Home » date » 2008 » Dec » 17 »

Werkloosheid- Azië

*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: Wed, 17 Dec 2008 07:07:42 -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/17/t1229522980z22yx4ojgxw8h1d.htm/, Retrieved Wed, 17 Dec 2008 15:10:03 +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/17/t1229522980z22yx4ojgxw8h1d.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 «
180144 1235,8 173666 1147,1 165688 1376,9 161570 1157,7 156145 1506 153730 1271,3 182698 1240,2 200765 1408,3 176512 1334,6 166618 1601,2 158644 1566,4 159585 1297,5 163095 1487,6 159044 1320,9 155511 1514 153745 1290,9 150569 1392,5 150605 1288,2 179612 1304,4 194690 1297,8 189917 1211 184128 1454 175335 1405,7 179566 1160,8 181140 1492,1 177876 1263 175041 1376,3 169292 1368,6 166070 1427,6 166972 1339,8 206348 1248,3 215706 1309,8 202108 1424 195411 1590,5 193111 1423,1 195198 1355,3 198770 1515 194163 1385,6 190420 1430 189733 1494,2 186029 1580,9 191531 1369,8 232571 1407,5 243477 1388,3 227247 1478,5 217859 1630,4 208679 1413,5 213188 1493,8 216234 1641,3 213586 1465 209465 1725,1 204045 1628,4 200237 1679,8 203666 1876 241476 1669,4 260307 1712,4 243324 1768,8 244460 1820,5 233575 1776,2 237217 1693,7 235243 1799,1 230354 1917,5 227184 1887,2 221678 1787,8 217142 1803,8 219452 2196,4 256446 1759,5 265845 2002,6 248624 2056,8 241114 1851,1 229245 1984,3 231805 1725,3 219277 2096,6 219313 1792,2 212610 2029,9 214771 1785,3 211142 2026,5 211457 1930,8 240048 1845,5 240636 1943,1 230580 2066,8 208795 2354,4 197922 2190,7 194596 1929,6
 
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 time5 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
werkloosheid[t] = + 98514.9949379193 + 64.8271222961237`Azië`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)98514.994937919314554.9522696.768500
`Azië`64.82712229612379.0054457.198700


Multiple Linear Regression - Regression Statistics
Multiple R0.622285856514731
R-squared0.387239687218273
Adjusted R-squared0.379767000477032
F-TEST (value)51.8206771710579
F-TEST (DF numerator)1
F-TEST (DF denominator)82
p-value2.63510990805571e-10
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation23194.5345792005
Sum Squared Residuals44114887616.3496


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1180144178628.3526714691515.64732853101
2173666172878.186923803787.813076197305
3165688187775.459627452-22087.4596274520
4161570173565.354420142-11995.3544201417
5156145196144.641115882-39999.6411158815
6153730180929.715512981-27199.7155129813
7182698178913.5920095723784.40799042814
8200765189811.03126755010953.9687324498
9176512185033.272354326-8521.27235432592
10166618202316.183158473-35698.1831584725
11158644200060.199302567-41416.1993025674
12159585182628.186117140-23043.1861171397
13163095194951.822065633-31856.8220656329
14159044184145.140778869-25101.1407788690
15155511196663.258094251-41152.2580942505
16153745182200.327109985-28455.3271099853
17150569188786.762735271-38217.7627352715
18150605182025.293879786-31420.2938797858
19179612183075.493260983-3463.493260983
20194690182647.63425382912042.3657461714
21189917177020.64003852512896.3599614750
22184128192773.630756483-8645.6307564831
23175335189642.480749580-14307.4807495803
24179566173766.3184992605799.68150074037
25181140195243.544115965-14103.5441159654
26177876180391.650397923-2515.65039792347
27175041187736.563354074-12695.5633540743
28169292187237.394512394-17945.3945123941
29166070191062.194727865-24992.1947278654
30166972185370.373390266-18398.3733902658
31206348179438.69170017026909.3082998295
32215706183425.55972138232280.4402786179
33202108190828.81708759911279.1829124006
34195411201622.532949904-6211.53294990398
35193111190770.4726775332340.52732246713
36195198186375.1937858568822.80621414431
37198770196728.0852165472041.91478345335
38194163188339.4555914285823.54440857177
39190420191217.779821376-797.779821376132
40189733195379.681072787-5646.68107278728
41186029201000.192575861-14971.1925758612
42191531187315.1870591494215.81294085052
43232571189759.16956971342811.8304302866
44243477188514.48882162854962.5111783722
45227247194361.89525273832885.1047472619
46217859204209.13512951913649.8648704807
47208679190148.1323034918530.8676965099
48213188195353.75022386917834.2497761312
49216234204915.75076254711318.2492374529
50213586193486.72910174020099.2708982595
51209465210348.263610962-883.263610962228
52204045204079.480884927-34.4808849270783
53200237207411.594970948-7174.59497094783
54203666220130.676365447-16464.6763654473
55241476206737.39289906834738.6071009319
56260307209524.95915780150782.0408421985
57243324213181.20885530330142.7911446972
58244460216532.77107801227927.2289219876
59233575213660.92956029419914.0704397058
60237217208312.69197086428904.3080291360
61235243215145.47066087520097.5293391246
62230354222821.0019407367532.99805926357
63227184220856.7401351646327.25986483612
64221678214412.9241789297265.07582107082
65217142215450.1581356671691.84186433283
66219452240901.286349125-21449.2863491253
67256446212578.31661794943867.6833820511
68265845228337.79004813737507.2099518634
69248624231851.42007658616772.5799234135
70241114218516.48102027422597.5189797262
71229245227151.4537101172093.54628988251
72231805210361.22903542121443.7709645785
73219277234431.539543972-15154.5395439722
74219313214698.1635170324614.83648296786
75212610230107.570486821-17497.5704868207
76214771214250.856373189520.143626811123
77211142229887.158271014-18745.1582710139
78211457223683.202667275-12226.2026672749
79240048218153.44913541621894.5508645845
80240636224480.57627151716155.4237284828
81230580232499.691299548-1919.69129954771
82208795251143.971671913-42348.9716719129
83197922240531.771752037-42609.7717520374
84194596223605.410120520-29009.4101205195


