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*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: Mon, 24 Nov 2008 11:27:38 -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/Nov/24/t1227551307ax1i3ztjgs7yz9x.htm/, Retrieved Mon, 24 Nov 2008 18:28:27 +0000
 
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/Nov/24/t1227551307ax1i3ztjgs7yz9x.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},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
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Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
12300.00 0.00 12092.80 0.00 12380.80 0.00 12196.90 0.00 9455.00 0.00 13168.00 0.00 13427.90 0.00 11980.50 0.00 11884.80 0.00 11691.70 0.00 12233.80 0.00 14341.40 0.00 13130.70 0.00 12421.10 0.00 14285.80 0.00 12864.60 0.00 11160.20 0.00 14316.20 0.00 14388.70 0.00 14013.90 0.00 13419.00 0.00 12769.60 0.00 13315.50 0.00 15332.90 0.00 14243.00 0.00 13824.40 0.00 14962.90 0.00 13202.90 0.00 12199.00 0.00 15508.90 0.00 14199.80 0.00 15169.60 0.00 14058.00 0.00 13786.20 0.00 14147.90 0.00 16541.70 0.00 13587.50 0.00 15582.40 0.00 15802.80 0.00 14130.50 0.00 12923.20 0.00 15612.20 1.00 16033.70 1.00 16036.60 1.00 14037.80 1.00 15330.60 1.00 15038.30 1.00 17401.80 1.00 14992.50 1.00 16043.70 1.00 16929.60 1.00 15921.30 1.00 14417.20 1.00 15961.00 1.00 17851.90 1.00 16483.90 1.00 14215.50 1.00 17429.70 1.00 17839.50 1.00 17629.20 1.00
 
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
x[t] = + 15270.1496774194 + 2448.12580645161y[t] -2109.03483870968M1[t] -1766.89483870968M2[t] -887.394838709678M3[t] -2096.53483870968M4[t] -3728.85483870968M5[t] -1336.14M6[t] -1069M7[t] -1512.5M8[t] -2726.38M9[t] -2047.84M10[t] -1734.4M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)15270.1496774194510.02037829.940300
y2448.12580645161313.8958447.799200
M1-2109.03483870968701.892445-3.00480.0042530.002126
M2-1766.89483870968701.892445-2.51730.0152930.007646
M3-887.394838709678701.892445-1.26430.212360.10618
M4-2096.53483870968701.892445-2.9870.0044660.002233
M5-3728.85483870968701.892445-5.31263e-061e-06
M6-1336.14699.079237-1.91130.0620770.031038
M7-1069699.079237-1.52920.1329290.066465
M8-1512.5699.079237-2.16360.0356150.017807
M9-2726.38699.079237-3.90.0003050.000152
M10-2047.84699.079237-2.92930.0052260.002613
M11-1734.4699.079237-2.4810.0167380.008369


Multiple Linear Regression - Regression Statistics
Multiple R0.837890900854055
R-squared0.70206116173402
Adjusted R-squared0.625991671112919
F-TEST (value)9.2292081358998
F-TEST (DF numerator)12
F-TEST (DF denominator)47
p-value8.83679984742258e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1105.34132769833
Sum Squared Residuals57423634.183742


