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Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationFri, 11 Dec 2015 13:27:11 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Dec/11/t1449840506z5qwzg4wisj2vh6.htm/, Retrieved Thu, 31 Oct 2024 23:39:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=285946, Retrieved Thu, 31 Oct 2024 23:39:23 +0000
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IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact131
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [multiple regression] [2015-12-11 13:27:11] [85e7a66a1e5d24b56c3cf5eab9332807] [Current]
-   P     [Multiple Regression] [] [2015-12-14 23:06:40] [e7afe482707cd0d9e12999f107a77777]
-   PD    [Multiple Regression] [] [2015-12-15 09:11:23] [e7afe482707cd0d9e12999f107a77777]
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Dataseries X:
7.5 1.5 1.8
6 2.1 2.1
6.5 2.1 2.2
1 1.9 2.3
1 1.6 2.1
5.5 2.1 2.7
8.5 2.1 2.1
6.5 2.2 2.4
4.5 1.5 2.9
2 1.9 2.2
5 2.2 2.1
0.5 1.6 2.2
5 1.5 2.2
5 1.9 2.7
2.5 0.1 1.9
5 2.2 2
5.5 1.8 2.5
3.5 1.6 2.2
3 2.2 2.3
4 2.1 1.9
0.5 1.9 2.1
6.5 1.6 3.5
4.5 1.9 2.1
7.5 2.2 2.3
5.5 1.8 2.3
4 2.4 2.2
7.5 2.4 3.5
7 2.5 1.9
4 1.9 1.9
5.5 2.1 1.9
2.5 1.9 1.9
5.5 2.1 2.1
3.5 1.5 2
2.5 1.9 3.2
4.5 2.1 2.3
4.5 1.5 2.5
4.5 2.1 1.8
6 2.1 2.4
2.5 1.8 2.8
5 2.4 2.3
0 2.1 2
5 1.9 2.5
6.5 2.1 2.3
5 1.9 1.8
6 2.4 1.9
4.5 2.1 2.6
5.5 2.2 2
1 2.2 2.6
7.5 1.8 1.6
6 2.1 2.2
5 2.4 2.1
1 2.2 1.8
5 2.1 1.8
6.5 1.5 1.9
7 1.9 2.4
4.5 1.8 1.9
0 1.8 2
8.5 1.6 2.1
3.5 1.2 1.7
7.5 1.8 1.9
3.5 1.5 2.1
6 2.1 2.4
1.5 2.4 1.8
9 2.4 2.3
3.5 1.5 2.1
3.5 1.8 2
4 2.1 2.8
6.5 2.2 2
7.5 2.1 2.7
6 1.9 2.1
5 2.1 2.9
5.5 1.9 2
3.5 1.6 1.8
7.5 2.4 2.6
6.5 1.9 2.1
6.5 2.1 2.3
6.5 1.8 2.2
7 2.1 2
3.5 2.4 2.2
1.5 2.1 2.1
4 2.2 2.1
7.5 2.1 1.9
4.5 2.2 2
0 1.6 1.7
3.5 2.4 2.2
5.5 2.1 2.2
5 1.9 2.3
4.5 2.4 2.4
2.5 2.1 2.1
7.5 1.8 1.9
7 2.1 1.7
0 1.8 1.8
4.5 1.9 1.5
3 1.9 1.9
1.5 2.4 1.9
3.5 1.8 1.7
2.5 1.8 1.9
5.5 2.1 1.9
8 2.1 1.8
1 2.4 2.4
5 1.9 1.8
4.5 1.8 1.9
3 1.8 1.8
3 2.2 2.1
8 2.4 1.9
2.5 1.8 2.2
7 2.4 2
0 1.8 1.7
1 1.9 1.7
3.5 2.4 1.8
5.5 2.1 1.9
5.5 1.9 1.8
0.5 2.1 1
7.5 2.7 1
9 2.1 4
9.5 2.1 4
8.5 2.1 3
7 2.1 2
8 2.1 4
10 2.1 4
7 2.1 4
8.5 2.1 2
9 2.4 4
9.5 1.95 1
4 2.1 3
6 2.1 3
8 1.95 4
5.5 2.1 3
9.5 2.4 4
7.5 2.1 3
7 2.25 3
7.5 2.4 4
8 2.25 3
7 2.55 3
7 1.95 2
6 2.4 2
10 2.1 3
2.5 2.1 1
9 2.4 4
8 2.1 3
6 2.1 2
8.5 2.25 4
6 2.25 4
9 2.4 4
8 2.1 4
9 2.4 4
5.5 2.1 3
7 2.1 3
5.5 2.25 4
9 2.25 4
2 2.4 4
8.5 2.25 3
9 2.25 4
8.5 2.1 4
9 2.1 2
7.5 2.1 2
10 2.7 4
9 2.1 3
7.5 2.1 3
6 2.25 2
10.5 2.7 3
8.5 2.4 2
8 2.1 4
10 2.1 1
10.5 2.4 4
6.5 1.95 1
9.5 2.7 4
8.5 2.1 3
7.5 2.25 3
5 2.1 2
8 2.7 3
10 2.1 3
7 2.1 4
7.5 1.65 4
7.5 1.65 4
9.5 2.1 3
6 2.1 3
10 2.1 4
7 2.1 4
3 2.1 1
6 2.4 2
7 2.4 3
10 2.1 4
7 2.25 3
3.5 2.4 4
8 2.1 3
10 2.1 3
5.5 2.4 3
6 2.4 3
6.5 2.1 1
6.5 2.1 1
8.5 2.4 3
4 2.1 2
9.5 2.7 3
8 2.1 2
8.5 2.1 2
5.5 2.25 4
7 2.1 2
9 2.4 2
8 2.25 3
10 2.25 4
8 2.1 2
6 2.1 4
8 2.4 3
5 2.25 4
9 2.1 2
4.5 2.1 1
8.5 1.65 1
9.5 2.7 4
8.5 2.1 3
7.5 1.95 1
7.5 2.25 4
5 2.4 3
7 1.95 2
8 2.1 4
5.5 2.4 3
8.5 2.1 3
9.5 2.4 4
7 2.4 1
8 2.4 3
8.5 2.25 4
3.5 2.4 1
6.5 2.1 3
6.5 2.1 4
10.5 1.8 4
8.5 2.7 1
8 2.1 4
10 2.1 2
10 2.4 3
9.5 2.55 4
9 2.55 4
10 2.1 4
7.5 2.1 2
4.5 2.1 4
4.5 2.25 2
0.5 2.25 1
6.5 2.1 1
4.5 2.1 4
5.5 1.95 2
5 2.4 2
6 2.1 3
4 2.4 2
8 2.4 3
10.5 2.4 4
6.5 1.95 2
8 2.1 3
8.5 2.1 4
5.5 2.55 3
7 2.1 4
5 2.1 4
3.5 2.1 4
5 1.95 2
9 2.25 2
8.5 2.4 2
5 1.95 4
9.5 2.1 3
3 2.1 2
1.5 1.95 2
6 2.1 3
0.5 2.1 3
6.5 1.95 1
7.5 2.1 2
4.5 1.95 2
8 2.4 3
9 2.4 3
7.5 2.4 2
8.5 1.95 2
7 2.7 3
9.5 2.1 3
6.5 1.95 1
9.5 2.1 3
6 1.95 2
8 2.1 2
9.5 2.25 3
8 2.7 3
8 2.1 3
9 2.4 3
5 1.35 1




