R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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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(1687
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+ ,dim=c(3
+ ,192)
+ ,dimnames=list(c('Cons'
+ ,'Inc'
+ ,'Price')
+ ,1:192))
> y <- array(NA,dim=c(3,192),dimnames=list(c('Cons','Inc','Price'),1:192))
> 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)
> 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
Cons Inc Price M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t
1 1687 0 -183.9235445 1 0 0 0 0 0 0 0 0 0 0 1
2 1508 0 -177.0726091 0 1 0 0 0 0 0 0 0 0 0 2
3 1507 0 -228.6351091 0 0 1 0 0 0 0 0 0 0 0 3
4 1385 0 -237.4476091 0 0 0 1 0 0 0 0 0 0 0 4
5 1632 0 -127.7601091 0 0 0 0 1 0 0 0 0 0 0 5
6 1511 0 -193.0101091 0 0 0 0 0 1 0 0 0 0 0 6
7 1559 0 -220.6351091 0 0 0 0 0 0 1 0 0 0 0 7
8 1630 0 -164.5101091 0 0 0 0 0 0 0 1 0 0 0 8
9 1579 0 -268.3226091 0 0 0 0 0 0 0 0 1 0 0 9
10 1653 0 -333.6976091 0 0 0 0 0 0 0 0 0 1 0 10
11 2152 0 -34.2601091 0 0 0 0 0 0 0 0 0 0 1 11
12 2148 0 -154.8851091 0 0 0 0 0 0 0 0 0 0 0 12
13 1752 0 -97.7452805 1 0 0 0 0 0 0 0 0 0 0 13
14 1765 0 101.1056549 0 1 0 0 0 0 0 0 0 0 0 14
15 1717 0 2.5431549 0 0 1 0 0 0 0 0 0 0 0 15
16 1558 0 -43.2693451 0 0 0 1 0 0 0 0 0 0 0 16
17 1575 0 -163.5818451 0 0 0 0 1 0 0 0 0 0 0 17
18 1520 0 -162.8318451 0 0 0 0 0 1 0 0 0 0 0 18
19 1805 0 46.5431549 0 0 0 0 0 0 1 0 0 0 0 19
20 1800 0 26.6681549 0 0 0 0 0 0 0 1 0 0 0 20
21 1719 0 -107.1443451 0 0 0 0 0 0 0 0 1 0 0 21
22 2008 0 42.4806549 0 0 0 0 0 0 0 0 0 1 0 22
23 2242 0 76.9181549 0 0 0 0 0 0 0 0 0 0 1 23
24 2478 0 196.2931549 0 0 0 0 0 0 0 0 0 0 0 24
25 2030 0 201.4329835 1 0 0 0 0 0 0 0 0 0 0 25
26 1655 0 12.2839189 0 1 0 0 0 0 0 0 0 0 0 26
27 1693 0 -0.2785811 0 0 1 0 0 0 0 0 0 0 0 27
28 1623 0 42.9089189 0 0 0 1 0 0 0 0 0 0 0 28
29 1805 0 87.5964189 0 0 0 0 1 0 0 0 0 0 0 29
30 1746 0 84.3464189 0 0 0 0 0 1 0 0 0 0 0 30
31 1795 0 57.7214189 0 0 0 0 0 0 1 0 0 0 0 31
32 1926 0 173.8464189 0 0 0 0 0 0 0 1 0 0 0 32
33 1619 0 -185.9660811 0 0 0 0 0 0 0 0 1 0 0 33
34 1992 0 47.6589189 0 0 0 0 0 0 0 0 0 1 0 34
35 2233 0 89.0964189 0 0 0 0 0 0 0 0 0 0 1 35
36 2192 0 -68.5285811 0 0 0 0 0 0 0 0 0 0 0 36
37 2080 0 272.6112475 1 0 0 0 0 0 0 0 0 0 0 37
38 1768 0 146.4621829 0 1 0 0 0 0 0 0 0 0 0 38
39 1835 0 162.8996829 0 0 1 0 0 0 0 0 0 0 0 39
40 1569 0 10.0871828 0 0 0 1 0 0 0 0 0 0 0 40
41 1976 0 279.7746829 0 0 0 0 1 0 0 0 0 0 0 41
42 1853 0 212.5246829 0 0 0 0 0 1 0 0 0 0 0 42
43 1965 0 248.8996829 0 0 0 0 0 0 1 0 0 0 0 43
44 1689 0 -41.9753172 0 0 0 0 0 0 0 1 0 0 0 44
45 1778 0 -5.7878171 0 0 0 0 0 0 0 0 1 0 0 45
46 1976 0 52.8371828 0 0 0 0 0 0 0 0 0 1 0 46
47 2397 0 274.2746829 0 0 0 0 0 0 0 0 0 0 1 47
48 2654 0 414.6496829 0 0 0 0 0 0 0 0 0 0 0 48
49 2097 0 310.7895114 1 0 0 0 0 0 0 0 0 0 0 49
50 1963 0 362.6404468 0 1 0 0 0 0 0 0 0 0 0 50
51 1677 0 26.0779468 0 0 1 0 0 0 0 0 0 0 0 51
52 1941 0 403.2654468 0 0 0 1 0 0 0 0 0 0 0 52
53 2003 0 327.9529468 0 0 0 0 1 0 0 0 0 0 0 53
54 1813 0 193.7029468 0 0 0 0 0 1 0 0 0 0 0 54
55 2012 0 317.0779468 0 0 0 0 0 0 1 0 0 0 0 55
56 1912 0 202.2029468 0 0 0 0 0 0 0 1 0 0 0 56
57 2084 0 321.3904468 0 0 0 0 0 0 0 0 1 0 0 57
58 2080 0 178.0154468 0 0 0 0 0 0 0 0 0 1 0 58
59 2118 0 16.4529468 0 0 0 0 0 0 0 0 0 0 1 59
60 2150 0 -68.1720532 0 0 0 0 0 0 0 0 0 0 0 60
61 1608 0 -157.0322246 1 0 0 0 0 0 0 0 0 0 0 61
62 1503 0 -76.1812892 0 1 0 0 0 0 0 0 0 0 0 62
63 1548 0 -81.7437892 0 0 1 0 0 0 0 0 0 0 0 63
64 1382 0 -134.5562892 0 0 0 1 0 0 0 0 0 0 0 64
65 1731 0 77.1312108 0 0 0 0 1 0 0 0 0 0 0 65
66 1798 0 199.8812108 0 0 0 0 0 1 0 0 0 0 0 66
67 1779 0 105.2562108 0 0 0 0 0 0 1 0 0 0 0 67
68 1887 0 198.3812108 0 0 0 0 0 0 0 1 0 0 0 68
69 2004 0 262.5687108 0 0 0 0 0 0 0 0 1 0 0 69
70 2077 0 196.1937108 0 0 0 0 0 0 0 0 0 1 0 70
71 2092 0 11.6312108 0 0 0 0 0 0 0 0 0 0 1 71
72 2051 0 -145.9937892 0 0 0 0 0 0 0 0 0 0 0 72
73 1577 0 -166.8539606 1 0 0 0 0 0 0 0 0 0 0 73
74 1356 0 -202.0030252 0 1 0 0 0 0 0 0 0 0 0 74
75 1652 0 43.4344748 0 0 1 0 0 0 0 0 0 0 0 75
76 1382 0 -113.3780252 0 0 0 1 0 0 0 0 0 0 0 76
77 1519 0 -113.6905252 0 0 0 0 1 0 0 0 0 0 0 77
78 1421 0 -155.9405252 0 0 0 0 0 1 0 0 0 0 0 78
79 1442 0 -210.5655252 0 0 0 0 0 0 1 0 0 0 0 79
80 1543 0 -124.4405252 0 0 0 0 0 0 0 1 0 0 0 80
81 1656 0 -64.2530252 0 0 0 0 0 0 0 0 1 0 0 81
82 1561 0 -298.6280252 0 0 0 0 0 0 0 0 0 1 0 82
83 1905 0 -154.1905252 0 0 0 0 0 0 0 0 0 0 1 83
84 2199 0 23.1844748 0 0 0 0 0 0 0 0 0 0 0 84
85 1473 0 -249.6756966 1 0 0 0 0 0 0 0 0 0 0 85
86 1655 0 118.1752388 0 1 0 0 0 0 0 0 0 0 0 86
87 1407 0 -180.3872612 0 0 1 0 0 0 0 0 0 0 0 87
88 1395 0 -79.1997612 0 0 0 1 0 0 0 0 0 0 0 88
89 1530 0 -81.5122612 0 0 0 0 1 0 0 0 0 0 0 89
90 1309 0 -246.7622612 0 0 0 0 0 1 0 0 0 0 0 90
91 1526 0 -105.3872612 0 0 0 0 0 0 1 0 0 0 0 91
92 1327 0 -319.2622612 0 0 0 0 0 0 0 1 0 0 0 92
93 1627 0 -72.0747612 0 0 0 0 0 0 0 0 1 0 0 93
94 1748 0 -90.4497612 0 0 0 0 0 0 0 0 0 1 0 94
95 1958 0 -80.0122612 0 0 0 0 0 0 0 0 0 0 1 95
96 2274 0 119.3627388 0 0 0 0 0 0 0 0 0 0 0 96
97 1648 0 -53.4974326 1 0 0 0 0 0 0 0 0 0 0 97
98 1401 0 -114.6464972 0 1 0 0 0 0 0 0 0 0 0 98
