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Multiple Regression Analysis 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: Sun, 20 Dec 2009 02:33:59 -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/20/t1261303787k3072jbke6m43nx.htm/, Retrieved Sun, 20 Dec 2009 11:10:01 +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/20/t1261303787k3072jbke6m43nx.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 «
-1,2 23,6 -2,4 25,7 0,8 32,5 -0,1 33,5 -1,5 34,5 -4,4 27,9 -4,2 45,3 3,5 40,8 10 58,5 8,6 32,5 9,5 35,5 9,9 46,7 10,4 53,2 16 36,1 12,7 54 10,2 58,1 8,9 41,8 12,6 43,1 13,6 76 14,8 42,8 9,5 41 13,7 61,4 17 34,2 14,7 53,8 17,4 80,7 9 79,5 9,1 96,5 12,2 108,3 15,9 100,1 12,9 108,5 10,9 127,4 10,6 86,5 13,2 71,4 9,6 88,2 6,4 135,6 5,8 70,5 -1 87,5 -0,2 73,3 2,7 92,2 3,6 61,1 -0,9 45,7 0,3 30,5 -1,1 34,8 -2,5 29,2 -3,4 56,7 -3,5 67,1 -3,9 41,8 -4,6 46,8 -0,1 50,1 4,3 81,9 10,2 115,8 8,7 102,5 13,3 106,6 15 101,4 20,7 136,1 20,7 143,4 26,4 127,5 31,2 113,8 31,4 75,3 26,6 98,5 26,6 113,7 19,2 103,7 6,5 73,9 3,1 52,5 -0,2 63,9 -4 44,9 -12,6 31,3 -13 24,9 -17,6 22,8 -21,7 24,8 -23,2 22,8 -16,8 20,9 -19,8 21,5
 
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
Energiedragers[t] = -8.85490132222897 + 0.228988934930444Invoer[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-8.854901322228972.289304-3.86790.0002410.00012
Invoer0.2289889349304440.0314687.276900


Multiple Linear Regression - Regression Statistics
Multiple R0.653609633980933
R-squared0.42720555363269
Adjusted R-squared0.419138026219066
F-TEST (value)52.9537157706144
F-TEST (DF numerator)1
F-TEST (DF denominator)71
p-value3.63723495766521e-10
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation8.91644228646388
Sum Squared Residuals5644.70895639673


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1-1.2-3.450762457870532.25076245787053
2-2.4-2.969885694516570.569885694516568
30.8-1.412760936989552.21276093698955
4-0.1-1.183772002059111.08377200205911
5-1.5-0.954783067128662-0.545216932871338
6-4.4-2.46611003766959-1.93388996233041
7-4.21.51829743012013-5.71829743012013
83.50.4878472229331353.01215277706687
9104.540951371201995.45904862879801
108.6-1.4127609369895510.0127609369895
119.5-0.72579413219821710.2257941321982
129.91.838881939022768.06111806097725
1310.43.327310016070647.07268998392936
1416-0.58840077123995416.5884007712400
1512.73.510501164015009.189498835985
1610.24.449355797229825.75064420277018
178.90.7168361578635798.18316384213642
1812.61.0145217732731611.5854782267268
1913.68.548257732484765.05174226751524
2014.80.94582509279402213.8541749072060
219.50.5336450099192268.96635499008077
2213.75.205019282500288.49498071749972
2317-1.0234797476077918.0234797476078
2414.73.4647033770289111.2352966229711
2517.49.624505726657857.77549427334215
2699.34971900474132-0.349719004741315
279.113.2425308985589-4.14253089855886
2812.215.9446003307381-3.7446003307381
2915.914.06689106430851.83310893569154
3012.915.9903981177242-3.09039811772419
3110.920.3182889879096-9.41828898790958
3210.610.9526415492544-0.352641549254424
3313.27.494908631804725.70509136819528
349.611.3419227386362-1.74192273863618
356.422.1959982543392-15.7959982543392
365.87.28881859036732-1.48881859036732
37-111.1816304841849-12.1816304841849
38-0.27.92998760817256-8.12998760817256
392.712.2578784783580-9.55787847835795
403.65.13632260202115-1.53632260202115
41-0.91.60989300409231-2.50989300409231
420.3-1.870738806850442.17073880685044
43-1.1-0.88608638664953-0.213913613350471
44-2.5-2.16842442226001-0.331575577739986
45-3.44.12877128832719-7.52877128832719
46-3.56.51025621160381-10.0102562116038
47-3.90.716836157863578-4.61683615786358
48-4.61.8617808325158-6.4617808325158
49-0.12.61744431778626-2.71744431778626
504.39.89929244857438-5.59929244857438
5110.217.6620173427164-7.46201734271643
528.714.6164645081415-5.91646450814153
5313.315.5553191413563-2.25531914135634
541514.36457667971800.635423320281963
5520.722.3104927218044-1.61049272180444
5620.723.9821119467967-3.28211194679668
5726.420.34118788140266.05881211859738
5831.217.204039472855513.9959605271445
5931.48.3879654780334523.0120345219666
6026.613.700508768419812.8994912315803
6126.617.18114057936259.4188594206375
6219.214.89125123005814.30874876994194
636.58.06738096913083-1.56738096913083
643.13.16701776161933-0.0670177616193288
65-0.25.77749161982639-5.97749161982639
66-41.42670185614795-5.42670185614795
67-12.6-1.68754765890608-10.9124523410939
68-13-3.15307684246092-9.84692315753908
69-17.6-3.63395360581486-13.9660463941851
70-21.7-3.17597573595397-18.5240242640460
71-23.2-3.63395360581486-19.5660463941851
72-16.8-4.0690325821827-12.7309674178173
73-19.8-3.93163922122443-15.8683607787756


