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Multiple Linear Regression Consumptiegoederen

*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: Tue, 16 Dec 2008 05:47:32 -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/16/t1229431721etbur1pdfou6zud.htm/, Retrieved Tue, 16 Dec 2008 13:48:52 +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/16/t1229431721etbur1pdfou6zud.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 «
98,5 0 97,0 0 103,3 0 99,6 0 100,1 0 102,9 0 95,9 0 94,5 0 107,4 0 116,0 0 102,8 0 99,8 0 109,6 0 103,0 0 111,6 0 106,3 0 97,9 0 108,8 0 103,9 0 101,2 0 122,9 0 123,9 0 111,7 0 120,9 0 99,6 0 103,3 0 119,4 0 106,5 0 101,9 0 124,6 0 106,5 0 107,8 0 127,4 0 120,1 0 118,5 0 127,7 0 107,7 0 104,5 0 118,8 0 110,3 0 109,6 0 119,1 0 96,5 0 106,7 0 126,3 0 116,2 0 118,8 0 115,2 0 110,0 0 111,4 0 129,6 0 108,1 0 117,8 0 122,9 0 100,6 0 111,8 0 127,0 0 128,6 0 124,8 0 118,5 0 114,7 0 112,6 0 128,7 0 111,0 0 115,8 0 126,0 0 111,1 1 113,2 1 120,1 1 130,6 1 124,0 1 119,4 1 116,7 1 116,5 1 119,6 1 126,5 1 111,3 1 123,5 1 114,2 1 103,7 1 129,5 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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 111.703030303030 + 6.95696969696971X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)111.7030303030301.16447395.925800
X6.956969696969712.7059922.5710.0120190.00601


Multiple Linear Regression - Regression Statistics
Multiple R0.277863786296307
R-squared0.0772082837349197
Adjusted R-squared0.0655273759340959
F-TEST (value)6.60978453485221
F-TEST (DF numerator)1
F-TEST (DF denominator)79
p-value0.0120193831758937
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation9.46022679762616
Sum Squared Residuals7070.1753939394


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
198.5111.703030303031-13.2030303030308
297111.703030303030-14.7030303030303
3103.3111.703030303030-8.4030303030303
499.6111.703030303030-12.1030303030303
5100.1111.703030303030-11.6030303030303
6102.9111.703030303030-8.80303030303029
795.9111.703030303030-15.8030303030303
894.5111.703030303030-17.2030303030303
9107.4111.703030303030-4.30303030303029
10116111.7030303030304.29696969696971
11102.8111.703030303030-8.9030303030303
1299.8111.703030303030-11.9030303030303
13109.6111.703030303030-2.1030303030303
14103111.703030303030-8.70303030303029
15111.6111.703030303030-0.103030303030299
16106.3111.703030303030-5.4030303030303
1797.9111.703030303030-13.8030303030303
18108.8111.703030303030-2.9030303030303
19103.9111.703030303030-7.80303030303029
20101.2111.703030303030-10.5030303030303
21122.9111.70303030303011.1969696969697
22123.9111.70303030303012.1969696969697
23111.7111.703030303030-0.00303030303029095
24120.9111.7030303030309.19696969696971
2599.6111.703030303030-12.1030303030303
26103.3111.703030303030-8.4030303030303
27119.4111.7030303030307.69696969696971
28106.5111.703030303030-5.20303030303029
29101.9111.703030303030-9.80303030303029
30124.6111.70303030303012.8969696969697
31106.5111.703030303030-5.20303030303029
32107.8111.703030303030-3.9030303030303
33127.4111.70303030303015.6969696969697
34120.1111.7030303030308.3969696969697
35118.5111.7030303030306.7969696969697
36127.7111.70303030303015.9969696969697
37107.7111.703030303030-4.00303030303029
38104.5111.703030303030-7.20303030303029
39118.8111.7030303030307.0969696969697
40110.3111.703030303030-1.40303030303030
41109.6111.703030303030-2.1030303030303
42119.1111.7030303030307.3969696969697
4396.5111.703030303030-15.2030303030303
44106.7111.703030303030-5.00303030303029
45126.3111.70303030303014.5969696969697
46116.2111.7030303030304.49696969696971
47118.8111.7030303030307.0969696969697
48115.2111.7030303030303.49696969696971
49110111.703030303030-1.70303030303029
50111.4111.703030303030-0.303030303030288
51129.6111.70303030303017.8969696969697
52108.1111.703030303030-3.6030303030303
53117.8111.7030303030306.0969696969697
54122.9111.70303030303011.1969696969697
55100.6111.703030303030-11.1030303030303
56111.8111.7030303030300.0969696969697036
57127111.70303030303015.2969696969697
58128.6111.70303030303016.8969696969697
59124.8111.70303030303013.0969696969697
60118.5111.7030303030306.7969696969697
61114.7111.7030303030302.99696969696971
62112.6111.7030303030300.896969696969701
63128.7111.70303030303016.9969696969697
64111111.703030303030-0.703030303030294
65115.8111.7030303030304.09696969696970
66126111.70303030303014.2969696969697
67111.1118.66-7.56
68113.2118.66-5.46
69120.1118.661.44000000000000
70130.6118.6611.94
71124118.665.34
72119.4118.660.740000000000008
73116.7118.66-1.96000000000000
74116.5118.66-2.16
75119.6118.660.939999999999996
76126.5118.667.84
77111.3118.66-7.36
78123.5118.664.84
79114.2118.66-4.4600
80103.7118.66-14.96
81129.5118.6610.84


