File:GQplot.svg

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Original file(SVG file, nominally 630 × 630 pixels, file size: 143 KB)


Summary

Description
English: A very basic visual depiction of a Goldfeld–Quandt test using data from this file
Date
Source Own work
Author Protonk
SVG development
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Source code in R available here and exact plotting code below:

#Data
set.seed(127)
err<-NULL
x<-seq(1,200,1)
y<-3.8*x+25+err
for(i in c(1:200)) {
	err[i]<-rnorm(1,0,i)
	}
y<-3.8*x+25+err;
lowlm<-lm(y[1:90]~x[1:90])
highlm<-lm(y[111:200]~x[111:200])

#PLOT
plot(x[c(1:90)],lowlm$residuals^2,pch=20,cex=0.75,xlab="Index of values",ylab="Squared Residuals",xlim=c(0,200),main="Goldfeld-Quandt Parametric Test")
points(x[c(111:200)],highlm$residuals^2,pch=20,cex=0.75)
abline(v=91,col=4,lty=3)
abline(v=110,col=4,lty=3)
text(50,22000,expression({F[scriptscriptstyle(over((n-k-2-2),2))]}~scriptscriptstyle(widetilde(dist))~{over(S[high],S[low])} == 11.422),cex=1.5)

Licensing

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GNU head Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled GNU Free Documentation License.
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16 July 2010

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File history

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Date/TimeThumbnailDimensionsUserComment
current21:48, 26 July 2010Thumbnail for version as of 21:48, 26 July 2010630 × 630 (143 KB)ProtonkLess tiny text. More accurate in terms of the test itself.
20:15, 24 July 2010Thumbnail for version as of 20:15, 24 July 2010630 × 630 (157 KB)Protonk
20:09, 24 July 2010Thumbnail for version as of 20:09, 24 July 2010630 × 630 (156 KB)Protonkagain
20:07, 24 July 2010Thumbnail for version as of 20:07, 24 July 2010630 × 630 (156 KB)Protonkpreview still looks crappy
19:59, 24 July 2010Thumbnail for version as of 19:59, 24 July 2010630 × 630 (122 KB)Protonknothing to see here....
19:59, 24 July 2010Thumbnail for version as of 19:59, 24 July 2010630 × 630 (122 KB)Protonk{{Information |Description = to be transferred later |Source = I (~~~) created this work entirely by myself. |Date = ~~~~~ |Author = ~~~ |other_versions = }}
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