18	0
4	3	4	3	5	5	15	1
4	4	4	4	4	3	18	0
4	5	5	5	4	4	15	0
5	4	3	4	4	4	NA	0
5	4	4	3	4	4	NA	0
3	3	1	4	5	5	NA	0
4	4	4	4	4	5	16	1
4	4	4	4	5	4	NA	1
2	3	4	5	5	4	16	0




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time7 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297628&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]7 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=297628&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297628&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R ServerBig Analytics Cloud Computing Center







Multiple Linear Regression - Estimated Regression Equation
TVDC[t] = + 6.02325 + 0.649713SK1[t] + 1.20144SK2[t] -0.0140394SK3[t] + 0.462548SK4[t] + 0.161402SK5[t] -0.022023SK6[t] -0.137479G[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
TVDC[t] =  +  6.02325 +  0.649713SK1[t] +  1.20144SK2[t] -0.0140394SK3[t] +  0.462548SK4[t] +  0.161402SK5[t] -0.022023SK6[t] -0.137479G[t]  + e[t] \tabularnewline
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297628&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]TVDC[t] =  +  6.02325 +  0.649713SK1[t] +  1.20144SK2[t] -0.0140394SK3[t] +  0.462548SK4[t] +  0.161402SK5[t] -0.022023SK6[t] -0.137479G[t]  + e[t][/C][/ROW]
[ROW][C][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297628&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297628&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
TVDC[t] = + 6.02325 + 0.649713SK1[t] + 1.20144SK2[t] -0.0140394SK3[t] + 0.462548SK4[t] + 0.161402SK5[t] -0.022023SK6[t] -0.137479G[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)+6.023 2.149+2.8030e+00 0.006156 0.003078
SK1+0.6497 0.2152+3.0190e+00 0.003265 0.001633
SK2+1.201 0.2391+5.0250e+00 2.392e-06 1.196e-06
SK3-0.01404 0.2044-6.8670e-02 0.9454 0.4727
SK4+0.4626 0.2886+1.6030e+00 0.1124 0.05619
SK5+0.1614 0.2425+6.6550e-01 0.5074 0.2537
SK6-0.02202 0.2629-8.3780e-02 0.9334 0.4667
G-0.1375 0.3141-4.3780e-01 0.6626 0.3313

\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) & +6.023 &  2.149 & +2.8030e+00 &  0.006156 &  0.003078 \tabularnewline
SK1 & +0.6497 &  0.2152 & +3.0190e+00 &  0.003265 &  0.001633 \tabularnewline
SK2 & +1.201 &  0.2391 & +5.0250e+00 &  2.392e-06 &  1.196e-06 \tabularnewline
SK3 & -0.01404 &  0.2044 & -6.8670e-02 &  0.9454 &  0.4727 \tabularnewline
SK4 & +0.4626 &  0.2886 & +1.6030e+00 &  0.1124 &  0.05619 \tabularnewline
SK5 & +0.1614 &  0.2425 & +6.6550e-01 &  0.5074 &  0.2537 \tabularnewline
SK6 & -0.02202 &  0.2629 & -8.3780e-02 &  0.9334 &  0.4667 \tabularnewline
G & -0.1375 &  0.3141 & -4.3780e-01 &  0.6626 &  0.3313 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297628&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]+6.023[/C][C] 2.149[/C][C]+2.8030e+00[/C][C] 0.006156[/C][C] 0.003078[/C][/ROW]
[ROW][C]SK1[/C][C]+0.6497[/C][C] 0.2152[/C][C]+3.0190e+00[/C][C] 0.003265[/C][C] 0.001633[/C][/ROW]
[ROW][C]SK2[/C][C]+1.201[/C][C] 0.2391[/C][C]+5.0250e+00[/C][C] 2.392e-06[/C][C] 1.196e-06[/C][/ROW]
[ROW][C]SK3[/C][C]-0.01404[/C][C] 0.2044[/C][C]-6.8670e-02[/C][C] 0.9454[/C][C] 0.4727[/C][/ROW]
[ROW][C]SK4[/C][C]+0.4626[/C][C] 0.2886[/C][C]+1.6030e+00[/C][C] 0.1124[/C][C] 0.05619[/C][/ROW]
[ROW][C]SK5[/C][C]+0.1614[/C][C] 0.2425[/C][C]+6.6550e-01[/C][C] 0.5074[/C][C] 0.2537[/C][/ROW]
[ROW][C]SK6[/C][C]-0.02202[/C][C] 0.2629[/C][C]-8.3780e-02[/C][C] 0.9334[/C][C] 0.4667[/C][/ROW]
[ROW][C]G[/C][C]-0.1375[/C][C] 0.3141[/C][C]-4.3780e-01[/C][C] 0.6626[/C][C] 0.3313[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297628&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297628&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)+6.023 2.149+2.8030e+00 0.006156 0.003078
SK1+0.6497 0.2152+3.0190e+00 0.003265 0.001633
SK2+1.201 0.2391+5.0250e+00 2.392e-06 1.196e-06
SK3-0.01404 0.2044-6.8670e-02 0.9454 0.4727
SK4+0.4626 0.2886+1.6030e+00 0.1124 0.05619
SK5+0.1614 0.2425+6.6550e-01 0.5074 0.2537
SK6-0.02202 0.2629-8.3780e-02 0.9334 0.4667
G-0.1375 0.3141-4.3780e-01 0.6626 0.3313







Multiple Linear Regression - Regression Statistics
Multiple R 0.6155
R-squared 0.3788
Adjusted R-squared 0.3326
F-TEST (value) 8.19
F-TEST (DF numerator)7
F-TEST (DF denominator)94
p-value 9.169e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.532
Sum Squared Residuals 220.7

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R &  0.6155 \tabularnewline
R-squared &  0.3788 \tabularnewline
Adjusted R-squared &  0.3326 \tabularnewline
F-TEST (value) &  8.19 \tabularnewline
F-TEST (DF numerator) & 7 \tabularnewline
F-TEST (DF denominator) & 94 \tabularnewline
p-value &  9.169e-08 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation &  1.532 \tabularnewline
Sum Squared Residuals &  220.7 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297628&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C] 0.6155[/C][/ROW]
[ROW][C]R-squared[/C][C] 0.3788[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C] 0.3326[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C] 8.19[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]7[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]94[/C][/ROW]
[ROW][C]p-value[/C][C] 9.169e-08[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C] 1.532[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C] 220.7[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297628&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297628&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 R 0.6155
R-squared 0.3788
Adjusted R-squared 0.3326
F-TEST (value) 8.19
F-TEST (DF numerator)7
F-TEST (DF denominator)94
p-value 9.169e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.532
Sum Squared Residuals 220.7







