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paper dummys

*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 13:36:43 +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/t129259303084xf4d8wt5lu1gk.htm/, Retrieved Fri, 17 Dec 2010 14:37:10 +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/t129259303084xf4d8wt5lu1gk.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 «
100.00 0 100.42 0 100.50 0 101.14 0 101.98 0 102.31 0 103.27 0 103.80 0 103.46 0 105.06 0 106.08 0 106.74 0 107.35 0 108.96 0 109.85 0 109.81 0 109.99 0 111.60 0 112.74 0 112.78 0 113.66 0 115.37 0 116.26 0 116.24 0 116.73 0 118.76 0 119.78 0 120.23 0 121.48 0 124.07 0 125.82 0 126.92 0 128.48 0 131.44 0 133.51 0 134.58 0 136.68 0 140.10 0 142.45 0 143.91 0 146.19 0 149.84 0 152.31 0 153.62 0 155.79 0 159.89 0 163.21 0 165.32 0 167.68 0 171.79 0 175.38 0 177.81 0 181.09 0 186.48 0 191.07 0 194.23 0 197.82 0 204.41 0 209.26 0 212.24 0 214.88 0 218.87 0 219.86 0 219.75 0 220.89 0 224.02 0 222.27 0 217.27 1 213.23 1 212.44 1 207.87 1 199.46 1 198.19 1 199.77 1 200.10 1 195,76 1 191,27 1 195,79 1 192,7 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 time5 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
woningprijs_us[t] = + 144.780298507463 + 57.2072014925373Dummy_[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)144.7802985074634.55401431.791800
Dummy_57.207201492537311.6846934.89595e-063e-06


Multiple Linear Regression - Regression Statistics
Multiple R0.487233748468161
R-squared0.237396725646336
Adjusted R-squared0.227492787018366
F-TEST (value)23.9699310106693
F-TEST (DF numerator)1
F-TEST (DF denominator)77
p-value5.27065705901997e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation37.2762134418027
Sum Squared Residuals106992.738819030


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1100144.780298507463-44.7802985074627
2100.42144.780298507463-44.3602985074627
3100.5144.780298507463-44.2802985074627
4101.14144.780298507463-43.6402985074627
5101.98144.780298507463-42.8002985074627
6102.31144.780298507463-42.4702985074627
7103.27144.780298507463-41.5102985074627
8103.8144.780298507463-40.9802985074627
9103.46144.780298507463-41.3202985074627
10105.06144.780298507463-39.7202985074627
11106.08144.780298507463-38.7002985074627
12106.74144.780298507463-38.0402985074627
13107.35144.780298507463-37.4302985074627
14108.96144.780298507463-35.8202985074627
15109.85144.780298507463-34.9302985074627
16109.81144.780298507463-34.9702985074627
17109.99144.780298507463-34.7902985074627
18111.6144.780298507463-33.1802985074627
19112.74144.780298507463-32.0402985074627
20112.78144.780298507463-32.0002985074627
21113.66144.780298507463-31.1202985074627
22115.37144.780298507463-29.4102985074627
23116.26144.780298507463-28.5202985074627
24116.24144.780298507463-28.5402985074627
25116.73144.780298507463-28.0502985074627
26118.76144.780298507463-26.0202985074627
27119.78144.780298507463-25.0002985074627
28120.23144.780298507463-24.5502985074627
29121.48144.780298507463-23.3002985074627
30124.07144.780298507463-20.7102985074627
31125.82144.780298507463-18.9602985074627
32126.92144.780298507463-17.8602985074627
33128.48144.780298507463-16.3002985074627
34131.44144.780298507463-13.3402985074627
35133.51144.780298507463-11.2702985074627
36134.58144.780298507463-10.2002985074627
37136.68144.780298507463-8.10029850746268
38140.1144.780298507463-4.68029850746269
39142.45144.780298507463-2.33029850746270
40143.91144.780298507463-0.870298507462688
41146.19144.7802985074631.40970149253731
42149.84144.7802985074635.05970149253732
43152.31144.7802985074637.52970149253732
44153.62144.7802985074638.83970149253732
45155.79144.78029850746311.0097014925373
46159.89144.78029850746315.1097014925373
47163.21144.78029850746318.4297014925373
48165.32144.78029850746320.5397014925373
49167.68144.78029850746322.8997014925373
50171.79144.78029850746327.0097014925373
51175.38144.78029850746330.5997014925373
52177.81144.78029850746333.0297014925373
53181.09144.78029850746336.3097014925373
54186.48144.78029850746341.6997014925373
55191.07144.78029850746346.2897014925373
56194.23144.78029850746349.4497014925373
57197.82144.78029850746353.0397014925373
58204.41144.78029850746359.6297014925373
59209.26144.78029850746364.4797014925373
60212.24144.78029850746367.4597014925373
61214.88144.78029850746370.0997014925373
62218.87144.78029850746374.0897014925373
63219.86144.78029850746375.0797014925373
64219.75144.78029850746374.9697014925373
65220.89144.78029850746376.1097014925373
66224.02144.78029850746379.2397014925373
67222.27144.78029850746377.4897014925373
68217.27201.987515.2825000000000
69213.23201.987511.2425
70212.44201.987510.4525
71207.87201.98755.8825
72199.46201.9875-2.52749999999999
73198.19201.9875-3.7975
74199.77201.9875-2.21749999999999
75200.1201.9875-1.88750000000000
76195.76201.9875-6.22750000000001
77191.27201.9875-10.7175000000000
78195.79201.9875-6.1975
79192.7201.9875-9.28750000000001


