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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, 13 Dec 2016 16:39:44 +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/13/t1481643616arzwe8fwznydmlp.htm/, Retrieved Sat, 04 May 2024 21:33:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=299161, Retrieved Sat, 04 May 2024 21:33:55 +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] [Multiple regression ] [2016-12-13 15:39:44] [9fb47d69755d1f4b66b6f2591280f9e0] [Current]
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Dataseries X:
13	4	2	4	3	5	4
16	5	3	3	4	5	4
17	4	4	5	4	5	4
NA	3	4	3	3	4	4
NA	4	4	5	4	5	4
16	3	4	4	4	5	5
NA	3	4	4	3	3	4
NA	3	4	5	4	4	4
NA	4	5	4	4	5	5
17	4	5	5	4	5	5
17	4	4	2	4	5	4
15	4	4	5	3	5	4
16	4	4	4	3	4	5
14	3	3	5	4	4	5
16	4	4	5	4	2	5
17	3	4	5	4	4	5
NA	3	4	5	4	4	5
NA	NA	NA	5	NA	5	5
NA	5	5	4	3	4	4
NA	4	4	4	4	5	4
16	3	4	5	3	4	5
NA	4	4	4	4	5	5
16	4	4	5	4	4	5
NA	4	4	5	4	4	4
NA	4	4	5	4	4	5
NA	3	4	4	4	4	4
16	3	4	4	3	5	5
15	4	4	4	4	4	4
16	2	4	5	4	5	5
16	5	4	4	4	4	4
13	4	3	5	4	4	4
15	4	5	5	4	5	5
17	5	4	5	4	4	5
NA	4	3	5	4	NA	5
13	2	3	5	4	5	4
17	4	5	2	4	4	4
NA	3	4	5	4	4	4
14	4	3	5	3	4	5
14	4	3	3	4	4	4
18	4	4	5	4	4	4
NA	5	4	4	4	4	4
17	4	5	5	4	5	5
13	3	3	4	4	4	4
16	5	5	5	3	5	5
15	5	4	5	3	4	4
15	4	4	4	3	4	5
NA	4	4	4	4	4	4
15	3	5	5	3	3	4
13	4	4	4	4	5	4
NA	2	3	4	2	NA	4
17	4	5	5	4	4	4
NA	5	5	2	4	5	4
NA	5	5	5	4	4	4
11	4	3	5	4	5	5
14	4	3	4	3	4	5
13	4	4	5	4	4	4
NA	3	4	4	3	3	4
17	3	4	4	4	4	3
16	4	4	4	3	5	4
NA	4	4	4	4	5	4
17	5	5	3	4	5	5
16	2	4	4	4	5	5
16	4	4	4	4	5	5
16	3	4	4	4	2	4
15	4	4	5	4	5	5
12	4	2	4	4	4	4
17	4	4	4	3	5	3
14	4	4	4	3	5	4
14	5	4	5	3	3	5
16	3	4	4	3	5	5
NA	3	4	4	3	4	5
NA	4	5	5	5	5	4
NA	4	4	3	4	NA	4
NA	4	4	4	4	4	4
NA	4	4	4	5	5	4
15	3	4	3	4	4	4
16	4	4	4	4	5	4
14	3	4	5	3	5	5
15	3	3	5	4	4	5
17	4	3	5	4	4	4
NA	4	4	5	4	4	5
10	3	3	3	4	4	4
NA	4	4	4	4	5	4
17	4	4	3	4	5	5
NA	4	4	4	4	5	5
20	5	4	4	4	4	4
17	5	4	3	5	4	5
18	4	4	5	4	5	5
NA	3	4	5	4	4	5
17	3	NA	4	4	4	4
14	4	2	3	3	4	4
NA	4	4	5	4	4	3
17	4	4	5	4	4	5
NA	4	4	4	4	5	4
17	4	5	4	4	5	3
NA	3	4	4	3	5	5
16	4	4	5	4	4	5
18	5	4	3	4	4	5
18	5	4	5	5	4	5
16	4	5	4	4	5	5
NA	3	4	5	4	4	5
NA	5	3	4	4	5	5
15	4	4	5	4	4	5
13	5	4	4	4	4	5
NA	3	4	4	3	NA	4
NA	5	4	4	5	5	5
NA	4	4	5	3	NA	5
NA	4	4	3	3	4	3
NA	4	4	5	4	4	4
16	4	4	5	4	4	4
NA	3	4	5	4	5	3
NA	4	4	4	4	4	4
NA	4	4	4	3	4	5
12	3	3	4	3	5	5
NA	4	4	4	3	4	4
16	3	4	5	4	4	4
16	4	4	5	4	3	4
NA	5	4	5	1	5	5
16	5	4	5	4	5	5
14	4	4	4	4	4	3
15	4	4	5	3	4	4
14	3	4	4	3	4	5
NA	4	4	4	4	4	4
15	4	4	4	4	5	4
NA	4	5	3	4	4	4
15	3	4	4	4	4	4
16	4	4	4	3	4	4
NA	4	4	4	4	4	5
NA	3	4	3	3	4	4
NA	4	4	4	3	4	3
11	3	2	4	2	4	4
NA	4	4	4	3	5	4
18	5	4	4	3	5	4
NA	2	4	4	3	3	5
11	3	3	4	4	4	4
NA	4	4	4	3	4	4
18	5	5	4	4	5	4
NA	NA	NA	2	NA	NA	NA
15	4	5	5	4	4	4
19	5	5	5	5	5	4
17	4	5	5	4	5	5
NA	4	4	4	3	4	5
14	3	4	5	4	5	4
NA	4	4	5	4	4	4
13	4	4	2	4	4	4
17	4	4	3	4	5	5
14	4	4	4	4	5	5
19	5	4	5	3	5	4
14	4	3	5	4	4	4
NA	4	4	5	4	4	4
NA	3	3	2	3	4	4
16	4	5	5	4	4	3
16	4	4	4	3	4	4
15	4	4	4	4	4	5
12	3	4	5	3	5	5
NA	4	4	5	4	4	5
17	5	4	5	4	5	4
NA	4	4	5	4	3	4
NA	2	3	5	4	4	4
18	4	4	4	4	4	5
15	4	3	4	3	5	5
18	4	4	4	4	4	3
15	4	5	5	5	4	4
NA	5	4	3	4	4	4
NA	5	4	4	3	4	4
NA	3	3	1	4	5	5
16	4	4	4	4	4	5
NA	4	4	4	4	5	4
16	2	3	4	5	5	4




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time6 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 time6 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299161&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]6 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=299161&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299161&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 time6 seconds
R ServerBig Analytics Cloud Computing Center







Multiple Linear Regression - Estimated Regression Equation
a[t] = + 6.17113 + 0.654382b[t] + 1.21091c[t] -0.0176858d[t] + 0.489403e[t] + 0.156109f[t] -0.0646882g[t] -0.0029188t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
a[t] =  +  6.17113 +  0.654382b[t] +  1.21091c[t] -0.0176858d[t] +  0.489403e[t] +  0.156109f[t] -0.0646882g[t] -0.0029188t  + e[t] \tabularnewline
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299161&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]a[t] =  +  6.17113 +  0.654382b[t] +  1.21091c[t] -0.0176858d[t] +  0.489403e[t] +  0.156109f[t] -0.0646882g[t] -0.0029188t  + e[t][/C][/ROW]
[ROW][C][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299161&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299161&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
a[t] = + 6.17113 + 0.654382b[t] + 1.21091c[t] -0.0176858d[t] + 0.489403e[t] + 0.156109f[t] -0.0646882g[t] -0.0029188t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)+6.171 2.159+2.8580e+00 0.00525 0.002625
b+0.6544 0.2154+3.0380e+00 0.003083 0.001541
c+1.211 0.239+5.0670e+00 2.017e-06 1.008e-06
d-0.01769 0.2043-8.6580e-02 0.9312 0.4656
e+0.4894 0.2881+1.6980e+00 0.09272 0.04636
f+0.1561 0.2416+6.4620e-01 0.5197 0.2598
g-0.06469 0.2606-2.4830e-01 0.8045 0.4022
t-0.002919 0.005257-5.5520e-01 0.5801 0.29

