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Case Q3

*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: Sat, 22 Nov 2008 10:58:30 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp.htm/, Retrieved Sat, 22 Nov 2008 18:03:06 +0000
 
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/2008/Nov/22/t122737698694otquffmbyhrnp.htm/},
    year = {2008},
}
@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 = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
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Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
0,9059 0 0,8883 0 0,8924 0 0,8833 0 0,8700 0 0,8758 0 0,8858 0 0,9170 0 0,9554 0 0,9922 0 0,9778 0 0,9808 0 0,9811 0 1,0014 0 1,0183 0 1,0622 0 1,0773 0 1,0807 0 1,0848 0 1,1582 0 1,1663 0 1,1372 0 1,1139 0 1,1222 0 1,1692 0 1,1702 0 1,2286 0 1,2613 0 1,2646 0 1,2262 0 1,1985 0 1,2007 0 1,2138 0 1,2266 0 1,2176 0 1,2218 0 1,2490 0 1,2991 0 1,3408 0 1,3119 0 1,3014 0 1,3201 0 1,2938 0 1,2694 0 1,2165 1 1,2037 1 1,2292 1 1,2256 1 1,2015 1 1,1786 1 1,1856 1 1,2103 1 1,1938 1 1,2020 1 1,2271 1 1,2770 1 1,2650 1 1,2684 1 1,2811 1 1,2727 1 1,2611 1 1,2881 1 1,3213 1 1,2999 1 1,3074 1 1,3242 1 1,3516 1 1,3511 1 1,3419 1 1,3716 1 1,3622 1 1,3896 1 1,4227 1 1,4684 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 time6 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
y[t] = + 0.87139195945946 -0.219908603603604x[t] + 0.00470879129129134M1[t] + 0.0090164339339339M2[t] + 0.0201631156156156M3[t] + 0.0166540915915916M4[t] + 0.00376173423423416M5[t] -0.00431395645645647M6[t] -0.0127063138138138M7[t] -0.00123200450450454M8[t] + 0.0225104054054054M9[t] + 0.018818048048048M10[t] + 0.00534235735735734M11[t] + 0.0104923573573574t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.871391959459460.01923945.29200
x-0.2199086036036040.017887-12.294300
M10.004708791291291340.0218460.21550.8300710.415036
M20.00901643393393390.0218320.4130.6810790.340539
M30.02016311561561560.0227210.88740.3783920.189196
M40.01665409159159160.0227040.73350.4660880.233044
M50.003761734234234160.0226940.16580.8689050.434453
M6-0.004313956456456470.022692-0.19010.8498650.424933
M7-0.01270631381381380.022697-0.55980.5776860.288843
M8-0.001232004504504540.02271-0.05430.9569160.478458
M90.02251040540540540.0226710.99290.324740.16237
M100.0188180480480480.0226530.83070.4094230.204712
M110.005342357357357340.0226410.2360.8142720.407136
t0.01049235735735740.00040925.626600


Multiple Linear Regression - Regression Statistics
Multiple R0.971111121424003
R-squared0.943056810153385
Adjusted R-squared0.930719119019952
F-TEST (value)76.4370577893495
F-TEST (DF numerator)13
F-TEST (DF denominator)60
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0392097818050764
Sum Squared Residuals0.092244419352102