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1 13 13.08-0.07539
2 16 15.27 0.7343
3 17 15.79 1.211
4 16 15.13 0.8684
5 17 17.11-0.1062
6 17 15.97 1.031
7 15 15.46-0.4642
8 16 15.29 0.7052
9 14 13.89 0.1078
10 16 15.42 0.5794
11 17 14.96 2.044
12 16 14.49 1.506
13 16 15.61 0.3941
14 16 14.81 1.193
15 15 15.78-0.7794
16 16 14.61 1.395
17 16 16.43-0.4291
18 13 14.56-1.564
19 15 16.97-1.969
20 17 16.39 0.6069
21 13 13.29-0.2884
22 17 17.01-0.008941
23 14 13.94 0.05811
24 14 14.59-0.592
25 18 15.77 2.235
26 17 16.97 0.03128
27 13 13.79-0.7908
28 16 17.16-1.156
29 15 15.82-0.8151
30 15 15.16-0.1574
31 15 15.56-0.5557
32 13 15.8-2.803
33 17 16.83 0.1707
34 11 14.57-3.566
35 14 14.09-0.09341
36 13 15.63-2.628
37 17 15.15 1.848
38 16 15.34 0.6592
39 17 17.65-0.6465
40 16 14.48 1.518
41 16 15.78 0.2187
42 16 14.67 1.331
43 15 15.9-0.9048
44 12 13.24-1.239
45 17 15.5 1.5
46 14 15.34-1.341
47 14 15.77-1.769
48 16 14.67 1.331
49 15 15.01-0.006267
50 16 15.94 0.05918
51 14 14.65-0.655
52 15 13.89 1.108
53 17 14.43 2.574
54 10 13.94-3.942
55 17 15.93 1.067
56 20 16.29 3.708
57 17 16.75 0.2538
58 18 15.77 2.233
59 14 12.79 1.209
60 17 15.74 1.257
61 17 17.16-0.1643
62 16 15.61 0.3941
63 18 16.28 1.716
64 18 16.86 1.144
65 16 16.98-0.9828
66 15 15.74-0.7434
67 13 16.27-3.27
68 16 15.77 0.2346
69 12 13.61-1.605
70 16 14.98 1.022
71 16 15.6 0.396
72 16 16.42-0.417
73 14 15.8-1.801
74 15 15.3-0.3028
75 14 14.65-0.6451
76 15 15.8-0.8033
77 15 14.99 0.007773
78 16 15.18 0.8206
79 11 11.66-0.6642
80 18 16.13 1.872
81 11 13.93-2.928
82 18 17.79 0.208
83 15 16.83-1.829
84 19 18.24 0.7595
85 17 17.11-0.1062
86 14 15.28-1.277
87 13 15.81-2.808
88 17 15.8 1.205
89 14 15.78-1.781
90 19 15.98 3.024
91 14 14.43-0.4265
92 16 16.99-0.9888
93 16 15.32 0.6831
94 15 15.62-0.6199
95 12 14.65-2.655
96 17 16.44 0.561
97 18 15.76 2.243
98 15 14.12 0.8827
99 18 15.8 2.199
100 15 17.43-2.429
101 16 15.62 0.3801
102 16 13.9 2.098

