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Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationTue, 19 Dec 2017 13:26:04 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Dec/19/t1513686604bm0vo0eki03jbc0.htm/, Retrieved Thu, 31 Oct 2024 23:54:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=310321, Retrieved Thu, 31 Oct 2024 23:54:02 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact93
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [Multiple regression ] [2017-12-19 12:26:04] [b82f6da091e23ce43bd450aeb8fc9f66] [Current]
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Dataseries X:
57.7	63.2
60.1	68.6
66.5	77.7
63.4	68.1
71.4	75.1
68.5	73.3
61.6	60.5
68.3	65.9
69.3	77.7
76.1	77.1
73.3	77.7
69.7	71.3
67.4	76
63.7	75.3
73	81.7
67.5	72.5
74.4	77.4
72.9	81.1
71.7	65.1
75.6	68.7
72.5	75.6
80	79.7
75.4	75.3
71	67.7
70.6	73.2
67.5	72.2
74.1	79.3
73.2	77.5
74	75.6
73	77.4
74	69.2
73	67.1
76	77.9
81.7	82.7
73.5	75.7
77	70.1
73.6	76.4
70.4	74.3
74.7	80.5
76.8	78
72.7	73.5
76	78.8
77.5	71.2
73.6	66.2
78.5	82.7
84.3	83.8
74.4	75
78.5	80.4
72.7	74.6
71.3	77.7
84.4	89.8
79.1	82.4
76.2	77
84.9	89.6
77.1	75.7
78.7	75.1
84.7	89.9
83.7	88.8
82.5	86.5
85.2	90
76	84
72.2	82.7
83.2	91.7
80.2	87.5
81.1	82
86	92.2
76	73.1
83.9	75.6
87.9	91.6
85	87.5
88.1	90.1
87.4	91.3
79.5	87.6
75.2	88.4
87.3	100.7
79.5	85.3
87.6	92
89.1	96.8
83	77.9
88.3	80.9
88.9	95.3
93.9	99.3
91.7	96.1
87.2	92.5
87.8	93.7
81	92.1
93.7	103.6
87.5	92.5
91.4	95.7
93.8	103.4
89.5	89
93.3	89.1
92.8	98.7
104.1	109.4
99.9	101.1
93.4	95.4
99	101.4
93.2	102.1
95.7	103.6
102.6	106
98.8	98.4
98	106.6
101.5	95.8
94.9	87.2
104.7	108.5
108.4	107
97	92
102.3	94.9
90.8	84.4
89.6	85
99.9	94
99.2	84.5
94	88.2
103	92.1
99.8	81.1
94.9	81.2
102	96.1
103.2	95.3
98	92.1
101.1	91.7
88.2	90.3
90.3	96.1
105.5	108.7
99.4	95.9
94.3	95.1
105.9	109.4
98	91.2
99	91.4
103.9	107.4
104.3	105.6
105.7	105.3
105.5	103.7
97.4	99.5
95.4	103.2
110.5	123.1
102.8	102.2
110	110
104.3	106.2
96.5	91.3
105.6	99.3
111.3	111.8
108.5	104.4
109.1	102.4
107.7	101
102.3	100.6
102.4	104.5
110.8	117.4
101.7	97.4
108.9	99.5
111.5	106.4
104	95.2
109.9	94
106.8	104.1
118.4	105.8
111.8	101.1
105	93.5
104.9	97.9
96.5	96.8
106.3	108.4
105.6	103.5
109.3	101.3
105.1	107.4
111.5	100.7
103.1	91.1
106.5	105
114.4	112.8
104.7	105.6
105.5	101
100.5	101.9
96.4	103.5
105.1	109.5
108.4	105
105.7	102.9
109	108.5
107.2	96.9
101.6	88.4
112.7	112.4
115.9	111.3
105	101.6
110.4	101.2
100.9	101.8
98.5	98.8
111.3	114.4
109.6	104.5
103.4	97.6
115.7	109.1
110.4	94.5
105.2	90.4
113.2	111.8
117.4	110.5
112.3	106.8
113.9	101.8
102.2	103.7
106.9	107.4
118	117.5
113.8	109.6
114.9	102.8
118.8	115.5
106.3	97.8
114.2	100.2
117.3	112.9
114.7	108.7
117	109
116.6	113.9
106.5	106.9
105.7	109.6
121	124.5
107.8	104.2
119.7	110.8
121	118.7
108.8	102.1
115	105.1




