R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(102.3,0,105.8,0,106.7,0,109.6,0,111.9,0,113.3,0,114.6,0,115.7,0,117.3,0,119.8,0,120.6,0,121.4,0,123.5,0,125.2,0,126,0,126.8,0,128.1,0,128.2,0,129.3,0,130.6,0,131.4,0,131.1,0,131.2,0,131.2,0,131.5,0,133.5,0,133.7,0,133.5,0,134,0,135.9,0,135.9,0,137.2,0,138.4,0,140.9,0,143,0,144.1,0,146.8,0,149.1,0,149.6,0,151.2,0,153.3,0,156.9,0,157.2,0,158.5,0,160,0,162.5,0,162.9,0,164.7,0,165,0,167.2,0,168.6,0,169.5,0,169.8,0,171.9,0,172,0,173.7,0,173.9,0,175.9,0,175.6,0,176.1,0,176.3,0,179.4,0,179.7,0,179.9,0,180.4,0,182.5,0,183.6,0,183.9,0,184.5,0,187.6,0,188,0,188.5,0,188.6,0,191.9,0,193.5,0,194.9,0,194.9,0,196.2,0,196.2,0,198,0,198.6,0,201.3,0,203.5,0,204.1,0,204.8,1,206.5,1,207.8,1,208.6,1,209.7,1,210,1,211.7,1,212.4,1,213.7,1,214.8,1,216.4,1,217.5,1,218.6,1,220.4,1,221.8,1,222.5,1,223.4,1,225.5,1,226.5,1,227.8,1,228.5,1,229.1,1,229.9,1),dim=c(2,107),dimnames=list(c('Y','X'),1:107))
> y <- array(NA,dim=c(2,107),dimnames=list(c('Y','X'),1:107))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = ''
> par6 = ''
> par5 = ''
> par4 = ''
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> ylab = ''
> xlab = ''
> main = ''
> #'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
Y X
1 102.3 0
2 105.8 0
3 106.7 0
4 109.6 0
5 111.9 0
6 113.3 0
7 114.6 0
8 115.7 0
9 117.3 0
10 119.8 0
11 120.6 0
12 121.4 0
13 123.5 0
14 125.2 0
15 126.0 0
16 126.8 0
17 128.1 0
18 128.2 0
19 129.3 0
20 130.6 0
21 131.4 0
22 131.1 0
23 131.2 0
24 131.2 0
25 131.5 0
26 133.5 0
27 133.7 0
28 133.5 0
29 134.0 0
30 135.9 0
31 135.9 0
32 137.2 0
33 138.4 0
34 140.9 0
35 143.0 0
36 144.1 0
37 146.8 0
38 149.1 0
39 149.6 0
40 151.2 0
41 153.3 0
42 156.9 0
43 157.2 0
44 158.5 0
45 160.0 0
46 162.5 0
47 162.9 0
48 164.7 0
49 165.0 0
50 167.2 0
51 168.6 0
52 169.5 0
53 169.8 0
54 171.9 0
55 172.0 0
56 173.7 0
57 173.9 0
58 175.9 0
59 175.6 0
60 176.1 0
61 176.3 0
62 179.4 0
63 179.7 0
64 179.9 0
65 180.4 0
66 182.5 0
67 183.6 0
68 183.9 0
69 184.5 0
70 187.6 0
71 188.0 0
72 188.5 0
73 188.6 0
74 191.9 0
75 193.5 0
76 194.9 0
77 194.9 0
78 196.2 0
79 196.2 0
80 198.0 0
81 198.6 0
82 201.3 0
83 203.5 0
84 204.1 0
85 204.8 1
86 206.5 1
87 207.8 1
88 208.6 1
89 209.7 1
90 210.0 1
91 211.7 1
92 212.4 1
93 213.7 1
94 214.8 1
95 216.4 1
96 217.5 1
97 218.6 1
98 220.4 1
99 221.8 1
100 222.5 1
101 223.4 1
102 225.5 1
103 226.5 1
104 227.8 1
105 228.5 1
106 229.1 1
107 229.9 1
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) X
155.1 62.6
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-52.8321 -21.5321 0.8652 19.6179 48.9679
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 155.132 2.815 55.10 <2e-16 ***
X 62.603 6.073 10.31 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 25.8 on 105 degrees of freedom
Multiple R-squared: 0.503, Adjusted R-squared: 0.4983
F-statistic: 106.3 on 1 and 105 DF, p-value: < 2.2e-16
