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Type 'q()' to quit R. > x <- array(list(1687 + ,-183.9235445 + ,1508 + ,-177.0726091 + ,1507 + ,-228.6351091 + ,1385 + ,-237.4476091 + ,1632 + ,-127.7601091 + ,1511 + ,-193.0101091 + ,1559 + ,-220.6351091 + ,1630 + ,-164.5101091 + ,1579 + ,-268.3226091 + ,1653 + ,-333.6976091 + ,2152 + ,-34.26010911 + ,2148 + ,-154.8851091 + ,1752 + ,-97.74528053 + ,1765 + ,101.1056549 + ,1717 + ,2.543154874 + ,1558 + ,-43.26934513 + ,1575 + ,-163.5818451 + ,1520 + ,-162.8318451 + ,1805 + ,46.54315487 + ,1800 + ,26.66815487 + ,1719 + ,-107.1443451 + ,2008 + ,42.48065487 + ,2242 + ,76.91815487 + ,2478 + ,196.2931549 + ,2030 + ,201.4329835 + ,1655 + ,12.28391886 + ,1693 + ,-0.278581137 + ,1623 + ,42.90891886 + ,1805 + ,87.59641886 + ,1746 + ,84.34641886 + ,1795 + ,57.72141886 + ,1926 + ,173.8464189 + ,1619 + ,-185.9660811 + ,1992 + ,47.65891886 + ,2233 + ,89.09641886 + ,2192 + ,-68.52858114 + ,2080 + ,272.6112475 + ,1768 + ,146.4621829 + ,1835 + ,162.8996829 + ,1569 + ,10.08718285 + ,1976 + ,279.7746829 + ,1853 + ,212.5246829 + ,1965 + ,248.8996829 + ,1689 + ,-41.97531715 + ,1778 + ,-5.787817149 + ,1976 + ,52.83718285 + ,2397 + ,274.2746829 + ,2654 + ,414.6496829 + ,2097 + ,310.7895114 + ,1963 + ,362.6404468 + ,1677 + ,26.07794684 + ,1941 + ,403.2654468 + ,2003 + ,327.9529468 + ,1813 + ,193.7029468 + ,2012 + ,317.0779468 + ,1912 + ,202.2029468 + ,2084 + ,321.3904468 + ,2080 + ,178.0154468 + ,2118 + ,16.45294684 + ,2150 + ,-68.17205316 + ,1608 + ,-157.0322246 + ,1503 + ,-76.18128917 + ,1548 + ,-81.74378917 + ,1382 + ,-134.5562892 + ,1731 + ,77.13121083 + ,1798 + ,199.8812108 + ,1779 + ,105.2562108 + ,1887 + ,198.3812108 + ,2004 + ,262.5687108 + ,2077 + ,196.1937108 + ,2092 + ,11.63121083 + ,2051 + ,-145.9937892 + ,1577 + ,-166.8539606 + ,1356 + ,-202.0030252 + ,1652 + ,43.43447482 + ,1382 + ,-113.3780252 + ,1519 + ,-113.6905252 + ,1421 + ,-155.9405252 + ,1442 + ,-210.5655252 + ,1543 + ,-124.4405252 + ,1656 + ,-64.25302518 + ,1561 + ,-298.6280252 + ,1905 + ,-154.1905252 + ,2199 + ,23.18447482 + ,1473 + ,-249.6756966 + ,1655 + ,118.1752388 + ,1407 + ,-180.3872612 + ,1395 + ,-79.19976119 + ,1530 + ,-81.51226119 + ,1309 + ,-246.7622612 + ,1526 + ,-105.3872612 + ,1327 + ,-319.2622612 + ,1627 + ,-72.07476119 + ,1748 + ,-90.44976119 + ,1958 + ,-80.01226119 + ,2274 + ,119.3627388 + ,1648 + ,-53.49743261 + ,1401 + ,-114.6464972 + ,1411 + ,-155.2089972 + ,1403 + ,-50.02149721 + ,1394 + ,-196.3339972 + ,1520 + ,-14.58399721 + ,1528 + ,-82.20899721 + ,1643 + ,17.91600279 + ,1515 + ,-162.8964972 + ,1685 + ,-132.2714972 + ,2000 + ,-16.83399721 + ,2215 + ,81.54100279 + ,1956 + ,275.6808314 + ,1462 + ,-32.46823322 + ,1563 + ,17.96926678 + ,1459 + ,27.15676678 + ,1446 + ,-123.1557332 + ,1622 + ,108.5942668 + ,1657 + ,67.96926678 + ,1638 + ,34.09426678 + ,1643 + ,-13.71823322 + ,1683 + ,-113.0932332 + ,2050 + ,54.34426678 + ,2262 + ,149.7192668 + ,1813 + ,153.8590954 + ,1445 + ,-28.28996923 + ,1762 + ,238.1475308 + ,1461 + ,50.33503077 + ,1556 + ,8.022530771 + ,1431 + ,-61.22746923 + ,1427 + ,-140.8524692 + ,1554 + ,-28.72746923 + ,1645 + ,9.460030771 + ,1653 + ,-121.9149692 + ,2016 + ,41.52253077 + ,2207 + ,115.8975308 + ,1665 + ,27.03735936 + ,1361 + ,-91.11170524 + ,1506 + ,3.325794759 + ,1360 + ,-29.48670524 + ,1453 + ,-73.79920524 + ,1522 + ,50.95079476 + ,1460 + ,-86.67420524 + ,1552 + ,-9.54920524 + ,1548 + ,-66.36170524 + ,1827 + ,73.26329476 + ,1737 + ,-216.2992052 + ,1941 + ,-128.9242052 + ,1474 + ,-142.7843767 + ,1458 + ,27.06655875 + ,1542 + ,60.50405875 + ,1404 + ,35.69155875 + ,1522 + ,16.37905875 + ,1385 + ,-64.87094125 + ,1641 + ,115.5040587 + ,1510 + ,-30.37094125 + ,1681 + ,87.81655875 + ,1938 + ,205.4415587 + ,1868 + ,-64.12094125 + ,1726 + ,-322.7459413 + ,1456 + ,-139.6061127 + ,1445 + ,35.24482274 + ,1456 + ,-4.317677263 + ,1365 + ,17.86982274 + ,1487 + ,2.557322737 + ,1558 + ,129.3073227 + ,1488 + ,-16.31767726 + ,1684 + ,164.8073227 + ,1594 + ,21.99482274 + ,1850 + ,138.6198227 + ,1998 + ,87.05732274 + ,2079 + ,51.43232274 + ,1494 + ,-80.42784867) + ,dim=c(2 + ,169) + ,dimnames=list(c('slachtoffers' + ,'Dummies') + ,1:169)) > y <- array(NA,dim=c(2,169),dimnames=list(c('slachtoffers','Dummies'),1:169)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Include