\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) & +6.171 &  2.159 & +2.8580e+00 &  0.00525 &  0.002625 \tabularnewline
b & +0.6544 &  0.2154 & +3.0380e+00 &  0.003083 &  0.001541 \tabularnewline
c & +1.211 &  0.239 & +5.0670e+00 &  2.017e-06 &  1.008e-06 \tabularnewline
d & -0.01769 &  0.2043 & -8.6580e-02 &  0.9312 &  0.4656 \tabularnewline
e & +0.4894 &  0.2881 & +1.6980e+00 &  0.09272 &  0.04636 \tabularnewline
f & +0.1561 &  0.2416 & +6.4620e-01 &  0.5197 &  0.2598 \tabularnewline
g & -0.06469 &  0.2606 & -2.4830e-01 &  0.8045 &  0.4022 \tabularnewline
t & -0.002919 &  0.005257 & -5.5520e-01 &  0.5801 &  0.29 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299161&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]+6.171[/C][C] 2.159[/C][C]+2.8580e+00[/C][C] 0.00525[/C][C] 0.002625[/C][/ROW]
[ROW][C]b[/C][C]+0.6544[/C][C] 0.2154[/C][C]+3.0380e+00[/C][C] 0.003083[/C][C] 0.001541[/C][/ROW]
[ROW][C]c[/C][C]+1.211[/C][C] 0.239[/C][C]+5.0670e+00[/C][C] 2.017e-06[/C][C] 1.008e-06[/C][/ROW]
[ROW][C]d[/C][C]-0.01769[/C][C] 0.2043[/C][C]-8.6580e-02[/C][C] 0.9312[/C][C] 0.4656[/C][/ROW]
[ROW][C]e[/C][C]+0.4894[/C][C] 0.2881[/C][C]+1.6980e+00[/C][C] 0.09272[/C][C] 0.04636[/C][/ROW]
[ROW][C]f[/C][C]+0.1561[/C][C] 0.2416[/C][C]+6.4620e-01[/C][C] 0.5197[/C][C] 0.2598[/C][/ROW]
[ROW][C]g[/C][C]-0.06469[/C][C] 0.2606[/C][C]-2.4830e-01[/C][C] 0.8045[/C][C] 0.4022[/C][/ROW]
[ROW][C]t[/C][C]-0.002919[/C][C] 0.005257[/C][C]-5.5520e-01[/C][C] 0.5801[/C][C] 0.29[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299161&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299161&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)+6.171 2.159+2.8580e+00 0.00525 0.002625
b+0.6544 0.2154+3.0380e+00 0.003083 0.001541
c+1.211 0.239+5.0670e+00 2.017e-06 1.008e-06
d-0.01769 0.2043-8.6580e-02 0.9312 0.4656
e+0.4894 0.2881+1.6980e+00 0.09272 0.04636
f+0.1561 0.2416+6.4620e-01 0.5197 0.2598
g-0.06469 0.2606-2.4830e-01 0.8045 0.4022
t-0.002919 0.005257-5.5520e-01 0.5801 0.29







Multiple Linear Regression - Regression Statistics
Multiple R 0.6161
R-squared 0.3796
Adjusted R-squared 0.3334
F-TEST (value) 8.217
F-TEST (DF numerator)7
F-TEST (DF denominator)94
p-value 8.693e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.531
Sum Squared Residuals 220.5

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R &  0.6161 \tabularnewline
R-squared &  0.3796 \tabularnewline
Adjusted R-squared &  0.3334 \tabularnewline
F-TEST (value) &  8.217 \tabularnewline
F-TEST (DF numerator) & 7 \tabularnewline
F-TEST (DF denominator) & 94 \tabularnewline
p-value &  8.693e-08 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation &  1.531 \tabularnewline
Sum Squared Residuals &  220.5 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299161&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C] 0.6161[/C][/ROW]
[ROW][C]R-squared[/C][C] 0.3796[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C] 0.3334[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C] 8.217[/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] 8.693e-08[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C] 1.531[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C] 220.5[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299161&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299161&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 0.6161
R-squared 0.3796
Adjusted R-squared 0.3334
F-TEST (value) 8.217
F-TEST (DF numerator)7
F-TEST (DF denominator)94
p-value 8.693e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.531
Sum Squared Residuals 220.5







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1 13 13.13-0.1268
2 16 15.5 0.5037
3 17 16.01 0.9855
4 16 15.31 0.6898
5 17 17.15-0.1549
6 17 16.06 0.9412
7 15 15.51-0.5134
8 16 15.31 0.6926
9 14 13.91 0.08909
10 16 15.46 0.5389
11 17 15.12 1.884
12 16 14.62 1.376
13 16 15.76 0.2355
14 16 14.79 1.208
15 15 15.84-0.8411
16 16 14.6 1.397
17 16 16.49-0.4896
18 13 14.6-1.604
19 15 17.11-2.114
20 17 16.4 0.6015
21 13 13.44-0.4423
22 17 17.07-0.0669
23 14 14.04-0.03502
24 14 14.62-0.6216
25 18 15.79 2.206
26 17 17.09-0.09359
27 13 13.94-0.9407
28 16 17.25-1.253
29 15 15.95-0.9475
30 15 15.24-0.2432
31 15 15.69-0.6877
32 13 15.95-2.948
33 17 16.98 0.01826
34 11 14.65-3.648
35 14 14.02-0.01768
36 13 15.76-2.762
37 17 15.19 1.813
38 16 15.44 0.5594
39 17 17.75-0.7454
40 16 14.55 1.449
41 16 15.86 0.1434
42 16 14.8 1.204
43 15 15.83-0.8331
44 12 13.33-1.335
45 17 15.48 1.515
46 14 15.42-1.417
47 14 15.67-1.674
48 16 14.69 1.308
49 15 15.11-0.1051
50 16 15.89 0.105
51 14 14.67-0.6659
52 15 13.79 1.215
53 17 14.5 2.498
54 10 13.88-3.88
55 17 15.83 1.167
56 20 16.38 3.624
57 17 16.82 0.1848
58 18 15.79 2.211
59 14 12.82 1.181
60 17 15.63 1.373
61 17 17.14-0.1385
62 16 15.62 0.3785
63 18 16.31 1.692
64 18 16.76 1.241
65 16 17-0.9974
66 15 15.61-0.6098
67 13 16.28-3.279
68 16 15.67 0.3313
69 12 13.42-1.42
70 16 15.01 0.9915
71 16 15.5 0.4962
72 16 16.4-0.4028
73 14 15.74-1.736
74 15 15.16-0.1618
75 14 14.46-0.4575
76 15 15.82-0.8191
77 15 15.01-0.005707
78 16 15.17 0.8322
79 11 11.6-0.5993
80 18 15.97 2.028
81 11 13.78-2.783
82 18 17.67 0.3331
83 15 16.84-1.836
84 19 18.13 0.8672
85 17 16.92 0.07862
86 14 15.12-1.118
87 13 15.67-2.666
88 17 15.74 1.263
89 14 15.72-1.716
90 19 15.93 3.074
91 14 14.39-0.3906
92 16 16.87-0.8742
93 16 15.12 0.876
94 15 15.55-0.5458
95 12 14.54-2.538
96 17 16.4 0.6026
97 18 15.54 2.463
98 15 13.99 1.01
99 18 15.66 2.339
100 15 17.28-2.276
101 16 15.53 0.4747
102 16 13.71 2.287

