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eigen reeks zonder seasonal dummies en lineair trend

*The author of this computation has been verified*
R Software Module: rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Wed, 26 Nov 2008 12:29:04 -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/26/t12277278954yz9s82hpjzbd6p.htm/, Retrieved Wed, 26 Nov 2008 19:31:45 +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/26/t12277278954yz9s82hpjzbd6p.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 «
78,4 0 114,6 0 113,3 0 117,0 0 99,6 0 99,4 0 101,9 0 115,2 0 108,5 0 113,8 0 121,0 0 92,2 0 90,2 0 101,5 0 126,6 0 93,9 0 89,8 0 93,4 0 101,5 0 110,4 0 105,9 0 108,4 0 113,9 0 86,1 0 69,4 0 101,2 0 100,5 0 98,0 0 106,6 0 90,1 0 96,9 0 125,9 0 112,0 0 100,0 0 123,9 0 79,8 0 83,4 0 113,6 0 112,9 0 104,0 0 109,9 0 99,0 0 106,3 0 128,9 0 111,1 0 102,9 0 130,0 0 87,0 0 87,5 0 117,6 0 103,4 0 110,8 0 112,6 0 102,5 0 112,4 0 135,6 0 105,1 0 127,7 0 137,0 0 91,0 0 90,5 0 122,4 0 123,3 0 124,3 0 120,0 0 118,1 0 119,0 0 142,7 0 123,6 0 129,6 0 151,6 0 110,4 1 99,2 1 130,5 1 136,2 1 129,7 1 128,0 1 121,6 1 135,8 1 143,8 1 147,5 1 136,2 1 156,6 1 123,3 1 100,4 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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
I[t] = + 108.423943661972 + 20.0903420523139D[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)108.4239436619721.89553257.199800
D20.09034205231394.6706414.30144.6e-052.3e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.426946313838733
R-squared0.182283154900482
Adjusted R-squared0.172431144718560
F-TEST (value)18.5021281479149
F-TEST (DF numerator)1
F-TEST (DF denominator)83
p-value4.60484024791263e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation15.9720337060253
Sum Squared Residuals21173.7864386318


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
178.4108.423943661972-30.023943661972
2114.6108.4239436619726.17605633802817
3113.3108.4239436619724.87605633802817
4117108.4239436619728.57605633802817
599.6108.423943661972-8.82394366197183
699.4108.423943661972-9.02394366197182
7101.9108.423943661972-6.52394366197182
8115.2108.4239436619726.77605633802817
9108.5108.4239436619720.0760563380281716
10113.8108.4239436619725.37605633802817
11121108.42394366197212.5760563380282
1292.2108.423943661972-16.2239436619718
1390.2108.423943661972-18.2239436619718
14101.5108.423943661972-6.92394366197183
15126.6108.42394366197218.1760563380282
1693.9108.423943661972-14.5239436619718
1789.8108.423943661972-18.6239436619718
1893.4108.423943661972-15.0239436619718
19101.5108.423943661972-6.92394366197183
20110.4108.4239436619721.97605633802818
21105.9108.423943661972-2.52394366197182
22108.4108.423943661972-0.0239436619718227
23113.9108.4239436619725.47605633802818
2486.1108.423943661972-22.3239436619718
2569.4108.423943661972-39.0239436619718
26101.2108.423943661972-7.22394366197183
27100.5108.423943661972-7.92394366197183
2898108.423943661972-10.4239436619718
29106.6108.423943661972-1.82394366197183
3090.1108.423943661972-18.3239436619718
3196.9108.423943661972-11.5239436619718
32125.9108.42394366197217.4760563380282
33112108.4239436619723.57605633802817
34100108.423943661972-8.42394366197183
35123.9108.42394366197215.4760563380282
3679.8108.423943661972-28.6239436619718
3783.4108.423943661972-25.0239436619718
38113.6108.4239436619725.17605633802817
39112.9108.4239436619724.47605633802818
40104108.423943661972-4.42394366197183
41109.9108.4239436619721.47605633802818
4299108.423943661972-9.42394366197183
43106.3108.423943661972-2.12394366197183
44128.9108.42394366197220.4760563380282
45111.1108.4239436619722.67605633802817
46102.9108.423943661972-5.52394366197182
47130108.42394366197221.5760563380282
4887108.423943661972-21.4239436619718
4987.5108.423943661972-20.9239436619718
50117.6108.4239436619729.17605633802817
51103.4108.423943661972-5.02394366197182
52110.8108.4239436619722.37605633802817
53112.6108.4239436619724.17605633802817
54102.5108.423943661972-5.92394366197183
55112.4108.4239436619723.97605633802818
56135.6108.42394366197227.1760563380282
57105.1108.423943661972-3.32394366197183
58127.7108.42394366197219.2760563380282
59137108.42394366197228.5760563380282
6091108.423943661972-17.4239436619718
6190.5108.423943661972-17.9239436619718
62122.4108.42394366197213.9760563380282
63123.3108.42394366197214.8760563380282
64124.3108.42394366197215.8760563380282
65120108.42394366197211.5760563380282
66118.1108.4239436619729.67605633802817
67119108.42394366197210.5760563380282
68142.7108.42394366197234.2760563380282
69123.6108.42394366197215.1760563380282
70129.6108.42394366197221.1760563380282
71151.6108.42394366197243.1760563380282
72110.4128.514285714286-18.1142857142857
7399.2128.514285714286-29.3142857142857
74130.5128.5142857142861.98571428571429
75136.2128.5142857142867.68571428571427
76129.7128.5142857142861.18571428571427
77128128.514285714286-0.514285714285714
78121.6128.514285714286-6.91428571428572
79135.8128.5142857142867.2857142857143
80143.8128.51428571428615.2857142857143
81147.5128.51428571428618.9857142857143
82136.2128.5142857142867.68571428571427
83156.6128.51428571428628.0857142857143
84123.3128.514285714286-5.21428571428572
85100.4128.514285714286-28.1142857142857


