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Consumptiegoederen eenvoudig model

*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: Sat, 20 Dec 2008 07:23:33 -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/t1229783063huw06qujmf0crpb.htm/, Retrieved Sat, 20 Dec 2008 15:24:23 +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/t1229783063huw06qujmf0crpb.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 «
98.5 0 97.0 0 103.3 0 99.6 0 100.1 0 102.9 0 95.9 0 94.5 0 107.4 0 116.0 0 102.8 0 99.8 0 109.6 0 103.0 0 111.6 0 106.3 0 97.9 0 108.8 0 103.9 0 101.2 0 122.9 0 123.9 0 111.7 0 120.9 0 99.6 0 103.3 0 119.4 0 106.5 0 101.9 0 124.6 0 106.5 0 107.8 0 127.4 0 120.1 0 118.5 0 127.7 0 107.7 0 104.5 0 118.8 0 110.3 0 109.6 0 119.1 0 96.5 0 106.7 0 126.3 0 116.2 0 118.8 0 115.2 0 110.0 0 111.4 0 129.6 0 108.1 0 117.8 0 122.9 0 100.6 0 111.8 0 127.0 0 128.6 0 124.8 0 118.5 0 114.7 0 112.6 0 128.7 0 111.0 0 115.8 0 126.0 0 111.1 1 113.2 1 120.1 1 130.6 1 124.0 1 119.4 1 116.7 1 116.5 1 119.6 1 126.5 1 111.3 1 123.5 1 114.2 1 103.7 1 129.5 1
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 111.703030303030 + 6.9569696969697X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)111.7030303030301.16447395.925800
X6.95696969696972.7059922.5710.0120190.00601


Multiple Linear Regression - Regression Statistics
Multiple R0.277863786296307
R-squared0.0772082837349196
Adjusted R-squared0.0655273759340957
F-TEST (value)6.6097845348522
F-TEST (DF numerator)1
F-TEST (DF denominator)79
p-value0.0120193831758937
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation9.46022679762616
Sum Squared Residuals7070.1753939394


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
198.5111.703030303030-13.2030303030305
297111.703030303030-14.7030303030303
3103.3111.703030303030-8.4030303030303
499.6111.703030303030-12.1030303030303
5100.1111.703030303030-11.6030303030303
6102.9111.703030303030-8.8030303030303
795.9111.703030303030-15.8030303030303
894.5111.703030303030-17.2030303030303
9107.4111.703030303030-4.30303030303029
10116111.7030303030304.2969696969697
11102.8111.703030303030-8.9030303030303
1299.8111.703030303030-11.9030303030303
13109.6111.703030303030-2.10303030303031
14103111.703030303030-8.7030303030303
15111.6111.703030303030-0.103030303030305
16106.3111.703030303030-5.4030303030303
1797.9111.703030303030-13.8030303030303
18108.8111.703030303030-2.9030303030303
19103.9111.703030303030-7.8030303030303
20101.2111.703030303030-10.5030303030303
21122.9111.70303030303011.1969696969697
22123.9111.70303030303012.1969696969697
23111.7111.703030303030-0.00303030303029685
24120.9111.7030303030309.1969696969697
2599.6111.703030303030-12.1030303030303
26103.3111.703030303030-8.4030303030303
27119.4111.7030303030307.6969696969697
28106.5111.703030303030-5.2030303030303
29101.9111.703030303030-9.8030303030303
30124.6111.70303030303012.8969696969697
31106.5111.703030303030-5.2030303030303
32107.8111.703030303030-3.9030303030303
33127.4111.70303030303015.6969696969697
34120.1111.7030303030308.3969696969697
35118.5111.7030303030306.7969696969697
36127.7111.70303030303015.9969696969697
37107.7111.703030303030-4.0030303030303
38104.5111.703030303030-7.2030303030303
39118.8111.7030303030307.0969696969697
40110.3111.703030303030-1.40303030303030
41109.6111.703030303030-2.10303030303031
42119.1111.7030303030307.3969696969697
4396.5111.703030303030-15.2030303030303
44106.7111.703030303030-5.0030303030303
45126.3111.70303030303014.5969696969697
46116.2111.7030303030304.4969696969697
47118.8111.7030303030307.0969696969697
48115.2111.7030303030303.4969696969697
49110111.703030303030-1.7030303030303
50111.4111.703030303030-0.303030303030294
51129.6111.70303030303017.8969696969697
52108.1111.703030303030-3.60303030303031
53117.8111.7030303030306.0969696969697
54122.9111.70303030303011.1969696969697
55100.6111.703030303030-11.1030303030303
56111.8111.7030303030300.0969696969696975
57127111.70303030303015.2969696969697
58128.6111.70303030303016.8969696969697
59124.8111.70303030303013.0969696969697
60118.5111.7030303030306.7969696969697
61114.7111.7030303030302.9969696969697
62112.6111.7030303030300.896969696969695
63128.7111.70303030303016.9969696969697
64111111.703030303030-0.7030303030303
65115.8111.7030303030304.0969696969697
66126111.70303030303014.2969696969697
67111.1118.66-7.56
68113.2118.66-5.46
69120.1118.661.44000000000000
70130.6118.6611.94
71124118.665.34
72119.4118.660.740000000000007
73116.7118.66-1.96000000000000
74116.5118.66-2.16
75119.6118.660.939999999999997
76126.5118.667.84
77111.3118.66-7.36
78123.5118.664.84
79114.2118.66-4.46000000000000
80103.7118.66-14.96
81129.5118.6610.84


