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 + ,333.23 + ,121.02 + ,339.72 + ,123.23 + ,342.61 + ,121.32 + ,346.36 + ,120.91 + ,339.09 + ,120.72 + ,339.73 + ,123.31 + ,341.12 + ,119.58 + ,335.94 + ,119.53 + ,333.46 + ,120.59 + ,335.66 + ,118.63 + ,341.12 + ,118.47 + ,342.21 + ,111.81 + ,342.62 + ,114.71 + ,346.06 + ,117.34 + ,344.43 + ,115.77 + ,346.65 + ,118.38 + ,343.74 + ,117.84 + ,335.67 + ,118.83 + ,342.75 + ,120.02 + ,341.77 + ,116.21 + ,345.84 + ,117.08 + ,346.52 + ,120.20 + ,350.79 + ,119.83 + ,345.44 + ,118.92 + ,345.87 + ,118.03 + ,338.48 + ,117.71 + ,337.21 + ,119.55 + ,340.81 + ,116.13 + ,339.86 + ,115.97 + ,342.86 + ,115.99 + ,343.33 + ,114.96 + ,341.73 + ,116.46 + ,351.38 + ,116.55 + ,351.13 + ,113.05 + ,345.99 + ,117.44 + ,347.55 + ,118.84 + ,346.02 + ,117.06 + ,345.29 + ,117.54 + ,347.03 + ,119.31 + ,348.01 + ,118.72 + ,345.48 + ,121.55 + ,349.40 + ,122.61 + ,351.05 + ,121.53 + ,349.70 + ,123.31 + ,350.86 + ,124.07 + ,354.45 + ,123.59 + ,355.30 + ,122.97 + ,357.48 + ,123.22 + ,355.24 + ,123.04 + ,351.79 + ,122.96 + ,355.22 + ,122.81 + ,351.02 + ,122.81 + ,350.28 + ,122.62 + ,350.17 + ,120.82 + ,348.16 + ,119.41 + ,340.30 + ,121.56 + ,343.75 + ,121.59 + ,344.71 + ,118.50 + ,344.13 + ,118.77 + ,342.14 + ,118.86 + ,345.04 + ,117.60 + ,346.02 + ,119.90 + ,346.43 + ,121.83 + ,347.07 + ,121.84 + ,339.33 + ,122.12 + ,339.10 + ,122.12 + ,337.19 + ,121.36 + ,339.58 + ,119.66 + ,327.85 + ,119.32 + ,326.81 + ,120.36 + ,321.73 + ,117.06 + ,320.45 + ,117.48 + ,327.69 + ,115.60 + ,323.95 + ,113.86 + ,320.47 + ,116.92 + ,322.13 + ,117.75 + ,316.34 + ,117.75 + ,314.78 + ,115.31 + ,308.90 + ,116.28 + ,308.62 + ,115.22 + ,314.41 + ,115.65 + ,306.88 + ,115.11 + ,310.60 + ,118.67 + ,321.60 + ,118.04 + ,321.50 + ,116.50 + ,325.68 + ,119.78 + ,324.35 + ,119.95 + ,320.01 + ,120.37 + ,326.88 + ,119.79 + ,332.39 + ,119.43 + ,331.48 + ,121.06 + ,332.62 + ,121.74 + ,324.79 + ,121.09 + ,327.12 + ,122.97 + ,328.91 + ,120.50 + ,328.37 + ,117.18 + ,324.83 + ,115.03 + ,325.90 + ,113.36 + ,326.18 + ,112.59 + ,328.94 + ,111.65 + ,333.78 + ,111.98 + ,328.06 + ,114.87 + ,325.87 + ,114.67 + ,325.41 + ,114.09 + ,318.86 + ,114.77 + ,319.13 + ,117.05 + ,310.16 + ,117.22 + ,311.73 + ,113.18 + ,306.54 + ,110.95 + ,311.16 + ,112.14 + ,311.98 + ,112.72 + ,306.72 + ,110.01 + ,308.05 + ,110.29 + ,300.76 + ,110.74 + ,301.90 + ,110.32 + ,293.09 + ,105.89 + ,292.76 + ,108.97 + ,294.58 + ,109.34 + ,289.90 + ,106.57 + ,296.69 + ,99.49 + ,297.21 + ,101.81 + ,293.31 + ,104.29 + ,296.25 + ,109.73 + ,298.60 + ,105.06 + ,296.87 + ,107.97 + ,301.02 + ,108.13 + ,304.73 + ,109.86 + ,301.92 + ,108.95 + ,295.72 + ,111.20 + ,293.18 + ,110.69 + ,298.35 + ,106.10 + ,297.99 + ,105.68 + ,299.85 + ,104.12 + ,299.85 + ,104.71 + ,304.45 + ,104.30 + ,299.45 + ,103.52 + ,298.14 + ,107.76 + ,298.78 + ,107.80 + ,297.02 + ,107.30 + ,301.33 + ,108.64 + ,294.96 + ,105.03 + ,296.69 + ,108.30 + ,300.73 + ,107.21 + ,301.96 + ,109.27 + ,297.38 + ,109.50 + ,293.87 + ,111.68 + ,285.96 + ,111.80 + ,285.41 + ,111.75 + ,283.70 + ,106.68 + ,284.76 + ,106.37 + ,277.11 + ,105.76 + ,274.73 + ,109.01 + ,274.73 + ,109.01 + ,274.73 + ,109.01 + ,274.73 + ,109.01 + ,274.69 + ,107.69 + ,275.42 + ,105.19 + ,264.15 + ,105.48 + ,276.24 + ,102.22 + ,268.88 + ,100.54 + ,277.97 + ,105.00 + ,280.49 + ,105.44 + ,281.09 + ,107.89 + ,276.16 + ,108.64 + ,272.58 + ,106.70 + ,270.94 + ,109.10 + ,284.31 + ,105.23 + ,283.94 + ,108.41 + ,284.18 + ,108.80 + ,282.83 + ,110.39 + ,283.84 + ,110.22 + ,282.71 + ,110.86 + ,279.29 + ,108.58 + ,280.70 + ,107.70 + ,274.47 + ,106.62 + ,273.44 + ,109.84 + ,275.49 + ,107.16 + ,279.46 + ,107.26 + ,280.19 + ,108.70 + ,288.21 + ,109.85 + ,284.80 + ,109.41 + ,281.41 + ,112.36 + ,283.39 + ,111.03 + ,287.97 + ,110.67 + ,290.77 + ,109.21 + ,290.60 + ,113.58 + ,289.67 + ,113.88 + ,289.84 + ,114.08 + ,298.55 + ,112.33 + ,296.07 + ,113.92 + ,297.14 + ,114.41 + ,295.34 + ,114.57 + ,296.25 + ,115.35 + ,294.30 + ,113.13 + ,296.15 + ,113.29 + ,296.49 + ,112.56 + ,298.05 + ,113.06 + ,301.03 + ,113.46 + ,300.52 + ,115.39 + ,301.50 + ,116.62 + ,296.93 + ,117.04 + ,289.84 + ,117.42 + ,291.44 + ,115.62 + ,286.88 + ,115.16 + ,286.74 + ,115.69 + ,288.93 + ,112.85 + ,292.19 + ,114.05 + ,295.39 + ,112.00 + ,295.86 + ,113.74 + ,293.36 + ,116.26 + ,292.86 + ,118.63 + ,292.73 + ,116.49 + ,296.73 + ,118.23 + ,285.02 + ,116.83 + ,285.24 + ,118.82 + ,288.62 + ,114.36 + ,283.36 + ,112.02 + ,285.84 + ,113.24 + ,291.48 + ,109.75 + ,291.41 + ,110.33 + ,287.77 + ,112.86 + ,284.97 + ,113.04 + ,286.05 + ,113.80 + ,278.19 + ,110.90 + ,281.21 + ,109.96 + ,277.92 + ,108.69 + ,280.08 + ,108.84 + ,269.24 + ,108.47 + ,268.48 + ,108.07 + ,268.83 + ,107.94 + ,269.54 + ,108.11 + ,262.37 + ,108.11 + ,265.12 + ,106.81 + ,265.34 + ,105.58 + ,263.32 + ,105.61 + ,267.18 + ,106.52 + ,260.75 + ,103.86 + ,261.78 + ,104.60 + ,257.27 + ,104.73 + ,255.63 + ,105.12 + ,251.39 + ,104.76 + ,259.49 + ,103.85 + ,261.18 + ,103.83 + ,261.65 + ,103.22 + ,262.01 + ,101.64 + ,265.23 + ,102.13 + ,268.10 + ,104.33 + ,262.27 + ,104.92 + ,263.59 + ,107.78 + ,257.85 + ,104.49 + ,265.69 + ,102.80 + ,271.15 + ,102.86 + ,266.69 + ,104.51 + ,265.77 + ,104.73 + ,262.32 + ,102.58 + ,270.48 + ,99.93 + ,273.03 + ,101.41 + ,269.13 + ,101.05 + ,280.65 + ,99.86 + ,282.75 + ,101.11 + ,281.44 + ,100.89 + ,281.99 + ,101.09 + ,282.86 + ,98.31 + ,287.21 + ,98.08 + ,283.11 + ,99.55 + ,280.66 + ,99.62 + ,282.39 + ,97.37 + ,280.83 + ,98.16 + ,284.71 + ,97.98 + ,279.99 + ,98.15 + ,283.50 + ,97.10 + ,284.88 + ,97.24 + ,288.60 + ,96.70 + ,284.80 + ,96.64 + ,287.20 + ,100.65 + ,286.22 + ,96.75 + ,286.54 + ,97.74 + ,279.58 + ,97.92 + ,283.08 + ,98.34 + ,288.88 + ,93.84 + ,280.18 + ,97.80 + ,284.16 + ,96.20 + ,290.57 + ,95.99 + ,286.82 + ,95.18 + ,273.00 + ,95.95 + ,278.69 + ,92.23 + ,264.54 + ,91.78 + ,271.92 + ,92.97 + ,283.60 + ,89.76 + ,269.25 + ,92.88 + ,263.58 + ,96.23 + ,264.16 + ,95.79 + ,268.85 + ,93.97 + ,269.67 + ,93.90 + ,249.41 + ,93.60 + ,268.99 + ,93.96 + ,268.65 + ,88.69 + ,260.16 + ,88.57 + ,256.55 + ,85.62 + ,251.47 + ,86.25 + ,234.93 + ,85.33 + ,232.96 + ,83.33 + ,215.49 + ,77.78 + ,213.68 + ,78.70 + ,236.07 + ,72.05 + ,235.41 + ,80.75 + ,214.77 + ,81.41 + ,225.85 + ,82.65 + ,224.64 + ,75.85 + ,238.26 + ,75.70 + ,232.44 + ,78.25 + ,222.50 + ,77.41 + ,225.28 + ,76.84 + ,220.49 + ,74.25 + ,216.86 + ,74.95 + ,234.70 + ,68.78 + ,230.06 + ,73.21 + ,238.27 + ,73.26 + ,238.56 + ,78.67 + ,242.70 + ,75.63 + ,249.14 + ,74.99 + ,234.89 + ,83.87 + ,227.78 + ,79.62 + ,234.04 + ,80.13 + ,230.70 + ,79.76 + ,230.17 + ,78.20 + ,218.23 + ,78.05 + ,232.20 + ,79.05 + ,220.76 + ,73.32 + ,215.60 + ,75.17 + ,217.69 + ,73.26 + ,204.35 + ,73.72 + ,191.44 + ,73.57 + ,203.84 + ,70.60 + ,211.86 + ,71.25 + ,210.57 + ,74.22 + ,219.57 + ,73.32 + ,219.98 + ,73.01 + ,226.01 + ,74.21 + ,207.04 + ,75.32 + ,212.52 + ,71.73 + ,217.92 + ,71.94 + ,210.45 + ,72.94 + ,218.53 + ,72.47 + ,223.32 + ,71.94 + ,218.76 + ,74.30 + ,217.63 + ,74.30) + ,dim=c(2 + ,395) + ,dimnames=list(c('Amerika' + ,'Japan') + ,1:395)) > y <- array(NA,dim=c(2,395),dimnames=list(c('Amerika','Japan'),1:395)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Amerika Japan t 1 358.59 122.36 1 2 362.96 123.33 2 3 362.42 123.04 3 4 364.97 124.53 4 5 364.04 125.13 5 6 361.06 125.85 6 7 358.48 126.50 7 8 352.96 126.53 8 9 359.59 127.07 9 10 360.39 124.55 10 11 357.40 124.90 11 12 362.93 124.32 12 13 364.55 122.84 13 14 365.73 123.31 14 15 364.70 123.31 15 16 364.65 124.87 16 17 359.43 124.64 17 18 362.14 124.73 18 19 356.97 124.90 19 20 354.82 124.04 20 21 353.17 123.28 21 22 357.06 123.86 22 23 356.18 122.29 23 24 355.01 124.09 24 25 355.65 124.54 25 26 357.31 125.65 26 27 357.07 125.70 27 28 357.91 125.53 28 29 358.48 125.61 29 30 358.97 125.55 30 31 351.77 125.41 31 32 352.16 127.60 32 33 359.08 124.68 33 34 360.35 124.41 34 35 359.53 126.43 35 36 359.30 126.38 36 37 358.41 125.78 37 38 359.68 124.70 38 39 355.31 125.07 39 40 357.08 125.25 40 41 349.71 126.58 41 42 354.13 127.13 42 43 345.49 125.82 43 44 341.69 123.70 44 45 344.25 124.39 45 46 340.17 123.70 46 47 342.47 124.42 47 48 344.43 121.05 48 49 333.23 121.02 49 50 339.72 123.23 50 51 342.61 121.32 51 52 346.36 120.91 52 53 339.09 120.72 53 54 339.73 123.31 54 55 341.12 119.58 55 56 335.94 119.53 56 57 333.46 120.59 57 58 335.66 118.63 58 59 341.12 118.47 59 60 342.21 111.81 60 61 342.62 114.71 61 62 346.06 117.34 62 63 344.43 115.77 63 64 346.65 118.38 64 65 343.74 117.84 65 66 335.67 118.83 66 67 342.75 120.02 67 68 341.77 116.21 68 69 345.84 117.08 69 70 346.52 120.20 70 71 350.79 119.83 71 72 345.44 118.92 72 73 345.87 118.03 73 74 338.48 117.71 74 75 337.21 119.55 75 76 340.81 116.13 76 77 339.86 115.97 77 78 342.86 115.99 78 79 343.33 114.96 79 80 341.73 116.46 80 81 351.38 116.55 81 82 351.13 113.05 82 83 345.99 117.44 83 84 347.55 118.84 84 85 346.02 117.06 85 86 345.29 117.54 86 87 347.03 119.31 87 88 348.01 118.72 88 89 345.48 121.55 89 90 349.40 122.61 90 91 351.05 121.53 91 92 349.70 123.31 92 93 350.86 124.07 93 94 354.45 123.59 94 95 355.30 122.97 95 96 357.48 123.22 96 97 355.24 123.04 97 98 351.79 122.96 98 99 355.22 122.81 99 100 351.02 122.81 100 101 350.28 122.62 101 102 350.17 120.82 102 103 348.16 119.41 103 104 340.30 121.56 104 105 343.75 121.59 105 106 344.71 118.50 106 107 344.13 118.77 107 108 342.14 118.86 108 109 345.04 117.60 109 110 346.02 119.90 110 111 346.43 121.83 111 112 347.07 121.84 112 113 339.33 122.12 113 114 339.10 122.12 114 