Home » date » 2010 » Nov » 26 »

*The author of this computation has been verified*
R Software Module: /rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Fri, 26 Nov 2010 13:22:56 +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/Nov/26/t1290777810bdreeum8tepv3v1.htm/, Retrieved Fri, 26 Nov 2010 14:23:30 +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/Nov/26/t1290777810bdreeum8tepv3v1.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 «
102.86 102.38 102.37 101.76 102.87 102.86 102.38 102.37 102.92 102.87 102.86 102.38 102.95 102.92 102.87 102.86 103.02 102.95 102.92 102.87 104.08 103.02 102.95 102.92 104.16 104.08 103.02 102.95 104.24 104.16 104.08 103.02 104.33 104.24 104.16 104.08 104.73 104.33 104.24 104.16 104.86 104.73 104.33 104.24 105.03 104.86 104.73 104.33 105.62 105.03 104.86 104.73 105.63 105.62 105.03 104.86 105.63 105.63 105.62 105.03 105.94 105.63 105.63 105.62 106.61 105.94 105.63 105.63 107.69 106.61 105.94 105.63 107.78 107.69 106.61 105.94 107.93 107.78 107.69 106.61 108.48 107.93 107.78 107.69 108.14 108.48 107.93 107.78 108.48 108.14 108.48 107.93 108.48 108.48 108.14 108.48 108.89 108.48 108.48 108.14 108.93 108.89 108.48 108.48 109.21 108.93 108.89 108.48 109.47 109.21 108.93 108.89 109.80 109.47 109.21 108.93 111.73 109.80 109.47 109.21 111.85 111.73 109.80 109.47 112.12 111.85 111.73 109.80 112.15 112.12 111.85 111.73 112.17 112.15 112.12 111.85 112.67 112.17 112.15 112.12 112.80 11 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 time5 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
Y1[t] = + 14.24777984831 + 0.757347311456523Y2[t] + 0.162331012991481Y3[t] -0.0605178371933684Y4[t] + 0.406078167562165M1[t] + 0.020950647807322M2[t] + 0.198187463583225M3[t] + 0.0855484377373725M4[t] + 0.238923020163983M5[t] + 1.22373482995670M6[t] + 0.319554519385565M7[t] + 0.018134861825965M8[t] + 0.148386559720362M9[t] -0.0214456339183264M10[t] + 0.210413993094089M11[t] + 0.0490649360196894t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)14.247779848316.1746732.30750.0264240.013212
Y20.7573473114565230.1583094.7842.5e-051.2e-05
Y30.1623310129914810.2022960.80240.4271590.213579
Y4-0.06051783719336840.154901-0.39070.6981550.349077
M10.4060781675621650.1665282.43850.0194040.009702
M20.0209506478073220.1570010.13340.894530.447265
M30.1981874635832250.1745621.13530.2631610.13158
M40.08554843773737250.1534160.55760.5802870.290144
M50.2389230201639830.1625061.47020.1495180.074759
M61.223734829956700.1557927.854900
M70.3195545193855650.2285851.3980.1700230.085012
M80.0181348618259650.2708970.06690.9469680.473484
M90.1483865597203620.1688440.87880.3848710.192436
M10-0.02144563391832640.164159-0.13060.8967320.448366
M110.2104139930940890.1687371.2470.2198360.109918
t0.04906493601968940.0203152.41530.0205110.010255


Multiple Linear Regression - Regression Statistics
Multiple R0.999350423129952
R-squared0.998701268210013
Adjusted R-squared0.998201755983095
F-TEST (value)1999.35299756734
F-TEST (DF numerator)15
F-TEST (DF denominator)39
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.228410216986259
Sum Squared Residuals2.03467786172468


