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Multiple Linear Regression met 1xlag 9

*The author of this computation has been verified*
R Software Module: /rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Sat, 19 Dec 2009 06:56:41 -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/19/t1261231661a3n7rhkrezqkqng.htm/, Retrieved Sat, 19 Dec 2009 15:07:53 +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/19/t1261231661a3n7rhkrezqkqng.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:
kvn paper
 
Dataseries X:
» Textbox « » Textfile « » CSV «
9487 1169 8700 2154 9627 2249 8947 2687 9283 4359 8829 5382 9947 4459 9628 6398 9318 4596 9605 3024 8640 1887 9214 2070 9567 1351 8547 2218 9185 2461 9470 3028 9123 4784 9278 4975 10170 4607 9434 6249 9655 4809 9429 3157 8739 1910 9552 2228 9784 1594 9089 2467 9763 2222 9330 3607 9144 4685 9895 4962 10404 5770 10195 5480 9987 5000 9789 3228 9437 1993 10096 2288 9776 1580 9106 2111 10258 2192 9766 3601 9826 4665 9957 4876 10036 5813 10508 5589 10146 5331 10166 3075 9365 2002 9968 2306 10123 1507 9144 1992 10447 2487 9699 3490 10451 4647 10192 5594 10404 5611 10597 5788 10633 6204 10727 3013 9784 1931 9667 2549 10297 1504 9426 2090 10274 2702 9598 2939 10400 4500 9985 6208 10761 6415 11081 5657 10297 5964 10751 3163 9760 1997 10133 2422 10806 1376 9734 2202 10083 2683 10691 3303 10446 5202 10517 5231 11353 4880 10436 7998 10721 4977 10701 3531 9793 2025 10142 2205
 
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] = + 9377.3192435779 + 0.194844740786332X[t] + 319.219351869687M1[t] -694.785640883456M2[t] + 97.740582935755M3[t] -364.920329651367M4[t] -481.046525992848M5[t] -605.987816434113M6[t] + 16.6244363891546M7[t] -310.219838948932M8[t] -295.757655712276M9[t] + 171.852236023613M10[t] -400.19652387905M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)9377.3192435779369.4729625.380300
X0.1948447407863320.1378951.4130.1620250.081013
M1319.219351869687294.1958561.08510.2815670.140783
M2-694.785640883456270.021184-2.57310.012170.006085
M397.740582935755270.1401740.36180.7185650.359283
M4-364.920329651367299.130205-1.21990.2265250.113263
M5-481.046525992848426.413834-1.12810.2630660.131533
M6-605.987816434113496.380465-1.22080.2261960.113098
M716.6244363891546501.8020320.03310.9736640.486832
M8-310.219838948932597.868895-0.51890.6054610.30273
M9-295.757655712276490.654276-0.60280.5485740.274287
M10171.852236023613295.2800720.5820.5624120.281206
M11-400.19652387905273.378164-1.46390.1476370.073818


Multiple Linear Regression - Regression Statistics
Multiple R0.621383931711173
R-squared0.386117990588836
Adjusted R-squared0.282363284772864
F-TEST (value)3.72145039159659
F-TEST (DF numerator)12
F-TEST (DF denominator)71
p-value0.000227788697980236
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation504.227458280158
Sum Squared Residuals18051418.4075405


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
194879924.31209742676-437.312097426764
287009102.22917434819-402.22917434819
396279913.2656485421-286.265648542104
489479535.9467324194-588.946732419396
592839745.60094267266-462.600942672662
688299819.98582205581-990.985822055815
7994710262.7563791333-315.756379133297
8962810313.7160561799-685.716056179909
993189977.0680165196-659.068016519594
10960510138.3819757394-533.381975739369
1186409344.79474556265-704.794745562646
1292149780.6478570056-566.647857005595
1395679959.7738402499-392.773840249909
1485479114.69923775852-567.699237758516
1591859954.5727335888-769.572733588806
1694709602.38878902753-132.388789027535
1791239828.40995750685-705.409957506853
1892789740.68401255578-462.684012555777
191017010291.5934007697-121.593400769674
20943410284.6841898027-850.684189802746
21965510018.5699463071-363.569946307083
22942910164.2963262640-735.296326263951
2387399349.27617460073-610.276174600732
2495529811.43332604984-259.433326049836
25978410007.1211122610-223.121112260987
2690899163.21557821431-74.2155782143124
2797639908.00484054087-145.004840540873
2893309715.20389394282-385.203893942821
2991449809.120328169-665.120328169006
3098959738.15103092556156.848969074445
311040410518.1978343042-114.197834304179
321019510134.848584138160.1514158619441
33998710055.7852917973-68.7852917972726
34978910178.1303028598-389.130302859781
3594379365.44828808671.5517119140023
36100969823.12401049701272.875989502984
37977610004.3932858900-228.393285889979
3891069093.8508504943812.1491495056219
39102589902.15949831728355.840501682718
4097669714.034825498151.9651745018972
4198269805.2234333532820.7765666467205
4299579721.39438321793235.605616782070
431003610526.576158158-490.576158157991
441050810156.0866608838351.913339116234
451014610120.278900997525.7210990024515
461016610148.319057519517.6809424805280
4793659367.20189075307-2.20189075307489
4899689826.63121583117141.368784168831
49101239990.16961981258132.830380187424
5091449070.664326340873.3356736591955
51104479959.63869684925487.361303150749
5296999692.407059270826.59294072918005
53104519801.71622801913649.283771980874
54101929861.29290710252330.707092897483
551040410487.2175205192-83.2175205191521
561059710194.8607643002402.139235699754
571063310290.3783597040342.621640295983
581072710136.2386835907590.761316409281
5997849353.36791415724430.632085842755
6096679873.97848784225-206.978487842248
61102979989.58508559022307.414914409783
6294269089.75911093786336.240889062135
631027410001.5303161183272.469683881688
6495989585.0476070975512.9523929024491
65104009773.07405112353626.925948876466
6699859980.927577945334.07242205467463
671076110643.8726921114117.127307888637
681108110169.3361032572911.663896742763
691029710243.615621915353.3843780847029
701075110165.4653947087585.534605291331
7197609366.22766704914393.772332950857
72101339849.23320576238283.766794237616
73108069964.64495876957841.355041230433
7497349111.58172190593622.418278094066
75100839997.8282660433785.1717339566282
76106919655.971092743781035.02890725622
77104469909.85505915554536.14494084446
78105179790.56426619708726.435733802922
791135310344.78601500431008.21398499566
801043610625.4676414380-189.467641438041
811072110051.3038627592669.696137240813
821070110237.1682593180463.83174068196
8397939371.68331979116421.316680208839
84101429806.95189701175335.04810298825