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
52.01100455164322e-054.02200910328643e-050.999979889954484
61.31943171220010e-062.63886342440020e-060.999998680568288
71.84339307568611e-073.68678615137223e-070.999999815660692
82.55325186662573e-085.10650373325145e-080.999999974467481
91.98650912723852e-093.97301825447704e-090.99999999801349
104.90049645145354e-109.80099290290709e-100.99999999950995
111.71653438414597e-103.43306876829194e-100.999999999828347
125.8341018843367e-111.16682037686734e-100.99999999994166
131.98497590680164e-113.96995181360329e-110.99999999998015
141.24968048981193e-112.49936097962386e-110.999999999987503
157.94440337992365e-121.58888067598473e-110.999999999992056
163.45662700929429e-126.91325401858859e-120.999999999996543
171.34140119951974e-122.68280239903949e-120.999999999998659
188.43163499198224e-131.68632699839645e-120.999999999999157
196.56866958949766e-131.31373391789953e-120.999999999999343
204.13972527080627e-138.27945054161253e-130.999999999999586
213.01253961452752e-136.02507922905505e-130.999999999999699
223.26761341194683e-136.53522682389365e-130.999999999999673
233.79475065404576e-137.58950130809152e-130.99999999999962
243.68838375782137e-137.37676751564274e-130.999999999999631
253.68917647828166e-137.37835295656332e-130.999999999999631
265.64697323118202e-131.12939464623640e-120.999999999999435
279.68865502612558e-131.93773100522512e-120.999999999999031
281.63744441669999e-123.27488883339999e-120.999999999998363
293.33469778404103e-126.66939556808206e-120.999999999996665
301.06335714649433e-112.12671429298865e-110.999999999989366
314.09173835125839e-118.18347670251679e-110.999999999959083
321.62611152327241e-103.25222304654483e-100.999999999837389
337.29854215110618e-101.45970843022124e-090.999999999270146
344.4701904880355e-098.940380976071e-090.99999999552981
352.96445645874561e-085.92891291749122e-080.999999970355435
361.82711825717291e-073.65423651434581e-070.999999817288174
371.19097808117311e-062.38195616234622e-060.999998809021919
388.74436103872632e-061.74887220774526e-050.999991255638961
395.99528176632496e-050.0001199056353264990.999940047182337
400.0003537604177077410.0007075208354154830.999646239582292
410.001863884861638130.003727769723276270.998136115138362
420.00869581187607190.01739162375214380.991304188123928
430.03271983503650110.06543967007300220.967280164963499
440.09747845359244160.1949569071848830.902521546407558
450.2330808078869620.4661616157739250.766919192113038
460.4410327998369170.8820655996738340.558967200163083
470.6671453991671960.6657092016656080.332854600832804
480.8454278406310140.3091443187379720.154572159368986
490.9465085069255760.1069829861488490.0534914930744244
500.985724428619890.02855114276021990.0142755713801099
510.997000058501120.00599988299776040.0029999414988802
520.9995388054545890.0009223890908222220.000461194545411111
530.9999471172016020.0001057655967954755.28827983977377e-05
540.9999937160132161.25679735673863e-056.28398678369316e-06
550.999999155156391.68968721823964e-068.44843609119822e-07
560.9999998873457532.25308493315858e-071.12654246657929e-07
570.9999999832281143.35437725972241e-081.67718862986120e-08
580.999999993474121.30517609016024e-086.5258804508012e-09
590.9999999947231271.05537469194489e-085.27687345972446e-09
600.9999999934729921.30540154689627e-086.52700773448134e-09
610.9999999887083262.25833482064704e-081.12916741032352e-08
620.9999999729547845.40904309465988e-082.70452154732994e-08
630.9999999262515931.47496815057970e-077.37484075289852e-08
640.9999997821623594.35675282900798e-072.17837641450399e-07
650.9999993039412021.39211759580781e-066.96058797903904e-07
660.9999976733969944.65320601276042e-062.32660300638021e-06
670.999991662623571.66747528597695e-058.33737642988475e-06
680.9999923714403531.52571192941276e-057.6285596470638e-06
690.9999907010265321.85979469360072e-059.29897346800361e-06
700.9999948393342371.03213315268349e-055.16066576341745e-06
710.9999971127142435.774571514733e-062.8872857573665e-06
720.9999759399743614.81200512777255e-052.40600256388628e-05
730.9997671148752140.0004657702495718140.000232885124785907
740.9985254087666160.002949182466767400.00147459123338370


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level610.871428571428571NOK
5% type I error level630.9NOK
10% type I error level640.914285714285714NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/10sd7l1292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/10sd7l1292592994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/14uar1292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/14uar1292592994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/2fmru1292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/2fmru1292592994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/3fmru1292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/3fmru1292592994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/4fmru1292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/4fmru1292592994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/5fmru1292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/5fmru1292592994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/6pv8x1292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/6pv8x1292592994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/704701292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/704701292592994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/804701292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/804701292592994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/9sd7l1292592994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t129259303084xf4d8wt5lu1gk/9sd7l1292592994.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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