R version 2.6.1 (2007-11-26)
Copyright (C) 2007 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(2
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+ ,dim=c(4
+ ,333)
+ ,dimnames=list(c('U'
+ ,'nD'
+ ,'T'
+ ,'Ergebnis
')
+ ,1:333))
> y <- array(NA,dim=c(4,333),dimnames=list(c('U','nD','T','Ergebnis
'),1:333))
> 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 = '4'
> #'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
> 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
Ergebnis\r U nD T
1 760.00 2 990 40
2 389.00 2 990 30
3 201.00 2 990 20
4 987.00 2 2100 50
5 517.00 2 2100 40
6 272.00 2 2100 30
7 144.00 2 2100 20
8 141.00 5 500 20
9 266.00 5 500 30
10 504.00 5 500 40
11 960.00 5 500 50
12 72.30 5 2100 20
13 128.00 5 2100 30
14 229.00 5 2100 40
15 413.00 5 2100 50
16 748.00 5 2100 60
17 795.00 7 120 40
18 209.00 7 120 20
19 833.00 7 990 60
20 252.00 7 990 40
21 140.00 7 990 30
22 78.40 7 990 20
23 128.00 10 200 20
24 236.00 10 200 30
25 466.00 10 200 40
26 844.00 10 200 50
27 84.20 10 500 20
28 274.00 10 500 40
29 501.00 10 500 50
30 918.00 10 500 60
31 61.50 10 985 20
32 189.00 10 985 40
33 601.00 10 985 60
34 1076.00 10 985 70
35 60.00 10 990 20
36 184.00 10 990 40
37 580.00 10 990 60
38 1038.00 10 990 70
39 42.90 10 2100 20
40 124.00 10 2100 40
41 369.00 10 2100 60
42 640.00 10 2100 70
43 841.00 20 990 80
44 287.00 20 990 60
45 99.70 20 990 40
46 35.70 20 990 20
47 400.00 40 200 60
48 133.00 40 200 40
49 45.60 40 200 20
50 50.50 50 110 20
51 150.00 50 110 40
52 262.00 50 110 50
53 460.00 50 110 60
54 810.00 50 110 70
55 48.60 50 120 20
56 143.00 50 120 40
57 249.00 50 120 50
58 436.00 50 120 60
59 766.00 50 120 70
60 25.40 50 500 20
61 66.70 50 500 40
62 109.00 50 500 50
63 299.00 50 500 70
64 830.00 50 500 90
65 18.50 50 985 20
66 45.80 50 985 40
67 117.00 50 985 60
68 304.00 50 985 80
69 801.00 50 985 100
70 18.10 50 990 20
71 44.50 50 990 40
72 113.00 50 990 60
73 292.00 50 990 80
74 766.00 50 990 100
75 12.90 50 2100 20
76 29.90 50 2100 40
77 111.00 50 2100 70
78 272.00 50 2100 90
79 1061.00 50 2100 120
80 1007.00 75 200 90
81 461.00 75 200 75
82 212.00 75 200 60
83 28.60 75 200 20
84 30.90 100 105 20
85 84.10 100 105 40
86 236.00 100 105 60
87 673.00 100 105 80
88 11.10 100 985 20
89 25.00 100 985 40
90 58.70 100 985 60
91 137.00 100 985 80
92 327.00 100 985 100
93 790.00 100 985 120
94 10.80 100 990 20
95 24.20 100 990 40
96 69.00 100 990 65
97 202.00 100 990 90
98 752.00 100 990 120
99 7.81 100 2100 20
100 16.50 100 2100 40
101 52.90 100 2100 70
102 118.00 100 2100 90
103 399.00 100 2100 120
104 798.00 110 500 110
105 317.00 110 500 90
106 80.90 110 500 60
107 33.40 110 500 40
108 21.70 110 500 30
109 14.20 110 500 20
110 435.00 150 200 90
111 105.00 150 200 60
112 41.90 150 200 40
113 17.20 150 200 20
114 5.17 180 2100 20
115 10.10 180 2100 40
116 20.30 180 2100 60
117 41.30 180 2100 80
118 85.40 180 2100 100
119 179.00 180 2100 120
120 15.80 250 105 20
121 37.80 250 105 40
122 93.40 250 105 60
123 236.00 250 105 80
124 603.00 250 105 100
125 14.80 250 120 20
126 35.20 250 120 40
127 86.00 250 120 60
128 215.00 250 120 80
129 544.00 250 120 100
130 11.40 250 985 40
131 23.20 250 985 60
132 48.20 250 985 80
133 102.00 250 985 100
134 217.00 250 985 120
135 10.30 300 200 20
136 22.90 300 200 40
137 52.10 300 200 60
138 121.00 300 200 80
139 287.00 300 200 100
140 683.00 300 200 120
141 8.11 300 500 25
142 14.00 300 500 40
143 20.20 300 500 50
144 43.00 300 500 70
145 138.00 300 500 100
146 304.00 300 500 120
147 4.89 300 990 20
148 9.51 300 990 40
149 16.80 300 990 60
150 54.20 300 990 90
151 161.00 300 990 120
152 19.70 500 20 20
153 49.23 500 20 40
154 127.00 500 20 60
155 334.00 500 20 80
156 890.00 500 20 100
157 13.70 500 46 20
158 31.90 500 46 40
159 76.80 500 46 60
160 189.00 500 46 80
161 471.00 500 46 100
162 9.46 500 105 20
163 20.70 500 105 40
164 46.30 500 105 60
165 106.00 500 105 80
166 247.00 500 105 100
167 579.00 500 105 120
168 19.20 500 120 40
169 42.70 500 120 60
170 96.70 500 120 80
171 222.00 500 120 100
172 515.00 500 120 120
173 7.07 500 200 20
174 14.70 500 200 40
175 31.10 500 200 60
176 67.40 500 200 80
177 148.00 500 200 100
178 329.00 500 200 120
179 3.51 500 985 40
180 6.46 500 985 60
181 22.80 500 985 80
182 43.60 500 985 100
183 84.50 500 985 120
184 55.90 670 990 120
185 25.80 670 500 95
186 12.10 670 990 70
187 5.03 670 990 40
188 2.83 670 990 20
189 3.68 700 500 20
190 6.83 700 500 40
191 24.50 700 500 80
192 47.40 700 500 100
193 92.80 700 500 120
194 2.80 700 985 20
195 4.92 700 985 40
196 8.92 700 985 60
197 16.20 700 985 80
198 29.70 700 985 100
199 55.00 700 985 120
200 11.90 1000 20 20
201 27.00 1000 20 40
202 63.20 1000 20 60
203 151.00 1000 20 80
204 367.00 1000 20 100
205 896.00 1000 20 120
206 17.50 1000 46 40
207 38.20 1000 46 60
208 85.00 1000 46 80
209 193.00 1000 46 100
210 440.00 1000 46 120
211 5.68 1000 105 20
212 11.30 1000 105 40
213 23.10 1000 105 60
214 47.90 1000 105 80
215 101.00 1000 105 100
216 215.00 1000 105 120
217 5.35 1000 120 20
218 10.60 1000 120 40
219 21.30 1000 120 60
220 43.60 1000 120 80
221 90.80 1000 120 100
222 191.00 1000 120 120
223 4.26 1000 200 20
224 8.08 1000 200 40
225 15.60 1000 200 60
226 30.60 1000 200 80
227 61.00 1000 200 100
228 123.00 1000 200 120
229 6.92 1500 46 20
230 14.30 1500 46 40
231 30.20 1500 46 60
232 65.10 1500 46 80
233 143.00 1500 46 100
234 315.00 1500 46 120
235 2.58 1500 500 20
236 4.51 1500 500 40
237 7.97 1500 500 60
238 19.10 1500 500 90
239 46.80 1500 500 120
240 44.50 1700 500 120
241 21.20 1700 500 95
242 10.20 1700 500 70
243 4.37 1700 500 40
244 2.51 1700 500 20
245 6.14 2000 46 20
246 12.40 2000 46 40
247 25.60 2000 46 60
248 54.00 2000 46 80
249 115.00 2000 46 100
250 250.00 2000 46 120
251 4.31 2000 105 20
252 8.20 2000 105 40
253 11.40 2000 105 50
254 22.20 2000 105 70
255 44.00 2000 105 90
256 3.31 2000 200 20
257 6.04 2000 200 40
258 11.10 2000 200 60
259 20.80 2000 200 80
260 39.50 2000 200 100
261 75.70 2000 200 120
262 8.00 2500 20 20
263 17.00 2500 20 40
264 36.80 2500 20 60
265 81.70 2500 20 80
266 184.00 2500 20 100
267 418.00 2500 20 120
268 3.75 2500 120 20
269 6.98 2500 120 40
270 13.20 2500 120 60
271 25.20 2500 120 80
272 49.00 2500 120 100
273 96.10 2500 120 120
274 180.00 3000 46 120
275 86.30 3000 46 100
276 41.70 3000 46 80
277 20.40 3000 46 60
278 10.20 3000 46 40
279 5.19 3000 46 20
280 54.80 3500 200 120
281 29.60 3500 200 100
282 16.10 3500 200 80
283 8.90 3500 200 60
284 4.97 3500 200 40
285 2.80 3500 200 20
286 5.97 5000 20 20
287 12.00 5000 20 40
288 35.60 5000 20 70
289 75.30 5000 20 90
290 236.00 5000 20 120
291 4.24 5000 46 20
292 8.05 5000 46 40
293 15.50 5000 46 60
294 30.40 5000 46 80
295 60.60 5000 46 100
296 122.00 5000 46 120
297 3.11 5000 105 20
298 5.62 5000 105 40
299 10.30 5000 105 60
300 19.00 5000 105 80
301 35.50 5000 105 100
302 67.20 5000 105 120
303 2.98 5000 120 20
304 5.34 5000 120 40
305 9.67 5000 120 60
306 17.70 5000 120 80
307 32.90 5000 120 100
308 61.80 5000 120 120
309 4.50 10000 20 20
310 8.62 10000 20 40
311 23.60 10000 20 70
312 47.20 10000 20 90
