Home » date » 2008 » Dec » 19 »

werkloosheid/invoer

*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: Fri, 19 Dec 2008 13:08:51 -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/19/t1229717449q9ucxuc1kz8dbi8.htm/, Retrieved Fri, 19 Dec 2008 21:10:59 +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/19/t1229717449q9ucxuc1kz8dbi8.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 11554,5 173666 13182,1 165688 14800,1 161570 12150,7 156145 14478,2 153730 13253,9 182698 12036,8 200765 12653,2 176512 14035,4 166618 14571,4 158644 15400,9 159585 14283,2 163095 14485,3 159044 14196,3 155511 15559,1 153745 13767,4 150569 14634 150605 14381,1 179612 12509,9 194690 12122,3 189917 13122,3 184128 13908,7 175335 13456,5 179566 12441,6 181140 12953 177876 13057,2 175041 14350,1 169292 13830,2 166070 13755,5 166972 13574,4 206348 12802,6 215706 11737,3 202108 13850,2 195411 15081,8 193111 13653,3 195198 14019,1 198770 13962 194163 13768,7 190420 14747,1 189733 13858,1 186029 13188 191531 13693,1 232571 12970 243477 11392,8 227247 13985,2 217859 14994,7 208679 13584,7 213188 14257,8 216234 13553,4 213586 14007,3 209465 16535,8 204045 14721,4 200237 13664,6 203666 16405,9 241476 13829,4 260307 13735,6 243324 15870,5 244460 15962,4 233575 15744,1 237217 16083,7 235243 14863,9 230354 15533,1 227184 17473,1 221678 15925,5 217142 15573,7 219452 17495 256446 14155,8 265845 14913,9 248624 17250,4 241114 15879,8 229245 17647,8 231805 17749,9 219277 17111,8 219313 16934,8 212610 20280 214771 16238,2 211142 17896,1 211457 18089,3 240048 15660 240636 16162,4 230580 17850,1 208795 18520,4 197922 18524,7 194596 16843,7
 
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] = + 117506.517915441 + 5.70890541302999invoer[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)117506.51791544124808.8751644.73659e-065e-06
invoer5.708905413029991.6697633.4190.0009810.000491


Multiple Linear Regression - Regression Statistics
Multiple R0.353225978679813
R-squared0.124768592014311
Adjusted R-squared0.114095038258388
F-TEST (value)11.6895079996270
F-TEST (DF numerator)1
F-TEST (DF denominator)82
p-value0.000981469509051314
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation27720.5469390125
Sum Squared Residuals63011155253.0357


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1180144183470.065510296-3326.06551029616
2173666192761.879960543-19095.8799605434
3165688201998.888918826-36310.8889188259
4161570186873.714917544-25303.7149175442
5156145200161.192266372-44016.1922663715
6153730193171.779369199-39441.7793691989
7182698186223.470591-3525.47059100008
8200765189742.43988759211022.5601124082
9176512197633.288949482-21121.2889494818
10166618200693.262250866-34075.2622508659
11158644205428.799290974-46784.7992909743
12159585199047.955710831-39462.9557108307
13163095200201.725494804-37106.725494804
14159044198551.851830438-39507.8518304383
15155511206331.948127316-50820.9481273156
16153745196103.30229879-42358.3022987898
17150569201050.639729722-50481.6397297216
18150605199606.857550766-49001.8575507663
19179612188924.353741905-9312.35374190457
20194690186711.5820038147978.41799618586
21189917192420.487416844-2503.48741684413
22184128196909.970633651-12781.9706336509
23175335194328.403605879-18993.4036058788
24179566188534.435502195-8968.43550219462
25181140191453.969730418-10313.9697304182
26177876192048.837674456-14172.8376744559
27175041199429.881482962-24388.8814829624
28169292196461.821558728-27169.8215587281
29166070196035.366324375-29965.3663243747
30166972195001.483554075-28029.483554075
31206348190595.35035629815752.6496437015
32215706184513.65341979831192.3465802024
33202108196575.9996669895532.00033301132
34195411203607.087573676-8196.0875736764
35193111195451.916191163-2340.91619116306
36195198197540.233791249-2342.23379124944
37198770197214.2552921651555.74470783458
38194163196110.723875827-1947.72387582673
39190420201696.316931935-11276.3169319353
40189733196621.100019752-6888.10001975161
41186029192795.562502480-6766.56250248021
42191531195679.130626602-4148.13062660166
43232571191551.02112244041019.9788775603
44243477182546.93550500960930.0644949912
45227247197346.70189774829900.2981022523
46217859203109.84191220114749.1580877985
47208679195060.28527982913618.7147201708
48213188198902.94951334014285.0504866603
49216234194881.59654040121352.4034595986
50213586197472.86870737616113.1312926243
51209465211907.836044222-2442.83604422202
52204045201549.5980628202495.4019371796
53200237195516.4268223304720.57317766969
54203666211166.249231069-7500.24923106943
55241476196457.25443439845018.7455656024
56260307195921.75910665564385.2408933446
57243324208109.70127293335214.2987270668
58244460208634.34968039135825.6503196094
59233575207388.09562872626186.9043712738
60237217209326.83990699127890.1600930088
61235243202363.11708417732879.8829158228
62230354206183.51658657724170.4834134232
63227184217258.7930878559925.20691214497
64221678208423.69107065013254.3089293502
65217142206415.29814634610726.7018536541
66219452217383.8181164002068.18188359961
67256446198320.64116121158125.3588387894
68265845202648.56235482963196.4376451713
69248624215987.41985237332636.5801476267
70241114208162.79409327432951.2059067257
71229245218256.13886351110988.8611364886
72231805218839.01810618212965.9818938183
73219277215196.1655621274080.83443787271
74219313214185.6893040215127.31069597902
75212610233283.119691689-20673.1196916889
76214771210208.8657933044562.1342066957
77211142219673.660077567-8531.66007756671
78211457220776.620603364-9319.62060336411
79240048206907.97668349033140.0233165097
80240636209776.13076299730859.8692370034
81230580219411.05042856711168.9495714327
82208795223237.729726921-14442.7297269214
83197922223262.278020197-25340.2780201974
84194596213665.608020894-19069.6080208940


