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. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(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 + 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,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 = 'Linear Trend' > par2 = 'Include Monthly Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > 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 M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 358.59 122.36 1 0 0 0 0 0 0 0 0 0 0 1 2 362.96 123.33 0 1 0 0 0 0 0 0 0 0 0 2 3 362.42 123.04 0 0 1 0 0 0 0 0 0 0 0 3 4 364.97 124.53 0 0 0 1 0 0 0 0 0 0 0 4 5 364.04 125.13 0 0 0 0 1 0 0 0 0 0 0 5 6 361.06 125.85 0 0 0 0 0 1 0 0 0 0 0 6 7 358.48 126.50 0 0 0 0 0 0 1 0 0 0 0 7 8 352.96 126.53 0 0 0 0 0 0 0 1 0 0 0 8 9 359.59 127.07 0 0 0 0 0 0 0 0 1 0 0 9 10 360.39 124.55 0 0 0 0 0 0 0 0 0 1 0 10 11 357.40 124.90 0 0 0 0 0 0 0 0 0 0 1 11 12 362.93 124.32 0 0 0 0 0 0 0 0 0 0 0 12 13 364.55 122.84 1 0 0 0 0 0 0 0 0 0 0 13 14 365.73 123.31 0 1 0 0 0 0 0 0 0 0 0 14 15 364.70 123.31 0 0 1 0 0 0 0 0 0 0 0 15 16 364.65 124.87 0 0 0 1 0 0 0 0 0 0 0 16 17 359.43 124.64 0 0 0 0 1 0 0 0 0 0 0 17 18 362.14 124.73 0 0 0 0 0 1 0 0 0 0 0 18 19 356.97 124.90 0 0 0 0 0 0 1 0 0 0 0 19 20 354.82 124.04 0 0 0 0 0 0 0 1 0 0 0 20 21 353.17 123.28 0 0 0 0 0 0 0 0 1 0 0 21 22 357.06 123.86 0 0 0 0 0 0 0 0 0 1 0 22 23 356.18 122.29 0 0 0 0 0 0 0 0 0 0 1 23 24 355.01 124.09 0 0 0 0 0 0 0 0 0 0 0 24 25 355.65 124.54 1 0 0 0 0 0 0 0 0 0 0 25 26 357.31 125.65 0 1 0 0 0 0 0 0 0 0 0 26 27 357.07 125.70 0 0 1 0 0 0 0 0 0 0 0 27 28 357.91 125.53 0 0 0 1 0 0 0 0 0 0 0 28 29 358.48 125.61 0 0 0 0 1 0 0 0 0 0 0 29 30 358.97 125.55 0 0 0 0 0 1 0 0 0 0 0 30 31 351.77 125.41 0 0 0 0 0 0 1 0 0 0 0 31 32 352.16 127.60 0 0 0 0 0 0 0 1 0 0 0 32 33 359.08 124.68 0 0 0 0 0 0 0 0 1 0 0 33 34 360.35 124.41 0 0 0 0 0 0 0 0 0 1 0 34 35 359.53 126.43 0 0 0 0 0 0 0 0 0 0 1 35 36 359.30 126.38 0 0 0 0 0 0 0 0 0 0 0 36 37 358.41 125.78 1 0 0 0 0 0 0 0 0 0 0 37 38 359.68 124.70 0 1 0 0 0 0 0 0 0 0 0 38 39 355.31 125.07 0 0 1 0 0 0 0 0 0 0 0 39 40 357.08 125.25 0 0 0 1 0 0 0 0 0 0 0 40 41 349.71 126.58 0 0 0 0 1 0 0 0 0 0 0 41 42 354.13 127.13 0 0 0 0 0 1 0 0 0 0 0 42 43 345.49 125.82 0 0 0 0 0 0 1 0 0 0 0 43 44 341.69 123.70 0 0 0 0 0 0 0 1 0 0 0 44 45 344.25 124.39 0 0 0 0 0 0 0 0 1 0 0 45 46 340.17 123.70 0 0 0 0 0 0 0 0 0 1 0 46 47 342.47 124.42 0 0 0 0 0 0 0 0 0 0 1 47 48 344.43 121.05 0 0 0 0 0 0 0 0 0 0 0 48 49 333.23 121.02 1 0 0 0 0 0 0 0 0 0 0 49 50 339.72 123.23 0 1 0 0 0 0 0 0 0 0 0 50 51 342.61 121.32 0 0 1 0 0 0 0 0 0 0 0 51 52 346.36 120.91 0 0 0 1 0 0 0 0 0 0 0 52 53 339.09 120.72 0 0 0 0 1 0 0 0 0 0 0 53 54 339.73 123.31 0 0 0 0 0 1 0 0 0 0 0 54 55 341.12 119.58 0 0 0 0 0 0 1 0 0 0 0 55 56 335.94 119.53 0 0 0 0 0 0 0 1 0 0 0 56 57 333.46 120.59 0 0 0 0 0 0 0 0 1 0 0 57 58 335.66 118.63 0 0 0 0 0 0 0 0 0 1 0 58 59 341.12 118.47 0 0 0 0 0 0 0 0 0 0 1 59 60 342.21 111.81 0 0 0 0 0 0 0 0 0 0 0 60 61 342.62 114.71 1 0 0 0 0 0 0 0 0 0 0 61 62 346.06 117.34 0 1 0 0 0 0 0 0 0 0 0 62 63 344.43 115.77 0 0 1 0 0 0 0 0 0 0 0 63 64 346.65 118.38 0 0 0 1 0 0 0 0 0 0 0 64 65 343.74 117.84 0 0 0 0 1 0 0 0 0 0 0 65 66 335.67 118.83 0 0 0 0 0 1 0 0 0 0 0 66 67 342.75 120.02 0 0 0 0 0 0 1 0 0 0 0 67 68 341.77 116.21 0 0 0 0 0 0 0 1 0 0 0 68 69 345.84 117.08 0 0 0 0 0 0 0 0 1 0 0 69 70 346.52 120.20 0 0 0 0 0 0 0 0 0 1 0 70 71 350.79 119.83 0 0 0 0 0 0 0 0 0 0 1 71 72 345.44 118.92 0 0 0 0 0 0 0 0 0 0 0 72 73 345.87 118.03 1 0 0 0 0 0 0 0 0 0 0 73 74 338.48 117.71 0 1 0 0 0 0 0 0 0 0 0 74 75 337.21 119.55 0 0 1 0 0 0 0 0 0 0 0 75 76 340.81 116.13 0 0 0 1 0 0 0 0 0 0 0 76 77 339.86 115.97 0 0 0 0 1 0 0 0 0 0 0 77 78 342.86 115.99 0 0 0 0 0 1 0 0 0 0 0 78 79 343.33 114.96 0 0 0 0 0 0 1 0 0 0 0 79 80 341.73 116.46 0 0 0 0 0 0 0 1 0 0 0 80 81 351.38 116.55 0 0 0 0 0 0 0 0 1 0 0 81 82 351.13 113.05 0 0 0 0 0 0 0 0 0 1 0 82 83 345.99 117.44 0 0 0 0 0 0 0 0 0 0 1 83 84 347.55 118.84 0 0 0 0 0 0 0 0 0 0 0 84 85 346.02 117.06 1 0 0 0 0 0 0 0 0 0 0 85 86 345.29 117.54 0 1 0 0 0 0 0 0 0 0 0 86 87 347.03 119.31 0 0 1 0 0 0 0 0 0 0 0 87 88 348.01 118.72 0 0 0 1 0 0 0 0 0 0 0 88 89 345.48 121.55 0 0 0 0 1 0 0 0 0 0 0 89 90 349.40 122.61 0 0 0 0 0 1 0 0 0 0 0 90 91 351.05 121.53 0 0 0 0 0 0 1 0 0 0 0 91 92 349.70 123.31 0 0 0 0 0 0 0 1 0 0 0 92 93 350.86 124.07 0 0 0 0 0 0 0 0 1 0 0 93 94 354.45 123.59 0 0 0 0 0 0 0 0 0 1 0 94 95 355.30 122.97 0 0 0 0 0 0 0 0 0 0 1 95 96 357.48 123.22 0 0 0 0 0 0 0 0 0 0 0 96 97 355.24 123.04 1 0 0 0 0 0 0 0 0 0 0 97 98 351.79 122.96 0 1 0 0 0 0 0 0 0 0 0 98 99 355.22 122.81 0 0 1 0 0 0 0 0 0 0 0 99 100 351.02 122.81 0 0 0 1 0 0 0 0 0 0 0 100 101 350.28 122.62 0 0 0 0 1 0 0 0 0 0 0 101 102 350.17 120.82 0 0 0 0 0 1 0 0 0 0 0 102 103 348.16 119.41 0 0 0 0 0 0 1 0 0 0 0 103 104 340.30 121.56 0 0 0 0 0 0 0 1 0 0 0 104 105 343.75 121.59 0 0 0 0 0 0 0 0 1 0 0 105 106 344.71 118.50 0 0 0 0 0 0 0 0 0 1 0 106 107 344.13 118.77 0 0 0 0 0 0 0 0 0 0 1 107 108 342.14 118.86 0 0 0 0 0 0 0 0 0 0 0 108 109 345.04 117.60 1 0 0 0 0 0 0 0 0 0 0 109 110 346.02 119.90 0 1 0 0 0 0 0 0 0 0 0 110 111 346.43 121.83 0 0 1 0 0 0 0 0 0 0 0 111 112 347.07 121.84 0 0 0 1 0 0 0 0 0 0 0 112 113 339.33 122.12 0 0 0 0 1 0 0 0 0 0 0 113 114 339.10 122.12 0 0 0 0 0 1 0 0 0 0 0 114 115 337.19 121.36 0 0 0 0 0 0 1 0 0 0 0 115 116 339.58 119.66 0 0 0 0 0 0 0 1 0 0 0 116 117 327.85 119.32 0 0 0 0 0 0 0 0 1 0 0 117 118 326.81 120.36 0 0 0 0 0 0 0 0 0 1 0 118 119 321.73 117.06 0 0 0 0 0 0 0 0 0 0 1 119 120 320.45 117.48 0 0 0 0 0 0 0 0 0 0 0 120 121 327.69 115.60 1 0 0 0 0 0 0 0 0 0 0 121 122 323.95 113.86 0 1 0 0 0 0 0 0 0 0 0 122 123 320.47 116.92 0 0 1 0 0 0 0 0 0 0 0 123 124 322.13 117.75 0 0 0 1 0 0 0 0 0 0 0 124 125 316.34 117.75 0 0 0 0 1 0 0 0 0 0 0 125 126 314.78 115.31 0 0 0 0 0 1 0 0 0 0 0 126 127 308.90 116.28 0 0 0 0 0 0 1 0 0 0 0 127 128 308.62 115.22 0 0 0 0 0 0 0 1 0 0 0 128 129 314.41 115.65 0 0 0 0 0 0 0 0 1 0 0 129 130 306.88 115.11 0 0 0 0 0 0 0 0 0 1 0 130 131 310.60 118.67 0 0 0 0 0 0 0 0 0 0 1 131 132 321.60 118.04 0 0 0 0 0 0 0 0 0 0 0 132 133 321.50 116.50 1 0 0 0 0 0 0 0 0 0 0 133 134 325.68 119.78 0 1 0 0 0 0 0 0 0 0 0 134 135 324.35 119.95 0 0 1 0 0 0 0 0 0 0 0 135 136 320.01 120.37 0 0 0 1 0 0 0 0 0 0 0 136 137 326.88 119.79 0 0 0 0 1 0 0 0 0 0 0 137 138 332.39 119.43 0 0 0 0 0 1 0 0 0 0 0 138 139 331.48 121.06 0 0 0 0 0 0 1 0 0 0 0 139 140 332.62 121.74 0 0 0 0 0 0 0 1 0 0 0 140 141 324.79 121.09 0 0 0 0 0 0 0 0 1 0 0 141 142 327.12 122.97 0 0 0 0 0 0 0 0 0 1 0 142 143 328.91 120.50 0 0 0 0 0 0 0 0 0 0 1 143 144 328.37 117.18 0 0 0 0 0 0 0 0 0 0 0 144 145 324.83 115.03 1 0 0 0 0 0 0 0 0 0 0 145 146 325.90 113.36 0 1 0 0 0 0 0 0 0 0 0 146 147 326.18 112.59 0 0 1 0 0 0 0 0 0 0 0 147 148 328.94 111.65 0 0 0 1 0 0 0 0 0 0 0 148 149 333.78 111.98 0 0 0 0 1 0 0 0 0 0 0 149 150 328.06 114.87 0 0 0 0 0 1 0 0 0 0 0 150 151 325.87 114.67 0 0 0 0 0 0 1 0 0 0 0 151 152 325.41 114.09 0 0 0 0 0 0 0 1 0 0 0 152 153 318.86 114.77 0 0 0 0 0 0 0 0 1 0 0 153 154 319.13 117.05 0 0 0 0 0 0 0 0 0 1 0 154 155 310.16 117.22 0 0 0 0 0 0 0 0 0 0 1 155 156 311.73 113.18 0 0 0 0 0 0 0 0 0 0 0 156 157 306.54 110.95 1 0 0 0 0 0 0 0 0 0 0 157 158 311.16 112.14 0 1 0 0 0 0 0 0 0 0 0 158 159 311.98 112.72 0 0 1 0 0 0 0 0 0 0 0 159 160 306.72 110.01 0 0 0 1 0 0 0 0 0 0 0 160 161 308.05 110.29 0 0 0 0 1 0 0 0 0 0 0 161 162 300.76 110.74 0 0 0 0 0 1 0 0 0 0 0 162 163 301.90 110.32 0 0 0 0 0 0 1 0 0 0 0 163 164 293.09 105.89 0 0 0 0 0 0 0 1 0 0 0 164 165 292.76 108.97 0 0 0 0 0 0 0 0 1 0 0 165 166 294.58 109.34 0 0 0 0 0 0 0 0 0 1 0 166 167 289.90 106.57 0 0 0 0 0 0 0 0 0 0 1 167 168 296.69 99.49 0 0 0 0 0 0 0 0 0 0 0 168 169 297.21 101.81 1 0 0 0 0 0 0 0 0 0 0 169 170 293.31 104.29 0 1 0 0 0 0 0 0 0 0 0 170 171 296.25 109.73 0 0 1 0 0 0 0 0 0 0 0 171 172 298.60 105.06 0 0 0 1 0 0 0 0 0 0 0 172 173 296.87 107.97 0 0 0 0 1 0 0 0 0 0 0 173 174 301.02 108.13 0 0 0 0 0 1 0 0 0 0 0 174 175 304.73 109.86 0 0 0 0 0 0 1 0 0 0 0 175 176 301.92 108.95 0 0 0 0 0 0 0 1 0 0 0 176 177 295.72 111.20 0 0 0 0 0 0 0 0 1 0 0 177 178 293.18 110.69 0 0 0 0 0 0 0 0 0 1 0 178 179 298.35 106.10 0 0 0 0 0 0 0 0 0 0 1 179 180 297.99 105.68 0 0 0 0 0 0 0 0 0 0 0 180 181 299.85 104.12 1 0 0 0 0 0 0 0 0 0 0 181 182 299.85 104.71 0 1 0 0 0 0 0 0 0 0 0 182 183 304.45 104.30 0 0 1 0 0 0 0 0 0 0 0 183 184 299.45 103.52 0 0 0 1 0 0 0 0 0 0 0 184 185 298.14 107.76 0 0 0 0 1 0 0 0 0 0 0 185 186 298.78 107.80 0 0 0 0 0 1 0 0 0 0 0 186 187 297.02 107.30 0 0 0 0 0 0 1 0 0 0 0 187 188 301.33 108.64 0 0 0 0 0 0 0 1 0 0 0 188 189 294.96 105.03 0 0 0 0 0 0 0 0 1 0 0 189 190 296.69 108.30 0 0 0 0 0 0 0 0 0 1 0 190 191 300.73 107.21 0 0 0 0 0 0 0 0 0 0 1 191 192 301.96 109.27 0 0 0 0 0 0 0 0 0 0 0 192 193 297.38 109.50 1 0 0 0 0 0 0 0 0 0 0 193 194 293.87 111.68 0 1 0 0 0 0 0 0 0 0 0 194 195 285.96 111.80 0 0 1 0 0 0 0 0 0 0 0 195 196 285.41 111.75 0 0 0 1 0 0 0 0 0 0 0 196 197 283.70 106.68 0 0 0 0 1 0 0 0 0 0 0 197 198 284.76 106.37 0 0 0 0 0 1 0 0 0 0 0 198 199 277.11 105.76 0 0 0 0 0 0 1 0 0 0 0 199 200 274.73 109.01 0 0 0 0 0 0 0 1 0 0 0 200 201 274.73 109.01 0 0 0 0 0 0 0 0 1 0 0 201 202 274.73 109.01 0 0 0 0 0 0 0 0 0 1 0 202 203 274.73 109.01 0 0 0 0 0 0 0 0 0 0 1 203 204 274.69 107.69 0 0 0 0 0 0 0 0 0 0 0 204 205 275.42 105.19 1 0 0 0 0 0 0 0 0 0 0 205 206 264.15 105.48 0 1 0 0 0 0 0 0 0 0 0 206 207 276.24 102.22 0 0 1 0 0 0 0 0 0 0 0 207 208 268.88 100.54 0 0 0 1 0 0 0 0 0 0 0 208 209 277.97 105.00 0 0 0 0 1 0 0 0 0 0 0 209 210 280.49 105.44 0 0 0 0 0 1 0 0 0 0 0 210 211 281.09 