Home » date » 2010 » Dec » 19 »

Paper: faillissementen (crisis dummy)

*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: Sun, 19 Dec 2010 15:04:29 +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/19/t12927709750evjv0ksfza70w4.htm/, Retrieved Sun, 19 Dec 2010 16:02:56 +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/19/t12927709750evjv0ksfza70w4.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 «
608 0 651 0 691 0 627 0 634 0 731 0 475 0 337 0 803 0 722 0 590 0 724 0 627 0 696 0 825 0 677 0 656 0 785 0 412 0 352 0 839 0 729 0 696 0 641 0 695 0 638 0 762 0 635 0 721 0 854 0 418 0 367 0 824 0 687 0 601 0 676 0 740 0 691 0 683 0 594 0 729 0 731 0 386 0 331 0 706 0 715 0 657 0 653 0 642 0 643 0 718 0 654 0 632 0 731 0 392 1 344 1 792 1 852 1 649 1 629 1 685 1 617 1 715 1 715 1 629 1 916 1 531 1 357 1 917 1 828 1 708 1 858 1 775 1 785 1 1.006 1 789 1 734 1 906 1 532 1 387 1 991 1 841 1 892 1 782 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 time6 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
faillissement[t] = + 648.925925925926 + 36.0409407407407crisis[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)648.92592592592622.50018828.840900
crisis36.040940740740737.6500160.95730.3412490.170624


Multiple Linear Regression - Regression Statistics
Multiple R0.105126175431771
R-squared0.0110515127609115
Adjusted R-squared-0.00100883464444324
F-TEST (value)0.916351112406987
F-TEST (DF numerator)1
F-TEST (DF denominator)82
p-value0.341248721960249
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation165.341939215305
Sum Squared Residuals2241712.46280517


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1608648.925925925926-40.9259259259258
2651648.9259259259262.07407407407411
3691648.92592592592642.0740740740741
4627648.925925925926-21.9259259259259
5634648.925925925926-14.9259259259259
6731648.92592592592682.074074074074
7475648.925925925926-173.925925925926
8337648.925925925926-311.925925925926
9803648.925925925926154.074074074074
10722648.92592592592673.0740740740741
11590648.925925925926-58.9259259259259
12724648.92592592592675.0740740740741
13627648.925925925926-21.9259259259259
14696648.92592592592647.0740740740741
15825648.925925925926176.074074074074
16677648.92592592592628.0740740740741
17656648.9259259259267.07407407407407
18785648.925925925926136.074074074074
19412648.925925925926-236.925925925926
20352648.925925925926-296.925925925926
21839648.925925925926190.074074074074
22729648.92592592592680.074074074074
23696648.92592592592647.0740740740741
24641648.925925925926-7.92592592592593
25695648.92592592592646.0740740740741
26638648.925925925926-10.9259259259259
27762648.925925925926113.074074074074
28635648.925925925926-13.9259259259259
29721648.92592592592672.0740740740741
30854648.925925925926205.074074074074
31418648.925925925926-230.925925925926
32367648.925925925926-281.925925925926
33824648.925925925926175.074074074074
34687648.92592592592638.0740740740741
35601648.925925925926-47.9259259259259
36676648.92592592592627.0740740740741
37740648.92592592592691.074074074074
38691648.92592592592642.0740740740741
39683648.92592592592634.0740740740741
40594648.925925925926-54.9259259259259
41729648.92592592592680.074074074074
42731648.92592592592682.074074074074
43386648.925925925926-262.925925925926
44331648.925925925926-317.925925925926
45706648.92592592592657.0740740740741
46715648.92592592592666.0740740740741
47657648.9259259259268.07407407407407
48653648.9259259259264.07407407407407
49642648.925925925926-6.92592592592593
50643648.925925925926-5.92592592592593
51718648.92592592592669.0740740740741
52654648.9259259259265.07407407407407
53632648.925925925926-16.9259259259259
54731648.92592592592682.074074074074
55392684.966866666667-292.966866666667
56344684.966866666667-340.966866666667
57792684.966866666667107.033133333333
58852684.966866666667167.033133333333
59649684.966866666667-35.9668666666667
60629684.966866666667-55.9668666666667
61685684.9668666666670.0331333333333354
62617684.966866666667-67.9668666666667
63715684.96686666666730.0331333333333
64715684.96686666666730.0331333333333
65629684.966866666667-55.9668666666667
66916684.966866666667231.033133333333
67531684.966866666667-153.966866666667
68357684.966866666667-327.966866666667
69917684.966866666667232.033133333333
70828684.966866666667143.033133333333
71708684.96686666666723.0331333333333
72858684.966866666667173.033133333333
73775684.96686666666790.0331333333333
74785684.966866666667100.033133333333
751.006684.966866666667-683.960866666667
76789684.966866666667104.033133333333
77734684.96686666666749.0331333333333
78906684.966866666667221.033133333333
79532684.966866666667-152.966866666667
80387684.966866666667-297.966866666667
81991684.966866666667306.033133333333
82841684.966866666667156.033133333333
83892684.966866666667207.033133333333
84782684.96686666666797.0331333333333


