R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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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(358.59
+ ,122.36
+ ,362.96
+ ,123.33
+ ,362.42
+ ,123.04
+ ,364.97
+ ,124.53
+ ,364.04
+ ,125.13
+ ,361.06
+ ,125.85
+ ,358.48
+ ,126.50
+ ,352.96
+ ,126.53
+ ,359.59
+ ,127.07
+ ,360.39
+ ,124.55
+ ,357.40
+ ,124.90
+ ,362.93
+ ,124.32
+ ,364.55
+ ,122.84
+ ,365.73
+ ,123.31
+ ,364.70
+ ,123.31
+ ,364.65
+ ,124.87
+ ,359.43
+ ,124.64
+ ,362.14
+ ,124.73
+ ,356.97
+ ,124.90
+ ,354.82
+ ,124.04
+ ,353.17
+ ,123.28
+ ,357.06
+ ,123.86
+ ,356.18
+ ,122.29
+ ,355.01
+ ,124.09
+ ,355.65
+ ,124.54
+ ,357.31
+ ,125.65
+ ,357.07
+ ,125.70
+ ,357.91
+ ,125.53
+ ,358.48
+ ,125.61
+ ,358.97
+ ,125.55
+ ,351.77
+ ,125.41
+ ,352.16
+ ,127.60
+ ,359.08
+ ,124.68
+ ,360.35
+ ,124.41
+ ,359.53
+ ,126.43
+ ,359.30
+ ,126.38
+ ,358.41
+ ,125.78
+ ,359.68
+ ,124.70
+ ,355.31
+ ,125.07
+ ,357.08
+ ,125.25
+ ,349.71
+ ,126.58
+ ,354.13
+ ,127.13
+ ,345.49
+ ,125.82
+ ,341.69
+ ,123.70
+ ,344.25
+ ,124.39
+ ,340.17
+ ,123.70
+ ,342.47
+ ,124.42
+ ,344.43
+ ,121.05
+ ,333.23
+ ,121.02
+ ,339.72
+ ,123.23
+ ,342.61
+ ,121.32
+ ,346.36
+ ,120.91
+ ,339.09
+ ,120.72
+ ,339.73
+ ,123.31
+ ,341.12
+ ,119.58
+ ,335.94
+ ,119.53
+ ,333.46
+ ,120.59
+ ,335.66
+ ,118.63
+ ,341.12
+ ,118.47
+ ,342.21
+ ,111.81
+ ,342.62
+ ,114.71
+ ,346.06
+ ,117.34
+ ,344.43
+ ,115.77
+ ,346.65
+ ,118.38
+ ,343.74
+ ,117.84
+ ,335.67
+ ,118.83
+ ,342.75
+ ,120.02
+ ,341.77
+ ,116.21
+ ,345.84
+ ,117.08
+ ,346.52
+ ,120.20
+ ,350.79
+ ,119.83
+ ,345.44
+ ,118.92
+ ,345.87
+ ,118.03
+ ,338.48
+ ,117.71
+ ,337.21
+ ,119.55
+ ,340.81
+ ,116.13
+ ,339.86
+ ,115.97
+ ,342.86
+ ,115.99
+ ,343.33
+ ,114.96
+ ,341.73
+ ,116.46
+ ,351.38
+ ,116.55
+ ,351.13
+ ,113.05
+ ,345.99
+ ,117.44
+ ,347.55
+ ,118.84
+ ,346.02
+ ,117.06
+ ,345.29
+ ,117.54
+ ,347.03
+ ,119.31
+ ,348.01
+ ,118.72
+ ,345.48
+ ,121.55
+ ,349.40
+ ,122.61
+ ,351.05
+ ,121.53
+ ,349.70
+ ,123.31
+ ,350.86
+ ,124.07
+ ,354.45
+ ,123.59
+ ,355.30
+ ,122.97
+ ,357.48
+ ,123.22
+ ,355.24
+ ,123.04
+ ,351.79
+ ,122.96
+ ,355.22
+ ,122.81
+ ,351.02
+ ,122.81
+ ,350.28
+ ,122.62
+ ,350.17
+ ,120.82
+ ,348.16
+ ,119.41
+ ,340.30
+ ,121.56
+ ,343.75
+ ,121.59
+ ,344.71
+ ,118.50
+ ,344.13
+ ,118.77
+ ,342.14
+ ,118.86
+ ,345.04
+ ,117.60
+ ,346.02
+ ,119.90
+ ,346.43
+ ,121.83
+ ,347.07
+ ,121.84
+ ,339.33
+ ,122.12
+ ,339.10
+ ,122.12
+ ,337.19
+ ,121.36
+ ,339.58
+ ,119.66
+ ,327.85
+ ,119.32
+ ,326.81
+ ,120.36
+ ,321.73
+ ,117.06
+ ,320.45
+ ,117.48
+ ,327.69
+ ,115.60
+ ,323.95
+ ,113.86
+ ,320.47
+ ,116.92
+ ,322.13
+ ,117.75
+ ,316.34
+ ,117.75
+ ,314.78
+ ,115.31
+ ,308.90
+ ,116.28
+ ,308.62
+ ,115.22
+ ,314.41
+ ,115.65
+ ,306.88
+ ,115.11
+ ,310.60
+ ,118.67
+ ,321.60
+ ,118.04
+ ,321.50
+ ,116.50
+ ,325.68
+ ,119.78
+ ,324.35
+ ,119.95
+ ,320.01
+ ,120.37
+ ,326.88
+ ,119.79
+ ,332.39
+ ,119.43
+ ,331.48
+ ,121.06
+ ,332.62
+ ,121.74
+ ,324.79
+ ,121.09
+ ,327.12
+ ,122.97
+ ,328.91
+ ,120.50
+ ,328.37
+ ,117.18
+ ,324.83
+ ,115.03
+ ,325.90
+ ,113.36
+ ,326.18
+ ,112.59
+ ,328.94
+ ,111.65
+ ,333.78
+ ,111.98
+ ,328.06
+ ,114.87
+ ,325.87
+ ,114.67
+ ,325.41
+ ,114.09
+ ,318.86
+ ,114.77
+ ,319.13
+ ,117.05
+ ,310.16
+ ,117.22
+ ,311.73
+ ,113.18
+ ,306.54
+ ,110.95
+ ,311.16
+ ,112.14
+ ,311.98
+ ,112.72
+ ,306.72
+ ,110.01
+ ,308.05
+ ,110.29
+ ,300.76
+ ,110.74
+ ,301.90
+ ,110.32
+ ,293.09
+ ,105.89
+ ,292.76
+ ,108.97
+ ,294.58
+ ,109.34
+ ,289.90
+ ,106.57
+ ,296.69
+ ,99.49
+ ,297.21
+ ,101.81
+ ,293.31
+ ,104.29
+ ,296.25
+ ,109.73
+ ,298.60
+ ,105.06
+ ,296.87
+ ,107.97
+ ,301.02
+ ,108.13
+ ,304.73
+ ,109.86
+ ,301.92
+ ,108.95
+ ,295.72
+ ,111.20
+ ,293.18
+ ,110.69
+ ,298.35
+ ,106.10
+ ,297.99
+ ,105.68
+ ,299.85
+ ,104.12
+ ,299.85
+ ,104.71
+ ,304.45
+ ,104.30
+ ,299.45
+ ,103.52
+ ,298.14
+ ,107.76
+ ,298.78
+ ,107.80
+ ,297.02
+ ,107.30
+ ,301.33
+ ,108.64
+ ,294.96
+ ,105.03
+ ,296.69
+ ,108.30
+ ,300.73
+ ,107.21
+ ,301.96
+ ,109.27
+ ,297.38
+ ,109.50
+ ,293.87
+ ,111.68
+ ,285.96
+ ,111.80
+ ,285.41
+ ,111.75
+ ,283.70
+ ,106.68
+ ,284.76
+ ,106.37
+ ,277.11
+ ,105.76
+ ,274.73
+ ,109.01
+ ,274.73
+ ,109.01
+ ,274.73
+ ,109.01
+ ,274.73
+ ,109.01
+ ,274.69
+ ,107.69
+ ,275.42
+ ,105.19
+ ,264.15
+ ,105.48
+ ,276.24
+ ,102.22
+ ,268.88
+ ,100.54
+ ,277.97
+ ,105.00
+ ,280.49
+ ,105.44
+ ,281.09
+ ,107.89
+ ,276.16
+ ,108.64
+ ,272.58
+ ,106.70
+ ,270.94
+ ,109.10
+ ,284.31
+ ,105.23
+ ,283.94
+ ,108.41
+ ,284.18
+ ,108.80
+ ,282.83
+ ,110.39
+ ,283.84
+ ,110.22
+ ,282.71
+ ,110.86
+ ,279.29
+ ,108.58
+ ,280.70
+ ,107.70
+ ,274.47
+ ,106.62
+ ,273.44
+ ,109.84
+ ,275.49
+ ,107.16
+ ,279.46
+ ,107.26
+ ,280.19
+ ,108.70
+ ,288.21
+ ,109.85
+ ,284.80
+ ,109.41
+ ,281.41
+ ,112.36
+ ,283.39
+ ,111.03
+ ,287.97
+ ,110.67
+ ,290.77
+ ,109.21
+ ,290.60
+ ,113.58
+ ,289.67
+ ,113.88
+ ,289.84
+ ,114.08
+ ,298.55
+ ,112.33
+ ,296.07
+ ,113.92
+ ,297.14
+ ,114.41
+ ,295.34
+ ,114.57
+ ,296.25
+ ,115.35
+ ,294.30
+ ,113.13
+ ,296.15
+ ,113.29
+ ,296.49
+ ,112.56
+ ,298.05
+ ,113.06
+ ,301.03
+ ,113.46
+ ,300.52
+ ,115.39
+ ,301.50
+ ,116.62
+ ,296.93
+ ,117.04
+ ,289.84
+ ,117.42
+ ,291.44
+ ,115.62
+ ,286.88
+ ,115.16
+ ,286.74
+ ,115.69
+ ,288.93
+ ,112.85
+ ,292.19
+ ,114.05
+ ,295.39
+ ,112.00
+ ,295.86
+ ,113.74
+ ,293.36
+ ,116.26
+ ,292.86
+ ,118.63
+ ,292.73
+ ,116.49
+ ,296.73
+ ,118.23
+ ,285.02
+ ,116.83
+ ,285.24
+ ,118.82
+ ,288.62
+ ,114.36
+ ,283.36
+ ,112.02
+ ,285.84
+ ,113.24
+ ,291.48
+ ,109.75
+ ,291.41
+ ,110.33
+ ,287.77
+ ,112.86
+ ,284.97
+ ,113.04
+ ,286.05
+ ,113.80
+ ,278.19
+ ,110.90
+ ,281.21
+ ,109.96
+ ,277.92
+ ,108.69
+ ,280.08
+ ,108.84
+ ,269.24
+ ,108.47
+ ,268.48
+ ,108.07
+ ,268.83
+ ,107.94
+ ,269.54
+ ,108.11
+ ,262.37
+ ,108.11
+ ,265.12
+ ,106.81
+ ,265.34
+ ,105.58
+ ,263.32
+ ,105.61
+ ,267.18
+ ,106.52
+ ,260.75
+ ,103.86
+ ,261.78
+ ,104.60
+ ,257.27
+ ,104.73
+ ,255.63
+ ,105.12
+ ,251.39
+ ,104.76
+ ,259.49
+ ,103.85
+ ,261.18
+ ,103.83
+ ,261.65
+ ,103.22
+ ,262.01
+ ,101.64
+ ,265.23
+ ,102.13
+ ,268.10
+ ,104.33
+ ,262.27
+ ,104.92
+ ,263.59
+ ,107.78
+ ,257.85
+ ,104.49
+ ,265.69
+ ,102.80
+ ,271.15
+ ,102.86
+ ,266.69
+ ,104.51
+ ,265.77
+ ,104.73
+ ,262.32
+ ,102.58
+ ,270.48
+ ,99.93
+ ,273.03
+ ,101.41
+ ,269.13
+ ,101.05
+ ,280.65
+ ,99.86
+ ,282.75
+ ,101.11
+ ,281.44
+ ,100.89
+ ,281.99
+ ,101.09
+ ,282.86
+ ,98.31
+ ,287.21
+ ,98.08
+ ,283.11
+ ,99.55
+ ,280.66
+ ,99.62
+ ,282.39
+ ,97.37
+ ,280.83
+ ,98.16
+ ,284.71
+ ,97.98
+ ,279.99
+ ,98.15
+ ,283.50
+ ,97.10
+ ,284.88
+ ,97.24
+ ,288.60
+ ,96.70
+ ,284.80
+ ,96.64
+ ,287.20
+ ,100.65
+ ,286.22
+ ,96.75
+ ,286.54
+ ,97.74
+ ,279.58
+ ,97.92
+ ,283.08
+ ,98.34
+ ,288.88
+ ,93.84
+ ,280.18
+ ,97.80
+ ,284.16
+ ,96.20
+ ,290.57
+ ,95.99
+ ,286.82
+ ,95.18
+ ,273.00
+ ,95.95
+ ,278.69
+ ,92.23
+ ,264.54
+ ,91.78
+ ,271.92
+ ,92.97
+ ,283.60
+ ,89.76
+ ,269.25
+ ,92.88
+ ,263.58
+ ,96.23
+ ,264.16
+ ,95.79
+ ,268.85
+ ,93.97
+ ,269.67
+ ,93.90
+ ,249.41
+ ,93.60
+ ,268.99
+ ,93.96
+ ,268.65
+ ,88.69
+ ,260.16
+ ,88.57
+ ,256.55
+ ,85.62
+ ,251.47
+ ,86.25
+ ,234.93
+ ,85.33
+ ,232.96
+ ,83.33
+ ,215.49
+ ,77.78
+ ,213.68
+ ,78.70
+ ,236.07
+ ,72.05
+ ,235.41
+ ,80.75
+ ,214.77
+ ,81.41
+ ,225.85
+ ,82.65
+ ,224.64
+ ,75.85
+ ,238.26
+ ,75.70
+ ,232.44
+ ,78.25
+ ,222.50
+ ,77.41
+ ,225.28
+ ,76.84
+ ,220.49
+ ,74.25
+ ,216.86
+ ,74.95
+ ,234.70
+ ,68.78
+ ,230.06
+ ,73.21
+ ,238.27
+ ,73.26
+ ,238.56
+ ,78.67
+ ,242.70
+ ,75.63
+ ,249.14
+ ,74.99
+ ,234.89
+ ,83.87
+ ,227.78
+ ,79.62
+ ,234.04
+ ,80.13
+ ,230.70
+ ,79.76
+ ,230.17
+ ,78.20
+ ,218.23
+ ,78.05
+ ,232.20
+ ,79.05
+ ,220.76
+ ,73.32
+ ,215.60
+ ,75.17
+ ,217.69
+ ,73.26
+ ,204.35
+ ,73.72
+ ,191.44
+ ,73.57
+ ,203.84
+ ,70.60
+ ,211.86
+ ,71.25
+ ,210.57
+ ,74.22
+ ,219.57
+ ,73.32
+ ,219.98
+ ,73.01
+ ,226.01
+ ,74.21
+ ,207.04
+ ,75.32
+ ,212.52
+ ,71.73
+ ,217.92
+ ,71.94
+ ,210.45
+ ,72.94
+ ,218.53
+ ,72.47
+ ,223.32
+ ,71.94
+ ,218.76
+ ,74.30
+ ,217.63
+ ,74.30)
+ ,dim=c(2
+ ,395)
+ ,dimnames=list(c('Amerika'
+ ,'Japan')
+ ,1:395))
> y <- array(NA,dim=c(2,395),dimnames=list(c('Amerika','Japan'),1:395))
> 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)
> 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
Amerika Japan
1 358.59 122.36
2 362.96 123.33
3 362.42 123.04
4 364.97 124.53
5 364.04 125.13
6 361.06 125.85
7 358.48 126.50
8 352.96 126.53
9 359.59 127.07
10 360.39 124.55
11 357.40 124.90
12 362.93 124.32
13 364.55 122.84
14 365.73 123.31
15 364.70 123.31
16 364.65 124.87
17 359.43 124.64
18 362.14 124.73
19 356.97 124.90
20 354.82 124.04
21 353.17 123.28
22 357.06 123.86
23 356.18 122.29
24 355.01 124.09
25 355.65 124.54
26 357.31 125.65
27 357.07 125.70
28 357.91 125.53
29 358.48 125.61
30 358.97 125.55
31 351.77 125.41
32 352.16 127.60
33 359.08 124.68
34 360.35 124.41
35 359.53 126.43
36 359.30 126.38
37 358.41 125.78
38 359.68 124.70
39 355.31 125.07
40 357.08 125.25
41 349.71 126.58
42 354.13 127.13
43 345.49 125.82
44 341.69 123.70
45 344.25 124.39
46 340.17 123.70
47 342.47 124.42
48 344.43 121.05
49 333.23 121.02
50 339.72 123.23
51 342.61 121.32
52 346.36 120.91
53 339.09 120.72
54 339.73 123.31
55 341.12 119.58
56 335.94 119.53
57 333.46 120.59
58 335.66 118.63
59 341.12 118.47
60 342.21 111.81
61 342.62 114.71
62 346.06 117.34
63 344.43 115.77
64 346.65 118.38
65 343.74 117.84
66 335.67 118.83
67 342.75 120.02
68 341.77 116.21
69 345.84 117.08
70 346.52 120.20
71 350.79 119.83
72 345.44 118.92
73 345.87 118.03
74 338.48 117.71
