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Multiple Linear Regression - Estimated Regression Equation | Japan[t] = + 31.6713018320242 + 0.267986056697463VS[t] -0.379092648110196M1[t] + 0.249893103828907M2[t] + 0.301615635292403M3[t] -0.475153053992407M4[t] -0.373388541937022M5[t] + 0.171379871588582M6[t] + 0.8819198867311M7[t] + 1.01964052371489M8[t] + 0.657104901889739M9[t] + 0.933986227064588M10[t] + 0.592307193057195M11[t] -0.0204383685152126t + e[t] |
Multiple Linear Regression - Ordinary Least Squares | Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value | (Intercept) | 31.6713018320242 | 8.35678 | 3.7899 | 0.000175 | 8.8e-05 | VS | 0.267986056697463 | 0.022419 | 11.9536 | 0 | 0 | M1 | -0.379092648110196 | 1.530671 | -0.2477 | 0.804527 | 0.402264 | M2 | 0.249893103828907 | 1.530862 | 0.1632 | 0.870418 | 0.435209 | M3 | 0.301615635292403 | 1.53079 | 0.197 | 0.843907 | 0.421953 | M4 | -0.475153053992407 | 1.530512 | -0.3105 | 0.756386 | 0.378193 | M5 | -0.373388541937022 | 1.530496 | -0.244 | 0.807389 | 0.403694 | M6 | 0.171379871588582 | 1.530506 | 0.112 | 0.910901 | 0.455451 | M7 | 0.8819198867311 | 1.530691 | 0.5762 | 0.564849 | 0.282424 | M8 | 1.01964052371489 | 1.530811 | 0.6661 | 0.505764 | 0.252882 | M9 | 0.657104901889739 | 1.530846 | 0.4292 | 0.667989 | 0.333995 | M10 | 0.933986227064588 | 1.531027 | 0.61 | 0.5422 | 0.2711 | M11 | 0.592307193057195 | 1.530864 | 0.3869 | 0.699038 | 0.349519 | t | -0.0204383685152126 | 0.008208 | -2.4902 | 0.013193 | 0.006597 |
Multiple Linear Regression - Regression Statistics | Multiple R | 0.911265891796712 | R-squared | 0.830405525552057 | Adjusted R-squared | 0.824618837447534 | F-TEST (value) | 143.502727389609 | F-TEST (DF numerator) | 13 | F-TEST (DF denominator) | 381 | p-value | 0 | Multiple Linear Regression - Residual Statistics | Residual Standard Deviation | 6.16884357810438 | Sum Squared Residuals | 14498.8144457166 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error | 1 | 122.36 | 127.368890886544 | -5.00889088654428 | 2 | 123.33 | 129.148537337734 | -5.81853733773393 | 3 | 123.04 | 129.035109030066 | -5.99510903006562 | 4 | 124.53 | 128.921266416844 | -4.39126641684412 | 5 | 125.13 | 128.753365527656 | -3.62336552765566 | 6 | 125.85 | 128.479097123708 | -2.62909712370761 | 7 | 126.5 | 128.477794744055 | -1.97779474405546 | 8 | 126.53 | 127.115793979554 | -0.585793979554037 | 9 | 127.07 | 128.509567545118 | -1.43956754511785 | 10 | 124.55 | 128.980399347135 | -4.43039934713546 | 11 | 124.9 | 127.817003635087 | -2.91700363508742 | 12 | 124.32 | 128.686220967052 | -4.36622096705201 | 13 | 122.84 | 128.720827362277 | -5.88082736227649 | 14 | 123.31 | 129.645598292603 | -6.33559829260338 | 15 | 123.31 | 129.400856817153 | -6.09085681715327 | 16 | 124.87 | 128.590250456518 | -3.72025045651837 | 17 | 124.64 | 127.272689384098 | -2.6326893840978 | 18 | 124.73 | 128.523261642758 | -3.79326164275831 | 19 | 124.9 | 127.827875376260 | -2.92787537625974 | 20 | 124.04 | 127.368987622829 | -3.32898762282877 | 21 | 123.28 | 126.543836638938 | -3.26383663893760 | 22 | 123.86 | 127.842745356150 | -3.98274535615036 | 23 | 122.29 | 127.244800223734 | -4.95480022373398 | 24 | 124.09 | 126.318510975826 | -2.22851097582554 | 25 | 124.54 | 126.090491035487 | -1.55049103548650 | 26 | 125.65 | 127.143895273028 | -1.49389527302819 | 27 | 125.7 | 127.110862782369 | -1.41086278236908 | 28 | 125.53 | 126.538764012195 | -1.00876401219494 | 29 | 125.61 | 126.772842208053 | -1.16284220805266 | 30 | 125.55 | 127.428485420845 | -1.87848542084482 | 31 | 125.41 | 126.189087459250 | -0.779087459250376 | 32 | 127.6 | 126.410884289831 | 1.18911571016902 | 33 | 124.68 | 127.882373811837 | -3.20237381183703 | 34 | 124.41 | 128.479159060502 | -4.06915906050247 | 35 | 126.43 | 127.897293091488 | -1.46729309148792 | 36 | 126.38 | 127.222910736875 | -0.842910736875116 | 37 | 125.78 | 126.584872129789 | -0.804872129788965 | 38 | 124.7 | 127.533761805219 | -2.83376180521863 | 39 | 125.07 | 126.393946900399 | -1.32394690039900 | 40 | 125.25 | 126.071075162953 | -0.821075162953482 | 41 | 126.58 | 124.177344068633 | 2.40265593136665 | 42 | 127.13 | 125.886172484247 | 1.24382751575346 | 43 | 125.82 | 124.260874601008 | 1.55912539899223 | 44 | 123.7 | 123.359809854026 | 0.340190145974022 | 45 | 124.39 | 123.662880168831 | 0.72711983116888 | 46 | 123.7 | 122.825940014165 | 0.874059985834892 | 47 | 124.42 | 123.080190542047 | 1.33980945795333 | 48 | 121.05 | 122.992697651601 | -1.94269765160129 | 49 | 121.02 | 119.591722799964 | 1.4282772000357 | 50 | 123.23 | 121.939499691355 | 1.29050030864528 | 51 | 121.32 | 122.745263558159 | -1.42526355815868 | 52 | 120.91 | 122.953004212974 | -2.04300421297414 | 53 | 120.72 | 121.086071724324 | -0.366071724323743 | 54 | 123.31 | 121.781912845621 | 1.52808715437948 | 55 | 119.58 | 122.844515111057 | -3.2645151110573 | 56 | 119.53 | 121.573629605833 | -2.04362960583302 | 57 | 120.59 | 120.526050194883 | 0.0639498051170635 | 58 | 118.63 | 121.372062476277 | -2.74206247627701 | 59 | 118.47 | 122.473148943323 | -4.00314894332254 | 60 | 111.81 | 122.152508183550 | -10.3425081835504 | 61 | 114.71 | 121.862851450171 | -7.15285145017092 | 62 | 117.34 | 123.393270868634 | -6.05327086863408 | 63 | 115.77 | 122.987737759165 | -7.2177377591655 | 64 | 118.38 | 122.785459747234 | -4.40545974723384 | 65 | 117.84 | 122.086946465784 | -4.2469464657844 | 66 | 118.83 | 120.448629033246 | -1.61862903324627 | 67 | 120.02 | 123.036071961292 | -3.01607196129161 | 68 | 116.21 | 122.890727894197 | -6.68072789419668 | 69 | 117.08 | 123.598457154615 | -6.51845715461498 | 70 | 120.2 | 124.037130629829 | -3.83713062982889 | 71 | 119.83 | 124.819313689404 | -4.98931368940446 | 72 | 118.92 | 122.772842724501 | -3.85284272450062 | 73 | 118.03 | 122.488545712255 | -4.45854571225512 | 74 | 117.71 | 121.116676136685 | -3.40667613668478 | 75 | 119.55 | 120.807618007627 | -1.25761800762727 | 76 | 116.13 | 120.975160753938 | -4.84516075393812 | 77 | 115.97 | 120.801900143616 | -4.83190014361570 | 78 | 115.99 | 122.130188358718 | -6.14018835871848 | 79 | 114.96 | 122.946243451994 | -7.98624345199359 | 80 | 116.46 | 122.634748029746 | -6.17474802974624 | 81 | 116.55 | 124.837839486536 | -8.28783948653638 | 82 | 113.05 | 125.027285929022 | -11.9772859290216 | 83 | 117.44 | 123.287720195074 | -5.84772019507409 | 84 | 118.84 | 123.093032881950 | -4.25303288194972 | 85 | 117.06 | 122.283483198577 | -5.22348319857718 | 86 | 117.54 | 122.696400760612 | -5.15640076061193 | 87 | 119.31 | 123.193980662214 | -3.88398066221379 | 88 | 118.72 | 122.659399939977 | -3.93939993997729 | 89 | 121.55 | 122.062721360073 | -0.51272136007289 | 90 | 122.61 | 123.637556747337 | -1.02755674733732 | 91 | 121.53 | 124.769835387515 | -3.23983538751545 | 92 | 123.31 | 124.525336479442 | -1.21533647944245 | 93 | 124.07 | 124.453226314871 | -0.383226314871155 | 94 | 123.59 | 125.671739215075 | -2.08173921507466 | 95 | 122.97 | 125.537409960745 | -2.56740996074491 | 96 | 123.22 | 125.508874002773 | -2.28887400277298 | 97 | 123.04 | 124.509054219145 | -1.46905421914524 | 98 | 122.96 | 124.193049706963 | -1.23304970696290 | 99 | 122.81 | 125.143526044383 | -2.33352604438348 | 100 | 122.81 | 123.220777548454 | -0.410777548454099 | 101 | 122.62 | 123.103794010038 | -0.483794010038142 | 102 | 120.82 | 123.598645588812 | -2.77864558881183 | 103 | 119.41 | 123.750095261477 | -4.34009526147724 | 104 | 121.56 | 121.761007124304 | -0.201007124303752 | 105 | 121.59 | 122.302585029570 | -0.712585029569629 | 106 | 118.5 | 122.816294600659 | -4.31629460065883 | 107 | 118.77 | 122.298745285252 | -3.5287452852517 | 108 | 118.86 | 121.152707470851 | -2.29270747085133 | 109 | 117.6 | 121.530336018649 | -3.93033601864858 | 110 | 119.9 | 122.401509737636 | -2.50150973763597 | 111 | 121.83 | 122.542668183830 | -0.712668183830224 | 112 | 121.84 | 121.916972202317 | -0.0769722023165707 | 113 | 122.12 | 119.924086267018 | 2.19591373298163 | 114 | 122.12 | 120.386779518988 | 1.73322048101164 | 115 | 121.36 | 120.565027797324 | 0.794972202676491 | 116 | 119.66 | 121.322796741299 | -1.66279674129903 | 117 | 119.32 | 117.796346305897 | 1.52365369410257 | 118 | 120.36 | 117.774083763592 | 2.58591623640831 | 119 | 117.06 | 116.050597193046 | 1.00940280695402 | 120 | 117.48 | 115.094829478901 | 2.38517052109919 | 121 | 115.6 | 116.635517512765 | -1.03551751276504 | 122 | 113.86 | 116.241797044140 | -2.38179704414042 | 123 | 116.92 | 115.340489729782 | 1.57951027021846 | 124 | 117.75 | 114.988139526099 | 2.7618604739007 | 125 | 117.75 | 113.517826401361 | 4.23217359863885 | 126 | 115.31 | 113.624098197924 | 1.6859018020765 | 127 | 116.28 | 112.738441831170 | 3.54155816883028 | 128 | 115.22 | 112.780688003763 | 2.43931199623697 | 129 | 115.65 | 113.949353281701 | 1.70064671829903 | 130 | 115.11 | 112.187861231429 | 2.92213876857129 | 131 | 118.67 | 112.822651959821 | 5.84734804017933 | 132 | 118.04 | 115.157753021920 | 2.88224697807965 | 133 | 116.5 | 114.731423399625 | 1.76857660037481 | 134 | 119.78 | 116.460152500044 | 3.31984749995552 | 135 | 119.95 | 116.135015207585 | 3.81498479241486 | 136 | 120.37 | 114.174748663718 | 6.19525133628188 | 137 | 119.79 | 116.097139016770 | 3.69286098323014 | 138 | 119.43 | 118.098072234183 | 1.33192776581673 | 139 | 121.06 | 118.544306569216 | 2.51569343078410 | 140 | 121.74 | 118.967092942320 | 2.77290705768041 | 141 | 121.09 | 116.485788128038 | 4.60421187196192 | 142 | 122.97 | 117.366638596803 | 5.60336140319719 | 143 | 120.5 | 117.484216235769 | 3.01578376423133 | 144 | 117.18 | 116.726758203580 | 0.453241796420386 | 145 | 115.03 | 115.378556546245 | -0.348556546245188 | 146 | 113.36 | 116.273849010335 | -2.91384901033537 | 147 | 112.59 | 116.380169269159 | -3.79016926915894 | 148 | 111.65 | 116.322603727844 | -4.67260372784391 | 149 | 111.98 | 117.700982385800 | -5.7209823857998 | 150 | 114.87 | 116.692432186501 | -1.82243218650071 | 151 | 114.67 | 116.795644368961 | -2.12564436896058 | 152 | 114.09 | 116.789653051348 | -2.69965305134833 | 153 | 114.77 | 114.651370389640 | 0.118629610360416 | 154 | 117.05 | 114.980169581608 | 2.06983041839247 | 155 | 117.22 | 112.214217250509 | 5.00578274949131 | 156 | 113.18 | 112.022209797951 | 1.15779020204872 | 157 | 110.95 | 110.231831147066 | 0.718168852933952 | 158 | 112.14 | 112.078474112432 | 0.0615258875677761 | 159 | 112.72 | 112.329506841872 | 0.390493158127575 | 160 | 110.01 | 110.122693125844 | -0.112693125843744 | 161 | 110.29 | 110.560440724792 | -0.270440724791536 | 162 | 110.74 | 109.131152416477 | 1.60884758352257 | 163 | 110.32 | 110.126758167740 | 0.193241832260161 | 164 | 105.89 | 107.883083276704 | -1.99308327670376 | 165 | 108.97 | 107.411673887653 | 1.55832611234676 | 166 | 109.34 | 108.155851467502 | 1.18414853249775 | 167 | 106.57 | 106.539559319636 | 0.0304406803644687 | 168 | 99.49 | 107.746439083039 | -8.2564390830389 | 169 | 101.81 | 107.486260815896 | -5.67626081589616 | 170 | 104.29 | 107.0496625782 | -2.75966257819995 | 171 | 109.73 | 107.868825747839 | 1.86117425216123 | 172 | 105.06 | 107.701385923278 | -2.64138592327780 | 173 | 107.97 | 107.319096188731 | 0.650903811268645 | 174 | 108.13 | 108.955568369036 | -0.825568369036214 | 175 | 109.86 | 110.639898286011 | -0.779898286011113 | 176 | 108.95 | 110.004139735160 | -1.05413973515982 | 177 | 111.2 | 107.959652193295 | 3.24034780670481 | 178 | 110.69 | 107.535410565943 | 3.15458943405673 | 179 | 106.1 | 108.558781076547 | -2.45878107654655 | 180 | 105.68 | 107.849560534563 | -2.16956053456304 | 181 | 104.12 | 107.948483583395 | -3.82848358339492 | 182 | 104.71 | 108.557030966819 | -3.84703096681882 | 183 | 104.3 | 109.821050990575 | -5.52105099057542 | 184 | 103.52 | 107.683913649288 | -4.16391364928809 | 185 | 107.76 | 107.414178058555 | 0.345821941445430 | 186 | 107.8 | 108.110019179851 | -0.310019179851342 | 187 | 107.3 | 108.328465366691 | -1.02846536669112 | 188 | 108.64 | 109.600767539526 | -0.960767539525758 | 189 | 105.03 | 107.510722368023 | -2.48072236802255 | 190 | 108.3 | 108.230781202769 | 0.0692187972311926 | 191 | 107.21 | 108.951327469304 | -1.74132746930396 | 192 | 109.27 | 108.668204757469 | 0.601795242530582 | 193 | 109.5 | 107.041297601170 | 2.45870239883037 | 194 | 111.68 | 106.709213925585 | 4.97078607441458 | 195 | 111.8 | 104.620728380057 | 7.17927161994322 | 196 | 111.75 | 103.676128991073 | 8.07387100892684 | 197 | 106.68 | 103.299198977661 | 3.38080102233935 | 198 | 106.37 | 104.107594242770 | 2.26240575722964 | 199 | 105.76 | 102.747602555662 | 3.01239744433792 | 200 | 109.01 | 102.227078009191 | 6.7829219908093 | 201 | 109.01 | 101.844104018850 | 7.16589598114967 | 202 | 109.01 | 102.10054697551 | 6.90945302449004 | 203 | 109.01 | 101.738429572987 | 7.27157042701264 | 204 | 107.69 | 101.114964569147 | 6.57503543085294 | 205 | 105.19 | 100.911063373911 | 4.2789366260892 | 206 | 105.48 | 98.4994078983543 | 6.98059210164573 | 207 | 102.22 | 101.770643486775 | 0.449356513225106 | 208 | 100.54 | 99.0010590516815 | 1.53894094831847 | 209 | 105 | 101.518378450602 | 3.48162154939834 | 210 | 105.44 | 102.718033358490 | 2.72196664151035 | 211 | 107.89 | 103.568926639135 | 4.32107336086458 | 212 | 108.64 | 102.365037648086 | 6.27496235191447 | 213 | 106.7 | 101.022673574768 | 5.67732642523177 | 214 | 109.1 | 100.839619398444 | 8.26038060155596 | 215 | 105.23 | 104.060475573967 | 1.16952442603350 | 216 | 108.41 | 103.348575171416 | 5.06142482858396 | 217 | 108.8 | 103.013360808398 | 5.78663919160198 | 218 | 110.39 | 103.260127015280 | 7.12987298471967 | 219 | 110.22 | 103.562077095493 | 6.65792290450695 | 220 | 110.86 | 102.462045793625 | 8.3979542063751 | 221 | 108.58 | 101.626859623260 | 6.95314037674024 | 222 | 107.7 | 102.529050008214 | 5.17094999178644 | 223 | 106.62 | 101.549598521616 | 5.07040147838432 | 224 | 109.84 | 101.390855151686 | 8.44914484831413 | 225 | 107.16 | 101.557252577575 | 5.60274742242469 | 226 | 107.26 | 102.877600179324 | 4.38239982067615 | 227 | 108.7 | 102.711112598190 | 5.9888874018096 | 228 | 109.85 | 104.247615211332 | 5.60238478866835 | 229 | 109.41 | 102.934251741368 | 6.4757482586321 | 230 | 112.36 | 102.634326392587 | 9.7256736074126 | 231 | 111.03 | 103.196222947797 | 7.83377705220336 | 232 | 110.67 | 103.626392029671 | 7.043607970329 | 233 | 109.21 | 104.458079131964 | 4.75192086803593 | 234 | 113.58 | 104.936851547336 | 8.6431484526641 | 235 | 113.88 | 105.377726161235 | 8.50227383876543 | 236 | 114.08 | 105.540566059342 | 8.5394339406583 | 237 | 112.33 | 107.491750622836 | 4.83824937716375 | 238 | 113.92 | 107.083588158886 | 6.83641184111383 | 239 | 114.41 | 107.008215837030 | 7.40178416297015 | 240 | 114.57 | 105.913095373402 | 8.65690462659799 | 241 | 115.35 | 105.757431668371 | 9.5925683316287 | 242 | 113.13 | 105.843406241235 | 7.28659375876486 | 243 | 113.29 | 106.370464609074 | 6.91953539092629 | 244 | 112.56 | 105.664372810551 | 6.89562718944916 | 245 | 113.06 | 106.163757202539 | 6.89624279746095 | 246 | 113.46 | 107.486685696508 | 5.97331430349212 | 247 | 115.39 | 108.040114454219 | 7.34988554578053 | 248 | 116.62 | 108.420023058252 | 8.19997694174844 | 249 | 117.04 | 106.812352788804 | 10.2276472111962 | 250 | 117.42 | 105.168774603478 | 12.2512253965216 | 251 | 115.62 | 105.235434891672 | 10.3845651083282 | 252 | 115.16 | 103.400672911559 | 11.7593270884411 | 253 | 115.69 | 102.963623846996 | 12.7263761530041 | 254 | 112.85 | 104.159060694587 | 8.69093930541279 | 255 | 114.05 | 105.063979402369 | 8.98602059763078 | 256 | 112 | 105.124327726001 | 6.87567227399893 | 257 | 113.74 | 105.331607316189 | 8.40839268381094 | 258 | 116.26 | 105.185972219456 | 11.0740277805442 | 259 | 118.63 | 105.742080837734 | 12.8879191622656 | 260 | 116.49 | 105.824524918832 | 10.6654750811677 | 261 | 118.23 | 106.513495155282 | 11.7165048447182 | 262 | 116.83 | 103.631821388014 | 13.1981786119859 | 263 | 118.82 | 103.328660917965 | 15.4913390820350 | 264 | 114.36 | 103.62170822803 | 10.7382917719700 | 265 | 112.02 | 101.812570553176 | 10.2074294468241 | 266 | 113.24 | 103.085723357209 | 10.1542766427905 | 267 | 109.75 | 104.628448879931 | 5.12155112006853 | 268 | 110.33 | 103.812482798163 | 6.51751720183737 | 269 | 112.86 | 102.918339695324 | 9.94166030467598 | 270 | 113.04 | 102.692308781582 | 10.3476912184185 | 271 | 113.8 | 103.671835369442 | 10.1281646305579 | 272 | 110.9 | 101.682747232269 | 9.21725276773139 | 273 | 109.96 | 102.109091133155 | 7.85090886684542 | 274 | 108.69 | 101.483859963280 | 7.20614003672043 | 275 | 108.84 | 101.700592443223 | 7.13940755677653 | 276 | 108.47 | 98.1828780270506 | 10.2871219729494 | 277 | 108.07 | 97.5796776073351 | 10.4903223926649 | 278 | 107.94 | 98.2820201106031 | 9.6579798893969 | 279 | 108.11 | 98.5035743738066 | 9.60642562619341 | 280 | 108.11 | 95.7849072894857 | 12.3250927105142 | 281 | 106.81 | 96.603195088944 | 10.2068049110561 | 282 | 105.58 | 97.1864820664278 | 8.39351793357222 | 283 | 105.61 | 97.3352518785262 | 8.2747481214738 | 284 | 106.52 | 98.486960325847 | 8.033039674153 | 285 | 103.86 | 96.380835990942 | 7.47916400905806 | 286 | 104.6 | 96.913304586 | 7.68669541400004 | 287 | 104.73 | 95.3425700677718 | 9.3874299322282 | 288 | 105.12 | 94.2903273732155 | 10.8296726267845 | 289 | 104.76 | 92.7545354761929 | 12.0054645238071 | 290 | 103.85 | 95.5337699188663 | 8.31623008113374 | 291 | 103.83 | 96.0179505176332 | 7.81204948236676 | 292 | 103.22 | 95.346696906481 | 7.87330309351898 | 293 | 101.64 | 95.5244980304323 | 6.11550196956772 | 294 | 102.13 | 