3 REM POLFIT: FITS LEAST-SQUARES POLYNOMIALS 8 REM REVISED BY L. RUFF 6/73 10 PRINT'ENTER THE NUMBER OF DATA SETS, THE MAXIMUM POWER OF INTEREST,' 15 PRINT'(NO LARGER THAN 9) AND THE NUMBER OF MODELS TO BE SOLVED.' 100 INPUT N,V,G 105 PRINT'ENTER ONE SET OF X,Y VALUES AT A TIME, WITH THE X VALUE FIRST' 106PRINT'FOLLOWED BY A COMMA, THEN THE CORRESPONDING Y VALUE.' 110 FOR I=2 TO N+1 120 INPUT X,Y 130 FOR J=1 TO V 140 D(I,J)=X^(J-1) 150 NEXT J 160 D(I,V+1)=Y 170 NEXT I 180 GOTO 250 230 DIM X(10,10),A(10,10),D(50,10),Y(10),M(10),S(10) 240 DIM T(10),R(10,10),U(10,10),C(10,10),Q(50),E(10) 250 PRINT 'ENTER THE NUMBER OF THIS REGRESSION MODEL' 260 INPUT H 270 D(I,1)=1FORI=2TON+1 280 PRINT'IF YOU ARE FINISHED TYPE A "0" IN ANSWER TO THE QUESTION': PRINT'ABOUT THE NUMBER OF INDEPENDENT VARIABLES.':PRINT 290 PRINT'TYPE IN THE NUMBER OF INDEPENDENT VARIABLES IN THIS': PRINT'REGRESSION MODEL' 300 INPUT K 310 IF K=0 THEN 1630 320 PRINT'ENTER A "1" TO OUTPUT THE COVARIANCE MATRIX OR A "0" NOT TO' 330 INPUT P1 340 PRINT 'ENTER A "1" TO OUTPUT THE RESIDUALS TABLE OR A "0" NOT TO' 350 INPUT P2 360 PRINT 'ENTER THE INDEX OF POSITION IN THE DATA MATRIX FOR THE': PRINT'INDEPENDENT VARIABLES IN THE MODEL, FOLLOWED BY THE INDEX' :PRINT'FOR THE DEPENDENT VARIABLE.' 370 M=K+1:INPUTE(I)FORI=2TO M+1 380 PRINT "**REGRESSION NUMBER"H":DEPENDENT VARIABLE IS"E(M+1) 390 PRINT 400 IFH>1THEN540 410 FORI=1TOV+1:FORJ=1TOV+1 420 X=0 430 FORL=2TON+1 440 X=X+D(L,I)*D(L,J) 450 NEXTL 460 X(I,J)=X 470 C(I,J)=X 480 NEXTJ 490 T(I)=X(1,I)/X(1,1) 500 B(I)=0 510 IFI=1THEN530 520 B(I)=SQR(X(I,I)/(N-1)-X(1,I)*X(1,I)/(N*(N-1))) 530 NEXTI 540 PRINT'INDEX','MEANS','STANDARD DEVIATIONS' 550 FORI=2TOM+1 560 M(I)=T(E(I)+1) 570 S(I)=B(E(I)+1) 580 PRINTE(I),M(I),S(I) 590 NEXTI 600 PRINT 610 PRINT 620 PRINT'CORRELATION COEFFICIENTS' 630 IFH>1THEN690 640 FORI=2TOV+1 650 FORJ=2TOV+1 660 R(I,J)=(N*X(I,J)-X(1,I)*X(1,J))/(N*(N-1)*B(I)*B(J)) 670 NEXTJ 680 NEXTI 690 FOR I=2TOM+1:FORJ=2TOM+1 700 U(I,J)=R(E(I)+1,E(J)+1) 710 PRINTU(I,J), 720 NEXTJ 730 PRINT:PRINT 740 NEXTI 750 PRINT 760 E(1)=0 770 FORI=1TOK+1 780 Y(I)=C(E(I)+1,E(M+1)+1) 790 FORJ=1TOK+1 800 X(I,J)=C(E(I)+1,E(J)+1) 810 NEXTJ:NEXTI 820 FORI=1TOK+1:FORJ=1TOK+1 830 IFI<>J THEN 860 840 A(I,J)=1 850 GOTO 870 860 A(I,J)=0 870 NEXTJ:NEXTI 880 FORI=1TOK+1 890 IF X(I,I)<.000001 THEN 1590 900 Y(I)=Y(I)/X(I,I) 910 FORJ=1TOK+1 920 A(I,J)=A(I,J)/X(I,I) 930 IFJ=ITHEN950 940 X(I,J)=X(I,J)/X(I,I) 950 NEXTJ 960 X(I,I)=1 970 FORL=1TOK+1 980 IFL=ITHEN1060 990 Y(L)=Y(L)-X(L,I)*Y(I) 1000 FORJ=1TOK+1 1010 A(L,J)=A(L,J)-X(L,I)*A(I,J) 1020 IFJ=ITHEN1040 1030 X(L,J)=X(L,J)-X(L,I)*X(I,J) 1040 NEXTJ 1050 X(L,I)=0 1060 NEXT L 1070 NEXTI 1080 S6=C(E(M+1)+1,E(M+1)+1) 1090 FORI=1TOK+1 1100 S6=S6-Y(I)*C(E(I)+1,E(M+1)+1) 1110 NEXTI 1120 S7=S6/(N-M) 1130 R2=1-(S6/((S(M+1)^2)*(N-1))) 1140 R=SQR(R2) 1150 S8=SQR(S7) 1160 IFP1=0 THEN 1180 1170 PRINT 'VARIANCE-COVARIANCE MATRIX' 1180 FORI=1TOK+1 1190 FORJ=1TOK+1 1200 A(I,J)=A(I,J)*S7 1210 IF P1=0 THEN 1230 1220 PRINT A(I,J), 1230 NEXT J 1240 IF P1=0 THEN 1260 1250 PRINT:PRINT 1260 NEXT I 1270 PRINT:PRINT'INDEX','B','STD. ERROR','T-RATIO' 1280 FOR I=1TO K+1 1290 PRINT E(I),Y(I),SQR(A(I,I)),Y(I)/SQR(A(I,I)) 1300 NEXTI 1310 PRINT:PRINT'R-SQUARED='R2,'R='R 1320 PRINT 1330 PRINT'STAND. ERROR OF EST.='S8,'D.F.='N-M 1340 PRINT 1350 FORI=2TON+1 1360 Z=D(I,E(M+1)+1)-Y(1) 1370 FOR J=2 TO K+1 1380 Z=Z-Y(J)*D(I,E(J)+1) 1390 NEXTJ 1400 Q(I)=Z 1410 NEXT I 1420 W=0 1430 FORI=3TON+1 1440 W=W+(Q(I)-Q(I-1))^2 1450 NEXTI 1460 PRINT 1470 IFP2=0THEN1540 1480 PRINT'ACTUAL','PREDICTED','RESIDUAL' 1490 I=1 1500 I=I+1 1510 PRINTD(I,E(M+1)+1),D(I,E(M+1)+1)-Q(I),Q(I) 1520 IFI=N+1 THEN 1540 1530 GOTO1500 1540 PRINT:PRINT'DURBIN-WATSON STAT.='W/S6 1550 IFH