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Paper multiple regression

*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, 17 Dec 2010 10:27:45 +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/17/t1292581748ga435l9mcns3h1s.htm/, Retrieved Fri, 17 Dec 2010 11:29:11 +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/17/t1292581748ga435l9mcns3h1s.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 «
5140 3111 17153 2,5 766 332 2,4 4749 3995 15579 1,8 294 369 2,4 3635 5245 16755 7,3 235 384 2,4 4305 5588 16585 9,9 462 373 2,1 5805 10681 16572 13,2 919 378 2 4260 10516 16325 17,8 346 426 2 3869 7496 17913 18,8 298 423 2,1 7325 9935 17572 19,3 92 397 2,1 9280 10249 17338 13,9 516 422 2 6222 6271 17087 7,5 843 409 2 3272 3616 15864 8 395 430 2 7598 3724 15554 4 961 412 1,7 1345 2886 16229 3,6 1231 470 1,3 1900 3318 15180 4,8 794 491 1,2 1480 4166 16215 5,9 420 504 1,1 1472 6401 15801 10,4 331 484 1,4 3823 9209 15751 12,3 312 474 1,5 4454 9820 16477 15,5 692 508 1,4 3357 7470 17324 16,7 1221 492 1,1 5393 8207 16919 18,8 1272 452 1,1 8329 9564 16438 15,2 622 457 1 4152 5309 16239 11,3 479 457 1,4 4042 3385 15613 6,3 757 471 1,3 7747 3706 15821 3,2 463 451 1,2 1451 2733 15678 5,3 534 493 1,5 911 3045 14671 2,4 731 514 1,6 406 3449 15876 6,5 498 522 1,8 1387 5542 15563 10,4 629 490 1,5 2150 10072 15711 12,6 542 484 1,3 1577 9418 15583 16,8 519 506 1,6 2642 7516 16405 17,7 1585 501 1 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'RServer@AstonUniversity' @ vre.aston.ac.uk


Multiple Linear Regression - Estimated Regression Equation
Huwelijken[t] = -1673.55606693331 + 0.263089189753331Bevolkingsgroei[t] -0.0106172913357292Geborenen[t] + 392.801077158716Temperatuur[t] -0.645368338285581Neerslag[t] + 5.72015160621913Werkloosheid[t] + 482.845499276914Inflatie[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-1673.556066933311991.140262-0.84050.403230.201615
Bevolkingsgroei0.2630891897533310.0621454.23356.3e-053.2e-05
Geborenen-0.01061729133572920.099615-0.10660.9153960.457698
Temperatuur392.80107715871630.04157413.075200
Neerslag-0.6453683382855810.452723-1.42550.1580470.079023
Werkloosheid5.720151606219133.0932411.84920.0682610.03413
Inflatie482.845499276914320.384521.50710.1358820.067941


Multiple Linear Regression - Regression Statistics
Multiple R0.871745448513117
R-squared0.759940127003336
Adjusted R-squared0.741234162873725
F-TEST (value)40.6255524568447
F-TEST (DF numerator)6
F-TEST (DF denominator)77
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1443.89767217794
Sum Squared Residuals160532717.554508


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
131113042.1740474164368.8259525835727
239953197.31650187511797.683498124887
352455176.0341403041668.9658596958441
455886021.11770733631-433.117707336312
5106817397.515948884333283.48405111567
6105169444.91391154161071.08608845839
774969780.08863221237-2284.08863221237
8993510873.5678428499-938.567842849858
9102499090.348903127821158.65109687218
1062715489.16278967138781.837210328616
1136165331.68336506455-1715.68336506455
1237244288.79939345202-564.799393452021
1328862443.79672952217442.203270477826
1433183426.17465867062-108.174658670621
1541664004.21466678829161.785333211705
1664015861.99875886359539.001241136412
1792097230.719387434941978.28061256506
1898208546.944595702681273.05540429732
1974708142.92827493672-672.928274936722
2082079246.04028079745-1039.04028079745
2195649009.29880926337554.70119073663
2253096665.98977580613-1356.98977580613
2333854532.07617803183-1147.07617803183
2437064313.98059968196-607.980599681963
2527333823.2504609153-1090.2504609153
2630452594.02095807934450.979041920658
2734494351.55263307077-902.552633070767
2855425732.44878782836-190.448787828362
29100726721.033886179793350.96611382021
3094188506.94777470917911.052225290828
3175168415.36791111782-899.367911117818
3278408531.54191762652-691.541917626521
33100819563.50989219416517.490107805844
3449567241.21501557227-2285.21501557227
3536414066.3478234923-425.347823492304
3639703384.17312084045585.826879159546
3729312046.52818919096884.471810809035
3831702366.91196601555803.088033984453
3938892522.015913856121366.98408614388
4048504583.40869767775266.591302322254
4180376500.685865876041536.31413412396
42123708145.275614227894224.72438577211
43671210001.2019450426-3289.20194504257
4472977675.1198481444-378.119848144401
45106139544.98522738811068.01477261189
4651846389.44243972984-1205.44243972984
4735063940.66761137263-434.667611372631
4838104069.43530288549-259.435302885494
4926923487.28558649729-795.28558649729
5030734150.7937087924-1077.7937087924
5137134436.81276751036-723.812767510362
5245556639.97090021167-2084.97090021167
5378076642.616976854951164.38302314505
54108698161.857928789682707.14207121032
5596827340.367808820192341.63219117981
5677048435.8122414998-731.812241499797
5798268116.394871389271709.60512861073
5854565872.1347444735-416.134744473498
5936773700.31229844708-23.3122984470848
6034312329.373205294221101.62679470578
6127653892.43977249297-1127.43977249297
6234834278.15519251866-795.155192518663
6334453812.85673193696-367.856731936956
6460815529.22915607541551.770843924589
6587678344.92155946276422.07844053724
6694079066.16287249454340.83712750546
6765519236.76871475977-2685.76871475977
68124809582.122382855222897.87761714478
69953010084.2714364012-554.271436401155
7059606807.19944205875-847.199442058754
7132524518.95974315539-1266.95974315539
7237173177.03135910754539.968640892457
7326421757.80214787432884.197852125678
7429893740.47383536903-751.473835369028
7536075014.49745736459-1407.49745736459
7653667099.75716598692-1733.75716598692
7788987851.589589137111046.41041086289
7894358677.32631470726757.673685292735
7973289057.293111179-1729.29311117901
80859410047.7428396999-1453.74283969986
811134910471.6842089115877.315791088515
8257976608.48745884375-811.487458843747
8336215619.42851020535-1998.42851020535
8438513036.09125655246814.908743447538