313 137.00 10000 20 120
314 3.30 10000 46 20
315 6.00 10000 46 40
316 11.10 10000 46 60
317 20.70 10000 46 80
318 39.20 10000 46 100
319 75.00 10000 46 120
320 82.40 20000 20 120
321 42.70 20000 20 100
322 22.30 20000 20 80
323 11.80 20000 20 60
324 6.37 20000 20 40
325 3.46 20000 20 20
326 58.50 35000 20 120
327 31.30 35000 20 100
328 17.00 35000 20 80
329 9.30 35000 20 60
330 5.16 35000 20 40
331 2.90 35000 20 20
332 698.00 40 200 70
333 230.00 40 200 50
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) U nD T
0.42082 -0.00855 0.05600 2.43356
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-286.63 -127.07 -64.62 35.24 850.15
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.420818 29.940000 0.014 0.988794
U -0.008550 0.002306 -3.707 0.000246 ***
nD 0.056003 0.020975 2.670 0.007961 **
T 2.433560 0.376127 6.470 3.55e-10 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 221.8 on 329 degrees of freedom
Multiple R-Squared: 0.1623, Adjusted R-squared: 0.1547
F-statistic: 21.25 on 3 and 329 DF, p-value: 1.312e-12
> 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,] 0.140867632 2.817353e-01 8.591324e-01
[2,] 0.056088130 1.121763e-01 9.439119e-01
[3,] 0.036851622 7.370324e-02 9.631484e-01
[4,] 0.019532219 3.906444e-02 9.804678e-01
[5,] 0.015561224 3.112245e-02 9.844388e-01
[6,] 0.010331339 2.066268e-02 9.896687e-01
[7,] 0.008061027 1.612205e-02 9.919390e-01
[8,] 0.017805843 3.561169e-02 9.821942e-01
[9,] 0.025814502 5.162900e-02 9.741855e-01
[10,] 0.016050960 3.210192e-02 9.839490e-01
[11,] 0.047444513 9.488903e-02 9.525555e-01
[12,] 0.032010596 6.402119e-02 9.679894e-01
[13,] 0.023589594 4.717919e-02 9.764104e-01
[14,] 0.024265953 4.853191e-02 9.757340e-01
[15,] 0.015209602 3.041920e-02 9.847904e-01
[16,] 0.011391982 2.278396e-02 9.886080e-01
[17,] 0.010860242 2.172048e-02 9.891398e-01
[18,] 0.006623810 1.324762e-02 9.933762e-01
[19,] 0.004298269 8.596537e-03 9.957017e-01
[20,] 0.006753404 1.350681e-02 9.932466e-01
[21,] 0.004858601 9.717202e-03 9.951414e-01
[22,] 0.004442363 8.884725e-03 9.955576e-01
[23,] 0.003704337 7.408674e-03 9.962957e-01
[24,] 0.004147017 8.294033e-03 9.958530e-01
[25,] 0.004021672 8.043344e-03 9.959783e-01
[26,] 0.003636838 7.273676e-03 9.963632e-01
[27,] 0.003475278 6.950556e-03 9.965247e-01
[28,] 0.006259389 1.251878e-02 9.937406e-01
[29,] 0.005873621 1.174724e-02 9.941264e-01
[30,] 0.005514001 1.102800e-02 9.944860e-01
[31,] 0.005986656 1.197331e-02 9.940133e-01
[32,] 0.010016822 2.003364e-02 9.899832e-01
[33,] 0.021014582 4.202916e-02 9.789854e-01
[34,] 0.015889284 3.177857e-02 9.841107e-01
[35,] 0.018763921 3.752784e-02 9.812361e-01
[36,] 0.018443328 3.688666e-02 9.815567e-01
[37,] 0.026314855 5.262971e-02 9.736851e-01
[38,] 0.020550095 4.110019e-02 9.794499e-01
[39,] 0.018948368 3.789674e-02 9.810516e-01
[40,] 0.061250589 1.225012e-01 9.387494e-01
[41,] 0.114759756 2.295195e-01 8.852402e-01
[42,] 0.138784722 2.775694e-01 8.612153e-01
[43,] 0.245263268 4.905265e-01 7.547367e-01
[44,] 0.364028730 7.280575e-01 6.359713e-01
[45,] 0.330418105 6.608362e-01 6.695819e-01
[46,] 0.296123448 5.922469e-01 7.038766e-01
[47,] 0.282426166 5.648523e-01 7.175738e-01
[48,] 0.394888392 7.897768e-01 6.051116e-01
[49,] 0.411909456 8.238189e-01 5.880905e-01
[50,] 0.372076109 7.441522e-01 6.279239e-01
[51,] 0.341807377 6.836148e-01 6.581926e-01
[52,] 0.325653325 6.513067e-01 6.743467e-01
[53,] 0.404445680 8.088914e-01 5.955543e-01
[54,] 0.417521096 8.350422e-01 5.824789e-01
[55,] 0.382872049 7.657441e-01 6.171280e-01
[56,] 0.378159071 7.563181e-01 6.218409e-01
[57,] 0.428551037 8.571021e-01 5.714490e-01
[58,] 0.498194205 9.963884e-01 5.018058e-01
[59,] 0.536817408 9.263652e-01 4.631826e-01
[60,] 0.497448982 9.948980e-01 5.025510e-01
[61,] 0.522115511 9.557690e-01 4.778845e-01
[62,] 0.595764736 8.084705e-01 4.042353e-01
[63,] 0.660819005 6.783620e-01 3.391810e-01
[64,] 0.687936967 6.241261e-01 3.120630e-01
[65,] 0.652975589 6.940488e-01 3.470244e-01
[66,] 0.660356125 6.792877e-01 3.396439e-01
[67,] 0.705254442 5.894911e-01 2.947456e-01
[68,] 0.760728290 4.785434e-01 2.392717e-01
[69,] 0.826488232 3.470235e-01 1.735118e-01
[70,] 0.805910284 3.881794e-01 1.940897e-01
[71,] 0.810551289 3.788974e-01 1.894487e-01
[72,] 0.834811115 3.303778e-01 1.651889e-01
[73,] 0.947669391 1.046612e-01 5.233061e-02
[74,] 0.997265869 5.468262e-03 2.734131e-03
[75,] 0.997643882 4.712235e-03 2.356118e-03
[76,] 0.997052201 5.895599e-03 2.947799e-03
[77,] 0.998070207 3.859587e-03 1.929793e-03
[78,] 0.999369797 1.260406e-03 6.302028e-04
[79,] 0.999367548 1.264904e-03 6.324518e-04
[80,] 0.999268550 1.462900e-03 7.314499e-04
[81,] 0.999860152 2.796963e-04 1.398482e-04
[82,] 0.999943158 1.136840e-04 5.684201e-05
[83,] 0.999931000 1.380003e-04 6.900013e-05
[84,] 0.999905466 1.890682e-04 9.453411e-05
[85,] 0.999901625 1.967491e-04 9.837456e-05
[86,] 0.999913782 1.724358e-04 8.621790e-05
[87,] 0.999983551 3.289810e-05 1.644905e-05
[88,] 0.999991593 1.681466e-05 8.407329e-06
[89,] 0.999989197 2.160603e-05 1.080301e-05
[90,] 0.999985647 2.870510e-05 1.435255e-05
[91,] 0.999986724 2.655188e-05 1.327594e-05
[92,] 0.999997857 4.285338e-06 2.142669e-06
[93,] 0.999999351 1.298253e-06 6.491264e-07
[94,] 0.999999282 1.436279e-06 7.181393e-07
[95,] 0.999999007 1.985237e-06 9.926186e-07
[96,] 0.999999034 1.931456e-06 9.657281e-07
[97,] 0.999999488 1.023162e-06 5.115812e-07
[98,] 0.999999986 2.850950e-08 1.425475e-08
[99,] 0.999999986 2.856199e-08 1.428100e-08
[100,] 0.999999978 4.467618e-08 2.233809e-08
[101,] 0.999999969 6.250588e-08 3.125294e-08
[102,] 0.999999965 6.956422e-08 3.478211e-08
[103,] 0.999999972 5.603442e-08 2.801721e-08
[104,] 0.999999986 2.831499e-08 1.415750e-08
[105,] 0.999999980 3.998004e-08 1.999002e-08
[106,] 0.999999980 3.984819e-08 1.992410e-08
[107,] 0.999999990 1.925808e-08 9.629040e-09
[108,] 0.999999999 1.044984e-09 5.224919e-10
[109,] 1.000000000 5.169804e-10 2.584902e-10
[110,] 1.000000000 6.362656e-10 3.181328e-10
[111,] 1.000000000 9.755880e-10 4.877940e-10
[112,] 0.999999999 1.263229e-09 6.316143e-10
[113,] 0.999999999 1.127633e-09 5.638167e-10
[114,] 1.000000000 1.510700e-10 7.553499e-11
[115,] 1.000000000 1.000079e-10 5.000394e-11
[116,] 1.000000000 1.219420e-10 6.097101e-11
[117,] 1.000000000 1.448491e-10 7.242453e-11
[118,] 1.000000000 6.937217e-12 3.468608e-12
[119,] 1.000000000 4.044947e-12 2.022474e-12
[120,] 1.000000000 5.115463e-12 2.557732e-12
[121,] 1.000000000 8.427240e-12 4.213620e-12
[122,] 1.000000000 1.293447e-11 6.467233e-12
[123,] 1.000000000 1.792408e-12 8.962042e-13
[124,] 1.000000000 2.025545e-12 1.012772e-12
[125,] 1.000000000 3.401281e-12 1.700641e-12
[126,] 1.000000000 5.772355e-12 2.886177e-12
[127,] 1.000000000 8.263877e-12 4.131938e-12
[128,] 1.000000000 9.652574e-12 4.826287e-12
[129,] 1.000000000 5.114698e-12 2.557349e-12
[130,] 1.000000000 5.971192e-12 2.985596e-12
[131,] 1.000000000 9.506458e-12 4.753229e-12
[132,] 1.000000000 1.638657e-11 8.193285e-12
[133,] 1.000000000 2.192342e-11 1.096171e-11
[134,] 1.000000000 4.024308e-13 2.012154e-13
[135,] 1.000000000 3.298077e-13 1.649039e-13
[136,] 1.000000000 4.432419e-13 2.216210e-13
