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eigen reeks 2

*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: Thu, 27 Nov 2008 01:43:57 -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/27/t1227775653pibo9eg7xww5b2g.htm/, Retrieved Thu, 27 Nov 2008 08:47:44 +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/27/t1227775653pibo9eg7xww5b2g.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 «
97,8 0 107,4 0 117,5 0 105,6 0 97,4 0 99,5 0 98,0 0 104,3 0 100,6 0 101,1 0 103,9 0 96,9 0 95,5 0 108,4 0 117,0 0 103,8 0 100,8 0 110,6 0 104,0 0 112,6 0 107,3 0 98,9 0 109,8 0 104,9 0 102,2 0 123,9 0 124,9 0 112,7 0 121,9 0 100,6 0 104,3 0 120,4 0 107,5 0 102,9 0 125,6 0 107,5 0 108,8 0 128,4 0 121,1 0 119,5 0 128,7 0 108,7 0 105,5 0 119,8 0 111,3 0 110,6 0 120,1 0 97,5 0 107,7 0 127,3 0 117,2 0 119,8 0 116,2 0 111,0 0 112,4 0 130,6 0 109,1 0 118,8 0 123,9 0 101,6 0 112,8 0 128,0 0 129,6 0 125,8 0 119,5 0 115,7 0 113,6 0 129,7 0 112,0 0 116,8 0 127,0 0 112,1 1 114,2 1 121,1 1 131,6 1 125,0 1 120,4 1 117,7 1 117,5 1 120,6 1 127,5 1 112,3 1 124,5 1 115,2 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 time5 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
C[t] = + 92.2386051335235 -3.45408348457351D[t] + 3.15155129202308M1[t] + 17.9344741163253M2[t] + 19.7031112263417M3[t] + 12.7431769077867M4[t] + 11.4118140178031M5[t] + 5.25187969924812M6[t] + 3.74908823783596M7[t] + 15.2748682049952M8[t] + 6.02921960072595M9[t] + 3.75499956788522M10[t] + 13.9522081064731M11[t] + 0.288505747126437t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)92.23860513352352.16090742.685100
D-3.454083484573511.912074-1.80650.0751450.037572
M13.151551292023082.630121.19830.2348590.11743
M217.93447411632532.6287166.822500
M319.70311122634172.6276237.498500
M412.74317690778672.6268434.85117e-064e-06
M511.41181401780312.6263744.34514.6e-052.3e-05
M65.251879699248122.6262181.99980.0494050.024703
M73.749088237835962.6263741.42750.1578890.078944
M815.27486820499522.6268435.814900
M96.029219600725952.6276232.29460.0247620.012381
M103.754999567885222.6287161.42850.1576080.078804
M1113.95220810647312.630125.30481e-061e-06
t0.2885057471264370.02864310.072600


Multiple Linear Regression - Regression Statistics
Multiple R0.887940440757827
R-squared0.788438226333204
Adjusted R-squared0.749148182652228
F-TEST (value)20.0671252171439
F-TEST (DF numerator)13
F-TEST (DF denominator)70
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.89712167843117
Sum Squared Residuals1678.72605133523


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
197.895.67866217267332.12133782732672
2107.4110.750090744102-3.3500907441016
3117.5112.8072336012444.6927663987556
4105.6106.135805029816-0.535805029815878
597.4105.092947886959-7.69294788695878
699.599.22151931553020.278480684469789
79898.0072336012445-0.00723360124447175
8104.3109.821519315530-5.52151931553021
9100.6100.864376458387-0.264376458387351
10101.198.8786621726732.22133782732694
11103.9109.364376458387-5.46437645838736
1296.995.70067409904071.19932590095930
1395.599.1407311381903-3.64073113819025
14108.4114.212159709619-5.81215970961885
15117116.2693025667620.730697433238259
16103.8109.597873995333-5.79787399533317
17100.8108.555016852476-7.75501685247602
18110.6102.6835882810477.91641171895255
19104101.4693025667622.53069743323827
20112.6113.283588281047-0.683588281047447
21107.3104.3264454239052.97355457609541
2298.9102.340731138190-3.44073113819029
23109.8112.826445423905-3.02644542390459
24104.999.1627430645585.73725693544206
25102.2102.602800103708-0.402800103707509
26123.9117.6742286751366.22577132486388
27124.9119.7313715322795.16862846772103
28112.7113.059942960850-0.359942960850407
29121.9112.0170858179939.88291418200675
30100.6106.145657246565-5.54565724656469
31104.3104.931371532279-0.631371532278978
32120.4116.7456572465653.65434275343533
33107.5107.788514389422-0.288514389421827
34102.9105.802800103708-2.90280010370754
35125.6116.2885143894229.31148561057817
36107.5102.6248120300754.87518796992481
37108.8106.0648690692252.73513093077524
38128.4121.1362976406537.26370235934663
39121.1123.193440497796-2.09344049779623
40119.5116.5220119263682.97798807363235
41128.7115.47915478351113.2208452164895
42108.7109.607726212082-0.907726212081925
43105.5108.393440497796-2.89344049779622
44119.8120.207726212082-0.407726212081924
45111.3111.2505833549390.0494166450609272
46110.6109.2648690692251.33513093077521
47120.1119.7505833549390.349416645060921
4897.5106.086880995592-8.58688099559243
49107.7109.526938034742-1.82693803474199
50127.3124.5983666061712.70163339382938
51117.2126.655509463313-9.45550946331346
52119.8119.984080891885-0.184080891884893
53116.2118.941223749028-2.74122374902774
54111113.069795177599-2.06979517759917
55112.4111.8555094633130.544490536686545
56130.6123.6697951775996.93020482240083
57109.1114.712652320456-5.61265232045632
58118.8112.7269380347426.07306196525797
59123.9123.2126523204560.687347679543698
60101.6109.548949961110-7.94894996110968
61112.8112.989007000259-0.189007000259241
62128128.060435571688-0.0604355716878555
63129.6130.117578428831-0.517578428830714
64125.8123.4461498574022.35385014259786
65119.5122.403292714545-2.90329271454498
66115.7116.531864143116-0.831864143116408
67113.6115.317578428831-1.71757842883071
68129.7127.1318641431162.56813585688358
69112118.174721285974-6.17472128597355
70116.8116.1890070002590.610992999740726
71127126.6747212859740.325278714026447
72112.1109.5569354420532.54306455794658
73114.2112.9969924812031.20300751879703
74121.1128.068421052632-6.9684210526316
75131.6130.1255639097741.47443609022555
76125123.4541353383461.54586466165413
77120.4122.411278195489-2.01127819548871
78117.7116.5398496240601.16015037593986
79117.5115.3255639097742.17443609022556
80120.6127.139849624060-6.53984962406014
81127.5118.1827067669179.31729323308271
82112.3116.196992481203-3.89699248120301
83124.5126.682706766917-2.18270676691729
84115.2113.0190044075712.18099559242935


