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Multiple Linear Regression zonder seizonaliteit en zonder trend

*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: Sat, 19 Dec 2009 05:35:34 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf.htm/, Retrieved Sat, 19 Dec 2009 13:48:04 +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/2009/Dec/19/t126122687128g7he3s4rv6wzf.htm/},
    year = {2009},
}
@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 = {2009},
    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:
kvn paper
 
Dataseries X:
» Textbox « » Textfile « » CSV «
9487 1169 8700 2154 9627 2249 8947 2687 9283 4359 8829 5382 9947 4459 9628 6398 9318 4596 9605 3024 8640 1887 9214 2070 9567 1351 8547 2218 9185 2461 9470 3028 9123 4784 9278 4975 10170 4607 9434 6249 9655 4809 9429 3157 8739 1910 9552 2228 9784 1594 9089 2467 9763 2222 9330 3607 9144 4685 9895 4962 10404 5770 10195 5480 9987 5000 9789 3228 9437 1993 10096 2288 9776 1580 9106 2111 10258 2192 9766 3601 9826 4665 9957 4876 10036 5813 10508 5589 10146 5331 10166 3075 9365 2002 9968 2306 10123 1507 9144 1992 10447 2487 9699 3490 10451 4647 10192 5594 10404 5611 10597 5788 10633 6204 10727 3013 9784 1931 9667 2549 10297 1504 9426 2090 10274 2702 9598 2939 10400 4500 9985 6208 10761 6415 11081 5657 10297 5964 10751 3163 9760 1997 10133 2422 10806 1376 9734 2202 10083 2683 10691 3303 10446 5202 10517 5231 11353 4880 10436 7998 10721 4977 10701 3531 9793 2025 10142 2205
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 9380.59311151319 + 0.135405250981971X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)9380.59311151319149.25948362.847600
X0.1354052509819710.0375983.60140.0005410.000271


Multiple Linear Regression - Regression Statistics
Multiple R0.36955225400964
R-squared0.136568868443605
Adjusted R-squared0.126039220497796
F-TEST (value)12.9699368057176
F-TEST (DF numerator)1
F-TEST (DF denominator)82
p-value0.000541023645005412
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation556.442302261611
Sum Squared Residuals25389498.9311885


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
194879538.88184991107-51.881849911075
287009672.25602212835-972.256022128347
396279685.11952097164-58.1195209716347
489479744.42702090174-797.427020901738
592839970.8246005436-687.824600543594
6882910109.3441722981-1280.34417229815
799479984.3651256418-37.365125641791
8962810246.9159072958-618.915907295833
9931810002.9156450263-684.915645026321
1096059790.05859048266-185.058590482662
1186409636.10282011616-996.10282011616
1292149660.88198104586-446.881981045862
1395679563.525605589823.47439441017536
1485479680.9219581912-1133.92195819119
1591859713.82543417981-528.825434179813
1694709790.6002114866-320.60021148659
17912310028.3718322109-905.371832210932
18927810054.2342351485-776.234235148488
191017010004.4051027871165.594897212877
20943410226.7405248995-792.74052489952
21965510031.7569634855-376.756963485481
2294299808.06748886326-379.067488863264
2387399639.21714088875-900.217140888746
2495529682.27601070101-130.276010701013
2597849596.42908157844187.570918421556
2690899714.6378656857-625.637865685704
2797639681.4635791951281.5364208048785
2893309868.99985180515-538.999851805152
29914410014.9667123637-870.966712363717
30989510052.4739668857-157.473966885722
311040410161.8814096792242.118590320845
321019510122.613886894472.3861131056164
33998710057.6193664230-70.6193664230374
3497899817.68126168298-28.6812616829845
3594379650.45577672025-213.45577672025
36100969690.40032575993405.599674240068
3797769594.5334080647181.466591935304
3891069666.43359633612-560.433596336123
39102589677.40142166566580.598578334338
4097669868.18742029926-102.187420299260
41982610012.2586073441-186.258607344077
42995710040.8291153013-83.829115301273
431003610167.7038354714-131.70383547138
441050810137.3730592514370.626940748582
451014610102.438504498143.5614955019302
46101669796.96425828274369.035741717257
4793659651.6744239791-286.674423979088
4899689692.8376202776275.162379722393
49101239584.64882474301538.351175256988
5091449650.32037146927-506.320371469268
51104479717.34597070534729.654029294656
5296999853.15743744026-154.157437440261
531045110009.8213128264441.178687173599
541019210138.050085506353.9499144936718
551040410140.3519747730263.648025226978
561059710164.3187041968432.681295803169
571063310220.6472886053412.352711394669
58107279788.56913272186938.43086727814
5997849642.06065115937141.939348840632
6096679725.74109626623-58.7410962662261
61102979584.24260899007712.757391009934
6294269663.5900860655-237.590086065501
63102749746.45809966647527.541900333532
6495989778.5491441492-180.549144149195
65104009989.91674093205410.083259067948
66998510221.1889096093-236.188909609259
671076110249.2177965625511.782203437473
681108110146.5806163182934.419383681808
691029710188.1500283697108.849971630342
70107519808.87992036916942.120079630844
7197609650.99739772418109.002602275822
72101339708.54462939152424.455370608484
73108069566.910736864371239.08926313563
7497349678.7554741754855.2445258245179
75100839743.8853998978339.11460010219
76106919827.83665550663863.163344493368
771044610084.9712271214361.028772878604
781051710088.8979793999428.102020600127
791135310041.37073630521311.6292636948
801043610463.564308867-27.5643088669869
811072110054.5050456505666.494954349548
82107019858.70905273052842.290947269478
8397939654.78874475167138.211255248327
84101429679.16168992843462.838310071572