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'Sir Maurice George Kendall' @ kendall.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 5 seconds \tabularnewline
R Server & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=285946&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]5 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=285946&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=285946&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'Sir Maurice George Kendall' @ kendall.wessa.net







Multiple Linear Regression - Estimated Regression Equation
Ex[t] = -0.962192 + 2.21434PA[t] + 0.963647PR[t] + e[t]
Warning: you did not specify the column number of the endogenous series! The first column was selected by default.

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Ex[t] =  -0.962192 +  2.21434PA[t] +  0.963647PR[t]  + e[t] \tabularnewline
Warning: you did not specify the column number of the endogenous series! The first column was selected by default. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=285946&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Ex[t] =  -0.962192 +  2.21434PA[t] +  0.963647PR[t]  + e[t][/C][/ROW]
[ROW][C]Warning: you did not specify the column number of the endogenous series! The first column was selected by default.[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=285946&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=285946&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Estimated Regression Equation
Ex[t] = -0.962192 + 2.21434PA[t] + 0.963647PR[t] + e[t]
Warning: you did not specify the column number of the endogenous series! The first column was selected by default.







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)-0.9622 1.003-9.5910e-01 0.3384 0.1692
PA+2.214 0.4849+4.5660e+00 7.496e-06 3.748e-06
PR+0.9637 0.1579+6.1020e+00 3.544e-09 1.772e-09

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Ordinary Least Squares \tabularnewline
Variable & Parameter & S.D. & T-STATH0: parameter = 0 & 2-tail p-value & 1-tail p-value \tabularnewline
(Intercept) & -0.9622 &  1.003 & -9.5910e-01 &  0.3384 &  0.1692 \tabularnewline
PA & +2.214 &  0.4849 & +4.5660e+00 &  7.496e-06 &  3.748e-06 \tabularnewline
PR & +0.9637 &  0.1579 & +6.1020e+00 &  3.544e-09 &  1.772e-09 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=285946&T=2

