R version 2.8.0 (2008-10-20)
Copyright (C) 2008 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.
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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(0.24,0.23,0.23,0.24,0.23,0.23,0.25,0.21,0.26,0.25,0.24,0.24,0.27,0.25,0.26,0.29,0.24,0.26,0.24,0.26,0.25,0.26,0.24,0.21,0.20,0.22,0.20,0.21,0.20,0.19,0.20,0.20,0.21,0.24,0.22,0.19,0.23,0.23,0.23,0.22,0.23,0.25,0.25,0.22,0.25,0.25,0.24,0.19,0.24,0.26,0.24,0.24,0.25,0.23,0.27,0.24,0.26,0.27,0.29,0.28,0.32,0.29,0.27,0.26,0.28,0.31,0.29,0.31,0.31,0.32,0.32,0.26,0.31,0.31,0.31,0.31,0.29,0.27,0.30,0.27,0.27,0.30,0.28,0.24,0.28,0.28,0.33,0.28,0.29,0.25,0.31,0.29,0.37,0.31,0.29,0.28,0.30,0.32,0.31,0.28,0.29,0.29,0.28,0.26,0.28,0.30,0.33,0.31,0.37,0.36,0.37,0.37,0.36,0.33,0.33,0.40,0.32,0.39,0.39,0.37,0.37,0.30,0.33,0.33,0.34,0.35,0.34,0.37,0.37,0.37,0.36,0.32,0.33,0.35,0.36,0.35,0.37,0.35,0.32,0.33,0.28,0.32,0.35,0.30,0.32,0.32,0.32,0.32,0.36,0.31,0.26,0.33,0.31,0.34,0.33,0.38,0.32,0.30,0.32,0.33,0.34,0.29,0.33,0.36,0.32,0.32,0.32,0.31,0.30,0.34,0.34,0.30,0.28,0.25,0.27,0.33,0.28,0.33,0.32,0.27,0.27,0.28,0.27,0.27,0.25,0.25,0.22,0.27),dim=c(1,188),dimnames=list(c('X'),1:188))
> y <- array(NA,dim=c(1,188),dimnames=list(c('X'),1:188))
> 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 Quarterly 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)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from package:base :
as.Date.numeric
> 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
X Q1 Q2 Q3 t
1 0.24 1 0 0 1
2 0.23 0 1 0 2
3 0.23 0 0 1 3
4 0.24 0 0 0 4
5 0.23 1 0 0 5
6 0.23 0 1 0 6
7 0.25 0 0 1 7
8 0.21 0 0 0 8
9 0.26 1 0 0 9
10 0.25 0 1 0 10
11 0.24 0 0 1 11
12 0.24 0 0 0 12
13 0.27 1 0 0 13
14 0.25 0 1 0 14
15 0.26 0 0 1 15
16 0.29 0 0 0 16
17 0.24 1 0 0 17
18 0.26 0 1 0 18
19 0.24 0 0 1 19
20 0.26 0 0 0 20
21 0.25 1 0 0 21
22 0.26 0 1 0 22
23 0.24 0 0 1 23
24 0.21 0 0 0 24
25 0.20 1 0 0 25
26 0.22 0 1 0 26
27 0.20 0 0 1 27
28 0.21 0 0 0 28
29 0.20 1 0 0 29
30 0.19 0 1 0 30
31 0.20 0 0 1 31
32 0.20 0 0 0 32
33 0.21 1 0 0 33
34 0.24 0 1 0 34
35 0.22 0 0 1 35
36 0.19 0 0 0 36
37 0.23 1 0 0 37
38 0.23 0 1 0 38
39 0.23 0 0 1 39
40 0.22 0 0 0 40
41 0.23 1 0 0 41
42 0.25 0 1 0 42
43 0.25 0 0 1 43
44 0.22 0 0 0 44
45 0.25 1 0 0 45
46 0.25 0 1 0 46
47 0.24 0 0 1 47
48 0.19 0 0 0 48
49 0.24 1 0 0 49
50 0.26 0 1 0 50
51 0.24 0 0 1 51
52 0.24 0 0 0 52
53 0.25 1 0 0 53
54 0.23 0 1 0 54
55 0.27 0 0 1 55
56 0.24 0 0 0 56
57 0.26 1 0 0 57
58 0.27 0 1 0 58
59 0.29 0 0 1 59
60 0.28 0 0 0 60
61 0.32 1 0 0 61
62 0.29 0 1 0 62
63 0.27 0 0 1 63
64 0.26 0 0 0 64
65 0.28 1 0 0 65
66 0.31 0 1 0 66
67 0.29 0 0 1 67
68 0.31 0 0 0 68
69 0.31 1 0 0 69
70 0.32 0 1 0 70
71 0.32 0 0 1 71
72 0.26 0 0 0 72
73 0.31 1 0 0 73
74 0.31 0 1 0 74
75 0.31 0 0 1 75
76 0.31 0 0 0 76
77 0.29 1 0 0 77
78 0.27 0 1 0 78
79 0.30 0 0 1 79
80 0.27 0 0 0 80
81 0.27 1 0 0 81
82 0.30 0 1 0 82
83 0.28 0 0 1 83
84 0.24 0 0 0 84
85 0.28 1 0 0 85
86 0.28 0 1 0 86
87 0.33 0 0 1 87
88 0.28 0 0 0 88
89 0.29 1 0 0 89
90 0.25 0 1 0 90
91 0.31 0 0 1 91
92 0.29 0 0 0 92
93 0.37 1 0 0 93
94 0.31 0 1 0 94
95 0.29 0 0 1 95
96 0.28 0 0 0 96
97 0.30 1 0 0 97
98 0.32 0 1 0 98
99 0.31 0 0 1 99
100 0.28 0 0 0 100
101 0.29 1 0 0 101
102 0.29 0 1 0 102
103 0.28 0 0 1 103
104 0.26 0 0 0 104
105 0.28 1 0 0 105
106 0.30 0 1 0 106
107 0.33 0 0 1 107
108 0.31 0 0 0 108
109 0.37 1 0 0 109
110 0.36 0 1 0 110
111 0.37 0 0 1 111
112 0.37 0 0 0 112
113 0.36 1 0 0 113
114 0.33 0 1 0 114
115 0.33 0 0 1 115
116 0.40 0 0 0 116
117 0.32 1 0 0 117
118 0.39 0 1 0 118
119 0.39 0 0 1 119
120 0.37 0 0 0 120
121 0.37 1 0 0 121
122 0.30 0 1 0 122
123 0.33 0 0 1 123
124 0.33 0 0 0 124
125 0.34 1 0 0 125
126 0.35 0 1 0 126
127 0.34 0 0 1 127
128 0.37 0 0 0 128
129 0.37 1 0 0 129
130 0.37 0 1 0 130
131 0.36 0 0 1 131
132 0.32 0 0 0 132
133 0.33 1 0 0 133
134 0.35 0 1 0 134
135 0.36 0 0 1 135
136 0.35 0 0 0 136
137 0.37 1 0 0 137
138 0.35 0 1 0 138
139 0.32 0 0 1 139
140 0.33 0 0 0 140
141 0.28 1 0 0 141
142 0.32 0 1 0 142
143 0.35 0 0 1 143
144 0.30 0 0 0 144
145 0.32 1 0 0 145
146 0.32 0 1 0 146
147 0.32 0 0 1 147
148 0.32 0 0 0 148
149 0.36 1 0 0 149
150 0.31 0 1 0 150
151 0.26 0 0 1 151
152 0.33 0 0 0 152
153 0.31 1 0 0 153
154 0.34 0 1 0 154
155 0.33 0 0 1 155
156 0.38 0 0 0 156
157 0.32 1 0 0 157
158 0.30 0 1 0 158
159 0.32 0 0 1 159
160 0.33 0 0 0 160
161 0.34 1 0 0 161
162 0.29 0 1 0 162
163 0.33 0 0 1 163
164 0.36 0 0 0 164
165 0.32 1 0 0 165
166 0.32 0 1 0 166
167 0.32 0 0 1 167
168 0.31 0 0 0 168
169 0.30 1 0 0 169
