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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationWed, 14 Dec 2011 12:44:06 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/14/t1323884660pkav2mp6dcuhgv6.htm/, Retrieved Wed, 01 May 2024 20:48:29 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=155146, Retrieved Wed, 01 May 2024 20:48:29 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact79
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [multiple regressi...] [2011-12-14 17:44:06] [8432dc408001a08517818ba7ac24bdb0] [Current]
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Dataseries X:
210907	56	396	81	3	79	30	115	94	112285	24188	146283	144	145	1	21	11
120982	56	297	55	4	58	28	109	103	84786	18273	98364	103	101	1	23	15
176508	54	559	50	12	60	38	146	93	83123	14130	86146	98	98	0	22	19
385534	92	1562	63	0	121	25	96	91	119182	33251	195663	150	144	1	22	23
149061	44	656	66	5	43	26	100	93	116174	27101	95757	84	84	1	21	16
165446	33	511	57	0	69	25	93	60	57635	16373	85584	80	79	0	22	21
237213	84	655	74	0	78	38	140	123	66198	19716	143983	130	127	0	21	24
133131	55	525	52	7	44	30	99	90	57793	9028	59238	60	60	0	21	15
324799	154	1436	108	0	158	47	181	168	97668	29498	151511	140	133	0	21	17
230964	53	612	43	4	102	30	116	115	133824	27563	136368	151	150	1	21	19
236785	119	865	75	3	77	31	116	71	101481	18293	112642	91	91	0	23	19
135473	41	385	32	0	82	23	88	66	99645	22530	94728	138	132	1	21	25
215147	58	639	85	0	101	36	135	117	99052	35082	121527	124	124	1	21	19
344297	75	963	86	1	80	30	108	108	67654	16116	127766	119	118	0	22	28
153935	33	398	56	5	50	25	89	84	65553	15849	98958	73	70	1	22	24
174724	92	966	135	0	123	34	129	120	69112	26569	85646	123	119	0	25+	26
174415	100	801	63	0	73	31	118	114	82753	24785	98579	90	89	0	21	15
225548	112	892	81	5	81	31	118	94	85323	17569	130767	116	112	1	22	21
223632	73	513	52	0	105	33	125	120	72654	23825	131741	113	108	0	23	26
124817	40	469	44	0	47	25	95	81	30727	7869	53907	56	52	0	22	16
210767	60	643	39	3	94	35	135	133	117478	37791	146761	119	116	1	22	16
170266	62	535	73	4	44	42	154	122	74007	9605	82036	129	123	1	21	20
294424	77	992	59	2	107	33	127	124	101494	34461	171975	175	162	1	21	24
325107	99	937	64	0	84	36	136	126	79215	24919	159676	96	92	0	21	10
7176	17	70	1	0	0	0	0	0	1423	603	1929	0	0	0	20	19
106408	30	260	32	1	33	14	46	37	31081	12558	58391	41	41	1	21	25
96560	76	503	129	0	42	17	54	38	22996	7784	31580	47	47	1	25	22
265769	146	927	37	2	96	32	124	120	83122	28522	136815	126	120	0	21	15
149112	56	537	65	6	56	35	128	95	60578	14459	69107	80	79	1	21	21
175824	107	910	107	0	57	20	80	77	39992	14526	50495	70	65	0	20	22
152871	58	532	74	5	59	28	97	90	79892	22240	108016	73	70	1	24	27
111665	34	345	54	4	39	28	104	80	49810	11802	46341	57	55	0	23	26
362301	119	1635	715	2	76	34	125	110	100708	11912	79336	68	67	0	21	26
183167	66	557	66	0	91	39	149	138	82875	18220	93176	127	127	1	24	22
168809	66	452	32	0	76	28	118	100	72260	21884	127969	102	99	0	21	20
24188	24	218	20	0	8	4	12	7	5950	2694	15049	7	7	0	23	22
329267	259	764	71	8	79	39	144	140	115762	15808	155135	148	141	0	23	21
218946	41	866	112	1	76	29	108	96	80670	25239	102996	112	109	0	21	22