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 &  13 &  13.08 & -0.07539 \tabularnewline
2 &  16 &  15.27 &  0.7343 \tabularnewline
3 &  17 &  15.79 &  1.211 \tabularnewline
4 &  16 &  15.13 &  0.8684 \tabularnewline
5 &  17 &  17.11 & -0.1062 \tabularnewline
6 &  17 &  15.97 &  1.031 \tabularnewline
7 &  15 &  15.46 & -0.4642 \tabularnewline
8 &  16 &  15.29 &  0.7052 \tabularnewline
9 &  14 &  13.89 &  0.1078 \tabularnewline
10 &  16 &  15.42 &  0.5794 \tabularnewline
11 &  17 &  14.96 &  2.044 \tabularnewline
12 &  16 &  14.49 &  1.506 \tabularnewline
13 &  16 &  15.61 &  0.3941 \tabularnewline
14 &  16 &  14.81 &  1.193 \tabularnewline
15 &  15 &  15.78 & -0.7794 \tabularnewline
16 &  16 &  14.61 &  1.395 \tabularnewline
17 &  16 &  16.43 & -0.4291 \tabularnewline
18 &  13 &  14.56 & -1.564 \tabularnewline
19 &  15 &  16.97 & -1.969 \tabularnewline
20 &  17 &  16.39 &  0.6069 \tabularnewline
21 &  13 &  13.29 & -0.2884 \tabularnewline
22 &  17 &  17.01 & -0.008941 \tabularnewline
23 &  14 &  13.94 &  0.05811 \tabularnewline
24 &  14 &  14.59 & -0.592 \tabularnewline
25 &  18 &  15.77 &  2.235 \tabularnewline
26 &  17 &  16.97 &  0.03128 \tabularnewline
27 &  13 &  13.79 & -0.7908 \tabularnewline
28 &  16 &  17.16 & -1.156 \tabularnewline
29 &  15 &  15.82 & -0.8151 \tabularnewline
30 &  15 &  15.16 & -0.1574 \tabularnewline
31 &  15 &  15.56 & -0.5557 \tabularnewline
32 &  13 &  15.8 & -2.803 \tabularnewline
33 &  17 &  16.83 &  0.1707 \tabularnewline
34 &  11 &  14.57 & -3.566 \tabularnewline
35 &  14 &  14.09 & -0.09341 \tabularnewline
36 &  13 &  15.63 & -2.628 \tabularnewline
37 &  17 &  15.15 &  1.848 \tabularnewline
38 &  16 &  15.34 &  0.6592 \tabularnewline
39 &  17 &  17.65 & -0.6465 \tabularnewline
40 &  16 &  14.48 &  1.518 \tabularnewline
41 &  16 &  15.78 &  0.2187 \tabularnewline
42 &  16 &  14.67 &  1.331 \tabularnewline
43 &  15 &  15.9 & -0.9048 \tabularnewline
44 &  12 &  13.24 & -1.239 \tabularnewline
45 &  17 &  15.5 &  1.5 \tabularnewline
46 &  14 &  15.34 & -1.341 \tabularnewline
47 &  14 &  15.77 & -1.769 \tabularnewline
48 &  16 &  14.67 &  1.331 \tabularnewline
49 &  15 &  15.01 & -0.006267 \tabularnewline
50 &  16 &  15.94 &  0.05918 \tabularnewline
51 &  14 &  14.65 & -0.655 \tabularnewline
52 &  15 &  13.89 &  1.108 \tabularnewline
53 &  17 &  14.43 &  2.574 \tabularnewline
54 &  10 &  13.94 & -3.942 \tabularnewline
55 &  17 &  15.93 &  1.067 \tabularnewline
56 &  20 &  16.29 &  3.708 \tabularnewline
57 &  17 &  16.75 &  0.2538 \tabularnewline
58 &  18 &  15.77 &  2.233 \tabularnewline
59 &  14 &  12.79 &  1.209 \tabularnewline
60 &  17 &  15.74 &  1.257 \tabularnewline
61 &  17 &  17.16 & -0.1643 \tabularnewline
62 &  16 &  15.61 &  0.3941 \tabularnewline
63 &  18 &  16.28 &  1.716 \tabularnewline
64 &  18 &  16.86 &  1.144 \tabularnewline
65 &  16 &  16.98 & -0.9828 \tabularnewline
66 &  15 &  15.74 & -0.7434 \tabularnewline
67 &  13 &  16.27 & -3.27 \tabularnewline
68 &  16 &  15.77 &  0.2346 \tabularnewline
69 &  12 &  13.61 & -1.605 \tabularnewline
70 &  16 &  14.98 &  1.022 \tabularnewline
71 &  16 &  15.6 &  0.396 \tabularnewline
72 &  16 &  16.42 & -0.417 \tabularnewline
73 &  14 &  15.8 & -1.801 \tabularnewline
74 &  15 &  15.3 & -0.3028 \tabularnewline
75 &  14 &  14.65 & -0.6451 \tabularnewline
76 &  15 &  15.8 & -0.8033 \tabularnewline
77 &  15 &  14.99 &  0.007773 \tabularnewline
78 &  16 &  15.18 &  0.8206 \tabularnewline
79 &  11 &  11.66 & -0.6642 \tabularnewline
80 &  18 &  16.13 &  1.872 \tabularnewline
81 &  11 &  13.93 & -2.928 \tabularnewline
82 &  18 &  17.79 &  0.208 \tabularnewline
83 &  15 &  16.83 & -1.829 \tabularnewline
84 &  19 &  18.24 &  0.7595 \tabularnewline
85 &  17 &  17.11 & -0.1062 \tabularnewline
86 &  14 &  15.28 & -1.277 \tabularnewline
87 &  13 &  15.81 & -2.808 \tabularnewline
88 &  17 &  15.8 &  1.205 \tabularnewline
89 &  14 &  15.78 & -1.781 \tabularnewline
90 &  19 &  15.98 &  3.024 \tabularnewline
91 &  14 &  14.43 & -0.4265 \tabularnewline
92 &  16 &  16.99 & -0.9888 \tabularnewline
93 &  16 &  15.32 &  0.6831 \tabularnewline
94 &  15 &  15.62 & -0.6199 \tabularnewline
95 &  12 &  14.65 & -2.655 \tabularnewline
96 &  17 &  16.44 &  0.561 \tabularnewline
97 &  18 &  15.76 &  2.243 \tabularnewline
98 &  15 &  14.12 &  0.8827 \tabularnewline
99 &  18 &  15.8 &  2.199 \tabularnewline
100 &  15 &  17.43 & -2.429 \tabularnewline
101 &  16 &  15.62 &  0.3801 \tabularnewline
102 &  16 &  13.9 &  2.098 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297628&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] 13[/C][C] 13.08[/C][C]-0.07539[/C][/ROW]
[ROW][C]2[/C][C] 16[/C][C] 15.27[/C][C] 0.7343[/C][/ROW]
[ROW][C]3[/C][C] 17[/C][C] 15.79[/C][C] 1.211[/C][/ROW]
[ROW][C]4[/C][C] 16[/C][C] 15.13[/C][C] 0.8684[/C][/ROW]
[ROW][C]5[/C][C] 17[/C][C] 17.11[/C][C]-0.1062[/C][/ROW]
[ROW][C]6[/C][C] 17[/C][C] 15.97[/C][C] 1.031[/C][/ROW]
[ROW][C]7[/C][C] 15[/C][C] 15.46[/C][C]-0.4642[/C][/ROW]
[ROW][C]8[/C][C] 16[/C][C] 15.29[/C][C] 0.7052[/C][/ROW]
[ROW][C]9[/C][C] 14[/C][C] 13.89[/C][C] 0.1078[/C][/ROW]
[ROW][C]10[/C][C] 16[/C][C] 15.42[/C][C] 0.5794[/C][/ROW]
[ROW][C]11[/C][C] 17[/C][C] 14.96[/C][C] 2.044[/C][/ROW]
[ROW][C]12[/C][C] 16[/C][C] 14.49[/C][C] 1.506[/C][/ROW]
[ROW][C]13[/C][C] 16[/C][C] 15.61[/C][C] 0.3941[/C][/ROW]
[ROW][C]14[/C][C] 16[/C][C] 14.81[/C][C] 1.193[/C][/ROW]
[ROW][C]15[/C][C] 15[/C][C] 15.78[/C][C]-0.7794[/C][/ROW]
[ROW][C]16[/C][C] 16[/C][C] 14.61[/C][C] 1.395[/C][/ROW]
[ROW][C]17[/C][C] 16[/C][C] 16.43[/C][C]-0.4291[/C][/ROW]
[ROW][C]18[/C][C] 13[/C][C] 14.56[/C][C]-1.564[/C][/ROW]
[ROW][C]19[/C][C] 15[/C][C] 16.97[/C][C]-1.969[/C][/ROW]
[ROW][C]20[/C][C] 17[/C][C] 16.39[/C][C] 0.6069[/C][/ROW]
[ROW][C]21[/C][C] 13[/C][C] 13.29[/C][C]-0.2884[/C][/ROW]
[ROW][C]22[/C][C] 17[/C][C] 17.01[/C][C]-0.008941[/C][/ROW]
[ROW][C]23[/C][C] 14[/C][C] 13.94[/C][C] 0.05811[/C][/ROW]
[ROW][C]24[/C][C] 14[/C][C] 14.59[/C][C]-0.592[/C][/ROW]
[ROW][C]25[/C][C] 18[/C][C] 15.77[/C][C] 2.235[/C][/ROW]
[ROW][C]26[/C][C] 17[/C][C] 16.97[/C][C] 0.03128[/C][/ROW]
[ROW][C]27[/C][C] 13[/C][C] 13.79[/C][C]-0.7908[/C][/ROW]
[ROW][C]28[/C][C] 16[/C][C] 17.16[/C][C]-1.156[/C][/ROW]
[ROW][C]29[/C][C] 15[/C][C] 15.82[/C][C]-0.8151[/C][/ROW]
