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werkloosheid - Afrika

*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 16:36:52 -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/t122972995934fg0z5og2ywk0q.htm/, Retrieved Sat, 20 Dec 2008 00:39:29 +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/t122972995934fg0z5og2ywk0q.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 356,4 173666 394,3 165688 410,9 161570 385,9 156145 523,7 153730 439,1 182698 399,3 200765 372,9 176512 483,2 166618 468,7 158644 498,3 159585 434,4 163095 371,6 159044 408,7 155511 444,5 153745 383 150569 388,9 150605 385,1 179612 347,2 194690 315,6 189917 300,9 184128 371,2 175335 340,3 179566 301,9 181140 327,4 177876 398,6 175041 379,9 169292 379,7 166070 418,4 166972 367,9 206348 362,5 215706 296,7 202108 343 195411 488,3 193111 402,5 195198 500,7 198770 412,8 194163 385,9 190420 461,9 189733 357,4 186029 316,9 191531 339,2 232571 372,3 243477 264,8 227247 325,9 217859 324,1 208679 324,3 213188 318,2 216234 323,4 213586 295,9 209465 425 204045 337,8 200237 322,7 203666 430,2 241476 403,8 260307 333,7 243324 358,1 244460 426,7 233575 376 237217 312 235243 349,3 230354 340,3 227184 455,7 221678 352,3 217142 481,4 219452 731,9 256446 382,2 265845 392,8 248624 351,6 241114 276,5 229245 371,3 231805 439 219277 394,4 219313 445,5 212610 560 214771 331,8 211142 404,2 211457 489,8 240048 323,9 240636 269,4 230580 319,2 208795 337,6 197922 399,5 194596 316,7
 
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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
werkloosheid[t] = + 154551.076702475 + 6.65258468743316Afrika[t] + 7828.00349363026M1[t] + 3072.48596086521M2[t] -2884.3580509503M3[t] -6244.89590528947M4[t] -11413.5937899456M5[t] -11212.6276231597M6[t] + 22962.727876162M7[t] + 34109.4844265709M8[t] + 18226.5056228648M9[t] + 8536.66740490845M10[t] -1248.74773898274M11[t] + 928.120234244064t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)154551.07670247511196.03324313.804100
Afrika6.6525846874331624.4852030.27170.7866540.393327
M17828.003493630267411.5561171.05620.2945140.147257
M23072.485960865217397.6275290.41530.6791680.339584
M3-2884.35805095037596.470358-0.37970.705320.35266
M4-6244.895905289477396.894397-0.84430.4014010.2007
M5-11413.59378994567424.093429-1.53740.128710.064355
M6-11212.62762315977627.163287-1.47010.1460180.073009
M722962.7278761627378.2173013.11220.0026880.001344
M834109.48442657097495.4370914.55072.2e-051.1e-05
M918226.50562286487390.2610412.46630.0161040.008052
M108536.667404908457375.0463261.15750.2510.1255
M11-1248.747738982747376.902282-0.16930.8660660.433033
t928.12023424406462.93095614.748200


Multiple Linear Regression - Regression Statistics
Multiple R0.90285260272637
R-squared0.81514282224978
Adjusted R-squared0.780812203524738
F-TEST (value)23.7439012905179
F-TEST (DF numerator)13
F-TEST (DF denominator)70
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation13788.4806232388
Sum Squared Residuals13308553852.8202


