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(4.8,19.2,5.5,26.6,5.4,26.6,5.9,31.4,5.8,31.2,5.1,26.4,4.1,20.7,4.4,20.7,3.6,15,3.5,13.3,3.1,8.7,2.9,10.2,2.2,4.3,1.4,-0.1,1.2,-4.6,1.3,-3.9,1.3,-3.5,1.3,-3.4,1.8,-2.5,1.8,-1.1,1.8,0.3,1.7,-0.9,2.1,3.6,2,2.7,1.7,-0.2,1.9,-1,2.3,5.8,2.4,6.4,2.5,9.6,2.8,13.2,2.6,10.6,2.2,10.9,2.8,12.9,2.8,15.9,2.8,12.2,2.3,9.1,2.2,9,3,17.4,2.9,14.7,2.7,17,2.7,13.7,2.3,9.5,2.4,14.8,2.8,13.6,2.3,12.6,2,8.9,1.9,10.2,2.3,12.7,2.7,16,1.8,10.4,2,9.9,2.1,9.5,2,8.6,2.4,10,1.7,3.5,1,-4.2,1.2,-4.4,1.4,-1.5,1.7,-0.1,1.8,0.8),dim=c(2,60),dimnames=list(c('Inflatie_België','Inflatie_energiedragers'),1:60))
> y <- array(NA,dim=c(2,60),dimnames=list(c('Inflatie_België','Inflatie_energiedragers'),1:60))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from package:base :
as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
Inflatie_Belgi\353 Inflatie_energiedragers
1 4.8 19.2
2 5.5 26.6
3 5.4 26.6
4 5.9 31.4
5 5.8 31.2
6 5.1 26.4
7 4.1 20.7
8 4.4 20.7
9 3.6 15.0
10 3.5 13.3
11 3.1 8.7
12 2.9 10.2
13 2.2 4.3
14 1.4 -0.1
15 1.2 -4.6
16 1.3 -3.9
17 1.3 -3.5
18 1.3 -3.4
19 1.8 -2.5
20 1.8 -1.1
21 1.8 0.3
22 1.7 -0.9
23 2.1 3.6
24 2.0 2.7
25 1.7 -0.2
26 1.9 -1.0
27 2.3 5.8
28 2.4 6.4
29 2.5 9.6
30 2.8 13.2
31 2.6 10.6
32 2.2 10.9
33 2.8 12.9
34 2.8 15.9
35 2.8 12.2
36 2.3 9.1
37 2.2 9.0
38 3.0 17.4
39 2.9 14.7
40 2.7 17.0
41 2.7 13.7
42 2.3 9.5
43 2.4 14.8
44 2.8 13.6
45 2.3 12.6
46 2.0 8.9
47 1.9 10.2
48 2.3 12.7
49 2.7 16.0
50 1.8 10.4
51 2.0 9.9
52 2.1 9.5
53 2.0 8.6
54 2.4 10.0
55 1.7 3.5
56 1.0 -4.2
57 1.2 -4.4
58 1.4 -1.5
59 1.7 -0.1
60 1.8 0.8
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Inflatie_energiedragers
1.4713 0.1183
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-0.9017 -0.3501 0.1243 0.2909 1.0572
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.471305 0.089396 16.46 <2e-16 ***
Inflatie_energiedragers 0.118307 0.006903 17.14 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.4811 on 58 degrees of freedom
Multiple R-squared: 0.8351, Adjusted R-squared: 0.8323
F-statistic: 293.7 on 1 and 58 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 0.00364599 0.0072919794 0.9963540103
[2,] 0.05912445 0.1182489082 0.9408755459
[3,] 0.44705091 0.8941018144 0.5529490928
[4,] 0.47672373 0.9534474512 0.5232762744
[5,] 0.48366409 0.9673281850 0.5163359075
[6,] 0.51051909 0.9789618153 0.4894809076
[7,] 0.60981287 0.7803742645 0.3901871323
[8,] 0.66873644 0.6625271181 0.3312635591
[9,] 0.61062875 0.7787425032 0.3893712516
[10,] 0.60856503 0.7828699456 0.3914349728
[11,] 0.57164563 0.8567087432 0.4283543716
[12,] 0.51092430 0.9781514094 0.4890757047
[13,] 0.43520325 0.8704065002 0.5647967499
[14,] 0.36263504 0.7252700817 0.6373649591
[15,] 0.48804744 0.9760948729 0.5119525636
[16,] 0.45869496 0.9173899160 0.5413050420
[17,] 0.38766091 0.7753218173 0.6123390914
[18,] 0.32121236 0.6424247179 0.6787876410
[19,] 0.29364965 0.5872992999 0.7063503501
[20,] 0.25781610 0.5156321906 0.7421839047
[21,] 0.20477679 0.4095535718 0.7952232141
[22,] 0.26934501 0.5386900120 0.7306549940
