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Seatbelt Q3: eigen tijdreeks met seizoenaliteit

*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 07:47:40 -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/t1227797302wn972ab8gi234o4.htm/, Retrieved Thu, 27 Nov 2008 14:48:33 +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/t1227797302wn972ab8gi234o4.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)
 
Feedback Forum:
2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc] [reply
test

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
101,02 0 100,67 0 100,47 0 100,38 0 100,33 0 100,34 0 100,37 0 100,39 0 100,21 0 100,21 0 100,22 0 100,28 0 100,25 0 100,25 0 100,21 0 100,16 0 100,18 0 100,1 1 99,96 1 99,88 1 99,88 1 99,86 1 99,84 1 99,8 1 99,82 1 99,81 1 99,92 1 100,03 1 99,99 1 100,02 1 100,01 1 100,13 1 100,33 1 100,13 1 99,96 1 100,05 1 99,83 1 99,8 1 100,01 1 100,1 1 100,13 1 100,16 1 100,41 1 101,34 1 101,65 1 101,85 1 102,07 1 102,12 1 102,14 1 102,21 1 102,28 1 102,19 1 102,33 1 102,54 1 102,44 1 102,78 1 102,9 1 103,08 1 102,77 1 102,65 1 102,71 1 103,29 1 102,86 1 103,45 1 103,72 1 103,65 1 103,83 1 104,45 1 105,14 1 105,07 1 105,31 1 105,19 1 105,3 1 105,02 1 105,17 1 105,28 1 105,45 1 105,38 1 105,8 1 105,96 1 105,08 1 105,11 1 105,61 1 105,5 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'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
Suiker[t] = + 100.608354037267 + 1.88858695652173Cotonou[t] -0.375916149068313M1[t] -0.378773291925466M2[t] -0.397344720496895M3[t] -0.301630434782610M4[t] -0.224487577639753M5[t] -0.485714285714287M6[t] -0.395714285714287M7[t] -0.0942857142857158M8[t] -0.0571428571428576M9[t] -0.0400000000000039M10[t] + 0.0271428571428549M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)100.6083540372670.919321109.437700
Cotonou1.888586956521730.5688013.32030.0014220.000711
M1-0.3759161490683131.105218-0.34010.7347640.367382
M2-0.3787732919254661.105218-0.34270.7328270.366413
M3-0.3973447204968951.105218-0.35950.7202750.360138
M4-0.3016304347826101.105218-0.27290.7857110.392855
M5-0.2244875776397531.105218-0.20310.8396250.419813
M6-0.4857142857142871.102227-0.44070.6607930.330397
M7-0.3957142857142871.102227-0.3590.7206510.360325
M8-0.09428571428571581.102227-0.08550.9320720.466036
M9-0.05714285714285761.102227-0.05180.9587990.4794
M10-0.04000000000000391.102227-0.03630.9711530.485576
M110.02714285714285491.1022270.02460.9804230.490211


Multiple Linear Regression - Regression Statistics
Multiple R0.386516860213904
R-squared0.149395283229615
Adjusted R-squared0.0056311057472962
F-TEST (value)1.03916904646144
F-TEST (DF numerator)12
F-TEST (DF denominator)71
p-value0.423929093603733
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.06207823139742
Sum Squared Residuals301.903830900621


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1101.02100.2324378881990.78756211180132
2100.67100.2295807453420.440419254658387
3100.47100.2110093167700.258990683229809
4100.38100.3067236024840.0732763975155205
5100.33100.383866459627-0.0538664596273344
6100.34100.1226397515530.217360248447202
7100.37100.2126397515530.157360248447205
8100.39100.514068322981-0.124068322981370
9100.21100.551211180124-0.341211180124234
10100.21100.568354037267-0.358354037267088
11100.22100.63549689441-0.415496894409942
12100.28100.608354037267-0.328354037267084
13100.25100.2324378881990.0175621118012270
14100.25100.2295807453420.0204192546583813
15100.21100.211009316770-0.00100931677019619
16100.16100.306723602484-0.146723602484477
17100.18100.383866459627-0.203866459627325
18100.1102.011226708075-1.91122670807454
1999.96102.101226708075-2.14122670807454
2099.88102.402655279503-2.52265527950311
2199.88102.439798136646-2.55979813664597
2299.86102.456940993789-2.59694099378882
2399.84102.524083850932-2.68408385093167
2499.8102.496940993789-2.69694099378882
2599.82102.121024844721-2.30102484472051
2699.81102.118167701863-2.30816770186335
2799.92102.099596273292-2.17959627329192
28100.03102.195310559006-2.16531055900621
2999.99102.272453416149-2.28245341614907
30100.02102.011226708075-1.99122670807454
31100.01102.101226708075-2.09122670807453
32100.13102.402655279503-2.27265527950311
33100.33102.439798136646-2.10979813664596
34100.13102.456940993789-2.32694099378882
3599.96102.524083850932-2.56408385093168
36100.05102.496940993789-2.44694099378882
3799.83102.121024844721-2.29102484472051
3899.8102.118167701863-2.31816770186336
39100.01102.099596273292-2.08959627329192
40100.1102.195310559006-2.09531055900621
41100.13102.272453416149-2.14245341614907
42100.16102.011226708075-1.85122670807454
43100.41102.101226708075-1.69122670807454
44101.34102.402655279503-1.0626552795031
45101.65102.439798136646-0.789798136645956
46101.85102.456940993789-0.606940993788821
47102.07102.524083850932-0.454083850931681
48102.12102.496940993789-0.376940993788815
49102.14102.1210248447210.0189751552794941
50102.21102.1181677018630.091832298136641
51102.28102.0995962732920.180403726708077
52102.19102.195310559006-0.00531055900621019
53102.33102.2724534161490.0575465838509321
54102.54102.0112267080750.528773291925474
55102.44102.1012267080750.338773291925465
56102.78102.4026552795030.377344720496897
57102.9102.4397981366460.460201863354044
58103.08102.4569409937890.623059006211183
59102.77102.5240838509320.245916149068321
60102.65102.4969409937890.153059006211186
61102.71102.1210248447210.588975155279488
62103.29102.1181677018631.17183229813665
63102.86102.0995962732920.760403726708075
64103.45102.1953105590061.25468944099380
65103.72102.2724534161491.44754658385093
66103.65102.0112267080751.63877329192547
67103.83102.1012267080751.72877329192547
68104.45102.4026552795032.0473447204969
69105.14102.4397981366462.70020186335404
70105.07102.4569409937892.61305900621118
71105.31102.5240838509322.78591614906833
72105.19102.4969409937892.69305900621118
73105.3102.1210248447213.17897515527949
74105.02102.1181677018632.90183229813664
75105.17102.0995962732923.07040372670808
76105.28102.1953105590063.08468944099379
77105.45102.2724534161493.17754658385094
78105.38102.0112267080753.36877329192546
79105.8102.1012267080753.69877329192546
80105.96102.4026552795033.55734472049689
81105.08102.4397981366462.64020186335404
82105.11102.4569409937892.65305900621118
83105.61102.5240838509323.08591614906832
84105.5102.4969409937893.00305900621118


