10 COM X[103,22],M[19,19],U[19,19],Q[20],V[20],P[78] 30 COM M$[60],N$[72] 40 COM N,K,N8,K8,N9,K9,Q9,Q7,Q5,Q4,Q3,Q2,Q1 45 COM I3,I4,U9,X$[20] 50 REM:14JUN74 52 REM: PART OF >HELP OR >INFO 100 DIM C$[12] 200 GOTO Q[7+Q[18]]-8 OF 1000,3000 1000 PRINT "REGRESSION OR TIME-SERIES ANALYSIS "; 1001 INPUT C$ 1002 PRINT 1003 IF C$[1,1]="R" THEN 1008 1004 IF C$[1,1]="T" THEN 2000 1005 PRINT "INVALID RESPONSE! PLEASE RE-INPUT," 1006 PRINT "'R' FOR 'REGRESSION' OR 'T' FOR 'TIME-SERIES' "; 1007 GOTO 1001 1008 PRINT "REGRESSION ANALYSIS :" 1010 PRINT 1020 PRINT "1. SIMPLE OR MULTIPLE REGRESSION" 1030 PRINT " REGR ORDINARY REGRESSION" 1040 PRINT " WLSR WEIGHTED LEAST SQUARES" 1050 PRINT "2. FOR SELECTING INDEPENDENT VARIABLES" 1060 PRINT " BACK BACKWARD SELECTION PROCEDURE (AUTOMATIC)" 1070 PRINT " FORW FORWARD SELECTION PROCEDURE (AUTOMATIC)" 1080 PRINT " STEP STEPWISE PROCEDURE (USER TO SPECIFY STEPS)" 1090 PRINT " SWEE SWEEP OPERATION. USED TO DELETE A VARIABLE" 1100 PRINT " FROM OR REPLACE A VARIABLE WHICH HAS BEEN" 1110 PRINT " PREVIOUSLY REMOVED FROM THE REGRESSION EQUATION" 1120 PRINT " ALLS TO PERFORM REGRESSIONS USING ALL POSSIBLE" 1130 PRINT " SUBSETS OF A SET OF INDEPENDENT VARIABLES" 1140 PRINT " SUBS TO REGRESS THE DEPENDENT VARIABLE ON ALL" 1150 PRINT " POSSIBLE COMBINATIONS OF A GIVEN SIZE OF" 1160 PRINT " A SET OF INDEPENDENT VARIABLES" 1165 GOSUB 9020 1170 PRINT "3. FOR PRINTING REGRESSION RESULTS :" 1180 PRINT " ANOV ANALYSIS OF VARIANCE TABLE" 1190 PRINT " BCOR CORRELATION MATRIX OF REGRESSION COEFFICIENTS" 1200 PRINT " BCOV COVARIANCE MATRIX OF REGRESSION COEFFICIENTS" 1210 PRINT " COEF REGRESSION COEFFICIENTS, STANDARD ERRORS, T" 1220 PRINT " SUMM SUMMARY STATISTICS -- MULTIPLE R, STANDARD" 1230 PRINT " ERROR OF RESIDUALS, ETC." 1235 GOSUB 9020 1240 PRINT "4. FOR EXAMINATION OF RESIDUALS :" 1250 PRINT " AUTO TO COMPUTE AUTOCORRELATION COEFFICIENTS" 1255 PRINT " (BOX-JENKINS ESTIMATES)" 1260 PRINT " DURB DURBIN-WATSON STATISTIC" 1270 PRINT " NORM TO OBTAIN NORMAL PROBABILITY PLOT OF RESIDUALS" 1280 PRINT " PLTC TO PLOT CONFIDENCE BAND OF FITTED VALUES" 1290 PRINT " PLTS TO PLOT SEQUENCE OF RESIDUALS" 1300 PRINT " RVSF MINIPLOT OF RESIDUALS VERSUS FITTED VALUES" 1310 PRINT " RUNS RUNS TEST FOR RESIDUALS" 1320 PRINT " SAMP TO PERFORM REGRESSION USING RANDOM SUBSAMPLES" 1330 PRINT " OF DATA. FOR ERROR ANALYSIS" 1332 PRINT " SCAT PLOT OF RESIDUALS VERSUS FITTED VALUES" 1340 PRINT " SEPR TO COMPUTE STANDARD ERRORS OF PREDICTED VALUES" 1500 GOTO 9939 2000 PRINT "TIME SERIES ANALYSIS :" 2010 PRINT 2020 PRINT "AUTO TO COMPUTE AUTOCORRELATION COEFFICIENTS" 2022 PRINT " (BOX-JENKINS ESTIMATES)" 2030 PRINT "BOXJ BOX-JENKINS ESTIMATION OF ARIMA MODELS BY NON-" 2032 PRINT " LINEAR LEAST-SQUARES WITH BACK FORECASTING." 