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paper dummys

*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: Fri, 17 Dec 2010 13:52:07 +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/17/t1292593940p87bjkoct64yk5r.htm/, Retrieved Fri, 17 Dec 2010 14:52:23 +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/17/t1292593940p87bjkoct64yk5r.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 «
100.00 0 100.42 0 100.50 0 101.14 0 101.98 0 102.31 0 103.27 0 103.80 0 103.46 0 105.06 0 106.08 0 106.74 0 107.35 0 108.96 0 109.85 0 109.81 0 109.99 0 111.60 0 112.74 0 112.78 0 113.66 0 115.37 0 116.26 0 116.24 0 116.73 0 118.76 0 119.78 0 120.23 0 121.48 0 124.07 0 125.82 0 126.92 0 128.48 0 131.44 0 133.51 0 134.58 0 136.68 0 140.10 0 142.45 0 143.91 0 146.19 0 149.84 0 152.31 0 153.62 0 155.79 0 159.89 0 163.21 0 165.32 0 167.68 0 171.79 0 175.38 0 177.81 0 181.09 0 186.48 0 191.07 0 194.23 0 197.82 0 204.41 0 209.26 0 212.24 0 214.88 0 218.87 0 219.86 0 219.75 0 220.89 0 224.02 0 222.27 0 217.27 1 213.23 1 212.44 1 207.87 1 199.46 1 198.19 1 199.77 1 200.10 1 195,76 1 191,27 1 195,79 1 192,7 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 time6 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Multiple Linear Regression - Estimated Regression Equation
woningprijsindex_us[t] = + 78.4441884324657 -19.859749918121Dummy_[t] + 1.95106206102932t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)78.44418843246572.9746826.370600
Dummy_-19.8597499181214.828281-4.11329.8e-054.9e-05
t1.951062061029320.07599625.673200


Multiple Linear Regression - Regression Statistics
Multiple R0.959769602367644
R-squared0.921157689628946
Adjusted R-squared0.919082891987602
F-TEST (value)443.974714099082
F-TEST (DF numerator)2
F-TEST (DF denominator)76
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation12.0642601758941
Sum Squared Residuals11061.5243929664


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
110080.395250493495119.6047495065049
2100.4282.346312554524318.0736874454757
3100.584.297374615553616.2026253844464
4101.1486.24843667658314.891563323417
5101.9888.199498737612313.7805012623877
6102.3190.150560798641612.1594392013584
7103.2792.101622859670911.1683771403291
8103.894.05268492070029.74731507929975
9103.4696.00374698172967.45625301827042
10105.0697.95480904275897.1051909572411
11106.0899.90587110378826.17412889621177
12106.74101.8569331648184.88306683518245
13107.35103.8079952258473.54200477415312
14108.96105.7590572868763.2009427131238
15109.85107.7101193479062.13988065209448
16109.81109.6611814089350.148818591065158
17109.99111.612243469964-1.62224346996418
18111.6113.563305530993-1.9633055309935
19112.74115.514367592023-2.77436759202282
20112.78117.465429653052-4.68542965305214
21113.66119.416491714081-5.75649171408148
22115.37121.367553775111-5.99755377511079
23116.26123.31861583614-7.05861583614012
24116.24125.269677897169-9.02967789716945
25116.73127.220739958199-10.4907399581988
26118.76129.171802019228-10.4118020192281
27119.78131.122864080257-11.3428640802574
28120.23133.073926141287-12.8439261412867
29121.48135.024988202316-13.5449882023161
30124.07136.976050263345-12.9060502633454
31125.82138.927112324375-13.1071123243747
32126.92140.878174385404-13.958174385404
33128.48142.829236446433-14.3492364464334
34131.44144.780298507463-13.3402985074627
35133.51146.731360568492-13.221360568492
36134.58148.682422629521-14.1024226295213
37136.68150.633484690551-13.9534846905507
38140.1152.58454675158-12.48454675158
39142.45154.535608812609-12.0856088126093
40143.91156.486670873639-12.5766708736386
41146.19158.437732934668-12.247732934668
42149.84160.388794995697-10.5487949956973
43152.31162.339857056727-10.0298570567266
44153.62164.290919117756-10.6709191177559
45155.79166.241981178785-10.4519811787853
46159.89168.193043239815-8.3030432398146
47163.21170.144105300844-6.9341053008439
48165.32172.095167361873-6.77516736187324
49167.68174.046229422903-6.36622942290255
50171.79175.997291483932-4.20729148393189
51175.38177.948353544961-2.5683535449612
52177.81179.899415605991-2.08941560599052
53181.09181.85047766702-0.760477667019837
54186.48183.8015397280492.67846027195082
55191.07185.7526017890785.3173982109215
56194.23187.7036638501086.52633614989217
57197.82189.6547259111378.16527408886285
58204.41191.60578797216612.8042120278335
59209.26193.55685003319615.7031499668042
60212.24195.50791209422516.7320879057749
61214.88197.45897415525417.4210258447456
62218.87199.41003621628419.4599637837162
63219.86201.36109827731318.4989017226869
64219.75203.31216033834216.4378396616576
65220.89205.26322239937215.6267776006283
66224.02207.21428446040116.805715539599
67222.27209.1653465214313.1046534785696
68217.27191.25665866433926.0133413356613
69213.23193.20772072536820.0222792746319
70212.44195.15878278639717.2812172136026
71207.87197.10984484742710.7601551525733
72199.46199.0609069084560.399093091543993
73198.19201.011968969485-2.82196896948534
74199.77202.963031030515-3.19303103051465
75200.1204.914093091544-4.814093091544
76195.76206.865155152573-11.1051551525733
77191.27208.816217213603-17.5462172136026
78195.79210.767279274632-14.977279274632
79192.7212.718341335661-20.0183413356613


