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Multiple Linear Regression Y-2

*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 15:13:05 -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/t1261260873dfv5ibdy2cg3jyg.htm/, Retrieved Sat, 19 Dec 2009 23:14:45 +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/t1261260873dfv5ibdy2cg3jyg.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 «
9627 2249 8700 9487 8947 2687 9627 8700 9283 4359 8947 9627 8829 5382 9283 8947 9947 4459 8829 9283 9628 6398 9947 8829 9318 4596 9628 9947 9605 3024 9318 9628 8640 1887 9605 9318 9214 2070 8640 9605 9567 1351 9214 8640 8547 2218 9567 9214 9185 2461 8547 9567 9470 3028 9185 8547 9123 4784 9470 9185 9278 4975 9123 9470 10170 4607 9278 9123 9434 6249 10170 9278 9655 4809 9434 10170 9429 3157 9655 9434 8739 1910 9429 9655 9552 2228 8739 9429 9784 1594 9552 8739 9089 2467 9784 9552 9763 2222 9089 9784 9330 3607 9763 9089 9144 4685 9330 9763 9895 4962 9144 9330 10404 5770 9895 9144 10195 5480 10404 9895 9987 5000 10195 10404 9789 3228 9987 10195 9437 1993 9789 9987 10096 2288 9437 9789 9776 1580 10096 9437 9106 2111 9776 10096 10258 2192 9106 9776 9766 3601 10258 9106 9826 4665 9766 10258 9957 4876 9826 9766 10036 5813 9957 9826 10508 5589 10036 9957 10146 5331 10508 10036 10166 3075 10146 10508 9365 2002 10166 10146 9968 2306 9365 10166 10123 1507 9968 9365 9144 1992 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 time5 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 9909.07359564333 -0.220163781194730X[t] -0.0277218242800674Y1[t] -0.0866784090448033Y2[t] + 923.519495450754M1[t] + 723.493989930962M2[t] + 1255.07123443339M3[t] + 1347.61506616514M4[t] + 1983.30789428388M5[t] + 1985.23271572194M6[t] + 1656.77157087654M7[t] + 1213.46390968443M8[t] + 107.672592588103M9[t] + 607.566958890386M10[t] + 702.371468107167M11[t] + 20.7394883620586t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)9909.073595643331656.0860725.983400
X-0.2201637811947300.079119-2.78270.0070230.003512
Y1-0.02772182428006740.127144-0.2180.8280750.414037
Y2-0.08667840904480330.119483-0.72540.4707420.235371
M1923.519495450754182.6450295.05644e-062e-06
M2723.493989930962169.460584.26946.4e-053.2e-05
M31255.07123443339264.284164.74891.1e-056e-06
M41347.61506616514292.1018144.61351.9e-059e-06
M51983.30789428388298.4192346.64600
M61985.23271572194329.5059026.024900
M71656.77157087654294.1476055.632400
M81213.46390968443168.726957.191900
M9107.672592588103139.6599760.7710.4434810.22174
M10607.566958890386170.7563463.55810.0006980.000349
M11702.371468107167163.1459934.30525.7e-052.8e-05
t20.73948836205863.3354166.21800


Multiple Linear Regression - Regression Statistics
Multiple R0.928447759798554
R-squared0.862015242674954
Adjusted R-squared0.830655070555625
F-TEST (value)27.4875800870894
F-TEST (DF numerator)15
F-TEST (DF denominator)66
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation241.321389857739
Sum Squared Residuals3843576.87138949


