R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
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Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(308347,0,298427,0,289231,0,291975,0,294912,0,293488,0,290555,0,284736,0,281818,0,287854,0,316263,0,325412,0,326011,0,328282,0,317480,0,317539,0,313737,0,312276,0,309391,0,302950,0,300316,0,304035,0,333476,0,337698,0,335932,0,323931,0,313927,0,314485,1,313218,1,309664,1,302963,1,298989,1,298423,1,301631,1,329765,1,335083,1,327616,1,309119,1,295916,1,291413,1,291542,1,284678,1,276475,1,272566,1,264981,1,263290,1,296806,1,303598,1,286994,1,276427,1,266424,1,267153,1,268381,1,262522,1,255542,1,253158,1,243803,1,250741,1,280445,1,285257,1,270976,1,261076,1,255603,1),dim=c(2,63),dimnames=list(c('Vrouwen','Dummy'),1:63))
> y <- array(NA,dim=c(2,63),dimnames=list(c('Vrouwen','Dummy'),1:63))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from package:base :
as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
Vrouwen Dummy
1 308347 0
2 298427 0
3 289231 0
4 291975 0
5 294912 0
6 293488 0
7 290555 0
8 284736 0
9 281818 0
10 287854 0
11 316263 0
12 325412 0
13 326011 0
14 328282 0
15 317480 0
16 317539 0
17 313737 0
18 312276 0
19 309391 0
20 302950 0
21 300316 0
22 304035 0
23 333476 0
24 337698 0
25 335932 0
26 323931 0
27 313927 0
28 314485 1
29 313218 1
30 309664 1
31 302963 1
32 298989 1
33 298423 1
34 301631 1
35 329765 1
36 335083 1
37 327616 1
38 309119 1
39 295916 1
40 291413 1
41 291542 1
42 284678 1
43 276475 1
44 272566 1
45 264981 1
46 263290 1
47 296806 1
48 303598 1
49 286994 1
50 276427 1
51 266424 1
52 267153 1
53 268381 1
54 262522 1
55 255542 1
56 253158 1
57 243803 1
58 250741 1
59 280445 1
60 285257 1
61 270976 1
62 261076 1
63 255603 1
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Dummy
308889 -23702
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-41383.75 -17473.80 70.25 15743.20 49896.25
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 308889 4042 76.411 < 2e-16 ***
Dummy -23702 5348 -4.432 3.95e-05 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 21010 on 61 degrees of freedom
Multiple R-squared: 0.2436, Adjusted R-squared: 0.2312
F-statistic: 19.64 on 1 and 61 DF, p-value: 3.953e-05
> 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,] 0.076753349 0.153506698 0.92324665
[2,] 0.026462333 0.052924666 0.97353767
[3,] 0.010345160 0.020690319 0.98965484
[4,] 0.007854075 0.015708149 0.99214593
[5,] 0.007689573 0.015379145 0.99231043
[6,] 0.003567032 0.007134064 0.99643297
[7,] 0.017910777 0.035821553 0.98208922
[8,] 0.074632681 0.149265362 0.92536732
[9,] 0.133421852 0.266843703 0.86657815
[10,] 0.192875681 0.385751361 0.80712432
[11,] 0.165144944 0.330289887 0.83485506
[12,] 0.137095161 0.274190322 0.86290484
[13,] 0.102296416 0.204592832 0.89770358
[14,] 0.072587569 0.145175137 0.92741243
[15,] 0.048689916 0.097379831 0.95131008
[16,] 0.032551199 0.065102398 0.96744880
[17,] 0.022925171 0.045850341 0.97707483
[18,] 0.015686978 0.031373957 0.98431302
[19,] 0.025482721 0.050965443 0.97451728
[20,] 0.043359338 0.086718677 0.95664066
