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review ws8

*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: Sat, 04 Dec 2010 08:52:11 +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/04/t12914526486pe2pbmkivhxuxj.htm/, Retrieved Sat, 04 Dec 2010 09:50:58 +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/04/t12914526486pe2pbmkivhxuxj.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 «
19554.2 19691.6 0 16554.2 16198.9 15903.8 15930.7 0 19554.2 16554.2 18003.8 17444.6 0 15903.8 19554.2 18329.6 17699.4 0 18003.8 15903.8 16260.7 15189.8 0 18329.6 18003.8 14851.9 15672.7 0 16260.7 18329.6 18174.1 17180.8 0 14851.9 16260.7 18406.6 17664.9 0 18174.1 14851.9 18466.5 17862.9 0 18406.6 18174.1 16016.5 16162.3 0 18466.5 18406.6 17428.5 17463.6 0 16016.5 18466.5 17167.2 16772.1 0 17428.5 16016.5 19630 19106.9 0 17167.2 17428.5 17183.6 16721.3 0 19630 17167.2 18344.7 18161.3 0 17183.6 19630 19301.4 18509.9 0 18344.7 17183.6 18147.5 17802.7 0 19301.4 18344.7 16192.9 16409.9 0 18147.5 19301.4 18374.4 17967.7 0 16192.9 18147.5 20515.2 20286.6 0 18374.4 16192.9 18957.2 19537.3 0 20515.2 18374.4 16471.5 18021.9 0 18957.2 20515.2 18746.8 20194.3 0 16471.5 18957.2 19009.5 19049.6 0 18746.8 16471.5 19211.2 20244.7 0 19009.5 18746.8 20547.7 21473.3 0 19211.2 19009.5 19325.8 19673.6 0 20547.7 19211.2 20605.5 21053.2 0 19325.8 20547.7 20056.9 20159.5 0 20605.5 19325.8 16141.4 18203.6 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 time7 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
uitvoer[t] = + 5955.77107260798 + 0.900208484398036invoer[t] -867.895942836455crisis[t] -0.0883075849666572`y-1t`[t] -0.138612433670325`y-2t`[t] + 47.9932567530819M1[t] + 12.2726899811716M2[t] + 442.313077321896M3[t] + 699.792225468448M4[t] + 886.719663826503M5[t] -701.240818544068M6[t] + 326.178227477193M7[t] + 336.934312118696M8[t] + 477.992501240360M9[t] -333.713518950042M10[t] -664.563611004632M11[t] -16.2181101813024t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5955.77107260798846.1513167.038700
invoer0.9002084843980360.06033114.921100
crisis-867.895942836455195.974054-4.42868.5e-054.2e-05
`y-1t`-0.08830758496665720.059826-1.47610.1486150.074308
`y-2t`-0.1386124336703250.061502-2.25380.0303940.015197
M147.9932567530819278.2916260.17250.8640440.432022
M212.2726899811716275.3673360.04460.9646980.482349
M3442.313077321896290.4489531.52290.1365310.068265
M4699.792225468448264.8415372.64230.0121110.006055
M5886.719663826503288.6136523.07230.0040320.002016
M6-701.240818544068326.830462-2.14560.0387240.019362
M7326.178227477193314.4513231.03730.3065170.153258
M8336.934312118696342.1570350.98470.3313260.165663
M9477.992501240360316.0195541.51250.1391260.069563
M10-333.713518950042324.548101-1.02820.3106960.155348
M11-664.563611004632289.250609-2.29750.0275080.013754
t-16.21811018130244.361496-3.71850.000680.00034


Multiple Linear Regression - Regression Statistics
Multiple R0.98801967954049
R-squared0.976182887159291
Adjusted R-squared0.965597503674532
F-TEST (value)92.2198887328718
F-TEST (DF numerator)16
F-TEST (DF denominator)36
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation380.234952554574
Sum Squared Residuals5204830.28919044


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
119554.220006.8612357149-452.661235714887
215903.816255.1567172060-351.356717206033
318003.817938.325326047065.4746739530497
418329.618729.504385277-399.904385276993
516260.716321.1937791186-60.4937791186145
614851.915289.2654953303-437.365495330281
718174.118069.2538362125104.846163787522
818406.618401.48447574835.1155242517048
918466.518223.5360939552242.963906044835
1016016.515827.2003998483189.299600151695
1117428.516859.6241967510568.875803248966
1217167.217100.385683132566.8143168675023
131963019061.3216146861568.678385313898
1417183.616680.5810860151503.018913984892
1518344.718265.364554926979.3354450731468
1619301.419057.0057913796244.394208620444
1718147.518345.6609161178-198.160916117803
1816192.915456.9595534970735.940446503026
1918374.418203.0561591202171.343840879794
2020515.220363.3764542983151.823545701736
2118957.219322.2584139307-365.058413930744
2216471.516971.0000656789-499.50006567888
2318746.819015.0091105593-268.209110559266
2419009.518776.5086375919232.991362408146
2519211.219545.5396709669-334.339670966895
2620547.720545.37201173212.32798826786109
2719325.819193.1078643412132.692135658825
2820605.520598.94404785236.55595214767582
2920056.920021.500369742535.3996302575103
3016141.416527.6672123013-386.267212301292
3120359.820738.6326401936-378.832640193638
3219711.619263.8362266042447.763773395803
3315638.615933.8066215111-295.206621511076
3414384.514327.883574888556.6164251114918
3513855.613985.475036422-129.875036421998
3614308.314358.6154596421-50.3154596421506
3715290.615456.8951562114-166.295156211382
3814423.814065.4764942971358.323505702895
3913779.714000.2776596302-220.577659630219
4015686.315845.3072975004-159.007297500377
4114733.814831.7436964113-97.9436964112903
4212522.512434.807738871587.6922611285465
4316189.416086.7573644737102.642635526322
4416059.116663.8028433492-604.702843349243
4516007.115589.7988706030417.301129396984
4615806.815553.2159595843253.584040415694
471516015330.7916562677-170.791656267702
4815692.115941.5902196335-249.490219633498
4918908.918524.2823224207384.617677579268
5016969.917482.2136907496-512.313690749615
5116997.517054.4245950548-56.924595054803
5219858.919550.9384779908307.961522009251
5317681.217360.0012386098321.198761390197


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
200.7941768755299770.4116462489400460.205823124470023
210.7553995733856540.4892008532286920.244600426614346
220.8041047638250890.3917904723498220.195895236174911
230.750665267457610.4986694650847780.249334732542389
240.7196013588315050.560797282336990.280398641168495
250.7559406670166470.4881186659667070.244059332983353
260.6753242360719080.6493515278561840.324675763928092
270.6606834217278730.6786331565442530.339316578272127
280.5865012847793780.8269974304412440.413498715220622
290.4798442949733930.9596885899467860.520155705026607
300.3733345142819350.746669028563870.626665485718065
310.3229472538267370.6458945076534730.677052746173263
320.5056789352174070.9886421295651870.494321064782593
330.4320186983944260.8640373967888520.567981301605574


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 level00OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/10z40m1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/10z40m1291452723.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/1a33a1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/1a33a1291452723.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/2kc2d1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/2kc2d1291452723.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/3kc2d1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/3kc2d1291452723.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/4kc2d1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/4kc2d1291452723.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/5kc2d1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/5kc2d1291452723.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/6d32g1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/6d32g1291452723.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/7ocjj1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/7ocjj1291452723.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/8ocjj1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/8ocjj1291452723.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/9ocjj1291452723.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/04/t12914526486pe2pbmkivhxuxj/9ocjj1291452723.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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