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.07687055716688810.1537411143337760.923129442833112
180.4121947946950320.8243895893900640.587805205304968
190.3191469337313280.6382938674626560.680853066268672
200.2947824956409240.5895649912818490.705217504359076
210.2193673034445630.4387346068891270.780632696555437
220.2113184285257910.4226368570515820.78868157147421
230.1701834424058220.3403668848116440.829816557594178
240.1467562524282530.2935125048565070.853243747571747
250.09646895954723290.1929379190944660.903531040452767
260.2221797785587160.4443595571174320.777820221441284
270.1692037069067380.3384074138134760.830796293093262
280.1228720561625060.2457441123250130.877127943837494
290.4733635289671280.9467270579342560.526636471032872
300.6972015952653080.6055968094693840.302798404734692
310.6518403528260050.696319294347990.348159647173995
320.6007979941059280.7984040117881430.399202005894071
330.5488353623817770.9023292752364460.451164637618223
340.5436580445997580.9126839108004850.456341955400242
350.6618414432354820.6763171135290360.338158556764518
360.6244223257895320.7511553484209360.375577674210468
370.5509821669300460.8980356661399090.449017833069954
380.5611354504624870.8777290990750260.438864549537513
390.5889122370117470.8221755259765060.411087762988253
400.5190974101243360.961805179751330.480902589875664
410.8394679751994140.3210640496011730.160532024800586
420.812039470511210.375921058977580.18796052948879
430.7985047961626990.4029904076746020.201495203837301
440.7465292356082760.5069415287834490.253470764391724
450.6950154524689350.609969095062130.304984547531065
460.6259356718863490.7481286562273020.374064328113651
470.5616215990568110.8767568018863780.438378400943189
480.71738517408030.5652296518393990.282614825919700
490.665095998900420.669808002199160.33490400109958
500.6472106778791830.7055786442416350.352789322120817
510.7948796169289470.4102407661421070.205120383071053
520.7385301300068960.5229397399862070.261469869993104
530.6846876227265050.630624754546990.315312377273495
540.6250340531474910.7499318937050180.374965946852509
550.5414483991420220.9171032017159550.458551600857977
560.5982162638746690.8035674722506620.401783736125331
570.6309498197863590.7381003604272830.369050180213641
580.6633385315042610.6733229369914770.336661468495739
590.6114694663173150.7770610673653710.388530533682685
600.7027318679536590.5945362640926810.297268132046341
610.6072854468608160.7854291062783690.392714553139184
620.5948497356575240.8103005286849530.405150264342476
630.4819629202636440.9639258405272870.518037079736356
640.369246211708270.738492423416540.63075378829173
650.2606562696200290.5213125392400570.739343730379971
660.1627279713664790.3254559427329580.837272028633521
670.09540660493534970.1908132098706990.90459339506465


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 level00OK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/10q74q1227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/10q74q1227775430.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/18aum1227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/18aum1227775430.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/28nn91227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/28nn91227775430.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/3a55y1227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/3a55y1227775430.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/4mbny1227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/4mbny1227775430.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/5djl61227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/5djl61227775430.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/6cykh1227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/6cykh1227775430.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/7g8fa1227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/7g8fa1227775430.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/838i31227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/838i31227775430.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/91cbm1227775430.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227775653pibo9eg7xww5b2g/91cbm1227775430.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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