170 0.34 0 1 0 170
171 0.34 0 0 1 171
172 0.30 0 0 0 172
173 0.28 1 0 0 173
174 0.25 0 1 0 174
175 0.27 0 0 1 175
176 0.33 0 0 0 176
177 0.28 1 0 0 177
178 0.33 0 1 0 178
179 0.32 0 0 1 179
180 0.27 0 0 0 180
181 0.27 1 0 0 181
182 0.28 0 1 0 182
183 0.27 0 0 1 183
184 0.27 0 0 0 184
185 0.25 1 0 0 185
186 0.25 0 1 0 186
187 0.22 0 0 1 187
188 0.27 0 0 0 188
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Q1 Q2 Q3 t
0.2321346 0.0061235 0.0057844 0.0062965 0.0005518
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-0.1216157 -0.0213794 0.0001158 0.0208002 0.1038578
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2.321e-01 7.443e-03 31.187 <2e-16 ***
Q1 6.123e-03 7.886e-03 0.777 0.438
Q2 5.784e-03 7.885e-03 0.734 0.464
Q3 6.296e-03 7.884e-03 0.799 0.426
t 5.518e-04 5.137e-05 10.741 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.03822 on 183 degrees of freedom
Multiple R-squared: 0.3879, Adjusted R-squared: 0.3746
F-statistic: 29 on 4 and 183 DF, p-value: < 2.2e-16
> 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
+ }
[,1] [,2] [,3]
[1,] 6.566491e-02 1.313298e-01 0.93433509
[2,] 4.763977e-02 9.527953e-02 0.95236023
[3,] 1.964566e-02 3.929132e-02 0.98035434
[4,] 7.418751e-03 1.483750e-02 0.99258125
[5,] 2.508521e-03 5.017043e-03 0.99749148
[6,] 1.038080e-03 2.076159e-03 0.99896192
[7,] 3.121525e-04 6.243050e-04 0.99968785
[8,] 9.161554e-05 1.832311e-04 0.99990838
[9,] 6.237864e-04 1.247573e-03 0.99937621
[10,] 1.148282e-03 2.296564e-03 0.99885172
[11,] 4.601670e-04 9.203340e-04 0.99953983
[12,] 3.657340e-04 7.314680e-04 0.99963427
[13,] 1.461617e-04 2.923234e-04 0.99985384
[14,] 8.228951e-05 1.645790e-04 0.99991771
[15,] 3.149709e-05 6.299419e-05 0.99996850
[16,] 2.082178e-05 4.164355e-05 0.99997918
[17,] 1.522413e-04 3.044826e-04 0.99984776
[18,] 9.054494e-04 1.810899e-03 0.99909455
[19,] 7.984890e-04 1.596978e-03 0.99920151
[20,] 1.268820e-03 2.537640e-03 0.99873118
[21,] 1.041741e-03 2.083483e-03 0.99895826
[22,] 1.099265e-03 2.198530e-03 0.99890073
[23,] 1.603937e-03 3.207873e-03 0.99839606
[24,] 1.283096e-03 2.566192e-03 0.99871690
[25,] 9.753390e-04 1.950678e-03 0.99902466
[26,] 6.254148e-04 1.250830e-03 0.99937459
[27,] 5.136422e-04 1.027284e-03 0.99948636
[28,] 3.280564e-04 6.561129e-04 0.99967194
[29,] 3.091371e-04 6.182742e-04 0.99969086
[30,] 2.348069e-04 4.696139e-04 0.99976519
[31,] 1.622374e-04 3.244747e-04 0.99983776
[32,] 1.244548e-04 2.489097e-04 0.99987555
[33,] 8.504021e-05 1.700804e-04 0.99991496
[34,] 6.362952e-05 1.272590e-04 0.99993637
[35,] 6.946342e-05 1.389268e-04 0.99993054
[36,] 8.411144e-05 1.682229e-04 0.99991589
[37,] 5.924152e-05 1.184830e-04 0.99994076
[38,] 6.419459e-05 1.283892e-04 0.99993581
[39,] 5.586007e-05 1.117201e-04 0.99994414
[40,] 4.435780e-05 8.871560e-05 0.99995564
[41,] 6.846778e-05 1.369356e-04 0.99993153
[42,] 5.744932e-05 1.148986e-04 0.99994255
[43,] 6.392102e-05 1.278420e-04 0.99993608
[44,] 5.394187e-05 1.078837e-04 0.99994606
[45,] 5.464087e-05 1.092817e-04 0.99994536
[46,] 5.111492e-05 1.022298e-04 0.99994889
[47,] 4.455604e-05 8.911209e-05 0.99995544
[48,] 7.396100e-05 1.479220e-04 0.99992604
[49,] 7.337952e-05 1.467590e-04 0.99992662
[50,] 7.776865e-05 1.555373e-04 0.99992223
[51,] 8.827533e-05 1.765507e-04 0.99991172
[52,] 2.055106e-04 4.110212e-04 0.99979449
[53,] 4.062269e-04 8.124538e-04 0.99959377
[54,] 2.022215e-03 4.044430e-03 0.99797779
[55,] 2.241765e-03 4.483530e-03 0.99775824
[56,] 1.957844e-03 3.915689e-03 0.99804216
[57,] 1.812075e-03 3.624149e-03 0.99818793
[58,] 1.605943e-03 3.211886e-03 0.99839406
[59,] 2.293235e-03 4.586471e-03 0.99770676
[60,] 2.186946e-03 4.373893e-03 0.99781305
[61,] 3.869520e-03 7.739039e-03 0.99613048
[62,] 4.276396e-03 8.552792e-03 0.99572360
[63,] 5.124999e-03 1.025000e-02 0.99487500
[64,] 6.204587e-03 1.240917e-02 0.99379541
[65,] 5.694980e-03 1.138996e-02 0.99430502
[66,] 5.141284e-03 1.028257e-02 0.99485872
[67,] 4.327788e-03 8.655575e-03 0.99567221
[68,] 3.747750e-03 7.495499e-03 0.99625225
[69,] 3.763399e-03 7.526798e-03 0.99623660
[70,] 2.882163e-03 5.764327e-03 0.99711784
[71,] 2.766429e-03 5.532858e-03 0.99723357
[72,] 2.115771e-03 4.231543e-03 0.99788423
[73,] 1.927401e-03 3.854803e-03 0.99807260
[74,] 1.980082e-03 3.960164e-03 0.99801992
[75,] 1.482052e-03 2.964104e-03 0.99851795
[76,] 1.338906e-03 2.677812e-03 0.99866109
[77,] 2.980546e-03 5.961092e-03 0.99701945
[78,] 2.878191e-03 5.756382e-03 0.99712181
[79,] 2.812885e-03 5.625770e-03 0.99718711
[80,] 2.754227e-03 5.508453e-03 0.99724577
[81,] 2.780113e-03 5.560226e-03 0.99721989