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 &  13 &  13.13 & -0.1268 \tabularnewline
2 &  16 &  15.5 &  0.5037 \tabularnewline
3 &  17 &  16.01 &  0.9855 \tabularnewline
4 &  16 &  15.31 &  0.6898 \tabularnewline
5 &  17 &  17.15 & -0.1549 \tabularnewline
6 &  17 &  16.06 &  0.9412 \tabularnewline
7 &  15 &  15.51 & -0.5134 \tabularnewline
8 &  16 &  15.31 &  0.6926 \tabularnewline
9 &  14 &  13.91 &  0.08909 \tabularnewline
10 &  16 &  15.46 &  0.5389 \tabularnewline
11 &  17 &  15.12 &  1.884 \tabularnewline
12 &  16 &  14.62 &  1.376 \tabularnewline
13 &  16 &  15.76 &  0.2355 \tabularnewline
14 &  16 &  14.79 &  1.208 \tabularnewline
15 &  15 &  15.84 & -0.8411 \tabularnewline
16 &  16 &  14.6 &  1.397 \tabularnewline
17 &  16 &  16.49 & -0.4896 \tabularnewline
18 &  13 &  14.6 & -1.604 \tabularnewline
19 &  15 &  17.11 & -2.114 \tabularnewline
20 &  17 &  16.4 &  0.6015 \tabularnewline
21 &  13 &  13.44 & -0.4423 \tabularnewline
22 &  17 &  17.07 & -0.0669 \tabularnewline
23 &  14 &  14.04 & -0.03502 \tabularnewline
24 &  14 &  14.62 & -0.6216 \tabularnewline
25 &  18 &  15.79 &  2.206 \tabularnewline
26 &  17 &  17.09 & -0.09359 \tabularnewline
27 &  13 &  13.94 & -0.9407 \tabularnewline
28 &  16 &  17.25 & -1.253 \tabularnewline
29 &  15 &  15.95 & -0.9475 \tabularnewline
30 &  15 &  15.24 & -0.2432 \tabularnewline
31 &  15 &  15.69 & -0.6877 \tabularnewline
32 &  13 &  15.95 & -2.948 \tabularnewline
33 &  17 &  16.98 &  0.01826 \tabularnewline
34 &  11 &  14.65 & -3.648 \tabularnewline
35 &  14 &  14.02 & -0.01768 \tabularnewline
36 &  13 &  15.76 & -2.762 \tabularnewline
37 &  17 &  15.19 &  1.813 \tabularnewline
38 &  16 &  15.44 &  0.5594 \tabularnewline
39 &  17 &  17.75 & -0.7454 \tabularnewline
40 &  16 &  14.55 &  1.449 \tabularnewline
41 &  16 &  15.86 &  0.1434 \tabularnewline
42 &  16 &  14.8 &  1.204 \tabularnewline
43 &  15 &  15.83 & -0.8331 \tabularnewline
44 &  12 &  13.33 & -1.335 \tabularnewline
45 &  17 &  15.48 &  1.515 \tabularnewline
46 &  14 &  15.42 & -1.417 \tabularnewline
47 &  14 &  15.67 & -1.674 \tabularnewline
48 &  16 &  14.69 &  1.308 \tabularnewline
49 &  15 &  15.11 & -0.1051 \tabularnewline
50 &  16 &  15.89 &  0.105 \tabularnewline
51 &  14 &  14.67 & -0.6659 \tabularnewline
52 &  15 &  13.79 &  1.215 \tabularnewline
53 &  17 &  14.5 &  2.498 \tabularnewline
54 &  10 &  13.88 & -3.88 \tabularnewline
55 &  17 &  15.83 &  1.167 \tabularnewline
56 &  20 &  16.38 &  3.624 \tabularnewline
57 &  17 &  16.82 &  0.1848 \tabularnewline
58 &  18 &  15.79 &  2.211 \tabularnewline
59 &  14 &  12.82 &  1.181 \tabularnewline
60 &  17 &  15.63 &  1.373 \tabularnewline
61 &  17 &  17.14 & -0.1385 \tabularnewline
62 &  16 &  15.62 &  0.3785 \tabularnewline
63 &  18 &  16.31 &  1.692 \tabularnewline
64 &  18 &  16.76 &  1.241 \tabularnewline
65 &  16 &  17 & -0.9974 \tabularnewline
66 &  15 &  15.61 & -0.6098 \tabularnewline
67 &  13 &  16.28 & -3.279 \tabularnewline
68 &  16 &  15.67 &  0.3313 \tabularnewline
69 &  12 &  13.42 & -1.42 \tabularnewline
70 &  16 &  15.01 &  0.9915 \tabularnewline
71 &  16 &  15.5 &  0.4962 \tabularnewline
72 &  16 &  16.4 & -0.4028 \tabularnewline
73 &  14 &  15.74 & -1.736 \tabularnewline
74 &  15 &  15.16 & -0.1618 \tabularnewline
75 &  14 &  14.46 & -0.4575 \tabularnewline
76 &  15 &  15.82 & -0.8191 \tabularnewline
77 &  15 &  15.01 & -0.005707 \tabularnewline
78 &  16 &  15.17 &  0.8322 \tabularnewline
79 &  11 &  11.6 & -0.5993 \tabularnewline
80 &  18 &  15.97 &  2.028 \tabularnewline
81 &  11 &  13.78 & -2.783 \tabularnewline
82 &  18 &  17.67 &  0.3331 \tabularnewline
83 &  15 &  16.84 & -1.836 \tabularnewline
84 &  19 &  18.13 &  0.8672 \tabularnewline
85 &  17 &  16.92 &  0.07862 \tabularnewline
86 &  14 &  15.12 & -1.118 \tabularnewline
87 &  13 &  15.67 & -2.666 \tabularnewline
88 &  17 &  15.74 &  1.263 \tabularnewline
89 &  14 &  15.72 & -1.716 \tabularnewline
90 &  19 &  15.93 &  3.074 \tabularnewline
91 &  14 &  14.39 & -0.3906 \tabularnewline
92 &  16 &  16.87 & -0.8742 \tabularnewline
93 &  16 &  15.12 &  0.876 \tabularnewline
94 &  15 &  15.55 & -0.5458 \tabularnewline
95 &  12 &  14.54 & -2.538 \tabularnewline
96 &  17 &  16.4 &  0.6026 \tabularnewline
97 &  18 &  15.54 &  2.463 \tabularnewline
98 &  15 &  13.99 &  1.01 \tabularnewline
99 &  18 &  15.66 &  2.339 \tabularnewline
100 &  15 &  17.28 & -2.276 \tabularnewline
101 &  16 &  15.53 &  0.4747 \tabularnewline
102 &  16 &  13.71 &  2.287 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299161&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] 13.13[/C][C]-0.1268[/C][/ROW]
[ROW][C]2[/C][C] 16[/C][C] 15.5[/C][C] 0.5037[/C][/ROW]
[ROW][C]3[/C][C] 17[/C][C] 16.01[/C][C] 0.9855[/C][/ROW]
[ROW][C]4[/C][C] 16[/C][C] 15.31[/C][C] 0.6898[/C][/ROW]
[ROW][C]5[/C][C] 17[/C][C] 17.15[/C][C]-0.1549[/C][/ROW]
[ROW][C]6[/C][C] 17[/C][C] 16.06[/C][C] 0.9412[/C][/ROW]
[ROW][C]7[/C][C] 15[/C][C] 15.51[/C][C]-0.5134[/C][/ROW]
[ROW][C]8[/C][C] 16[/C][C] 15.31[/C][C] 0.6926[/C][/ROW]
[ROW][C]9[/C][C] 14[/C][C] 13.91[/C][C] 0.08909[/C][/ROW]
[ROW][C]10[/C][C] 16[/C][C] 15.46[/C][C] 0.5389[/C][/ROW]
[ROW][C]11[/C][C] 17[/C][C] 15.12[/C][C] 1.884[/C][/ROW]
[ROW][C]12[/C][C] 16[/C][C] 14.62[/C][C] 1.376[/C][/ROW]
[ROW][C]13[/C][C] 16[/C][C] 15.76[/C][C] 0.2355[/C][/ROW]
[ROW][C]14[/C][C] 16[/C][C] 14.79[/C][C] 1.208[/C][/ROW]
[ROW][C]15[/C][C] 15[/C][C] 15.84[/C][C]-0.8411[/C][/ROW]
[ROW][C]16[/C][C] 16[/C][C] 14.6[/C][C] 1.397[/C][/ROW]
[ROW][C]17[/C][C] 16[/C][C] 16.49[/C][C]-0.4896[/C][/ROW]
[ROW][C]18[/C][C] 13[/C][C] 14.6[/C][C]-1.604[/C][/ROW]
[ROW][C]19[/C][C] 15[/C][C] 17.11[/C][C]-2.114[/C][/ROW]
[ROW][C]20[/C][C] 17[/C][C] 16.4[/C][C] 0.6015[/C][/ROW]
[ROW][C]21[/C][C] 13[/C][C] 13.44[/C][C]-0.4423[/C][/ROW]
[ROW][C]22[/C][C] 17[/C][C] 17.07[/C][C]-0.0669[/C][/ROW]
[ROW][C]23[/C][C] 14[/C][C] 14.04[/C][C]-0.03502[/C][/ROW]
[ROW][C]24[/C][C] 14[/C][C] 14.62[/C][C]-0.6216[/C][/ROW]
[ROW][C]25[/C][C] 18[/C][C] 15.79[/C][C] 2.206[/C][/ROW]
[ROW][C]26[/C][C] 17[/C][C] 17.09[/C][C]-0.09359[/C][/ROW]
[ROW][C]27[/C][C] 13[/C][C] 13.94[/C][C]-0.9407[/C][/ROW]
[ROW][C]28[/C][C] 16[/C][C] 17.25[/C][C]-1.253[/C][/ROW]
[ROW][C]29[/C][C] 15[/C][C] 15.95[/C][C]-0.9475[/C][/ROW]