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.4070188009430630.8140376018861260.592981199056937
60.2886760760696410.5773521521392820.711323923930359
70.4985620865348580.9971241730697150.501437913465142
80.4158050537187510.8316101074375020.584194946281249
90.3142274391233310.6284548782466630.685772560876669
100.2521298471694490.5042596943388980.747870152830551
110.3155318595027210.6310637190054420.684468140497279
120.2371196834911930.4742393669823870.762880316508807
130.2085774564873630.4171549129747260.791422543512637
140.3232851716136070.6465703432272130.676714828386393
150.2629497963802430.5258995927604860.737050203619757
160.2167926272863150.4335852545726310.783207372713685
170.2075320902743210.4150641805486420.79246790972568
180.1841924523315870.3683849046631740.815807547668413
190.2976903930732060.5953807861464120.702309606926794
200.2851718967261620.5703437934523250.714828103273838
210.256697523344370.513395046688740.74330247665563
220.2205583657706020.4411167315412050.779441634229397
230.2870065922369640.5740131844739270.712993407763036
240.2664754759217620.5329509518435250.733524524078238
250.2929074256337230.5858148512674450.707092574366277
260.2998138013615440.5996276027230880.700186198638456
270.3019738874574540.6039477749149090.698026112542546
280.2970884547108860.5941769094217710.702911545289114
290.3841738653923980.7683477307847970.615826134607602
300.3977409532806820.7954819065613640.602259046719318
310.5125193284217820.9749613431564360.487480671578218
320.533355287579130.933289424841740.46664471242087
330.5206601985886130.9586796028227730.479339801411386
340.5027347707222530.9945304585554950.497265229277747
350.4814502973789750.962900594757950.518549702621025
360.5387317355211920.9225365289576170.461268264478808
370.5224858984596420.9550282030807150.477514101540358
380.5887637957377520.8224724085244950.411236204262248
390.6681679718173970.6636640563652050.331832028182603
400.6478517856576610.7042964286846770.352148214342339
410.6370203608575770.7259592782848450.362979639142423
420.6221548787211640.7556902425576720.377845121278836
430.6141714319163340.7716571361673320.385828568083666
440.6381442515695190.7237114968609620.361855748430481
450.6168985353353550.766202929329290.383101464664645
460.6152158412391510.7695683175216980.384784158760849
470.6331596873414310.7336806253171390.366840312658569
480.6117501345873870.7764997308252260.388249865412613
490.6220025880559340.7559948238881310.377997411944066
500.7313899751350130.5372200497299730.268610024864987
510.7770592054182710.4458815891634580.222940794581729
520.7835293881579690.4329412236840620.216470611842031
530.7760300480078740.4479399039842510.223969951992126
540.7544416875245670.4911166249508670.245558312475433
550.726691029631980.546617940736040.27330897036802
560.705811435387360.588377129225280.29418856461264
570.6756908715246720.6486182569506570.324309128475328
580.7567826300384620.4864347399230760.243217369961538
590.7227897348198760.5544205303602490.277210265180124
600.7182284845944560.5635430308110880.281771515405544
610.7121478960458050.575704207908390.287852103954195
620.7674293892740880.4651412214518250.232570610725912
630.730613518958480.5387729620830400.269386481041520
640.7821256441975670.4357487116048660.217874355802433
650.7370360216949820.5259279566100360.262963978305018
660.7851336289561910.4297327420876170.214866371043809
670.741091504645630.517816990708740.25890849535437
680.7783819841373090.4432360317253830.221618015862692
690.740941608936130.5181167821277410.259058391063871
700.7543607813296780.4912784373406430.245639218670322
710.7461326963757940.5077346072484130.253867303624206
720.6820945622843540.6358108754312930.317905437715647
730.7860057054104240.4279885891791530.213994294589576
740.7853795442852150.429240911429570.214620455714785
750.7237046734598060.5525906530803890.276295326540194
760.6646762053690630.6706475892618750.335323794630937
770.548094281187370.903811437625260.45190571881263
780.4114812965305430.8229625930610860.588518703469457
790.6922512177053840.6154975645892310.307748782294616


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 level00OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/10vvp51261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/10vvp51261226129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/1t0e91261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/1t0e91261226129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/24scj1261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/24scj1261226129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/3f79m1261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/3f79m1261226129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/4fhrw1261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/4fhrw1261226129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/5v3nc1261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/5v3nc1261226129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/63lgn1261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/63lgn1261226129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/7l32p1261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/7l32p1261226129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/82wda1261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/82wda1261226129.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/9m4l51261226129.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t126122687128g7he3s4rv6wzf/9m4l51261226129.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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