99 1411 0 -155.2089972 0 0 1 0 0 0 0 0 0 0 0 99
100 1403 0 -50.0214972 0 0 0 1 0 0 0 0 0 0 0 100
101 1394 0 -196.3339972 0 0 0 0 1 0 0 0 0 0 0 101
102 1520 0 -14.5839972 0 0 0 0 0 1 0 0 0 0 0 102
103 1528 0 -82.2089972 0 0 0 0 0 0 1 0 0 0 0 103
104 1643 0 17.9160028 0 0 0 0 0 0 0 1 0 0 0 104
105 1515 0 -162.8964972 0 0 0 0 0 0 0 0 1 0 0 105
106 1685 0 -132.2714972 0 0 0 0 0 0 0 0 0 1 0 106
107 2000 0 -16.8339972 0 0 0 0 0 0 0 0 0 0 1 107
108 2215 0 81.5410028 0 0 0 0 0 0 0 0 0 0 0 108
109 1956 0 275.6808314 1 0 0 0 0 0 0 0 0 0 0 109
110 1462 0 -32.4682332 0 1 0 0 0 0 0 0 0 0 0 110
111 1563 0 17.9692668 0 0 1 0 0 0 0 0 0 0 0 111
112 1459 0 27.1567668 0 0 0 1 0 0 0 0 0 0 0 112
113 1446 0 -123.1557332 0 0 0 0 1 0 0 0 0 0 0 113
114 1622 0 108.5942668 0 0 0 0 0 1 0 0 0 0 0 114
115 1657 0 67.9692668 0 0 0 0 0 0 1 0 0 0 0 115
116 1638 0 34.0942668 0 0 0 0 0 0 0 1 0 0 0 116
117 1643 0 -13.7182332 0 0 0 0 0 0 0 0 1 0 0 117
118 1683 0 -113.0932332 0 0 0 0 0 0 0 0 0 1 0 118
119 2050 0 54.3442668 0 0 0 0 0 0 0 0 0 0 1 119
120 2262 0 149.7192668 0 0 0 0 0 0 0 0 0 0 0 120
121 1813 0 153.8590954 1 0 0 0 0 0 0 0 0 0 0 121
122 1445 0 -28.2899692 0 1 0 0 0 0 0 0 0 0 0 122
123 1762 0 238.1475308 0 0 1 0 0 0 0 0 0 0 0 123
124 1461 0 50.3350308 0 0 0 1 0 0 0 0 0 0 0 124
125 1556 0 8.0225308 0 0 0 0 1 0 0 0 0 0 0 125
126 1431 0 -61.2274692 0 0 0 0 0 1 0 0 0 0 0 126
127 1427 0 -140.8524692 0 0 0 0 0 0 1 0 0 0 0 127
128 1554 0 -28.7274692 0 0 0 0 0 0 0 1 0 0 0 128
129 1645 0 9.4600308 0 0 0 0 0 0 0 0 1 0 0 129
130 1653 0 -121.9149692 0 0 0 0 0 0 0 0 0 1 0 130
131 2016 0 41.5225308 0 0 0 0 0 0 0 0 0 0 1 131
132 2207 0 115.8975308 0 0 0 0 0 0 0 0 0 0 0 132
133 1665 0 27.0373594 1 0 0 0 0 0 0 0 0 0 0 133
134 1361 0 -91.1117052 0 1 0 0 0 0 0 0 0 0 0 134
135 1506 0 3.3257948 0 0 1 0 0 0 0 0 0 0 0 135
136 1360 0 -29.4867052 0 0 0 1 0 0 0 0 0 0 0 136
137 1453 0 -73.7992052 0 0 0 0 1 0 0 0 0 0 0 137
138 1522 0 50.9507948 0 0 0 0 0 1 0 0 0 0 0 138
139 1460 0 -86.6742052 0 0 0 0 0 0 1 0 0 0 0 139
140 1552 0 -9.5492052 0 0 0 0 0 0 0 1 0 0 0 140
141 1548 0 -66.3617052 0 0 0 0 0 0 0 0 1 0 0 141
142 1827 0 73.2632948 0 0 0 0 0 0 0 0 0 1 0 142
143 1737 0 -216.2992052 0 0 0 0 0 0 0 0 0 0 1 143
144 1941 0 -128.9242052 0 0 0 0 0 0 0 0 0 0 0 144
145 1474 0 -142.7843767 1 0 0 0 0 0 0 0 0 0 0 145
146 1458 0 27.0665587 0 1 0 0 0 0 0 0 0 0 0 146
147 1542 0 60.5040587 0 0 1 0 0 0 0 0 0 0 0 147
148 1404 0 35.6915587 0 0 0 1 0 0 0 0 0 0 0 148
149 1522 0 16.3790587 0 0 0 0 1 0 0 0 0 0 0 149
150 1385 0 -64.8709413 0 0 0 0 0 1 0 0 0 0 0 150
151 1641 0 115.5040587 0 0 0 0 0 0 1 0 0 0 0 151
152 1510 0 -30.3709413 0 0 0 0 0 0 0 1 0 0 0 152
153 1681 0 87.8165587 0 0 0 0 0 0 0 0 1 0 0 153
154 1938 0 205.4415587 0 0 0 0 0 0 0 0 0 1 0 154
155 1868 0 -64.1209413 0 0 0 0 0 0 0 0 0 0 1 155
156 1726 0 -322.7459413 0 0 0 0 0 0 0 0 0 0 0 156
157 1456 0 -139.6061127 1 0 0 0 0 0 0 0 0 0 0 157
158 1445 0 35.2448227 0 1 0 0 0 0 0 0 0 0 0 158
159 1456 0 -4.3176773 0 0 1 0 0 0 0 0 0 0 0 159
160 1365 0 17.8698227 0 0 0 1 0 0 0 0 0 0 0 160
161 1487 0 2.5573227 0 0 0 0 1 0 0 0 0 0 0 161
162 1558 0 129.3073227 0 0 0 0 0 1 0 0 0 0 0 162
163 1488 0 -16.3176773 0 0 0 0 0 0 1 0 0 0 0 163
164 1684 0 164.8073227 0 0 0 0 0 0 0 1 0 0 0 164
165 1594 0 21.9948227 0 0 0 0 0 0 0 0 1 0 0 165
166 1850 0 138.6198227 0 0 0 0 0 0 0 0 0 1 0 166
167 1998 0 87.0573227 0 0 0 0 0 0 0 0 0 0 1 167
168 2079 0 51.4323227 0 0 0 0 0 0 0 0 0 0 0 168
169 1494 0 -80.4278487 1 0 0 0 0 0 0 0 0 0 0 169
170 1057 1 -105.1918797 0 1 0 0 0 0 0 0 0 0 0 170
171 1218 1 5.2456203 0 0 1 0 0 0 0 0 0 0 0 171
172 1168 1 68.4331203 0 0 0 1 0 0 0 0 0 0 0 172
173 1236 1 -0.8793797 0 0 0 0 1 0 0 0 0 0 0 173
174 1076 1 -105.1293797 0 0 0 0 0 1 0 0 0 0 0 174
175 1174 1 -82.7543797 0 0 0 0 0 0 1 0 0 0 0 175
176 1139 1 -132.6293797 0 0 0 0 0 0 0 1 0 0 0 176
177 1427 1 102.5581203 0 0 0 0 0 0 0 0 1 0 0 177
178 1487 1 23.1831203 0 0 0 0 0 0 0 0 0 1 0 178
179 1483 1 -180.3793797 0 0 0 0 0 0 0 0 0 0 1 179
180 1513 1 -267.0043797 0 0 0 0 0 0 0 0 0 0 0 180
181 1357 1 30.1354489 1 0 0 0 0 0 0 0 0 0 0 181
182 1165 1 23.9863843 0 1 0 0 0 0 0 0 0 0 0 182
183 1282 1 90.4238843 0 0 1 0 0 0 0 0 0 0 0 183
184 1110 1 31.6113843 0 0 0 1 0 0 0 0 0 0 0 184
185 1297 1 81.2988843 0 0 0 0 1 0 0 0 0 0 0 185
186 1185 1 25.0488843 0 0 0 0 0 1 0 0 0 0 0 186
187 1222 1 -13.5761157 0 0 0 0 0 0 1 0 0 0 0 187
188 1284 1 33.5488843 0 0 0 0 0 0 0 1 0 0 0 188
189 1444 1 140.7363843 0 0 0 0 0 0 0 0 1 0 0 189
190 1575 1 132.3613843 0 0 0 0 0 0 0 0 0 1 0 190
191 1737 1 94.7988843 0 0 0 0 0 0 0 0 0 0 1 191
192 1763 1 4.1738843 0 0 0 0 0 0 0 0 0 0 0 192
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Inc Price M1 M2 M3
2324.063 -226.385 1.000 -451.375 -635.461 -583.134
M4 M5 M6 M7 M8 M9
-694.556 -555.479 -609.464 -532.074 -515.434 -460.857
M10 M11 t
-319.717 -118.390 -1.765
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-4.858e-08 -1.016e-08 -5.284e-10 9.344e-09 4.904e-08
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2.324e+03 5.929e-09 3.920e+11 <2e-16 ***
Inc -2.264e+02 5.526e-09 -4.097e+10 <2e-16 ***
Price 1.000e+00 1.009e-11 9.908e+10 <2e-16 ***
M1 -4.514e+02 7.264e-09 -6.214e+10 <2e-16 ***
