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Ws7 correctie

*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, 27 Nov 2009 12:25:57 -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/27/t1259350141vcv0in2i037te8o.htm/, Retrieved Fri, 27 Nov 2009 20:29:13 +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/27/t1259350141vcv0in2i037te8o.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:
ShwWs7 correctie
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1.3 2 1.2 2.1 1.1 2.1 1.4 2.5 1.2 2.2 1.5 2.3 1.1 2.3 1.3 2.2 1.5 2.2 1.1 1.6 1.4 1.8 1.3 1.7 1.5 1.9 1.6 1.8 1.7 1.9 1.1 1.5 1.6 1 1.3 0.8 1.7 1.1 1.6 1.5 1.7 1.7 1.9 2.3 1.8 2.4 1.9 3 1.6 3 1.5 3.2 1.6 3.2 1.6 3.2 1.7 3.5 2 4 2 4.3 1.9 4.1 1.7 4 1.8 4.1 1.9 4.2 1.7 4.5 2 5.6 2.1 6.5 2.4 7.6 2.5 8.5 2.5 8.7 2.6 8.3 2.2 8.3 2.5 8.5 2.8 8.7 2.8 8.7 2.9 8.5 3 7.9 3.1 7 2.9 5.8 2.7 4.5 2.2 3.7 2.5 3.1 2.3 2.7 2.6 2.3 2.3 1.8 2.2 1.5 1.8 1.2 1.8 1
 
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
inflatie[t] = + 0.972023860168438 + 0.098796834385658inflatie_levensmiddelen[t] + 0.058818758366768M1[t] + 0.00144070596005138M2[t] + 0.0240626535533356M3[t] -0.137267272228807M4[t] + 0.00116216886618223M5[t] + 0.0297119265226059M6[t] -0.0135939359472494M7[t] -0.0289960516662525M8[t] + 0.0116499592393184M9[t] -0.103752156479684M10[t] -0.0431061455741136M11[t] + 0.0193539890944291t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.9720238601684380.1361637.138700
inflatie_levensmiddelen0.0987968343856580.0148196.666900
M10.0588187583667680.1616930.36380.7177350.358868
M20.001440705960051380.1616030.00890.9929260.496463
M30.02406265355333560.1615450.1490.8822560.441128
M4-0.1372672722288070.161507-0.84990.3998730.199936
M50.001162168866182230.1616040.00720.9942940.497147
M60.02971192652260590.1617140.18370.855050.427525
M7-0.01359393594724940.161757-0.0840.9333980.466699
M8-0.02899605166625250.161905-0.17910.8586690.429334
M90.01164995923931840.1620440.07190.9430050.471502
M10-0.1037521564796840.162264-0.63940.5258030.262901
M11-0.04310614557411360.162465-0.26530.791970.395985
t0.01935398909442910.0021718.916200


Multiple Linear Regression - Regression Statistics
Multiple R0.92103391960866
R-squared0.84830348106969
Adjusted R-squared0.8044800422676
F-TEST (value)19.3573006650780
F-TEST (DF numerator)13
F-TEST (DF denominator)45
p-value3.10862446895044e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.240635030923153
Sum Squared Residuals2.6057348148324


