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Paper Multiple Lineair Regression

*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: Sun, 19 Dec 2010 12:08:20 +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/19/t1292760495sgfoaa1xu6l6a06.htm/, Retrieved Sun, 19 Dec 2010 13:08:26 +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/19/t1292760495sgfoaa1xu6l6a06.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 «
631.923 21.454 97.06 130.678 654.294 23.899 97.73 120.877 671.833 24.939 98 137.114 586.840 23.580 97.76 134.406 600.969 24.562 97.48 120.262 625.568 24.696 97.77 130.846 558.110 23.785 97.96 120.343 630.577 23.812 98.22 98.881 628.654 21.917 98.51 115.678 603.184 19.713 98.19 120.796 656.255 19.282 98.37 94.261 600.730 18.788 98.31 89.151 670.326 21.453 98.6 119.880 678.423 24.482 98.96 131.468 641.502 27.474 99.11 155.089 625.311 27.264 99.64 149.581 628.177 27.349 100.02 122.788 589.767 30.632 99.98 143.900 582.471 29.429 100.32 112.115 636.248 30.084 100.44 109.600 599.885 26.290 100.51 117.446 621.694 24.379 101 118.456 637.406 23.335 100.88 101.901 595.994 21.346 100.55 89.940 696.308 21.106 100.82 129.143 674.201 24.514 101.5 126.102 648.861 28.353 102.15 143.048 649.605 30.805 102.39 142.258 672.392 31.348 102.54 131.011 598.396 34.556 102.85 146.471 613.177 33.855 103.47 114.073 638.104 34.787 103.56 114.642 615.632 32.529 103.69 118.226 634.465 29.998 103.49 111.338 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 time7 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
WERKL[t] = -229.959847776113 -5.11489725323219VAC[t] + 9.08718983433677CPI[t] + 0.717907557025763INSCHR[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-229.959847776113121.51843-1.89240.0620570.031028
VAC-5.114897253232190.76071-6.723800
CPI9.087189834336771.2724367.141600
INSCHR0.7179075570257630.1957963.66660.0004410.00022


Multiple Linear Regression - Regression Statistics
Multiple R0.639302254189665
R-squared0.408707372211987
Adjusted R-squared0.386533898669937
F-TEST (value)18.4322664393065
F-TEST (DF numerator)3
F-TEST (DF denominator)80
p-value3.48979267705829e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation32.5867879364038
Sum Squared Residuals84951.8998409721


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1631.923636.122515610781-4.19951561078083
2654.294622.66879704922731.6252029507726
3671.833631.45951016456440.3734898354361
4586.84634.28563630704-47.4456363070398
5600.969616.564309564179-15.5953095641791
6625.568626.112531967764-0.544531967764283
7558.11624.958586362541-66.8485863625412
8630.577611.77542150474518.8015784952554
9628.654636.162130086939-7.50813008693905
10603.184648.201713762933-45.0177137629328
11656.255632.99225162357823.2627483764220
12600.73631.305271860213-30.5752718602128
13670.326642.36993705215127.9560629478488
14678.423638.46741438328739.9555856167133
15641.502641.4844146812720.0175853187278406
16625.311643.420518892552-18.1095188925514
17628.177627.2039875876830.973012412316605
18589.767625.204756655877-35.4377566558766
19582.471611.628930895126-29.1579308951255
20636.248607.56359846845928.6844015315410
21599.885633.23832462805-33.3533246280498
22621.694648.190702930397-26.4967029303975
23637.406640.55523327609-3.14923327608999
24595.994639.143098977853-43.1490989778525
25696.308670.9683455319825.3396544680199
26674.201657.53290789939916.6680921006015
27648.861655.969152197918-7.10815219791766
28649.605645.0412027231834.56379727681725
29672.392635.5525856959636.8394143040406
30598.396633.059874987853-34.6638749878533
31613.177619.020706627137-5.84370662713716
32638.104615.47995887216322.6240411278373
33615.632630.783712232805-15.1517122328052
34634.465636.967131961075-2.50213196107492
35638.686638.6824048011560.00359519884366832
36604.243623.900181652532-19.6571816525323
37706.669659.98758992667346.6814100733267
38677.185630.33134094234346.8536590576568
39644.328632.51219275211511.8158072478853
40664.825615.87003795822848.9549620417723
41605.707597.5030757934348.20392420656638
42600.136599.4247131354980.711286864501612
43612.166589.50205529539522.6639447046054
44599.659584.3198304783915.3391695216096
45634.21613.24378505304120.9662149469592
46618.234612.361379586725.87262041328069
47613.576625.868452505915-12.2924525059149
48627.2612.34965421236514.8503457876350
49668.973645.9368346043923.0361653956103
50651.479624.32001675378227.1589832462179
51619.661628.826006643577-9.165006643577
52644.26606.73126810507537.5287318949250
53579.936618.233004382386-38.2970043823858
54601.752616.375394581715-14.6233945817146
55595.376606.97366150835-11.5976615083503
56588.902595.874600082813-6.97260008281347
57634.341573.27540142611961.0655985738806
58594.305619.530048105428-25.2250481054281
59606.2606.941170898473-0.741170898473257
60610.926622.801254113527-11.8752541135268
61633.685641.422577762173-7.73757776217326
62639.696637.7975510236061.89844897639415
63659.451647.0751091729712.3758908270298
64593.248647.527074099121-54.2790740991208
65606.677629.448264196804-22.7712641968042
66599.434654.436775282043-55.0027752820429
67569.578650.657821385403-81.0798213854033
68629.873619.0016085870710.8713914129303
69613.438631.181538683885-17.7435386838850
70604.172651.381733389248-47.2097333892476
71658.328644.07146656139214.2565334386082
72612.633644.676481964009-32.0434819640091
73707.372678.70663516793128.6653648320686
74739.77686.78615459928552.9838454007151
75777.535697.40344497701180.1315550229886
76685.03691.45657114709-6.42657114709063
77730.234675.06083184740655.1731681525944
78714.154684.61681311760729.5371868823935
79630.872691.535247981449-60.6632479814492
80719.492675.4333648208344.0586351791699
81677.023695.348851702982-18.3258517029816
82679.272685.977410237784-6.7054102377838
83718.317686.65240239793831.6645976020622
84645.672684.386741572752-38.7147415727519