96.9117431780085 | 5.21825682199149 | 295 | 104.33 | 98.3709648073575 | 5.95903519264246 | 296 | 104.92 | 96.925888365280 | 7.9941116347201 | 297 | 107.78 | 96.8966559697802 | 10.8833440302198 | 298 | 104.49 | 95.6148589609964 | 8.8751410390036 | 299 | 102.8 | 97.3537522429819 | 5.44624775701811 | 300 | 102.86 | 98.2042105509776 | 4.65578944902238 | 301 | 104.51 | 96.6094617214815 | 7.90053827851847 | 302 | 104.73 | 96.9714619327438 | 7.75853806725625 | 303 | 102.58 | 96.0781942000858 | 6.50180579991420 | 304 | 99.93 | 97.467753364937 | 2.46224663506293 | 305 | 101.41 | 98.2324439530558 | 3.17755604694423 | 306 | 101.05 | 97.711628376946 | 3.33837162305394 | 307 | 99.86 | 101.488929396728 | -1.62892939672813 | 308 | 101.11 | 102.168982384261 | -1.05898238426139 | 309 | 100.89 | 101.434946659647 | -0.544946659647346 | 310 | 101.09 | 101.838781947491 | -0.748781947490587 | 311 | 98.31 | 101.709812414295 | -3.39981241429478 | 312 | 98.08 | 102.262806199356 | -4.18280619935633 | 313 | 99.55 | 100.764532350271 | -1.21453235027133 | 314 | 99.62 | 100.716513894786 | -1.09651389478643 | 315 | 97.37 | 101.211413935821 | -3.84141393582132 | 316 | 98.16 | 99.9961486295733 | -1.83614862957326 | 317 | 97.98 | 101.117260673100 | -3.13726067309958 | 318 | 98.15 | 100.376696530498 | -2.22669653049795 | 319 | 97.1 | 102.007429236133 | -4.90742923613336 | 320 | 97.24 | 102.494532262844 | -5.25453226284444 | 321 | 96.7 | 103.108466403419 | -6.40846640341863 | 322 | 96.64 | 102.346562344628 | -5.70656234462791 | 323 | 100.65 | 102.627611478179 | -1.97761147817921 | 324 | 96.75 | 101.752239581043 | -5.0022395810433 | 325 | 97.74 | 101.438464102561 | -3.69846410256108 | 326 | 97.92 | 100.181828531371 | -2.26182853137061 | 327 | 98.34 | 101.15106389276 | -2.81106389276002 | 328 | 93.84 | 101.908175963805 | -8.06817596380528 | 329 | 97.8 | 99.6580234140775 | -1.85802341407753 | 330 | 96.2 | 101.248937964744 | -5.04893796474383 | 331 | 95.99 | 103.656830234802 | -7.66683023480187 | 332 | 95.18 | 102.769164790655 | -7.58916479065495 | 333 | 95.95 | 98.6826234967557 | -2.73262349675566 | 334 | 92.23 | 100.463907116024 | -8.23390711602386 | 335 | 91.78 | 96.3097870112322 | -4.52978701123216 | 336 | 92.97 | 97.674778548087 | -4.70477854808703 | 337 | 89.76 | 100.405324673688 | -10.6453246736880 | 338 | 92.88 | 97.1682721435033 | -4.28827214350328 | 339 | 96.23 | 95.680075364977 | 0.549924635023062 | 340 | 95.79 | 95.0383002200615 | 0.751699779938547 | 341 | 93.97 | 96.3764809695127 | -2.40648096951273 | 342 | 93.9 | 97.120559581015 | -3.22055958101503 | 343 | 93.6 | 92.3812637189517 | 1.21873628104825 | 344 | 93.96 | 97.7457129775567 | -3.78571297755666 | 345 | 88.69 | 97.2716237279391 | -8.58162372793915 | 346 | 88.57 | 95.2528650632373 | -6.68286506323733 | 347 | 85.62 | 93.9233179960369 | -8.30331799603688 | 348 | 86.25 | 91.9492032664413 | -5.69920326644135 | 349 | 85.33 | 87.11718287204 | -1.78718287203991 | 350 | 83.33 | 87.1977977237698 | -3.8677977237698 | 351 | 77.78 | 82.5473654762134 | -4.76736547621341 | 352 | 78.7 | 81.265103655791 | -2.56510365579097 | 353 | 72.05 | 87.3466376087873 | -15.2966376087873 | 354 | 80.75 | 87.6940968563774 | -6.9440968563774 | 355 | 81.41 | 82.8529662927691 | -1.44296629276908 | 356 | 82.65 | 85.9395340694455 | -3.28953406944554 | 357 | 75.85 | 85.2322969505013 | -9.38229695050125 | 358 | 75.7 | 89.1387099993803 | -13.4387099993803 | 359 | 78.25 | 87.2169137468785 | -8.9669137468785 | 360 | 77.41 | 83.9403867817333 | -6.5303867817333 | 361 | 76.84 | 84.2858570027268 | -7.44585700272683 | 362 | 74.25 | 83.6107511745699 | -9.36075117456989 | 363 | 74.95 | 82.6692459517064 | -7.71924595170638 | 364 | 68.78 | 86.652910145389 | -17.8729101453891 | 365 | 73.21 | 85.490780985853 | -12.2807809858530 | 366 | 73.26 | 88.2152765563496 | -14.9552765563496 | 367 | 78.67 | 88.9830941594192 | -10.3130941594192 | 368 | 75.63 | 90.2098387026152 | -14.5798387026152 | 369 | 74.99 | 91.5526949174065 | -16.5626949174065 | 370 | 83.87 | 87.9903365661273 | -4.12033656612732 | 371 | 79.62 | 85.7228383004858 | -6.10283830048576 | 372 | 80.13 | 86.7876854538395 | -6.65768545383947 | 373 | 79.76 | 85.4930810078445 | -5.73308100784453 | 374 | 78.2 | 85.9595957812188 | -7.75959578121877 | 375 | 78.05 | 82.7911264271993 | -4.74112642719935 | 376 | 79.05 | 85.7376845814629 | -6.68768458146288 | 377 | 73.32 | 82.7532502363841 | -9.43325023638408 | 378 | 75.17 | 81.8947722288356 | -6.72477222883556 | 379 | 73.26 | 83.1449647339606 | -9.88496473396056 | 380 | 73.72 | 79.687313006085 | -5.96731300608499 | 381 | 73.57 | 75.8446390237804 | -2.27463902378039 | 382 | 70.6 | 79.4241090834886 | -8.82410908348856 | 383 | 71.25 | 81.2112398556796 | -9.9612398556796 | 384 | 74.22 | 80.2527922809675 | -6.03279228096746 | 385 | 73.32 | 82.2651357746192 | -8.94513577461923 | 386 | 73.01 | 82.983557441289 | -9.97355744128906 | 387 | 74.21 | 84.630797526123 | -10.4207975261231 | 388 | 75.32 | 78.7498949727722 | -3.42989497277217 | 389 | 71.73 | 80.2997847070144 | -8.56978470701443 | 390 | 71.94 | 82.2712394581911 | -10.3312394581911 | 391 | 72.94 | 80.9594852612884 | -8.01948526128838 | 392 | 72.47 | 83.2420948678725 | -10.7720948678725 | 393 | 71.94 | 84.142774089113 | -12.2027740891129 | 394 | 74.3 | 83.1772006272322 | -8.87720062723215 | 395 | 74.3 | 82.5122589806414 | -8.21225898064142 |