[ROW][C]30[/C][C] 15[/C][C] 15.24[/C][C]-0.2432[/C][/ROW]
[ROW][C]31[/C][C] 15[/C][C] 15.69[/C][C]-0.6877[/C][/ROW]
[ROW][C]32[/C][C] 13[/C][C] 15.95[/C][C]-2.948[/C][/ROW]
[ROW][C]33[/C][C] 17[/C][C] 16.98[/C][C] 0.01826[/C][/ROW]
[ROW][C]34[/C][C] 11[/C][C] 14.65[/C][C]-3.648[/C][/ROW]
[ROW][C]35[/C][C] 14[/C][C] 14.02[/C][C]-0.01768[/C][/ROW]
[ROW][C]36[/C][C] 13[/C][C] 15.76[/C][C]-2.762[/C][/ROW]
[ROW][C]37[/C][C] 17[/C][C] 15.19[/C][C] 1.813[/C][/ROW]
[ROW][C]38[/C][C] 16[/C][C] 15.44[/C][C] 0.5594[/C][/ROW]
[ROW][C]39[/C][C] 17[/C][C] 17.75[/C][C]-0.7454[/C][/ROW]
[ROW][C]40[/C][C] 16[/C][C] 14.55[/C][C] 1.449[/C][/ROW]
[ROW][C]41[/C][C] 16[/C][C] 15.86[/C][C] 0.1434[/C][/ROW]
[ROW][C]42[/C][C] 16[/C][C] 14.8[/C][C] 1.204[/C][/ROW]
[ROW][C]43[/C][C] 15[/C][C] 15.83[/C][C]-0.8331[/C][/ROW]
[ROW][C]44[/C][C] 12[/C][C] 13.33[/C][C]-1.335[/C][/ROW]
[ROW][C]45[/C][C] 17[/C][C] 15.48[/C][C] 1.515[/C][/ROW]
[ROW][C]46[/C][C] 14[/C][C] 15.42[/C][C]-1.417[/C][/ROW]
[ROW][C]47[/C][C] 14[/C][C] 15.67[/C][C]-1.674[/C][/ROW]
[ROW][C]48[/C][C] 16[/C][C] 14.69[/C][C] 1.308[/C][/ROW]
[ROW][C]49[/C][C] 15[/C][C] 15.11[/C][C]-0.1051[/C][/ROW]
[ROW][C]50[/C][C] 16[/C][C] 15.89[/C][C] 0.105[/C][/ROW]
[ROW][C]51[/C][C] 14[/C][C] 14.67[/C][C]-0.6659[/C][/ROW]
[ROW][C]52[/C][C] 15[/C][C] 13.79[/C][C] 1.215[/C][/ROW]
[ROW][C]53[/C][C] 17[/C][C] 14.5[/C][C] 2.498[/C][/ROW]
[ROW][C]54[/C][C] 10[/C][C] 13.88[/C][C]-3.88[/C][/ROW]
[ROW][C]55[/C][C] 17[/C][C] 15.83[/C][C] 1.167[/C][/ROW]
[ROW][C]56[/C][C] 20[/C][C] 16.38[/C][C] 3.624[/C][/ROW]
[ROW][C]57[/C][C] 17[/C][C] 16.82[/C][C] 0.1848[/C][/ROW]
[ROW][C]58[/C][C] 18[/C][C] 15.79[/C][C] 2.211[/C][/ROW]
[ROW][C]59[/C][C] 14[/C][C] 12.82[/C][C] 1.181[/C][/ROW]
[ROW][C]60[/C][C] 17[/C][C] 15.63[/C][C] 1.373[/C][/ROW]
[ROW][C]61[/C][C] 17[/C][C] 17.14[/C][C]-0.1385[/C][/ROW]
[ROW][C]62[/C][C] 16[/C][C] 15.62[/C][C] 0.3785[/C][/ROW]
[ROW][C]63[/C][C] 18[/C][C] 16.31[/C][C] 1.692[/C][/ROW]
[ROW][C]64[/C][C] 18[/C][C] 16.76[/C][C] 1.241[/C][/ROW]
[ROW][C]65[/C][C] 16[/C][C] 17[/C][C]-0.9974[/C][/ROW]
[ROW][C]66[/C][C] 15[/C][C] 15.61[/C][C]-0.6098[/C][/ROW]
[ROW][C]67[/C][C] 13[/C][C] 16.28[/C][C]-3.279[/C][/ROW]
[ROW][C]68[/C][C] 16[/C][C] 15.67[/C][C] 0.3313[/C][/ROW]
[ROW][C]69[/C][C] 12[/C][C] 13.42[/C][C]-1.42[/C][/ROW]
[ROW][C]70[/C][C] 16[/C][C] 15.01[/C][C] 0.9915[/C][/ROW]
[ROW][C]71[/C][C] 16[/C][C] 15.5[/C][C] 0.4962[/C][/ROW]
[ROW][C]72[/C][C] 16[/C][C] 16.4[/C][C]-0.4028[/C][/ROW]
[ROW][C]73[/C][C] 14[/C][C] 15.74[/C][C]-1.736[/C][/ROW]
[ROW][C]74[/C][C] 15[/C][C] 15.16[/C][C]-0.1618[/C][/ROW]
[ROW][C]75[/C][C] 14[/C][C] 14.46[/C][C]-0.4575[/C][/ROW]
[ROW][C]76[/C][C] 15[/C][C] 15.82[/C][C]-0.8191[/C][/ROW]
[ROW][C]77[/C][C] 15[/C][C] 15.01[/C][C]-0.005707[/C][/ROW]
[ROW][C]78[/C][C] 16[/C][C] 15.17[/C][C] 0.8322[/C][/ROW]
[ROW][C]79[/C][C] 11[/C][C] 11.6[/C][C]-0.5993[/C][/ROW]
[ROW][C]80[/C][C] 18[/C][C] 15.97[/C][C] 2.028[/C][/ROW]
[ROW][C]81[/C][C] 11[/C][C] 13.78[/C][C]-2.783[/C][/ROW]
[ROW][C]82[/C][C] 18[/C][C] 17.67[/C][C] 0.3331[/C][/ROW]
[ROW][C]83[/C][C] 15[/C][C] 16.84[/C][C]-1.836[/C][/ROW]
[ROW][C]84[/C][C] 19[/C][C] 18.13[/C][C] 0.8672[/C][/ROW]
[ROW][C]85[/C][C] 17[/C][C] 16.92[/C][C] 0.07862[/C][/ROW]
[ROW][C]86[/C][C] 14[/C][C] 15.12[/C][C]-1.118[/C][/ROW]
[ROW][C]87[/C][C] 13[/C][C] 15.67[/C][C]-2.666[/C][/ROW]
[ROW][C]88[/C][C] 17[/C][C] 15.74[/C][C] 1.263[/C][/ROW]
[ROW][C]89[/C][C] 14[/C][C] 15.72[/C][C]-1.716[/C][/ROW]
[ROW][C]90[/C][C] 19[/C][C] 15.93[/C][C] 3.074[/C][/ROW]
[ROW][C]91[/C][C] 14[/C][C] 14.39[/C][C]-0.3906[/C][/ROW]
[ROW][C]92[/C][C] 16[/C][C] 16.87[/C][C]-0.8742[/C][/ROW]
[ROW][C]93[/C][C] 16[/C][C] 15.12[/C][C] 0.876[/C][/ROW]
[ROW][C]94[/C][C] 15[/C][C] 15.55[/C][C]-0.5458[/C][/ROW]
[ROW][C]95[/C][C] 12[/C][C] 14.54[/C][C]-2.538[/C][/ROW]
[ROW][C]96[/C][C] 17[/C][C] 16.4[/C][C] 0.6026[/C][/ROW]
[ROW][C]97[/C][C] 18[/C][C] 15.54[/C][C] 2.463[/C][/ROW]
[ROW][C]98[/C][C] 15[/C][C] 13.99[/C][C] 1.01[/C][/ROW]
[ROW][C]99[/C][C] 18[/C][C] 15.66[/C][C] 2.339[/C][/ROW]
[ROW][C]100[/C][C] 15[/C][C] 17.28[/C][C]-2.276[/C][/ROW]
[ROW][C]101[/C][C] 16[/C][C] 15.53[/C][C] 0.4747[/C][/ROW]
[ROW][C]102[/C][C] 16[/C][C] 13.71[/C][C] 2.287[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299161&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299161&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 13.13-0.1268
2 16 15.5 0.5037
3 17 16.01 0.9855
4 16 15.31 0.6898
5 17 17.15-0.1549
6 17 16.06 0.9412
7 15 15.51-0.5134
8 16 15.31 0.6926
9 14 13.91 0.08909
10 16 15.46 0.5389
11 17 15.12 1.884
12 16 14.62 1.376
13 16 15.76 0.2355
14 16 14.79 1.208
15 15 15.84-0.8411
16 16 14.6 1.397
17 16 16.49-0.4896
18 13 14.6-1.604
19 15 17.11-2.114
20 17 16.4 0.6015
21 13 13.44-0.4423
22 17 17.07-0.0669
23 14 14.04-0.03502
24 14 14.62-0.6216
25 18 15.79 2.206
26 17 17.09-0.09359
27 13 13.94-0.9407
28 16 17.25-1.253
29 15 15.95-0.9475
30 15 15.24-0.2432
31 15 15.69-0.6877
32 13 15.95-2.948
33 17 16.98 0.01826
34 11 14.65-3.648
35 14 14.02-0.01768
36 13 15.76-2.762
37 17 15.19 1.813
38 16 15.44 0.5594
39 17 17.75-0.7454
40 16 14.55 1.449
41 16 15.86 0.1434
42 16 14.8 1.204
43 15 15.83-0.8331
44 12 13.33-1.335
45 17 15.48 1.515
46 14 15.42-1.417
47 14 15.67-1.674
48 16 14.69 1.308
49 15 15.11-0.1051
50 16 15.89 0.105
51 14 14.67-0.6659
52 15 13.79 1.215
53 17 14.5 2.498
54 10 13.88-3.88
55 17 15.83 1.167
56 20 16.38 3.624
57 17 16.82 0.1848
58 18 15.79 2.211
59 14 12.82 1.181
60 17 15.63 1.373
61 17 17.14-0.1385
62 16 15.62 0.3785
63 18 16.31 1.692
64 18 16.76 1.241
65 16 17-0.9974
66 15 15.61-0.6098
67 13 16.28-3.279
68 16 15.67 0.3313
69 12 13.42-1.42
70 16 15.01 0.9915
71 16 15.5 0.4962
72 16 16.4-0.4028
73 14 15.74-1.736
74 15 15.16-0.1618
75 14 14.46-0.4575
76 15 15.82-0.8191
77 15 15.01-0.005707
78 16 15.17 0.8322
79 11 11.6-0.5993
80 18 15.97 2.028
81 11 13.78-2.783
82 18 17.67 0.3331
83 15 16.84-1.836
84 19 18.13 0.8672
85 17 16.92 0.07862
86 14 15.12-1.118
87 13 15.67-2.666
88 17 15.74 1.263
89 14 15.72-1.716
90 19 15.93 3.074
91 14 14.39-0.3906
92 16 16.87-0.8742
93 16 15.12 0.876
94 15 15.55-0.5458
95 12 14.54-2.538
96 17 16.4 0.6026
97 18 15.54 2.463
98 15 13.99 1.01
99 18 15.66 2.339
100 15 17.28-2.276
101 16 15.53 0.4747
102 16 13.71 2.287







