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.
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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(3.4,1,3,1,3.1,1,2.5,0,2.2,0,2.3,0,2.1,0,2.8,0,3.1,1,2.9,0,2.6,0,2.7,0,2.3,0,2.3,0,2.1,0,2.2,0,2.9,0,2.6,0,2.7,0,1.8,0,1.3,0,0.9,0,1.3,0,1.3,0,1.3,0,1.3,0,1.1,0,1.4,0,1.2,0,1.7,0,1.8,0,1.5,0,1,0,1.6,0,1.5,0,1.8,0,1.8,0,1.6,0,1.9,0,1.7,0,1.6,0,1.3,0,1.1,0,1.9,0,2.6,0,2.3,0,2.4,0,2.2,0,2,0,2.9,0,2.6,0,2.3,0,2.3,0,2.6,0,3.1,1,2.8,0,2.5,0,2.9,0,3.1,1,3.1,1,3.2,1,2.5,0,2.6,0,2.9,0,2.6,0,2.4,0,1.7,0,2,0,2.2,0,1.9,0,1.6,0,1.6,0,1.2,0,1.2,0,1.5,0,1.6,0,1.7,0,1.8,0,1.8,0,1.8,0,1.3,0,1.3,0,1.4,0,1.1,0,1.5,0,2.2,0,2.9,0,3.1,1,3.5,1,3.6,1,4.4,1,4.2,1,5.2,1,5.8,1),dim=c(2,94),dimnames=list(c('Consumptieprijsindex','Dumivariabele'),1:94))
> y <- array(NA,dim=c(2,94),dimnames=list(c('Consumptieprijsindex','Dumivariabele'),1:94))
> 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)
> 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
Consumptieprijsindex Dumivariabele
1 3.4 1
2 3.0 1
3 3.1 1
4 2.5 0
5 2.2 0
6 2.3 0
7 2.1 0
8 2.8 0
9 3.1 1
10 2.9 0
11 2.6 0
12 2.7 0
13 2.3 0
14 2.3 0
15 2.1 0
16 2.2 0
17 2.9 0
18 2.6 0
19 2.7 0
20 1.8 0
21 1.3 0
22 0.9 0
23 1.3 0
24 1.3 0
25 1.3 0
26 1.3 0
27 1.1 0
28 1.4 0
29 1.2 0
30 1.7 0
31 1.8 0
32 1.5 0
33 1.0 0
34 1.6 0
35 1.5 0
36 1.8 0
37 1.8 0
38 1.6 0
39 1.9 0
40 1.7 0
41 1.6 0
42 1.3 0
43 1.1 0
44 1.9 0
45 2.6 0
46 2.3 0
47 2.4 0
48 2.2 0
49 2.0 0
50 2.9 0
51 2.6 0
52 2.3 0
53 2.3 0
54 2.6 0
55 3.1 1
56 2.8 0
57 2.5 0
58 2.9 0
59 3.1 1
60 3.1 1
61 3.2 1
62 2.5 0
63 2.6 0
64 2.9 0
65 2.6 0
66 2.4 0
67 1.7 0
68 2.0 0
69 2.2 0
70 1.9 0
71 1.6 0
72 1.6 0
73 1.2 0
74 1.2 0
75 1.5 0
76 1.6 0
77 1.7 0
78 1.8 0
79 1.8 0
80 1.8 0
81 1.3 0
82 1.3 0
83 1.4 0
84 1.1 0
85 1.5 0
86 2.2 0
87 2.9 0
88 3.1 1
89 3.5 1
90 3.6 1
91 4.4 1
92 4.2 1
93 5.2 1
94 5.8 1
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Dumivariabele
1.957 1.703
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-1.0570 -0.5570 -0.1570 0.5158 2.1400
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.95696 0.06996 27.974 < 2e-16 ***
Dumivariabele 1.70304 0.17513 9.725 8.66e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.6218 on 92 degrees of freedom
Multiple R-squared: 0.5069, Adjusted R-squared: 0.5015
F-statistic: 94.57 on 1 and 92 DF, p-value: 8.663e-16
> postscript(file="/var/www/html/rcomp/tmp/1dmdv1227103920.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/2abo41227103920.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/33m3z1227103920.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/42zs81227103920.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/5kpz21227103920.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 94
Frequency = 1
1 2 3 4 5 6
-0.26000000 -0.66000000 -0.56000000 0.54303797 0.24303797 0.34303797
7 8 9 10 11 12
0.14303797 0.84303797 -0.56000000 0.94303797 0.64303797 0.74303797
13 14 15 16 17 18
0.34303797 0.34303797 0.14303797 0.24303797 0.94303797 0.64303797
19 20 21 22 23 24
0.74303797 -0.15696203 -0.65696203 -1.05696203 -0.65696203 -0.65696203
25 26 27 28 29 30
-0.65696203 -0.65696203 -0.85696203 -0.55696203 -0.75696203 -0.25696203
31 32 33 34 35 36
-0.15696203 -0.45696203 -0.95696203 -0.35696203 -0.45696203 -0.15696203