[21,] 0.056996473 0.113992947 0.94300353
[22,] 0.046045912 0.092091825 0.95395409
[23,] 0.030724689 0.061449379 0.96927531
[24,] 0.025571546 0.051143093 0.97442845
[25,] 0.021401818 0.042803635 0.97859818
[26,] 0.017360966 0.034721931 0.98263903
[27,] 0.013401572 0.026803144 0.98659843
[28,] 0.010082070 0.020164140 0.98991793
[29,] 0.007353342 0.014706684 0.99264666
[30,] 0.005380383 0.010760766 0.99461962
[31,] 0.017660430 0.035320860 0.98233957
[32,] 0.092192182 0.184384365 0.90780782
[33,] 0.274221862 0.548443724 0.72577814
[34,] 0.385363407 0.770726813 0.61463659
[35,] 0.436275388 0.872550776 0.56372461
[36,] 0.475429746 0.950859492 0.52457025
[37,] 0.518953075 0.962093850 0.48104692
[38,] 0.539933100 0.920133800 0.46006690
[39,] 0.550985706 0.898028587 0.44901429
[40,] 0.554742913 0.890514173 0.44525709
[41,] 0.577121187 0.845757626 0.42287881
[42,] 0.587892000 0.824216000 0.41210800
[43,] 0.668445983 0.663108034 0.33155402
[44,] 0.878709638 0.242580724 0.12129036
[45,] 0.918655562 0.162688877 0.08134444
[46,] 0.913829784 0.172340433 0.08617022
[47,] 0.887053189 0.225893623 0.11294681
[48,] 0.849572079 0.300855842 0.15042792
[49,] 0.801127067 0.397745866 0.19887293
[50,] 0.733008698 0.533982604 0.26699130
[51,] 0.671349239 0.657301521 0.32865076
[52,] 0.612934875 0.774130250 0.38706512
[53,] 0.694837240 0.610325520 0.30516276
[54,] 0.706244797 0.587510406 0.29375520
> postscript(file="/var/www/html/rcomp/tmp/1kksw1229462128.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/2utey1229462128.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3sqwn1229462128.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/4u6at1229462128.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/5m1iq1229462128.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 = 63
Frequency = 1
1 2 3 4 5 6
-541.8519 -10461.8519 -19657.8519 -16913.8519 -13976.8519 -15400.8519
7 8 9 10 11 12
-18333.8519 -24152.8519 -27070.8519 -21034.8519 7374.1481 16523.1481
13 14 15 16 17 18
17122.1481 19393.1481 8591.1481 8650.1481 4848.1481 3387.1481
19 20 21 22 23 24
502.1481 -5938.8519 -8572.8519 -4853.8519 24587.1481 28809.1481
25 26 27 28 29 30
27043.1481 15042.1481 5038.1481 29298.2500 28031.2500 24477.2500
31 32 33 34 35 36
17776.2500 13802.2500 13236.2500 16444.2500 44578.2500 49896.2500
37 38 39 40 41 42
42429.2500 23932.2500 10729.2500 6226.2500 6355.2500 -508.7500
43 44 45 46 47 48
-8711.7500 -12620.7500 -20205.7500 -21896.7500 11619.2500 18411.2500
49 50 51 52 53 54
1807.2500 -8759.7500 -18762.7500 -18033.7500 -16805.7500 -22664.7500
55 56 57 58 59 60
-29644.7500 -32028.7500 -41383.7500 -34445.7500 -4741.7500 70.2500
61 62 63
-14210.7500 -24110.7500 -29583.7500
> postscript(file="/var/www/html/rcomp/tmp/6pxlk1229462128.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 = 63
Frequency = 1
lag(myerror, k = 1) myerror
0 -541.8519 NA
1 -10461.8519 -541.8519
2 -19657.8519 -10461.8519
3 -16913.8519 -19657.8519
4 -13976.8519 -16913.8519
5 -15400.8519 -13976.8519
6 -18333.8519 -15400.8519
7 -24152.8519 -18333.8519
8 -27070.8519 -24152.8519
9 -21034.8519 -27070.8519
