R version 2.6.0 (2007-10-03) Copyright (C) 2007 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. Natural language support but running in an English locale R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(1687 + ,0 + ,1508 + ,0 + ,1507 + ,0 + ,1385 + ,0 + ,1632 + ,0 + ,1511 + ,0 + ,1559 + ,0 + ,1630 + ,0 + ,1579 + ,0 + ,1653 + ,0 + ,2152 + ,0 + ,2148 + ,0 + ,1752 + ,0 + ,1765 + ,0 + ,1717 + ,0 + ,1558 + ,0 + ,1575 + ,0 + ,1520 + ,0 + ,1805 + ,0 + ,1800 + ,0 + ,1719 + ,0 + ,2008 + ,0 + ,2242 + ,0 + ,2478 + ,0 + ,2030 + ,0 + ,1655 + ,0 + ,1693 + ,0 + ,1623 + ,0 + ,1805 + ,0 + ,1746 + ,0 + ,1795 + ,0 + ,1926 + ,0 + ,1619 + ,0 + ,1992 + ,0 + ,2233 + ,0 + ,2192 + ,0 + ,2080 + ,0 + ,1768 + ,0 + ,1835 + ,0 + ,1569 + ,0 + ,1976 + ,0 + ,1853 + ,0 + ,1965 + ,0 + ,1689 + ,0 + ,1778 + ,0 + ,1976 + ,0 + ,2397 + ,0 + ,2654 + ,0 + ,2097 + ,0 + ,1963 + ,0 + ,1677 + ,0 + ,1941 + ,0 + ,2003 + ,0 + ,1813 + ,0 + ,2012 + ,0 + ,1912 + ,0 + ,2084 + ,0 + ,2080 + ,0 + ,2118 + ,0 + ,2150 + ,0 + ,1608 + ,0 + ,1503 + ,0 + ,1548 + ,0 + ,1382 + ,0 + ,1731 + ,0 + ,1798 + ,0 + ,1779 + ,0 + ,1887 + ,0 + ,2004 + ,0 + ,2077 + ,0 + ,2092 + ,0 + ,2051 + ,0 + ,1577 + ,0 + ,1356 + ,0 + ,1652 + ,0 + ,1382 + ,0 + ,1519 + ,0 + ,1421 + ,0 + ,1442 + ,0 + ,1543 + ,0 + ,1656 + ,0 + ,1561 + ,0 + ,1905 + ,0 + ,2199 + ,0 + ,1473 + ,0 + ,1655 + ,0 + ,1407 + ,0 + ,1395 + ,0 + ,1530 + ,0 + ,1309 + ,0 + ,1526 + ,0 + ,1327 + ,0 + ,1627 + ,0 + ,1748 + ,0 + ,1958 + ,0 + ,2274 + ,0 + ,1648 + ,0 + ,1401 + ,0 + ,1411 + ,0 + ,1403 + ,0 + ,1394 + ,0 + ,1520 + ,0 + ,1528 + ,0 + ,1643 + ,0 + ,1515 + ,0 + ,1685 + ,0 + ,2000 + ,0 + ,2215 + ,0 + ,1956 + ,0 + ,1462 + ,0 + ,1563 + ,0 + ,1459 + ,0 + ,1446 + ,0 + ,1622 + ,0 + ,1657 + ,0 + ,1638 + ,0 + ,1643 + ,0 + ,1683 + ,0 + ,2050 + ,0 + ,2262 + ,0 + ,1813 + ,0 + ,1445 + ,0 + ,1762 + ,0 + ,1461 + ,0 + ,1556 + ,0 + ,1431 + ,0 + ,1427 + ,0 + ,1554 + ,0 + ,1645 + ,0 + ,1653 + ,0 + ,2016 + ,0 + ,2207 + ,0 + ,1665 + ,0 + ,1361 + ,0 + ,1506 + ,0 + ,1360 + ,0 + ,1453 + ,0 + ,1522 + ,0 + ,1460 + ,0 + ,1552 + ,0 + ,1548 + ,0 + ,1827 + ,0 + ,1737 + ,0 + ,1941 + ,0 + ,1474 + ,0 + ,1458 + ,0 + ,1542 + ,0 + ,1404 + ,0 + ,1522 + ,0 + ,1385 + ,0 + ,1641 + ,0 + ,1510 + ,0 + ,1681 + ,0 + ,1938 + ,0 + ,1868 + ,0 + ,1726 + ,0 + ,1456 + ,0 + ,1445 + ,0 + ,1456 + ,0 + ,1365 + ,0 + ,1487 + ,0 + ,1558 + ,0 + ,1488 + ,0 + ,1684 + ,0 + ,1594 + ,0 + ,1850 + ,0 + ,1998 + ,0 + ,2079 + ,0 + ,1494 + ,0 + ,1057 + ,1 + ,1218 + ,1 + ,1168 + ,1 + ,1236 + ,1 + ,1076 + ,1 + ,1174 + ,1 + ,1139 + ,1 + ,1427 + ,1 + ,1487 + ,1 + ,1483 + ,1 + ,1513 + ,1 + ,1357 + ,1 + ,1165 + ,1 + ,1282 + ,1 + ,1110 + ,1 + ,1297 + ,1 + ,1185 + ,1 + ,1222 + ,1 + ,1284 + ,1 + ,1444 + ,1 + ,1575 + ,1 + ,1737 + ,1 + ,1763 + ,1) + ,dim=c(2 + ,192) + ,dimnames=list(c('y' + ,'x') + ,1:192)) > y <- array(NA,dim=c(2,192),dimnames=list(c('y','x'),1:192)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > 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 y x 1 1687 0 2 1508 0 3 1507 0 4 1385 0 5 1632 0 6 1511 0 7 1559 0 8 1630 0 9 1579 0 10 1653 0 11 2152 0 12 2148 0 13 1752 0 14 1765 0 15 1717 0 16 1558 0 17 1575 0 18 1520 0 19 1805 0 20 1800 0 21 1719 0 22 2008 0 23 2242 0 24 2478 0 25 2030 0 26 1655 0 27 1693 0 28 1623 0 29 1805 0 30 1746 0 31 1795 0 32 1926 0 33 1619 0 34 1992 0 35 2233 0 36 2192 0 37 2080 0 38 1768 0 39 1835 0 40 1569 0 41 1976 0 42 1853 0 43 1965 0 44 1689 0 45 1778 0 46 1976 0 47 2397 0 48 2654 0 49 2097 0 50 1963 0 51 1677 0 52 1941 0 53 2003 0 54 1813 0 55 2012 0 56 1912 0 57 2084 0 58 2080 