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1019136149512680.2038272299025360.898086385048732
110.08859075770512570.1771815154102510.911409242294874
120.07227961727345510.144559234546910.927720382726545
130.4760975650215490.9521951300430990.523902434978451
140.4386945845867280.8773891691734550.561305415413272
150.5645241430238770.8709517139522470.435475856976123
160.4983999928007260.9967999856014530.501600007199274
170.5358141675066130.9283716649867730.464185832493387
180.4685141468295190.9370282936590380.531485853170481
190.4359315744638680.8718631489277360.564068425536132
200.4359553436641940.8719106873283880.564044656335806
210.3577082015082790.7154164030165570.642291798491721
220.343687722580650.68737544516130.65631227741935
230.3435040485413650.687008097082730.656495951458635
240.276208841561940.5524176831238790.72379115843806
250.2468265778246410.4936531556492830.753173422175359
260.1916777184975540.3833554369951070.808322281502446
270.1570406937585960.3140813875171920.842959306241404
280.1166418164127970.2332836328255930.883358183587203
290.3278490129512220.6556980259024450.672150987048778
300.2756936938475090.5513873876950180.724306306152491
310.2612033164153610.5224066328307210.738796683584639
320.2164147449657060.4328294899314120.783585255034294
330.172144593457340.3442891869146790.82785540654266
340.2719669787306230.5439339574612450.728033021269377
350.2344607456927970.4689214913855940.765539254307203
360.1864484584991770.3728969169983540.813551541500823
370.1589039168138580.3178078336277150.841096083186142
380.1279052044303510.2558104088607020.872094795569649
390.128993636749650.25798727349930.87100636325035
400.1067259536898890.2134519073797780.89327404631011
410.1018041453912680.2036082907825370.898195854608732
420.4653694808293180.9307389616586350.534630519170682
430.7460041849912240.5079916300175530.253995815008776
440.7930052530549670.4139894938900670.206994746945033
450.8005172024893430.3989655950213150.199482797510657
460.7885859688489490.4228280623021030.211414031151051
470.7391816338194020.5216367323611960.260818366180598
480.689469467102370.6210610657952610.31053053289763
490.6317044562051180.7365910875897650.368295543794882
500.5881214694241690.8237570611516630.411878530575831
510.5253157413440990.9493685173118020.474684258655901
520.592072960815030.815854078369940.40792703918497
530.5573968057298080.8852063885403830.442603194270192
540.6768088996717850.646382200656430.323191100328215
550.8352340571020720.3295318857958570.164765942897928
560.8123054596575250.375389080684950.187694540342475
570.803575661591130.3928486768177390.19642433840887
580.7574897103683070.4850205792633860.242510289631693
590.6915192383358760.6169615233282490.308480761664124
600.6487749513378260.7024500973243480.351225048662174
610.5922348823605420.8155302352789160.407765117639458
620.5286236796986410.9427526406027170.471376320301359
630.4462644502491710.8925289004983410.553735549750829
640.3674032533896590.7348065067793190.63259674661034
650.2925444827258710.5850889654517420.707455517274129
660.2289019132789580.4578038265579160.771098086721042
670.3308495708702950.661699141740590.669150429129705
680.7188222025849170.5623555948301670.281177797415083
690.62963858918610.74072282162780.3703614108139
700.535673171988010.928653656023980.46432682801199
710.4534071571906840.9068143143813690.546592842809316
720.3288585203918830.6577170407837670.671141479608117
730.3212450900850250.642490180170050.678754909914975
740.2061077867123490.4122155734246970.793892213287651


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/17/t1292581748ga435l9mcns3h1s/10oouc1292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/10oouc1292581655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/1see31292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/1see31292581655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/2see31292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/2see31292581655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/3see31292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/3see31292581655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/435d61292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/435d61292581655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/535d61292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/535d61292581655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/635d61292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/635d61292581655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/7vxvr1292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/7vxvr1292581655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/8oouc1292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/8oouc1292581655.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/9oouc1292581655.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292581748ga435l9mcns3h1s/9oouc1292581655.ps (open in new window)


 
Parameters (Session):
par1 = 2 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 2 ; 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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