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.03251213305156910.06502426610313810.96748786694843
60.01464554921781160.02929109843562320.985354450782188
70.01104598547353300.02209197094706590.988954014526467
80.01122138283134600.02244276566269210.988778617168654
90.0266593333530570.0533186667061140.973340666646943
100.2049968946431030.4099937892862070.795003105356897
110.1424362609359070.2848725218718150.857563739064093
120.1024951484184300.2049902968368600.89750485158157
130.1047728449615430.2095456899230860.895227155038457
140.0722485364325980.1444970728651960.927751463567402
150.08646256193898270.1729251238779650.913537438061017
160.06337018371945410.1267403674389080.936629816280546
170.06163006257727940.1232601251545590.93836993742272
180.05312339009953530.1062467801990710.946876609900465
190.03839127645968460.07678255291936930.961608723540315
200.03085372118071660.06170744236143330.969146278819283
210.1903869508114310.3807739016228610.80961304918857
220.4329652195536320.8659304391072630.567034780446368
230.3974082637220980.7948165274441950.602591736277902
240.5039991182368170.9920017635263650.496000881763183
250.5257036480795180.9485927038409630.474296351920482
260.5031760409332240.9936479181335520.496823959066776
270.5587220961940840.8825558076118330.441277903805916
280.5170925904627990.9658148190744020.482907409537201
290.5253324626391320.9493350747217370.474667537360868
300.6738860015364190.6522279969271620.326113998463581
310.6434002054954220.7131995890091550.356599794504578
320.6073481981239590.7853036037520820.392651801876041
330.7748247727611660.4503504544776670.225175227238834
340.784816616508050.4303667669839010.215183383491951
350.77505793276660.4498841344667990.224942067233400
360.8679041101539830.2641917796920340.132095889846017
370.8470116672313290.3059766655373430.152988332768671
380.8471098740600150.3057802518799700.152890125939985
390.8331101581393170.3337796837213670.166889841860683
400.8017991136865050.396401772626990.198200886313495
410.771198828395820.4576023432083590.228801171604179
420.7519240903900130.4961518192199730.248075909609987
430.8811877455975880.2376245088048240.118812254402412
440.8834577908768870.2330844182462260.116542209123113
450.9150346795805390.1699306408389230.0849653204194615
460.8938145173729240.2123709652541520.106185482627076
470.874559021913010.2508819561739790.125440978086990
480.844590157064820.3108196858703590.155409842935179
490.8265218366887820.3469563266224360.173478163311218
500.8020658729727970.3958682540544050.197934127027203
510.8728961388344980.2542077223310040.127103861165502
520.8728923809216780.2542152381566440.127107619078322
530.8421800046083090.3156399907833820.157819995391691
540.830122430357940.339755139284120.16987756964206
550.928509257880530.1429814842389410.0714907421194706
560.9244219700777390.1511560598445230.0755780299222615
570.9310972497571480.1378055004857040.0689027502428519
580.9480528154138920.1038943691722160.0519471845861081
590.9455154669969460.1089690660061090.0544845330030543
600.9233093565302630.1533812869394750.0766906434697373
610.8967707929310940.2064584141378110.103229207068906
620.8791344376641290.2417311246717420.120865562335871
630.9030019557246540.1939960885506920.0969980442753462
640.89400352141470.2119929571706000.105996478585300
650.8789534736576580.2420930526846850.121046526342342
660.8436101450908060.3127797098183890.156389854909194
670.8263212177786520.3473575644426960.173678782221348
680.7896776295209110.4206447409581780.210322370479089
690.7140595493922130.5718809012155740.285940450607787
700.7732878407263020.4534243185473970.226712159273698
710.7184177730321020.5631644539357960.281582226967898
720.6137929104414130.7724141791171740.386207089558587
730.4945019291356010.9890038582712020.505498070864399
740.3696394635179850.739278927035970.630360536482015
750.2475833977127350.495166795425470.752416602287265
760.2104166621851730.4208333243703470.789583337814826


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.0416666666666667OK
10% type I error level70.0972222222222222OK
 
Charts produced by software:
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/1rqwy1229783002.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/1rqwy1229783002.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/2vxa81229783002.png (open in new window)
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/3ukbf1229783002.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/4snfi1229783002.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/4snfi1229783002.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/5wzkh1229783002.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/5wzkh1229783002.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/6i6h91229783002.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/6i6h91229783002.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/76yqy1229783002.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/76yqy1229783002.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/84iso1229783002.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/84iso1229783002.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/9lsla1229783002.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/20/t1229783063huw06qujmf0crpb/9lsla1229783002.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')
}
 





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Software written by Ed van Stee & Patrick Wessa


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