Monthly 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 slachtoffers Dummies M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 1687 -183.9235445 1 0 0 0 0 0 0 0 0 0 0 1 2 1508 -177.0726091 0 1 0 0 0 0 0 0 0 0 0 2 3 1507 -228.6351091 0 0 1 0 0 0 0 0 0 0 0 3 4 1385 -237.4476091 0 0 0 1 0 0 0 0 0 0 0 4 5 1632 -127.7601091 0 0 0 0 1 0 0 0 0 0 0 5 6 1511 -193.0101091 0 0 0 0 0 1 0 0 0 0 0 6 7 1559 -220.6351091 0 0 0 0 0 0 1 0 0 0 0 7 8 1630 -164.5101091 0 0 0 0 0 0 0 1 0 0 0 8 9 1579 -268.3226091 0 0 0 0 0 0 0 0 1 0 0 9 10 1653 -333.6976091 0 0 0 0 0 0 0 0 0 1 0 10 11 2152 -34.2601091 0 0 0 0 0 0 0 0 0 0 1 11 12 2148 -154.8851091 0 0 0 0 0 0 0 0 0 0 0 12 13 1752 -97.7452805 1 0 0 0 0 0 0 0 0 0 0 13 14 1765 101.1056549 0 1 0 0 0 0 0 0 0 0 0 14 15 1717 2.5431549 0 0 1 0 0 0 0 0 0 0 0 15 16 1558 -43.2693451 0 0 0 1 0 0 0 0 0 0 0 16 17 1575 -163.5818451 0 0 0 0 1 0 0 0 0 0 0 17 18 1520 -162.8318451 0 0 0 0 0 1 0 0 0 0 0 18 19 1805 46.5431549 0 0 0 0 0 0 1 0 0 0 0 19 20 1800 26.6681549 0 0 0 0 0 0 0 1 0 0 0 20 21 1719 -107.1443451 0 0 0 0 0 0 0 0 1 0 0 21 22 2008 42.4806549 0 0 0 0 0 0 0 0 0 1 0 22 23 2242 76.9181549 0 0 0 0 0 0 0 0 0 0 1 23 24 2478 196.2931549 0 0 0 0 0 0 0 0 0 0 0 24 25 2030 201.4329835 1 0 0 0 0 0 0 0 0 0 0 25 26 1655 12.2839189 0 1 0 0 0 0 0 0 0 0 0 26 27 1693 -0.2785811 0 0 1 0 0 0 0 0 0 0 0 27 28 1623 42.9089189 0 0 0 1 0 0 0 0 0 0 0 28 29 1805 87.5964189 0 0 0 0 1 0 0 0 0 0 0 29 30 1746 84.3464189 0 0 0 0 0 1 0 0 0 0 0 30 31 1795 57.7214189 0 0 0 0 0 0 1 0 0 0 0 31 32 1926 173.8464189 0 0 0 0 0 0 0 1 0 0 0 32 33 1619 -185.9660811 0 0 0 0 0 0 0 0 1 0 0 33 34 1992 47.6589189 0 0 0 0 0 0 0 0 0 1 0 34 35 2233 89.0964189 0 0 0 0 0 0 0 0 0 0 1 35 36 2192 -68.5285811 0 0 0 0 0 0 0 0 0 0 0 36 37 2080 272.6112475 1 0 0 0 0 0 0 0 0 0 0 37 38 1768 146.4621829 0 1 0 0 0 0 0 0 0 0 0 38 39 1835 162.8996829 0 0 1 0 0 0 0 0 0 0 0 39 40 1569 10.0871828 0 0 0 1 0 0 0 0 0 0 0 40 41 1976 279.7746829 0 0 0 0 1 0 0 0 0 0 0 41 42 1853 212.5246829 0 0 0 0 0 1 0 0 0 0 0 42 43 1965 248.8996829 0 0 0 0 0 0 1 0 0 0 0 43 44 1689 -41.9753172 0 0 0 0 0 0 0 1 0 0 0 44 45 1778 -5.7878171 0 0 0 0 0 0 0 0 1 0 0 45 46 1976 52.8371828 0 0 0 0 0 0 0 0 0 1 0 46 47 2397 274.2746829 0 0 0 0 0 0 0 0 0 0 1 47 48 2654 414.6496829 0 0 0 0 0 0 0 0 0 0 0 48 49 2097 310.7895114 1 0 0 0 0 0 0 0 0 0 0 49 50 1963 362.6404468 0 1 0 0 0 0 0 0 0 0 0 50 51 1677 26.0779468 0 0 1 0 0 0 0 0 0 0 0 51 52 1941 403.2654468 0 0 0 1 0 0 0 0 0 0 0 52 53 2003 327.9529468 0 0 0 0 1 0 0 0 0 0 0 53 54 1813 193.7029468 0 0 0 0 0 1 0 0 0 0 0 54 55 2012 317.0779468 0 0 0 0 0 0 1 0 0 0 0 55 56 1912 202.2029468 0 0 0 0 0 0 0 1 0 0 0 56 57 2084 321.3904468 0 0 0 0 0 0 0 0 1 0 0 57 58 2080 178.0154468 0 0 0 0 0 0 0 0 0 1 0 58 59 2118 16.4529468 0 0 0 0 0 0 0 0 0 0 1 59 60 2150 -68.1720532 0 0 0 0 0 0 0 0 0 0 0 60 61 1608 -157.0322246 1 0 0 0 0 0 0 0 0 0 0 61 62 1503 -76.1812892 0 1 0 0 0 0 0 0 0 0 0 62 63 1548 -81.7437892 0 0 1 0 0 0 0 0 0 0 0 63 64 1382 -134.5562892 0 0 0 1 0 0 0 0 0 0 0 64 65 1731 77.1312108 0 0 0 0 1 0 0 0 0 0 0 65 66 1798 199.8812108 0 0 0 0 0 1 0 0 0 0 0 66 67 1779 105.2562108 0 0 0 0 0 0 1 0 0 0 0 67 68 1887 198.3812108 0 0 0 0 0 0 0 1 0 0 0 68 69 2004 262.5687108 0 0 0 0 0 0 0 0 1 0 0 69 70 2077 196.1937108 0 0 0 0 0 0 0 0 0 1 0 70 71 2092 11.6312108 0 0 0 0 0 0 0 0 0 0 1 71 72 2051 -145.9937892 0 0 0 0 0 0 0 0 0 0 0 72 73 1577 -166.8539606 1 0 0 0 0 0 0 0 0 0 0 73 74 1356 -202.0030252 0 1 0 0 0 0 0 0 0 0 0 74 75 1652 43.4344748 0 0 1 0 0 0 0 0 0 0 0 75 76 1382 -113.3780252 0 0 0 1 0 0 0 0 0 0 0 76 77 1519 -113.6905252 0 0 0 0 1 0 0 0 0 0 0 77 78 1421 -155.9405252 0 0 0 0 0 1 0 0 0 0 0 78 79 1442 -210.5655252 0 0 0 0 0 0 1 0 0 0 0 79 80 1543 -124.4405252 0 0 0 0 0 0 0 1 0 0 0 80 81 1656 -64.2530252 0 0 0 0 0 0 0 0 1 0 0 81 82 1561 -298.6280252 0 0 0 0 0 0 0 0 0 1 0 82 83 1905 -154.1905252 0 0 0 0 0 0 0 0 0 0 1 83 84 2199 23.1844748 0 0 0 0 0 0 0 0 0 0 0 84 85 1473 -249.6756966 1 0 0 0 0 0 0 0 0 0 0 85 86 1655 118.1752388 0 1 0 0 0 0 0 0 0 0 0 86 87 1407 -180.3872612 0 0 1 0 0 0 0 0 0 0 0 87 88 1395 -79.1997612 0 0 0 1 0 0 0 0 0 0 0 88 89 1530 -81.5122612 0 0 0 0 1 0 0 0 0 0 0 89 90 1309 -246.7622612 0 0 0 0 0 1 0 0 0 0 0 90 91 1526 -105.3872612 0 0 0 0 0 0 1 0 0 0 0 91 92 1327 -319.2622612 0 0 0 0 0 0 0 1 0 0 0 92 93 1627 -72.0747612 