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Paper Multiple Lineair 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: Wed, 22 Dec 2010 08:59:09 +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/22/t1293008258wo6e8ki5h0un9ii.htm/, Retrieved Wed, 22 Dec 2010 09:57:52 +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/22/t1293008258wo6e8ki5h0un9ii.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 «
97.06 21.454 631.923 130.678 97.73 23.899 654.294 120.877 98 24.939 671.833 137.114 97.76 23.580 586.840 134.406 97.48 24.562 600.969 120.262 97.77 24.696 625.568 130.846 97.96 23.785 558.110 120.343 98.22 23.812 630.577 98.881 98.51 21.917 628.654 115.678 98.19 19.713 603.184 120.796 98.37 19.282 656.255 94.261 98.31 18.788 600.730 89.151 98.6 21.453 670.326 119.880 98.96 24.482 678.423 131.468 99.11 27.474 641.502 155.089 99.64 27.264 625.311 149.581 100.02 27.349 628.177 122.788 99.98 30.632 589.767 143.900 100.32 29.429 582.471 112.115 100.44 30.084 636.248 109.600 100.51 26.290 599.885 117.446 101 24.379 621.694 118.456 100.88 23.335 637.406 101.901 100.55 21.346 595.994 89.940 100.82 21.106 696.308 129.143 101.5 24.514 674.201 126.102 102.15 28.353 648.861 143.048 102.39 30.805 649.605 142.258 102.54 31.348 672.392 131.011 102.85 34.556 598.396 146.471 103.47 33.855 613.177 114.073 103.56 34.787 638.104 114.642 103.69 32.529 615.632 118.226 103.49 29.998 634.465 111.338 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'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
vacatures[t] = -93.4251087813653 + 1.51550935451971CPI[t] -0.070592650360014werklozen[t] + 0.110563161993499inschrijvingen[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-93.425108781365310.189264-9.16900
CPI1.515509354519710.08878117.070200
werklozen-0.0705926503600140.010499-6.723800
inschrijvingen0.1105631619934990.0215695.12612e-061e-06


Multiple Linear Regression - Regression Statistics
Multiple R0.894854068958925
R-squared0.800763804732344
Adjusted R-squared0.793292447409807
F-TEST (value)107.177821935630
F-TEST (DF numerator)3
F-TEST (DF denominator)80
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.82827247699823
Sum Squared Residuals1172.45361265137


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
121.45423.5092826578525-2.05528265785246
223.89921.86181619347892.03718380652106
324.93922.82809328582342.11090671417659
423.5828.1648471301090-4.58484713010895
524.56225.1792955906708-0.617295590670753
624.69625.0524852038147-0.356485203814674
723.78528.9412260987415-5.15622609874151
823.81221.84671435457301.96528564542697
921.91724.2790911660309-2.36209116603087
1019.71326.1579852403368-6.44498524033684
1119.28219.7505608733966-0.468560873396586
1218.78823.0143094655784-4.22630946557839
1321.45321.9383364888318-0.485336488831806
1424.48223.19353708767451.28846291232546
1527.47428.6388271842430-1.16482718424303
1627.26429.9760308478573-2.71203084785726
1727.34927.3872870673511-0.0382870673511174
1830.63232.3723398695052-1.74033986950523
1929.42929.8884069231052-0.459406923105207
2030.08425.99594073482354.08805926517655
2126.2929.5364655036820-3.24646550368203
2224.37928.8511787693086-4.47217876930857
2323.33525.7297927775073-2.39479277750728
2421.34626.8306115466204-5.48461154662042
2521.10624.4927755837575-3.38677558375746
2624.51426.7476910907175-2.23369109071747
2728.35331.3951932744199-3.04219327441988
2830.80531.6190496896619-0.814049689661886
2931.34828.99427748614532.35372251385468
3034.55636.3969656265055-1.84096562650552
3133.85532.7111261390711.14387386092902
3234.78731.1507694246283.63623057537202
3332.52933.3304020521905-0.801402052190478
3429.99830.9362697372452-0.938269737245161
3529.25730.3164329148083-1.05943291480830
3628.15529.6008804106331-1.44588041063312
3730.46629.75202037324860.713979626751412
3835.70431.44443849892814.25956150107192
3939.32736.94908358426942.37791641573058
4039.35133.01720166934486.33379833065518
4142.23436.67812626489575.55587373510431
4243.6338.46469900678925.16530099321079
4343.72236.20154187057457.52045812942546
4443.12135.82799703714837.29300296285173
4537.98533.76285790418284.22214209581721
4637.13534.06081337134133.07418662865868
4734.64634.53932178088780.106678219112237
4833.02630.23568597973472.79031402026535
4935.08734.08881518700830.998184812991698
5038.84635.02182536442323.82417463557685
5142.01340.45780804060461.55519195939537
5243.90836.86698352885797.0410164711421
5342.86842.34481530709520.523184692904821
5444.42341.74244428335592.68055571664408
5544.16740.59515208392723.57184791607277
5643.63638.90946216150884.7265378384912
5744.38232.820606123770411.5613938762296
5842.14241.07086348173001.07113651827005
5943.45239.44032570103294.0116742989671
6036.91236.43230959420940.479690405790627
6142.41342.07787863531130.335121364688697
6245.34443.49459995600391.84940004399612
6344.87343.25064482420321.62235517579680
6447.5150.0999504664975-2.58995046649748
6549.55448.09266826247581.46133173752415
6647.36950.8031221702656-3.43412217026561
6745.99851.3172157137271-5.31921571372708
6848.1443.79281084958214.34718915041791
6948.44147.0867918847371.35420811526296
7044.92848.0613777457123-3.13337774571233
7140.45439.51048105186950.943518948130518
7238.66141.3891412022154-2.72814120221541
7337.24638.8402834128577-1.59428341285767
7436.84337.5241584590142-0.681158459014184
7536.42436.08906077075630.334939229243744
7637.59442.6517009637095-5.05770096370947
7738.14437.35953550665620.784464493343774
7838.73740.4091208532928-1.67212085329285
7934.5644.0552287584902-9.4952287584902
8036.0836.5562952989398-0.476295298939846
8133.50840.5617369552775-7.05373695527747
8235.46240.5047318954123-5.04273189541225
8333.37436.2412539816967-2.86725398169669
8432.1140.0457166917273-7.93571669172734


