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*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: Thu, 02 Dec 2010 12:01:33 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07.htm/, Retrieved Thu, 02 Dec 2010 12:59:44 +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/2010/Dec/02/t1291291184d2tixj7dvbv4h07.htm/},
    year = {2010},
}
@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 = {2010},
    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 «
2502,66 10169,02 10433,44 24977 -7,9 -15 0,3 3,36 2466,92 9633,83 10238,83 24320 -8,8 -10 -0,1 3,37 2513,17 10066,24 9857,34 22680 -14,2 -12 -1 3,55 2443,27 10302,87 9634,97 22052 -17,8 -11 -1,2 3,53 2293,41 10430,35 9374,63 21467 -18,2 -11 -0,8 3,52 2070,83 9691,12 8679,75 21383 -22,8 -17 -1,7 3,54 2029,6 9810,31 8593 21777 -23,6 -18 -1,1 3,5 2052,02 9304,43 8398,37 21928 -27,6 -19 -0,4 3,44 1864,44 8767,96 7992,12 21814 -29,4 -22 0,6 3,38 1670,07 7764,58 7235,47 22937 -31,8 -24 0,6 3,35 1810,99 7694,78 7690,5 23595 -31,4 -24 1,9 3,68 1905,41 8331,49 8396,2 20830 -27,6 -20 2,3 3,92 1862,83 8460,94 8595,56 19650 -28,8 -25 2,6 4,05 2014,45 8531,45 8614,55 19195 -21,9 -22 3,1 4,14 2197,82 9117,03 9181,73 19644 -13,9 -17 4,7 4,53 2962,34 12123,53 11114,08 18483 -8 -9 5,5 4,54 3047,03 12989,35 11530,75 18079 -2,8 -11 5,4 4,9 3032,6 13168,91 11322,38 19178 -3,3 -13 5,9 4,92 3504,37 14084,6 12056,67 18391 -1,3 -11 5,8 4,45 3801,06 13995,33 12812,48 18441 0,5 -9 5,2 3,92 3857,62 13357,7 12656,63 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 time6 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
BEL_20[t] = -1886.04000678096 + 0.191792840371528Nikkei[t] + 0.288303751656477DJ_Indust[t] + 0.0147718309612606Goudprijs[t] -9.98349305638144Conjunct_Seizoenzuiver[t] -2.50766896022587Cons_vertrouw[t] + 33.9568643858046Alg_consumptie_index_BE[t] -255.691840281079Gem_rente_kasbon_5j[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-1886.04000678096270.224455-6.979500
Nikkei0.1917928403715280.01495312.826500
DJ_Indust0.2883037516564770.0331938.685800
Goudprijs0.01477183096126060.0081991.80160.076320.03816
Conjunct_Seizoenzuiver-9.983493056381446.033247-1.65470.1028720.051436
Cons_vertrouw-2.507668960225877.649392-0.32780.7441130.372057
Alg_consumptie_index_BE33.956864385804617.2414661.96950.0532290.026614
Gem_rente_kasbon_5j-255.69184028107956.189516-4.55052.4e-051.2e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.9837054952436
R-squared0.967676501372457
Adjusted R-squared0.96414111871007
F-TEST (value)273.711955332998
F-TEST (DF numerator)7
F-TEST (DF denominator)64
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation160.133985897204
Sum Squared Residuals1641145.18011685


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12502.662708.8082449362-206.148244936199
22466.922520.65788343882-53.7378834388196
32513.172451.7207157750761.4492842249317
42443.272455.47321046387-12.2032104638688
52293.412416.35750331553-122.947503315532
62070.832098.29620424375-27.4662042437528
72029.62143.06199947823-113.461999478229
82052.022073.70878135401-21.6887813540108
91864.441926.80195762470-62.3619576247026
101670.071569.45106639554100.618933604459
111810.991652.74286621260158.247133787398
121905.411841.7198851733663.6901148266421
131862.831908.05860030339-45.2286003033882
142014.451837.89267623246176.557323767537
152197.821982.56027771883215.259722281165
162962.343044.78372345458-82.4437234545788
173047.033182.65793008691-135.627930086909
183032.63195.12832183371-162.528321833710
193504.373662.62139313115-158.251393131149
203801.063956.29842765428-155.238427654278
213857.623842.6538504821214.9661495178816
223674.43524.36380455471150.03619544529
233720.983662.7001734154958.279826584514
243844.493682.14878243838162.341217561616
254116.684276.06118970188-159.381189701878
264105.184188.10491509472-82.9249150947207
274435.234572.62116297434-137.391162974343
284296.494296.5678631292-0.0778631292035645
294202.524205.08179278783-2.5617927878252
304562.844589.48099026381-26.6409902638108
314621.44565.3126882880356.0873117119668
324696.964571.73034500852125.229654991476
334591.274377.34426916186213.925730838142
344356.984190.67292615312166.307073846883
354502.644403.0619216881999.5780783118129
364443.914335.61262334952108.297376650476
374290.894236.4821809452754.4078190547265
384199.754045.36120653470154.388793465295
394138.524018.99216934148119.527830658519
403970.13812.15884936956157.941150630440
413862.273695.22163010429167.048369895706
423701.613507.86986753702193.740132462985
433570.123505.7528764202964.3671235797118
443801.063923.64733261763-122.587332617627
453895.514075.79262323747-180.282623237466
463917.963935.63905870863-17.6790587086295
473813.063909.92717343976-96.8671734397565
483667.033851.58081047638-184.550810476384
493494.173785.90185801967-291.731858019670
503363.993532.18819246-168.198192460000
513295.323271.3231818674423.9968181325598
523277.013303.22816215898-26.2181621589777
533257.163169.8406030833287.3193969166836
543161.693101.0636491829560.6263508170478
553097.312987.19403896795110.115961032050
563061.262847.85807442898213.401925571025
573119.312856.50265543567262.807344564328
583106.223020.1160622249086.1039377750947
593080.582957.18251877454123.397481225460
602981.852810.19182531178171.658174688216
612921.442777.73903164141143.700968358595
622849.272668.67035332043180.599646679572
632756.762533.52907359763223.230926402375
642645.642573.3635519511572.2764480488501
652497.842517.61342566693-19.7734256669316
662448.052583.28819996326-135.238199963261
672454.622732.94972929247-278.329729292475
682407.62585.60087290272-178.000872902716
692472.812875.44001921294-402.630019212943
702408.642694.24239617322-285.602396173219
712440.252591.6935085745-151.443508574502
722350.442644.52226973597-294.082269735966