0 0 0 0 0 0 0 0 1 0 0 93 94 1748 -90.4497612 0 0 0 0 0 0 0 0 0 1 0 94 95 1958 -80.0122612 0 0 0 0 0 0 0 0 0 0 1 95 96 2274 119.3627388 0 0 0 0 0 0 0 0 0 0 0 96 97 1648 -53.4974326 1 0 0 0 0 0 0 0 0 0 0 97 98 1401 -114.6464972 0 1 0 0 0 0 0 0 0 0 0 98 99 1411 -155.2089972 0 0 1 0 0 0 0 0 0 0 0 99 100 1403 -50.0214972 0 0 0 1 0 0 0 0 0 0 0 100 101 1394 -196.3339972 0 0 0 0 1 0 0 0 0 0 0 101 102 1520 -14.5839972 0 0 0 0 0 1 0 0 0 0 0 102 103 1528 -82.2089972 0 0 0 0 0 0 1 0 0 0 0 103 104 1643 17.9160028 0 0 0 0 0 0 0 1 0 0 0 104 105 1515 -162.8964972 0 0 0 0 0 0 0 0 1 0 0 105 106 1685 -132.2714972 0 0 0 0 0 0 0 0 0 1 0 106 107 2000 -16.8339972 0 0 0 0 0 0 0 0 0 0 1 107 108 2215 81.5410028 0 0 0 0 0 0 0 0 0 0 0 108 109 1956 275.6808314 1 0 0 0 0 0 0 0 0 0 0 109 110 1462 -32.4682332 0 1 0 0 0 0 0 0 0 0 0 110 111 1563 17.9692668 0 0 1 0 0 0 0 0 0 0 0 111 112 1459 27.1567668 0 0 0 1 0 0 0 0 0 0 0 112 113 1446 -123.1557332 0 0 0 0 1 0 0 0 0 0 0 113 114 1622 108.5942668 0 0 0 0 0 1 0 0 0 0 0 114 115 1657 67.9692668 0 0 0 0 0 0 1 0 0 0 0 115 116 1638 34.0942668 0 0 0 0 0 0 0 1 0 0 0 116 117 1643 -13.7182332 0 0 0 0 0 0 0 0 1 0 0 117 118 1683 -113.0932332 0 0 0 0 0 0 0 0 0 1 0 118 119 2050 54.3442668 0 0 0 0 0 0 0 0 0 0 1 119 120 2262 149.7192668 0 0 0 0 0 0 0 0 0 0 0 120 121 1813 153.8590954 1 0 0 0 0 0 0 0 0 0 0 121 122 1445 -28.2899692 0 1 0 0 0 0 0 0 0 0 0 122 123 1762 238.1475308 0 0 1 0 0 0 0 0 0 0 0 123 124 1461 50.3350308 0 0 0 1 0 0 0 0 0 0 0 124 125 1556 8.0225308 0 0 0 0 1 0 0 0 0 0 0 125 126 1431 -61.2274692 0 0 0 0 0 1 0 0 0 0 0 126 127 1427 -140.8524692 0 0 0 0 0 0 1 0 0 0 0 127 128 1554 -28.7274692 0 0 0 0 0 0 0 1 0 0 0 128 129 1645 9.4600308 0 0 0 0 0 0 0 0 1 0 0 129 130 1653 -121.9149692 0 0 0 0 0 0 0 0 0 1 0 130 131 2016 41.5225308 0 0 0 0 0 0 0 0 0 0 1 131 132 2207 115.8975308 0 0 0 0 0 0 0 0 0 0 0 132 133 1665 27.0373594 1 0 0 0 0 0 0 0 0 0 0 133 134 1361 -91.1117052 0 1 0 0 0 0 0 0 0 0 0 134 135 1506 3.3257948 0 0 1 0 0 0 0 0 0 0 0 135 136 1360 -29.4867052 0 0 0 1 0 0 0 0 0 0 0 136 137 1453 -73.7992052 0 0 0 0 1 0 0 0 0 0 0 137 138 1522 50.9507948 0 0 0 0 0 1 0 0 0 0 0 138 139 1460 -86.6742052 0 0 0 0 0 0 1 0 0 0 0 139 140 1552 -9.5492052 0 0 0 0 0 0 0 1 0 0 0 140 141 1548 -66.3617052 0 0 0 0 0 0 0 0 1 0 0 141 142 1827 73.2632948 0 0 0 0 0 0 0 0 0 1 0 142 143 1737 -216.2992052 0 0 0 0 0 0 0 0 0 0 1 143 144 1941 -128.9242052 0 0 0 0 0 0 0 0 0 0 0 144 145 1474 -142.7843767 1 0 0 0 0 0 0 0 0 0 0 145 146 1458 27.0665587 0 1 0 0 0 0 0 0 0 0 0 146 147 1542 60.5040587 0 0 1 0 0 0 0 0 0 0 0 147 148 1404 35.6915587 0 0 0 1 0 0 0 0 0 0 0 148 149 1522 16.3790587 0 0 0 0 1 0 0 0 0 0 0 149 150 1385 -64.8709413 0 0 0 0 0 1 0 0 0 0 0 150 151 1641 115.5040587 0 0 0 0 0 0 1 0 0 0 0 151 152 1510 -30.3709413 0 0 0 0 0 0 0 1 0 0 0 152 153 1681 87.8165587 0 0 0 0 0 0 0 0 1 0 0 153 154 1938 205.4415587 0 0 0 0 0 0 0 0 0 1 0 154 155 1868 -64.1209413 0 0 0 0 0 0 0 0 0 0 1 155 156 1726 -322.7459413 0 0 0 0 0 0 0 0 0 0 0 156 157 1456 -139.6061127 1 0 0 0 0 0 0 0 0 0 0 157 158 1445 35.2448227 0 1 0 0 0 0 0 0 0 0 0 158 159 1456 -4.3176773 0 0 1 0 0 0 0 0 0 0 0 159 160 1365 17.8698227 0 0 0 1 0 0 0 0 0 0 0 160 161 1487 2.5573227 0 0 0 0 1 0 0 0 0 0 0 161 162 1558 129.3073227 0 0 0 0 0 1 0 0 0 0 0 162 163 1488 -16.3176773 0 0 0 0 0 0 1 0 0 0 0 163 164 1684 164.8073227 0 0 0 0 0 0 0 1 0 0 0 164 165 1594 21.9948227 0 0 0 0 0 0 0 0 1 0 0 165 166 1850 138.6198227 0 0 0 0 0 0 0 0 0 1 0 166 167 1998 87.0573227 0 0 0 0 0 0 0 0 0 0 1 167 168 2079 51.4323227 0 0 0 0 0 0 0 0 0 0 0 168 169 1494 -80.4278487 1 0 0 0 0 0 0 0 0 0 0 169 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Dummies M1 M2 M3 M4 2324.063 1.000 -451.375 -635.461 -583.134 -694.556 M5 M6 M7 M8 M9 M10 -555.479 -609.464 -532.074 -515.434 -460.857 -319.717 M11 t -118.390 -1.765 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -5.139e-08 -9.793e-09 2.056e-11 9.800e-09 5.235e-08 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.324e+03 6.408e-09 3.627e+11 <2e-16 *** Dummies 1.000e+00 1.073e-11 9.321e+10 <2e-16 *** M1 -4.514e+02 7.866e-09 -5.738e+10 <2e-16 *** M2 -6.355e+02 8.003e-09 -7.940e+10 <2e-16 *** M3 -5.831e+02 8.006e-09 -7.284e+10 <2e-16 *** M4 -6.946e+02 8.005e-09 -8.677e+10 <2e-16 *** M5 -5.555e+02 8.003e-09 -6.941e+10 <2e-16 *** M6 -6.095e+02 7.999e-09 -7.619e+10 <2e-16 *** M7 -5.321e+02 7.998e-09 -6.653e+10 <2e-16 *** M8 -5.154e+02 7.997e-09 -6.445e+10 <2e-16 *** M9 -4.609e+02 8.005e-09 -5.757e+10 <2e-16 *** M10 -3.197e+02 8.002e-09 -3.995e+10 <2e-16 *** M11 -1.184e+02 7.996e-09 -1.481e+10 <2e-16 *** t -1.765e+00 3.342e-11 -5.281e+10 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.115e-08 on 155 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 2.057e+21 on 13 and 155 DF, p-value: < 2.2e-16 > postscript(file="/var/www/html/rcomp/tmp/1lxl71227776311.