[137,] 1.000000000 7.112788e-13 3.556394e-13
[138,] 1.000000000 1.257689e-12 6.288447e-13
[139,] 1.000000000 2.005364e-12 1.002682e-12
[140,] 1.000000000 2.348063e-12 1.174032e-12
[141,] 1.000000000 1.394495e-12 6.972476e-13
[142,] 1.000000000 1.686555e-12 8.432773e-13
[143,] 1.000000000 2.810729e-12 1.405364e-12
[144,] 1.000000000 4.605855e-12 2.302927e-12
[145,] 1.000000000 5.899867e-12 2.949933e-12
[146,] 1.000000000 1.124395e-12 5.621976e-13
[147,] 1.000000000 6.502988e-13 3.251494e-13
[148,] 1.000000000 5.658831e-13 2.829415e-13
[149,] 1.000000000 1.885047e-13 9.425237e-14
[150,] 1.000000000 3.284577e-20 1.642289e-20
[151,] 1.000000000 2.893775e-20 1.446888e-20
[152,] 1.000000000 4.330359e-20 2.165179e-20
[153,] 1.000000000 8.102936e-20 4.051468e-20
[154,] 1.000000000 1.364034e-19 6.820172e-20
[155,] 1.000000000 9.821528e-21 4.910764e-21
[156,] 1.000000000 1.225203e-20 6.126015e-21
[157,] 1.000000000 2.207829e-20 1.103914e-20
[158,] 1.000000000 4.518484e-20 2.259242e-20
[159,] 1.000000000 9.617796e-20 4.808898e-20
[160,] 1.000000000 1.512794e-19 7.563972e-20
[161,] 1.000000000 1.516955e-21 7.584775e-22
[162,] 1.000000000 2.907494e-21 1.453747e-21
[163,] 1.000000000 6.171844e-21 3.085922e-21
[164,] 1.000000000 1.338810e-20 6.694050e-21
[165,] 1.000000000 2.294661e-20 1.147331e-20
[166,] 1.000000000 6.890159e-22 3.445080e-22
[167,] 1.000000000 1.036862e-21 5.184309e-22
[168,] 1.000000000 2.085273e-21 1.042636e-21
[169,] 1.000000000 4.493802e-21 2.246901e-21
[170,] 1.000000000 9.476503e-21 4.738252e-21
[171,] 1.000000000 1.914749e-20 9.573745e-21
[172,] 1.000000000 1.416961e-20 7.084804e-21
[173,] 1.000000000 2.330564e-20 1.165282e-20
[174,] 1.000000000 4.890714e-20 2.445357e-20
[175,] 1.000000000 1.051188e-19 5.255940e-20
[176,] 1.000000000 2.045722e-19 1.022861e-19
[177,] 1.000000000 3.453568e-19 1.726784e-19
[178,] 1.000000000 7.128820e-19 3.564410e-19
[179,] 1.000000000 1.355660e-18 6.778301e-19
[180,] 1.000000000 2.385642e-18 1.192821e-18
[181,] 1.000000000 2.496963e-18 1.248482e-18
[182,] 1.000000000 1.577130e-18 7.885652e-19
[183,] 1.000000000 1.505897e-18 7.529487e-19
[184,] 1.000000000 2.307241e-18 1.153620e-18
[185,] 1.000000000 4.715916e-18 2.357958e-18
[186,] 1.000000000 9.391689e-18 4.695844e-18
[187,] 1.000000000 1.836432e-17 9.182159e-18
[188,] 1.000000000 1.381264e-17 6.906320e-18
[189,] 1.000000000 1.688835e-17 8.444176e-18
[190,] 1.000000000 2.774655e-17 1.387327e-17
[191,] 1.000000000 5.280789e-17 2.640394e-17
[192,] 1.000000000 1.031642e-16 5.158212e-17
[193,] 1.000000000 1.877422e-16 9.387110e-17
[194,] 1.000000000 1.344568e-16 6.722840e-17
[195,] 1.000000000 1.525364e-16 7.626820e-17
[196,] 1.000000000 2.206976e-16 1.103488e-16
[197,] 1.000000000 3.278549e-16 1.639275e-16
[198,] 1.000000000 8.381734e-17 4.190867e-17
[199,] 1.000000000 5.725849e-28 2.862925e-28
[200,] 1.000000000 1.152741e-27 5.763707e-28
[201,] 1.000000000 2.697183e-27 1.348591e-27
[202,] 1.000000000 7.014135e-27 3.507067e-27
[203,] 1.000000000 1.297809e-26 6.489043e-27
[204,] 1.000000000 7.983733e-29 3.991867e-29
[205,] 1.000000000 1.529292e-28 7.646461e-29
[206,] 1.000000000 3.633306e-28 1.816653e-28
[207,] 1.000000000 9.300585e-28 4.650292e-28
[208,] 1.000000000 2.472699e-27 1.236350e-27
[209,] 1.000000000 6.995878e-27 3.497939e-27
[210,] 1.000000000 1.190415e-26 5.952075e-27
[211,] 1.000000000 2.456007e-26 1.228004e-26
[212,] 1.000000000 5.969061e-26 2.984530e-26
[213,] 1.000000000 1.517925e-25 7.589624e-26
[214,] 1.000000000 3.915470e-25 1.957735e-25
[215,] 1.000000000 1.065777e-24 5.328885e-25
[216,] 1.000000000 2.206431e-24 1.103215e-24
[217,] 1.000000000 4.653189e-24 2.326594e-24
[218,] 1.000000000 1.137990e-23 5.689950e-24
[219,] 1.000000000 2.871661e-23 1.435831e-23
[220,] 1.000000000 7.081618e-23 3.540809e-23
[221,] 1.000000000 1.752852e-22 8.764260e-23
[222,] 1.000000000 4.493020e-22 2.246510e-22
[223,] 1.000000000 5.872909e-22 2.936454e-22
[224,] 1.000000000 1.022080e-21 5.110398e-22
[225,] 1.000000000 2.073913e-21 1.036957e-21
[226,] 1.000000000 4.744193e-21 2.372097e-21
[227,] 1.000000000 1.054033e-20 5.270165e-21
[228,] 1.000000000 2.989364e-21 1.494682e-21
[229,] 1.000000000 4.705088e-21 2.352544e-21
[230,] 1.000000000 9.722256e-21 4.861128e-21
[231,] 1.000000000 2.325927e-20 1.162964e-20
[232,] 1.000000000 5.854585e-20 2.927292e-20
[233,] 1.000000000 1.427365e-19 7.136826e-20
[234,] 1.000000000 3.355821e-19 1.677911e-19
[235,] 1.000000000 7.520924e-19 3.760462e-19
[236,] 1.000000000 1.624840e-18 8.124199e-19
[237,] 1.000000000 3.201139e-18 1.600570e-18
[238,] 1.000000000 5.653540e-18 2.826770e-18
[239,] 1.000000000 9.174058e-18 4.587029e-18
[240,] 1.000000000 1.767777e-17 8.838885e-18
[241,] 1.000000000 3.705017e-17 1.852509e-17
[242,] 1.000000000 8.311391e-17 4.155696e-17
[243,] 1.000000000 1.932653e-16 9.663267e-17
[244,] 1.000000000 1.906525e-16 9.532625e-17
[245,] 1.000000000 3.647892e-16 1.823946e-16
[246,] 1.000000000 7.683588e-16 3.841794e-16
[247,] 1.000000000 1.652924e-15 8.264622e-16
[248,] 1.000000000 3.584723e-15 1.792362e-15
[249,] 1.000000000 7.904435e-15 3.952218e-15
[250,] 1.000000000 1.588453e-14 7.942264e-15
[251,] 1.000000000 3.381118e-14 1.690559e-14
[252,] 1.000000000 7.123638e-14 3.561819e-14
[253,] 1.000000000 1.431358e-13 7.156791e-14
[254,] 1.000000000 2.770552e-13 1.385276e-13
[255,] 1.000000000 5.587693e-13 2.793847e-13
[256,] 1.000000000 1.005912e-12 5.029558e-13
[257,] 1.000000000 1.990301e-12 9.951503e-13
[258,] 1.000000000 4.142848e-12 2.071424e-12
[259,] 1.000000000 8.842276e-12 4.421138e-12
[260,] 1.000000000 1.328108e-11 6.640541e-12
[261,] 1.000000000 2.474869e-13 1.237435e-13
[262,] 1.000000000 5.162630e-13 2.581315e-13
[263,] 1.000000000 1.104412e-12 5.522060e-13
[264,] 1.000000000 2.336095e-12 1.168047e-12
[265,] 1.000000000 4.871771e-12 2.435885e-12
[266,] 1.000000000 1.042613e-11 5.213066e-12
[267,] 1.000000000 2.425463e-11 1.212731e-11
[268,] 1.000000000 3.839966e-11 1.919983e-11
[269,] 1.000000000 8.666145e-11 4.333072e-11
[270,] 1.000000000 1.926493e-10 9.632466e-11
[271,] 1.000000000 4.125719e-10 2.062860e-10
[272,] 1.000000000 8.562100e-10 4.281050e-10
[273,] 0.999999999 1.711391e-09 8.556953e-10
[274,] 0.999999999 2.801586e-09 1.400793e-09
[275,] 0.999999998 3.829082e-09 1.914541e-09
[276,] 0.999999998 4.693005e-09 2.346502e-09
[277,] 0.999999997 5.387978e-09 2.693989e-09
[278,] 0.999999997 5.784675e-09 2.892337e-09
[279,] 0.999999997 5.408507e-09 2.704253e-09
[280,] 0.999999995 9.040812e-09 4.520406e-09
[281,] 0.999999991 1.714733e-08 8.573666e-09
[282,] 0.999999983 3.495186e-08 1.747593e-08
[283,] 0.999999966 6.702927e-08 3.351464e-08
[284,] 0.999999987 2.592765e-08 1.296382e-08
[285,] 0.999999974 5.251105e-08 2.625553e-08
[286,] 0.999999944 1.126302e-07 5.631509e-08
[287,] 0.999999876 2.479240e-07 1.239620e-07
[288,] 0.999999726 5.482332e-07 2.741166e-07
[289,] 0.999999408 1.183836e-06 5.919179e-07
[290,] 0.999998954 2.091549e-06 1.045775e-06
[291,] 0.999998116 3.767041e-06 1.883520e-06
[292,] 0.999996779 6.442262e-06 3.221131e-06
[293,] 0.999994768 1.046304e-05 5.231521e-06
