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Mutiple regression paper

*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: Wed, 16 Dec 2009 03:49:26 -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/16/t1260960653ix11c0h06at4jno.htm/, Retrieved Wed, 16 Dec 2009 11:51:05 +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/16/t1260960653ix11c0h06at4jno.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 «
101.5 0 99.2 0 107.8 0 92.3 0 99.2 0 101.6 0 87 0 71.4 0 104.7 0 115.1 0 102.5 0 75.3 0 96.7 1 94.6 1 98.6 1 99.5 1 92 1 93.6 1 89.3 1 66.9 1 108.8 1 113.2 1 105.5 1 77.8 1 102.1 1 97 1 95.5 1 99.3 1 86.4 1 92.4 1 85.7 1 61.9 1 104.9 1 107.9 1 95.6 1 79.8 1 94.8 1 93.7 1 108.1 1 96.9 1 88.8 1 106.7 1 86.8 1 69.8 1 110.9 1 105.4 1 99.2 1 84.4 1 87.2 1 91.9 1 97.9 1 94.5 1 85 1 100.3 1 78.7 1 65.8 1 104.8 1 96 1 103.3 1 82.9 1 91.4 1 94.5 1 109.3 1 92.1 1 99.3 1 109.6 1 87.5 1 73.1 1 110.7 1 111.6 1 110.7 1 84 1 101.6 1 102.1 1 113.9 1 99 1 100.4 1 109.5 1 93 1 76.8 1 105.3 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 time5 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 96.4666666666666 -1.47826086956518X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)96.46666666666663.50905427.490800
X-1.478260869565183.801964-0.38880.6984590.349229


Multiple Linear Regression - Regression Statistics
Multiple R0.0437033195659165
R-squared0.00190998014108062
Adjusted R-squared-0.0107240707432097
F-TEST (value)0.151177176550365
F-TEST (DF numerator)1
F-TEST (DF denominator)79
p-value0.698458914502653
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation12.1557182414647
Sum Squared Residuals11673.1573913043


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.596.46666666666715.0333333333329
299.296.46666666666662.73333333333336
3107.896.466666666666611.3333333333334
492.396.4666666666666-4.16666666666663
599.296.46666666666662.73333333333337
6101.696.46666666666665.13333333333336
78796.4666666666666-9.46666666666663
871.496.4666666666666-25.0666666666666
9104.796.46666666666668.23333333333337
10115.196.466666666666618.6333333333334
11102.596.46666666666666.03333333333337
1275.396.4666666666666-21.1666666666666
1396.794.98840579710141.71159420289855
1494.694.9884057971014-0.388405797101454
1598.694.98840579710143.61159420289855
1699.594.98840579710144.51159420289855
179294.9884057971014-2.98840579710145
1893.694.9884057971014-1.38840579710145
1989.394.9884057971014-5.68840579710145
2066.994.9884057971014-28.0884057971014
21108.894.988405797101413.8115942028985
22113.294.988405797101418.2115942028986
23105.594.988405797101410.5115942028986
2477.894.9884057971014-17.1884057971015
25102.194.98840579710147.11159420289855
269794.98840579710142.01159420289855
2795.594.98840579710140.511594202898552
2899.394.98840579710144.31159420289855
2986.494.9884057971014-8.58840579710144
3092.494.9884057971014-2.58840579710144
3185.794.9884057971014-9.28840579710145
3261.994.9884057971014-33.0884057971015
33104.994.98840579710149.91159420289856
34107.994.988405797101412.9115942028986
3595.694.98840579710140.611594202898546
3679.894.9884057971014-15.1884057971015
3794.894.9884057971014-0.188405797101451
3893.794.9884057971014-1.28840579710145
39108.194.988405797101413.1115942028985
4096.994.98840579710141.91159420289856
4188.894.9884057971014-6.18840579710145
42106.794.988405797101411.7115942028986
4386.894.9884057971014-8.18840579710145
4469.894.9884057971014-25.1884057971015
45110.994.988405797101415.9115942028986
46105.494.988405797101410.4115942028986
4799.294.98840579710144.21159420289855
4884.494.9884057971014-10.5884057971014
4987.294.9884057971014-7.78840579710145
5091.994.9884057971014-3.08840579710144
5197.994.98840579710142.91159420289856
5294.594.9884057971014-0.488405797101448
538594.9884057971014-9.98840579710145
54100.394.98840579710145.31159420289855
5578.794.9884057971014-16.2884057971014
5665.894.9884057971014-29.1884057971015
57104.894.98840579710149.81159420289855
589694.98840579710141.01159420289855
59103.394.98840579710148.31159420289855
6082.994.9884057971014-12.0884057971014
6191.494.9884057971014-3.58840579710144
6294.594.9884057971014-0.488405797101448
63109.394.988405797101414.3115942028985
6492.194.9884057971014-2.88840579710145
6599.394.98840579710144.31159420289855
66109.694.988405797101414.6115942028985
6787.594.9884057971014-7.48840579710145
6873.194.9884057971014-21.8884057971015
69110.794.988405797101415.7115942028986
70111.694.988405797101416.6115942028985
71110.794.988405797101415.7115942028986
728494.9884057971014-10.9884057971014
73101.694.98840579710146.61159420289855
74102.194.98840579710147.11159420289855
75113.994.988405797101418.9115942028986
769994.98840579710144.01159420289855
77100.494.98840579710145.41159420289856
78109.594.988405797101414.5115942028986
799394.9884057971014-1.98840579710145
8076.894.9884057971014-18.1884057971015
81105.394.988405797101410.3115942028985