0 59 2118 0 60 2150 0 61 1608 0 62 1503 0 63 1548 0 64 1382 0 65 1731 0 66 1798 0 67 1779 0 68 1887 0 69 2004 0 70 2077 0 71 2092 0 72 2051 0 73 1577 0 74 1356 0 75 1652 0 76 1382 0 77 1519 0 78 1421 0 79 1442 0 80 1543 0 81 1656 0 82 1561 0 83 1905 0 84 2199 0 85 1473 0 86 1655 0 87 1407 0 88 1395 0 89 1530 0 90 1309 0 91 1526 0 92 1327 0 93 1627 0 94 1748 0 95 1958 0 96 2274 0 97 1648 0 98 1401 0 99 1411 0 100 1403 0 101 1394 0 102 1520 0 103 1528 0 104 1643 0 105 1515 0 106 1685 0 107 2000 0 108 2215 0 109 1956 0 110 1462 0 111 1563 0 112 1459 0 113 1446 0 114 1622 0 115 1657 0 116 1638 0 117 1643 0 118 1683 0 119 2050 0 120 2262 0 121 1813 0 122 1445 0 123 1762 0 124 1461 0 125 1556 0 126 1431 0 127 1427 0 128 1554 0 129 1645 0 130 1653 0 131 2016 0 132 2207 0 133 1665 0 134 1361 0 135 1506 0 136 1360 0 137 1453 0 138 1522 0 139 1460 0 140 1552 0 141 1548 0 142 1827 0 143 1737 0 144 1941 0 145 1474 0 146 1458 0 147 1542 0 148 1404 0 149 1522 0 150 1385 0 151 1641 0 152 1510 0 153 1681 0 154 1938 0 155 1868 0 156 1726 0 157 1456 0 158 1445 0 159 1456 0 160 1365 0 161 1487 0 162 1558 0 163 1488 0 164 1684 0 165 1594 0 166 1850 0 167 1998 0 168 2079 0 169 1494 0 170 1057 1 171 1218 1 172 1168 1 173 1236 1 174 1076 1 175 1174 1 176 1139 1 177 1427 1 178 1487 1 179 1483 1 180 1513 1 181 1357 1 182 1165 1 183 1282 1 184 1110 1 185 1297 1 186 1185 1 187 1222 1 188 1284 1 189 1444 1 190 1575 1 191 1737 1 192 1763 1 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) x 1717.8 -396.1 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -408.75 -198.00 -63.75 188.26 936.25 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1717.75 20.00 85.886 < 2e-16 *** x -396.06 57.79 -6.854 9.76e-11 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 260 on 190 degrees of freedom Multiple R-Squared: 0.1982, Adjusted R-squared: 0.194 F-statistic: 46.97 on 1 and 190 DF, p-value: 9.763e-11 > postscript(file="/var/www/html/rcomp/tmp/1wlai1195224193.ps",horizontal=F,pagecentre=F,paper="special",width=16.666666666667,height=5.5555555555556) > 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() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2z9ku1195224193.ps",horizontal=F,pagecentre=F,paper="special",width=16.666666666667,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/302p91195224193.ps",horizontal=F,pagecentre=F,paper="special",width=16.666666666667,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4m7nd1195224193.ps",horizontal=F,pagecentre=F,paper="special",width=16.666666666667,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/54rsv1195224193.ps",horizontal=F,pagecentre=F,paper="special",width=16.666666666667,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 192 Frequency = 1 1 2 3 4 5 6 -30.7514793 -209.7514793 -210.7514793 -332.7514793 -85.7514793 -206.7514793 7 8 9 10 11 12 -158.7514793 -87.7514793 -138.7514793 -64.7514793 434.2485207 430.2485207 13 14 15 16 17 18 34.2485207 47.2485207 -0.7514793 -159.7514793 -142.7514793 -197.7514793 19 20 21 22 23 24 87.2485207 82.2485207 1.2485207 290.2485207 524.2485207 760.2485207 25 26 27 28 29 30 312.2485207 -62.7514793 -24.7514793 -94.7514793 87.2485207 28.2485207 31 32 33 34 35 36 77.2485207 208.2485207 -98.7514793 274.2485207 515.2485207 474.2485207 37 38 39 40 41 42 362.2485207 50.2485207 117.2485207 -148.7514793 258.2485207 135.2485207 43 44 45 46 47 48 247.2485207 -28.7514793 60.2485207 258.2485207 679.2485207 936.2485207 49 50 51 52 53 54 379.2485207 245.2485207 -40.7514793 223.2485207 