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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 08:24:29 -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/t1258730743k38ldwl5uuf1gka.htm/, Retrieved Fri, 20 Nov 2009 16:25:55 +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/t1258730743k38ldwl5uuf1gka.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: werkloosheidsgraad vrouwen
 
Dataseries X:
» Textbox « » Textfile « » CSV «
7.3 7.9 7.6 9.1 7.5 9.4 7.6 9.4 7.9 9.1 7.9 9 8.1 9.3 8.2 9.9 8 9.8 7.5 9.3 6.8 8.3 6.5 8 6.6 8.5 7.6 10.4 8 11.1 8.1 10.9 7.7 10 7.5 9.2 7.6 9.2 7.8 9.5 7.8 9.6 7.8 9.5 7.5 9.1 7.5 8.9 7.1 9 7.5 10.1 7.5 10.3 7.6 10.2 7.7 9.6 7.7 9.2 7.9 9.3 8.1 9.4 8.2 9.4 8.2 9.2 8.2 9 7.9 9 7.3 9 6.9 9.8 6.6 10 6.7 9.8 6.9 9.3 7 9 7.1 9 7.2 9.1 7.1 9.1 6.9 9.1 7 9.2 6.8 8.8 6.4 8.3 6.7 8.4 6.6 8.1 6.4 7.7 6.3 7.9 6.2 7.9 6.5 8 6.8 7.9 6.8 7.6 6.4 7.1 6.1 6.8 5.8 6.5 6.1 6.9 7.2 8.2 7.3 8.7 6.9 8.3 6.1 7.9 5.8 7.5 6.2 7.8 7.1 8.3 7.7 8.4 7.9 8.2 7.7 7.7 7.4 7.2 7.5 7.3
 
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] = + 3.36968734844189 + 0.437044298126638WGV[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)3.369687348441890.5358356.288700
WGV0.4370442981266380.0603957.236400


Multiple Linear Regression - Regression Statistics
Multiple R0.651518181907633
R-squared0.424475941356227
Adjusted R-squared0.416369968699273
F-TEST (value)52.3658244753696
F-TEST (DF numerator)1
F-TEST (DF denominator)71
p-value4.31893965036068e-10
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.493095981202252
Sum Squared Residuals17.2631989141246


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
17.36.82233730364230.4776626963577
27.67.34679046139430.253209538605704
37.57.477903750832290.0220962491677145
47.67.477903750832290.122096249167714
57.97.34679046139430.553209538605707
67.97.303086031581630.59691396841837
78.17.434199321019620.665800678980378
88.27.69642589989560.503574100104395
987.652721470082940.347278529917059
107.57.434199321019620.0658006789803782
116.86.99715502289298-0.197155022892983
126.56.86604173345499-0.366041733454991
136.67.08456388251831-0.484563882518311
147.67.91494804895892-0.314948048958924
1588.22087905764757-0.220879057647571
168.18.13347019802224-0.0334701980222437
177.77.74013032970827-0.0401303297082684
187.57.390494891206960.109505108793043
197.67.390494891206960.209505108793042
207.87.521608180644950.278391819355051
217.87.565312610457610.234687389542387
227.87.521608180644950.278391819355051
237.57.34679046139430.153209538605706
247.57.259381601768970.240618398231034
257.17.30308603158163-0.203086031581630
267.57.78383475952093-0.283834759520932
277.57.87124361914626-0.37124361914626
287.67.8275391893336-0.227539189333596
297.77.565312610457610.134687389542387
307.77.390494891206960.309505108793043
317.97.434199321019620.465800678980378
328.17.477903750832290.622096249167714
338.27.477903750832290.722096249167714
348.27.390494891206960.809505108793042
358.27.303086031581630.89691396841837
367.97.303086031581630.59691396841837
377.37.30308603158163-0.00308603158163013
386.97.65272147008294-0.75272147008294
396.67.74013032970827-1.14013032970827
406.77.65272147008294-0.95272147008294
416.97.43419932101962-0.534199321019621
4277.30308603158163-0.30308603158163
437.17.30308603158163-0.203086031581630
447.27.3467904613943-0.146790461394293
457.17.3467904613943-0.246790461394294
466.97.3467904613943-0.446790461394293
4777.39049489120696-0.390494891206957
486.87.2156771719563-0.415677171956303
496.46.99715502289298-0.597155022892983
506.77.04085945270565-0.340859452705647
516.66.90974616326765-0.309746163267655
526.46.734928444017-0.334928444017000
536.36.82233730364233-0.522337303642328
546.26.82233730364233-0.622337303642328
556.56.86604173345499-0.366041733454991
566.86.82233730364233-0.0223373036423278
576.86.691224014204340.108775985795664
586.46.47270186514102-0.0727018651410161
596.16.34158857570302-0.241588575703025
605.86.21047528626503-0.410475286265034
616.16.38529300551569-0.285293005515689
627.26.953450593080320.246549406919681
637.37.171972742143640.128027257856362
646.96.99715502289298-0.0971550228929829
656.16.82233730364233-0.722337303642328
665.86.64751958439167-0.847519584391672
676.26.77863287382966-0.578632873829663
687.16.997155022892980.102844977107016
697.77.040859452705650.659140547294353
707.96.953450593080320.946549406919682
717.76.7349284440170.965071555983
727.46.516406294953680.88359370504632
737.56.560110724766340.939889275233656


