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Regressie Sterftes

*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, 26 Nov 2010 18:08:07 +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/Nov/26/t1290794875wrca3sge5qvbmt2.htm/, Retrieved Fri, 26 Nov 2010 19:08:04 +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/Nov/26/t1290794875wrca3sge5qvbmt2.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 «
12008 9169 8788 8417 8247 8197 8236 8253 7733 8366 8626 8863 10102 8463 9114 8563 8872 8301 8301 8278 7736 7973 8268 9476 11100 8962 9173 8738 8459 8078 8411 8291 7810 8616 8312 9692 9911 8915 9452 9112 8472 8230 8384 8625 8221 8649 8625 10443 10357 8586 8892 8329 8101 7922 8120 7838 7735 8406 8209 9451 10041 9411 10405 8467 8464 8102 7627 7513 7510 8291 8064 9383 9706 8579 9474 8318 8213 8059 9111 7708 7680 8014 8007 8718 9486 9113 9025 8476 7952 7759 7835 7600 7651 8319 8812 8630
 
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 time8 seconds
R Server'George Udny Yule' @ 72.249.76.132


Multiple Linear Regression - Estimated Regression Equation
Sterftes[t] = + 9332 + 1006.87500000000M1[t] -432.25M2[t] -41.6250000000006M3[t] -779.5M4[t] -984.5M5[t] -1251M6[t] -1078.87500000000M7[t] -1318.75M8[t] -1572.5M9[t] -1002.75M10[t] -966.625M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)9332149.27373862.51600
M11006.87500000000211.1049454.76958e-064e-06
M2-432.25211.104945-2.04760.0437280.021864
M3-41.6250000000006211.104945-0.19720.8441660.422083
M4-779.5211.104945-3.69250.0003940.000197
M5-984.5211.104945-4.66361.2e-056e-06
M6-1251211.104945-5.92600
M7-1078.87500000000211.104945-5.11062e-061e-06
M8-1318.75211.104945-6.246900
M9-1572.5211.104945-7.448900
M10-1002.75211.104945-4.758e-064e-06
M11-966.625211.104945-4.57891.6e-058e-06


Multiple Linear Regression - Regression Statistics
Multiple R0.868570091926711
R-squared0.754414004589576
Adjusted R-squared0.72225393376202
F-TEST (value)23.4580952459587
F-TEST (DF numerator)11
F-TEST (DF denominator)84
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation422.209889126477
Sum Squared Residuals14973940.0000001


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11200810338.87500000001669.12500000003
291698899.75269.250000000000
387889290.375-502.374999999999
484178552.5-135.499999999997
582478347.5-100.499999999997
681978081116.000000000001
782368253.125-17.1249999999997
882538013.25239.749999999996
977337759.5-26.4999999999984
1083668329.2536.7499999999997
1186268365.375260.624999999999
1288639332-468.999999999999
131010210338.875-236.875000000004
1484638899.75-436.75
1591149290.375-176.375000000000
1685638552.510.4999999999999
1788728347.5524.5
1883018081220
1983018253.12547.875
2082788013.25264.750000000001
2177367759.5-23.5000000000002
2279738329.25-356.25
2382688365.375-97.3749999999998
2494769332144.000000000000
251110010338.875761.124999999996
2689628899.7562.2499999999998
2791739290.375-117.375000000000
2887388552.5185.5
2984598347.5111.500000000000
3080788081-3.00000000000017
3184118253.125157.875
3282918013.25277.750000000001
3378107759.550.4999999999998
3486168329.25286.75
3583128365.375-53.3749999999998
3696929332360
37991110338.875-427.875000000004
3889158899.7515.2499999999998
3994529290.375161.625000000000
4091128552.5559.5
4184728347.5124.500000000000
4282308081149.000000000000
4383848253.125130.875
4486258013.25611.750000000001
4582217759.5461.5
4686498329.25319.75
4786258365.375259.625
481044393321111
491035710338.87518.1249999999959
5085868899.75-313.75
5188929290.375-398.375
5283298552.5-223.5
5381018347.5-246.500000000000
5479228081-159.000000000000
5581208253.125-133.125
5678388013.25-175.249999999999
5777357759.5-24.5000000000002
5884068329.2576.75
5982098365.375-156.375000000000
6094519332119.000000000000
611004110338.875-297.875000000004
6294118899.75511.25
63104059290.3751114.625
6484678552.5-85.5000000000001
6584648347.5116.500000000000
668102808120.9999999999998
6776278253.125-626.125
6875138013.25-500.249999999999
6975107759.5-249.500000000000
7082918329.25-38.2499999999999
7180648365.375-301.375
729383933251.0000000000002
73970610338.875-632.875000000004
7485798899.75-320.75
7594749290.375183.625000000000
7683188552.5-234.5
7782138347.5-134.500000000000
7880598081-22.0000000000002
7991118253.125857.875
8077088013.25-305.249999999999
8176807759.5-79.5000000000002
8280148329.25-315.25
8380078365.375-358.375
8487189332-614
85948610338.875-852.875000000004
8691138899.75213.250000000000
8790259290.375-265.375
8884768552.5-76.5000000000001
8979528347.5-395.500000000000
9077598081-322
9178358253.125-418.125
9276008013.25-413.249999999999
9376517759.5-108.500000000000
9483198329.25-10.2499999999999
9588128365.375446.625
9686309332-702