M2 -6.355e+02 7.263e-09 -8.749e+10 <2e-16 ***
M3 -5.831e+02 7.262e-09 -8.030e+10 <2e-16 ***
M4 -6.946e+02 7.261e-09 -9.566e+10 <2e-16 ***
M5 -5.555e+02 7.260e-09 -7.651e+10 <2e-16 ***
M6 -6.095e+02 7.259e-09 -8.396e+10 <2e-16 ***
M7 -5.321e+02 7.258e-09 -7.331e+10 <2e-16 ***
M8 -5.154e+02 7.257e-09 -7.102e+10 <2e-16 ***
M9 -4.609e+02 7.257e-09 -6.351e+10 <2e-16 ***
M10 -3.197e+02 7.257e-09 -4.406e+10 <2e-16 ***
M11 -1.184e+02 7.256e-09 -1.632e+10 <2e-16 ***
t -1.765e+00 3.239e-11 -5.449e+10 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 2.052e-08 on 177 degrees of freedom
Multiple R-squared: 1, Adjusted R-squared: 1
F-statistic: 2.717e+21 on 14 and 177 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,] 0.25441635 5.088327e-01 7.455837e-01
[2,] 0.13936807 2.787361e-01 8.606319e-01
[3,] 0.07771399 1.554280e-01 9.222860e-01
[4,] 0.06010793 1.202159e-01 9.398921e-01
[5,] 0.02814297 5.628594e-02 9.718570e-01
[6,] 0.01341643 2.683286e-02 9.865836e-01
[7,] 0.01784442 3.568884e-02 9.821556e-01
[8,] 0.07591480 1.518296e-01 9.240852e-01
[9,] 0.07292324 1.458465e-01 9.270768e-01
[10,] 0.04452423 8.904846e-02 9.554758e-01
[11,] 0.02636861 5.273721e-02 9.736314e-01
[12,] 0.02245331 4.490662e-02 9.775467e-01
[13,] 0.01791796 3.583592e-02 9.820820e-01
[14,] 0.01024981 2.049962e-02 9.897502e-01
[15,] 0.03571731 7.143462e-02 9.642827e-01
[16,] 0.04097815 8.195629e-02 9.590219e-01
[17,] 0.02715752 5.431505e-02 9.728425e-01
[18,] 0.01726999 3.453997e-02 9.827300e-01
[19,] 0.01463093 2.926185e-02 9.853691e-01
[20,] 0.04303351 8.606701e-02 9.569665e-01
[21,] 0.10227549 2.045510e-01 8.977245e-01
[22,] 0.20464653 4.092931e-01 7.953535e-01
[23,] 0.16653482 3.330696e-01 8.334652e-01
[24,] 0.22631032 4.526206e-01 7.736897e-01
[25,] 0.31861581 6.372316e-01 6.813842e-01
[26,] 0.48831761 9.766352e-01 5.116824e-01
[27,] 0.46896387 9.379277e-01 5.310361e-01
[28,] 0.53038118 9.392376e-01 4.696188e-01
[29,] 0.48688388 9.737678e-01 5.131161e-01
[30,] 0.69286022 6.142796e-01 3.071398e-01
[31,] 0.79884566 4.023087e-01 2.011543e-01
[32,] 0.97217740 5.564521e-02 2.782260e-02
[33,] 0.99642741 7.145176e-03 3.572588e-03
[34,] 0.99492246 1.015507e-02 5.077537e-03
[35,] 0.99798584 4.028320e-03 2.014160e-03
[36,] 0.99957905 8.418976e-04 4.209488e-04
[37,] 0.99985437 2.912570e-04 1.456285e-04
[38,] 0.99993096 1.380850e-04 6.904250e-05
[39,] 0.99995271 9.458113e-05 4.729056e-05
[40,] 0.99998608 2.783717e-05 1.391858e-05
[41,] 0.99998819 2.361452e-05 1.180726e-05
[42,] 0.99998207 3.586296e-05 1.793148e-05
[43,] 0.99997100 5.800008e-05 2.900004e-05
[44,] 0.99996077 7.845376e-05 3.922688e-05
[45,] 0.99995039 9.922696e-05 4.961348e-05
[46,] 0.99992644 1.471193e-04 7.355965e-05
[47,] 0.99991279 1.744294e-04 8.721470e-05
[48,] 0.99987387 2.522595e-04 1.261297e-04
[49,] 0.99985740 2.851918e-04 1.425959e-04
[50,] 0.99983700 3.260064e-04 1.630032e-04
[51,] 0.99980191 3.961831e-04 1.980915e-04
[52,] 0.99982365 3.527015e-04 1.763507e-04
[53,] 0.99982050 3.590057e-04 1.795028e-04
[54,] 0.99975277 4.944632e-04 2.472316e-04
[55,] 0.99979499 4.100162e-04 2.050081e-04
[56,] 0.99972169 5.566159e-04 2.783080e-04
[57,] 0.99962752 7.449526e-04 3.724763e-04
[58,] 0.99951369 9.726299e-04 4.863150e-04
[59,] 0.99949196 1.016087e-03 5.080436e-04
[60,] 0.99944727 1.105461e-03 5.527306e-04
[61,] 0.99927578 1.448434e-03 7.242170e-04
[62,] 0.99913334 1.733321e-03 8.666603e-04
[63,] 0.99890799 2.184022e-03 1.092011e-03
[64,] 0.99871756 2.564877e-03 1.282439e-03
[65,] 0.99846940 3.061205e-03 1.530603e-03
[66,] 0.99839991 3.200184e-03 1.600092e-03
[67,] 0.99792066 4.158673e-03 2.079336e-03
[68,] 0.99734959 5.300810e-03 2.650405e-03
[69,] 0.99679929 6.401413e-03 3.200707e-03
[70,] 0.99607445 7.851101e-03 3.925551e-03
[71,] 0.99647239 7.055219e-03 3.527610e-03
[72,] 0.99578494 8.430116e-03 4.215058e-03
[73,] 0.99453758 1.092483e-02 5.462415e-03
[74,] 0.99356753 1.286494e-02 6.432469e-03
[75,] 0.99190315 1.619369e-02 8.096846e-03
[76,] 0.99021616 1.956768e-02 9.783839e-03
[77,] 0.99000597 1.998806e-02 9.994028e-03
[78,] 0.98764439 2.471122e-02 1.235561e-02
[79,] 0.98609401 2.781199e-02 1.390599e-02
[80,] 0.98295336 3.409327e-02 1.704664e-02
[81,] 0.97939350 4.121300e-02 2.060650e-02
[82,] 0.97459030 5.081941e-02 2.540970e-02
[83,] 0.97255431 5.489138e-02 2.744569e-02
[84,] 0.96669009 6.661982e-02 3.330991e-02
[85,] 0.95988325 8.023350e-02 4.011675e-02
[86,] 0.95405600 9.188801e-02 4.594400e-02
[87,] 0.94616426 1.076715e-01 5.383574e-02
[88,] 0.93581514 1.283697e-01 6.418486e-02
[89,] 0.93023947 1.395211e-01 6.976053e-02
[90,] 0.92371472 1.525706e-01 7.628528e-02
[91,] 0.91962730 1.607454e-01 8.037270e-02
[92,] 0.91947199 1.610560e-01 8.052801e-02
[93,] 0.90554588 1.889082e-01 9.445412e-02
[94,] 0.89826442 2.034712e-01 1.017356e-01
[95,] 0.89377838 2.124432e-01 1.062216e-01
[96,] 0.88142124 2.371575e-01 1.185788e-01
[97,] 0.87875376 2.424925e-01 1.212462e-01
[98,] 0.86766921 2.646616e-01 1.323308e-01
[99,] 0.84778329 3.044334e-01 1.522167e-01
[100,] 0.82456950 3.508610e-01 1.754305e-01
[101,] 0.83060324 3.387935e-01 1.693968e-01
[102,] 0.82588929 3.482214e-01 1.741107e-01
[103,] 0.80571093 3.885781e-01 1.942891e-01
[104,] 0.82946069 3.410786e-01 1.705393e-01