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.02178615433595730.04357230867191460.978213845664043
80.008598579249076210.01719715849815240.991401420750924
90.01826071957586420.03652143915172830.981739280424136
100.05062877166787220.1012575433357440.949371228332128
110.04500479958396290.09000959916792580.954995200416037
120.02947785659480740.05895571318961480.970522143405193
130.01527224888252670.03054449776505340.984727751117473
140.007988277472756920.01597655494551380.992011722527243
150.004170422093506760.008340844187013520.995829577906493
160.002030184242707770.004060368485415540.997969815757292
170.001917959551172570.003835919102345140.998082040448827
180.001653014826244550.00330602965248910.998346985173755
190.001673620445543910.003347240891087820.998326379554456
200.002156300161128100.004312600322256190.997843699838872
210.001909912077177930.003819824154355860.998090087922822
220.004855642583548740.009711285167097490.995144357416451
230.00442501326091750.0088500265218350.995574986739083
240.00705935634245880.01411871268491760.992940643657541
250.02053423578270680.04106847156541360.979465764217293
260.01844359179315240.03688718358630490.981556408206848
270.01687651280022580.03375302560045150.983123487199774
280.01397706452051850.02795412904103700.986022935479481
290.01444970640117470.02889941280234940.985550293598825
300.01454337970788650.02908675941577300.985456620292114
310.01713842862811420.03427685725622840.982861571371886
320.02269003483594980.04538006967189950.97730996516405
330.01908936153893930.03817872307787860.98091063846106
340.01765109325822520.03530218651645030.982348906741775
350.01846096909126150.03692193818252290.981539030908739
360.02684929414274180.05369858828548350.973150705857258
370.02512101870552610.05024203741105230.974878981294474
380.02601981922625690.05203963845251390.973980180773743
390.02373411642559070.04746823285118130.97626588357441
400.0369206940675680.0738413881351360.963079305932432
410.06155084231045740.1231016846209150.938449157689543
420.07207580507595740.1441516101519150.927924194924043
430.1200051093621130.2400102187242260.879994890637887
440.1617149323664450.3234298647328890.838285067633555
450.1284122452265150.2568244904530290.871587754773485
460.1003200188660020.2006400377320040.899679981133998
470.1073773401887990.2147546803775990.892622659811201
480.0923990791828060.1847981583656120.907600920817194
490.09617355012586270.1923471002517250.903826449874137
500.07212885726451830.1442577145290370.927871142735482
510.05978355594596490.1195671118919300.940216444054035
520.05852288791755410.1170457758351080.941477112082446
530.05350287940454840.1070057588090970.946497120595452
540.03945609862173070.07891219724346140.96054390137827
550.02755120951126040.05510241902252070.97244879048874
560.0197226403186590.0394452806373180.98027735968134
570.0948689580445540.1897379160891080.905131041955446
580.07632317017608330.1526463403521670.923676829823917
590.07190920994308850.1438184198861770.928090790056912
600.07378070640603440.1475614128120690.926219293593966
610.07525618741356110.1505123748271220.924743812586439
620.1064407190230660.2128814380461330.893559280976933
630.1835102526799750.367020505359950.816489747320025
640.2879788890750050.5759577781500110.712021110924995
650.5179962791509780.9640074416980430.482003720849022
660.5174914019890340.9650171960219330.482508598010966
670.7196121422289040.5607757155421930.280387857771096
680.7716601423468530.4566797153062940.228339857653147
690.7655787412531290.4688425174937420.234421258746871
700.763159954717050.4736800905659010.236840045282951
710.877393493743570.2452130125128580.122606506256429
720.991797369235110.01640526152978040.00820263076489021
730.9877830971078420.0244338057843170.0122169028921585
740.973794880944880.05241023811023950.0262051190551198
750.9872275239112350.02554495217753060.0127724760887653
760.9808302245210370.03833955095792550.0191697754789627
770.9492285457522240.1015429084955510.0507714542477757


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level90.126760563380282NOK
5% type I error level320.450704225352113NOK
10% type I error level410.577464788732394NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/10xfw21293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/10xfw21293008342.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/1rw081293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/1rw081293008342.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/2rw081293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/2rw081293008342.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/3rw081293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/3rw081293008342.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/4jnht1293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/4jnht1293008342.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/5jnht1293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/5jnht1293008342.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/6jnht1293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/6jnht1293008342.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/7nofh1293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/7nofh1293008342.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/8nofh1293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/8nofh1293008342.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/9nofh1293008342.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293008258wo6e8ki5h0un9ii/9nofh1293008342.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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