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time8 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time8 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=310321&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]8 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=310321&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310321&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time8 seconds
R ServerBig Analytics Cloud Computing Center







Multiple Linear Regression - Estimated Regression Equation
Food[t] = + 30.7568 + 0.541325IndustryWithoutFood[t] -5.70849M1[t] -8.79851M2[t] -4.32101M3[t] -2.85377M4[t] -1.28843M5[t] -2.25532M6[t] + 0.391756M7[t] + 1.91547M8[t] -2.03086M9[t] + 1.3289M10[t] -0.765529M11[t] + 0.135789t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Food[t] =  +  30.7568 +  0.541325IndustryWithoutFood[t] -5.70849M1[t] -8.79851M2[t] -4.32101M3[t] -2.85377M4[t] -1.28843M5[t] -2.25532M6[t] +  0.391756M7[t] +  1.91547M8[t] -2.03086M9[t] +  1.3289M10[t] -0.765529M11[t] +  0.135789t  + e[t] \tabularnewline
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=310321&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Food[t] =  +  30.7568 +  0.541325IndustryWithoutFood[t] -5.70849M1[t] -8.79851M2[t] -4.32101M3[t] -2.85377M4[t] -1.28843M5[t] -2.25532M6[t] +  0.391756M7[t] +  1.91547M8[t] -2.03086M9[t] +  1.3289M10[t] -0.765529M11[t] +  0.135789t  + e[t][/C][/ROW]
[ROW][C][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=310321&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310321&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Estimated Regression Equation
Food[t] = + 30.7568 + 0.541325IndustryWithoutFood[t] -5.70849M1[t] -8.79851M2[t] -4.32101M3[t] -2.85377M4[t] -1.28843M5[t] -2.25532M6[t] + 0.391756M7[t] + 1.91547M8[t] -2.03086M9[t] + 1.3289M10[t] -0.765529M11[t] + 0.135789t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)+30.76 3.067+1.0030e+01 2.13e-19 1.065e-19
IndustryWithoutFood+0.5413 0.04145+1.3060e+01 1.612e-28 8.061e-29
M1-5.708 1.032-5.5330e+00 9.914e-08 4.957e-08
M2-8.799 1.031-8.5350e+00 3.646e-15 1.823e-15
M3-4.321 1.114-3.8800e+00 0.0001423 7.116e-05
M4-2.854 1.031-2.7680e+00 0.006177 0.003089
M5-1.288 1.031-1.2500e+00 0.2128 0.1064
M6-2.255 1.067-2.1140e+00 0.03574 0.01787
M7+0.3918 1.072+3.6530e-01 0.7152 0.3576
M8+1.915 1.082+1.7700e+00 0.07828 0.03914
M9-2.031 1.078-1.8840e+00 0.06102 0.03051
M10+1.329 1.082+1.2280e+00 0.2209 0.1105
M11-0.7655 1.049-7.2980e-01 0.4663 0.2332
t+0.1358 0.008613+1.5770e+01 8.092e-37 4.046e-37

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Ordinary Least Squares \tabularnewline
Variable & Parameter & S.D. & T-STATH0: parameter = 0 & 2-tail p-value & 1-tail p-value \tabularnewline
(Intercept) & +30.76 &  3.067 & +1.0030e+01 &  2.13e-19 &  1.065e-19 \tabularnewline
IndustryWithoutFood & +0.5413 &  0.04145 & +1.3060e+01 &  1.612e-28 &  8.061e-29 \tabularnewline
M1 & -5.708 &  1.032 & -5.5330e+00 &  9.914e-08 &  4.957e-08 \tabularnewline
M2 & -8.799 &  1.031 & -8.5350e+00 &  3.646e-15 &  1.823e-15 \tabularnewline
M3 & -4.321 &  1.114 & -3.8800e+00 &  0.0001423 &  7.116e-05 \tabularnewline
M4 & -2.854 &  1.031 & -2.7680e+00 &  0.006177 &  0.003089 \tabularnewline
M5 & -1.288 &  1.031 & -1.2500e+00 &  0.2128 &  0.1064 \tabularnewline
M6 & -2.255 &  1.067 & -2.1140e+00 &  0.03574 &  0.01787 \tabularnewline
M7 & +0.3918 &  1.072 & +3.6530e-01 &  0.7152 &  0.3576 \tabularnewline
M8 & +1.915 &  1.082 & +1.7700e+00 &  0.07828 &  0.03914 \tabularnewline
M9 & -2.031 &  1.078 & -1.8840e+00 &  0.06102 &  0.03051 \tabularnewline
M10 & +1.329 &  1.082 & +1.2280e+00 &  0.2209 &  0.1105 \tabularnewline
M11 & -0.7655 &  1.049 & -7.2980e-01 &  0.4663 &  0.2332 \tabularnewline
t & +0.1358 &  0.008613 & +1.5770e+01 &  8.092e-37 &  4.046e-37 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=310321&T=2

