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Model 1

*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, 28 Dec 2010 19:38:03 +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/28/t1293564961rht8dzhxry4ic6c.htm/, Retrieved Tue, 28 Dec 2010 20:36:12 +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/28/t1293564961rht8dzhxry4ic6c.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 «
4.24 3.353 0 4.15 3.186 0 3.93 3.902 0 3.7 4.164 0 3.7 3.499 0 3.65 4.145 0 3.55 3.796 0 3.43 3.711 0 3.47 3.949 0 3.58 3.74 0 3.67 3.243 0 3.72 4.407 0 3.8 4.814 0 3.76 3.908 0 3.63 5.25 0 3.48 3.937 0 3.41 4.004 0 3.43 5.56 0 3.5 3.922 0 3.62 3.759 0 3.58 4.138 0 3.52 4.634 0 3.45 3.996 0 3.36 4.308 0 3.27 4.143 0 3.21 4.429 0 3.19 5.219 0 3.16 4.929 0 3.12 5.761 0 3.06 5.592 0 3.01 4.163 0 2.98 4.962 0 2.97 5.208 0 3.02 4.755 0 3.07 4.491 0 3.18 5.732 0 3.29 5.731 1 3.43 5.04 1 3.61 6.102 1 3.74 4.904 1 3.87 5.369 1 3.88 5.578 1 4.09 4.619 1 4.19 4.731 1 4.2 5.011 1 4.29 5.299 1 4.37 4.146 1 4.47 4.625 1 4.61 4.736 1 4.65 4.219 1 4.69 5.116 1 4.82 4.205 1 4.86 4.121 1 4.87 5.103 1 5.01 4.3 1 5.03 4.578 1 5.13 3.809 1 5.18 5.657 1 5.21 4.248 1 5.26 3.83 1 5.25 4.736 1 5.2 4.839 1 5.16 4.411 1 5.19 4.57 1 5.39 4.104 1 5.58 4.801 1 5.76 3.953 1 5.89 3.828 1 5.98 4.44 1 6.02 4.026 1 5.62 4.109 1 4.87 4.785 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 time9 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
Rente[t] = + 5.65536394245622 -0.504266519015653Woonhuis[t] + 1.48949454760005dummy[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5.655363942456220.37453615.099600
Woonhuis-0.5042665190156530.08425-5.985300
dummy1.489494547600050.11050113.479500


Multiple Linear Regression - Regression Statistics
Multiple R0.856681932753487
R-squared0.73390393390625
Adjusted R-squared0.726191004454257
F-TEST (value)95.1524240529174
F-TEST (DF numerator)2
F-TEST (DF denominator)69
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.455985844110793
Sum Squared Residuals14.3466932120308


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
14.243.96455830419670.275441695803297
24.154.048770812872350.101229187127649
33.933.687715985257150.242284014742850
43.73.555598157275040.144401842724957
53.73.89093539242045-0.190935392420452
63.653.565179221136340.0848207788636594
73.553.7411682362728-0.191168236272804
83.433.78403089038913-0.354030890389134
93.473.66401545886341-0.194015458863408
103.583.76940716133768-0.189407161337680
113.674.02002762128846-0.350027621288459
123.723.433061393154240.286938606845761
133.83.227824919914870.572175080085131
143.763.684690386143050.0753096138569496
153.633.007964717624040.622035282375956
163.483.67006665709160-0.190066657091596
173.413.63628080031755-0.226280800317548
183.432.851642096729190.578357903270808
193.53.67763065487683-0.177630654876831
203.623.75982609747638-0.139826097476382
213.583.568709086769450.0112909132305501
223.523.318592893337690.201407106662314
233.453.64031493246967-0.190314932469673
243.363.48298377853679-0.122983778536789
253.273.56618775417437-0.296187754174372
263.213.42196752973589-0.211967529735895
273.193.023596979713530.166403020286471
283.163.16983427022807-0.00983427022806826
293.122.750284526407050.369715473592955
303.062.835505568120690.224494431879309
313.013.55610242379406-0.546102423794059
322.983.15319347510055-0.173193475100552
332.973.0291439114227-0.059143911422701
343.023.25757664453679-0.237576644536792
353.073.39070300555692-0.320703005556925
363.182.76490825545850.415091744541501
373.294.25490706957756-0.964907069577562
383.434.60335523421738-1.17335523421738
393.614.06782419102275-0.457824191022754
403.744.67193548080351-0.931935480803506
413.874.43745154946123-0.567451549461228
423.884.33205984698696-0.452059846986957
434.094.81565143872297-0.725651438722968
444.194.75917358859321-0.569173588593214
454.24.61797896326883-0.417978963268832
464.294.47275020579232-0.182750205792324
474.375.05416950221737-0.684169502217371
484.474.81262583960887-0.342625839608874
494.614.75665225599814-0.146652255998136
504.655.01735804632923-0.367358046329228
514.694.565030978772190.124969021227812
524.825.02441777759545-0.204417777595448
534.865.06677616519276-0.206776165192762
544.874.571586443519390.298413556480608
555.014.976512458288960.0334875417110387
565.034.836326366002610.193673633997391
575.135.22410731912565-0.0941073191256464
585.184.292222791984720.88777720801528
595.215.002734317277770.207265682722225
605.265.213517722226320.046482277773682
615.254.756652255998140.493347744001864
625.24.704712804539520.495287195460476
635.164.920538874678220.239461125321776
645.194.840360498154730.349639501845266
655.395.075348696016030.314651303983971
665.584.723874932262120.856125067737881
675.765.151492940387390.608507059612607
685.895.214526255264350.67547374473565
695.984.905915145626771.07408485437323
706.025.114681484499250.90531851550075
715.625.072827363420950.547172636579049
724.874.731943196566370.138056803433631