37 38 39 40 41 42
-0.15696203 -0.35696203 -0.05696203 -0.25696203 -0.35696203 -0.65696203
43 44 45 46 47 48
-0.85696203 -0.05696203 0.64303797 0.34303797 0.44303797 0.24303797
49 50 51 52 53 54
0.04303797 0.94303797 0.64303797 0.34303797 0.34303797 0.64303797
55 56 57 58 59 60
-0.56000000 0.84303797 0.54303797 0.94303797 -0.56000000 -0.56000000
61 62 63 64 65 66
-0.46000000 0.54303797 0.64303797 0.94303797 0.64303797 0.44303797
67 68 69 70 71 72
-0.25696203 0.04303797 0.24303797 -0.05696203 -0.35696203 -0.35696203
73 74 75 76 77 78
-0.75696203 -0.75696203 -0.45696203 -0.35696203 -0.25696203 -0.15696203
79 80 81 82 83 84
-0.15696203 -0.15696203 -0.65696203 -0.65696203 -0.55696203 -0.85696203
85 86 87 88 89 90
-0.45696203 0.24303797 0.94303797 -0.56000000 -0.16000000 -0.06000000
91 92 93 94
0.74000000 0.54000000 1.54000000 2.14000000
> postscript(file="/var/www/html/rcomp/tmp/6ahd51227103920.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 = 94
Frequency = 1
lag(myerror, k = 1) myerror
0 -0.26000000 NA
1 -0.66000000 -0.26000000
2 -0.56000000 -0.66000000
3 0.54303797 -0.56000000
4 0.24303797 0.54303797
5 0.34303797 0.24303797
6 0.14303797 0.34303797
7 0.84303797 0.14303797
8 -0.56000000 0.84303797
9 0.94303797 -0.56000000
10 0.64303797 0.94303797
11 0.74303797 0.64303797
12 0.34303797 0.74303797
13 0.34303797 0.34303797
14 0.14303797 0.34303797
15 0.24303797 0.14303797
16 0.94303797 0.24303797
17 0.64303797 0.94303797
18 0.74303797 0.64303797
19 -0.15696203 0.74303797
20 -0.65696203 -0.15696203
21 -1.05696203 -0.65696203
22 -0.65696203 -1.05696203
23 -0.65696203 -0.65696203
24 -0.65696203 -0.65696203
25 -0.65696203 -0.65696203
26 -0.85696203 -0.65696203
27 -0.55696203 -0.85696203
28 -0.75696203 -0.55696203
29 -0.25696203 -0.75696203
30 -0.15696203 -0.25696203
31 -0.45696203 -0.15696203
32 -0.95696203 -0.45696203
33 -0.35696203 -0.95696203
34 -0.45696203 -0.35696203
35 -0.15696203 -0.45696203
36 -0.15696203 -0.15696203
37 -0.35696203 -0.15696203
38 -0.05696203 -0.35696203
39 -0.25696203 -0.05696203
40 -0.35696203 -0.25696203
41 -0.65696203 -0.35696203
42 -0.85696203 -0.65696203
43 -0.05696203 -0.85696203
44 0.64303797 -0.05696203
45 0.34303797 0.64303797
46 0.44303797 0.34303797
47 0.24303797 0.44303797
48 0.04303797 0.24303797
49 0.94303797 0.04303797
50 0.64303797 0.94303797
51 0.34303797 0.64303797
52 0.34303797 0.34303797
53 0.64303797 0.34303797
54 -0.56000000 0.64303797
55 0.84303797 -0.56000000
56 0.54303797 0.84303797
57 0.94303797 0.54303797
58 -0.56000000 0.94303797
59 -0.56000000 -0.56000000
60 -0.46000000 -0.56000000
61 0.54303797 -0.46000000
62 0.64303797 0.54303797
63 0.94303797 0.64303797
64 0.64303797 0.94303797
65 0.44303797 0.64303797
66 -0.25696203 0.44303797
67 0.04303797 -0.25696203
68 0.24303797 0.04303797
69 -0.05696203 0.24303797
70 -0.35696203 -0.05696203
71 -0.35696203 -0.35696203
72 -0.75696203 -0.35696203
73 -0.75696203 -0.75696203
74 -0.45696203 -0.75696203
75 -0.35696203 -0.45696203
76 -0.25696203 -0.35696203
77 -0.15696203 -0.25696203
78 -0.15696203 -0.15696203
79 -0.15696203 -0.15696203
80 -0.65696203 -0.15696203
81 -0.65696203 -0.65696203
82 -0.55696203 -0.65696203
83 -0.85696203 -0.55696203
84 -0.45696203 -0.85696203
85 0.24303797 -0.45696203
86 0.94303797 0.24303797
87 -0.56000000 0.94303797