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
11 0.2079 0.4158 0.7921
12 0.1238 0.2476 0.8762
13 0.05998 0.12 0.94
14 0.02666 0.05332 0.9733
15 0.03582 0.07165 0.9642
16 0.01816 0.03633 0.9818
17 0.008131 0.01626 0.9919
18 0.006119 0.01224 0.9939
19 0.009484 0.01897 0.9905
20 0.02475 0.04949 0.9753
21 0.01341 0.02683 0.9866
22 0.007029 0.01406 0.993
23 0.003603 0.007207 0.9964
24 0.001778 0.003557 0.9982
25 0.02884 0.05768 0.9712
26 0.01777 0.03555 0.9822
27 0.01265 0.0253 0.9874
28 0.008305 0.01661 0.9917
29 0.004874 0.009748 0.9951
30 0.002704 0.005407 0.9973
31 0.001681 0.003361 0.9983
32 0.003388 0.006776 0.9966
33 0.002671 0.005342 0.9973
34 0.007776 0.01555 0.9922
35 0.006585 0.01317 0.9934
36 0.008867 0.01773 0.9911
37 0.02664 0.05329 0.9734
38 0.02873 0.05747 0.9713
39 0.02197 0.04394 0.978
40 0.02619 0.05239 0.9738
41 0.02264 0.04528 0.9774
42 0.02206 0.04413 0.9779
43 0.01699 0.03397 0.983
44 0.01563 0.03125 0.9844
45 0.02253 0.04507 0.9775
46 0.02053 0.04107 0.9795
47 0.01864 0.03728 0.9814
48 0.01942 0.03884 0.9806
49 0.01469 0.02938 0.9853
50 0.01178 0.02356 0.9882
51 0.008007 0.01601 0.992
52 0.009934 0.01987 0.9901
53 0.03465 0.0693 0.9653
54 0.1596 0.3191 0.8404
55 0.1638 0.3276 0.8362
56 0.4215 0.8429 0.5785
57 0.3656 0.7312 0.6344
58 0.4368 0.8736 0.5632
59 0.4032 0.8065 0.5968
60 0.4087 0.8174 0.5913
61 0.3541 0.7082 0.6459
62 0.3119 0.6237 0.6881
63 0.3463 0.6926 0.6537
64 0.352 0.7041 0.648
65 0.3153 0.6306 0.6847
66 0.2733 0.5465 0.7267
67 0.4145 0.8291 0.5855
68 0.3649 0.7299 0.6351
69 0.3284 0.6569 0.6716
70 0.3721 0.7442 0.6279
71 0.3948 0.7896 0.6052
72 0.33 0.66 0.67
73 0.3084 0.6168 0.6916
74 0.2556 0.5112 0.7444
75 0.2456 0.4911 0.7544
76 0.2001 0.4003 0.7999
77 0.2233 0.4466 0.7767
78 0.2586 0.5172 0.7414
79 0.2058 0.4117 0.7942
80 0.2118 0.4235 0.7882
81 0.2009 0.4019 0.7991
82 0.1486 0.2971 0.8514
83 0.1143 0.2286 0.8857
84 0.08816 0.1763 0.9118
85 0.11 0.22 0.89
86 0.07917 0.1583 0.9208
87 0.3373 0.6746 0.6627
88 0.2477 0.4954 0.7523
89 0.4045 0.809 0.5955
90 0.6215 0.7569 0.3785
91 0.4495 0.899 0.5505