[82,] 2.555773e-03 5.111546e-03 0.99744423
[83,] 6.837906e-03 1.367581e-02 0.99316209
[84,] 5.758407e-03 1.151681e-02 0.99424159
[85,] 5.963133e-03 1.192627e-02 0.99403687
[86,] 1.266613e-02 2.533226e-02 0.98733387
[87,] 1.078436e-02 2.156873e-02 0.98921564
[88,] 1.138990e-02 2.277980e-02 0.98861010
[89,] 1.472602e-02 2.945203e-02 0.98527398
[90,] 1.415731e-02 2.831461e-02 0.98584269
[91,] 1.218334e-02 2.436668e-02 0.98781666
[92,] 1.103838e-02 2.207676e-02 0.98896162
[93,] 1.712578e-02 3.425157e-02 0.98287422
[94,] 2.195805e-02 4.391610e-02 0.97804195
[95,] 2.946031e-02 5.892061e-02 0.97053969
[96,] 5.354500e-02 1.070900e-01 0.94645500
[97,] 1.724621e-01 3.449242e-01 0.82753790
[98,] 2.996061e-01 5.992122e-01 0.70039389
[99,] 3.788779e-01 7.577558e-01 0.62112209
[100,] 3.912605e-01 7.825210e-01 0.60873950
[101,] 5.026405e-01 9.947190e-01 0.49735949
[102,] 5.420351e-01 9.159298e-01 0.45796488
[103,] 5.500207e-01 8.999587e-01 0.44997934
[104,] 5.699276e-01 8.601448e-01 0.43007240
[105,] 6.225941e-01 7.548117e-01 0.37740587
[106,] 6.082397e-01 7.835206e-01 0.39176032
[107,] 6.064133e-01 7.871734e-01 0.39358670
[108,] 6.068957e-01 7.862086e-01 0.39310432
[109,] 7.282673e-01 5.434654e-01 0.27173271
[110,] 7.459572e-01 5.080855e-01 0.25404276
[111,] 7.836811e-01 4.326379e-01 0.21631893
[112,] 8.144677e-01 3.710646e-01 0.18553228
[113,] 8.097016e-01 3.805968e-01 0.19029841
[114,] 7.951618e-01 4.096763e-01 0.20483817
[115,] 8.613137e-01 2.773726e-01 0.13868631
[116,] 8.527851e-01 2.944299e-01 0.14721493
[117,] 8.548056e-01 2.903888e-01 0.14519440
[118,] 8.335712e-01 3.328576e-01 0.16642880
[119,] 8.055006e-01 3.889989e-01 0.19449945
[120,] 7.805863e-01 4.388275e-01 0.21941373
[121,] 7.627536e-01 4.744929e-01 0.23724643
[122,] 7.439268e-01 5.121465e-01 0.25607324
[123,] 7.234776e-01 5.530449e-01 0.27652245
[124,] 6.885105e-01 6.229790e-01 0.31148949
[125,] 7.023926e-01 5.952148e-01 0.29760738
[126,] 6.769472e-01 6.461055e-01 0.32305277
[127,] 6.333617e-01 7.332766e-01 0.36663829
[128,] 5.981147e-01 8.037706e-01 0.40188528
[129,] 5.517434e-01 8.965131e-01 0.44825656
[130,] 5.504523e-01 8.990954e-01 0.44954771
[131,] 5.092165e-01 9.815670e-01 0.49078352
[132,] 4.947318e-01 9.894635e-01 0.50526824
[133,] 4.635952e-01 9.271905e-01 0.53640476
[134,] 6.423300e-01 7.153401e-01 0.35767005
[135,] 6.271891e-01 7.456219e-01 0.37281094
[136,] 5.865658e-01 8.268683e-01 0.41343416
[137,] 6.861119e-01 6.277762e-01 0.31388808
[138,] 6.721254e-01 6.557492e-01 0.32787458
[139,] 6.560759e-01 6.878483e-01 0.34392414
[140,] 6.374539e-01 7.250921e-01 0.36254607
[141,] 6.560108e-01 6.879784e-01 0.34398921
[142,] 6.323247e-01 7.353507e-01 0.36767533
[143,] 6.437829e-01 7.124342e-01 0.35621710
[144,] 9.308802e-01 1.382397e-01 0.06911983
[145,] 9.330361e-01 1.339277e-01 0.06696386
[146,] 9.400484e-01 1.199032e-01 0.05995162
[147,] 9.208845e-01 1.582310e-01 0.07911550
[148,] 9.067686e-01 1.864627e-01 0.09323137
[149,] 9.041608e-01 1.916784e-01 0.09583920
[150,] 8.865954e-01 2.268091e-01 0.11340455
[151,] 9.132714e-01 1.734572e-01 0.08672858
[152,] 9.057813e-01 1.884374e-01 0.09421868
[153,] 8.911363e-01 2.177273e-01 0.10886365
[154,] 8.635068e-01 2.729863e-01 0.13649315
[155,] 9.294887e-01 1.410226e-01 0.07051128
[156,] 9.070473e-01 1.859055e-01 0.09295274
[157,] 8.873157e-01 2.253687e-01 0.11268435
[158,] 8.538743e-01 2.922515e-01 0.14612573
[159,] 8.177697e-01 3.644606e-01 0.18223028
[160,] 7.710121e-01 4.579758e-01 0.22898790
[161,] 7.453107e-01 5.093786e-01 0.25468930
[162,] 6.984394e-01 6.031212e-01 0.30156059
[163,] 6.612529e-01 6.774943e-01 0.33874713
[164,] 6.738329e-01 6.523342e-01 0.32616712
[165,] 6.199024e-01 7.601951e-01 0.38009757
[166,] 5.705355e-01 8.589291e-01 0.42946453
[167,] 8.670578e-01 2.658844e-01 0.13294218
[168,] 9.403239e-01 1.193523e-01 0.05967615
[169,] 8.959605e-01 2.080789e-01 0.10403945
[170,] 8.637454e-01 2.725093e-01 0.13625463
[171,] 8.199049e-01 3.601902e-01 0.18009511
[172,] 9.042047e-01 1.915905e-01 0.09579526
[173,] 9.067935e-01 1.864130e-01 0.09320650
> postscript(file="/var/www/html/freestat/rcomp/tmp/1i0y81228471139.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/24rzm1228471139.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/3k7op1228471139.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/4stkb1228471139.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/5nkru1228471139.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 188
Frequency = 1
1 2 3 4 5
1.190160e-03 -9.022606e-03 -1.008644e-02 5.658245e-03 -1.101700e-02
