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 07:33:28 -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/t1229524771jgdv65gkxm63mp5.htm/, Retrieved Wed, 17 Dec 2008 15:39:37 +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/t1229524771jgdv65gkxm63mp5.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 time9 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Multiple Linear Regression - Estimated Regression Equation
werkloosheid[t] = + 176169.70192712 -18.3539480086108`Azië`[t] + 11367.9863194578M1[t] + 3996.50801380844M2[t] + 1049.58641584915M3[t] -5241.37960167324M4[t] -7910.89164512382M5[t] -7962.44532586479M6[t] + 23375.6264412199M7[t] + 35551.0150642940M8[t] + 20438.1356703591M9[t] + 13286.6974291506M10[t] + 1914.16390003506M11[t] + 1111.74629907713t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)176169.7019271214280.0311312.336800
`Azië`-18.353948008610812.513405-1.46670.1469240.073462
M111367.98631945787705.6170251.47530.144620.07231
M23996.508013808447315.0933660.54630.5865710.293286
M31049.586415849157656.6463220.13710.891360.44568
M4-5241.379601673247319.100889-0.71610.4762970.238149
M5-7910.891645123827614.433623-1.03890.3024110.151205
M6-7962.445325864797506.662169-1.06070.2924650.146232
M723375.62644121997276.4209883.21250.001990.000995
M835551.01506429407371.122564.8238e-064e-06
M920438.13567035917440.3115172.74690.0076420.003821
M1013286.69742915067936.0069651.67420.0985480.049274
M111914.163900035067560.9923820.25320.8008840.400442
t1111.74629907713140.5287497.911200


Multiple Linear Regression - Regression Statistics
Multiple R0.905795546824204
R-squared0.820465572646559
Adjusted R-squared0.787123464709491
F-TEST (value)24.6074895503057
F-TEST (DF numerator)13
F-TEST (DF denominator)70
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation13588.5189511088
Sum Squared Residuals12925349309.9250


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1180144165967.62559661414176.3744033862
2173666161335.88877840512330.1112215948
3165688155282.97622714410405.0237728557
4161570154126.9419121877443.05808781351
5156145146176.4960764149968.50392358609
6153730151544.3602923712185.63970762898
7182698184564.986141601-1866.98614160067
8200765194766.8224035045998.17759649554
9176512182118.375276881-5606.3752768813
10166618171185.520795654-4567.52079565424
11158644161563.450956316-2919.45095631549
12159585165696.409974873-6111.40997487304
13163095174687.057076971-11592.0570769711
14159044171486.928203434-12442.9282034342
15155511166107.605544089-10596.6055440893
16153745165023.151626365-11278.1516263652
17150569161600.624764317-11031.6247643168
18150605164575.134159951-13970.1341599511
19179612196727.618268373-17115.6182683735
20194690210135.889247382-15445.8892473816
21189917197727.878839671-7810.8788396712
22184128187228.177531447-3100.17753144737
23175335177853.885990225-2518.88599022488
24179566181546.350256576-1980.35025657575
25181140187945.419899858-6805.41989985793
26177876185890.577382058-8014.57738205842
27175041181975.899773801-6934.89977380067
28169292176938.005455022-7646.00545502171
29166070174297.356778140-8227.35677814023
30166972176969.026031632-9997.02603163243
31206348211098.230340582-4750.23034058216
32215706223256.597460204-7550.59746020386
33202108207159.443502763-5051.44350276272
34195411198063.819217198-2652.81921719761
35193111190875.4828838012235.51711619933
36195198191317.4629578273880.53704217344
37198770200866.070079386-2096.07007938636
38194163196981.338945128-2818.33894512836
39190420194331.248354664-3911.24835466388
40189733187973.7051740661759.29482593419
41186029184824.6521373461204.34786265419
42191531189759.3631803001771.63681970028
43232571221517.23740653711053.7625934631
44243477235156.7681304548320.2318695465
45227247219500.1089252197746.89107478095
46217859210672.4522805807186.54771942035
47208679204392.6363736094286.36362639107
48213188202116.39674756011071.6032524404
49216234211888.9220348244345.07796517556
50213586208864.9910621704721.00893782973
51209465202255.9538862487209.04611375154
52204045198851.5609402365193.43905976414
53200237196350.402268223886.59773178018
54203666193809.5502872679856.44971273345
55241476230051.29401200711424.7059879926
56260307242549.20916978817757.7908302116
57243324227512.91340724515811.0865927551
58244460220524.32235306823935.6776469316
59233575211076.61501981122498.3849801886
60237217211788.39812956425428.6018704361
61235243222333.62462799112909.3753720087
62230354213900.78517720016453.2148228005
63227184212621.73450297814562.2654970217
64221678209266.89721658912411.1027834111
65217142207415.4683040789726.5316959223
66219452201269.90093423318182.0990657667
67256446241738.55888535714707.4411146429
68265845250563.84904661515281.1509533849
69248624235567.93196969113056.0680303094
70241114233303.6471329307810.35286706953
71229245220598.1140281458646.88597185487
72231805224549.3689614177255.6310385826
73219277230214.280684355-10937.2806843552
74219313229541.490451604-10228.4904516040
75212610223343.581711075-10733.5817110751
76214771222653.737675536-7882.73767553605
77211142216668.999671486-5526.99967148569
78211457219485.665114246-8028.6651142459
79240048253501.074945542-13453.0749455422
80240636264996.864542053-24360.8645420531
81230580248725.34807853-18145.3480785302
82208795237407.060689122-28612.0606891223
83197922230150.814748093-32228.8147480935
84194596234140.612972184-39544.6129721838


