| Paper TSA MR Faillissementen Lags | | *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, 18 Dec 2010 19:33:04 +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/18/t1292700878lj9ltw0jdklli1v.htm/, Retrieved Sat, 18 Dec 2010 20:34:48 +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/18/t1292700878lj9ltw0jdklli1v.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 « | | 432 342 189 67
517 432 342 189
623 517 432 342
605 623 517 432
716 605 623 517
677 716 605 623
710 677 716 605
839 710 677 716
886 839 710 677
891 886 839 710
917 891 886 839
820 917 891 886
793 820 917 891
932 793 820 917
906 932 793 820
844 906 932 793
801 844 906 932
957 801 844 906
1159 957 801 844
1264 1159 957 801
1097 1264 1159 957
1240 1097 1264 1159
1411 1240 1097 1264
1535 1411 1240 1097
1862 1535 1411 1240
1894 1862 1535 1411
2239 1894 1862 1535
2465 2239 1894 1862
2423 2465 2239 1894
2692 2423 2465 2239
2856 2692 2423 2465
3450 2856 2692 2423
4162 3450 2856 2692
4260 4162 3450 2856
4225 4260 4162 3450
4092 4225 4260 4162
4160 4092 4225 4260
3896 4160 4092 4225
3628 3896 4160 4092
3754 3628 3896 4160
3749 3754 3628 3896
3907 3749 3754 3628
4449 3907 3749 3754
5272 4449 3907 3749
6197 5272 4449 3907
6446 6197 5272 4449
7157 6446 6197 5272
7559 7157 6446 6197
7674 7559 7157 6446
6929 7674 7559 7157
7156 6929 7674 7559
6805 7156 6929 7674
7095 6805 7 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!
| Multiple Linear Regression - Estimated Regression Equation | | Faillissementen[t] = -101.296914358582 + 1.19211826327857Y1[t] -0.0303519024107213Y2[t] -0.269812974917130Y3[t] + 17.1473915256253t + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | | Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value | | (Intercept) | -101.296914358582 | 79.372341 | -1.2762 | 0.207658 | 0.103829 | | Y1 | 1.19211826327857 | 0.134173 | 8.8849 | 0 | 0 | | Y2 | -0.0303519024107213 | 0.213986 | -0.1418 | 0.887765 | 0.443882 | | Y3 | -0.269812974917130 | 0.133225 | -2.0252 | 0.048091 | 0.024046 | | t | 17.1473915256253 | 6.247962 | 2.7445 | 0.008347 | 0.004173 |
| Multiple Linear Regression - Regression Statistics | | Multiple R | 0.99540113961845 | | R-squared | 0.990823428753708 | | Adjusted R-squared | 0.990103697675567 | | F-TEST (value) | 1376.65783630393 | | F-TEST (DF numerator) | 4 | | F-TEST (DF denominator) | 51 | | p-value | 0 | | Multiple Linear Regression - Residual Statistics | | Residual Standard Deviation | 246.141268837931 | | Sum Squared Residuals | 3089861.73548248 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | | Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error | | 1 | 432 | 299.740944333240 | 132.259055666760 | | 2 | 517 | 386.617955545198 | 130.382044454802 | | 3 | 623 | 461.082343070225 | 161.917656929775 | | 4 | 605 | 577.731191055927 | 27.2688089440734 | | 5 | 716 | 547.269049319045 | 168.730950680955 | | 6 | 677 | 668.687726970769 | 8.3122730292308 | | 7 | 710 | 640.830078609448 | 69.1699213905517 | | 8 | 839 | 668.551856801484 | 170.448143198516 | | 9 | 886 | 849.003597532259 | 36.9964024677409 | | 10 | 891 | 909.361323848729 | -18.3613238487291 | | 11 | 917 | 896.236893513134 | 20.7631064868662 | | 12 | 820 | 931.546390550843 | -111.546390550843 | | 13 | 793 | 830.920096201182 | -37.9200962011824 | | 14 | 932 | 811.809291804281 | 120.190708195719 | | 15 | 906 | 1021.65248185768 | -115.652481857679 | | 16 | 844 | 1010.87083442573 | -166.870834425734 | | 17 | 801 | 917.392039577285 | -116.392039577285 | | 18 | 957 | 892.175301079242 | 