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
11 &  0.2079 &  0.4158 &  0.7921 \tabularnewline
12 &  0.1238 &  0.2476 &  0.8762 \tabularnewline
13 &  0.05998 &  0.12 &  0.94 \tabularnewline
14 &  0.02666 &  0.05332 &  0.9733 \tabularnewline
15 &  0.03582 &  0.07165 &  0.9642 \tabularnewline
16 &  0.01816 &  0.03633 &  0.9818 \tabularnewline
17 &  0.008131 &  0.01626 &  0.9919 \tabularnewline
18 &  0.006119 &  0.01224 &  0.9939 \tabularnewline
19 &  0.009484 &  0.01897 &  0.9905 \tabularnewline
20 &  0.02475 &  0.04949 &  0.9753 \tabularnewline
21 &  0.01341 &  0.02683 &  0.9866 \tabularnewline
22 &  0.007029 &  0.01406 &  0.993 \tabularnewline
23 &  0.003603 &  0.007207 &  0.9964 \tabularnewline
24 &  0.001778 &  0.003557 &  0.9982 \tabularnewline
25 &  0.02884 &  0.05768 &  0.9712 \tabularnewline
26 &  0.01777 &  0.03555 &  0.9822 \tabularnewline
27 &  0.01265 &  0.0253 &  0.9874 \tabularnewline
28 &  0.008305 &  0.01661 &  0.9917 \tabularnewline
29 &  0.004874 &  0.009748 &  0.9951 \tabularnewline
30 &  0.002704 &  0.005407 &  0.9973 \tabularnewline
31 &  0.001681 &  0.003361 &  0.9983 \tabularnewline
32 &  0.003388 &  0.006776 &  0.9966 \tabularnewline
33 &  0.002671 &  0.005342 &  0.9973 \tabularnewline
34 &  0.007776 &  0.01555 &  0.9922 \tabularnewline
35 &  0.006585 &  0.01317 &  0.9934 \tabularnewline
36 &  0.008867 &  0.01773 &  0.9911 \tabularnewline
37 &  0.02664 &  0.05329 &  0.9734 \tabularnewline
38 &  0.02873 &  0.05747 &  0.9713 \tabularnewline
39 &  0.02197 &  0.04394 &  0.978 \tabularnewline
40 &  0.02619 &  0.05239 &  0.9738 \tabularnewline
41 &  0.02264 &  0.04528 &  0.9774 \tabularnewline
42 &  0.02206 &  0.04413 &  0.9779 \tabularnewline
43 &  0.01699 &  0.03397 &  0.983 \tabularnewline
44 &  0.01563 &  0.03125 &  0.9844 \tabularnewline
45 &  0.02253 &  0.04507 &  0.9775 \tabularnewline
46 &  0.02053 &  0.04107 &  0.9795 \tabularnewline
47 &  0.01864 &  0.03728 &  0.9814 \tabularnewline
48 &  0.01942 &  0.03884 &  0.9806 \tabularnewline
49 &  0.01469 &  0.02938 &  0.9853 \tabularnewline
50 &  0.01178 &  0.02356 &  0.9882 \tabularnewline
51 &  0.008007 &  0.01601 &  0.992 \tabularnewline
52 &  0.009934 &  0.01987 &  0.9901 \tabularnewline
53 &  0.03465 &  0.0693 &  0.9653 \tabularnewline
54 &  0.1596 &  0.3191 &  0.8404 \tabularnewline
55 &  0.1638 &  0.3276 &  0.8362 \tabularnewline
56 &  0.4215 &  0.8429 &  0.5785 \tabularnewline
57 &  0.3656 &  0.7312 &  0.6344 \tabularnewline
58 &  0.4368 &  0.8736 &  0.5632 \tabularnewline
59 &  0.4032 &  0.8065 &  0.5968 \tabularnewline
60 &  0.4087 &  0.8174 &  0.5913 \tabularnewline
61 &  0.3541 &  0.7082 &  0.6459 \tabularnewline
62 &  0.3119 &  0.6237 &  0.6881 \tabularnewline
63 &  0.3463 &  0.6926 &  0.6537 \tabularnewline
64 &  0.352 &  0.7041 &  0.648 \tabularnewline
65 &  0.3153 &  0.6306 &  0.6847 \tabularnewline
66 &  0.2733 &  0.5465 &  0.7267 \tabularnewline
67 &  0.4145 &  0.8291 &  0.5855 \tabularnewline
68 &  0.3649 &  0.7299 &  0.6351 \tabularnewline
69 &  0.3284 &  0.6569 &  0.6716 \tabularnewline
70 &  0.3721 &  0.7442 &  0.6279 \tabularnewline
71 &  0.3948 &  0.7896 &  0.6052 \tabularnewline
72 &  0.33 &  0.66 &  0.67 \tabularnewline
73 &  0.3084 &  0.6168 &  0.6916 \tabularnewline
74 &  0.2556 &  0.5112 &  0.7444 \tabularnewline
75 &  0.2456 &  0.4911 &  0.7544 \tabularnewline
76 &  0.2001 &  0.4003 &  0.7999 \tabularnewline
77 &  0.2233 &  0.4466 &  0.7767 \tabularnewline
78 &  0.2586 &  0.5172 &  0.7414 \tabularnewline
79 &  0.2058 &  0.4117 &  0.7942 \tabularnewline
80 &  0.2118 &  0.4235 &  0.7882 \tabularnewline
81 &  0.2009 &  0.4019 &  0.7991 \tabularnewline
82 &  0.1486 &  0.2971 &  0.8514 \tabularnewline
83 &  0.1143 &  0.2286 &  0.8857 \tabularnewline
84 &  0.08816 &  0.1763 &  0.9118 \tabularnewline
85 &  0.11 &  0.22 &  0.89 \tabularnewline
86 &  0.07917 &  0.1583 &  0.9208 \tabularnewline
87 &  0.3373 &  0.6746 &  0.6627 \tabularnewline
88 &  0.2477 &  0.4954 &  0.7523 \tabularnewline
89 &  0.4045 &  0.809 &  0.5955 \tabularnewline
90 &  0.6215 &  0.7569 &  0.3785 \tabularnewline
91 &  0.4495 &  0.899 &  0.5505 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299161&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] 0.2079[/C][C] 0.4158[/C][C] 0.7921[/C][/ROW]
[ROW][C]12[/C][C] 0.1238[/C][C] 0.2476[/C][C] 0.8762[/C][/ROW]
[ROW][C]13[/C][C] 0.05998[/C][C] 0.12[/C][C] 0.94[/C][/ROW]
[ROW][C]14[/C][C] 0.02666[/C][C] 0.05332[/C][C] 0.9733[/C][/ROW]
[ROW][C]15[/C][C] 0.03582[/C][C] 0.07165[/C][C] 0.9642[/C][/ROW]
[ROW][C]16[/C][C] 0.01816[/C][C] 0.03633[/C][C] 0.9818[/C][/ROW]
[ROW][C]17[/C][C] 0.008131[/C][C] 0.01626[/C][C] 0.9919[/C][/ROW]
[ROW][C]18[/C][C] 0.006119[/C][C] 0.01224[/C][C] 0.9939[/C][/ROW]
[ROW][C]19[/C][C] 0.009484[/C][C] 0.01897[/C][C] 0.9905[/C][/ROW]
[ROW][C]20[/C][C] 0.02475[/C][C] 0.04949[/C][C] 0.9753[/C][/ROW]
[ROW][C]21[/C][C] 0.01341[/C][C] 0.02683[/C][C] 0.9866[/C][/ROW]
[ROW][C]22[/C][C] 0.007029[/C][C] 0.01406[/C][C] 0.993[/C][/ROW]
[ROW][C]23[/C][C] 0.003603[/C][C] 0.007207[/C][C] 0.9964[/C][/ROW]
[ROW][C]24[/C][C] 0.001778[/C][C] 0.003557[/C][C] 0.9982[/C][/ROW]
[ROW][C]25[/C][C] 0.02884[/C][C] 0.05768[/C][C] 0.9712[/C][/ROW]
[ROW][C]26[/C][C] 0.01777[/C][C] 0.03555[/C][C] 0.9822[/C][/ROW]
[ROW][C]27[/C][C] 0.01265[/C][C] 0.0253[/C][C] 0.9874[/C][/ROW]
[ROW][C]28[/C][C] 0.008305[/C][C] 0.01661[/C][C] 0.9917[/C][/ROW]
[ROW][C]29[/C][C] 0.004874[/C][C] 0.009748[/C][C] 0.9951[/C][/ROW]
[ROW][C]30[/C][C] 0.002704[/C][C] 0.005407[/C][C] 0.9973[/C][/ROW]
[ROW][C]31[/C][C] 0.001681[/C][C] 0.003361[/C][C] 0.9983[/C][/ROW]
[ROW][C]32[/C][C] 0.003388[/C][C] 0.006776[/C][C] 0.9966[/C][/ROW]
[ROW][C]33[/C][C] 0.002671[/C][C] 0.005342[/C][C] 0.9973[/C][/ROW]
[ROW][C]34[/C][C] 0.007776[/C][C] 0.01555[/C][C] 0.9922[/C][/ROW]