[TABLE]
[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]
[ROW][C]Variable[/C][C]Parameter[/C][C]S.D.[/C][C]T-STATH0: parameter = 0[/C][C]2-tail p-value[/C][C]1-tail p-value[/C][/ROW]
[ROW][C](Intercept)[/C][C]+30.76[/C][C] 3.067[/C][C]+1.0030e+01[/C][C] 2.13e-19[/C][C] 1.065e-19[/C][/ROW]
[ROW][C]IndustryWithoutFood[/C][C]+0.5413[/C][C] 0.04145[/C][C]+1.3060e+01[/C][C] 1.612e-28[/C][C] 8.061e-29[/C][/ROW]
[ROW][C]M1[/C][C]-5.708[/C][C] 1.032[/C][C]-5.5330e+00[/C][C] 9.914e-08[/C][C] 4.957e-08[/C][/ROW]
[ROW][C]M2[/C][C]-8.799[/C][C] 1.031[/C][C]-8.5350e+00[/C][C] 3.646e-15[/C][C] 1.823e-15[/C][/ROW]
[ROW][C]M3[/C][C]-4.321[/C][C] 1.114[/C][C]-3.8800e+00[/C][C] 0.0001423[/C][C] 7.116e-05[/C][/ROW]
[ROW][C]M4[/C][C]-2.854[/C][C] 1.031[/C][C]-2.7680e+00[/C][C] 0.006177[/C][C] 0.003089[/C][/ROW]
[ROW][C]M5[/C][C]-1.288[/C][C] 1.031[/C][C]-1.2500e+00[/C][C] 0.2128[/C][C] 0.1064[/C][/ROW]
[ROW][C]M6[/C][C]-2.255[/C][C] 1.067[/C][C]-2.1140e+00[/C][C] 0.03574[/C][C] 0.01787[/C][/ROW]
[ROW][C]M7[/C][C]+0.3918[/C][C] 1.072[/C][C]+3.6530e-01[/C][C] 0.7152[/C][C] 0.3576[/C][/ROW]
[ROW][C]M8[/C][C]+1.915[/C][C] 1.082[/C][C]+1.7700e+00[/C][C] 0.07828[/C][C] 0.03914[/C][/ROW]
[ROW][C]M9[/C][C]-2.031[/C][C] 1.078[/C][C]-1.8840e+00[/C][C] 0.06102[/C][C] 0.03051[/C][/ROW]
[ROW][C]M10[/C][C]+1.329[/C][C] 1.082[/C][C]+1.2280e+00[/C][C] 0.2209[/C][C] 0.1105[/C][/ROW]
[ROW][C]M11[/C][C]-0.7655[/C][C] 1.049[/C][C]-7.2980e-01[/C][C] 0.4663[/C][C] 0.2332[/C][/ROW]
[ROW][C]t[/C][C]+0.1358[/C][C] 0.008613[/C][C]+1.5770e+01[/C][C] 8.092e-37[/C][C] 4.046e-37[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=310321&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310321&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)+30.76 3.067+1.0030e+01 2.13e-19 1.065e-19
IndustryWithoutFood+0.5413 0.04145+1.3060e+01 1.612e-28 8.061e-29
M1-5.708 1.032-5.5330e+00 9.914e-08 4.957e-08
M2-8.799 1.031-8.5350e+00 3.646e-15 1.823e-15
M3-4.321 1.114-3.8800e+00 0.0001423 7.116e-05
M4-2.854 1.031-2.7680e+00 0.006177 0.003089
M5-1.288 1.031-1.2500e+00 0.2128 0.1064
M6-2.255 1.067-2.1140e+00 0.03574 0.01787
M7+0.3918 1.072+3.6530e-01 0.7152 0.3576
M8+1.915 1.082+1.7700e+00 0.07828 0.03914
M9-2.031 1.078-1.8840e+00 0.06102 0.03051
M10+1.329 1.082+1.2280e+00 0.2209 0.1105
M11-0.7655 1.049-7.2980e-01 0.4663 0.2332
t+0.1358 0.008613+1.5770e+01 8.092e-37 4.046e-37







