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*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: Fri, 24 Dec 2010 14:49:18 +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/24/t1293202037vz4a473ham0vr4d.htm/, Retrieved Fri, 24 Dec 2010 15:47:28 +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/24/t1293202037vz4a473ham0vr4d.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 «
186448 17822 1942 16739 4872 1020 190530 22422 2547 17851 4905 1200 194207 18817 2033 17034 4971 1279 190855 22043 2049 18055 4971 1308 200779 19191 2007 18216 4930 1173 204428 23171 2660 18960 5001 1291 207617 19463 2063 17903 5059 1466 212071 22522 2113 18842 5085 1507 214239 20265 2145 18907 5111 1478 215883 24249 2866 19862 5190 1629 223484 20299 2163 18836 5076 1712 221529 25455 2157 19846 5134 1727 225247 21089 2201 19511 4804 1519 226699 26237 2838 20318 4579 1617 231406 21362 2142 19843 4526 1637 232324 26489 2253 20975 4550 1633 237192 21828 2258 20485 4566 1469 236727 27496 2979 21407 4588 1657 240698 21991 2288 20404 4564 1599 240688 27611 2431 21454 4723 1420 245283 22512 2393 21558 4553 1495 243556 28581 3244 22442 4556 1623 247826 23000 2476 21201 4542 1346 245798 28385 2490 21804 4234 1613 250479 23387 2547 22537 4341 1563 249216 30192 3461 22736 4269 2071 251896 24346 2549 21525 4217 1584 247616 30393 2496 22427 4207 1843 249994 24753 2532 23437 4267 1598 246552 31 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 time11 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Nettoschuld[t] = + 298294.469041642 -1.95030151290886Fiscale_en_parafiscale_ontvangsten[t] + 0.73016016571353`Niet-fiscale_en_niet-parafiscale_ontvangsten`[t] -4.03551319728063Lopende_uitgaven_exclusief_rentelasten[t] + 4.00579626869047Rentelasten[t] + 0.738416486158941Kapitaaluitgaven[t] -11369.5789100911Q1[t] + 1758.11058024843Q2[t] -14910.9267657763Q3[t] + 2519.67782924212t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)298294.46904164245829.5306166.508800
Fiscale_en_parafiscale_ontvangsten-1.950301512908860.960864-2.02970.0464180.023209
`Niet-fiscale_en_niet-parafiscale_ontvangsten`0.730160165713532.2702740.32160.7487590.374379
Lopende_uitgaven_exclusief_rentelasten-4.035513197280630.935233-4.3155.5e-052.7e-05
Rentelasten4.005796268690477.5315160.53190.5966010.298301
Kapitaaluitgaven0.7384164861589411.3243640.55760.5790290.289515
Q1-11369.57891009117243.332733-1.56970.1212760.060638
Q21758.110580248433439.8140330.51110.6109820.305491
Q3-14910.92676577637090.795068-2.10290.0392960.019648
t2519.67782924212437.1227855.764200


Multiple Linear Regression - Regression Statistics
Multiple R0.861464592776989
R-squared0.742121244608423
Adjusted R-squared0.706955959782299
F-TEST (value)21.1038030340964
F-TEST (DF numerator)9
F-TEST (DF denominator)66
p-value3.33066907387547e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation9859.0427309608
Sum Squared Residuals6415247755.68012


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1186448208823.234267209-22375.2342672094
2190530211718.577096666-21188.5770966655
3194207207844.483947061-13637.4839470611
4190855214896.253527762-24041.253527762
5200779210664.304137359-9885.30413735928
6204428216395.388885442-11967.3888854415
7207617213668.938277781-6051.93827778149
8212071221515.157439769-9444.15743976935
9214239216910.880265923-2671.88026592262
10215883221888.735528788-6005.73552878836
11223484218674.8287256304809.17127437049
12221529222212.841860719-683.841860718597
13225247221786.4777558213460.52224417879
14226699223773.2064174902925.79358250970
15231406220342.70519699311063.2948030074
16232324223380.1462189048943.8537810962
17237192225544.64519378811647.3548062119
18236727227170.3556670989556.6443329019
19240698227161.51777459713536.4822254026
20240688230003.29696932010684.7030306803
21245283230024.93971476315258.0602852367
22243556230996.43448616212559.5655138384
23247826231918.39406905315907.6059309471
24245798235386.80475246510411.1952475353
25250479233759.79796541516719.2020345849
26249216236086.36099847813129.6390015217
27251896236991.65430220614904.3456977944
28247616239101.2461631638514.75383683748
29249994237260.89878884412733.1012111557
30246552240340.2942640836211.70573591669
31248771242982.3860287095788.61397129056
32247551243312.3878437674238.61215623313
33249745243795.1289675645949.87103243581
34245742244211.2530174901530.74698251036
35249019246650.265092912368.73490708996
36245841245179.961921947661.038078053122
37248771245396.145711783374.85428822007
38244723248295.994016682-3572.9940166815
39246878253083.675074333-6205.67507433331
40246014249913.896772608-3899.89677260799
41248496252352.763666955-3856.76366695481
42244351250399.090535314-6048.09053531363
43248016254881.26920228-6865.26920227976
44246509250370.048849400-3861.04884939954
45249426252720.140499244-3294.1404992438
46247840248645.745920033-805.745920033213
47251035251959.481361750-924.481361749696
48250161251728.777814715-1567.77781471523
49254278255563.891302993-1285.89130299264
50250801249325.685452991475.31454701018
51253985256002.933440916-2017.93344091640
52249174248037.8556766531136.14432334709
53251287253947.961753821-2660.9617538212
54247947251702.272309612-3755.27230961240
55249992259005.241509730-9013.24150973048
56243805252649.244224262-8844.24422426233
57255812262353.338161668-6541.33816166754
58250417248578.6056101021838.39438989784
59253033257430.555567759-4397.55556775866
60248705253558.733106178-4853.73310617796
61253950257565.673511725-3615.67351172509
62251484255770.446380281-4286.4463802807
63251093259985.783108545-8892.78310854484
64245996251503.147938196-5507.14793819644
65252721261760.816592643-9039.81659264323
66248019253684.635832678-5665.63583267816
67250464262783.255799995-12319.2557999952
68245571252929.597241125-7358.5972411249
69252690260916.210230392-8226.21023039204
70250183249830.105732772352.894267227925
71253639259571.680491802-5932.68049180247
72254436248197.5036979466238.49630205385
73265280260969.7515120924310.24848790783
74268705254989.8118478413715.1881521603
75270643262762.9510279497880.04897205093
76271480252247.09798110219232.9020188979