75 337.21 119.55
76 340.81 116.13
77 339.86 115.97
78 342.86 115.99
79 343.33 114.96
80 341.73 116.46
81 351.38 116.55
82 351.13 113.05
83 345.99 117.44
84 347.55 118.84
85 346.02 117.06
86 345.29 117.54
87 347.03 119.31
88 348.01 118.72
89 345.48 121.55
90 349.40 122.61
91 351.05 121.53
92 349.70 123.31
93 350.86 124.07
94 354.45 123.59
95 355.30 122.97
96 357.48 123.22
97 355.24 123.04
98 351.79 122.96
99 355.22 122.81
100 351.02 122.81
101 350.28 122.62
102 350.17 120.82
103 348.16 119.41
104 340.30 121.56
105 343.75 121.59
106 344.71 118.50
107 344.13 118.77
108 342.14 118.86
109 345.04 117.60
110 346.02 119.90
111 346.43 121.83
112 347.07 121.84
113 339.33 122.12
114 339.10 122.12
115 337.19 121.36
116 339.58 119.66
117 327.85 119.32
118 326.81 120.36
119 321.73 117.06
120 320.45 117.48
121 327.69 115.60
122 323.95 113.86
123 320.47 116.92
124 322.13 117.75
125 316.34 117.75
126 314.78 115.31
127 308.90 116.28
128 308.62 115.22
129 314.41 115.65
130 306.88 115.11
131 310.60 118.67
132 321.60 118.04
133 321.50 116.50
134 325.68 119.78
135 324.35 119.95
136 320.01 120.37
137 326.88 119.79
138 332.39 119.43
139 331.48 121.06
140 332.62 121.74
141 324.79 121.09
142 327.12 122.97
143 328.91 120.50
144 328.37 117.18
145 324.83 115.03
146 325.90 113.36
147 326.18 112.59
148 328.94 111.65
149 333.78 111.98
150 328.06 114.87
151 325.87 114.67
152 325.41 114.09
153 318.86 114.77
154 319.13 117.05
155 310.16 117.22
156 311.73 113.18
157 306.54 110.95
158 311.16 112.14
159 311.98 112.72
160 306.72 110.01
161 308.05 110.29
162 300.76 110.74
163 301.90 110.32
164 293.09 105.89
165 292.76 108.97
166 294.58 109.34
167 289.90 106.57
168 296.69 99.49
169 297.21 101.81
170 293.31 104.29
171 296.25 109.73
172 298.60 105.06
173 296.87 107.97
174 301.02 108.13
175 304.73 109.86
176 301.92 108.95
177 295.72 111.20
178 293.18 110.69
179 298.35 106.10
180 297.99 105.68
181 299.85 104.12
182 299.85 104.71
183 304.45 104.30
184 299.45 103.52
185 298.14 107.76
186 298.78 107.80
187 297.02 107.30
188 301.33 108.64
189 294.96 105.03
190 296.69 108.30
191 300.73 107.21
192 301.96 109.27
193 297.38 109.50
194 293.87 111.68
195 285.96 111.80
196 285.41 111.75
197 283.70 106.68
198 284.76 106.37
199 277.11 105.76
200 274.73 109.01
201 274.73 109.01
202 274.73 109.01
203 274.73 109.01
204 274.69 107.69
205 275.42 105.19
206 264.15 105.48
207 276.24 102.22
208 268.88 100.54
209 277.97 105.00
210 280.49 105.44
211 281.09 107.89
212 276.16 108.64
213 272.58 106.70
214 270.94 109.10
215 284.31 105.23
216 283.94 108.41
217 284.18 108.80
218 282.83 110.39
219 283.84 110.22
220 282.71 110.86
221 279.29 108.58
222 280.70 107.70
223 274.47 106.62
224 273.44 109.84
225 275.49 107.16
226 279.46 107.26
227 280.19 108.70
228 288.21 109.85
229 284.80 109.41
230 281.41 112.36
231 283.39 111.03
232 287.97 110.67
233 290.77 109.21
234 290.60 113.58
235 289.67 113.88
236 289.84 114.08
237 298.55 112.33
238 296.07 113.92
239 297.14 114.41
240 295.34 114.57
241 296.25 115.35
242 294.30 113.13
243 296.15 113.29
244 296.49 112.56
245 298.05 113.06
246 301.03 113.46
247 300.52 115.39
248 301.50 116.62
249 296.93 117.04
250 289.84 117.42
251 291.44 115.62
252 286.88 115.16
253 286.74 115.69
254 288.93 112.85
255 292.19 114.05
256 295.39 112.00
257 295.86 113.74
258 293.36 116.26
259 292.86 118.63
260 292.73 116.49
261 296.73 118.23
262 285.02 116.83
263 285.24 118.82
264 288.62 114.36
265 283.36 112.02
266 285.84 113.24
267 291.48 109.75
268 291.41 110.33
269 287.77 112.86
270 284.97 113.04
271 286.05 113.80
272 278.19 110.90
273 281.21 109.96
274 277.92 108.69
275 280.08 108.84
276 269.24 108.47
277 268.48 108.07
278 268.83 107.94
279 269.54 108.11
280 262.37 108.11
281 265.12 106.81
282 265.34 105.58
283 263.32 105.61
284 267.18 106.52
285 260.75 103.86
286 261.78 104.60
287 257.27 104.73
288 255.63 105.12
289 251.39 104.76
290 259.49 103.85
291 261.18 103.83
292 261.65 103.22
293 262.01 101.64
294 265.23 102.13
295 268.10 104.33
296 262.27 104.92
297 263.59 107.78
298 257.85 104.49
299 265.69 102.80
300 271.15 102.86
301 266.69 104.51
302 265.77 104.73
303 262.32 102.58
304 270.48 99.93
305 273.03 101.41
306 269.13 101.05
307 280.65 99.86
308 282.75 101.11
309 281.44 100.89
310 281.99 101.09
311 282.86 98.31
312 287.21 98.08
313 283.11 99.55
314 280.66 99.62
315 282.39 97.37
316 280.83 98.16
317 284.71 97.98
318 279.99 98.15
319 283.50 97.10
320 284.88 97.24
321 288.60 96.70
322 284.80 96.64
323 287.20 100.65
324 286.22 96.75
325 286.54 97.74
326 279.58 97.92
327 283.08 98.34
328 288.88 93.84
329 280.18 97.80
330 284.16 96.20
331 290.57 95.99
332 286.82 95.18
333 273.00 95.95
334 278.69 92.23
335 264.54 91.78
336 271.92 92.97
337 283.60 89.76
338 269.25 92.88
339 263.58 96.23
340 264.16 95.79
341 268.85 93.97
342 269.67 93.90
343 249.41 93.60
344 268.99 93.96
345 268.65 88.69
346 260.16 88.57
347 256.55 85.62
348 251.47 86.25
349 234.93 85.33
350 232.96 83.33
351 215.49 77.78
352 213.68 78.70
353 236.07 72.05
354 235.41 80.75
355 214.77 81.41
356 225.85 82.65
357 224.64 75.85
358 238.26 75.70
359 232.44 78.25
360 222.50 77.41
361 225.28 76.84
362 220.49 74.25
363 216.86 74.95
364 234.70 68.78
365 230.06 73.21
366 238.27 73.26
367 238.56 78.67
368 242.70 75.63
369 249.14 74.99
370 234.89 83.87
371 227.78 79.62
372 234.04 80.13
373 230.70 79.76
374 230.17 78.20
375 218.23 78.05
376 232.20 79.05
377 220.76 73.32
378 215.60 75.17
379 217.69 73.26
380 204.35 73.72
381 191.44 73.57
382 203.84 70.60
383 211.86 71.25
384 210.57 74.22
385 219.57 73.32
386 219.98 73.01
387 226.01 74.21
388 207.04 75.32
389 212.52 71.73
390 217.92 71.94
391 210.45 72.94
392 218.53 72.47
393 223.32 71.94
394 218.76 74.30
395 217.63 74.30
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Japan
20.38 2.58
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-41.693 -14.157 2.634 13.726 39.084
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 20.37859 6.51316 3.129 0.00189 **
Japan 2.57999 0.05966 43.247 < 2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 17.44 on 393 degrees of freedom
Multiple R-squared: 0.8264, Adjusted R-squared: 0.8259
F-statistic: 1870 on 1 and 393 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,] 8.711008e-04 1.742202e-03 9.991289e-01
[2,] 6.007551e-04 1.201510e-03 9.993992e-01
[3,] 2.989529e-04 5.979058e-04 9.997010e-01
[4,] 4.832699e-04 9.665399e-04 9.995167e-01
[5,] 9.977157e-05 1.995431e-04 9.999002e-01
[6,] 1.898875e-05 3.797750e-05 9.999810e-01
[7,] 5.108303e-06 1.021661e-05 9.999949e-01
[8,] 1.128474e-06 2.256949e-06 9.999989e-01
[9,] 2.467944e-07 4.935887e-07 9.999998e-01
[10,] 7.465245e-08 1.493049e-07 9.999999e-01
[11,] 1.599339e-08 3.198677e-08 1.000000e+00
[12,] 5.537740e-09 1.107548e-08 1.000000e+00
[13,] 1.186246e-09 2.372492e-09 1.000000e+00
[14,] 2.151169e-10 4.302337e-10 1.000000e+00
[15,] 8.692572e-11 1.738514e-10 1.000000e+00
[16,] 1.547985e-10 3.095970e-10 1.000000e+00
[17,] 5.732088e-10 1.146418e-09 1.000000e+00
[18,] 2.107379e-10 4.214758e-10 1.000000e+00
[19,] 1.222568e-10 2.445137e-10 1.000000e+00
[20,] 6.415666e-11 1.283133e-10 1.000000e+00
[21,] 2.515222e-11 5.030443e-11 1.000000e+00
[22,] 6.478621e-12 1.295724e-11 1.000000e+00
[23,] 1.662421e-12 3.324842e-12 1.000000e+00
[24,] 3.904605e-13 7.809211e-13 1.000000e+00
[25,] 8.758702e-14 1.751740e-13 1.000000e+00
[26,] 1.928715e-14 3.857430e-14 1.000000e+00
[27,] 2.256489e-14 4.512978e-14 1.000000e+00
[28,] 9.302329e-15 1.860466e-14 1.000000e+00
[29,] 2.154743e-15 4.309486e-15 1.000000e+00
[30,] 5.170367e-16 1.034073e-15 1.000000e+00
[31,] 1.339492e-16 2.678984e-16 1.000000e+00
[32,] 3.261546e-17 6.523093e-17 1.000000e+00
[33,] 7.148467e-18 1.429693e-17 1.000000e+00
[34,] 1.602782e-18 3.205563e-18 1.000000e+00
[35,] 5.442434e-19 1.088487e-18 1.000000e+00
[36,] 1.275867e-19 2.551734e-19 1.000000e+00
[37,] 1.958909e-19 3.917818e-19 1.000000e+00
[38,] 4.807115e-20 9.614229e-20 1.000000e+00
[39,] 9.645108e-19 1.929022e-18 1.000000e+00
[40,] 4.573342e-16 9.146684e-16 1.000000e+00
[41,] 4.451134e-15 8.902269e-15 1.000000e+00
[42,] 1.664614e-13 3.329227e-13 1.000000e+00
[43,] 8.088942e-13 1.617788e-12 1.000000e+00
[44,] 1.973822e-12 3.947643e-12 1.000000e+00
[45,] 4.797052e-11 9.594103e-11 1.000000e+00
[46,] 1.106077e-10 2.212154e-10 1.000000e+00
[47,] 8.659815e-11 1.731963e-10 1.000000e+00
[48,] 4.307349e-11 8.614697e-11 1.000000e+00
[49,] 3.848195e-11 7.696390e-11 1.000000e+00
[50,] 5.702301e-11 1.140460e-10 1.000000e+00
[51,] 2.897938e-11 5.795877e-11 1.000000e+00
[52,] 2.051290e-11 4.102581e-11 1.000000e+00
[53,] 2.417632e-11 4.835265e-11 1.000000e+00
[54,] 1.213363e-11 2.426726e-11 1.000000e+00
[55,] 5.791275e-12 1.158255e-11 1.000000e+00
[56,] 1.865440e-11 3.730879e-11 1.000000e+00
[57,] 1.353141e-11 2.706282e-11 1.000000e+00
[58,] 8.117367e-12 1.623473e-11 1.000000e+00
[59,] 5.253354e-12 1.050671e-11 1.000000e+00
[60,] 2.838173e-12 5.676346e-12 1.000000e+00
[61,] 1.443793e-12 2.887586e-12 1.000000e+00
[62,] 1.191279e-12 2.382557e-12 1.000000e+00
[63,] 6.320007e-13 1.264001e-12 1.000000e+00
[64,] 3.400292e-13 6.800584e-13 1.000000e+00
[65,] 2.097151e-13 4.194302e-13 1.000000e+00
[66,] 1.044047e-13 2.088094e-13 1.000000e+00
[67,] 6.395142e-14 1.279028e-13 1.000000e+00
[68,] 3.279166e-14 6.558332e-14 1.000000e+00
[69,] 1.821375e-14 3.642749e-14 1.000000e+00
[70,] 1.035876e-14 2.071752e-14 1.000000e+00
[71,] 8.520942e-15 1.704188e-14 1.000000e+00
[72,] 4.603717e-15 9.207433e-15 1.000000e+00
[73,] 2.457809e-15 4.915618e-15 1.000000e+00
[74,] 1.503143e-15 3.006285e-15 1.000000e+00
