| Multiple 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: Mon, 27 Dec 2010 10:06:13 +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/27/t1293444272dyug7zoyn80o460.htm/, Retrieved Mon, 27 Dec 2010 11:04:32 +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/27/t1293444272dyug7zoyn80o460.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 « | 14450609152 9119000
15369578496 9166000
16440317952 9218000
17674829824 9283000
19782035456 9367000
21531359232 9448000
23118405632 9508000
24779487232 9557000
26495297536 9590000
29388689408 9613000
32676600000 9638000
35799700000 9673000
40077000000 9709000
45536800000 9738000
53409700000 9768000
59108700000 9795000
67180700000 9811000
72656600000 9822000
78026600000 9830000
83450800000 9837000
90756100000 9847000
95153800000 9852000
102966000000 9856000
109085000000 9856000
117854000000 9853000
125345000000 9858000
131200000000 9862000
136486000000 9870000
146033000000 9902000
158348000000 9938000
167909000000 9967400
175906000000 10004500
184714000000 10045000
190243000000 10084500
200495000000 10115600
207782000000 10136800
211399000000 10157000
221184000000 10181000
229572000000 10203000
238248000000 10226000
251741000000 10252000
258883000000 10287000
267652000000 10333000
274726000000 10376080,14
290825000000 10421120,61
302845000000 10478650
318193000000 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 | Population
[t] = + 9269874.88784229 + 1.37551473772754e-07GDP[t] + 24836.8461074138t + 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) | 9269874.88784229 | 38791.749789 | 238.9651 | 0 | 0 | GDP | 1.37551473772754e-07 | 1e-06 | 0.1923 | 0.848332 | 0.424166 | t | 24836.8461074138 | 5090.182232 | 4.8794 | 1.3e-05 | 6e-06 |
Multiple Linear Regression - Regression Statistics | Multiple R | 0.970485263345497 | R-squared | 0.941841646370779 | Adjusted R-squared | 0.939366822812088 | F-TEST (value) | 380.569209899239 | F-TEST (DF numerator) | 2 | F-TEST (DF denominator) | 47 | p-value | 0 | Multiple Linear Regression - Residual Statistics | Residual Standard Deviation | 95424.510321447 | Sum Squared Residuals | 427974346994.134 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error | 1 | 9119000 | 9296699.43653547 | -177699.436535474 | 2 | 9166000 | 9321662.6882305 | -155662.688230507 | 3 | 9218000 | 9346646.81612812 | -128646.816128121 | 4 | 9283000 | 9371653.47116292 | -88653.471162918 | 5 | 9367000 | 9396780.16651056 | -29780.1665105557 | 6 | 9448000 | 9421857.63468146 | 26142.3653185359 | 7 | 9508000 | 9446912.78136014 | 61087.2186398563 | 8 | 9557000 | 9471978.1116897 | 85021.8883103057 | 9 | 9590000 | 9497050.97003314 | 92949.0299668622 | 10 | 9613000 | 9522285.80645675 | 90714.1935432527 | 11 | 9638000 | 9547574.90951172 | 90425.0904882762 | 12 | 9673000 | 9572841.34262688 | 100158.657373123 | 13 | 9709000 | 9598266.53765306 | 110733.462346941 | 14 | 9738000 | 9623854.38729698 | 114145.612703022 | 15 | 9768000 | 9649774.16240226 | 118225.837597743 | 16 | 9795000 | 9675394.9143587 | 119605.085641298 | 17 | 9811000 | 9701342.0759624 | 109657.924037591 | 18 | 9822000 | 9726932.14018505 | 95067.8598149447 | 19 | 9830000 | 9752507.63770663 | 77492.3622933712 | 20 | 9837000 | 9778090.59051808 | 58909.4094819192 | 21 | 9847000 | 9803932.29140685 | 43067.7085931533 | 22 | 9852000 | 9829374.04763047 | 22625.9523695291 | 23 | 9856000 | 9855285.4733613 | 714.526638707701 | 24 | 9856000 | 9880963.99693672 | -24963.9969367216 | 25 | 9853000 | 9907007.03191765 | -54007.0319176487 | 26 | 9858000 | 9932874.2761151 | -74874.2761150943 | 27 | 9862000 | 9958516.48610145 | -96516.4861014475 | 28 | 9870000 | 9984080.42929922 | -114080.429299224 | 29 | 9902000 | 10010230.4793267 | -108230.479326746 | 30 | 9938000 | 10036761.2718337 | -98761.2718336718 | 31 | 9967400 | 10062913.2475818 | -95513.247581827 | 32 | 10004500 | 10088850.092825 | -84350.0928250015 | 33 | 10045000 | 10114898.4923134 | -69898.4923134057 | 34 | 10084500 | 10140495.8605193 | -55995.8605193091 | 35 | 10115600 | 10166742.8843358 | -51142.8843358412 | 36 | 10136800 | 10192582.0680326 | -55782.0680326371 | 37 | 10157000 | 10217916.4378207 | -60916.437820687 | 38 | 10181000 | 10244099.2250990 | -63099.2250989672 | 39 | 10203000 | 10270089.8529684 | -67089.8529683869 | 40 | 10226000 | 10296120.0956623 | -70120.0956622531 | 41 | 10252000 | 10322812.9238053 | -70812.9238052827 | 42 | 10287000 | 10348632.1625384 | -61632.1625383816 | 43 | 10333000 | 10374675.1975193 | -41675.1975193087 | 44 | 10376080.14 | 10400485.0827522 | -24404.9427521903 | 45 | 10421120.61 | 10427536.3700359 | -6415.7600358729 | 46 | 10478650 | 10454026.5848580 | 24623.4151419654 | 47 | 10547958 | 10480974.5709849 | 66983.4290150873 | 48 | 10625700 | 10508116.0920354 | 117583.907964611 | 49 | 10708433 | 10534291.0388797 | 174141.961120336 | 50 | 10788760 | 10558111.1044929 | 230648.89550705 |
