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Multiple Regression-1

*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 08:14:20 -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/t1258730190xxcvstzie70jlm9.htm/, Retrieved Fri, 20 Nov 2009 16:16:43 +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/t1258730190xxcvstzie70jlm9.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:
Yt: werkloosheidsgraad mannen Xt: Economische groei
 
Dataseries X:
» Textbox « » Textfile « » CSV «
7.3 -0.8 7.6 -0.2 7.5 0.2 7.6 1 7.9 0 7.9 -0.2 8.1 1 8.2 0.4 8 1 7.5 1.7 6.8 3.1 6.5 3.3 6.6 3.1 7.6 3.5 8 6 8.1 5.7 7.7 4.7 7.5 4.2 7.6 3.6 7.8 4.4 7.8 2.5 7.8 -0.6 7.5 -1.9 7.5 -1.9 7.1 0.7 7.5 -0.9 7.5 -1.7 7.6 -3.1 7.7 -2.1 7.7 0.2 7.9 1.2 8.1 3.8 8.2 4 8.2 6.6 8.2 5.3 7.9 7.6 7.3 4.7 6.9 6.6 6.6 4.4 6.7 4.6 6.9 6 7 4.8 7.1 4 7.2 2.7 7.1 3 6.9 4.1 7 4 6.8 2.7 6.4 2.6 6.7 3.1 6.6 4.4 6.4 3 6.3 2 6.2 1.3 6.5 1.5 6.8 1.3 6.8 3.2 6.4 1.8 6.1 3.3 5.8 1 6.1 2.4 7.2 0.4 7.3 -0.1 6.9 1.3 6.1 -1.1 5.8 -4.4 6.2 -7.5 7.1 -12.2 7.7 -14.5 7.9 -16 7.7 -16.7 7.4 -16.3 7.5 -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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
WGM[t] = + 7.2296929775596 -0.00837328842482997EcGr[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.22969297755960.07633194.714600
EcGr-0.008373288424829970.01381-0.60630.5462410.27312


Multiple Linear Regression - Regression Statistics
Multiple R0.0717705598154886
R-squared0.00515101325622863
Adjusted R-squared-0.00886094430354278
F-TEST (value)0.367615533679411
F-TEST (DF numerator)1
F-TEST (DF denominator)71
p-value0.546240609795597
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.648303404675179
Sum Squared Residuals29.8411086204534


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
17.37.236391608299410.0636083917005848
27.67.231367635244560.368632364755444
37.57.228018319874620.271981680125376
47.67.221319689134760.37868031086524
57.97.229692977559590.67030702244041
67.97.231367635244560.668632364755444
78.17.221319689134760.87868031086524
88.27.226343662189660.973656337810341
987.221319689134760.77868031086524
107.57.215458387237380.284541612762621
116.87.20373578344262-0.403735783442617
126.57.20206112575765-0.702061125757651
136.67.20373578344262-0.603735783442617
147.67.200386468072680.399613531927315
1587.179453247010610.82054675298939
168.17.181965233538060.91803476646194
177.77.190338521962890.509661478037111
187.57.19452516617530.305474833824696
197.67.19954913923020.400450860769798
207.87.192850508490340.607149491509662
217.87.208759756497510.591240243502485
227.87.234716950614490.565283049385512
237.57.245602225566770.254397774433233
247.57.245602225566770.254397774433233
257.17.22383167566221-0.123831675662209
267.57.237228937141940.262771062858063
277.57.24392756788180.256072432118199
287.67.255650171676560.344349828323437
297.77.247276883251730.452723116748267
307.77.228018319874620.471981680125376
317.97.21964503144980.680354968550206
328.17.197874481545240.902125518454764
338.27.196199823860271.00380017613973
348.27.174429273955711.02557072604429
358.27.185314548907991.01468545109201
367.97.166055985530880.733944014469118
377.37.190338521962890.109661478037111
386.97.17442927395571-0.274429273955712
396.67.19285050849034-0.592850508490338
406.77.19117585080537-0.491175850805372
416.97.17945324701061-0.27945324701061
4277.1895011931204-0.189501193120406
437.17.19619982386027-0.0961998238602704
447.27.20708509881255-0.00708509881254887
457.17.2045731122851-0.104573112285100
466.97.19536249501779-0.295362495017787
4777.19619982386027-0.19619982386027
486.87.20708509881255-0.407085098812549
496.47.20792242765503-0.807922427655032
506.77.20373578344262-0.503735783442617
516.67.19285050849034-0.592850508490338
526.47.2045731122851-0.8045731122851
536.37.21294640070993-0.91294640070993
546.27.21880770260731-1.01880770260731
556.57.21713304492235-0.717133044922345
566.87.21880770260731-0.418807702607311
576.87.20289845460013-0.402898454600134
586.47.2146210583949-0.814621058394896
596.17.20206112575765-1.10206112575765
605.87.22131968913476-1.42131968913476
616.17.20959708534-1.10959708534
627.27.22634366218966-0.0263436621896578
637.37.230530306402070.0694696935979269
646.97.21880770260731-0.318807702607311
656.17.2389035948269-1.13890359482690
665.87.26653544662884-1.46653544662884
676.27.29249264074581-1.09249264074581
687.17.33184709634252-0.231847096342516
697.77.351105659719620.348894340280376
707.97.363665592356870.536334407643131
717.77.369526894254250.33047310574575
727.47.366177578884320.0338224211156819
737.57.371201551939220.128798448060784