> postscript(file="/var/www/html/rcomp/tmp/15x4x1227563559.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/2y1n91227563559.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/343m61227563559.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/4kaqy1227563559.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/5e7y01227563559.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 107
Frequency = 1
1 2 3 4 5 6
-52.8321429 -49.3321429 -48.4321429 -45.5321429 -43.2321429 -41.8321429
7 8 9 10 11 12
-40.5321429 -39.4321429 -37.8321429 -35.3321429 -34.5321429 -33.7321429
13 14 15 16 17 18
-31.6321429 -29.9321429 -29.1321429 -28.3321429 -27.0321429 -26.9321429
19 20 21 22 23 24
-25.8321429 -24.5321429 -23.7321429 -24.0321429 -23.9321429 -23.9321429
25 26 27 28 29 30
-23.6321429 -21.6321429 -21.4321429 -21.6321429 -21.1321429 -19.2321429
31 32 33 34 35 36
-19.2321429 -17.9321429 -16.7321429 -14.2321429 -12.1321429 -11.0321429
37 38 39 40 41 42
-8.3321429 -6.0321429 -5.5321429 -3.9321429 -1.8321429 1.7678571
43 44 45 46 47 48
2.0678571 3.3678571 4.8678571 7.3678571 7.7678571 9.5678571
49 50 51 52 53 54
9.8678571 12.0678571 13.4678571 14.3678571 14.6678571 16.7678571
55 56 57 58 59 60
16.8678571 18.5678571 18.7678571 20.7678571 20.4678571 20.9678571
61 62 63 64 65 66
21.1678571 24.2678571 24.5678571 24.7678571 25.2678571 27.3678571
67 68 69 70 71 72
28.4678571 28.7678571 29.3678571 32.4678571 32.8678571 33.3678571
73 74 75 76 77 78
33.4678571 36.7678571 38.3678571 39.7678571 39.7678571 41.0678571
79 80 81 82 83 84
41.0678571 42.8678571 43.4678571 46.1678571 48.3678571 48.9678571
85 86 87 88 89 90
-12.9347826 -11.2347826 -9.9347826 -9.1347826 -8.0347826 -7.7347826
91 92 93 94 95 96
-6.0347826 -5.3347826 -4.0347826 -2.9347826 -1.3347826 -0.2347826
97 98 99 100 101 102
0.8652174 2.6652174 4.0652174 4.7652174 5.6652174 7.7652174
103 104 105 106 107
8.7652174 10.0652174 10.7652174 11.3652174 12.1652174
> postscript(file="/var/www/html/rcomp/tmp/6lp561227563559.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 = 107
Frequency = 1
lag(myerror, k = 1) myerror
0 -52.8321429 NA
1 -49.3321429 -52.8321429
2 -48.4321429 -49.3321429
3 -45.5321429 -48.4321429
4 -43.2321429 -45.5321429
5 -41.8321429 -43.2321429
6 -40.5321429 -41.8321429
7 -39.4321429 -40.5321429
8 -37.8321429 -39.4321429
9 -35.3321429 -37.8321429
10 -34.5321429 -35.3321429
11 -33.7321429 -34.5321429
12 -31.6321429 -33.7321429
13 -29.9321429 -31.6321429
14 -29.1321429 -29.9321429
15 -28.3321429 -29.1321429
16 -27.0321429 -28.3321429
17 -26.9321429 -27.0321429
18 -25.8321429 -26.9321429
19 -24.5321429 -25.8321429
20 -23.7321429 -24.5321429
21 -24.0321429 -23.7321429
22 -23.9321429 -24.0321429
23 -23.9321429 -23.9321429
24 -23.6321429 -23.9321429
25 -21.6321429 -23.6321429
26 -21.4321429 -21.6321429
27 -21.6321429 -21.4321429
28 -21.1321429 -21.6321429
29 -19.2321429 -21.1321429
30 -19.2321429 -19.2321429
31 -17.9321429 -19.2321429
32 -16.7321429 -17.9321429
33 -14.2321429 -16.7321429
