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WS 7 Multiple Regression

*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: Fri, 20 Nov 2009 06:12:12 -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/Nov/20/t12587231034ui1o6yrmgxlmis.htm/, Retrieved Fri, 20 Nov 2009 14:18:35 +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/Nov/20/t12587231034ui1o6yrmgxlmis.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:
SWH WS 7 Multiple Regression
 
Dataseries X:
» Textbox « » Textfile « » CSV «
14.2 -0.8 13.5 -0.2 11.9 0.2 14.6 1 15.6 0 14.1 -0.2 14.9 1 14.2 0.4 14.6 1 17.2 1.7 15.4 3.1 14.3 3.3 17.5 3.1 14.5 3.5 14.4 6 16.6 5.7 16.7 4.7 16.6 4.2 16.9 3.6 15.7 4.4 16.4 2.5 18.4 -0.6 16.9 -1.9 16.5 -1.9 18.3 0.7 15.1 -0.9 15.7 -1.7 18.1 -3.1 16.8 -2.1 18.9 0.2 19 1.2 18.1 3.8 17.8 4 21.5 6.6 17.1 5.3 18.7 7.6 19 4.7 16.4 6.6 16.9 4.4 18.6 4.6 19.3 6 19.4 4.8 17.6 4 18.6 2.7 18.1 3 20.4 4.1 18.1 4 19.6 2.7 19.9 2.6 19.2 3.1 17.8 4.4 19.2 3 22 2 21.1 1.3 19.5 1.5 22.2 1.3 20.9 3.2 22.2 1.8 23.5 3.3 21.5 1 24.3 2.4 22.8 0.4 20.3 -0.1 23.7 1.3 23.3 -1.1 19.6 -4.4 18 -7.5 17.3 -12.2 16.8 -14.5 18.2 -16 16.5 -16.7 16 -16.3 18.4 -16.9
 
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] = + 17.9543786350265 + 0.0508054588397703X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)17.95437863502650.31481157.032300
X0.05080545883977030.0569570.8920.3754070.187703


Multiple Linear Regression - Regression Statistics
Multiple R0.105272555849855
R-squared0.0110823110151609
Adjusted R-squared-0.00284610713955513
F-TEST (value)0.79566185420765
F-TEST (DF numerator)1
F-TEST (DF denominator)71
p-value0.375406737257063
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.67377764339768
Sum Squared Residuals507.585168929663


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
114.217.9137342679547-3.71373426795466
213.517.9442175432585-4.44421754325854
311.917.9645397267944-6.06453972679445
414.618.0051840938663-3.40518409386627
515.617.9543786350265-2.35437863502650
614.117.9442175432585-3.84421754325854
714.918.0051840938663-3.10518409386626
814.217.9747008185624-3.7747008185624
914.618.0051840938663-3.40518409386627
1017.218.0407479150541-0.840747915054105
1115.418.1118755574298-2.71187555742978
1214.318.1220366491977-3.82203664919774
1317.518.1118755574298-0.611875557429782
1414.518.1321977409657-3.63219774096569
1514.418.2592113880651-3.85921138806512
1616.618.2439697504132-1.64396975041318
1716.718.1931642915734-1.49316429157342
1816.618.1677615621535-1.56776156215353
1916.918.1372782868497-1.23727828684967
2015.718.1779226539215-2.47792265392148
2116.418.0813922821259-1.68139228212592
2218.417.92389535972260.476104640277366
2316.917.8578482632309-0.957848263230932
2416.517.8578482632309-1.35784826323093
2518.317.98994245621430.310057543785667
2615.117.9086537220707-2.8086537220707
2715.717.8680093549989-2.16800935499889
2818.117.79688171262320.303118287376795
2916.817.8476871714630-1.04768717146298
3018.917.96453972679440.93546027320555
311918.01534518563420.984654814365781
3218.118.1474393786176-0.0474393786176201
3317.818.1576004703856-0.357600470385575
3421.518.28969466336903.21030533663102
3517.118.2236475668773-1.12364756687728
3618.718.34050012220870.359499877791251
371918.19316429157340.806835708426585
3816.418.2896946633690-1.88969466336898
3916.918.1779226539215-1.27792265392149
4018.618.18808374568940.411916254310564
4119.318.25921138806511.04078861193488
4219.418.19824483745741.20175516254261
4317.618.1576004703856-0.557600470385574
4418.618.09155337389390.508446626106127
4518.118.1067950115458-0.00679501154580392
4620.418.16268101626962.23731898373045
4718.118.1576004703856-0.0576004703855741
4819.618.09155337389391.50844662610613
4919.918.08647282800991.8135271719901
5019.218.11187555742981.08812444257022
5117.818.1779226539215-0.377922653921483
5219.218.10679501154581.09320498845419
532218.05598955270603.94401044729396
5421.118.02042573151823.07957426848181
5519.518.03058682328611.46941317671385
5622.218.02042573151824.1795742684818
5720.918.11695610331382.78304389668624
5822.218.04582846093814.15417153906192
5923.518.12203664919775.37796335080226
6021.518.00518409386633.49481590613374
6124.318.07631173624196.22368826375806
6222.817.97470081856244.8252991814376
6320.317.94929808914252.35070191085748
6423.718.02042573151825.6795742684818
6523.317.89849263030275.40150736969725
6619.617.73083461613151.86916538386850
671817.57333769372820.426662306271783
6817.317.3345520371813-0.0345520371812967
6916.817.2176994818498-0.417699481849825
7018.217.14149129359021.05850870640983
7116.517.1059274724023-0.605927472402331
721617.1262496559382-1.12624965593824
7318.417.09576638063441.30423361936562