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/2d8qg1227776311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3hkbw1227776311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4y56s1227776311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5d06p1227776311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 169 Frequency = 1 1 2 3 4 5 -7.775163e-09 -3.762945e-09 1.084734e-09 -1.119623e-08 -2.307617e-09 6 7 8 9 10 -7.907260e-09 -9.792625e-09 -1.243600e-08 -3.725433e-09 -1.251271e-08 11 12 13 14 15 7.818120e-09 4.400494e-10 8.985605e-09 -1.871924e-08 1.255004e-08 16 17 18 19 20 4.600097e-09 -1.445327e-08 -2.064311e-08 5.350323e-09 3.387279e-09 21 22 23 24 25 -1.763405e-08 1.654206e-09 1.435738e-08 -1.516928e-08 -3.615822e-08 26 27 28 29 30 9.609962e-09 1.110932e-08 1.362825e-09 1.083253e-08 4.678464e-09 31 32 33 34 35 2.784409e-09 -4.039612e-08 -2.939451e-08 -8.580489e-10 1.178245e-08 36 37 38 39 40 1.473514e-08 -4.926120e-08 -4.405702e-08 -3.981717e-08 -8.092173e-10 41 42 43 44 45 -4.335348e-08 -4.893469e-08 -5.139272e-08 -9.302361e-10 5.526975e-09 46 47 48 49 50 -3.370348e-09 -4.234102e-08 -4.205568e-08 3.793116e-08 4.154219e-08 51 52 53 54 55 8.941672e-09 3.320558e-08 4.374926e-08 3.876787e-08 3.553110e-08 56 57 58 59 60 3.441827e-08 4.113251e-08 3.304331e-08 7.500863e-09 9.800215e-09 61 62 63 64 65 2.965266e-08 3.004087e-09 7.440814e-09 2.555368e-08 3.528389e-09 66 67 68 69 70 2.624667e-08 2.496120e-08 2.198648e-08 2.919317e-08 2.041465e-08 71 72 73 74 75 5.078141e-09 3.803098e-08 1.727459e-08 2.166441e-08 3.854517e-09 76 77 78 79 80 1.289813e-08 2.277063e-08 1.696563e-08 1.532228e-08 1.241019e-08 81 82 83 84 85 -3.474909e-10 1.237802e-08 2.409630e-08 4.050680e-09 5.550063e-09 86 87 88 89 90 6.332612e-09 1.339198e-08 -9.873616e-09 1.665364e-11 5.312811e-09 91 92 93 94 95 1.914786e-09 1.688150e-09 -2.743377e-09 -1.195137e-08 9.664421e-10 96 97 98 99 100 1.072389e-08 1.328147e-09 -4.049332e-09 7.007191e-10 -2.600650e-09 101 102 103 104 105 -1.421553e-09 7.686441e-10 -7.584348e-10 -3.795931e-09 -4.396318e-09 106 107 108 109 110 -1.404285e-08 7.935099e-09 8.596482e-09 -2.408417e-08 2.749093e-09 111 112 113 114 115 6.684733e-09 -5.757533e-09 -1.454245e-08 -2.279979e-08 -4.568706e-09 116 117 118 119 120 -6.406420e-09 1.802532e-09 -2.668043e-08 4.832109e-09 -1.447983e-08 121 122 123 124 125 -3.545972e-08 2.457604e-10 -2.775208e-08 -8.430953e-09 8.175049e-10 126 127 128 129 130 -3.745766e-09 -3.516546e-08 -8.310316e-09 -1.870798e-09 -3.906746e-08 131 132 133 134 135 2.481029e-09 -2.664290e-08 -6.790522e-09 -1.657671e-09 2.883897e-09 136 137 138 139 140 -1.018243e-08 8.390171e-11 -7.215723e-09 -8.116430e-09 -1.094782e-08 141 142 143 144 145 -2.658233e-09 -1.328042e-08 -3.767727e-08 -3.691755e-08 4.226367e-08 146 147 148 149 150 -5.181401e-09 -1.093745e-09 -1.323165e-08 -3.189164e-09 -8.644895e-09 151 152 153 154 155 3.760813e-08 -1.322729e-08 -6.504195e-09 3.307067e-08 -1.505305e-09 156 157 158 159 160 5.235150e-08 2.976940e-08 -7.720502e-09 2.055873e-11 -1.553802e-08 161 162 163 164 165 -2.531339e-09 2.715115e-08 -1.367784e-08 2.255976e-08 -8.380783e-09 166 167 168 169 2.120278e-08 -5.324356e-09 -3.463699e-09 -1.322629e-08 > postscript(file="/var/www/html/rcomp/tmp/6hd8f1227776311.