[75,] 1.123299e-15 2.246598e-15 1.000000e+00
[76,] 6.253457e-16 1.250691e-15 1.000000e+00
[77,] 9.855645e-16 1.971129e-15 1.000000e+00
[78,] 4.740375e-15 9.480750e-15 1.000000e+00
[79,] 3.074710e-15 6.149420e-15 1.000000e+00
[80,] 1.911410e-15 3.822820e-15 1.000000e+00
[81,] 1.323173e-15 2.646346e-15 1.000000e+00
[82,] 8.481809e-16 1.696362e-15 1.000000e+00
[83,] 5.156438e-16 1.031288e-15 1.000000e+00
[84,] 3.482083e-16 6.964165e-16 1.000000e+00
[85,] 2.210833e-16 4.421666e-16 1.000000e+00
[86,] 1.281834e-16 2.563669e-16 1.000000e+00
[87,] 8.022147e-17 1.604429e-16 1.000000e+00
[88,] 4.743788e-17 9.487575e-17 1.000000e+00
[89,] 2.784898e-17 5.569796e-17 1.000000e+00
[90,] 1.767480e-17 3.534959e-17 1.000000e+00
[91,] 1.302785e-17 2.605569e-17 1.000000e+00
[92,] 1.171858e-17 2.343715e-17 1.000000e+00
[93,] 8.849872e-18 1.769974e-17 1.000000e+00
[94,] 5.706951e-18 1.141390e-17 1.000000e+00
[95,] 4.642839e-18 9.285677e-18 1.000000e+00
[96,] 3.084186e-18 6.168372e-18 1.000000e+00
[97,] 2.081008e-18 4.162015e-18 1.000000e+00
[98,] 1.616722e-18 3.233444e-18 1.000000e+00
[99,] 1.338121e-18 2.676243e-18 1.000000e+00
[100,] 1.776120e-18 3.552240e-18 1.000000e+00
[101,] 1.580322e-18 3.160644e-18 1.000000e+00
[102,] 1.309144e-18 2.618287e-18 1.000000e+00
[103,] 1.086676e-18 2.173352e-18 1.000000e+00
[104,] 9.415539e-19 1.883108e-18 1.000000e+00
[105,] 9.401991e-19 1.880398e-18 1.000000e+00
[106,] 8.294044e-19 1.658809e-18 1.000000e+00
[107,] 7.324072e-19 1.464814e-18 1.000000e+00
[108,] 6.526881e-19 1.305376e-18 1.000000e+00
[109,] 1.288361e-18 2.576723e-18 1.000000e+00
[110,] 2.564413e-18 5.128825e-18 1.000000e+00
[111,] 5.720312e-18 1.144062e-17 1.000000e+00
[112,] 6.918343e-18 1.383669e-17 1.000000e+00
[113,] 5.735668e-17 1.147134e-16 1.000000e+00
[114,] 7.360252e-16 1.472050e-15 1.000000e+00
[115,] 6.861864e-15 1.372373e-14 1.000000e+00
[116,] 7.295425e-14 1.459085e-13 1.000000e+00
[117,] 1.141493e-13 2.282986e-13 1.000000e+00
[118,] 1.836853e-13 3.673707e-13 1.000000e+00
[119,] 9.390724e-13 1.878145e-12 1.000000e+00
[120,] 3.861462e-12 7.722925e-12 1.000000e+00
[121,] 3.847091e-11 7.694182e-11 1.000000e+00
[122,] 1.561225e-10 3.122451e-10 1.000000e+00
[123,] 1.939581e-09 3.879163e-09 1.000000e+00
[124,] 1.100335e-08 2.200671e-08 1.000000e+00
[125,] 2.591567e-08 5.183134e-08 1.000000e+00
[126,] 1.133773e-07 2.267545e-07 9.999999e-01
[127,] 7.547912e-07 1.509582e-06 9.999992e-01
[128,] 1.121499e-06 2.242998e-06 9.999989e-01
[129,] 1.317149e-06 2.634299e-06 9.999987e-01
[130,] 1.925387e-06 3.850773e-06 9.999981e-01
[131,] 3.067941e-06 6.135882e-06 9.999969e-01
[132,] 7.089843e-06 1.417969e-05 9.999929e-01
[133,] 9.041972e-06 1.808394e-05 9.999910e-01
[134,] 9.714044e-06 1.942809e-05 9.999903e-01
[135,] 1.190562e-05 2.381123e-05 9.999881e-01
[136,] 1.496701e-05 2.993402e-05 9.999850e-01
[137,] 2.453651e-05 4.907302e-05 9.999755e-01
[138,] 4.556800e-05 9.113599e-05 9.999544e-01
[139,] 5.535329e-05 1.107066e-04 9.999446e-01
[140,] 5.853560e-05 1.170712e-04 9.999415e-01
[141,] 6.112440e-05 1.222488e-04 9.999389e-01
[142,] 7.087623e-05 1.417525e-04 9.999291e-01
[143,] 8.968852e-05 1.793770e-04 9.999103e-01
[144,] 1.488927e-04 2.977854e-04 9.998511e-01
[145,] 3.341354e-04 6.682707e-04 9.996659e-01
[146,] 4.103562e-04 8.207124e-04 9.995896e-01
[147,] 4.887290e-04 9.774581e-04 9.995113e-01
[148,] 5.976182e-04 1.195236e-03 9.994024e-01
[149,] 6.855222e-04 1.371044e-03 9.993145e-01
[150,] 8.758073e-04 1.751615e-03 9.991242e-01
[151,] 1.574720e-03 3.149440e-03 9.984253e-01
[152,] 1.760100e-03 3.520200e-03 9.982399e-01
[153,] 1.871477e-03 3.742955e-03 9.981285e-01
[154,] 1.993951e-03 3.987902e-03 9.980060e-01
[155,] 2.147150e-03 4.294300e-03 9.978529e-01
[156,] 2.187651e-03 4.375302e-03 9.978123e-01
[157,] 2.245386e-03 4.490773e-03 9.977546e-01
[158,] 2.480335e-03 4.960670e-03 9.975197e-01
[159,] 2.570074e-03 5.140149e-03 9.974299e-01
[160,] 2.380031e-03 4.760063e-03 9.976200e-01
[161,] 2.633791e-03 5.267581e-03 9.973662e-01
[162,] 2.791730e-03 5.583460e-03 9.972083e-01
[163,] 2.624809e-03 5.249617e-03 9.973752e-01
[164,] 4.314341e-03 8.628682e-03 9.956857e-01
[165,] 5.186671e-03 1.037334e-02 9.948133e-01
[166,] 4.829030e-03 9.658060e-03 9.951710e-01
[167,] 5.139213e-03 1.027843e-02 9.948608e-01
[168,] 5.188087e-03 1.037617e-02 9.948119e-01
[169,] 5.007473e-03 1.001495e-02 9.949925e-01
[170,] 4.904952e-03 9.809904e-03 9.950950e-01
[171,] 4.967389e-03 9.934779e-03 9.950326e-01
[172,] 4.925473e-03 9.850947e-03 9.950745e-01
[173,] 5.858080e-03 1.171616e-02 9.941419e-01
[174,] 7.001505e-03 1.400301e-02 9.929985e-01
[175,] 6.923828e-03 1.384766e-02 9.930762e-01
[176,] 6.935165e-03 1.387033e-02 9.930648e-01
[177,] 8.193602e-03 1.638720e-02 9.918064e-01
[178,] 9.262258e-03 1.852452e-02 9.907377e-01
[179,] 1.330346e-02 2.660691e-02 9.866965e-01
[180,] 1.633026e-02 3.266052e-02 9.836697e-01
[181,] 1.632742e-02 3.265484e-02 9.836726e-01
[182,] 1.644995e-02 3.289990e-02 9.835501e-01
[183,] 1.637215e-02 3.274430e-02 9.836278e-01
[184,] 1.697299e-02 3.394599e-02 9.830270e-01
[185,] 1.714424e-02 3.428848e-02 9.828558e-01
[186,] 1.728706e-02 3.457412e-02 9.827129e-01
[187,] 1.851359e-02 3.702719e-02 9.814864e-01
[188,] 1.957298e-02 3.914596e-02 9.804270e-01
[189,] 2.039277e-02 4.078554e-02 9.796072e-01
[190,] 2.534277e-02 5.068554e-02 9.746572e-01
[191,] 4.063236e-02 8.126472e-02 9.593676e-01
[192,] 6.166290e-02 1.233258e-01 9.383371e-01
[193,] 6.216698e-02 1.243340e-01 9.378330e-01
[194,] 6.069873e-02 1.213975e-01 9.393013e-01
[195,] 6.424577e-02 1.284915e-01 9.357542e-01
[196,] 9.649657e-02 1.929931e-01 9.035034e-01
[197,] 1.355463e-01 2.710927e-01 8.644537e-01
[198,] 1.801783e-01 3.603565e-01 8.198217e-01
[199,] 2.288317e-01 4.576635e-01 7.711683e-01
[200,] 2.579903e-01 5.159806e-01 7.420097e-01
[201,] 2.537518e-01 5.075036e-01 7.462482e-01
[202,] 3.053711e-01 6.107422e-01 6.946289e-01
[203,] 2.831813e-01 5.663625e-01 7.168187e-01
[204,] 2.614419e-01 5.228839e-01 7.385581e-01
[205,] 2.477698e-01 4.955396e-01 7.522302e-01
[206,] 2.331824e-01 4.663648e-01 7.668176e-01
[207,] 2.330412e-01 4.660825e-01 7.669588e-01
[208,] 2.586006e-01 5.172012e-01 7.413994e-01
[209,] 2.729231e-01 5.458461e-01 7.270769e-01
[210,] 3.372084e-01 6.744168e-01 6.627916e-01
[211,] 3.169115e-01 6.338230e-01 6.830885e-01
[212,] 3.092160e-01 6.184320e-01 6.907840e-01
[213,] 3.036466e-01 6.072933e-01 6.963534e-01
[214,] 3.186902e-01 6.373804e-01 6.813098e-01
[215,] 3.267173e-01 6.534346e-01 6.732827e-01
[216,] 3.466860e-01 6.933720e-01 6.533140e-01
[217,] 3.495326e-01 6.990652e-01 6.504674e-01
[218,] 3.387712e-01 6.775424e-01 6.612288e-01
[219,] 3.353745e-01 6.707491e-01 6.646255e-01
[220,] 3.846814e-01 7.693629e-01 6.153186e-01
[221,] 3.814021e-01 7.628041e-01 6.185979e-01
[222,] 3.670239e-01 7.340478e-01 6.329761e-01
[223,] 3.632336e-01 7.264671e-01 6.367664e-01
[224,] 3.503401e-01 7.006803e-01 6.496599e-01
[225,] 3.400761e-01 6.801521e-01 6.599239e-01
[226,] 3.803063e-01 7.606126e-01 6.196937e-01
[227,] 3.893153e-01 7.786306e-01 6.106847e-01
[228,] 3.801623e-01 7.603246e-01 6.198377e-01
[229,] 3.611527e-01 7.223055e-01 6.388473e-01
[230,] 3.739697e-01 7.479395e-01 6.260303e-01
[231,] 3.932886e-01 7.865771e-01 6.067114e-01
[232,] 4.136514e-01 8.273027e-01 5.863486e-01
[233,] 4.020821e-01 8.041641e-01 5.979179e-01
[234,] 4.009822e-01 8.019644e-01 5.990178e-01
[235,] 4.016143e-01 8.032287e-01 5.983857e-01
[236,] 4.069483e-01 8.138967e-01 5.930517e-01
[237,] 4.174412e-01 8.348824e-01 5.825588e-01
[238,] 4.109297e-01 8.218595e-01 5.890703e-01
[239,] 4.028821e-01 8.057642e-01 5.971179e-01
[240,] 3.908886e-01 7.817773e-01 6.091114e-01
[241,] 3.806088e-01 7.612175e-01 6.193912e-01
[242,] 3.723961e-01 7.447922e-01 6.276039e-01
[243,] 3.730282e-01 7.460563e-01 6.269718e-01
[244,] 3.814311e-01 7.628622e-01 6.185689e-01
[245,] 4.047068e-01 8.094135e-01 5.952932e-01
[246,] 4.649295e-01 9.298589e-01 5.350705e-01
[247,] 4.859847e-01 9.719694e-01 5.140153e-01
[248,] 5.187749e-01 9.624503e-01 4.812251e-01
[249,] 5.587856e-01 8.824288e-01 4.412144e-01
[250,] 5.531127e-01 8.937747e-01 4.468873e-01
[251,] 5.498300e-01 9.003400e-01 4.501700e-01
[252,] 5.320043e-01 9.359915e-01 4.679957e-01
[253,] 5.203474e-01 9.593052e-01 4.796526e-01
[254,] 5.352118e-01 9.295765e-01 4.647882e-01
[255,] 5.841670e-01 8.316661e-01 4.158330e-01
[256,] 6.004110e-01 7.991780e-01 3.995890e-01
[257,] 6.222304e-01 7.555392e-01 3.777696e-01
[258,] 6.736459e-01 6.527082e-01 3.263541e-01
[259,] 7.500259e-01 4.999482e-01 2.499741e-01
[260,] 7.509889e-01 4.980222e-01 2.490111e-01
[261,] 7.466170e-01 5.067659e-01 2.533830e-01
[262,] 7.449854e-01 5.100292e-01 2.550146e-01
[263,] 7.236860e-01 5.526281e-01 2.763140e-01
[264,] 7.016936e-01 5.966127e-01 2.983064e-01
[265,] 6.914784e-01 6.170431e-01 3.085216e-01
[266,] 6.891594e-01 6.216811e-01 3.108406e-01
[267,] 6.900908e-01 6.198185e-01 3.099092e-01
[268,] 6.893488e-01 6.213025e-01 3.106512e-01
[269,] 6.730624e-01 6.538752e-01 3.269376e-01
[270,] 6.558045e-01 6.883910e-01 3.441955e-01
[271,] 6.345609e-01 7.308781e-01 3.654391e-01
[272,] 6.446192e-01 7.107617e-01 3.553808e-01
[273,] 6.542751e-01 6.914498e-01 3.457249e-01
[274,] 6.617462e-01 6.765077e-01 3.382538e-01
[275,] 6.688094e-01 6.623812e-01 3.311906e-01
[276,] 7.137193e-01 5.725614e-01 2.862807e-01
[277,] 7.285254e-01 5.429493e-01 2.714746e-01
[278,] 7.317933e-01 5.364134e-01 2.682067e-01
[279,] 7.447301e-01 5.105398e-01 2.552699e-01
[280,] 7.519401e-01 4.961197e-01 2.480599e-01
[281,] 7.620070e-01 4.759860e-01 2.379930e-01