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.2492670063331580.4985340126663160.750732993666842
60.1311706520694660.2623413041389330.868829347930534
70.07095803739177450.1419160747835490.929041962608225
80.03476560284691470.06953120569382940.965234397153085
90.01647504863555470.03295009727110940.983524951364445
100.02177822896807950.04355645793615910.97822177103192
110.01567199120019590.03134398240039180.984328008799804
120.01648874964669310.03297749929338630.983511250353307
130.01813975759722960.03627951519445930.98186024240277
140.01867589648350960.03735179296701920.98132410351649
150.02578441312111170.05156882624222350.974215586878888
160.01829204122308320.03658408244616630.981707958776917
170.01363199466677000.02726398933354000.98636800533323
180.01008172592386210.02016345184772420.989918274076138
190.00870210078742870.01740420157485740.991297899212571
200.006683920705389370.01336784141077870.99331607929461
210.005944688696934660.01188937739386930.994055311303065
220.03903597358786650.0780719471757330.960964026412134
230.04815408444194580.09630816888389160.951845915558054
240.04629341271267610.09258682542535220.953706587287324
250.06712547726550350.1342509545310070.932874522734496
260.07006694028593280.1401338805718660.929933059714067
270.06800416518990450.1360083303798090.931995834810096
280.08414606123863770.1682921224772750.915853938761362
290.07662550249103320.1532510049820660.923374497508967
300.1069456708535250.2138913417070490.893054329146475
310.1389997653758920.2779995307517830.861000234624108
320.1458023368607370.2916046737214730.854197663139263
330.1456978432325260.2913956864650530.854302156767474
340.2962603200549960.5925206401099930.703739679945004
350.2943588603053310.5887177206106610.70564113969467
360.2746023912678890.5492047825357790.72539760873211
370.2623947033046460.5247894066092920.737605296695354
380.3335882955031570.6671765910063140.666411704496843
390.3812757200863510.7625514401727010.618724279913649
400.3815574394424710.7631148788849420.618442560557529
410.378040226569940.756080453139880.62195977343006
420.3759727339802840.7519454679605680.624027266019716
430.4274154571084250.854830914216850.572584542891575
440.4439874967514970.8879749935029940.556012503248503
450.4918491085613860.9836982171227720.508150891438614
460.5101214457008520.9797571085982960.489878554299148
470.5990236260848320.8019527478303360.400976373915168
480.6209851737176030.7580296525647950.379014826282397
490.6385666011280640.7228667977438730.361433398871936
500.6845709671733210.6308580656533570.315429032826679
510.8976135406068870.2047729187862250.102386459393113
520.9569469025856630.08610619482867310.0430530974143365
530.9646857838571450.07062843228571020.0353142161428551
540.96633611229760.06732777540480060.0336638877024003
550.985765523274720.02846895345055880.0142344767252794
560.9852944126709920.02941117465801550.0147055873290077
570.991258311514310.01748337697137870.00874168848568936
580.9893876810755890.02122463784882250.0106123189244112
590.9872601623489710.02547967530205710.0127398376510286
600.9838737480338030.03225250393239480.0161262519661974
610.9858359635877620.02832807282447590.0141640364122380
620.9797171007461420.04056579850771570.0202828992538579
630.9786174697927080.04276506041458430.0213825302072922
640.9724573246430570.0550853507138860.027542675356943
650.993546012415710.01290797516858050.00645398758429024
660.9873601619247670.02527967615046520.0126398380752326
670.9640113055509360.07197738889812860.0359886944490643
680.9031496764892450.1937006470215110.0968503235107554


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level230.359375NOK
10% type I error level330.515625NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/10s6mf1258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/10s6mf1258722725.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/11vgy1258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/11vgy1258722725.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/25yei1258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/25yei1258722725.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/32sld1258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/32sld1258722725.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/41aea1258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/41aea1258722725.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/5ihpl1258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/5ihpl1258722725.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/6di1p1258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/6di1p1258722725.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/7lr1a1258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/7lr1a1258722725.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/85es41258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/85es41258722725.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/9n2vh1258722725.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t12587231034ui1o6yrmgxlmis/9n2vh1258722725.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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