244052	68	574	66	5	101	44	166	164	143558	29801	160604	137	133	0	22	20
341570	168	1276	190	1	94	21	80	78	117105	18450	158051	135	123	0	20	21
103597	43	379	66	1	27	16	60	49	23789	7132	44547	26	26	1	18	20
256462	105	798	56	0	123	35	127	124	105195	35940	174141	181	166	0	22	25
235800	94	921	127	8	105	23	84	62	149193	46230	184301	190	179	1	21	18
196553	57	503	50	2	41	29	111	99	95260	30546	129847	107	108	0	21	22
174184	53	382	52	0	72	25	98	70	55183	19746	117286	94	90	0	23	25
143246	103	464	42	5	67	27	105	104	106671	15977	71180	116	114	1	22	21
187559	121	717	76	8	75	36	135	116	73511	22583	109377	106	103	0	21	20
187681	62	690	67	2	114	28	107	91	92945	17274	85298	143	142	1	21	20
73566	32	385	39	6	22	23	88	67	22618	3007	23824	26	25	0	21	18
167488	45	619	77	2	69	28	104	72	83737	21113	82981	113	113	1	22	8
143756	46	479	57	0	105	34	132	120	69094	17401	73815	120	118	1	21	22
243199	75	752	34	3	88	28	108	105	95536	23567	132190	134	129	1	21	26
182999	88	430	39	6	73	34	129	104	225920	13065	128754	54	51	0	23	18
152299	53	537	63	0	62	33	122	98	61370	14587	67808	78	76	0	21	20
346485	90	1000	106	0	118	38	147	111	106117	24021	131722	121	118	0	25+	24
193339	78	465	47	2	100	35	87	71	84651	20537	106175	145	141	0	22	17
122774	45	711	162	0	24	24	90	69	15986	4527	25157	27	27	0	22	20
130585	46	299	57	5	67	29	109	107	95364	30495	76669	91	91	1	20	23
112611	41	248	36	0	46	20	78	73	26706	7117	57283	48	48	0	21	20
286468	144	1162	263	1	57	29	111	107	89691	17719	105805	68	63	0	21	22
148446	91	905	63	1	135	37	141	129	126846	33473	72413	150	144	0	21	20
182079	63	512	63	2	124	33	124	118	102860	21115	96971	181	168	1	21	19
140344	53	472	77	6	33	25	93	73	51715	7236	71299	65	64	0	22	15
220516	62	905	79	1	98	32	124	119	55801	13790	77494	97	97	0	21	20
243060	63	786	110	4	58	29	112	104	111813	32902	120336	121	117	0	24	22
162765	32	489	56	2	68	28	108	107	120293	25131	93913	99	100	0	22	13
232138	62	617	43	0	131	31	117	90	161647	35947	181248	188	187	0	24	20
265318	117	925	111	10	110	52	199	197	115929	29848	146123	138	127	1	21	17
85574	34	351	71	0	37	21	78	36	24266	6943	32036	40	37	0	22	14
310839	92	1144	62	9	130	24	91	85	162901	42705	186646	254	245	1	22	22
225060	93	669	56	7	93	41	158	139	109825	31808	102255	87	87	1	21	24
232317	54	707	74	0	118	33	126	106	129838	26675	168237	178	177	0	24	22
144966	144	458	60	0	39	32	122	50	37510	8435	64219	51	49	1	21	23
164709	109	572	53	0	81	31	115	63	87771	36867	115338	176	177	0	22	17
220801	75	720	105	1	51	18	72	63	44418	12607	84845	66	60	0	19	23
99466	50	273	32	0	28	23	91	69	192565	22609	153197	56	55	1	22	25
92661	61	508	133	1	40	17	45	41	35232	5892	29877	39	39	0	23	16
133328	55	506	79	0	56	20	78	56	40909	17014	63506	66	64	0	20	18
61361	77	451	51	0	27	12	39	25	13294	5394	22445	27	26	0	20	20
100750	72	407	67	0	83	30	119	93	140867	6440	68370	58	58	0	23	18
102010	53	370	66	3	28	13	50	44	44332	5818	42071	26	26	1	20	24
101523	42	316	76	0	59	22	88	87	61056	18647	50517	77	76	0	20	23
243511	71	603	65	0	133	42	155	110	101338	20556	103950	130	129	0	23	24
22938	10	154	9	0	12	1	0	0	1168	238	5841	11	11	0	25	23
152474	65	577	45	0	106	32	123	83	65567	22392	84396	101	101	0	21	23