107.89 0 0 0 0 0 0 1 0 0 0 0 211 212 276.16 108.64 0 0 0 0 0 0 0 1 0 0 0 212 213 272.58 106.70 0 0 0 0 0 0 0 0 1 0 0 213 214 270.94 109.10 0 0 0 0 0 0 0 0 0 1 0 214 215 284.31 105.23 0 0 0 0 0 0 0 0 0 0 1 215 216 283.94 108.41 0 0 0 0 0 0 0 0 0 0 0 216 217 284.18 108.80 1 0 0 0 0 0 0 0 0 0 0 217 218 282.83 110.39 0 1 0 0 0 0 0 0 0 0 0 218 219 283.84 110.22 0 0 1 0 0 0 0 0 0 0 0 219 220 282.71 110.86 0 0 0 1 0 0 0 0 0 0 0 220 221 279.29 108.58 0 0 0 0 1 0 0 0 0 0 0 221 222 280.70 107.70 0 0 0 0 0 1 0 0 0 0 0 222 223 274.47 106.62 0 0 0 0 0 0 1 0 0 0 0 223 224 273.44 109.84 0 0 0 0 0 0 0 1 0 0 0 224 225 275.49 107.16 0 0 0 0 0 0 0 0 1 0 0 225 226 279.46 107.26 0 0 0 0 0 0 0 0 0 1 0 226 227 280.19 108.70 0 0 0 0 0 0 0 0 0 0 1 227 228 288.21 109.85 0 0 0 0 0 0 0 0 0 0 0 228 229 284.80 109.41 1 0 0 0 0 0 0 0 0 0 0 229 230 281.41 112.36 0 1 0 0 0 0 0 0 0 0 0 230 231 283.39 111.03 0 0 1 0 0 0 0 0 0 0 0 231 232 287.97 110.67 0 0 0 1 0 0 0 0 0 0 0 232 233 290.77 109.21 0 0 0 0 1 0 0 0 0 0 0 233 234 290.60 113.58 0 0 0 0 0 1 0 0 0 0 0 234 235 289.67 113.88 0 0 0 0 0 0 1 0 0 0 0 235 236 289.84 114.08 0 0 0 0 0 0 0 1 0 0 0 236 237 298.55 112.33 0 0 0 0 0 0 0 0 1 0 0 237 238 296.07 113.92 0 0 0 0 0 0 0 0 0 1 0 238 239 297.14 114.41 0 0 0 0 0 0 0 0 0 0 1 239 240 295.34 114.57 0 0 0 0 0 0 0 0 0 0 0 240 241 296.25 115.35 1 0 0 0 0 0 0 0 0 0 0 241 242 294.30 113.13 0 1 0 0 0 0 0 0 0 0 0 242 243 296.15 113.29 0 0 1 0 0 0 0 0 0 0 0 243 244 296.49 112.56 0 0 0 1 0 0 0 0 0 0 0 244 245 298.05 113.06 0 0 0 0 1 0 0 0 0 0 0 245 246 301.03 113.46 0 0 0 0 0 1 0 0 0 0 0 246 247 300.52 115.39 0 0 0 0 0 0 1 0 0 0 0 247 248 301.50 116.62 0 0 0 0 0 0 0 1 0 0 0 248 249 296.93 117.04 0 0 0 0 0 0 0 0 1 0 0 249 250 289.84 117.42 0 0 0 0 0 0 0 0 0 1 0 250 251 291.44 115.62 0 0 0 0 0 0 0 0 0 0 1 251 252 286.88 115.16 0 0 0 0 0 0 0 0 0 0 0 252 253 286.74 115.69 1 0 0 0 0 0 0 0 0 0 0 253 254 288.93 112.85 0 1 0 0 0 0 0 0 0 0 0 254 255 292.19 114.05 0 0 1 0 0 0 0 0 0 0 0 255 256 295.39 112.00 0 0 0 1 0 0 0 0 0 0 0 256 257 295.86 113.74 0 0 0 0 1 0 0 0 0 0 0 257 258 293.36 116.26 0 0 0 0 0 1 0 0 0 0 0 258 259 292.86 118.63 0 0 0 0 0 0 1 0 0 0 0 259 260 292.73 116.49 0 0 0 0 0 0 0 1 0 0 0 260 261 296.73 118.23 0 0 0 0 0 0 0 0 1 0 0 261 262 285.02 116.83 0 0 0 0 0 0 0 0 0 1 0 262 263 285.24 118.82 0 0 0 0 0 0 0 0 0 0 1 263 264 288.62 114.36 0 0 0 0 0 0 0 0 0 0 0 264 265 283.36 112.02 1 0 0 0 0 0 0 0 0 0 0 265 266 285.84 113.24 0 1 0 0 0 0 0 0 0 0 0 266 267 291.48 109.75 0 0 1 0 0 0 0 0 0 0 0 267 268 291.41 110.33 0 0 0 1 0 0 0 0 0 0 0 268 269 287.77 112.86 0 0 0 0 1 0 0 0 0 0 0 269 270 284.97 113.04 0 0 0 0 0 1 0 0 0 0 0 270 271 286.05 113.80 0 0 0 0 0 0 1 0 0 0 0 271 272 278.19 110.90 0 0 0 0 0 0 0 1 0 0 0 272 273 281.21 109.96 0 0 0 0 0 0 0 0 1 0 0 273 274 277.92 108.69 0 0 0 0 0 0 0 0 0 1 0 274 275 280.08 108.84 0 0 0 0 0 0 0 0 0 0 1 275 276 269.24 108.47 0 0 0 0 0 0 0 0 0 0 0 276 277 268.48 108.07 1 0 0 0 0 0 0 0 0 0 0 277 278 268.83 107.94 0 1 0 0 0 0 0 0 0 0 0 278 279 269.54 108.11 0 0 1 0 0 0 0 0 0 0 0 279 280 262.37 108.11 0 0 0 1 0 0 0 0 0 0 0 280 281 265.12 106.81 0 0 0 0 1 0 0 0 0 0 0 281 282 265.34 105.58 0 0 0 0 0 1 0 0 0 0 0 282 283 263.32 105.61 0 0 0 0 0 0 1 0 0 0 0 283 284 267.18 106.52 0 0 0 0 0 0 0 1 0 0 0 284 285 260.75 103.86 0 0 0 0 0 0 0 0 1 0 0 285 286 261.78 104.60 0 0 0 0 0 0 0 0 0 1 0 286 287 257.27 104.73 0 0 0 0 0 0 0 0 0 0 1 287 288 255.63 105.12 0 0 0 0 0 0 0 0 0 0 0 288 289 251.39 104.76 1 0 0 0 0 0 0 0 0 0 0 289 290 259.49 103.85 0 1 0 0 0 0 0 0 0 0 0 290 291 261.18 103.83 0 0 1 0 0 0 0 0 0 0 0 291 292 261.65 103.22 0 0 0 1 0 0 0 0 0 0 0 292 293 262.01 101.64 0 0 0 0 1 0 0 0 0 0 0 293 294 265.23 102.13 0 0 0 0 0 1 0 0 0 0 0 294 295 268.10 104.33 0 0 0 0 0 0 1 0 0 0 0 295 296 262.27 104.92 0 0 0 0 0 0 0 1 0 0 0 296 297 263.59 107.78 0 0 0 0 0 0 0 0 1 0 0 297 298 257.85 104.49 0 0 0 0 0 0 0 0 0 1 0 298 299 265.69 102.80 0 0 0 0 0 0 0 0 0 0 1 299 300 271.15 102.86 0 0 0 0 0 0 0 0 0 0 0 300 301 266.69 104.51 1 0 0 0 0 0 0 0 0 0 0 301 302 265.77 104.73 0 1 0 0 0 0 0 0 0 0 0 302 303 262.32 102.58 0 0 1 0 0 0 0 0 0 0 0 303 304 270.48 99.93 0 0 0 1 0 0 0 0 0 0 0 304 305 273.03 101.41 0 0 0 0 1 0 0 0 0 0 0 305 306 269.13 101.05 0 0 0 0 0 1 0 0 0 0 0 306 307 280.65 99.86 0 0 0 0 0 0 1 0 0 0 0 307 308 282.75 101.11 0 0 0 0 0 0 0 1 0 0 0 308 309 281.44 100.89 0 0 0 0 0 0 0 0 1 0 0 309 310 281.99 101.09 0 0 0 0 0 0 0 0 0 1 0 310 311 282.86 98.31 0 0 0 0 0 0 0 0 0 0 1 311 312 287.21 98.08 0 0 0 0 0 0 0 0 0 0 0 312 313 283.11 99.55 1 0 0 0 0 0 0 0 0 0 0 313 314 280.66 99.62 0 1 0 0 0 0 0 0 0 0 0 314 315 282.39 97.37 0 0 1 0 0 0 0 0 0 0 0 315 316 280.83 98.16 0 0 0 1 0 0 0 0 0 0 0 316 317 284.71 97.98 0 0 0 0 1 0 0 0 0 0 0 317 318 279.99 98.15 0 0 0 0 0 1 0 0 0 0 0 318 319 283.50 97.10 0 0 0 0 0 0 1 0 0 0 0 319 320 284.88 97.24 0 0 0 0 0 0 0 1 0 0 0 320 321 288.60 96.70 0 0 0 0 0 0 0 0 1 0 0 321 322 284.80 96.64 0 0 0 0 0 0 0 0 0 1 0 322 323 287.20 100.65 0 0 0 0 0 0 0 0 0 0 1 323 324 286.22 96.75 0 0 0 0 0 0 0 0 0 0 0 324 325 286.54 97.74 1 0 0 0 0 0 0 0 0 0 0 325 326 279.58 97.92 0 1 0 0 0 0 0 0 0 0 0 326 327 283.08 98.34 0 0 1 0 0 0 0 0 0 0 0 327 328 288.88 93.84 0 0 0 1 0 0 0 0 0 0 0 328 329 280.18 97.80 0 0 0 0 1 0 0 0 0 0 0 329 330 284.16 96.20 0 0 0 0 0 1 0 0 0 0 0 330 331 290.57 95.99 0 0 0 0 0 0 1 0 0 0 0 331 332 286.82 95.18 0 0 0 0 0 0 0 1 0 0 0 332 333 273.00 95.95 0 0 0 0 0 0 0 0 1 0 0 333 334 278.69 92.23 0 0 0 0 0 0 0 0 0 1 0 334 335 264.54 91.78 0 0 0 0 0 0 0 0 0 0 1 335 336 271.92 92.97 0 0 0 0 0 0 0 0 0 0 0 336 337 283.60 89.76 1 0 0 0 0 0 0 0 0 0 0 337 338 269.25 92.88 0 1 0 0 0 0 0 0 0 0 0 338 339 263.58 96.23 0 0 1 0 0 0 0 0 0 0 0 339 340 264.16 95.79 0 0 0 1 0 0 0 0 0 0 0 340 341 268.85 93.97 0 0 0 0 1 0 0 0 0 0 0 341 342 269.67 93.90 0 0 0 0 0 1 0 0 0 0 0 342 343 249.41 93.60 0 0 0 0 0 0 1 0 0 0 0 343 344 268.99 93.96 0 0 0 0 0 0 0 1 0 0 0 344 345 268.65 88.69 0 0 0 0 0 0 0 0 1 0 0 345 346 260.16 88.57 0 0 0 0 0 0 0 0 0 1 0 346 347 256.55 85.62 0 0 0 0 0 0 0 0 0 0 1 347 348 251.47 86.25 0 0 0 0 0 0 0 0 0 0 0 348 349 234.93 85.33 1 0 0 0 0 0 0 0 0 0 0 349 350 232.96 83.33 0 1 0 0 0 0 0 0 0 0 0 350 351 215.49 77.78 0 0 1 0 0 0 0 0 0 0 0 351 352 213.68 78.70 0 0 0 1 0 0 0 0 0 0 0 352 353 236.07 72.05 0 0 0 0 1 0 0 0 0 0 0 353 354 235.41 80.75 0 0 0 0 0 1 0 0 0 0 0 354 355 214.77 81.41 0 0 0 0 0 0 1 0 0 0 0 355 356 225.85 82.65 0 0 0 0 0 0 0 1 0 0 0 356 357 224.64 75.85 0 0 0 0 0 0 0 0 1 0 0 357 358 238.26 75.70 0 0 0 0 0 0 0 0 0 1 0 358 359 232.44 78.25 0 0 0 0 0 0 0 0 0 0 1 359 360 222.50 77.41 0 0 0 0 0 0 0 0 0 0 0 360 361 225.28 76.84 1 0 0 0 0 0 0 0 0 0 0 361 362 220.49 74.25 0 1 0 0 0 0 0 0 0 0 0 362 363 216.86 74.95 0 0 1 0 0 0 0 0 0 0 0 363 364 234.70 68.78 0 0 0 1 0 0 0 0 0 0 0 364 365 230.06 73.21 0 0 0 0 1 0 0 0 0 0 0 365 366 238.27 73.26 0 0 0 0 0 1 0 0 0 0 0 366 367 238.56 78.67 0 0 0 0 0 0 1 0 0 0 0 367 368 242.70 75.63 0 0 0 0 0 0 0 1 0 0 0 368 369 249.14 74.99 0 0 0 0 0 0 0 0 1 0 0 369 370 234.89 83.87 0 0 0 0 0 0 0 0 0 1 0 370 371 227.78 79.62 0 0 0 0 0 0 0 0 0 0 1 371 372 234.04 80.13 0 0 0 0 0 0 0 0 0 0 0 372 373 230.70 79.76 1 0 0 0 0 0 0 0 0 0 0 373 374 230.17 78.20 0 1 0 0 0 0 0 0 0 0 0 374 375 218.23 78.05 0 0 1 0 0 0 0 0 0 0 0 375 376 232.20 79.05 0 0 0 1 0 0 0 0 0 0 0 376 377 220.76 73.32 0 0 0 0 1 0 0 0 0 0 0 377 378 215.60 75.17 0 0 0 0 0 1 0 0 0 0 0 378 379 217.69 73.26 0 0 0 0 0 0 1 0 0 0 0 379 380 204.35 73.72 0 0 0 0 0 0 0 1 0 0 0 380 381 191.44 73.57 0 0 0 0 0 0 0 0 1 0 0 381 382 203.84 70.60 0 0 0 0 0 0 0 0 0 1 0 382 383 211.86 71.25 0 0 0 0 0 0 0 0 0 0 1 383 384 210.57 74.22 0 0 0 0 0 0 0 0 0 0 0 384 385 219.57 73.32 1 0 0 0 0 0 0 0 0 0 0 385 386 219.98 73.01 0 1 0 0 0 0 0 0 0 0 0 386 387 226.01 74.21 0 0 1 0 0 0 0 0 0 0 0 387 388 207.04 75.32 0 0 0 1 0 0 0 0 0 0 0 388 389 212.52 71.73 0 0 0 0 1 0 0 0 0 0 0 389 390 217.92 71.94 0 0 0 0 0 1 0 0 0 0 0 390 391 210.45 72.94 0 0 0 0 0 0 1 0 0 0 0 391 392 218.53 72.47 0 0 0 0 0 0 0 1 0 0 0 392 393 223.32 71.94 0 0 0 0 0 0 0 0 1 0 0 393 394 218.76 74.30 0 0 0 0 0 0 0 0 0 1 0 394 395 217.63 74.30 0 0 0 0 0 0 0 0 0 0 1 395 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Japan M1 M2 M3 M4 235.96716 1.01776 -0.25413 -1.30117 -1.26485 0.23065 M5 M6 M7 M8 M9 M10 0.19291 0.09745 -1.71115 -2.05082 -1.71784 -2.22647 M11 t -1.61852 -0.23037 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -30.4139 -7.7542 -0.9875 6.6046 34.8705 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 235.96716 11.36129 20.769 <2e-16 *** Japan 1.01776 0.08514 11.954 <2e-16 *** M1 -0.25413 2.98318 -0.085 0.932 M2 -1.30117 2.98270 -0.436 0.663 M3 -1.26485 2.98265 -0.424 0.672 M4 0.23065 2.98301 0.077 0.938 M5 0.19291 2.98284 0.065 0.948 M6 0.09745 2.98269 0.033 0.974 M7 -1.71115 2.98302 -0.574 0.567 M8 -2.05082 2.98313 -0.687 0.492 M9 -1.71784 2.98273 -0.576 0.565 M10 -2.22647 2.98294 -0.746 0.456 M11 -1.61852 2.98278 -0.543 0.588 t -0.23037 0.01099 -20.967 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 12.02 on 381 degrees of freedom Multiple R-squared: 0.92, Adjusted R-squared: 0.9173 F-statistic: 337.2 on 13 and 381 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,] 5.291189e-03 1.058238e-02 0.9947088 [2,] 3.139333e-03 6.278666e-03 0.9968607 [3,] 5.557180e-04 1.111436e-03 0.9994443 [4,] 1.870477e-04 3.740954e-04 0.9998130 [5,] 4.968365e-05 9.936729e-05 0.9999503 [6,] 1.590156e-05 3.180311e-05 0.9999841 [7,] 3.049718e-06 6.099436e-06 0.9999970 [8,] 8.019155e-06 1.603831e-05 0.9999920 [9,] 6.311604e-06 1.262321e-05 0.9999937 [10,] 2.676711e-06 5.353422e-06 0.9999973 [11,] 