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.07051264954664770.1410252990932950.929487350453352
60.05762735252828110.1152547050565620.942372647471719
70.05217776141503710.1043555228300740.947822238584963
80.2137826827719640.4275653655439280.786217317228036
90.1341253315827000.2682506631654010.8658746684173
100.087514554735670.175029109471340.91248544526433
110.06659067993830640.1331813598766130.933409320061694
120.04969392625546280.09938785251092570.950306073744537
130.03236713110228960.06473426220457920.96763286889771
140.02419104568191220.04838209136382440.975808954318088
150.02086988108851340.04173976217702680.979130118911487
160.02148670405877520.04297340811755040.978513295941225
170.02619869810700860.05239739621401730.973801301892991
180.03286704643721020.06573409287442040.96713295356279
190.02813820953345870.05627641906691730.971861790466541
200.04987124568313510.09974249136627020.950128754316865
210.04940654470794780.09881308941589550.950593455292052
220.05143673903469970.1028734780693990.9485632609653
230.04173095576170930.08346191152341870.95826904423829
240.02922829713088850.0584565942617770.970771702869111
250.02848960164707200.05697920329414410.971510398352928
260.02122351042276970.04244702084553950.97877648957723
270.01746028212060590.03492056424121170.982539717879394
280.0160354626535590.0320709253071180.98396453734644
290.01827799061819640.03655598123639280.981722009381804
300.02157807743577200.04315615487154390.978421922564228
310.05005784615657270.1001156923131450.949942153843427
320.1465247903748710.2930495807497430.853475209625129
330.1962127932490080.3924255864980160.803787206750992
340.2361571038630290.4723142077260590.76384289613697
350.2431590724325030.4863181448650060.756840927567497
360.2477065562902700.4954131125805390.75229344370973
370.2706709469945660.5413418939891320.729329053005434
380.2772426579519630.5544853159039260.722757342048037
390.2936582660444720.5873165320889430.706341733955528
400.3255589524957990.6511179049915980.674441047504201
410.3910917974514920.7821835949029840.608908202548508
420.4650776026008520.9301552052017040.534922397399148
430.6749587314091820.6500825371816350.325041268590818
440.8704014146383260.2591971707233480.129598585361674
450.900406498820870.1991870023582610.0995935011791304
460.8975249286277220.2049501427445570.102475071372278
470.8998500708324320.2002998583351360.100149929167568
480.8993840005360730.2012319989278540.100615999463927
490.8894731819013750.2210536361972510.110526818098625
500.8951195639209420.2097608721581150.104880436079058
510.8899191200886610.2201617598226780.110080879911339
520.9137603598315030.1724792803369950.0862396401684973
530.9510168104905750.09796637901884980.0489831895094249
540.9604945843576360.07901083128472760.0395054156423638
550.9616253517391950.07674929652161090.0383746482608054
560.9815609960177960.03687800796440790.0184390039822040
570.9783893646798620.04322127064027630.0216106353201382
580.9750289074761570.04994218504768610.0249710925238431
590.9635591011222420.07288179775551560.0364408988777578
600.9511051334765650.09778973304687070.0488948665234353
610.93109136313220.1378172737355990.0689086368677993
620.9027699188208860.1944601623582280.097230081179114
630.8650780014782350.2698439970435290.134921998521765
640.826942721564950.3461145568701000.173057278435050
650.7976199682918550.4047600634162910.202380031708145
660.7638486599378130.4723026801243740.236151340062187
670.7993615841337650.401276831732470.200638415866235
680.9434339031665650.1131321936668700.0565660968334348
690.9743522285949120.05129554281017660.0256477714050883
700.9732619164659240.05347616706815240.0267380835340762
710.9619856410332430.07602871793351410.0380143589667571
720.939007175457190.121985649085620.06099282454281
730.9081116264462190.1837767471075630.0918883735537814
740.8525511354039020.2948977291921960.147448864596098
750.7825138131756780.4349723736486440.217486186824322
760.7091824679675830.5816350640648340.290817532032417
770.6039330794476480.7921338411047030.396066920552352
780.5048659356091640.9902681287816730.495134064390836
790.3944931443200520.7889862886401040.605506855679948


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level110.146666666666667NOK
10% type I error level290.386666666666667NOK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/10i0c41229522854.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/10i0c41229522854.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/10io81229522854.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/10io81229522854.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/24ob71229522854.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/24ob71229522854.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/3btwc1229522854.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/4s06t1229522854.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/4s06t1229522854.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/580x21229522854.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/580x21229522854.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/6kyry1229522854.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/6kyry1229522854.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/7zonw1229522854.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/7zonw1229522854.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/8d0mi1229522854.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/8d0mi1229522854.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/96a8s1229522854.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229522980z22yx4ojgxw8h1d/96a8s1229522854.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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