99923	66	617	115	0	44	25	99	80	32334	12237	35753	36	36	1	22	13
132487	41	411	97	0	71	36	136	98	40735	8388	55515	120	89	0	21	20
317394	86	975	53	1	116	31	117	82	91413	22120	209056	195	193	1	22	18
21054	16	146	2	0	4	0	0	0	855	338	6622	4	4	0	22	21
209641	42	705	52	5	62	24	88	60	97068	11727	115814	89	84	0	23	17
22648	19	184	44	0	12	13	39	28	44339	3704	11609	24	23	1	21	20
31414	19	200	22	0	18	8	25	9	14116	3988	13155	39	39	1	21	19
46698	45	274	35	0	14	13	52	33	10288	3030	18274	14	14	0	20	18
131698	65	502	74	0	60	19	75	59	65622	13520	72875	78	78	0	19	19
244749	95	964	144	2	98	33	124	115	76643	20923	142775	106	101	0	22	22
128423	64	369	89	8	32	38	145	120	92696	3769	20112	37	36	1	21	22
97839	38	417	42	2	25	24	87	66	94785	12252	61023	77	75	1	21	15
272458	65	822	99	0	100	43	162	152	93815	28864	132432	132	131	0	21	17
172494	52	389	52	0	46	43	165	139	86687	21721	112494	144	131	NA	21	19
108043	62	466	29	1	45	14	54	38	34553	4821	45109	40	39	0	21	20
328107	65	1255	125	3	129	41	159	144	105547	33644	170875	153	144	1	21	22
351067	95	1024	95	3	136	45	170	160	213688	42935	214921	220	211	0	22	21
158015	29	400	40	0	59	31	119	114	71220	18864	100226	79	78	1	22	19
229242	247	719	128	4	63	31	120	119	91721	17939	78876	95	90	0	22	21
84207	29	356	73	11	14	30	112	101	111194	325	6940	12	12	0	22	18
120445	118	457	72	0	36	16	59	56	51009	13539	49025	63	57	1	18	16
324598	110	1402	128	0	113	37	136	133	135777	34538	122037	134	133	1	21	20
131069	67	600	61	4	47	30	107	83	51513	12198	53782	69	69	1	23	21
204271	42	480	73	0	92	35	130	116	74163	26924	127748	119	119	1	21	15
116048	64	230	45	0	50	20	75	50	33416	10855	77395	63	61	1	19	20
250047	81	651	58	0	41	18	71	61	83305	11932	89324	55	49	0	19	23
299775	95	1367	97	9	91	31	120	97	98952	14300	103300	103	101	0	23	15
195838	67	564	50	1	111	31	116	98	102372	25515	112283	197	196	1	21	18
173260	63	716	37	3	41	21	79	78	37238	2805	10901	16	15	0	21	22
254488	83	747	50	10	120	39	150	117	103772	29402	120691	140	136	1	21	16
92499	32	319	57	0	25	18	71	55	21399	5250	25899	21	21	0	21	17
224330	83	612	52	1	131	39	144	132	130115	28608	139296	167	163	1	20	24
135781	31	433	98	2	45	14	47	44	24874	8092	52678	32	29	1	19	13
74408	67	434	61	4	29	7	28	21	34988	4473	23853	36	35	0	21	23
81240	66	503	89	0	58	17	68	50	45549	1572	17306	13	13	1	22	5
181633	70	564	48	2	47	30	110	73	64466	14817	89455	96	96	0	21	19
271856	103	824	91	1	109	37	147	86	54990	16714	147866	151	151	0	25	24
95227	34	239	70	0	37	32	111	48	34777	1669	14336	23	23	0	23	19
98146	40	459	37	0	15	17	68	48	27114	7768	30059	21	14	1	19	20
59194	31	288	247	6	7	24	80	68	37636	6387	22097	20	20	1	19	22
139942	42	498	46	0	54	22	88	87	65461	18715	96841	82	72	0	19	15
118612	46	454	72	2	54	12	48	43	30080	7936	41907	90	87	1	19	19
72880	33	376	41	0	14	19	76	67	24094	8643	27080	25	21	0	19	25
65475	18	225	24	2	16	13	51	46	69008	7294	35885	60	56	0	20	21
71965	35	252	33	1	32	15	59	56	46090	7185	28313	85	82	0	19	19
135131	66	481	87	0	38	15	60	60	34029	8509	36134	41	38	1	19	17
108446	60	389	90	1	22	17	68	65	46300	13275	55764	26	25	1	19	15
181528	54	609	69	0	32	16	61	60	40662	10737	66956	49	47	0	19	21