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.7355112564864470.5289774870271050.264488743513553
60.6002486725919280.7995026548161430.399751327408072
70.4563708386298030.9127416772596070.543629161370197
80.3858139894058110.7716279788116230.614186010594189
90.2763228305443940.5526456610887880.723677169455606
100.2092307591427420.4184615182854840.790769240857258
110.2021264562512900.4042529125025790.79787354374871
120.2023316258843910.4046632517687820.79766837411561
130.2106818738040330.4213637476080670.789318126195967
140.1512107761725180.3024215523450360.848789223827482
150.2089001995689580.4178003991379160.791099800431042
160.1880591140647750.3761182281295510.811940885935225
170.1938361722440430.3876723444880860.806163827755957
180.1716214877147060.3432429754294120.828378512285294
190.1267057639683130.2534115279366250.873294236031687
200.09459693227082110.1891938645416420.905403067729179
210.06560581606035980.1312116321207200.93439418393964
220.04518697674454920.09037395348909840.95481302325545
230.03463432609392930.06926865218785850.96536567390607
240.04805819226128770.09611638452257530.951941807738712
250.2130210736939320.4260421473878630.786978926306068
260.1697767548792770.3395535097585540.830223245120723
270.1341502420381620.2683004840763230.865849757961838
280.1085655354241820.2171310708483650.891434464575818
290.08198537801975350.1639707560395070.918014621980247
300.0844464709950010.1688929419900020.915553529004999
310.06970142479572110.1394028495914420.930298575204279
320.09796693101274250.1959338620254850.902033068987258
330.07863892388711610.1572778477742320.921361076112884
340.06193995682196090.1238799136439220.93806004317804
350.07320027988615430.1464005597723090.926799720113846
360.1397319435029390.2794638870058790.86026805649706
370.2052291043737210.4104582087474410.79477089562628
380.1770232085255710.3540464170511420.82297679147443
390.1493126562180990.2986253124361980.850687343781901
400.1222325000624640.2444650001249270.877767499937536
410.0979714498767480.1959428997534960.902028550123252
420.08614286382859570.1722857276571910.913857136171404
430.06814700984457020.1362940196891400.93185299015543
440.09257031699067910.1851406339813580.907429683009321
450.07302507424150860.1460501484830170.926974925758491
460.05985203492801440.1197040698560290.940147965071986
470.08096075127159040.1619215025431810.91903924872841
480.1225786588965800.2451573177931590.87742134110342
490.1860251609194050.372050321838810.813974839080595
500.1622545284877780.3245090569755550.837745471512222
510.1473182259090390.2946364518180770.852681774090961
520.1231482568689900.2462965137379800.87685174313101
530.1017467357478390.2034934714956780.898253264252161
540.09809424327199020.1961884865439800.90190575672801
550.08162214057338530.1632442811467710.918377859426615
560.1186848466593230.2373696933186450.881315153340677
570.1104754996723770.2209509993447530.889524500327623
580.1088438212041780.2176876424083550.891156178795822
590.1491269775486720.2982539550973440.850873022451328
600.2432669349632580.4865338699265160.756733065036742
610.4422302701711640.8844605403423290.557769729828836
620.4040805008390320.8081610016780650.595919499160968
630.3661218964275140.7322437928550280.633878103572486
640.3287667936320710.6575335872641420.671233206367929
650.2969860701455710.5939721402911430.703013929854428
660.2808325868750210.5616651737500410.71916741312498
670.2790840583708460.5581681167416920.720915941629154
680.2993048505458770.5986097010917550.700695149454123
690.2861107643944280.5722215287888550.713889235605572
700.2945155507900850.5890311015801710.705484449209915
710.312735751059190.625471502118380.68726424894081
720.3160473181918740.6320946363837470.683952681808126
730.5364928029903550.927014394019290.463507197009645
740.4566470165159470.9132940330318950.543352983484053
750.3749773401813270.7499546803626530.625022659818673
760.2814816728963850.562963345792770.718518327103615
770.1993370899435320.3986741798870640.800662910056468
780.1532539800903050.3065079601806090.846746019909695
790.09023566072855750.1804713214571150.909764339271443
800.05572714262834220.1114542852566840.944272857371658


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 level30.0394736842105263OK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/109a7x1227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/109a7x1227727739.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/1jp6d1227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/1jp6d1227727739.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/2kmhh1227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/2kmhh1227727739.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/3p8y41227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/3p8y41227727739.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/4g0uk1227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/4g0uk1227727739.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/5o7u21227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/5o7u21227727739.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/6ndfn1227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/6ndfn1227727739.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/7bi4q1227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/7bi4q1227727739.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/8lqsh1227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/8lqsh1227727739.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/9w6mr1227727739.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/26/t12277278954yz9s82hpjzbd6p/9w6mr1227727739.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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