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
196279294.68629770461332.313702295388
289479061.48632119418-114.486321194180
392839184.18916722798.8108327730044
488299121.87172435095-292.871724350952
599479964.97697365858-17.9769736585832
696289569.1027098833458.8972901166561
793189570.05298774616-252.052987746163
896059529.8264569663475.1735430336645
986408714.01499068599-74.0149906859897
1092149196.233730426117.7662695739005
1195679537.8078242754329.1921757245712
1285478605.75463547191-58.7546354719067
1391859494.19260282725-309.192602827254
1494709260.79917506712209.200824932875
1591239363.30676326326-240.306763263264
1692789419.4549275963-141.45492759629
171017010182.6880407319-12.6880407318846
1894349805.6804011505-371.680401150492
1996559758.08071138973-103.080711389732
2094299756.89189098445-327.891890984448
2187398933.4935012884-194.493501288405
2295529422.8326527302129.167347269805
2397849715.2307466877168.7692533122867
2490898764.4947761732324.505223826795
2597639761.851163354981.14883664502077
2693309319.1952939639210.8047060360822
2791449587.75777291756-443.75777291756
2898959682.74373605292212.256263947084
291040410156.5868113764247.413188623626
301019510163.892723971831.1072760282372
3199879923.5242335326363.4757664673736
3297899914.96820792025-125.968207920248
3394379125.33667925025311.663320749753
34100969607.9426255996488.057374400401
3597769891.60469804751-115.604698047513
3691069044.815662697161.1843373029007
371025810017.5520933951240.447906604879
3897669554.1943010234211.805698976606
3998269786.0423810228739.9576189771290
4099579893.8536110778363.1463889221739
411003610335.1602010558-299.160201055785
421050810393.5963021405114.403697859471
431014610122.744605830723.2553941692996
441016610165.98901469620.0109853038090577
4593659347.996070772517.0039292275108
4699689822.17174902107145.828250978929
471012310166.3397533785-43.3397533785071
4891449321.36437633653-177.364376336527
491044710170.3468010262276.653198973809
5096999818.97313674808-119.973136748078
511045110024.3543323464426.645667653623
52101929973.13118975567218.868810244327
531040410567.818510843-163.818510843006
541059710568.086512566928.9134874331131
551063310145.050588303487.949411697009
561072710407.2981226456319.701877354413
5797849554.73723095608229.262769043919
5896679957.30377868797-290.303778687972
591029710387.9001207853-90.9001207853224
6094269569.9287898219-143.928789821901
611027410348.9858507933-74.9858507932526
62959810169.5098047809-571.509804780895
631040010323.387537543776.6124624562568
64998510096.9928207986-111.992820798621
651076110649.8397075944111.160292405594
661108110853.8475676524227.15243234761
671029710402.4022011539-105.402201153882
681075110590.5095987915160.490401208501
6997609817.53890339826-57.5389033982647
701013310232.7234812101-99.7234812100529
711080610654.1168568255151.883143174485
7297349739.64175949936-5.64175949936173
731008310549.3851908986-466.38519089859
741069110316.8419672224374.15803277759
751044610403.962045679242.0379543208107
761051710464.951990367752.0480096322775
771135311217.9297547400135.070245260038
781043610524.7937826346-88.7937826345953
791072110835.1446720439-114.144672043905
801070110802.5167079957-101.516707995691
81979310024.8826236485-231.882623648523
821014210532.791982325-390.79198232501


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
190.7179066027019420.5641867945961160.282093397298058
200.6727494168625510.6545011662748970.327250583137449
210.5587660073459880.8824679853080250.441233992654012
220.4405102358112110.8810204716224220.559489764188789
230.4775377177331990.9550754354663990.522462282266801
240.5666295013903390.8667409972193220.433370498609661
250.4957510459741120.9915020919482240.504248954025888
260.3975225550639820.7950451101279640.602477444936018
270.5208918712343490.9582162575313020.479108128765651
280.6001973051359180.7996053897281640.399802694864082
290.6170217442911010.7659565114177980.382978255708899
300.5750086736336440.8499826527327120.424991326366356
310.5244881438077170.9510237123845660.475511856192283
320.4907777341802080.9815554683604150.509222265819792
330.500636444463920.998727111072160.49936355553608
340.5872528376688410.8254943246623180.412747162331159
350.5642677379140550.8714645241718890.435732262085945
360.494418290583550.98883658116710.50558170941645
370.4482132800090730.8964265600181460.551786719990927
380.4024055927009780.8048111854019550.597594407299022
390.3506358488480560.7012716976961120.649364151151944
400.2820011197457640.5640022394915280.717998880254236
410.3721136383267680.7442272766535360.627886361673232
420.306481753887340.612963507774680.69351824611266
430.2558004355273880.5116008710547760.744199564472612
440.2252091439797010.4504182879594020.774790856020299
450.1832870258013290.3665740516026580.81671297419867
460.1536950507778150.3073901015556300.846304949222185
470.1216278866656990.2432557733313980.878372113334301
480.1405157895556900.2810315791113790.85948421044431
490.1455929886624230.2911859773248450.854407011337577
500.1232960067536780.2465920135073560.876703993246322
510.1503028000105280.3006056000210550.849697199989472
520.1209789473621940.2419578947243890.879021052637806
530.1303201465523660.2606402931047320.869679853447634
540.1001876790657560.2003753581315120.899812320934244
550.2135082702280330.4270165404560660.786491729771967
560.1904525143420090.3809050286840180.809547485657991
570.1855235310172580.3710470620345160.814476468982742
580.1771750067417880.3543500134835750.822824993258212
590.1473110061629350.2946220123258690.852688993837065
600.1163164636971820.2326329273943640.883683536302818
610.1088753881485950.2177507762971900.891124611851405
620.9902181629587140.01956367408257190.00978183704128594
630.9829372734223540.03412545315529210.0170627265776460


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0444444444444444OK
10% type I error level20.0444444444444444OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/101xxh1261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/101xxh1261260779.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/12am11261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/12am11261260779.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/2vd7u1261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/2vd7u1261260779.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/39x681261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/39x681261260779.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/4tm6p1261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/4tm6p1261260779.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/5b2rx1261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/5b2rx1261260779.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/6j21q1261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/6j21q1261260779.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/77g7q1261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/77g7q1261260779.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/8psyr1261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/8psyr1261260779.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/9jg3l1261260779.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261260873dfv5ibdy2cg3jyg/9jg3l1261260779.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly 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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