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
61.64669767892782e-053.29339535785563e-050.99998353302321
79.99505191729243e-071.99901038345849e-060.999999000494808
83.29264214460411e-086.58528428920821e-080.999999967073579
95.3521649484616e-091.07043298969232e-080.999999994647835
104.97842769892793e-109.95685539785586e-100.999999999502157
111.02522821961037e-102.05045643922074e-100.999999999897477
121.08025863642543e-112.16051727285086e-110.999999999989197
137.87584922938774e-131.57516984587755e-120.999999999999212
146.18506744005807e-131.23701348801161e-120.999999999999381
152.22636352533418e-134.45272705066836e-130.999999999999777
161.64873547057416e-143.29747094114832e-140.999999999999983
171.35513505066878e-152.71027010133755e-150.999999999999999
181.55332514873598e-163.10665029747197e-161
193.27646351209948e-176.55292702419896e-171
202.43509510345977e-184.87019020691954e-181
211.86619569778387e-193.73239139556774e-191
227.72067557629546e-201.54413511525909e-191
232.54004802519238e-205.08009605038476e-201
242.01289191363934e-214.02578382727867e-211
251.46649677557205e-222.9329935511441e-221
265.30981564703314e-231.06196312940663e-221
272.12603950471969e-234.25207900943938e-231
282.79548844143416e-245.59097688286832e-241
297.02018823672896e-251.40403764734579e-241
302.0739058586075e-234.14781171721501e-231
316.63857932847925e-221.32771586569585e-211
323.56616403283738e-217.13232806567476e-211
331.79024741178903e-203.58049482357806e-201
349.41521800953994e-191.88304360190799e-181
352.69687044276253e-175.39374088552505e-171
361.39641648427973e-162.79283296855945e-161
378.15358264533715e-161.63071652906743e-151
381.70052657925076e-143.40105315850152e-140.999999999999983
392.32578512061968e-134.65157024123936e-130.999999999999767
401.20981962526933e-122.41963925053866e-120.99999999999879
415.76656586895903e-121.15331317379181e-110.999999999994233
425.23262275151579e-111.04652455030316e-100.999999999947674
433.52155938729298e-107.04311877458597e-100.999999999647844
441.21771956597598e-092.43543913195195e-090.99999999878228
453.91117055930639e-097.82234111861278e-090.99999999608883
462.11556276889887e-084.23112553779775e-080.999999978844372
471.23671941095673e-072.47343882191346e-070.999999876328059
485.67993751930802e-071.1359875038616e-060.999999432006248
492.53784237470376e-065.07568474940753e-060.999997462157625
501.45434092710866e-052.90868185421732e-050.999985456590729
518.86532008279876e-050.0001773064016559750.999911346799172
520.0005299012160155620.001059802432031120.999470098783984
530.003458977930934970.006917955861869940.996541022069065
540.02130457846050580.04260915692101170.978695421539494
550.09872205544606630.1974441108921330.901277944553934
560.3259098561575910.6518197123151830.674090143842409
570.7038351176278230.5923297647443540.296164882372177
580.9257739751756750.148452049648650.0742260248243251
590.9868766279372250.02624674412554930.0131233720627746
600.9982713439722430.003457312055514580.00172865602775729
610.9997989840992470.0004020318015058070.000201015900752903
620.9999305345112060.0001389309775884356.94654887942173e-05
630.9999593592692668.12814614672177e-054.06407307336089e-05
640.9999727063038735.45873922537004e-052.72936961268502e-05
650.9999660723918956.78552162106406e-053.39276081053203e-05
660.999895079652880.0002098406942422880.000104920347121144
670.9996552849353740.0006894301292525970.000344715064626299
680.9992756509260250.00144869814794920.000724349073974602
690.9981740128812390.003651974237522490.00182598711876124
700.9983088483727940.003382303254412240.00169115162720612
710.998509705274170.002980589451659840.00149029472582992
720.9937873619852240.01242527602955290.00621263801477647
730.979226719606280.04154656078744050.0207732803937202


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level600.88235294117647NOK
5% type I error level640.941176470588235NOK
10% type I error level640.941176470588235NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/1042vv1292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/1042vv1292593918.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/1f1gj1292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/1f1gj1292593918.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/2f1gj1292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/2f1gj1292593918.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/38sy41292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/38sy41292593918.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/48sy41292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/48sy41292593918.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/58sy41292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/58sy41292593918.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/61jf71292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/61jf71292593918.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/7usws1292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/7usws1292593918.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/8usws1292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/8usws1292593918.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/9usws1292593918.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/17/t1292593940p87bjkoct64yk5r/9usws1292593918.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal 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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