Home » date » 2010 » Dec » 14 »

workshop 10: Multiple regression 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: Tue, 14 Dec 2010 08:37:33 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx.htm/, Retrieved Tue, 14 Dec 2010 09:35:31 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
194.9 1.79 195.5 1.95 196 2.26 196.2 2.04 196.2 2.16 196.2 2.75 196.2 2.79 197 2.88 197.7 3.36 198 2.97 198.2 3.1 198.5 2.49 198.6 2.2 199.5 2.25 200 2.09 201.3 2.79 202.2 3.14 202.9 2.93 203.5 2.65 203.5 2.67 204 2.26 204.1 2.35 204.3 2.13 204.5 2.18 204.8 2.9 205.1 2.63 205.7 2.67 206.5 1.81 206.9 1.33 207.1 0.88 207.8 1.28 208 1.26 208.5 1.26 208.6 1.29 209 1.1 209.1 1.37 209.7 1.21 209.8 1.74 209.9 1.76 210 1.48 210.8 1.04 211.4 1.62 211.7 1.49 212 1.79 212.2 1.8 212.4 1.58 212.9 1.86 213.4 1.74 213.7 1.59 214 1.26 214.3 1.13 214.8 1.92 215 2.61 215.9 2.26 216.4 2.41 216.9 2.26 217.2 2.03 217.5 2.86 217.9 2.55 218.1 2.27 218.6 2.26 218.9 2.57 219.3 3.07 220.4 2.76 220.9 2.51 221 2.87 221.8 3.14 222 3.11 222.2 3.16 222.5 2.47 222.9 2.57 223.1 2.89
 
Output produced by software:

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


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Multiple Linear Regression - Estimated Regression Equation
uurloon[t] = + 208.816893645343 + 0.144566354919626inflatie[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)208.8168936453433.56822258.521300
inflatie0.1445663549196261.5660580.09230.9267140.463357


Multiple Linear Regression - Regression Statistics
Multiple R0.0110327518319243
R-squared0.000121721612984829
Adjusted R-squared-0.0141622537925439
F-TEST (value)0.00852155016576935
F-TEST (DF numerator)1
F-TEST (DF denominator)70
p-value0.926713644276811
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation8.40652619334202
Sum Squared Residuals4946.87778475418


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1194.9209.075667420648-14.1756674206482
2195.5209.098798037436-13.5987980374359
3196209.143613607461-13.143613607461
4196.2209.111809009379-12.9118090093787
5196.2209.129156971969-12.929156971969
6196.2209.214451121372-13.0144511213716
7196.2209.220233775568-13.0202337755684
8197209.233244747511-12.2332447475111
9197.7209.302636597873-11.6026365978726
10198209.246255719454-11.2462557194539
11198.2209.265049345593-11.0650493455935
12198.5209.176863869092-10.6768638690925
13198.6209.134939626166-10.5349396261658
14199.5209.142167943912-9.64216794391176
15200209.119037327125-9.11903732712462
16201.3209.220233775568-7.92023377556835
17202.2209.27083199979-7.07083199979024
18202.9209.240473065257-6.3404730652571
19203.5209.19999448588-5.69999448587961
20203.5209.202885812978-5.70288581297801
21204209.143613607461-5.14361360746096
22204.1209.156624579404-5.05662457940373
23204.3209.124819981321-4.8248199813214
24204.5209.132048299067-4.63204829906739
25204.8209.23613607461-4.43613607460951
26205.1209.197103158781-4.09710315878123
27205.7209.202885812978-3.50288581297802
28206.5209.078558747747-2.57855874774713
29206.9209.009166897386-2.1091668973857
30207.1208.944112037672-1.84411203767188
31207.8209.00193857964-1.20193857963971
32208208.999047252541-0.999047252541332
33208.5208.999047252541-0.499047252541332
34208.6209.003384243189-0.403384243188927
35209208.9759166357540.024083364245808
36209.1209.0149495515830.0850504484175031
37209.7208.9918189347950.708181065204638
38209.8209.0684391029030.731560897097258
39209.9209.0713304300010.82866956999886
40210209.0308518506240.96914814937635
41210.8208.9672426544591.832757345541
42211.4209.0510911403122.34890885968761
43211.7209.0322975141732.66770248582714
44212209.0756674206492.92433257935126
45212.2209.0771130841983.12288691580206
46212.4209.0453084861163.35469151388439
47212.9209.0857870654933.8142129345069
48213.4209.0684391029034.33156089709725
49213.7209.0467541496654.65324585033518
50214208.9990472525415.00095274745867
51214.3208.9802536264025.31974637359823
52214.8209.0944610467885.70553895321172
53215209.1942118316835.80578816831717
54215.9209.1436136074616.75638639253905
55216.4209.1652985606997.2347014393011
56216.9209.1436136074617.75638639253905
57217.2209.1103633458298.08963665417054
58217.5209.2303534204138.26964657958727
59217.9209.1855378503888.71446214961236
60218.1209.145059271018.95494072898984
61218.6209.1436136074619.45638639253904
62218.9209.1884291774869.71157082251396
63219.3209.26071235494610.0392876450542
64220.4209.21589678492111.1841032150792
65220.9209.17975519619111.7202448038091
66221209.23179908396211.7682009160381
67221.8209.2708319997912.5291680002098
68222209.26649500914312.7335049908574
69222.2209.27372332688912.9262766731114
70222.5209.17397254199413.3260274580059
71222.9209.18842917748613.711570822514
72223.1209.2346904110613.8653095889397


