Home » date » 2008 » Dec » 21 »

werkloosheid - Oceanië

*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: Sun, 21 Dec 2008 02:47:03 -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/21/t12298529213d2agaoomfjsdj2.htm/, Retrieved Sun, 21 Dec 2008 10:48:41 +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/21/t12298529213d2agaoomfjsdj2.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 40,6 173666 63,6 165688 66,8 161570 71,5 156145 99,4 153730 78,2 182698 57,2 200765 86,5 176512 66,1 166618 75 158644 55 159585 66,8 163095 41,4 159044 53,3 155511 71,4 153745 68,2 150569 84,1 150605 94 179612 91,4 194690 79,9 189917 40,7 184128 60,3 175335 49,1 179566 42 181140 54,3 177876 39,3 175041 47,8 169292 74,5 166070 78,8 166972 81,4 206348 66 215706 88,8 202108 54,4 195411 75,8 193111 51,6 195198 53 198770 62,7 194163 52,3 190420 30,5 189733 49,9 186029 53,8 191531 65,3 232571 62,7 243477 55,4 227247 66,2 217859 67,2 208679 42,4 213188 56,3 216234 44,9 213586 30 209465 54,4 204045 47,8 200237 63,6 203666 72,5 241476 82,2 260307 67,9 243324 67,8 244460 65,6 233575 78,1 237217 41,6 235243 64,3 230354 55,9 227184 78,3 221678 69,8 217142 59,3 219452 103,6 256446 109,7 265845 76,3 248624 81,8 241114 99,6 229245 100,6 231805 79,9 219277 49,3 219313 62,7 212610 101,3 214771 101,2 211142 83,3 211457 127,8 240048 103,7 240636 91,5 230580 95,1 208795 109 197922 132,6 194596 79,5
 
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 time7 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
werkloosheid[t] = + 171222.029233325 -316.729605880591`Oceanië`[t] + 6054.0529953463M1[t] + 1308.00721670290M2[t] -77.0047002834496M3[t] -2650.94603994353M4[t] -5824.58634515159M5[t] -865.201090459052M6[t] + 30390.0223464562M7[t] + 39905.3600429454M8[t] + 20789.6507051609M9[t] + 14838.7123772535M10[t] + 3021.61600273844M11[t] + 1027.80408687881t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)171222.0292333256714.86674525.498900
`Oceanië`-316.72960588059186.114804-3.6780.0004580.000229
M16054.05299534636795.3845130.89090.3760310.188016
M21308.007216702906792.5401180.19260.8478570.423929
M3-77.00470028344966800.003636-0.01130.9909970.495498
M4-2650.946039943536840.479396-0.38750.6995340.349767
M5-5824.586345151596918.863163-0.84180.4027440.201372
M6-865.2010904590527268.027035-0.1190.9055830.452791
M730390.02234645627054.9989974.30765.3e-052.6e-05
M839905.36004294546959.1068645.734300
M920789.65070516096792.6747363.06060.0031310.001566
M1014838.71237725356961.4102822.13160.0365550.018277
M113021.616002738446846.1984360.44140.6603150.330158
t1027.8040868788163.66711716.143400


Multiple Linear Regression - Regression Statistics
Multiple R0.919194102983335
R-squared0.844917798959339
Adjusted R-squared0.816116818766073
F-TEST (value)29.3364251247567
F-TEST (DF numerator)13
F-TEST (DF denominator)70
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation12629.2986150177
Sum Squared Residuals11164942845.5102


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1180144165444.66431679814699.3356832019
2173666154441.64168978019224.3583102202
3165688153070.89912085412617.1008791456
4161570150036.13272043411533.8672795656
5156145139053.54049803717091.4595019634
6153730151755.3974842761974.60251572352
7182698190689.746731563-7991.74673156298
8200765191952.7110626308812.2889373703
9176512180326.089771688-3814.08977168806
10166618172584.062038322-5966.06203832218
11158644168129.361868298-9485.36186829777
12159585162398.140603047-2813.14060304718
13163095177524.929674639-14429.9296746393
14159044170037.605672896-10993.6056728957
15155511163947.591976349-8436.59197634943
16153745163414.989462386-9669.98946238606
17150569156233.152510555-5664.15251055543
18150605159084.718753909-8479.71875390893
19179612192191.243252993-12579.2432529925
20194690206376.775503987-11686.7755039874
21189917200704.670803601-10787.6708036008
22184128189573.636287313-5445.63628731262
23175335182331.715585539-6996.71558553902
24179566182586.683871432-3020.6838714316
25181140185772.766801325-4632.76680132544
26177876186805.469197770-8929.46919776973
27175041183756.059717677-8715.05971767717
28169292173753.241987884-4461.24198788412
29166070170245.468464268-4175.46846426833
30166972175409.16083055-8437.16083055014
31206348212569.824284905-6221.82428490532
32215706215891.531054196-185.531054195876
33202108208699.124245583-6591.12424558252
34195411196997.976438709-1586.97643870922
35193111193873.540613383-762.540613383318
36195198191436.3072492913761.69275070912
37198770195445.8871544743324.11284552574
38194163195021.633363868-858.633363867807
39190420201569.130941957-11149.1309419572
40189733193878.439335092-4145.43933509242
41186029190497.357653829-4468.35765382887
42191531192842.156527773-1311.15652777342
43232571225948.6810268576622.31897314298
44243477238803.9489331534673.05106684662
45227247217295.3639387379951.63606126269
46217859212055.5000918285803.49990817193
47208679209121.102030031-442.102030030528
48213188202724.74859243110463.2514075693
49216234213417.3231816952816.67681830545
50213586214418.352617551-832.352617550763
51209465206332.9424039573132.05759604319
52204045206877.220549987-2832.22054998744
53200237199727.056558745509.943441255147
54203666202895.352407979770.647592021066
55241476232106.1027547319369.89724526872
56260307247178.47790219213128.5220978082
57243324229122.24561187414201.7543881259
58244460224895.91650378319564.0834962172
59233575210147.50414263923427.4958573608
60237217219714.32284142117502.6771585789
61235243219606.41787015715636.5821298432
62230354218548.70486778911805.2951322108
63227184211096.75386595616087.2461340436
64221678212242.818263169435.1817368398
65217142213422.6429065773719.35709342285
66219452205378.71070763814073.2892923617
67256446235729.68763556120716.3123644392
68265845256851.5982553418993.40174465942
69248624237021.68017209211602.3198279084
70241114226460.75894638814653.2410536115
71229245215354.73705287213890.2629471283
72231805219917.22797874011887.7720212597
73219277236691.011000911-17414.0110009115
74219313228728.592590347-9415.59259034696
75212610216145.621973249-3535.62197324861
76214771214631.157681055139.842318944598
77211142218154.781407989-7012.78140798875
78211457210047.5032878741409.49671212622
79240048249963.71431339-9915.7143133901
80240636264370.957288501-23734.9572885013
81230580245142.825456426-14562.8254564255
82208795235817.149693657-27022.1496936567
83197922217553.038707239-19631.0387072385
84194596232377.568863638-37781.5688636383