134019	53	422	51	0	32	18	67	54	28987	8033	47487	46	45	0	19	24
121848	39	339	45	0	37	17	64	52	30594	5401	35619	41	41	1	20	22
81872	45	245	25	0	32	16	64	61	27913	10856	45608	23	23	1	19	19
58981	36	384	38	7	0	23	91	61	42744	2154	7721	14	14	1	19	20
53515	28	212	52	2	5	22	88	81	12934	6117	20634	16	16	1	18	21
56375	30	229	74	7	10	13	49	40	41385	4820	31931	21	21	0	19	19
65490	22	224	38	3	27	16	62	40	18653	5615	37754	32	27	0	19	22
76302	31	333	26	0	29	20	76	68	30976	8702	40557	35	33	0	21	14
104011	55	384	67	6	25	22	88	79	63339	15340	94238	42	42	0	18	25
98104	54	636	132	2	55	17	66	47	25568	8030	44197	68	68	1	18	11
30989	14	93	35	0	5	17	68	41	4154	1278	4103	6	6	0	21	16
135458	81	581	118	3	43	12	48	29	19474	4236	44144	68	67	1	20	19
63123	43	304	43	1	34	17	68	60	39067	7196	27640	84	77	0	19	17
74914	30	407	64	0	35	23	90	79	65892	6371	28990	30	30	0	21	20
31774	23	170	48	1	0	17	66	47	4143	1574	4694	0	0	1	21	22
81437	38	312	64	0	37	14	54	40	28579	9620	42648	36	36	0	20	20
65745	53	340	75	0	26	21	77	42	38084	8645	25836	50	48	0	24	22
56653	45	168	39	0	38	18	68	49	27717	8987	22779	30	29	0	22	15
158399	39	443	42	0	23	18	72	57	32928	5544	40820	30	28	0	21	23
73624	24	367	93	0	30	17	64	40	19499	6909	32378	33	33	0	21	20
91899	35	335	60	0	18	15	59	33	36874	6745	39613	37	33	0	19	17
139526	151	364	71	0	28	21	84	77	48259	16724	60865	83	80	0	18	20
51567	30	206	27	2	21	14	56	45	28207	7025	20107	30	30	1	19	25
102538	57	490	79	1	50	15	58	45	45833	9078	48231	51	51	1	19	22
86678	40	238	44	0	12	15	59	50	29156	4605	39725	19	18	0	19	16
150580	77	530	124	0	27	22	83	71	45588	9653	62991	41	39	0	20	25
99611	35	291	81	0	41	21	81	67	45097	8914	49363	54	54	0	18	18
99373	63	397	92	1	12	18	72	62	28394	6700	24552	25	24	1	19	19
86230	44	467	42	0	21	17	61	54	18632	5788	31493	25	24	1	19	25
30837	19	178	10	0	8	4	15	4	2325	593	3439	8	8	1	20	23
31706	13	175	24	0	26	10	32	25	25139	4506	19555	26	26	0	20	24
89806	42	299	64	0	27	16	62	40	27975	6382	21228	20	19	0	21	21
64175	42	260	48	0	37	18	72	59	21792	6928	28893	46	47	1	20	21
59382	49	227	49	0	29	12	41	24	26263	1514	21425	47	47	1	21	22
119308	30	239	48	0	32	16	61	58	23686	9238	50276	37	37	1	18	21
76702	49	333	62	0	35	21	67	42	49303	8204	37643	51	51	1	19	18
19764	12	75	19	1	10	2	8	4	5752	2416	9927	10	10	0	19	13
84105	20	261	45	0	17	17	66	63	20055	5432	27184	34	34	1	19	22
64187	27	238	36	0	10	16	61	54	20154	5576	18475	12	11	0	19	23
72535	14	329	44	0	17	16	64	39	19540	6095	35873	27	21	0	19	15




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ yule.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=155146&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=155146&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=155146&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ yule.wessa.net



Parameters (Session):
par1 = 17 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 17 ; 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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$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$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$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')
}