Home » date » 2008 » Dec » 13 »

Investeringsgoederen met monthly dummies

*The author of this computation has been verified*
R Software Module: rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Sat, 13 Dec 2008 05:55:08 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk.htm/, Retrieved Sat, 13 Dec 2008 13:56:34 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
97.7 0 101.5 0 119.6 0 108.1 0 117.8 0 125.5 0 89.2 0 92.3 0 104.6 0 122.8 0 96.0 0 94.6 0 93.3 0 101.1 0 114.2 0 104.7 0 113.3 0 118.2 0 83.6 0 73.9 0 99.5 0 97.7 0 103.0 0 106.3 0 92.2 0 101.8 0 122.8 0 111.8 0 106.3 0 121.5 0 81.9 0 85.4 0 110.9 0 117.3 0 106.3 0 105.5 0 101.3 0 105.9 0 126.3 0 111.9 0 108.9 0 127.2 0 94.2 0 85.7 0 116.2 0 107.2 0 110.6 0 112.0 0 104.5 0 112.0 0 132.8 0 110.8 0 128.7 0 136.8 0 94.9 0 88.8 0 123.2 0 125.3 0 122.7 0 125.7 0 116.3 0 118.7 0 142.0 0 127.9 0 131.9 0 152.3 0 110.8 1 99.1 1 135.0 1 133.2 1 131.0 1 133.9 1 119.9 1 136.9 1 148.9 1 145.1 1 142.4 1 159.6 1 120.7 1 109.0 1 142.0 1
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 108.853592814371 + 24.8784431137725X[t] -8.80765611633877M1[t] -1.27908468776732M2[t] + 17.1066295979469M3[t] + 4.77805816937552M4[t] + 8.9209153122327M5[t] + 22.0352010265184M6[t] -19.4902908468777M7[t] -25.3617194183062M8[t] + 2.80970915312234M9[t] + 4.25000000000001M10[t] -1.39999999999999M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)108.8535928143713.61527830.109300
X24.87844311377252.5463039.770400
M1-8.807656116338774.893106-1.80.0762940.038147
M2-1.279084687767324.893106-0.26140.794570.397285
M317.10662959794694.8931063.49610.0008360.000418
M44.778058169375524.8931060.97650.3322840.166142
M58.92091531223274.8931061.82320.0726750.036337
M622.03520102651844.8931064.50332.7e-051.3e-05
M7-19.49029084687774.902112-3.97590.0001728.6e-05
M8-25.36171941830624.902112-5.17362e-061e-06
M92.809709153122344.9021120.57320.5684250.284212
M104.250000000000015.0774270.8370.4055030.202752
M11-1.399999999999995.077427-0.27570.7835910.391796


Multiple Linear Regression - Regression Statistics
Multiple R0.887443067897232
R-squared0.78755519875885
Adjusted R-squared0.750064939716295
F-TEST (value)21.0069287028634
F-TEST (DF numerator)12
F-TEST (DF denominator)68
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation8.79436068323905
Sum Squared Residuals5259.17302822926


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
197.7100.045936698033-2.34593669803255
2101.5107.574508126604-6.07450812660396
3119.6125.960222412318-6.3602224123182
4108.1113.631650983747-5.5316509837468
5117.8117.7745081266040.0254918733961180
6125.5130.888793840890-5.3887938408896
789.289.3633019674936-0.163301967493593
892.383.4918733960658.80812660393496
9104.6111.663301967494-7.06330196749358
10122.8113.1035928143719.69640718562876
1196107.453592814371-11.4535928143713
1294.6108.853592814371-14.2535928143713
1393.3100.045936698033-6.7459366980325
14101.1107.574508126604-6.47450812660394
15114.2125.960222412318-11.7602224123182
16104.7113.631650983747-8.93165098374679
17113.3117.774508126604-4.47450812660394
18118.2130.888793840890-12.6887938408897
1983.689.3633019674936-5.76330196749359
2073.983.491873396065-9.5918733960650
2199.5111.663301967494-12.1633019674936
2297.7113.103592814371-15.4035928143713
23103107.453592814371-4.45359281437126
24106.3108.853592814371-2.55359281437126
2592.2100.045936698033-7.8459366980325
26101.8107.574508126604-5.77450812660393
27122.8125.960222412318-3.16022241231823
28111.8113.631650983747-1.83165098374680
29106.3117.774508126604-11.4745081266040
30121.5130.888793840890-9.38879384088967
3181.989.3633019674936-7.46330196749358
3285.483.4918733960651.90812660393499
33110.9111.663301967494-0.763301967493584
34117.3113.1035928143714.19640718562875
35106.3107.453592814371-1.15359281437126
36105.5108.853592814371-3.35359281437126
37101.3100.0459366980331.25406330196750
38105.9107.574508126604-1.67450812660392
39126.3125.9602224123180.33977758768177
40111.9113.631650983747-1.73165098374679
41108.9117.774508126604-8.87450812660394
42127.2130.888793840890-3.68879384088966
4394.289.36330196749364.83669803250642
4485.783.4918733960652.20812660393499
45116.2111.6633019674944.53669803250641
46107.2113.103592814371-5.90359281437125
47110.6107.4535928143713.14640718562874
48112108.8535928143713.14640718562875
49104.5100.0459366980334.4540633019675
50112107.5745081266044.42549187339607
51132.8125.9602224123186.83977758768178
52110.8113.631650983747-2.83165098374679
53128.7117.77450812660410.9254918733960
54136.8130.8887938408905.91120615911035
5594.989.36330196749365.53669803250643
5688.883.4918733960655.30812660393499
57123.2111.66330196749411.5366980325064
58125.3113.10359281437112.1964071856287
59122.7107.45359281437115.2464071856288
60125.7108.85359281437116.8464071856287
61116.3100.04593669803316.2540633019675
62118.7107.57450812660411.1254918733961
63142125.96022241231816.0397775876818
64127.9113.63165098374714.2683490162532
65131.9117.77450812660414.1254918733961
66152.3130.88879384089021.4112061591103
67110.8114.241745081266-3.44174508126604
6899.1108.370316509837-9.27031650983747
69135136.541745081266-1.54174508126604
70133.2137.982035928144-4.78203592814372
71131132.332035928144-1.33203592814371
72133.9133.7320359281440.167964071856299
73119.9124.924379811805-5.02437981180494
74136.9132.4529512403764.44704875962362
75148.9150.838665526091-1.93866552609067
76145.1138.5100940975196.58990590248075
77142.4142.652951240376-0.252951240376392
78159.6155.7672369546623.83276304533787
79120.7114.2417450812666.45825491873396
80109108.3703165098370.62968349016253
81142136.5417450812665.45825491873396


