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*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: Sun, 12 Dec 2010 18:53:10 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz.htm/, Retrieved Sun, 12 Dec 2010 19:52:33 +0100
 
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/2010/Dec/12/t1292179942qgca4eg2yu4u8sz.htm/},
    year = {2010},
}
@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 = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
31514 27071 29462 26105 22397 23843 21705 18089 20764 25316 17704 15548 28029 29383 36438 32034 22679 24319 18004 17537 20366 22782 19169 13807 29743 25591 29096 26482 22405 27044 17970 18730 19684 19785 18479 10698 31956 29506 34506 27165 26736 23691 18157 17328 18205 20995 17382 9367 31124 26551 30651 25859 25100 25778 20418 18688 20424 24776 19814 12738 31566 30111 30019 31934 25826 26835 20205 17789 20520 22518 15572 11509 25447 24090 27786 26195 20516 22759 19028 16971 20036 22485 18730 14538 27561 25985 34670 32066 27186 29586 21359 21553 19573 24256
 
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 time8 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
X[t] = + 12600.7142857143 + 17016.7857142857M1[t] + 14685.2857142857M2[t] + 18977.7857142857M3[t] + 15879.2857142857M4[t] + 11504.9107142857M5[t] + 12881.1607142857M6[t] + 7005.03571428572M7[t] + 5734.91071428572M8[t] + 7345.78571428573M9[t] + 10263.4107142857M10[t] + 5520.71428571429M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)12600.7142857143814.60146515.468600
M117016.78571428571115.43899515.255700
M214685.28571428571115.43899513.165500
M318977.78571428571115.43899517.013700
M415879.28571428571115.43899514.235900
M511504.91071428571115.43899510.314200
M612881.16071428571115.43899511.548100
M77005.035714285721115.4389956.280100
M85734.910714285721115.4389955.14142e-061e-06
M97345.785714285731115.4389956.585600
M1010263.41071428571115.4389959.201200
M115520.714285714291152.020444.79227e-064e-06


Multiple Linear Regression - Regression Statistics
Multiple R0.9348192921154
R-squared0.873887108911139
Adjusted R-squared0.856969525960194
F-TEST (value)51.655553363924
F-TEST (DF numerator)11
F-TEST (DF denominator)82
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2155.23289484233
Sum Squared Residuals380892364.142857


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
13151429617.49999999991896.50000000005
22707127286-214.999999999987
32946231578.4999999999-2116.49999999993
42610528479.9999999999-2374.99999999994
52239724105.625-1708.62499999999
62384325481.8750000001-1638.87500000005
72170519605.752099.25000000001
81808918335.625-246.624999999996
92076419946.5817.500000000001
102531622864.1252451.87499999999
111770418121.4285714286-417.428571428592
121554812600.71428571432947.28571428571
132802929617.5-1588.50000000001
1429383272862097.00000000000
153643831578.54859.49999999999
1632034284803553.99999999999
172267924105.625-1426.625
182431925481.875-1162.87499999999
191800419605.75-1601.75
201753718335.625-798.625000000001
212036619946.5419.5
222278222864.125-82.1249999999986
231916918121.42857142861047.57142857143
241380712600.71428571431206.28571428572
252974329617.5125.499999999993
262559127286-1695.00000000000
272909631578.5-2482.50000000001
282648228480-1998.00000000001
292240524105.625-1700.625
302704425481.8751562.12500000001
311797019605.75-1635.75
321873018335.625394.374999999999
331968419946.5-262.5
341978522864.125-3079.125
351847918121.4285714286357.571428571432
361069812600.7142857143-1902.71428571428
373195629617.52338.49999999999
3829506272862220.00000000000
393450631578.52927.49999999999
402716528480-1315.00000000001
412673624105.6252630.375
422369125481.875-1790.87499999999
431815719605.75-1448.75
441732818335.625-1007.625
451820519946.5-1741.5
462099522864.125-1869.125
471738218121.4285714286-739.428571428568
48936712600.7142857143-3233.71428571428
493112429617.51506.49999999999
502655127286-735.000000000004
513065131578.5-927.50000000001
522585928480-2621.00000000001
532510024105.625994.375
542577825481.875296.125000000007
552041819605.75812.25
561868818335.625352.374999999999
572042419946.5477.5
582477622864.1251911.875
591981418121.42857142861692.57142857143
601273812600.7142857143137.285714285717
613156629617.51948.49999999999
6230111272862825.00000000000
633001931578.5-1559.50000000001
6431934284803453.99999999999
652582624105.6251720.375
662683525481.8751353.12500000001
672020519605.75599.25
681778918335.625-546.625000000001
692052019946.5573.5
702251822864.125-346.124999999999
711557218121.4285714286-2549.42857142857
721150912600.7142857143-1091.71428571428
732544729617.5-4170.50000000001
742409027286-3196.00000000000
752778631578.5-3792.50000000001
762619528480-2285.00000000001
772051624105.625-3589.625
782275925481.875-2722.87499999999
791902819605.75-577.75
801697118335.625-1364.625
812003619946.589.5
822248522864.125-379.124999999999
831873018121.4285714286608.571428571432
841453812600.71428571431937.28571428572
852756129617.5-2056.50000000001
862598527286-1301.00000000000
873467031578.53091.49999999999
8832066284803585.99999999999
892718624105.6253080.375
902958625481.8754104.12500000001
912135919605.751753.25
922155318335.6253217.375
931957319946.5-373.5
942425622864.1251391.875