[105,] 0.80202161 3.959568e-01 1.979784e-01
[106,] 0.79856563 4.028687e-01 2.014344e-01
[107,] 0.78032574 4.393485e-01 2.196743e-01
[108,] 0.75394543 4.921091e-01 2.460546e-01
[109,] 0.71501101 5.699780e-01 2.849890e-01
[110,] 0.74882659 5.023468e-01 2.511734e-01
[111,] 0.71068602 5.786280e-01 2.893140e-01
[112,] 0.66843380 6.631324e-01 3.315662e-01
[113,] 0.77485311 4.502938e-01 2.251469e-01
[114,] 0.75679555 4.864089e-01 2.432044e-01
[115,] 0.75081794 4.983641e-01 2.491821e-01
[116,] 0.71538196 5.692361e-01 2.846180e-01
[117,] 0.67102546 6.579491e-01 3.289745e-01
[118,] 0.62635327 7.472935e-01 3.736467e-01
[119,] 0.58324548 8.335090e-01 4.167545e-01
[120,] 0.53360621 9.327876e-01 4.663938e-01
[121,] 0.48796840 9.759368e-01 5.120316e-01
[122,] 0.44023039 8.804608e-01 5.597696e-01
[123,] 0.40101949 8.020390e-01 5.989805e-01
[124,] 0.35737796 7.147559e-01 6.426220e-01
[125,] 0.35293996 7.058799e-01 6.470600e-01
[126,] 0.54781255 9.043749e-01 4.521875e-01
[127,] 0.88685098 2.262980e-01 1.131490e-01
[128,] 0.90859360 1.828128e-01 9.140640e-02
[129,] 0.89769258 2.046148e-01 1.023074e-01
[130,] 0.87497369 2.500526e-01 1.250263e-01
[131,] 0.84939079 3.012184e-01 1.506092e-01
[132,] 0.82179175 3.564165e-01 1.782083e-01
[133,] 0.86726161 2.654768e-01 1.327384e-01
[134,] 0.93457070 1.308586e-01 6.542930e-02
[135,] 0.96074898 7.850204e-02 3.925102e-02
[136,] 0.97368079 5.263843e-02 2.631921e-02
[137,] 0.97411121 5.177757e-02 2.588879e-02
[138,] 0.97994418 4.011163e-02 2.005582e-02
[139,] 0.98275796 3.448409e-02 1.724204e-02
[140,] 0.98832389 2.335223e-02 1.167611e-02
[141,] 0.98593532 2.812935e-02 1.406468e-02
[142,] 0.97717097 4.565807e-02 2.282903e-02
[143,] 0.96491562 7.016877e-02 3.508438e-02
[144,] 0.94599234 1.080153e-01 5.400766e-02
[145,] 0.95278069 9.443863e-02 4.721931e-02
[146,] 0.92792076 1.441585e-01 7.207924e-02
[147,] 0.96149440 7.701120e-02 3.850560e-02
[148,] 0.98558576 2.882847e-02 1.441424e-02
[149,] 0.99765810 4.683797e-03 2.341898e-03
[150,] 0.99450674 1.098652e-02 5.493259e-03
[151,] 0.98956953 2.086095e-02 1.043047e-02
[152,] 0.97734843 4.530314e-02 2.265157e-02
[153,] 0.97029627 5.940746e-02 2.970373e-02
[154,] 0.94043113 1.191377e-01 5.956887e-02
[155,] 0.88955487 2.208903e-01 1.104451e-01
[156,] 0.79435357 4.112929e-01 2.056464e-01
[157,] 0.73480717 5.303857e-01 2.651928e-01
> postscript(file="/var/www/html/freestat/rcomp/tmp/1dl2t1227834072.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/2xqu91227834072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3w0k41227834072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/4qd7g1227834072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/5bczt1227834072.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 = 192
Frequency = 1
1 2 3 4 5
-8.094662e-09 -5.836723e-09 5.543537e-11 -1.059642e-08 -2.532605e-09
6 7 8 9 10
-9.523272e-09 -9.414170e-09 -1.338654e-08 -7.223964e-09 -1.333926e-08
11 12 13 14 15
6.096096e-09 -2.424756e-09 9.123620e-09 -1.937498e-08 1.270383e-08
16 17 18 19 20
6.198129e-09 -1.482399e-08 -2.207696e-08 7.091596e-09 3.420478e-09
21 22 23 24 25
-2.029817e-08 2.732710e-09 1.322114e-08 -1.625306e-08 -3.449853e-08
26 27 28 29 30
8.543845e-09 1.128128e-08 3.422160e-09 1.174477e-08 4.507621e-09
31 32 33 34 35
4.613464e-09 -3.959767e-08 -3.241888e-08 2.783303e-10 1.073880e-08
36 37 38 39 40
1.236481e-08 -4.721491e-08 -4.442280e-08 -3.880062e-08 1.118771e-09
41 42 43 44 45
-4.145219e-08 -4.843513e-08 -4.857950e-08 -1.174581e-09 3.431793e-09
46 47 48 49 50
-2.176002e-09 -4.243028e-08 -4.198759e-08 4.019968e-08 4.228494e-08
51 52 53 54 55
9.309018e-09 3.712360e-08 4.592267e-08 3.920573e-08 3.871591e-08
56 57 58 59 60
3.542212e-08 4.069877e-08 3.489312e-08 6.159635e-09 7.495692e-09
61 62 63 64 65
2.962354e-08 1.593709e-09 7.303306e-09 2.682547e-08 4.484874e-09
66 67 68 69 70
2.674752e-08 2.712326e-08 2.300350e-08 2.849846e-08 2.238708e-08
71 72 73 74 75
3.744966e-09 3.537082e-08 1.722867e-08 1.965954e-08 4.372377e-09
76 77 78 79 80
1.430760e-08 2.280885e-08 1.572657e-08 1.594347e-08 1.185149e-08
81 82 83 84 85
-2.637431e-09 1.191816e-08 2.196962e-08 2.265323e-09 5.123779e-09
86 87 88 89 90
5.954249e-09 1.282746e-08 -8.261983e-09 2.472822e-10 3.653507e-09
91 92 93 94 95
3.092123e-09 1.913903e-10 -5.040097e-09 -1.134230e-08 -7.586712e-10
96 97 98 99 100
9.449693e-09 1.910949e-09 -5.555003e-09 2.935931e-10 -8.116539e-10
101 102 103 104 105
-1.730608e-09 2.976905e-10 5.663588e-10 -3.581396e-09 -7.113432e-09
106 107 108 109 110
-1.361006e-08 6.556555e-09 7.165935e-09 -2.183001e-08 1.684860e-09
111 112 113 114 115
7.172029e-09 -3.551862e-09 -1.445504e-08 -2.262527e-08 -2.463934e-09
116 117 118 119 120
-6.079434e-09 -1.396753e-10 -2.612002e-08 3.840122e-09 -1.553859e-08
121 122 123 124 125
-3.378005e-08 -7.655050e-10 -2.613607e-08 -6.077702e-09 1.590332e-09
126 127 128 129 130
-4.384753e-09 -3.406845e-08 -8.263837e-09 -3.665420e-09 -3.851876e-08
131 132 133 134 135
1.457278e-09 -2.783805e-08 -5.710233e-09 -2.949895e-09 3.362692e-09
136 137 138 139 140
-8.194687e-09 4.815177e-10 -7.263926e-09 -6.717435e-09 -1.077389e-08
141 142 143 144 145
-4.798097e-09 -1.172763e-08 -3.995278e-08 -3.929975e-08 4.253027e-08
