#NACITANIE DAT Yt <- c(6.1, 7.3, 9.6, 10.2, 10.1, 11.3, 12.2, 12.5, 13.2) Pt <- c(103, 102, 100, 94, 98, 97, 98, 97, 96) It <- c(110, 114, 130, 135, 141, 152, 160, 165, 170) #príprava matíc mat=cbind(Yt,Pt,It) model<-(Yt ~ Pt + It) regresia<-lm(model) #Goldfield-Quandt Test gqtest(regresia, order.by = Pt, fraction=1, data = mat) #Breusch-Pagan Test bptest(regresia) #Bartlett test data<-list(Yt,Pt,It) bartlett.test(data) Yt1<-1 for (i in 1:9) { Yt1[i]<-(Yt[i]/It[i]) } Xt1<-1 for (i in 1:9) { Xt1[i]<-(Pt[i]/It[i]) } mat1 = cbind(Yt1, Xt1, It) model1<-(Yt1 ~ Xt1 + It) regresia1<-lm(model1) gqtest(regresia1, order.by = It, fraction=2, data = mat1) #VLASTNA FUNKCIA Het = function (mat, x, m,rem) { nr = nrow(mat) nc = ncol(mat) mat1 = mat matt=mat mat1 = mat1[order(mat1[,x+1]),] if (nr%%2==1){ if (m%%2==1){ k=m } else{ k=m+1 } } else { if (m%%2==1){ k=m+1 } else{ k=m } } l=0 l=(nr-k)/2 mt1 = mat1[1:l,1:nc] cat(mt1,"\n") mt2 = mat1[(l+k+1):nr,1:nc] cat(mt2,"\n") y1=mt1[1:l,1] cat(y1,"\n") y2=mt2[1:l,1] cat(y2,"\n") reg = function (Yt, mm) { regr = lm (Yt~mm) nr = nrow(mm) nc = ncol(mm) y = c() b = c() for (i in 1:(nc+1)) { b[i]=regr$coef[i] } for (i in 1:nr) { ypom = 0; for (j in 2:(nc+1)) { ypom = ypom + b[j]*mm[i,(j-1)] } y[i]=b[1]+ypom } y } yt1 = reg(y1,mt1[1:l,2:nc]) yt2 = reg(y2,mt2[1:l,2:nc]) sum1 = 0 sum2 = 0 et1=c() et2=c() for (i in 1:l){ et1[i]=y1[i]-yt1[i] et1[i]=et1[i]*et1[i] sum1 =sum1 + et1[i] } for (i in 1:l){ et2[i]=y2[i]-yt2[i] et2[i]=et2[i]*et2[i] sum2 = sum2 + et2[i] } if (sum1>sum2){ Fv=sum1/sum2 } else { Fv=sum2/sum1 } sv = l-(nc-1)-1 Ftab = qf(0.95,sv,sv) if (Fv>Ftab){ H1='true' cat( " =======================================","\n", " Results:","\n\n", "---------------------------------------","\n", " F stats. calculated: ",Fv,"\n", " F stats. tabulated: ",Ftab,"\n", " Presence of heteroscedasticity","\n", "=======================================","\n\n" ) } else { H1='false' cat( " =======================================","\n", " Results:","\n\n", "---------------------------------------","\n", " F stats. calculated: ",Fv,"\n", " F stats. tabulated: ",Ftab,"\n", " The absence of heteroskedasticity","\n", "=======================================","\n\n" ) } if (H1=='true' & rem=='true'){ cat( " +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+","\n", " Removing heteroscedasticity","\n", "+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+","\n\n" ) xx=matt[1:nr,x+1] for (i in 1:nc){ if (i==x+1){ for (j in 1:nr){ matt[j,i]=1/xx[j] } } else{ for (j in 1:nr){ matt[j,i]=matt[j,i]/xx[j] } } } Het(matt,1,1,'false') } if (rem=='true'){ cat( " =======================================","\n", " New values:","\n\n", "---------------------------------------","\n", "yt=c(" ) for (j in 1:nr){ if(j