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.003738212586523920.007476425173047840.996261787413476
180.00130276962435150.0026055392487030.998697230375649
190.0005770838682053680.001154167736410740.999422916131795
200.0001684255691115560.0003368511382231120.999831574430888
210.001393486439845680.002786972879691350.998606513560154
220.001962738966377910.003925477932755820.998037261033622
230.001102691711736340.002205383423472680.998897308288264
240.0009424958813293590.001884991762658720.99905750411867
250.003206703477642720.006413406955285440.996793296522357
260.002406062651578530.004812125303157070.997593937348422
270.001240035887062440.002480071774124880.998759964112938
280.001862854939664410.003725709879328810.998137145060336
290.001068732839941470.002137465679882940.998931267160059
300.001015707185117690.002031414370235380.998984292814882
310.001582698545501960.003165397091003910.998417301454498
320.001111738531302380.002223477062604760.998888261468698
330.002282422329669870.004564844659339740.99771757767033
340.002582816732783840.005165633465567680.997417183267216
350.002176214105072820.004352428210145640.997823785894927
360.004159160774072570.008318321548145150.995840839225927
370.003918713253989350.00783742650797870.99608128674601
380.004191871931339910.008383743862679820.99580812806866
390.003444801396953530.006889602793907070.996555198603046
400.006013157846825360.01202631569365070.993986842153175
410.008169051739585060.01633810347917010.991830948260415
420.009367113304422660.01873422660884530.990632886695577
430.02191441956894980.04382883913789950.97808558043105
440.02476208523849520.04952417047699030.975237914761505
450.02915926164301980.05831852328603960.97084073835698
460.03096482948989980.06192965897979960.9690351705101
470.02851348365459120.05702696730918250.971486516345409
480.03083054620591490.06166109241182970.969169453794085
490.02991773935202370.05983547870404740.970082260647976
500.03531976900078180.07063953800156350.964680230999218
510.04226509598630510.08453019197261010.957734904013695
520.0650175433831650.130035086766330.934982456616835
530.1365364061872570.2730728123745150.863463593812743
540.3061731520240210.6123463040480410.693826847975979
550.5425172768115290.9149654463769430.457482723188472
560.6271950816848890.7456098366302220.372804918315111
570.8507707270330650.2984585459338710.149229272966935
580.8612456085050880.2775087829898230.138754391494912
590.874947498922460.2501050021550810.125052501077541
600.8316966834739340.3366066330521320.168303316526066
610.796854514017250.4062909719655000.203145485982750
620.7087164441366580.5825671117266840.291283555863342
630.6310561195083190.7378877609833620.368943880491681
640.6064909266042260.7870181467915490.393509073395774
650.8805204345786640.2389591308426710.119479565421336
660.8159654723229760.3680690553540470.184034527677024
670.8165711420115470.3668577159769070.183428857988453


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level230.450980392156863NOK
5% type I error level280.549019607843137NOK
10% type I error level350.686274509803922NOK
 
Charts produced by software:
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/10dmpe1229524386.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/15vs91229524386.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/20bpc1229524386.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/3dzq31229524386.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/3dzq31229524386.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/4f7d91229524386.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/58h451229524386.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/58h451229524386.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/6pirx1229524386.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/6pirx1229524386.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/7hcwk1229524386.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/7hcwk1229524386.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/8h1io1229524386.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/8h1io1229524386.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/9fxm11229524386.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229524771jgdv65gkxm63mp5/9fxm11229524386.ps (open in new window)


 
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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Software written by Ed van Stee & Patrick Wessa


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