Multiple Linear Regression - Regression Statistics
Multiple R 0.982
R-squared 0.9644
Adjusted R-squared 0.9621
F-TEST (value) 412.8
F-TEST (DF numerator)13
F-TEST (DF denominator)198
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 3.048
Sum Squared Residuals 1839

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R &  0.982 \tabularnewline
R-squared &  0.9644 \tabularnewline
Adjusted R-squared &  0.9621 \tabularnewline
F-TEST (value) &  412.8 \tabularnewline
F-TEST (DF numerator) & 13 \tabularnewline
F-TEST (DF denominator) & 198 \tabularnewline
p-value &  0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation &  3.048 \tabularnewline
Sum Squared Residuals &  1839 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=310321&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C] 0.982[/C][/ROW]
[ROW][C]R-squared[/C][C] 0.9644[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C] 0.9621[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C] 412.8[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]13[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]198[/C][/ROW]
[ROW][C]p-value[/C][C] 0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C] 3.048[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C] 1839[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=310321&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310321&T=3

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Regression Statistics
Multiple R 0.982
R-squared 0.9644
Adjusted R-squared 0.9621
F-TEST (value) 412.8
F-TEST (DF numerator)13
F-TEST (DF denominator)198
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 3.048
Sum Squared Residuals 1839







Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute

\begin{tabular}{lllllllll}
\hline
Menu of Residual Diagnostics \tabularnewline
Description & Link \tabularnewline
Histogram & Compute \tabularnewline
Central Tendency & Compute \tabularnewline
QQ Plot & Compute \tabularnewline
Kernel Density Plot & Compute \tabularnewline
Skewness/Kurtosis Test & Compute \tabularnewline
Skewness-Kurtosis Plot & Compute \tabularnewline
Harrell-Davis Plot & Compute \tabularnewline
Bootstrap Plot -- Central Tendency & Compute \tabularnewline
Blocked Bootstrap Plot -- Central Tendency & Compute \tabularnewline
(Partial) Autocorrelation Plot & Compute \tabularnewline
Spectral Analysis & Compute \tabularnewline
Tukey lambda PPCC Plot & Compute \tabularnewline
Box-Cox Normality Plot & Compute \tabularnewline
Summary Statistics & Compute \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=310321&T=4

[TABLE]
[ROW][C]Menu of Residual Diagnostics[/C][/ROW]
[ROW][C]Description[/C][C]Link[/C][/ROW]
[ROW][C]Histogram[/C][C]Compute[/C][/ROW]
[ROW][C]Central Tendency[/C][C]Compute[/C][/ROW]
[ROW][C]QQ Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Kernel Density Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Skewness/Kurtosis Test[/C][C]Compute[/C][/ROW]
[ROW][C]Skewness-Kurtosis Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Harrell-Davis Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Bootstrap Plot -- Central Tendency[/C][C]Compute[/C][/ROW]
[ROW][C]Blocked Bootstrap Plot -- Central Tendency[/C][C]Compute[/C][/ROW]
[ROW][C](Partial) Autocorrelation Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Spectral Analysis[/C][C]Compute[/C][/ROW]
[ROW][C]Tukey lambda PPCC Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Box-Cox Normality Plot[/C][C]Compute[/C][/ROW]
[ROW][C]Summary Statistics[/C][C]Compute[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=310321&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310321&T=4

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute







Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 4.0388, df1 = 2, df2 = 196, p-value = 0.01911
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.3493, df1 = 26, df2 = 172, p-value = 0.1327
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 16.17, df1 = 2, df2 = 196, p-value = 3.162e-07

\begin{tabular}{lllllllll}
\hline
Ramsey RESET F-Test for powers (2 and 3) of fitted values \tabularnewline
> reset_test_fitted
	RESET test
data:  mylm
RESET = 4.0388, df1 = 2, df2 = 196, p-value = 0.01911
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of regressors \tabularnewline
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.3493, df1 = 26, df2 = 172, p-value = 0.1327
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of principal components \tabularnewline
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 16.17, df1 = 2, df2 = 196, p-value = 3.162e-07
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=310321&T=5

[TABLE]
[ROW][C]Ramsey RESET F-Test for powers (2 and 3) of fitted values[/C][/ROW]
[ROW][C]
> reset_test_fitted
	RESET test
data:  mylm
RESET = 4.0388, df1 = 2, df2 = 196, p-value = 0.01911
[/C][/ROW] [ROW][C]Ramsey RESET F-Test for powers (2 and 3) of regressors[/C][/ROW] [ROW][C]
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.3493, df1 = 26, df2 = 172, p-value = 0.1327
[/C][/ROW] [ROW][C]Ramsey RESET F-Test for powers (2 and 3) of principal components[/C][/ROW] [ROW][C]
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 16.17, df1 = 2, df2 = 196, p-value = 3.162e-07
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=310321&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310321&T=5