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.1051844461184690.2103688922369380.89481555388153
70.08300669758561920.1660133951712380.916993302414381
80.1023059293439470.2046118586878950.897694070656053
90.06172865078619950.1234573015723990.9382713492138
100.0349516106546060.0699032213092120.965048389345394
110.02793042316764230.05586084633528450.972069576832358
120.01776041172512150.03552082345024290.982239588274879
130.01472708927599740.02945417855199480.985272910724003
140.00693346869272040.01386693738544080.99306653130728
150.003800860523944770.007601721047889540.996199139476055
160.002623028554022280.005246057108044560.997376971445978
170.002143541558173140.004287083116346270.997856458441827
180.001206633843108760.002413267686217530.99879336615689
190.0007095721253231630.001419144250646330.999290427874677
200.0003294440577549160.0006588881155098330.999670555942245
210.0001428113945210200.0002856227890420400.99985718860548
226.141641138261e-050.000122832822765220.999938583588617
233.74670604932174e-057.49341209864349e-050.999962532939507
242.56682158928046e-055.13364317856092e-050.999974331784107
253.09378551804832e-056.18757103609663e-050.99996906214482
263.38514320610285e-056.77028641220571e-050.99996614856794
271.97376434716325e-053.9475286943265e-050.999980262356528
281.32036660320788e-052.64073320641577e-050.999986796333968
297.47423674924633e-061.49484734984927e-050.99999252576325
304.52783051385829e-069.05566102771658e-060.999995472169486
312.0490028715916e-054.0980057431832e-050.999979509971284
321.94306326009419e-053.88612652018837e-050.999980569367399
331.32511099494678e-052.65022198989356e-050.99998674889005
341.19464056112581e-052.38928112225162e-050.999988053594389
351.90619077862173e-053.81238155724345e-050.999980938092214
369.086368809662e-061.8172737619324e-050.99999091363119
376.47184209220595e-061.29436841844119e-050.999993528157908
381.38984649143397e-052.77969298286794e-050.999986101535086
391.35923257971883e-052.71846515943767e-050.999986407674203
402.51681159427953e-055.03362318855905e-050.999974831884057
413.17892980634681e-056.35785961269362e-050.999968210701937
423.87052356182561e-057.74104712365123e-050.999961294764382
439.15220846889517e-050.0001830441693779030.99990847791531
440.0002068154444963060.0004136308889926130.999793184555504
450.0004377079328929510.0008754158657859020.999562292067107
460.0009849564757832320.001969912951566460.999015043524217
470.003446861097335960.006893722194671910.996553138902664
480.008553408756810510.01710681751362100.99144659124319
490.01848575952981370.03697151905962730.981514240470186
500.04202609998885860.08405219997771720.957973900011141
510.07544721148857090.1508944229771420.924552788511429
520.1237163194593960.2474326389187920.876283680540604
530.2021446471602390.4042892943204780.797855352839761
540.2649175988461230.5298351976922460.735082401153877
550.3230823927937510.6461647855875020.676917607206249
560.3671532953014160.7343065906028320.632846704698584
570.4520283063167590.9040566126335190.54797169368324
580.5730198834964910.8539602330070180.426980116503509
590.5750445654765720.8499108690468570.424955434523428
600.701338202401460.597323595197080.29866179759854
610.6479058353604540.7041883292790920.352094164639546
620.5761252965112960.8477494069774070.423874703488704
630.5584894487298830.8830211025402330.441510551270117
640.494280610837750.98856122167550.50571938916225
650.4835353166711460.9670706333422930.516464683328854
660.4603630474809490.9207260949618990.539636952519051


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level330.540983606557377NOK
5% type I error level380.622950819672131NOK
10% type I error level410.672131147540984NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/10rbzk1293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/10rbzk1293565073.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/12sk81293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/12sk81293565073.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/22sk81293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/22sk81293565073.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/3d1kb1293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/3d1kb1293565073.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/4d1kb1293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/4d1kb1293565073.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/5d1kb1293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/5d1kb1293565073.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/66aje1293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/66aje1293565073.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/7gj0h1293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/7gj0h1293565073.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/8gj0h1293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/8gj0h1293565073.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/9gj0h1293565073.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/28/t1293564961rht8dzhxry4ic6c/9gj0h1293565073.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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