115 337.19 121.36 115 116 339.58 119.66 116 117 327.85 119.32 117 118 326.81 120.36 118 119 321.73 117.06 119 120 320.45 117.48 120 121 327.69 115.60 121 122 323.95 113.86 122 123 320.47 116.92 123 124 322.13 117.75 124 125 316.34 117.75 125 126 314.78 115.31 126 127 308.90 116.28 127 128 308.62 115.22 128 129 314.41 115.65 129 130 306.88 115.11 130 131 310.60 118.67 131 132 321.60 118.04 132 133 321.50 116.50 133 134 325.68 119.78 134 135 324.35 119.95 135 136 320.01 120.37 136 137 326.88 119.79 137 138 332.39 119.43 138 139 331.48 121.06 139 140 332.62 121.74 140 141 324.79 121.09 141 142 327.12 122.97 142 143 328.91 120.50 143 144 328.37 117.18 144 145 324.83 115.03 145 146 325.90 113.36 146 147 326.18 112.59 147 148 328.94 111.65 148 149 333.78 111.98 149 150 328.06 114.87 150 151 325.87 114.67 151 152 325.41 114.09 152 153 318.86 114.77 153 154 319.13 117.05 154 155 310.16 117.22 155 156 311.73 113.18 156 157 306.54 110.95 157 158 311.16 112.14 158 159 311.98 112.72 159 160 306.72 110.01 160 161 308.05 110.29 161 162 300.76 110.74 162 163 301.90 110.32 163 164 293.09 105.89 164 165 292.76 108.97 165 166 294.58 109.34 166 167 289.90 106.57 167 168 296.69 99.49 168 169 297.21 101.81 169 170 293.31 104.29 170 171 296.25 109.73 171 172 298.60 105.06 172 173 296.87 107.97 173 174 301.02 108.13 174 175 304.73 109.86 175 176 301.92 108.95 176 177 295.72 111.20 177 178 293.18 110.69 178 179 298.35 106.10 179 180 297.99 105.68 180 181 299.85 104.12 181 182 299.85 104.71 182 183 304.45 104.30 183 184 299.45 103.52 184 185 298.14 107.76 185 186 298.78 107.80 186 187 297.02 107.30 187 188 301.33 108.64 188 189 294.96 105.03 189 190 296.69 108.30 190 191 300.73 107.21 191 192 301.96 109.27 192 193 297.38 109.50 193 194 293.87 111.68 194 195 285.96 111.80 195 196 285.41 111.75 196 197 283.70 106.68 197 198 284.76 106.37 198 199 277.11 105.76 199 200 274.73 109.01 200 201 274.73 109.01 201 202 274.73 109.01 202 203 274.73 109.01 203 204 274.69 107.69 204 205 275.42 105.19 205 206 264.15 105.48 206 207 276.24 102.22 207 208 268.88 100.54 208 209 277.97 105.00 209 210 280.49 105.44 210 211 281.09 107.89 211 212 276.16 108.64 212 213 272.58 106.70 213 214 270.94 109.10 214 215 284.31 105.23 215 216 283.94 108.41 216 217 284.18 108.80 217 218 282.83 110.39 218 219 283.84 110.22 219 220 282.71 110.86 220 221 279.29 108.58 221 222 280.70 107.70 222 223 274.47 106.62 223 224 273.44 109.84 224 225 275.49 107.16 225 226 279.46 107.26 226 227 280.19 108.70 227 228 288.21 109.85 228 229 284.80 109.41 229 230 281.41 112.36 230 231 283.39 111.03 231 232 287.97 110.67 232 233 290.77 109.21 233 234 290.60 113.58 234 235 289.67 113.88 235 236 289.84 114.08 236 237 298.55 112.33 237 238 296.07 113.92 238 239 297.14 114.41 239 240 295.34 114.57 240 241 296.25 115.35 241 242 294.30 113.13 242 243 296.15 113.29 243 244 296.49 112.56 244 245 298.05 113.06 245 246 301.03 113.46 246 247 300.52 115.39 247 248 301.50 116.62 248 249 296.93 117.04 249 250 289.84 117.42 250 251 291.44 115.62 251 252 286.88 115.16 252 253 286.74 115.69 253 254 288.93 112.85 254 255 292.19 114.05 255 256 295.39 112.00 256 257 295.86 113.74 257 258 293.36 116.26 258 259 292.86 118.63 259 260 292.73 116.49 260 261 296.73 118.23 261 262 285.02 116.83 262 263 285.24 118.82 263 264 288.62 114.36 264 265 283.36 112.02 265 266 285.84 113.24 266 267 291.48 109.75 267 268 291.41 110.33 268 269 287.77 112.86 269 270 284.97 113.04 270 271 286.05 113.80 271 272 278.19 110.90 272 273 281.21 109.96 273 274 277.92 108.69 274 275 280.08 108.84 275 276 269.24 108.47 276 277 268.48 108.07 277 278 268.83 107.94 278 279 269.54 108.11 279 280 262.37 108.11 280 281 265.12 106.81 281 282 265.34 105.58 282 283 263.32 105.61 283 284 267.18 106.52 284 285 260.75 103.86 285 286 261.78 104.60 286 287 257.27 104.73 287 288 255.63 105.12 288 289 251.39 104.76 289 290 259.49 103.85 290 291 261.18 103.83 291 292 261.65 103.22 292 293 262.01 101.64 293 294 265.23 102.13 294 295 268.10 104.33 295 296 262.27 104.92 296 297 263.59 107.78 297 298 257.85 104.49 298 299 265.69 102.80 299 300 271.15 102.86 300 301 266.69 104.51 301 302 265.77 104.73 302 303 262.32 102.58 303 304 270.48 99.93 304 305 273.03 101.41 305 306 269.13 101.05 306 307 280.65 99.86 307 308 282.75 101.11 308 309 281.44 100.89 309 310 281.99 101.09 310 311 282.86 98.31 311 312 287.21 98.08 312 313 283.11 99.55 313 314 280.66 99.62 314 315 282.39 97.37 315 316 280.83 98.16 316 317 284.71 97.98 317 318 279.99 98.15 318 319 283.50 97.10 319 320 284.88 97.24 320 321 288.60 96.70 321 322 284.80 96.64 322 323 287.20 100.65 323 324 286.22 96.75 324 325 286.54 97.74 325 326 279.58 97.92 326 327 283.08 98.34 327 328 288.88 93.84 328 329 280.18 97.80 329 330 284.16 96.20 330 331 290.57 95.99 331 332 286.82 95.18 332 333 273.00 95.95 333 334 278.69 92.23 334 335 264.54 91.78 335 336 271.92 92.97 336 337 283.60 89.76 337 338 269.25 92.88 338 339 263.58 96.23 339 340 264.16 95.79 340 341 268.85 93.97 341 342 269.67 93.90 342 343 249.41 93.60 343 344 268.99 93.96 344 345 268.65 88.69 345 346 260.16 88.57 346 347 256.55 85.62 347 348 251.47 86.25 348 349 234.93 85.33 349 350 232.96 83.33 350 351 215.49 77.78 351 352 213.68 78.70 352 353 236.07 72.05 353 354 235.41 80.75 354 355 214.77 81.41 355 356 225.85 82.65 356 357 224.64 75.85 357 358 238.26 75.70 358 359 232.44 78.25 359 360 222.50 77.41 360 361 225.28 76.84 361 362 220.49 74.25 362 363 216.86 74.95 363 364 234.70 68.78 364 365 230.06 73.21 365 366 238.27 73.26 366 367 238.56 78.67 367 368 242.70 75.63 368 369 249.14 74.99 369 370 234.89 83.87 370 371 227.78 79.62 371 372 234.04 80.13 372 373 230.70 79.76 373 374 230.17 78.20 374 375 218.23 78.05 375 376 232.20 79.05 376 377 220.76 73.32 377 378 215.60 75.17 378 379 217.69 73.26 379 380 204.35 73.72 380 381 191.44 73.57 381 382 203.84 70.60 382 383 211.86 71.25 383 384 210.57 74.22 384 385 219.57 73.32 385 386 219.98 73.01 386 387 226.01 74.21 387 388 207.04 75.32 388 389 212.52 71.73 389 390 217.92 71.94 390 391 210.45 72.94 391 392 218.53 72.47 392 393 223.32 71.94 393 394 218.76 74.30 394 395 217.63 74.30 395 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Japan t 235.7390 1.0122 -0.2311 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -30.7529 -8.2199 -0.7766 6.8755 34.8847 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 235.73898 11.03633 21.36 <2e-16 *** Japan 1.01225 0.08404 12.04 <2e-16 *** t -0.23111 0.01084 -21.31 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 11.89 on 392 degrees of freedom Multiple R-squared: 0.9196, Adjusted R-squared: 0.9192 F-statistic: 2241 on 2 and 392 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,] 1.433451e-02 2.866901e-02 0.985665493 [2,] 8.186618e-03 1.637324e-02 0.991813382 [3,] 6.429899e-03 1.285980e-02 0.993570101 [4,] 2.590053e-03 5.180107e-03 0.997409947 [5,] 1.079631e-03 2.159262e-03 0.998920369 [6,] 3.023244e-04 6.046487e-04 0.999697676 [7,] 1.363881e-04 2.727761e-04 0.999863612 [8,] 4.381713e-05 8.763427e-05 0.999956183 [9,] 1.512253e-05 3.024506e-05 0.999984877 [10,] 3.894235e-06 7.788471e-06 0.999996106 [11,] 1.201677e-06 2.403354e-06 0.999998798 [12,] 5.197998e-07 1.039600e-06 0.999999480 [13,] 1.248406e-07 2.496812e-07 0.999999875 [14,] 9.732165e-08 1.946433e-07 0.999999903 [15,] 1.939867e-07 3.879733e-07 0.999999806 [16,] 4.303334e-07 8.606669e-07 0.999999570 [17,] 1.457290e-07 2.914581e-07 0.999999854 [18,] 6.223410e-08 1.244682e-07 0.999999938 [19,] 2.212480e-08 4.424960e-08 0.999999978 [20,] 6.538099e-09 1.307620e-08 0.999999993 [21,] 2.038090e-09 4.076180e-09 0.999999998 [22,] 6.065319e-10 1.213064e-09 0.999999999 [23,] 1.950331e-10 3.900662e-10 1.000000000 [24,] 6.772526e-11 1.354505e-10 1.000000000 [25,] 2.478049e-11 4.956099e-11 1.000000000 [26,] 1.369855e-11 2.739710e-11 1.000000000 [27,] 4.329078e-12 8.658156e-12 1.000000000 [28,] 1.885952e-12 3.771904e-12 1.000000000 [29,] 1.060007e-12 2.120014e-12 1.000000000 [30,] 6.209112e-13 1.241822e-12 1.000000000 [31,] 2.931475e-13 5.862950e-13 1.000000000 [32,] 9.825631e-14 1.965126e-13 1.000000000 [33,] 3.706795e-14 7.413591e-14 1.000000000 [34,] 1.057122e-14 2.114243e-14 1.000000000 [35,] 2.854463e-15 5.708926e-15 1.000000000 [36,] 2.640764e-15 5.281528e-15 1.000000000 [37,] 7.000308e-16 1.400062e-15 1.000000000 [38,] 4.806879e-15 9.613758e-15 1.000000000 [39,] 2.056859e-13 4.113718e-13 1.000000000 [40,] 3.924349e-13 7.848698e-13 1.000000000 [41,] 2.092341e-12 4.184682e-12 1.000000000 [42,] 2.347308e-12 4.694616e-12 1.000000000 [43,] 9.995000e-13 1.999000e-12 1.000000000 [44,] 5.891631e-12 1.178326e-11 1.000000000 [45,] 4.013829e-12 8.027659e-12 1.000000000 [46,] 1.518435e-12 3.036871e-12 1.000000000 [47,] 7.987242e-13 1.597448e-12 1.000000000 [48,] 3.409073e-13 6.818146e-13 1.000000000 [49,] 1.734898e-13 3.469797e-13 1.000000000 [50,] 6.798862e-14 1.359772e-13 1.000000000 [51,] 2.984442e-14 5.968883e-14 1.000000000 [52,] 2.115731e-14 4.231462e-14 1.000000000 [53,] 7.865937e-15 1.573187e-14 1.000000000 [54,] 4.940105e-15 9.880209e-15 1.000000000 [55,] 1.607547e-14 3.215094e-14 1.000000000 [56,] 1.362444e-14 2.724888e-14 1.000000000 [57,] 1.675172e-14 3.350344e-14 1.000000000 [58,] 1.417027e-14 2.834054e-14 1.000000000 [59,] 1.523076e-14 3.046151e-14 1.000000000 [60,] 8.900973e-15 1.780195e-14 1.000000000 [61,] 4.082308e-15 8.164616e-15 1.000000000 [62,] 2.051264e-15 4.102529e-15 1.000000000 [63,] 1.064123e-15 2.128245e-15 1.000000000 [64,] 1.204385e-15 2.408770e-15 1.000000000 [65,] 1.276324e-15 2.552649e-15 1.000000000 [66,] 4.771694e-15 9.543387e-15 1.000000000 [67,] 3.749192e-15 7.498383e-15 1.000000000 [68,] 3.352481e-15 6.704962e-15 1.000000000 [69,] 1.356458e-15 2.712916e-15 1.000000000 [70,] 5.590059e-16 1.118012e-15 1.000000000 [71,] 2.684466e-16 5.368932e-16 1.000000000 [72,] 1.194034e-16 2.388068e-16 1.000000000 [73,] 7.972366e-17 1.594473e-16 1.000000000 [74,] 6.049068e-17 1.209814e-16 1.000000000 [75,] 3.321017e-17 6.642034e-17 1.000000000 [76,] 2.583907e-16 5.167814e-16 1.000000000 [77,] 1.528340e-15 3.056681e-15 1.000000000 [78,] 1.550871e-15 3.101743e-15 1.000000000 [79,] 2.108870e-15 4.217740e-15 1.000000000 [80,] 2.070589e-15 4.141178e-15 1.000000000 [81,] 1.737617e-15 3.475234e-15 1.000000000 [82,] 1.898394e-15 3.796787e-15 1.000000000 [83,] 2.504557e-15 5.009114e-15 1.000000000 [84,] 1.738075e-15 3.476151e-15 1.000000000 [85,] 2.130010e-15 4.260020e-15 1.000000000 [86,] 3.590357e-15 7.180714e-15 1.000000000 [87,] 3.346216e-15 6.692433e-15 1.000000000 [88,] 3.198541e-15 6.397082e-15 1.000000000 [89,] 5.983880e-15 1.196776e-14 1.000000000 [90,] 1.261330e-14 2.522660e-14 1.000000000 [91,] 3.572958e-14 7.145916e-14 1.000000000 [92,] 5.305240e-14 1.061048e-13 1.000000000 [93,] 4.305319e-14 8.610638e-14 1.000000000 [94,] 5.976729e-14 1.195346e-13 1.000000000 [95,] 4.392934e-14 8.785869e-14 1.000000000 [96,] 3.082376e-14 6.164752e-14 1.000000000 [97,] 2.659694e-14 5.319389e-14 1.000000000 [98,] 2.195470e-14 4.390940e-14 1.000000000 [99,] 1.562651e-14 3.125303e-14 1.000000000 [100,] 9.355591e-15 1.871118e-14 1.000000000 [101,] 6.603957e-15 1.320791e-14 1.000000000 [102,] 4.476785e-15 8.953571e-15 1.000000000 [103,] 2.832394e-15 5.664788e-15 1.000000000 [104,] 2.442580e-15 4.885160e-15 1.000000000 [105,] 1.861187e-15 3.722374e-15 1.000000000 [106,] 1.291909e-15 2.583819e-15 1.000000000 [107,] 9.525244e-16 1.905049e-15 1.000000000 [108,] 8.137372e-16 1.627474e-15 1.000000000 [109,] 6.837317e-16 1.367463e-15 1.000000000 [110,] 6.237983e-16 1.247597e-15 1.000000000 [111,] 4.368678e-16 8.737355e-16 1.000000000 [112,] 1.318215e-15 2.636429e-15 1.000000000 [113,] 5.191059e-15 1.038212e-14 1.000000000 [114,] 2.567240e-14 5.134480e-14 1.000000000 [115,] 1.418565e-13 2.837130e-13 1.000000000 [116,] 1.336336e-13 2.672672e-13 1.000000000 [117,] 1.476748e-13 2.953497e-13 1.000000000 [118,] 4.242947e-13 8.485895e-13 1.000000000 [119,] 8.725821e-13 1.745164e-12 1.000000000 [120,] 4.906362e-12 9.812723e-12 1.000000000 [121,] 1.624495e-11 3.248989e-11 1.000000000 [122,] 1.885498e-10 3.770995e-10 1.000000000 [123,] 1.096145e-09 2.192291e-09 0.999999999 [124,] 1.954558e-09 3.909117e-09 0.999999998 [125,] 8.976668e-09 1.795334e-08 0.999999991 [126,] 3.486189e-08 6.972378e-08 0.999999965 [127,] 3.028815e-08 6.057629e-08 0.999999970 [128,] 2.360030e-08 4.720060e-08 0.999999976 [129,] 1.792233e-08 3.584467e-08 0.999999982 [130,] 1.416043e-08 2.832087e-08 0.999999986 [131,] 1.467864e-08 2.935728e-08 0.999999985 [132,] 1.038789e-08 2.077579e-08 0.999999990 [133,] 8.255884e-09 1.651177e-08 0.999999992 [134,] 5.991602e-09 1.198320e-08 0.999999994 [135,] 4.419422e-09 8.838844e-09 0.999999996 [136,] 3.330815e-09 6.661630e-09 0.999999997 [137,] 2.435141e-09 4.870282e-09 0.999999998 [138,] 1.734999e-09 3.469997e-09 0.999999998 [139,] 1.407902e-09 2.815804e-09 0.999999999 [140,] 1.106988e-09 2.213976e-09 0.999999999 [141,] 1.059762e-09 2.119523e-09 0.999999999 [142,] 1.143475e-09 2.286949e-09 0.999999999 [143,] 1.897346e-09 3.794693e-09 0.999999998 [144,] 6.082500e-09 1.216500e-08 0.999999994 [145,] 6.769198e-09 1.353840e-08 0.999999993 [146,] 6.760644e-09 1.352129e-08 0.999999993 [147,] 7.064962e-09 1.412992e-08 0.999999993 [148,] 5.893602e-09 1.178720e-08 0.999999994 [149,] 4.883866e-09 9.767732e-09 0.999999995 [150,] 6.758261e-09 1.351652e-08 0.999999993 [151,] 6.234025e-09 1.246805e-08 0.999999994 [152,] 6.627146e-09 1.325429e-08 0.999999993 [153,] 5.792554e-09 1.158511e-08 0.999999994 [154,] 4.955587e-09 9.911174e-09 0.999999995 [155,] 4.574881e-09 9.149762e-09 0.999999995 [156,] 3.999999e-09 7.999998e-09 0.999999996 [157,] 5.241391e-09 1.048278e-08 0.999999995 [158,] 5.633458e-09 1.126692e-08 0.999999994 [159,] 7.487502e-09 1.497500e-08 0.999999993 [160,] 1.339991e-08 2.679983e-08 0.999999987 [161,] 1.840186e-08 3.680372e-08 0.999999982 [162,] 2.483156e-08 4.966311e-08 0.999999975 [163,] 2.234757e-08 4.469513e-08 0.999999978 [164,] 1.855243e-08 3.710485e-08 0.999999981 [165,] 1.540163e-08 3.080325e-08 0.999999985 [166,] 1.568565e-08 3.137130e-08 0.999999984 [167,] 1.243748e-08 2.487495e-08 0.999999988 [168,] 1.037252e-08 2.074504e-08 0.999999990 [169,] 8.138259e-09 1.627652e-08 0.999999992 [170,] 6.528820e-09 1.305764e-08 0.999999993 [171,] 5.174516e-09 1.034903e-08 0.999999995 [172,] 5.542753e-09 1.108551e-08 0.999999994 [173,] 6.516675e-09 1.303335e-08 0.999999993 [174,] 5.247731e-09 1.049546e-08 0.999999995 [175,] 4.330644e-09 8.661288e-09 0.999999996 [176,] 4.564934e-09 9.129868e-09 0.999999995 [177,] 4.734701e-09 9.469401e-09 0.999999995 [178,] 8.349368e-09 1.669874e-08 0.999999992 [179,] 1.084396e-08 2.168791e-08 0.999999989 [180,] 9.744846e-09 1.948969e-08 0.999999990 [181,] 9.050820e-09 1.810164e-08 0.999999991 [182,] 8.415417e-09 1.683083e-08 0.999999992 [183,] 8.602637e-09 1.720527e-08 0.999999991 [184,] 9.092516e-09 1.818503e-08 0.999999991 [185,] 8.722270e-09 1.744454e-08 0.999999991 [186,] 1.133765e-08 2.267531e-08 0.999999989 [187,] 1.334838e-08 2.669676e-08 0.999999987 [188,] 1.345803e-08 2.691606e-08 0.999999987 [189,] 1.435428e-08 2.870856e-08 0.999999986 [190,] 2.674102e-08 5.348204e-08 0.999999973 [191,] 4.717861e-08 9.435721e-08 0.999999953 [192,] 5.301180e-08 1.060236e-07 0.999999947 [193,] 5.503958e-08 1.100792e-07 0.999999945 [194,] 8.041877e-08 1.608375e-07 0.999999920 [195,] 2.249406e-07 4.498812e-07 0.999999775 [196,] 5.405438e-07 1.081088e-06 0.999999459 [197,] 1.143226e-06 2.286452e-06 0.999998857 [198,] 2.169900e-06 4.339799e-06 0.999997830 [199,] 3.172667e-06 6.345334e-06 0.999996827 [200,] 3.306096e-06 6.612192e-06 0.999996694 [201,] 8.665541e-06 1.733108e-05 0.999991334 [202,] 7.427363e-06 1.485473e-05 0.999992573 [203,] 6.981656e-06 1.396331e-05 0.999993018 [204,] 5.955383e-06 1.191077e-05 0.999994045 [205,] 4.918035e-06 9.836070e-06 0.999995082 [206,] 4.171148e-06 8.342296e-06 0.999995829 [207,] 4.491436e-06 8.982873e-06 0.999995509 [208,] 4.846693e-06 9.693386e-06 0.999995153 [209,] 7.603748e-06 1.520750e-05 0.999992396 [210,] 6.409547e-06 1.281909e-05 0.999993590 [211,] 4.960698e-06 9.921396e-06 0.999995039 [212,] 3.813796e-06 7.627592e-06 0.999996186 [213,] 3.049017e-06 6.098033e-06 0.999996951 [214,] 2.339701e-06 4.679403e-06 0.999997660 [215,] 1.855120e-06 3.710241e-06 0.999998145 [216,] 1.454693e-06 2.909387e-06 0.999998545 [217,] 1.083631e-06 2.167262e-06 0.999998916 [218,] 8.766099e-07 1.753220e-06 0.999999123 [219,] 9.528533e-07 1.905707e-06 0.999999047 [220,] 7.408812e-07 1.481762e-06 0.999999259 [221,] 5.331175e-07 1.066235e-06 0.999999467 [222,] 3.830782e-07 7.661565e-07 0.999999617 [223,] 2.864495e-07 5.728990e-07 0.999999714 [224,] 2.034147e-07 4.068294e-07 0.999999797 [225,] 1.588637e-07 3.177273e-07 0.999999841 [226,] 1.101676e-07 2.203351e-07 0.999999890 [227,] 7.875622e-08 1.575124e-07 0.999999921 [228,] 7.257595e-08 1.451519e-07 0.999999927 [229,] 4.968797e-08 9.937595e-08 0.999999950 [230,] 3.340113e-08 6.680226e-08 0.999999967 [231,] 2.231174e-08 4.462348e-08 0.999999978 [232,] 2.621409e-08 5.242817e-08 0.999999974 [233,] 2.134263e-08 4.268527e-08 0.999999979 [234,] 1.764576e-08 3.529152e-08 0.999999982 [235,] 1.319559e-08 2.639119e-08 0.999999987 [236,] 9.659400e-09 1.931880e-08 0.999999990 [237,] 7.865556e-09 1.573111e-08 0.999999992 [238,] 7.125131e-09 1.425026e-08 0.999999993 [239,] 7.491566e-09 1.498313e-08 0.999999993 [240,] 8.460433e-09 1.692087e-08 0.999999992 [241,] 1.207489e-08 2.414979e-08 0.999999988 [242,] 1.166242e-08 2.332485e-08 0.999999988 [243,] 1.010808e-08 2.021616e-08 0.999999990 [244,] 6.883698e-09 1.376740e-08 0.999999993 [245,] 4.881737e-09 9.763474e-09 0.999999995 [246,] 3.178712e-09 6.357424e-09 0.999999997 [247,] 2.128976e-09 4.257951e-09 0.999999998 [248,] 1.464315e-09 2.928630e-09 0.999999999 [249,] 9.930307e-10 1.986061e-09 0.999999999 [250,] 6.879159e-10 1.375832e-09 0.999999999 [251,] 7.835643e-10 1.567129e-09 0.999999999 [252,] 6.883471e-10 1.376694e-09 0.999999999 [253,] 4.392309e-10 8.784617e-10 1.000000000 [254,] 3.027314e-10 6.054627e-10 1.000000000 [255,] 1.914771e-10 3.829542e-10 1.000000000 [256,] 1.229127e-10 2.458255e-10 1.000000000 [257,] 1.060052e-10 2.120103e-10 1.000000000 [258,] 1.364309e-10 2.728617e-10 1.000000000 [259,] 8.655466e-11 1.731093e-10 1.000000000 [260,] 5.387230e-11 1.077446e-10 1.000000000 [261,] 3.391281e-11 6.782561e-11 1.000000000 [262,] 3.995324e-11 7.990648e-11 1.000000000 [263,] 4.149234e-11 8.298468e-11 1.000000000 [264,] 2.651321e-11 5.302642e-11 1.000000000 [265,] 1.684936e-11 3.369871e-11 1.000000000 [266,] 1.101148e-11 2.202296e-11 1.000000000 [267,] 7.262880e-12 1.452576e-11 1.000000000 [268,] 4.491007e-12 8.982014e-12 1.000000000 [269,] 2.727981e-12 5.455963e-12 1.000000000 [270,] 1.697491e-12 3.394983e-12 1.000000000 [271,] 1.380668e-12 2.761337e-12 1.000000000 [272,] 1.140829e-12 2.281657e-12 1.000000000 [273,] 9.271152e-13 1.854230e-12 1.000000000 [274,] 7.622964e-13 1.524593e-12 1.000000000 [275,] 1.395043e-12 2.790086e-12 1.000000000 [276,] 1.417626e-12 2.835252e-12 1.000000000 [277,] 1.182142e-12 2.364283e-12 1.000000000 [278,] 1.223007e-12 2.446013e-12 1.000000000 [279,] 1.165877e-12 2.331754e-12 1.000000000 [280,] 1.197782e-12 2.395565e-12 1.000000000 [281,] 1.410647e-12 2.821293e-12 1.000000000 [282,] 3.271717e-12 6.543433e-12 1.000000000 [283,] 1.293500e-11 2.587001e-11 1.000000000 [284,] 1.170226e-10 2.340451e-10 1.000000000 [285,] 2.478758e-10 4.957516e-10 1.000000000 [286,] 4.914733e-10 9.829466e-10 1.000000000 [287,] 9.203281e-10 1.840656e-09 0.999999999 [288,] 1.408037e-09 2.816074e-09 0.999999999 [289,] 2.053399e-09 4.106799e-09 0.999999998 [290,] 3.634088e-09 7.268176e-09 0.999999996 [291,] 1.517060e-08 3.034121e-08 0.999999985 [292,] 1.431954e-07 2.863908e-07 0.999999857 [293,] 1.506816e-06 3.013633e-06 0.999998493 [294,] 4.242373e-06 8.484746e-06 0.999995758 [295,] 8.774718e-06 1.754944e-05 0.999991225 [296,] 3.720338e-05 7.440677e-05 0.999962797 [297,] 2.058830e-04 4.117660e-04 0.999794117 [298,] 1.149979e-03 2.299957e-03 0.998850021 [299,] 2.309877e-03 4.619754e-03 0.997690123 [300,] 4.743175e-03 9.486349e-03 0.995256825 [301,] 1.163812e-02 2.327623e-02 0.988361884 [302,] 1.869336e-02 3.738673e-02 0.981306636 [303,] 2.861529e-02 5.723058e-02 0.971384710 [304,] 4.179406e-02 8.358812e-02 0.958205942 [305,] 5.872495e-02 1.174499e-01 0.941275052 [306,] 7.989419e-02 1.597884e-01 0.920105805 [307,] 1.128165e-01 2.256329e-01 0.887183533 [308,] 1.369939e-01 2.739878e-01 0.863006105 [309,] 1.617596e-01 3.235192e-01 0.838240387 [310,] 1.888909e-01 3.777818e-01 0.811109105 [311,] 2.117878e-01 4.235756e-01 0.788212192 [312,] 2.404282e-01 4.808564e-01 0.759571822 [313,] 2.593914e-01 5.187829e-01 0.740608561 [314,] 2.838997e-01 5.677993e-01 0.716100331 [315,] 3.103059e-01 6.206119e-01 0.689694073 [316,] 3.598904e-01 7.197808e-01 0.640109621 [317,] 3.847634e-01 7.695267e-01 0.615236626 [318,] 3.971825e-01 7.943649e-01 0.602817547 [319,] 4.260624e-01 8.521248e-01 0.573937584 [320,] 4.474930e-01 8.949860e-01 0.552507017 [321,] 4.411088e-01 8.822175e-01 0.558891231 [322,] 4.407691e-01 8.815383e-01 0.559230862 [323,] 5.331584e-01 9.336831e-01 0.466841561 [324,] 5.222713e-01 9.554574e-01 0.477728714 [325,] 5.418822e-01 9.162356e-01 0.458117806 [326,] 6.285756e-01 7.428488e-01 0.371424380 [327,] 6.925611e-01 6.148778e-01 0.307438882 [328,] 6.685521e-01 6.628958e-01 0.331447876 [329,] 7.049825e-01 5.900349e-01 0.295017458 [330,] 6.744918e-01 6.510165e-01 0.325508241 [331,] 6.641757e-01 6.716486e-01 0.335824324 [332,] 8.140927e-01 3.718146e-01 0.185907289 [333,] 8.049499e-01 3.901003e-01 0.195050133 [334,] 7.761859e-01 4.476283e-01 0.223814127 [335,] 7.447330e-01 5.105341e-01 0.255267044 [336,] 7.304697e-01 5.390606e-01 0.269530316 [337,] 7.285807e-01 5.428386e-01 0.271419305 [338,] 7.116288e-01 5.767424e-01 0.288371201 [339,] 7.111703e-01 5.776594e-01 0.288829713 [340,] 7.885082e-01 4.229836e-01 0.211491785 [341,] 8.135472e-01 3.729056e-01 0.186452801 [342,] 8.485988e-01 3.028024e-01 0.151401206 [343,] 8.636739e-01 2.726522e-01 0.136326100 [344,] 8.399780e-01 3.200440e-01 0.160021976 [345,] 8.135404e-01 3.729193e-01 0.186459628 [346,] 8.547385e-01 2.905230e-01 0.145261483 [347,] 9.108956e-01 1.782087e-01 0.089104368 [348,] 8.946866e-01 2.106268e-01 0.105313424 [349,] 8.707411e-01 2.585178e-01 0.129258892 [350,] 9.274177e-01 1.451645e-01 0.072582254 [351,] 9.325960e-01 1.348080e-01 0.067404005 [352,] 9.251499e-01 1.497001e-01 0.074850066 [353,] 9.105409e-01 1.789182e-01 0.089459108 [354,] 8.872449e-01 2.255102e-01 0.112755125 [355,] 8.871890e-01 2.256220e-01 0.112810999 [356,] 8.747811e-01 2.504377e-01 0.125218857 [357,] 8.753232e-01 2.493535e-01 0.124676774 [358,] 9.096352e-01 1.807296e-01 0.090364803 [359,] 8.939850e-01 2.120300e-01 0.106015015 [360,] 8.641898e-01 2.716203e-01 0.135810169 [361,] 8.586213e-01 2.827573e-01 0.141378670 [362,] 8.328449e-01 3.343101e-01 0.167155063 [363,] 8.776027e-01 2.447946e-01 0.122397309 [364,] 9.916361e-01 1.672772e-02 0.008363859 [365,] 9.873479e-01 2.530417e-02 0.012652083 [366,] 9.803342e-01 3.933154e-02 0.019665768 [367,] 9.733775e-01 5.324492e-02 0.026622460 [368,] 9.624346e-01 7.513071e-02 0.037565357 [369,] 9.586137e-01 8.277257e-02 0.041386283 [370,] 9.403138e-01 1.193725e-01 0.059686248 [371,] 9.572166e-01 8.556686e-02 0.042783430 [372,] 9.667222e-01 6.655552e-02 0.033277758 [373,] 9.636209e-01 7.275815e-02 0.036379075 [374,] 9.756524e-01 4.869521e-02 0.024347605 [375,] 9.597831e-01 8.043371e-02 0.040216855 [376,] 9.915857e-01 1.682869e-02 0.008414347 [377,] 9.926446e-01 1.471088e-02 0.007355442 [378,] 9.873524e-01 2.529527e-02 0.012647633 [379,] 9.796069e-01 4.078615e-02 0.020393074 [380,] 9.596944e-01 8.061116e-02 0.040305582 [381,] 9.284786e-01 1.430428e-01 0.071521380 [382,] 9.971874e-01 5.625171e-03 0.002812585 [383,] 9.958612e-01 8.277572e-03 0.004138786 [384,] 9.803376e-01 3.932488e-02 0.019662442 > postscript(file="/var/www/html/rcomp/tmp/138ka1228923785.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2j2ze1228923785.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3yuft1228923785.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4im281228923785.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5gfh41228923785.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 -0.77663612 2.84258982 2.82724926 4.10010583 2.79386383 -0.68384802 7 8 9 10 11 12 -3.69070246 -9.00996264 -2.69546971 0.88650457 -2.22667522 4.12153637 13 14 15 16 17 18 7.47077189 8.40612224 7.60722953 6.20922868 1.45315319 4.30315808 19 20 21 22 23 24 -0.80781693 -1.85617567 -2.50575929 1.02824369 1.96858161 -0.79235896 25 26 27 28 29 30 -0.37676363 0.39074748 0.33124233 1.57443191 2.29455929 3.07640151 31 32 33 34 35 36 -3.75077637 -5.34649397 4.76037983 6.53479430 3.90115899 3.95287872 37 38 39 40 41 42 3.90133529 6.49567129 1.98224652 3.80114902 -4.68403461 -0.58966416 43 44 45 46 47 48 -7.67251094 -9.09543618 -7.00278057 -10.15322161 -8.35093346 -2.74854770 49 50 51 52 53 54 -13.68707294 -9.20303552 -4.14853301 0.24759629 -6.59896915 -8.34958628 55 56 57 58 59 60 -2.95279094 -7.85107121 -11.17294766 -6.75783271 -0.90476562 7.15791872 61 62 63 64 65 66 4.86350447 5.87239740 6.06273531 5.87187321 3.73959485 -5.10142418 67 68 69 70 71 72 1.00510703 4.11288227 7.53333309 5.28622411 10.16186345 5.96411715 73 74 75 76 77 78 7.52612588 0.69115278 -2.21027774 5.08272047 4.52578757 7.73664988 79 80 81 82 83 84 9.48037343 6.59310751 16.38311241 19.90709052 10.55442554 10.92838450 85 86 87 88 89 90 11.43129466 10.44652252 10.62594942 12.43428351 7.27072667 10.34885022 91 92 93 94 95 96 13.32318622 10.40249063 11.02428883 15.33127554 17.03997709 19.19802217 97 98 99 100 101 102 17.37133425 14.23342144 18.04636605 14.07747333 13.76090789 15.70406303 103 104 105 106 107 108 15.35244114 5.54721349 9.19795331 13.51690941 12.89470952 11.04471441 109 110 111 112 113 114 15.45125520 14.33419023 13.02165732 13.88264212 6.09031974 6.09142703 115 116 117 118 119 120 5.18184341 9.52377367 -1.63095445 -3.49258592 -5.00105758 -6.47509479 121 122 123 124 125 126 2.89904026 1.15146047 -5.19491359 -4.14397282 -9.70286553 -8.56187116 127 128 129 130 131 132 -15.19264521 -14.16855419 -8.58271389 -15.33499225 -14.98749071 -3.11866667 133 134 135 136 137 138 -1.42869623 -0.33776502 -1.60874003 -6.14277725 1.54543435 7.65095121 139 140 141 142 143 144 5.32209294 6.00487104 -0.93605995 -0.27798042 4.24338142 7.29515474 145 146 147 148 149 150 6.16259696 9.15415976 10.44469863 14.38731979 19.12438497 10.71009321 151 152 153 154 155 156 8.95365026 9.31186185 2.30463995 0.49781996 -8.41315505 -2.52256259 157 158 159 160 161 162 -5.22414046 -1.57760925 -1.11360627 -3.39930472 -2.12162710 -9.63603178 163 164 165 166 167 168 -7.83977999 -11.93441049 -15.15102953 -13.47445430 -15.11941782 -0.93158898 169 170 171 172 173 174 -2.52889892 -8.70816868 -11.04369490 -3.73538568 -8.17992242 -3.96077495 175 176 177 178 179 180 -1.77085809 -3.42860439 -11.67505692 -13.46770274 -3.42037343 -3.12412165 181 182 183 184 185 186 0.54609378 0.17997427 5.42610357 1.44676492 -3.92406273 -3.09344539 187 188 189 190 191 192 -4.11621370 -0.93151982 -3.41619434 -4.76514065 0.60931784 -0.01480742 193 194 195 196 197 198 -4.59651736 -10.08211247 -17.88247504 -18.15075531 -14.49754657 -12.89264216 199 200 201 202 203 204 -19.69406310 -25.13276443 -24.90165714 -24.67054986 -24.43944257 -22.91216686 205 206 207 208 209 210 -19.42043755 -30.75288242 -15.13184403 -20.56015874 -15.75368113 -13.44796332 211 212 213 214 215 216 -15.09686561 -20.55494493 -21.94007496 -25.77836480 -8.25985464 -11.61769855 217 218 219 220 221 222 -11.54136830 -14.26973662 -12.85654703 -14.40327898 -15.28424442 -12.75235818 223 224 225 226 227 228 -17.65802218 -21.71635605 -16.72242196 -12.62253956 -13.11907055 -6.03204939 229 230 231 232 233 234 -8.76555263 -14.91057932 -11.35318112 -6.17766426 -1.66867372 -6.03109372 235 236 237 238 239 240 -7.03366107 -6.83500355 3.87753915 0.01917084 0.82427621 -0.90657631 241 242 243 244 245 246 -0.55502309 -0.02672346 1.89242402 3.20247294 4.48745582 7.29366358 247 248 249 250 251 252 5.06113068 5.02717193 0.26313472 -6.98041254 -3.32725740 -7.19051566 253 254 255 256 257 258 -7.63590024 -2.34000635 -0.06359763 5.44261971 4.38241408 -0.43734563 259 260 261 262 263 264 -3.10526801 -0.83794828 