[294,] 0.999991797 1.640628e-05 8.203139e-06
[295,] 0.999987157 2.568545e-05 1.284273e-05
[296,] 0.999978610 4.277975e-05 2.138988e-05
[297,] 0.999971942 5.611618e-05 2.805809e-05
[298,] 0.999970370 5.926066e-05 2.963033e-05
[299,] 0.999975505 4.898901e-05 2.449451e-05
[300,] 0.999984881 3.023804e-05 1.511902e-05
[301,] 0.999993916 1.216893e-05 6.084464e-06
[302,] 0.999998970 2.059260e-06 1.029630e-06
[303,] 0.999997844 4.312354e-06 2.156177e-06
[304,] 0.999994982 1.003545e-05 5.017725e-06
[305,] 0.999987388 2.522379e-05 1.261190e-05
[306,] 0.999969035 6.192968e-05 3.096484e-05
[307,] 0.999957933 8.413435e-05 4.206718e-05
[308,] 0.999893602 2.127966e-04 1.063983e-04
[309,] 0.999738319 5.233613e-04 2.616807e-04
[310,] 0.999394439 1.211123e-03 6.055615e-04
[311,] 0.998692260 2.615481e-03 1.307740e-03
[312,] 0.997312622 5.374757e-03 2.687378e-03
[313,] 0.994508129 1.098374e-02 5.491871e-03
[314,] 0.988135164 2.372967e-02 1.186484e-02
[315,] 0.975216455 4.956709e-02 2.478355e-02
[316,] 0.950761056 9.847789e-02 4.923894e-02
[317,] 0.906632837 1.867343e-01 9.336716e-02
[318,] 0.831656851 3.366863e-01 1.683431e-01
[319,] 0.714627989 5.707440e-01 2.853720e-01
[320,] 0.554188298 8.916234e-01 4.458117e-01
> postscript(file="/var/www/html/rcomp/tmp/1x2451203129024.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/2tne81203129024.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3nnny1203129024.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/436mh1203129024.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/5yfbl1203129024.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 = 333
Frequency = 1
1 2 3 4 5 6
606.810860 260.146462 96.482064 747.311879 301.647481 80.983084
7 8 9 10 11 12
-22.681314 63.949205 164.613603 378.278001 809.942399 -94.355665
13 14 15 16 17 18
-62.991267 13.673131 173.337529 484.001927 690.576257 153.247461
19 20 21 22 23 24
631.182405 98.853609 11.189211 -26.075187 67.792867 151.457265
25 26 27 28 29 30
357.121663 710.786061 7.191954 148.320750 350.985148 743.649546
31 32 33 34 35 36
-42.669522 36.159274 399.488070 850.152467 -44.449537 30.879259
37 38 39 40 41 42
378.208054 811.872452 -123.712916 -91.284120 105.044676 351.709074
43 44 45 46 47 48
590.622349 85.293553 -53.335243 -68.664039 242.706954 24.378158
49 50 51 52 53 54
-14.350637 -4.324865 46.503931 134.168329 307.832727 633.497124
55 56 57 58 59 60
-6.784895 38.943900 120.608298 283.272696 588.937094 -51.266052
61 62 63 64 65 66
-58.637256 -40.672858 100.655937 582.984733 -85.327528 -106.698732
67 68 69 70 71 72
-84.169937 54.158859 502.487655 -86.007543 -108.278748 -88.449952
73 74 75 76 77 78
41.878844 467.207640 -153.370922 -185.042126 -176.948932 -64.620137
79 80 81 82 83 84
651.373057 776.999392 267.502796 55.006199 -31.051393 -23.217357
85 86 87 88 89 90
-18.688562 84.540234 472.869030 -92.300036 -127.071240 -142.042444
91 92 93 94 95 96
-112.413649 28.915147 443.243943 -92.880051 -128.151255 -144.190261
97 98 99 100 101 102
-72.029266 404.963928 -158.033429 -198.014634 -234.621440 -218.192644
103 104 105 106 107 108
-10.199451 502.826520 70.497724 -92.595470 -91.424265 -78.788663
109 110 111 112 113 114
-61.953061 205.640631 -51.352563 -65.781359 -41.810154 -159.989442
115 116 117 118 119 120
-203.730646 -242.201850 -269.873054 -274.444259 -229.515463 -37.034881
121 122 123 124 125 126
-63.706085 -56.777289 37.151507 355.480303 -38.874926 -67.146130
127 128 129 130 131 132
-65.017335 15.311461 295.640257 -139.388763 -176.259967 -199.931172
133 134 135 136 137 138
-194.802376 -128.473580 -47.427677 -83.498882 -102.970086 -82.741290
139 140 141 142 143 144
34.587506 381.916301 -78.586391 -109.199795 -127.335397 -153.206601
145 146 147 148 149 150
-131.213407 -13.884612 -97.080082 -141.131286 -182.512490 -218.119297
151 152 153 154 155 156
-184.326103 -26.237160 -45.378364 -16.279569 142.049227 649.378023
157 158 159 160 161 162
-33.693239 -64.164444 -67.935648 -4.406852 228.921944 -41.237419
163 164 165 166 167 168
-78.668623 -101.739827 -90.711032 1.617764 284.946560 -81.008669
169 170 171 172 173 174
-106.179873 -100.851077 -24.222282 220.106514 -48.947708 -89.988912
175 176 177 178 179 180
-122.260117 -134.631321 -102.702525 29.626271 -145.141302 -190.862506
181 182 183 184 185 186
-223.193710 -251.064914 -258.836119 -286.262660 -228.082163 -208.384649
187 188 189 190 191 192
-142.447843 -95.976639 -67.428652 -112.949856 -192.622265 -218.393469
193 194 195 196 197 198
-221.664673 -95.470128 -142.021332 -186.692537 -228.083741 -263.254945
199 200 201 202 203 204
-286.626149 -29.762237 -63.333441 -75.804646 -36.675850 130.652946
205 206 207 208 209 210
610.981742 -74.289520 -102.260725 -104.131929 -44.803133 153.525663
211 212 213 214 215 216
-40.742496 -83.793700 -120.664904 -144.536109 -140.107313 -74.778517
217 218 219 220 221 222
-41.912541 -85.333746 -123.304950 -149.676154 -151.147358 -99.618563
223 224 225 226 227 228
-47.482785 -92.333989 -133.485193 -167.156398 -185.427602 -172.098806
229 230 231 232 233 234
-31.923393 -73.214597 -105.985802 -119.757006 -90.528210 32.800586
235 236 237 238 239 240
-61.688775 -108.429979 -153.641183 -215.517990 -260.824796 -261.414827
241 242 243 244 245 246
-223.875822 -174.036816 -106.860010 -60.048806 -28.428470 -70.839674
247 248 249 250 251 252
-106.310878 -126.582083 -114.253287 -27.924491 -33.562650 -78.343854
253 254 255 256 257 258
-99.479456 -137.350660 -164.221864 -39.882939 -85.824143 -129.435347
259 260 261 262 263 264
-168.406551 -198.377756 -210.848960 -20.837468 -60.508672 -89.379876
265 266 267 268 269 270
-93.151080 -39.522285 145.806511 -30.687772 -76.128976 -118.580181
271 272 273 274 275 276
-155.251385 -180.122589 -181.693793 -89.374645 -134.403441 -130.332236
277 278 279 280 281 282
-102.961032 -64.489828 -20.828624 -218.924191 -195.452986 -160.281782
283 284 285 286 287 288
-118.810578 -74.069374 -27.568169 -1.492852 -44.134056 -93.540863
289 290 291 292 293 294
-102.512067 -14.818873 -4.678931 -49.540135 -90.761340 -124.532544
295 296 297 298 299 300
-143.003748 -130.274952 -9.113111 -55.274315 -99.265519 -139.236724
301 302 303 304 305 306
-171.407928 -188.379132 -10.083156 -56.394361 -100.735565 -141.376769
307 308 309 310 311 312
-174.847973 -194.619178 39.786379 -4.764825 -62.791631 -87.862836
313 314 315 316 317 318
-71.069642 37.130300 -8.840904 -52.412108 -91.483313 -121.654517
319 320 321 322 323 324
-134.525721 -40.171180 -31.199975 -2.928771 35.242433 78.483637
325 326 327 328 329 330
124.244842 64.176514 85.647718 120.018923 160.990127 205.521331
331 332 333
251.932535 516.371352 97.042556
> postscript(file="/var/www/html/rcomp/tmp/6clks1203129024.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 = 333
Frequency = 1
lag(myerror, k = 1) myerror
0 606.810860 NA
1 260.146462 606.810860
2 96.482064 260.146462
3 747.311879 96.482064
4 301.647481 747.311879
5 80.983084 301.647481
6 -22.681314 80.983084
7 63.949205 -22.681314
8 164.613603 63.949205
9 378.278001 164.613603
10 809.942399 378.278001
11 -94.355665 809.942399
12 -62.991267 -94.355665
13 13.673131 -62.991267
14 173.337529 13.673131