64.8246989207585 | | 19 | 1159 | 1113.32667792485 | 45.6733220751523 | | 20 | 1264 | 1378.14901977811 | -114.149019778109 | | 21 | 1097 | 1472.24692057395 | -375.246920573946 | | 22 | 1240 | 1232.62139144566 | 7.37860855433611 | | 23 | 1411 | 1396.98009995642 | 14.0199000435826 | | 24 | 1535 | 1658.69815926911 | -123.698159269106 | | 25 | 1862 | 1779.89478471589 | 82.1052152841083 | | 26 | 1894 | 2136.96319372385 | -242.963193723852 | | 27 | 2239 | 2148.87648869636 | 90.1235113036381 | | 28 | 2465 | 2488.10457737805 | -23.1045773780508 | | 29 | 2423 | 2755.56527487559 | -332.565274875587 | | 30 | 2692 | 2622.69869305228 | 69.3013069477208 | | 31 | 2856 | 2900.82294496982 | -44.8229449698199 | | 32 | 3450 | 3116.64521487117 | 333.354785128833 | | 33 | 4162 | 3764.3534525362 | 397.646547463801 | | 34 | 4260 | 4568.01068959779 | -308.010689597791 | | 35 | 4225 | 4520.10620930751 | -295.106209307508 | | 36 | 4092 | 4300.44813704114 | -208.448137041136 | | 37 | 4160 | 4133.66444459321 | 26.3355554067921 | | 38 | 3896 | 4245.3561351645 | -349.356135164502 | | 39 | 3628 | 3981.60550148463 | -353.605501484632 | | 40 | 3754 | 3668.93081839367 | 85.0691816063345 | | 41 | 3749 | 3915.65004631659 | -166.650046316587 | | 42 | 3907 | 3995.32238409986 | -88.3223840998592 | | 43 | 4449 | 4166.97978589599 | 282.020214104006 | | 44 | 5272 | 4826.8087404123 | 445.191259587702 | | 45 | 6197 | 5765.98828147267 | 431.011718527327 | | 46 | 6446 | 6714.62681844187 | -268.626818441871 | | 47 | 7157 | 6778.48006943715 | 378.519930562854 | | 48 | 7559 | 7386.08892065522 | 172.911079344777 | | 49 | 7674 | 7793.70422065045 | -119.704220650447 | | 50 | 6929 | 7743.90672251792 | -814.90672251792 | | 51 | 7156 | 6760.97072320709 | 395.029276792913 | | 52 | 6805 | 7040.31263567747 | -235.312635677467 | | 53 | 7095 | 6833.14730125834 | 261.85269874166 | | 54 | 7222 | 7145.41496157473 | 76.5850384252726 | | 55 | 7593 | 7399.86367503353 | 193.136324966466 | | 56 | 7910 | 7777.18648790338 | 132.813512096618 |
| Goldfeld-Quandt test for Heteroskedasticity | | p-values | Alternative Hypothesis | | breakpoint index | greater | 2-sided | less | | 8 | 0.00244144408059051 | 0.00488288816118103 | 0.99755855591941 | | 9 | 0.00435185609075723 | 0.00870371218151446 | 0.995648143909243 | | 10 | 0.000822025895126926 | 0.00164405179025385 | 0.999177974104873 | | 11 | 0.000179633514469794 | 0.000359267028939587 | 0.99982036648553 | | 12 | 0.000433845244350814 | 0.000867690488701629 | 0.99956615475565 | | 13 | 0.000164957394748326 | 0.000329914789496652 | 0.999835042605252 | | 14 | 0.000100436975472271 | 0.000200873950944542 | 0.999899563024528 | | 15 | 2.60751111216968e-05 | 5.21502222433937e-05 | 0.999973924888878 | | 16 | 6.6663563279681e-06 | 1.33327126559362e-05 | 0.999993333643672 | | 17 | 2.81431003754977e-06 | 5.62862007509953e-06 | 0.999997185689962 | | 18 | 2.38175391977469e-06 | 4.76350783954937e-06 | 0.99999761824608 | | 19 | 6.76932231245958e-06 | 1.35386446249192e-05 | 0.999993230677688 | | 20 | 3.82931962035169e-06 | 7.65863924070338e-06 | 0.99999617068038 | | 21 | 2.52464092740856e-06 | 5.04928185481711e-06 | 0.999997475359073 | | 22 | 4.45892027304082e-06 | 8.91784054608164e-06 | 0.999995541079727 | | 23 | 2.77937273998839e-06 | 5.55874547997679e-06 | 0.99999722062726 | | 24 | 2.38005777129474e-06 | 4.76011554258948e-06 | 0.999997619942229 | | 25 | 3.36362758694953e-05 | 6.72725517389905e-05 | 0.99996636372413 | | 26 | 1.39383714254451e-05 | 2.78767428508902e-05 | 0.999986061628575 | | 27 | 3.82654989000391e-05 | 7.65309978000781e-05 | 0.9999617345011 | | 28 | 1.61559117697971e-05 | 3.23118235395942e-05 | 0.99998384408823 | | 29 | 2.23394061559307e-05 | 4.46788123118614e-05 | 0.999977660593844 | | 30 | 1.31779128579865e-05 | 2.63558257159730e-05 | 0.999986822087142 | | 31 | 4.96696969893799e-06 | 9.93393939787597e-06 | 0.9999950330303 | | 32 | 5.96556319420655e-05 | 0.000119311263884131 | 0.999940344368058 | | 33 | 0.000824312233836671 | 0.00164862446767334 | 0.999175687766163 | | 34 | 0.00164803697449291 | 0.00329607394898582 | 0.998351963025507 | | 35 | 0.00192346426445346 | 0.00384692852890691 | 0.998076535735547 | | 36 | 0.00251605243474725 | 0.0050321048694945 | 0.997483947565253 | | 37 | 0.00252003407996341 | 0.00504006815992681 | 0.997479965920037 | | 38 | 0.00313205005609548 | 0.00626410011219095 | 0.996867949943905 | | 39 | 0.00303550618369456 | 0.00607101236738913 | 0.996964493816305 | | 40 | 0.00201460564085960 | 0.00402921128171921 | 0.99798539435914 | | 41 | 0.00146921522417916 | 0.00293843044835831 | 0.99853078477582 | | 42 | 0.00408901412275406 | 0.00817802824550813 | 0.995910985877246 | | 43 | 0.00955581368831517 | 0.0191116273766303 | 0.990444186311685 | | 44 | 0.0148924708686042 | 0.0297849417372085 | 0.985107529131396 | | 45 | 0.0116425823372904 | 0.0232851646745807 | 0.98835741766271 | | 46 | 0.0873485386716586 | 0.174697077343317 | 0.912651461328341 | | 47 | 0.144794987437148 | 0.289589974874295 | 0.855205012562853 | | 48 | 0.103700534379981 | 0.207401068759961 | 0.89629946562002 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | | Description | # significant tests | % significant tests | OK/NOK | | 1% type I error level | 35 | 0.853658536585366 | NOK | | 5% type I error level | 38 | 0.926829268292683 | NOK | | 10% type I error level | 38 | 0.926829268292683 | NOK |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/105nx31292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/105nx31292700777.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/1ym0r1292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/1ym0r1292700777.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/2reid1292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/2reid1292700777.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/3reid1292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/3reid1292700777.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/4reid1292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/4reid1292700777.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/5jnhf1292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/5jnhf1292700777.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/6jnhf1292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/6jnhf1292700777.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/7ueg01292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/7ueg01292700777.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/8ueg01292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/8ueg01292700777.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/95nx31292700777.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/18/t1292700878lj9ltw0jdklli1v/95nx31292700777.ps (open in new window) |
| | | | Parameters (Session): | | par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ; | | | | Parameters (R input): | | par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ; par4 = 1 ; | | | | 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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