[282,] 7.761151e-01 4.477698e-01 2.238849e-01
[283,] 8.131493e-01 3.737014e-01 1.868507e-01
[284,] 8.607815e-01 2.784371e-01 1.392185e-01
[285,] 9.158137e-01 1.683726e-01 8.418629e-02
[286,] 9.310074e-01 1.379851e-01 6.899257e-02
[287,] 9.421669e-01 1.156662e-01 5.783310e-02
[288,] 9.501201e-01 9.975971e-02 4.987985e-02
[289,] 9.531646e-01 9.367080e-02 4.683540e-02
[290,] 9.542474e-01 9.150521e-02 4.575261e-02
[291,] 9.581007e-01 8.379855e-02 4.189928e-02
[292,] 9.719954e-01 5.600913e-02 2.800457e-02
[293,] 9.883181e-01 2.336380e-02 1.168190e-02
[294,] 9.955270e-01 8.946092e-03 4.473046e-03
[295,] 9.967687e-01 6.462523e-03 3.231262e-03
[296,] 9.971370e-01 5.726048e-03 2.863024e-03
[297,] 9.985420e-01 2.915952e-03 1.457976e-03
[298,] 9.994621e-01 1.075750e-03 5.378751e-04
[299,] 9.998163e-01 3.674673e-04 1.837336e-04
[300,] 9.998383e-01 3.233042e-04 1.616521e-04
[301,] 9.998673e-01 2.654244e-04 1.327122e-04
[302,] 9.999156e-01 1.688872e-04 8.444362e-05
[303,] 9.999070e-01 1.859049e-04 9.295245e-05
[304,] 9.998959e-01 2.081842e-04 1.040921e-04
[305,] 9.998856e-01 2.288664e-04 1.144332e-04
[306,] 9.998742e-01 2.515997e-04 1.257999e-04
[307,] 9.998655e-01 2.690717e-04 1.345358e-04
[308,] 9.998723e-01 2.554660e-04 1.277330e-04
[309,] 9.998509e-01 2.982182e-04 1.491091e-04
[310,] 9.998273e-01 3.454446e-04 1.727223e-04
[311,] 9.998134e-01 3.732631e-04 1.866316e-04
[312,] 9.997817e-01 4.365088e-04 2.182544e-04
[313,] 9.997579e-01 4.841572e-04 2.420786e-04
[314,] 9.997101e-01 5.797446e-04 2.898723e-04
[315,] 9.996831e-01 6.337284e-04 3.168642e-04
[316,] 9.996580e-01 6.839810e-04 3.419905e-04
[317,] 9.997005e-01 5.990372e-04 2.995186e-04
[318,] 9.996880e-01 6.239239e-04 3.119619e-04
[319,] 9.995940e-01 8.119249e-04 4.059624e-04
[320,] 9.995879e-01 8.242566e-04 4.121283e-04
[321,] 9.995377e-01 9.245989e-04 4.622994e-04
[322,] 9.993996e-01 1.200890e-03 6.004450e-04
[323,] 9.992333e-01 1.533440e-03 7.667201e-04
[324,] 9.995919e-01 8.161477e-04 4.080738e-04
[325,] 9.994584e-01 1.083199e-03 5.415993e-04
[326,] 9.994299e-01 1.140119e-03 5.700593e-04
[327,] 9.996144e-01 7.712625e-04 3.856312e-04
[328,] 9.997260e-01 5.479491e-04 2.739745e-04
[329,] 9.996191e-01 7.618461e-04 3.809230e-04
[330,] 9.997288e-01 5.424858e-04 2.712429e-04
[331,] 9.996391e-01 7.217023e-04 3.608512e-04
[332,] 9.995876e-01 8.247594e-04 4.123797e-04
[333,] 9.999235e-01 1.529458e-04 7.647292e-05
[334,] 9.999086e-01 1.828478e-04 9.142389e-05
[335,] 9.998601e-01 2.797613e-04 1.398806e-04
[336,] 9.997860e-01 4.280554e-04 2.140277e-04
[337,] 9.997150e-01 5.699806e-04 2.849903e-04
[338,] 9.996491e-01 7.017833e-04 3.508916e-04
[339,] 9.995760e-01 8.479669e-04 4.239835e-04
[340,] 9.994530e-01 1.094061e-03 5.470303e-04
[341,] 9.997023e-01 5.953411e-04 2.976706e-04
[342,] 9.997435e-01 5.130634e-04 2.565317e-04
[343,] 9.998416e-01 3.168699e-04 1.584350e-04
[344,] 9.998660e-01 2.679628e-04 1.339814e-04
[345,] 9.997843e-01 4.314977e-04 2.157489e-04
[346,] 9.996604e-01 6.792734e-04 3.396367e-04
[347,] 9.995752e-01 8.495647e-04 4.247823e-04
[348,] 9.995527e-01 8.946627e-04 4.473313e-04
[349,] 9.997285e-01 5.429760e-04 2.714880e-04
[350,] 9.996073e-01 7.853696e-04 3.926848e-04
[351,] 9.996742e-01 6.516355e-04 3.258178e-04
[352,] 9.995580e-01 8.839839e-04 4.419920e-04
[353,] 9.993103e-01 1.379322e-03 6.896611e-04
[354,] 9.994185e-01 1.163095e-03 5.815473e-04
[355,] 9.991392e-01 1.721629e-03 8.608145e-04
[356,] 9.986614e-01 2.677291e-03 1.338646e-03
[357,] 9.979014e-01 4.197264e-03 2.098632e-03
[358,] 9.967733e-01 6.453452e-03 3.226726e-03
[359,] 9.953257e-01 9.348508e-03 4.674254e-03
[360,] 9.983305e-01 3.339021e-03 1.669510e-03
[361,] 9.982367e-01 3.526652e-03 1.763326e-03
[362,] 9.992299e-01 1.540188e-03 7.700938e-04
[363,] 9.990365e-01 1.926947e-03 9.634736e-04
[364,] 9.996640e-01 6.720868e-04 3.360434e-04
[365,] 9.999937e-01 1.256209e-05 6.281046e-06
[366,] 9.999858e-01 2.839738e-05 1.419869e-05
[367,] 9.999676e-01 6.486133e-05 3.243066e-05
[368,] 9.999370e-01 1.260483e-04 6.302417e-05
[369,] 9.998701e-01 2.597689e-04 1.298844e-04
[370,] 9.997907e-01 4.186884e-04 2.093442e-04
[371,] 9.995838e-01 8.324350e-04 4.162175e-04
[372,] 9.995475e-01 9.049421e-04 4.524710e-04
[373,] 9.992431e-01 1.513777e-03 7.568883e-04
[374,] 9.984029e-01 3.194102e-03 1.597051e-03
[375,] 9.969573e-01 6.085492e-03 3.042746e-03
[376,] 9.958786e-01 8.242741e-03 4.121371e-03
[377,] 9.998032e-01 3.935636e-04 1.967818e-04
[378,] 9.998794e-01 2.411073e-04 1.205537e-04
[379,] 9.997789e-01 4.421800e-04 2.210900e-04
[380,] 9.995322e-01 9.355603e-04 4.677801e-04
[381,] 9.986075e-01 2.784976e-03 1.392488e-03
[382,] 9.960962e-01 7.807654e-03 3.903827e-03
[383,] 9.975111e-01 4.977754e-03 2.488877e-03
[384,] 9.964300e-01 7.139929e-03 3.569965e-03
[385,] 9.918257e-01 1.634865e-02 8.174325e-03
[386,] 9.665187e-01 6.696260e-02 3.348130e-02
> postscript(file="/var/www/html/rcomp/tmp/17i9y1228922983.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/2riyr1228922983.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/rcomp/tmp/37wfx1228922983.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/4jwq91228922983.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/5cx221228922983.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 = 395
Frequency = 1
1 2 3 4 5 6
22.52387105 24.39128108 24.59947808 23.30529347 20.82729967 15.98970711
7 8 9 10 11 12
11.73271383 6.13531414 11.37211972 18.67369368 14.78069730 21.80709130
13 14 15 16 17 18
27.24547601 27.21288087 26.18288087 22.10809699 17.48149461 19.95929554
19 20 21 22 23 24
14.35069730 14.41948841 14.73028056 17.12388655 20.29447033 14.48048893
25 26 27 28 29 30
13.95949358 12.75570505 12.38670556 13.66530381 14.02890463 14.67370401
31 32 33 34 35 36
7.83490257 2.57472520 17.02829502 18.99489223 12.96331311 12.86231259
37 38 39 40 41 42
13.52030639 17.57669523 12.25209905 13.55770091 2.75631466 5.75732034
43 44 45 46 47 48
0.49710680 2.16668490 2.94649203 0.64668490 1.08909234 11.74365752
49 50 51 52 53 54
0.62105721 1.40928004 9.22706031 14.03485607 7.25505411 1.21288087
55 56 57 58 59 60
12.22624233 7.17524181 1.96045276 9.21723251 15.09003086 33.36276204
61 62 63 64 65 66
26.29079201 22.94541918 25.36600296 20.85222993 19.33542435 8.71123458
67 68 69 70 71 72
12.72104687 21.57080751 23.39621650 16.02664873 21.25124491 18.24903551
73 74 75 76 77 78
20.97522631 14.41082301 8.39364202 20.81720668 20.28000503 23.22840523
79 80 81 82 83 84
26.35579459 20.88581009 30.30361102 39.08357486 22.61742022 20.56543468
85 86 87 88 89 90
23.62781629 21.65942125 18.83283954 21.33503344 11.50366268 12.68887364
91 92 93 94 95 96
17.12526248 11.18288087 10.38208872 15.21048376 17.66007736 19.19507994
97 98 99 100 101 102
17.41947808 14.17587725 17.99287570 13.79287570 13.54307374 18.07705514
103 104 105 106 107 108
19.70484057 6.29786279 9.67046310 18.60263117 17.32603396 15.10383489
109 110 111 112 113 114
21.25462187 16.30064563 11.73126558 12.34546568 3.88306857 3.65306857
115 116 117 118 119 120
3.70386072 10.47984316 -0.37296036 -4.09614961 -0.66218371 -3.02577937
121 122 123 124 125 126
9.06460121 9.81378323 -1.56098516 -2.04237658 -7.83237658 -3.09720179
127 128 129 130 131 132
-11.47979177 -9.02500272 -4.34439828 -10.48120386 -15.94596707 -3.32057358
133 134 135 136 137 138
0.55261050 -3.72975560 -5.49835385 -10.92194951 -2.55555550 3.88324078
139 140 141 142 143 144
-1.23214238 -1.84653535 -7.99954207 -10.51992264 -2.35734817 5.66821753
145 146 147 148 149 150
7.67519532 13.05377806 15.32037010 20.50556039 24.49416380 11.31799366
151 152 153 154 155 156
9.64399160 10.68038560 2.37599263 -3.23638381 -12.64498206 -0.65182380
157 158 159 160 161 162
-0.08844684 1.46136545 0.78497145 2.51674345 3.12434634 -5.32664901
163 164 165 166 167 168
-3.10305335 -0.48369912 -8.76006730 -7.89466348 -5.42809210 19.62823475
169 170 171 172 173 174
14.16265872 3.86428434 -7.23085945 7.16769230 -2.07007763 1.66712402
175 176 177 178 179 180
0.91374190 0.45153249 -11.55344426 -12.77764953 4.23450305 4.95809871
181 182 183 184 185 186
10.84288259 9.32068868 14.97848445 11.99087639 -0.25827980 0.27852061
187 188 189 190 191 192
-0.19148456 0.66132929 3.60509199 -3.10147422 3.75071452 -0.33406420
193 194 195 196 197 198
-5.50746182 -14.64183930 -22.86143806 -23.28243858 -11.91189096 -10.05209416
199 200 201 202 203 204
-16.12830047 -26.89326689 -26.89326689 -26.89326689 -26.89326689 -23.52768053
205 206 207 208 209 210
-16.34770636 -28.36590336 -7.86513704 -10.89075440 -13.30750832 -11.92270377
211 212 213 214 215 216
-17.64367846 -24.50867071 -23.08349075 -30.91546596 -7.56090594 -16.13527309
217 218 219 220 221 222
-16.90146906 -22.35365263 -20.90505438 -23.68624777 -21.22387133 -17.54348042
223 224 225 226 227 228
-20.98709158 -30.32465831 -21.36028600 -17.64828497 -20.63347009 -15.58045821
229 230 231 232 233 234
-17.85526275 -28.85623227 -23.44484601 -17.93604973 -11.36926482 -22.81381967
235 236 237 238 239 240
-24.51781657 -24.86381450 -11.63883258 -18.22101615 -18.41521109 -20.62800944
241 242 243 244 245 246
-21.73040138 -17.95282432 -16.51562266 -14.29223021 -14.02222504 -12.07422091
247 248 249 250 251 252
-17.56360096 -19.75698826 -25.41058392 -33.48097999 -27.23699859 -30.61020334
253 254 255 256 257 258
-32.11759787 -22.60042721 -22.43641481 -13.94743599 -17.96661801 -26.96819198
259 260 261 262 263 264
-33.58276749 -28.19158960 -28.68077162 -36.77878609 -41.69296552 -26.80621161
265 266 267 268 269 270
-26.02903579 -26.69662318 -12.05245924 -13.61885325 -23.78622711 -27.05062525