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11230013161.1148387097-861.11483870969
212092.813503.2548387097-1410.45483870968
312380.814382.7548387097-2001.95483870968
412196.913173.6148387097-976.714838709676
5945511541.2948387097-2086.29483870968
61316813934.0096774194-766.009677419355
713427.914201.1496774194-773.249677419354
811980.513757.6496774194-1777.14967741935
911884.812543.7696774194-658.969677419356
1011691.713222.3096774194-1530.60967741935
1112233.813535.7496774194-1301.94967741936
1214341.415270.1496774194-928.749677419354
1313130.713161.1148387097-30.4148387096743
1412421.113503.2548387097-1082.15483870968
1514285.814382.7548387097-96.9548387096768
1612864.613173.6148387097-309.014838709677
1711160.211541.2948387097-381.094838709677
1814316.213934.0096774194382.190322580646
1914388.714201.1496774194187.550322580646
2014013.913757.6496774194256.250322580645
211341912543.7696774194875.230322580646
2212769.613222.3096774194-452.709677419355
2313315.513535.7496774194-220.249677419354
2415332.915270.149677419462.7503225806451
251424313161.11483870971081.88516129033
2613824.413503.2548387097321.145161290322
2714962.914382.7548387097580.145161290324
2813202.913173.614838709729.2851612903226
291219911541.2948387097657.705161290322
3015508.913934.00967741941574.89032258064
3114199.814201.1496774194-1.34967741935603
3215169.613757.64967741941411.95032258065
331405812543.76967741941514.23032258065
3413786.213222.3096774194563.890322580645
3514147.913535.7496774194612.150322580645
3616541.715270.14967741941271.55032258065
3713587.513161.1148387097426.385161290326
3815582.413503.25483870972079.14516129032
3915802.814382.75483870971420.04516129032
4014130.513173.6148387097956.885161290322
4112923.211541.29483870971381.90516129032
4215612.216382.1354838710-769.935483870967
4316033.716649.2754838710-615.575483870968
4416036.616205.7754838710-169.175483870968
4514037.814991.8954838710-954.095483870968
4615330.615670.4354838710-339.835483870968
4715038.315983.8754838710-945.575483870969
4817401.817718.2754838710-316.475483870969
4914992.515609.2406451613-616.740645161288
5016043.715951.380645161392.31935483871
5116929.616830.880645161398.7193548387086
5215921.315621.7406451613299.559354838709
5314417.213989.4206451613427.77935483871
541596116382.1354838710-421.135483870968
5517851.916649.27548387101202.62451612903
5616483.916205.7754838710278.124516129033
5714215.514991.8954838710-776.395483870968
5817429.715670.43548387101759.26451612903
5917839.515983.87548387101855.62451612903
6017629.217718.2754838710-89.0754838709673


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.6470593194744880.7058813610510250.352940680525512
170.7429578760715620.5140842478568760.257042123928438
180.6965940845199630.6068118309600750.303405915480037
190.6316363010491390.7367273979017220.368363698950861
200.7343390758054150.531321848389170.265660924194585
210.7308522301982740.5382955396034530.269147769801726
220.741384574591450.51723085081710.25861542540855
230.7362553574459960.5274892851080080.263744642554004
240.7001409851484080.5997180297031830.299859014851592
250.7233313047496080.5533373905007830.276668695250392
260.7690048850420320.4619902299159360.230995114957968
270.7823737446179980.4352525107640030.217626255382002
280.7540571591208010.4918856817583980.245942840879199
290.7864399501740940.4271200996518110.213560049825906
300.8179485716115030.3641028567769930.182051428388497
310.8051140951003370.3897718097993250.194885904899663
320.8181100872806190.3637798254387620.181889912719381
330.8406024325335950.318795134932810.159397567466405
340.8463487721571410.3073024556857180.153651227842859
350.8362451213070310.3275097573859370.163754878692969
360.7994427884129880.4011144231740240.200557211587012
370.7155764352238240.5688471295523530.284423564776176
380.7501364686994320.4997270626011360.249863531300568
390.6973760179643830.6052479640712330.302623982035617
400.6048943717887510.7902112564224980.395105628211249
410.5192857647399030.9614284705201950.480714235260097
420.386488300664620.772976601329240.61351169933538
430.369828966995770.739657933991540.63017103300423
440.2344662071904640.4689324143809280.765533792809536


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK
 
Charts produced by software:
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/109onp1227551246.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/1gph11227551246.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/1gph11227551246.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/20d021227551246.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/20d021227551246.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/3l5qa1227551246.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/3l5qa1227551246.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/48ccx1227551246.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/48ccx1227551246.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/5fuic1227551246.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/5fuic1227551246.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/6frso1227551246.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/6frso1227551246.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/7xhd21227551246.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/7xhd21227551246.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/8g6l61227551246.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/8g6l61227551246.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/9m8ko1227551246.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227551307ax1i3ztjgs7yz9x/9m8ko1227551246.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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