34 -12.1321429 -14.2321429
35 -11.0321429 -12.1321429
36 -8.3321429 -11.0321429
37 -6.0321429 -8.3321429
38 -5.5321429 -6.0321429
39 -3.9321429 -5.5321429
40 -1.8321429 -3.9321429
41 1.7678571 -1.8321429
42 2.0678571 1.7678571
43 3.3678571 2.0678571
44 4.8678571 3.3678571
45 7.3678571 4.8678571
46 7.7678571 7.3678571
47 9.5678571 7.7678571
48 9.8678571 9.5678571
49 12.0678571 9.8678571
50 13.4678571 12.0678571
51 14.3678571 13.4678571
52 14.6678571 14.3678571
53 16.7678571 14.6678571
54 16.8678571 16.7678571
55 18.5678571 16.8678571
56 18.7678571 18.5678571
57 20.7678571 18.7678571
58 20.4678571 20.7678571
59 20.9678571 20.4678571
60 21.1678571 20.9678571
61 24.2678571 21.1678571
62 24.5678571 24.2678571
63 24.7678571 24.5678571
64 25.2678571 24.7678571
65 27.3678571 25.2678571
66 28.4678571 27.3678571
67 28.7678571 28.4678571
68 29.3678571 28.7678571
69 32.4678571 29.3678571
70 32.8678571 32.4678571
71 33.3678571 32.8678571
72 33.4678571 33.3678571
73 36.7678571 33.4678571
74 38.3678571 36.7678571
75 39.7678571 38.3678571
76 39.7678571 39.7678571
77 41.0678571 39.7678571
78 41.0678571 41.0678571
79 42.8678571 41.0678571
80 43.4678571 42.8678571
81 46.1678571 43.4678571
82 48.3678571 46.1678571
83 48.9678571 48.3678571
84 -12.9347826 48.9678571
85 -11.2347826 -12.9347826
86 -9.9347826 -11.2347826
87 -9.1347826 -9.9347826
88 -8.0347826 -9.1347826
89 -7.7347826 -8.0347826
90 -6.0347826 -7.7347826
91 -5.3347826 -6.0347826
92 -4.0347826 -5.3347826
93 -2.9347826 -4.0347826
94 -1.3347826 -2.9347826
95 -0.2347826 -1.3347826
96 0.8652174 -0.2347826
97 2.6652174 0.8652174
98 4.0652174 2.6652174
99 4.7652174 4.0652174
100 5.6652174 4.7652174
101 7.7652174 5.6652174
102 8.7652174 7.7652174
103 10.0652174 8.7652174
104 10.7652174 10.0652174
105 11.3652174 10.7652174
106 12.1652174 11.3652174
107 NA 12.1652174
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -49.3321429 -52.8321429
[2,] -48.4321429 -49.3321429
[3,] -45.5321429 -48.4321429
[4,] -43.2321429 -45.5321429
[5,] -41.8321429 -43.2321429
[6,] -40.5321429 -41.8321429
[7,] -39.4321429 -40.5321429
[8,] -37.8321429 -39.4321429
[9,] -35.3321429 -37.8321429
[10,] -34.5321429 -35.3321429
[11,] -33.7321429 -34.5321429
[12,] -31.6321429 -33.7321429
[13,] -29.9321429 -31.6321429
[14,] -29.1321429 -29.9321429
[15,] -28.3321429 -29.1321429
[16,] -27.0321429 -28.3321429
[17,] -26.9321429 -27.0321429
[18,] -25.8321429 -26.9321429
[19,] -24.5321429 -25.8321429
[20,] -23.7321429 -24.5321429
[21,] -24.0321429 -23.7321429
[22,] -23.9321429 -24.0321429
[23,] -23.9321429 -23.9321429
[24,] -23.6321429 -23.9321429
[25,] -21.6321429 -23.6321429
[26,] -21.4321429 -21.6321429
[27,] -21.6321429 -21.4321429
[28,] -21.1321429 -21.6321429
[29,] -19.2321429 -21.1321429
[30,] -19.2321429 -19.2321429
[31,] -17.9321429 -19.2321429
[32,] -16.7321429 -17.9321429
[33,] -14.2321429 -16.7321429
[34,] -12.1321429 -14.2321429
[35,] -11.0321429 -12.1321429