6 7 8 9 10
-1.122976e-02 7.706406e-03 -2.654891e-02 1.677584e-02 6.563078e-03
11 12 13 14 15
-4.500752e-03 1.243929e-03 2.456869e-02 4.355920e-03 1.329209e-02
16 17 18 19 20
4.903677e-02 -7.638471e-03 1.214876e-02 -8.915067e-03 1.682961e-02
21 22 23 24 25
1.543710e-04 9.941605e-03 -1.112222e-02 -3.537754e-02 -5.205279e-02
26 27 28 29 30
-3.226555e-02 -5.332938e-02 -3.758470e-02 -5.425994e-02 -6.447271e-02
31 32 33 34 35
-5.553654e-02 -4.979186e-02 -4.646710e-02 -1.667987e-02 -3.774370e-02
36 37 38 39 40
-6.199902e-02 -2.867426e-02 -2.888703e-02 -2.995086e-02 -3.420617e-02
41 42 43 44 45
-3.088142e-02 -1.109418e-02 -1.215801e-02 -3.641333e-02 -1.308858e-02
46 47 48 49 50
-1.330134e-02 -2.436517e-02 -6.862049e-02 -2.529573e-02 -5.508499e-03
51 52 53 54 55
-2.657233e-02 -2.082765e-02 -1.750289e-02 -3.771566e-02 1.220513e-03
56 57 58 59 60
-2.303481e-02 -9.710049e-03 7.718548e-05 1.901336e-02 1.475804e-02
61 62 63 64 65
4.808279e-02 1.787003e-02 -3.193802e-03 -7.449121e-03 5.875636e-03
66 67 68 69 70
3.566287e-02 1.459904e-02 4.034372e-02 3.366848e-02 4.345571e-02
71 72 73 74 75
4.239188e-02 -1.186344e-02 3.146132e-02 3.124855e-02 3.018472e-02
76 77 78 79 80
3.592941e-02 9.254163e-03 -1.095860e-02 1.797757e-02 -6.277752e-03
81 82 83 84 85
-1.295299e-02 1.683424e-02 -4.229591e-03 -3.848491e-02 -5.160153e-03
86 87 88 89 90
-5.372919e-03 4.356325e-02 -6.920675e-04 2.632690e-03 -3.758008e-02
91 92 93 94 95
2.135609e-02 7.100775e-03 8.042553e-02 2.021277e-02 -8.510638e-04
96 97 98 99 100
-5.106383e-03 8.218374e-03 2.800561e-02 1.694178e-02 -7.313541e-03
101 102 103 104 105
-3.988784e-03 -4.201549e-03 -1.526538e-02 -2.952070e-02 -1.619594e-02
106 107 108 109 110
3.591293e-03 3.252746e-02 1.827214e-02 7.159690e-02 6.138414e-02
111 112 113 114 115
7.032031e-02 7.606499e-02 5.938974e-02 2.917698e-02 2.811315e-02
116 117 118 119 120
1.038578e-01 1.718259e-02 8.696982e-02 8.590599e-02 7.165067e-02
121 122 123 124 125
6.497543e-02 -5.237338e-03 2.369883e-02 2.944351e-02 3.276827e-02
126 127 128 129 130
4.255550e-02 3.149167e-02 6.723636e-02 6.056111e-02 6.034835e-02
131 132 133 134 135
4.928452e-02 1.502920e-02 1.835395e-02 3.814119e-02 4.707736e-02
136 137 138 139 140
4.282204e-02 5.614680e-02 3.593403e-02 4.870201e-03 2.061488e-02
141 142 143 144 145
-3.606036e-02 3.726873e-03 3.266304e-02 -1.159228e-02 1.732481e-03
146 147 148 149 150
1.519716e-03 4.558858e-04 6.200567e-03 3.952532e-02 -1.068744e-02
151 152 153 154 155
-6.175127e-02 1.399341e-02 -1.268183e-02 1.710540e-02 6.041570e-03
156 157 158 159 160
6.178625e-02 -4.888992e-03 -2.510176e-02 -6.165587e-03 9.579093e-03
161 162 163 164 165
1.290385e-02 -3.730892e-02 1.627255e-03 3.737194e-02 -9.303307e-03
166 167 168 169 170
-9.516073e-03 -1.057990e-02 -1.483522e-02 -3.151046e-02 8.276769e-03
171 172 173 174 175
7.212939e-03 -2.704238e-02 -5.371762e-02 -8.393039e-02 -6.499422e-02
176 177 178 179 180
7.504625e-04 -5.592478e-02 -6.137546e-03 -1.720138e-02 -6.145670e-02
181 182 183 184 185
-6.813194e-02 -5.834470e-02 -6.940853e-02 -6.366385e-02 -9.033910e-02
186 187 188
-9.055186e-02 -1.216157e-01 -6.587101e-02
> postscript(file="/var/www/html/freestat/rcomp/tmp/68hes1228471139.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 188
Frequency = 1
lag(myerror, k = 1) myerror
0 1.190160e-03 NA
1 -9.022606e-03 1.190160e-03
2 -1.008644e-02 -9.022606e-03
3 5.658245e-03 -1.008644e-02
4 -1.101700e-02 5.658245e-03
5 -1.122976e-02 -1.101700e-02
6 7.706406e-03 -1.122976e-02
7 -2.654891e-02 7.706406e-03
8 1.677584e-02 -2.654891e-02
9 6.563078e-03 1.677584e-02
10 -4.500752e-03 6.563078e-03
11 1.243929e-03 -4.500752e-03
12 2.456869e-02 1.243929e-03
13 4.355920e-03 2.456869e-02
14 1.329209e-02 4.355920e-03
15 4.903677e-02 1.329209e-02
16 -7.638471e-03 4.903677e-02
17 1.214876e-02 -7.638471e-03
18 -8.915067e-03 1.214876e-02
19 1.682961e-02 -8.915067e-03
20 1.543710e-04 1.682961e-02
21 9.941605e-03 1.543710e-04
22 -1.112222e-02 9.941605e-03
23 -3.537754e-02 -1.112222e-02
24 -5.205279e-02 -3.537754e-02
25 -3.226555e-02 -5.205279e-02
26 -5.332938e-02 -3.226555e-02
27 -3.758470e-02 -5.332938e-02
28 -5.425994e-02 -3.758470e-02
29 -6.447271e-02 -5.425994e-02
30 -5.553654e-02 -6.447271e-02
31 -4.979186e-02 -5.553654e-02
32 -4.646710e-02 -4.979186e-02
33 -1.667987e-02 -4.646710e-02
34 -3.774370e-02 -1.667987e-02
35 -6.199902e-02 -3.774370e-02
36 -2.867426e-02 -6.199902e-02
37 -2.888703e-02 -2.867426e-02
38 -2.995086e-02 -2.888703e-02
39 -3.420617e-02 -2.995086e-02
40 -3.088142e-02 -3.420617e-02
41 -1.109418e-02 -3.088142e-02