146 147 148 149 150
-5.852915e-09 -2.982267e-10 -1.088724e-08 -2.310356e-09 -9.237841e-09
151 152 153 154 155
4.004591e-08 -1.312483e-08 -7.844214e-09 3.531368e-08 -2.990728e-09
156 157 158 159 160
4.903607e-08 3.008395e-08 -8.319161e-09 5.254581e-10 -1.325027e-08
161 162 163 164 165
-1.689410e-09 2.755725e-08 -1.186442e-08 2.366629e-08 -1.001670e-08
166 167 168 169 170
2.314532e-08 -6.024919e-09 -4.883586e-09 -1.258494e-08 2.315130e-08
171 172 173 174 175
4.002466e-10 -1.253815e-08 -1.762995e-09 1.940102e-08 -1.068786e-08
176 177 178 179 180
1.576027e-08 2.057624e-08 -1.548356e-08 2.594977e-08 2.729383e-08
181 182 183 184 185
-1.211112e-08 -9.795453e-09 -4.371815e-09 -1.482576e-08 -6.523110e-09
186 187 188 189 190
-1.354976e-08 -1.339632e-08 -1.733337e-08 7.990811e-09 1.649192e-09
191 192
-7.576603e-09 -2.216798e-09
> postscript(file="/var/www/html/freestat/rcomp/tmp/6ejrg1227834072.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 = 192
Frequency = 1
lag(myerror, k = 1) myerror
0 -8.094662e-09 NA
1 -5.836723e-09 -8.094662e-09
2 5.543537e-11 -5.836723e-09
3 -1.059642e-08 5.543537e-11
4 -2.532605e-09 -1.059642e-08
5 -9.523272e-09 -2.532605e-09
6 -9.414170e-09 -9.523272e-09
7 -1.338654e-08 -9.414170e-09
8 -7.223964e-09 -1.338654e-08
9 -1.333926e-08 -7.223964e-09
10 6.096096e-09 -1.333926e-08
11 -2.424756e-09 6.096096e-09
12 9.123620e-09 -2.424756e-09
13 -1.937498e-08 9.123620e-09
14 1.270383e-08 -1.937498e-08
15 6.198129e-09 1.270383e-08
16 -1.482399e-08 6.198129e-09
17 -2.207696e-08 -1.482399e-08
18 7.091596e-09 -2.207696e-08
19 3.420478e-09 7.091596e-09
20 -2.029817e-08 3.420478e-09
21 2.732710e-09 -2.029817e-08
22 1.322114e-08 2.732710e-09
23 -1.625306e-08 1.322114e-08
24 -3.449853e-08 -1.625306e-08
25 8.543845e-09 -3.449853e-08
26 1.128128e-08 8.543845e-09
27 3.422160e-09 1.128128e-08
28 1.174477e-08 3.422160e-09
29 4.507621e-09 1.174477e-08
30 4.613464e-09 4.507621e-09
31 -3.959767e-08 4.613464e-09
32 -3.241888e-08 -3.959767e-08
33 2.783303e-10 -3.241888e-08
34 1.073880e-08 2.783303e-10
35 1.236481e-08 1.073880e-08
36 -4.721491e-08 1.236481e-08
37 -4.442280e-08 -4.721491e-08
38 -3.880062e-08 -4.442280e-08
39 1.118771e-09 -3.880062e-08
40 -4.145219e-08 1.118771e-09
41 -4.843513e-08 -4.145219e-08
42 -4.857950e-08 -4.843513e-08
43 -1.174581e-09 -4.857950e-08
44 3.431793e-09 -1.174581e-09
45 -2.176002e-09 3.431793e-09
46 -4.243028e-08 -2.176002e-09
47 -4.198759e-08 -4.243028e-08
48 4.019968e-08 -4.198759e-08
49 4.228494e-08 4.019968e-08
50 9.309018e-09 4.228494e-08
51 3.712360e-08 9.309018e-09
52 4.592267e-08 3.712360e-08
53 3.920573e-08 4.592267e-08
54 3.871591e-08 3.920573e-08
55 3.542212e-08 3.871591e-08
56 4.069877e-08 3.542212e-08
57 3.489312e-08 4.069877e-08
58 6.159635e-09 3.489312e-08
59 7.495692e-09 6.159635e-09
60 2.962354e-08 7.495692e-09
61 1.593709e-09 2.962354e-08
62 7.303306e-09 1.593709e-09
63 2.682547e-08 7.303306e-09
64 4.484874e-09 2.682547e-08
65 2.674752e-08 4.484874e-09
66 2.712326e-08 2.674752e-08
67 2.300350e-08 2.712326e-08
68 2.849846e-08 2.300350e-08
69 2.238708e-08 2.849846e-08
70 3.744966e-09 2.238708e-08
71 3.537082e-08 3.744966e-09
72 1.722867e-08 3.537082e-08
73 1.965954e-08 1.722867e-08
74 4.372377e-09 1.965954e-08
75 1.430760e-08 4.372377e-09
76 2.280885e-08 1.430760e-08
77 1.572657e-08 2.280885e-08
78 1.594347e-08 1.572657e-08
79 1.185149e-08 1.594347e-08
80 -2.637431e-09 1.185149e-08
81 1.191816e-08 -2.637431e-09
82 2.196962e-08 1.191816e-08
83 2.265323e-09 2.196962e-08
84 5.123779e-09 2.265323e-09
85 5.954249e-09 5.123779e-09
86 1.282746e-08 5.954249e-09
87 -8.261983e-09 1.282746e-08
88 2.472822e-10 -8.261983e-09
89 3.653507e-09 2.472822e-10
90 3.092123e-09 3.653507e-09
91 1.913903e-10 3.092123e-09
92 -5.040097e-09 1.913903e-10
93 -1.134230e-08 -5.040097e-09
94 -7.586712e-10 -1.134230e-08
95 9.449693e-09 -7.586712e-10
96 1.910949e-09 9.449693e-09
97 -5.555003e-09 1.910949e-09
98 2.935931e-10 -5.555003e-09
99 -8.116539e-10 2.935931e-10
100 -1.730608e-09 -8.116539e-10
101 2.976905e-10 -1.730608e-09
102 5.663588e-10 2.976905e-10
103 -3.581396e-09 5.663588e-10
104 -7.113432e-09 -3.581396e-09
105 -1.361006e-08 -7.113432e-09
106 6.556555e-09 -1.361006e-08
107 7.165935e-09 6.556555e-09
108 -2.183001e-08 7.165935e-09
109 1.684860e-09 -2.183001e-08
110 7.172029e-09 1.684860e-09
111 -3.551862e-09 7.172029e-09
112 -1.445504e-08 -3.551862e-09
113 -2.262527e-08 -1.445504e-08
114 -2.463934e-09 -2.262527e-08
115 -6.079434e-09 -2.463934e-09
116 -1.396753e-10 -6.079434e-09
117 -2.612002e-08 -1.396753e-10
118 3.840122e-09 -2.612002e-08
119 -1.553859e-08 3.840122e-09
120 -3.378005e-08 -1.553859e-08
121 -7.655050e-10 -3.378005e-08
122 -2.613607e-08 -7.655050e-10
123 -6.077702e-09 -2.613607e-08
124 1.590332e-09 -6.077702e-09
125 -4.384753e-09 1.590332e-09
126 -3.406845e-08 -4.384753e-09
127 -8.263837e-09 -3.406845e-08
128 -3.665420e-09 -8.263837e-09
129 -3.851876e-08 -3.665420e-09
130 1.457278e-09 -3.851876e-08
131 -2.783805e-08 1.457278e-09
132 -5.710233e-09 -2.783805e-08
133 -2.949895e-09 -5.710233e-09
134 3.362692e-09 -2.949895e-09
135 -8.194687e-09 3.362692e-09
136 4.815177e-10 -8.194687e-09
137 -7.263926e-09 4.815177e-10
