Home » date » 2009 » Nov » 20 »

Multiple Regression met monthly dummies, lineaire trend en een autoregressie van 2 lags

*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 11:33:52 -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/t1258742098c6lqiq8uwt6yzfg.htm/, Retrieved Fri, 20 Nov 2009 19:35:10 +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/t1258742098c6lqiq8uwt6yzfg.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 «
7.9 9.1 7.6 7.5 7.9 9 7.9 7.6 8.1 9.3 7.9 7.9 8.2 9.9 8.1 7.9 8 9.8 8.2 8.1 7.5 9.3 8 8.2 6.8 8.3 7.5 8 6.5 8 6.8 7.5 6.6 8.5 6.5 6.8 7.6 10.4 6.6 6.5 8 11.1 7.6 6.6 8.1 10.9 8 7.6 7.7 10 8.1 8 7.5 9.2 7.7 8.1 7.6 9.2 7.5 7.7 7.8 9.5 7.6 7.5 7.8 9.6 7.8 7.6 7.8 9.5 7.8 7.8 7.5 9.1 7.8 7.8 7.5 8.9 7.5 7.8 7.1 9 7.5 7.5 7.5 10.1 7.1 7.5 7.5 10.3 7.5 7.1 7.6 10.2 7.5 7.5 7.7 9.6 7.6 7.5 7.7 9.2 7.7 7.6 7.9 9.3 7.7 7.7 8.1 9.4 7.9 7.7 8.2 9.4 8.1 7.9 8.2 9.2 8.2 8.1 8.2 9 8.2 8.2 7.9 9 8.2 8.2 7.3 9 7.9 8.2 6.9 9.8 7.3 7.9 6.6 10 6.9 7.3 6.7 9.8 6.6 6.9 6.9 9.3 6.7 6.6 7 9 6.9 6.7 7.1 9 7 6.9 7.2 9.1 7.1 7 7.1 9.1 7.2 7.1 6.9 9.1 7.1 7.2 7 9.2 6.9 7.1 6.8 8.8 7 6.9 6.4 8.3 6.8 7 6.7 8.4 6.4 6.8 6.6 8.1 6.7 6.4 6.4 7.7 6.6 6.7 6.3 7.9 6.4 6.6 6.2 7.9 6.3 6.4 6.5 8 6.2 6.3 6.8 7.9 6.5 6.2 6.8 7.6 6.8 6.5 6.4 7.1 6.8 6.8 6.1 6.8 6.4 6.8 5.8 6.5 6.1 6.4 6.1 6.9 5.8 6.1 7.2 8.2 6.1 5.8 7.3 8.7 7.2 6.1 6.9 8.3 7.3 7.2 6.1 7.9 6.9 7.3 5.8 7.5 6.1 6.9 6.2 7.8 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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 1.10312509344711 + 0.104087521816943X[t] + 1.38413536249161Y1[t] -0.67705851157981Y2[t] + 0.0212423842191513M1[t] + 0.112739859643006M2[t] + 0.35310377017092M3[t] + 0.271985478125367M4[t] + 0.0747982571942579M5[t] + 0.0628831265365121M6[t] + 0.123428674625584M7[t] + 0.142214073231639M8[t] + 0.148011045842880M9[t] + 0.540049045509759M10[t] -0.265589260227732M11[t] -0.00122112624684944t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.103125093447110.611331.80450.0768410.038421
X0.1040875218169430.0562351.85090.0697540.034877
Y11.384135362491610.10783512.835600
Y2-0.677058511579810.103939-6.51400
M10.02124238421915130.1376120.15440.8779090.438954
M20.1127398596430060.141530.79660.4292480.214624
M30.353103770170920.1386772.54620.0138320.006916
M40.2719854781253670.138331.96620.0545220.027261
M50.07479825719425790.1419030.52710.6003170.300159
M60.06288312653651210.1439580.43680.6640180.332009
M70.1234286746255840.1495450.82540.4128670.206433
M80.1422140732316390.1526190.93180.3556530.177826
M90.1480110458428800.1468231.00810.3179910.158996
M100.5400490455097590.1442373.74420.0004470.000224
M11-0.2655892602277320.148222-1.79180.0788690.039435
t-0.001221126246849440.002247-0.54340.5891660.294583


Multiple Linear Regression - Regression Statistics
Multiple R0.955139201380093
R-squared0.912290894013003
Adjusted R-squared0.88746756212989
F-TEST (value)36.7513474141497
F-TEST (DF numerator)15
F-TEST (DF denominator)53
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.221380152278365
Sum Squared Residuals2.59748610660797


