File:GQplot.svg

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

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Summary

DescriptionGQplot.svg	English: A very basic visual depiction of a Goldfeld–Quandt test using data from this file
Date	16 July 2010
Source	Own work
Author	Protonk
SVG development InfoField	The SVG code is valid. This vector image was created with an unknown SVG tool.

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)

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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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File history

Click on a date/time to view the file as it appeared at that time.

	Date/Time	Dimensions	User	Comment
current	21:48, 26 July 2010	630 × 630 (143 KB)	Protonk	Less tiny text. More accurate in terms of the test itself.
	20:15, 24 July 2010	630 × 630 (157 KB)	Protonk
	20:09, 24 July 2010	630 × 630 (156 KB)	Protonk	again
	20:07, 24 July 2010	630 × 630 (156 KB)	Protonk	preview still looks crappy
	19:59, 24 July 2010	630 × 630 (122 KB)	Protonk	nothing to see here....
	19:59, 24 July 2010	630 × 630 (122 KB)	Protonk	{{Information \|Description = to be transferred later \|Source = I (~~~) created this work entirely by myself. \|Date = ~~~~~ \|Author = ~~~ \|other_versions = }}