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10.90590.8865931081081080.019306891891892
20.88830.901393108108108-0.0130931081081081
30.89240.923032147147147-0.0306321471471471
40.88330.93001548048048-0.0467154804804805
50.870.92761548048048-0.0576154804804805
60.87580.930032147147147-0.0542321471471472
70.88580.932132147147147-0.0463321471471471
80.9170.954098813813814-0.0370988138138138
90.95540.988333581081081-0.032933581081081
100.99220.995133581081081-0.00293358108108105
110.97780.992150247747748-0.0143502477477477
120.98080.997300247747748-0.0165002477477478
130.98111.01250139639640-0.0314013963963965
141.00141.02730139639640-0.0259013963963964
151.01831.04894043543544-0.0306404354354354
161.06221.055923768768770.00627623123123125
171.07731.053523768768770.0237762312312312
181.08071.055940435435440.0247595645645646
191.08481.058040435435440.0267595645645646
201.15821.080007102102100.0781928978978978
211.16631.114241869369370.0520581306306306
221.13721.121041869369370.0161581306306307
231.11391.11805853603604-0.00415853603603617
241.12221.12320853603604-0.00100853603603597
251.16921.138409684684680.0307903153153153
261.17021.153209684684680.0169903153153152
271.22861.174848723723720.0537512762762763
281.26131.181832057057060.079467942942943
291.26461.179432057057060.085167942942943
301.22621.181848723723720.0443512762762762
311.19851.183948723723720.0145512762762761
321.20071.20591539039039-0.00521539039039029
331.21381.24015015765766-0.0263501576576576
341.22661.24695015765766-0.0203501576576577
351.21761.24396682432432-0.0263668243243243
361.22181.24911682432432-0.0273168243243244
371.2491.26431797297297-0.0153179729729730
381.29911.279117972972970.0199820270270269
391.34081.300757012012010.0400429879879880
401.31191.307740345345350.00415965465465466
411.30141.30534034534535-0.00394034534534534
421.32011.307757012012010.0123429879879880
431.29381.30985701201201-0.0160570120120120
441.26941.33182367867868-0.0624236786786786
451.21651.146149842342340.0703501576576576
461.20371.152949842342340.0507501576576577
471.22921.149966509009010.079233490990991
481.22561.155116509009010.070483490990991
491.20151.170317657657660.0311823423423423
501.17861.18511765765766-0.00651765765765753
511.18561.20675669669670-0.0211566966966967
521.21031.21374003003003-0.0034400300300301
531.19381.21134003003003-0.0175400300300300
541.2021.21375669669670-0.0117566966966967
551.22711.215856696696700.0112433033033034
561.2771.237823363363360.0391766366366366
571.2651.27205813063063-0.00705813063063069
581.26841.27885813063063-0.0104581306306306
591.28111.275874797297300.00522520270270262
601.27271.28102479729730-0.00832479729729737
611.26111.29622594594595-0.0351259459459459
621.28811.31102594594595-0.0229259459459459
631.32131.33266498498498-0.011364984984985
641.29991.33964831831832-0.0397483183183183
651.30741.33724831831832-0.0298483183183183
661.32421.33966498498498-0.0154649849849849
671.35161.341764984984980.00983501501501497
681.35111.36373165165165-0.0126316516516517
691.34191.39796641891892-0.0560664189189188
701.37161.40476641891892-0.0331664189189190
711.36221.40178308558559-0.0395830855855855
721.38961.40693308558559-0.0173330855855856
731.42271.422134234234230.000565765765765759
741.46841.436934234234230.0314657657657657


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.8348534333592850.3302931332814310.165146566640715
180.8407345606369670.3185308787260670.159265439363033
190.8078570481394820.3842859037210370.192142951860518
200.873980440162440.252039119675120.12601955983756
210.8418930427649850.316213914470030.158106957235015
220.7825995796265340.4348008407469320.217400420373466
230.7445675401757590.5108649196484820.255432459824241
240.6952643605036760.6094712789926470.304735639496324
250.6166620259845950.766675948030810.383337974015405
260.5426463315908550.914707336818290.457353668409145
270.4941081162523920.9882162325047830.505891883747608
280.5473640822139970.9052718355720060.452635917786003
290.6480608922580010.7038782154839970.351939107741999
300.5879742100844170.8240515798311660.412025789915583
310.5547967483614330.8904065032771340.445203251638567
320.6813153830405570.6373692339188860.318684616959443
330.7823773592981650.4352452814036710.217622640701835
340.8111248395299230.3777503209401540.188875160470077
350.8345541724430950.330891655113810.165445827556905
360.864516550501720.2709668989965610.135483449498281
370.8764112782043780.2471774435912440.123588721795622
380.8286528880113250.3426942239773490.171347111988675
390.8323259061792830.3353481876414340.167674093820717
400.8241804480180830.3516391039638340.175819551981917
410.8287407167954820.3425185664090370.171259283204518
420.8595518132820030.2808963734359940.140448186717997
430.8481396148512650.3037207702974710.151860385148735
440.8689872970734840.2620254058530320.131012702926516
450.889290320608470.2214193587830610.110709679391530
460.868123877726020.2637522445479590.131876122273979
470.9175419141252930.1649161717494130.0824580858747066
480.9530820894492440.09383582110151230.0469179105507562
490.9512473193688650.09750536126227060.0487526806311353
500.9447731440685980.1104537118628040.0552268559314018
510.933108615313370.1337827693732610.0668913846866303
520.9080262291901260.1839475416197490.0919737708098744
530.8585196364810110.2829607270379770.141480363518988
540.7799690177662880.4400619644674230.220030982233712
550.6640884962681440.6718230074637110.335911503731856
560.6040547950642080.7918904098715850.395945204935792
570.5624220848859320.8751558302281350.437577915114068


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 level20.0487804878048781OK
 
Charts produced by software:
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/1qd751227376699.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/2owzn1227376699.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/2owzn1227376699.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/3u52y1227376699.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/3u52y1227376699.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/41km91227376699.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/41km91227376699.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/5vqt81227376699.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/5vqt81227376699.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/6thhx1227376699.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/6thhx1227376699.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/74k621227376699.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/74k621227376699.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/8wc5n1227376699.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/8wc5n1227376699.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/9k14u1227376699.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/22/t122737698694otquffmbyhrnp/9k14u1227376699.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')
}
 





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Software written by Ed van Stee & Patrick Wessa


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