[23,] 0.30172364 0.6034472765 0.6982763617
[24,] 0.35811821 0.7162364127 0.6418817936
[25,] 0.53940336 0.9211932740 0.4605966370
[26,] 0.77792487 0.4441502634 0.2220751317
[27,] 0.85841148 0.2831770448 0.1415885224
[28,] 0.96233159 0.0753368255 0.0376684128
[29,] 0.97914004 0.0417199246 0.0208599623
[30,] 0.99199613 0.0160077347 0.0080038673
[31,] 0.99591010 0.0081797996 0.0040898998
[32,] 0.99556034 0.0088793229 0.0044396615
[33,] 0.99495340 0.0100932024 0.0050466012
[34,] 0.99725402 0.0054919571 0.0027459785
[35,] 0.99867759 0.0026448258 0.0013224129
[36,] 0.99904826 0.0019034864 0.0009517432
[37,] 0.99920340 0.0015932046 0.0007966023
[38,] 0.99886359 0.0022728168 0.0011364084
[39,] 0.99881850 0.0023630018 0.0011815009
[40,] 0.99959956 0.0008008758 0.0004004379
[41,] 0.99929908 0.0014018467 0.0007009233
[42,] 0.99859528 0.0028094315 0.0014047158
[43,] 0.99868389 0.0026322198 0.0013161099
[44,] 0.99729226 0.0054154888 0.0027077444
[45,] 0.99599605 0.0080078926 0.0040039463
[46,] 0.99837494 0.0032501277 0.0016250639
[47,] 0.99764993 0.0047001347 0.0023500674
[48,] 0.99448354 0.0110329230 0.0055164615
[49,] 0.99324322 0.0135135512 0.0067567756
[50,] 0.97699366 0.0460126771 0.0230063386
[51,] 0.98764143 0.0247171399 0.0123585700
> postscript(file="/var/www/html/freestat/rcomp/tmp/1up4v1227717732.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/2x0ju1227717732.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/freestat/rcomp/tmp/3ht9c1227717732.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/4rpbp1227717732.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/5vdpf1227717732.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 = 60
Frequency = 1
1 2 3 4 5 6
1.05720325 0.88173241 0.78173241 0.71385944 0.63752081 0.50539379
7 8 9 10 11 12
0.17974295 0.47974295 0.35409211 0.45521379 0.59942539 0.22196509
13 14 15 16 17 18
0.21997562 -0.05947415 0.27290677 0.29009196 0.24276921 0.23093852
19 20 21 22 23 24
0.62446234 0.45883272 0.29320310 0.33517135 0.20279043 0.20926661
25 26 27 28 29 30
0.25235654 0.54700203 0.14251532 0.17153119 -0.10705079 -0.23295552
31 32 33 34 35 36
-0.12535766 -0.56084972 -0.19746346 -0.55238407 -0.11464865 -0.24789736
37 38 39 40 41 42
-0.33606667 -0.52984438 -0.31041583 -0.78252163 -0.39210896 -0.29522010
43 44 45 46 47 48
-0.82224652 -0.28027827 -0.66197140 -0.52423598 -0.77803491 -0.67380209
49 50 51 52 53 54
-0.66421476 -0.90169629 -0.64254285 -0.49522010 -0.48874392 -0.25437354
55 56 57 58 59 60
-0.18537888 0.02558402 0.24924539 0.10615547 0.24052585 0.23404967
> postscript(file="/var/www/html/freestat/rcomp/tmp/6cbr01227717732.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 = 60
Frequency = 1
lag(myerror, k = 1) myerror
0 1.05720325 NA
1 0.88173241 1.05720325
2 0.78173241 0.88173241
3 0.71385944 0.78173241
4 0.63752081 0.71385944
5 0.50539379 0.63752081
6 0.17974295 0.50539379
7 0.47974295 0.17974295
8 0.35409211 0.47974295
9 0.45521379 0.35409211
10 0.59942539 0.45521379
11 0.22196509 0.59942539
12 0.21997562 0.22196509
13 -0.05947415 0.21997562