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.07870703698351650.1574140739670330.921292963016484
60.06582076544060150.1316415308812030.934179234559398
70.0739120515513430.1478241031026860.926087948448657
80.04555548155410790.09111096310821590.954444518445892
90.02055817832046710.04111635664093420.979441821679533
100.0173843932147770.0347687864295540.982615606785223
110.03905127112716190.07810254225432390.960948728872838
120.05461457931044450.1092291586208890.945385420689555
130.08971427560894520.1794285512178900.910285724391055
140.1674387134150360.3348774268300720.832561286584964
150.1582959436841410.3165918873682820.84170405631586
160.1121573158857570.2243146317715140.887842684114243
170.07742449053391650.1548489810678330.922575509466084
180.05031877968057820.1006375593611560.949681220319422
190.03267181223468280.06534362446936560.967328187765317
200.02199623660725460.04399247321450920.978003763392745
210.01399937525539230.02799875051078460.986000624744608
220.009086844437985590.01817368887597120.990913155562014
230.005261823673727770.01052364734745550.994738176326272
240.003105176743260680.006210353486521360.99689482325674
250.002476381965858910.004952763931717820.997523618034141
260.002109583685237940.004219167370475880.997890416314762
270.002007271117984530.004014542235969050.997992728882015
280.001325130366480960.002650260732961910.99867486963352
290.0007297308407713160.001459461681542630.999270269159229
300.0004736112638047570.0009472225276095150.999526388736195
310.0004543747965089080.0009087495930178170.999545625203491
320.000776016096687450.00155203219337490.999223983903313
330.001951879120421980.003903758240843970.998048120879578
340.00619797046921920.01239594093843840.99380202953078
350.02334279799828930.04668559599657860.976657202001711
360.03467138305293670.06934276610587350.965328616947063
370.02784516602204320.05569033204408640.972154833977957
380.05224696387700290.1044939277540060.947753036122997
390.1668631819358580.3337263638717160.833136818064142
400.2712131471661530.5424262943323070.728786852833847
410.2770484179302830.5540968358605660.722951582069717
420.2470373759947430.4940747519894850.752962624005257
430.2074596552241150.4149193104482310.792540344775885
440.1672484491164260.3344968982328510.832751550883574
450.1365724025797320.2731448051594640.863427597420268
460.1266461838127870.2532923676255730.873353816187213
470.1110966299173500.2221932598347000.88890337008265
480.1043731573629220.2087463147258450.895626842637078
490.1276106047962850.2552212095925710.872389395203715
500.1137489218249150.2274978436498290.886251078175085
510.09706578545574460.1941315709114890.902934214544255
520.08140706131964170.1628141226392830.918592938680358
530.08524195258639860.1704839051727970.914758047413601
540.1052895744090930.2105791488181860.894710425590907
550.09605577684369080.1921115536873820.90394422315631
560.06825687843474980.1365137568695000.93174312156525
570.04628919202282970.09257838404565940.95371080797717
580.02965963662941370.05931927325882750.970340363370586
590.01901657880454830.03803315760909650.980983421195452
600.01423783785009350.02847567570018700.985762162149906
610.01156531005342810.02313062010685630.988434689946572
620.006713803348751180.01342760669750240.993286196651249
630.003481339921026530.006962679842053060.996518660078973
640.001860195577630510.003720391155261030.99813980442237
650.006152031095696120.01230406219139220.993847968904304
660.0900404694476540.1800809388953080.909959530552346
670.7352541984621930.5294916030756140.264745801537807
680.9714032883395880.0571934233208240.028596711660412


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level120.1875NOK
5% type I error level250.390625NOK
10% type I error level330.515625NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/1067aj1258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/1067aj1258730665.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/1kuiu1258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/1kuiu1258730665.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/2tgwv1258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/2tgwv1258730665.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/3f2te1258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/3f2te1258730665.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/4mt841258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/4mt841258730665.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/5cndd1258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/5cndd1258730665.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/6t7ku1258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/6t7ku1258730665.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/7plrl1258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/7plrl1258730665.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/80gbl1258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/80gbl1258730665.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/9uvxc1258730665.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258730743k38ldwl5uuf1gka/9uvxc1258730665.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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