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 = 169 Frequency = 1 lag(myerror, k = 1) myerror 0 -7.775163e-09 NA 1 -3.762945e-09 -7.775163e-09 2 1.084734e-09 -3.762945e-09 3 -1.119623e-08 1.084734e-09 4 -2.307617e-09 -1.119623e-08 5 -7.907260e-09 -2.307617e-09 6 -9.792625e-09 -7.907260e-09 7 -1.243600e-08 -9.792625e-09 8 -3.725433e-09 -1.243600e-08 9 -1.251271e-08 -3.725433e-09 10 7.818120e-09 -1.251271e-08 11 4.400494e-10 7.818120e-09 12 8.985605e-09 4.400494e-10 13 -1.871924e-08 8.985605e-09 14 1.255004e-08 -1.871924e-08 15 4.600097e-09 1.255004e-08 16 -1.445327e-08 4.600097e-09 17 -2.064311e-08 -1.445327e-08 18 5.350323e-09 -2.064311e-08 19 3.387279e-09 5.350323e-09 20 -1.763405e-08 3.387279e-09 21 1.654206e-09 -1.763405e-08 22 1.435738e-08 1.654206e-09 23 -1.516928e-08 1.435738e-08 24 -3.615822e-08 -1.516928e-08 25 9.609962e-09 -3.615822e-08 26 1.110932e-08 9.609962e-09 27 1.362825e-09 1.110932e-08 28 1.083253e-08 1.362825e-09 29 4.678464e-09 1.083253e-08 30 2.784409e-09 4.678464e-09 31 -4.039612e-08 2.784409e-09 32 -2.939451e-08 -4.039612e-08 33 -8.580489e-10 -2.939451e-08 34 1.178245e-08 -8.580489e-10 35 1.473514e-08 1.178245e-08 36 -4.926120e-08 1.473514e-08 37 -4.405702e-08 -4.926120e-08 38 -3.981717e-08 -4.405702e-08 39 -8.092173e-10 -3.981717e-08 40 -4.335348e-08 -8.092173e-10 41 -4.893469e-08 -4.335348e-08 42 -5.139272e-08 -4.893469e-08 43 -9.302361e-10 -5.139272e-08 44 5.526975e-09 -9.302361e-10 45 -3.370348e-09 5.526975e-09 46 -4.234102e-08 -3.370348e-09 47 -4.205568e-08 -4.234102e-08 48 3.793116e-08 -4.205568e-08 49 4.154219e-08 3.793116e-08 50 8.941672e-09 4.154219e-08 51 3.320558e-08 8.941672e-09 52 4.374926e-08 3.320558e-08 53 3.876787e-08 4.374926e-08 54 3.553110e-08 3.876787e-08 55 3.441827e-08 3.553110e-08 56 4.113251e-08 3.441827e-08 57 3.304331e-08 4.113251e-08 58 7.500863e-09 3.304331e-08 59 9.800215e-09 7.500863e-09 60 2.965266e-08 9.800215e-09 61 3.004087e-09 2.965266e-08 62 7.440814e-09 3.004087e-09 63 2.555368e-08 7.440814e-09 64 3.528389e-09 2.555368e-08 65 2.624667e-08 3.528389e-09 66 2.496120e-08 2.624667e-08 67 2.198648e-08 2.496120e-08 68 2.919317e-08 2.198648e-08 69 2.041465e-08 2.919317e-08 70 5.078141e-09 2.041465e-08 71 3.803098e-08 5.078141e-09 72 1.727459e-08 3.803098e-08 73 2.166441e-08 1.727459e-08 74 3.854517e-09 2.166441e-08 75 1.289813e-08 3.854517e-09 76 2.277063e-08 1.289813e-08 77 1.696563e-08 2.277063e-08 78 1.532228e-08 1.696563e-08 79 1.241019e-08 1.532228e-08 80 -3.474909e-10 1.241019e-08 81 1.237802e-08 -3.474909e-10 82 2.409630e-08 1.237802e-08 83 4.050680e-09 2.409630e-08 84 5.550063e-09 4.050680e-09 85 6.332612e-09 5.550063e-09 86 1.339198e-08 6.332612e-09 87 -9.873616e-09 1.339198e-08 88 1.665364e-11 -9.873616e-09 89 5.312811e-09 1.665364e-11 90 1.914786e-09 5.312811e-09 91 1.688150e-09 1.914786e-09 92 -2.743377e-09 1.688150e-09 93 -1.195137e-08 -2.743377e-09 94 9.664421e-10 -1.195137e-08 95 1.072389e-08 9.664421e-10 96 1.328147e-09 1.072389e-08 97 -4.049332e-09 1.328147e-09 98 7.007191e-10 -4.049332e-09 99 -2.600650e-09 7.007191e-10 100 -1.421553e-09 -2.600650e-09 101 7.686441e-10 -1.421553e-09 102 -7.584348e-10 7.686441e-10 103 -3.795931e-09 -7.584348e-10 104 -4.396318e-09 -3.795931e-09 105 -1.404285e-08 -4.396318e-09 106 7.935099e-09 -1.404285e-08 107 8.596482e-09 7.935099e-09 108 -2.408417e-08 8.596482e-09 109 2.749093e-09 -2.408417e-08 110 6.684733e-09 2.749093e-09 111 -5.757533e-09 6.684733e-09 112 -1.454245e-08 -5.757533e-09 113 -2.279979e-08 -1.454245e-08 114 -4.568706e-09 -2.279979e-08 115 -6.406420e-09 -4.568706e-09 116 1.802532e-09 -6.406420e-09 117 -2.668043e-08 1.802532e-09 118 4.832109e-09 -2.668043e-08 119 -1.447983e-08 4.832109e-09 120 -3.545972e-08 -1.447983e-08 121 2.457604e-10 -3.545972e-08 122 -2.775208e-08 2.457604e-10 123 -8.430953e-09 -2.775208e-08 124 8.175049e-10 -8.430953e-09 125 -3.745766e-09 8.175049e-10 126 -3.516546e-08 -3.745766e-09 127 -8.310316e-09 -3.516546e-08 128 -1.870798e-09 -8.310316e-09 129 -3.906746e-08 -1.870798e-09 130 2.481029e-09 -3.906746e-08 131 -2.664290e-08 2.481029e-09 132 -6.790522e-09 -2.664290e-08 133 -1.657671e-09 -6.790522e-09 134 2.883897e-09 -1.657671e-09 135 -1.018243e-08 2.883897e-09 136 8.390171e-11 -1.018243e-08 137 -7.215723e-09 8.390171e-11 138 -8.116430e-09 -7.215723e-09 139 -1.094782e-08 -8.116430e-09 140 -2.658233e-09 -1.094782e-08 141 -1.328042e-08 -2.658233e-09 142 -3.767727e-08 -1.328042e-08 143 -3.691755e-08 -3.767727e-08 144 4.226367e-08 -3.691755e-08 145 -5.181401e-09 4.226367e-08 146 -1.093745e-09 -5.181401e-09 147 -1.323165e-08 -1.093745e-09 148 -3.189164e-09 -1.323165e-08 149 -8.644895e-09 -3.189164e-09 150 3.760813e-08 -8.644895e-09 151 -1.322729e-08 3.760813e-08 152 -6.504195e-09 -1.322729e-08 153 3.307067e-08 -6.504195e-09 154 -1.505305e-09 3.307067e-08 