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paper 1

*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, 16 Dec 2010 08:02:53 +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/16/t12924866285524h3b9uqz0ib7.htm/, Retrieved Thu, 16 Dec 2010 09:03:59 +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/16/t12924866285524h3b9uqz0ib7.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 «
9 12 9 24 13 14 9 15 6 25 12 8 9 14 13 19 15 12 8 10 7 18 12 7 14 10 8 18 10 10 14 9 8 23 12 7 15 18 11 23 15 16 11 11 11 23 9 11 14 14 8 17 7 12 8 24 20 30 11 7 16 18 16 26 10 11 11 14 8 23 14 15 7 18 11 35 11 7 9 12 8 21 15 14 16 5 4 23 12 7 10 12 8 20 14 15 14 11 8 24 15 17 11 9 6 20 9 15 6 11 8 17 13 14 12 16 14 27 16 8 14 14 10 18 13 8 13 8 9 24 12 14 14 18 10 26 11 8 10 10 8 26 16 16 14 13 10 25 12 10 8 12 7 20 13 14 10 12 8 26 16 16 9 12 7 18 14 13 9 13 6 19 15 5 15 7 5 21 8 10 12 14 7 24 17 15 14 9 9 23 13 16 11 9 5 31 6 15 12 10 8 23 8 8 13 10 6 19 14 13 14 11 8 26 12 14 15 13 8 14 11 12 11 13 6 25 16 16 9 13 8 27 8 10 8 6 6 20 15 15 10 13 6 24 16 16 10 21 12 32 14 19 10 11 5 26 16 14 9 9 7 21 9 6 13 18 12 21 14 13 8 9 11 24 13 7 10 15 10 23 15 13 11 11 8 24 15 14 10 14 9 21 13 13 16 14 9 21 11 11 11 8 4 13 11 14 6 8 11 29 12 14 9 11 10 21 7 7 20 8 7 19 12 12 12 13 9 21 12 11 9 13 10 19 16 14 14 15 11 22 14 10 8 12 7 14 10 13 7 12 6 19 12 11 etc...
 
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 time10 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
DoubtsAboutActions[t] = + 13.7331110184792 + 0.0197387874653406ParentalExpectations[t] -0.00659949411248572ParentalCritism[t] -0.0365198552546792PersonalStandards[t] -0.187967271206596Popularity[t] + 0.0342413656924875KnowingPeople[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)13.73311101847922.4279455.656300
ParentalExpectations0.01973878746534060.1193340.16540.8690930.434547
ParentalCritism-0.006599494112485720.159171-0.04150.9670440.483522
PersonalStandards-0.03651985525467920.083993-0.43480.665030.332515
Popularity-0.1879672712065960.128885-1.45840.1491360.074568
KnowingPeople0.03424136569248750.120210.28480.7765920.388296


Multiple Linear Regression - Regression Statistics
Multiple R0.188707663494420
R-squared0.0356105822615232
Adjusted R-squared-0.0323041654665386
F-TEST (value)0.524342406514001
F-TEST (DF numerator)5
F-TEST (DF denominator)71
p-value0.757067623825922
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.90488610873579
Sum Squared Residuals599.123794635556


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1911.0699090889478-2.06990908894776
2911.0949231554782-2.09492315547819
3910.8211706899037-1.82117068990369
4811.2110273451293-3.21102734512927
51411.68308649050742.31691350949256
61411.00208978727802.99791021272195
71510.90421086974134.09578913025875
81111.722636156261-0.722636156261008
91412.43094604062821.56905395937176
10811.1513059543322-3.15130595433217
111611.53028336098534.46971663901467
121110.99878010773150.00121989226854191
13710.9096694002791-3.9096694002791
14910.8101336064111-1.81013360641105
151610.94953261386665.05046738613337
161011.0688620985648-1.06886209856481
171410.78355935025913.21644064974086
181111.9626810804267-0.962681080426742
19611.3124087823776-5.31240878237762
201210.23695719470791.76304280529210
211411.11645810713912.88354189286093
221311.17892121029301.82107878970705
231411.27918895737622.72081104262381
241010.4685722153854-0.468572215385354
251411.09753033548252.90246966451746
26811.2291874981914-3.22918749819141
271010.5080497903160-0.508049790316035
28911.0800185718017-2.08001857180168
29910.6079388013783-1.60793880137834
301511.91004358709803.08995641290197
311210.40495793296951.59504206703052
321411.11569531319142.88430468680865
331112.1314639803575-1.13146398035754
341211.80793902526230.192060974737742
351311.01062063572881.98937936427119
361411.17169735629212.8283026437079
371511.76889773410063.23110226589944
381110.57750742126100.422492578738973
39911.7895586980245-2.78955869802454
40810.7756610907911-2.77566109079115
411010.6140272765157-0.614027276515706
421010.9188404090167-0.918840409016737
431010.4396267538032-0.439626753803177
44911.6113894398272-2.61138943982719
451311.05589426026731.94410573973274
46810.7578041784793-2.75780417847931
471010.7488699043803-0.748869904380256
481110.68083525318170.319164746818326
491011.1847048639500-1.18470486394995
501611.49215667497824.50784332502183
511111.8016043598634-0.801604359863449
52610.9831229457946-4.98312294579459
53912.0412444405261-3.04124444052609
542011.30623674340638.69376325659365
551211.28445061630620.715549383693768
56910.7017458449542-1.70174584495418
571410.86403343965163.13596656034842
58811.9779670776468-3.97796707764678
59711.3575500216877-4.35755002168771
601111.4366115075522-0.436611507552224
611411.94116236816662.05883763183339
621411.79432081099052.20567918900952
63910.6024227230924-1.60242272309244
641611.60955420580474.39044579419528
651311.04183976222651.95816023777349
661312.07517774082160.924822259178398
67812.0174961183552-4.01749611835517
68911.6761192361259-2.67611923612586
691111.4236300491196-0.423630049119585
70810.7350513809136-2.73505138091359
71710.4132287773532-3.41322877735323
721111.4582316037771-0.458231603777067
73912.7653350434308-3.7653350434308
741611.51391735238644.48608264761357
751310.73800427594292.26199572405708
761212.0334889425049-0.0334889425049476
77910.2182221609422-1.21822216094217