[ROW][C]30[/C][C] 15[/C][C] 15.16[/C][C]-0.1574[/C][/ROW]
[ROW][C]31[/C][C] 15[/C][C] 15.56[/C][C]-0.5557[/C][/ROW]
[ROW][C]32[/C][C] 13[/C][C] 15.8[/C][C]-2.803[/C][/ROW]
[ROW][C]33[/C][C] 17[/C][C] 16.83[/C][C] 0.1707[/C][/ROW]
[ROW][C]34[/C][C] 11[/C][C] 14.57[/C][C]-3.566[/C][/ROW]
[ROW][C]35[/C][C] 14[/C][C] 14.09[/C][C]-0.09341[/C][/ROW]
[ROW][C]36[/C][C] 13[/C][C] 15.63[/C][C]-2.628[/C][/ROW]
[ROW][C]37[/C][C] 17[/C][C] 15.15[/C][C] 1.848[/C][/ROW]
[ROW][C]38[/C][C] 16[/C][C] 15.34[/C][C] 0.6592[/C][/ROW]
[ROW][C]39[/C][C] 17[/C][C] 17.65[/C][C]-0.6465[/C][/ROW]
[ROW][C]40[/C][C] 16[/C][C] 14.48[/C][C] 1.518[/C][/ROW]
[ROW][C]41[/C][C] 16[/C][C] 15.78[/C][C] 0.2187[/C][/ROW]
[ROW][C]42[/C][C] 16[/C][C] 14.67[/C][C] 1.331[/C][/ROW]
[ROW][C]43[/C][C] 15[/C][C] 15.9[/C][C]-0.9048[/C][/ROW]
[ROW][C]44[/C][C] 12[/C][C] 13.24[/C][C]-1.239[/C][/ROW]
[ROW][C]45[/C][C] 17[/C][C] 15.5[/C][C] 1.5[/C][/ROW]
[ROW][C]46[/C][C] 14[/C][C] 15.34[/C][C]-1.341[/C][/ROW]
[ROW][C]47[/C][C] 14[/C][C] 15.77[/C][C]-1.769[/C][/ROW]
[ROW][C]48[/C][C] 16[/C][C] 14.67[/C][C] 1.331[/C][/ROW]
[ROW][C]49[/C][C] 15[/C][C] 15.01[/C][C]-0.006267[/C][/ROW]
[ROW][C]50[/C][C] 16[/C][C] 15.94[/C][C] 0.05918[/C][/ROW]
[ROW][C]51[/C][C] 14[/C][C] 14.65[/C][C]-0.655[/C][/ROW]
[ROW][C]52[/C][C] 15[/C][C] 13.89[/C][C] 1.108[/C][/ROW]
[ROW][C]53[/C][C] 17[/C][C] 14.43[/C][C] 2.574[/C][/ROW]
[ROW][C]54[/C][C] 10[/C][C] 13.94[/C][C]-3.942[/C][/ROW]
[ROW][C]55[/C][C] 17[/C][C] 15.93[/C][C] 1.067[/C][/ROW]
[ROW][C]56[/C][C] 20[/C][C] 16.29[/C][C] 3.708[/C][/ROW]
[ROW][C]57[/C][C] 17[/C][C] 16.75[/C][C] 0.2538[/C][/ROW]
[ROW][C]58[/C][C] 18[/C][C] 15.77[/C][C] 2.233[/C][/ROW]
[ROW][C]59[/C][C] 14[/C][C] 12.79[/C][C] 1.209[/C][/ROW]
[ROW][C]60[/C][C] 17[/C][C] 15.74[/C][C] 1.257[/C][/ROW]
[ROW][C]61[/C][C] 17[/C][C] 17.16[/C][C]-0.1643[/C][/ROW]
[ROW][C]62[/C][C] 16[/C][C] 15.61[/C][C] 0.3941[/C][/ROW]
[ROW][C]63[/C][C] 18[/C][C] 16.28[/C][C] 1.716[/C][/ROW]
[ROW][C]64[/C][C] 18[/C][C] 16.86[/C][C] 1.144[/C][/ROW]
[ROW][C]65[/C][C] 16[/C][C] 16.98[/C][C]-0.9828[/C][/ROW]
[ROW][C]66[/C][C] 15[/C][C] 15.74[/C][C]-0.7434[/C][/ROW]
[ROW][C]67[/C][C] 13[/C][C] 16.27[/C][C]-3.27[/C][/ROW]
[ROW][C]68[/C][C] 16[/C][C] 15.77[/C][C] 0.2346[/C][/ROW]
[ROW][C]69[/C][C] 12[/C][C] 13.61[/C][C]-1.605[/C][/ROW]
[ROW][C]70[/C][C] 16[/C][C] 14.98[/C][C] 1.022[/C][/ROW]
[ROW][C]71[/C][C] 16[/C][C] 15.6[/C][C] 0.396[/C][/ROW]
[ROW][C]72[/C][C] 16[/C][C] 16.42[/C][C]-0.417[/C][/ROW]
[ROW][C]73[/C][C] 14[/C][C] 15.8[/C][C]-1.801[/C][/ROW]
[ROW][C]74[/C][C] 15[/C][C] 15.3[/C][C]-0.3028[/C][/ROW]
[ROW][C]75[/C][C] 14[/C][C] 14.65[/C][C]-0.6451[/C][/ROW]
[ROW][C]76[/C][C] 15[/C][C] 15.8[/C][C]-0.8033[/C][/ROW]
[ROW][C]77[/C][C] 15[/C][C] 14.99[/C][C] 0.007773[/C][/ROW]
[ROW][C]78[/C][C] 16[/C][C] 15.18[/C][C] 0.8206[/C][/ROW]
[ROW][C]79[/C][C] 11[/C][C] 11.66[/C][C]-0.6642[/C][/ROW]
[ROW][C]80[/C][C] 18[/C][C] 16.13[/C][C] 1.872[/C][/ROW]
[ROW][C]81[/C][C] 11[/C][C] 13.93[/C][C]-2.928[/C][/ROW]
[ROW][C]82[/C][C] 18[/C][C] 17.79[/C][C] 0.208[/C][/ROW]
[ROW][C]83[/C][C] 15[/C][C] 16.83[/C][C]-1.829[/C][/ROW]
[ROW][C]84[/C][C] 19[/C][C] 18.24[/C][C] 0.7595[/C][/ROW]
[ROW][C]85[/C][C] 17[/C][C] 17.11[/C][C]-0.1062[/C][/ROW]
[ROW][C]86[/C][C] 14[/C][C] 15.28[/C][C]-1.277[/C][/ROW]
[ROW][C]87[/C][C] 13[/C][C] 15.81[/C][C]-2.808[/C][/ROW]
[ROW][C]88[/C][C] 17[/C][C] 15.8[/C][C] 1.205[/C][/ROW]
[ROW][C]89[/C][C] 14[/C][C] 15.78[/C][C]-1.781[/C][/ROW]
[ROW][C]90[/C][C] 19[/C][C] 15.98[/C][C] 3.024[/C][/ROW]
[ROW][C]91[/C][C] 14[/C][C] 14.43[/C][C]-0.4265[/C][/ROW]
[ROW][C]92[/C][C] 16[/C][C] 16.99[/C][C]-0.9888[/C][/ROW]
[ROW][C]93[/C][C] 16[/C][C] 15.32[/C][C] 0.6831[/C][/ROW]
[ROW][C]94[/C][C] 15[/C][C] 15.62[/C][C]-0.6199[/C][/ROW]
[ROW][C]95[/C][C] 12[/C][C] 14.65[/C][C]-2.655[/C][/ROW]
[ROW][C]96[/C][C] 17[/C][C] 16.44[/C][C] 0.561[/C][/ROW]
[ROW][C]97[/C][C] 18[/C][C] 15.76[/C][C] 2.243[/C][/ROW]
[ROW][C]98[/C][C] 15[/C][C] 14.12[/C][C] 0.8827[/C][/ROW]
[ROW][C]99[/C][C] 18[/C][C] 15.8[/C][C] 2.199[/C][/ROW]
[ROW][C]100[/C][C] 15[/C][C] 17.43[/C][C]-2.429[/C][/ROW]
[ROW][C]101[/C][C] 16[/C][C] 15.62[/C][C] 0.3801[/C][/ROW]
[ROW][C]102[/C][C] 16[/C][C] 13.9[/C][C] 2.098[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297628&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297628&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
1 13 13.08-0.07539
2 16 15.27 0.7343
3 17 15.79 1.211
4 16 15.13 0.8684
5 17 17.11-0.1062
6 17 15.97 1.031
7 15 15.46-0.4642
8 16 15.29 0.7052
9 14 13.89 0.1078
10 16 15.42 0.5794
11 17 14.96 2.044
12 16 14.49 1.506
13 16 15.61 0.3941
14 16 14.81 1.193
15 15 15.78-0.7794
16 16 14.61 1.395
17 16 16.43-0.4291
18 13 14.56-1.564
19 15 16.97-1.969
20 17 16.39 0.6069
21 13 13.29-0.2884
22 17 17.01-0.008941
23 14 13.94 0.05811
24 14 14.59-0.592
25 18 15.77 2.235
26 17 16.97 0.03128
27 13 13.79-0.7908
28 16 17.16-1.156
29 15 15.82-0.8151
30 15 15.16-0.1574
31 15 15.56-0.5557
32 13 15.8-2.803
33 17 16.83 0.1707
34 11 14.57-3.566
35 14 14.09-0.09341
36 13 15.63-2.628
37 17 15.15 1.848
38 16 15.34 0.6592
39 17 17.65-0.6465
40 16 14.48 1.518
41 16 15.78 0.2187
42 16 14.67 1.331
43 15 15.9-0.9048
44 12 13.24-1.239
45 17 15.5 1.5
46 14 15.34-1.341
47 14 15.77-1.769
48 16 14.67 1.331
49 15 15.01-0.006267
50 16 15.94 0.05918
51 14 14.65-0.655
52 15 13.89 1.108
53 17 14.43 2.574
54 10 13.94-3.942
55 17 15.93 1.067
56 20 16.29 3.708
57 17 16.75 0.2538
58 18 15.77 2.233
59 14 12.79 1.209
60 17 15.74 1.257
61 17 17.16-0.1643
62 16 15.61 0.3941
63 18 16.28 1.716
64 18 16.86 1.144
65 16 16.98-0.9828
66 15 15.74-0.7434
67 13 16.27-3.27
68 16 15.77 0.2346
69 12 13.61-1.605
70 16 14.98 1.022
71 16 15.6 0.396
72 16 16.42-0.417
73 14 15.8-1.801
74 15 15.3-0.3028
75 14 14.65-0.6451
76 15 15.8-0.8033
77 15 14.99 0.007773
78 16 15.18 0.8206
79 11 11.66-0.6642
80 18 16.13 1.872
81 11 13.93-2.928
82 18 17.79 0.208
83 15 16.83-1.829
84 19 18.24 0.7595
85 17 17.11-0.1062
86 14 15.28-1.277
87 13 15.81-2.808
88 17 15.8 1.205
89 14 15.78-1.781
90 19 15.98 3.024
91 14 14.43-0.4265
92 16 16.99-0.9888
93 16 15.32 0.6831
94 15 15.62-0.6199
95 12 14.65-2.655
96 17 16.44 0.561
97 18 15.76 2.243
98 15 14.12 0.8827
99 18 15.8 2.199
100 15 17.43-2.429
101 16 15.62 0.3801
102 16 13.9 2.098







