Home » date » 2008 » Dec » 20 »

werkloosheid - Amerika

*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 16:03:54 -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/20/t12297280688u7qnjeil0nq7vw.htm/, Retrieved Sat, 20 Dec 2008 00:07:58 +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/20/t12297280688u7qnjeil0nq7vw.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 966.2 173666 1153.2 165688 1328.3 161570 1144.5 156145 1477.1 153730 1234.9 182698 1119.1 200765 1356.9 176512 1217 166618 1440.5 158644 1556.6 159585 1303.6 163095 1421.5 159044 1172.5 155511 1422.1 153745 1263 150569 1428.1 150605 1347 179612 1224.2 194690 1201.3 189917 997.8 184128 1248.8 175335 1268.6 179566 1016.7 181140 1194.3 177876 1181.8 175041 1150.7 169292 1247.2 166070 1260.6 166972 1249.3 206348 1223.2 215706 1153 202108 1191.5 195411 1303.1 193111 1267.1 195198 1125.2 198770 1322.4 194163 1089.2 190420 1147.3 189733 1196.4 186029 1190.2 191531 1146 232571 1139.8 243477 1045.6 227247 1050.9 217859 1117.3 208679 1120 213188 1052.1 216234 1065.8 213586 1092.5 209465 1422 204045 1367.5 200237 1136.3 203666 1293.7 241476 1154.8 260307 1206.7 243324 1199 244460 1265 233575 1247.1 237217 1116.5 235243 1153.9 230354 1077.4 227184 1132.5 221678 1058.8 217142 1195.1 219452 1263.4 256446 1023.1 265845 1141 248624 1116.3 241114 1135.6 229245 1210.5 231805 1230 219277 1136.5 219313 1068.7 212610 1372.5 214771 1049.9 211142 1302.2 211457 1305.9 240048 1173.5 240636 1277.4 230580 1238.6 208795 1508.6 197922 1423.4 194596 1375.1
 
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 time5 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
werkloosheid[t] = + 312055.291460218 -94.0763140234483Amerika[t] -1908.17722848997M1[t] -11324.1281362288M2[t] -585.07019078121M3[t] -12307.3357791522M4[t] -7334.94395376222M5[t] -7902.9441416341M6[t] + 16121.5250407447M7[t] + 32225.3166130878M8[t] + 12511.3884359601M9[t] + 17494.6897606502M10[t] + 9655.4437268423M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)312055.29146021832113.4867429.717300
Amerika-94.076314023448326.083423-3.60670.0005730.000286
M1-1908.1772284899713660.961113-0.13970.8893070.444654
M2-11324.128136228813734.786527-0.82450.4124250.206213
M3-585.0701907812113947.680946-0.04190.9666580.483329
M4-12307.335779152213666.027616-0.90060.3708570.185428
M5-7334.9439537622213958.466608-0.52550.6008840.300442
M6-7902.944141634113854.693373-0.57040.5701960.285098
M716121.525040744713673.3391041.1790.2423150.121158
M832225.316613087813673.5366282.35680.0211970.010599
M912511.388435960113682.081040.91440.3635830.181791
M1017494.689760650213981.3281131.25130.2149360.107468
M119655.443726842314043.0265230.68760.4939690.246985


Multiple Linear Regression - Regression Statistics
Multiple R0.596591358602322
R-squared0.355921249158965
Adjusted R-squared0.247062868735128
F-TEST (value)3.26958060347027
F-TEST (DF numerator)12
F-TEST (DF denominator)71
p-value0.00086247781716775
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation25555.6884687268
Sum Squared Residuals46369618130.8536


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1180144219250.579622273-39106.5796222727
2173666192242.357992149-18576.3579921486
3165688186508.653352090-20820.6533520904
4161570192077.614281229-30507.6142812293
5156145165760.224062420-9615.22406242038
6153730187977.507131028-34247.5071310276
7182698222896.013477322-40198.0134773218
8200765216628.457574889-15863.4575748889
9176512210075.805729642-33563.8057296415
10166618194033.050870091-27415.0508700910
11158644175271.544778161-16627.5447781608
12159585189417.408499251-29832.4084992509
13163095176417.633847396-13322.6338473963
14159044190426.685131496-31382.6851314961
15155511177684.295096691-22173.2950966910
16153745180929.571069451-27184.5710694507
17150569170369.963449569-19800.9634495693
18150605177431.552328999-26826.5523289991
19179612213008.592873457-33396.5928734573
20194690231266.732036937-36576.7320369375
21189917230697.333763581-40780.3337635814
22184128212067.480268386-27939.480268386
23175335202365.523216914-27030.5232169138
24179566216407.902992578-36841.9029925782
25181140197791.772393524-16651.7723935238
26177876189551.775411078-11675.775411078
27175041203216.606722655-28175.6067226549
28169292182415.976831021-13123.9768310211
29166070186127.746048497-20057.7460484969
30166972186622.80820909-19650.80820909
31206348213102.669187481-6754.6691874808
32215706235810.61800427-20104.61800427
33202108212474.751737239-10366.7517372395
34195411206959.136416913-11548.1364169128
35193111202506.637687949-9395.63768794901
36195198206200.622921034-11002.622921034
37198770185740.5965671213029.4034328799
38194163198263.242089649-4100.24208964932
39190420203536.466190335-13116.4661903346
40189733187195.0535834122537.94641658770
41186029192750.718555748-6721.71855574766
42191531196340.891447712-4809.8914477122
43232571220948.63377703611622.3662229636
44243477245914.414130388-2437.41413038837
45227247225701.8814889361545.11851106374
46217859224438.515562469-6579.51556246947
47208679216345.263480798-7666.26348079824
48213188213077.601476148110.398523851909
49216234209880.5787455376353.42125446311
50213586197952.79025337215633.2097466281
51209465177693.70272809331771.2972719066
52204045171098.59625400032946.4037459997
53200237197821.4318816122415.56811838847
54203666182445.81986644921220.1801335511
55241476219537.48906668521938.5109333153
56260307230758.71994121129548.2800587892
57243324211769.17938206431554.8206179364
58244460210543.44398120633916.5560187938
59233575204388.16396841829186.836031582
60237217207019.08685303830197.913146962
61235243201592.45548007133650.5445199289
62230354199373.34259512630980.657404874
63227184204928.79563788222255.2043621184
64221678200139.95439303921538.0456069612
65217142192289.74461703324852.2553829672
66219452185296.33218135934155.6678186406
67256446231927.33962357324518.6603764272
68265845236939.53377255128905.4662274486
69248624219549.29055180329074.7094481973
70241114222716.91901584018397.0809841596
71229245207831.35706167621413.6429383238
72231805196341.42521137735463.5747886234
73219277203229.38334407916047.6166559209
74219313200191.8065271319121.19347287
75212610182350.48027225430259.5197277460
76214771200977.23358784713793.7664121525
77211142182214.17138512128927.8286148785
78211457181298.08883536330158.9111646372
79240048217778.26199444622269.7380055538
80240636224107.52453975316528.4754602470
81230580208043.75734673522536.2426532650
82208795187626.45388509421168.5461149058
83197922187802.50980608410119.4901939160
84194596182690.95204657411905.0479534257