Goldfeld-Quandt test for Heteroskedasticity | p-values | Alternative Hypothesis | breakpoint index | greater | 2-sided | less | 17 | 3.81513138606112e-05 | 7.63026277212224e-05 | 0.99996184868614 | 18 | 4.43255056378731e-05 | 8.86510112757462e-05 | 0.999955674494362 | 19 | 1.26333319609155e-05 | 2.52666639218309e-05 | 0.999987366668039 | 20 | 1.74024173080324e-05 | 3.48048346160649e-05 | 0.999982597582692 | 21 | 7.11591217492348e-06 | 1.42318243498470e-05 | 0.999992884087825 | 22 | 1.25111757505250e-06 | 2.50223515010501e-06 | 0.999998748882425 | 23 | 3.19392961744723e-07 | 6.38785923489446e-07 | 0.999999680607038 | 24 | 1.47825565892756e-07 | 2.95651131785512e-07 | 0.999999852174434 | 25 | 5.7127547228163e-07 | 1.14255094456326e-06 | 0.999999428724528 | 26 | 5.28180464565109e-07 | 1.05636092913022e-06 | 0.999999471819535 | 27 | 2.91579361163818e-07 | 5.83158722327635e-07 | 0.999999708420639 | 28 | 6.30637693345333e-08 | 1.26127538669067e-07 | 0.99999993693623 | 29 | 1.36371557190958e-08 | 2.72743114381916e-08 | 0.999999986362844 | 30 | 2.71976000282877e-09 | 5.43952000565755e-09 | 0.99999999728024 | 31 | 5.81843903305406e-10 | 1.16368780661081e-09 | 0.999999999418156 | 32 | 2.91277402931518e-10 | 5.82554805863035e-10 | 0.999999999708723 | 33 | 5.92310324967911e-11 | 1.18462064993582e-10 | 0.99999999994077 | 34 | 1.15369322921441e-11 | 2.30738645842881e-11 | 0.999999999988463 | 35 | 9.65760531431254e-12 | 1.93152106286251e-11 | 0.999999999990342 | 36 | 3.27422757128888e-12 | 6.54845514257776e-12 | 0.999999999996726 | 37 | 1.16806988544090e-12 | 2.33613977088180e-12 | 0.999999999998832 | 38 | 2.39110651340258e-13 | 4.78221302680516e-13 | 0.999999999999761 | 39 | 4.64196408034464e-14 | 9.28392816068927e-14 | 0.999999999999954 | 40 | 9.6444056301115e-15 | 1.9288811260223e-14 | 0.99999999999999 | 41 | 1.94839599963947e-15 | 3.89679199927895e-15 | 0.999999999999998 | 42 | 4.15727886181688e-16 | 8.31455772363377e-16 | 1 | 43 | 8.6850468077484e-17 | 1.73700936154968e-16 | 1 | 44 | 1.44646003444297e-16 | 2.89292006888594e-16 | 1 | 45 | 3.20204213067403e-17 | 6.40408426134807e-17 | 1 | 46 | 6.04074150512059e-18 | 1.20814830102412e-17 | 1 | 47 | 1.10746503293276e-18 | 2.21493006586551e-18 | 1 | 48 | 4.33184730250007e-18 | 8.66369460500014e-18 | 1 | 49 | 1.12488097048061e-18 | 2.24976194096122e-18 | 1 | 50 | 2.23467561134035e-19 | 4.4693512226807e-19 | 1 | 51 | 1.26333603892163e-19 | 2.52667207784327e-19 | 1 | 52 | 3.2691648883904e-19 | 6.5383297767808e-19 | 1 | 53 | 4.91618858346215e-19 | 9.8323771669243e-19 | 1 | 54 | 1.13001319647967e-19 | 2.26002639295935e-19 | 1 | 55 | 3.03128121360504e-18 | 6.06256242721008e-18 | 1 | 56 | 1.28097336358329e-17 | 2.56194672716657e-17 | 1 | 57 | 4.39342588371187e-18 | 8.78685176742373e-18 | 1 | 58 | 3.47738864481876e-18 | 6.95477728963752e-18 | 1 | 59 | 1.08365977889032e-17 | 2.16731955778064e-17 | 1 | 60 | 5.00790507822021e-14 | 1.00158101564404e-13 | 0.99999999999995 | 61 | 3.92566200194533e-13 | 7.85132400389067e-13 | 0.999999999999607 | 62 | 5.17317385371318e-13 | 1.03463477074264e-12 | 0.999999999999483 | 63 | 1.03875249758929e-12 | 2.07750499517857e-12 | 0.999999999998961 | 64 | 6.63171078275752e-13 | 1.32634215655150e-12 | 0.999999999999337 | 65 | 5.71554111445169e-13 | 1.14310822289034e-12 | 0.999999999999428 | 66 | 2.80957427302870e-13 | 5.61914854605741e-13 | 0.99999999999972 | 67 | 1.24867405114240e-13 | 2.49734810228480e-13 | 0.999999999999875 | 68 | 2.39102117951986e-13 | 4.78204235903972e-13 | 0.999999999999761 | 69 | 2.23921820035843e-13 | 4.47843640071686e-13 | 0.999999999999776 | 70 | 9.43471423849827e-14 | 1.88694284769965e-13 | 0.999999999999906 | 71 | 4.02904078104884e-14 | 8.05808156209768e-14 | 0.99999999999996 | 72 | 1.76194991014429e-14 | 3.52389982028858e-14 | 0.999999999999982 | 73 | 7.37129731434008e-15 | 1.47425946286802e-14 | 0.999999999999993 | 74 | 3.01621018657312e-15 | 6.03242037314624e-15 | 0.999999999999997 | 75 | 1.50759417191296e-15 | 3.01518834382592e-15 | 0.999999999999998 | 76 | 9.02808494471013e-16 | 1.80561698894203e-15 | 1 | 77 | 6.25653618409325e-16 | 1.25130723681865e-15 | 1 | 78 | 6.53015759376534e-16 | 1.30603151875307e-15 | 1 | 79 | 9.18127214483029e-16 | 1.83625442896606e-15 | 1 | 80 | 5.11412219272085e-16 | 1.02282443854417e-15 | 1 | 81 | 3.12671539515718e-16 | 6.25343079031436e-16 | 1 | 82 | 6.925683001362e-16 | 1.3851366002724e-15 | 1 | 83 | 3.33182766371585e-16 | 6.6636553274317e-16 | 1 | 84 | 2.50377522789590e-16 | 5.00755045579181e-16 | 1 | 85 | 1.37703707439874e-16 | 2.75407414879748e-16 | 1 | 86 | 7.13674459813083e-17 | 1.42734891962617e-16 | 1 | 87 | 5.45879378665579e-17 | 1.09175875733116e-16 | 1 | 88 | 3.15661054687591e-17 | 6.31322109375183e-17 | 1 | 89 | 4.21326499215478e-17 | 8.42652998430956e-17 | 1 | 90 | 5.25683191368234e-17 | 1.05136638273647e-16 | 1 | 91 | 4.4764264067812e-17 | 8.9528528135624e-17 | 1 | 92 | 7.74316073842735e-17 | 1.54863214768547e-16 | 1 | 93 | 1.78640301841525e-16 | 3.57280603683049e-16 | 1 | 94 | 3.14881954771453e-16 | 6.29763909542906e-16 | 1 | 95 | 2.58151610786176e-16 | 5.16303221572353e-16 | 1 | 96 | 2.88213885749822e-16 | 5.76427771499643e-16 | 1 | 97 | 3.24732172557844e-16 | 6.49464345115689e-16 | 1 | 98 | 3.21020949509785e-16 | 6.4204189901957e-16 | 1 | 99 | 2.31152340567829e-16 | 4.62304681135658e-16 | 1 | 100 | 2.02374714684641e-16 | 4.04749429369282e-16 | 1 | 101 | 1.21054265755345e-16 | 2.4210853151069e-16 | 1 | 102 | 6.1588634267394e-17 | 1.23177268534788e-16 | 1 | 103 | 3.59932253188752e-17 | 7.19864506377503e-17 | 1 | 104 | 2.31673590397822e-17 | 4.63347180795643e-17 | 1 | 105 | 1.49755791044314e-17 | 2.99511582088628e-17 | 1 | 106 | 8.97727593603572e-18 | 1.79545518720714e-17 | 1 | 107 | 5.0722689654584e-18 | 1.01445379309168e-17 | 1 | 108 | 3.06433174590871e-18 | 6.12866349181742e-18 | 1 | 109 | 1.83338796717293e-18 | 3.66677593434586e-18 | 1 | 110 | 1.11509453155272e-18 | 2.23018906310545e-18 | 1 | 111 | 9.22710050320441e-19 | 1.84542010064088e-18 | 1 | 112 | 7.16305147856212e-19 | 1.43261029571242e-18 | 1 | 113 | 6.5964572272463e-19 | 1.31929144544926e-18 | 1 | 114 | 5.2784104049506e-19 | 1.05568208099012e-18 | 1 | 115 | 4.34941389679101e-19 | 8.69882779358201e-19 | 1 | 116 | 2.32614726116341e-19 | 4.65229452232681e-19 | 1 | 117 | 1.68587463738904e-19 | 3.37174927477807e-19 | 1 | 118 | 2.96391118722726e-19 | 5.92782237445452e-19 | 1 | 119 | 1.75289552823011e-19 | 3.50579105646023e-19 | 1 | 120 | 1.43585092837066e-19 | 2.87170185674132e-19 | 1 | 121 | 7.81194817180275e-20 | 1.56238963436055e-19 | 1 | 122 | 5.05852153418875e-20 | 1.01170430683775e-19 | 1 | 123 | 2.92789488195116e-20 | 5.85578976390232e-20 | 1 | 124 | 1.79549078798732e-20 | 3.59098157597463e-20 | 1 | 125 | 1.00219141291982e-20 | 2.00438282583963e-20 | 1 | 126 | 4.49338907714409e-21 | 8.98677815428818e-21 | 1 | 127 | 2.34973111803313e-21 | 4.69946223606625e-21 | 1 | 128 | 1.03842652931424e-21 | 2.07685305862848e-21 | 1 | 129 | 4.69708304057381e-22 | 9.39416608114761e-22 | 1 | 130 | 2.40052527860017e-22 | 4.80105055720033e-22 | 1 | 131 | 2.67353642923811e-22 | 5.34707285847623e-22 | 1 | 132 | 1.79646709063486e-22 | 3.59293418126972e-22 | 1 | 133 | 9.88965688541716e-23 | 1.97793137708343e-22 | 1 | 134 | 9.55756094472782e-23 | 1.91151218894556e-22 | 1 | 135 | 8.07370015535366e-23 | 1.61474003107073e-22 | 1 | 136 | 9.07109484202343e-23 | 1.81421896840469e-22 | 1 | 137 | 4.81033082212739e-23 | 9.62066164425478e-23 | 1 | 138 | 2.33727144910080e-23 | 4.67454289820159e-23 | 1 | 139 | 1.63995385835931e-23 | 3.27990771671861e-23 | 1 | 140 | 1.26332147481443e-23 | 2.52664294962885e-23 | 1 | 141 | 1.09385715197530e-23 | 2.18771430395060e-23 | 1 | 142 | 2.78147653281041e-23 | 5.56295306562081e-23 | 1 | 143 | 1.82042318545665e-23 | 3.6408463709133e-23 | 1 | 144 | 9.53955322054823e-24 | 1.90791064410965e-23 | 1 | 145 | 5.55047654006049e-24 | 1.11009530801210e-23 | 1 | 146 | 7.04471818098687e-24 | 1.40894363619737e-23 | 1 | 147 | 1.56745474127305e-23 | 3.1349094825461e-23 | 1 | 148 | 7.14607901405008e-23 | 1.42921580281002e-22 | 1 | 149 | 5.45106587817774e-22 | 1.09021317563555e-21 | 1 | 150 | 5.50922605895436e-22 | 1.10184521179087e-21 | 1 | 151 | 5.69760477710765e-22 | 1.13952095542153e-21 | 1 | 152 | 7.39429695062075e-22 | 1.47885939012415e-21 | 1 | 153 | 4.98714339896331e-22 | 9.97428679792663e-22 | 1 | 154 | 2.97419285184310e-22 | 5.94838570368621e-22 | 1 | 155 | 1.71805724626058e-22 | 3.43611449252116e-22 | 1 | 156 | 1.00568200682488e-22 | 2.01136401364976e-22 | 1 | 157 | 6.87825112235094e-23 | 1.37565022447019e-22 | 1 | 158 | 5.22395736925113e-23 | 1.04479147385023e-22 | 1 | 159 | 3.73916403275901e-23 | 7.47832806551802e-23 | 1 | 160 | 4.10935608700269e-23 | 8.21871217400538e-23 | 1 | 161 | 4.9020054268313e-23 | 9.8040108536626e-23 | 1 | 162 | 3.46638568621193e-23 | 6.93277137242386e-23 | 1 | 163 | 3.17424427452986e-23 | 6.34848854905972e-23 | 1 | 164 | 1.17409768898674e-22 | 2.34819537797348e-22 | 1 | 165 | 8.44088112338837e-23 | 1.68817622467767e-22 | 1 | 166 | 5.94975768959136e-23 | 1.18995153791827e-22 | 1 | 167 | 7.81651062438506e-23 | 1.56330212487701e-22 | 1 | 168 | 2.09877722449771e-20 | 4.19755444899541e-20 | 1 | 169 | 2.95410060257234e-19 | 5.90820120514468e-19 | 1 | 170 | 7.2616127577384e-19 | 1.45232255154768e-18 | 1 | 171 | 5.01694975133961e-19 | 1.00338995026792e-18 | 1 | 172 | 1.31016621817502e-18 | 2.62033243635005e-18 | 1 | 173 | 1.10076013079327e-18 | 2.20152026158653e-18 | 1 | 174 | 1.38109510198111e-18 | 2.76219020396222e-18 | 1 | 175 | 1.63049265796421e-18 | 3.26098531592841e-18 | 1 | 176 | 2.12603636174962e-18 | 4.25207272349924e-18 | 1 | 177 | 1.39908366858871e-18 | 2.79816733717742e-18 | 1 | 178 | 1.00041839218701e-18 | 2.00083678437402e-18 | 1 | 179 | 2.74557154198171e-18 | 5.49114308396343e-18 | 1 | 180 | 5.74947059529838e-18 | 1.14989411905968e-17 | 1 | 181 | 2.74899825188925e-17 | 5.49799650377851e-17 | 1 | 182 | 1.45800239317444e-16 | 2.91600478634887e-16 | 1 | 183 | 2.21317188864214e-15 | 4.42634377728428e-15 | 0.999999999999998 | 184 | 1.6738468328518e-14 | 3.3476936657036e-14 | 0.999999999999983 | 185 | 2.09987002618487e-14 | 4.19974005236973e-14 | 0.999999999999979 | 186 | 3.29470492717941e-14 | 6.58940985435883e-14 | 0.999999999999967 | 187 | 7.07861393018703e-14 | 1.41572278603741e-13 | 0.99999999999993 | 188 | 1.55124345806056e-13 | 3.10248691612111e-13 | 0.999999999999845 | 189 | 6.63970786553426e-13 | 1.32794157310685e-12 | 0.999999999999336 | 190 | 1.23393986045311e-12 | 2.46787972090622e-12 | 0.999999999998766 | 191 | 4.37380006392218e-12 | 8.74760012784436e-12 | 0.999999999995626 | 192 | 9.64009648007058e-12 | 1.92801929601412e-11 | 0.99999999999036 | 193 | 1.94740926501334e-11 | 3.89481853002667e-11 | 0.999999999980526 | 194 | 4.04788653198665e-11 | 8.0957730639733e-11 | 0.999999999959521 | 195 | 7.90074297801037e-11 | 1.58014859560207e-10 | 0.999999999920993 | 196 | 1.51618719772883e-10 | 3.03237439545766e-10 | 0.999999999848381 | 197 | 1.58159737806907e-10 | 3.16319475613814e-10 | 0.99999999984184 | 198 | 2.11589775498771e-10 | 4.23179550997542e-10 | 0.99999999978841 | 199 | 2.84113986358978e-10 | 5.68227972717956e-10 | 0.999999999715886 | 200 | 3.4219762416112e-10 | 6.8439524832224e-10 | 0.999999999657802 | 201 | 3.59661220860476e-10 | 7.19322441720952e-10 | 0.999999999640339 | 202 | 4.04237243429203e-10 | 8.08474486858405e-10 | 0.999999999595763 | 203 | 4.57237832715069e-10 | 9.14475665430138e-10 | 0.999999999542762 | 204 | 6.11747146648307e-10 | 1.22349429329661e-09 | 0.999999999388253 | 205 | 9.44575315748155e-10 | 1.88915063149631e-09 | 0.999999999055425 | 206 | 1.12648614028252e-09 | 2.25297228056503e-09 | 0.999999998873514 | 207 | 4.26712954896106e-09 | 8.53425909792212e-09 | 0.99999999573287 | 208 | 1.26493094495773e-08 | 2.52986188991545e-08 | 0.99999998735069 | 209 | 1.85857676978276e-08 | 3.71715353956552e-08 | 0.999999981414232 | 210 | 3.61996292339136e-08 | 7.23992584678272e-08 | 0.99999996380037 | 211 | 6.18869549864683e-08 | 1.23773909972937e-07 | 0.999999938113045 | 212 | 8.66403031636308e-08 | 1.73280606327262e-07 | 0.999999913359697 | 213 | 1.13764404159025e-07 | 2.2752880831805e-07 | 