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
11 0.06445 0.1289 0.9355
12 0.02019 0.04038 0.9798
13 0.009389 0.01878 0.9906
14 0.004536 0.009073 0.9955
15 0.007748 0.0155 0.9923
16 0.004115 0.008231 0.9959
17 0.001465 0.00293 0.9985
18 0.001613 0.003226 0.9984
19 0.02516 0.05033 0.9748
20 0.03425 0.0685 0.9658
21 0.02479 0.04959 0.9752
22 0.01585 0.0317 0.9841
23 0.01155 0.0231 0.9885
24 0.008174 0.01635 0.9918
25 0.03833 0.07666 0.9617
26 0.02447 0.04894 0.9755
27 0.02147 0.04293 0.9785
28 0.01894 0.03788 0.9811
29 0.01207 0.02414 0.9879
30 0.007696 0.01539 0.9923
31 0.00474 0.00948 0.9953
32 0.01601 0.03202 0.984
33 0.01147 0.02294 0.9885
34 0.07345 0.1469 0.9265
35 0.05384 0.1077 0.9462
36 0.08348 0.167 0.9165
37 0.09137 0.1827 0.9086
38 0.07602 0.152 0.924
39 0.05637 0.1127 0.9436
40 0.05169 0.1034 0.9483
41 0.03824 0.07649 0.9618
42 0.03692 0.07385 0.9631
43 0.02961 0.05923 0.9704
44 0.02724 0.05448 0.9728
45 0.02545 0.0509 0.9746
46 0.02437 0.04875 0.9756
47 0.02709 0.05418 0.9729
48 0.02597 0.05194 0.974
49 0.02146 0.04292 0.9785
50 0.01462 0.02923 0.9854
51 0.01105 0.02211 0.9889
52 0.008848 0.0177 0.9912
53 0.02908 0.05816 0.9709
54 0.1932 0.3864 0.8068
55 0.175 0.3501 0.825
56 0.4311 0.8621 0.5689
57 0.3742 0.7485 0.6258
58 0.4402 0.8804 0.5598
59 0.407 0.814 0.593
60 0.3898 0.7797 0.6102
61 0.332 0.6641 0.668
62 0.2869 0.5739 0.7131
63 0.307 0.6141 0.693
64 0.2791 0.5582 0.7209
65 0.2403 0.4806 0.7597
66 0.1997 0.3993 0.8003
67 0.369 0.738 0.631
68 0.3096 0.6191 0.6904
69 0.3098 0.6195 0.6902
70 0.334 0.6679 0.666
71 0.2928 0.5857 0.7072
72 0.2656 0.5312 0.7344
73 0.281 0.562 0.719
74 0.2259 0.4518 0.7741
75 0.1836 0.3671 0.8164
76 0.1554 0.3109 0.8446
77 0.1458 0.2915 0.8542
78 0.1451 0.2902 0.8549
79 0.1097 0.2194 0.8903
80 0.09164 0.1833 0.9084
81 0.2464 0.4928 0.7536
82 0.186 0.3721 0.814
83 0.1598 0.3196 0.8402
84 0.1144 0.2288 0.8856
85 0.07585 0.1517 0.9242
86 0.07106 0.1421 0.9289
87 0.4654 0.9309 0.5346
88 0.3566 0.7132 0.6434
89 0.485 0.9699 0.515
90 0.7895 0.4211 0.2105
91 0.6334 0.7332 0.3666