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.05910135892186780.1182027178437360.940898641078132
170.0292743145737070.0585486291474140.970725685426293
180.03117319955083930.06234639910167870.96882680044916
190.02005467721790270.04010935443580550.979945322782097
200.1581494108486680.3162988216973350.841850589151332
210.1269299018727570.2538598037455150.873070098127243
220.5157167585578710.9685664828842580.484283241442129
230.4600639518855670.9201279037711350.539936048114433
240.4569904335912580.9139808671825160.543009566408742
250.4072195040591450.814439008118290.592780495940855
260.3465132241829150.6930264483658310.653486775817085
270.3093235521068470.6186471042136940.690676447893153
280.2633261000312460.5266522000624920.736673899968754
290.3120877318573580.6241754637147170.687912268142642
300.3223275132414490.6446550264828990.677672486758551
310.3180024640332260.6360049280664510.681997535966774
320.2510847252929430.5021694505858870.748915274707057
330.2562831383003590.5125662766007190.743716861699641
340.2230725659741370.4461451319482740.776927434025863
350.2101442002743580.4202884005487170.789855799725642
360.208128132842540.416256265685080.79187186715746
370.1900537457627310.3801074915254610.80994625423727
380.1799669255885550.3599338511771090.820033074411445
390.1801066775156160.3602133550312320.819893322484384
400.1680237076310760.3360474152621510.831976292368924
410.2730863023517580.5461726047035150.726913697648242
420.3919929542054080.7839859084108160.608007045794592
430.3849796133249600.7699592266499190.615020386675041
440.3185316659727030.6370633319454050.681468334027297
450.3501809602138170.7003619204276330.649819039786183
460.4309874874203820.8619749748407640.569012512579618
470.4563736495274130.9127472990548270.543626350472587
480.5205734281421070.9588531437157850.479426571857892
490.5142796588291220.9714406823417560.485720341170878
500.548368145059980.903263709880040.45163185494002
510.5667726390654890.8664547218690220.433227360934511
520.8404362111810950.319127577637810.159563788818905
530.8592254777043680.2815490445912640.140774522295632
540.9490610644148450.1018778711703100.0509389355851549
550.9662171187337730.06756576253245320.0337828812662266
560.9541496729540690.09170065409186250.0458503270459312
570.9562536350768970.0874927298462060.043746364923103
580.940592402630390.1188151947392200.0594075973696102
590.9276047224475090.1447905551049820.072395277552491
600.9129611256636170.1740777486727670.0870388743363834
610.9152051907397380.1695896185205240.0847948092602622
620.8980947761656850.2038104476686290.101905223834315
630.8542108714511350.2915782570977310.145789128548865
640.8149984576386630.3700030847226740.185001542361337
650.6904155971577730.6191688056844550.309584402842227


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.02OK
10% type I error level60.12NOK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/10tdy41229172903.png (open in new window)
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/1bh7l1229172903.png (open in new window)
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/2s97w1229172903.png (open in new window)
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/3v23f1229172903.png (open in new window)
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/4vd3j1229172903.png (open in new window)
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/5gncu1229172903.png (open in new window)
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/6vbya1229172903.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/6vbya1229172903.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/74oih1229172903.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/74oih1229172903.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/8f21l1229172903.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/8f21l1229172903.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229172985kq3e7qkrrh6trwk/907ai1229172903.png (open in new window)
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Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
 
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- 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'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
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[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
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$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
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$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
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, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
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,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
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,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
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,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
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,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
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')
}
 





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Software written by Ed van Stee & Patrick Wessa


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