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.02793939743725670.05587879487451340.972060602562743
180.01740040128502250.03480080257004510.982599598714977
190.004811486253416410.009622972506832820.995188513746584
200.001639074530778710.003278149061557420.998360925469221
210.02722249926108590.05444499852217180.972777500738914
220.06022336898775620.1204467379755120.939776631012244
230.08307553115554760.1661510623110950.916924468844452
240.07629573627061950.1525914725412390.92370426372938
250.07585406679780050.1517081335956010.9241459332022
260.04989204604150710.09978409208301410.950107953958493
270.03378856823560440.06757713647120870.966211431764396
280.02559557410220700.05119114820441410.974404425897793
290.01540549969312300.03081099938624610.984594500306877
300.01212604707517580.02425209415035160.987873952924824
310.01835075599833120.03670151199666230.981649244001669
320.01591012594661580.03182025189323160.984089874053384
330.01532408972610800.03064817945221610.984675910273892
340.01482194764758620.02964389529517230.985178052352414
350.01727773795917010.03455547591834020.98272226204083
360.01648713657461130.03297427314922270.983512863425389
370.01318409760875690.02636819521751370.986815902391243
380.01081542470550630.02163084941101270.989184575294494
390.009652545088630680.01930509017726140.99034745491137
400.008796656635860.017593313271720.99120334336414
410.008025569626700850.01605113925340170.9919744303733
420.009593745877602210.01918749175520440.990406254122398
430.01865535224131880.03731070448263770.981344647758681
440.01858117560316080.03716235120632150.98141882439684
450.02740034834829360.05480069669658720.972599651651706
460.03156988337087590.06313976674175190.968430116629124
470.02932366023758940.05864732047517870.97067633976241
480.03155817739407480.06311635478814970.968441822605925
490.03277327063778830.06554654127557670.967226729362212
500.03304834292361760.06609668584723520.966951657076382
510.03511385584321000.07022771168642010.96488614415679
520.05192961639030550.1038592327806110.948070383609695
530.1305368075704540.2610736151409070.869463192429546
540.2456288946616280.4912577893232570.754371105338372
550.5002832925779680.9994334148440650.499716707422032
560.5938653677590270.8122692644819450.406134632240973
570.8195597367452770.3608805265094450.180440263254723
580.8020688370573120.3958623258853770.197931162942688
590.7634253536497560.4731492927004880.236574646350244
600.7018672732960670.5962654534078650.298132726703933
610.6573739122669780.6852521754660430.342626087733022
620.635242817567160.7295143648656790.364757182432840
630.5266287623380920.9467424753238160.473371237661908
640.4612460359141990.9224920718283980.538753964085801
650.5091302493218520.9817395013562970.490869750678148
660.6828757935833060.6342484128333880.317124206416694
670.6977000420390870.6045999159218270.302299957960913


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.0392156862745098NOK
5% type I error level190.372549019607843NOK
10% type I error level310.607843137254902NOK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/1001hm1229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/1001hm1229852811.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/17wms1229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/17wms1229852811.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/2b69w1229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/2b69w1229852811.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/3cfly1229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/3cfly1229852811.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/4wo361229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/4wo361229852811.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/5v24n1229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/5v24n1229852811.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/6yhw01229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/6yhw01229852811.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/74tqz1229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/74tqz1229852811.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/8v8m21229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/8v8m21229852811.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/9huy81229852811.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t12298529213d2agaoomfjsdj2/9huy81229852811.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')
}
 





Copyright

Creative Commons License

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

Software written by Ed van Stee & Patrick Wessa


Disclaimer

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


Privacy Policy

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

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

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

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

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

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

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

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

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


FreeStatistics.org is powered by