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Multiple regression method

*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: Thu, 18 Dec 2008 09:01:35 -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/18/t1229616759qrfgfmi6nczba45.htm/, Retrieved Thu, 18 Dec 2008 17:12:39 +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/18/t1229616759qrfgfmi6nczba45.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:
with montly dummies and trend
 
Dataseries X:
» Textbox « » Textfile « » CSV «
101.5 0 99.2 0 107.8 0 92.3 0 99.2 0 101.6 0 87 0 71.4 0 104.7 0 115.1 0 102.5 0 75.3 0 96.7 1 94.6 1 98.6 1 99.5 1 92 1 93.6 1 89.3 1 66.9 1 108.8 1 113.2 1 105.5 1 77.8 1 102.1 1 97 1 95.5 1 99.3 1 86.4 1 92.4 1 85.7 1 61.9 1 104.9 1 107.9 1 95.6 1 79.8 1 94.8 1 93.7 1 108.1 1 96.9 1 88.8 1 106.7 1 86.8 1 69.8 1 110.9 1 105.4 1 99.2 1 84.4 1 87.2 1 91.9 1 97.9 1 94.5 1 85 1 100.3 1 78.7 1 65.8 1 104.8 1 96 1 103.3 1 82.9 1 91.4 1 94.5 1 109.3 1 92.1 1 99.3 1 109.6 1 87.5 1 73.1 1 110.7 1 111.6 1 110.7 1 84 1 101.6 1 102.1 1 113.9 1 99 1 100.4 1 109.5 1 93 1 76.8 1 105.3 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 time6 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
y[t] = + 81.0978125 -5.16078125x[t] + 16.3589279513889M1[t] + 15.9374317956349M2[t] + 24.1445070684524M3[t] + 15.8372966269841M4[t] + 12.5300861855159M5[t] + 21.3800186011905M6[t] + 6.18709387400793M7[t] -11.3772594246032M8[t] + 26.3012444196429M9[t] + 27.6858494543651M10[t] + 22.1929247271825M11[t] + 0.0929247271825397t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)81.09781252.44663433.146700
x-5.160781252.000773-2.57940.0120980.006049
M116.35892795138892.8013085.839700
M215.93743179563492.7994885.69300
M324.14450706845242.7980018.629200
M415.83729662698412.7968465.662600
M512.53008618551592.7960244.48143e-051.5e-05
M621.38001860119052.7955357.647900
M76.187093874007932.795382.21330.0302850.015142
M8-11.37725942460322.795558-4.06980.0001276.3e-05
M926.30124441964292.796079.406500
M1027.68584945436512.9012859.542600
M1122.19292472718252.9008037.650600
t0.09292472718253970.0305373.0430.0033440.001672


Multiple Linear Regression - Regression Statistics
Multiple R0.924878815061786
R-squared0.855400822550093
Adjusted R-squared0.827344265731454
F-TEST (value)30.4884461796048
F-TEST (DF numerator)13
F-TEST (DF denominator)67
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5.02406007724201
Sum Squared Residuals1691.15903720238


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.597.54966517857153.95033482142853
299.297.221093751.97890625000001
3107.8105.521093752.27890625000000
492.397.3068080357143-5.0068080357143
599.294.09252232142865.10747767857144
6101.6103.035379464286-1.43537946428572
78787.9353794642857-0.93537946428571
871.470.46395089285720.936049107142857
9104.7108.235379464286-3.5353794642857
10115.1109.7129092261905.38709077380953
11102.5104.312909226190-1.81290922619048
1275.382.2129092261905-6.91290922619047
1396.793.50398065476193.19601934523811
1494.693.17540922619051.42459077380952
1598.6101.475409226190-2.87540922619048
1699.593.26112351190486.23887648809524
179290.0468377976191.95316220238095
1893.698.9896949404762-5.38969494047619
1989.383.88969494047625.41030505952381
2066.966.41826636904760.481733630952387
21108.8104.1896949404764.6103050595238
22113.2105.6672247023817.53277529761905
23105.5100.2672247023815.23277529761905
2477.878.167224702381-0.367224702380958
25102.194.61907738095247.48092261904762
269794.2905059523812.70949404761905
2795.5102.590505952381-7.09050595238095
2899.394.37622023809524.92377976190476
2986.491.1619345238095-4.76193452380952
3092.4100.104791666667-7.70479166666666
3185.785.00479166666670.695208333333334
3261.967.5333630952381-5.63336309523809
33104.9105.304791666667-0.404791666666665
34107.9106.7823214285711.11767857142857
3595.6101.382321428571-5.78232142857143
3679.879.28232142857140.517678571428566
3794.895.7341741071428-0.934174107142854
3893.795.4056026785714-1.70560267857143
39108.1103.7056026785714.39439732142857
4096.995.49131696428571.40868303571429
4188.892.27703125-3.47703125000001
42106.7101.2198883928575.48011160714286
4386.886.11988839285710.680111607142853
4469.868.64845982142861.15154017857143
45110.9106.4198883928574.48011160714286
46105.4107.897418154762-2.49741815476190
4799.2102.497418154762-3.2974181547619
4884.480.39741815476194.00258184523809
4987.296.8492708333333-9.64927083333332
5091.996.5206994047619-4.6206994047619
5197.9104.820699404762-6.9206994047619
5294.596.6064136904762-2.10641369047619
538593.3921279761905-8.39212797619048
54100.3102.334985119048-2.03498511904762
5578.787.2349851190476-8.53498511904762
5665.869.763556547619-3.96355654761905
57104.8107.534985119048-2.73498511904763
5896109.012514880952-13.0125148809524
59103.3103.612514880952-0.312514880952383
6082.981.51251488095241.38748511904762
6191.497.9643675595238-6.5643675595238
6294.597.6357961309524-3.13579613095238
63109.3105.9357961309523.36420386904762
6492.197.7215104166667-5.62151041666667
6599.394.5072247023814.79277529761904
66109.6103.4500818452386.1499181547619
6787.588.3500818452381-0.850081845238095
6873.170.87865327380952.22134672619047
69110.7108.6500818452382.04991815476191
70111.6110.1276116071431.47238839285713
71110.7104.7276116071435.97238839285715
728482.62761160714291.37238839285714
73101.699.07946428571432.52053571428572
74102.198.75089285714293.34910714285714
75113.9107.0508928571436.84910714285715
769998.83660714285710.163392857142861
77100.495.62232142857144.77767857142857
78109.5104.5651785714294.93482142857143
799389.46517857142863.53482142857143
8076.871.993754.80625
81105.3109.765178571429-4.46517857142858


