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Meervoudige Regressie Model (ASO)

*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: Tue, 21 Dec 2010 14:26:27 +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/21/t1292941510s284bnw1mkbbiw8.htm/, Retrieved Tue, 21 Dec 2010 15:25:21 +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/21/t1292941510s284bnw1mkbbiw8.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 «
4940 1 3924 1 3927 1 4535 1 3446 1 3016 1 4934 1 2743 1 3242 1 6662 1 3262 1 3381 1 7144 1 3803 1 3684 1 6759 1 3386 1 3066 1 5538 1 2940 1 3215 1 7023 1 3443 1 3712 1 7475 1 4137 1 3491 1 7019 1 3908 1 3402 1 5604 1 3222 1 3636 1 7123 1 4368 1 4092 1 8377 1 4595 1 4188 1 6988 1 4218 1 3655 1 6211 1 3622 1 3841 1 8510 1 4627 1 4582 1 8967 1 4928 1 4809 1 7917 1 4790 1 4065 1 7290 1 4670 1 3561 1 5149 1 6880 1 6981 1 8454 1 4960 1 4670 1 7638 1 4560 1 3980 0 6825 0 3939 0 4079 0 8117 0 5121 0 5167 0 7960 0 4670 0 4397 0 7191 0 4293 0 3747 0 6425 0 3709 0 3840 0 7642 0 4821 0 4865 0
 
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 time9 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
ASO[t] = + 5027.7 -482.780000000001Dummy[t] + 3002.82571428572M1[t] -182.888571428571M2[t] -447.317142857144M3[t] + 2249.96857142857M4[t] -528.031428571429M5[t] -1121.28571428572M6[t] + 1435.28571428571M7[t] -1133.57142857143M8[t] -1052.28571428571M9[t] + 2492.28571428571M10[t] -36.8571428571435M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5027.7361.06293413.924700
Dummy-482.780000000001226.061154-2.13560.0361610.01808
M13002.82571428572457.8528586.558500
M2-182.888571428571457.852858-0.39940.6907620.345381
M3-447.317142857144457.852858-0.9770.3318920.165946
M42249.96857142857457.8528584.91426e-063e-06
M5-528.031428571429457.852858-1.15330.2526640.126332
M6-1121.28571428572456.712501-2.45510.0165350.008268
M71435.28571428571456.7125013.14260.0024430.001221
M8-1133.57142857143456.712501-2.4820.0154310.007716
M9-1052.28571428571456.712501-2.3040.024150.012075
M102492.28571428571456.7125015.4571e-060
M11-36.8571428571435456.712501-0.08070.9359070.467953


Multiple Linear Regression - Regression Statistics
Multiple R0.877877844813673
R-squared0.7706695104147
Adjusted R-squared0.731909427667889
F-TEST (value)19.8830718563959
F-TEST (DF numerator)12
F-TEST (DF denominator)71
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation854.430850796457
Sum Squared Residuals51833697.5942857


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
149407547.74571428572-2607.74571428572
239244362.03142857143-438.031428571428
339274097.60285714286-170.602857142862
445356794.88857142857-2259.88857142857
534464016.88857142857-570.888571428572
630163423.63428571428-407.634285714284
749345980.20571428571-1046.20571428571
827433411.34857142857-668.34857142857
932423492.63428571429-250.634285714287
1066627037.20571428572-375.205714285716
1132624508.06285714286-1246.06285714286
1233814544.91999999999-1163.92000000000
1371447547.74571428571-403.745714285713
1438034362.03142857143-559.031428571429
1536844097.60285714286-413.602857142856
1667596794.88857142857-35.8885714285707
1733864016.88857142857-630.888571428571
1830663423.63428571429-357.634285714286
1955385980.20571428571-442.205714285714
2029403411.34857142857-471.348571428572
2132153492.63428571429-277.634285714285
2270237037.20571428571-14.2057142857137
2334434508.06285714286-1065.06285714286
2437124544.92-832.92
2574757547.74571428571-72.7457142857131
2641374362.03142857143-225.031428571430
2734914097.60285714286-606.602857142856
2870196794.88857142857224.111428571429
2939084016.88857142857-108.888571428571
3034023423.63428571429-21.6342857142857
3156045980.20571428571-376.205714285714
3232223411.34857142857-189.348571428571
3336363492.63428571429143.365714285715
3471237037.2057142857185.7942857142863
3543684508.06285714286-140.062857142857
3640924544.92-452.92
3783777547.74571428571829.254285714287
3845954362.03142857143232.968571428570
3941884097.6028571428690.3971428571438
4069886794.88857142857193.111428571429
4142184016.88857142857201.111428571429
4236553423.63428571429231.365714285714
4362115980.20571428571230.794285714286
4436223411.34857142857210.651428571429
4538413492.63428571429348.365714285715
4685107037.205714285711472.79428571429
4746274508.06285714286118.937142857143
4845824544.9237.0799999999996
4989677547.745714285711419.25428571429
5049284362.03142857143565.96857142857
5148094097.60285714286711.397142857144
5279176794.888571428571122.11142857143
5347904016.88857142857773.111428571429
5440653423.63428571429641.365714285714
5572905980.205714285711309.79428571429
5646703411.348571428571258.65142857143
5735613492.6342857142968.3657142857147
5851497037.20571428571-1888.20571428571
5968804508.062857142862371.93714285714
6069814544.922436.08
6184547547.74571428571906.254285714287
6249604362.03142857143597.96857142857
6346704097.60285714286572.397142857144
6476386794.88857142857843.11142857143
6545604016.88857142857543.111428571429
6639803906.4142857142973.5857142857133
6768256462.98571428571362.014285714285
6839393894.1285714285744.8714285714276
6940793975.41428571429103.585714285714
7081177519.98571428571597.014285714285
7151214990.84285714286130.157142857142
7251675027.7139.299999999999
7379608030.52571428571-70.525714285714
7446704844.81142857143-174.811428571430
7543974580.38285714286-183.382857142857
7671917277.66857142857-86.668571428572
7742934499.66857142857-206.668571428572
7837473906.41428571429-159.414285714287
7964256462.98571428572-37.9857142857151
8037093894.12857142857-185.128571428573
8138403975.41428571429-135.414285714287
8276427519.98571428572122.014285714285
8348214990.84285714286-169.842857142858
8448655027.7-162.700000000001