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.0001233745425534860.0002467490851069710.999876625457446
62.07945464228865e-054.15890928457729e-050.999979205453577
71.35331505980224e-062.70663011960448e-060.99999864668494
81.3875871387718e-072.77517427754361e-070.999999861241286
91.27253677695828e-082.54507355391657e-080.999999987274632
109.28373292705801e-091.8567465854116e-080.999999990716267
112.73361447573023e-095.46722895146046e-090.999999997266386
122.39753410457788e-084.79506820915577e-080.99999997602466
131.03295266576916e-072.06590533153831e-070.999999896704733
144.97711365651618e-079.95422731303236e-070.999999502288634
151.88252019114834e-063.76504038229667e-060.999998117479809
167.82230883500204e-061.56446176700041e-050.999992177691165
172.64687818427489e-055.29375636854977e-050.999973531218157
180.0001123479613252140.0002246959226504290.999887652038675
190.0006145594403692450.001229118880738490.99938544055963
200.002282275551484550.00456455110296910.997717724448515
210.009693911096877630.01938782219375530.990306088903122
220.02863712914678230.05727425829356450.971362870853218
230.06900429032535860.1380085806507170.930995709674641
240.1431444236376520.2862888472753040.856855576362348
250.3969579893044360.7939159786088720.603042010695564
260.7652445227424970.4695109545150060.234755477257503
270.9892304767401640.02153904651967180.0107695232598359
280.9990541781033690.001891643793262840.000945821896631422
290.9996223472423390.0007553055153229510.000377652757661476
300.9995444587278970.0009110825442054150.000455541272102708
310.9996088822855830.0007822354288337070.000391117714416853
320.9996053906547240.0007892186905527490.000394609345276374
330.999559116749520.0008817665009598740.000440883250479937
340.9995061291130650.0009877417738700270.000493870886935013
350.999249706129090.00150058774181920.0007502938709096
360.9991990814388480.001601837122304670.000800918561152334
370.9988594799491730.00228104010165410.00114052005082705
380.9994832178177830.001033564364434430.000516782182217216
390.9998073541123590.000385291775282860.00019264588764143
400.9998293949522340.0003412100955313050.000170605047765653
410.999696125340060.0006077493198813240.000303874659940662
420.999741281604010.0005174367919812860.000258718395990643
430.9996899282626510.0006201434746980610.000310071737349031
440.9998102679682670.0003794640634653220.000189732031732661
450.999884975888150.0002300482237023770.000115024111851189
460.9998706383825820.0002587232348355840.000129361617417792
470.9999235030142110.000152993971577537.64969857887652e-05
480.9999280900526680.0001438198946639677.19099473319837e-05
490.9999020504170760.0001958991658472499.79495829236244e-05
500.999810255820840.0003794883583213330.000189744179160667
510.9996796378312640.0006407243374719420.000320362168735971
520.9996463847524310.0007072304951378930.000353615247568947
530.999955136689318.97266213799058e-054.48633106899529e-05
540.9999674991230276.5001753946655e-053.25008769733275e-05
550.9999809286751573.81426496863245e-051.90713248431622e-05
560.9999789814131154.20371737699061e-052.1018586884953e-05
570.9999632340471477.35319057051092e-053.67659528525546e-05
580.9999881336814472.37326371058844e-051.18663185529422e-05
590.9999891820896232.16358207539473e-051.08179103769737e-05
600.9999830174539833.39650920337079e-051.6982546016854e-05
610.9999761527824384.76944351234185e-052.38472175617092e-05
620.9999845571015483.08857969039207e-051.54428984519604e-05
630.9999913476114741.73047770518231e-058.65238852591157e-06
640.9999854298244242.91403511511274e-051.45701755755637e-05
650.999973836689815.23266203820475e-052.61633101910238e-05
660.999976152807694.76943846182326e-052.38471923091163e-05
670.9997292802748630.0005414394502748840.000270719725137442


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level560.888888888888889NOK
5% type I error level580.92063492063492NOK
10% type I error level590.936507936507937NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/10jyir1292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/10jyir1292315844.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/1vely1292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/1vely1292315844.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/2vely1292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/2vely1292315844.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/3vely1292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/3vely1292315844.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/45ol01292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/45ol01292315844.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/55ol01292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/55ol01292315844.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/65ol01292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/65ol01292315844.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/7gf2l1292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/7gf2l1292315844.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/89ojo1292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/89ojo1292315844.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/99ojo1292315844.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t1292315728fczs62umi86g5mx/99ojo1292315844.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')
}
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by