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
11 &  0.06445 &  0.1289 &  0.9355 \tabularnewline
12 &  0.02019 &  0.04038 &  0.9798 \tabularnewline
13 &  0.009389 &  0.01878 &  0.9906 \tabularnewline
14 &  0.004536 &  0.009073 &  0.9955 \tabularnewline
15 &  0.007748 &  0.0155 &  0.9923 \tabularnewline
16 &  0.004115 &  0.008231 &  0.9959 \tabularnewline
17 &  0.001465 &  0.00293 &  0.9985 \tabularnewline
18 &  0.001613 &  0.003226 &  0.9984 \tabularnewline
19 &  0.02516 &  0.05033 &  0.9748 \tabularnewline
20 &  0.03425 &  0.0685 &  0.9658 \tabularnewline
21 &  0.02479 &  0.04959 &  0.9752 \tabularnewline
22 &  0.01585 &  0.0317 &  0.9841 \tabularnewline
23 &  0.01155 &  0.0231 &  0.9885 \tabularnewline
24 &  0.008174 &  0.01635 &  0.9918 \tabularnewline
25 &  0.03833 &  0.07666 &  0.9617 \tabularnewline
26 &  0.02447 &  0.04894 &  0.9755 \tabularnewline
27 &  0.02147 &  0.04293 &  0.9785 \tabularnewline
28 &  0.01894 &  0.03788 &  0.9811 \tabularnewline
29 &  0.01207 &  0.02414 &  0.9879 \tabularnewline
30 &  0.007696 &  0.01539 &  0.9923 \tabularnewline
31 &  0.00474 &  0.00948 &  0.9953 \tabularnewline
32 &  0.01601 &  0.03202 &  0.984 \tabularnewline
33 &  0.01147 &  0.02294 &  0.9885 \tabularnewline
34 &  0.07345 &  0.1469 &  0.9265 \tabularnewline
35 &  0.05384 &  0.1077 &  0.9462 \tabularnewline
36 &  0.08348 &  0.167 &  0.9165 \tabularnewline
37 &  0.09137 &  0.1827 &  0.9086 \tabularnewline
38 &  0.07602 &  0.152 &  0.924 \tabularnewline
39 &  0.05637 &  0.1127 &  0.9436 \tabularnewline
40 &  0.05169 &  0.1034 &  0.9483 \tabularnewline
41 &  0.03824 &  0.07649 &  0.9618 \tabularnewline
42 &  0.03692 &  0.07385 &  0.9631 \tabularnewline
43 &  0.02961 &  0.05923 &  0.9704 \tabularnewline
44 &  0.02724 &  0.05448 &  0.9728 \tabularnewline
45 &  0.02545 &  0.0509 &  0.9746 \tabularnewline
46 &  0.02437 &  0.04875 &  0.9756 \tabularnewline
47 &  0.02709 &  0.05418 &  0.9729 \tabularnewline
48 &  0.02597 &  0.05194 &  0.974 \tabularnewline
49 &  0.02146 &  0.04292 &  0.9785 \tabularnewline
50 &  0.01462 &  0.02923 &  0.9854 \tabularnewline
51 &  0.01105 &  0.02211 &  0.9889 \tabularnewline
52 &  0.008848 &  0.0177 &  0.9912 \tabularnewline
53 &  0.02908 &  0.05816 &  0.9709 \tabularnewline
54 &  0.1932 &  0.3864 &  0.8068 \tabularnewline
55 &  0.175 &  0.3501 &  0.825 \tabularnewline
56 &  0.4311 &  0.8621 &  0.5689 \tabularnewline
57 &  0.3742 &  0.7485 &  0.6258 \tabularnewline
58 &  0.4402 &  0.8804 &  0.5598 \tabularnewline
59 &  0.407 &  0.814 &  0.593 \tabularnewline
60 &  0.3898 &  0.7797 &  0.6102 \tabularnewline
61 &  0.332 &  0.6641 &  0.668 \tabularnewline
62 &  0.2869 &  0.5739 &  0.7131 \tabularnewline
63 &  0.307 &  0.6141 &  0.693 \tabularnewline
64 &  0.2791 &  0.5582 &  0.7209 \tabularnewline
65 &  0.2403 &  0.4806 &  0.7597 \tabularnewline
66 &  0.1997 &  0.3993 &  0.8003 \tabularnewline
67 &  0.369 &  0.738 &  0.631 \tabularnewline
68 &  0.3096 &  0.6191 &  0.6904 \tabularnewline
69 &  0.3098 &  0.6195 &  0.6902 \tabularnewline
70 &  0.334 &  0.6679 &  0.666 \tabularnewline
71 &  0.2928 &  0.5857 &  0.7072 \tabularnewline
72 &  0.2656 &  0.5312 &  0.7344 \tabularnewline
73 &  0.281 &  0.562 &  0.719 \tabularnewline
74 &  0.2259 &  0.4518 &  0.7741 \tabularnewline
75 &  0.1836 &  0.3671 &  0.8164 \tabularnewline
76 &  0.1554 &  0.3109 &  0.8446 \tabularnewline
77 &  0.1458 &  0.2915 &  0.8542 \tabularnewline
78 &  0.1451 &  0.2902 &  0.8549 \tabularnewline
79 &  0.1097 &  0.2194 &  0.8903 \tabularnewline
80 &  0.09164 &  0.1833 &  0.9084 \tabularnewline
81 &  0.2464 &  0.4928 &  0.7536 \tabularnewline
82 &  0.186 &  0.3721 &  0.814 \tabularnewline
83 &  0.1598 &  0.3196 &  0.8402 \tabularnewline
84 &  0.1144 &  0.2288 &  0.8856 \tabularnewline
85 &  0.07585 &  0.1517 &  0.9242 \tabularnewline
86 &  0.07106 &  0.1421 &  0.9289 \tabularnewline
87 &  0.4654 &  0.9309 &  0.5346 \tabularnewline
88 &  0.3566 &  0.7132 &  0.6434 \tabularnewline
89 &  0.485 &  0.9699 &  0.515 \tabularnewline
90 &  0.7895 &  0.4211 &  0.2105 \tabularnewline
91 &  0.6334 &  0.7332 &  0.3666 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297628&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]11[/C][C] 0.06445[/C][C] 0.1289[/C][C] 0.9355[/C][/ROW]
[ROW][C]12[/C][C] 0.02019[/C][C] 0.04038[/C][C] 0.9798[/C][/ROW]
[ROW][C]13[/C][C] 0.009389[/C][C] 0.01878[/C][C] 0.9906[/C][/ROW]
[ROW][C]14[/C][C] 0.004536[/C][C] 0.009073[/C][C] 0.9955[/C][/ROW]
[ROW][C]15[/C][C] 0.007748[/C][C] 0.0155[/C][C] 0.9923[/C][/ROW]
[ROW][C]16[/C][C] 0.004115[/C][C] 0.008231[/C][C] 0.9959[/C][/ROW]
[ROW][C]17[/C][C] 0.001465[/C][C] 0.00293[/C][C] 0.9985[/C][/ROW]
[ROW][C]18[/C][C] 0.001613[/C][C] 0.003226[/C][C] 0.9984[/C][/ROW]
[ROW][C]19[/C][C] 0.02516[/C][C] 0.05033[/C][C] 0.9748[/C][/ROW]
[ROW][C]20[/C][C] 0.03425[/C][C] 0.0685[/C][C] 0.9658[/C][/ROW]
[ROW][C]21[/C][C] 0.02479[/C][C] 0.04959[/C][C] 0.9752[/C][/ROW]
[ROW][C]22[/C][C] 0.01585[/C][C] 0.0317[/C][C] 0.9841[/C][/ROW]
[ROW][C]23[/C][C] 0.01155[/C][C] 0.0231[/C][C] 0.9885[/C][/ROW]
[ROW][C]24[/C][C] 0.008174[/C][C] 0.01635[/C][C] 0.9918[/C][/ROW]
[ROW][C]25[/C][C] 0.03833[/C][C] 0.07666[/C][C] 0.9617[/C][/ROW]
[ROW][C]26[/C][C] 0.02447[/C][C] 0.04894[/C][C] 0.9755[/C][/ROW]
[ROW][C]27[/C][C] 0.02147[/C][C] 0.04293[/C][C] 0.9785[/C][/ROW]
[ROW][C]28[/C][C] 0.01894[/C][C] 0.03788[/C][C] 0.9811[/C][/ROW]
[ROW][C]29[/C][C] 0.01207[/C][C] 0.02414[/C][C] 0.9879[/C][/ROW]
[ROW][C]30[/C][C] 0.007696[/C][C] 0.01539[/C][C] 0.9923[/C][/ROW]
[ROW][C]31[/C][C] 0.00474[/C][C] 0.00948[/C][C] 0.9953[/C][/ROW]
[ROW][C]32[/C][C] 0.01601[/C][C] 0.03202[/C][C] 0.984[/C][/ROW]
[ROW][C]33[/C][C] 0.01147[/C][C] 0.02294[/C][C] 0.9885[/C][/ROW]
[ROW][C]34[/C][C] 0.07345[/C][C] 0.1469[/C][C] 0.9265[/C][/ROW]