[36,] -8.3321429 -11.0321429
[37,] -6.0321429 -8.3321429
[38,] -5.5321429 -6.0321429
[39,] -3.9321429 -5.5321429
[40,] -1.8321429 -3.9321429
[41,] 1.7678571 -1.8321429
[42,] 2.0678571 1.7678571
[43,] 3.3678571 2.0678571
[44,] 4.8678571 3.3678571
[45,] 7.3678571 4.8678571
[46,] 7.7678571 7.3678571
[47,] 9.5678571 7.7678571
[48,] 9.8678571 9.5678571
[49,] 12.0678571 9.8678571
[50,] 13.4678571 12.0678571
[51,] 14.3678571 13.4678571
[52,] 14.6678571 14.3678571
[53,] 16.7678571 14.6678571
[54,] 16.8678571 16.7678571
[55,] 18.5678571 16.8678571
[56,] 18.7678571 18.5678571
[57,] 20.7678571 18.7678571
[58,] 20.4678571 20.7678571
[59,] 20.9678571 20.4678571
[60,] 21.1678571 20.9678571
[61,] 24.2678571 21.1678571
[62,] 24.5678571 24.2678571
[63,] 24.7678571 24.5678571
[64,] 25.2678571 24.7678571
[65,] 27.3678571 25.2678571
[66,] 28.4678571 27.3678571
[67,] 28.7678571 28.4678571
[68,] 29.3678571 28.7678571
[69,] 32.4678571 29.3678571
[70,] 32.8678571 32.4678571
[71,] 33.3678571 32.8678571
[72,] 33.4678571 33.3678571
[73,] 36.7678571 33.4678571
[74,] 38.3678571 36.7678571
[75,] 39.7678571 38.3678571
[76,] 39.7678571 39.7678571
[77,] 41.0678571 39.7678571
[78,] 41.0678571 41.0678571
[79,] 42.8678571 41.0678571
[80,] 43.4678571 42.8678571
[81,] 46.1678571 43.4678571
[82,] 48.3678571 46.1678571
[83,] 48.9678571 48.3678571
[84,] -12.9347826 48.9678571
[85,] -11.2347826 -12.9347826
[86,] -9.9347826 -11.2347826
[87,] -9.1347826 -9.9347826
[88,] -8.0347826 -9.1347826
[89,] -7.7347826 -8.0347826
[90,] -6.0347826 -7.7347826
[91,] -5.3347826 -6.0347826
[92,] -4.0347826 -5.3347826
[93,] -2.9347826 -4.0347826
[94,] -1.3347826 -2.9347826
[95,] -0.2347826 -1.3347826
[96,] 0.8652174 -0.2347826
[97,] 2.6652174 0.8652174
[98,] 4.0652174 2.6652174
[99,] 4.7652174 4.0652174
[100,] 5.6652174 4.7652174
[101,] 7.7652174 5.6652174
[102,] 8.7652174 7.7652174
[103,] 10.0652174 8.7652174
[104,] 10.7652174 10.0652174
[105,] 11.3652174 10.7652174
[106,] 12.1652174 11.3652174
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -49.3321429 -52.8321429
2 -48.4321429 -49.3321429
3 -45.5321429 -48.4321429
4 -43.2321429 -45.5321429
5 -41.8321429 -43.2321429
6 -40.5321429 -41.8321429
7 -39.4321429 -40.5321429
8 -37.8321429 -39.4321429
9 -35.3321429 -37.8321429
10 -34.5321429 -35.3321429
11 -33.7321429 -34.5321429
12 -31.6321429 -33.7321429
13 -29.9321429 -31.6321429
14 -29.1321429 -29.9321429
15 -28.3321429 -29.1321429
16 -27.0321429 -28.3321429
17 -26.9321429 -27.0321429
18 -25.8321429 -26.9321429
19 -24.5321429 -25.8321429
20 -23.7321429 -24.5321429
21 -24.0321429 -23.7321429
22 -23.9321429 -24.0321429
23 -23.9321429 -23.9321429
24 -23.6321429 -23.9321429
25 -21.6321429 -23.6321429
26 -21.4321429 -21.6321429
27 -21.6321429 -21.4321429
28 -21.1321429 -21.6321429
29 -19.2321429 -21.1321429
30 -19.2321429 -19.2321429
31 -17.9321429 -19.2321429
32 -16.7321429 -17.9321429
33 -14.2321429 -16.7321429
34 -12.1321429 -14.2321429
