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('x'
,'y')
,1:192))
y <- array(NA,dim=c(2,192),dimnames=list(c('x','y'),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 = 'Linear Trend'
par2 = 'Include Monthly 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
#Source of accompanying publication: Office for Research, Development, and Education
#Technical description: Write here your technical program description (don't use hard returns!)
library(lattice)
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
postscript(file="/var/www/html/rcomp/tmp/1e1yp1195642422.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
postscript(file="/var/www/html/rcomp/tmp/20o691195642422.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
postscript(file="/var/www/html/rcomp/tmp/37l3n1195642423.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
postscript(file="/var/www/html/rcomp/tmp/4ao881195642423.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
postscript(file="/var/www/html/rcomp/tmp/58gh01195642423.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
postscript(file="/var/www/html/rcomp/tmp/6j33e1195642423.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
postscript(file="/var/www/html/rcomp/tmp/76gzt1195642423.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
postscript(file="/var/www/html/rcomp/tmp/88ff71195642423.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
postscript(file="/var/www/html/rcomp/tmp/97ogv1195642423.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
load(file='/var/www/html/rcomp/createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$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/10xr8t1195642423.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/118lu11195642424.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/12j2ch1195642424.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/13jcrx1195642425.tab")
system("convert tmp/1e1yp1195642422.ps tmp/1e1yp1195642422.png")
system("convert tmp/20o691195642422.ps tmp/20o691195642422.png")
system("convert tmp/37l3n1195642423.ps tmp/37l3n1195642423.png")
system("convert tmp/4ao881195642423.ps tmp/4ao881195642423.png")
system("convert tmp/58gh01195642423.ps tmp/58gh01195642423.png")
system("convert tmp/6j33e1195642423.ps tmp/6j33e1195642423.png")
system("convert tmp/76gzt1195642423.ps tmp/76gzt1195642423.png")
system("convert tmp/88ff71195642423.ps tmp/88ff71195642423.png")
system("convert tmp/97ogv1195642423.ps tmp/97ogv1195642423.png")