88 -0.16000000 -0.56000000
89 -0.06000000 -0.16000000
90 0.74000000 -0.06000000
91 0.54000000 0.74000000
92 1.54000000 0.54000000
93 2.14000000 1.54000000
94 NA 2.14000000
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -0.66000000 -0.26000000
[2,] -0.56000000 -0.66000000
[3,] 0.54303797 -0.56000000
[4,] 0.24303797 0.54303797
[5,] 0.34303797 0.24303797
[6,] 0.14303797 0.34303797
[7,] 0.84303797 0.14303797
[8,] -0.56000000 0.84303797
[9,] 0.94303797 -0.56000000
[10,] 0.64303797 0.94303797
[11,] 0.74303797 0.64303797
[12,] 0.34303797 0.74303797
[13,] 0.34303797 0.34303797
[14,] 0.14303797 0.34303797
[15,] 0.24303797 0.14303797
[16,] 0.94303797 0.24303797
[17,] 0.64303797 0.94303797
[18,] 0.74303797 0.64303797
[19,] -0.15696203 0.74303797
[20,] -0.65696203 -0.15696203
[21,] -1.05696203 -0.65696203
[22,] -0.65696203 -1.05696203
[23,] -0.65696203 -0.65696203
[24,] -0.65696203 -0.65696203
[25,] -0.65696203 -0.65696203
[26,] -0.85696203 -0.65696203
[27,] -0.55696203 -0.85696203
[28,] -0.75696203 -0.55696203
[29,] -0.25696203 -0.75696203
[30,] -0.15696203 -0.25696203
[31,] -0.45696203 -0.15696203
[32,] -0.95696203 -0.45696203
[33,] -0.35696203 -0.95696203
[34,] -0.45696203 -0.35696203
[35,] -0.15696203 -0.45696203
[36,] -0.15696203 -0.15696203
[37,] -0.35696203 -0.15696203
[38,] -0.05696203 -0.35696203
[39,] -0.25696203 -0.05696203
[40,] -0.35696203 -0.25696203
[41,] -0.65696203 -0.35696203
[42,] -0.85696203 -0.65696203
[43,] -0.05696203 -0.85696203
[44,] 0.64303797 -0.05696203
[45,] 0.34303797 0.64303797
[46,] 0.44303797 0.34303797
[47,] 0.24303797 0.44303797
[48,] 0.04303797 0.24303797
[49,] 0.94303797 0.04303797
[50,] 0.64303797 0.94303797
[51,] 0.34303797 0.64303797
[52,] 0.34303797 0.34303797
[53,] 0.64303797 0.34303797
[54,] -0.56000000 0.64303797
[55,] 0.84303797 -0.56000000
[56,] 0.54303797 0.84303797
[57,] 0.94303797 0.54303797
[58,] -0.56000000 0.94303797
[59,] -0.56000000 -0.56000000
[60,] -0.46000000 -0.56000000
[61,] 0.54303797 -0.46000000
[62,] 0.64303797 0.54303797
[63,] 0.94303797 0.64303797
[64,] 0.64303797 0.94303797
[65,] 0.44303797 0.64303797
[66,] -0.25696203 0.44303797
[67,] 0.04303797 -0.25696203
[68,] 0.24303797 0.04303797
[69,] -0.05696203 0.24303797
[70,] -0.35696203 -0.05696203
[71,] -0.35696203 -0.35696203
[72,] -0.75696203 -0.35696203
[73,] -0.75696203 -0.75696203
[74,] -0.45696203 -0.75696203
[75,] -0.35696203 -0.45696203
[76,] -0.25696203 -0.35696203
[77,] -0.15696203 -0.25696203
[78,] -0.15696203 -0.15696203
[79,] -0.15696203 -0.15696203
[80,] -0.65696203 -0.15696203
[81,] -0.65696203 -0.65696203
[82,] -0.55696203 -0.65696203
[83,] -0.85696203 -0.55696203
[84,] -0.45696203 -0.85696203
[85,] 0.24303797 -0.45696203
[86,] 0.94303797 0.24303797
[87,] -0.56000000 0.94303797
[88,] -0.16000000 -0.56000000
[89,] -0.06000000 -0.16000000
[90,] 0.74000000 -0.06000000
[91,] 0.54000000 0.74000000
[92,] 1.54000000 0.54000000
[93,] 2.14000000 1.54000000
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -0.66000000 -0.26000000
2 -0.56000000 -0.66000000
3 0.54303797 -0.56000000
4 0.24303797 0.54303797
5 0.34303797 0.24303797
6 0.14303797 0.34303797
7 0.84303797 0.14303797
8 -0.56000000 0.84303797
9 0.94303797 -0.56000000
10 0.64303797 0.94303797
11 0.74303797 0.64303797
12 0.34303797 0.74303797