271 272 273 274 275 276
-27.93141739 -28.30944736 -22.86425707 -22.87767019 -21.10466864 -30.99007247
277 278 279 280 281 282
-30.71807660 -30.03267794 -29.76127619 -36.93127619 -30.82728962 -27.43390233
283 284 285 286 287 288
-29.53130202 -28.01909261 -27.58632010 -28.46551245 -33.31091111 -35.95710708
289 290 291 292 293 294
-39.26831080 -28.82052020 -27.07892041 -25.03512671 -20.59874304 -18.64293797
295 296 297 298 299 300
-21.44891524 -28.80110915 -34.85987960 -32.11171359 -19.91153105 -14.60633043
301 302 303 304 305 306
-23.32331338 -24.81091111 -22.71393332 -7.71696071 -8.98534541 -11.95654913
307 308 309 310 311 312
2.63363857 1.50865149 0.76624921 0.80025128 8.84262256 13.78602018
313 314 315 316 317 318
5.89343537 3.26283609 10.79781284 7.19962101 11.54401915 6.38542090
319 320 321 322 323 324
12.60441005 13.62321150 18.73640592 15.09120530 7.14544673 16.22740644
325 326 327 328 329 330
13.99321667 6.56881853 8.98522287 26.39517637 7.47841729 15.58640075
331 332 333 334 335 336
22.53819858 20.87799021 5.07139817 20.35895973 7.36995508 11.67976738
337 338 339 340 341 342
31.64153421 9.24196645 -5.07099894 -3.35580348 6.02977771 7.03037699
343 344 345 346 347 348
-12.45562611 6.19557761 19.45212316 11.27172192 15.27269144 8.56729795
349 350 351 352 353 354
-5.59911156 -2.40913223 -5.56018957 -9.74378007 29.80315122 6.69724112
355 356 357 358 359 360
-15.64555206 -7.76473925 8.56919049 22.57618894 10.17721528 2.40440661
361 362 363 364 365 366
6.65500072 8.54717395 3.11118119 36.86971744 20.80036321 28.88136373
367 368 369 370 371 372
15.21361962 27.19678821 35.28798160 -1.87232665 1.98262944 6.92683471
373 374 375 376 377 378
4.54143089 8.03621477 -3.51678678 7.87322355 11.21656435 1.28358346
379 380 381 382 383 384
8.30136373 -6.22543152 -18.74843307 1.31413624 7.65714296 -1.29542636
385 386 387 388 389 390
10.02656435 11.23636114 14.17037354 -7.66341499 7.07874792 11.93695009
391 392 393 394 395
1.88696042 11.17955556 17.33695009 6.68817447 5.55817447
> postscript(file="/var/www/html/rcomp/tmp/6mq2g1228922983.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 = 395
Frequency = 1
lag(myerror, k = 1) myerror
0 22.52387105 NA
1 24.39128108 22.52387105
2 24.59947808 24.39128108
3 23.30529347 24.59947808
4 20.82729967 23.30529347
5 15.98970711 20.82729967
6 11.73271383 15.98970711
7 6.13531414 11.73271383
8 11.37211972 6.13531414
9 18.67369368 11.37211972
10 14.78069730 18.67369368
11 21.80709130 14.78069730
12 27.24547601 21.80709130
13 27.21288087 27.24547601
14 26.18288087 27.21288087
15 22.10809699 26.18288087
16 17.48149461 22.10809699
17 19.95929554 17.48149461
18 14.35069730 19.95929554
19 14.41948841 14.35069730
20 14.73028056 14.41948841
21 17.12388655 14.73028056
22 20.29447033 17.12388655
23 14.48048893 20.29447033
24 13.95949358 14.48048893
25 12.75570505 13.95949358
26 12.38670556 12.75570505
27 13.66530381 12.38670556
28 14.02890463 13.66530381
29 14.67370401 14.02890463
30 7.83490257 14.67370401
31 2.57472520 7.83490257
32 17.02829502 2.57472520
33 18.99489223 17.02829502
34 12.96331311 18.99489223
35 12.86231259 12.96331311
36 13.52030639 12.86231259
37 17.57669523 13.52030639
38 12.25209905 17.57669523
39 13.55770091 12.25209905
40 2.75631466 13.55770091
41 5.75732034 2.75631466
42 0.49710680 5.75732034
43 2.16668490 0.49710680
44 2.94649203 2.16668490
45 0.64668490 2.94649203
46 1.08909234 0.64668490
47 11.74365752 1.08909234
48 0.62105721 11.74365752
49 1.40928004 0.62105721
50 9.22706031 1.40928004
51 14.03485607 9.22706031
52 7.25505411 14.03485607
53 1.21288087 7.25505411
54 12.22624233 1.21288087
55 7.17524181 12.22624233
56 1.96045276 7.17524181
57 9.21723251 1.96045276
58 15.09003086 9.21723251
59 33.36276204 15.09003086
60 26.29079201 33.36276204
61 22.94541918 26.29079201
62 25.36600296 22.94541918
63 20.85222993 25.36600296
64 19.33542435 20.85222993
65 8.71123458 19.33542435
66 12.72104687 8.71123458
67 21.57080751 12.72104687
68 23.39621650 21.57080751
69 16.02664873 23.39621650
70 21.25124491 16.02664873
71 18.24903551 21.25124491
72 20.97522631 18.24903551
73 14.41082301 20.97522631
74 8.39364202 14.41082301
75 20.81720668 8.39364202
76 20.28000503 20.81720668
77 23.22840523 20.28000503
78 26.35579459 23.22840523
79 20.88581009 26.35579459
80 30.30361102 20.88581009
81 39.08357486 30.30361102
82 22.61742022 39.08357486
83 20.56543468 22.61742022
84 23.62781629 20.56543468
85 21.65942125 23.62781629
86 18.83283954 21.65942125
87 21.33503344 18.83283954
88 11.50366268 21.33503344
89 12.68887364 11.50366268
90 17.12526248 12.68887364
91 11.18288087 17.12526248
92 10.38208872 11.18288087
93 15.21048376 10.38208872
94 17.66007736 15.21048376
95 19.19507994 17.66007736
96 17.41947808 19.19507994
97 14.17587725 17.41947808
98 17.99287570 14.17587725
99 13.79287570 17.99287570
100 13.54307374 13.79287570
101 18.07705514 13.54307374
102 19.70484057 18.07705514
103 6.29786279 19.70484057
104 9.67046310 6.29786279
105 18.60263117 9.67046310
106 17.32603396 18.60263117
107 15.10383489 17.32603396
108 21.25462187 15.10383489
109 16.30064563 21.25462187
110 11.73126558 16.30064563
111 12.34546568 11.73126558
112 3.88306857 12.34546568
113 3.65306857 3.88306857
114 3.70386072 3.65306857
115 10.47984316 3.70386072
116 -0.37296036 10.47984316
117 -4.09614961 -0.37296036
118 -0.66218371 -4.09614961
119 -3.02577937 -0.66218371
120 9.06460121 -3.02577937
121 9.81378323 9.06460121
122 -1.56098516 9.81378323
123 -2.04237658 -1.56098516
124 -7.83237658 -2.04237658
125 -3.09720179 -7.83237658
126 -11.47979177 -3.09720179
127 -9.02500272 -11.47979177
128 -4.34439828 -9.02500272
129 -10.48120386 -4.34439828
130 -15.94596707 -10.48120386
131 -3.32057358 -15.94596707
132 0.55261050 -3.32057358
133 -3.72975560 0.55261050
134 -5.49835385 -3.72975560
135 -10.92194951 -5.49835385
136 -2.55555550 -10.92194951
137 3.88324078 -2.55555550
138 -1.23214238 3.88324078
139 -1.84653535 -1.23214238
140 -7.99954207 -1.84653535
141 -10.51992264 -7.99954207
142 -2.35734817 -10.51992264
143 5.66821753 -2.35734817
144 7.67519532 5.66821753
145 13.05377806 7.67519532
146 15.32037010 13.05377806
147 20.50556039 15.32037010
148 24.49416380 20.50556039
149 11.31799366 24.49416380
150 9.64399160 11.31799366
151 10.68038560 9.64399160
152 2.37599263 10.68038560
153 -3.23638381 2.37599263
154 -12.64498206 -3.23638381
155 -0.65182380 -12.64498206
156 -0.08844684 -0.65182380
157 1.46136545 -0.08844684
158 0.78497145 1.46136545
159 2.51674345 0.78497145
160 3.12434634 2.51674345
161 -5.32664901 3.12434634
162 -3.10305335 -5.32664901
163 -0.48369912 -3.10305335
164 -8.76006730 -0.48369912
165 -7.89466348 -8.76006730
166 -5.42809210 -7.89466348
167 19.62823475 -5.42809210
168 14.16265872 19.62823475
169 3.86428434 14.16265872
170 -7.23085945 3.86428434
171 7.16769230 -7.23085945
172 -2.07007763 7.16769230
173 1.66712402 -2.07007763
174 0.91374190 1.66712402
175 0.45153249 0.91374190
176 -11.55344426 0.45153249
177 -12.77764953 -11.55344426
178 4.23450305 -12.77764953
179 4.95809871 4.23450305
180 10.84288259 4.95809871
181 9.32068868 10.84288259
182 14.97848445 9.32068868
183 11.99087639 14.97848445
184 -0.25827980 11.99087639
185 0.27852061 -0.25827980
186 -0.19148456 0.27852061
187 0.66132929 -0.19148456
188 3.60509199 0.66132929
189 -3.10147422 3.60509199
190 3.75071452 -3.10147422
191 -0.33406420 3.75071452
192 -5.50746182 -0.33406420
193 -14.64183930 -5.50746182
194 -22.86143806 -14.64183930
195 -23.28243858 -22.86143806
196 -11.91189096 -23.28243858
197 -10.05209416 -11.91189096
198 -16.12830047 -10.05209416
199 -26.89326689 -16.12830047
200 -26.89326689 -26.89326689
201 -26.89326689 -26.89326689
202 -26.89326689 -26.89326689
203 -23.52768053 -26.89326689
204 -16.34770636 -23.52768053
205 -28.36590336 -16.34770636
206 -7.86513704 -28.36590336
207 -10.89075440 -7.86513704
208 -13.30750832 -10.89075440
209 -11.92270377 -13.30750832
210 -17.64367846 -11.92270377
211 -24.50867071 -17.64367846
212 -23.08349075 -24.50867071
213 -30.91546596 -23.08349075
214 -7.56090594 -30.91546596
215 -16.13527309 -7.56090594
216 -16.90146906 -16.13527309
217 -22.35365263 -16.90146906
218 -20.90505438 -22.35365263
219 -23.68624777 -20.90505438
220 -21.22387133 -23.68624777
221 -17.54348042 -21.22387133
222 -20.98709158 -17.54348042
223 -30.32465831 -20.98709158
224 -21.36028600 -30.32465831
225 -17.64828497 -21.36028600
226 -20.63347009 -17.64828497
227 -15.58045821 -20.63347009
228 -17.85526275 -15.58045821
229 -28.85623227 -17.85526275
230 -23.44484601 -28.85623227
231 -17.93604973 -23.44484601
232 -11.36926482 -17.93604973
233 -22.81381967 -11.36926482
234 -24.51781657 -22.81381967
235 -24.86381450 -24.51781657
236 -11.63883258 -24.86381450
237 -18.22101615 -11.63883258
238 -18.41521109 -18.22101615
239 -20.62800944 -18.41521109
240 -21.73040138 -20.62800944
241 -17.95282432 -21.73040138
242 -16.51562266 -17.95282432
243 -14.29223021 -16.51562266
244 -14.02222504 -14.29223021
245 -12.07422091 -14.02222504
246 -17.56360096 -12.07422091
247 -19.75698826 -17.56360096
248 -25.41058392 -19.75698826
249 -33.48097999 -25.41058392
250 -27.23699859 -33.48097999
251 -30.61020334 -27.23699859
252 -32.11759787 -30.61020334
253 -22.60042721 -32.11759787
254 -22.43641481 -22.60042721
255 -13.94743599 -22.43641481
256 -17.96661801 -13.94743599
257 -26.96819198 -17.96661801
258 -33.58276749 -26.96819198
259 -28.19158960 -33.58276749
260 -28.68077162 -28.19158960
261 -36.77878609 -28.68077162
262 -41.69296552 -36.77878609