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.01279217781011350.02558435562022700.987207822189886
60.01449251020497680.02898502040995360.985507489795023
70.06924977212251580.1384995442450320.930750227877484
80.3281653763219320.6563307526438630.671834623678068
90.3851279529719410.7702559059438820.614872047028059
100.3164826944445830.6329653888891660.683517305555417
110.2296147212152780.4592294424305560.770385278784722
120.1818212937063040.3636425874126080.818178706293696
130.1217818462400460.2435636924800930.878218153759953
140.08454516251261340.1690903250252270.915454837487387
150.1046071000229290.2092142000458570.895392899977071
160.06933612433506280.1386722486701260.930663875664937
170.04382173799090780.08764347598181560.956178262009092
180.04008652422552130.08017304845104250.959913475774479
190.07953973700279720.1590794740055940.920460262997203
200.1821499942197410.3642999884394820.817850005780259
210.2125574176567810.4251148353135630.787442582343219
220.1742780380955410.3485560761910830.825721961904459
230.1335515089576880.2671030179153750.866448491042312
240.097231597181110.194463194362220.90276840281889
250.07120101722062040.1424020344412410.92879898277938
260.04947131933122920.09894263866245840.95052868066877
270.04123056854089780.08246113708179570.958769431459102
280.02777175579972300.05554351159944610.972228244200277
290.01988213650443720.03976427300887430.980117863495563
300.02658700495286800.05317400990573610.973412995047132
310.04319484821439880.08638969642879760.956805151785601
320.0879588441464070.1759176882928140.912041155853593
330.09289941370881110.1857988274176220.907100586291189
340.06929341037050280.1385868207410060.930706589629497
350.05128897634889790.1025779526977960.948711023651102
360.03645879718618930.07291759437237870.96354120281381
370.02837556896950840.05675113793901690.971624431030492
380.01980157675542920.03960315351085840.98019842324457
390.01343012595685290.02686025191370580.986569874043147
400.009206474882245090.01841294976449020.990793525117755
410.006620074496998960.01324014899399790.993379925503001
420.004757190346935660.009514380693871330.995242809653064
430.00997248047443020.01994496094886040.99002751952557
440.03061170117896270.06122340235792530.969388298821037
450.02192086765786420.04384173531572830.978079132342136
460.01564494402526960.03128988805053910.98435505597473
470.01036004093279990.02072008186559980.9896399590672
480.006703692694517560.01340738538903510.993296307305482
490.004254531538476110.008509063076952220.995745468461524
500.002643951602288470.005287903204576950.997356048397712
510.001705185987269000.003410371974538010.998294814012731
520.001006795432263560.002013590864527110.998993204567736
530.0006017085944986810.001203417188997360.999398291405501
540.000368319057170730.000736638114341460.99963168094283
550.0004334721897194030.0008669443794388050.99956652781028
560.0007778103209362110.001555620641872420.999222189679064
570.001832874553009330.003665749106018670.99816712544699
580.00302923473666710.00605846947333420.996970765263333
590.001876076839705060.003752153679410110.998123923160295
600.001140972034396850.002281944068793710.998859027965603
610.0006733220441233710.001346644088246740.999326677955877
620.0003968222492738430.0007936444985476860.999603177750726
630.0002282350278560200.0004564700557120410.999771764972144
640.0001253516640306860.0002507033280613710.99987464833597
656.68244166872383e-050.0001336488333744770.999933175583313
660.0001136686496195850.000227337299239170.99988633135038
679.16726190202616e-050.0001833452380405230.99990832738098
680.0004437049522978130.0008874099045956260.999556295047702
690.0006293466937269530.001258693387453910.999370653306273
700.0004553313605465790.0009106627210931580.999544668639453
710.0002219366478627190.0004438732957254390.999778063352137
720.0001786994019592090.0003573988039184190.99982130059804
739.12707225423477e-050.0001825414450846950.999908729277458
744.63226524423919e-059.26453048847837e-050.999953677347558
750.1424380144815620.2848760289631250.857561985518438
760.09274964534201380.1854992906840280.907250354657986
770.05376639599919380.1075327919983880.946233604000806
780.04363093555835450.08726187111670910.956369064441645
790.04559965742486660.09119931484973320.954400342575133


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level270.36NOK
5% type I error level390.52NOK
10% type I error level510.68NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/10zbjd1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/10zbjd1292771059.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/1as4k1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/1as4k1292771059.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/2as4k1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/2as4k1292771059.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/33kln1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/33kln1292771059.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/43kln1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/43kln1292771059.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/53kln1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/53kln1292771059.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/6wblp1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/6wblp1292771059.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/76k2a1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/76k2a1292771059.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/86k2a1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/86k2a1292771059.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/96k2a1292771059.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t12927709750evjv0ksfza70w4/96k2a1292771059.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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