[ROW][C]35[/C][C] 0.006585[/C][C] 0.01317[/C][C] 0.9934[/C][/ROW]
[ROW][C]36[/C][C] 0.008867[/C][C] 0.01773[/C][C] 0.9911[/C][/ROW]
[ROW][C]37[/C][C] 0.02664[/C][C] 0.05329[/C][C] 0.9734[/C][/ROW]
[ROW][C]38[/C][C] 0.02873[/C][C] 0.05747[/C][C] 0.9713[/C][/ROW]
[ROW][C]39[/C][C] 0.02197[/C][C] 0.04394[/C][C] 0.978[/C][/ROW]
[ROW][C]40[/C][C] 0.02619[/C][C] 0.05239[/C][C] 0.9738[/C][/ROW]
[ROW][C]41[/C][C] 0.02264[/C][C] 0.04528[/C][C] 0.9774[/C][/ROW]
[ROW][C]42[/C][C] 0.02206[/C][C] 0.04413[/C][C] 0.9779[/C][/ROW]
[ROW][C]43[/C][C] 0.01699[/C][C] 0.03397[/C][C] 0.983[/C][/ROW]
[ROW][C]44[/C][C] 0.01563[/C][C] 0.03125[/C][C] 0.9844[/C][/ROW]
[ROW][C]45[/C][C] 0.02253[/C][C] 0.04507[/C][C] 0.9775[/C][/ROW]
[ROW][C]46[/C][C] 0.02053[/C][C] 0.04107[/C][C] 0.9795[/C][/ROW]
[ROW][C]47[/C][C] 0.01864[/C][C] 0.03728[/C][C] 0.9814[/C][/ROW]
[ROW][C]48[/C][C] 0.01942[/C][C] 0.03884[/C][C] 0.9806[/C][/ROW]
[ROW][C]49[/C][C] 0.01469[/C][C] 0.02938[/C][C] 0.9853[/C][/ROW]
[ROW][C]50[/C][C] 0.01178[/C][C] 0.02356[/C][C] 0.9882[/C][/ROW]
[ROW][C]51[/C][C] 0.008007[/C][C] 0.01601[/C][C] 0.992[/C][/ROW]
[ROW][C]52[/C][C] 0.009934[/C][C] 0.01987[/C][C] 0.9901[/C][/ROW]
[ROW][C]53[/C][C] 0.03465[/C][C] 0.0693[/C][C] 0.9653[/C][/ROW]
[ROW][C]54[/C][C] 0.1596[/C][C] 0.3191[/C][C] 0.8404[/C][/ROW]
[ROW][C]55[/C][C] 0.1638[/C][C] 0.3276[/C][C] 0.8362[/C][/ROW]
[ROW][C]56[/C][C] 0.4215[/C][C] 0.8429[/C][C] 0.5785[/C][/ROW]
[ROW][C]57[/C][C] 0.3656[/C][C] 0.7312[/C][C] 0.6344[/C][/ROW]
[ROW][C]58[/C][C] 0.4368[/C][C] 0.8736[/C][C] 0.5632[/C][/ROW]
[ROW][C]59[/C][C] 0.4032[/C][C] 0.8065[/C][C] 0.5968[/C][/ROW]
[ROW][C]60[/C][C] 0.4087[/C][C] 0.8174[/C][C] 0.5913[/C][/ROW]
[ROW][C]61[/C][C] 0.3541[/C][C] 0.7082[/C][C] 0.6459[/C][/ROW]
[ROW][C]62[/C][C] 0.3119[/C][C] 0.6237[/C][C] 0.6881[/C][/ROW]
[ROW][C]63[/C][C] 0.3463[/C][C] 0.6926[/C][C] 0.6537[/C][/ROW]
[ROW][C]64[/C][C] 0.352[/C][C] 0.7041[/C][C] 0.648[/C][/ROW]
[ROW][C]65[/C][C] 0.3153[/C][C] 0.6306[/C][C] 0.6847[/C][/ROW]
[ROW][C]66[/C][C] 0.2733[/C][C] 0.5465[/C][C] 0.7267[/C][/ROW]
[ROW][C]67[/C][C] 0.4145[/C][C] 0.8291[/C][C] 0.5855[/C][/ROW]
[ROW][C]68[/C][C] 0.3649[/C][C] 0.7299[/C][C] 0.6351[/C][/ROW]
[ROW][C]69[/C][C] 0.3284[/C][C] 0.6569[/C][C] 0.6716[/C][/ROW]
[ROW][C]70[/C][C] 0.3721[/C][C] 0.7442[/C][C] 0.6279[/C][/ROW]
[ROW][C]71[/C][C] 0.3948[/C][C] 0.7896[/C][C] 0.6052[/C][/ROW]
[ROW][C]72[/C][C] 0.33[/C][C] 0.66[/C][C] 0.67[/C][/ROW]
[ROW][C]73[/C][C] 0.3084[/C][C] 0.6168[/C][C] 0.6916[/C][/ROW]
[ROW][C]74[/C][C] 0.2556[/C][C] 0.5112[/C][C] 0.7444[/C][/ROW]
[ROW][C]75[/C][C] 0.2456[/C][C] 0.4911[/C][C] 0.7544[/C][/ROW]
[ROW][C]76[/C][C] 0.2001[/C][C] 0.4003[/C][C] 0.7999[/C][/ROW]
[ROW][C]77[/C][C] 0.2233[/C][C] 0.4466[/C][C] 0.7767[/C][/ROW]
[ROW][C]78[/C][C] 0.2586[/C][C] 0.5172[/C][C] 0.7414[/C][/ROW]
[ROW][C]79[/C][C] 0.2058[/C][C] 0.4117[/C][C] 0.7942[/C][/ROW]
[ROW][C]80[/C][C] 0.2118[/C][C] 0.4235[/C][C] 0.7882[/C][/ROW]
[ROW][C]81[/C][C] 0.2009[/C][C] 0.4019[/C][C] 0.7991[/C][/ROW]
[ROW][C]82[/C][C] 0.1486[/C][C] 0.2971[/C][C] 0.8514[/C][/ROW]
[ROW][C]83[/C][C] 0.1143[/C][C] 0.2286[/C][C] 0.8857[/C][/ROW]
[ROW][C]84[/C][C] 0.08816[/C][C] 0.1763[/C][C] 0.9118[/C][/ROW]
[ROW][C]85[/C][C] 0.11[/C][C] 0.22[/C][C] 0.89[/C][/ROW]
[ROW][C]86[/C][C] 0.07917[/C][C] 0.1583[/C][C] 0.9208[/C][/ROW]
[ROW][C]87[/C][C] 0.3373[/C][C] 0.6746[/C][C] 0.6627[/C][/ROW]
[ROW][C]88[/C][C] 0.2477[/C][C] 0.4954[/C][C] 0.7523[/C][/ROW]
[ROW][C]89[/C][C] 0.4045[/C][C] 0.809[/C][C] 0.5955[/C][/ROW]
[ROW][C]90[/C][C] 0.6215[/C][C] 0.7569[/C][C] 0.3785[/C][/ROW]
[ROW][C]91[/C][C] 0.4495[/C][C] 0.899[/C][C] 0.5505[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299161&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299161&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 0.2079 0.4158 0.7921
12 0.1238 0.2476 0.8762
13 0.05998 0.12 0.94
14 0.02666 0.05332 0.9733
15 0.03582 0.07165 0.9642
16 0.01816 0.03633 0.9818
17 0.008131 0.01626 0.9919
18 0.006119 0.01224 0.9939
19 0.009484 0.01897 0.9905
20 0.02475 0.04949 0.9753
21 0.01341 0.02683 0.9866
22 0.007029 0.01406 0.993
23 0.003603 0.007207 0.9964
24 0.001778 0.003557 0.9982
25 0.02884 0.05768 0.9712
26 0.01777 0.03555 0.9822
27 0.01265 0.0253 0.9874
28 0.008305 0.01661 0.9917
29 0.004874 0.009748 0.9951
30 0.002704 0.005407 0.9973
31 0.001681 0.003361 0.9983
32 0.003388 0.006776 0.9966
33 0.002671 0.005342 0.9973
34 0.007776 0.01555 0.9922
35 0.006585 0.01317 0.9934
36 0.008867 0.01773 0.9911
37 0.02664 0.05329 0.9734
38 0.02873 0.05747 0.9713
39 0.02197 0.04394 0.978
40 0.02619 0.05239 0.9738
41 0.02264 0.04528 0.9774
42 0.02206 0.04413 0.9779
43 0.01699 0.03397 0.983
44 0.01563 0.03125 0.9844
45 0.02253 0.04507 0.9775
46 0.02053 0.04107 0.9795
47 0.01864 0.03728 0.9814
48 0.01942 0.03884 0.9806
49 0.01469 0.02938 0.9853
50 0.01178 0.02356 0.9882
51 0.008007 0.01601 0.992
52 0.009934 0.01987 0.9901
53 0.03465 0.0693 0.9653
54 0.1596 0.3191 0.8404
55 0.1638 0.3276 0.8362
56 0.4215 0.8429 0.5785
57 0.3656 0.7312 0.6344
58 0.4368 0.8736 0.5632
59 0.4032 0.8065 0.5968
60 0.4087 0.8174 0.5913
61 0.3541 0.7082 0.6459
62 0.3119 0.6237 0.6881
63 0.3463 0.6926 0.6537
64 0.352 0.7041 0.648
65 0.3153 0.6306 0.6847
66 0.2733 0.5465 0.7267
67 0.4145 0.8291 0.5855
68 0.3649 0.7299 0.6351
69 0.3284 0.6569 0.6716
70 0.3721 0.7442 0.6279
71 0.3948 0.7896 0.6052
72 0.33 0.66 0.67
73 0.3084 0.6168 0.6916
74 0.2556 0.5112 0.7444
75 0.2456 0.4911 0.7544
76 0.2001 0.4003 0.7999
77 0.2233 0.4466 0.7767
78 0.2586 0.5172 0.7414
79 0.2058 0.4117 0.7942
80 0.2118 0.4235 0.7882
81 0.2009 0.4019 0.7991
82 0.1486 0.2971 0.8514
83 0.1143 0.2286 0.8857
84 0.08816 0.1763 0.9118
85 0.11 0.22 0.89
86 0.07917 0.1583 0.9208
87 0.3373 0.6746 0.6627
88 0.2477 0.4954 0.7523
89 0.4045 0.809 0.5955
90 0.6215 0.7569 0.3785
91 0.4495 0.899 0.5505