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.9942466967628870.01150660647422500.00575330323711252
160.9860151251711470.02796974965770520.0139848748288526
170.9830441087193140.03391178256137270.0169558912806864
180.9680445442206930.06391091155861450.0319554557793072
190.9433919037806320.1132161924387350.0566080962193675
200.9109310285529560.1781379428940880.0890689714470438
210.8636905532381340.2726188935237310.136309446761866
220.8314806719724240.3370386560551520.168519328027576
230.7845302114521230.4309395770957540.215469788547877
240.768310431073530.4633791378529410.231689568926470
250.7937027358211810.4125945283576380.206297264178819
260.7325038723132210.5349922553735580.267496127686779
270.6773180350142080.6453639299715840.322681964985792
280.6189514028689130.7620971942621740.381048597131087
290.5475515135822560.9048969728354890.452448486417744
300.4762710491447590.9525420982895190.523728950855241
310.4079441931597870.8158883863195740.592055806840213
320.3527407532319010.7054815064638010.6472592467681
330.2863717362383210.5727434724766420.713628263761679
340.2711347829848770.5422695659697540.728865217015123
350.2165664864252820.4331329728505640.783433513574718
360.2205507018647430.4411014037294860.779449298135257
370.4293053450807180.8586106901614350.570694654919282
380.3615495313675020.7230990627350040.638450468632498
390.3305651765040.6611303530080.669434823496
400.3715853941824310.7431707883648610.62841460581757
410.3172562815166750.634512563033350.682743718483325
420.2656478308389640.5312956616779280.734352169161036
430.2169302172882690.4338604345765380.783069782711731
440.2726444583774600.5452889167549190.72735554162254
450.2872082530650340.5744165061300680.712791746934966
460.2653604696034320.5307209392068630.734639530396568
470.2329571641567660.4659143283135320.767042835843234
480.6615435183424580.6769129633150830.338456481657542
490.6887983540244920.6224032919510170.311201645975508
500.674780456797630.650439086404740.32521954320237
510.7209138696758070.5581722606483860.279086130324193
520.68271653209110.63456693581780.3172834679089
530.6461489380498010.7077021239003980.353851061950199
540.5925508787826990.8148982424346020.407449121217301
550.5325078880172440.9349842239655130.467492111982756
560.514129574447420.971740851105160.48587042555258
570.4508346832614870.9016693665229740.549165316738513
580.3907620917618860.7815241835237720.609237908238114
590.3344623042050900.6689246084101810.66553769579491
600.3312834985215550.662566997043110.668716501478445
610.3560734544101190.7121469088202370.643926545589881
620.3928570069112610.7857140138225220.607142993088739
630.7914840251139080.4170319497721840.208515974886092
640.7355445016185070.5289109967629860.264455498381493
650.7026584678728980.5946830642542040.297341532127102
660.6407184818140660.7185630363718670.359281518185934
670.7814556555130350.4370886889739310.218544344486965
680.7578409379549540.4843181240900920.242159062045046
690.7012597705946840.5974804588106310.298740229405316
700.6276173763473040.7447652473053920.372382623652696
710.5866277280206470.8267445439587060.413372271979353
720.6620393100240680.6759213799518650.337960689975932
730.6350964902904530.7298070194190940.364903509709547
740.6215900440206350.756819911958730.378409955979365
750.5787810339627080.8424379320745850.421218966037292
760.4833123636823610.9666247273647220.516687636317639
770.394061045895930.788122091791860.60593895410407
780.3080441710170200.6160883420340390.69195582898298
790.8172430049352860.3655139901294280.182756995064714
800.7029315155707340.5941369688585320.297068484429266
810.5338626321939230.9322747356121530.466137367806077


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.0447761194029851OK
10% type I error level40.0597014925373134OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/10fjej1290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/10fjej1290794878.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/1qih71290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/1qih71290794878.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/219ya1290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/219ya1290794878.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/319ya1290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/319ya1290794878.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/419ya1290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/419ya1290794878.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/5tjxv1290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/5tjxv1290794878.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/6tjxv1290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/6tjxv1290794878.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/74swg1290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/74swg1290794878.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/84swg1290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/84swg1290794878.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/9fjej1290794878.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/26/t1290794875wrca3sge5qvbmt2/9fjej1290794878.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly 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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