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 4.0388, df1 = 2, df2 = 196, p-value = 0.01911
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.3493, df1 = 26, df2 = 172, p-value = 0.1327
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 16.17, df1 = 2, df2 = 196, p-value = 3.162e-07







Variance Inflation Factors (Multicollinearity)
> vif
IndustryWithoutFood                  M1                  M2                  M3 
           7.354356            1.887928            1.884364            2.199688 
                 M4                  M5                  M6                  M7 
           1.885083            1.884282            2.017772            2.039048 
                 M8                  M9                 M10                 M11 
           2.076996            1.955958            1.971581            1.852074 
                  t 
           6.340532 

\begin{tabular}{lllllllll}
\hline
Variance Inflation Factors (Multicollinearity) \tabularnewline
> vif
IndustryWithoutFood                  M1                  M2                  M3 
           7.354356            1.887928            1.884364            2.199688 
                 M4                  M5                  M6                  M7 
           1.885083            1.884282            2.017772            2.039048 
                 M8                  M9                 M10                 M11 
           2.076996            1.955958            1.971581            1.852074 
                  t 
           6.340532 
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=310321&T=6

[TABLE]
[ROW][C]Variance Inflation Factors (Multicollinearity)[/C][/ROW]
[ROW][C]
> vif
IndustryWithoutFood                  M1                  M2                  M3 
           7.354356            1.887928            1.884364            2.199688 
                 M4                  M5                  M6                  M7 
           1.885083            1.884282            2.017772            2.039048 
                 M8                  M9                 M10                 M11 
           2.076996            1.955958            1.971581            1.852074 
                  t 
           6.340532 
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=310321&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310321&T=6

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Variance Inflation Factors (Multicollinearity)
> vif
IndustryWithoutFood                  M1                  M2                  M3 
           7.354356            1.887928            1.884364            2.199688 
                 M4                  M5                  M6                  M7 
           1.885083            1.884282            2.017772            2.039048 
                 M8                  M9                 M10                 M11 
           2.076996            1.955958            1.971581            1.852074 
                  t 
           6.340532 