1.63184608 -8.42989830 -9.99316614 -1.86742917 265 266 267 268 269 270 -4.52765968 -3.05149594 6.35235969 5.92636266 -0.04351953 -2.79461703 271 272 273 274 275 276 -2.25281883 -6.94619001 -2.74356884 -4.51690557 -2.27763560 -12.51199626 277 278 279 280 281 282 -12.63598945 -11.92328982 -11.15426483 -18.09315754 -13.79612680 -12.09995349 283 284 285 286 287 288 -13.91921366 -10.74925279 -14.25556368 -13.74352051 -18.15400556 -19.95767531 289 290 291 292 293 294 -23.60215845 -14.34990475 -12.40855249 -11.08997343 -8.89951303 -5.94440766 295 296 297 298 299 300 -5.07024775 -11.26636725 -12.61029155 -14.78888569 -5.00707792 0.62329444 301 302 303 304 305 306 -5.27580881 -6.18739626 -7.22995404 3.84361259 5.12659164 1.82210850 307 308 309 310 311 312 14.77779186 15.84358814 14.98739017 15.56604769 19.48120666 24.29513118 313 314 315 316 317 318 18.93823272 16.64848259 20.88714969 18.75858042 23.05189249 18.39091748 319 320 321 322 323 324 23.19488602 24.66427847 29.16200011 25.65384233 24.22583190 27.42470953 325 326 327 328 329 330 26.97369050 20.06259300 23.36855579 33.95478271 21.47738472 27.30809010 331 332 333 334 335 336 34.16176964 31.46279846 17.09447416 26.78114701 13.31776626 19.72429747 337 338 339 340 341 342 34.88472342 17.60761443 8.77768822 10.03418498 16.79758510 17.91954980 343 344 345 346 347 348 -1.80566827 17.64102944 22.86668794 14.72926509 14.33650635 8.84989689 349 350 351 352 353 354 -6.52772692 -6.24212202 -17.86303386 -20.37319547 8.97936638 -0.25609095 355 356 357 358 359 360 -21.33306788 -11.27714911 -5.37274994 8.63019467 0.46006750 -8.39853621 361 362 363 364 365 366 -4.81044711 -6.74761541 -10.85508229 13.46160013 4.56844521 12.95894006 367 368 369 370 371 372 8.00378130 15.45212496 22.77107148 -0.23659063 -2.81342592 3.16143448 373 374 375 376 377 378 0.42707382 1.70728925 -9.84976614 3.33909234 -2.06961472 -8.87116772 379 380 381 382 383 384 -4.61666521 -18.19119238 -30.71824777 -15.08076153 -7.48761596 -11.55288763 385 386 387 388 389 390 -1.41075642 -0.45585200 4.59055672 -15.27193217 -5.92685167 -0.50831663 391 392 393 394 395 -8.75945815 0.02740608 5.58500523 -1.13279467 -2.03168738 > postscript(file="/var/www/html/rcomp/tmp/6d8cc1228923785.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 -0.77663612 NA 1 2.84258982 -0.77663612 2 2.82724926 2.84258982 3 4.10010583 2.82724926 4 2.79386383 4.10010583 5 -0.68384802 2.79386383 6 -3.69070246 -0.68384802 7 -9.00996264 -3.69070246 8 -2.69546971 -9.00996264 9 0.88650457 -2.69546971 10 -2.22667522 0.88650457 11 4.12153637 -2.22667522 12 7.47077189 4.12153637 13 8.40612224 7.47077189 14 7.60722953 8.40612224 15 6.20922868 7.60722953 16 1.45315319 6.20922868 17 4.30315808 1.45315319 18 -0.80781693 4.30315808 19 -1.85617567 -0.80781693 20 -2.50575929 -1.85617567 21 1.02824369 -2.50575929 22 1.96858161 1.02824369 23 -0.79235896 1.96858161 24 -0.37676363 -0.79235896 25 0.39074748 -0.37676363 26 0.33124233 0.39074748 27 1.57443191 0.33124233 28 2.29455929 1.57443191 29 3.07640151 2.29455929 30 -3.75077637 3.07640151 31 -5.34649397 -3.75077637 32 4.76037983 -5.34649397 33 6.53479430 4.76037983 34 3.90115899 6.53479430 35 3.95287872 3.90115899 36 3.90133529 3.95287872 37 6.49567129 3.90133529 38 1.98224652 6.49567129 39 3.80114902 1.98224652 40 -4.68403461 3.80114902 41 -0.58966416 -4.68403461 42 -7.67251094 -0.58966416 43 -9.09543618 -7.67251094 44 -7.00278057 -9.09543618 45 -10.15322161 -7.00278057 46 -8.35093346 -10.15322161 47 -2.74854770 -8.35093346 48 -13.68707294 -2.74854770 49 -9.20303552 -13.68707294 50 -4.14853301 -9.20303552 51 0.24759629 -4.14853301 52 -6.59896915 0.24759629 53 -8.34958628 -6.59896915 54 -2.95279094 -8.34958628 55 -7.85107121 -2.95279094 56 -11.17294766 -7.85107121 57 -6.75783271 -11.17294766 58 -0.90476562 -6.75783271 59 7.15791872 -0.90476562 60 4.86350447 7.15791872 61 5.87239740 4.86350447 62 6.06273531 5.87239740 63 5.87187321 6.06273531 64 3.73959485 5.87187321 65 -5.10142418 3.73959485 66 1.00510703 -5.10142418 67 4.11288227 1.00510703 68 7.53333309 4.11288227 69 5.28622411 7.53333309 70 10.16186345 5.28622411 71 5.96411715 10.16186345 72 7.52612588 5.96411715 73 0.69115278 7.52612588 74 -2.21027774 0.69115278 75 5.08272047 -2.21027774 76 4.52578757 5.08272047 77 7.73664988 4.52578757 78 9.48037343 7.73664988 79 6.59310751 9.48037343 80 16.38311241 6.59310751 81 19.90709052 16.38311241 82 10.55442554 19.90709052 83 10.92838450 10.55442554 84 11.43129466 10.92838450 85 10.44652252 11.43129466 86 10.62594942 10.44652252 87 12.43428351 10.62594942 88 7.27072667 12.43428351 89 10.34885022 7.27072667 90 13.32318622 10.34885022 91 10.40249063 13.32318622 92 11.02428883 10.40249063 93 15.33127554 11.02428883 94 17.03997709 15.33127554 95 19.19802217 17.03997709 96 17.37133425 19.19802217 97 14.23342144 17.37133425 98 18.04636605 14.23342144 99 14.07747333 18.04636605 100 13.76090789 14.07747333 101 15.70406303 13.76090789 102 15.35244114 15.70406303 103 5.54721349 15.35244114 104 9.19795331 5.54721349 105 13.51690941 9.19795331 106 12.89470952 13.51690941 107 11.04471441 12.89470952 108 15.45125520 11.04471441 109 14.33419023 15.45125520 110 13.02165732 14.33419023 111 13.88264212 13.02165732 112 6.09031974 13.88264212 113 6.09142703 6.09031974 114 5.18184341 6.09142703 115 9.52377367 5.18184341 116 -1.63095445 9.52377367 117 -3.49258592 -1.63095445 118 -5.00105758 -3.49258592 119 -6.47509479 -5.00105758 120 2.89904026 -6.47509479 121 1.15146047 2.89904026 122 -5.19491359 1.15146047 123 -4.14397282 -5.19491359 124 -9.70286553 -4.14397282 125 -8.56187116 -9.70286553 126 -15.19264521 -8.56187116 127 -14.16855419 -15.19264521 128 -8.58271389 -14.16855419 129 -15.33499225 -8.58271389 130 -14.98749071 -15.33499225 131 -3.11866667 -14.98749071 132 -1.42869623 -3.11866667 133 -0.33776502 -1.42869623 134 -1.60874003 -0.33776502 135 -6.14277725 -1.60874003 136 1.54543435 -6.14277725 137 7.65095121 1.54543435 138 5.32209294 7.65095121 139 6.00487104 5.32209294 140 -0.93605995 6.00487104 141 -0.27798042 -0.93605995 142 4.24338142 -0.27798042 143 7.29515474 4.24338142 144 6.16259696 7.29515474 145 9.15415976 6.16259696 146 10.44469863 9.15415976 147 14.38731979 10.44469863 148 19.12438497 14.38731979 149 10.71009321 19.12438497 150 8.95365026 10.71009321 151 9.31186185 8.95365026 152 2.30463995 9.31186185 153 0.49781996 2.30463995 154 -8.41315505 0.49781996 155 -2.52256259 -8.41315505 156 -5.22414046 -2.52256259 157 -1.57760925 -5.22414046 158 -1.11360627 -1.57760925 159 -3.39930472 -1.11360627 160 -2.12162710 -3.39930472 161 -9.63603178 -2.12162710 162 -7.83977999 -9.63603178 163 -11.93441049 -7.83977999 164 -15.15102953 -11.93441049 165 -13.47445430 -15.15102953 166 -15.11941782 -13.47445430 167 -0.93158898 -15.11941782 168 -2.52889892 -0.93158898 169 -8.70816868 -2.52889892 170 -11.04369490 -8.70816868 171 -3.73538568 -11.04369490 172 -8.17992242 -3.73538568 173 -3.96077495 -8.17992242 174 -1.77085809 -3.96077495 175 -3.42860439 -1.77085809 176 -11.67505692 -3.42860439 177 -13.46770274 -11.67505692 178 -3.42037343 -13.46770274 179 -3.12412165 -3.42037343 180 0.54609378 -3.12412165 181 0.17997427 0.54609378 182 5.42610357 0.17997427 183 1.44676492 5.42610357 184 -3.92406273 1.44676492 185 -3.09344539 -3.92406273 186 -4.11621370 -3.09344539 187 -0.93151982 -4.11621370 188 -3.41619434 -0.93151982 189 -4.76514065 -3.41619434 190 0.60931784 -4.76514065 191 -0.01480742 0.60931784 192 -4.59651736 -0.01480742 193 -10.08211247 -4.59651736 194 -17.88247504 -10.08211247 195 -18.15075531 -17.88247504 196 -14.49754657 -18.15075531 197 -12.89264216 -14.49754657 198 -19.69406310 -12.89264216 199 -25.13276443 -19.69406310 200 -24.90165714 -25.13276443 201 -24.67054986 -24.90165714 202 -24.43944257 -24.67054986 203 -22.91216686 -24.43944257 204 -19.42043755 -22.91216686 205 -30.75288242 -19.42043755 206 -15.13184403 -30.75288242 207 -20.56015874 -15.13184403 208 -15.75368113 -20.56015874 209 -13.44796332 -15.75368113 210 -15.09686561 -13.44796332 211 -20.55494493 -15.09686561 212 -21.94007496 -20.55494493 213 -25.77836480 -21.94007496 214 -8.25985464 -25.77836480 215 -11.61769855 -8.25985464 216 -11.54136830 -11.61769855 217 -14.26973662 -11.54136830 218 -12.85654703 -14.26973662 219 -14.40327898 -12.85654703 220 -15.28424442 -14.40327898 221 -12.75235818 -15.28424442 222 -17.65802218 -12.75235818 223 -21.71635605 -17.65802218 224 -16.72242196 -21.71635605 225 -12.62253956 -16.72242196 226 -13.11907055 -12.62253956 227 -6.03204939 -13.11907055 228 -8.76555263 -6.03204939 229 -14.91057932 -8.76555263 230 -11.35318112 -14.91057932 231 -6.17766426 -11.35318112 232 -1.66867372 -6.17766426 233 -6.03109372 -1.66867372 234 -7.03366107 -6.03109372 235 -6.83500355 -7.03366107 236 3.87753915 -6.83500355 237 0.01917084 3.87753915 238 0.82427621 0.01917084 239 -0.90657631 0.82427621 240 -0.55502309 -0.90657631 241 -0.02672346 -0.55502309 242 1.89242402 -0.02672346 243 3.20247294 1.89242402 244 4.48745582 3.20247294 245 7.29366358 4.48745582 246 5.06113068 7.29366358 247 5.02717193 5.06113068 248 0.26313472 5.02717193 249 -6.98041254 0.26313472 250 -3.32725740 -6.98041254 251 -7.19051566 -3.32725740 252 -7.63590024 -7.19051566 253 -2.34000635 -7.63590024 254 -0.06359763 -2.34000635 255 5.44261971 -0.06359763 256 4.38241408 5.44261971 257 -0.43734563 4.38241408 258 -3.10526801 -0.43734563 259 -0.83794828 -3.10526801 260 1.63184608 -0.83794828 261 -8.42989830 1.63184608 262 -9.99316614 -8.42989830 263 -1.86742917 -9.99316614 264 -4.52765968 -1.86742917 265 -3.05149594 -4.52765968 266 6.35235969 -3.05149594 267 5.92636266 6.35235969 268 -0.04351953 5.92636266 269 -2.79461703 -0.04351953 270 -2.25281883 -2.79461703 271 -6.94619001 -2.25281883 272 -2.74356884 -6.94619001 273 -4.51690557 -2.74356884 274 -2.27763560 -4.51690557 275 -12.51199626 -2.27763560 276 -12.63598945 -12.51199626 277 -11.92328982 -12.63598945 278 -11.15426483 -11.92328982 279 -18.09315754 -11.15426483 280 -13.79612680 -18.09315754 281 -12.09995349 -13.79612680 282 -13.91921366 -12.09995349 283 -10.74925279 -13.91921366 284 -14.25556368 -10.74925279 285 -13.74352051 -14.25556368 286 -18.15400556 -13.74352051 287 -19.95767531 -18.15400556 288 -23.60215845 -19.95767531 289 -14.34990475 -23.60215845 290 -12.40855249 -14.34990475 291 -11.08997343 -12.40855249 292 -8.89951303 -11.08997343 293 -5.94440766 -8.89951303 294 -5.07024775 -5.94440766 295 -11.26636725 -5.07024775 296 -12.61029155 -11.26636725 297 -14.78888569 -12.61029155 298 -5.00707792 -14.78888569 299 0.62329444 -5.00707792 300 -5.27580881 0.62329444 301 -6.18739626 -5.27580881 302 -7.22995404 -6.18739626 303 3.84361259 -7.22995404 304 5.12659164 3.84361259 305 1.82210850 5.12659164 306 14.77779186 1.82210850 307 15.84358814 14.77779186 308 14.98739017 15.84358814 309 15.56604769 14.98739017 310 19.48120666 15.56604769 311 24.29513118 19.48120666 312 18.93823272 24.29513118 313 16.64848259 18.93823272 314 20.88714969 16.64848259 315 18.75858042 20.88714969 316 23.05189249 18.75858042 317 18.39091748 23.05189249 318 23.19488602 18.39091748 319 24.66427847 23.19488602 320 29.16200011 24.66427847 321 25.65384233 29.16200011 322 24.22583190 25.65384233 323 27.42470953 24.22583190 324 26.97369050 27.42470953 325 20.06259300 26.97369050 326 23.36855579 20.06259300 327 33.95478271 23.36855579 328 21.47738472 33.95478271 329 27.30809010 21.47738472 330 34.16176964 27.30809010 331 31.46279846 34.16176964 332 17.09447416 31.46279846 333 26.78114701 17.09447416 334 13.31776626 26.78114701 335 19.72429747 13.31776626 336 34.88472342 19.72429747 337 17.60761443 34.88472342 338 8.77768822 17.60761443 339 10.03418498 8.77768822 340 16.79758510 10.03418498 341 17.91954980 16.79758510 342 -1.80566827 17.91954980 343 17.64102944 -1.80566827 344 22.86668794 17.64102944 345 14.72926509 22.86668794 346 14.33650635 14.72926509 347 8.84989689 14.33650635 348 -6.52772692 8.84989689 349 -6.24212202 -6.52772692 350 -17.86303386 -6.24212202 351 -20.37319547 -17.86303386 352 8.97936638 -20.37319547 353 -0.25609095 8.97936638 354 -21.33306788 -0.25609095 355 -11.27714911 -21.33306788 356 -5.37274994 -11.27714911 357 8.63019467 -5.37274994 358 0.46006750 8.63019467 359 -8.39853621 0.46006750 360 -4.81044711 -8.39853621 361 -6.74761541 -4.81044711 362 -10.85508229 -6.74761541 363 13.46160013 -10.85508229 364 4.56844521 13.46160013 365 12.95894006 4.56844521 366 8.00378130 12.95894006 367 15.45212496 8.00378130 368 22.77107148 15.45212496 369 -0.23659063 22.77107148 370 -2.81342592 -0.23659063 371 3.16143448 -2.81342592 372 0.42707382 3.16143448 373 1.70728925 0.42707382 374 -9.84976614 1.70728925 375 3.33909234 -9.84976614 376 -2.06961472 3.33909234 377 -8.87116772 -2.06961472 378 -4.61666521 -8.87116772 379 -18.19119238 -4.61666521 380 -30.71824777 -18.19119238 381 -15.08076153 -30.71824777 382 -7.48761596 -15.08076153 383 -11.55288763 -7.48761596 384 -1.41075642 -11.55288763 385 -0.45585200 -1.41075642 386 4.59055672 -0.45585200 387 -15.27193217 4.59055672 388 -5.92685167 -15.27193217 389 -0.50831663 -5.92685167 390 -8.75945815 -0.50831663 391 0.02740608 -8.75945815 392 5.58500523 0.02740608 393 -1.13279467 5.58500523 394 -2.03168738 -1.13279467 395 NA -2.03168738 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 2.84258982 -0.77663612 [2,] 2.82724926 2.84258982 [3,] 4.10010583 2.82724926 [4,] 2.79386383 4.10010583 [5,] -0.68384802 2.79386383 [6,] -3.69070246 -0.68384802 [7,] -9.00996264 -3.69070246 [8,] -2.69546971 -9.00996264 [9,] 0.88650457 -2.69546971 [10,] -2.22667522 0.88650457 [11,] 4.12153637 -2.22667522 [12,] 7.47077189 4.12153637 [13,] 8.40612224 7.47077189 [14,] 7.60722953 8.40612224 [15,] 6.20922868 7.60722953 [16,] 1.45315319 6.20922868 [17,] 4.30315808 1.45315319 [18,] -0.80781693 4.30315808 [19,] -1.85617567 -0.80781693 [20,] -2.50575929 -1.85617567 [21,] 1.02824369 -2.50575929 [22,] 1.96858161 1.02824369 [23,] -0.79235896 1.96858161 [24,] -0.37676363 -0.79235896 [25,] 0.39074748 -0.37676363 [26,] 0.33124233 0.39074748 [27,] 1.57443191 0.33124233 [28,] 2.29455929 1.57443191 [29,] 3.07640151 2.29455929 [30,] -3.75077637 3.07640151 [31,] -5.34649397 -3.75077637 [32,] 4.76037983 -5.34649397 [33,] 6.53479430 4.76037983 [34,] 3.90115899 6.53479430 [35,] 3.95287872 3.90115899 [36,] 3.90133529 3.95287872 [37,] 6.49567129 3.90133529 [38,] 1.98224652 6.49567129 [39,] 3.80114902 1.98224652 [40,] -4.68403461 3.80114902 [41,] -0.58966416 -4.68403461 [42,] -7.67251094 -0.58966416 [43,] -9.09543618 -7.67251094 [44,] -7.00278057 -9.09543618 [45,] -10.15322161 -7.00278057 [46,] -8.35093346 -10.15322161 [47,] -2.74854770 -8.35093346 [48,] -13.68707294 -2.74854770 [49,] -9.20303552 -13.68707294 [50,] -4.14853301 -9.20303552 [51,] 0.24759629 -4.14853301 [52,] -6.59896915 0.24759629 [53,] -8.34958628 -6.59896915 [54,] -2.95279094 -8.34958628 [55,] -7.85107121 -2.95279094 [56,] -11.17294766 -7.85107121 [57,] -6.75783271 -11.17294766 [58,] -0.90476562 -6.75783271 [59,] 7.15791872 -0.90476562 [60,] 4.86350447 7.15791872 [61,] 5.87239740 4.86350447 [62,] 6.06273531 5.87239740 [63,] 5.87187321 6.06273531 [64,] 3.73959485 5.87187321 [65,] -5.10142418 3.73959485 [66,] 1.00510703 -5.10142418 [67,] 4.11288227 1.00510703 [68,] 7.53333309 4.11288227 [69,] 5.28622411 7.53333309 [70,] 10.16186345 5.28622411 [71,] 5.96411715 10.16186345 [72,] 7.52612588 5.96411715 [73,] 0.69115278 7.52612588 [74,] -2.21027774 0.69115278 [75,] 5.08272047 -2.21027774 [76,] 4.52578757 5.08272047 [77,] 7.73664988 4.52578757 [78,] 9.48037343 7.73664988 [79,] 6.59310751 9.48037343 [80,] 16.38311241 6.59310751 [81,] 19.90709052 16.38311241 [82,] 10.55442554 19.90709052 [83,] 10.92838450 10.55442554 [84,] 11.43129466 10.92838450 [85,] 10.44652252 11.43129466 [86,] 10.62594942 10.44652252 [87,] 12.43428351 10.62594942 [88,] 7.27072667 12.43428351 [89,] 10.34885022 7.27072667 [90,] 13.32318622 10.34885022 [91,] 10.40249063 13.32318622 [92,] 11.02428883 10.40249063 [93,] 15.33127554 11.02428883 [94,] 17.03997709 15.33127554 [95,] 19.19802217 17.03997709 [96,] 17.37133425 19.19802217 [97,] 14.23342144 17.37133425 [98,] 18.04636605 14.23342144 [99,] 14.07747333 18.04636605 [100,] 13.76090789 14.07747333 [101,] 15.70406303 13.76090789 [102,] 15.35244114 15.70406303 [103,] 5.54721349 15.35244114 [104,] 9.19795331 5.54721349 [105,] 13.51690941 9.19795331 [106,] 12.89470952 13.51690941 [107,] 11.04471441 12.89470952 [108,] 15.45125520 11.04471441 [109,] 14.33419023 15.45125520 [110,] 13.02165732 14.33419023 [111,] 13.88264212 13.02165732 [112,] 6.09031974 13.88264212 [113,] 6.09142703 6.09031974 [114,] 5.18184341 6.09142703 [115,] 9.52377367 5.18184341 [116,] -1.63095445 9.52377367 [117,] -3.49258592 -1.63095445 [118,] -5.00105758 -3.49258592 [119,] -6.47509479 -5.00105758 [120,] 2.89904026 -6.47509479 [121,] 1.15146047 2.89904026 [122,] -5.19491359 1.15146047 [123,] -4.14397282 -5.19491359 [124,] -9.70286553 -4.14397282 [125,] -8.56187116 -9.70286553 [126,] -15.19264521 -8.56187116 [127,] -14.16855419 -15.19264521 [128,] -8.58271389 -14.16855419 [129,] -15.33499225 -8.58271389 [130,] -14.98749071 -15.33499225 [131,] -3.11866667 -14.98749071 [132,] -1.42869623 -3.11866667 [133,] -0.33776502 -1.42869623 [134,] -1.60874003 -0.33776502 [135,] -6.14277725 -1.60874003 [136,] 1.54543435 -6.14277725 [137,] 7.65095121 1.54543435 [138,] 5.32209294 7.65095121 [139,] 6.00487104 5.32209294 [140,] -0.93605995 6.00487104 [141,] -0.27798042 -0.93605995 [142,] 4.24338142 -0.27798042 [143,] 7.29515474 4.24338142 [144,] 6.16259696 7.29515474 [145,] 9.15415976 6.16259696 [146,] 10.44469863 9.15415976 [147,] 14.38731979 10.44469863 [148,] 19.12438497 14.38731979 [149,] 10.71009321 19.12438497 [150,] 8.95365026 10.71009321 [151,] 9.31186185 8.95365026 [152,] 2.30463995 9.31186185 [153,] 0.49781996 2.30463995 [154,] -8.41315505 0.49781996 [155,] -2.52256259 -8.41315505 [156,] -5.22414046 -2.52256259 [157,] -1.57760925 -5.22414046 [158,] -1.11360627 -1.57760925 [159,] -3.39930472 -1.11360627 [160,] -2.12162710 -3.39930472 [161,] -9.63603178 -2.12162710 [162,] -7.83977999 -9.63603178 [163,] -11.93441049 -7.83977999 [164,] -15.15102953 -11.93441049 [165,] -13.47445430 -15.15102953 [166,] -15.11941782 -13.47445430 [167,] -0.93158898 -15.11941782 [168,] -2.52889892 -0.93158898 [169,] -8.70816868 -2.52889892 [170,] -11.04369490 -8.70816868 [171,] -3.73538568 -11.04369490 [172,] -8.17992242 -3.73538568 [173,] -3.96077495 -8.17992242 [174,] -1.77085809 -3.96077495 [175,] -3.42860439 -1.77085809 [176,] -11.67505692 -3.42860439 [177,] -13.46770274 -11.67505692 [178,] -3.42037343 -13.46770274 [179,] -3.12412165 -3.42037343 [180,] 0.54609378 -3.12412165 [181,] 0.17997427 0.54609378 [182,] 5.42610357 0.17997427 [183,] 1.44676492 5.42610357 [184,] -3.92406273 1.44676492 [185,] -3.09344539 -3.92406273 [186,] -4.11621370 -3.09344539 [187,] -0.93151982 -4.11621370 [188,] -3.41619434 -0.93151982 [189,] -4.76514065 -3.41619434 [190,] 0.60931784 -4.76514065 [191,] -0.01480742 0.60931784 [192,] -4.59651736 -0.01480742 [193,] -10.08211247 -4.59651736 [194,] -17.88247504 -10.08211247 [195,] -18.15075531 -17.88247504 [196,] -14.49754657 -18.15075531 [197,] -12.89264216 -14.49754657 [198,] -19.69406310 -12.89264216 [199,] -25.13276443 -19.69406310 [200,] -24.90165714 -25.13276443 [201,] -24.67054986 -24.90165714 [202,] -24.43944257 -24.67054986 [203,] -22.91216686 -24.43944257 [204,] -19.42043755 -22.91216686 [205,] -30.75288242 -19.42043755 [206,] -15.13184403 -30.75288242 [207,] -20.56015874 -15.13184403 [208,] -15.75368113 -20.56015874 [209,] -13.44796332 -15.75368113 [210,] -15.09686561 -13.44796332 [211,] -20.55494493 -15.09686561 [212,] -21.94007496 -20.55494493 [213,] -25.77836480 -21.94007496 [214,] -8.25985464 -25.77836480 [215,] -11.61769855 -8.25985464 [216,] -11.54136830 -11.61769855 [217,] -14.26973662 -11.54136830 [218,] -12.85654703 -14.26973662 [219,] -14.40327898 -12.85654703 [220,] -15.28424442 -14.40327898 [221,] -12.75235818 -15.28424442 [222,] -17.65802218 -12.75235818 [223,] -21.71635605 -17.65802218 [224,] -16.72242196 -21.71635605 [225,] -12.62253956 -16.72242196 [226,] -13.11907055 -12.62253956 [227,] -6.03204939 -13.11907055 [228,] -8.76555263 -6.03204939 [229,] -14.91057932 -8.76555263 [230,] -11.35318112 -14.91057932 [231,] -6.17766426 -11.35318112 [232,] -1.66867372 -6.17766426 [233,] -6.03109372 -1.66867372 [234,] -7.03366107 -6.03109372 [235,] -6.83500355 -7.03366107 [236,] 3.87753915 -6.83500355 [237,] 0.01917084 3.87753915 [238,] 0.82427621 0.01917084 [239,] -0.90657631 0.82427621 [240,] -0.55502309 -0.90657631 [241,] -0.02672346 -0.55502309 [242,] 1.89242402 -0.02672346 [243,] 3.20247294 1.89242402 [244,] 4.48745582 3.20247294 [245,] 7.29366358 4.48745582 [246,] 5.06113068 7.29366358 [247,] 5.02717193 5.06113068 [248,] 0.26313472 5.02717193 [249,] -6.98041254 0.26313472 [250,] -3.32725740 -6.98041254 [251,] -7.19051566 -3.32725740 [252,] -7.63590024 -7.19051566 [253,] -2.34000635 -7.63590024 [254,] -0.06359763 -2.34000635 [255,] 5.44261971 -0.06359763 [256,] 4.38241408 5.44261971 [257,] -0.43734563 4.38241408 [258,] -3.10526801 -0.43734563 [259,] -0.83794828 -3.10526801 [260,] 1.63184608 -0.83794828 [261,] -8.42989830 1.63184608 [262,] -9.99316614 -8.42989830 [263,] -1.86742917 -9.99316614 [264,] -4.52765968 -1.86742917 [265,] -3.05149594 -4.52765968 [266,] 6.35235969 -3.05149594 [267,] 5.92636266 6.35235969 [268,] -0.04351953 5.92636266 [269,] -2.79461703 -0.04351953 [270,] -2.25281883 -2.79461703 [271,] -6.94619001 -2.25281883 [272,] -2.74356884 -6.94619001 [273,] -4.51690557 -2.74356884 [274,] -2.27763560 -4.51690557 [275,] -12.51199626 -2.27763560 [276,] -12.63598945 -12.51199626 [277,] -11.92328982 -12.63598945 [278,] -11.15426483 -11.92328982 [279,] -18.09315754 -11.15426483 [280,] -13.79612680 -18.09315754 [281,] -12.09995349 -13.79612680 [282,] -13.91921366 -12.09995349 [283,] -10.74925279 -13.91921366 [284,] -14.25556368 -10.74925279 [285,] -13.74352051 -14.25556368 [286,] -18.15400556 -13.74352051 [287,] -19.95767531 -18.15400556 [288,] -23.60215845 -19.95767531 [289,] -14.34990475 -23.60215845 [290,] -12.40855249 -14.34990475 [291,] -11.08997343 -12.40855249 [292,] -8.89951303 -11.08997343 [293,] -5.94440766 -8.89951303 [294,] -5.07024775 -5.94440766 [295,] -11.26636725 -5.07024775 [296,] -12.61029155 -11.26636725 [297,] -14.78888569 -12.61029155 [298,] -5.00707792 -14.78888569 [299,] 0.62329444 -5.00707792 [300,] -5.27580881 0.62329444 [301,] -6.18739626 -5.27580881 [302,] -7.22995404 -6.18739626 [303,] 3.84361259 -7.22995404 [304,] 5.12659164 3.84361259 [305,] 1.82210850 5.12659164 [306,] 14.77779186 1.82210850 [307,] 15.84358814 14.77779186 [308,] 14.98739017 15.84358814 [309,] 15.56604769 14.98739017 [310,] 19.48120666 15.56604769 [311,] 24.29513118 19.48120666 [312,] 18.93823272 24.29513118 [313,] 16.64848259 18.93823272 [314,] 20.88714969 16.64848259 [315,] 18.75858042 20.88714969 [316,] 23.05189249 18.75858042 [317,] 18.39091748 23.05189249 [318,] 23.19488602 18.39091748 [319,] 24.66427847 23.19488602 [320,] 29.16200011 24.66427847 [321,] 25.65384233 29.16200011 [322,] 24.22583190 25.65384233 [323,] 27.42470953 24.22583190 [324,] 26.97369050 27.42470953 [325,] 20.06259300 26.97369050 [326,] 23.36855579 20.06259300 [327,] 33.95478271 23.36855579 [328,] 21.47738472 33.95478271 [329,] 27.30809010 21.47738472 [330,] 34.16176964 27.30809010 [331,] 31.46279846 34.16176964 [332,] 17.09447416 31.46279846 [333,] 26.78114701 17.09447416 [334,] 13.31776626 26.78114701 [335,] 19.72429747 13.31776626 [336,] 34.88472342 19.72429747 [337,] 17.60761443 34.88472342 [338,] 8.77768822 17.60761443 [339,] 10.03418498 8.77768822 [340,] 16.79758510 10.03418498 [341,] 17.91954980 16.79758510 [342,] -1.80566827 17.91954980 [343,] 17.64102944 -1.80566827 [344,] 22.86668794 17.64102944 [345,] 14.72926509 22.86668794 [346,] 14.33650635 14.72926509 [347,] 8.84989689 14.33650635 [348,] -6.52772692 8.84989689 [349,] -6.24212202 -6.52772692 [350,] -17.86303386 -6.24212202 [351,] -20.37319547 -17.86303386 [352,] 8.97936638 -20.37319547 [353,] -0.25609095 8.97936638 [354,] -21.33306788 -0.25609095 [355,] -11.27714911 -21.33306788 [356,] -5.37274994 -11.27714911 [357,] 8.63019467 -5.37274994 [358,] 0.46006750 8.63019467 [359,] -8.39853621 0.46006750 [360,] -4.81044711 -8.39853621 [361,] -6.74761541 -4.81044711 [362,] -10.85508229 -6.74761541 [363,] 13.46160013 -10.85508229 [364,] 4.56844521 13.46160013 [365,] 12.95894006 4.56844521 [366,] 8.00378130 12.95894006 [367,] 15.45212496 8.00378130 [368,] 22.77107148 15.45212496 [369,] -0.23659063 22.77107148 [370,] -2.81342592 -0.23659063 [371,] 3.16143448 -2.81342592 [372,] 0.42707382 3.16143448 [373,] 1.70728925 0.42707382 [374,] -9.84976614 1.70728925 [375,] 3.33909234 -9.84976614 [376,] -2.06961472 3.33909234 [377,] -8.87116772 -2.06961472 [378,] -4.61666521 -8.87116772 [379,] -18.19119238 -4.61666521 [380,] -30.71824777 -18.19119238 [381,] -15.08076153 -30.71824777 [382,] -7.48761596 -15.08076153 [383,] -11.55288763 -7.48761596 [384,] -1.41075642 -11.55288763 [385,] -0.45585200 -1.41075642 [386,] 4.59055672 -0.45585200 [387,] -15.27193217 4.59055672 [388,] -5.92685167 -15.27193217 [389,] -0.50831663 -5.92685167 [390,] -8.75945815 -0.50831663 [391,] 0.02740608 -8.75945815 [392,] 5.58500523 0.02740608 [393,] -1.13279467 5.58500523 [394,] -2.03168738 -1.13279467 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 2.84258982 -0.77663612 2 2.82724926 2.84258982 3 4.10010583 2.82724926 4 2.79386383 4.10010583 5 -0.68384802 2.79386383 6 -3.69070246 -0.68384802 7 -9.00996264 -3.69070246 8 -2.69546971 -9.00996264 9 0.88650457 -2.69546971 10 -2.22667522 0.88650457 11 4.12153637 -2.22667522 12 7.47077189 4.12153637 13 8.40612224 7.47077189 14 7.60722953 8.40612224 15 6.20922868 7.60722953 16 1.45315319 6.20922868 17 4.30315808 1.45315319 18 -0.80781693 4.30315808 19 -1.85617567 -0.80781693 20 -2.50575929 -1.85617567 21 1.02824369 -2.50575929 22 1.96858161 1.02824369 23 -0.79235896 1.96858161 24 -0.37676363 -0.79235896 25 0.39074748 -0.37676363 26 0.33124233 0.39074748 27 1.57443191 0.33124233 28 2.29455929 1.57443191 29 3.07640151 2.29455929 30 -3.75077637 3.07640151 31 -5.34649397 -3.75077637 32 4.76037983 -5.34649397 33 6.53479430 4.76037983 34 3.90115899 6.53479430 35 3.95287872 3.90115899 36 3.90133529 3.95287872 37 6.49567129 3.90133529 38 1.98224652 6.49567129 39 3.80114902 1.98224652 40 -4.68403461 3.80114902 41 -0.58966416 -4.68403461 42 -7.67251094 -0.58966416 43 -9.09543618 -7.67251094 44 -7.00278057 -9.09543618 45 -10.15322161 -7.00278057 46 -8.35093346 -10.15322161 47 -2.74854770 -8.35093346 48 -13.68707294 -2.74854770 49 -9.20303552 -13.68707294 50 -4.14853301 -9.20303552 51 0.24759629 -4.14853301 52 -6.59896915 0.24759629 53 -8.34958628 -6.59896915 54 -2.95279094 -8.34958628 55 -7.85107121 -2.95279094 56 -11.17294766 -7.85107121 57 -6.75783271 -11.17294766 58 -0.90476562 -6.75783271 59 7.15791872 -0.90476562 60 4.86350447 7.15791872 61 5.87239740 4.86350447 62 6.06273531 5.87239740 63 5.87187321 6.06273531 64 3.73959485 5.87187321 65 -5.10142418 3.73959485 66 1.00510703 -5.10142418 67 4.11288227 1.00510703 68 7.53333309 4.11288227 69 5.28622411 7.53333309 70 10.16186345 5.28622411 71 5.96411715 10.16186345 72 7.52612588 5.96411715 73 0.69115278 7.52612588 74 -2.21027774 0.69115278 75 5.08272047 -2.21027774 76 4.52578757 5.08272047 77 7.73664988 4.52578757 78 9.48037343 7.73664988 79 6.59310751 9.48037343 80 16.38311241 6.59310751 81 19.90709052 16.38311241 82 10.55442554 19.90709052 83 10.92838450 10.55442554 84 11.43129466 10.92838450 85 10.44652252 11.43129466 86 10.62594942 10.44652252 87 12.43428351 10.62594942 88 7.27072667 12.43428351 89 10.34885022 7.27072667 90 13.32318622 10.34885022 91 10.40249063 13.32318622 92 11.02428883 10.40249063 93 15.33127554 11.02428883 94 17.03997709 15.33127554 95 19.19802217 17.03997709 96 17.37133425 19.19802217 97 14.23342144 17.37133425 98 18.04636605 14.23342144 99 14.07747333 18.04636605 100 13.76090789 14.07747333 101 15.70406303 13.76090789 102 15.35244114 15.70406303 103 5.54721349 15.35244114 104 9.19795331 5.54721349 105 13.51690941 9.19795331 106 12.89470952 13.51690941 107 11.04471441 12.89470952 108 15.45125520 11.04471441 109 14.33419023 15.45125520 110 13.02165732 14.33419023 111 13.88264212 13.02165732 