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.5849335650081240.8301328699837510.415066434991876
180.4666889791106970.9333779582213930.533311020889303
190.432626591611030.865253183222060.56737340838897
200.304044838479110.608089676958220.69595516152089
210.3147141987355920.6294283974711840.685285801264408
220.2629408997764310.5258817995528620.737059100223569
230.2479395492393360.4958790984786720.752060450760664
240.1993377462531980.3986754925063950.800662253746802
250.1934208741804490.3868417483608970.806579125819551
260.1554977443508370.3109954887016740.844502255649163
270.2185223912689970.4370447825379940.781477608731003
280.2318594870855950.463718974171190.768140512914405
290.2845677454270510.5691354908541020.715432254572949
300.2793132511629060.5586265023258130.720686748837094
310.2249031344308650.4498062688617290.775096865569135
320.2055296557405480.4110593114810960.794470344259452
330.155483119789080.310966239578160.84451688021092
340.1551749491963300.3103498983926610.84482505080367
350.1469598561181070.2939197122362150.853040143881893
360.1543009899609440.3086019799218880.845699010039056
370.1317150257885090.2634300515770180.868284974211491
380.09799652784855960.1959930556971190.90200347215144
390.2177265908752060.4354531817504110.782273409124794
400.2165761888212080.4331523776424150.783423811178792
410.1653643386664910.3307286773329820.83463566133351
420.3429119303233310.6858238606466620.657088069676669
430.3408155441699730.6816310883399460.659184455830027
440.3287643484482270.6575286968964540.671235651551773
450.5529336053139110.8941327893721780.447066394686089
460.6656762277915070.6686475444169870.334323772208493
470.5906644632878120.8186710734243760.409335536712188
480.7252672962236760.5494654075526490.274732703776324
490.7657255973319160.4685488053361690.234274402668084
500.7087879657043520.5824240685912960.291212034295648
510.7036808476132590.5926383047734820.296319152386741
520.7373193047150220.5253613905699550.262680695284978
530.7779876353759330.4440247292481340.222012364624067
540.7195005940054930.5609988119890150.280499405994507
550.7123232774511960.5753534450976070.287676722548804
560.6404200412749130.7191599174501730.359579958725087
570.5825117072419760.8349765855160470.417488292758024
580.8517595413245270.2964809173509460.148240458675473
590.818176148912120.3636477021757610.181823851087880
600.7592054946046220.4815890107907570.240794505395378
610.7918666264948760.4162667470102480.208133373505124
620.7648588283881090.4702823432237820.235141171611891
630.6875578309763490.6248843380473020.312442169023651
640.6565699478660960.6868601042678080.343430052133904


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK
 
Charts produced by software:
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/1zcw01229616084.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/24t2m1229616084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/24t2m1229616084.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/3ixfp1229616084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/3ixfp1229616084.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/4ypzi1229616084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/4ypzi1229616084.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/5ocdq1229616084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/5ocdq1229616084.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/69bqt1229616084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/69bqt1229616084.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/7z34o1229616084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/7z34o1229616084.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/8lhga1229616084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/8lhga1229616084.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/97nzx1229616084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/18/t1229616759qrfgfmi6nczba45/97nzx1229616084.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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