15 484.001927 173.337529
16 690.576257 484.001927
17 153.247461 690.576257
18 631.182405 153.247461
19 98.853609 631.182405
20 11.189211 98.853609
21 -26.075187 11.189211
22 67.792867 -26.075187
23 151.457265 67.792867
24 357.121663 151.457265
25 710.786061 357.121663
26 7.191954 710.786061
27 148.320750 7.191954
28 350.985148 148.320750
29 743.649546 350.985148
30 -42.669522 743.649546
31 36.159274 -42.669522
32 399.488070 36.159274
33 850.152467 399.488070
34 -44.449537 850.152467
35 30.879259 -44.449537
36 378.208054 30.879259
37 811.872452 378.208054
38 -123.712916 811.872452
39 -91.284120 -123.712916
40 105.044676 -91.284120
41 351.709074 105.044676
42 590.622349 351.709074
43 85.293553 590.622349
44 -53.335243 85.293553
45 -68.664039 -53.335243
46 242.706954 -68.664039
47 24.378158 242.706954
48 -14.350637 24.378158
49 -4.324865 -14.350637
50 46.503931 -4.324865
51 134.168329 46.503931
52 307.832727 134.168329
53 633.497124 307.832727
54 -6.784895 633.497124
55 38.943900 -6.784895
56 120.608298 38.943900
57 283.272696 120.608298
58 588.937094 283.272696
59 -51.266052 588.937094
60 -58.637256 -51.266052
61 -40.672858 -58.637256
62 100.655937 -40.672858
63 582.984733 100.655937
64 -85.327528 582.984733
65 -106.698732 -85.327528
66 -84.169937 -106.698732
67 54.158859 -84.169937
68 502.487655 54.158859
69 -86.007543 502.487655
70 -108.278748 -86.007543
71 -88.449952 -108.278748
72 41.878844 -88.449952
73 467.207640 41.878844
74 -153.370922 467.207640
75 -185.042126 -153.370922
76 -176.948932 -185.042126
77 -64.620137 -176.948932
78 651.373057 -64.620137
79 776.999392 651.373057
80 267.502796 776.999392
81 55.006199 267.502796
82 -31.051393 55.006199
83 -23.217357 -31.051393
84 -18.688562 -23.217357
85 84.540234 -18.688562
86 472.869030 84.540234
87 -92.300036 472.869030
88 -127.071240 -92.300036
89 -142.042444 -127.071240
90 -112.413649 -142.042444
91 28.915147 -112.413649
92 443.243943 28.915147
93 -92.880051 443.243943
94 -128.151255 -92.880051
95 -144.190261 -128.151255
96 -72.029266 -144.190261
97 404.963928 -72.029266
98 -158.033429 404.963928
99 -198.014634 -158.033429
100 -234.621440 -198.014634
101 -218.192644 -234.621440
102 -10.199451 -218.192644
103 502.826520 -10.199451
104 70.497724 502.826520
105 -92.595470 70.497724
106 -91.424265 -92.595470
107 -78.788663 -91.424265
108 -61.953061 -78.788663
109 205.640631 -61.953061
110 -51.352563 205.640631
111 -65.781359 -51.352563
112 -41.810154 -65.781359
113 -159.989442 -41.810154
114 -203.730646 -159.989442
115 -242.201850 -203.730646
116 -269.873054 -242.201850
117 -274.444259 -269.873054
118 -229.515463 -274.444259
119 -37.034881 -229.515463
120 -63.706085 -37.034881
121 -56.777289 -63.706085
122 37.151507 -56.777289
123 355.480303 37.151507
124 -38.874926 355.480303
125 -67.146130 -38.874926
126 -65.017335 -67.146130
127 15.311461 -65.017335
128 295.640257 15.311461
129 -139.388763 295.640257
130 -176.259967 -139.388763
131 -199.931172 -176.259967
132 -194.802376 -199.931172
133 -128.473580 -194.802376
134 -47.427677 -128.473580
135 -83.498882 -47.427677
136 -102.970086 -83.498882
137 -82.741290 -102.970086
138 34.587506 -82.741290
139 381.916301 34.587506
140 -78.586391 381.916301
141 -109.199795 -78.586391
142 -127.335397 -109.199795
143 -153.206601 -127.335397
144 -131.213407 -153.206601
145 -13.884612 -131.213407
146 -97.080082 -13.884612
147 -141.131286 -97.080082
148 -182.512490 -141.131286
149 -218.119297 -182.512490
150 -184.326103 -218.119297
151 -26.237160 -184.326103
152 -45.378364 -26.237160
153 -16.279569 -45.378364
154 142.049227 -16.279569
155 649.378023 142.049227
156 -33.693239 649.378023
157 -64.164444 -33.693239
158 -67.935648 -64.164444
159 -4.406852 -67.935648
160 228.921944 -4.406852
161 -41.237419 228.921944
162 -78.668623 -41.237419
163 -101.739827 -78.668623
164 -90.711032 -101.739827
165 1.617764 -90.711032
166 284.946560 1.617764
167 -81.008669 284.946560
168 -106.179873 -81.008669
169 -100.851077 -106.179873
170 -24.222282 -100.851077
171 220.106514 -24.222282
172 -48.947708 220.106514
173 -89.988912 -48.947708
174 -122.260117 -89.988912
175 -134.631321 -122.260117
176 -102.702525 -134.631321
177 29.626271 -102.702525
178 -145.141302 29.626271
179 -190.862506 -145.141302
180 -223.193710 -190.862506
181 -251.064914 -223.193710
182 -258.836119 -251.064914
183 -286.262660 -258.836119
184 -228.082163 -286.262660
185 -208.384649 -228.082163
186 -142.447843 -208.384649
187 -95.976639 -142.447843
188 -67.428652 -95.976639
189 -112.949856 -67.428652
190 -192.622265 -112.949856
191 -218.393469 -192.622265
192 -221.664673 -218.393469
193 -95.470128 -221.664673
194 -142.021332 -95.470128
195 -186.692537 -142.021332
196 -228.083741 -186.692537
197 -263.254945 -228.083741
198 -286.626149 -263.254945
199 -29.762237 -286.626149
200 -63.333441 -29.762237
201 -75.804646 -63.333441
202 -36.675850 -75.804646
203 130.652946 -36.675850
204 610.981742 130.652946
205 -74.289520 610.981742
206 -102.260725 -74.289520
207 -104.131929 -102.260725
208 -44.803133 -104.131929
209 153.525663 -44.803133
210 -40.742496 153.525663
211 -83.793700 -40.742496
212 -120.664904 -83.793700
213 -144.536109 -120.664904
214 -140.107313 -144.536109
215 -74.778517 -140.107313
216 -41.912541 -74.778517
217 -85.333746 -41.912541
218 -123.304950 -85.333746
219 -149.676154 -123.304950
220 -151.147358 -149.676154
221 -99.618563 -151.147358
222 -47.482785 -99.618563
223 -92.333989 -47.482785
224 -133.485193 -92.333989
225 -167.156398 -133.485193
226 -185.427602 -167.156398
227 -172.098806 -185.427602
228 -31.923393 -172.098806
229 -73.214597 -31.923393
230 -105.985802 -73.214597
231 -119.757006 -105.985802
232 -90.528210 -119.757006
233 32.800586 -90.528210
234 -61.688775 32.800586
235 -108.429979 -61.688775
236 -153.641183 -108.429979
237 -215.517990 -153.641183
238 -260.824796 -215.517990
239 -261.414827 -260.824796
240 -223.875822 -261.414827
241 -174.036816 -223.875822
242 -106.860010 -174.036816
243 -60.048806 -106.860010
244 -28.428470 -60.048806
245 -70.839674 -28.428470
246 -106.310878 -70.839674
247 -126.582083 -106.310878
248 -114.253287 -126.582083
249 -27.924491 -114.253287
250 -33.562650 -27.924491
251 -78.343854 -33.562650
252 -99.479456 -78.343854
253 -137.350660 -99.479456
254 -164.221864 -137.350660
255 -39.882939 -164.221864
256 -85.824143 -39.882939
257 -129.435347 -85.824143
258 -168.406551 -129.435347
259 -198.377756 -168.406551
260 -210.848960 -198.377756
261 -20.837468 -210.848960
262 -60.508672 -20.837468
263 -89.379876 -60.508672
264 -93.151080 -89.379876
265 -39.522285 -93.151080
266 145.806511 -39.522285
267 -30.687772 145.806511
268 -76.128976 -30.687772
269 -118.580181 -76.128976
270 -155.251385 -118.580181
271 -180.122589 -155.251385
272 -181.693793 -180.122589
273 -89.374645 -181.693793
274 -134.403441 -89.374645
275 -130.332236 -134.403441
276 -102.961032 -130.332236
277 -64.489828 -102.961032
278 -20.828624 -64.489828
279 -218.924191 -20.828624
280 -195.452986 -218.924191
281 -160.281782 -195.452986
282 -118.810578 -160.281782
283 -74.069374 -118.810578
284 -27.568169 -74.069374