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.9041013030349880.1917973939300240.0958986969650119
80.9228299735681060.1543400528637870.0771700264318935
90.8683591881383020.2632816237233950.131640811861698
100.8148193502808030.3703612994383940.185180649719197
110.8104938916991060.3790122166017890.189506108300894
120.7737851140812940.4524297718374110.226214885918706
130.7693360165389680.4613279669220640.230663983461032
140.71757830666770.56484338666460.2824216933323
150.6874403229061430.6251193541877140.312559677093857
160.6808796566822840.6382406866354320.319120343317716
170.6150697886438410.7698604227123180.384930211356159
180.6445459482184330.7109081035631330.355454051781567
190.6120895645714250.775820870857150.387910435428575
200.5995510843133060.8008978313733880.400448915686694
210.5877557510390090.8244884979219830.412244248960991
220.5395040575494510.9209918849010990.460495942450549
230.4743026009435340.9486052018870680.525697399056466
240.513389696146850.97322060770630.48661030385315
250.5361190163550270.9277619672899450.463880983644973
260.4912587691026180.9825175382052360.508741230897382
270.4340622917279180.8681245834558360.565937708272082
280.3725576587027760.7451153174055530.627442341297224
290.3756900928551150.751380185710230.624309907144885
300.4174034520604770.8348069041209550.582596547939523
310.361276028486680.722552056973360.63872397151332
320.3255886469418110.6511772938836220.674411353058189
330.2972728354084690.5945456708169390.70272716459153
340.2555068911741750.5110137823483490.744493108825825
350.2196083970360280.4392167940720560.780391602963972
360.2362940820763820.4725881641527640.763705917923618
370.2464219122625230.4928438245250450.753578087737477
380.2574079899919290.5148159799838570.742592010008071
390.2077203170263950.4154406340527890.792279682973606
400.2223476119011170.4446952238022340.777652388098883
410.1774987149579390.3549974299158790.82250128504206
420.1426435945194050.2852871890388110.857356405480595
430.1165769413670620.2331538827341240.883423058632938
440.08971430520751470.1794286104150290.910285694792485
450.06794716325924750.1358943265184950.932052836740752
460.04947903176597580.09895806353195150.950520968234024
470.04495077472277030.08990154944554070.95504922527723
480.0341844309072910.0683688618145820.965815569092709
490.02375583341593000.04751166683185990.97624416658407
500.01696773825784260.03393547651568530.983032261742157
510.01426642323546660.02853284647093330.985733576764533
520.01365916323842680.02731832647685370.986340836761573
530.02318550081186500.04637100162372990.976814499188135
540.01946331774340530.03892663548681050.980536682256595
550.01515924054925890.03031848109851780.98484075945074
560.01101776487523580.02203552975047160.988982235124764
570.02694398485144770.05388796970289540.973056015148552
580.02613857829203600.05227715658407210.973861421707964
590.01785223313331610.03570446626663220.982147766866684
600.01338989880175890.02677979760351770.98661010119824
610.009889800237459730.01977960047491950.99011019976254
620.006145933543968350.01229186708793670.993854066456032
630.003804358236562680.007608716473125350.996195641763437
640.01173544594729650.02347089189459310.988264554052704
650.009227231378027340.01845446275605470.990772768621973
660.01197953751779350.02395907503558700.988020462482206
670.02710989814456500.05421979628912990.972890101855435
680.02097014462705460.04194028925410920.979029855372945
690.01279093308473540.02558186616947080.987209066915265
700.1306026673878950.261205334775790.869397332612105
710.0956700329424040.1913400658848080.904329967057596
720.09409669777774740.1881933955554950.905903302222253
730.07518025794643880.1503605158928780.924819742053561
740.06263320420752440.1252664084150490.937366795792476
750.4726133811426560.9452267622853130.527386618857344
760.3832244027908210.7664488055816410.61677559720918
770.2572248548079370.5144497096158740.742775145192063


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.0140845070422535NOK
5% type I error level180.253521126760563NOK
10% type I error level240.338028169014085NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/10shnv1292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/10shnv1292760492.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/13y8j1292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/13y8j1292760492.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/2ep741292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/2ep741292760492.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/3ep741292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/3ep741292760492.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/4ep741292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/4ep741292760492.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/5pgop1292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/5pgop1292760492.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/6pgop1292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/6pgop1292760492.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/7hq5a1292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/7hq5a1292760492.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/8hq5a1292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/8hq5a1292760492.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/9shnv1292760492.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292760495sgfoaa1xu6l6a06/9shnv1292760492.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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