14 0.27290677 -0.05947415
15 0.29009196 0.27290677
16 0.24276921 0.29009196
17 0.23093852 0.24276921
18 0.62446234 0.23093852
19 0.45883272 0.62446234
20 0.29320310 0.45883272
21 0.33517135 0.29320310
22 0.20279043 0.33517135
23 0.20926661 0.20279043
24 0.25235654 0.20926661
25 0.54700203 0.25235654
26 0.14251532 0.54700203
27 0.17153119 0.14251532
28 -0.10705079 0.17153119
29 -0.23295552 -0.10705079
30 -0.12535766 -0.23295552
31 -0.56084972 -0.12535766
32 -0.19746346 -0.56084972
33 -0.55238407 -0.19746346
34 -0.11464865 -0.55238407
35 -0.24789736 -0.11464865
36 -0.33606667 -0.24789736
37 -0.52984438 -0.33606667
38 -0.31041583 -0.52984438
39 -0.78252163 -0.31041583
40 -0.39210896 -0.78252163
41 -0.29522010 -0.39210896
42 -0.82224652 -0.29522010
43 -0.28027827 -0.82224652
44 -0.66197140 -0.28027827
45 -0.52423598 -0.66197140
46 -0.77803491 -0.52423598
47 -0.67380209 -0.77803491
48 -0.66421476 -0.67380209
49 -0.90169629 -0.66421476
50 -0.64254285 -0.90169629
51 -0.49522010 -0.64254285
52 -0.48874392 -0.49522010
53 -0.25437354 -0.48874392
54 -0.18537888 -0.25437354
55 0.02558402 -0.18537888
56 0.24924539 0.02558402
57 0.10615547 0.24924539
58 0.24052585 0.10615547
59 0.23404967 0.24052585
60 NA 0.23404967
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 0.88173241 1.05720325
[2,] 0.78173241 0.88173241
[3,] 0.71385944 0.78173241
[4,] 0.63752081 0.71385944
[5,] 0.50539379 0.63752081
[6,] 0.17974295 0.50539379
[7,] 0.47974295 0.17974295
[8,] 0.35409211 0.47974295
[9,] 0.45521379 0.35409211
[10,] 0.59942539 0.45521379
[11,] 0.22196509 0.59942539
[12,] 0.21997562 0.22196509
[13,] -0.05947415 0.21997562
[14,] 0.27290677 -0.05947415
[15,] 0.29009196 0.27290677
[16,] 0.24276921 0.29009196
[17,] 0.23093852 0.24276921
[18,] 0.62446234 0.23093852
[19,] 0.45883272 0.62446234
[20,] 0.29320310 0.45883272
[21,] 0.33517135 0.29320310
[22,] 0.20279043 0.33517135
[23,] 0.20926661 0.20279043
[24,] 0.25235654 0.20926661
[25,] 0.54700203 0.25235654
[26,] 0.14251532 0.54700203
[27,] 0.17153119 0.14251532
[28,] -0.10705079 0.17153119
[29,] -0.23295552 -0.10705079
[30,] -0.12535766 -0.23295552
[31,] -0.56084972 -0.12535766
[32,] -0.19746346 -0.56084972
[33,] -0.55238407 -0.19746346
[34,] -0.11464865 -0.55238407
[35,] -0.24789736 -0.11464865
[36,] -0.33606667 -0.24789736
[37,] -0.52984438 -0.33606667
[38,] -0.31041583 -0.52984438
[39,] -0.78252163 -0.31041583
[40,] -0.39210896 -0.78252163
[41,] -0.29522010 -0.39210896
[42,] -0.82224652 -0.29522010
[43,] -0.28027827 -0.82224652
[44,] -0.66197140 -0.28027827
[45,] -0.52423598 -0.66197140
[46,] -0.77803491 -0.52423598
[47,] -0.67380209 -0.77803491
[48,] -0.66421476 -0.67380209
[49,] -0.90169629 -0.66421476
[50,] -0.64254285 -0.90169629
[51,] -0.49522010 -0.64254285
[52,] -0.48874392 -0.49522010
[53,] -0.25437354 -0.48874392
[54,] -0.18537888 -0.25437354
[55,] 0.02558402 -0.18537888
[56,] 0.24924539 0.02558402
[57,] 0.10615547 0.24924539
[58,] 0.24052585 0.10615547
[59,] 0.23404967 0.24052585
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 0.88173241 1.05720325
2 0.78173241 0.88173241