138 -6.717435e-09 -7.263926e-09
139 -1.077389e-08 -6.717435e-09
140 -4.798097e-09 -1.077389e-08
141 -1.172763e-08 -4.798097e-09
142 -3.995278e-08 -1.172763e-08
143 -3.929975e-08 -3.995278e-08
144 4.253027e-08 -3.929975e-08
145 -5.852915e-09 4.253027e-08
146 -2.982267e-10 -5.852915e-09
147 -1.088724e-08 -2.982267e-10
148 -2.310356e-09 -1.088724e-08
149 -9.237841e-09 -2.310356e-09
150 4.004591e-08 -9.237841e-09
151 -1.312483e-08 4.004591e-08
152 -7.844214e-09 -1.312483e-08
153 3.531368e-08 -7.844214e-09
154 -2.990728e-09 3.531368e-08
155 4.903607e-08 -2.990728e-09
156 3.008395e-08 4.903607e-08
157 -8.319161e-09 3.008395e-08
158 5.254581e-10 -8.319161e-09
159 -1.325027e-08 5.254581e-10
160 -1.689410e-09 -1.325027e-08
161 2.755725e-08 -1.689410e-09
162 -1.186442e-08 2.755725e-08
163 2.366629e-08 -1.186442e-08
164 -1.001670e-08 2.366629e-08
165 2.314532e-08 -1.001670e-08
166 -6.024919e-09 2.314532e-08
167 -4.883586e-09 -6.024919e-09
168 -1.258494e-08 -4.883586e-09
169 2.315130e-08 -1.258494e-08
170 4.002466e-10 2.315130e-08
171 -1.253815e-08 4.002466e-10
172 -1.762995e-09 -1.253815e-08
173 1.940102e-08 -1.762995e-09
174 -1.068786e-08 1.940102e-08
175 1.576027e-08 -1.068786e-08
176 2.057624e-08 1.576027e-08
177 -1.548356e-08 2.057624e-08
178 2.594977e-08 -1.548356e-08
179 2.729383e-08 2.594977e-08
180 -1.211112e-08 2.729383e-08
181 -9.795453e-09 -1.211112e-08
182 -4.371815e-09 -9.795453e-09
183 -1.482576e-08 -4.371815e-09
184 -6.523110e-09 -1.482576e-08
185 -1.354976e-08 -6.523110e-09
186 -1.339632e-08 -1.354976e-08
187 -1.733337e-08 -1.339632e-08
188 7.990811e-09 -1.733337e-08
189 1.649192e-09 7.990811e-09
190 -7.576603e-09 1.649192e-09
191 -2.216798e-09 -7.576603e-09
192 NA -2.216798e-09
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -5.836723e-09 -8.094662e-09
[2,] 5.543537e-11 -5.836723e-09
[3,] -1.059642e-08 5.543537e-11
[4,] -2.532605e-09 -1.059642e-08
[5,] -9.523272e-09 -2.532605e-09
[6,] -9.414170e-09 -9.523272e-09
[7,] -1.338654e-08 -9.414170e-09
[8,] -7.223964e-09 -1.338654e-08
[9,] -1.333926e-08 -7.223964e-09
[10,] 6.096096e-09 -1.333926e-08
[11,] -2.424756e-09 6.096096e-09
[12,] 9.123620e-09 -2.424756e-09
[13,] -1.937498e-08 9.123620e-09
[14,] 1.270383e-08 -1.937498e-08
[15,] 6.198129e-09 1.270383e-08
[16,] -1.482399e-08 6.198129e-09
[17,] -2.207696e-08 -1.482399e-08
[18,] 7.091596e-09 -2.207696e-08
[19,] 3.420478e-09 7.091596e-09
[20,] -2.029817e-08 3.420478e-09
[21,] 2.732710e-09 -2.029817e-08
[22,] 1.322114e-08 2.732710e-09
[23,] -1.625306e-08 1.322114e-08
[24,] -3.449853e-08 -1.625306e-08
[25,] 8.543845e-09 -3.449853e-08
[26,] 1.128128e-08 8.543845e-09
[27,] 3.422160e-09 1.128128e-08
[28,] 1.174477e-08 3.422160e-09
[29,] 4.507621e-09 1.174477e-08
[30,] 4.613464e-09 4.507621e-09
[31,] -3.959767e-08 4.613464e-09
[32,] -3.241888e-08 -3.959767e-08
[33,] 2.783303e-10 -3.241888e-08
[34,] 1.073880e-08 2.783303e-10
[35,] 1.236481e-08 1.073880e-08
[36,] -4.721491e-08 1.236481e-08
[37,] -4.442280e-08 -4.721491e-08
[38,] -3.880062e-08 -4.442280e-08
[39,] 1.118771e-09 -3.880062e-08
[40,] -4.145219e-08 1.118771e-09
[41,] -4.843513e-08 -4.145219e-08
[42,] -4.857950e-08 -4.843513e-08
[43,] -1.174581e-09 -4.857950e-08
[44,] 3.431793e-09 -1.174581e-09
[45,] -2.176002e-09 3.431793e-09
[46,] -4.243028e-08 -2.176002e-09
[47,] -4.198759e-08 -4.243028e-08
[48,] 4.019968e-08 -4.198759e-08
[49,] 4.228494e-08 4.019968e-08
[50,] 9.309018e-09 4.228494e-08
[51,] 3.712360e-08 9.309018e-09
[52,] 4.592267e-08 3.712360e-08
[53,] 3.920573e-08 4.592267e-08
[54,] 3.871591e-08 3.920573e-08
[55,] 3.542212e-08 3.871591e-08
[56,] 4.069877e-08 3.542212e-08
[57,] 3.489312e-08 4.069877e-08
[58,] 6.159635e-09 3.489312e-08
[59,] 7.495692e-09 6.159635e-09
[60,] 2.962354e-08 7.495692e-09
[61,] 1.593709e-09 2.962354e-08
[62,] 7.303306e-09 1.593709e-09
[63,] 2.682547e-08 7.303306e-09
[64,] 4.484874e-09 2.682547e-08
[65,] 2.674752e-08 4.484874e-09
[66,] 2.712326e-08 2.674752e-08
[67,] 2.300350e-08 2.712326e-08
[68,] 2.849846e-08 2.300350e-08
[69,] 2.238708e-08 2.849846e-08
[70,] 3.744966e-09 2.238708e-08
[71,] 3.537082e-08 3.744966e-09
[72,] 1.722867e-08 3.537082e-08
[73,] 1.965954e-08 1.722867e-08
[74,] 4.372377e-09 1.965954e-08
[75,] 1.430760e-08 4.372377e-09
[76,] 2.280885e-08 1.430760e-08
[77,] 1.572657e-08 2.280885e-08
[78,] 1.594347e-08 1.572657e-08
[79,] 1.185149e-08 1.594347e-08
[80,] -2.637431e-09 1.185149e-08
[81,] 1.191816e-08 -2.637431e-09
[82,] 2.196962e-08 1.191816e-08
[83,] 2.265323e-09 2.196962e-08
[84,] 5.123779e-09 2.265323e-09
[85,] 5.954249e-09 5.123779e-09
[86,] 1.282746e-08 5.954249e-09
[87,] -8.261983e-09 1.282746e-08
[88,] 2.472822e-10 -8.261983e-09
[89,] 3.653507e-09 2.472822e-10
[90,] 3.092123e-09 3.653507e-09
[91,] 1.913903e-10 3.092123e-09
[92,] -5.040097e-09 1.913903e-10
[93,] -1.134230e-08 -5.040097e-09
[94,] -7.586712e-10 -1.134230e-08
[95,] 9.449693e-09 -7.586712e-10
[96,] 1.910949e-09 9.449693e-09
[97,] -5.555003e-09 1.910949e-09
[98,] 2.935931e-10 -5.555003e-09
[99,] -8.116539e-10 2.935931e-10
[100,] -1.730608e-09 -8.116539e-10
[101,] 2.976905e-10 -1.730608e-09
[102,] 5.663588e-10 2.976905e-10
[103,] -3.581396e-09 5.663588e-10
[104,] -7.113432e-09 -3.581396e-09