285 -1.492852 -27.568169
286 -44.134056 -1.492852
287 -93.540863 -44.134056
288 -102.512067 -93.540863
289 -14.818873 -102.512067
290 -4.678931 -14.818873
291 -49.540135 -4.678931
292 -90.761340 -49.540135
293 -124.532544 -90.761340
294 -143.003748 -124.532544
295 -130.274952 -143.003748
296 -9.113111 -130.274952
297 -55.274315 -9.113111
298 -99.265519 -55.274315
299 -139.236724 -99.265519
300 -171.407928 -139.236724
301 -188.379132 -171.407928
302 -10.083156 -188.379132
303 -56.394361 -10.083156
304 -100.735565 -56.394361
305 -141.376769 -100.735565
306 -174.847973 -141.376769
307 -194.619178 -174.847973
308 39.786379 -194.619178
309 -4.764825 39.786379
310 -62.791631 -4.764825
311 -87.862836 -62.791631
312 -71.069642 -87.862836
313 37.130300 -71.069642
314 -8.840904 37.130300
315 -52.412108 -8.840904
316 -91.483313 -52.412108
317 -121.654517 -91.483313
318 -134.525721 -121.654517
319 -40.171180 -134.525721
320 -31.199975 -40.171180
321 -2.928771 -31.199975
322 35.242433 -2.928771
323 78.483637 35.242433
324 124.244842 78.483637
325 64.176514 124.244842
326 85.647718 64.176514
327 120.018923 85.647718
328 160.990127 120.018923
329 205.521331 160.990127
330 251.932535 205.521331
331 516.371352 251.932535
332 97.042556 516.371352
333 NA 97.042556
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 260.146462 606.810860
[2,] 96.482064 260.146462
[3,] 747.311879 96.482064
[4,] 301.647481 747.311879
[5,] 80.983084 301.647481
[6,] -22.681314 80.983084
[7,] 63.949205 -22.681314
[8,] 164.613603 63.949205
[9,] 378.278001 164.613603
[10,] 809.942399 378.278001
[11,] -94.355665 809.942399
[12,] -62.991267 -94.355665
[13,] 13.673131 -62.991267
[14,] 173.337529 13.673131
[15,] 484.001927 173.337529
[16,] 690.576257 484.001927
[17,] 153.247461 690.576257
[18,] 631.182405 153.247461
[19,] 98.853609 631.182405
[20,] 11.189211 98.853609
[21,] -26.075187 11.189211
[22,] 67.792867 -26.075187
[23,] 151.457265 67.792867
[24,] 357.121663 151.457265
[25,] 710.786061 357.121663
[26,] 7.191954 710.786061
[27,] 148.320750 7.191954
[28,] 350.985148 148.320750
[29,] 743.649546 350.985148
[30,] -42.669522 743.649546
[31,] 36.159274 -42.669522
[32,] 399.488070 36.159274
[33,] 850.152467 399.488070
[34,] -44.449537 850.152467
[35,] 30.879259 -44.449537
[36,] 378.208054 30.879259
[37,] 811.872452 378.208054
[38,] -123.712916 811.872452
[39,] -91.284120 -123.712916
[40,] 105.044676 -91.284120
[41,] 351.709074 105.044676
[42,] 590.622349 351.709074
[43,] 85.293553 590.622349
[44,] -53.335243 85.293553
[45,] -68.664039 -53.335243
[46,] 242.706954 -68.664039
[47,] 24.378158 242.706954
[48,] -14.350637 24.378158
[49,] -4.324865 -14.350637
[50,] 46.503931 -4.324865
[51,] 134.168329 46.503931
[52,] 307.832727 134.168329
[53,] 633.497124 307.832727
[54,] -6.784895 633.497124
[55,] 38.943900 -6.784895
[56,] 120.608298 38.943900
[57,] 283.272696 120.608298
[58,] 588.937094 283.272696
[59,] -51.266052 588.937094
[60,] -58.637256 -51.266052
[61,] -40.672858 -58.637256
[62,] 100.655937 -40.672858
[63,] 582.984733 100.655937
[64,] -85.327528 582.984733
[65,] -106.698732 -85.327528
[66,] -84.169937 -106.698732
[67,] 54.158859 -84.169937
[68,] 502.487655 54.158859
[69,] -86.007543 502.487655
[70,] -108.278748 -86.007543
[71,] -88.449952 -108.278748
[72,] 41.878844 -88.449952
[73,] 467.207640 41.878844
[74,] -153.370922 467.207640
[75,] -185.042126 -153.370922
[76,] -176.948932 -185.042126
[77,] -64.620137 -176.948932
[78,] 651.373057 -64.620137
[79,] 776.999392 651.373057
[80,] 267.502796 776.999392
[81,] 55.006199 267.502796
[82,] -31.051393 55.006199
[83,] -23.217357 -31.051393
[84,] -18.688562 -23.217357
[85,] 84.540234 -18.688562
[86,] 472.869030 84.540234
[87,] -92.300036 472.869030
[88,] -127.071240 -92.300036
[89,] -142.042444 -127.071240
[90,] -112.413649 -142.042444
[91,] 28.915147 -112.413649
[92,] 443.243943 28.915147
[93,] -92.880051 443.243943
[94,] -128.151255 -92.880051
[95,] -144.190261 -128.151255
[96,] -72.029266 -144.190261
[97,] 404.963928 -72.029266
[98,] -158.033429 404.963928
[99,] -198.014634 -158.033429
[100,] -234.621440 -198.014634
[101,] -218.192644 -234.621440
[102,] -10.199451 -218.192644
[103,] 502.826520 -10.199451
[104,] 70.497724 502.826520
[105,] -92.595470 70.497724
[106,] -91.424265 -92.595470
[107,] -78.788663 -91.424265
[108,] -61.953061 -78.788663
[109,] 205.640631 -61.953061
[110,] -51.352563 205.640631
[111,] -65.781359 -51.352563
[112,] -41.810154 -65.781359
[113,] -159.989442 -41.810154
[114,] -203.730646 -159.989442
[115,] -242.201850 -203.730646
[116,] -269.873054 -242.201850
[117,] -274.444259 -269.873054
[118,] -229.515463 -274.444259
[119,] -37.034881 -229.515463
[120,] -63.706085 -37.034881
[121,] -56.777289 -63.706085
[122,] 37.151507 -56.777289
[123,] 355.480303 37.151507
[124,] -38.874926 355.480303
[125,] -67.146130 -38.874926
[126,] -65.017335 -67.146130
[127,] 15.311461 -65.017335
[128,] 295.640257 15.311461
[129,] -139.388763 295.640257
[130,] -176.259967 -139.388763
[131,] -199.931172 -176.259967
[132,] -194.802376 -199.931172
[133,] -128.473580 -194.802376
[134,] -47.427677 -128.473580
[135,] -83.498882 -47.427677
[136,] -102.970086 -83.498882
[137,] -82.741290 -102.970086
[138,] 34.587506 -82.741290
[139,] 381.916301 34.587506
[140,] -78.586391 381.916301
[141,] -109.199795 -78.586391
[142,] -127.335397 -109.199795
[143,] -153.206601 -127.335397
[144,] -131.213407 -153.206601
[145,] -13.884612 -131.213407
[146,] -97.080082 -13.884612
[147,] -141.131286 -97.080082
[148,] -182.512490 -141.131286
[149,] -218.119297 -182.512490
[150,] -184.326103 -218.119297
[151,] -26.237160 -184.326103
[152,] -45.378364 -26.237160
[153,] -16.279569 -45.378364
[154,] 142.049227 -16.279569
[155,] 649.378023 142.049227
[156,] -33.693239 649.378023
[157,] -64.164444 -33.693239
[158,] -67.935648 -64.164444
[159,] -4.406852 -67.935648
[160,] 228.921944 -4.406852
[161,] -41.237419 228.921944
[162,] -78.668623 -41.237419
[163,] -101.739827 -78.668623
[164,] -90.711032 -101.739827
[165,] 1.617764 -90.711032
[166,] 284.946560 1.617764
[167,] -81.008669 284.946560
[168,] -106.179873 -81.008669
[169,] -100.851077 -106.179873
[170,] -24.222282 -100.851077
[171,] 220.106514 -24.222282
[172,] -48.947708 220.106514
[173,] -89.988912 -48.947708
[174,] -122.260117 -89.988912
[175,] -134.631321 -122.260117
[176,] -102.702525 -134.631321
[177,] 29.626271 -102.702525
[178,] -145.141302 29.626271
[179,] -190.862506 -145.141302
[180,] -223.193710 -190.862506
[181,] -251.064914 -223.193710
[182,] -258.836119 -251.064914
[183,] -286.262660 -258.836119
[184,] -228.082163 -286.262660
[185,] -208.384649 -228.082163
[186,] -142.447843 -208.384649
[187,] -95.976639 -142.447843
[188,] -67.428652 -95.976639
[189,] -112.949856 -67.428652
[190,] -192.622265 -112.949856
[191,] -218.393469 -192.622265
[192,] -221.664673 -218.393469
[193,] -95.470128 -221.664673
[194,] -142.021332 -95.470128
[195,] -186.692537 -142.021332
[196,] -228.083741 -186.692537
[197,] -263.254945 -228.083741
[198,] -286.626149 -263.254945
[199,] -29.762237 -286.626149
[200,] -63.333441 -29.762237
[201,] -75.804646 -63.333441