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.03251213305156890.06502426610313780.967487866948431
60.01464554921781160.02929109843562320.985354450782188
70.01104598547353300.02209197094706600.988954014526467
80.0112213828313460.0224427656626920.988778617168654
90.0266593333530570.0533186667061140.973340666646943
100.2049968946431030.4099937892862060.795003105356897
110.1424362609359070.2848725218718130.857563739064093
120.1024951484184300.2049902968368590.89750485158157
130.1047728449615430.2095456899230850.895227155038457
140.07224853643259860.1444970728651970.927751463567401
150.08646256193898220.1729251238779640.913537438061018
160.06337018371945380.1267403674389080.936629816280546
170.06163006257727940.1232601251545590.93836993742272
180.05312339009953530.1062467801990710.946876609900465
190.03839127645968400.07678255291936810.961608723540316
200.03085372118071650.0617074423614330.969146278819284
210.1903869508114320.3807739016228640.809613049188568
220.4329652195536320.8659304391072650.567034780446368
230.3974082637220970.7948165274441940.602591736277903
240.5039991182368190.9920017635263620.496000881763181
250.5257036480795190.9485927038409630.474296351920482
260.5031760409332220.9936479181335560.496823959066778
270.5587220961940840.8825558076118330.441277903805916
280.5170925904628010.9658148190743970.482907409537199
290.5253324626391310.9493350747217390.474667537360869
300.6738860015364210.6522279969271580.326113998463579
310.6434002054954250.7131995890091510.356599794504575
320.6073481981239620.7853036037520770.392651801876038
330.7748247727611690.4503504544776630.225175227238831
340.7848166165080490.4303667669839020.215183383491951
350.7750579327665980.4498841344668030.224942067233402
360.8679041101539830.2641917796920340.132095889846017
370.847011667231330.3059766655373400.152988332768670
380.8471098740600160.3057802518799680.152890125939984
390.8331101581393170.3337796837213670.166889841860683
400.8017991136865050.3964017726269890.198200886313495
410.771198828395820.4576023432083590.228801171604180
420.7519240903900140.4961518192199730.248075909609986
430.8811877455975880.2376245088048240.118812254402412
440.8834577908768870.2330844182462250.116542209123113
450.9150346795805390.1699306408389230.0849653204194614
460.8938145173729240.2123709652541520.106185482627076
470.874559021913010.250881956173980.12544097808699
480.844590157064820.3108196858703610.155409842935180
490.8265218366887820.3469563266224360.173478163311218
500.80206587297280.3958682540543990.197934127027199
510.8728961388344980.2542077223310030.127103861165502
520.8728923809216780.2542152381566450.127107619078322
530.842180004608310.3156399907833790.157819995391690
540.830122430357940.3397551392841190.169877569642059
550.9285092578805290.1429814842389420.071490742119471
560.9244219700777390.1511560598445220.0755780299222611
570.9310972497571480.1378055004857030.0689027502428516
580.9480528154138920.1038943691722150.0519471845861077
590.9455154669969460.1089690660061070.0544845330030537
600.9233093565302630.1533812869394750.0766906434697373
610.8967707929310940.2064584141378120.103229207068906
620.8791344376641280.2417311246717440.120865562335872
630.9030019557246540.1939960885506920.0969980442753461
640.89400352141470.2119929571706010.105996478585300
650.8789534736576570.2420930526846850.121046526342343
660.8436101450908060.3127797098183880.156389854909194
670.8263212177786510.3473575644426970.173678782221349
680.7896776295209110.4206447409581770.210322370479089
690.7140595493922140.5718809012155730.285940450607786
700.7732878407263020.4534243185473970.226712159273698
710.7184177730321020.5631644539357960.281582226967898
720.6137929104414130.7724141791171740.386207089558587
730.4945019291356020.9890038582712040.505498070864398
740.3696394635179850.739278927035970.630360536482015
750.2475833977127360.4951667954254730.752416602287264
760.2104166621851730.4208333243703460.789583337814827


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.0416666666666667OK
10% type I error level70.0972222222222222OK
 
Charts produced by software:
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/10es0e1229431647.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/1tl7y1229431647.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/2fst81229431647.png (open in new window)
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/36r2n1229431647.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/41ny11229431647.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/53wxs1229431647.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/6akon1229431647.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/7seap1229431647.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/8r5a61229431647.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/8r5a61229431647.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/9xizp1229431647.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229431721etbur1pdfou6zud/9xizp1229431647.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal 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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