[105,] -1.361006e-08 -7.113432e-09
[106,] 6.556555e-09 -1.361006e-08
[107,] 7.165935e-09 6.556555e-09
[108,] -2.183001e-08 7.165935e-09
[109,] 1.684860e-09 -2.183001e-08
[110,] 7.172029e-09 1.684860e-09
[111,] -3.551862e-09 7.172029e-09
[112,] -1.445504e-08 -3.551862e-09
[113,] -2.262527e-08 -1.445504e-08
[114,] -2.463934e-09 -2.262527e-08
[115,] -6.079434e-09 -2.463934e-09
[116,] -1.396753e-10 -6.079434e-09
[117,] -2.612002e-08 -1.396753e-10
[118,] 3.840122e-09 -2.612002e-08
[119,] -1.553859e-08 3.840122e-09
[120,] -3.378005e-08 -1.553859e-08
[121,] -7.655050e-10 -3.378005e-08
[122,] -2.613607e-08 -7.655050e-10
[123,] -6.077702e-09 -2.613607e-08
[124,] 1.590332e-09 -6.077702e-09
[125,] -4.384753e-09 1.590332e-09
[126,] -3.406845e-08 -4.384753e-09
[127,] -8.263837e-09 -3.406845e-08
[128,] -3.665420e-09 -8.263837e-09
[129,] -3.851876e-08 -3.665420e-09
[130,] 1.457278e-09 -3.851876e-08
[131,] -2.783805e-08 1.457278e-09
[132,] -5.710233e-09 -2.783805e-08
[133,] -2.949895e-09 -5.710233e-09
[134,] 3.362692e-09 -2.949895e-09
[135,] -8.194687e-09 3.362692e-09
[136,] 4.815177e-10 -8.194687e-09
[137,] -7.263926e-09 4.815177e-10
[138,] -6.717435e-09 -7.263926e-09
[139,] -1.077389e-08 -6.717435e-09
[140,] -4.798097e-09 -1.077389e-08
[141,] -1.172763e-08 -4.798097e-09
[142,] -3.995278e-08 -1.172763e-08
[143,] -3.929975e-08 -3.995278e-08
[144,] 4.253027e-08 -3.929975e-08
[145,] -5.852915e-09 4.253027e-08
[146,] -2.982267e-10 -5.852915e-09
[147,] -1.088724e-08 -2.982267e-10
[148,] -2.310356e-09 -1.088724e-08
[149,] -9.237841e-09 -2.310356e-09
[150,] 4.004591e-08 -9.237841e-09
[151,] -1.312483e-08 4.004591e-08
[152,] -7.844214e-09 -1.312483e-08
[153,] 3.531368e-08 -7.844214e-09
[154,] -2.990728e-09 3.531368e-08
[155,] 4.903607e-08 -2.990728e-09
[156,] 3.008395e-08 4.903607e-08
[157,] -8.319161e-09 3.008395e-08
[158,] 5.254581e-10 -8.319161e-09
[159,] -1.325027e-08 5.254581e-10
[160,] -1.689410e-09 -1.325027e-08
[161,] 2.755725e-08 -1.689410e-09
[162,] -1.186442e-08 2.755725e-08
[163,] 2.366629e-08 -1.186442e-08
[164,] -1.001670e-08 2.366629e-08
[165,] 2.314532e-08 -1.001670e-08
[166,] -6.024919e-09 2.314532e-08
[167,] -4.883586e-09 -6.024919e-09
[168,] -1.258494e-08 -4.883586e-09
[169,] 2.315130e-08 -1.258494e-08
[170,] 4.002466e-10 2.315130e-08
[171,] -1.253815e-08 4.002466e-10
[172,] -1.762995e-09 -1.253815e-08
[173,] 1.940102e-08 -1.762995e-09
[174,] -1.068786e-08 1.940102e-08
[175,] 1.576027e-08 -1.068786e-08
[176,] 2.057624e-08 1.576027e-08
[177,] -1.548356e-08 2.057624e-08
[178,] 2.594977e-08 -1.548356e-08
[179,] 2.729383e-08 2.594977e-08
[180,] -1.211112e-08 2.729383e-08
[181,] -9.795453e-09 -1.211112e-08
[182,] -4.371815e-09 -9.795453e-09
[183,] -1.482576e-08 -4.371815e-09
[184,] -6.523110e-09 -1.482576e-08
[185,] -1.354976e-08 -6.523110e-09
[186,] -1.339632e-08 -1.354976e-08
[187,] -1.733337e-08 -1.339632e-08
[188,] 7.990811e-09 -1.733337e-08
[189,] 1.649192e-09 7.990811e-09
[190,] -7.576603e-09 1.649192e-09
[191,] -2.216798e-09 -7.576603e-09
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -5.836723e-09 -8.094662e-09
2 5.543537e-11 -5.836723e-09
3 -1.059642e-08 5.543537e-11
4 -2.532605e-09 -1.059642e-08
5 -9.523272e-09 -2.532605e-09
6 -9.414170e-09 -9.523272e-09
7 -1.338654e-08 -9.414170e-09
8 -7.223964e-09 -1.338654e-08
9 -1.333926e-08 -7.223964e-09
10 6.096096e-09 -1.333926e-08
11 -2.424756e-09 6.096096e-09
12 9.123620e-09 -2.424756e-09
13 -1.937498e-08 9.123620e-09
14 1.270383e-08 -1.937498e-08
15 6.198129e-09 1.270383e-08
16 -1.482399e-08 6.198129e-09
17 -2.207696e-08 -1.482399e-08
18 7.091596e-09 -2.207696e-08
19 3.420478e-09 7.091596e-09
20 -2.029817e-08 3.420478e-09
21 2.732710e-09 -2.029817e-08
22 1.322114e-08 2.732710e-09
23 -1.625306e-08 1.322114e-08
24 -3.449853e-08 -1.625306e-08
25 8.543845e-09 -3.449853e-08
26 1.128128e-08 8.543845e-09
27 3.422160e-09 1.128128e-08
28 1.174477e-08 3.422160e-09
29 4.507621e-09 1.174477e-08
30 4.613464e-09 4.507621e-09
31 -3.959767e-08 4.613464e-09
32 -3.241888e-08 -3.959767e-08
33 2.783303e-10 -3.241888e-08
34 1.073880e-08 2.783303e-10
35 1.236481e-08 1.073880e-08
36 -4.721491e-08 1.236481e-08
37 -4.442280e-08 -4.721491e-08
38 -3.880062e-08 -4.442280e-08
39 1.118771e-09 -3.880062e-08
40 -4.145219e-08 1.118771e-09
41 -4.843513e-08 -4.145219e-08
42 -4.857950e-08 -4.843513e-08
43 -1.174581e-09 -4.857950e-08
44 3.431793e-09 -1.174581e-09
45 -2.176002e-09 3.431793e-09
46 -4.243028e-08 -2.176002e-09
47 -4.198759e-08 -4.243028e-08
48 4.019968e-08 -4.198759e-08
49 4.228494e-08 4.019968e-08
50 9.309018e-09 4.228494e-08
51 3.712360e-08 9.309018e-09
52 4.592267e-08 3.712360e-08
53 3.920573e-08 4.592267e-08
54 3.871591e-08 3.920573e-08
55 3.542212e-08 3.871591e-08
56 4.069877e-08 3.542212e-08
57 3.489312e-08 4.069877e-08
58 6.159635e-09 3.489312e-08
59 7.495692e-09 6.159635e-09
60 2.962354e-08 7.495692e-09
61 1.593709e-09 2.962354e-08
62 7.303306e-09 1.593709e-09
63 2.682547e-08 7.303306e-09
64 4.484874e-09 2.682547e-08
65 2.674752e-08 4.484874e-09
66 2.712326e-08 2.674752e-08
67 2.300350e-08 2.712326e-08
68 2.849846e-08 2.300350e-08
69 2.238708e-08 2.849846e-08
70 3.744966e-09 2.238708e-08
71 3.537082e-08 3.744966e-09