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.2243709614330450.4487419228660910.775629038566955
170.1441596983200910.2883193966401820.85584030167991
180.1237812863666000.2475625727332000.8762187136334
190.07924443796368670.1584888759273730.920755562036313
200.06154744571817160.1230948914363430.938452554281828
210.05503267980152030.1100653596030410.94496732019848
220.04345072956694070.08690145913388140.95654927043306
230.03222960845008840.06445921690017680.967770391549912
240.02853842065499750.05707684130999510.971461579345003
250.02158678107553210.04317356215106430.978413218924468
260.02447497344217140.04894994688434270.975525026557829
270.02918900369255350.0583780073851070.970810996307446
280.02053652393587980.04107304787175960.97946347606412
290.02944090964839860.05888181929679710.970559090351601
300.1536100259036110.3072200518072230.846389974096389
310.1201700005783540.2403400011567080.879829999421646
320.2373699023414120.4747398046828240.762630097658588
330.2876618528685000.5753237057369990.7123381471315
340.346064875560970.692129751121940.65393512443903
350.4571725643922540.9143451287845080.542827435607746
360.5238194010801130.9523611978397740.476180598919887
370.5333219194335080.9333561611329850.466678080566492
380.515643979274940.968712041450120.48435602072506
390.5908919983115070.8182160033769870.409108001688493
400.5802577111176930.8394845777646130.419742288882307
410.685493258834160.6290134823316810.314506741165841
420.7327370384627570.5345259230744860.267262961537243
430.807524680278290.3849506394434220.192475319721711
440.8527739415776090.2944521168447830.147226058422392
450.8751111102064130.2497777795871730.124888889793587
460.91829993016880.1634001396623990.0817000698311994
470.9230809101659460.1538381796681070.0769190898340536
480.8989664739927850.2020670520144290.101033526007215
490.9047927816724140.1904144366551720.095207218327586
500.9100401411366650.1799197177266710.0899598588633354
510.9146811246722470.1706377506555070.0853188753277533
520.9067477600641050.1865044798717900.0932522399358952
530.9289645851889370.1420708296221260.0710354148110631
540.913947265733870.1721054685322620.0860527342661309
550.94417608112170.1116478377565990.0558239188782993
560.9505975916997090.09880481660058170.0494024083002909
570.946370697960320.1072586040793600.0536293020396799
580.9419287691726050.1161424616547900.0580712308273949
590.9215463069369480.1569073861261050.0784536930630525
600.9108942428943320.1782115142113360.0891057571056679
610.907994178991260.1840116420174810.0920058210087406
620.8847763398212270.2304473203575450.115223660178773
630.8305607096511370.3388785806977250.169439290348863
640.999593948901970.0008121021960598990.000406051098029949
650.9997685316489460.0004629367021080120.000231468351054006
660.9997780646779230.0004438706441542390.000221935322077120
670.9993234755292470.001353048941506320.000676524470753158
680.997590914014960.004818171970080080.00240908598504004


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level50.0943396226415094NOK
5% type I error level80.150943396226415NOK
10% type I error level140.264150943396226NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/10a31k1261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/10a31k1261230996.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/197bq1261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/197bq1261230996.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/2a7201261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/2a7201261230996.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/33yq81261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/33yq81261230996.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/4fpzr1261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/4fpzr1261230996.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/5a2cs1261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/5a2cs1261230996.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/6ev871261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/6ev871261230996.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/7ne7o1261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/7ne7o1261230996.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/8k6gj1261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/8k6gj1261230996.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/99sxk1261230996.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261231661a3n7rhkrezqkqng/99sxk1261230996.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 = 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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