7.487804e-07 1.497561e-06 0.9999993 [12,] 2.280007e-07 4.560014e-07 0.9999998 [13,] 5.283373e-08 1.056675e-07 0.9999999 [14,] 1.223442e-08 2.446885e-08 1.0000000 [15,] 3.252351e-09 6.504702e-09 1.0000000 [16,] 9.741985e-10 1.948397e-09 1.0000000 [17,] 9.056928e-10 1.811386e-09 1.0000000 [18,] 4.743365e-10 9.486730e-10 1.0000000 [19,] 4.075199e-10 8.150398e-10 1.0000000 [20,] 1.276591e-10 2.553181e-10 1.0000000 [21,] 3.397322e-11 6.794644e-11 1.0000000 [22,] 7.980628e-12 1.596126e-11 1.0000000 [23,] 2.662379e-12 5.324759e-12 1.0000000 [24,] 7.213445e-13 1.442689e-12 1.0000000 [25,] 1.413350e-12 2.826700e-12 1.0000000 [26,] 4.250745e-13 8.501489e-13 1.0000000 [27,] 3.712250e-13 7.424499e-13 1.0000000 [28,] 3.425137e-13 6.850274e-13 1.0000000 [29,] 4.629066e-13 9.258132e-13 1.0000000 [30,] 8.232947e-12 1.646589e-11 1.0000000 [31,] 1.133290e-11 2.266579e-11 1.0000000 [32,] 4.599621e-12 9.199241e-12 1.0000000 [33,] 3.992649e-11 7.985298e-11 1.0000000 [34,] 6.621310e-11 1.324262e-10 1.0000000 [35,] 2.333108e-11 4.666215e-11 1.0000000 [36,] 9.294679e-12 1.858936e-11 1.0000000 [37,] 3.178834e-12 6.357668e-12 1.0000000 [38,] 1.509321e-12 3.018642e-12 1.0000000 [39,] 1.692462e-12 3.384924e-12 1.0000000 [40,] 8.008350e-13 1.601670e-12 1.0000000 [41,] 3.833092e-13 7.666183e-13 1.0000000 [42,] 1.302471e-13 2.604943e-13 1.0000000 [43,] 8.151244e-14 1.630249e-13 1.0000000 [44,] 1.662289e-13 3.324577e-13 1.0000000 [45,] 2.059705e-13 4.119411e-13 1.0000000 [46,] 1.576149e-13 3.152298e-13 1.0000000 [47,] 1.001949e-13 2.003898e-13 1.0000000 [48,] 5.170713e-14 1.034143e-13 1.0000000 [49,] 3.268249e-14 6.536497e-14 1.0000000 [50,] 1.423994e-14 2.847988e-14 1.0000000 [51,] 1.144881e-14 2.289763e-14 1.0000000 [52,] 2.347170e-14 4.694340e-14 1.0000000 [53,] 5.256496e-14 1.051299e-13 1.0000000 [54,] 6.397537e-14 1.279507e-13 1.0000000 [55,] 2.047732e-13 4.095463e-13 1.0000000 [56,] 1.128636e-13 2.257271e-13 1.0000000 [57,] 1.067555e-13 2.135111e-13 1.0000000 [58,] 4.424478e-14 8.848957e-14 1.0000000 [59,] 1.977118e-14 3.954236e-14 1.0000000 [60,] 7.754159e-15 1.550832e-14 1.0000000 [61,] 3.428887e-15 6.857773e-15 1.0000000 [62,] 2.424215e-15 4.848430e-15 1.0000000 [63,] 3.058279e-15 6.116559e-15 1.0000000 [64,] 3.905899e-15 7.811798e-15 1.0000000 [65,] 3.811587e-14 7.623174e-14 1.0000000 [66,] 2.066461e-13 4.132922e-13 1.0000000 [67,] 1.714003e-13 3.428007e-13 1.0000000 [68,] 1.593687e-13 3.187373e-13 1.0000000 [69,] 1.566139e-13 3.132278e-13 1.0000000 [70,] 1.071354e-13 2.142708e-13 1.0000000 [71,] 9.690763e-14 1.938153e-13 1.0000000 [72,] 7.301780e-14 1.460356e-13 1.0000000 [73,] 5.041979e-14 1.008396e-13 1.0000000 [74,] 5.924947e-14 1.184989e-13 1.0000000 [75,] 1.434645e-13 2.869291e-13 1.0000000 [76,] 2.670445e-13 5.340891e-13 1.0000000 [77,] 2.448312e-13 4.896624e-13 1.0000000 [78,] 3.356390e-13 6.712781e-13 1.0000000 [79,] 5.334463e-13 1.066893e-12 1.0000000 [80,] 8.062532e-13 1.612506e-12 1.0000000 [81,] 8.908298e-13 1.781660e-12 1.0000000 [82,] 6.160526e-13 1.232105e-12 1.0000000 [83,] 6.858790e-13 1.371758e-12 1.0000000 [84,] 4.148655e-13 8.297310e-13 1.0000000 [85,] 2.860782e-13 5.721563e-13 1.0000000 [86,] 2.542628e-13 5.085256e-13 1.0000000 [87,] 2.500190e-13 5.000381e-13 1.0000000 [88,] 1.329190e-13 2.658381e-13 1.0000000 [89,] 7.662439e-14 1.532488e-13 1.0000000 [90,] 5.375422e-14 1.075084e-13 1.0000000 [91,] 3.584449e-14 7.168899e-14 1.0000000 [92,] 2.318922e-14 4.637844e-14 1.0000000 [93,] 1.713200e-14 3.426400e-14 1.0000000 [94,] 1.228243e-14 2.456486e-14 1.0000000 [95,] 8.396708e-15 1.679342e-14 1.0000000 [96,] 5.689072e-15 1.137814e-14 1.0000000 [97,] 4.005664e-15 8.011328e-15 1.0000000 [98,] 2.836487e-15 5.672973e-15 1.0000000 [99,] 2.096858e-15 4.193716e-15 1.0000000 [100,] 1.348822e-15 2.697645e-15 1.0000000 [101,] 2.877859e-15 5.755718e-15 1.0000000 [102,] 1.473622e-14 2.947243e-14 1.0000000 [103,] 8.191751e-14 1.638350e-13 1.0000000 [104,] 7.508746e-13 1.501749e-12 1.0000000 [105,] 8.375422e-13 1.675084e-12 1.0000000 [106,] 1.135056e-12 2.270112e-12 1.0000000 [107,] 4.107531e-12 8.215062e-12 1.0000000 [108,] 1.306462e-11 2.612924e-11 1.0000000 [109,] 4.967908e-11 9.935816e-11 1.0000000 [110,] 1.204862e-10 2.409725e-10 1.0000000 [111,] 8.030471e-10 1.606094e-09 1.0000000 [112,] 2.147072e-09 4.294144e-09 1.0000000 [113,] 3.111804e-09 6.223607e-09 1.0000000 [114,] 1.482515e-08 2.965031e-08 1.0000000 [115,] 6.127535e-08 1.225507e-07 0.9999999 [116,] 6.240054e-08 1.248011e-07 0.9999999 [117,] 5.571219e-08 1.114244e-07 0.9999999 [118,] 4.888620e-08 9.777240e-08 1.0000000 [119,] 4.275310e-08 8.550620e-08 1.0000000 [120,] 5.595000e-08 1.119000e-07 0.9999999 [121,] 3.752293e-08 7.504586e-08 1.0000000 [122,] 2.842378e-08 5.684755e-08 1.0000000 [123,] 2.080057e-08 4.160113e-08 1.0000000 [124,] 1.604095e-08 3.208190e-08 1.0000000 [125,] 1.147572e-08 2.295145e-08 1.0000000 [126,] 8.608726e-09 1.721745e-08 1.0000000 [127,] 6.195013e-09 1.239003e-08 1.0000000 [128,] 4.734004e-09 9.468007e-09 1.0000000 [129,] 3.619345e-09 7.238691e-09 1.0000000 [130,] 3.419582e-09 6.839164e-09 1.0000000 [131,] 3.635323e-09 7.270646e-09 1.0000000 [132,] 5.003419e-09 1.000684e-08 1.0000000 [133,] 1.482655e-08 2.965309e-08 1.0000000 [134,] 1.511932e-08 3.023864e-08 1.0000000 [135,] 1.571727e-08 3.143453e-08 1.0000000 [136,] 1.810911e-08 3.621822e-08 1.0000000 [137,] 1.424990e-08 2.849979e-08 1.0000000 [138,] 1.169710e-08 2.339421e-08 1.0000000 [139,] 1.439127e-08 2.878254e-08 1.0000000 [140,] 1.388079e-08 2.776158e-08 1.0000000 [141,] 1.588122e-08 3.176244e-08 1.0000000 [142,] 1.566495e-08 3.132990e-08 1.0000000 [143,] 1.449686e-08 2.899372e-08 1.0000000 [144,] 1.466571e-08 2.933143e-08 1.0000000 [145,] 1.185241e-08 2.370481e-08 1.0000000 [146,] 1.415869e-08 2.831738e-08 1.0000000 [147,] 1.324019e-08 2.648038e-08 1.0000000 [148,] 1.273922e-08 2.547845e-08 1.0000000 [149,] 1.737355e-08 3.474709e-08 1.0000000 [150,] 2.105270e-08 4.210540e-08 1.0000000 [151,] 2.368134e-08 4.736269e-08 1.0000000 [152,] 2.018513e-08 4.037025e-08 1.0000000 [153,] 1.646267e-08 3.292533e-08 1.0000000 [154,] 1.512701e-08 3.025401e-08 1.0000000 [155,] 1.691223e-08 3.382446e-08 1.0000000 [156,] 1.341161e-08 2.682322e-08 1.0000000 [157,] 1.054287e-08 2.108573e-08 1.0000000 [158,] 7.648457e-09 1.529691e-08 1.0000000 [159,] 6.107445e-09 1.221489e-08 1.0000000 [160,] 4.651919e-09 9.303837e-09 1.0000000 [161,] 4.085526e-09 8.171051e-09 1.0000000 [162,] 4.219278e-09 8.438557e-09 1.0000000 [163,] 3.348819e-09 6.697639e-09 1.0000000 [164,] 2.740547e-09 5.481094e-09 1.0000000 [165,] 2.746490e-09 5.492980e-09 1.0000000 [166,] 3.056237e-09 6.112474e-09 1.0000000 [167,] 5.742501e-09 1.148500e-08 1.0000000 [168,] 6.854494e-09 1.370899e-08 1.0000000 [169,] 5.455494e-09 1.091099e-08 1.0000000 [170,] 4.535491e-09 9.070982e-09 1.0000000 [171,] 4.213897e-09 8.427795e-09 1.0000000 [172,] 4.434150e-09 8.868300e-09 1.0000000 [173,] 4.502197e-09 9.004395e-09 1.0000000 [174,] 4.300535e-09 8.601071e-09 1.0000000 [175,] 5.796106e-09 1.159221e-08 1.0000000 [176,] 6.709840e-09 1.341968e-08 1.0000000 [177,] 7.385281e-09 1.477056e-08 1.0000000 [178,] 9.852606e-09 1.970521e-08 1.0000000 [179,] 2.205874e-08 4.411749e-08 1.0000000 [180,] 5.178255e-08 1.035651e-07 0.9999999 [181,] 5.294099e-08 1.058820e-07 0.9999999 [182,] 4.985446e-08 9.970892e-08 1.0000000 [183,] 6.439310e-08 1.287862e-07 0.9999999 [184,] 1.353345e-07 2.706691e-07 0.9999999 [185,] 2.577224e-07 5.154447e-07 0.9999997 [186,] 4.655520e-07 9.311040e-07 0.9999995 [187,] 8.288554e-07 1.657711e-06 0.9999992 [188,] 1.547668e-06 3.095336e-06 0.9999985 [189,] 1.887677e-06 3.775353e-06 0.9999981 [190,] 5.650511e-06 1.130102e-05 0.9999943 [191,] 5.143078e-06 1.028616e-05 0.9999949 [192,] 5.144673e-06 1.028935e-05 0.9999949 [193,] 4.202603e-06 8.405205e-06 0.9999958 [194,] 3.319486e-06 6.638973e-06 0.9999967 [195,] 2.733715e-06 5.467430e-06 0.9999973 [196,] 2.559631e-06 5.119262e-06 0.9999974 [197,] 2.405497e-06 4.810995e-06 0.9999976 [198,] 3.274518e-06 6.549037e-06 0.9999967 [199,] 2.792162e-06 5.584325e-06 0.9999972 [200,] 2.258658e-06 4.517316e-06 0.9999977 [201,] 1.846747e-06 3.693494e-06 0.9999982 [202,] 1.551133e-06 3.102267e-06 0.9999984 [203,] 1.250916e-06 2.501832e-06 0.9999987 [204,] 1.062968e-06 2.125936e-06 0.9999989 [205,] 8.328088e-07 1.665618e-06 0.9999992 [206,] 6.052573e-07 1.210515e-06 0.9999994 [207,] 4.697752e-07 9.395503e-07 0.9999995 [208,] 4.450261e-07 8.900523e-07 0.9999996 [209,] 3.199476e-07 6.398951e-07 0.9999997 [210,] 2.229988e-07 4.459975e-07 0.9999998 [211,] 1.571189e-07 3.142377e-07 0.9999998 [212,] 1.154459e-07 2.308918e-07 0.9999999 [213,] 8.363665e-08 1.672733e-07 0.9999999 [214,] 6.614198e-08 1.322840e-07 0.9999999 [215,] 4.663536e-08 9.327073e-08 1.0000000 [216,] 3.188666e-08 6.377332e-08 1.0000000 [217,] 2.593414e-08 5.186828e-08 1.0000000 [218,] 1.707506e-08 3.415012e-08 1.0000000 [219,] 1.133269e-08 2.266538e-08 1.0000000 [220,] 7.487470e-09 1.497494e-08 1.0000000 [221,] 9.386104e-09 1.877221e-08 1.0000000 [222,] 8.135235e-09 1.627047e-08 1.0000000 [223,] 6.907157e-09 1.381431e-08 1.0000000 [224,] 4.909683e-09 9.819366e-09 1.0000000 [225,] 3.460889e-09 6.921779e-09 1.0000000 [226,] 2.875168e-09 5.750337e-09 1.0000000 [227,] 2.708808e-09 5.417615e-09 1.0000000 [228,] 2.464089e-09 4.928178e-09 1.0000000 [229,] 2.294247e-09 4.588493e-09 1.0000000 [230,] 2.885203e-09 5.770407e-09 1.0000000 [231,] 3.067612e-09 6.135224e-09 1.0000000 [232,] 2.872310e-09 5.744619e-09 1.0000000 [233,] 1.926603e-09 3.853206e-09 1.0000000 [234,] 1.277601e-09 