10 7374.1481 -21034.8519
11 16523.1481 7374.1481
12 17122.1481 16523.1481
13 19393.1481 17122.1481
14 8591.1481 19393.1481
15 8650.1481 8591.1481
16 4848.1481 8650.1481
17 3387.1481 4848.1481
18 502.1481 3387.1481
19 -5938.8519 502.1481
20 -8572.8519 -5938.8519
21 -4853.8519 -8572.8519
22 24587.1481 -4853.8519
23 28809.1481 24587.1481
24 27043.1481 28809.1481
25 15042.1481 27043.1481
26 5038.1481 15042.1481
27 29298.2500 5038.1481
28 28031.2500 29298.2500
29 24477.2500 28031.2500
30 17776.2500 24477.2500
31 13802.2500 17776.2500
32 13236.2500 13802.2500
33 16444.2500 13236.2500
34 44578.2500 16444.2500
35 49896.2500 44578.2500
36 42429.2500 49896.2500
37 23932.2500 42429.2500
38 10729.2500 23932.2500
39 6226.2500 10729.2500
40 6355.2500 6226.2500
41 -508.7500 6355.2500
42 -8711.7500 -508.7500
43 -12620.7500 -8711.7500
44 -20205.7500 -12620.7500
45 -21896.7500 -20205.7500
46 11619.2500 -21896.7500
47 18411.2500 11619.2500
48 1807.2500 18411.2500
49 -8759.7500 1807.2500
50 -18762.7500 -8759.7500
51 -18033.7500 -18762.7500
52 -16805.7500 -18033.7500
53 -22664.7500 -16805.7500
54 -29644.7500 -22664.7500
55 -32028.7500 -29644.7500
56 -41383.7500 -32028.7500
57 -34445.7500 -41383.7500
58 -4741.7500 -34445.7500
59 70.2500 -4741.7500
60 -14210.7500 70.2500
61 -24110.7500 -14210.7500
62 -29583.7500 -24110.7500
63 NA -29583.7500
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -10461.8519 -541.8519
[2,] -19657.8519 -10461.8519
[3,] -16913.8519 -19657.8519
[4,] -13976.8519 -16913.8519
[5,] -15400.8519 -13976.8519
[6,] -18333.8519 -15400.8519
[7,] -24152.8519 -18333.8519
[8,] -27070.8519 -24152.8519
[9,] -21034.8519 -27070.8519
[10,] 7374.1481 -21034.8519
[11,] 16523.1481 7374.1481
[12,] 17122.1481 16523.1481
[13,] 19393.1481 17122.1481
[14,] 8591.1481 19393.1481
[15,] 8650.1481 8591.1481
[16,] 4848.1481 8650.1481
[17,] 3387.1481 4848.1481
[18,] 502.1481 3387.1481
[19,] -5938.8519 502.1481
[20,] -8572.8519 -5938.8519
[21,] -4853.8519 -8572.8519
[22,] 24587.1481 -4853.8519
[23,] 28809.1481 24587.1481
[24,] 27043.1481 28809.1481
[25,] 15042.1481 27043.1481
[26,] 5038.1481 15042.1481
[27,] 29298.2500 5038.1481
[28,] 28031.2500 29298.2500
[29,] 24477.2500 28031.2500
[30,] 17776.2500 24477.2500
[31,] 13802.2500 17776.2500
[32,] 13236.2500 13802.2500
[33,] 16444.2500 13236.2500
[34,] 44578.2500 16444.2500
[35,] 49896.2500 44578.2500
[36,] 42429.2500 49896.2500
[37,] 23932.2500 42429.2500
[38,] 10729.2500 23932.2500
[39,] 6226.2500 10729.2500
[40,] 6355.2500 6226.2500
[41,] -508.7500 6355.2500
[42,] -8711.7500 -508.7500
[43,] -12620.7500 -8711.7500
[44,] -20205.7500 -12620.7500
[45,] -21896.7500 -20205.7500
[46,] 11619.2500 -21896.7500
[47,] 18411.2500 11619.2500
[48,] 1807.2500 18411.2500
[49,] -8759.7500 1807.2500
[50,] -18762.7500 -8759.7500
[51,] -18033.7500 -18762.7500
[52,] -16805.7500 -18033.7500
[53,] -22664.7500 -16805.7500
[54,] -29644.7500 -22664.7500
[55,] -32028.7500 -29644.7500
[56,] -41383.7500 -32028.7500
[57,] -34445.7500 -41383.7500
[58,] -4741.7500 -34445.7500
[59,] 70.2500 -4741.7500
[60,] -14210.7500 70.2500
[61,] -24110.7500 -14210.7500
