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dummy variabele model 4

*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: Thu, 24 Dec 2009 08:51:10 -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/24/t126166993010jx7amavscekpe.htm/, Retrieved Thu, 24 Dec 2009 16:52:22 +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/24/t126166993010jx7amavscekpe.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 «
8,6 0 8,5 8,3 8,2 8,7 8,5 0 8,6 8,5 8,3 8,2 8,2 0 8,5 8,6 8,5 8,3 8,1 0 8,2 8,5 8,6 8,5 7,9 0 8,1 8,2 8,5 8,6 8,6 0 7,9 8,1 8,2 8,5 8,7 0 8,6 7,9 8,1 8,2 8,7 0 8,7 8,6 7,9 8,1 8,5 0 8,7 8,7 8,6 7,9 8,4 0 8,5 8,7 8,7 8,6 8,5 0 8,4 8,5 8,7 8,7 8,7 0 8,5 8,4 8,5 8,7 8,7 0 8,7 8,5 8,4 8,5 8,6 0 8,7 8,7 8,5 8,4 8,5 0 8,6 8,7 8,7 8,5 8,3 0 8,5 8,6 8,7 8,7 8 0 8,3 8,5 8,6 8,7 8,2 0 8 8,3 8,5 8,6 8,1 0 8,2 8 8,3 8,5 8,1 0 8,1 8,2 8 8,3 8 0 8,1 8,1 8,2 8 7,9 0 8 8,1 8,1 8,2 7,9 0 7,9 8 8,1 8,1 8 0 7,9 7,9 8 8,1 8 0 8 7,9 7,9 8 7,9 0 8 8 7,9 7,9 8 0 7,9 8 8 7,9 7,7 0 8 7,9 8 8 7,2 0 7,7 8 7,9 8 7,5 0 7,2 7,7 8 7,9 7,3 0 7,5 7,2 7,7 8 7 0 7,3 7,5 7,2 7,7 7 0 7 7,3 7,5 7,2 7 0 7 7 7,3 7,5 7,2 0 7 7 7 7,3 7,3 0 7,2 7 7 7 7,1 0 7,3 7,2 7 7 6,8 0 7,1 7,3 7,2 7 6,4 0 6,8 7,1 7,3 7,2 6,1 0 6,4 6,8 7,1 7,3 6,5 0 6,1 6,4 6,8 7,1 7,7 0 6,5 6,1 6,4 6,8 7,9 0 7,7 6,5 6,1 6,4 7,5 1 7,9 7,7 6,5 6,1 6,9 1 7,5 7,9 7,7 6,5 6,6 1 6,9 7,5 7,9 7,7 6,9 1 6,6 6,9 7,5 7,9 7,7 1 6,9 6,6 6,9 7,5 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 time5 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 0.926377432376777 + 0.20862236830311X[t] + 1.51300377809217Y1[t] -0.848950794851456Y2[t] -0.133140187587768Y3[t] + 0.372615536039044Y4[t] -0.240677055650023M1[t] -0.0853905579208965M2[t] -0.0798213024523612M3[t] -0.233163691979213M4[t] -0.135516619773325M5[t] + 0.438080071005953M6[t] -0.500032999637043M7[t] -0.147424418177767M8[t] + 0.0149030110573563M9[t] -0.136869156770028M10[t] -0.0071194533536342M11[t] -0.00493769282430811t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.9263774323767770.6471071.43160.1604420.080221
X0.208622368303110.0951142.19340.0344690.017234
Y11.513003778092170.14500710.43400
Y2-0.8489507948514560.274528-3.09240.003710.001855
Y3-0.1331401875877680.274445-0.48510.6303720.315186
Y40.3726155360390440.147812.52090.0160220.008011
M1-0.2406770556500230.111247-2.16340.0368620.018431
M2-0.08539055792089650.120872-0.70650.4842160.242108
M3-0.07982130245236120.121187-0.65870.5140830.257042
M4-0.2331636919792130.115391-2.02060.0504060.025203
M5-0.1355166197733250.115866-1.16960.2494450.124723
M60.4380800710059530.1095853.99760.0002840.000142
M7-0.5000329996370430.124218-4.02540.0002620.000131
M8-0.1474244181777670.159982-0.92150.36260.1813
M90.01490301105735630.1468370.10150.9196920.459846
M10-0.1368691567700280.120038-1.14020.2613330.130667
M11-0.00711945335363420.115911-0.06140.9513450.475673
t-0.004937692824308110.003658-1.34980.185060.09253