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11.31.247790276400950.0522097235990519
21.21.21964589652723-0.0196458965272296
31.11.26162183321494-0.161621833214943
41.41.159164630281490.240835369718507
51.21.28730901015521-0.087309010155214
61.51.345092440344630.154907559655368
71.11.32114056696921-0.221140566969206
81.31.31521275690607-0.0152127569060665
91.51.375212756906070.124787243093934
101.11.21988652965010-0.119886529650098
111.41.319645896527230.0803541034727705
121.31.37222634775721-0.0722263477572063
131.51.470158462095530.0298415379044651
141.61.422254715344680.177745284655318
151.71.474110335470960.225889664529039
161.11.29261566502898-0.192615665028984
171.61.401000678025570.198999321974426
181.31.42914505789929-0.129145057899295
191.71.434832234839570.265167765160434
201.61.478302841969260.121697158030745
211.71.558062208846390.141937791153613
221.91.521292182853210.378707817146792
231.81.611171866291770.188828133708226
241.91.732910101591710.167089898408289
251.61.81108284905291-0.211082849052908
261.51.79281815261775-0.292818152617752
271.61.83479408930547-0.234794089305466
281.61.69281815261775-0.0928181526177524
291.71.88024063312287-0.180240633122868
3021.977542797066550.02245720293345
3121.983229974006820.0167700259931787
321.91.96742248050512-0.0674224805051158
331.72.01754279706655-0.31754279706655
341.81.93137435388054-0.131374353880542
351.92.02125403731911-0.121254037319108
361.72.11335322230335-0.413353222303348
3722.30020248758877-0.300202487588769
382.12.35109557522357-0.251095575223573
392.42.50174802973551-0.101748029735511
402.52.448689243994890.0513107560051105
412.52.62623204106144-0.126232041061440
422.62.63461705405803-0.0346170540580291
432.22.6106651806826-0.410665180682603
442.52.63437642093516-0.134376420935161
452.82.714135787812290.0858642121877074
462.82.618087661187720.181912338812281
472.92.678328294310590.221671705689413
4832.681510328347740.318489671652265
493.12.670765924861840.42923407513816
502.92.514185660286760.385814339713237
512.72.427725712273120.27227428772688
522.22.20671230807688-0.0067123080768805
532.52.305217637634900.194782362365096
542.32.31360265063149-0.0136026506314939
552.62.250132043501800.349867956498196
562.32.20468549968440.0953145003155984
572.22.23504644936870-0.0350464493687038
581.82.10935927242843-0.309359272428433
591.82.1695999055513-0.369599905551301


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.5155552380405390.9688895239189220.484444761959461
180.3581966847319490.7163933694638990.64180331526805
190.4729013137747870.9458026275495750.527098686225213
200.3456280138707250.6912560277414490.654371986129275
210.2584031028321870.5168062056643750.741596897167813
220.2514836454801600.5029672909603190.74851635451984
230.2524007833897240.5048015667794480.747599216610276
240.226219639462090.452439278924180.77378036053791
250.3396695192590950.6793390385181910.660330480740905
260.3735206126562710.7470412253125410.62647938734373
270.3075394370346630.6150788740693260.692460562965337
280.2284188705697660.4568377411395330.771581129430233
290.1609553030705550.321910606141110.839044696929445
300.138187349968960.276374699937920.86181265003104
310.1205100670465030.2410201340930060.879489932953497
320.09786892518092650.1957378503618530.902131074819073
330.0868058630487930.1736117260975860.913194136951207
340.09123158870061420.1824631774012280.908768411299386
350.2344331443374840.4688662886749680.765566855662516
360.2175528967585190.4351057935170370.782447103241481
370.1589045708199500.3178091416399010.84109542918005
380.1121051905512350.2242103811024710.887894809448765
390.09905040145292170.1981008029058430.900949598547078
400.2443512398332150.488702479666430.755648760166785
410.1595067528165040.3190135056330080.840493247183496
420.9529770870598520.09404582588029670.0470229129401484


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 level10.0384615384615385OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/1045g01259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/1045g01259349953.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/193o11259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/193o11259349953.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/2xwvi1259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/2xwvi1259349953.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/3gc4i1259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/3gc4i1259349953.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/4x1sd1259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/4x1sd1259349953.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/5sztr1259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/5sztr1259349953.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/67sq81259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/67sq81259349953.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/7bqmz1259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/7bqmz1259349953.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/8g9mh1259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/8g9mh1259349953.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/9nio11259349953.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/27/t1259350141vcv0in2i037te8o/9nio11259349953.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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Software written by Ed van Stee & Patrick Wessa


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