[202,] -36.675850 -75.804646
[203,] 130.652946 -36.675850
[204,] 610.981742 130.652946
[205,] -74.289520 610.981742
[206,] -102.260725 -74.289520
[207,] -104.131929 -102.260725
[208,] -44.803133 -104.131929
[209,] 153.525663 -44.803133
[210,] -40.742496 153.525663
[211,] -83.793700 -40.742496
[212,] -120.664904 -83.793700
[213,] -144.536109 -120.664904
[214,] -140.107313 -144.536109
[215,] -74.778517 -140.107313
[216,] -41.912541 -74.778517
[217,] -85.333746 -41.912541
[218,] -123.304950 -85.333746
[219,] -149.676154 -123.304950
[220,] -151.147358 -149.676154
[221,] -99.618563 -151.147358
[222,] -47.482785 -99.618563
[223,] -92.333989 -47.482785
[224,] -133.485193 -92.333989
[225,] -167.156398 -133.485193
[226,] -185.427602 -167.156398
[227,] -172.098806 -185.427602
[228,] -31.923393 -172.098806
[229,] -73.214597 -31.923393
[230,] -105.985802 -73.214597
[231,] -119.757006 -105.985802
[232,] -90.528210 -119.757006
[233,] 32.800586 -90.528210
[234,] -61.688775 32.800586
[235,] -108.429979 -61.688775
[236,] -153.641183 -108.429979
[237,] -215.517990 -153.641183
[238,] -260.824796 -215.517990
[239,] -261.414827 -260.824796
[240,] -223.875822 -261.414827
[241,] -174.036816 -223.875822
[242,] -106.860010 -174.036816
[243,] -60.048806 -106.860010
[244,] -28.428470 -60.048806
[245,] -70.839674 -28.428470
[246,] -106.310878 -70.839674
[247,] -126.582083 -106.310878
[248,] -114.253287 -126.582083
[249,] -27.924491 -114.253287
[250,] -33.562650 -27.924491
[251,] -78.343854 -33.562650
[252,] -99.479456 -78.343854
[253,] -137.350660 -99.479456
[254,] -164.221864 -137.350660
[255,] -39.882939 -164.221864
[256,] -85.824143 -39.882939
[257,] -129.435347 -85.824143
[258,] -168.406551 -129.435347
[259,] -198.377756 -168.406551
[260,] -210.848960 -198.377756
[261,] -20.837468 -210.848960
[262,] -60.508672 -20.837468
[263,] -89.379876 -60.508672
[264,] -93.151080 -89.379876
[265,] -39.522285 -93.151080
[266,] 145.806511 -39.522285
[267,] -30.687772 145.806511
[268,] -76.128976 -30.687772
[269,] -118.580181 -76.128976
[270,] -155.251385 -118.580181
[271,] -180.122589 -155.251385
[272,] -181.693793 -180.122589
[273,] -89.374645 -181.693793
[274,] -134.403441 -89.374645
[275,] -130.332236 -134.403441
[276,] -102.961032 -130.332236
[277,] -64.489828 -102.961032
[278,] -20.828624 -64.489828
[279,] -218.924191 -20.828624
[280,] -195.452986 -218.924191
[281,] -160.281782 -195.452986
[282,] -118.810578 -160.281782
[283,] -74.069374 -118.810578
[284,] -27.568169 -74.069374
[285,] -1.492852 -27.568169
[286,] -44.134056 -1.492852
[287,] -93.540863 -44.134056
[288,] -102.512067 -93.540863
[289,] -14.818873 -102.512067
[290,] -4.678931 -14.818873
[291,] -49.540135 -4.678931
[292,] -90.761340 -49.540135
[293,] -124.532544 -90.761340
[294,] -143.003748 -124.532544
[295,] -130.274952 -143.003748
[296,] -9.113111 -130.274952
[297,] -55.274315 -9.113111
[298,] -99.265519 -55.274315
[299,] -139.236724 -99.265519
[300,] -171.407928 -139.236724
[301,] -188.379132 -171.407928
[302,] -10.083156 -188.379132
[303,] -56.394361 -10.083156
[304,] -100.735565 -56.394361
[305,] -141.376769 -100.735565
[306,] -174.847973 -141.376769
[307,] -194.619178 -174.847973
[308,] 39.786379 -194.619178
[309,] -4.764825 39.786379
[310,] -62.791631 -4.764825
[311,] -87.862836 -62.791631
[312,] -71.069642 -87.862836
[313,] 37.130300 -71.069642
[314,] -8.840904 37.130300
[315,] -52.412108 -8.840904
[316,] -91.483313 -52.412108
[317,] -121.654517 -91.483313
[318,] -134.525721 -121.654517
[319,] -40.171180 -134.525721
[320,] -31.199975 -40.171180
[321,] -2.928771 -31.199975
[322,] 35.242433 -2.928771
[323,] 78.483637 35.242433
[324,] 124.244842 78.483637
[325,] 64.176514 124.244842
[326,] 85.647718 64.176514
[327,] 120.018923 85.647718
[328,] 160.990127 120.018923
[329,] 205.521331 160.990127
[330,] 251.932535 205.521331
[331,] 516.371352 251.932535
[332,] 97.042556 516.371352
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 260.146462 606.810860
2 96.482064 260.146462
3 747.311879 96.482064
4 301.647481 747.311879
5 80.983084 301.647481
6 -22.681314 80.983084
7 63.949205 -22.681314
8 164.613603 63.949205
9 378.278001 164.613603
10 809.942399 378.278001
11 -94.355665 809.942399
12 -62.991267 -94.355665
13 13.673131 -62.991267
14 173.337529 13.673131
15 484.001927 173.337529
16 690.576257 484.001927
17 153.247461 690.576257
18 631.182405 153.247461
19 98.853609 631.182405
20 11.189211 98.853609
21 -26.075187 11.189211
22 67.792867 -26.075187
23 151.457265 67.792867
24 357.121663 151.457265
25 710.786061 357.121663
26 7.191954 710.786061
27 148.320750 7.191954
28 350.985148 148.320750
29 743.649546 350.985148
30 -42.669522 743.649546
31 36.159274 -42.669522
32 399.488070 36.159274
33 850.152467 399.488070
34 -44.449537 850.152467
35 30.879259 -44.449537
36 378.208054 30.879259
37 811.872452 378.208054
38 -123.712916 811.872452
39 -91.284120 -123.712916
40 105.044676 -91.284120
41 351.709074 105.044676
42 590.622349 351.709074
43 85.293553 590.622349
44 -53.335243 85.293553
45 -68.664039 -53.335243
46 242.706954 -68.664039
47 24.378158 242.706954
48 -14.350637 24.378158
49 -4.324865 -14.350637
50 46.503931 -4.324865
51 134.168329 46.503931
52 307.832727 134.168329
53 633.497124 307.832727
54 -6.784895 633.497124
55 38.943900 -6.784895
56 120.608298 38.943900
57 283.272696 120.608298
58 588.937094 283.272696
59 -51.266052 588.937094
60 -58.637256 -51.266052
61 -40.672858 -58.637256
62 100.655937 -40.672858
63 582.984733 100.655937
64 -85.327528 582.984733
65 -106.698732 -85.327528
66 -84.169937 -106.698732
67 54.158859 -84.169937
68 502.487655 54.158859
69 -86.007543 502.487655
70 -108.278748 -86.007543
71 -88.449952 -108.278748
72 41.878844 -88.449952
73 467.207640 41.878844
74 -153.370922 467.207640
75 -185.042126 -153.370922
76 -176.948932 -185.042126
77 -64.620137 -176.948932
78 651.373057 -64.620137
79 776.999392 651.373057
80 267.502796 776.999392
81 55.006199 267.502796
82 -31.051393 55.006199
83 -23.217357 -31.051393
84 -18.688562 -23.217357
85 84.540234 -18.688562
86 472.869030 84.540234
87 -92.300036 472.869030
88 -127.071240 -92.300036
89 -142.042444 -127.071240
90 -112.413649 -142.042444
91 28.915147 -112.413649
92 443.243943 28.915147
93 -92.880051 443.243943
94 -128.151255 -92.880051
95 -144.190261 -128.151255
96 -72.029266 -144.190261
97 404.963928 -72.029266
98 -158.033429 404.963928
99 -198.014634 -158.033429
100 -234.621440 -198.014634
101 -218.192644 -234.621440
102 -10.199451 -218.192644
103 502.826520 -10.199451
104 70.497724 502.826520
105 -92.595470 70.497724
106 -91.424265 -92.595470
107 -78.788663 -91.424265
108 -61.953061 -78.788663
109 205.640631 -61.953061
110 -51.352563 205.640631
111 -65.781359 -51.352563
112 -41.810154 -65.781359
113 -159.989442 -41.810154
114 -203.730646 -159.989442
115 -242.201850 -203.730646
116 -269.873054 -242.201850
117 -274.444259 -269.873054
118 -229.515463 -274.444259
119 -37.034881 -229.515463
120 -63.706085 -37.034881
121 -56.777289 -63.706085
122 37.151507 -56.777289
123 355.480303 37.151507
124 -38.874926 355.480303
125 -67.146130 -38.874926