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1102.86102.6996713859510.160328614048532
2102.87102.6918429411570.178157058842593
3102.92103.003031873932-0.0830318739315512
4102.95102.9498998979550.000100102044690802
5103.02103.182571208023-0.162571208022951
6104.08104.271306304167-0.191306304167381
7104.16104.228526715553-0.0685267155534581
8104.24104.2045944040980.035405595902495
9104.33104.393336396542-0.0633363965424561
10104.73104.3488754510180.38112454898161
11104.86104.942507302827-0.0825073028268773
12105.03104.9390991960910.090900803908989
13105.62105.5198872394320.100112760567984
14105.63105.650388522830-0.0203885228296381
15105.63105.969751013082-0.339751013081891
16105.94105.8720947094420.0679052905584495
17106.61106.3087067160670.301293283932561
18107.69107.900328774583-0.210328774583075
19107.78107.953149745579-0.173149745579023
20107.93107.9037268251810.0262731748185617
21108.48108.1458960828140.334103917185593
22108.14108.460572893098-0.320572893097816
23108.48108.564203751801-0.0842037518010056
24108.48108.571875425748-0.0918754257483703
25108.89109.102787138393-0.212787138393077
26108.93109.056660887709-0.126660887709344
27109.21109.379812247290-0.169812247289722
28109.47109.509976331942-0.0399763319417501
29109.8109.952358121517-0.152358121516629
30111.73111.2614205490730.46857945092668
31111.85111.90582008225-0.0558200822498957
32112.12112.0376750068840.0823249931155014
33112.15112.324155710668-0.174155710667628
34112.17112.262676105437-0.0926761054368271
35112.67112.5472777290460.122722270954406
36112.8112.7660334128430.0339665871565115
37113.44113.3995868166670.04041318333344
38113.53113.539070625356-0.00907062535578622
39114.53113.9295581646620.600441835338121
40114.51114.599209761658-0.0892097616577136
41115.05114.9433867415190.106613258481029
42116.67116.3224665780650.34753342193531
43117.07116.7831229518320.286877048167907
44116.92117.064003763837-0.144003763836558
45117117.096611809976-0.096611809975509
46117.02116.9878755504470.0321244495530331
47117.35117.3060112163270.0439887836734767
48117.36117.392991965317-0.0329919653171300
49117.82117.908067419557-0.0880674195568793
50117.88117.902037022948-0.0220370229478243
51118.24118.247846701035-0.00784670103495664
52118.5118.4388192990040.0611807009963234
53118.8118.892977212874-0.0929772128740098
54119.76120.174477794112-0.414477794111534
55120.09120.0793805047860.0106194952144697


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
190.4754058883421080.9508117766842170.524594111657892
200.3068296240362830.6136592480725670.693170375963717
210.3046061357153910.6092122714307820.695393864284609
220.7020003115222850.595999376955430.297999688477715
230.6330234032273380.7339531935453250.366976596772663
240.5177162838643790.9645674322712420.482283716135621
250.4934902938874980.9869805877749960.506509706112502
260.4063017736052820.8126035472105640.593698226394718
270.5727273791399010.8545452417201970.427272620860099
280.6459133186142890.7081733627714230.354086681385711
290.9043950738856830.1912098522286340.0956049261143168
300.9683468103287570.06330637934248530.0316531896712426
310.960635555100270.0787288897994590.0393644448997295
320.9424104514365320.1151790971269360.057589548563468
330.8934440894085260.2131118211829480.106555910591474
340.8037778941769960.3924442116460090.196222105823004
350.7323086477319690.5353827045360620.267691352268031
360.5675183980494620.8649632039010770.432481601950538


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level20.111111111111111NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/10f3jw1290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/10f3jw1290777767.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/1qknl1290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/1qknl1290777767.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/2qknl1290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/2qknl1290777767.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/31t4n1290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/31t4n1290777767.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/41t4n1290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/41t4n1290777767.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/51t4n1290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/51t4n1290777767.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/6u3381290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/6u3381290777767.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/74ckt1290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/74ckt1290777767.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/84ckt1290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/84ckt1290777767.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/9f3jw1290777767.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290777810bdreeum8tepv3v1/9f3jw1290777767.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = 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')
}
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by