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.04238947023011660.08477894046023320.957610529769883
60.02945008090592580.05890016181185170.970549919094074
70.01632990040615920.03265980081231840.98367009959384
80.06014277365889580.1202855473177920.939857226341104
90.03553290118831120.07106580237662240.96446709881169
100.01760706894910320.03521413789820640.982392931050897
110.009075155851882580.01815031170376520.990924844148117
120.004928358650231850.00985671730046370.995071641349768
130.002395180570693170.004790361141386340.997604819429307
140.001358753691636150.002717507383272300.998641246308364
150.0007879263796296770.001575852759259350.99921207362037
160.0008325252925189180.001665050585037840.999167474707481
170.0008324842177140470.001664968435428090.999167515782286
180.0009685320384242820.001937064076848560.999031467961576
190.0005178536022706370.001035707204541270.99948214639773
200.0005237261958548710.001047452391709740.999476273804145
210.0006229563029706640.001245912605941330.99937704369703
220.000762440558912850.00152488111782570.999237559441087
230.0004926555870114930.0009853111740229850.999507344412988
240.0002772873886802320.0005545747773604640.99972271261132
250.0001737185782665280.0003474371565330570.999826281421733
260.0001113442569948010.0002226885139896020.999888655743005
270.0001193076162155910.0002386152324311820.999880692383784
280.0001112739350608250.0002225478701216500.99988872606494
290.0001379354789355570.0002758709578711140.999862064521065
300.0002025832518818370.0004051665037636750.999797416748118
310.0009592050651912060.001918410130382410.99904079493481
320.002096761528615770.004193523057231540.997903238471384
330.007364673726427370.01472934745285470.992635326273573
340.02638980039263360.05277960078526710.973610199607366
350.03254885440763490.06509770881526980.967451145592365
360.04619073554285680.09238147108571360.953809264457143
370.0658118468522970.1316236937045940.934188153147703
380.08152693046456150.1630538609291230.918473069535439
390.1186810507115940.2373621014231880.881318949288406
400.1557479536789890.3114959073579780.84425204632101
410.2294611656299550.458922331259910.770538834370045
420.332022780645630.664045561291260.66797721935437
430.540311018182620.9193779636347590.459688981817379
440.6543874690035550.691225061992890.345612530996445
450.776534754260440.4469304914791190.223465245739560
460.8519916291893340.2960167416213330.148008370810666
470.8769376668287260.2461246663425490.123062333171274
480.9025796062080270.1948407875839460.0974203937919728
490.9205983949432230.1588032101135540.0794016050567772
500.9410732751511770.1178534496976450.0589267248488226
510.9567735172813590.08645296543728270.0432264827186413
520.9762057131917180.04758857361656450.0237942868082822
530.9971791641704330.005641671659133480.00282083582956674
540.9987779187335830.002444162532834190.00122208126641709
550.999252709888890.001494580222219090.000747290111109546
560.9996895268553570.0006209462892859970.000310473144642999
570.9997702460546710.0004595078906577650.000229753945328882
580.9998110300735940.0003779398528123030.000188969926406152
590.9997190856540090.0005618286919828150.000280914345991407
600.9995955228280160.0008089543439687390.000404477171984369
610.9994051232663230.001189753467354350.000594876733677175
620.9990383535285260.001923292942948960.000961646471474478
630.9982699328429620.003460134314076210.00173006715703811
640.9974744701698320.005051059660335970.00252552983016798
650.9977620278999790.004475944200041350.00223797210002067
660.9956457863638490.008708427272302840.00435421363615142
670.994396564738930.01120687052214220.00560343526107112
680.9969715274780030.006056945043994850.00302847252199742
690.9984820197499280.003035960500144160.00151798025007208
700.9976990813186160.004601837362767140.00230091868138357
710.9960284735994150.00794305280117010.00397152640058505
720.9947096187006620.01058076259867540.00529038129933772
730.9878839017175230.02423219656495480.0121160982824774
740.9736936445957520.05261271080849510.0263063554042475
750.9654997953982890.06900040920342260.0345002046017113
760.9457571475451980.1084857049096050.0542428524548023
770.8890821593170.2218356813659990.110917840683000
780.7899753736129850.420049252774030.210024626387015
790.6500996064552960.6998007870894090.349900393544705


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level390.52NOK
5% type I error level470.626666666666667NOK
10% type I error level560.746666666666667NOK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/10lrqq1229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/10lrqq1229717325.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/1s1ix1229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/1s1ix1229717325.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/2k7211229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/2k7211229717325.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/353b11229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/353b11229717325.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/4951i1229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/4951i1229717325.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/59vef1229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/59vef1229717325.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/6hsc01229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/6hsc01229717325.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/7qz0d1229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/7qz0d1229717325.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/89wex1229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/89wex1229717325.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/9bde41229717325.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229717449q9ucxuc1kz8dbi8/9bde41229717325.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')
}
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by