2.555201e-09 1.0000000 [235,] 8.168661e-10 1.633732e-09 1.0000000 [236,] 5.657495e-10 1.131499e-09 1.0000000 [237,] 4.029237e-10 8.058474e-10 1.0000000 [238,] 2.752849e-10 5.505698e-10 1.0000000 [239,] 1.924539e-10 3.849079e-10 1.0000000 [240,] 1.850909e-10 3.701818e-10 1.0000000 [241,] 1.375311e-10 2.750622e-10 1.0000000 [242,] 8.473332e-11 1.694666e-10 1.0000000 [243,] 5.420094e-11 1.084019e-10 1.0000000 [244,] 3.419187e-11 6.838374e-11 1.0000000 [245,] 2.236643e-11 4.473287e-11 1.0000000 [246,] 1.796580e-11 3.593160e-11 1.0000000 [247,] 2.170667e-11 4.341335e-11 1.0000000 [248,] 1.313959e-11 2.627918e-11 1.0000000 [249,] 7.867233e-12 1.573447e-11 1.0000000 [250,] 4.653703e-12 9.307406e-12 1.0000000 [251,] 6.038390e-12 1.207678e-11 1.0000000 [252,] 5.316406e-12 1.063281e-11 1.0000000 [253,] 3.365895e-12 6.731790e-12 1.0000000 [254,] 2.162554e-12 4.325108e-12 1.0000000 [255,] 1.325393e-12 2.650787e-12 1.0000000 [256,] 8.470373e-13 1.694075e-12 1.0000000 [257,] 5.364521e-13 1.072904e-12 1.0000000 [258,] 3.311967e-13 6.623934e-13 1.0000000 [259,] 2.043898e-13 4.087797e-13 1.0000000 [260,] 1.755812e-13 3.511624e-13 1.0000000 [261,] 1.476546e-13 2.953092e-13 1.0000000 [262,] 1.073764e-13 2.147528e-13 1.0000000 [263,] 7.316207e-14 1.463241e-13 1.0000000 [264,] 1.585396e-13 3.170793e-13 1.0000000 [265,] 2.230436e-13 4.460872e-13 1.0000000 [266,] 2.065254e-13 4.130508e-13 1.0000000 [267,] 1.801103e-13 3.602206e-13 1.0000000 [268,] 1.708789e-13 3.417578e-13 1.0000000 [269,] 1.858522e-13 3.717043e-13 1.0000000 [270,] 2.155213e-13 4.310427e-13 1.0000000 [271,] 4.730260e-13 9.460520e-13 1.0000000 [272,] 2.356109e-12 4.712217e-12 1.0000000 [273,] 2.612136e-11 5.224271e-11 1.0000000 [274,] 4.324319e-11 8.648637e-11 1.0000000 [275,] 5.219807e-11 1.043961e-10 1.0000000 [276,] 9.497549e-11 1.899510e-10 1.0000000 [277,] 1.990162e-10 3.980324e-10 1.0000000 [278,] 3.299115e-10 6.598230e-10 1.0000000 [279,] 4.986669e-10 9.973338e-10 1.0000000 [280,] 2.637920e-09 5.275840e-09 1.0000000 [281,] 4.099341e-08 8.198682e-08 1.0000000 [282,] 6.075092e-07 1.215018e-06 0.9999994 [283,] 1.916975e-06 3.833950e-06 0.9999981 [284,] 4.171272e-06 8.342545e-06 0.9999958 [285,] 2.190996e-05 4.381993e-05 0.9999781 [286,] 9.551203e-05 1.910241e-04 0.9999045 [287,] 2.871713e-04 5.743427e-04 0.9997128 [288,] 5.171288e-04 1.034258e-03 0.9994829 [289,] 1.429287e-03 2.858575e-03 0.9985707 [290,] 4.454400e-03 8.908801e-03 0.9955456 [291,] 6.980789e-03 1.396158e-02 0.9930192 [292,] 1.281298e-02 2.562596e-02 0.9871870 [293,] 2.316664e-02 4.633327e-02 0.9768334 [294,] 3.890251e-02 7.780503e-02 0.9610975 [295,] 5.472539e-02 1.094508e-01 0.9452746 [296,] 7.479888e-02 1.495978e-01 0.9252011 [297,] 9.180436e-02 1.836087e-01 0.9081956 [298,] 1.045802e-01 2.091604e-01 0.8954198 [299,] 1.205406e-01 2.410813e-01 0.8794594 [300,] 1.297612e-01 2.595224e-01 0.8702388 [301,] 1.498656e-01 2.997313e-01 0.8501344 [302,] 1.688555e-01 3.377109e-01 0.8311445 [303,] 1.884833e-01 3.769667e-01 0.8115167 [304,] 2.127003e-01 4.254007e-01 0.7872997 [305,] 2.501095e-01 5.002190e-01 0.7498905 [306,] 2.723014e-01 5.446027e-01 0.7276986 [307,] 2.812931e-01 5.625862e-01 0.7187069 [308,] 3.025481e-01 6.050961e-01 0.6974519 [309,] 3.129626e-01 6.259252e-01 0.6870374 [310,] 3.030430e-01 6.060860e-01 0.6969570 [311,] 3.108400e-01 6.216800e-01 0.6891600 [312,] 4.058858e-01 8.117716e-01 0.5941142 [313,] 3.925436e-01 7.850872e-01 0.6074564 [314,] 3.933128e-01 7.866257e-01 0.6066872 [315,] 5.290515e-01 9.418970e-01 0.4709485 [316,] 5.899373e-01 8.201255e-01 0.4100627 [317,] 5.627596e-01 8.744809e-01 0.4372404 [318,] 5.843647e-01 8.312706e-01 0.4156353 [319,] 5.465903e-01 9.068194e-01 0.4534097 [320,] 5.349666e-01 9.300668e-01 0.4650334 [321,] 7.086463e-01 5.827073e-01 0.2913537 [322,] 6.934323e-01 6.131355e-01 0.3065677 [323,] 6.557262e-01 6.885475e-01 0.3442738 [324,] 6.130610e-01 7.738781e-01 0.3869390 [325,] 5.737974e-01 8.524051e-01 0.4262026 [326,] 5.414972e-01 9.170056e-01 0.4585028 [327,] 5.012793e-01 9.974414e-01 0.4987207 [328,] 4.906339e-01 9.812678e-01 0.5093661 [329,] 5.431579e-01 9.136841e-01 0.4568421 [330,] 5.474573e-01 9.050853e-01 0.4525427 [331,] 5.700989e-01 8.598021e-01 0.4299011 [332,] 5.817592e-01 8.364815e-01 0.4182408 [333,] 5.372406e-01 9.255189e-01 0.4627594 [334,] 4.913351e-01 9.826703e-01 0.5086649 [335,] 5.091752e-01 9.816496e-01 0.4908248 [336,] 6.118347e-01 7.763306e-01 0.3881653 [337,] 5.659475e-01 8.681049e-01 0.4340525 [338,] 5.126104e-01 9.747792e-01 0.4873896 [339,] 6.136176e-01 7.727648e-01 0.3863824 [340,] 6.331156e-01 7.337688e-01 0.3668844 [341,] 6.133296e-01 7.733408e-01 0.3866704 [342,] 5.727316e-01 8.545369e-01 0.4272684 [343,] 5.119418e-01 9.761163e-01 0.4880582 [344,] 4.746519e-01 9.493037e-01 0.5253481 [345,] 4.385254e-01 8.770508e-01 0.5614746 [346,] 4.277750e-01 8.555501e-01 0.5722250 [347,] 4.416197e-01 8.832395e-01 0.5583803 [348,] 4.147716e-01 8.295431e-01 0.5852284 [349,] 3.478669e-01 6.957337e-01 0.6521331 [350,] 3.301414e-01 6.602827e-01 0.6698586 [351,] 2.810726e-01 5.621451e-01 0.7189274 [352,] 3.513790e-01 7.027581e-01 0.6486210 [353,] 8.285099e-01 3.429801e-01 0.1714901 [354,] 7.633401e-01 4.733198e-01 0.2366599 [355,] 6.851090e-01 6.297821e-01 0.3148910 [356,] 6.600672e-01 6.798656e-01 0.3399328 [357,] 5.618260e-01 8.763480e-01 0.4381740 [358,] 4.634221e-01 9.268442e-01 0.5365779 [359,] 3.904433e-01 7.808866e-01 0.6095567 [360,] 5.409118e-01 9.181764e-01 0.4590882 [361,] 5.439098e-01 9.121804e-01 0.4560902 [362,] 4.521890e-01 9.043780e-01 0.5478110 > postscript(file="/var/www/html/rcomp/tmp/19w7t1228923628.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2s2d41228923628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/36kui1228923628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/47m2c1228923628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/562o61228923628.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 -1.42592399 3.23425843 3.18344870 2.95185561 1.67930913 -1.70765455 7 8 9 10 11 12 -2.91023559 -7.89072587 -1.91293774 2.19082245 -1.53297858 3.19917104 13 14 15 16 17 18 6.80995373 8.78901673 7.95305626 5.05021989 0.33241518 3.27664105 19 20 21 22 23 24 -0.02741463 -0.73209746 -1.71121981 2.32748074 2.66778117 -1.72234080 25 26 27 28 29 30 -1.05583719 0.75185866 0.65501013 0.40290060 1.15958993 2.03647996 31 32 33 34 35 36 -2.98206975 -4.25092416 5.53831763 7.82211518 4.56865299 3.00138919 37 38 39 40 41 42 3.20654203 6.85313486 2.30060276 2.62227681 -5.83323533 -1.64717961 43 44 45 46 47 48 -6.91494875 -7.98725250 -6.23212855 -8.87087130 -7.68124397 -3.67954067 49 50 51 52 53 54 -14.36451169 -8.84635313 -3.81838975 -0.91623661 -7.72475176 -9.39492884 55 56 57 58 59 60 -2.16971593 -6.72878531 -10.39023300 -5.45641906 -0.21116189 6.26897568 61 62 63 64 65 66 4.21196441 6.25266328 6.41458785 4.71310225 2.62080351 -6.13095569 67 68 69 70 71 72 1.77687223 5.24458487 8.32651181 6.57009898 10.83908599 5.02709680 73 74 75 76 77 78 6.84740039 1.06049472 -1.88814631 3.92746798 3.40841999 6.71388913 79 80 81 82 83 84 10.27114686 7.71454766 17.17032831 21.22149446 11.23593829 9.98292078 85 86 87 88 89 90 10.74903181 10.80791721 10.94051946 11.25586961 6.11371571 9.28071323 91 92 93 94 95 96 14.06885902 11.47728669 11.76116736 16.57869475 17.68212207 18.21952991 97 98 99 100 101 102 16.64722306 14.55605472 18.33275842 12.86762949 12.58911433 14.63690882 103 104 105 106 107 108 16.10091580 6.62277183 9.93961815 14.78350222 13.55112209 10.08137172 109 110 111 112 113 114 14.74824694 14.66480700 13.30456746 12.66926091 4.91239800 5.00822237 115 116 117 118 119 120 5.91068459 10.60092115 -0.88566090 -2.24513048 -4.34410322 -7.43971478 121 122 123 124 125 126 2.19817237 1.50648758 -4.89382209 -5.34369280 -10.86558258 -9.61642094 127 128 129 130 131 132 -14.44468556 -13.07581615 -7.82607430 -14.06748123 -14.34829563 -4.09525795 133 134 135 136 137 138 -2.14340960 -0.02425550 -1.33323537 -7.36582400 0.36258771 6.56480610 139 140 141 142 143 144 6.03481910 7.05278406 -0.21829201 0.93731901 4.86360450 6.31441974 145 146 147 148 149 150 5.44710241 9.49417433 10.75188997 13.20345654 17.97570557 9.64020014 151 152 153 154 155 156 9.69271610 10.39306014 3.04836170 1.73686825 -7.78373576 -3.49013248 157 158 159 160 161 162 -5.92602891 -1.23975395 -0.81601591 -4.58301205 -3.26987496 -10.69204312 163 164 165 166 167 168 -7.08561971 -10.81689514 -14.38422040 -12.20179000 -14.44017616 -1.83257890 169 170 171 172 173 174 -3.18928869 -8.33592564 -10.73850691 -4.90069115 -9.32426595 -5.01128337 175 176 177 178 179 180 -1.02304648 -2.33684125 -10.92942474 -12.21136451 -2.74742533 -4.06811749 181 182 183 184 185 186 -0.13591392 0.54101774 5.75233936 0.28106414 -5.07613302 -4.15101910 187 188 189 190 191 192 -3.36317479 0.15306779 -2.64543520 -3.50451222 1.26726285 -0.98747703 193 194 195 196 197 198 -5.31706596 -9.76837457 -17.60646638 -19.37070725 -15.65254787 -13.95121754 199 200 201 202 203 204 -18.94141950 -24.05910076 -24.16172160 -23.42271957 -23.80030418 -23.88501129 205 206 207 208 209 210 -20.12611221 -30.41385220 -14.81191123 -21.72720139 -16.90830602 -14.51029657 211 212 213 214 215 216 -14.36484772 -19.48812604 -21.19629020 -24.53991499 -7.60876386 -12.60339626 217 218 219 220 221 222 -12.27582698 -13.96665649 -12.58959756 -15.63609364 -16.46748794 -13.83603374 223 224 225 226 227 228 -16.92788795 -20.66503637 -15.99005726 -11.38283135 -12.49599206 -7.03456927 229 230 231 232 233 234 -9.51225821 -14.62724292 -11.09958103 -7.41831594 -2.86427440 -7.15606637 235 236 237 238 239 240 -6.35243100 -5.81594067 4.57252054 1.21328231 1.40699471 -1.94399894 241 242 243 244 245 246 -1.34335651 0.24348406 2.12468180 1.94251852 3.26174816 6.16046805 247 248 249 250 251 252 5.72515271 6.02334902 0.92326849 -5.81447873 -2.76009323 -8.24007495 253 254 255 256 257 258 -8.43499223 -2.07713973 0.15558639 4.17686786 3.14407364 -1.59486016 259 260 261 262 263 264 -2.46799042 0.15006106 2.27653577 -7.26959655 -9.45252591 -2.92146292 265 266 267 268 269 270 -5.31540563 -2.79966351 6.58636252 4.66093211 -1.28589345 -3.94326609 271 272 273 274 275 276 -1.59780086 -5.93625089 -2.06217623 -3.32061750 -1.69086629 -13.54244652 277 278 279 280 281 282 -13.41084591 -11.65112620 -10.92010607 -19.35523500 -15.01403525 -13.21636464 283 284 285 286 287 288 -13.22793375 -9.72405386 -13.54942997 -12.53357121 -17.55346478 -20.97854350 289 290 291 292 293 294 -24.36765333 -14.06407991 -12.15968515 -12.33397977 -10.09780689 -7.05068550 295 296 297 298 299 300 -4.38079636 -10.24123290 -11.93465070 -13.58721440 -4.40478263 -0.39400016 301 302 303 304 305 306 -6.04880996 -5.91530666 -6.98308060 2.60885758 3.92068126 0.71289965 307 308 309 310 311 312 15.48299917 16.88084026 15.69212688 16.77757668 20.09936813 23.29530134 313 314 315 316 317 318 18.18368856 16.93985603 21.15385821 17.52469794 21.85600518 17.28881014 319 320 321 322 323 324 23.90642310 25.71397910 29.88094929 26.88101699 24.82221006 26.42332679 325 326 327 328 329 330 26.22023936 20.35445311 23.62103295 32.73582930 20.27360527 26.20784752 331 332 333 334 335 336 34.87054109 32.51497020 17.80867325 28.02374686 13.95415477 18.73486711 337 338 339 340 341 342 34.16637663 17.91837252 9.03291211 8.79559809 15.60603365 16.82310130 343 344 345 346 347 348 -1.09260662 18.69104192 23.61202247 15.98315585 14.99796670 7.88862530 349 350 351 352 353 354 -7.23053828 -5.88760517 -17.51499112 -21.52646033 7.89976170 -1.28893616 355 356 357 358 359 360 -20.56169481 -10.17367611 -4.56552095 9.94614526 1.15326964 -9.31996283 361 362 363 364 365 366 -5.47534282 -6.35193062 -10.50032391 12.35413361 3.47356182 11.95849813 367 368 369 370 371 372 8.78137389 16.58541043 23.57415674 1.02543953 -2.13666008 2.21612985 373 374 375 376 377 378 -0.26280237 2.07231582 -9.52098047 2.16612942 -3.17398882 -9.89102263 379 380 381 382 383 384 -3.81813506 -17.05626264 -29.91621931 -13.75446658 -6.77359596 -12.47449852 385 386 387 388 389 390 -2.07401732 -0.07110060 4.93162552 -16.43321832 -7.03134547 -1.51925095 391 392 393 394 395 -7.96804841 1.16034191 6.38713449 0.16422015 -1.34336447 > postscript(file="/var/www/html/rcomp/tmp/66t8h1228923628.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 -1.42592399 NA 1 3.23425843 -1.42592399 2 3.18344870 3.23425843 3 2.95185561 3.18344870 4 1.67930913 2.95185561 5 -1.70765455 1.67930913 6 -2.91023559 -1.70765455 7 -7.89072587 -2.91023559 8 -1.91293774 -7.89072587 9 2.19082245 -1.91293774 10 -1.53297858 2.19082245 11 3.19917104 -1.53297858 12 6.80995373 3.19917104 13 8.78901673 6.80995373 14 7.95305626 8.78901673 15 5.05021989 7.95305626 16 0.33241518 5.05021989 17 3.27664105 0.33241518 18 -0.02741463 3.27664105 19 -0.73209746 -0.02741463 20 -1.71121981 -0.73209746 21 2.32748074 -1.71121981 22 2.66778117 2.32748074 23 -1.72234080 2.66778117 24 -1.05583719 -1.72234080 25 0.75185866 -1.05583719 26 0.65501013 0.75185866 27 0.40290060 0.65501013 28 1.15958993 0.40290060 29 2.03647996 1.15958993 30 -2.98206975 2.03647996 31 -4.25092416 -2.98206975 32 5.53831763 -4.25092416 33 7.82211518 5.53831763 34 4.56865299 7.82211518 35 3.00138919 4.56865299 36 3.20654203 3.00138919 37 6.85313486 3.20654203 38 2.30060276 6.85313486 39 2.62227681 2.30060276 40 -5.83323533 2.62227681 41 -1.64717961 -5.83323533 42 -6.91494875 -1.64717961 43 -7.98725250 -6.91494875 44 -6.23212855 -7.98725250 45 -8.87087130 -6.23212855 46 -7.68124397 -8.87087130 47 -3.67954067 -7.68124397 48 -14.36451169 -3.67954067 49 -8.84635313 -14.36451169 50 -3.81838975 -8.84635313 51 -0.91623661 -3.81838975 52 -7.72475176 -0.91623661 53 -9.39492884 -7.72475176 54 -2.16971593 -9.39492884 55 -6.72878531 -2.16971593 56 -10.39023300 -6.72878531 57 -5.45641906 -10.39023300 58 -0.21116189 -5.45641906 59 6.26897568 -0.21116189 60 4.21196441 6.26897568 61 6.25266328 4.21196441 62 6.41458785 6.25266328 63 4.71310225 6.41458785 64 2.62080351 4.71310225 65 -6.13095569 2.62080351 66 1.77687223 -6.13095569 67 5.24458487 1.77687223 68 8.32651181 5.24458487 69 6.57009898 8.32651181 70 10.83908599 6.57009898 71 5.02709680 10.83908599 72 6.84740039 5.02709680 73 1.06049472 6.84740039 74 -1.88814631 1.06049472 75 3.92746798 -1.88814631 76 3.40841999 3.92746798 77 6.71388913 3.40841999 78 10.27114686 6.71388913 79 7.71454766 10.27114686 80 17.17032831 7.71454766 81 21.22149446 17.17032831 82 11.23593829 21.22149446 83 9.98292078 11.23593829 84 10.74903181 9.98292078 85 10.80791721 10.74903181 86 10.94051946 10.80791721 87 11.25586961 10.94051946 88 6.11371571 11.25586961 89 9.28071323 6.11371571 90 14.06885902 9.28071323 91 11.47728669 14.06885902 92 11.76116736 11.47728669 93 16.57869475 11.76116736 94 17.68212207 16.57869475 95 18.21952991 17.68212207 96 16.64722306 18.21952991 97 14.55605472 16.64722306 98 18.33275842 14.55605472 99 12.86762949 18.33275842 100 12.58911433 12.86762949 101 14.63690882 12.58911433 102 16.10091580 14.63690882 103 6.62277183 16.10091580 104 9.93961815 6.62277183 105 14.78350222 9.93961815 106 13.55112209 14.78350222 107 10.08137172 13.55112209 108 14.74824694 10.08137172 109 14.66480700 14.74824694 110 13.30456746 14.66480700 111 12.66926091 13.30456746 112 4.91239800 12.66926091 113 5.00822237 4.91239800 114 5.91068459 5.00822237 115 10.60092115 5.91068459 116 -0.88566090 10.60092115 117 -2.24513048 -0.88566090 118 -4.34410322 -2.24513048 119 -7.43971478 -4.34410322 120 2.19817237 -7.43971478 121 1.50648758 2.19817237 122 -4.89382209 1.50648758 123 -5.34369280 -4.89382209 124 -10.86558258 -5.34369280 125 -9.61642094 -10.86558258 126 -14.44468556 -9.61642094 127 -13.07581615 -14.44468556 128 -7.82607430 -13.07581615 129 -14.06748123 -7.82607430 130 -14.34829563 -14.06748123 131 -4.09525795 -14.34829563 132 -2.14340960 -4.09525795 133 -0.02425550 -2.14340960 134 -1.33323537 -0.02425550 135 -7.36582400 -1.33323537 136 0.36258771 -7.36582400 137 6.56480610 0.36258771 138 6.03481910 6.56480610 139 7.05278406 6.03481910 140 -0.21829201 7.05278406 141 0.93731901 -0.21829201 142 4.86360450 0.93731901 143 6.31441974 4.86360450 144 5.44710241 6.31441974 145 9.49417433 5.44710241 146 10.75188997 9.49417433 147 13.20345654 10.75188997 148 17.97570557 13.20345654 149 9.64020014 17.97570557 150 9.69271610 9.64020014 151 10.39306014 9.69271610 152 3.04836170 10.39306014 153 1.73686825 3.04836170 154 -7.78373576 1.73686825 155 -3.49013248 -7.78373576 156 -5.92602891 -3.49013248 157 -1.23975395 -5.92602891 158 -0.81601591 -1.23975395 159 -4.58301205 -0.81601591 160 -3.26987496 -4.58301205 161 -10.69204312 -3.26987496 162 -7.08561971 -10.69204312 163 -10.81689514 -7.08561971 164 -14.38422040 -10.81689514 165 -12.20179000 -14.38422040 166 -14.44017616 -12.20179000 167 -1.83257890 -14.44017616 168 -3.18928869 -1.83257890 169 -8.33592564 -3.18928869 170 -10.73850691 -8.33592564 171 -4.90069115 -10.73850691 172 -9.32426595 -4.90069115 173 -5.01128337 -9.32426595 174 -1.02304648 -5.01128337 175 -2.33684125 -1.02304648 176 -10.92942474 -2.33684125 177 -12.21136451 -10.92942474 178 -2.74742533 -12.21136451 179 -4.06811749 -2.74742533 180 -0.13591392 -4.06811749 181 0.54101774 -0.13591392 182 5.75233936 0.54101774 183 0.28106414 5.75233936 184 -5.07613302 0.28106414 185 -4.15101910 -5.07613302 186 -3.36317479 -4.15101910 187 0.15306779 -3.36317479 188 -2.64543520 0.15306779 189 -3.50451222 -2.64543520 190 1.26726285 -3.50451222 191 -0.98747703 1.26726285 192 -5.31706596 -0.98747703 193 -9.76837457 -5.31706596 194 -17.60646638 -9.76837457 195 -19.37070725 -17.60646638 196 -15.65254787 -19.37070725 197 -13.95121754 -15.65254787 198 -18.94141950 -13.95121754 199 -24.05910076 -18.94141950 200 -24.16172160 -24.05910076 201 -23.42271957 -24.16172160 202 -23.80030418 -23.42271957 203 -23.88501129 -23.80030418 204 -20.12611221 -23.88501129 205 -30.41385220 -20.12611221 206 -14.81191123 -30.41385220 207 -21.72720139 -14.81191123 208 -16.90830602 -21.72720139 209 -14.51029657 -16.90830602 210 -14.36484772 -14.51029657 211 -19.48812604 -14.36484772 212 -21.19629020 -19.48812604 213 -24.53991499 -21.19629020 214 -7.60876386 -24.53991499 215 -12.60339626 -7.60876386 216 -12.27582698 -12.60339626 217 -13.96665649 -12.27582698 218 -12.58959756 -13.96665649 219 -15.63609364 -12.58959756 220 -16.46748794 -15.63609364 221 -13.83603374 -16.46748794 222 -16.92788795 -13.83603374 223 -20.66503637 -16.92788795 224 -15.99005726 -20.66503637 225 -11.38283135 -15.99005726 226 -12.49599206 -11.38283135 227 -7.03456927 -12.49599206 228 -9.51225821 -7.03456927 229 -14.62724292 -9.51225821 230 -11.09958103 -14.62724292 231 -7.41831594 -11.09958103 232 -2.86427440 -7.41831594 233 -7.15606637 -2.86427440 234 -6.35243100 -7.15606637 235 -5.81594067 -6.35243100 236 4.57252054 -5.81594067 237 1.21328231 4.57252054 238 1.40699471 1.21328231 239 -1.94399894 1.40699471 240 -1.34335651 -1.94399894 241 0.24348406 -1.34335651 242 2.12468180 0.24348406 243 1.94251852 2.12468180 244 3.26174816 1.94251852 245 6.16046805 3.26174816 246 5.72515271 6.16046805 247 6.02334902 5.72515271 248 0.92326849 6.02334902 249 -5.81447873 0.92326849 250 -2.76009323 -5.81447873 251 -8.24007495 -2.76009323 252 -8.43499223 -8.24007495 253 -2.07713973 -8.43499223 254 0.15558639 -2.07713973 255 4.17686786 0.15558639 256 3.14407364 4.17686786 257 -1.59486016 3.14407364 258 -2.46799042 -1.59486016 259 0.15006106 -2.46799042 260 2.27653577 0.15006106 261 -7.26959655 2.27653577 262 -9.45252591 -7.26959655 263 -2.92146292 -9.45252591 264 -5.31540563 -2.92146292 265 -2.79966351 -5.31540563 266 6.58636252 -2.79966351 267 4.66093211 6.58636252 268 -1.28589345 4.66093211 269 -3.94326609 -1.28589345 270 -1.59780086 -3.94326609 271 -5.93625089 -1.59780086 272 -2.06217623 -5.93625089 273 -3.32061750 -2.06217623 274 -1.69086629 -3.32061750 275 -13.54244652 -1.69086629 276 -13.41084591 -13.54244652 277 -11.65112620 -13.41084591 278 -10.92010607 -11.65112620 279 -19.35523500 -10.92010607 280 -15.01403525 -19.35523500 281 -13.21636464 -15.01403525 282 -13.22793375 -13.21636464 283 -9.72405386 -13.22793375 284 -13.54942997 -9.72405386 285 -12.53357121 -13.54942997 286 -17.55346478 -12.53357121 287 -20.97854350 -17.55346478 288 -24.36765333 -20.97854350 289 -14.06407991 -24.36765333 290 -12.15968515 -14.06407991 291 -12.33397977 -12.15968515 292 -10.09780689 -12.33397977 293 -7.05068550 -10.09780689 294 -4.38079636 -7.05068550 295 -10.24123290 -4.38079636 296 -11.93465070 -10.24123290 297 -13.58721440 -11.93465070 298 -4.40478263 -13.58721440 299 -0.39400016 -4.40478263 300 -6.04880996 -0.39400016 301 -5.91530666 -6.04880996 302 -6.98308060 -5.91530666 303 2.60885758 -6.98308060 304 3.92068126 2.60885758 305 0.71289965 3.92068126 306 15.48299917 0.71289965 307 16.88084026 15.48299917 308 15.69212688 16.88084026 309 16.77757668 15.69212688 310 20.09936813 16.77757668 311 23.29530134 20.09936813 312 18.18368856 23.29530134 313 16.93985603 18.18368856 314 21.15385821 16.93985603 315 17.52469794 21.15385821 316 21.85600518 17.52469794 317 17.28881014 21.85600518 318 23.90642310 17.28881014 319 25.71397910 23.90642310 320 29.88094929 25.71397910 321 26.88101699 29.88094929 322 24.82221006 26.88101699 323 26.42332679 24.82221006 324 26.22023936 26.42332679 325 20.35445311 26.22023936 326 23.62103295 20.35445311 327 32.73582930 23.62103295 328 20.27360527 32.73582930 329 26.20784752 20.27360527 330 34.87054109 26.20784752 331 32.51497020 34.87054109 332 17.80867325 32.51497020 333 28.02374686 17.80867325 334 13.95415477 28.02374686 335 18.73486711 13.95415477 336 34.16637663 18.73486711 337 17.91837252 34.16637663 338 9.03291211 17.91837252 339 8.79559809 9.03291211 340 15.60603365 8.79559809 341 16.82310130 15.60603365 342 -1.09260662 16.82310130 343 18.69104192 -1.09260662 344 23.61202247 18.69104192 345 15.98315585 23.61202247 346 14.99796670 15.98315585 347 7.88862530 14.99796670 348 -7.23053828 7.88862530 349 -5.88760517 -7.23053828 350 -17.51499112 -5.88760517 351 -21.52646033 -17.51499112 352 7.89976170 -21.52646033 353 -1.28893616 7.89976170 354 -20.56169481 -1.28893616 355 -10.17367611 -20.56169481 356 -4.56552095 -10.17367611 357 9.94614526 -4.56552095 358 1.15326964 9.94614526 359 -9.31996283 1.15326964 360 -5.47534282 -9.31996283 361 -6.35193062 -5.47534282 362 -10.50032391 -6.35193062 363 12.35413361 -10.50032391 364 3.47356182 12.35413361 365 11.95849813 3.47356182 366 8.78137389 11.95849813 367 16.58541043 8.78137389 368 23.57415674 16.58541043 369 1.02543953 23.57415674 370 -2.13666008 1.02543953 371 2.21612985 -2.13666008 372 -0.26280237 2.21612985 373 2.07231582 -0.26280237 374 -9.52098047 2.07231582 375 2.16612942 -9.52098047 376 -3.17398882 2.16612942 377 -9.89102263 -3.17398882 378 -3.81813506 -9.89102263 379 -17.05626264 -3.81813506 380 -29.91621931 -17.05626264 381 -13.75446658 -29.91621931 382 -6.77359596 -13.75446658 383 -12.47449852 -6.77359596 384 -2.07401732 -12.47449852 385 -0.07110060 -2.07401732 386 4.93162552 -0.07110060 387 -16.43321832 4.93162552 388 -7.03134547 -16.43321832 389 -1.51925095 -7.03134547 390 -7.96804841 -1.51925095 391 1.16034191 -7.96804841 392 6.38713449 1.16034191 393 0.16422015 6.38713449 394 -1.34336447 0.16422015 395 NA -1.34336447 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 3.23425843 -1.42592399 [2,] 3.18344870 3.23425843 [3,] 2.95185561 3.18344870 [4,] 1.67930913 2.95185561 [5,] -1.70765455 1.67930913 [6,] -2.91023559 -1.70765455 [7,] -7.89072587 -2.91023559 [8,] -1.91293774 -7.89072587 [9,] 2.19082245 -1.91293774 [10,] -1.53297858 2.19082245 [11,] 3.19917104 -1.53297858 [12,] 6.80995373 3.19917104 [13,] 8.78901673 6.80995373 [14,] 7.95305626 8.78901673 [15,] 5.05021989 7.95305626 [16,] 0.33241518 5.05021989 [17,] 3.27664105 0.33241518 [18,] -0.02741463 3.27664105 [19,] -0.73209746 -0.02741463 [20,] -1.71121981 -0.73209746 [21,] 2.32748074 -1.71121981 [22,] 2.66778117 2.32748074 [23,] -1.72234080 2.66778117 [24,] -1.05583719 -1.72234080 [25,] 0.75185866 -1.05583719 [26,] 0.65501013 0.75185866 [27,] 0.40290060 0.65501013 [28,] 1.15958993 0.40290060 [29,] 2.03647996 1.15958993 [30,] -2.98206975 2.03647996 [31,] -4.25092416 -2.98206975 [32,] 5.53831763 -4.25092416 [33,] 7.82211518 5.53831763 [34,] 4.56865299 7.82211518 [35,] 3.00138919 4.56865299 [36,] 3.20654203 3.00138919 [37,] 6.85313486 3.20654203 [38,] 2.30060276 6.85313486 [39,] 2.62227681 2.30060276 [40,] -5.83323533 2.62227681 [41,] -1.64717961 -5.83323533 [42,] -6.91494875 -1.64717961 [43,] -7.98725250 -6.91494875 [44,] -6.23212855 -7.98725250 [45,] -8.87087130 -6.23212855 [46,] -7.68124397 -8.87087130 [47,] -3.67954067 -7.68124397 [48,] -14.36451169 -3.67954067 [49,] -8.84635313 -14.36451169 [50,] -3.81838975 -8.84635313 [51,] -0.91623661 -3.81838975 [52,] -7.72475176 -0.91623661 [53,] -9.39492884 -7.72475176 [54,] -2.16971593 -9.39492884 [55,] -6.72878531 -2.16971593 [56,] -10.39023300 -6.72878531 [57,] -5.45641906 -10.39023300 [58,] -0.21116189 -5.45641906 [59,] 6.26897568 -0.21116189 [60,] 4.21196441 6.26897568 [61,] 6.25266328 4.21196441 [62,] 6.41458785 6.25266328 [63,] 4.71310225 6.41458785 [64,] 2.62080351 4.71310225 [65,] -6.13095569 2.62080351 [66,] 1.77687223 -6.13095569 [67,] 5.24458487 1.77687223 [68,] 8.32651181 5.24458487 [69,] 6.57009898 8.32651181 [70,] 10.83908599 6.57009898 [71,] 5.02709680 10.83908599 [72,] 6.84740039 5.02709680 [73,] 1.06049472 6.84740039 [74,] -1.88814631 1.06049472 [75,] 3.92746798 -1.88814631 [76,] 3.40841999 3.92746798 [77,] 6.71388913 3.40841999 [78,] 10.27114686 6.71388913 [79,] 7.71454766 10.27114686 [80,] 17.17032831 7.71454766 [81,] 21.22149446 17.17032831 [82,] 11.23593829 21.22149446 [83,] 9.98292078 11.23593829 [84,] 10.74903181 9.98292078 [85,] 10.80791721 10.74903181 [86,] 10.94051946 10.80791721 [87,] 11.25586961 10.94051946 [88,] 6.11371571 11.25586961 [89,] 9.28071323 6.11371571 [90,] 14.06885902 9.28071323 [91,] 11.47728669 14.06885902 [92,] 11.76116736 11.47728669 [93,] 16.57869475 11.76116736 [94,] 17.68212207 16.57869475 [95,] 18.21952991 17.68212207 [96,] 16.64722306 18.21952991 [97,] 14.55605472 16.64722306 [98,] 18.33275842 14.55605472 [99,] 12.86762949 18.33275842 [100,] 12.58911433 12.86762949 [101,] 14.63690882 12.58911433 [102,] 16.10091580 14.63690882 [103,] 6.62277183 16.10091580 [104,] 9.93961815 6.62277183 [105,] 14.78350222 9.93961815 [106,] 13.55112209 14.78350222 [107,] 10.08137172 13.55112209 [108,] 14.74824694 10.08137172 [109,] 14.66480700 14.74824694 [110,] 13.30456746 14.66480700 [111,] 12.66926091 13.30456746 [112,] 4.91239800 12.66926091 [113,] 5.00822237 4.91239800 [114,] 5.91068459 5.00822237 [115,] 10.60092115 5.91068459 [116,] -0.88566090 10.60092115 [117,] -2.24513048 -0.88566090 [118,] -4.34410322 -2.24513048 [119,] -7.43971478 -4.34410322 [120,] 2.19817237 -7.43971478 [121,] 1.50648758 2.19817237 [122,] -4.89382209 1.50648758 [123,] -5.34369280 -4.89382209 [124,] -10.86558258 -5.34369280 [125,] -9.61642094 -10.86558258 [126,] -14.44468556 -9.61642094 [127,] -13.07581615 -14.44468556 [128,] -7.82607430 -13.07581615 [129,] -14.06748123 -7.82607430 [130,] -14.34829563 -14.06748123 [131,] -4.09525795 -14.34829563 [132,] -2.14340960 -4.09525795 [133,] -0.02425550 -2.14340960 [134,] -1.33323537 -0.02425550 [135,] -7.36582400 -1.33323537 [136,] 0.36258771 -7.36582400 [137,] 6.56480610 0.36258771 [138,] 6.03481910 6.56480610 [139,] 7.05278406 6.03481910 [140,] -0.21829201 7.05278406 [141,] 0.93731901 -0.21829201 [142,] 4.86360450 0.93731901 [143,] 6.31441974 4.86360450 [144,] 5.44710241 6.31441974 [145,] 9.49417433 5.44710241 [146,] 10.75188997 9.49417433 [147,] 13.20345654 10.75188997 [148,] 17.97570557 13.20345654 [149,] 9.64020014 17.97570557 [150,] 9.69271610 9.64020014 [151,] 10.39306014 9.69271610 [152,] 3.04836170 10.39306014 [153,] 1.73686825 3.04836170 [154,] -7.78373576 1.73686825 [155,] -3.49013248 -7.78373576 [156,] -5.92602891 -3.49013248 [157,] -1.23975395 -5.92602891 [158,] -0.81601591 -1.23975395 [159,] -4.58301205 -0.81601591 [160,] -3.26987496 -4.58301205 [161,] -10.69204312 -3.26987496 [162,] -7.08561971 -10.69204312 [163,] -10.81689514 -7.08561971 [164,] -14.38422040 -10.81689514 [165,] -12.20179000 -14.38422040 [166,] -14.44017616 -12.20179000 [167,] -1.83257890 -14.44017616 [168,] -3.18928869 -1.83257890 [169,] -8.33592564 -3.18928869 [170,] -10.73850691 -8.33592564 [171,] -4.90069115 -10.73850691 [172,] -9.32426595 -4.90069115 [173,] -5.01128337 -9.32426595 [174,] -1.02304648 -5.01128337 [175,] -2.33684125 -1.02304648 [176,] -10.92942474 -2.33684125 [177,] -12.21136451 -10.92942474 [178,] -2.74742533 -12.21136451 [179,] -4.06811749 -2.74742533 [180,] -0.13591392 -4.06811749 [181,] 0.54101774 -0.13591392 [182,] 5.75233936 0.54101774 [183,] 0.28106414 5.75233936 [184,] -5.07613302 0.28106414 [185,] -4.15101910 -5.07613302 [186,] -3.36317479 -4.15101910 [187,] 0.15306779 -3.36317479 [188,] -2.64543520 0.15306779 [189,] -3.50451222 -2.64543520 [190,] 1.26726285 -3.50451222 [191,] -0.98747703 1.26726285 [192,] -5.31706596 -0.98747703 [193,] -9.76837457 -5.31706596 [194,] -17.60646638 -9.76837457 [195,] -19.37070725 -17.60646638 [196,] -15.65254787 -19.37070725 [197,] -13.95121754 -15.65254787 [198,] -18.94141950 -13.95121754 [199,] -24.05910076 -18.94141950 [200,] -24.16172160 -24.05910076 [201,] -23.42271957 -24.16172160 [202,] -23.80030418 -23.42271957 [203,] -23.88501129 -23.80030418 [204,] -20.12611221 -23.88501129 [205,] -30.41385220 -20.12611221 [206,] -14.81191123 -30.41385220 [207,] -21.72720139 -14.81191123 [208,] -16.90830602 -21.72720139 [209,] -14.51029657 -16.90830602 [210,] -14.36484772 -14.51029657 [211,] -19.48812604 -14.36484772 [212,] -21.19629020 -19.48812604 [213,] -24.53991499 -21.19629020 [214,] -7.60876386 -24.53991499 [215,] -12.60339626 -7.60876386 [216,] -12.27582698 -12.60339626 [217,] -13.96665649 -12.27582698 [218,] -12.58959756 -13.96665649 [219,] -15.63609364 -12.58959756 [220,] -16.46748794 -15.63609364 [221,] -13.83603374 -16.46748794 [222,] -16.92788795 -13.83603374 [223,] -20.66503637 -16.92788795 [224,] -15.99005726 -20.66503637 [225,] -11.38283135 -15.99005726 [226,] -12.49599206 -11.38283135 [227,] -7.03456927 -12.49599206 [228,] -9.51225821 -7.03456927 [229,] -14.62724292 -9.51225821 [230,] -11.09958103 -14.62724292 [231,] -7.41831594 -11.09958103 [232,] -2.86427440 -7.41831594 [233,] -7.15606637 -2.86427440 [234,] -6.35243100 -7.15606637 [235,] -5.81594067 -6.35243100 [236,] 4.57252054 -5.81594067 [237,] 1.21328231 4.57252054 [238,] 1.40699471 1.21328231 [239,] -1.94399894 1.40699471 [240,] -1.34335651 -1.94399894 [241,] 0.24348406 -1.34335651 [242,] 2.12468180 0.24348406 [243,] 1.94251852 2.12468180 [244,] 3.26174816 1.94251852 [245,] 6.16046805 3.26174816 [246,] 5.72515271 6.16046805 [247,] 6.02334902 5.72515271 [248,] 0.92326849 6.02334902 [249,] -5.81447873 0.92326849 [250,] -2.76009323 -5.81447873 [251,] -8.24007495 -2.76009323 [252,] -8.43499223 -8.24007495 [253,] -2.07713973 -8.43499223 [254,] 0.15558639 -2.07713973 [255,] 4.17686786 0.15558639 [256,] 3.14407364 4.17686786 [257,] -1.59486016 3.14407364 [258,] -2.46799042 -1.59486016 [259,] 0.15006106 -2.46799042 [260,] 2.27653577 0.15006106 [261,] -7.26959655 2.27653577 [262,] -9.45252591 -7.26959655 [263,] -2.92146292 -9.45252591 [264,] -5.31540563 -2.92146292 [265,] -2.79966351 -5.31540563 [266,] 6.58636252 -2.79966351 [267,] 4.66093211 6.58636252 [268,] -1.28589345 4.66093211 [269,] -3.94326609 -1.28589345 [270,] -1.59780086 -3.94326609 [271,] -5.93625089 -1.59780086 [272,] -2.06217623 -5.93625089 [273,] -3.32061750 -2.06217623 [274,] -1.69086629 -3.32061750 [275,] -13.54244652 -1.69086629 [276,] -13.41084591 -13.54244652 [277,] -11.65112620 -13.41084591 [278,] -10.92010607 -11.65112620 [279,] -19.35523500 -10.92010607 [280,] -15.01403525 -19.35523500 [281,] -13.21636464 -15.01403525 [282,] -13.22793375 -13.21636464 [283,] -9.72405386 -13.22793375 [284,] -13.54942997 -9.72405386 [285,] -12.53357121 -13.54942997 [286,] -17.55346478 -12.53357121 [287,] -20.97854350 -17.55346478 [288,] -24.36765333 -20.97854350 [289,] -14.06407991 -24.36765333 [290,] -12.15968515 -14.06407991 [291,] -12.33397977 -12.15968515 [292,] -10.09780689 -12.33397977 [293,] -7.05068550 -10.09780689 [294,] -4.38079636 -7.05068550 [295,] -10.24123290 -4.38079636 [296,] -11.93465070 -10.24123290 [297,] -13.58721440 -11.93465070 [298,] -4.40478263 -13.58721440 [299,] -0.39400016 -4.40478263 [300,] -6.04880996 -0.39400016 [301,] -5.91530666 -6.04880996 [302,] -6.98308060 -5.91530666 [303,] 2.60885758 -6.98308060 [304,] 3.92068126 2.60885758 [305,] 0.71289965 3.92068126 [306,] 15.48299917 0.71289965 [307,] 16.88084026 15.48299917 [308,] 15.69212688 16.88084026 [309,] 16.77757668 15.69212688 [310,] 20.09936813 16.77757668 [311,] 23.29530134 20.09936813 [312,] 18.18368856 23.29530134 [313,] 16.93985603 18.18368856 [314,] 21.15385821 16.93985603 [315,] 17.52469794 21.15385821 [316,] 21.85600518 17.52469794 [317,] 17.28881014 21.85600518 [318,] 23.90642310 17.28881014 [319,] 25.71397910 23.90642310 [320,] 29.88094929 25.71397910 [321,] 26.88101699 29.88094929 [322,] 24.82221006 26.88101699 [323,] 26.42332679 24.82221006 [324,] 26.22023936 26.42332679 [325,] 20.35445311 26.22023936 [326,] 23.62103295 20.35445311 [327,] 32.73582930 23.62103295 [328,] 20.27360527 32.73582930 [329,] 26.20784752 20.27360527 [330,] 34.87054109 26.20784752 [331,] 32.51497020 34.87054109 [332,] 17.80867325 32.51497020 [333,] 28.02374686 17.80867325 [334,] 13.95415477 28.02374686 [335,] 18.73486711 13.95415477 [336,] 34.16637663 18.73486711 [337,] 17.91837252 34.16637663 [338,] 9.03291211 17.91837252 [339,] 8.79559809 9.03291211 [340,] 15.60603365 8.79559809 [341,] 16.82310130 15.60603365 [342,] -1.09260662 16.82310130 [343,] 18.69104192 -1.09260662 [344,] 23.61202247 18.69104192 [345,] 15.98315585 23.61202247 [346,] 14.99796670 15.98315585 [347,] 7.88862530 14.99796670 [348,] -7.23053828 7.88862530 [349,] -5.88760517 -7.23053828 [350,] -17.51499112 -5.88760517 [351,] -21.52646033 -17.51499112 [352,] 7.89976170 -21.52646033 [353,] -1.28893616 7.89976170 [354,] -20.56169481 -1.28893616 [355,] -10.17367611 -20.56169481 [356,] -4.56552095 -10.17367611 [357,] 9.94614526 -4.56552095 [358,] 1.15326964 9.94614526 [359,] -9.31996283 1.15326964 [360,] -5.47534282 -9.31996283 [361,] -6.35193062 -5.47534282 [362,] -10.50032391 -6.35193062 [363,] 12.35413361 -10.50032391 [364,] 3.47356182 12.35413361 [365,] 11.95849813 3.47356182 [366,] 8.78137389 11.95849813 [367,] 16.58541043 8.78137389 [368,] 23.57415674 16.58541043 [369,] 1.02543953 23.57415674 [370,] -2.13666008 1.02543953 [371,] 2.21612985 -2.13666008 [372,] -0.26280237 2.21612985 [373,] 2.07231582 -0.26280237 [374,] -9.52098047 2.07231582 [375,] 2.16612942 -9.52098047 [376,] -3.17398882 2.16612942 [377,] -9.89102263 -3.17398882 [378,] -3.81813506 -9.89102263 [379,] -17.05626264 -3.81813506 [380,] -29.91621931 -17.05626264 [381,] -13.75446658 -29.91621931 [382,] -6.77359596 -13.75446658 [383,] -12.47449852 -6.77359596 [384,] -2.07401732 -12.47449852 [385,] -0.07110060 -2.07401732 [386,] 4.93162552 -0.07110060 [387,] -16.43321832 4.93162552 [388,] -7.03134547 -16.43321832 [389,] -1.51925095 -7.03134547 [390,] -7.96804841 -1.51925095 [391,] 1.16034191 -7.96804841 [392,] 6.38713449 1.16034191 [393,] 0.16422015 6.38713449 [394,] -1.34336447 0.16422015 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 3.23425843 -1.42592399 2 3.18344870 3.23425843 3 2.95185561 3.18344870 4 1.67930913 2.95185561 5 -1.70765455 1.67930913 6 -2.91023559 -1.70765455 7 -7.89072587 -2.91023559 8 -1.91293774 -7.89072587 9 2.19082245 -1.91293774 10 -1.53297858 2.19082245 11 3.19917104 -1.53297858 12 6.80995373 3.19917104 13 8.78901673 6.80995373 14 7.95305626 8.78901673 15 5.05021989 7.95305626 16 0.33241518 5.05021989 17 3.27664105 0.33241518 18 -0.02741463 3.27664105 19 -0.73209746 -0.02741463 20 -1.71121981 -0.73209746 21 2.32748074 -1.71121981 22 2.66778117 2.32748074 23 -1.72234080 2.66778117 24 -1.05583719 -1.72234080 25 0.75185866 -1.05583719 26 0.65501013 0.75185866 27 0.40290060 0.65501013 28 1.15958993 0.40290060 29 2.03647996 1.15958993 30 -2.98206975 2.03647996 31 -4.25092416 -2.98206975 32 5.53831763 -4.25092416 33 7.82211518 5.53831763 34 4.56865299 7.82211518 35 3.00138919 4.56865299 36 3.20654203 3.00138919 37 6.85313486 3.20654203 38 2.30060276 6.85313486 39 2.62227681 2.30060276 40 -5.83323533 2.62227681 41 -1.64717961 -5.83323533 42 -6.91494875 -1.64717961 43 -7.98725250 -6.91494875 44 -6.23212855 -7.98725250 45 -8.87087130 -6.23212855 46 -7.68124397 -8.87087130 47 -3.67954067 -7.68124397 48 -14.36451169 -3.67954067 49 -8.84635313 -14.36451169 50 -3.81838975 -8.84635313 51 -0.91623661 -3.81838975 52 -7.72475176 -0.91623661 53 -9.39492884 -7.72475176 54 -2.16971593 -9.39492884 55 -6.72878531 -2.16971593 56 -10.39023300 -6.72878531 57 -5.45641906 -10.39023300 58 -0.21116189 -5.45641906 59 6.26897568 -0.21116189 60 4.21196441 6.26897568 61 6.25266328 4.21196441 62 6.41458785 6.25266328 63 4.71310225 6.41458785 64 2.62080351 4.71310225 65 -6.13095569 2.62080351 66 1.77687223 -6.13095569 67 5.24458487 1.77687223 68 8.32651181 5.24458487 69 6.57009898 8.32651181 70 10.83908599 6.57009898 71 5.02709680 10.83908599 72 6.84740039 5.02709680 73 1.06049472 6.84740039 74 -1.88814631 1.06049472 75 3.92746798 -1.88814631 76 3.40841999 3.92746798 77 6.71388913 3.40841999 78 10.27114686 6.71388913 79 7.71454766 10.27114686 80 17.17032831 7.71454766 81 21.22149446 17.17032831 82 11.23593829 21.22149446 83 9.98292078 11.23593829 84 10.74903181 9.98292078 85 10.80791721 10.74903181 86 10.94051946 10.80791721 87 11.25586961 10.94051946 88 6.11371571 11.25586961 89 9.28071323 6.11371571 90 14.06885902 9.28071323 91 11.47728669 14.06885902 92 11.76116736 11.47728669 93 16.57869475 11.76116736 94 17.68212207 16.57869475 95 18.21952991 17.68212207 96 16.64722306 18.21952991 97 14.55605472 16.64722306 98 18.33275842 14.55605472 99 12.86762949 18.33275842 100 12.58911433 12.86762949 101 14.63690882 12.58911433 102 16.10091580 14.63690882 103 6.62277183 16.10091580 104 9.93961815 6.62277183 105 14.78350222 9.93961815 106 13.55112209 14.78350222 107 10.08137172 13.55112209 108 