263 -26.80621161 -41.69296552
264 -26.02903579 -26.80621161
265 -26.69662318 -26.02903579
266 -12.05245924 -26.69662318
267 -13.61885325 -12.05245924
268 -23.78622711 -13.61885325
269 -27.05062525 -23.78622711
270 -27.93141739 -27.05062525
271 -28.30944736 -27.93141739
272 -22.86425707 -28.30944736
273 -22.87767019 -22.86425707
274 -21.10466864 -22.87767019
275 -30.99007247 -21.10466864
276 -30.71807660 -30.99007247
277 -30.03267794 -30.71807660
278 -29.76127619 -30.03267794
279 -36.93127619 -29.76127619
280 -30.82728962 -36.93127619
281 -27.43390233 -30.82728962
282 -29.53130202 -27.43390233
283 -28.01909261 -29.53130202
284 -27.58632010 -28.01909261
285 -28.46551245 -27.58632010
286 -33.31091111 -28.46551245
287 -35.95710708 -33.31091111
288 -39.26831080 -35.95710708
289 -28.82052020 -39.26831080
290 -27.07892041 -28.82052020
291 -25.03512671 -27.07892041
292 -20.59874304 -25.03512671
293 -18.64293797 -20.59874304
294 -21.44891524 -18.64293797
295 -28.80110915 -21.44891524
296 -34.85987960 -28.80110915
297 -32.11171359 -34.85987960
298 -19.91153105 -32.11171359
299 -14.60633043 -19.91153105
300 -23.32331338 -14.60633043
301 -24.81091111 -23.32331338
302 -22.71393332 -24.81091111
303 -7.71696071 -22.71393332
304 -8.98534541 -7.71696071
305 -11.95654913 -8.98534541
306 2.63363857 -11.95654913
307 1.50865149 2.63363857
308 0.76624921 1.50865149
309 0.80025128 0.76624921
310 8.84262256 0.80025128
311 13.78602018 8.84262256
312 5.89343537 13.78602018
313 3.26283609 5.89343537
314 10.79781284 3.26283609
315 7.19962101 10.79781284
316 11.54401915 7.19962101
317 6.38542090 11.54401915
318 12.60441005 6.38542090
319 13.62321150 12.60441005
320 18.73640592 13.62321150
321 15.09120530 18.73640592
322 7.14544673 15.09120530
323 16.22740644 7.14544673
324 13.99321667 16.22740644
325 6.56881853 13.99321667
326 8.98522287 6.56881853
327 26.39517637 8.98522287
328 7.47841729 26.39517637
329 15.58640075 7.47841729
330 22.53819858 15.58640075
331 20.87799021 22.53819858
332 5.07139817 20.87799021
333 20.35895973 5.07139817
334 7.36995508 20.35895973
335 11.67976738 7.36995508
336 31.64153421 11.67976738
337 9.24196645 31.64153421
338 -5.07099894 9.24196645
339 -3.35580348 -5.07099894
340 6.02977771 -3.35580348
341 7.03037699 6.02977771
342 -12.45562611 7.03037699
343 6.19557761 -12.45562611
344 19.45212316 6.19557761
345 11.27172192 19.45212316
346 15.27269144 11.27172192
347 8.56729795 15.27269144
348 -5.59911156 8.56729795
349 -2.40913223 -5.59911156
350 -5.56018957 -2.40913223
351 -9.74378007 -5.56018957
352 29.80315122 -9.74378007
353 6.69724112 29.80315122
354 -15.64555206 6.69724112
355 -7.76473925 -15.64555206
356 8.56919049 -7.76473925
357 22.57618894 8.56919049
358 10.17721528 22.57618894
359 2.40440661 10.17721528
360 6.65500072 2.40440661
361 8.54717395 6.65500072
362 3.11118119 8.54717395
363 36.86971744 3.11118119
364 20.80036321 36.86971744
365 28.88136373 20.80036321
366 15.21361962 28.88136373
367 27.19678821 15.21361962
368 35.28798160 27.19678821
369 -1.87232665 35.28798160
370 1.98262944 -1.87232665
371 6.92683471 1.98262944
372 4.54143089 6.92683471
373 8.03621477 4.54143089
374 -3.51678678 8.03621477
375 7.87322355 -3.51678678
376 11.21656435 7.87322355
377 1.28358346 11.21656435
378 8.30136373 1.28358346
379 -6.22543152 8.30136373
380 -18.74843307 -6.22543152
381 1.31413624 -18.74843307
382 7.65714296 1.31413624
383 -1.29542636 7.65714296
384 10.02656435 -1.29542636
385 11.23636114 10.02656435
386 14.17037354 11.23636114
387 -7.66341499 14.17037354
388 7.07874792 -7.66341499
389 11.93695009 7.07874792
390 1.88696042 11.93695009
391 11.17955556 1.88696042
392 17.33695009 11.17955556
393 6.68817447 17.33695009
394 5.55817447 6.68817447
395 NA 5.55817447
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 24.39128108 22.52387105
[2,] 24.59947808 24.39128108
[3,] 23.30529347 24.59947808
[4,] 20.82729967 23.30529347
[5,] 15.98970711 20.82729967
[6,] 11.73271383 15.98970711
[7,] 6.13531414 11.73271383
[8,] 11.37211972 6.13531414
[9,] 18.67369368 11.37211972
[10,] 14.78069730 18.67369368
[11,] 21.80709130 14.78069730
[12,] 27.24547601 21.80709130
[13,] 27.21288087 27.24547601
[14,] 26.18288087 27.21288087
[15,] 22.10809699 26.18288087
[16,] 17.48149461 22.10809699
[17,] 19.95929554 17.48149461
[18,] 14.35069730 19.95929554
[19,] 14.41948841 14.35069730
[20,] 14.73028056 14.41948841
[21,] 17.12388655 14.73028056
[22,] 20.29447033 17.12388655
[23,] 14.48048893 20.29447033
[24,] 13.95949358 14.48048893
[25,] 12.75570505 13.95949358
[26,] 12.38670556 12.75570505
[27,] 13.66530381 12.38670556
[28,] 14.02890463 13.66530381
[29,] 14.67370401 14.02890463
[30,] 7.83490257 14.67370401
[31,] 2.57472520 7.83490257
[32,] 17.02829502 2.57472520
[33,] 18.99489223 17.02829502
[34,] 12.96331311 18.99489223
[35,] 12.86231259 12.96331311
[36,] 13.52030639 12.86231259
[37,] 17.57669523 13.52030639
[38,] 12.25209905 17.57669523
[39,] 13.55770091 12.25209905
[40,] 2.75631466 13.55770091
[41,] 5.75732034 2.75631466
[42,] 0.49710680 5.75732034
[43,] 2.16668490 0.49710680
[44,] 2.94649203 2.16668490
[45,] 0.64668490 2.94649203
[46,] 1.08909234 0.64668490
[47,] 11.74365752 1.08909234
[48,] 0.62105721 11.74365752
[49,] 1.40928004 0.62105721
[50,] 9.22706031 1.40928004
[51,] 14.03485607 9.22706031
[52,] 7.25505411 14.03485607
[53,] 1.21288087 7.25505411
[54,] 12.22624233 1.21288087
[55,] 7.17524181 12.22624233
[56,] 1.96045276 7.17524181
[57,] 9.21723251 1.96045276
[58,] 15.09003086 9.21723251
[59,] 33.36276204 15.09003086
[60,] 26.29079201 33.36276204
[61,] 22.94541918 26.29079201
[62,] 25.36600296 22.94541918
[63,] 20.85222993 25.36600296
[64,] 19.33542435 20.85222993
[65,] 8.71123458 19.33542435
[66,] 12.72104687 8.71123458
[67,] 21.57080751 12.72104687
[68,] 23.39621650 21.57080751
[69,] 16.02664873 23.39621650
[70,] 21.25124491 16.02664873
[71,] 18.24903551 21.25124491
[72,] 20.97522631 18.24903551
[73,] 14.41082301 20.97522631
[74,] 8.39364202 14.41082301
[75,] 20.81720668 8.39364202
[76,] 20.28000503 20.81720668
[77,] 23.22840523 20.28000503
[78,] 26.35579459 23.22840523
[79,] 20.88581009 26.35579459
[80,] 30.30361102 20.88581009
[81,] 39.08357486 30.30361102
[82,] 22.61742022 39.08357486
[83,] 20.56543468 22.61742022
[84,] 23.62781629 20.56543468
[85,] 21.65942125 23.62781629
[86,] 18.83283954 21.65942125
[87,] 21.33503344 18.83283954
[88,] 11.50366268 21.33503344
[89,] 12.68887364 11.50366268
[90,] 17.12526248 12.68887364
[91,] 11.18288087 17.12526248
[92,] 10.38208872 11.18288087
[93,] 15.21048376 10.38208872
[94,] 17.66007736 15.21048376
[95,] 19.19507994 17.66007736
[96,] 17.41947808 19.19507994
[97,] 14.17587725 17.41947808
[98,] 17.99287570 14.17587725
[99,] 13.79287570 17.99287570
[100,] 13.54307374 13.79287570
[101,] 18.07705514 13.54307374
[102,] 19.70484057 18.07705514
[103,] 6.29786279 19.70484057
[104,] 9.67046310 6.29786279
[105,] 18.60263117 9.67046310
[106,] 17.32603396 18.60263117
[107,] 15.10383489 17.32603396
[108,] 21.25462187 15.10383489
[109,] 16.30064563 21.25462187
[110,] 11.73126558 16.30064563
[111,] 12.34546568 11.73126558
[112,] 3.88306857 12.34546568
[113,] 3.65306857 3.88306857
[114,] 3.70386072 3.65306857
[115,] 10.47984316 3.70386072
[116,] -0.37296036 10.47984316
[117,] -4.09614961 -0.37296036
[118,] -0.66218371 -4.09614961
[119,] -3.02577937 -0.66218371
[120,] 9.06460121 -3.02577937
[121,] 9.81378323 9.06460121
[122,] -1.56098516 9.81378323
[123,] -2.04237658 -1.56098516
[124,] -7.83237658 -2.04237658
[125,] -3.09720179 -7.83237658
[126,] -11.47979177 -3.09720179
[127,] -9.02500272 -11.47979177
[128,] -4.34439828 -9.02500272
[129,] -10.48120386 -4.34439828
[130,] -15.94596707 -10.48120386
[131,] -3.32057358 -15.94596707
[132,] 0.55261050 -3.32057358
[133,] -3.72975560 0.55261050
[134,] -5.49835385 -3.72975560
[135,] -10.92194951 -5.49835385
[136,] -2.55555550 -10.92194951
[137,] 3.88324078 -2.55555550
[138,] -1.23214238 3.88324078
[139,] -1.84653535 -1.23214238
[140,] -7.99954207 -1.84653535
[141,] -10.51992264 -7.99954207
[142,] -2.35734817 -10.51992264
[143,] 5.66821753 -2.35734817
[144,] 7.67519532 5.66821753
[145,] 13.05377806 7.67519532
[146,] 15.32037010 13.05377806
[147,] 20.50556039 15.32037010
[148,] 24.49416380 20.50556039
[149,] 11.31799366 24.49416380
[150,] 9.64399160 11.31799366
[151,] 10.68038560 9.64399160
[152,] 2.37599263 10.68038560
[153,] -3.23638381 2.37599263
[154,] -12.64498206 -3.23638381
[155,] -0.65182380 -12.64498206
[156,] -0.08844684 -0.65182380
[157,] 1.46136545 -0.08844684
[158,] 0.78497145 1.46136545
[159,] 2.51674345 0.78497145
[160,] 3.12434634 2.51674345
[161,] -5.32664901 3.12434634
[162,] -3.10305335 -5.32664901
[163,] -0.48369912 -3.10305335
[164,] -8.76006730 -0.48369912
[165,] -7.89466348 -8.76006730
[166,] -5.42809210 -7.89466348
[167,] 19.62823475 -5.42809210
[168,] 14.16265872 19.62823475
[169,] 3.86428434 14.16265872
[170,] -7.23085945 3.86428434
[171,] 7.16769230 -7.23085945
[172,] -2.07007763 7.16769230
[173,] 1.66712402 -2.07007763
[174,] 0.91374190 1.66712402
[175,] 0.45153249 0.91374190
[176,] -11.55344426 0.45153249
[177,] -12.77764953 -11.55344426
[178,] 4.23450305 -12.77764953
[179,] 4.95809871 4.23450305
[180,] 10.84288259 4.95809871
[181,] 9.32068868 10.84288259
[182,] 14.97848445 9.32068868
[183,] 11.99087639 14.97848445
[184,] -0.25827980 11.99087639
[185,] 0.27852061 -0.25827980
[186,] -0.19148456 0.27852061
[187,] 0.66132929 -0.19148456
[188,] 3.60509199 0.66132929
[189,] -3.10147422 3.60509199
[190,] 3.75071452 -3.10147422
[191,] -0.33406420 3.75071452