42 -1.215801e-02 -1.109418e-02
43 -3.641333e-02 -1.215801e-02
44 -1.308858e-02 -3.641333e-02
45 -1.330134e-02 -1.308858e-02
46 -2.436517e-02 -1.330134e-02
47 -6.862049e-02 -2.436517e-02
48 -2.529573e-02 -6.862049e-02
49 -5.508499e-03 -2.529573e-02
50 -2.657233e-02 -5.508499e-03
51 -2.082765e-02 -2.657233e-02
52 -1.750289e-02 -2.082765e-02
53 -3.771566e-02 -1.750289e-02
54 1.220513e-03 -3.771566e-02
55 -2.303481e-02 1.220513e-03
56 -9.710049e-03 -2.303481e-02
57 7.718548e-05 -9.710049e-03
58 1.901336e-02 7.718548e-05
59 1.475804e-02 1.901336e-02
60 4.808279e-02 1.475804e-02
61 1.787003e-02 4.808279e-02
62 -3.193802e-03 1.787003e-02
63 -7.449121e-03 -3.193802e-03
64 5.875636e-03 -7.449121e-03
65 3.566287e-02 5.875636e-03
66 1.459904e-02 3.566287e-02
67 4.034372e-02 1.459904e-02
68 3.366848e-02 4.034372e-02
69 4.345571e-02 3.366848e-02
70 4.239188e-02 4.345571e-02
71 -1.186344e-02 4.239188e-02
72 3.146132e-02 -1.186344e-02
73 3.124855e-02 3.146132e-02
74 3.018472e-02 3.124855e-02
75 3.592941e-02 3.018472e-02
76 9.254163e-03 3.592941e-02
77 -1.095860e-02 9.254163e-03
78 1.797757e-02 -1.095860e-02
79 -6.277752e-03 1.797757e-02
80 -1.295299e-02 -6.277752e-03
81 1.683424e-02 -1.295299e-02
82 -4.229591e-03 1.683424e-02
83 -3.848491e-02 -4.229591e-03
84 -5.160153e-03 -3.848491e-02
85 -5.372919e-03 -5.160153e-03
86 4.356325e-02 -5.372919e-03
87 -6.920675e-04 4.356325e-02
88 2.632690e-03 -6.920675e-04
89 -3.758008e-02 2.632690e-03
90 2.135609e-02 -3.758008e-02
91 7.100775e-03 2.135609e-02
92 8.042553e-02 7.100775e-03
93 2.021277e-02 8.042553e-02
94 -8.510638e-04 2.021277e-02
95 -5.106383e-03 -8.510638e-04
96 8.218374e-03 -5.106383e-03
97 2.800561e-02 8.218374e-03
98 1.694178e-02 2.800561e-02
99 -7.313541e-03 1.694178e-02
100 -3.988784e-03 -7.313541e-03
101 -4.201549e-03 -3.988784e-03
102 -1.526538e-02 -4.201549e-03
103 -2.952070e-02 -1.526538e-02
104 -1.619594e-02 -2.952070e-02
105 3.591293e-03 -1.619594e-02
106 3.252746e-02 3.591293e-03
107 1.827214e-02 3.252746e-02
108 7.159690e-02 1.827214e-02
109 6.138414e-02 7.159690e-02
110 7.032031e-02 6.138414e-02
111 7.606499e-02 7.032031e-02
112 5.938974e-02 7.606499e-02
113 2.917698e-02 5.938974e-02
114 2.811315e-02 2.917698e-02
115 1.038578e-01 2.811315e-02
116 1.718259e-02 1.038578e-01
117 8.696982e-02 1.718259e-02
118 8.590599e-02 8.696982e-02
119 7.165067e-02 8.590599e-02
120 6.497543e-02 7.165067e-02
121 -5.237338e-03 6.497543e-02
122 2.369883e-02 -5.237338e-03
123 2.944351e-02 2.369883e-02
124 3.276827e-02 2.944351e-02
125 4.255550e-02 3.276827e-02
126 3.149167e-02 4.255550e-02
127 6.723636e-02 3.149167e-02
128 6.056111e-02 6.723636e-02
129 6.034835e-02 6.056111e-02
130 4.928452e-02 6.034835e-02
131 1.502920e-02 4.928452e-02
132 1.835395e-02 1.502920e-02
133 3.814119e-02 1.835395e-02
134 4.707736e-02 3.814119e-02
135 4.282204e-02 4.707736e-02
136 5.614680e-02 4.282204e-02
137 3.593403e-02 5.614680e-02
138 4.870201e-03 3.593403e-02
139 2.061488e-02 4.870201e-03
140 -3.606036e-02 2.061488e-02
141 3.726873e-03 -3.606036e-02
142 3.266304e-02 3.726873e-03
143 -1.159228e-02 3.266304e-02
144 1.732481e-03 -1.159228e-02
145 1.519716e-03 1.732481e-03
146 4.558858e-04 1.519716e-03
147 6.200567e-03 4.558858e-04
148 3.952532e-02 6.200567e-03
149 -1.068744e-02 3.952532e-02
150 -6.175127e-02 -1.068744e-02
151 1.399341e-02 -6.175127e-02
152 -1.268183e-02 1.399341e-02
153 1.710540e-02 -1.268183e-02
154 6.041570e-03 1.710540e-02
155 6.178625e-02 6.041570e-03
156 -4.888992e-03 6.178625e-02
157 -2.510176e-02 -4.888992e-03
158 -6.165587e-03 -2.510176e-02
159 9.579093e-03 -6.165587e-03
160 1.290385e-02 9.579093e-03
161 -3.730892e-02 1.290385e-02
162 1.627255e-03 -3.730892e-02
163 3.737194e-02 1.627255e-03
164 -9.303307e-03 3.737194e-02
165 -9.516073e-03 -9.303307e-03
166 -1.057990e-02 -9.516073e-03
167 -1.483522e-02 -1.057990e-02
168 -3.151046e-02 -1.483522e-02
169 8.276769e-03 -3.151046e-02
170 7.212939e-03 8.276769e-03
171 -2.704238e-02 7.212939e-03
172 -5.371762e-02 -2.704238e-02
173 -8.393039e-02 -5.371762e-02
174 -6.499422e-02 -8.393039e-02
175 7.504625e-04 -6.499422e-02
176 -5.592478e-02 7.504625e-04
177 -6.137546e-03 -5.592478e-02
178 -1.720138e-02 -6.137546e-03
179 -6.145670e-02 -1.720138e-02
180 -6.813194e-02 -6.145670e-02
181 -5.834470e-02 -6.813194e-02
182 -6.940853e-02 -5.834470e-02
183 -6.366385e-02 -6.940853e-02
184 -9.033910e-02 -6.366385e-02
185 -9.055186e-02 -9.033910e-02
186 -1.216157e-01 -9.055186e-02
187 -6.587101e-02 -1.216157e-01
188 NA -6.587101e-02
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -9.022606e-03 1.190160e-03
