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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 13:30:17 -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/t12297191519c0ug9jp5bfcp2t.htm/, Retrieved Fri, 19 Dec 2008 21:39:11 +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/t12297191519c0ug9jp5bfcp2t.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 time6 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
werkloosheid[t] = + 220056.614158371 -5.04575072429907invoer[t] + 5574.86255590247M1[t] + 2255.00845545131M2[t] + 5887.48571546812M3[t] -7880.62856212393M4[t] -11066.3380033862M5[t] -8159.91405504897M6[t] + 15859.6711581921M7[t] + 25505.1739943878M8[t] + 19120.6900731122M9[t] + 11487.4427833903M10[t] + 792.023633316998M11[t] + 1202.34699906132t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)220056.61415837119897.54582811.059500
invoer-5.045750724299071.53061-3.29660.0015390.00077
M15574.862555902476921.6339690.80540.4233020.211651
M22255.008455451316890.3391270.32730.744440.37222
M35887.485715468127326.6102410.80360.4243620.212181
M4-7880.628562123936892.360449-1.14340.2567740.128387
M5-11066.33800338626873.056423-1.61010.1118760.055938
M6-8159.914055048976912.423841-1.18050.2418090.120904
M715859.67115819217193.6801042.20470.0307660.015383
M825505.17399438787305.6606183.49120.0008370.000419
M919120.69007311226870.1629762.78310.0069160.003458
M1011487.44278339036917.4398811.66060.1012570.050629
M11792.0236333169986886.6776260.1150.9087680.454384
t1202.34699906132101.98633611.789300


Multiple Linear Regression - Regression Statistics
Multiple R0.916414775691669
R-squared0.839816041106012
Adjusted R-squared0.810067591597128
F-TEST (value)28.2305819284876
F-TEST (DF numerator)13
F-TEST (DF denominator)70
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation12835.3514702565
Sum Squared Residuals11532237315.5512


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1180144168532.69696942111611.3030305786
2173666158202.72598916215463.2740108377
3165688154873.52557632410814.4744236755
4161570155675.9702667525894.02973324829
5156145141948.62301374514196.3769862553
6153730152234.9065729031495.09342709741
7182698183598.021991749-900.021991749388
8200765191335.6710805489429.32891945156
9176512179179.297507208-2667.29750720802
10166618170043.874828323-3425.87482832316
11158644156365.3524515052278.64754849494
12159585162415.311401798-2830.31140179845
13163095168172.774735381-5077.7747353814
14159044167513.489593314-8469.48959331398
15155511165471.964765317-9960.96476531734
16153745161946.669059513-8201.66905951328
17150569155590.659039635-5021.65903963476
18150605160975.500345209-10370.5003452085
19179612195639.041312819-16027.0413128194
20194690208442.624128815-13752.6241288147
21189917198214.736482301-8297.73648230134
22184128187815.857822052-3687.857822052
23175335180604.474148568-5269.47414856804
24179566186135.729924403-6569.72992440348
25181140190332.542558961-9192.54255896073
26177876187689.268232099-9813.26823209894
27175041186000.441379731-10959.4413797308
28169292176057.959902763-6765.95990276315
29166070174451.515039667-8381.51503966735
30166972179474.071443236-12502.0714432365
31206348208590.314064553-2242.31406455286
32215706224813.402146406-9107.40214640568
33202108208970.09851882-6862.09851881989
34195411196324.851636113-913.851636112615
35193111194039.634394762-928.634394761824
36195198192604.2221455582593.77785444245
37198770199669.544066879-899.544066878827
38194163198527.380580496-4364.380580496
39190420198425.44233092-8005.4423309199
40189733190345.347446291-612.347446291063
41186029191743.142564443-5714.14256444294
42191531193303.304820998-1772.30482099800
43232571222173.81938204110397.1806179589
44243477240979.8272596632497.17274033744
45227247222717.0861597754529.91384022464
46217859211192.5005129356666.49948706509
47208679208813.936883185-134.936883184587
48213188205827.9654364037360.03456359679
49216234216159.40180156374.5981984367158
50213586211751.6284464141834.37155358590
51209465203828.2719991025636.72800089799
52204045200417.5148347403627.48516526047
53200237203766.501757978-3529.50175797785
54203666194043.3562448559622.64375514467
55241476232265.6651983149210.33480168571
56260307243586.80645151116720.1935484895
57243324227632.4963079915691.5036920098
58244460220737.89152576723722.1084742334
59233575212346.30675786921228.6932421310
60237217211043.09317764126173.9068223586
61235243223975.10946610511267.8905338948
62230354218480.98598001411873.0140199856
63227184213527.05383395213656.9461660477
64221678208770.09037634712907.9096236531
65217142208561.8230389548580.17696104565
66219452202976.19311975716475.8068802429
67256446245046.89615063911399.1038493611
68265845252069.56236180513775.4376381952
69248624235098.02887226613525.9711277343
70241114235582.8345243305531.16547567049
71229245217168.87509275712076.1249072433
72231805217064.0273095514740.9726904499
73219277227060.930401689-7783.93040168917
74219313225836.521178500-6523.52117850027
75212610213792.300114653-1182.30011465314
76214771221620.448113594-6849.4481135944
77211142211271.735545578-129.735545578046
78211457214405.667453042-2948.66745304199
79240048251885.241899884-11837.2418998841
80240636260198.106571253-19562.1065712533
81230580246500.256151639-15920.2561516395
82208795236687.189150481-27892.1891504812
83197922227172.420271355-29250.4202713547
84194596236064.650604646-41468.6506046458