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.02568675144630540.05137350289261080.974313248553695
170.008931434792012080.01786286958402420.991068565207988
180.002277986322255880.004555972644511770.997722013677744
190.0006131456320305630.001226291264061130.99938685436797
200.0005666913112285240.001133382622457050.999433308688771
210.0002295215825658550.000459043165131710.999770478417434
220.0001491428252259810.0002982856504519620.999850857174774
235.46711031281316e-050.0001093422062562630.999945328896872
242.82899794774605e-055.65799589549209e-050.999971710020523
252.58402567137622e-055.16805134275245e-050.999974159743286
263.89092504840786e-057.78185009681573e-050.999961090749516
272.15337974140419e-054.30675948280838e-050.999978466202586
284.57240648714927e-059.14481297429854e-050.999954275935129
292.70664035969183e-055.41328071938366e-050.999972933596403
305.90944756669153e-050.0001181889513338310.999940905524333
310.001500458973400050.003000917946800090.9984995410266
320.002328307120649000.004656614241297990.99767169287935
330.009810108707443170.01962021741488630.990189891292557
340.01946827698765100.03893655397530210.980531723012349
350.03088805951526960.06177611903053910.96911194048473
360.06813661732465250.1362732346493050.931863382675348
370.1641191326283980.3282382652567960.835880867371602
380.2336376375372220.4672752750744440.766362362462778
390.3365193780868190.6730387561736380.663480621913181
400.4762295545697340.9524591091394670.523770445430267
410.5485048862122530.9029902275754950.451495113787747
420.7014697846191030.5970604307617940.298530215380897
430.8358330029413480.3283339941173040.164166997058652
440.8827711471229810.2344577057540380.117228852877019
450.933417529087160.1331649418256790.0665824709128394
460.9616320566058180.07673588678836440.0383679433941822
470.9774992234305540.04500155313889110.0225007765694455
480.9917708673396030.01645826532079390.00822913266039693
490.9944817433750690.01103651324986260.00551825662493129
500.9954773078725110.009045384254977250.00452269212748863
510.9980915350522550.003816929895489080.00190846494774454
520.9993633291059290.001273341788142370.000636670894071187
530.9998992715963120.0002014568073768420.000100728403688421
540.9999231121168930.0001537757662149767.68878831074881e-05
550.9998797119002750.0002405761994505190.000120288099725260
560.9998668490369140.0002663019261710810.000133150963085540
570.9998400085678960.0003199828642088060.000159991432104403
580.999877387278550.0002452254429002120.000122612721450106
590.999871650084020.0002566998319602870.000128349915980143
600.9997451514520320.0005096970959357830.000254848547967892
610.999807983597310.0003840328053786180.000192016402689309
620.999702311100410.0005953777991781010.000297688899589051
630.9995471922285910.0009056155428172250.000452807771408613
640.9988227686031720.002354462793656750.00117723139682838
650.9968327639434840.006334472113032970.00316723605651649
660.9905591520350780.01888169592984290.00944084796492144
670.9706714432132240.05865711357355230.0293285567867761
680.9276988803077690.1446022393844620.0723011196922308


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level310.584905660377358NOK
5% type I error level380.716981132075472NOK
10% type I error level420.79245283018868NOK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t12297280688u7qnjeil0nq7vw/10rb8t1229727828.png (open in new window)
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t12297280688u7qnjeil0nq7vw/1rcg51229727827.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t12297280688u7qnjeil0nq7vw/39fg81229727827.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t12297280688u7qnjeil0nq7vw/43quo1229727827.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t12297280688u7qnjeil0nq7vw/89frj1229727827.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t12297280688u7qnjeil0nq7vw/9s56d1229727828.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t12297280688u7qnjeil0nq7vw/9s56d1229727828.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
 
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
 





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Software written by Ed van Stee & Patrick Wessa


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