[2,] -1.008644e-02 -9.022606e-03
[3,] 5.658245e-03 -1.008644e-02
[4,] -1.101700e-02 5.658245e-03
[5,] -1.122976e-02 -1.101700e-02
[6,] 7.706406e-03 -1.122976e-02
[7,] -2.654891e-02 7.706406e-03
[8,] 1.677584e-02 -2.654891e-02
[9,] 6.563078e-03 1.677584e-02
[10,] -4.500752e-03 6.563078e-03
[11,] 1.243929e-03 -4.500752e-03
[12,] 2.456869e-02 1.243929e-03
[13,] 4.355920e-03 2.456869e-02
[14,] 1.329209e-02 4.355920e-03
[15,] 4.903677e-02 1.329209e-02
[16,] -7.638471e-03 4.903677e-02
[17,] 1.214876e-02 -7.638471e-03
[18,] -8.915067e-03 1.214876e-02
[19,] 1.682961e-02 -8.915067e-03
[20,] 1.543710e-04 1.682961e-02
[21,] 9.941605e-03 1.543710e-04
[22,] -1.112222e-02 9.941605e-03
[23,] -3.537754e-02 -1.112222e-02
[24,] -5.205279e-02 -3.537754e-02
[25,] -3.226555e-02 -5.205279e-02
[26,] -5.332938e-02 -3.226555e-02
[27,] -3.758470e-02 -5.332938e-02
[28,] -5.425994e-02 -3.758470e-02
[29,] -6.447271e-02 -5.425994e-02
[30,] -5.553654e-02 -6.447271e-02
[31,] -4.979186e-02 -5.553654e-02
[32,] -4.646710e-02 -4.979186e-02
[33,] -1.667987e-02 -4.646710e-02
[34,] -3.774370e-02 -1.667987e-02
[35,] -6.199902e-02 -3.774370e-02
[36,] -2.867426e-02 -6.199902e-02
[37,] -2.888703e-02 -2.867426e-02
[38,] -2.995086e-02 -2.888703e-02
[39,] -3.420617e-02 -2.995086e-02
[40,] -3.088142e-02 -3.420617e-02
[41,] -1.109418e-02 -3.088142e-02
[42,] -1.215801e-02 -1.109418e-02
[43,] -3.641333e-02 -1.215801e-02
[44,] -1.308858e-02 -3.641333e-02
[45,] -1.330134e-02 -1.308858e-02
[46,] -2.436517e-02 -1.330134e-02
[47,] -6.862049e-02 -2.436517e-02
[48,] -2.529573e-02 -6.862049e-02
[49,] -5.508499e-03 -2.529573e-02
[50,] -2.657233e-02 -5.508499e-03
[51,] -2.082765e-02 -2.657233e-02
[52,] -1.750289e-02 -2.082765e-02
[53,] -3.771566e-02 -1.750289e-02
[54,] 1.220513e-03 -3.771566e-02
[55,] -2.303481e-02 1.220513e-03
[56,] -9.710049e-03 -2.303481e-02
[57,] 7.718548e-05 -9.710049e-03
[58,] 1.901336e-02 7.718548e-05
[59,] 1.475804e-02 1.901336e-02
[60,] 4.808279e-02 1.475804e-02
[61,] 1.787003e-02 4.808279e-02
[62,] -3.193802e-03 1.787003e-02
[63,] -7.449121e-03 -3.193802e-03
[64,] 5.875636e-03 -7.449121e-03
[65,] 3.566287e-02 5.875636e-03
[66,] 1.459904e-02 3.566287e-02
[67,] 4.034372e-02 1.459904e-02
[68,] 3.366848e-02 4.034372e-02
[69,] 4.345571e-02 3.366848e-02
[70,] 4.239188e-02 4.345571e-02
[71,] -1.186344e-02 4.239188e-02
[72,] 3.146132e-02 -1.186344e-02
[73,] 3.124855e-02 3.146132e-02
[74,] 3.018472e-02 3.124855e-02
[75,] 3.592941e-02 3.018472e-02
[76,] 9.254163e-03 3.592941e-02
[77,] -1.095860e-02 9.254163e-03
[78,] 1.797757e-02 -1.095860e-02
[79,] -6.277752e-03 1.797757e-02
[80,] -1.295299e-02 -6.277752e-03
[81,] 1.683424e-02 -1.295299e-02
[82,] -4.229591e-03 1.683424e-02
[83,] -3.848491e-02 -4.229591e-03
[84,] -5.160153e-03 -3.848491e-02
[85,] -5.372919e-03 -5.160153e-03
[86,] 4.356325e-02 -5.372919e-03
[87,] -6.920675e-04 4.356325e-02
[88,] 2.632690e-03 -6.920675e-04
[89,] -3.758008e-02 2.632690e-03
[90,] 2.135609e-02 -3.758008e-02
[91,] 7.100775e-03 2.135609e-02
[92,] 8.042553e-02 7.100775e-03
[93,] 2.021277e-02 8.042553e-02
[94,] -8.510638e-04 2.021277e-02
[95,] -5.106383e-03 -8.510638e-04
[96,] 8.218374e-03 -5.106383e-03
[97,] 2.800561e-02 8.218374e-03
[98,] 1.694178e-02 2.800561e-02
[99,] -7.313541e-03 1.694178e-02
[100,] -3.988784e-03 -7.313541e-03
[101,] -4.201549e-03 -3.988784e-03
[102,] -1.526538e-02 -4.201549e-03
[103,] -2.952070e-02 -1.526538e-02
[104,] -1.619594e-02 -2.952070e-02
[105,] 3.591293e-03 -1.619594e-02
[106,] 3.252746e-02 3.591293e-03
[107,] 1.827214e-02 3.252746e-02
[108,] 7.159690e-02 1.827214e-02
[109,] 6.138414e-02 7.159690e-02
[110,] 7.032031e-02 6.138414e-02
[111,] 7.606499e-02 7.032031e-02
[112,] 5.938974e-02 7.606499e-02
[113,] 2.917698e-02 5.938974e-02
[114,] 2.811315e-02 2.917698e-02
[115,] 1.038578e-01 2.811315e-02
[116,] 1.718259e-02 1.038578e-01
[117,] 8.696982e-02 1.718259e-02
[118,] 8.590599e-02 8.696982e-02
[119,] 7.165067e-02 8.590599e-02
[120,] 6.497543e-02 7.165067e-02
[121,] -5.237338e-03 6.497543e-02
[122,] 2.369883e-02 -5.237338e-03
[123,] 2.944351e-02 2.369883e-02
[124,] 3.276827e-02 2.944351e-02
[125,] 4.255550e-02 3.276827e-02
[126,] 3.149167e-02 4.255550e-02
[127,] 6.723636e-02 3.149167e-02
[128,] 6.056111e-02 6.723636e-02
[129,] 6.034835e-02 6.056111e-02
[130,] 4.928452e-02 6.034835e-02
[131,] 1.502920e-02 4.928452e-02
[132,] 1.835395e-02 1.502920e-02
[133,] 3.814119e-02 1.835395e-02
[134,] 4.707736e-02 3.814119e-02
[135,] 4.282204e-02 4.707736e-02
[136,] 5.614680e-02 4.282204e-02
[137,] 3.593403e-02 5.614680e-02