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
130.1325498742059910.2650997484119820.867450125794009
140.08143397663540180.1628679532708040.918566023364598
150.04988052278468760.09976104556937520.950119477215312
160.06416912401982550.1283382480396510.935830875980175
170.03836368205094730.07672736410189470.961636317949053
180.03358988043950.0671797608790.9664101195605
190.03760165974643030.07520331949286070.96239834025357
200.04147404026052660.08294808052105320.958525959739473
210.03517103053576130.07034206107152260.964828969464239
220.04202991580147620.08405983160295230.957970084198524
230.04000834476619420.08001668953238830.959991655233806
240.06358778668445050.1271755733689010.936412213315549
250.1062234076503560.2124468153007120.893776592349644
260.07978188582280040.1595637716456010.9202181141772
270.1577507816948620.3155015633897230.842249218305138
280.7083476056066980.5833047887866040.291652394393302
290.9923239222410380.01535215551792410.00767607775896203
300.9963694318606740.007261136278652810.00363056813932641
310.999313690986190.001372618027622090.000686309013811044
320.999702029636780.000595940726438540.00029797036321927
330.9999810938355143.78123289709924e-051.89061644854962e-05
340.9999925560536921.48878926150279e-057.44394630751396e-06
350.999997043395895.91320821968562e-062.95660410984281e-06
360.999999529739879.40520261433662e-074.70260130716831e-07
370.999999843437993.13124021191439e-071.56562010595719e-07
380.9999999175738431.64852314140184e-078.2426157070092e-08
390.999999902878631.94242741137966e-079.71213705689832e-08
400.999999907828661.84342679378059e-079.21713396890297e-08
410.9999999603169437.93661146713693e-083.96830573356847e-08
420.9999999199123041.60175391929061e-078.00876959645304e-08
430.9999998488414343.02317132184845e-071.51158566092423e-07
440.9999995753005658.49398869843723e-074.24699434921862e-07
450.9999997628154164.74369168423505e-072.37184584211753e-07
460.9999994967750161.00644996880398e-065.0322498440199e-07
470.999998757829972.48434006125817e-061.24217003062908e-06
480.9999965258067126.948386575673e-063.4741932878365e-06
490.999999929543921.40912160476381e-077.04560802381907e-08
500.9999998142106253.71578750447092e-071.85789375223546e-07
510.9999994171835931.16563281372596e-065.8281640686298e-07
520.999997862199094.27560181867091e-062.13780090933545e-06
530.9999998081048573.8379028621007e-071.91895143105035e-07
540.9999993910274841.2179450329388e-066.089725164694e-07
550.9999999458665651.08266870649372e-075.4133435324686e-08
560.9999996489909947.02018011171852e-073.51009005585926e-07
570.9999985902601822.81947963542467e-061.40973981771234e-06
580.99999671339746.57320520149258e-063.28660260074629e-06
590.9999785722878024.28554243963222e-052.14277121981611e-05
600.9999146243153260.0001707513693489238.53756846744616e-05
610.9995085760950220.0009828478099553320.000491423904977666
620.9976502533945670.004699493210865920.00234974660543296
630.996427205372610.007145589254781530.00357279462739076


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level340.666666666666667NOK
5% type I error level350.686274509803922NOK
10% type I error level430.843137254901961NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/10vs111293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/10vs111293202145.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/16r471293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/16r471293202145.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/2zila1293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/2zila1293202145.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/3zila1293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/3zila1293202145.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/4zila1293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/4zila1293202145.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/5ar3d1293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/5ar3d1293202145.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/6ar3d1293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/6ar3d1293202145.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/731kg1293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/731kg1293202145.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/831kg1293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/831kg1293202145.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/9vs111293202145.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293202037vz4a473ham0vr4d/9vs111293202145.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Quarterly Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Quarterly Dummies ; par3 = 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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