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.009707767670213110.01941553534042620.990292232329787
180.006134055303166080.01226811060633220.993865944696834
190.001724895542643000.003449791085286010.998275104457357
200.0004581128963354110.0009162257926708210.999541887103665
210.001751367912063940.003502735824127880.998248632087936
220.003273065677219580.006546131354439170.99672693432278
230.001136737368028770.002273474736057530.998863262631971
240.0004523209638380740.0009046419276761480.999547679036162
250.0002384480426767240.0004768960853534480.999761551957323
268.68455249418926e-050.0001736910498837850.999913154475058
273.43507680292593e-056.87015360585186e-050.99996564923197
289.64412439461914e-050.0001928824878923830.999903558756054
293.65147629511189e-057.30295259022379e-050.999963485237049
302.55985766800136e-055.11971533600272e-050.99997440142332
310.0004301258196059450.000860251639211890.999569874180394
320.0002706043191374210.0005412086382748430.999729395680863
330.0003377166867125860.0006754333734251730.999662283313287
340.0006881515955319760.001376303191063950.999311848404468
350.0005632707967447320.001126541593489460.999436729203255
360.001229111054094340.002458222108188690.998770888945906
370.001563377630404180.003126755260808350.998436622369596
380.001573990788314880.003147981576629770.998426009211685
390.001232372645901150.002464745291802310.998767627354099
400.001875185981679680.003750371963359370.99812481401832
410.001700130738691350.003400261477382710.998299869261309
420.002220282663826630.004440565327653250.997779717336173
430.009415526380912010.01883105276182400.990584473619088
440.00872213341271390.01744426682542780.991277866587286
450.01123767375101200.02247534750202390.988762326248988
460.01664402363204790.03328804726409570.983355976367952
470.01298127312198690.02596254624397380.987018726878013
480.01476057470681060.02952114941362130.98523942529319
490.01293424073600570.02586848147201130.987065759263994
500.01342627617904210.02685255235808420.986573723820958
510.01779216162922190.03558432325844380.982207838370778
520.03391434554904050.0678286910980810.96608565445096
530.06808337085587310.1361667417117460.931916629144127
540.201043448714470.402086897428940.79895655128553
550.4580145379970730.9160290759941450.541985462002927
560.5528725761432590.8942548477134820.447127423856741
570.7671875457215230.4656249085569550.232812454278477
580.7791776958809970.4416446082380060.220822304119003
590.7491441449479260.5017117101041470.250855855052074
600.7082319803792170.5835360392415650.291768019620783
610.6114848855694270.7770302288611450.388515114430573
620.5403826432305520.9192347135388950.459617356769448
630.428150298944450.85630059788890.57184970105555
640.4821033708897230.9642067417794460.517896629110277
650.5066946997306490.9866106005387020.493305300269351
660.6966466550322650.6067066899354710.303353344967735
670.6877570078660220.6244859842679570.312242992133978


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level240.470588235294118NOK
5% type I error level350.686274509803922NOK
10% type I error level360.705882352941177NOK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/10fb1y1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/10fb1y1229718605.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/1u0ji1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/1u0ji1229718605.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/272tc1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/272tc1229718605.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/3kklk1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/3kklk1229718605.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/4if2a1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/4if2a1229718605.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/5kevz1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/5kevz1229718605.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/6wiuk1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/6wiuk1229718605.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/7l3wd1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/7l3wd1229718605.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/8fknl1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/8fknl1229718605.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/9cq0t1229718605.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t12297191519c0ug9jp5bfcp2t/9cq0t1229718605.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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