[192,] -5.50746182 -0.33406420
[193,] -14.64183930 -5.50746182
[194,] -22.86143806 -14.64183930
[195,] -23.28243858 -22.86143806
[196,] -11.91189096 -23.28243858
[197,] -10.05209416 -11.91189096
[198,] -16.12830047 -10.05209416
[199,] -26.89326689 -16.12830047
[200,] -26.89326689 -26.89326689
[201,] -26.89326689 -26.89326689
[202,] -26.89326689 -26.89326689
[203,] -23.52768053 -26.89326689
[204,] -16.34770636 -23.52768053
[205,] -28.36590336 -16.34770636
[206,] -7.86513704 -28.36590336
[207,] -10.89075440 -7.86513704
[208,] -13.30750832 -10.89075440
[209,] -11.92270377 -13.30750832
[210,] -17.64367846 -11.92270377
[211,] -24.50867071 -17.64367846
[212,] -23.08349075 -24.50867071
[213,] -30.91546596 -23.08349075
[214,] -7.56090594 -30.91546596
[215,] -16.13527309 -7.56090594
[216,] -16.90146906 -16.13527309
[217,] -22.35365263 -16.90146906
[218,] -20.90505438 -22.35365263
[219,] -23.68624777 -20.90505438
[220,] -21.22387133 -23.68624777
[221,] -17.54348042 -21.22387133
[222,] -20.98709158 -17.54348042
[223,] -30.32465831 -20.98709158
[224,] -21.36028600 -30.32465831
[225,] -17.64828497 -21.36028600
[226,] -20.63347009 -17.64828497
[227,] -15.58045821 -20.63347009
[228,] -17.85526275 -15.58045821
[229,] -28.85623227 -17.85526275
[230,] -23.44484601 -28.85623227
[231,] -17.93604973 -23.44484601
[232,] -11.36926482 -17.93604973
[233,] -22.81381967 -11.36926482
[234,] -24.51781657 -22.81381967
[235,] -24.86381450 -24.51781657
[236,] -11.63883258 -24.86381450
[237,] -18.22101615 -11.63883258
[238,] -18.41521109 -18.22101615
[239,] -20.62800944 -18.41521109
[240,] -21.73040138 -20.62800944
[241,] -17.95282432 -21.73040138
[242,] -16.51562266 -17.95282432
[243,] -14.29223021 -16.51562266
[244,] -14.02222504 -14.29223021
[245,] -12.07422091 -14.02222504
[246,] -17.56360096 -12.07422091
[247,] -19.75698826 -17.56360096
[248,] -25.41058392 -19.75698826
[249,] -33.48097999 -25.41058392
[250,] -27.23699859 -33.48097999
[251,] -30.61020334 -27.23699859
[252,] -32.11759787 -30.61020334
[253,] -22.60042721 -32.11759787
[254,] -22.43641481 -22.60042721
[255,] -13.94743599 -22.43641481
[256,] -17.96661801 -13.94743599
[257,] -26.96819198 -17.96661801
[258,] -33.58276749 -26.96819198
[259,] -28.19158960 -33.58276749
[260,] -28.68077162 -28.19158960
[261,] -36.77878609 -28.68077162
[262,] -41.69296552 -36.77878609
[263,] -26.80621161 -41.69296552
[264,] -26.02903579 -26.80621161
[265,] -26.69662318 -26.02903579
[266,] -12.05245924 -26.69662318
[267,] -13.61885325 -12.05245924
[268,] -23.78622711 -13.61885325
[269,] -27.05062525 -23.78622711
[270,] -27.93141739 -27.05062525
[271,] -28.30944736 -27.93141739
[272,] -22.86425707 -28.30944736
[273,] -22.87767019 -22.86425707
[274,] -21.10466864 -22.87767019
[275,] -30.99007247 -21.10466864
[276,] -30.71807660 -30.99007247
[277,] -30.03267794 -30.71807660
[278,] -29.76127619 -30.03267794
[279,] -36.93127619 -29.76127619
[280,] -30.82728962 -36.93127619
[281,] -27.43390233 -30.82728962
[282,] -29.53130202 -27.43390233
[283,] -28.01909261 -29.53130202
[284,] -27.58632010 -28.01909261
[285,] -28.46551245 -27.58632010
[286,] -33.31091111 -28.46551245
[287,] -35.95710708 -33.31091111
[288,] -39.26831080 -35.95710708
[289,] -28.82052020 -39.26831080
[290,] -27.07892041 -28.82052020
[291,] -25.03512671 -27.07892041
[292,] -20.59874304 -25.03512671
[293,] -18.64293797 -20.59874304
[294,] -21.44891524 -18.64293797
[295,] -28.80110915 -21.44891524
[296,] -34.85987960 -28.80110915
[297,] -32.11171359 -34.85987960
[298,] -19.91153105 -32.11171359
[299,] -14.60633043 -19.91153105
[300,] -23.32331338 -14.60633043
[301,] -24.81091111 -23.32331338
[302,] -22.71393332 -24.81091111
[303,] -7.71696071 -22.71393332
[304,] -8.98534541 -7.71696071
[305,] -11.95654913 -8.98534541
[306,] 2.63363857 -11.95654913
[307,] 1.50865149 2.63363857
[308,] 0.76624921 1.50865149
[309,] 0.80025128 0.76624921
[310,] 8.84262256 0.80025128
[311,] 13.78602018 8.84262256
[312,] 5.89343537 13.78602018
[313,] 3.26283609 5.89343537
[314,] 10.79781284 3.26283609
[315,] 7.19962101 10.79781284
[316,] 11.54401915 7.19962101
[317,] 6.38542090 11.54401915
[318,] 12.60441005 6.38542090
[319,] 13.62321150 12.60441005
[320,] 18.73640592 13.62321150
[321,] 15.09120530 18.73640592
[322,] 7.14544673 15.09120530
[323,] 16.22740644 7.14544673
[324,] 13.99321667 16.22740644
[325,] 6.56881853 13.99321667
[326,] 8.98522287 6.56881853
[327,] 26.39517637 8.98522287
[328,] 7.47841729 26.39517637
[329,] 15.58640075 7.47841729
[330,] 22.53819858 15.58640075
[331,] 20.87799021 22.53819858
[332,] 5.07139817 20.87799021
[333,] 20.35895973 5.07139817
[334,] 7.36995508 20.35895973
[335,] 11.67976738 7.36995508
[336,] 31.64153421 11.67976738
[337,] 9.24196645 31.64153421
[338,] -5.07099894 9.24196645
[339,] -3.35580348 -5.07099894
[340,] 6.02977771 -3.35580348
[341,] 7.03037699 6.02977771
[342,] -12.45562611 7.03037699
[343,] 6.19557761 -12.45562611
[344,] 19.45212316 6.19557761
[345,] 11.27172192 19.45212316
[346,] 15.27269144 11.27172192
[347,] 8.56729795 15.27269144
[348,] -5.59911156 8.56729795
[349,] -2.40913223 -5.59911156
[350,] -5.56018957 -2.40913223
[351,] -9.74378007 -5.56018957
[352,] 29.80315122 -9.74378007
[353,] 6.69724112 29.80315122
[354,] -15.64555206 6.69724112
[355,] -7.76473925 -15.64555206
[356,] 8.56919049 -7.76473925
[357,] 22.57618894 8.56919049
[358,] 10.17721528 22.57618894
[359,] 2.40440661 10.17721528
[360,] 6.65500072 2.40440661
[361,] 8.54717395 6.65500072
[362,] 3.11118119 8.54717395
[363,] 36.86971744 3.11118119
[364,] 20.80036321 36.86971744
[365,] 28.88136373 20.80036321
[366,] 15.21361962 28.88136373
[367,] 27.19678821 15.21361962
[368,] 35.28798160 27.19678821
[369,] -1.87232665 35.28798160
[370,] 1.98262944 -1.87232665
[371,] 6.92683471 1.98262944
[372,] 4.54143089 6.92683471
[373,] 8.03621477 4.54143089
[374,] -3.51678678 8.03621477
[375,] 7.87322355 -3.51678678
[376,] 11.21656435 7.87322355
[377,] 1.28358346 11.21656435
[378,] 8.30136373 1.28358346
[379,] -6.22543152 8.30136373
[380,] -18.74843307 -6.22543152
[381,] 1.31413624 -18.74843307
[382,] 7.65714296 1.31413624
[383,] -1.29542636 7.65714296
[384,] 10.02656435 -1.29542636
[385,] 11.23636114 10.02656435
[386,] 14.17037354 11.23636114
[387,] -7.66341499 14.17037354
[388,] 7.07874792 -7.66341499
[389,] 11.93695009 7.07874792
[390,] 1.88696042 11.93695009
[391,] 11.17955556 1.88696042
[392,] 17.33695009 11.17955556
[393,] 6.68817447 17.33695009
[394,] 5.55817447 6.68817447
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 24.39128108 22.52387105
2 24.59947808 24.39128108
3 23.30529347 24.59947808
4 20.82729967 23.30529347
5 15.98970711 20.82729967
6 11.73271383 15.98970711
7 6.13531414 11.73271383
8 11.37211972 6.13531414
9 18.67369368 11.37211972
10 14.78069730 18.67369368
11 21.80709130 14.78069730
12 27.24547601 21.80709130
13 27.21288087 27.24547601
14 26.18288087 27.21288087
15 22.10809699 26.18288087
16 17.48149461 22.10809699
17 19.95929554 17.48149461
18 14.35069730 19.95929554
19 14.41948841 14.35069730
20 14.73028056 14.41948841
21 17.12388655 14.73028056
22 20.29447033 17.12388655
23 14.48048893 20.29447033
24 13.95949358 14.48048893
25 12.75570505 13.95949358
26 12.38670556 12.75570505
27 13.66530381 12.38670556
28 14.02890463 13.66530381
29 14.67370401 14.02890463
30 7.83490257 14.67370401
31 2.57472520 7.83490257
32 17.02829502 2.57472520
33 18.99489223 17.02829502
34 12.96331311 18.99489223
35 12.86231259 12.96331311
36 13.52030639 12.86231259
37 17.57669523 13.52030639
38 12.25209905 17.57669523
39 13.55770091 12.25209905
40 2.75631466 13.55770091
41 5.75732034 2.75631466
42 0.49710680 5.75732034
43 2.16668490 0.49710680
44 2.94649203 2.16668490
45 0.64668490 2.94649203
46 1.08909234 0.64668490
47 11.74365752 1.08909234
48 0.62105721 11.74365752
49 1.40928004 0.62105721
50 9.22706031 1.40928004
51 14.03485607 9.22706031
52 7.25505411 14.03485607
53 1.21288087 7.25505411
54 12.22624233 1.21288087
55 7.17524181 12.22624233
56 1.96045276 7.17524181
57 9.21723251 1.96045276
58 15.09003086 9.21723251
59 33.36276204 15.09003086
60 26.29079201 33.36276204
61 22.94541918 26.29079201
62 25.36600296 22.94541918
63 20.85222993 25.36600296
64 19.33542435 20.85222993
65 8.71123458 19.33542435
66 12.72104687 8.71123458
67 21.57080751 12.72104687
68 23.39621650 21.57080751
69 16.02664873 23.39621650
70 21.25124491 16.02664873
71 18.24903551 21.25124491
72 20.97522631 18.24903551
73 14.41082301 20.97522631
74 8.39364202 14.41082301
75 20.81720668 8.39364202
76 20.28000503 20.81720668
77 23.22840523 20.28000503
78 26.35579459 23.22840523
79 20.88581009 26.35579459
80 30.30361102 20.88581009
81 39.08357486 30.30361102
82 22.61742022 39.08357486
83 20.56543468 22.61742022
84 23.62781629 20.56543468
85 21.65942125 23.62781629
86 18.83283954 21.65942125
87 21.33503344 18.83283954
88 11.50366268 21.33503344
89 12.68887364 11.50366268
90 17.12526248 12.68887364
91 11.18288087 17.12526248
92 10.38208872 11.18288087
93 15.21048376 10.38208872
94 17.66007736 15.21048376
95 19.19507994 17.66007736
96 17.41947808 19.19507994
97 14.17587725 17.41947808
98 17.99287570 14.17587725
99 13.79287570 17.99287570
100 13.54307374 13.79287570
101 18.07705514 13.54307374
102 19.70484057 18.07705514
103 6.29786279 19.70484057
104 9.67046310 6.29786279
105 18.60263117 9.67046310
106 17.32603396 18.60263117
107 15.10383489 17.32603396
108 21.25462187 15.10383489
109 16.30064563 21.25462187
110 11.73126558 16.30064563
111 12.34546568 11.73126558
112 3.88306857 12.34546568