285.2485207 95.2485207 55 56 57 58 59 60 294.2485207 194.2485207 366.2485207 362.2485207 400.2485207 432.2485207 61 62 63 64 65 66 -109.7514793 -214.7514793 -169.7514793 -335.7514793 13.2485207 80.2485207 67 68 69 70 71 72 61.2485207 169.2485207 286.2485207 359.2485207 374.2485207 333.2485207 73 74 75 76 77 78 -140.7514793 -361.7514793 -65.7514793 -335.7514793 -198.7514793 -296.7514793 79 80 81 82 83 84 -275.7514793 -174.7514793 -61.7514793 -156.7514793 187.2485207 481.2485207 85 86 87 88 89 90 -244.7514793 -62.7514793 -310.7514793 -322.7514793 -187.7514793 -408.7514793 91 92 93 94 95 96 -191.7514793 -390.7514793 -90.7514793 30.2485207 240.2485207 556.2485207 97 98 99 100 101 102 -69.7514793 -316.7514793 -306.7514793 -314.7514793 -323.7514793 -197.7514793 103 104 105 106 107 108 -189.7514793 -74.7514793 -202.7514793 -32.7514793 282.2485207 497.2485207 109 110 111 112 113 114 238.2485207 -255.7514793 -154.7514793 -258.7514793 -271.7514793 -95.7514793 115 116 117 118 119 120 -60.7514793 -79.7514793 -74.7514793 -34.7514793 332.2485207 544.2485207 121 122 123 124 125 126 95.2485207 -272.7514793 44.2485207 -256.7514793 -161.7514793 -286.7514793 127 128 129 130 131 132 -290.7514793 -163.7514793 -72.7514793 -64.7514793 298.2485207 489.2485207 133 134 135 136 137 138 -52.7514793 -356.7514793 -211.7514793 -357.7514793 -264.7514793 -195.7514793 139 140 141 142 143 144 -257.7514793 -165.7514793 -169.7514793 109.2485207 19.2485207 223.2485207 145 146 147 148 149 150 -243.7514793 -259.7514793 -175.7514793 -313.7514793 -195.7514793 -332.7514793 151 152 153 154 155 156 -76.7514793 -207.7514793 -36.7514793 220.2485207 150.2485207 8.2485207 157 158 159 160 161 162 -261.7514793 -272.7514793 -261.7514793 -352.7514793 -230.7514793 -159.7514793 163 164 165 166 167 168 -229.7514793 -33.7514793 -123.7514793 132.2485207 280.2485207 361.2485207 169 170 171 172 173 174 -223.7514793 -264.6956522 -103.6956522 -153.6956522 -85.6956522 -245.6956522 175 176 177 178 179 180 -147.6956522 -182.6956522 105.3043478 165.3043478 161.3043478 191.3043478 181 182 183 184 185 186 35.3043478 -156.6956522 -39.6956522 -211.6956522 -24.6956522 -136.6956522 187 188 189 190 191 192 -99.6956522 -37.6956522 122.3043478 253.3043478 415.3043478 441.3043478 > postscript(file="/var/www/html/rcomp/tmp/6ci6v1195224193.ps",horizontal=F,pagecentre=F,paper="special",width=16.666666666667,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 192 Frequency = 1 lag(myerror, k = 1) myerror 0 -30.7514793 NA 1 -209.7514793 -30.7514793 2 -210.7514793 -209.7514793 3 -332.7514793 -210.7514793 4 -85.7514793 -332.7514793 5 -206.7514793 -85.7514793 6 -158.7514793 -206.7514793 7 -87.7514793 -158.7514793 8 -138.7514793 -87.7514793 9 -64.7514793 -138.7514793 10 434.2485207 -64.7514793 11 430.2485207 434.2485207 12 34.2485207 430.2485207 13 47.2485207 34.2485207 14 -0.7514793 47.2485207 15 -159.7514793 -0.7514793 16 -142.7514793 -159.7514793 17 -197.7514793 -142.7514793 18 87.2485207 -197.7514793 19 82.2485207 87.2485207 20 1.2485207 82.2485207 21 290.2485207 1.2485207 22 524.2485207 290.2485207 23 760.2485207 524.2485207 24 312.2485207 760.2485207 25 -62.7514793 312.2485207 26 -24.7514793 -62.7514793 27 -94.7514793 -24.7514793 28 87.2485207 -94.7514793 29 28.2485207 87.2485207 30 77.2485207 28.2485207 31 208.2485207 77.2485207 32 -98.7514793 208.2485207 33 274.2485207 -98.7514793 34 515.2485207 274.2485207 35 474.2485207 515.2485207 36 362.2485207 474.2485207 37 50.2485207 362.2485207 38 117.2485207 50.2485207 39 -148.7514793 117.2485207 40 258.2485207 -148.7514793 41 135.2485207 258.2485207 42 247.2485207 135.2485207 43 -28.7514793 247.2485207 44 60.2485207 -28.7514793 45 258.2485207 60.2485207 46 679.2485207 258.2485207 47 936.2485207 679.2485207 48 379.2485207 936.2485207 49 245.2485207 379.2485207 50 -40.7514793 245.2485207 51 223.2485207 -40.7514793 52 285.2485207 223.2485207 53 95.2485207 285.2485207 54 294.2485207 95.2485207 55 194.2485207 294.2485207 56 366.2485207 194.2485207 57 362.2485207 366.2485207 58 400.2485207 362.2485207 59 432.2485207 400.2485207 60 -109.7514793 432.2485207 61 -214.7514793 -109.7514793 62 -169.7514793 -214.7514793 63 -335.7514793 -169.7514793 64 13.2485207 -335.7514793 65 80.2485207 13.2485207 66 61.2485207 80.2485207 67 169.2485207 61.2485207 68 286.2485207 169.2485207 69 359.2485207 286.2485207 70 374.2485207 359.2485207 71 333.2485207 374.2485207 72 -140.7514793 333.2485207 73 -361.7514793 -140.7514793 74 -65.7514793 -361.7514793 75 -335.7514793 -65.7514793 76 -198.7514793 -335.7514793 77 -296.7514793 -198.7514793 78 -275.7514793 -296.7514793 79 -174.7514793 -275.7514793 80 -61.7514793 -174.7514793 81 -156.7514793 -61.7514793 82 187.2485207 -156.7514793 83 481.2485207 187.2485207 84 -244.7514793 481.2485207 85 -62.7514793 -244.7514793 86 -310.7514793 -62.7514793 87 -322.7514793 -310.7514793 88 -187.7514793 -322.7514793 89 -408.7514793 -187.7514793 90 -191.7514793 -408.7514793 91 -390.7514793 -191.7514793 92 -90.7514793 -390.7514793 93 30.2485207 -90.7514793 94 240.2485207 30.2485207 95 556.2485207 240.2485207 96 -69.7514793 556.2485207 97 -316.7514793 -69.7514793 98 -306.7514793 -316.7514793 99 -314.7514793 -306.7514793 100 -323.7514793 -314.7514793 101 -197.7514793 -323.7514793 102 -189.7514793 -197.7514793 103 -74.7514793 -189.7514793 104 -202.7514793 -74.7514793 105 -32.7514793 -202.7514793 106 282.2485207 -32.7514793 107 497.2485207 282.2485207 108 238.2485207 497.2485207 109 -255.7514793 238.2485207 110 -154.7514793 -255.7514793 111 -258.7514793 -154.7514793 112 -271.7514793 -258.7514793 113 -95.7514793 -271.7514793 114 -60.7514793 -95.7514793 115 -79.7514793 -60.7514793 116 -74.7514793 -79.7514793 117 -34.7514793 -74.7514793 118 332.2485207 -34.7514793 119 544.2485207 332.2485207 120 95.2485207 544.2485207 121 -272.7514793 95.2485207 122 44.2485207 -272.7514793 123 -256.7514793 44.2485207 124 -161.7514793 -256.7514793 125 -286.7514793 -161.7514793 126 -290.7514793 -286.7514793 127 -163.7514793 -290.7514793 128 -72.7514793 -163.7514793 129 -64.7514793 -72.7514793 130 298.2485207 -64.7514793 131 489.2485207 298.2485207 132 -52.7514793 489.2485207 133 -356.7514793 -52.7514793 134 -211.7514793 -356.7514793 135 -357.7514793 -211.7514793 136 -264.7514793 -357.7514793 137 -195.7514793 -264.7514793 138 -257.7514793 -195.7514793 139 -165.7514793 -257.7514793 140 -169.7514793 -165.7514793 141 109.2485207 -169.7514793 142 19.2485207 109.2485207 143 223.2485207 19.2485207 144 -243.7514793 223.2485207 145 -259.7514793 -243.7514793 146 -175.7514793 -259.7514793 147 -313.7514793 -175.7514793 148 -195.7514793 -313.7514793 149 -332.7514793 -195.7514793 150 -76.7514793 -332.7514793 151 -207.7514793 -76.7514793 152 -36.7514793 -207.7514793 153 220.2485207 -36.7514793 154 150.2485207 220.2485207 155 8.2485207 150.2485207 156 -261.7514793 8.2485207 157 -272.7514793 -261.7514793 158 -261.7514793 -272.7514793 159 -352.7514793 -261.7514793 160 -230.7514793 -352.7514793 161 -159.7514793 -230.7514793 162 -229.7514793 -159.7514793 163 -33.7514793 -229.7514793 164 -123.7514793 -33.7514793 165 132.2485207 -123.7514793 166 280.2485207 132.2485207 167 361.2485207 280.2485207 168 -223.7514793 361.2485207 169 -264.6956522 -223.7514793 170 -103.6956522 -264.6956522 171 -153.6956522 -103.6956522 172 -85.6956522 -153.6956522 173 -245.6956522 -85.6956522 174 -147.6956522 -245.6956522 175 -182.6956522 -147.6956522 176 105.3043478 -182.6956522 177 165.3043478 105.3043478 178 161.3043478 165.3043478 179 191.3043478 161.3043478 180 35.3043478 191.3043478 181 -156.6956522 35.3043478 182 -39.6956522 -156.6956522 183 -211.6956522 -39.6956522 184 -24.6956522 -211.6956522 185 -136.6956522 -24.6956522 186 -99.6956522 -136.6956522 187 -37.6956522 -99.6956522 188 122.3043478 -37.6956522 189 253.3043478 122.3043478 190 415.3043478 253.3043478 191 441.3043478 415.3043478 192 NA 441.3043478 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -209.7514793 -30.7514793 [2,] -210.7514793 -209.7514793 [3,] -332.7514793 -210.7514793 [4,] -85.7514793 -332.7514793 [5,] -206.7514793 -85.7514793 [6,] -158.7514793 -206.7514793 [7,] -87.7514793 -158.7514793 [8,] -138.7514793 -87.7514793 [9,] -64.7514793 -138.7514793 [10,] 434.2485207 -64.7514793 [11,] 430.2485207 434.2485207 [12,] 34.2485207 430.2485207 [13,] 47.2485207 34.2485207 [14,] -0.7514793 47.2485207 [15,] -159.7514793 -0.7514793 [16,] -142.7514793 -159.7514793 [17,] -197.7514793 -142.7514793 [18,] 87.2485207 -197.7514793 [19,] 82.2485207 87.2485207 [20,] 1.2485207 82.2485207 [21,] 290.2485207 1.2485207 [22,] 524.2485207 290.2485207 [23,] 760.2485207 524.2485207 [24,] 312.2485207 760.2485207 [25,] -62.7514793 312.2485207 [26,] -24.7514793 -62.7514793 [27,] -94.7514793 -24.7514793 [28,] 87.2485207 -94.7514793 [29,] 28.2485207 87.2485207 [30,] 77.2485207 28.2485207 [31,] 208.2485207 77.2485207 [32,] -98.7514793 208.2485207 [33,] 274.2485207 -98.7514793 [34,] 515.2485207 274.2485207 [35,] 474.2485207 515.2485207 [36,] 362.2485207 474.2485207 [37,] 50.2485207 362.2485207 [38,] 117.2485207 50.2485207 [39,] -148.7514793 117.2485207 [40,] 258.2485207 -148.7514793 [41,] 135.2485207 258.2485207 [42,] 247.2485207 135.2485207 [43,] -28.7514793 247.2485207 [44,] 60.2485207 -28.7514793 [45,] 258.2485207 60.2485207 [46,] 679.2485207 258.2485207 [47,] 936.2485207 679.2485207 [48,] 379.2485207 936.2485207 [49,] 245.2485207 379.2485207 [50,] -40.7514793 245.2485207 [51,] 223.2485207 -40.7514793 [52,] 285.2485207 223.2485207 [53,] 95.2485207 285.2485207 [54,] 294.2485207 95.2485207 [55,] 194.2485207 294.2485207 [56,] 366.2485207 194.2485207 [57,] 362.2485207 366.2485207 [58,] 400.2485207 362.2485207 [59,] 432.2485207 400.2485207 [60,] -109.7514793 432.2485207 [61,] -214.7514793 -109.7514793 [62,] -169.7514793 -214.7514793 [63,] -335.7514793 -169.7514793 [64,] 13.2485207 -335.7514793 [65,] 80.2485207 13.2485207 [66,] 61.2485207 80.2485207 [67,] 169.2485207 61.2485207 [68,] 286.2485207 169.2485207 [69,] 359.2485207 286.2485207 [70,] 374.2485207 359.2485207 [71,] 333.2485207 374.2485207 [72,] -140.7514793 333.2485207 [73,] -361.7514793 -140.7514793 [74,] -65.7514793 -361.7514793 [75,] -335.7514793 -65.7514793 [76,] -198.7514793 -335.7514793 [77,] -296.7514793 -198.7514793 [78,] -275.7514793 -296.7514793 [79,] -174.7514793 -275.7514793 [80,] -61.7514793 -174.7514793 [81,] -156.7514793 -61.7514793 [82,] 187.2485207 -156.7514793 [83,] 481.2485207 187.2485207 [84,] -244.7514793 481.2485207 [85,] -62.7514793 -244.7514793 [86,] -310.7514793 -62.7514793 [87,] -322.7514793 -310.7514793 [88,] -187.7514793 -322.7514793 [89,] -408.7514793 -187.7514793 [90,] -191.7514793 -408.7514793 [91,] -390.7514793 -191.7514793 [92,] -90.7514793 -390.7514793 [93,] 30.2485207 -90.7514793 [94,] 240.2485207 30.2485207 [95,] 556.2485207 240.2485207 [96,] -69.7514793 556.2485207 [97,] -316.7514793 -69.7514793 [98,] -306.7514793 -316.7514793 [99,] -314.7514793 -306.7514793 [100,] -323.7514793 -314.7514793 [101,] -197.7514793 -323.7514793 [102,] -189.7514793 -197.7514793 [103,] -74.7514793 -189.7514793 [104,] -202.7514793 -74.7514793 [105,] -32.7514793 -202.7514793 [106,] 282.2485207 -32.7514793 [107,] 497.2485207 282.2485207 [108,] 238.2485207 497.2485207 [109,] -255.7514793 238.2485207 [110,] -154.7514793 -255.7514793 [111,] -258.7514793 -154.7514793 [112,] -271.7514793 -258.7514793 [113,] -95.7514793 -271.7514793 [114,] -60.7514793 -95.7514793 [115,] -79.7514793 -60.7514793 [116,] -74.7514793 -79.7514793 [117,] -34.7514793 -74.7514793 [118,] 332.2485207 -34.7514793 [119,] 544.2485207 332.2485207 [120,] 95.2485207 544.2485207 [121,] -272.7514793 95.2485207 [122,] 44.2485207 -272.7514793 [123,] -256.7514793 44.2485207 [124,] -161.7514793 -256.7514793 [125,] -286.7514793 -161.7514793 [126,] -290.7514793 -286.7514793 [127,] -163.7514793 -290.7514793 [128,] -72.7514793 -163.7514793 [129,] -64.7514793 -72.7514793 [130,] 298.2485207 -64.7514793 [131,] 489.2485207 298.2485207 [132,] -52.7514793 489.2485207 [133,] -356.7514793 -52.7514793 [134,] -211.7514793 -356.7514793 [135,] -357.7514793 -211.7514793 [136,] -264.7514793 -357.7514793 [137,] -195.7514793 -264.7514793 [138,] -257.7514793 -195.7514793 [139,] -165.7514793 -257.7514793 [140,] -169.7514793 -165.7514793 [141,] 109.2485207 -169.7514793 [142,] 19.2485207 109.2485207 [143,] 223.2485207 19.2485207 [144,] -243.7514793 223.2485207 [145,] -259.7514793 -243.7514793 [146,] -175.7514793 -259.7514793 [147,] -313.7514793 -175.7514793 [148,] -195.7514793 -313.7514793 [149,] -332.7514793 -195.7514793 [150,] -76.7514793 -332.7514793 [151,] -207.7514793 -76.7514793 [152,] -36.7514793 -207.7514793 [153,] 220.2485207 -36.7514793 [154,] 150.2485207 220.2485207 [155,] 8.2485207 150.2485207 [156,] -261.7514793 8.2485207 [157,] -272.7514793 -261.7514793 [158,] -261.7514793 -272.7514793 [159,] -352.7514793 -261.7514793 [160,] -230.7514793 -352.7514793 [161,] -159.7514793 -230.7514793 [162,] -229.7514793 -159.7514793 [163,] -33.7514793 -229.7514793 [164,] -123.7514793 -33.7514793 [165,] 132.2485207 -123.7514793 [166,] 280.2485207 132.2485207 [167,] 361.2485207 280.2485207 [168,] -223.7514793 361.2485207 [169,] -264.6956522 -223.7514793 [170,] -103.6956522 -264.6956522 [171,] -153.6956522 -103.6956522 [172,] -85.6956522 -153.6956522 [173,] -245.6956522 -85.6956522 [174,] -147.6956522 -245.6956522 [175,] -182.6956522 -147.6956522 [176,] 105.3043478 -182.6956522 [177,] 165.3043478 105.3043478 [178,] 161.3043478 165.3043478 [179,] 191.3043478 161.3043478 [180,] 35.3043478 191.3043478 [181,] -156.6956522 35.3043478 [182,] -39.6956522 -156.6956522 [183,] -211.6956522 -39.6956522 [184,] -24.6956522 -211.6956522 [185,] -136.6956522 -24.6956522 [186,] -99.6956522 -136.6956522 [187,] -37.6956522 -99.6956522 [188,] 122.3043478 -37.6956522 [189,] 253.3043478 122.3043478 [190,] 415.3043478 253.3043478 [191,] 441.3043478 415.3043478 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -209.7514793 -30.7514793 2 -210.7514793 -209.7514793 3 -332.7514793 -210.7514793 4 -85.7514793 -332.7514793 5 -206.7514793 -85.7514793 6 -158.7514793 -206.7514793 