[138,] 4.870201e-03 3.593403e-02
[139,] 2.061488e-02 4.870201e-03
[140,] -3.606036e-02 2.061488e-02
[141,] 3.726873e-03 -3.606036e-02
[142,] 3.266304e-02 3.726873e-03
[143,] -1.159228e-02 3.266304e-02
[144,] 1.732481e-03 -1.159228e-02
[145,] 1.519716e-03 1.732481e-03
[146,] 4.558858e-04 1.519716e-03
[147,] 6.200567e-03 4.558858e-04
[148,] 3.952532e-02 6.200567e-03
[149,] -1.068744e-02 3.952532e-02
[150,] -6.175127e-02 -1.068744e-02
[151,] 1.399341e-02 -6.175127e-02
[152,] -1.268183e-02 1.399341e-02
[153,] 1.710540e-02 -1.268183e-02
[154,] 6.041570e-03 1.710540e-02
[155,] 6.178625e-02 6.041570e-03
[156,] -4.888992e-03 6.178625e-02
[157,] -2.510176e-02 -4.888992e-03
[158,] -6.165587e-03 -2.510176e-02
[159,] 9.579093e-03 -6.165587e-03
[160,] 1.290385e-02 9.579093e-03
[161,] -3.730892e-02 1.290385e-02
[162,] 1.627255e-03 -3.730892e-02
[163,] 3.737194e-02 1.627255e-03
[164,] -9.303307e-03 3.737194e-02
[165,] -9.516073e-03 -9.303307e-03
[166,] -1.057990e-02 -9.516073e-03
[167,] -1.483522e-02 -1.057990e-02
[168,] -3.151046e-02 -1.483522e-02
[169,] 8.276769e-03 -3.151046e-02
[170,] 7.212939e-03 8.276769e-03
[171,] -2.704238e-02 7.212939e-03
[172,] -5.371762e-02 -2.704238e-02
[173,] -8.393039e-02 -5.371762e-02
[174,] -6.499422e-02 -8.393039e-02
[175,] 7.504625e-04 -6.499422e-02
[176,] -5.592478e-02 7.504625e-04
[177,] -6.137546e-03 -5.592478e-02
[178,] -1.720138e-02 -6.137546e-03
[179,] -6.145670e-02 -1.720138e-02
[180,] -6.813194e-02 -6.145670e-02
[181,] -5.834470e-02 -6.813194e-02
[182,] -6.940853e-02 -5.834470e-02
[183,] -6.366385e-02 -6.940853e-02
[184,] -9.033910e-02 -6.366385e-02
[185,] -9.055186e-02 -9.033910e-02
[186,] -1.216157e-01 -9.055186e-02
[187,] -6.587101e-02 -1.216157e-01
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -9.022606e-03 1.190160e-03
2 -1.008644e-02 -9.022606e-03
3 5.658245e-03 -1.008644e-02
4 -1.101700e-02 5.658245e-03
5 -1.122976e-02 -1.101700e-02
6 7.706406e-03 -1.122976e-02
7 -2.654891e-02 7.706406e-03
8 1.677584e-02 -2.654891e-02
9 6.563078e-03 1.677584e-02
10 -4.500752e-03 6.563078e-03
11 1.243929e-03 -4.500752e-03
12 2.456869e-02 1.243929e-03
13 4.355920e-03 2.456869e-02
14 1.329209e-02 4.355920e-03
15 4.903677e-02 1.329209e-02
16 -7.638471e-03 4.903677e-02
17 1.214876e-02 -7.638471e-03
18 -8.915067e-03 1.214876e-02
19 1.682961e-02 -8.915067e-03
20 1.543710e-04 1.682961e-02
21 9.941605e-03 1.543710e-04
22 -1.112222e-02 9.941605e-03
23 -3.537754e-02 -1.112222e-02
24 -5.205279e-02 -3.537754e-02
25 -3.226555e-02 -5.205279e-02
26 -5.332938e-02 -3.226555e-02
27 -3.758470e-02 -5.332938e-02
28 -5.425994e-02 -3.758470e-02
29 -6.447271e-02 -5.425994e-02
30 -5.553654e-02 -6.447271e-02
31 -4.979186e-02 -5.553654e-02
32 -4.646710e-02 -4.979186e-02
33 -1.667987e-02 -4.646710e-02
34 -3.774370e-02 -1.667987e-02
35 -6.199902e-02 -3.774370e-02
36 -2.867426e-02 -6.199902e-02
37 -2.888703e-02 -2.867426e-02
38 -2.995086e-02 -2.888703e-02
39 -3.420617e-02 -2.995086e-02
40 -3.088142e-02 -3.420617e-02
41 -1.109418e-02 -3.088142e-02
42 -1.215801e-02 -1.109418e-02
43 -3.641333e-02 -1.215801e-02
44 -1.308858e-02 -3.641333e-02
45 -1.330134e-02 -1.308858e-02
46 -2.436517e-02 -1.330134e-02
47 -6.862049e-02 -2.436517e-02
48 -2.529573e-02 -6.862049e-02
49 -5.508499e-03 -2.529573e-02
50 -2.657233e-02 -5.508499e-03
51 -2.082765e-02 -2.657233e-02
52 -1.750289e-02 -2.082765e-02
53 -3.771566e-02 -1.750289e-02
54 1.220513e-03 -3.771566e-02
55 -2.303481e-02 1.220513e-03
56 -9.710049e-03 -2.303481e-02
57 7.718548e-05 -9.710049e-03
58 1.901336e-02 7.718548e-05
59 1.475804e-02 1.901336e-02
60 4.808279e-02 1.475804e-02
61 1.787003e-02 4.808279e-02
62 -3.193802e-03 1.787003e-02
63 -7.449121e-03 -3.193802e-03
64 5.875636e-03 -7.449121e-03
65 3.566287e-02 5.875636e-03
66 1.459904e-02 3.566287e-02
67 4.034372e-02 1.459904e-02
68 3.366848e-02 4.034372e-02
69 4.345571e-02 3.366848e-02
70 4.239188e-02 4.345571e-02
71 -1.186344e-02 4.239188e-02
72 3.146132e-02 -1.186344e-02
73 3.124855e-02 3.146132e-02
74 3.018472e-02 3.124855e-02
75 3.592941e-02 3.018472e-02
76 9.254163e-03 3.592941e-02
77 -1.095860e-02 9.254163e-03
78 1.797757e-02 -1.095860e-02
79 -6.277752e-03 1.797757e-02
80 -1.295299e-02 -6.277752e-03
81 1.683424e-02 -1.295299e-02
82 -4.229591e-03 1.683424e-02
83 -3.848491e-02 -4.229591e-03
84 -5.160153e-03 -3.848491e-02
85 -5.372919e-03 -5.160153e-03
86 4.356325e-02 -5.372919e-03
87 -6.920675e-04 4.356325e-02
88 2.632690e-03 -6.920675e-04
89 -3.758008e-02 2.632690e-03
90 2.135609e-02 -3.758008e-02
91 7.100775e-03 2.135609e-02
92 8.042553e-02 7.100775e-03