[TABLE]
[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]
[ROW][C]Variable[/C][C]Parameter[/C][C]S.D.[/C][C]T-STATH0: parameter = 0[/C][C]2-tail p-value[/C][C]1-tail p-value[/C][/ROW]
[ROW][C](Intercept)[/C][C]-0.9622[/C][C] 1.003[/C][C]-9.5910e-01[/C][C] 0.3384[/C][C] 0.1692[/C][/ROW]
[ROW][C]PA[/C][C]+2.214[/C][C] 0.4849[/C][C]+4.5660e+00[/C][C] 7.496e-06[/C][C] 3.748e-06[/C][/ROW]
[ROW][C]PR[/C][C]+0.9637[/C][C] 0.1579[/C][C]+6.1020e+00[/C][C] 3.544e-09[/C][C] 1.772e-09[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=285946&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=285946&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)-0.9622 1.003-9.5910e-01 0.3384 0.1692
PA+2.214 0.4849+4.5660e+00 7.496e-06 3.748e-06
PR+0.9637 0.1579+6.1020e+00 3.544e-09 1.772e-09







Multiple Linear Regression - Regression Statistics
Multiple R 0.4715
R-squared 0.2223
Adjusted R-squared 0.2167
F-TEST (value) 39.31
F-TEST (DF numerator)2
F-TEST (DF denominator)275
p-value 8.882e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.242
Sum Squared Residuals 1383

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R &  0.4715 \tabularnewline
R-squared &  0.2223 \tabularnewline
Adjusted R-squared &  0.2167 \tabularnewline
F-TEST (value) &  39.31 \tabularnewline
F-TEST (DF numerator) & 2 \tabularnewline
F-TEST (DF denominator) & 275 \tabularnewline
p-value &  8.882e-16 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation &  2.242 \tabularnewline
Sum Squared Residuals &  1383 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=285946&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C] 0.4715[/C][/ROW]
[ROW][C]R-squared[/C][C] 0.2223[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C] 0.2167[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C] 39.31[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]2[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]275[/C][/ROW]
[ROW][C]p-value[/C][C] 8.882e-16[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C] 2.242[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C] 1383[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=285946&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=285946&T=3

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Regression Statistics
Multiple R 0.4715
R-squared 0.2223
Adjusted R-squared 0.2167
F-TEST (value) 39.31
F-TEST (DF numerator)2
F-TEST (DF denominator)275
p-value 8.882e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.242
Sum Squared Residuals 1383



Parameters (Session):
Parameters (R input):
par1 = ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = ; par5 = ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
mywarning <- ''
par1 <- as.numeric(par1)
if(is.na(par1)) {
par1 <- 1
mywarning = 'Warning: you did not specify the column number of the endogenous series! The first column was selected by default.'
}
if (par4=='') par4 <- 0
par4 <- as.numeric(par4)
if (par5=='') par5 <- 0
par5 <- as.numeric(par5)
x <- na.omit(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'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'Seasonal Differences (s=12)'){
(n <- n - 12)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B12)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+12,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'First and Seasonal Differences (s=12)'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
(n <- n - 12)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B12)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+12,j] - x[i,j]
}
}
x <- x2
}
if(par4 > 0) {
x2 <- array(0, dim=c(n-par4,par4), dimnames=list(1:(n-par4), paste(colnames(x)[par1],'(t-',1:par4,')',sep='')))
for (i in 1:(n-par4)) {
for (j in 1:par4) {
x2[i,j] <- x[i+par4-j,par1]
}
}
x <- cbind(x[(par4+1):n,], x2)
n <- n - par4
}
if(par5 > 0) {
x2 <- array(0, dim=c(n-par5*12,par5), dimnames=list(1:(n-par5*12), paste(colnames(x)[par1],'(t-',1:par5,'s)',sep='')))
for (i in 1:(n-par5*12)) {
for (j in 1:par5) {
x2[i,j] <- x[i+par5*12-j*12,par1]
}
}
x <- cbind(x[(par5*12+1):n,], x2)
n <- n - par5*12
}
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[n,]))
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
(k <- length(x[n,]))
head(x)
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$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, signif(mysum$coefficients[i,1],6), sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, mywarning)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,formatC(signif(mysum$coefficients[i,1],5),format='g',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,2],5),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,3],4),format='e',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4],4),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4]/2,4),format='g',flag=' '))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a,formatC(signif(sqrt(mysum$r.squared),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$adj.r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a,formatC(signif(mysum$fstatistic[1],6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[2],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[3],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a,formatC(signif(1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]),6),format='g',flag=' '))
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,formatC(signif(mysum$sigma,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a,formatC(signif(sum(myerror*myerror),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
if(n < 200) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,formatC(signif(x[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(x[i]-mysum$resid[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$resid[i],6),format='g',flag=' '))
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,formatC(signif(gqarr[mypoint-kp3+1,1],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,2],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,3],6),format='g',flag=' '))
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,signif(numsignificant1,6))
a<-table.element(a,formatC(signif(numsignificant1/numgqtests,6),format='g',flag=' '))
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,signif(numsignificant5,6))
a<-table.element(a,signif(numsignificant5/numgqtests,6))
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,signif(numsignificant10,6))
a<-table.element(a,signif(numsignificant10/numgqtests,6))
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')
}
}