Goldfeld-Quandt test for Heteroskedasticity | p-values | Alternative Hypothesis | breakpoint index | greater | 2-sided | less | 6 | 0.000144988924353674 | 0.000289977848707347 | 0.999855011075646 | 7 | 6.86218830065369e-05 | 0.000137243766013074 | 0.999931378116994 | 8 | 0.000706354526053009 | 0.00141270905210602 | 0.999293645473947 | 9 | 0.00982478650988757 | 0.0196495730197751 | 0.990175213490112 | 10 | 0.0452864120109638 | 0.0905728240219275 | 0.954713587989036 | 11 | 0.0411102451402387 | 0.0822204902804774 | 0.958889754859761 | 12 | 0.0265089916866627 | 0.0530179833733254 | 0.973491008313337 | 13 | 0.0215677157547557 | 0.0431354315095114 | 0.978432284245244 | 14 | 0.0241323003266545 | 0.0482646006533089 | 0.975867699673346 | 15 | 0.0433268542903101 | 0.0866537085806201 | 0.95667314570969 | 16 | 0.0342072923326275 | 0.0684145846652549 | 0.965792707667373 | 17 | 0.0252505611889102 | 0.0505011223778204 | 0.97474943881109 | 18 | 0.0142621151507254 | 0.0285242303014508 | 0.985737884849275 | 19 | 0.0089616142217367 | 0.0179232284434734 | 0.991038385778263 | 20 | 0.00761436192255568 | 0.0152287238451114 | 0.992385638077444 | 21 | 0.00582208000014989 | 0.0116441600002998 | 0.99417791999985 | 22 | 0.00988872152805141 | 0.0197774430561028 | 0.990111278471949 | 23 | 0.0122742439322062 | 0.0245484878644124 | 0.987725756067794 | 24 | 0.0193204020045003 | 0.0386408040090006 | 0.9806795979955 | 25 | 0.0167819664814713 | 0.0335639329629426 | 0.983218033518529 | 26 | 0.0117910249863205 | 0.0235820499726409 | 0.98820897501368 | 27 | 0.0083124061160059 | 0.0166248122320118 | 0.991687593883994 | 28 | 0.00656769398304549 | 0.0131353879660910 | 0.993432306016955 | 29 | 0.0053041256533737 | 0.0106082513067474 | 0.994695874346626 | 30 | 0.0398853283813295 | 0.079770656762659 | 0.96011467161867 | 31 | 0.147442820250706 | 0.294885640501412 | 0.852557179749294 | 32 | 0.286349701015347 | 0.572699402030695 | 0.713650298984653 | 33 | 0.437601639351946 | 0.875203278703892 | 0.562398360648054 | 34 | 0.549141488260151 | 0.901717023479698 | 0.450858511739849 | 35 | 0.658814783762889 | 0.682370432474222 | 0.341185216237111 | 36 | 0.731689400125684 | 0.536621199748632 | 0.268310599874316 | 37 | 0.806005029329621 | 0.387989941340757 | 0.193994970670379 | 38 | 0.882170600744 | 0.235658798511998 | 0.117829399255999 | 39 | 0.937912377199328 | 0.124175245601345 | 0.0620876228006724 | 40 | 0.967463623826817 | 0.0650727523463658 | 0.0325363761731829 | 41 | 0.982697893223315 | 0.0346042135533700 | 0.0173021067766850 | 42 | 0.988791153103486 | 0.0224176937930278 | 0.0112088468965139 | 43 | 0.995224945328499 | 0.00955010934300243 | 0.00477505467150122 | 44 | 0.996353948903291 | 0.00729210219341713 | 0.00364605109670856 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | Description | # significant tests | % significant tests | OK/NOK | 1% type I error level | 5 | 0.128205128205128 | NOK | 5% type I error level | 22 | 0.564102564102564 | NOK | 10% type I error level | 30 | 0.76923076923077 | NOK |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/10s06a1293444365.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/10s06a1293444365.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/1b7p31293444364.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/1b7p31293444364.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/2b7p31293444364.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/2b7p31293444364.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/3wr9j1293444365.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/3wr9j1293444365.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/4wr9j1293444365.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/4wr9j1293444365.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/5wr9j1293444365.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/5wr9j1293444365.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/6oi841293444365.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/6oi841293444365.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/7hr771293444365.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/7hr771293444365.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/8hr771293444365.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/8hr771293444365.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/9hr771293444365.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/27/t1293444272dyug7zoyn80o460/9hr771293444365.ps (open in new window) |
| | Parameters (Session): | par1 = 2 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ; | | Parameters (R input): | par1 = 2 ; par2 = Do not include Seasonal 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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