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meervoudige regressie huwelijken

*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, 21 Dec 2010 16:19:29 +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/21/t1292948289zjl5rsw3h4vfanx.htm/, Retrieved Tue, 21 Dec 2010 17:18:20 +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/21/t1292948289zjl5rsw3h4vfanx.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 «
3111 5140 17153 2.5 766 332 2.4 3995 4749 15579 1.8 294 369 2.4 5245 3635 16755 7.3 235 384 2.4 5588 4305 16585 9.9 462 373 2.1 10681 5805 16572 13.2 919 378 2 10516 4260 16325 17.8 346 426 2 7496 3869 17913 18.8 298 423 2.1 9935 7325 17572 19.3 92 397 2.1 10249 9280 17338 13.9 516 422 2 6271 6222 17087 7.5 843 409 2 3616 3272 15864 8 395 430 2 3724 7598 15554 4 961 412 1.7 2886 1345 16229 3.6 1231 470 1.3 3318 1900 15180 4.8 794 491 1.2 4166 1480 16215 5.9 420 504 1.1 6401 1472 15801 10.4 331 484 1.4 9209 3823 15751 12.3 312 474 1.5 9820 4454 16477 15.5 692 508 1.4 7470 3357 17324 16.7 1221 492 1.1 8207 5393 16919 18.8 1272 452 1.1 9564 8329 16438 15.2 622 457 1 5309 4152 16239 11.3 479 457 1.4 3385 4042 15613 6.3 757 471 1.3 3706 7747 15821 3.2 463 451 1.2 2733 1451 15678 5.3 534 493 1.5 3045 911 14671 2.4 731 514 1.6 3449 406 15876 6.5 498 522 1.8 5542 1387 15563 10.4 629 490 1.5 10072 2150 15711 12.6 542 484 1.3 9418 1577 15583 16.8 519 506 1.6 7516 2642 16405 17.7 1585 501 1 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
Huwelijken[t] = + 168.834470680983 + 0.279936135719047Bevolkingsgroei[t] -0.174869868049466Geboren[t] + 404.376753924984Temperatuur[t] -0.604713135632148Neerslag[t] + 6.73204838797972Werkloosheid[t] + 547.234791727878Inflatie[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)168.8344706809833247.5340190.0520.9586720.479336
Bevolkingsgroei0.2799361357190470.065944.24536e-053e-05
Geboren-0.1748698680494660.248924-0.70250.4844840.242242
Temperatuur404.37675392498434.23012311.813500
Neerslag-0.6047131356321480.435231-1.38940.1687130.084357
Werkloosheid6.732048387979723.3506722.00920.0480250.024012
Inflatie547.234791727878329.2799351.66190.1005960.050298


Multiple Linear Regression - Regression Statistics
Multiple R0.872601703276923
R-squared0.761433732561787
Adjusted R-squared0.742844153280887
F-TEST (value)40.9602455793144
F-TEST (DF numerator)6
F-TEST (DF denominator)77
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1439.39883914666
Sum Squared Residuals159533914.396530


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
131112704.29854949879406.70145050121
239953121.53535536864873.464644631355
352454964.77048276086280.229517239143
455885857.94227989134-269.942279891339
5106817317.145939490223363.85406050978
6105169457.609484607691058.39051539231
774969538.39142352316-2042.39142352316
8993510717.2073583883-782.207358388298
9102498978.946942666371270.05305733363
1062715293.5255270026977.474472997402
1136165296.05265312918-1680.05265312918
1237244316.14407637538-592.144076375377
1328862294.20790041179591.792099588213
1433183469.17222927576-151.172229275764
1541663874.37903075742291.620969242579
1664015847.5799985366553.420001463395
1792097281.661724342031927.33827565797
1898208569.726688815091250.27331118491
1974708007.99761392793-537.99761392793
2082079197.83876061798-990.838760617981
2195649020.08764841896543.91235158104
2253096613.89206804146-1304.89206804146
2333854542.0988074396-1157.09880743960
2437064277.7425355004-571.7425355004
2527333793.44403657045-1060.44403657045
2630452722.64790162635322.352098373646
2734494332.70815923277-883.708159232766
2855425780.31571067854-238.315710678545
29100726760.425894522363311.57410547764
3094188646.97210252407771.02789747593
3175168487.0156895369-971.01568953691
3278408512.52654859154-672.526548591544
33100819675.75357321416405.246426785839
3449567245.44498621325-2289.44498621325
3536414213.3326958062-572.332695806203
3639703468.11002901236501.889970987639
3729311940.78205624930990.217943750698
3831702482.2544417471687.7455582529
3938892440.043916959961448.95608304004
4048504670.66919484856179.330805151440
4180376488.006060682331548.99393931767
42123708233.015759870574136.98424012943
4367129998.3747964475-3286.3747964475
4472977497.65981345879-200.659813458788
45106139512.054136067521100.94586393248
4651846287.83722345096-1103.83722345096
4735063920.46118286234-414.461182862343
4838104091.15166758013-281.151667580129
4926923490.14930272583-798.149302725834
5030734378.18265834716-1305.18265834716
5137134457.24800242498-744.24800242498
5245556792.08268137312-2237.08268137312
5378076746.918321090051060.08167890995
54108698357.307571171992511.69242882801
5596827330.654779895892351.34522010411
5677048301.68815620376-597.688156203758
5798268098.790370168241727.20962983176
5854565779.84086024827-323.840860248269
5936773729.07803719029-52.07803719029
6034312327.457349482691103.54265051731
6127653892.8573564778-1127.85735647780
6234834426.49356701567-943.493567015673
6334453870.42012757946-425.420127579462
6460815580.18716652338500.812833476625
6587678361.26385892522405.736141074776
6694079170.63458927308236.365410726923
6765519181.6063176063-2630.60631760630
68124809605.36913172162874.63086827841
69953010178.6937995907-648.693799590702
7059606838.094955674-878.094955674005
7132524619.70430359626-1367.70430359626
7237173132.02858976799584.971410232007
7326421608.304684591061033.69531540894
7429893983.80360591598-994.803605915983
7536075014.12915271932-1407.12915271932
7653667177.66208757844-1811.66208757844
7788987961.25569182029936.74430817971
7894358770.8669888226664.1330111774
7973288974.97676646753-1646.97676646753
80859410020.7976698279-1426.7976698279
811134910522.7264652362826.273534763825
8257976640.46480912358-843.464809123577
8336215755.1677636647-2134.16776366470
8438513062.12980361711788.870196382892