Parameters (Session):
par1 = 1 ; par2 = Include Seasonal Dummies ; par3 = Linear Trend ; par6 = 12 ;
Parameters (R input):
par1 = 1 ; par2 = Include Seasonal Dummies ; par3 = Linear Trend ; par4 = ; par5 = ; par6 = 12 ;
R code (references can be found in the software module):
par6 <- '12'
par5 <- ''
par4 <- ''
par3 <- 'No Linear Trend'
par2 <- 'Do not include Seasonal Dummies'
par1 <- '1'
library(lattice)
library(lmtest)
library(car)
library(MASS)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
mywarning <- ''
par6 <- as.numeric(par6)
if(is.na(par6)) {
par6 <- 12
mywarning = 'Warning: you did not specify the seasonality. The seasonal period was set to s = 12.'
}
par1 <- as.numeric(par1)
if(is.na(par1)) {
par1 <- 1
mywarning = 'Warning: you did not specify the column number of the endogenous series! The first column was selected by default.'
}
if (par4=='') par4 <- 0
par4 <- as.numeric(par4)
if (!is.numeric(par4)) par4 <- 0
if (par5=='') par5 <- 0
par5 <- as.numeric(par5)
if (!is.numeric(par5)) par5 <- 0
x <- na.omit(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'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'Seasonal Differences (s)'){
(n <- n - par6)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-Bs)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+par6,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'First and Seasonal Differences (s)'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
(n <- n - par6)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-Bs)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+par6,j] - x[i,j]
}
}
x <- x2
}
if(par4 > 0) {
x2 <- array(0, dim=c(n-par4,par4), dimnames=list(1:(n-par4), paste(colnames(x)[par1],'(t-',1:par4,')',sep='')))
for (i in 1:(n-par4)) {
for (j in 1:par4) {
x2[i,j] <- x[i+par4-j,par1]
}
}
x <- cbind(x[(par4+1):n,], x2)
n <- n - par4
}
if(par5 > 0) {
x2 <- array(0, dim=c(n-par5*par6,par5), dimnames=list(1:(n-par5*par6), paste(colnames(x)[par1],'(t-',1:par5,'s)',sep='')))
for (i in 1:(n-par5*par6)) {
for (j in 1:par5) {
x2[i,j] <- x[i+par5*par6-j*par6,par1]
}
}
x <- cbind(x[(par5*par6+1):n,], x2)
n <- n - par5*par6
}
if (par2 == 'Include Seasonal Dummies'){
x2 <- array(0, dim=c(n,par6-1), dimnames=list(1:n, paste('M', seq(1:(par6-1)), sep ='')))
for (i in 1:(par6-1)){
x2[seq(i,n,par6),i] <- 1
}
x <- cbind(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[n,]))
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
print(x)
(k <- length(x[n,]))
head(x)
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$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
sresid <- studres(mylm)
hist(sresid, freq=FALSE, main='Distribution of Studentized Residuals')
xfit<-seq(min(sresid),max(sresid),length=40)
yfit<-dnorm(xfit)
lines(xfit, yfit)
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqPlot(mylm, main='QQ Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
print(z)
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$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, signif(mysum$coefficients[i,1],6), sep=' ')
if (rownames(mysum$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.row.start(a)
a<-table.element(a, mywarning)
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,'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
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$coefficients)[i],header=TRUE)
a<-table.element(a,formatC(signif(mysum$coefficients[i,1],5),format='g',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,2],5),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,3],4),format='e',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4],4),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4]/2,4),format='g',flag=' '))
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,formatC(signif(sqrt(mysum$r.squared),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$adj.r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a,formatC(signif(mysum$fstatistic[1],6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[2],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[3],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a,formatC(signif(1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a,formatC(signif(mysum$sigma,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a,formatC(signif(sum(myerror*myerror),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
myr <- as.numeric(mysum$resid)
myr
a <-table.start()
a <- table.row.start(a)
a <- table.element(a,'Menu of Residual Diagnostics',2,TRUE)
a <- table.row.end(a)
a <- table.row.start(a)
a <- table.element(a,'Description',1,TRUE)
a <- table.element(a,'Link',1,TRUE)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Histogram',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_histogram.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Central Tendency',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_centraltendency.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'QQ Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_fitdistrnorm.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Kernel Density Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_density.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Skewness/Kurtosis Test',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_skewness_kurtosis.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Skewness-Kurtosis Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_skewness_kurtosis_plot.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Harrell-Davis Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_harrell_davis.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Bootstrap Plot -- Central Tendency',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_bootstrapplot1.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Blocked Bootstrap Plot -- Central Tendency',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_bootstrapplot.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'(Partial) Autocorrelation Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_autocorrelation.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Spectral Analysis',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_spectrum.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Tukey lambda PPCC Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_tukeylambda.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <-table.element(a,'Box-Cox Normality Plot',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_boxcoxnorm.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a <- table.row.start(a)
a <- table.element(a,'Summary Statistics',1,header=TRUE)
a <- table.element(a,hyperlink( paste('https://supernova.wessa.net/rwasp_summary1.wasp?convertgetintopost=1&data=',paste(as.character(mysum$resid),sep='',collapse=' '),sep='') ,'Compute','Click here to examine the Residuals.'),1)
a <- table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable7.tab')
if(n < 200) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,formatC(signif(x[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(x[i]-mysum$resid[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$resid[i],6),format='g',flag=' '))
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,formatC(signif(gqarr[mypoint-kp3+1,1],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,2],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,3],6),format='g',flag=' '))
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,signif(numsignificant1,6))
a<-table.element(a,formatC(signif(numsignificant1/numgqtests,6),format='g',flag=' '))
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,signif(numsignificant5,6))
a<-table.element(a,signif(numsignificant5/numgqtests,6))
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,signif(numsignificant10,6))
a<-table.element(a,signif(numsignificant10/numgqtests,6))
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')
}
}
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of fitted values',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_fitted <- resettest(mylm,power=2:3,type='fitted')
a<-table.element(a,paste('
',RC.texteval('reset_test_fitted'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of regressors',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_regressors <- resettest(mylm,power=2:3,type='regressor')
a<-table.element(a,paste('
',RC.texteval('reset_test_regressors'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of principal components',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_principal_components <- resettest(mylm,power=2:3,type='princomp')
a<-table.element(a,paste('
',RC.texteval('reset_test_principal_components'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable8.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Inflation Factors (Multicollinearity)',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
vif <- vif(mylm)
a<-table.element(a,paste('
',RC.texteval('vif'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable9.tab')