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WS 7 Multiple Regression analysis

*The author of this computation has been verified*
R Software Module: /rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Thu, 19 Nov 2009 11:53:22 -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/Nov/19/t125865691580awg69efbyr7ku.htm/, Retrieved Thu, 19 Nov 2009 19:55:27 +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/Nov/19/t125865691580awg69efbyr7ku.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:
WS 7 Multiple Regression analysis
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
14,5 14,8 14,3 14,7 15,3 16 14,4 15,4 13,7 15 14,2 15,5 13,5 15,1 11,9 11,7 14,6 16,3 15,6 16,7 14,1 15 14,9 14,9 14,2 14,6 14,6 15,3 17,2 17,9 15,4 16,4 14,3 15,4 17,5 17,9 14,5 15,9 14,4 13,9 16,6 17,8 16,7 17,9 16,6 17,4 16,9 16,7 15,7 16 16,4 16,6 18,4 19,1 16,9 17,8 16,5 17,2 18,3 18,6 15,1 16,3 15,7 15,1 18,1 19,2 16,8 17,7 18,9 19,1 19 18 18,1 17,5 17,8 17,8 21,5 21,1 17,1 17,2 18,7 19,4 19 19,8 16,4 17,6 16,9 16,2 18,6 19,5 19,3 19,9 19,4 20 17,6 17,3 18,6 18,9 18,1 18,6 20,4 21,4 18,1 18,6 19,6 19,8 19,9 20,8 19,2 19,6 17,8 17,7 19,2 19,8 22 22,2 21,1 20,7 19,5 17,9 22,2 20,9 20,9 21,2 22,2 21,4 23,5 23 21,5 21,3 24,3 23,9 22,8 22,4 20,3 18,3 23,7 22,8 23,3 22,3 19,6 17,8 18 16,4 17,3 16 16,8 16,4 18,2 17,7 16,5 16,6 16 16,2 18,4 18,3
 
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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = -1.53647721171885 + 1.07411692421246X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-1.536477211718850.695836-2.20810.0302530.015126
X1.074116924212460.03839427.976500


Multiple Linear Regression - Regression Statistics
Multiple R0.954721059341125
R-squared0.91149230114944
Adjusted R-squared0.910327726164563
F-TEST (value)782.682363082568
F-TEST (DF numerator)1
F-TEST (DF denominator)76
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.817163446619703
Sum Squared Residuals50.7494634853458


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
114.514.36045326662540.139546733374593
214.314.25304157420420.0469584257957522
315.315.6493935756804-0.349393575680426
414.415.0049234211530-0.604923421152954
513.714.5752766514680-0.875276651467973
614.215.1123351135742-0.9123351135742
713.514.6826883438892-1.18268834388922
811.911.03069080156690.86930919843313
914.615.9716286529442-1.37162865294416
1015.616.4012754226291-0.801275422629145
1114.114.5752766514680-0.475276651467972
1214.914.46786495904670.432135040953273
1314.214.1456298817830.0543701182170092
1414.614.8975117287317-0.29751172873171
1517.217.6902157316841-0.49021573168409
1615.416.0790403453654-0.679040345365407
1714.315.0049234211530-0.704923421152954
1817.517.6902157316841-0.190215731684089
1914.515.5419818832592-1.04198188325918
2014.413.39374803483431.00625196516573
2116.617.5828040392628-0.982804039262844
2216.717.6902157316841-0.99021573168409
2316.617.1531572695779-0.55315726957786
2416.916.40127542262910.498724577370854
2515.715.64939357568040.0506064243195725
2616.416.29386373020790.106136269792098
2718.418.9791560407390-0.579156040739039
2816.917.5828040392628-0.682804039262847
2916.516.9383338847354-0.438333884735371
3018.318.4420975786328-0.142097578632809
3115.115.9716286529442-0.871628652944164
3215.714.68268834388921.01731165611078
3318.119.0865677331603-0.986567733160279
3416.817.4753923468416-0.675392346841598
3518.918.9791560407390-0.0791560407390388
361917.79762742410531.20237257589466
3718.117.26056896199910.839431038000893
3817.817.58280403926280.217195960737155
3921.521.12738988916390.372610110836054
4017.116.93833388473540.16166611526463
4118.719.3013911180028-0.601391118002771
421919.7310378876878-0.731037887687754
4316.417.3679806544204-0.967980654420357
4416.915.86421696052291.03578303947708
4518.619.4088028104240-0.808802810424016
4619.319.838449580109-0.538449580108997
4719.419.9458612725302-0.545861272530246
4817.617.04574557715660.554254422843383
4918.618.7643326558965-0.164332655896542
5018.118.4420975786328-0.342097578632809
5120.421.4496249664277-1.04962496642768
5218.118.4420975786328-0.342097578632809
5319.619.7310378876878-0.131037887687753
5419.920.8051548119002-0.90515481190021
5519.219.5162145028453-0.316214502845265
5617.817.47539234684160.324607653158402
5719.219.7310378876878-0.531037887687755
582222.3089185057976-0.308918505797645
5921.120.69774311947900.402256880521039
6019.517.69021573168411.80978426831591
6122.220.91256650432151.28743349567855
6220.921.2348015815852-0.334801581585191
6322.221.44962496642770.75037503357232
6423.523.16821204516760.331787954832392
6521.521.34221327400640.157786725993563
6624.324.13491727695880.165082723041184
6722.822.52374189064010.276258109359867
6820.318.11986250136912.18013749863093
6923.722.95338866032510.746611339674881
7023.322.41633019821890.88366980178111
7119.617.58280403926282.01719596073716
721816.07904034536541.92095965463459
7317.315.64939357568041.65060642431957
7416.816.07904034536540.720959654634594
7518.217.47539234684160.7246076531584
7616.516.29386373020790.206136269792099
771615.86421696052290.135783039477083
7818.418.11986250136910.280137498630926