Multiple Linear Regression - Regression Statistics
Multiple R0.979836295763954
R-squared0.960079166496428
Adjusted R-squared0.94221984624483
F-TEST (value)53.7578784058433
F-TEST (DF numerator)17
F-TEST (DF denominator)38
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.158771748288892
Sum Squared Residuals0.957921786079023


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
18.68.64500882573885-0.0450088257388447
28.58.57724606270429-0.0772460627042843
38.28.3523156841405-0.152315684140502
48.17.886238636295860.213761363704136
57.98.13290844868635-0.232908448686345
68.68.486542273180450.113457726819547
78.78.673913671295020.0260863287049752
88.78.567985865256840.132014134743160
98.58.472759283663260.0272407163367366
108.48.26096552386170.139034476138309
118.58.441528869218750.0584711307812455
128.78.70653412456-0.00653412455999671
138.78.617415963769920.0825840362300771
148.68.547399037341770.052600962658231
158.58.407363738263130.0926362617368702
168.38.25720146479570.0427985352042946
1788.14551918680277-0.145519186802775
188.28.40611967545525-0.206119675455255
198.18.009721389975470.0902786100245288
208.18.001720690899450.0982793091005472
2188.10559280846615-0.105592808466147
227.97.885419695971820.0145803040281778
237.97.90656485463593-0.00656485463593173
2488.00695571340918-0.00695571340918026
2587.888693807898940.111306192101061
267.97.9168859797147-0.0168859797147071
2787.752903145790940.247096854209059
287.77.86808007433805-0.168080074338047
297.27.4353072595656-0.235307259565607
307.57.451574034567240.0484259654327551
317.37.46410341183356-0.164103411833555
3277.20927373937682-0.209273739376821
3376.856302677034420.143697322965576
3477.09269075316744-0.092690753167435
357.27.182921712828040.0170782871719581
367.37.37591956816409-0.0759195681640908
377.17.11181503852869-0.0118150385286856
386.86.84803997081237-0.0480399708123695
396.46.62576964744827-0.225769647448267
406.16.18086288343713-0.0808628834371325
416.56.124670396400160.375329603599837
427.77.494687558270830.205312441729166
437.97.91855685243427-0.0185568524342709
447.57.59366917532222-0.0936691753222164
456.96.96534523083617-0.065345230836166
466.66.66092402699905-0.0609240269990517
476.96.96898456331727-0.0689845633172719
487.77.610590593866730.0894094061332678
4988.1370663640636-0.137066364063608
5087.910428949426870.0895710505731298
517.77.661647784357160.03835221564284
527.37.30761694113325-0.00761694113325208
537.47.161594708545110.238405291454889
548.18.26107645852621-0.161076458526213
558.38.233704674461680.0662953255383225
568.28.127350529144670.0726494708553302


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.6575086084220470.6849827831559060.342491391577953
220.4950259601579480.9900519203158970.504974039842052
230.3365931249271460.6731862498542920.663406875072854
240.2118965947849790.4237931895699590.78810340521502
250.1707590669630230.3415181339260460.829240933036977
260.09815573606925620.1963114721385120.901844263930744
270.3485879380860830.6971758761721650.651412061913917
280.357304911771470.714609823542940.64269508822853
290.4607838597410810.9215677194821610.539216140258919
300.401924119720550.80384823944110.59807588027945
310.3989957286602890.7979914573205770.601004271339711
320.3494532132454830.6989064264909660.650546786754517
330.4846828087970500.9693656175940990.515317191202950
340.4611955602397460.9223911204794910.538804439760254
350.6866331463754820.6267337072490360.313366853624518


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/24/t126166993010jx7amavscekpe/1080ue1261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/1080ue1261669863.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/1jcdk1261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/1jcdk1261669863.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/2m96c1261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/2m96c1261669863.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/3jey51261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/3jey51261669863.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/49bfo1261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/49bfo1261669863.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/5yd4o1261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/5yd4o1261669863.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/66pca1261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/66pca1261669863.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/7i4ju1261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/7i4ju1261669863.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/8snp81261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/8snp81261669863.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/9e9b01261669863.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/24/t126166993010jx7amavscekpe/9e9b01261669863.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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