72 1.722867e-08 3.537082e-08
73 1.965954e-08 1.722867e-08
74 4.372377e-09 1.965954e-08
75 1.430760e-08 4.372377e-09
76 2.280885e-08 1.430760e-08
77 1.572657e-08 2.280885e-08
78 1.594347e-08 1.572657e-08
79 1.185149e-08 1.594347e-08
80 -2.637431e-09 1.185149e-08
81 1.191816e-08 -2.637431e-09
82 2.196962e-08 1.191816e-08
83 2.265323e-09 2.196962e-08
84 5.123779e-09 2.265323e-09
85 5.954249e-09 5.123779e-09
86 1.282746e-08 5.954249e-09
87 -8.261983e-09 1.282746e-08
88 2.472822e-10 -8.261983e-09
89 3.653507e-09 2.472822e-10
90 3.092123e-09 3.653507e-09
91 1.913903e-10 3.092123e-09
92 -5.040097e-09 1.913903e-10
93 -1.134230e-08 -5.040097e-09
94 -7.586712e-10 -1.134230e-08
95 9.449693e-09 -7.586712e-10
96 1.910949e-09 9.449693e-09
97 -5.555003e-09 1.910949e-09
98 2.935931e-10 -5.555003e-09
99 -8.116539e-10 2.935931e-10
100 -1.730608e-09 -8.116539e-10
101 2.976905e-10 -1.730608e-09
102 5.663588e-10 2.976905e-10
103 -3.581396e-09 5.663588e-10
104 -7.113432e-09 -3.581396e-09
105 -1.361006e-08 -7.113432e-09
106 6.556555e-09 -1.361006e-08
107 7.165935e-09 6.556555e-09
108 -2.183001e-08 7.165935e-09
109 1.684860e-09 -2.183001e-08
110 7.172029e-09 1.684860e-09
111 -3.551862e-09 7.172029e-09
112 -1.445504e-08 -3.551862e-09
113 -2.262527e-08 -1.445504e-08
114 -2.463934e-09 -2.262527e-08
115 -6.079434e-09 -2.463934e-09
116 -1.396753e-10 -6.079434e-09
117 -2.612002e-08 -1.396753e-10
118 3.840122e-09 -2.612002e-08
119 -1.553859e-08 3.840122e-09
120 -3.378005e-08 -1.553859e-08
121 -7.655050e-10 -3.378005e-08
122 -2.613607e-08 -7.655050e-10
123 -6.077702e-09 -2.613607e-08
124 1.590332e-09 -6.077702e-09
125 -4.384753e-09 1.590332e-09
126 -3.406845e-08 -4.384753e-09
127 -8.263837e-09 -3.406845e-08
128 -3.665420e-09 -8.263837e-09
129 -3.851876e-08 -3.665420e-09
130 1.457278e-09 -3.851876e-08
131 -2.783805e-08 1.457278e-09
132 -5.710233e-09 -2.783805e-08
133 -2.949895e-09 -5.710233e-09
134 3.362692e-09 -2.949895e-09
135 -8.194687e-09 3.362692e-09
136 4.815177e-10 -8.194687e-09
137 -7.263926e-09 4.815177e-10
138 -6.717435e-09 -7.263926e-09
139 -1.077389e-08 -6.717435e-09
140 -4.798097e-09 -1.077389e-08
141 -1.172763e-08 -4.798097e-09
142 -3.995278e-08 -1.172763e-08
143 -3.929975e-08 -3.995278e-08
144 4.253027e-08 -3.929975e-08
145 -5.852915e-09 4.253027e-08
146 -2.982267e-10 -5.852915e-09
147 -1.088724e-08 -2.982267e-10
148 -2.310356e-09 -1.088724e-08
149 -9.237841e-09 -2.310356e-09
150 4.004591e-08 -9.237841e-09
151 -1.312483e-08 4.004591e-08
152 -7.844214e-09 -1.312483e-08
153 3.531368e-08 -7.844214e-09
154 -2.990728e-09 3.531368e-08
155 4.903607e-08 -2.990728e-09
156 3.008395e-08 4.903607e-08
157 -8.319161e-09 3.008395e-08
158 5.254581e-10 -8.319161e-09
159 -1.325027e-08 5.254581e-10
160 -1.689410e-09 -1.325027e-08
161 2.755725e-08 -1.689410e-09
162 -1.186442e-08 2.755725e-08
163 2.366629e-08 -1.186442e-08
164 -1.001670e-08 2.366629e-08
165 2.314532e-08 -1.001670e-08
166 -6.024919e-09 2.314532e-08
167 -4.883586e-09 -6.024919e-09
168 -1.258494e-08 -4.883586e-09
169 2.315130e-08 -1.258494e-08
170 4.002466e-10 2.315130e-08
171 -1.253815e-08 4.002466e-10
172 -1.762995e-09 -1.253815e-08
173 1.940102e-08 -1.762995e-09
174 -1.068786e-08 1.940102e-08
175 1.576027e-08 -1.068786e-08
176 2.057624e-08 1.576027e-08
177 -1.548356e-08 2.057624e-08
178 2.594977e-08 -1.548356e-08
179 2.729383e-08 2.594977e-08
180 -1.211112e-08 2.729383e-08
181 -9.795453e-09 -1.211112e-08
182 -4.371815e-09 -9.795453e-09
183 -1.482576e-08 -4.371815e-09
184 -6.523110e-09 -1.482576e-08
185 -1.354976e-08 -6.523110e-09
186 -1.339632e-08 -1.354976e-08
187 -1.733337e-08 -1.339632e-08
188 7.990811e-09 -1.733337e-08
189 1.649192e-09 7.990811e-09
190 -7.576603e-09 1.649192e-09
191 -2.216798e-09 -7.576603e-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/freestat/rcomp/tmp/74vy51227834072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/8p0pj1227834072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/93m6t1227834072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/10k6d71227834072.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11sgjp1227834072.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/12t5kv1227834072.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/13mvi61227834072.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/14r2uz1227834072.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/15juru1227834072.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/167nr61227834072.tab")
+ }
>
> system("convert tmp/1dl2t1227834072.ps tmp/1dl2t1227834072.png")
> system("convert tmp/2xqu91227834072.ps tmp/2xqu91227834072.png")
> system("convert tmp/3w0k41227834072.ps tmp/3w0k41227834072.png")
> system("convert tmp/4qd7g1227834072.ps tmp/4qd7g1227834072.png")
> system("convert tmp/5bczt1227834072.ps tmp/5bczt1227834072.png")
> system("convert tmp/6ejrg1227834072.ps tmp/6ejrg1227834072.png")
> system("convert tmp/74vy51227834072.ps tmp/74vy51227834072.png")
> system("convert tmp/8p0pj1227834072.ps tmp/8p0pj1227834072.png")
> system("convert tmp/93m6t1227834072.ps tmp/93m6t1227834072.png")
> system("convert tmp/10k6d71227834072.ps tmp/10k6d71227834072.png")
>
>
> proc.time()
user system elapsed
6.318 2.735 6.778