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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: Tue, 15 Dec 2009 06:56:39 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal.htm/, Retrieved Tue, 15 Dec 2009 14:58:30 +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/2009/Dec/15/t1260885497fy7j97lssjvcqal.htm/},
    year = {2009},
}
@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 = {2009},
    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 «
2440.25 0 2350.44 2408.64 0 2440.25 2472.81 0 2408.64 2407.6 0 2472.81 2454.62 0 2407.6 2448.05 0 2454.62 2497.84 0 2448.05 2645.64 0 2497.84 2756.76 0 2645.64 2849.27 0 2756.76 2921.44 0 2849.27 2981.85 0 2921.44 3080.58 0 2981.85 3106.22 0 3080.58 3119.31 0 3106.22 3061.26 0 3119.31 3097.31 0 3061.26 3161.69 0 3097.31 3257.16 0 3161.69 3277.01 0 3257.16 3295.32 0 3277.01 3363.99 0 3295.32 3494.17 0 3363.99 3667.03 0 3494.17 3813.06 0 3667.03 3917.96 0 3813.06 3895.51 0 3917.96 3801.06 0 3895.51 3570.12 0 3801.06 3701.61 0 3570.12 3862.27 0 3701.61 3970.1 0 3862.27 4138.52 0 3970.1 4199.75 0 4138.52 4290.89 0 4199.75 4443.91 0 4290.89 4502.64 0 4443.91 4356.98 0 4502.64 4591.27 0 4356.98 4696.96 0 4591.27 4621.4 0 4696.96 4562.84 0 4621.4 4202.52 0 4562.84 4296.49 0 4202.52 4435.23 0 4296.49 4105.18 0 4435.23 4116.68 0 4105.18 3844.49 0 4116.68 3720.98 0 3844.49 3674.4 0 3720.98 3857.62 0 3674.4 3801.06 0 3857.62 3504.37 0 3801.06 3032.6 0 3504.37 3047.03 etc...
 
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
Y[t] = + 227.039845124434 -97.252462831136X[t] + 0.945504547175353Y1[t] -0.78610162790592t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)227.039845124434132.045361.71940.0902270.045114
X-97.252462831136139.774326-0.69580.4890080.244504
Y10.9455045471753530.04800119.697700
t-0.786101627905922.146013-0.36630.7153070.357653


Multiple Linear Regression - Regression Statistics
Multiple R0.981200998591577
R-squared0.962755399637109
Adjusted R-squared0.961062463256977
F-TEST (value)568.689651268741
F-TEST (DF numerator)3
F-TEST (DF denominator)66
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation167.074407875857
Sum Squared Residuals1842314.61262650


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12440.252448.60545135936-8.35545135936304
22408.642532.73511311328-124.095113113279
32472.812502.06161274916-29.2516127491589
42407.62561.94853791350-154.348537913496
52454.622499.50608476428-44.8860847642851
62448.052543.17760694456-95.127606944564
72497.842536.17954044172-38.3395404417162
82645.642582.4701102176763.1698897823285
92756.762721.4295806622835.3304193377178
102849.272825.707944316523.5620556834978
112921.442912.390468347799.04953165221215
122981.852979.841429889532.00857011047251
133080.583036.1732579564844.4067420435156
143106.223128.7368202712-22.5168202712014
153119.313152.19345523287-32.8834552328712
163061.263163.78400812749-102.524008127491
173097.313108.11136753606-10.8013675360559
183161.693141.4107048338220.2792951661789
193257.163201.4961859530655.6638140469353
203277.013290.97740344399-13.9674034439893
213295.323308.95956707751-13.6395670775145
223363.993325.4856537083938.5043462916103
233494.173389.62734933501104.542650664985
243667.033511.92702965840155.102970341604
253813.063674.58084405522138.479155944778
263917.963811.86677145133106.093228548667
273895.513910.26409682212-14.7540968221217
283801.063888.25141811013-87.1914181101295
293570.123798.16241200151-228.042412001511
303701.613579.02149024893122.588509751071
313862.273702.55978152911159.710218470889
323970.13853.6784404504116.421559549603
334138.523954.84609414441183.673905855591
344199.754113.3018683517886.4481316482232
354290.894170.40901014742120.480989852583
364443.914255.79619294907188.113807050926
374502.644399.69119712994102.948802870061
384356.984454.43457755764-97.4545775576433
394591.274315.92628358817275.343716411826
404696.964536.66244231798160.297557682017
414621.44635.80671628104-14.4067162810398
424562.844563.57829106856-0.738291068563195
434202.524507.42344315807-304.903443158069
444296.494165.95314309194130.536856908060
454435.234254.0161037621181.213896237898
464105.184384.40930300930-279.229303009304
474116.684071.5594255861745.1205744138270
483844.494081.64662625078-237.156626250784
493720.983823.50364192722-102.523641927218
503674.43705.93827367768-31.5382736776845
513857.623661.11057024235196.509429757649
523801.063833.55981174791-32.499811747913
533504.373779.29597293177-274.925972931769
543032.63497.98812720241-465.388127202408
553047.033051.14134535359-4.11134535358478
562962.342966.74641151028-4.4064115102838
572197.822885.8855297821-688.065529782097
582014.452162.24229174769-147.79229174769
591862.831988.07902130424-125.249021304240
601905.411843.9355202336161.4744797663938
611810.991883.40900222443-72.419002224427
621670.071793.34836125222-123.278361252224
631864.441659.32175883637205.118241163633
642052.021842.31337604294209.706623957065
652029.62018.8850173741810.714982625818
662070.831996.9007037986073.9292962013954
672293.412035.09775465074258.312245349261
682443.272244.76205513312198.507944866877
692513.172385.66926494492127.500735055085
702466.922450.9739311645715.9460688354334