2034 PRINT " ALSO POINT FORECASTS TO FUTURE PERIODS." 2040 PRINT "CROS CROSS CORRELATION FUNCTION BETWEEN TWO SERIES" 2050 PRINT "PACF PARTIAL AUTOCORRELATION FUNCTION ESTIMATE" 2055 PRINT "MPLS PLOT SEQUENCE OF 1 TO 3 TIME SERIES" 2060 PRINT "SPEC SPECTRAL ANALYSIS" 2070 PRINT "STAR TO DEFINE A DATA MATRIX OF ZEROES IN THE FIRST" 2072 PRINT " N ROWS AND FIRST K COLUMNS" 2090 GOTO 9939 3000 PRINT "MISCELLANEOUS COMMANDS :" 3010 PRINT 3012 PRINT "CALC A CALCULATOR FOR ARITHMETIC OPERATIONS" 3014 PRINT "CRFI TO CREATE OR MODIFY A LARGE RANDOM ACCESS FILE" 3016 PRINT "CRTS TO DECLARE USE OF A CATHODE RAY TERMINAL" 3020 PRINT "CHGP TO CHANGE THE LEVEL OF PROMPTS" 3022 PRINT "CTAB CROSS TABULATION" 3024 PRINT "MTAB 2-WAY TABLE OF MEANS" 3030 PRINT "EXPL TO EXPLAIN INDIVIDUAL COMMAND WORDS" 3032 PRINT "GAUS TO COMPUTE PROBABILITES OR DENSITIES OF A NORMAL" 3034 PRINT " VARIABLE" 3036 PRINT "INFO TO OBTAIN GROUPS OF COMMANDS IN DIFFERENT CATEGORIES" 3040 PRINT "HELP '' '' '' '' '' '' '' ''" 3045 PRINT "COMM TO OBTAIN A CLASSIFIED LIST OF COMMAND WORDS" 3050 PRINT "LIST TO OBTAIN THE COMPLETE LIST OF COMMAND WORDS" 3052 PRINT "MISS TO DECLARE A NUMBER REPRESENTING MISSING VALUES" 3060 PRINT "NEWC TO DEFINE A NEW COMMAND NAME" 3070 PRINT "NEWS TO PRINT NEWS ABOUT $IDA" 3080 PRINT "PAUS TO PAUSE AT THE COMMAND LEVEL. OTHERWISE IDA" 3090 PRINT " WILL ASK YOU IF YOU NEED HELP IF NO COMMAND IS" 3100 PRINT " ISSUED WITHIN ONE MINUTE" 3110 PRINT "PSAM TO SELECT A PROBABILITY SAMPLE: SIMPLE RANDOM," 3120 PRINT " STRATIFIED OR SYSTEMATIC" 3130 PRINT "QUIT TO EXIT FROM IDA TO HP SYSTEM CONTROL" 3140 PRINT "RDIM TO RE-DIMENSION MAX. SIZE OF DATA MATRIX AND" 3142 PRINT " SET ASIDE SOME OR NONE OF THE COLUMNS IN A" 3144 PRINT " SCRATCH PAD" 3146 PRINT "SPAD TO SET ASIDE UNUSED DATA COLUMNS IN A SCRATCH PAD" 3150 GOTO 9939 9000 PRINT "* WANT MORE DETAILS ? "; 9010 GOTO 9040 9020 IF P[64]=0 OR P[64]>10 THEN 9180 9030 PRINT "* MORE ?"; 9040 ENTER 255,Q8,C$ 9050 PRINT 9070 IF Q8>0 THEN 9130 9080 PRINT "PLEASE RESPOND:" 9090 PRINT "NO,"'10"FOLLOWED BY A CARRIAGE RETURN, "; 9100 PRINT "IF YOU DON'T WANT ANY MORE EXPLANATION" 9110 PRINT "WITH A CARRIAGE RETURN ONLY,"'10"IF YOU WANT MORE EXPLANATION" 9120 GOTO 9030 9130 IF C$="" THEN 9190 9132 IF C$[1,1]="Y" THEN 9190 9140 IF C$[1,1]="N" THEN 9998 9150 IF C$[1,1]="?" THEN 9080 9160 PRINT "INVALID RESPONSE." 9170 GOTO 9080 9180 PRINT 9190 RETURN 9939 CHAIN "$IDAE39",2000 9998 CHAIN "$IDA",150 9999 END