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.8612511413217610.2774977173564780.138748858678239
100.7681332232347040.4637335535305920.231866776765296
110.8275149425188180.3449701149623640.172485057481182
120.7461187113412760.5077625773174490.253881288658724
130.6999046075449120.6001907849101760.300095392455088
140.6376512197900010.7246975604199980.362348780209999
150.7889542209726690.4220915580546620.211045779027331
160.7348271232607220.5303457534785570.265172876739278
170.6903217279883580.6193565440232850.309678272011642
180.6917966763280520.6164066473438970.308203323671948
190.8311767135894220.3376465728211550.168823286410578
200.7983065916886130.4033868166227750.201693408311387
210.8092474150891160.3815051698217680.190752584910884
220.7588672342831660.4822655314336680.241132765716834
230.7664453182851150.4671093634297710.233554681714886
240.706833370219740.586333259560520.29316662978026
250.691455852076610.6170882958467810.308544147923390
260.6945313569699360.6109372860601290.305468643030064
270.6260525122803790.7478949754392430.373947487719621
280.5791420351854670.8417159296290650.420857964814533
290.5156520306185060.9686959387629880.484347969381494
300.4958759911801850.991751982360370.504124008819815
310.4640730041062280.9281460082124570.535926995893772
320.4479426789383110.8958853578766220.552057321061689
330.4047798041041530.8095596082083050.595220195895847
340.3423113815174130.6846227630348250.657688618482587
350.3077583566440370.6155167132880730.692241643355963
360.3078220288560860.6156440577121720.692177971143914
370.3250935523806980.6501871047613970.674906447619302
380.2671970767026670.5343941534053330.732802923297333
390.2530826541203640.5061653082407290.746917345879636
400.2582081125118670.5164162250237350.741791887488133
410.205224132030610.410448264061220.79477586796939
420.1628088756686920.3256177513373850.837191124331308
430.1232771800907990.2465543601815980.876722819909201
440.1149069131221730.2298138262443460.885093086877827
450.09643317163392720.1928663432678540.903566828366073
460.09466431105736370.1893286221147270.905335688942636
470.0691319651255970.1382639302511940.930868034874403
480.0483449977303870.0966899954607740.951655002269613
490.03447257223903420.06894514447806840.965527427760966
500.0540174016945840.1080348033891680.945982598305416
510.03815734293791590.07631468587583180.961842657062084
520.07302380308061080.1460476061612220.92697619691939
530.08685973393590060.1737194678718010.9131402660641
540.505435069444280.989129861111440.49456493055572
550.4343869491824660.8687738983649320.565613050817534
560.3678532631807810.7357065263615610.63214673681922
570.3872975705255360.7745951410510710.612702429474465
580.3841196746317870.7682393492635730.615880325368213
590.4289201076647030.8578402153294050.571079892335297
600.4057548320779460.8115096641558920.594245167922054
610.7105814518140850.578837096371830.289418548185915
620.6580555674092070.6838888651815860.341944432590793
630.6772531783105920.6454936433788170.322746821689408
640.6299669041340010.7400661917319980.370033095865999
650.6832002350370560.6335995299258880.316799764962944
660.5710002167070730.8579995665858540.428999783292927
670.4497992016912260.8995984033824530.550200798308774
680.3140675238715060.6281350477430130.685932476128494


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 level30.05OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/10cwn11292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/10cwn11292486562.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/1g4pa1292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/1g4pa1292486562.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/2g4pa1292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/2g4pa1292486562.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/3g4pa1292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/3g4pa1292486562.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/4rwod1292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/4rwod1292486562.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/5rwod1292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/5rwod1292486562.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/6rwod1292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/6rwod1292486562.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/7jn5y1292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/7jn5y1292486562.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/8jn5y1292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/8jn5y1292486562.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/9cwn11292486562.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t12924866285524h3b9uqz0ib7/9cwn11292486562.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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