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.926859778349780.1462804433004410.0731402216502204
160.9698669703807330.06026605923853460.0301330296192673
170.943164728961180.1136705420776390.0568352710388195
180.9037454527798620.1925090944402750.0962545472201376
190.9013962201823340.1972075596353330.0986037798176665
200.849893739112440.300212521775120.15010626088756
210.7842170218505760.4315659562988480.215782978149424
220.7445463470652260.5109073058695480.255453652934774
230.6797894398259820.6404211203480370.320210560174018
240.6247311037034670.7505377925930660.375268896296533
250.5372692941545750.925461411690850.462730705845425
260.5222152154002120.9555695691995760.477784784599788
270.5827799876361980.8344400247276040.417220012363802
280.5691364236427260.8617271527145480.430863576357274
290.5111029373831030.9777941252337940.488897062616897
300.5064401992546420.9871196014907160.493559800745358
310.4670578972205190.9341157944410380.532942102779481
320.3978486852940010.7956973705880030.602151314705999
330.3318670239148920.6637340478297840.668132976085108
340.4197184304304600.8394368608609210.580281569569540
350.3503434565160120.7006869130320240.649656543483988
360.3867054301008450.773410860201690.613294569899155
370.3823153513361660.7646307026723320.617684648663834
380.3737289441887970.7474578883775930.626271055811203
390.4109843745882450.8219687491764910.589015625411754
400.3640070066286670.7280140132573330.635992993371333
410.4242012673922500.8484025347844990.57579873260775
420.3951627376915290.7903254753830580.604837262308471
430.3545602999178140.7091205998356280.645439700082186
440.3038397081320580.6076794162641160.696160291867942
450.281213847204590.562427694409180.71878615279541
460.2616930597019250.523386119403850.738306940298075
470.2153152380714490.4306304761428980.784684761928551
480.2768238568912960.5536477137825920.723176143108704
490.2573871405390780.5147742810781560.742612859460922
500.2128151052792050.425630210558410.787184894720795
510.1773079605364160.3546159210728330.822692039463584
520.2077655314675730.4155310629351460.792234468532427
530.1712456302044430.3424912604088860.828754369795557
540.1352266596009370.2704533192018730.864773340399063
550.1063532332912950.2127064665825900.893646766708705
560.07894010666542120.1578802133308420.921059893334579
570.05714967604059530.1142993520811910.942850323959405
580.05130075079435220.1026015015887040.948699249205648
590.04537483776781320.09074967553562630.954625162232187
600.03096694057702360.06193388115404710.969033059422976
610.04381018622453420.08762037244906830.956189813775466
620.07341312662384890.1468262532476980.926586873376151
630.05883972378495420.1176794475699080.941160276215046
640.07918022723717510.1583604544743500.920819772762825
650.06683886754284770.1336777350856950.933161132457152
660.04964548885731110.09929097771462210.95035451114269
670.03324343062269990.06648686124539970.9667565693773
680.02272727927805020.04545455855610050.97727272072195
690.01421345420801860.02842690841603720.985786545791981
700.008506342102067050.01701268420413410.991493657897933
710.00825574423490640.01651148846981280.991744255765094
720.006244624687863450.01248924937572690.993755375312137
730.007692826025839370.01538565205167870.99230717397416
740.006433586375592220.01286717275118440.993566413624408
750.02237797698178710.04475595396357410.977622023018213
760.04337376129024340.08674752258048680.956626238709757
770.1435453524316460.2870907048632930.856454647568354
780.5087532873402740.9824934253194520.491246712659726
790.4351230106880060.8702460213760110.564876989311994


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level80.123076923076923NOK
10% type I error level150.230769230769231NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/10d0gl1292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/10d0gl1292179981.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/16hiq1292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/16hiq1292179981.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/2hqic1292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/2hqic1292179981.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/3hqic1292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/3hqic1292179981.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/4hqic1292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/4hqic1292179981.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/590zw1292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/590zw1292179981.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/690zw1292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/690zw1292179981.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/7k9g01292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/7k9g01292179981.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/8k9g01292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/8k9g01292179981.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/9d0gl1292179981.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292179942qgca4eg2yu4u8sz/9d0gl1292179981.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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