13 0.34303797 0.34303797
14 0.14303797 0.34303797
15 0.24303797 0.14303797
16 0.94303797 0.24303797
17 0.64303797 0.94303797
18 0.74303797 0.64303797
19 -0.15696203 0.74303797
20 -0.65696203 -0.15696203
21 -1.05696203 -0.65696203
22 -0.65696203 -1.05696203
23 -0.65696203 -0.65696203
24 -0.65696203 -0.65696203
25 -0.65696203 -0.65696203
26 -0.85696203 -0.65696203
27 -0.55696203 -0.85696203
28 -0.75696203 -0.55696203
29 -0.25696203 -0.75696203
30 -0.15696203 -0.25696203
31 -0.45696203 -0.15696203
32 -0.95696203 -0.45696203
33 -0.35696203 -0.95696203
34 -0.45696203 -0.35696203
35 -0.15696203 -0.45696203
36 -0.15696203 -0.15696203
37 -0.35696203 -0.15696203
38 -0.05696203 -0.35696203
39 -0.25696203 -0.05696203
40 -0.35696203 -0.25696203
41 -0.65696203 -0.35696203
42 -0.85696203 -0.65696203
43 -0.05696203 -0.85696203
44 0.64303797 -0.05696203
45 0.34303797 0.64303797
46 0.44303797 0.34303797
47 0.24303797 0.44303797
48 0.04303797 0.24303797
49 0.94303797 0.04303797
50 0.64303797 0.94303797
51 0.34303797 0.64303797
52 0.34303797 0.34303797
53 0.64303797 0.34303797
54 -0.56000000 0.64303797
55 0.84303797 -0.56000000
56 0.54303797 0.84303797
57 0.94303797 0.54303797
58 -0.56000000 0.94303797
59 -0.56000000 -0.56000000
60 -0.46000000 -0.56000000
61 0.54303797 -0.46000000
62 0.64303797 0.54303797
63 0.94303797 0.64303797
64 0.64303797 0.94303797
65 0.44303797 0.64303797
66 -0.25696203 0.44303797
67 0.04303797 -0.25696203
68 0.24303797 0.04303797
69 -0.05696203 0.24303797
70 -0.35696203 -0.05696203
71 -0.35696203 -0.35696203
72 -0.75696203 -0.35696203
73 -0.75696203 -0.75696203
74 -0.45696203 -0.75696203
75 -0.35696203 -0.45696203
76 -0.25696203 -0.35696203
77 -0.15696203 -0.25696203
78 -0.15696203 -0.15696203
79 -0.15696203 -0.15696203
80 -0.65696203 -0.15696203
81 -0.65696203 -0.65696203
82 -0.55696203 -0.65696203
83 -0.85696203 -0.55696203
84 -0.45696203 -0.85696203
85 0.24303797 -0.45696203
86 0.94303797 0.24303797
87 -0.56000000 0.94303797
88 -0.16000000 -0.56000000
89 -0.06000000 -0.16000000
90 0.74000000 -0.06000000
91 0.54000000 0.74000000
92 1.54000000 0.54000000
93 2.14000000 1.54000000
> 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/717zz1227103920.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/81ja61227103920.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/9tefb1227103920.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/10thzp1227103920.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/11vss11227103921.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/123akk1227103921.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/13laco1227103921.tab")
>
> system("convert tmp/1dmdv1227103920.ps tmp/1dmdv1227103920.png")
> system("convert tmp/2abo41227103920.ps tmp/2abo41227103920.png")
> system("convert tmp/33m3z1227103920.ps tmp/33m3z1227103920.png")
> system("convert tmp/42zs81227103920.ps tmp/42zs81227103920.png")
> system("convert tmp/5kpz21227103920.ps tmp/5kpz21227103920.png")
> system("convert tmp/6ahd51227103920.ps tmp/6ahd51227103920.png")
> system("convert tmp/717zz1227103920.ps tmp/717zz1227103920.png")
> system("convert tmp/81ja61227103920.ps tmp/81ja61227103920.png")
> system("convert tmp/9tefb1227103920.ps tmp/9tefb1227103920.png")
>
>
> proc.time()
user system elapsed
2.012 1.443 2.418