93 2.021277e-02 8.042553e-02
94 -8.510638e-04 2.021277e-02
95 -5.106383e-03 -8.510638e-04
96 8.218374e-03 -5.106383e-03
97 2.800561e-02 8.218374e-03
98 1.694178e-02 2.800561e-02
99 -7.313541e-03 1.694178e-02
100 -3.988784e-03 -7.313541e-03
101 -4.201549e-03 -3.988784e-03
102 -1.526538e-02 -4.201549e-03
103 -2.952070e-02 -1.526538e-02
104 -1.619594e-02 -2.952070e-02
105 3.591293e-03 -1.619594e-02
106 3.252746e-02 3.591293e-03
107 1.827214e-02 3.252746e-02
108 7.159690e-02 1.827214e-02
109 6.138414e-02 7.159690e-02
110 7.032031e-02 6.138414e-02
111 7.606499e-02 7.032031e-02
112 5.938974e-02 7.606499e-02
113 2.917698e-02 5.938974e-02
114 2.811315e-02 2.917698e-02
115 1.038578e-01 2.811315e-02
116 1.718259e-02 1.038578e-01
117 8.696982e-02 1.718259e-02
118 8.590599e-02 8.696982e-02
119 7.165067e-02 8.590599e-02
120 6.497543e-02 7.165067e-02
121 -5.237338e-03 6.497543e-02
122 2.369883e-02 -5.237338e-03
123 2.944351e-02 2.369883e-02
124 3.276827e-02 2.944351e-02
125 4.255550e-02 3.276827e-02
126 3.149167e-02 4.255550e-02
127 6.723636e-02 3.149167e-02
128 6.056111e-02 6.723636e-02
129 6.034835e-02 6.056111e-02
130 4.928452e-02 6.034835e-02
131 1.502920e-02 4.928452e-02
132 1.835395e-02 1.502920e-02
133 3.814119e-02 1.835395e-02
134 4.707736e-02 3.814119e-02
135 4.282204e-02 4.707736e-02
136 5.614680e-02 4.282204e-02
137 3.593403e-02 5.614680e-02
138 4.870201e-03 3.593403e-02
139 2.061488e-02 4.870201e-03
140 -3.606036e-02 2.061488e-02
141 3.726873e-03 -3.606036e-02
142 3.266304e-02 3.726873e-03
143 -1.159228e-02 3.266304e-02
144 1.732481e-03 -1.159228e-02
145 1.519716e-03 1.732481e-03
146 4.558858e-04 1.519716e-03
147 6.200567e-03 4.558858e-04
148 3.952532e-02 6.200567e-03
149 -1.068744e-02 3.952532e-02
150 -6.175127e-02 -1.068744e-02
151 1.399341e-02 -6.175127e-02
152 -1.268183e-02 1.399341e-02
153 1.710540e-02 -1.268183e-02
154 6.041570e-03 1.710540e-02
155 6.178625e-02 6.041570e-03
156 -4.888992e-03 6.178625e-02
157 -2.510176e-02 -4.888992e-03
158 -6.165587e-03 -2.510176e-02
159 9.579093e-03 -6.165587e-03
160 1.290385e-02 9.579093e-03
161 -3.730892e-02 1.290385e-02
162 1.627255e-03 -3.730892e-02
163 3.737194e-02 1.627255e-03
164 -9.303307e-03 3.737194e-02
165 -9.516073e-03 -9.303307e-03
166 -1.057990e-02 -9.516073e-03
167 -1.483522e-02 -1.057990e-02
168 -3.151046e-02 -1.483522e-02
169 8.276769e-03 -3.151046e-02
170 7.212939e-03 8.276769e-03
171 -2.704238e-02 7.212939e-03
172 -5.371762e-02 -2.704238e-02
173 -8.393039e-02 -5.371762e-02
174 -6.499422e-02 -8.393039e-02
175 7.504625e-04 -6.499422e-02
176 -5.592478e-02 7.504625e-04
177 -6.137546e-03 -5.592478e-02
178 -1.720138e-02 -6.137546e-03
179 -6.145670e-02 -1.720138e-02
180 -6.813194e-02 -6.145670e-02
181 -5.834470e-02 -6.813194e-02
182 -6.940853e-02 -5.834470e-02
183 -6.366385e-02 -6.940853e-02
184 -9.033910e-02 -6.366385e-02
185 -9.055186e-02 -9.033910e-02
186 -1.216157e-01 -9.055186e-02
187 -6.587101e-02 -1.216157e-01
> 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/freestat/rcomp/tmp/79eij1228471140.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/8gwx41228471140.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/96pmu1228471140.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/108yk31228471140.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/freestat/rcomp/tmp/11utxa1228471140.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/freestat/rcomp/tmp/1275z11228471140.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/freestat/rcomp/tmp/13l7d71228471140.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/freestat/rcomp/tmp/14k8a41228471140.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="/var/www/html/freestat/rcomp/tmp/15dq181228471140.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="/var/www/html/freestat/rcomp/tmp/16ytuj1228471140.tab")
+ }
>
> system("convert tmp/1i0y81228471139.ps tmp/1i0y81228471139.png")
> system("convert tmp/24rzm1228471139.ps tmp/24rzm1228471139.png")
> system("convert tmp/3k7op1228471139.ps tmp/3k7op1228471139.png")
> system("convert tmp/4stkb1228471139.ps tmp/4stkb1228471139.png")
> system("convert tmp/5nkru1228471139.ps tmp/5nkru1228471139.png")
> system("convert tmp/68hes1228471139.ps tmp/68hes1228471139.png")
> system("convert tmp/79eij1228471140.ps tmp/79eij1228471140.png")
> system("convert tmp/8gwx41228471140.ps tmp/8gwx41228471140.png")
> system("convert tmp/96pmu1228471140.ps tmp/96pmu1228471140.png")
> system("convert tmp/108yk31228471140.ps tmp/108yk31228471140.png")
>
>
> proc.time()
user system elapsed
5.732 2.656 6.388