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.0522295361294850.104459072258970.947770463870515
60.03655259072212830.07310518144425660.963447409277872
70.02301433972421910.04602867944843830.976985660275781
80.02482288468900940.04964576937801870.97517711531099
90.01051493710432860.02102987420865710.989485062895672
100.01505405366677040.03010810733354090.98494594633323
110.04589985819751170.09179971639502340.954100141802488
120.05463601412908790.1092720282581760.945363985870912
130.0406201995793220.0812403991586440.959379800420678
140.06091790908918850.1218358181783770.939082090910812
150.2044964053915520.4089928107831040.795503594608448
160.2631415744322770.5262831488645540.736858425567723
170.2134631829538860.4269263659077730.786536817046114
180.1608891413209170.3217782826418340.839110858679083
190.1208056709661440.2416113419322880.879194329033856
200.1002951305101080.2005902610202150.899704869489892
210.08121900110651050.1624380022130210.91878099889349
220.0633806841413420.1267613682826840.936619315858658
230.04562548410749480.09125096821498950.954374515892505
240.03201147396145490.06402294792290970.967988526038545
250.02786425678007720.05572851356015440.972135743219923
260.01898564007593420.03797128015186850.981014359924066
270.01268197603343630.02536395206687250.987318023966564
280.008514112456680410.01702822491336080.99148588754332
290.006106229373521590.01221245874704320.993893770626478
300.004496106252838030.008992212505676070.995503893747162
310.004512070251237550.00902414050247510.995487929748762
320.007729018355629750.01545803671125950.99227098164437
330.01798010603056080.03596021206112160.98201989396944
340.04559133671721440.09118267343442880.954408663282786
350.1243580665008390.2487161330016770.875641933499161
360.2388712335535910.4777424671071820.761128766446409
370.2772736520781230.5545473041562460.722726347921877
380.3533890000301090.7067780000602190.64661099996989
390.455175406153070.910350812306140.54482459384693
400.5036408849569080.9927182300861850.496359115043092
410.5188947927675440.9622104144649120.481105207232456
420.5263396852224630.9473206295550750.473660314777537
430.5400639525538850.919872094892230.459936047446115
440.5653004639918250.869399072016350.434699536008175
450.5883667453176970.8232665093646050.411633254682303
460.6058107036004960.7883785927990070.394189296399504
470.641803230465810.7163935390683810.358196769534190
480.650936636826870.6981267263462590.349063363173129
490.6812013360901240.6375973278197520.318798663909876
500.6787137071800510.6425725856398980.321286292819949
510.67835726675240.6432854664952010.321642733247600
520.6772943404772030.6454113190455940.322705659522797
530.6831547022165720.6336905955668550.316845297783428
540.7014476671486510.5971046657026980.298552332851349
550.6669809096569070.6660381806861850.333019090343093
560.6324958604765590.7350082790468820.367504139523441
570.6259746495510120.7480507008979770.374025350448988
580.5827965071503640.8344069856992710.417203492849636
590.5562761492445990.8874477015108020.443723850755401
600.6333827285661590.7332345428676830.366617271433841
610.6059431538696330.7881136922607340.394056846130367
620.6186853002672840.7626293994654320.381314699732716
630.7697503231754470.4604993536491070.230249676824553
640.976287015211480.04742596957704060.0237129847885203
650.991361655350220.01727668929955940.00863834464977968
660.978680123450650.04263975309870020.0213198765493501
670.9638367706228630.0723264587542740.036163229377137
680.9570872879525660.08582542409486780.0429127120474339


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.03125NOK
5% type I error level150.234375NOK
10% type I error level240.375NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/10o0os1258730056.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/10o0os1258730056.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/1r2391258730055.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/1r2391258730055.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/2vlc71258730055.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/2vlc71258730055.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/3pkqf1258730055.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/3pkqf1258730055.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/4vzv61258730055.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/4vzv61258730055.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/5z5a01258730055.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/5z5a01258730055.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/6d86v1258730055.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/6d86v1258730055.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/7e8rs1258730056.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/7e8rs1258730056.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/8apph1258730056.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/8apph1258730056.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/951yy1258730056.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730190xxcvstzie70jlm9/951yy1258730056.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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