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.00607336985825860.01214673971651720.99392663014174
170.0008402221991334940.001680444398266990.999159777800867
180.0001041325677051330.0002082651354102650.999895867432295
191.26654166229064e-052.53308332458128e-050.999987334583377
201.56166698075766e-063.12333396151532e-060.99999843833302
211.74593420198672e-073.49186840397344e-070.99999982540658
221.88535028623064e-083.77070057246129e-080.999999981146497
232.00985251341615e-094.01970502683231e-090.999999997990147
242.23930211638101e-104.47860423276201e-100.99999999977607
256.87829496969514e-111.37565899393903e-100.999999999931217
269.16440083811527e-121.83288016762305e-110.999999999990836
279.74142818819534e-131.94828563763907e-120.999999999999026
281.48103815054399e-132.96207630108798e-130.999999999999852
292.04876796536002e-144.09753593072003e-140.99999999999998
302.24363956995287e-154.48727913990574e-150.999999999999998
312.64072137606163e-165.28144275212327e-161
325.00876163194272e-171.00175232638854e-161
335.05509968003036e-171.01101993600607e-161
341.60610882935057e-173.21221765870114e-171
353.72125714148495e-187.4425142829699e-181
361.09277940449255e-182.18555880898509e-181
374.53360548298292e-199.06721096596583e-191
381.5005993767955e-193.001198753591e-191
393.76622360725541e-207.53244721451081e-201
401.41111228206362e-202.82222456412724e-201
418.27291189937257e-211.65458237987451e-201
424.54569132590335e-219.0913826518067e-211
431.31630687040037e-202.63261374080074e-201
442.75925241125949e-165.51850482251898e-161
456.39042594885484e-131.27808518977097e-120.99999999999936
463.01241398047251e-106.02482796094503e-100.999999999698759
474.84910208543394e-089.69820417086788e-080.99999995150898
481.4066112905666e-062.8132225811332e-060.99999859338871
499.65055820512143e-061.93011164102429e-050.999990349441795
505.62989147498402e-050.0001125978294996800.99994370108525
510.0002049252795884730.0004098505591769450.999795074720412
520.0006167156174798750.001233431234959750.99938328438252
530.001859763561870610.003719527123741230.99814023643813
540.004995128833030370.009990257666060740.99500487116697
550.01269240908424270.02538481816848540.987307590915757
560.03070303939055150.0614060787811030.969296960609448
570.05919221676910910.1183844335382180.94080778323089
580.09975885383361610.1995177076672320.900241146166384
590.2003552902685940.4007105805371870.799644709731406
600.3646505358950610.7293010717901210.63534946410494
610.5063644555957140.9872710888085730.493635544404286
620.5661350162206070.8677299675587860.433864983779393
630.6888802516700140.6222394966599730.311119748329986
640.7565915160937370.4868169678125270.243408483906263
650.8101689861996040.3796620276007920.189831013800396
660.8607789894529750.2784420210940490.139221010547025
670.9512201738817130.09755965223657320.0487798261182866
680.9970543993872780.005891201225443980.00294560061272199


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level390.735849056603774NOK
5% type I error level410.773584905660377NOK
10% type I error level430.811320754716981NOK
 
Charts produced by software:
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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/108p4x1227797254.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/10z7k1227797254.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/2fohz1227797254.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/2fohz1227797254.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/36pr51227797254.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/36pr51227797254.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/43plh1227797254.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/43plh1227797254.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/5qh231227797254.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/6sc0v1227797254.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/7pixz1227797254.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/7pixz1227797254.ps (open in new window)


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http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/8n7rg1227797254.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/94akb1227797254.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/27/t1227797302wn972ab8gi234o4/94akb1227797254.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly 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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