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.003287993656135760.006575987312271530.996712006343864
60.002791958860669030.005583917721338060.99720804113933
70.001610749444970520.003221498889941040.99838925055503
80.002673816535043530.005347633070087070.997326183464956
90.003862023912609030.007724047825218070.996137976087391
100.01460292703510290.02920585407020570.985397072964897
110.02312722643025810.04625445286051620.976872773569742
120.01676940778177660.03353881556355320.983230592218223
130.009269544883171820.01853908976634360.990730455116828
140.04910621779052690.09821243558105370.950893782209473
150.03434963697793170.06869927395586330.965650363022068
160.02086537836580020.04173075673160030.9791346216342
170.01460618756896850.0292123751379370.985393812431032
180.01552176963841600.03104353927683210.984478230361584
190.01062675971916460.02125351943832930.989373240280835
200.01819576067000190.03639152134000380.981804239329998
210.01508402859593160.03016805719186310.984915971404069
220.01097970956486420.02195941912972840.989020290435136
230.05913007797881160.1182601559576230.940869922021188
240.06738272256355830.1347654451271170.932617277436442
250.05682283497842590.1136456699568520.943177165021574
260.05982038288735740.1196407657747150.940179617112643
270.06901044398874410.1380208879774880.930989556011256
280.05794829081173670.1158965816234730.942051709188263
290.04051614864773520.08103229729547050.959483851352265
300.02968875281038060.05937750562076110.97031124718962
310.03387506473265050.0677501294653010.96612493526735
320.02294524035332730.04589048070665450.977054759646673
330.01967902777135210.03935805554270420.980320972228648
340.01327780848029490.02655561696058970.986722191519705
350.04284499814940320.08568999629880630.957155001850597
360.03207177094232740.06414354188465480.967928229057673
370.06220398246380890.1244079649276180.937796017536191
380.07059587825688040.1411917565137610.92940412174312
390.0812707190574960.1625414381149920.918729280942504
400.0641147241369070.1282294482738140.935885275863093
410.06007833103165730.1201566620633150.939921668968343
420.06692919080947130.1338583816189430.933070809190529
430.06972960208394780.1394592041678960.930270397916052
440.08084199546311030.1616839909262210.91915800453689
450.08281189236845860.1656237847369170.917188107631541
460.0959124227451310.1918248454902620.904087577254869
470.0906941176819110.1813882353638220.909305882318089
480.08531066475170750.1706213295034150.914689335248293
490.07000344561096660.1400068912219330.929996554389033
500.05342011182773480.1068402236554700.946579888172265
510.06104746877955860.1220949375591170.938952531220441
520.05638508530679750.1127701706135950.943614914693202
530.04620637666355720.09241275332711430.953793623336443
540.03407551191854510.06815102383709020.965924488081455
550.05451994414082370.1090398882816470.945480055859176
560.2517265426340280.5034530852680570.748273457365972
570.38297144571950.7659428914390.6170285542805
580.4129041184378180.8258082368756360.587095881562182
590.9906003769074030.01879924618519310.00939962309259656
600.9957006228291320.008598754341735330.00429937717086767
610.9916911616291120.0166176767417760.008308838370888
620.9861041975846270.02779160483074630.0138958024153732
630.974993854480770.0500122910384610.0250061455192305
640.9789519391750750.04209612164985120.0210480608249256
650.9743168910893070.05136621782138620.0256831089106931
660.9416031713018470.1167936573963060.0583968286981532
670.8885794695636370.2228410608727260.111420530436363
680.9577380683894960.08452386322100850.0422619316105042


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level60.09375NOK
5% type I error level240.375NOK
10% type I error level360.5625NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/102q1a1261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/102q1a1261301633.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/1rqwm1261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/1rqwm1261301633.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/2o2p21261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/2o2p21261301633.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/3hhp01261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/3hhp01261301633.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/4ptpu1261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/4ptpu1261301633.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/5do9k1261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/5do9k1261301633.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/6l3hs1261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/6l3hs1261301633.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/79d2t1261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/79d2t1261301633.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/8rszz1261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/8rszz1261301633.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/9rc8c1261301633.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/20/t1261303787k3072jbke6m43nx/9rc8c1261301633.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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