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Multiple Linear Regression 4 lags

*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 07:11:07 -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/t126123207942zbvsf5xoz2rnn.htm/, Retrieved Sat, 19 Dec 2009 15:14:51 +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/t126123207942zbvsf5xoz2rnn.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 «
9283 4359 8947 9627 8700 9487 8829 5382 9283 8947 9627 8700 9947 4459 8829 9283 8947 9627 9628 6398 9947 8829 9283 8947 9318 4596 9628 9947 8829 9283 9605 3024 9318 9628 9947 8829 8640 1887 9605 9318 9628 9947 9214 2070 8640 9605 9318 9628 9567 1351 9214 8640 9605 9318 8547 2218 9567 9214 8640 9605 9185 2461 8547 9567 9214 8640 9470 3028 9185 8547 9567 9214 9123 4784 9470 9185 8547 9567 9278 4975 9123 9470 9185 8547 10170 4607 9278 9123 9470 9185 9434 6249 10170 9278 9123 9470 9655 4809 9434 10170 9278 9123 9429 3157 9655 9434 10170 9278 8739 1910 9429 9655 9434 10170 9552 2228 8739 9429 9655 9434 9784 1594 9552 8739 9429 9655 9089 2467 9784 9552 8739 9429 9763 2222 9089 9784 9552 8739 9330 3607 9763 9089 9784 9552 9144 4685 9330 9763 9089 9784 9895 4962 9144 9330 9763 9089 10404 5770 9895 9144 9330 9763 10195 5480 10404 9895 9144 9330 9987 5000 10195 10404 9895 9144 9789 3228 9987 10195 10404 9895 9437 1993 9789 9987 10195 10404 10096 2288 9437 9789 9987 10195 9776 1580 10096 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] = + 9650.17770595167 -0.201647556215484X[t] -0.0389229420967999Y1[t] -0.0649419763446213Y2[t] + 0.130119737931372Y3[t] -0.0348300325060855Y4[t] + 588.596073150179M1[t] + 539.994539376167M2[t] + 1241.94351360937M3[t] + 1205.54423971928M4[t] + 886.023163317046M5[t] + 402.968909355954M6[t] -630.329686093159M7[t] -130.216474778553M8[t] -10.7569367020101M9[t] -626.183201456473M10[t] + 131.905261924072M11[t] + 18.9641357712519t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)9650.177705951672414.051013.99750.0001738.6e-05
X-0.2016475562154840.085524-2.35780.0215530.010777
Y1-0.03892294209679990.132496-0.29380.7699170.384958
Y2-0.06494197634462130.124208-0.52280.6029440.301472
Y30.1301197379313720.1214581.07130.2881820.144091
Y4-0.03483003250608550.126155-0.27610.7833980.391699
M1588.596073150179229.6911292.56260.0128330.006417
M2539.994539376167268.7266942.00950.0488470.024423
M31241.94351360937245.0151235.06884e-062e-06
M41205.54423971928293.6038614.1060.000126e-05
M5886.023163317046276.0200843.210.0021040.001052
M6402.968909355954203.6339011.97890.0522740.026137
M7-630.329686093159235.277945-2.67910.0094410.00472
M8-130.216474778553205.540882-0.63350.5287170.264359
M9-10.7569367020101213.222487-0.05040.9599260.479963
M10-626.183201456473208.917126-2.99730.0039150.001957
M11131.905261924072196.3113430.67190.5041320.252066
t18.96413577125194.9160133.85760.0002750.000138


Multiple Linear Regression - Regression Statistics
Multiple R0.930235134326687
R-squared0.86533740513579
Adjusted R-squared0.828413790414957
F-TEST (value)23.4358800371615
F-TEST (DF numerator)17
F-TEST (DF denominator)62
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation241.611366286730
Sum Squared Residuals3619315.24377429