0.999999886235596 | 214 | 1.51296342129043e-07 | 3.02592684258086e-07 | 0.999999848703658 | 215 | 6.09504240599784e-07 | 1.21900848119957e-06 | 0.99999939049576 | 216 | 1.28837394352437e-06 | 2.57674788704875e-06 | 0.999998711626056 | 217 | 2.99103649792820e-06 | 5.98207299585639e-06 | 0.999997008963502 | 218 | 5.83704145886023e-06 | 1.16740829177205e-05 | 0.99999416295854 | 219 | 1.05616534422889e-05 | 2.11233068845778e-05 | 0.999989438346558 | 220 | 1.69954953859007e-05 | 3.39909907718013e-05 | 0.999983004504614 | 221 | 2.25729113749875e-05 | 4.51458227499749e-05 | 0.999977427088625 | 222 | 4.17281225473293e-05 | 8.34562450946587e-05 | 0.999958271877453 | 223 | 0.000100673508868454 | 0.000201347017736909 | 0.999899326491132 | 224 | 0.000161237305071618 | 0.000322474610143236 | 0.999838762694928 | 225 | 0.000316370886897391 | 0.000632741773794782 | 0.999683629113103 | 226 | 0.000817368747162622 | 0.00163473749432524 | 0.999182631252837 | 227 | 0.00178373813196918 | 0.00356747626393836 | 0.99821626186803 | 228 | 0.00407552116874723 | 0.00815104233749445 | 0.995924478831253 | 229 | 0.00955310838037298 | 0.0191062167607460 | 0.990446891619627 | 230 | 0.0163384245902174 | 0.0326768491804348 | 0.983661575409783 | 231 | 0.0268631532512366 | 0.0537263065024733 | 0.973136846748763 | 232 | 0.0410272775209768 | 0.0820545550419536 | 0.958972722479023 | 233 | 0.0674702460840908 | 0.134940492168182 | 0.932529753915909 | 234 | 0.0887659978480294 | 0.177531995696059 | 0.91123400215197 | 235 | 0.12326443375503 | 0.24652886751006 | 0.87673556624497 | 236 | 0.157917125151153 | 0.315834250302307 | 0.842082874848847 | 237 | 0.217699708361314 | 0.435399416722627 | 0.782300291638686 | 238 | 0.270400064739066 | 0.540800129478132 | 0.729599935260934 | 239 | 0.328097911032395 | 0.65619582206479 | 0.671902088967605 | 240 | 0.393568124378697 | 0.787136248757394 | 0.606431875621303 | 241 | 0.461868572993119 | 0.923737145986237 | 0.538131427006881 | 242 | 0.530644516526722 | 0.938710966946556 | 0.469355483473278 | 243 | 0.592901862163644 | 0.814196275672712 | 0.407098137836356 | 244 | 0.644341232321892 | 0.711317535356217 | 0.355658767678108 | 245 | 0.674023902727745 | 0.65195219454451 | 0.325976097272255 | 246 | 0.719931328040311 | 0.560137343919378 | 0.280068671959689 | 247 | 0.753717273229392 | 0.492565453541216 | 0.246282726770608 | 248 | 0.765986154695421 | 0.468027690609157 | 0.234013845304579 | 249 | 0.7733661885688 | 0.453267622862401 | 0.226633811431200 | 250 | 0.791800127146427 | 0.416399745707145 | 0.208199872853573 | 251 | 0.803060769598618 | 0.393878460802764 | 0.196939230401382 | 252 | 0.822545588648067 | 0.354908822703866 | 0.177454411351933 | 253 | 0.844066939491128 | 0.311866121017745 | 0.155933060508872 | 254 | 0.856523390885105 | 0.286953218229791 | 0.143476609114895 | 255 | 0.858935816179138 | 0.282128367641724 | 0.141064183820862 | 256 | 0.867680890434641 | 0.264638219130717 | 0.132319109565359 | 257 | 0.858598834467289 | 0.282802331065422 | 0.141401165532711 | 258 | 0.854414588756301 | 0.291170822487398 | 0.145585411243699 | 259 | 0.8659028202914 | 0.268194359417199 | 0.134097179708600 | 260 | 0.857488626908901 | 0.285022746182198 | 0.142511373091099 | 261 | 0.85949415554673 | 0.28101168890654 | 0.14050584445327 | 262 | 0.86715455687144 | 0.265690886257118 | 0.132845443128559 | 263 | 0.905009299801953 | 0.189981400396094 | 0.094990700198047 | 264 | 0.898344910435781 | 0.203310179128438 | 0.101655089564219 | 265 | 0.890823441202242 | 0.218353117595517 | 0.109176558797758 | 266 | 0.880128468702807 | 0.239743062594386 | 0.119871531297193 | 267 | 0.887304266831407 | 0.225391466337185 | 0.112695733168593 | 268 | 0.879846057431037 | 0.240307885137925 | 0.120153942568963 | 269 | 0.867607966420728 | 0.264784067158543 | 0.132392033579272 | 270 | 0.854779955539251 | 0.290440088921497 | 0.145220044460748 | 271 | 0.840688356747539 | 0.318623286504923 | 0.159311643252461 | 272 | 0.82115123089632 | 0.357697538207362 | 0.178848769103681 | 273 | 0.799834866572724 | 0.400330266854551 | 0.200165133427276 | 274 | 0.782425154979806 | 0.435149690040388 | 0.217574845020194 | 275 | 0.763298636343274 | 0.473402727313451 | 0.236701363656726 | 276 | 0.742496239974333 | 0.515007520051333 | 0.257503760025667 | 277 | 0.721366901148363 | 0.557266197703274 | 0.278633098851637 | 278 | 0.69616205663355 | 0.607675886732899 | 0.303837943366449 | 279 | 0.669659904052515 | 0.660680191894971 | 0.330340095947485 | 280 | 0.658774520374285 | 0.68245095925143 | 0.341225479625715 | 281 | 0.63404092472918 | 0.731918150541639 | 0.365959075270819 | 282 | 0.603088163978825 | 0.79382367204235 | 0.396911836021175 | 283 | 0.57351192270979 | 0.85297615458042 | 0.42648807729021 | 284 | 0.541331368329435 | 0.917337263341131 | 0.458668631670565 | 285 | 0.514149845227563 | 0.971700309544874 | 0.485850154772437 | 286 | 0.484286893918053 | 0.968573787836106 | 0.515713106081947 | 287 | 0.450747338118867 | 0.901494676237735 | 0.549252661881133 | 288 | 0.424690902220741 | 0.849381804441483 | 0.575309097779259 | 289 | 0.405506222132465 | 0.81101244426493 | 0.594493777867535 | 290 | 0.37309993160899 | 0.74619986321798 | 0.62690006839101 | 291 | 0.342004302118096 | 0.684008604236192 | 0.657995697881904 | 292 | 0.312380536702359 | 0.624761073404718 | 0.687619463297641 | 293 | 0.290332866285285 | 0.580665732570571 | 0.709667133714715 | 294 | 0.273504069933333 | 0.547008139866666 | 0.726495930066667 | 295 | 0.25136353410994 | 0.50272706821988 | 0.74863646589006 | 296 | 0.233632959081426 | 0.467265918162852 | 0.766367040918574 | 297 | 0.285359525970203 | 0.570719051940405 | 0.714640474029797 | 298 | 0.288666828328841 | 0.577333656657682 | 0.711333171671159 | 299 | 0.274491653744532 | 0.548983307489065 | 0.725508346255468 | 300 | 0.260913292195385 | 0.521826584390771 | 0.739086707804615 | 301 | 0.272633999169179 | 0.545267998338359 | 0.727366000830821 | 302 | 0.295070087786161 | 0.590140175572322 | 0.704929912213839 | 303 | 0.293963730582413 | 0.587927461164827 | 0.706036269417587 | 304 | 0.292962964549631 | 0.585925929099262 | 0.707037035450369 | 305 | 0.319402886797414 | 0.638805773594828 | 0.680597113202586 | 306 | 0.335954866248003 | 0.671909732496005 | 0.664045133751997 | 307 | 0.371132544452073 | 0.742265088904145 | 0.628867455547927 | 308 | 0.397543054200525 | 0.79508610840105 | 0.602456945799475 | 309 | 0.429458973077803 | 0.858917946155605 | 0.570541026922197 | 310 | 0.454350638602963 | 0.908701277205927 | 0.545649361397037 | 311 | 0.496809462417028 | 0.993618924834056 | 0.503190537582972 | 312 | 0.539764846626261 | 0.92047030674748 | 0.46023515337374 | 313 | 0.542365777694591 | 0.915268444610819 | 0.457634222305409 | 314 | 0.543390209691075 | 0.913219580617851 | 0.456609790308925 | 315 | 0.572540601284572 | 0.854918797430857 | 0.427459398715428 | 316 | 0.572502758767266 | 0.854994482465469 | 0.427497241232734 | 317 | 0.586951320271401 | 0.826097359457198 | 0.413048679728599 | 318 | 0.59236255409765 | 0.815274891804701 | 0.407637445902351 | 319 | 0.615284780200642 | 0.769430439598716 | 0.384715219799358 | 320 | 0.630972249900201 | 0.738055500199599 | 0.369027750099799 | 321 | 0.649946078307291 | 0.700107843385418 | 0.350053921692709 | 322 | 0.659516010772934 | 0.680967978454132 | 0.340483989227066 | 323 | 0.652978013351483 | 0.694043973297034 | 0.347021986648517 | 324 | 0.64791788581825 | 0.704164228363501 | 0.352082114181751 | 325 | 0.632392921733744 | 0.735214156532512 | 0.367607078266256 | 326 | 0.621598405049735 | 0.756803189900531 | 0.378401594950265 | 327 | 0.600121431078602 | 0.799757137842797 | 0.399878568921398 | 328 | 0.6256200539879 | 0.7487598920242 | 0.3743799460121 | 329 | 0.658215038883463 | 0.683569922233074 | 0.341784961116537 | 330 | 0.64825074256625 | 0.7034985148675 | 0.35174925743375 | 331 | 0.650288998655676 | 0.699422002688648 | 0.349711001344324 | 332 | 0.644724721329959 | 0.710550557340082 | 0.355275278670041 | 333 | 0.660651527333744 | 0.678696945332512 | 0.339348472666256 | 334 | 0.664835455690057 | 0.670329088619886 | 0.335164544309943 | 335 | 0.654197901875386 | 0.691604196249228 | 0.345802098124614 | 336 | 0.632273771060112 | 0.735452457879776 | 0.367726228939888 | 337 | 0.681963967099307 | 0.636072065801386 | 0.318036032900693 | 338 | 0.662939622734325 | 0.67412075453135 | 0.337060377265675 | 339 | 0.69152579440763 | 0.61694841118474 | 0.30847420559237 | 340 | 0.751304451936011 | 0.497391096127978 | 0.248695548063989 | 341 | 0.84881588709747 | 0.302368225805062 | 0.151184112902531 | 342 | 0.894628208480198 | 0.210743583039603 | 0.105371791519802 | 343 | 0.942699841872419 | 0.114600316255163 | 0.0573001581275814 | 344 | 0.970535233169211 | 0.0589295336615775 | 0.0294647668307887 | 345 | 0.980747821265493 | 0.0385043574690139 | 0.0192521787345069 | 346 | 0.986404922446185 | 0.02719015510763 | 0.013595077553815 | 347 | 0.987755694322581 | 0.0244886113548379 | 0.0122443056774189 | 348 | 0.989222252969595 | 0.0215554940608098 | 0.0107777470304049 | 349 | 0.991591361895028 | 0.0168172762099440 | 0.00840863810497201 | 350 | 0.99362691999028 | 0.0127461600194383 | 0.00637308000971915 | 351 | 0.99292496662484 | 0.0141500667503200 | 0.00707503337515998 | 352 | 0.991995262623614 | 0.0160094747527725 | 0.00800473737638627 | 353 | 0.995089572400888 | 0.00982085519822384 | 0.00491042759911192 | 354 | 0.995515408344476 | 0.00896918331104814 | 0.00448459165552407 | 355 | 0.995993449413419 | 0.00801310117316217 | 0.00400655058658108 | 356 | 0.998137327648634 | 0.00372534470273228 | 0.00186267235136614 | 357 | 0.997614235216614 | 0.00477152956677232 | 0.00238576478338616 | 358 | 0.997799449667804 | 0.00440110066439261 | 0.00220055033219630 | 359 | 0.996838450488407 | 0.0063230990231867 | 0.00316154951159335 | 360 | 0.995276525003323 | 0.00944694999335498 | 0.00472347499667749 | 361 | 0.993010525452428 | 0.0139789490951435 | 0.00698947454757173 | 362 | 0.990929787767886 | 0.0181404244642281 | 0.00907021223211406 | 363 | 0.987898993693507 | 0.024202012612986 | 0.012101006306493 | 364 | 0.99958265543933 | 0.000834689121342034 | 0.000417344560671017 | 365 | 0.999475610951753 | 0.00104877809649497 | 0.000524389048247487 | 366 | 0.999664420901784 | 0.000671158196432219 | 0.000335579098216109 | 367 | 0.999285909031928 | 0.0014281819361447 | 0.00071409096807235 | 368 | 0.999128469156902 | 0.00174306168619646 | 0.000871530843098229 | 369 | 0.999763383270123 | 0.000473233459754163 | 0.000236616729877082 | 370 | 0.999819050492371 | 0.000361899015257793 | 0.000180949507628896 | 371 | 0.999602361813583 | 0.000795276372834748 | 0.000397638186417374 | 372 | 0.998971663114508 | 0.00205667377098365 | 0.00102833688549182 | 373 | 0.998549509980123 | 0.00290098003975423 | 0.00145049001987712 | 374 | 0.997483968696788 | 0.00503206260642484 | 0.00251603130321242 | 375 | 0.995698912213216 | 0.00860217557356814 | 0.00430108778678407 | 376 | 0.989154094365809 | 0.0216918112683822 | 0.0108459056341911 | 377 | 0.969520700902767 | 0.0609585981944657 | 0.0304792990972328 | 378 | 0.95442285092448 | 0.0911542981510417 | 0.0455771490755209 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | Description | # significant tests | % significant tests | OK/NOK | 1% type I error level | 232 | 0.640883977900553 | NOK | 5% type I error level | 246 | 0.679558011049724 | NOK | 10% type I error level | 251 | 0.693370165745856 | NOK |
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| | Parameters (Session): | par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ; | | Parameters (R input): | par1 = 1 ; par2 = Include Monthly Dummies ; par3 = 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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