[ROW][C]35[/C][C] 0.05384[/C][C] 0.1077[/C][C] 0.9462[/C][/ROW]
[ROW][C]36[/C][C] 0.08348[/C][C] 0.167[/C][C] 0.9165[/C][/ROW]
[ROW][C]37[/C][C] 0.09137[/C][C] 0.1827[/C][C] 0.9086[/C][/ROW]
[ROW][C]38[/C][C] 0.07602[/C][C] 0.152[/C][C] 0.924[/C][/ROW]
[ROW][C]39[/C][C] 0.05637[/C][C] 0.1127[/C][C] 0.9436[/C][/ROW]
[ROW][C]40[/C][C] 0.05169[/C][C] 0.1034[/C][C] 0.9483[/C][/ROW]
[ROW][C]41[/C][C] 0.03824[/C][C] 0.07649[/C][C] 0.9618[/C][/ROW]
[ROW][C]42[/C][C] 0.03692[/C][C] 0.07385[/C][C] 0.9631[/C][/ROW]
[ROW][C]43[/C][C] 0.02961[/C][C] 0.05923[/C][C] 0.9704[/C][/ROW]
[ROW][C]44[/C][C] 0.02724[/C][C] 0.05448[/C][C] 0.9728[/C][/ROW]
[ROW][C]45[/C][C] 0.02545[/C][C] 0.0509[/C][C] 0.9746[/C][/ROW]
[ROW][C]46[/C][C] 0.02437[/C][C] 0.04875[/C][C] 0.9756[/C][/ROW]
[ROW][C]47[/C][C] 0.02709[/C][C] 0.05418[/C][C] 0.9729[/C][/ROW]
[ROW][C]48[/C][C] 0.02597[/C][C] 0.05194[/C][C] 0.974[/C][/ROW]
[ROW][C]49[/C][C] 0.02146[/C][C] 0.04292[/C][C] 0.9785[/C][/ROW]
[ROW][C]50[/C][C] 0.01462[/C][C] 0.02923[/C][C] 0.9854[/C][/ROW]
[ROW][C]51[/C][C] 0.01105[/C][C] 0.02211[/C][C] 0.9889[/C][/ROW]
[ROW][C]52[/C][C] 0.008848[/C][C] 0.0177[/C][C] 0.9912[/C][/ROW]
[ROW][C]53[/C][C] 0.02908[/C][C] 0.05816[/C][C] 0.9709[/C][/ROW]
[ROW][C]54[/C][C] 0.1932[/C][C] 0.3864[/C][C] 0.8068[/C][/ROW]
[ROW][C]55[/C][C] 0.175[/C][C] 0.3501[/C][C] 0.825[/C][/ROW]
[ROW][C]56[/C][C] 0.4311[/C][C] 0.8621[/C][C] 0.5689[/C][/ROW]
[ROW][C]57[/C][C] 0.3742[/C][C] 0.7485[/C][C] 0.6258[/C][/ROW]
[ROW][C]58[/C][C] 0.4402[/C][C] 0.8804[/C][C] 0.5598[/C][/ROW]
[ROW][C]59[/C][C] 0.407[/C][C] 0.814[/C][C] 0.593[/C][/ROW]
[ROW][C]60[/C][C] 0.3898[/C][C] 0.7797[/C][C] 0.6102[/C][/ROW]
[ROW][C]61[/C][C] 0.332[/C][C] 0.6641[/C][C] 0.668[/C][/ROW]
[ROW][C]62[/C][C] 0.2869[/C][C] 0.5739[/C][C] 0.7131[/C][/ROW]
[ROW][C]63[/C][C] 0.307[/C][C] 0.6141[/C][C] 0.693[/C][/ROW]
[ROW][C]64[/C][C] 0.2791[/C][C] 0.5582[/C][C] 0.7209[/C][/ROW]
[ROW][C]65[/C][C] 0.2403[/C][C] 0.4806[/C][C] 0.7597[/C][/ROW]
[ROW][C]66[/C][C] 0.1997[/C][C] 0.3993[/C][C] 0.8003[/C][/ROW]
[ROW][C]67[/C][C] 0.369[/C][C] 0.738[/C][C] 0.631[/C][/ROW]
[ROW][C]68[/C][C] 0.3096[/C][C] 0.6191[/C][C] 0.6904[/C][/ROW]
[ROW][C]69[/C][C] 0.3098[/C][C] 0.6195[/C][C] 0.6902[/C][/ROW]
[ROW][C]70[/C][C] 0.334[/C][C] 0.6679[/C][C] 0.666[/C][/ROW]
[ROW][C]71[/C][C] 0.2928[/C][C] 0.5857[/C][C] 0.7072[/C][/ROW]
[ROW][C]72[/C][C] 0.2656[/C][C] 0.5312[/C][C] 0.7344[/C][/ROW]
[ROW][C]73[/C][C] 0.281[/C][C] 0.562[/C][C] 0.719[/C][/ROW]
[ROW][C]74[/C][C] 0.2259[/C][C] 0.4518[/C][C] 0.7741[/C][/ROW]
[ROW][C]75[/C][C] 0.1836[/C][C] 0.3671[/C][C] 0.8164[/C][/ROW]
[ROW][C]76[/C][C] 0.1554[/C][C] 0.3109[/C][C] 0.8446[/C][/ROW]
[ROW][C]77[/C][C] 0.1458[/C][C] 0.2915[/C][C] 0.8542[/C][/ROW]
[ROW][C]78[/C][C] 0.1451[/C][C] 0.2902[/C][C] 0.8549[/C][/ROW]
[ROW][C]79[/C][C] 0.1097[/C][C] 0.2194[/C][C] 0.8903[/C][/ROW]
[ROW][C]80[/C][C] 0.09164[/C][C] 0.1833[/C][C] 0.9084[/C][/ROW]
[ROW][C]81[/C][C] 0.2464[/C][C] 0.4928[/C][C] 0.7536[/C][/ROW]
[ROW][C]82[/C][C] 0.186[/C][C] 0.3721[/C][C] 0.814[/C][/ROW]
[ROW][C]83[/C][C] 0.1598[/C][C] 0.3196[/C][C] 0.8402[/C][/ROW]
[ROW][C]84[/C][C] 0.1144[/C][C] 0.2288[/C][C] 0.8856[/C][/ROW]
[ROW][C]85[/C][C] 0.07585[/C][C] 0.1517[/C][C] 0.9242[/C][/ROW]
[ROW][C]86[/C][C] 0.07106[/C][C] 0.1421[/C][C] 0.9289[/C][/ROW]
[ROW][C]87[/C][C] 0.4654[/C][C] 0.9309[/C][C] 0.5346[/C][/ROW]
[ROW][C]88[/C][C] 0.3566[/C][C] 0.7132[/C][C] 0.6434[/C][/ROW]
[ROW][C]89[/C][C] 0.485[/C][C] 0.9699[/C][C] 0.515[/C][/ROW]
[ROW][C]90[/C][C] 0.7895[/C][C] 0.4211[/C][C] 0.2105[/C][/ROW]
[ROW][C]91[/C][C] 0.6334[/C][C] 0.7332[/C][C] 0.3666[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297628&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297628&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
11 0.06445 0.1289 0.9355
12 0.02019 0.04038 0.9798
13 0.009389 0.01878 0.9906
14 0.004536 0.009073 0.9955
15 0.007748 0.0155 0.9923
16 0.004115 0.008231 0.9959
17 0.001465 0.00293 0.9985
18 0.001613 0.003226 0.9984
19 0.02516 0.05033 0.9748
20 0.03425 0.0685 0.9658
21 0.02479 0.04959 0.9752
22 0.01585 0.0317 0.9841
23 0.01155 0.0231 0.9885
24 0.008174 0.01635 0.9918
25 0.03833 0.07666 0.9617
26 0.02447 0.04894 0.9755
27 0.02147 0.04293 0.9785
28 0.01894 0.03788 0.9811
29 0.01207 0.02414 0.9879
30 0.007696 0.01539 0.9923
31 0.00474 0.00948 0.9953
32 0.01601 0.03202 0.984
33 0.01147 0.02294 0.9885
34 0.07345 0.1469 0.9265
35 0.05384 0.1077 0.9462
36 0.08348 0.167 0.9165
37 0.09137 0.1827 0.9086
38 0.07602 0.152 0.924
39 0.05637 0.1127 0.9436
40 0.05169 0.1034 0.9483
41 0.03824 0.07649 0.9618
42 0.03692 0.07385 0.9631
43 0.02961 0.05923 0.9704
44 0.02724 0.05448 0.9728
45 0.02545 0.0509 0.9746
46 0.02437 0.04875 0.9756
47 0.02709 0.05418 0.9729
48 0.02597 0.05194 0.974
49 0.02146 0.04292 0.9785
50 0.01462 0.02923 0.9854
51 0.01105 0.02211 0.9889
52 0.008848 0.0177 0.9912
53 0.02908 0.05816 0.9709
54 0.1932 0.3864 0.8068
55 0.175 0.3501 0.825
56 0.4311 0.8621 0.5689
57 0.3742 0.7485 0.6258
58 0.4402 0.8804 0.5598
59 0.407 0.814 0.593
60 0.3898 0.7797 0.6102
61 0.332 0.6641 0.668
62 0.2869 0.5739 0.7131
63 0.307 0.6141 0.693
64 0.2791 0.5582 0.7209
65 0.2403 0.4806 0.7597
66 0.1997 0.3993 0.8003
67 0.369 0.738 0.631
68 0.3096 0.6191 0.6904
69 0.3098 0.6195 0.6902
70 0.334 0.6679 0.666
71 0.2928 0.5857 0.7072
72 0.2656 0.5312 0.7344
73 0.281 0.562 0.719
74 0.2259 0.4518 0.7741
75 0.1836 0.3671 0.8164
76 0.1554 0.3109 0.8446
77 0.1458 0.2915 0.8542
78 0.1451 0.2902 0.8549
79 0.1097 0.2194 0.8903
80 0.09164 0.1833 0.9084
81 0.2464 0.4928 0.7536
82 0.186 0.3721 0.814
83 0.1598 0.3196 0.8402
84 0.1144 0.2288 0.8856
85 0.07585 0.1517 0.9242
86 0.07106 0.1421 0.9289
87 0.4654 0.9309 0.5346
88 0.3566 0.7132 0.6434
89 0.485 0.9699 0.515
90 0.7895 0.4211 0.2105
91 0.6334 0.7332 0.3666