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
17.97.511832718041230.388167281958774
27.97.93923507262606-0.039235072626056
38.18.006486559978260.0935134400217406
48.28.26342672727434-0.0634267272743444
588.05761146184789-0.0576114618478894
67.57.64789852037852-0.147898520378522
76.87.04647944147396-0.246479441473960
86.56.402451959333860.0975480406661404
96.66.517771915965110.0822280840348927
107.67.447886170560430.152113829439569
1188.03031751518158-0.0303175151815784
128.18.1504637782159-0.0504637782159069
137.77.9443963981702-0.244396398170196
147.57.330042733739020.169957266260976
157.67.563181850153690.0368181498463102
167.87.78589392697150.0141060730285068
177.87.80701555331557-0.00701555331556997
187.87.648058841913320.151941158086682
197.57.66574825502876-0.165748255028764
207.57.24725441427710.252745585722902
217.17.46535656629713-0.365356566297127
227.57.417015568719150.0829844312808508
237.57.455451190726770.0445488092732339
247.67.438587167894030.16141283210597
257.77.534569449025330.165430550974674
267.77.653918474566740.0460815254332645
277.97.835764159871510.0642358401284878
288.18.040660566259130.0593394337408725
298.27.983667589263530.216332410736472
308.27.952715661928740.247284338071257
318.27.92351672824960.276483271750404
327.97.9410810006088-0.0410810006088001
337.37.53041623822571-0.230416238225711
346.97.37713946507827-0.477139465078271
356.66.443678499408560.156321500591436
366.76.54281192491050.157188075089503
376.96.852320511697430.0476794883025676
3877.1204918256697-0.120491825669696
397.17.36263644388396-0.262636443883958
407.27.36141346286443-0.16141346286443
417.17.23371280077765-0.133712800777653
426.97.01445715646591-0.114457156465914
4376.875069109149490.124930890850509
446.87.12482361134704-0.324823611347042
456.46.73282277314666-0.332822773146659
466.76.7158059560677-0.0158059560677022
476.66.563784280917690.0362157190823141
486.46.44498631644869-0.0449863164486863
496.36.276703857444040.0232961425559623
506.26.36397837268784-0.163978372687843
516.56.54282222405942-0.0428222240594221
526.86.93302051349079-0.133020513490789
536.86.91550896504129-0.115508965041287
546.46.64721139375428-0.247211393754277
556.16.12165541405477-0.0216554140547755
565.85.96357622575334-0.163576225753338
576.15.797664025570970.302335974429033
587.26.942152839574450.257847160425553
597.37.5067685137654-0.206768513765406
606.97.12315081253088-0.22315081253088
616.16.48017706562178-0.380177065621782
625.85.692333520710650.107666479289354
636.26.089108762053160.110891237946842
647.16.815584803139820.284415196860185
657.77.602483629754070.0975163702459272
667.97.789658425559230.110341574440774
677.77.667531052043410.0324689479565864
687.47.220812788679860.179187211320137
697.56.955968480794430.544031519205571


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
190.2028993517405480.4057987034810970.797100648259452
200.5762390564569990.8475218870860020.423760943543001
210.4609770905634270.9219541811268540.539022909436573
220.3919994399790050.7839988799580110.608000560020995
230.2770315874197430.5540631748394850.722968412580257
240.1908328539249020.3816657078498030.809167146075098
250.1322962104523350.2645924209046690.867703789547665
260.08651373380340530.1730274676068110.913486266196595
270.05314624326341670.1062924865268330.946853756736583
280.03151102289857380.06302204579714760.968488977101426
290.0328493460113440.0656986920226880.967150653988656
300.04397093679774390.08794187359548780.956029063202256
310.1911326041812370.3822652083624740.808867395818763
320.2257964225600880.4515928451201760.774203577439912
330.1605737942757870.3211475885515740.839426205724213
340.384499394853680.768998789707360.61550060514632
350.3245875371625820.6491750743251630.675412462837418
360.3213978372657850.642795674531570.678602162734215
370.4437503854412050.887500770882410.556249614558795
380.4820476191547620.9640952383095230.517952380845238
390.4916682808478260.983336561695650.508331719152174
400.4171416714523220.8342833429046450.582858328547678
410.3435661641247380.6871323282494760.656433835875262
420.273858401737250.54771680347450.72614159826275
430.3349552759698120.6699105519396230.665044724030188
440.3377949322808020.6755898645616040.662205067719198
450.4130768917866670.8261537835733340.586923108213333
460.6134518718728780.7730962562542430.386548128127122
470.4857041984683980.9714083969367960.514295801531602
480.6544984304436040.6910031391127910.345501569556396
490.9943948104550650.01121037908986990.00560518954493494
500.99565304715570.008693905688598860.00434695284429943


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.03125NOK
5% type I error level20.0625NOK
10% type I error level50.15625NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/107nth1258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/107nth1258742027.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/1a04r1258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/1a04r1258742027.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/2m4k01258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/2m4k01258742027.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/33ggf1258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/33ggf1258742027.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/4midc1258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/4midc1258742027.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/5w4r51258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/5w4r51258742027.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/6ih971258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/6ih971258742027.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/7us7d1258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/7us7d1258742027.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/8ry5s1258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/8ry5s1258742027.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/9jonj1258742027.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258742098c6lqiq8uwt6yzfg/9jonj1258742027.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')
}
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by