35 -11.0321429 -12.1321429
36 -8.3321429 -11.0321429
37 -6.0321429 -8.3321429
38 -5.5321429 -6.0321429
39 -3.9321429 -5.5321429
40 -1.8321429 -3.9321429
41 1.7678571 -1.8321429
42 2.0678571 1.7678571
43 3.3678571 2.0678571
44 4.8678571 3.3678571
45 7.3678571 4.8678571
46 7.7678571 7.3678571
47 9.5678571 7.7678571
48 9.8678571 9.5678571
49 12.0678571 9.8678571
50 13.4678571 12.0678571
51 14.3678571 13.4678571
52 14.6678571 14.3678571
53 16.7678571 14.6678571
54 16.8678571 16.7678571
55 18.5678571 16.8678571
56 18.7678571 18.5678571
57 20.7678571 18.7678571
58 20.4678571 20.7678571
59 20.9678571 20.4678571
60 21.1678571 20.9678571
61 24.2678571 21.1678571
62 24.5678571 24.2678571
63 24.7678571 24.5678571
64 25.2678571 24.7678571
65 27.3678571 25.2678571
66 28.4678571 27.3678571
67 28.7678571 28.4678571
68 29.3678571 28.7678571
69 32.4678571 29.3678571
70 32.8678571 32.4678571
71 33.3678571 32.8678571
72 33.4678571 33.3678571
73 36.7678571 33.4678571
74 38.3678571 36.7678571
75 39.7678571 38.3678571
76 39.7678571 39.7678571
77 41.0678571 39.7678571
78 41.0678571 41.0678571
79 42.8678571 41.0678571
80 43.4678571 42.8678571
81 46.1678571 43.4678571
82 48.3678571 46.1678571
83 48.9678571 48.3678571
84 -12.9347826 48.9678571
85 -11.2347826 -12.9347826
86 -9.9347826 -11.2347826
87 -9.1347826 -9.9347826
88 -8.0347826 -9.1347826
89 -7.7347826 -8.0347826
90 -6.0347826 -7.7347826
91 -5.3347826 -6.0347826
92 -4.0347826 -5.3347826
93 -2.9347826 -4.0347826
94 -1.3347826 -2.9347826
95 -0.2347826 -1.3347826
96 0.8652174 -0.2347826
97 2.6652174 0.8652174
98 4.0652174 2.6652174
99 4.7652174 4.0652174
100 5.6652174 4.7652174
101 7.7652174 5.6652174
102 8.7652174 7.7652174
103 10.0652174 8.7652174
104 10.7652174 10.0652174
105 11.3652174 10.7652174
106 12.1652174 11.3652174
> 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/7a4j71227563559.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/8zomk1227563559.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/9orxb1227563559.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/10fviu1227563559.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/11wfhk1227563559.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/12v84z1227563560.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/135sx61227563560.tab")
>
> system("convert tmp/15x4x1227563559.ps tmp/15x4x1227563559.png")
> system("convert tmp/2y1n91227563559.ps tmp/2y1n91227563559.png")
> system("convert tmp/343m61227563559.ps tmp/343m61227563559.png")
> system("convert tmp/4kaqy1227563559.ps tmp/4kaqy1227563559.png")
> system("convert tmp/5e7y01227563559.ps tmp/5e7y01227563559.png")
> system("convert tmp/6lp561227563559.ps tmp/6lp561227563559.png")
> system("convert tmp/7a4j71227563559.ps tmp/7a4j71227563559.png")
> system("convert tmp/8zomk1227563559.ps tmp/8zomk1227563559.png")
> system("convert tmp/9orxb1227563559.ps tmp/9orxb1227563559.png")
>
>
> proc.time()
user system elapsed
2.014 1.438 2.732