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.04849653290934050.0969930658186810.95150346709066
120.01400727206805190.02801454413610380.985992727931948
130.00394208366722170.00788416733444340.996057916332778
140.01897543764430160.03795087528860330.981024562355698
150.00795527442977360.01591054885954720.992044725570226
160.005462174357537750.01092434871507550.994537825642462
170.002000219953116130.004000439906232250.997999780046884
180.000713428926739360.001426857853478720.99928657107326
190.003841713700644930.007683427401289860.996158286299355
200.003921924838393430.007843849676786850.996078075161607
210.004522319720036110.009044639440072210.995477680279964
220.002799691968894360.005599383937788710.997200308031106
230.003291994089166540.006583988178333080.996708005910833
240.02692576030297940.05385152060595870.97307423969702
250.02042409281895010.04084818563790020.97957590718105
260.02893097349704780.05786194699409570.971069026502952
270.04395511121894740.08791022243789480.956044888781053
280.07501485957950290.1500297191590060.924985140420497
290.06500330813584080.1300066162716820.93499669186416
300.05749888672448090.1149977734489620.94250111327552
310.04521649892279850.0904329978455970.954783501077201
320.0385993995779010.0771987991558020.961400600422099
330.02777350879703110.05554701759406220.972226491202969
340.02097795850887390.04195591701774770.979022041491126
350.01342008845326050.02684017690652110.98657991154674
360.00999885200565010.01999770401130020.99000114799435
370.006899752851177120.01379950570235420.993100247148823
380.00684582752194260.01369165504388520.993154172478057
390.008062540222992360.01612508044598470.991937459777008
400.01152492346410630.02304984692821270.988475076535894
410.01334205396124110.02668410792248220.986657946038759
420.009851895775368370.01970379155073670.990148104224632
430.01254865669801480.02509731339602970.987451343301985
440.03474105903384430.06948211806768870.965258940966156
450.04500237801683020.09000475603366030.95499762198317
460.07293640971586980.1458728194317400.92706359028413
470.07952329640984990.1590465928197000.92047670359015
480.1149286510731880.2298573021463760.885071348926812
490.1462619456586930.2925238913173850.853738054341307
500.1199369003859120.2398738007718240.880063099614088
510.1555008785501780.3110017571003570.844499121449822
520.1197682197079570.2395364394159150.880231780292043
530.09495069684186860.1899013936837370.905049303158131
540.0833367021940950.166673404388190.916663297805905
550.1624586595673900.3249173191347800.83754134043261
560.1335196513465510.2670393026931030.866480348653449
570.1339217619592990.2678435239185990.8660782380407
580.1072402209785830.2144804419571660.892759779021417
590.08146871349613750.1629374269922750.918531286503863
600.2990250906504020.5980501813008040.700974909349598
610.49414590938290.98829181876580.505854090617101


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level80.156862745098039NOK
5% type I error level230.450980392156863NOK
10% type I error level320.627450980392157NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/108meu1291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/108meu1291291282.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/1jlh01291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/1jlh01291291282.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/2jlh01291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/2jlh01291291282.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/3cugl1291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/3cugl1291291282.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/4cugl1291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/4cugl1291291282.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/5cugl1291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/5cugl1291291282.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/6mmy61291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/6mmy61291291282.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/7mmy61291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/7mmy61291291282.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/8xvx91291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/8xvx91291291282.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/9xvx91291291282.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291291184d2tixj7dvbv4h07/9xvx91291291282.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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