112 6.09031974 13.88264212 113 6.09142703 6.09031974 114 5.18184341 6.09142703 115 9.52377367 5.18184341 116 -1.63095445 9.52377367 117 -3.49258592 -1.63095445 118 -5.00105758 -3.49258592 119 -6.47509479 -5.00105758 120 2.89904026 -6.47509479 121 1.15146047 2.89904026 122 -5.19491359 1.15146047 123 -4.14397282 -5.19491359 124 -9.70286553 -4.14397282 125 -8.56187116 -9.70286553 126 -15.19264521 -8.56187116 127 -14.16855419 -15.19264521 128 -8.58271389 -14.16855419 129 -15.33499225 -8.58271389 130 -14.98749071 -15.33499225 131 -3.11866667 -14.98749071 132 -1.42869623 -3.11866667 133 -0.33776502 -1.42869623 134 -1.60874003 -0.33776502 135 -6.14277725 -1.60874003 136 1.54543435 -6.14277725 137 7.65095121 1.54543435 138 5.32209294 7.65095121 139 6.00487104 5.32209294 140 -0.93605995 6.00487104 141 -0.27798042 -0.93605995 142 4.24338142 -0.27798042 143 7.29515474 4.24338142 144 6.16259696 7.29515474 145 9.15415976 6.16259696 146 10.44469863 9.15415976 147 14.38731979 10.44469863 148 19.12438497 14.38731979 149 10.71009321 19.12438497 150 8.95365026 10.71009321 151 9.31186185 8.95365026 152 2.30463995 9.31186185 153 0.49781996 2.30463995 154 -8.41315505 0.49781996 155 -2.52256259 -8.41315505 156 -5.22414046 -2.52256259 157 -1.57760925 -5.22414046 158 -1.11360627 -1.57760925 159 -3.39930472 -1.11360627 160 -2.12162710 -3.39930472 161 -9.63603178 -2.12162710 162 -7.83977999 -9.63603178 163 -11.93441049 -7.83977999 164 -15.15102953 -11.93441049 165 -13.47445430 -15.15102953 166 -15.11941782 -13.47445430 167 -0.93158898 -15.11941782 168 -2.52889892 -0.93158898 169 -8.70816868 -2.52889892 170 -11.04369490 -8.70816868 171 -3.73538568 -11.04369490 172 -8.17992242 -3.73538568 173 -3.96077495 -8.17992242 174 -1.77085809 -3.96077495 175 -3.42860439 -1.77085809 176 -11.67505692 -3.42860439 177 -13.46770274 -11.67505692 178 -3.42037343 -13.46770274 179 -3.12412165 -3.42037343 180 0.54609378 -3.12412165 181 0.17997427 0.54609378 182 5.42610357 0.17997427 183 1.44676492 5.42610357 184 -3.92406273 1.44676492 185 -3.09344539 -3.92406273 186 -4.11621370 -3.09344539 187 -0.93151982 -4.11621370 188 -3.41619434 -0.93151982 189 -4.76514065 -3.41619434 190 0.60931784 -4.76514065 191 -0.01480742 0.60931784 192 -4.59651736 -0.01480742 193 -10.08211247 -4.59651736 194 -17.88247504 -10.08211247 195 -18.15075531 -17.88247504 196 -14.49754657 -18.15075531 197 -12.89264216 -14.49754657 198 -19.69406310 -12.89264216 199 -25.13276443 -19.69406310 200 -24.90165714 -25.13276443 201 -24.67054986 -24.90165714 202 -24.43944257 -24.67054986 203 -22.91216686 -24.43944257 204 -19.42043755 -22.91216686 205 -30.75288242 -19.42043755 206 -15.13184403 -30.75288242 207 -20.56015874 -15.13184403 208 -15.75368113 -20.56015874 209 -13.44796332 -15.75368113 210 -15.09686561 -13.44796332 211 -20.55494493 -15.09686561 212 -21.94007496 -20.55494493 213 -25.77836480 -21.94007496 214 -8.25985464 -25.77836480 215 -11.61769855 -8.25985464 216 -11.54136830 -11.61769855 217 -14.26973662 -11.54136830 218 -12.85654703 -14.26973662 219 -14.40327898 -12.85654703 220 -15.28424442 -14.40327898 221 -12.75235818 -15.28424442 222 -17.65802218 -12.75235818 223 -21.71635605 -17.65802218 224 -16.72242196 -21.71635605 225 -12.62253956 -16.72242196 226 -13.11907055 -12.62253956 227 -6.03204939 -13.11907055 228 -8.76555263 -6.03204939 229 -14.91057932 -8.76555263 230 -11.35318112 -14.91057932 231 -6.17766426 -11.35318112 232 -1.66867372 -6.17766426 233 -6.03109372 -1.66867372 234 -7.03366107 -6.03109372 235 -6.83500355 -7.03366107 236 3.87753915 -6.83500355 237 0.01917084 3.87753915 238 0.82427621 0.01917084 239 -0.90657631 0.82427621 240 -0.55502309 -0.90657631 241 -0.02672346 -0.55502309 242 1.89242402 -0.02672346 243 3.20247294 1.89242402 244 4.48745582 3.20247294 245 7.29366358 4.48745582 246 5.06113068 7.29366358 247 5.02717193 5.06113068 248 0.26313472 5.02717193 249 -6.98041254 0.26313472 250 -3.32725740 -6.98041254 251 -7.19051566 -3.32725740 252 -7.63590024 -7.19051566 253 -2.34000635 -7.63590024 254 -0.06359763 -2.34000635 255 5.44261971 -0.06359763 256 4.38241408 5.44261971 257 -0.43734563 4.38241408 258 -3.10526801 -0.43734563 259 -0.83794828 -3.10526801 260 1.63184608 -0.83794828 261 -8.42989830 1.63184608 262 -9.99316614 -8.42989830 263 -1.86742917 -9.99316614 264 -4.52765968 -1.86742917 265 -3.05149594 -4.52765968 266 6.35235969 -3.05149594 267 5.92636266 6.35235969 268 -0.04351953 5.92636266 269 -2.79461703 -0.04351953 270 -2.25281883 -2.79461703 271 -6.94619001 -2.25281883 272 -2.74356884 -6.94619001 273 -4.51690557 -2.74356884 274 -2.27763560 -4.51690557 275 -12.51199626 -2.27763560 276 -12.63598945 -12.51199626 277 -11.92328982 -12.63598945 278 -11.15426483 -11.92328982 279 -18.09315754 -11.15426483 280 -13.79612680 -18.09315754 281 -12.09995349 -13.79612680 282 -13.91921366 -12.09995349 283 -10.74925279 -13.91921366 284 -14.25556368 -10.74925279 285 -13.74352051 -14.25556368 286 -18.15400556 -13.74352051 287 -19.95767531 -18.15400556 288 -23.60215845 -19.95767531 289 -14.34990475 -23.60215845 290 -12.40855249 -14.34990475 291 -11.08997343 -12.40855249 292 -8.89951303 -11.08997343 293 -5.94440766 -8.89951303 294 -5.07024775 -5.94440766 295 -11.26636725 -5.07024775 296 -12.61029155 -11.26636725 297 -14.78888569 -12.61029155 298 -5.00707792 -14.78888569 299 0.62329444 -5.00707792 300 -5.27580881 0.62329444 301 -6.18739626 -5.27580881 302 -7.22995404 -6.18739626 303 3.84361259 -7.22995404 304 5.12659164 3.84361259 305 1.82210850 5.12659164 306 14.77779186 1.82210850 307 15.84358814 14.77779186 308 14.98739017 15.84358814 309 15.56604769 14.98739017 310 19.48120666 15.56604769 311 24.29513118 19.48120666 312 18.93823272 24.29513118 313 16.64848259 18.93823272 314 20.88714969 16.64848259 315 18.75858042 20.88714969 316 23.05189249 18.75858042 317 18.39091748 23.05189249 318 23.19488602 18.39091748 319 24.66427847 23.19488602 320 29.16200011 24.66427847 321 25.65384233 29.16200011 322 24.22583190 25.65384233 323 27.42470953 24.22583190 324 26.97369050 27.42470953 325 20.06259300 26.97369050 326 23.36855579 20.06259300 327 33.95478271 23.36855579 328 21.47738472 33.95478271 329 27.30809010 21.47738472 330 34.16176964 27.30809010 331 31.46279846 34.16176964 332 17.09447416 31.46279846 333 26.78114701 17.09447416 334 13.31776626 26.78114701 335 19.72429747 13.31776626 336 34.88472342 19.72429747 337 17.60761443 34.88472342 338 8.77768822 17.60761443 339 10.03418498 8.77768822 340 16.79758510 10.03418498 341 17.91954980 16.79758510 342 -1.80566827 17.91954980 343 17.64102944 -1.80566827 344 22.86668794 17.64102944 345 14.72926509 22.86668794 346 14.33650635 14.72926509 347 8.84989689 14.33650635 348 -6.52772692 8.84989689 349 -6.24212202 -6.52772692 350 -17.86303386 -6.24212202 351 -20.37319547 -17.86303386 352 8.97936638 -20.37319547 353 -0.25609095 8.97936638 354 -21.33306788 -0.25609095 355 -11.27714911 -21.33306788 356 -5.37274994 -11.27714911 357 8.63019467 -5.37274994 358 0.46006750 8.63019467 359 -8.39853621 0.46006750 360 -4.81044711 -8.39853621 361 -6.74761541 -4.81044711 362 -10.85508229 -6.74761541 363 13.46160013 -10.85508229 364 4.56844521 13.46160013 365 12.95894006 4.56844521 366 8.00378130 12.95894006 367 15.45212496 8.00378130 368 22.77107148 15.45212496 369 -0.23659063 22.77107148 370 -2.81342592 -0.23659063 371 3.16143448 -2.81342592 372 0.42707382 3.16143448 373 1.70728925 0.42707382 374 -9.84976614 1.70728925 375 3.33909234 -9.84976614 376 -2.06961472 3.33909234 377 -8.87116772 -2.06961472 378 -4.61666521 -8.87116772 379 -18.19119238 -4.61666521 380 -30.71824777 -18.19119238 381 -15.08076153 -30.71824777 382 -7.48761596 -15.08076153 383 -11.55288763 -7.48761596 384 -1.41075642 -11.55288763 385 -0.45585200 -1.41075642 386 4.59055672 -0.45585200 387 -15.27193217 4.59055672 388 -5.92685167 -15.27193217 389 -0.50831663 -5.92685167 390 -8.75945815 -0.50831663 391 0.02740608 -8.75945815 392 5.58500523 0.02740608 393 -1.13279467 5.58500523 394 -2.03168738 -1.13279467 > 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/7ntvx1228923785.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8gst91228923785.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9ixmd1228923785.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10h6601228923785.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/1176oc1228923785.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/12td4h1228923785.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/13tg2s1228923785.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/14wv9u1228923785.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/152oct1228923785.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/16azh21228923785.tab") + } > > system("convert tmp/138ka1228923785.ps tmp/138ka1228923785.png") > system("convert tmp/2j2ze1228923785.ps tmp/2j2ze1228923785.png") > system("convert tmp/3yuft1228923785.ps tmp/3yuft1228923785.png") > system("convert tmp/4im281228923785.ps tmp/4im281228923785.png") > system("convert tmp/5gfh41228923785.ps tmp/5gfh41228923785.png") > system("convert tmp/6d8cc1228923785.ps tmp/6d8cc1228923785.png") > system("convert tmp/7ntvx1228923785.ps tmp/7ntvx1228923785.png") > system("convert tmp/8gst91228923785.ps tmp/8gst91228923785.png") > system("convert tmp/9ixmd1228923785.ps tmp/9ixmd1228923785.png") > system("convert tmp/10h6601228923785.ps tmp/10h6601228923785.png") > > > proc.time() user system elapsed 10.044 2.069 11.580