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1180144165678.18161295114465.8183870491
2173666162102.91727408311563.0827259167
3165688157184.6264023238503.37359767666
4161570154585.8941650426984.10583495759
5156145151262.0426845594882.95731544138
6153730151828.3204210321901.67957896827
7182698186667.023284038-3969.02328403767
8200765198566.2718329422198.72816705766
9176512184345.193354504-7833.19335450421
10166618175487.012892824-8869.01289282416
11158644166826.634489925-8182.63448992503
12159585168578.402301625-8993.40230162488
13163095176916.743711128-13821.7437111284
14159044173336.157304511-14292.1573045111
15155511168545.59605875-13034.5960587499
16153745165704.044480378-11959.0444803776
17150569161502.717079621-10933.7170796214
18150605162606.523658839-12001.5236588391
19179612197457.866432751-17845.8664327512
20194690209322.521541281-14632.5215412812
21189917194269.869976914-4352.86997691393
22184128185975.828696728-1847.82869672820
23175335176912.968920239-1577.96892023938
24179566178834.377641469731.622358531221
25181140187760.142278873-6620.14227887264
26177876184406.409010097-6530.40901009688
27175041179253.281898870-4212.28189887045
28169292176819.533761838-7527.53376183785
29166070172836.411138829-6766.41113882948
30166972173629.542013144-6657.54201314401
31206348208697.093789398-2349.09378939764
32215706220334.230501618-4628.2305016175
33202108205687.386603184-3579.38660318362
34195411197892.289174555-2481.28917455537
35193111188464.2024987264646.79750127352
36195198191294.3542882593903.64571174077
37198770199465.715822108-695.71582210819
38194163195459.363995495-1296.36399549524
39190420190936.236654169-516.236654168734
40189733187808.6239342371924.37606576314
41186029183298.6166039842730.38339601621
42191531184576.0556435436954.94435645655
43232571219899.73193026312671.2680697368
44243477231259.45586101712217.5441389829
45227247216711.07021595710535.9297840427
46217859207937.3775798089921.62242019237
47208679199081.4131870989597.58681290202
48213188201217.70039373111970.2996062685
49216234210008.4175619806225.58243801956
50213586205998.0741845557587.92581544497
51209465201828.1990901317636.80090986879
52204045198815.6760852925229.32391470807
53200237194474.6444061005762.35559390034
54203666196318.8836610297347.11633897138
55241476231246.73115884610229.2688411538
56260307242855.2617569117451.7382430900
57243324228062.72625382115261.2737461786
58244460219757.37557966724702.6244203330
59233575210562.79462636723012.2053736330
60237217212313.89717959824903.1028204018
61235243221318.16231631413924.8376836863
62230354217430.89175560612923.1082443942
63227184213169.87625096414014.1237490358
64221678210049.58137418811628.4186258115
65217142206667.85240692410474.1475930760
66219452209463.4112721569988.58872784406
67256446242240.47814052614205.5218594736
68265845254385.87232286611459.1276771339
69248624239156.9272642829467.0727357182
70241114229895.60017054311218.3998294567
71229245221668.9702892657576.02971073515
72231805224296.2182458317508.7817541691
73219277232755.636696646-13478.6366966457
74219313229268.186475653-9955.18647565255
75212610225001.183644792-12391.1836447922
76214771221050.646199025-6279.64619902485
77211142217291.715679983-6149.71567998298
78211457218990.263330257-7533.26333025715
79240048252990.075264178-12942.0752641778
80240636264702.386183366-24066.3861833656
81230580250078.826331338-19498.8263313378
82208795241439.515905874-32644.5159058743
83197922232994.015988379-35072.0159883792
84194596234620.049949487-40024.0499494866


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.01031270416807090.02062540833614190.98968729583193
180.004104135812418470.008208271624836930.995895864187581
190.001425255011160880.002850510022321760.99857474498884
200.0003023822651326780.0006047645302653560.999697617734867
210.0003139845766186630.0006279691532373260.999686015423381
220.002753790963118240.005507581926236480.997246209036882
230.001319010781635120.002638021563270230.998680989218365
240.001180404716750360.002360809433500730.99881959528325
250.003583794371365420.007167588742730840.996416205628635
260.008420554707387440.01684110941477490.991579445292613
270.008197146704225390.01639429340845080.991802853295775
280.007951819522192570.01590363904438510.992048180477807
290.006218623013988520.01243724602797700.993781376986012
300.00508079829403510.01016159658807020.994919201705965
310.01204451811844060.02408903623688120.98795548188156
320.01079525666270650.02159051332541300.989204743337293
330.01005201842379250.0201040368475850.989947981576208
340.01486153885555990.02972307771111990.98513846114444
350.01780011782682540.03560023565365090.982199882173175
360.02540505538038950.05081011076077890.97459494461961
370.02478223388844950.04956446777689910.97521776611155
380.02672707255739060.05345414511478120.97327292744261
390.02747101061527680.05494202123055360.972528989384723
400.03548412406100450.0709682481220090.964515875938995
410.03625060222092160.07250120444184330.963749397779078
420.03490556388503570.06981112777007150.965094436114964
430.06272444657000450.1254488931400090.937275553429995
440.07082749554050980.1416549910810200.92917250445949
450.08179693834955320.1635938766991060.918203061650447
460.09031347310586920.1806269462117380.90968652689413
470.08538259690310170.1707651938062030.914617403096898
480.0827171999324020.1654343998648040.917282800067598
490.07559271278318720.1511854255663740.924407287216813
500.06641569871620040.1328313974324010.9335843012838
510.0636103641648970.1272207283297940.936389635835103
520.1023075078116060.2046150156232120.897692492188394
530.1442138738030820.2884277476061640.855786126196918
540.2615784841769660.5231569683539330.738421515823034
550.5033474950416840.9933050099166320.496652504958316
560.5732317594522120.8535364810955750.426768240547788
570.7604822833869470.4790354332261060.239517716613053
580.7506466291946670.4987067416106670.249353370805333
590.7216034729825030.5567930540349940.278396527017497
600.6681330853739010.6637338292521980.331866914626099
610.5740106170752550.851978765849490.425989382924745
620.5308814858495980.9382370283008030.469118514150401
630.4888515909758410.9777031819516820.511148409024159
640.5663589216463070.8672821567073860.433641078353693
650.6844743971103130.6310512057793750.315525602889687
660.6663139102476330.6673721795047330.333686089752367
670.6749360981221690.6501278037556620.325063901877831


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level80.156862745098039NOK
5% type I error level200.392156862745098NOK
10% type I error level260.509803921568627NOK
 
Charts produced by software:
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/1q2pk1229729806.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/319vb1229729806.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/4f8pi1229729806.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/54gaf1229729806.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/6twag1229729806.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/7lwhe1229729806.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/8g8kw1229729806.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/8g8kw1229729806.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/911lq1229729806.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t122972995934fg0z5og2ywk0q/911lq1229729806.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 = 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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