126 -65.017335 -67.146130
127 15.311461 -65.017335
128 295.640257 15.311461
129 -139.388763 295.640257
130 -176.259967 -139.388763
131 -199.931172 -176.259967
132 -194.802376 -199.931172
133 -128.473580 -194.802376
134 -47.427677 -128.473580
135 -83.498882 -47.427677
136 -102.970086 -83.498882
137 -82.741290 -102.970086
138 34.587506 -82.741290
139 381.916301 34.587506
140 -78.586391 381.916301
141 -109.199795 -78.586391
142 -127.335397 -109.199795
143 -153.206601 -127.335397
144 -131.213407 -153.206601
145 -13.884612 -131.213407
146 -97.080082 -13.884612
147 -141.131286 -97.080082
148 -182.512490 -141.131286
149 -218.119297 -182.512490
150 -184.326103 -218.119297
151 -26.237160 -184.326103
152 -45.378364 -26.237160
153 -16.279569 -45.378364
154 142.049227 -16.279569
155 649.378023 142.049227
156 -33.693239 649.378023
157 -64.164444 -33.693239
158 -67.935648 -64.164444
159 -4.406852 -67.935648
160 228.921944 -4.406852
161 -41.237419 228.921944
162 -78.668623 -41.237419
163 -101.739827 -78.668623
164 -90.711032 -101.739827
165 1.617764 -90.711032
166 284.946560 1.617764
167 -81.008669 284.946560
168 -106.179873 -81.008669
169 -100.851077 -106.179873
170 -24.222282 -100.851077
171 220.106514 -24.222282
172 -48.947708 220.106514
173 -89.988912 -48.947708
174 -122.260117 -89.988912
175 -134.631321 -122.260117
176 -102.702525 -134.631321
177 29.626271 -102.702525
178 -145.141302 29.626271
179 -190.862506 -145.141302
180 -223.193710 -190.862506
181 -251.064914 -223.193710
182 -258.836119 -251.064914
183 -286.262660 -258.836119
184 -228.082163 -286.262660
185 -208.384649 -228.082163
186 -142.447843 -208.384649
187 -95.976639 -142.447843
188 -67.428652 -95.976639
189 -112.949856 -67.428652
190 -192.622265 -112.949856
191 -218.393469 -192.622265
192 -221.664673 -218.393469
193 -95.470128 -221.664673
194 -142.021332 -95.470128
195 -186.692537 -142.021332
196 -228.083741 -186.692537
197 -263.254945 -228.083741
198 -286.626149 -263.254945
199 -29.762237 -286.626149
200 -63.333441 -29.762237
201 -75.804646 -63.333441
202 -36.675850 -75.804646
203 130.652946 -36.675850
204 610.981742 130.652946
205 -74.289520 610.981742
206 -102.260725 -74.289520
207 -104.131929 -102.260725
208 -44.803133 -104.131929
209 153.525663 -44.803133
210 -40.742496 153.525663
211 -83.793700 -40.742496
212 -120.664904 -83.793700
213 -144.536109 -120.664904
214 -140.107313 -144.536109
215 -74.778517 -140.107313
216 -41.912541 -74.778517
217 -85.333746 -41.912541
218 -123.304950 -85.333746
219 -149.676154 -123.304950
220 -151.147358 -149.676154
221 -99.618563 -151.147358
222 -47.482785 -99.618563
223 -92.333989 -47.482785
224 -133.485193 -92.333989
225 -167.156398 -133.485193
226 -185.427602 -167.156398
227 -172.098806 -185.427602
228 -31.923393 -172.098806
229 -73.214597 -31.923393
230 -105.985802 -73.214597
231 -119.757006 -105.985802
232 -90.528210 -119.757006
233 32.800586 -90.528210
234 -61.688775 32.800586
235 -108.429979 -61.688775
236 -153.641183 -108.429979
237 -215.517990 -153.641183
238 -260.824796 -215.517990
239 -261.414827 -260.824796
240 -223.875822 -261.414827
241 -174.036816 -223.875822
242 -106.860010 -174.036816
243 -60.048806 -106.860010
244 -28.428470 -60.048806
245 -70.839674 -28.428470
246 -106.310878 -70.839674
247 -126.582083 -106.310878
248 -114.253287 -126.582083
249 -27.924491 -114.253287
250 -33.562650 -27.924491
251 -78.343854 -33.562650
252 -99.479456 -78.343854
253 -137.350660 -99.479456
254 -164.221864 -137.350660
255 -39.882939 -164.221864
256 -85.824143 -39.882939
257 -129.435347 -85.824143
258 -168.406551 -129.435347
259 -198.377756 -168.406551
260 -210.848960 -198.377756
261 -20.837468 -210.848960
262 -60.508672 -20.837468
263 -89.379876 -60.508672
264 -93.151080 -89.379876
265 -39.522285 -93.151080
266 145.806511 -39.522285
267 -30.687772 145.806511
268 -76.128976 -30.687772
269 -118.580181 -76.128976
270 -155.251385 -118.580181
271 -180.122589 -155.251385
272 -181.693793 -180.122589
273 -89.374645 -181.693793
274 -134.403441 -89.374645
275 -130.332236 -134.403441
276 -102.961032 -130.332236
277 -64.489828 -102.961032
278 -20.828624 -64.489828
279 -218.924191 -20.828624
280 -195.452986 -218.924191
281 -160.281782 -195.452986
282 -118.810578 -160.281782
283 -74.069374 -118.810578
284 -27.568169 -74.069374
285 -1.492852 -27.568169
286 -44.134056 -1.492852
287 -93.540863 -44.134056
288 -102.512067 -93.540863
289 -14.818873 -102.512067
290 -4.678931 -14.818873
291 -49.540135 -4.678931
292 -90.761340 -49.540135
293 -124.532544 -90.761340
294 -143.003748 -124.532544
295 -130.274952 -143.003748
296 -9.113111 -130.274952
297 -55.274315 -9.113111
298 -99.265519 -55.274315
299 -139.236724 -99.265519
300 -171.407928 -139.236724
301 -188.379132 -171.407928
302 -10.083156 -188.379132
303 -56.394361 -10.083156
304 -100.735565 -56.394361
305 -141.376769 -100.735565
306 -174.847973 -141.376769
307 -194.619178 -174.847973
308 39.786379 -194.619178
309 -4.764825 39.786379
310 -62.791631 -4.764825
311 -87.862836 -62.791631
312 -71.069642 -87.862836
313 37.130300 -71.069642
314 -8.840904 37.130300
315 -52.412108 -8.840904
316 -91.483313 -52.412108
317 -121.654517 -91.483313
318 -134.525721 -121.654517
319 -40.171180 -134.525721
320 -31.199975 -40.171180
321 -2.928771 -31.199975
322 35.242433 -2.928771
323 78.483637 35.242433
324 124.244842 78.483637
325 64.176514 124.244842
326 85.647718 64.176514
327 120.018923 85.647718
328 160.990127 120.018923
329 205.521331 160.990127
330 251.932535 205.521331
331 516.371352 251.932535
332 97.042556 516.371352
> 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/7uv461203129024.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/81i4j1203129024.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/9lh8q1203129024.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/rcomp/tmp/10alx81203129024.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
> load(file='/var/www/html/rcomp/createtable')
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/117y5m1203129024.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/1229om1203129024.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/133ps11203129024.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/14vi5v1203129024.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/15owb31203129024.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/16dnxj1203129024.tab")
+ }
>
> system("convert tmp/1x2451203129024.ps tmp/1x2451203129024.png")
> system("convert tmp/2tne81203129024.ps tmp/2tne81203129024.png")
> system("convert tmp/3nnny1203129024.ps tmp/3nnny1203129024.png")
> system("convert tmp/436mh1203129024.ps tmp/436mh1203129024.png")
> system("convert tmp/5yfbl1203129024.ps tmp/5yfbl1203129024.png")
> system("convert tmp/6clks1203129024.ps tmp/6clks1203129024.png")
> system("convert tmp/7uv461203129024.ps tmp/7uv461203129024.png")
> system("convert tmp/81i4j1203129024.ps tmp/81i4j1203129024.png")
> system("convert tmp/9lh8q1203129024.ps tmp/9lh8q1203129024.png")
> system("convert tmp/10alx81203129024.ps tmp/10alx81203129024.png")
>
>
> proc.time()
user system elapsed
8.460 2.022 11.094