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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 12:56:44 +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/t1291295168eqr6dp00b8bepjj.htm/, Retrieved Thu, 02 Dec 2010 14:06:18 +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/t1291295168eqr6dp00b8bepjj.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 12 2466,92 9633,83 10238,83 24320 -8,8 -10 -0,1 3,37 11 2513,17 10066,24 9857,34 22680 -14,2 -12 -1 3,55 10 2443,27 10302,87 9634,97 22052 -17,8 -11 -1,2 3,53 09 2293,41 10430,35 9374,63 21467 -18,2 -11 -0,8 3,52 08 2070,83 9691,12 8679,75 21383 -22,8 -17 -1,7 3,54 07 2029,6 9810,31 8593 21777 -23,6 -18 -1,1 3,5 06 2052,02 9304,43 8398,37 21928 -27,6 -19 -0,4 3,44 05 1864,44 8767,96 7992,12 21814 -29,4 -22 0,6 3,38 04 1670,07 7764,58 7235,47 22937 -31,8 -24 0,6 3,35 03 1810,99 7694,78 7690,5 23595 -31,4 -24 1,9 3,68 02 1905,41 8331,49 8396,2 20830 -27,6 -20 2,3 3,92 01 1862,83 8460,94 8595,56 19650 -28,8 -25 2,6 4,05 12 2014,45 8531,45 8614,55 19195 -21,9 -22 3,1 4,14 11 2197,82 9117,03 9181,73 19644 -13,9 -17 4,7 4,53 10 2962,34 12123,53 11114,08 18483 -8 -9 5,5 4,54 09 3047,03 12989,35 11530,75 18079 -2,8 -11 5,4 4,9 08 3032,6 13168,91 11322,38 19178 -3,3 -13 5,9 4,92 07 3504,37 14084,6 12056,67 18391 -1,3 -11 5,8 4,45 06 3801,06 13995,33 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'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
BEL_20[t] = -1881.92093448974 + 0.191100321953382Nikkei[t] + 0.289259310027567DJ_Indust[t] + 0.0145639845361721Goudprijs[t] -9.42821394015824Conjunct_Seizoenzuiver[t] -3.35520018942041Cons_vertrouw[t] + 32.6392820980445Alg_consumptie_index_BE[t] -254.219100476035Gem_rente_kasbon_5j[t] -1.32190944304161Maand[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-1881.92093448974272.991974-6.893700
Nikkei0.1911003219533820.01543212.383500
DJ_Indust0.2892593100275670.033768.568200
Goudprijs0.01456398453617210.0083221.75010.0849750.042487
Conjunct_Seizoenzuiver-9.428213940158246.642913-1.41930.1607440.080372
Cons_vertrouw-3.355200189420418.724572-0.38460.7018520.350926
Alg_consumptie_index_BE32.639282098044518.4981631.76450.0825020.041251
Gem_rente_kasbon_5j-254.21910047603557.058457-4.45543.5e-051.8e-05
Maand-1.321909443041616.377068-0.20730.8364510.418226


Multiple Linear Regression - Regression Statistics
Multiple R0.983716693372244
R-squared0.96769853281922
Adjusted R-squared0.963596759208963
F-TEST (value)235.921975410639
F-TEST (DF numerator)8
F-TEST (DF denominator)63
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation161.344873074614
Sum Squared Residuals1640026.58825019


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12502.662707.67994551663-205.019945516626
22466.922516.97706924377-50.0570692437716
32513.172449.1861637627163.9838362372944
42443.272451.40226291509-8.13226291509133
52293.412412.62913109455-119.219131094554
62070.832099.50131485049-28.6713148504925
72029.62144.89554104893-115.295541048933
82052.022074.61294122374-22.5929412237412
91864.441929.17218579978-64.7321857997813
101670.071573.1998387525096.8701612474971
111810.991657.15518938415153.834810615853
121905.411846.8085776567558.6014223432489
131862.831902.31990399739-39.4899039973921
142014.451834.30236372566180.147636274342
152197.821979.00581391919218.814186080813
162962.343038.01345391172-75.6734539117243
173047.033182.33655457386-135.306554573857
183032.63196.36506079008-163.765060790078
193504.373664.26620772756-159.896207727562
203801.063959.35323829092-158.293238290915
213857.623845.2004328709612.4195671290381
223674.43526.62581228835147.774187711654
233720.983667.2105553564553.7694446435532
243844.493691.14506122603153.344938773970
254116.684268.14222608313-151.462226083132
264105.184186.3025012722-81.1225012721991
274435.234567.10274279444-131.872742794436
284296.494295.702128309350.787871690651293
294202.524206.01681959499-3.49681959499111
304562.844591.18955058552-28.3495505855178
314621.44567.0089791401454.3910208598633
324696.964572.62547954475124.334520455245
334591.274377.82315737226213.446842627739
344356.984193.71028777419163.269712225814
354502.644406.1720448962696.4679551037408
364443.914342.51306538464101.396934615356
374290.894235.4258703160655.4641296839441
384199.754037.66127687256162.088723127439
394138.524012.51476357641126.00523642359
403970.13809.55824857668160.541751423318
413862.273693.79587479137168.474125208635
423701.613508.57633496669193.033665033308
433570.123506.7016082766163.4183917233942
443801.063927.45022691712-126.390226917115
453895.514078.65670013303-183.146700133032
463917.963940.35999441493-22.3999944149300
473813.063911.68623431729-98.6262343172928
483667.033852.86926536805-185.839265368054
493494.173775.72657397467-281.556573974671
503363.993527.35301809864-163.363018098644
513295.323266.7485977663528.5714022336481
523277.013303.63485148703-26.6248514870341
533257.163166.8581184031390.301881596873
543161.693100.1509726466661.5390273533421
553097.312988.54797975787108.762020242126
563061.262851.19789412654210.062105873457
573119.312856.04379988562263.26620011438
583106.223019.6832833293086.5367166707018
593080.582960.16765850692120.412341493079
602981.852818.62664994969163.223350050313
612921.442771.31165379598150.128346204023
622849.272664.91029184400184.359708155996
632756.762530.5747812473226.185218752702
642645.642569.9328126668375.70718733317
652497.842514.72623002729-16.8862300272921
662448.052584.63066430323-136.580664303231
672454.622730.34588266038-275.725882660376
682407.62589.29918247106-181.699182471058
692472.812878.36232326484-405.552323264843
702408.642698.24117148639-289.601171486394
712440.252595.6434602399-155.393460239898
722350.442650.34214685445-299.902146854452