7 -87.7514793 -158.7514793 8 -138.7514793 -87.7514793 9 -64.7514793 -138.7514793 10 434.2485207 -64.7514793 11 430.2485207 434.2485207 12 34.2485207 430.2485207 13 47.2485207 34.2485207 14 -0.7514793 47.2485207 15 -159.7514793 -0.7514793 16 -142.7514793 -159.7514793 17 -197.7514793 -142.7514793 18 87.2485207 -197.7514793 19 82.2485207 87.2485207 20 1.2485207 82.2485207 21 290.2485207 1.2485207 22 524.2485207 290.2485207 23 760.2485207 524.2485207 24 312.2485207 760.2485207 25 -62.7514793 312.2485207 26 -24.7514793 -62.7514793 27 -94.7514793 -24.7514793 28 87.2485207 -94.7514793 29 28.2485207 87.2485207 30 77.2485207 28.2485207 31 208.2485207 77.2485207 32 -98.7514793 208.2485207 33 274.2485207 -98.7514793 34 515.2485207 274.2485207 35 474.2485207 515.2485207 36 362.2485207 474.2485207 37 50.2485207 362.2485207 38 117.2485207 50.2485207 39 -148.7514793 117.2485207 40 258.2485207 -148.7514793 41 135.2485207 258.2485207 42 247.2485207 135.2485207 43 -28.7514793 247.2485207 44 60.2485207 -28.7514793 45 258.2485207 60.2485207 46 679.2485207 258.2485207 47 936.2485207 679.2485207 48 379.2485207 936.2485207 49 245.2485207 379.2485207 50 -40.7514793 245.2485207 51 223.2485207 -40.7514793 52 285.2485207 223.2485207 53 95.2485207 285.2485207 54 294.2485207 95.2485207 55 194.2485207 294.2485207 56 366.2485207 194.2485207 57 362.2485207 366.2485207 58 400.2485207 362.2485207 59 432.2485207 400.2485207 60 -109.7514793 432.2485207 61 -214.7514793 -109.7514793 62 -169.7514793 -214.7514793 63 -335.7514793 -169.7514793 64 13.2485207 -335.7514793 65 80.2485207 13.2485207 66 61.2485207 80.2485207 67 169.2485207 61.2485207 68 286.2485207 169.2485207 69 359.2485207 286.2485207 70 374.2485207 359.2485207 71 333.2485207 374.2485207 72 -140.7514793 333.2485207 73 -361.7514793 -140.7514793 74 -65.7514793 -361.7514793 75 -335.7514793 -65.7514793 76 -198.7514793 -335.7514793 77 -296.7514793 -198.7514793 78 -275.7514793 -296.7514793 79 -174.7514793 -275.7514793 80 -61.7514793 -174.7514793 81 -156.7514793 -61.7514793 82 187.2485207 -156.7514793 83 481.2485207 187.2485207 84 -244.7514793 481.2485207 85 -62.7514793 -244.7514793 86 -310.7514793 -62.7514793 87 -322.7514793 -310.7514793 88 -187.7514793 -322.7514793 89 -408.7514793 -187.7514793 90 -191.7514793 -408.7514793 91 -390.7514793 -191.7514793 92 -90.7514793 -390.7514793 93 30.2485207 -90.7514793 94 240.2485207 30.2485207 95 556.2485207 240.2485207 96 -69.7514793 556.2485207 97 -316.7514793 -69.7514793 98 -306.7514793 -316.7514793 99 -314.7514793 -306.7514793 100 -323.7514793 -314.7514793 101 -197.7514793 -323.7514793 102 -189.7514793 -197.7514793 103 -74.7514793 -189.7514793 104 -202.7514793 -74.7514793 105 -32.7514793 -202.7514793 106 282.2485207 -32.7514793 107 497.2485207 282.2485207 108 238.2485207 497.2485207 109 -255.7514793 238.2485207 110 -154.7514793 -255.7514793 111 -258.7514793 -154.7514793 112 -271.7514793 -258.7514793 113 -95.7514793 -271.7514793 114 -60.7514793 -95.7514793 115 -79.7514793 -60.7514793 116 -74.7514793 -79.7514793 117 -34.7514793 -74.7514793 118 332.2485207 -34.7514793 119 544.2485207 332.2485207 120 95.2485207 544.2485207 121 -272.7514793 95.2485207 122 44.2485207 -272.7514793 123 -256.7514793 44.2485207 124 -161.7514793 -256.7514793 125 -286.7514793 -161.7514793 126 -290.7514793 -286.7514793 127 -163.7514793 -290.7514793 128 -72.7514793 -163.7514793 129 -64.7514793 -72.7514793 130 298.2485207 -64.7514793 131 489.2485207 298.2485207 132 -52.7514793 489.2485207 133 -356.7514793 -52.7514793 134 -211.7514793 -356.7514793 135 -357.7514793 -211.7514793 136 -264.7514793 -357.7514793 137 -195.7514793 -264.7514793 138 -257.7514793 -195.7514793 139 -165.7514793 -257.7514793 140 -169.7514793 -165.7514793 141 109.2485207 -169.7514793 142 19.2485207 109.2485207 143 223.2485207 19.2485207 144 -243.7514793 223.2485207 145 -259.7514793 -243.7514793 146 -175.7514793 -259.7514793 147 -313.7514793 -175.7514793 148 -195.7514793 -313.7514793 149 -332.7514793 -195.7514793 150 -76.7514793 -332.7514793 151 -207.7514793 -76.7514793 152 -36.7514793 -207.7514793 153 220.2485207 -36.7514793 154 150.2485207 220.2485207 155 8.2485207 150.2485207 156 -261.7514793 8.2485207 157 -272.7514793 -261.7514793 158 -261.7514793 -272.7514793 159 -352.7514793 -261.7514793 160 -230.7514793 -352.7514793 161 -159.7514793 -230.7514793 162 -229.7514793 -159.7514793 163 -33.7514793 -229.7514793 164 -123.7514793 -33.7514793 165 132.2485207 -123.7514793 166 280.2485207 132.2485207 167 361.2485207 280.2485207 168 -223.7514793 361.2485207 169 -264.6956522 -223.7514793 170 -103.6956522 -264.6956522 171 -153.6956522 -103.6956522 172 -85.6956522 -153.6956522 173 -245.6956522 -85.6956522 174 -147.6956522 -245.6956522 175 -182.6956522 -147.6956522 176 105.3043478 -182.6956522 177 165.3043478 105.3043478 178 161.3043478 165.3043478 179 191.3043478 161.3043478 180 35.3043478 191.3043478 181 -156.6956522 35.3043478 182 -39.6956522 -156.6956522 183 -211.6956522 -39.6956522 184 -24.6956522 -211.6956522 185 -136.6956522 -24.6956522 186 -99.6956522 -136.6956522 187 -37.6956522 -99.6956522 188 122.3043478 -37.6956522 189 253.3043478 122.3043478 190 415.3043478 253.3043478 191 441.3043478 415.3043478 > 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() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7a15f1195224193.ps",horizontal=F,pagecentre=F,paper="special",width=16.666666666667,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8j2161195224193.ps",horizontal=F,pagecentre=F,paper="special",width=16.666666666667,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9w5b51195224193.ps",horizontal=F,pagecentre=F,paper="special",width=16.666666666667,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > load(file='/var/www/html/rcomp/createtable') > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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="/var/www/html/rcomp/tmp/10qdgq1195224193.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
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="/var/www/html/rcomp/tmp/11suc71195224194.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="/var/www/html/rcomp/tmp/125lbp1195224194.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
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,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="/var/www/html/rcomp/tmp/138vp91195224194.tab") > > system("convert tmp/1wlai1195224193.ps tmp/1wlai1195224193.png") > system("convert tmp/2z9ku1195224193.ps tmp/2z9ku1195224193.png") > system("convert tmp/302p91195224193.ps tmp/302p91195224193.png") > system("convert tmp/4m7nd1195224193.ps tmp/4m7nd1195224193.png") > system("convert tmp/54rsv1195224193.ps tmp/54rsv1195224193.png") > system("convert tmp/6ci6v1195224193.ps tmp/6ci6v1195224193.png") > system("convert tmp/7a15f1195224193.ps tmp/7a15f1195224193.png") > system("convert tmp/8j2161195224193.ps tmp/8j2161195224193.png") > system("convert tmp/9w5b51195224193.ps tmp/9w5b51195224193.png") > > > proc.time() user system elapsed 6.273 3.723 6.672