[62,] -29583.7500 -24110.7500
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -10461.8519 -541.8519
2 -19657.8519 -10461.8519
3 -16913.8519 -19657.8519
4 -13976.8519 -16913.8519
5 -15400.8519 -13976.8519
6 -18333.8519 -15400.8519
7 -24152.8519 -18333.8519
8 -27070.8519 -24152.8519
9 -21034.8519 -27070.8519
10 7374.1481 -21034.8519
11 16523.1481 7374.1481
12 17122.1481 16523.1481
13 19393.1481 17122.1481
14 8591.1481 19393.1481
15 8650.1481 8591.1481
16 4848.1481 8650.1481
17 3387.1481 4848.1481
18 502.1481 3387.1481
19 -5938.8519 502.1481
20 -8572.8519 -5938.8519
21 -4853.8519 -8572.8519
22 24587.1481 -4853.8519
23 28809.1481 24587.1481
24 27043.1481 28809.1481
25 15042.1481 27043.1481
26 5038.1481 15042.1481
27 29298.2500 5038.1481
28 28031.2500 29298.2500
29 24477.2500 28031.2500
30 17776.2500 24477.2500
31 13802.2500 17776.2500
32 13236.2500 13802.2500
33 16444.2500 13236.2500
34 44578.2500 16444.2500
35 49896.2500 44578.2500
36 42429.2500 49896.2500
37 23932.2500 42429.2500
38 10729.2500 23932.2500
39 6226.2500 10729.2500
40 6355.2500 6226.2500
41 -508.7500 6355.2500
42 -8711.7500 -508.7500
43 -12620.7500 -8711.7500
44 -20205.7500 -12620.7500
45 -21896.7500 -20205.7500
46 11619.2500 -21896.7500
47 18411.2500 11619.2500
48 1807.2500 18411.2500
49 -8759.7500 1807.2500
50 -18762.7500 -8759.7500
51 -18033.7500 -18762.7500
52 -16805.7500 -18033.7500
53 -22664.7500 -16805.7500
54 -29644.7500 -22664.7500
55 -32028.7500 -29644.7500
56 -41383.7500 -32028.7500
57 -34445.7500 -41383.7500
58 -4741.7500 -34445.7500
59 70.2500 -4741.7500
60 -14210.7500 70.2500
61 -24110.7500 -14210.7500
62 -29583.7500 -24110.7500
> 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/7h6iv1229462128.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/8ieri1229462128.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/96hta1229462128.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/rcomp/tmp/10sijb1229462128.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/111uhs1229462128.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/12rlcv1229462128.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/131g1p1229462128.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/14h6e31229462128.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/15l9291229462128.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/16o9gg1229462128.tab")
+ }
>
> system("convert tmp/1kksw1229462128.ps tmp/1kksw1229462128.png")
> system("convert tmp/2utey1229462128.ps tmp/2utey1229462128.png")
> system("convert tmp/3sqwn1229462128.ps tmp/3sqwn1229462128.png")
> system("convert tmp/4u6at1229462128.ps tmp/4u6at1229462128.png")
> system("convert tmp/5m1iq1229462128.ps tmp/5m1iq1229462128.png")
> system("convert tmp/6pxlk1229462128.ps tmp/6pxlk1229462128.png")
> system("convert tmp/7h6iv1229462128.ps tmp/7h6iv1229462128.png")
> system("convert tmp/8ieri1229462128.ps tmp/8ieri1229462128.png")
> system("convert tmp/96hta1229462128.ps tmp/96hta1229462128.png")
> system("convert tmp/10sijb1229462128.ps tmp/10sijb1229462128.png")
>
>
> proc.time()
user system elapsed
2.552 1.611 3.378