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1036175494287860.2072350988575720.896382450571214
110.08991659642876610.1798331928575320.910083403571234
120.0735796453501290.1471592907002580.926420354649871
130.4833401634402070.9666803268804150.516659836559793
140.4463511036981670.8927022073963350.553648896301833
150.5740103343819240.8519793312361510.425989665618076
160.5091080102933820.9817839794132360.490891989706618
170.5478729426099830.9042541147800330.452127057390017
180.4821812168538240.9643624337076480.517818783146176
190.4485772531537520.8971545063075050.551422746846248
200.4474962689347460.8949925378694920.552503731065254
210.3694405083938210.7388810167876410.63055949160618
220.3525208897750160.7050417795500320.647479110224984
230.3516511532798250.703302306559650.648348846720175
240.2828843431833160.5657686863666320.717115656816684
250.2512385260687010.5024770521374020.7487614739313
260.1952806838442320.3905613676884650.804719316155768
270.1589084121210440.3178168242420890.841091587878956
280.1180841052661940.2361682105323870.881915894733806
290.3335337415328550.667067483065710.666466258467145
300.2799621091180910.5599242182361820.720037890881909
310.2651727097694640.5303454195389270.734827290230536
320.2190094413227740.4380188826455470.780990558677226
330.1747609171394010.3495218342788020.825239082860599
340.2721282821804080.5442565643608160.727871717819592
350.2347575675126340.4695151350252690.765242432487365
360.1867605629379920.3735211258759840.813239437062008
370.1628988577723550.3257977155447110.837101142227645
380.1311627831586070.2623255663172140.868837216841393
390.1460897822991250.2921795645982510.853910217700875
400.1216784258254970.2433568516509950.878321574174503
410.1228840382306740.2457680764613490.877115961769326
420.5208595667776260.9582808664447480.479140433222374
430.7762774283268160.4474451433463690.223722571673184
440.7363533230980610.5272933538038770.263646676901939
450.7448442335707220.5103115328585560.255155766429278
460.7310398632030170.5379202735939660.268960136796983
470.6802130995974950.639573800805010.319786900402505
480.6390459649014930.7219080701970130.360954035098507
490.5848050079674590.8303899840650820.415194992032541
500.5697262439727150.860547512054570.430273756027285
510.5097641906164440.9804716187671120.490235809383556
520.590779288077210.818441423845580.40922071192279
530.5469957499019240.9060085001961510.453004250098076
540.6477744380692180.7044511238615630.352225561930782
550.817491297156220.3650174056875610.182508702843781
560.7905733445475330.4188533109049330.209426655452467
570.7793338613424910.4413322773150180.220666138657509
580.7300842802391890.5398314395216220.269915719760811
590.6616048559481930.6767902881036130.338395144051807
600.6158748743299090.7682502513401830.384125125670091
610.5615291590460210.8769416819079590.438470840953979
620.5065608048474060.9868783903051870.493439195152594
630.4260395968959180.8520791937918360.573960403104082
640.3472748649213630.6945497298427250.652725135078637
650.2740101547363740.5480203094727480.725989845263626
660.21235190283590.42470380567180.7876480971641
670.3107839374617220.6215678749234450.689216062538278
680.6993755108462060.6012489783075880.300624489153794
690.613722309112180.772555381775640.38627769088782
700.5206001723204310.9587996553591380.479399827679569
710.441819428523340.883638857046680.55818057147666
720.3187699621033880.6375399242067760.681230037896612
730.3139171894437390.6278343788874790.68608281055626
740.202726058551130.405452117102260.79727394144887


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/108mq01292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/108mq01292948361.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/1k3b71292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/1k3b71292948361.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/2cuaa1292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/2cuaa1292948361.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/3cuaa1292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/3cuaa1292948361.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/4cuaa1292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/4cuaa1292948361.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/5cuaa1292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/5cuaa1292948361.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/65l9d1292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/65l9d1292948361.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/7yd9g1292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/7yd9g1292948361.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/8yd9g1292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/8yd9g1292948361.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/98mq01292948361.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292948289zjl5rsw3h4vfanx/98mq01292948361.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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