155 5.235150e-08 -1.505305e-09 156 2.976940e-08 5.235150e-08 157 -7.720502e-09 2.976940e-08 158 2.055873e-11 -7.720502e-09 159 -1.553802e-08 2.055873e-11 160 -2.531339e-09 -1.553802e-08 161 2.715115e-08 -2.531339e-09 162 -1.367784e-08 2.715115e-08 163 2.255976e-08 -1.367784e-08 164 -8.380783e-09 2.255976e-08 165 2.120278e-08 -8.380783e-09 166 -5.324356e-09 2.120278e-08 167 -3.463699e-09 -5.324356e-09 168 -1.322629e-08 -3.463699e-09 169 NA -1.322629e-08 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -3.762945e-09 -7.775163e-09 [2,] 1.084734e-09 -3.762945e-09 [3,] -1.119623e-08 1.084734e-09 [4,] -2.307617e-09 -1.119623e-08 [5,] -7.907260e-09 -2.307617e-09 [6,] -9.792625e-09 -7.907260e-09 [7,] -1.243600e-08 -9.792625e-09 [8,] -3.725433e-09 -1.243600e-08 [9,] -1.251271e-08 -3.725433e-09 [10,] 7.818120e-09 -1.251271e-08 [11,] 4.400494e-10 7.818120e-09 [12,] 8.985605e-09 4.400494e-10 [13,] -1.871924e-08 8.985605e-09 [14,] 1.255004e-08 -1.871924e-08 [15,] 4.600097e-09 1.255004e-08 [16,] -1.445327e-08 4.600097e-09 [17,] -2.064311e-08 -1.445327e-08 [18,] 5.350323e-09 -2.064311e-08 [19,] 3.387279e-09 5.350323e-09 [20,] -1.763405e-08 3.387279e-09 [21,] 1.654206e-09 -1.763405e-08 [22,] 1.435738e-08 1.654206e-09 [23,] -1.516928e-08 1.435738e-08 [24,] -3.615822e-08 -1.516928e-08 [25,] 9.609962e-09 -3.615822e-08 [26,] 1.110932e-08 9.609962e-09 [27,] 1.362825e-09 1.110932e-08 [28,] 1.083253e-08 1.362825e-09 [29,] 4.678464e-09 1.083253e-08 [30,] 2.784409e-09 4.678464e-09 [31,] -4.039612e-08 2.784409e-09 [32,] -2.939451e-08 -4.039612e-08 [33,] -8.580489e-10 -2.939451e-08 [34,] 1.178245e-08 -8.580489e-10 [35,] 1.473514e-08 1.178245e-08 [36,] -4.926120e-08 1.473514e-08 [37,] -4.405702e-08 -4.926120e-08 [38,] -3.981717e-08 -4.405702e-08 [39,] -8.092173e-10 -3.981717e-08 [40,] -4.335348e-08 -8.092173e-10 [41,] -4.893469e-08 -4.335348e-08 [42,] -5.139272e-08 -4.893469e-08 [43,] -9.302361e-10 -5.139272e-08 [44,] 5.526975e-09 -9.302361e-10 [45,] -3.370348e-09 5.526975e-09 [46,] -4.234102e-08 -3.370348e-09 [47,] -4.205568e-08 -4.234102e-08 [48,] 3.793116e-08 -4.205568e-08 [49,] 4.154219e-08 3.793116e-08 [50,] 8.941672e-09 4.154219e-08 [51,] 3.320558e-08 8.941672e-09 [52,] 4.374926e-08 3.320558e-08 [53,] 3.876787e-08 4.374926e-08 [54,] 3.553110e-08 3.876787e-08 [55,] 3.441827e-08 3.553110e-08 [56,] 4.113251e-08 3.441827e-08 [57,] 3.304331e-08 4.113251e-08 [58,] 7.500863e-09 3.304331e-08 [59,] 9.800215e-09 7.500863e-09 [60,] 2.965266e-08 9.800215e-09 [61,] 3.004087e-09 2.965266e-08 [62,] 7.440814e-09 3.004087e-09 [63,] 2.555368e-08 7.440814e-09 [64,] 3.528389e-09 2.555368e-08 [65,] 2.624667e-08 3.528389e-09 [66,] 2.496120e-08 2.624667e-08 [67,] 2.198648e-08 2.496120e-08 [68,] 2.919317e-08 2.198648e-08 [69,] 2.041465e-08 2.919317e-08 [70,] 5.078141e-09 2.041465e-08 [71,] 3.803098e-08 5.078141e-09 [72,] 1.727459e-08 3.803098e-08 [73,] 2.166441e-08 1.727459e-08 [74,] 3.854517e-09 2.166441e-08 [75,] 1.289813e-08 3.854517e-09 [76,] 2.277063e-08 1.289813e-08 [77,] 1.696563e-08 2.277063e-08 [78,] 1.532228e-08 1.696563e-08 [79,] 1.241019e-08 1.532228e-08 [80,] -3.474909e-10 1.241019e-08 [81,] 1.237802e-08 -3.474909e-10 [82,] 2.409630e-08 1.237802e-08 [83,] 4.050680e-09 2.409630e-08 [84,] 5.550063e-09 4.050680e-09 [85,] 6.332612e-09 5.550063e-09 [86,] 1.339198e-08 6.332612e-09 [87,] -9.873616e-09 1.339198e-08 [88,] 1.665364e-11 -9.873616e-09 [89,] 5.312811e-09 1.665364e-11 [90,] 1.914786e-09 5.312811e-09 [91,] 1.688150e-09 1.914786e-09 [92,] -2.743377e-09 1.688150e-09 [93,] -1.195137e-08 -2.743377e-09 [94,] 9.664421e-10 -1.195137e-08 [95,] 1.072389e-08 9.664421e-10 [96,] 1.328147e-09 1.072389e-08 [97,] -4.049332e-09 1.328147e-09 [98,] 7.007191e-10 -4.049332e-09 [99,] -2.600650e-09 7.007191e-10 [100,] -1.421553e-09 -2.600650e-09 [101,] 7.686441e-10 -1.421553e-09 [102,] -7.584348e-10 7.686441e-10 [103,] -3.795931e-09 -7.584348e-10 [104,] -4.396318e-09 -3.795931e-09 [105,] -1.404285e-08 -4.396318e-09 [106,] 7.935099e-09 -1.404285e-08 [107,] 8.596482e-09 7.935099e-09 [108,] -2.408417e-08 8.596482e-09 [109,] 2.749093e-09 -2.408417e-08 [110,] 6.684733e-09 2.749093e-09 [111,] -5.757533e-09 6.684733e-09 [112,] -1.454245e-08 -5.757533e-09 [113,] -2.279979e-08 -1.454245e-08 [114,] -4.568706e-09 -2.279979e-08 [115,] -6.406420e-09 -4.568706e-09 [116,] 1.802532e-09 -6.406420e-09 [117,] -2.668043e-08 1.802532e-09 [118,] 4.832109e-09 -2.668043e-08 [119,] -1.447983e-08 4.832109e-09 [120,] -3.545972e-08 -1.447983e-08 [121,] 2.457604e-10 -3.545972e-08 [122,] -2.775208e-08 2.457604e-10 [123,] -8.430953e-09 -2.775208e-08 [124,] 8.175049e-10 -8.430953e-09 [125,] -3.745766e-09 8.175049e-10 [126,] -3.516546e-08 -3.745766e-09 [127,] -8.310316e-09 -3.516546e-08 [128,] -1.870798e-09 -8.310316e-09 [129,] -3.906746e-08 -1.870798e-09 [130,] 2.481029e-09 -3.906746e-08 [131,] -2.664290e-08 2.481029e-09 [132,] -6.790522e-09 -2.664290e-08 [133,] -1.657671e-09 -6.790522e-09 [134,] 2.883897e-09 -1.657671e-09 [135,] -1.018243e-08 2.883897e-09 [136,] 8.390171e-11 -1.018243e-08 [137,] -7.215723e-09 8.390171e-11 [138,] -8.116430e-09 -7.215723e-09 [139,] -1.094782e-08 -8.116430e-09 [140,] -2.658233e-09 -1.094782e-08 [141,] -1.328042e-08 -2.658233e-09 [142,] -3.767727e-08 -1.328042e-08 [143,] -3.691755e-08 -3.767727e-08 [144,] 4.226367e-08 -3.691755e-08 [145,] -5.181401e-09 4.226367e-08 [146,] -1.093745e-09 -5.181401e-09 [147,] -1.323165e-08 -1.093745e-09 [148,] -3.189164e-09 -1.323165e-08 [149,] -8.644895e-09 -3.189164e-09 [150,] 3.760813e-08 -8.644895e-09 [151,] -1.322729e-08 3.760813e-08 [152,] -6.504195e-09 -1.322729e-08 [153,] 3.307067e-08 -6.504195e-09 [154,] -1.505305e-09 3.307067e-08 [155,] 5.235150e-08 -1.505305e-09 [156,] 2.976940e-08 5.235150e-08 [157,] -7.720502e-09 2.976940e-08 [158,] 2.055873e-11 -7.720502e-09 [159,] -1.553802e-08 2.055873e-11 [160,] -2.531339e-09 -1.553802e-08 [161,] 2.715115e-08 -2.531339e-09 [162,] -1.367784e-08 2.715115e-08 [163,] 2.255976e-08 -1.367784e-08 [164,] -8.380783e-09 2.255976e-08 [165,] 2.120278e-08 -8.380783e-09 [166,] -5.324356e-09 2.120278e-08 [167,] -3.463699e-09 -5.324356e-09 [168,] -1.322629e-08 -3.463699e-09 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -3.762945e-09 -7.775163e-09 2 1.084734e-09 -3.762945e-09 3 -1.119623e-08 1.084734e-09 4 -2.307617e-09 -1.119623e-08 5 -7.907260e-09 -2.307617e-09 6 -9.792625e-09 -7.907260e-09 7 -1.243600e-08 -9.792625e-09 8 -3.725433e-09 -1.243600e-08 9 -1.251271e-08 -3.725433e-09 10 7.818120e-09 -1.251271e-08 11 4.400494e-10 7.818120e-09 12 8.985605e-09 4.400494e-10 13 -1.871924e-08 8.985605e-09 14 1.255004e-08 -1.871924e-08 15 4.600097e-09 1.255004e-08 16 -1.445327e-08 4.600097e-09 17 -2.064311e-08 -1.445327e-08 18 5.350323e-09 -2.064311e-08 19 3.387279e-09 5.350323e-09 20 -1.763405e-08 3.387279e-09 21 1.654206e-09 -1.763405e-08 22 1.435738e-08 1.654206e-09 23 -1.516928e-08 1.435738e-08 24 -3.615822e-08 -1.516928e-08 25 9.609962e-09 -3.615822e-08 26 1.110932e-08 9.609962e-09 27 1.362825e-09 1.110932e-08 28 1.083253e-08 1.362825e-09 29 4.678464e-09 1.083253e-08 30 2.784409e-09 4.678464e-09 31 -4.039612e-08 2.784409e-09 32 -2.939451e-08 -4.039612e-08 33 -8.580489e-10 -2.939451e-08 34 1.178245e-08 -8.580489e-10 35 1.473514e-08 1.178245e-08 36 -4.926120e-08 1.473514e-08 37 -4.405702e-08 -4.926120e-08 38 -3.981717e-08 -4.405702e-08 39 -8.092173e-10 -3.981717e-08 40 -4.335348e-08 -8.092173e-10 41 -4.893469e-08 -4.335348e-08 42 -5.139272e-08 -4.893469e-08 43 -9.302361e-10 -5.139272e-08 44 5.526975e-09 -9.302361e-10 45 -3.370348e-09 5.526975e-09 46 -4.234102e-08 -3.370348e-09 47 -4.205568e-08 -4.234102e-08 48 3.793116e-08 -4.205568e-08 49 4.154219e-08 3.793116e-08 50 8.941672e-09 4.154219e-08 51 3.320558e-08 8.941672e-09 52 4.374926e-08 3.320558e-08 53 3.876787e-08 4.374926e-08 54 3.553110e-08 3.876787e-08 55 3.441827e-08 3.553110e-08 56 4.113251e-08 3.441827e-08 57 3.304331e-08 4.113251e-08 58 7.500863e-09 3.304331e-08 59 9.800215e-09 7.500863e-09 60 2.965266e-08 9.800215e-09 61 3.004087e-09 2.965266e-08 62 7.440814e-09 3.004087e-09 63 2.555368e-08 7.440814e-09 64 3.528389e-09 2.555368e-08 65 2.624667e-08 3.528389e-09 66 2.496120e-08 2.624667e-08 67 2.198648e-08 2.496120e-08 68 2.919317e-08 2.198648e-08 69 2.041465e-08 2.919317e-08 70 5.078141e-09 2.041465e-08 71 3.803098e-08 5.078141e-09 72 1.727459e-08 3.803098e-08 73 2.166441e-08 1.727459e-08 74 3.854517e-09 2.166441e-08 75 1.289813e-08 3.854517e-09 76 2.277063e-08 1.289813e-08 77 1.696563e-08 2.277063e-08 78 1.532228e-08 1.696563e-08 79 1.241019e-08 1.532228e-08 80 -3.474909e-10 1.241019e-08 81 1.237802e-08 -3.474909e-10 82 