14.74824694 10.08137172 109 14.66480700 14.74824694 110 13.30456746 14.66480700 111 12.66926091 13.30456746 112 4.91239800 12.66926091 113 5.00822237 4.91239800 114 5.91068459 5.00822237 115 10.60092115 5.91068459 116 -0.88566090 10.60092115 117 -2.24513048 -0.88566090 118 -4.34410322 -2.24513048 119 -7.43971478 -4.34410322 120 2.19817237 -7.43971478 121 1.50648758 2.19817237 122 -4.89382209 1.50648758 123 -5.34369280 -4.89382209 124 -10.86558258 -5.34369280 125 -9.61642094 -10.86558258 126 -14.44468556 -9.61642094 127 -13.07581615 -14.44468556 128 -7.82607430 -13.07581615 129 -14.06748123 -7.82607430 130 -14.34829563 -14.06748123 131 -4.09525795 -14.34829563 132 -2.14340960 -4.09525795 133 -0.02425550 -2.14340960 134 -1.33323537 -0.02425550 135 -7.36582400 -1.33323537 136 0.36258771 -7.36582400 137 6.56480610 0.36258771 138 6.03481910 6.56480610 139 7.05278406 6.03481910 140 -0.21829201 7.05278406 141 0.93731901 -0.21829201 142 4.86360450 0.93731901 143 6.31441974 4.86360450 144 5.44710241 6.31441974 145 9.49417433 5.44710241 146 10.75188997 9.49417433 147 13.20345654 10.75188997 148 17.97570557 13.20345654 149 9.64020014 17.97570557 150 9.69271610 9.64020014 151 10.39306014 9.69271610 152 3.04836170 10.39306014 153 1.73686825 3.04836170 154 -7.78373576 1.73686825 155 -3.49013248 -7.78373576 156 -5.92602891 -3.49013248 157 -1.23975395 -5.92602891 158 -0.81601591 -1.23975395 159 -4.58301205 -0.81601591 160 -3.26987496 -4.58301205 161 -10.69204312 -3.26987496 162 -7.08561971 -10.69204312 163 -10.81689514 -7.08561971 164 -14.38422040 -10.81689514 165 -12.20179000 -14.38422040 166 -14.44017616 -12.20179000 167 -1.83257890 -14.44017616 168 -3.18928869 -1.83257890 169 -8.33592564 -3.18928869 170 -10.73850691 -8.33592564 171 -4.90069115 -10.73850691 172 -9.32426595 -4.90069115 173 -5.01128337 -9.32426595 174 -1.02304648 -5.01128337 175 -2.33684125 -1.02304648 176 -10.92942474 -2.33684125 177 -12.21136451 -10.92942474 178 -2.74742533 -12.21136451 179 -4.06811749 -2.74742533 180 -0.13591392 -4.06811749 181 0.54101774 -0.13591392 182 5.75233936 0.54101774 183 0.28106414 5.75233936 184 -5.07613302 0.28106414 185 -4.15101910 -5.07613302 186 -3.36317479 -4.15101910 187 0.15306779 -3.36317479 188 -2.64543520 0.15306779 189 -3.50451222 -2.64543520 190 1.26726285 -3.50451222 191 -0.98747703 1.26726285 192 -5.31706596 -0.98747703 193 -9.76837457 -5.31706596 194 -17.60646638 -9.76837457 195 -19.37070725 -17.60646638 196 -15.65254787 -19.37070725 197 -13.95121754 -15.65254787 198 -18.94141950 -13.95121754 199 -24.05910076 -18.94141950 200 -24.16172160 -24.05910076 201 -23.42271957 -24.16172160 202 -23.80030418 -23.42271957 203 -23.88501129 -23.80030418 204 -20.12611221 -23.88501129 205 -30.41385220 -20.12611221 206 -14.81191123 -30.41385220 207 -21.72720139 -14.81191123 208 -16.90830602 -21.72720139 209 -14.51029657 -16.90830602 210 -14.36484772 -14.51029657 211 -19.48812604 -14.36484772 212 -21.19629020 -19.48812604 213 -24.53991499 -21.19629020 214 -7.60876386 -24.53991499 215 -12.60339626 -7.60876386 216 -12.27582698 -12.60339626 217 -13.96665649 -12.27582698 218 -12.58959756 -13.96665649 219 -15.63609364 -12.58959756 220 -16.46748794 -15.63609364 221 -13.83603374 -16.46748794 222 -16.92788795 -13.83603374 223 -20.66503637 -16.92788795 224 -15.99005726 -20.66503637 225 -11.38283135 -15.99005726 226 -12.49599206 -11.38283135 227 -7.03456927 -12.49599206 228 -9.51225821 -7.03456927 229 -14.62724292 -9.51225821 230 -11.09958103 -14.62724292 231 -7.41831594 -11.09958103 232 -2.86427440 -7.41831594 233 -7.15606637 -2.86427440 234 -6.35243100 -7.15606637 235 -5.81594067 -6.35243100 236 4.57252054 -5.81594067 237 1.21328231 4.57252054 238 1.40699471 1.21328231 239 -1.94399894 1.40699471 240 -1.34335651 -1.94399894 241 0.24348406 -1.34335651 242 2.12468180 0.24348406 243 1.94251852 2.12468180 244 3.26174816 1.94251852 245 6.16046805 3.26174816 246 5.72515271 6.16046805 247 6.02334902 5.72515271 248 0.92326849 6.02334902 249 -5.81447873 0.92326849 250 -2.76009323 -5.81447873 251 -8.24007495 -2.76009323 252 -8.43499223 -8.24007495 253 -2.07713973 -8.43499223 254 0.15558639 -2.07713973 255 4.17686786 0.15558639 256 3.14407364 4.17686786 257 -1.59486016 3.14407364 258 -2.46799042 -1.59486016 259 0.15006106 -2.46799042 260 2.27653577 0.15006106 261 -7.26959655 2.27653577 262 -9.45252591 -7.26959655 263 -2.92146292 -9.45252591 264 -5.31540563 -2.92146292 265 -2.79966351 -5.31540563 266 6.58636252 -2.79966351 267 4.66093211 6.58636252 268 -1.28589345 4.66093211 269 -3.94326609 -1.28589345 270 -1.59780086 -3.94326609 271 -5.93625089 -1.59780086 272 -2.06217623 -5.93625089 273 -3.32061750 -2.06217623 274 -1.69086629 -3.32061750 275 -13.54244652 -1.69086629 276 -13.41084591 -13.54244652 277 -11.65112620 -13.41084591 278 -10.92010607 -11.65112620 279 -19.35523500 -10.92010607 280 -15.01403525 -19.35523500 281 -13.21636464 -15.01403525 282 -13.22793375 -13.21636464 283 -9.72405386 -13.22793375 284 -13.54942997 -9.72405386 285 -12.53357121 -13.54942997 286 -17.55346478 -12.53357121 287 -20.97854350 -17.55346478 288 -24.36765333 -20.97854350 289 -14.06407991 -24.36765333 290 -12.15968515 -14.06407991 291 -12.33397977 -12.15968515 292 -10.09780689 -12.33397977 293 -7.05068550 -10.09780689 294 -4.38079636 -7.05068550 295 -10.24123290 -4.38079636 296 -11.93465070 -10.24123290 297 -13.58721440 -11.93465070 298 -4.40478263 -13.58721440 299 -0.39400016 -4.40478263 300 -6.04880996 -0.39400016 301 -5.91530666 -6.04880996 302 -6.98308060 -5.91530666 303 2.60885758 -6.98308060 304 3.92068126 2.60885758 305 0.71289965 3.92068126 306 15.48299917 0.71289965 307 16.88084026 15.48299917 308 15.69212688 16.88084026 309 16.77757668 15.69212688 310 20.09936813 16.77757668 311 23.29530134 20.09936813 312 18.18368856 23.29530134 313 16.93985603 18.18368856 314 21.15385821 16.93985603 315 17.52469794 21.15385821 316 21.85600518 17.52469794 317 17.28881014 21.85600518 318 23.90642310 17.28881014 319 25.71397910 23.90642310 320 29.88094929 25.71397910 321 26.88101699 29.88094929 322 24.82221006 26.88101699 323 26.42332679 24.82221006 324 26.22023936 26.42332679 325 20.35445311 26.22023936 326 23.62103295 20.35445311 327 32.73582930 23.62103295 328 20.27360527 32.73582930 329 26.20784752 20.27360527 330 34.87054109 26.20784752 331 32.51497020 34.87054109 332 17.80867325 32.51497020 333 28.02374686 17.80867325 334 13.95415477 28.02374686 335 18.73486711 13.95415477 336 34.16637663 18.73486711 337 17.91837252 34.16637663 338 9.03291211 17.91837252 339 8.79559809 9.03291211 340 15.60603365 8.79559809 341 16.82310130 15.60603365 342 -1.09260662 16.82310130 343 18.69104192 -1.09260662 344 23.61202247 18.69104192 345 15.98315585 23.61202247 346 14.99796670 15.98315585 347 7.88862530 14.99796670 348 -7.23053828 7.88862530 349 -5.88760517 -7.23053828 350 -17.51499112 -5.88760517 351 -21.52646033 -17.51499112 352 7.89976170 -21.52646033 353 -1.28893616 7.89976170 354 -20.56169481 -1.28893616 355 -10.17367611 -20.56169481 356 -4.56552095 -10.17367611 357 9.94614526 -4.56552095 358 1.15326964 9.94614526 359 -9.31996283 1.15326964 360 -5.47534282 -9.31996283 361 -6.35193062 -5.47534282 362 -10.50032391 -6.35193062 363 12.35413361 -10.50032391 364 3.47356182 12.35413361 365 11.95849813 3.47356182 366 8.78137389 11.95849813 367 16.58541043 8.78137389 368 23.57415674 16.58541043 369 1.02543953 23.57415674 370 -2.13666008 1.02543953 371 2.21612985 -2.13666008 372 -0.26280237 2.21612985 373 2.07231582 -0.26280237 374 -9.52098047 2.07231582 375 2.16612942 -9.52098047 376 -3.17398882 2.16612942 377 -9.89102263 -3.17398882 378 -3.81813506 -9.89102263 379 -17.05626264 -3.81813506 380 -29.91621931 -17.05626264 381 -13.75446658 -29.91621931 382 -6.77359596 -13.75446658 383 -12.47449852 -6.77359596 384 -2.07401732 -12.47449852 385 -0.07110060 -2.07401732 386 4.93162552 -0.07110060 387 -16.43321832 4.93162552 388 -7.03134547 -16.43321832 389 -1.51925095 -7.03134547 390 -7.96804841 -1.51925095 391 1.16034191 -7.96804841 392 6.38713449 1.16034191 393 0.16422015 6.38713449 394 -1.34336447 0.16422015 > 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/7xj831228923628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8bgce1228923628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9tz8e1228923628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10bx3a1228923628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/110lkz1228923628.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/12xk8l1228923628.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/135yjw1228923629.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/14ucn71228923629.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/15qhwb1228923629.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/16r9241228923629.tab") + } > > system("convert tmp/19w7t1228923628.ps tmp/19w7t1228923628.png") > system("convert tmp/2s2d41228923628.ps tmp/2s2d41228923628.png") > system("convert tmp/36kui1228923628.ps tmp/36kui1228923628.png") > system("convert tmp/47m2c1228923628.ps tmp/47m2c1228923628.png") > system("convert tmp/562o61228923628.ps tmp/562o61228923628.png") > system("convert tmp/66t8h1228923628.ps tmp/66t8h1228923628.png") > system("convert tmp/7xj831228923628.ps tmp/7xj831228923628.png") > system("convert tmp/8bgce1228923628.ps tmp/8bgce1228923628.png") > system("convert tmp/9tz8e1228923628.ps tmp/9tz8e1228923628.png") > system("convert tmp/10bx3a1228923628.ps tmp/10bx3a1228923628.png") > > > proc.time() user system elapsed 11.472 2.056 12.598