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.1507180830170660.3014361660341310.849281916982934
60.06341651185393870.1268330237078770.936583488146061
70.1202843451463060.2405686902926120.879715654853694
80.5735970828072960.8528058343854090.426402917192704
90.5140123006143020.9719753987713970.485987699385698
100.6369654413381430.7260691173237140.363034558661857
110.5738881796855330.8522236406289340.426111820314467
120.7206513834326160.5586972331347680.279348616567384
130.6364005123573270.7271989752853460.363599487642673
140.5482786262993630.9034427474012740.451721373700637
150.4629045630563240.9258091261126490.537095436943676
160.3820589759939840.7641179519879680.617941024006016
170.3139818650286350.6279637300572690.686018134971365
180.2459010272695370.4918020545390750.754098972730463
190.2001906977527870.4003813955055750.799809302247213
200.4733164805857610.9466329611715230.526683519414239
210.5209601459724940.9580797080550120.479039854027506
220.6112728959746140.7774542080507720.388727104025386
230.5851799547276920.8296400905446150.414820045272308
240.6501311637094470.6997376725811050.349868836290553
250.6042337835843120.7915324328313770.395766216415688
260.5363308257868530.9273383484262940.463669174213147
270.4664913218550590.9329826437101170.533508678144941
280.4051979831804820.8103959663609650.594802016819518
290.3729261232808480.7458522465616950.627073876719152
300.3128209244425440.6256418488850880.687179075557456
310.2865999614831150.573199922966230.713400038516885
320.6658245400319660.6683509199360690.334175459968034
330.6501835680014470.6996328639971060.349816431998553
340.6597246984882220.6805506030235570.340275301511778
350.5981046741311210.8037906517377580.401895325868879
360.625220166583190.7495596668336190.374779833416809
370.5623405368781330.8753189262437340.437659463121867
380.4982947383813630.9965894767627250.501705261618637
390.5093515727688680.9812968544622630.490648427231132
400.4464905384104980.8929810768209960.553509461589502
410.3981118150757110.7962236301514210.60188818492429
420.3924714149616480.7849428299232960.607528585038352
430.3572726198989880.7145452397979770.642727380101012
440.5585867986001420.8828264027997150.441413201399858
450.6004188120175670.7991623759648670.399581187982433
460.5811446703399190.8377106593201620.418855329660081
470.5231771421562600.9536457156874790.476822857843740
480.5069163861880970.9861672276238050.493083613811903
490.4688510149252280.9377020298504570.531148985074772
500.4084533894506060.8169067789012130.591546610549394
510.3477359155228470.6954718310456940.652264084477153
520.288278249465270.576556498930540.71172175053473
530.2718350697659920.5436701395319830.728164930234008
540.2258370367797400.4516740735594810.77416296322026
550.2730455642090730.5460911284181450.726954435790927
560.6278675421277920.7442649157444170.372132457872208
570.5903639137470910.8192721725058180.409636086252909
580.5209212195451810.9581575609096390.479078780454819
590.4690880625427260.9381761250854530.530911937457274
600.4987978484096470.9975956968192930.501202151590353
610.4455187000397440.8910374000794880.554481299960256
620.3789465956318770.7578931912637530.621053404368123
630.3707390412352870.7414780824705750.629260958764713
640.3148381925432180.6296763850864360.685161807456782
650.2485611323402530.4971222646805050.751438867659747
660.2399099571118640.4798199142237280.760090042888136
670.2192608681292770.4385217362585540.780739131870723
680.5029323852425140.9941352295149720.497067614757486
690.4844238401070710.9688476802141420.515576159892929
700.4856868545194870.9713737090389750.514313145480513
710.4828643958213160.9657287916426330.517135604178684
720.5388651117008450.922269776598310.461134888299155
730.422533998123930.845067996247860.57746600187607
740.3078662382043650.6157324764087290.692133761795635
750.3610214801694400.7220429603388810.63897851983056
760.2261549500525590.4523099001051180.773845049947441


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:
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/10g5to1260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/10g5to1260960560.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/1laco1260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/1laco1260960560.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/2qajl1260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/2qajl1260960560.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/31nov1260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/31nov1260960560.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/4bjs71260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/4bjs71260960560.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/59nsl1260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/59nsl1260960560.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/6rtdr1260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/6rtdr1260960560.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/7mnk01260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/7mnk01260960560.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/8gwws1260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/8gwws1260960560.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/9ejkj1260960560.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260960653ix11c0h06at4jno/9ejkj1260960560.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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