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
192839206.925449737876.0745502622092
288299150.11726974106-321.117269741056
399479932.2327238660814.7672761339165
496289577.1754362907450.8245637092603
593189509.02142899276-191.02142899276
696059555.9905734426449.0094265573605
786408699.44234072492-59.4423407249226
892149171.3141385465742.6858614534297
995679543.1913185854823.8086814145163
1085478585.32249894844-38.3224989484443
1191859438.45133616994-253.451336169944
1294709278.52385328798191.476146712019
1391239334.44779992492-211.447799924919
1492789379.8365422908-101.836542290796
151017010206.3203273207-36.3203273206869
1694349757.91652288585-323.916522885846
1796559750.70568634797-95.705686347974
1894299769.6008066087-340.600806608701
1987398874.32874156035-135.328741560346
2095529425.20724847767126.792751522331
2197849667.53658676284116.463413237164
2290898751.2971600426337.702839957398
2397639719.5583860799243.4416139200791
2493309348.10696792755-18.1069679275543
2591449612.86006771662-468.860067716619
2698959674.63341558687220.366584413131
271040410135.6460898212268.353910178770
281019510098.984674062796.0153259372952
2999879974.4962985865612.5037014134386
3097899929.46808721772-140.468087217717
3194379140.45952130757296.540478692428
32100969606.82479754822489.175202451783
3397769866.70523667894-90.705236678944
3491069093.9210330895412.0789669104557
35102589999.50906256194258.490937438062
3697669536.52711699733229.472883002666
3798269797.8366428560428.163357143959
3899579928.5017462035828.4982537964230
391003610347.3325635295-311.332563529519
401050810388.4277269450119.572273054962
411014610131.349694735414.6503052646238
421016610111.330680610354.6693193896712
4393659394.75952908213-29.7595290821262
4499689818.8713356971149.128664302907
451012310162.1702624546-39.17026245456
4691449317.79349021288-173.793490212879
471044710129.4311610274317.568838972646
4896999826.26518705785-127.26518705785
491045110012.2282604761438.771739523925
501019210014.5817929343177.41820706573
511040410550.5984739469-146.598473946882
521059710629.9429337656-32.9429337655865
531063310164.3275863704468.672413629586
541072710366.3661555747360.633844425286
5597849581.94682654597202.053173454034
56966710004.9678868034-337.967886803398
571029710430.88489901-133.884899010006
5894269573.357123871-147.357123871003
591027410237.610567403436.3894325966067
60959810186.4873256256-588.487325625558
611040010315.239599994884.7604000052414
62998510094.5512485019-109.551248501886
631076110620.2960599048140.703940095247
641108110880.3576183082200.642381691769
651029710373.1111854933-76.1111854932893
661075110598.9974065614152.002593438598
6797609867.63770208635-107.637702086347
681013310196.9443311980-63.9443311979532
691080610682.5116965082123.488303491829
7097349724.308693835539.69130616447232
711008310485.4394867574-402.439486757449
721069110378.0895491037312.910450896277
731044610393.462179293852.5378207062032
741051710410.7779847415106.222015258454
751135311282.573761610870.4262383891544
761043610546.1950877419-110.195087741854
771072110853.9881194736-132.988119473625
781070110836.2462899845-135.246289984499
7997939959.42533869272-166.42533869272
801014210547.8702617291-405.870261729099


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.1773116391696190.3546232783392370.822688360830381
220.0951884434579040.1903768869158080.904811556542096
230.1473029728463060.2946059456926120.852697027153694
240.1248534680190150.249706936038030.875146531980985
250.1605548172752740.3211096345505470.839445182724726
260.4651506488005660.9303012976011320.534849351199434
270.6079153120219180.7841693759561640.392084687978082
280.5150477899665560.9699044200668880.484952210033444
290.4192800198136170.8385600396272340.580719980186383
300.3791315735362710.7582631470725430.620868426463729
310.3647024334438760.7294048668877510.635297566556124
320.4640032420057110.9280064840114210.535996757994289
330.4320038292689740.8640076585379490.567996170731026
340.397459707616710.794919415233420.60254029238329
350.3604316381295060.7208632762590120.639568361870494
360.3154520464742720.6309040929485430.684547953525728
370.2668670300556010.5337340601112020.733132969944399
380.2130089863892890.4260179727785780.786991013610711
390.2830560297697420.5661120595394840.716943970230258
400.2163747406666330.4327494813332660.783625259333367
410.1680770563245240.3361541126490470.831922943675476
420.1376989249311560.2753978498623120.862301075068844
430.1176945859512420.2353891719024830.882305414048758
440.09623403911324180.1924680782264840.903765960886758
450.07102667854074280.1420533570814860.928973321459257
460.09159339394202330.1831867878840470.908406606057977
470.09839950238112960.1967990047622590.90160049761887
480.08901819104943050.1780363820988610.91098180895057
490.1078160618016980.2156321236033970.892183938198302
500.07705980677476880.1541196135495380.922940193225231
510.07899065584682440.1579813116936490.921009344153176
520.06156935622712680.1231387124542540.938430643772873
530.1297636934936370.2595273869872740.870236306506363
540.1134431328590750.2268862657181510.886556867140925
550.1056301200810830.2112602401621670.894369879918917
560.09539820970804670.1907964194160930.904601790291953
570.09855472752452130.1971094550490430.901445272475479
580.09754665563870920.1950933112774180.90245334436129
590.0706823163627390.1413646327254780.929317683637261


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/19/t126123207942zbvsf5xoz2rnn/10n30w1261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/10n30w1261231862.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/1exdu1261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/1exdu1261231862.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/2mvfy1261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/2mvfy1261231862.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/3buyu1261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/3buyu1261231862.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/40izk1261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/40izk1261231862.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/585951261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/585951261231862.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/6kppt1261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/6kppt1261231862.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/7nzcc1261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/7nzcc1261231862.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/8y6521261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/8y6521261231862.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/9gmgz1261231862.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126123207942zbvsf5xoz2rnn/9gmgz1261231862.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')
}
 





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Software written by Ed van Stee & Patrick Wessa


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