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level7 0.08642NOK
5% type I error level330.407407NOK
10% type I error level400.493827NOK

\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 & 7 &  0.08642 & NOK \tabularnewline
5% type I error level & 33 & 0.407407 & NOK \tabularnewline
10% type I error level & 40 & 0.493827 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299161&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]7[/C][C] 0.08642[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]33[/C][C]0.407407[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]40[/C][C]0.493827[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299161&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299161&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 level7 0.08642NOK
5% type I error level330.407407NOK
10% type I error level400.493827NOK







Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.86436, df1 = 2, df2 = 92, p-value = 0.4247
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.1394, df1 = 14, df2 = 80, p-value = 0.3383
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.63548, df1 = 2, df2 = 92, p-value = 0.532

\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 = 0.86436, df1 = 2, df2 = 92, p-value = 0.4247
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of regressors \tabularnewline
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.1394, df1 = 14, df2 = 80, p-value = 0.3383
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of principal components \tabularnewline
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.63548, df1 = 2, df2 = 92, p-value = 0.532
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=299161&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 = 0.86436, df1 = 2, df2 = 92, p-value = 0.4247
[/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 = 1.1394, df1 = 14, df2 = 80, p-value = 0.3383
[/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 = 0.63548, df1 = 2, df2 = 92, p-value = 0.532
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=299161&T=7

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299161&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 = 0.86436, df1 = 2, df2 = 92, p-value = 0.4247
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.1394, df1 = 14, df2 = 80, p-value = 0.3383
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.63548, df1 = 2, df2 = 92, p-value = 0.532







Variance Inflation Factors (Multicollinearity)
> vif
       b        c        d        e        f        g        t 
1.079926 1.174041 1.060037 1.074538 1.034518 1.057194 1.042031 

\begin{tabular}{lllllllll}
\hline
Variance Inflation Factors (Multicollinearity) \tabularnewline
> vif
       b        c        d        e        f        g        t 
1.079926 1.174041 1.060037 1.074538 1.034518 1.057194 1.042031 
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=299161&T=8

[TABLE]
[ROW][C]Variance Inflation Factors (Multicollinearity)[/C][/ROW]
[ROW][C]
> vif
       b        c        d        e        f        g        t 
1.079926 1.174041 1.060037 1.074538 1.034518 1.057194 1.042031 
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=299161&T=8

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299161&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
       b        c        d        e        f        g        t 
1.079926 1.174041 1.060037 1.074538 1.034518 1.057194 1.042031 



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ; par4 = 0 ; par5 = 0 ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = 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')