113 3.65306857 3.88306857
114 3.70386072 3.65306857
115 10.47984316 3.70386072
116 -0.37296036 10.47984316
117 -4.09614961 -0.37296036
118 -0.66218371 -4.09614961
119 -3.02577937 -0.66218371
120 9.06460121 -3.02577937
121 9.81378323 9.06460121
122 -1.56098516 9.81378323
123 -2.04237658 -1.56098516
124 -7.83237658 -2.04237658
125 -3.09720179 -7.83237658
126 -11.47979177 -3.09720179
127 -9.02500272 -11.47979177
128 -4.34439828 -9.02500272
129 -10.48120386 -4.34439828
130 -15.94596707 -10.48120386
131 -3.32057358 -15.94596707
132 0.55261050 -3.32057358
133 -3.72975560 0.55261050
134 -5.49835385 -3.72975560
135 -10.92194951 -5.49835385
136 -2.55555550 -10.92194951
137 3.88324078 -2.55555550
138 -1.23214238 3.88324078
139 -1.84653535 -1.23214238
140 -7.99954207 -1.84653535
141 -10.51992264 -7.99954207
142 -2.35734817 -10.51992264
143 5.66821753 -2.35734817
144 7.67519532 5.66821753
145 13.05377806 7.67519532
146 15.32037010 13.05377806
147 20.50556039 15.32037010
148 24.49416380 20.50556039
149 11.31799366 24.49416380
150 9.64399160 11.31799366
151 10.68038560 9.64399160
152 2.37599263 10.68038560
153 -3.23638381 2.37599263
154 -12.64498206 -3.23638381
155 -0.65182380 -12.64498206
156 -0.08844684 -0.65182380
157 1.46136545 -0.08844684
158 0.78497145 1.46136545
159 2.51674345 0.78497145
160 3.12434634 2.51674345
161 -5.32664901 3.12434634
162 -3.10305335 -5.32664901
163 -0.48369912 -3.10305335
164 -8.76006730 -0.48369912
165 -7.89466348 -8.76006730
166 -5.42809210 -7.89466348
167 19.62823475 -5.42809210
168 14.16265872 19.62823475
169 3.86428434 14.16265872
170 -7.23085945 3.86428434
171 7.16769230 -7.23085945
172 -2.07007763 7.16769230
173 1.66712402 -2.07007763
174 0.91374190 1.66712402
175 0.45153249 0.91374190
176 -11.55344426 0.45153249
177 -12.77764953 -11.55344426
178 4.23450305 -12.77764953
179 4.95809871 4.23450305
180 10.84288259 4.95809871
181 9.32068868 10.84288259
182 14.97848445 9.32068868
183 11.99087639 14.97848445
184 -0.25827980 11.99087639
185 0.27852061 -0.25827980
186 -0.19148456 0.27852061
187 0.66132929 -0.19148456
188 3.60509199 0.66132929
189 -3.10147422 3.60509199
190 3.75071452 -3.10147422
191 -0.33406420 3.75071452
192 -5.50746182 -0.33406420
193 -14.64183930 -5.50746182
194 -22.86143806 -14.64183930
195 -23.28243858 -22.86143806
196 -11.91189096 -23.28243858
197 -10.05209416 -11.91189096
198 -16.12830047 -10.05209416
199 -26.89326689 -16.12830047
200 -26.89326689 -26.89326689
201 -26.89326689 -26.89326689
202 -26.89326689 -26.89326689
203 -23.52768053 -26.89326689
204 -16.34770636 -23.52768053
205 -28.36590336 -16.34770636
206 -7.86513704 -28.36590336
207 -10.89075440 -7.86513704
208 -13.30750832 -10.89075440
209 -11.92270377 -13.30750832
210 -17.64367846 -11.92270377
211 -24.50867071 -17.64367846
212 -23.08349075 -24.50867071
213 -30.91546596 -23.08349075
214 -7.56090594 -30.91546596
215 -16.13527309 -7.56090594
216 -16.90146906 -16.13527309
217 -22.35365263 -16.90146906
218 -20.90505438 -22.35365263
219 -23.68624777 -20.90505438
220 -21.22387133 -23.68624777
221 -17.54348042 -21.22387133
222 -20.98709158 -17.54348042
223 -30.32465831 -20.98709158
224 -21.36028600 -30.32465831
225 -17.64828497 -21.36028600
226 -20.63347009 -17.64828497
227 -15.58045821 -20.63347009
228 -17.85526275 -15.58045821
229 -28.85623227 -17.85526275
230 -23.44484601 -28.85623227
231 -17.93604973 -23.44484601
232 -11.36926482 -17.93604973
233 -22.81381967 -11.36926482
234 -24.51781657 -22.81381967
235 -24.86381450 -24.51781657
236 -11.63883258 -24.86381450
237 -18.22101615 -11.63883258
238 -18.41521109 -18.22101615
239 -20.62800944 -18.41521109
240 -21.73040138 -20.62800944
241 -17.95282432 -21.73040138
242 -16.51562266 -17.95282432
243 -14.29223021 -16.51562266
244 -14.02222504 -14.29223021
245 -12.07422091 -14.02222504
246 -17.56360096 -12.07422091
247 -19.75698826 -17.56360096
248 -25.41058392 -19.75698826
249 -33.48097999 -25.41058392
250 -27.23699859 -33.48097999
251 -30.61020334 -27.23699859
252 -32.11759787 -30.61020334
253 -22.60042721 -32.11759787
254 -22.43641481 -22.60042721
255 -13.94743599 -22.43641481
256 -17.96661801 -13.94743599
257 -26.96819198 -17.96661801
258 -33.58276749 -26.96819198
259 -28.19158960 -33.58276749
260 -28.68077162 -28.19158960
261 -36.77878609 -28.68077162
262 -41.69296552 -36.77878609
263 -26.80621161 -41.69296552
264 -26.02903579 -26.80621161
265 -26.69662318 -26.02903579
266 -12.05245924 -26.69662318
267 -13.61885325 -12.05245924
268 -23.78622711 -13.61885325
269 -27.05062525 -23.78622711
270 -27.93141739 -27.05062525
271 -28.30944736 -27.93141739
272 -22.86425707 -28.30944736
273 -22.87767019 -22.86425707
274 -21.10466864 -22.87767019
275 -30.99007247 -21.10466864
276 -30.71807660 -30.99007247
277 -30.03267794 -30.71807660
278 -29.76127619 -30.03267794
279 -36.93127619 -29.76127619
280 -30.82728962 -36.93127619
281 -27.43390233 -30.82728962
282 -29.53130202 -27.43390233
283 -28.01909261 -29.53130202
284 -27.58632010 -28.01909261
285 -28.46551245 -27.58632010
286 -33.31091111 -28.46551245
287 -35.95710708 -33.31091111
288 -39.26831080 -35.95710708
289 -28.82052020 -39.26831080
290 -27.07892041 -28.82052020
291 -25.03512671 -27.07892041
292 -20.59874304 -25.03512671
293 -18.64293797 -20.59874304
294 -21.44891524 -18.64293797
295 -28.80110915 -21.44891524
296 -34.85987960 -28.80110915
297 -32.11171359 -34.85987960
298 -19.91153105 -32.11171359
299 -14.60633043 -19.91153105
300 -23.32331338 -14.60633043
301 -24.81091111 -23.32331338
302 -22.71393332 -24.81091111
303 -7.71696071 -22.71393332
304 -8.98534541 -7.71696071
305 -11.95654913 -8.98534541
306 2.63363857 -11.95654913
307 1.50865149 2.63363857
308 0.76624921 1.50865149
309 0.80025128 0.76624921
310 8.84262256 0.80025128
311 13.78602018 8.84262256
312 5.89343537 13.78602018
313 3.26283609 5.89343537
314 10.79781284 3.26283609
315 7.19962101 10.79781284
316 11.54401915 7.19962101
317 6.38542090 11.54401915
318 12.60441005 6.38542090
319 13.62321150 12.60441005
320 18.73640592 13.62321150
321 15.09120530 18.73640592
322 7.14544673 15.09120530
323 16.22740644 7.14544673
324 13.99321667 16.22740644
325 6.56881853 13.99321667
326 8.98522287 6.56881853
327 26.39517637 8.98522287
328 7.47841729 26.39517637
329 15.58640075 7.47841729
330 22.53819858 15.58640075
331 20.87799021 22.53819858
332 5.07139817 20.87799021
333 20.35895973 5.07139817
334 7.36995508 20.35895973
335 11.67976738 7.36995508
336 31.64153421 11.67976738
337 9.24196645 31.64153421
338 -5.07099894 9.24196645
339 -3.35580348 -5.07099894
340 6.02977771 -3.35580348
341 7.03037699 6.02977771
342 -12.45562611 7.03037699
343 6.19557761 -12.45562611
344 19.45212316 6.19557761
345 11.27172192 19.45212316
346 15.27269144 11.27172192
347 8.56729795 15.27269144
348 -5.59911156 8.56729795
349 -2.40913223 -5.59911156
350 -5.56018957 -2.40913223
351 -9.74378007 -5.56018957
352 29.80315122 -9.74378007
353 6.69724112 29.80315122
354 -15.64555206 6.69724112
355 -7.76473925 -15.64555206
356 8.56919049 -7.76473925
357 22.57618894 8.56919049
358 10.17721528 22.57618894
359 2.40440661 10.17721528
360 6.65500072 2.40440661
361 8.54717395 6.65500072
362 3.11118119 8.54717395
363 36.86971744 3.11118119
364 20.80036321 36.86971744
365 28.88136373 20.80036321
366 15.21361962 28.88136373
367 27.19678821 15.21361962
368 35.28798160 27.19678821
369 -1.87232665 35.28798160
370 1.98262944 -1.87232665
371 6.92683471 1.98262944
372 4.54143089 6.92683471
373 8.03621477 4.54143089
374 -3.51678678 8.03621477
375 7.87322355 -3.51678678
376 11.21656435 7.87322355
377 1.28358346 11.21656435
378 8.30136373 1.28358346
379 -6.22543152 8.30136373
380 -18.74843307 -6.22543152
381 1.31413624 -18.74843307
382 7.65714296 1.31413624
383 -1.29542636 7.65714296
384 10.02656435 -1.29542636
385 11.23636114 10.02656435
386 14.17037354 11.23636114
387 -7.66341499 14.17037354
388 7.07874792 -7.66341499
389 11.93695009 7.07874792
390 1.88696042 11.93695009
391 11.17955556 1.88696042
392 17.33695009 11.17955556
393 6.68817447 17.33695009
394 5.55817447 6.68817447
> 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/7a8vc1228922984.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/8az4m1228922984.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/938k31228922984.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/rcomp/tmp/10aam61228922984.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/116dmf1228922984.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/1258bn1228922984.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/13o89d1228922984.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/14c5k61228922984.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/rcomp/tmp/15bv131228922984.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/rcomp/tmp/16ww1w1228922984.tab")
+ }
>
> system("convert tmp/17i9y1228922983.ps tmp/17i9y1228922983.png")
> system("convert tmp/2riyr1228922983.ps tmp/2riyr1228922983.png")
> system("convert tmp/37wfx1228922983.ps tmp/37wfx1228922983.png")
> system("convert tmp/4jwq91228922983.ps tmp/4jwq91228922983.png")
> system("convert tmp/5cx221228922983.ps tmp/5cx221228922983.png")
> system("convert tmp/6mq2g1228922983.ps tmp/6mq2g1228922983.png")
> system("convert tmp/7a8vc1228922984.ps tmp/7a8vc1228922984.png")
> system("convert tmp/8az4m1228922984.ps tmp/8az4m1228922984.png")
> system("convert tmp/938k31228922984.ps tmp/938k31228922984.png")
> system("convert tmp/10aam61228922984.ps tmp/10aam61228922984.png")
>
>
> proc.time()
user system elapsed
9.642 1.995 10.462