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level5 0.06173NOK
5% type I error level240.296296NOK
10% type I error level350.432099NOK

\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 & 5 &  0.06173 & NOK \tabularnewline
5% type I error level & 24 & 0.296296 & NOK \tabularnewline
10% type I error level & 35 & 0.432099 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297628&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]5[/C][C] 0.06173[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]24[/C][C]0.296296[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]35[/C][C]0.432099[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297628&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297628&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 level5 0.06173NOK
5% type I error level240.296296NOK
10% type I error level350.432099NOK







Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.74779, df1 = 2, df2 = 92, p-value = 0.4763
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.97753, df1 = 14, df2 = 80, p-value = 0.4835
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.1855, df1 = 2, df2 = 92, p-value = 0.3102

\begin{tabular}{lllllllll}
\hline
Ramsey RESET F-Test for powers (2 and 3) of fitted values \tabularnewline
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.74779, df1 = 2, df2 = 92, p-value = 0.4763
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of regressors \tabularnewline
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.97753, df1 = 14, df2 = 80, p-value = 0.4835
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of principal components \tabularnewline
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.1855, df1 = 2, df2 = 92, p-value = 0.3102
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=297628&T=7

[TABLE]
[ROW][C]Ramsey RESET F-Test for powers (2 and 3) of fitted values[/C][/ROW]
[ROW][C]
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.74779, df1 = 2, df2 = 92, p-value = 0.4763
[/C][/ROW] [ROW][C]Ramsey RESET F-Test for powers (2 and 3) of regressors[/C][/ROW] [ROW][C]
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.97753, df1 = 14, df2 = 80, p-value = 0.4835
[/C][/ROW] [ROW][C]Ramsey RESET F-Test for powers (2 and 3) of principal components[/C][/ROW] [ROW][C]
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.1855, df1 = 2, df2 = 92, p-value = 0.3102
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=297628&T=7

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297628&T=7

As an alternative you can also use a QR Code:  

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

Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.74779, df1 = 2, df2 = 92, p-value = 0.4763
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.97753, df1 = 14, df2 = 80, p-value = 0.4835
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.1855, df1 = 2, df2 = 92, p-value = 0.3102







Variance Inflation Factors (Multicollinearity)
> vif
     SK1      SK2      SK3      SK4      SK5      SK6        G 
1.076742 1.173460 1.060510 1.076882 1.041520 1.074715 1.067413 

\begin{tabular}{lllllllll}
\hline
Variance Inflation Factors (Multicollinearity) \tabularnewline
> vif
     SK1      SK2      SK3      SK4      SK5      SK6        G 
1.076742 1.173460 1.060510 1.076882 1.041520 1.074715 1.067413 
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=297628&T=8

[TABLE]
[ROW][C]Variance Inflation Factors (Multicollinearity)[/C][/ROW]
[ROW][C]
> vif
     SK1      SK2      SK3      SK4      SK5      SK6        G 
1.076742 1.173460 1.060510 1.076882 1.041520 1.074715 1.067413 
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=297628&T=8

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297628&T=8

As an alternative you can also use a QR Code:  

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

Variance Inflation Factors (Multicollinearity)
> vif
     SK1      SK2      SK3      SK4      SK5      SK6        G 
1.076742 1.173460 1.060510 1.076882 1.041520 1.074715 1.067413 



Parameters (Session):
par1 = 7 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = 0 ; par5 = 0 ;
Parameters (R input):
par1 = 7 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = 0 ; par5 = 0 ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
library(car)
library(MASS)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
mywarning <- ''
par1 <- as.numeric(par1)
if(is.na(par1)) {
par1 <- 1
mywarning = 'Warning: you did not specify the column number of the endogenous series! The first column was selected by default.'
}
if (par4=='') par4 <- 0
par4 <- as.numeric(par4)
if (par5=='') par5 <- 0
par5 <- as.numeric(par5)
x <- na.omit(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'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'Seasonal Differences (s=12)'){
(n <- n - 12)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B12)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+12,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'First and Seasonal Differences (s=12)'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
(n <- n - 12)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B12)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+12,j] - x[i,j]
}
}
x <- x2
}
if(par4 > 0) {
x2 <- array(0, dim=c(n-par4,par4), dimnames=list(1:(n-par4), paste(colnames(x)[par1],'(t-',1:par4,')',sep='')))
for (i in 1:(n-par4)) {
for (j in 1:par4) {
x2[i,j] <- x[i+par4-j,par1]
}
}
x <- cbind(x[(par4+1):n,], x2)
n <- n - par4
}
if(par5 > 0) {
x2 <- array(0, dim=c(n-par5*12,par5), dimnames=list(1:(n-par5*12), paste(colnames(x)[par1],'(t-',1:par5,'s)',sep='')))
for (i in 1:(n-par5*12)) {
for (j in 1:par5) {
x2[i,j] <- x[i+par5*12-j*12,par1]
}
}
x <- cbind(x[(par5*12+1):n,], x2)
n <- n - par5*12
}
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[n,]))
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
print(x)
(k <- length(x[n,]))
head(x)
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$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
sresid <- studres(mylm)
hist(sresid, freq=FALSE, main='Distribution of Studentized Residuals')
xfit<-seq(min(sresid),max(sresid),length=40)
yfit<-dnorm(xfit)
lines(xfit, yfit)
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqPlot(mylm, main='QQ Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
print(z)
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$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, signif(mysum$coefficients[i,1],6), sep=' ')
if (rownames(mysum$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.row.start(a)
a<-table.element(a, mywarning)
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,'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$coefficients)[i],header=TRUE)
a<-table.element(a,formatC(signif(mysum$coefficients[i,1],5),format='g',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,2],5),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,3],4),format='e',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4],4),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4]/2,4),format='g',flag=' '))
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,formatC(signif(sqrt(mysum$r.squared),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$adj.r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a,formatC(signif(mysum$fstatistic[1],6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[2],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[3],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a,formatC(signif(1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a,formatC(signif(mysum$sigma,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a,formatC(signif(sum(myerror*myerror),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
myr <- as.numeric(mysum$resid)
myr
if(n < 200) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,formatC(signif(x[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(x[i]-mysum$resid[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$resid[i],6),format='g',flag=' '))
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,formatC(signif(gqarr[mypoint-kp3+1,1],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,2],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,3],6),format='g',flag=' '))
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,signif(numsignificant1,6))
a<-table.element(a,formatC(signif(numsignificant1/numgqtests,6),format='g',flag=' '))
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,signif(numsignificant5,6))
a<-table.element(a,signif(numsignificant5/numgqtests,6))
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,signif(numsignificant10,6))
a<-table.element(a,signif(numsignificant10/numgqtests,6))
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')
}
}
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of fitted values',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_fitted <- resettest(mylm,power=2:3,type='fitted')
a<-table.element(a,paste('
',RC.texteval('reset_test_fitted'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of regressors',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_regressors <- resettest(mylm,power=2:3,type='regressor')
a<-table.element(a,paste('
',RC.texteval('reset_test_regressors'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of principal components',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_principal_components <- resettest(mylm,power=2:3,type='princomp')
a<-table.element(a,paste('
',RC.texteval('reset_test_principal_components'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable8.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Inflation Factors (Multicollinearity)',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
vif <- vif(mylm)
a<-table.element(a,paste('
',RC.texteval('vif'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable9.tab')