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.1777469411614580.3554938823229150.822253058838542
60.1204131856239590.2408263712479180.879586814376041
70.1570952581249160.3141905162498320.842904741875084
80.08567315654771920.1713463130954380.914326843452281
90.06127139259114350.1225427851822870.938728607408857
100.04200278108769420.08400556217538840.957997218912306
110.02148868252582530.04297736505165050.978511317474175
120.03548751456269640.07097502912539280.964512485437304
130.02108474904810310.04216949809620620.978915250951897
140.01172092020962240.02344184041924470.988279079790378
150.01953434076799440.03906868153598890.980465659232006
160.01148132606658130.02296265213316250.988518673933419
170.007653369345121540.01530673869024310.992346630654878
180.01240519329150360.02481038658300730.987594806708496
190.01275125217109290.02550250434218590.987248747828907
200.02499823454049040.04999646908098080.97500176545951
210.01857136385451660.03714272770903320.981428636145483
220.01407234229125300.02814468458250600.985927657708747
230.01062695526040380.02125391052080760.989373044739596
240.02390472969377830.04780945938755650.976095270306222
250.01897164873424510.03794329746849010.981028351265755
260.01746405791009700.03492811582019410.982535942089903
270.01448454555283010.02896909110566020.98551545444717
280.01096203418364940.02192406836729880.989037965816351
290.007989533760243270.01597906752048650.992010466239757
300.007727144035396680.01545428807079340.992272855964603
310.009252820913414020.01850564182682800.990747179086586
320.01859193243591450.03718386487182900.981408067564085
330.01751115943955080.03502231887910150.98248884056045
340.01582833822403110.03165667644806210.984171661775969
350.01645434516058290.03290869032116570.983545654839417
360.07141219406778410.1428243881355680.928587805932216
370.099850770256450.19970154051290.90014922974355
380.08660528885177180.1732105777035440.913394711148228
390.09247471648859370.1849494329771870.907525283511406
400.07495465185796670.1499093037159330.925045348142033
410.06557159033114150.1311431806622830.934428409668858
420.06114100954211590.1222820190842320.938858990457884
430.09210797827705670.1842159565541130.907892021722943
440.1112173343992490.2224346687984980.888782665600751
450.1202336926394950.240467385278990.879766307360505
460.1102074111524520.2204148223049040.889792588847548
470.1026302097488760.2052604194977520.897369790251124
480.09385072508004040.1877014501600810.90614927491996
490.08095005578629850.1619001115725970.919049944213702
500.0781249031828110.1562498063656220.921875096817189
510.1049467860769850.2098935721539700.895053213923015
520.1108481568066130.2216963136132260.889151843193387
530.1001383436036090.2002766872072170.899861656396391
540.1520375248711200.3040750497422390.84796247512888
550.1671741861644170.3343483723288350.832825813835583
560.1608785419056010.3217570838112010.8391214580944
570.2293161607318510.4586323214637030.770683839268149
580.2333655994913660.4667311989827320.766634400508634
590.2152077515428080.4304155030856160.784792248457192
600.3824535149652440.7649070299304890.617546485034756
610.4585128616856730.9170257233713450.541487138314327
620.4951027971108660.9902055942217330.504897202889134
630.4478042374983850.895608474996770.552195762501615
640.3755517727452610.7511035454905220.624448227254739
650.3296589470715580.6593178941431160.670341052928442
660.2708378249627880.5416756499255760.729162175037212
670.2326411932786760.4652823865573510.767358806721324
680.4596541025184730.9193082050369450.540345897481527
690.3647058785217660.7294117570435310.635294121478234
700.2758028445812250.5516056891624490.724197155418775
710.5246793437339320.9506413125321350.475320656266068
720.7142330721042190.5715338557915620.285766927895781
730.927104916949090.1457901661018220.0728950830509108


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level240.347826086956522NOK
10% type I error level260.376811594202899NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/103p0q1258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/103p0q1258656798.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/11igu1258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/11igu1258656798.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/2p8x61258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/2p8x61258656798.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/3cw8o1258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/3cw8o1258656798.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/41q2g1258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/41q2g1258656798.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/538sc1258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/538sc1258656798.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/6zkj91258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/6zkj91258656798.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/7x4x21258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/7x4x21258656798.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/8cfhb1258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/8cfhb1258656798.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/9btre1258656798.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t125865691580awg69efbyr7ku/9btre1258656798.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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