2.409630e-08 1.237802e-08 83 4.050680e-09 2.409630e-08 84 5.550063e-09 4.050680e-09 85 6.332612e-09 5.550063e-09 86 1.339198e-08 6.332612e-09 87 -9.873616e-09 1.339198e-08 88 1.665364e-11 -9.873616e-09 89 5.312811e-09 1.665364e-11 90 1.914786e-09 5.312811e-09 91 1.688150e-09 1.914786e-09 92 -2.743377e-09 1.688150e-09 93 -1.195137e-08 -2.743377e-09 94 9.664421e-10 -1.195137e-08 95 1.072389e-08 9.664421e-10 96 1.328147e-09 1.072389e-08 97 -4.049332e-09 1.328147e-09 98 7.007191e-10 -4.049332e-09 99 -2.600650e-09 7.007191e-10 100 -1.421553e-09 -2.600650e-09 101 7.686441e-10 -1.421553e-09 102 -7.584348e-10 7.686441e-10 103 -3.795931e-09 -7.584348e-10 104 -4.396318e-09 -3.795931e-09 105 -1.404285e-08 -4.396318e-09 106 7.935099e-09 -1.404285e-08 107 8.596482e-09 7.935099e-09 108 -2.408417e-08 8.596482e-09 109 2.749093e-09 -2.408417e-08 110 6.684733e-09 2.749093e-09 111 -5.757533e-09 6.684733e-09 112 -1.454245e-08 -5.757533e-09 113 -2.279979e-08 -1.454245e-08 114 -4.568706e-09 -2.279979e-08 115 -6.406420e-09 -4.568706e-09 116 1.802532e-09 -6.406420e-09 117 -2.668043e-08 1.802532e-09 118 4.832109e-09 -2.668043e-08 119 -1.447983e-08 4.832109e-09 120 -3.545972e-08 -1.447983e-08 121 2.457604e-10 -3.545972e-08 122 -2.775208e-08 2.457604e-10 123 -8.430953e-09 -2.775208e-08 124 8.175049e-10 -8.430953e-09 125 -3.745766e-09 8.175049e-10 126 -3.516546e-08 -3.745766e-09 127 -8.310316e-09 -3.516546e-08 128 -1.870798e-09 -8.310316e-09 129 -3.906746e-08 -1.870798e-09 130 2.481029e-09 -3.906746e-08 131 -2.664290e-08 2.481029e-09 132 -6.790522e-09 -2.664290e-08 133 -1.657671e-09 -6.790522e-09 134 2.883897e-09 -1.657671e-09 135 -1.018243e-08 2.883897e-09 136 8.390171e-11 -1.018243e-08 137 -7.215723e-09 8.390171e-11 138 -8.116430e-09 -7.215723e-09 139 -1.094782e-08 -8.116430e-09 140 -2.658233e-09 -1.094782e-08 141 -1.328042e-08 -2.658233e-09 142 -3.767727e-08 -1.328042e-08 143 -3.691755e-08 -3.767727e-08 144 4.226367e-08 -3.691755e-08 145 -5.181401e-09 4.226367e-08 146 -1.093745e-09 -5.181401e-09 147 -1.323165e-08 -1.093745e-09 148 -3.189164e-09 -1.323165e-08 149 -8.644895e-09 -3.189164e-09 150 3.760813e-08 -8.644895e-09 151 -1.322729e-08 3.760813e-08 152 -6.504195e-09 -1.322729e-08 153 3.307067e-08 -6.504195e-09 154 -1.505305e-09 3.307067e-08 155 5.235150e-08 -1.505305e-09 156 2.976940e-08 5.235150e-08 157 -7.720502e-09 2.976940e-08 158 2.055873e-11 -7.720502e-09 159 -1.553802e-08 2.055873e-11 160 -2.531339e-09 -1.553802e-08 161 2.715115e-08 -2.531339e-09 162 -1.367784e-08 2.715115e-08 163 2.255976e-08 -1.367784e-08 164 -8.380783e-09 2.255976e-08 165 2.120278e-08 -8.380783e-09 166 -5.324356e-09 2.120278e-08 167 -3.463699e-09 -5.324356e-09 168 -1.322629e-08 -3.463699e-09 > 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/7lcnz1227776311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8c3g01227776311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9t6te1227776311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', '') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], ' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') myeq <- paste(myeq, rownames(mysum$coefficients)[i], '') + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/10tmry1227776311.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a,mysum$coefficients[i,2]) + a<-table.element(a,mysum$coefficients[i,3]) + a<-table.element(a,mysum$coefficients[i,4]) + a<-table.element(a,mysum$coefficients[i,4]/2) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/11zglo1227776311.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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/12i69n1227776311.tab") > > system("convert tmp/1lxl71227776311.ps tmp/1lxl71227776311.png") > system("convert tmp/2d8qg1227776311.ps tmp/2d8qg1227776311.png") > system("convert tmp/3hkbw1227776311.ps tmp/3hkbw1227776311.png") > system("convert tmp/4y56s1227776311.ps tmp/4y56s1227776311.png") > system("convert tmp/5d06p1227776311.ps tmp/5d06p1227776311.png") > system("convert tmp/6hd8f1227776311.ps tmp/6hd8f1227776311.png") > system("convert tmp/7lcnz1227776311.ps tmp/7lcnz1227776311.png") > system("convert tmp/8c3g01227776311.ps tmp/8c3g01227776311.png") > system("convert tmp/9t6te1227776311.ps tmp/9t6te1227776311.png") > > > proc.time() user system elapsed 4.231 2.679 4.569