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
120.01812489204535800.03624978409071590.981875107954642
130.01452538594662470.02905077189324940.985474614053375
140.04021364610463040.08042729220926080.95978635389537
150.01720332804039290.03440665608078570.982796671959607
160.01204533505206150.02409067010412300.987954664947938
170.004542803003155570.009085606006311140.995457196996844
180.001670053233633540.003340106467267090.998329946766366
190.006519306253979170.01303861250795830.99348069374602
200.004362713035127120.008725426070254240.995637286964873
210.003395454513145110.006790909026290220.996604545486855
220.001646651631438710.003293303262877430.99835334836856
230.0009667236765385980.001933447353077200.999033276323461
240.0009790197051147440.001958039410229490.999020980294885
250.003161340175931270.006322680351862540.996838659824069
260.006590041437903650.01318008287580730.993409958562096
270.01190684360901700.02381368721803400.988093156390983
280.01805660119116390.03611320238232770.981943398808836
290.01367724482064610.02735448964129220.986322755179354
300.01211863420617260.02423726841234520.987881365793827
310.01112022887164390.02224045774328770.988879771128356
320.01125647635529080.02251295271058170.98874352364471
330.01045602148189180.02091204296378360.989543978518108
340.007381190193121860.01476238038624370.992618809806878
350.004338839377295190.008677678754590380.995661160622705
360.003738708560106680.007477417120213370.996261291439893
370.002162920261599690.004325840523199370.9978370797384
380.001638059729795370.003276119459590730.998361940270205
390.001241086005094340.002482172010188680.998758913994906
400.001541181152756320.003082362305512630.998458818847244
410.001743830557690520.003487661115381030.99825616944231
420.001327442907181930.002654885814363860.998672557092818
430.003184426013341180.006368852026682360.99681557398666
440.01124123260410630.02248246520821260.988758767395894
450.01491283521440640.02982567042881280.985087164785594
460.02839097353685290.05678194707370580.971609026463147
470.03238754880947350.0647750976189470.967612451190527
480.06016791969559940.1203358393911990.9398320803044
490.05211907846772750.1042381569354550.947880921532273
500.04196675489517980.08393350979035960.95803324510482
510.06594382296107410.1318876459221480.934056177038926
520.0484730248414170.0969460496828340.951526975158583
530.03280864038561690.06561728077123370.967191359614383
540.02954801172782580.05909602345565160.970451988272174
550.05528478841665020.1105695768333000.94471521158335
560.04242977025545320.08485954051090640.957570229744547
570.04206621668933340.08413243337866680.957933783310667
580.03486746058255410.06973492116510820.965132539417446
590.02701674063230690.05403348126461370.972983259367693
600.8322769106637950.3354461786724100.167723089336205


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level170.346938775510204NOK
5% type I error level330.673469387755102NOK
10% type I error level440.897959183673469NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/103hqo1291294596.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/103hqo1291294596.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/13oqh1291294595.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/13oqh1291294595.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/23oqh1291294595.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/23oqh1291294595.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/367sf1291294596.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/367sf1291294596.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/467sf1291294596.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/467sf1291294596.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/567sf1291294596.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/567sf1291294596.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/667sf1291294596.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/667sf1291294596.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/7zyr01291294596.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/7zyr01291294596.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/8aqr31291294596.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/8aqr31291294596.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/9aqr31291294596.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291295168eqr6dp00b8bepjj/9aqr31291294596.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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