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.004369972057512460.008739944115024920.995630027942488
80.04470491077750330.08940982155500660.955295089222497
90.03582796262233610.07165592524467220.964172037377664
100.01383104043790990.02766208087581970.98616895956209
110.004843814973985040.009687629947970080.995156185026015
120.001626839519574760.003253679039149510.998373160480425
130.0005191989813125340.001038397962625070.999480801018688
140.0002096952233045420.0004193904466090840.999790304776695
159.19898580263282e-050.0001839797160526560.999908010141974
160.0001534390336916870.0003068780673833750.999846560966308
175.64214273901768e-050.0001128428547803540.99994357857261
181.77480496866038e-053.54960993732076e-050.999982251950313
195.86728816088942e-061.17345763217788e-050.99999413271184
202.15687405336657e-064.31374810673314e-060.999997843125947
218.13616181000394e-071.62723236200079e-060.999999186383819
222.34280832501783e-074.68561665003566e-070.999999765719167
231.20123152761869e-072.40246305523739e-070.999999879876847
241.78601221051951e-073.57202442103902e-070.99999982139878
251.23915243810773e-072.47830487621545e-070.999999876084756
264.06655233399634e-088.13310466799267e-080.999999959334477
272.69797558612951e-085.39595117225902e-080.999999973020244
287.93435862365834e-081.58687172473167e-070.999999920656414
291.55058372478887e-053.10116744957774e-050.999984494162752
306.80578369277434e-061.36115673855487e-050.999993194216307
313.46386010073290e-066.92772020146579e-060.9999965361399
321.43172668297632e-062.86345336595265e-060.999998568273317
331.01785187752707e-062.03570375505413e-060.999998982148123
343.868120218297e-077.736240436594e-070.999999613187978
351.65294207754987e-073.30588415509975e-070.999999834705792
361.49933500641581e-072.99867001283162e-070.9999998500665
376.61412462175626e-081.32282492435125e-070.999999933858754
381.15583504528919e-072.31167009057838e-070.999999884416495
394.73207841751131e-079.46415683502262e-070.999999526792158
405.82163448665894e-071.16432689733179e-060.99999941783655
414.82113099288891e-079.64226198577783e-070.9999995178869
425.25044569782968e-071.05008913956594e-060.99999947495543
436.83806499226659e-050.0001367612998453320.999931619350077
448.9659646447785e-050.000179319292895570.999910340353552
450.0003269690668559510.0006539381337119030.999673030933144
460.002525709179562360.005051418359124710.997474290820438
470.003692722863605720.007385445727211440.996307277136394
480.005565966515346720.01113193303069340.994434033484653
490.003795075092014230.007590150184028460.996204924907986
500.002860568262996070.005721136525992150.997139431737004
510.02210553969260930.04421107938521860.97789446030739
520.04391943174788080.08783886349576160.95608056825212
530.04915525182449910.09831050364899830.950844748175501
540.1121180923555050.224236184711010.887881907644495
550.08845594409845470.1769118881969090.911544055901545
560.8268760011365140.3462479977269730.173123998863486
570.877166907651180.2456661846976390.122833092348819
580.8530487965795070.2939024068409870.146951203420493
590.7919924549956270.4160150900087460.208007545004373
600.880985270875760.2380294582484820.119014729124241
610.8943004194255710.2113991611488570.105699580574428
620.8363376796239030.3273246407521930.163662320376097
630.7256216845697230.5487566308605540.274378315430277


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level400.701754385964912NOK
5% type I error level430.75438596491228NOK
10% type I error level470.824561403508772NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/1070cj1260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/1070cj1260885394.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/1qbo71260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/1qbo71260885394.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/28urf1260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/28urf1260885394.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/3ivcj1260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/3ivcj1260885394.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/40x171260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/40x171260885394.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/5wepf1260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/5wepf1260885394.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/6i2hr1260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/6i2hr1260885394.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/727l81260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/727l81260885394.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/88cek1260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/88cek1260885394.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/99i031260885394.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260885497fy7j97lssjvcqal/99i031260885394.ps (open in new window)


 
Parameters (Session):
 
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal 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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