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.9661761978891690.06764760422166230.0338238021108312
170.9337687884958040.1324624230083920.0662312115041959
180.8832025004399470.2335949991201070.116797499560053
190.837719491738920.3245610165221600.162280508261080
200.7697582729413430.4604834541173130.230241727058657
210.6825366162779560.6349267674440880.317463383722044
220.5926323212745310.8147353574509390.407367678725469
230.5648759252330010.8702481495339980.435124074766999
240.5306073295234750.938785340953050.469392670476525
250.6570151050202680.6859697899594650.342984894979732
260.5890798923665390.8218402152669230.410920107633461
270.5442373258983490.9115253482033020.455762674101651
280.6196497342003690.7607005315992620.380350265799631
290.5664649010089680.8670701979820640.433535098991032
300.5011215298629770.9977569402740460.498878470137023
310.4759697839829950.951939567965990.524030216017005
320.4318380123054140.8636760246108290.568161987694586
330.3687678935993760.7375357871987530.631232106400624
340.3045138684687930.6090277369375860.695486131531207
350.3466435781638270.6932871563276540.653356421836173
360.3791348244404440.7582696488808890.620865175559556
370.552200662724590.8955986745508210.447799337275410
380.5075393311166860.9849213377666280.492460668883314
390.4590429894695630.9180859789391270.540957010530437
400.4534401766223270.9068803532446530.546559823377673
410.4112030724213980.8224061448427960.588796927578602
420.3617621544182370.7235243088364750.638237845581763
430.362182315537370.724364631074740.63781768446263
440.3375359968735000.6750719937470010.662464003126499
450.2838522125197960.5677044250395930.716147787480204
460.42658767856970.85317535713940.5734123214303
470.475380934015680.950761868031360.52461906598432
480.5496806568713470.9006386862573070.450319343128653
490.6559632501922810.6880734996154370.344036749807719
500.6061770315969350.787645936806130.393822968403065
510.5644525673986180.8710948652027650.435547432601382
520.5773553862694560.8452892274610880.422644613730544
530.5338297023539560.9323405952920880.466170297646044
540.4718103569751160.9436207139502320.528189643024884
550.4787976120824180.9575952241648350.521202387917582
560.4727545184783750.945509036956750.527245481521625
570.4170258789955540.8340517579911080.582974121004446
580.993979093845640.01204181230871840.00602090615435922
590.9991400125974340.001719974805132490.000859987402566247
600.9999994932777541.01344449304722e-065.0672224652361e-07
610.999997808338724.3833225589528e-062.1916612794764e-06
620.999988669743632.26605127410684e-051.13302563705342e-05
630.9999451416018740.0001097167962517475.48583981258735e-05
640.9997678911840060.0004642176319869890.000232108815993495
650.9989589317630260.002082136473948070.00104106823697404
660.996330156526380.007339686947238550.00366984347361927
670.9911700187337820.01765996253243570.00882998126621787
680.9687768025079030.06244639498419410.0312231974920970


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level80.150943396226415NOK
5% type I error level100.188679245283019NOK
10% type I error level120.226415094339623NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/10r6z51292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/10r6z51292941575.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/1kn2b1292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/1kn2b1292941575.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/2kn2b1292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/2kn2b1292941575.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/3de1w1292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/3de1w1292941575.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/4de1w1292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/4de1w1292941575.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/5de1w1292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/5de1w1292941575.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/6o5iz1292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/6o5iz1292941575.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/7yfik1292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/7yfik1292941575.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/8yfik1292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/8yfik1292941575.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/9yfik1292941575.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292941510s284bnw1mkbbiw8/9yfik1292941575.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly 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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