3 0.71385944 0.78173241
4 0.63752081 0.71385944
5 0.50539379 0.63752081
6 0.17974295 0.50539379
7 0.47974295 0.17974295
8 0.35409211 0.47974295
9 0.45521379 0.35409211
10 0.59942539 0.45521379
11 0.22196509 0.59942539
12 0.21997562 0.22196509
13 -0.05947415 0.21997562
14 0.27290677 -0.05947415
15 0.29009196 0.27290677
16 0.24276921 0.29009196
17 0.23093852 0.24276921
18 0.62446234 0.23093852
19 0.45883272 0.62446234
20 0.29320310 0.45883272
21 0.33517135 0.29320310
22 0.20279043 0.33517135
23 0.20926661 0.20279043
24 0.25235654 0.20926661
25 0.54700203 0.25235654
26 0.14251532 0.54700203
27 0.17153119 0.14251532
28 -0.10705079 0.17153119
29 -0.23295552 -0.10705079
30 -0.12535766 -0.23295552
31 -0.56084972 -0.12535766
32 -0.19746346 -0.56084972
33 -0.55238407 -0.19746346
34 -0.11464865 -0.55238407
35 -0.24789736 -0.11464865
36 -0.33606667 -0.24789736
37 -0.52984438 -0.33606667
38 -0.31041583 -0.52984438
39 -0.78252163 -0.31041583
40 -0.39210896 -0.78252163
41 -0.29522010 -0.39210896
42 -0.82224652 -0.29522010
43 -0.28027827 -0.82224652
44 -0.66197140 -0.28027827
45 -0.52423598 -0.66197140
46 -0.77803491 -0.52423598
47 -0.67380209 -0.77803491
48 -0.66421476 -0.67380209
49 -0.90169629 -0.66421476
50 -0.64254285 -0.90169629
51 -0.49522010 -0.64254285
52 -0.48874392 -0.49522010
53 -0.25437354 -0.48874392
54 -0.18537888 -0.25437354
55 0.02558402 -0.18537888
56 0.24924539 0.02558402
57 0.10615547 0.24924539
58 0.24052585 0.10615547
59 0.23404967 0.24052585
> 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/freestat/rcomp/tmp/7g7071227717732.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/8klwl1227717732.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/9c8cc1227717732.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/10jz671227717733.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/freestat/rcomp/tmp/115n6b1227717733.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/freestat/rcomp/tmp/128ejv1227717733.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/freestat/rcomp/tmp/13fejs1227717733.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/freestat/rcomp/tmp/14zovo1227717733.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/freestat/rcomp/tmp/15pxiu1227717733.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/freestat/rcomp/tmp/16ynav1227717733.tab")
+ }
>
> system("convert tmp/1up4v1227717732.ps tmp/1up4v1227717732.png")
> system("convert tmp/2x0ju1227717732.ps tmp/2x0ju1227717732.png")
> system("convert tmp/3ht9c1227717732.ps tmp/3ht9c1227717732.png")
> system("convert tmp/4rpbp1227717732.ps tmp/4rpbp1227717732.png")
> system("convert tmp/5vdpf1227717732.ps tmp/5vdpf1227717732.png")
> system("convert tmp/6cbr01227717732.ps tmp/6cbr01227717732.png")
> system("convert tmp/7g7071227717732.ps tmp/7g7071227717732.png")
> system("convert tmp/8klwl1227717732.ps tmp/8klwl1227717732.png")
> system("convert tmp/9c8cc1227717732.ps tmp/9c8cc1227717732.png")
> system("convert tmp/10jz671227717733.ps tmp/10jz671227717733.png")
>
>
> proc.time()
user system elapsed
3.629 2.461 4.049