R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(122.36 + ,358.59 + ,123.33 + ,362.96 + ,123.04 + ,362.42 + ,124.53 + ,364.97 + ,125.13 + ,364.04 + ,125.85 + ,361.06 + ,126.50 + ,358.48 + ,126.53 + ,352.96 + ,127.07 + ,359.59 + ,124.55 + ,360.39 + ,124.90 + ,357.40 + ,124.32 + ,362.93 + ,122.84 + ,364.55 + ,123.31 + ,365.73 + ,123.31 + ,364.70 + ,124.87 + ,364.65 + ,124.64 + ,359.43 + ,124.73 + ,362.14 + ,124.90 + ,356.97 + ,124.04 + ,354.82 + ,123.28 + ,353.17 + ,123.86 + ,357.06 + ,122.29 + ,356.18 + ,124.09 + ,355.01 + ,124.54 + ,355.65 + ,125.65 + ,357.31 + ,125.70 + ,357.07 + ,125.53 + ,357.91 + ,125.61 + ,358.48 + ,125.55 + ,358.97 + ,125.41 + ,351.77 + ,127.60 + ,352.16 + ,124.68 + ,359.08 + ,124.41 + ,360.35 + ,126.43 + ,359.53 + ,126.38 + ,359.30 + ,125.78 + ,358.41 + ,124.70 + ,359.68 + ,125.07 + ,355.31 + ,125.25 + ,357.08 + ,126.58 + ,349.71 + ,127.13 + ,354.13 + ,125.82 + ,345.49 + ,123.70 + ,341.69 + ,124.39 + ,344.25 + ,123.70 + ,340.17 + ,124.42 + ,342.47 + ,121.05 + ,344.43 + ,121.02 + ,333.23 + ,123.23 + ,339.72 + ,121.32 + ,342.61 + ,120.91 + ,346.36 + ,120.72 + ,339.09 + ,123.31 + ,339.73 + ,119.58 + ,341.12 + ,119.53 + ,335.94 + ,120.59 + ,333.46 + ,118.63 + ,335.66 + ,118.47 + ,341.12 + ,111.81 + ,342.21 + ,114.71 + ,342.62 + ,117.34 + ,346.06 + ,115.77 + ,344.43 + ,118.38 + ,346.65 + ,117.84 + ,343.74 + ,118.83 + ,335.67 + ,120.02 + ,342.75 + ,116.21 + ,341.77 + ,117.08 + ,345.84 + ,120.20 + ,346.52 + ,119.83 + ,350.79 + ,118.92 + ,345.44 + ,118.03 + ,345.87 + ,117.71 + ,338.48 + ,119.55 + ,337.21 + ,116.13 + ,340.81 + ,115.97 + ,339.86 + ,115.99 + ,342.86 + ,114.96 + ,343.33 + ,116.46 + ,341.73 + ,116.55 + ,351.38 + ,113.05 + ,351.13 + ,117.44 + ,345.99 + ,118.84 + ,347.55 + ,117.06 + ,346.02 + ,117.54 + ,345.29 + ,119.31 + ,347.03 + ,118.72 + ,348.01 + ,121.55 + ,345.48 + ,122.61 + ,349.40 + ,121.53 + ,351.05 + ,123.31 + ,349.70 + ,124.07 + ,350.86 + ,123.59 + ,354.45 + ,122.97 + ,355.30 + ,123.22 + ,357.48 + ,123.04 + ,355.24 + ,122.96 + ,351.79 + ,122.81 + ,355.22 + ,122.81 + ,351.02 + ,122.62 + ,350.28 + ,120.82 + ,350.17 + ,119.41 + ,348.16 + ,121.56 + ,340.30 + ,121.59 + ,343.75 + ,118.50 + ,344.71 + ,118.77 + ,344.13 + ,118.86 + ,342.14 + ,117.60 + ,345.04 + ,119.90 + ,346.02 + ,121.83 + ,346.43 + ,121.84 + ,347.07 + ,122.12 + ,339.33 + ,122.12 + ,339.10 + ,121.36 + ,337.19 + ,119.66 + ,339.58 + ,119.32 + ,327.85 + ,120.36 + ,326.81 + ,117.06 + ,321.73 + ,117.48 + ,320.45 + ,115.60 + ,327.69 + ,113.86 + ,323.95 + ,116.92 + ,320.47 + ,117.75 + ,322.13 + ,117.75 + ,316.34 + ,115.31 + ,314.78 + ,116.28 + ,308.90 + ,115.22 + ,308.62 + ,115.65 + ,314.41 + ,115.11 + ,306.88 + ,118.67 + ,310.60 + ,118.04 + ,321.60 + ,116.50 + ,321.50 + ,119.78 + ,325.68 + ,119.95 + ,324.35 + ,120.37 + ,320.01 + ,119.79 + ,326.88 + ,119.43 + ,332.39 + ,121.06 + ,331.48 + ,121.74 + ,332.62 + ,121.09 + ,324.79 + ,122.97 + ,327.12 + ,120.50 + ,328.91 + ,117.18 + ,328.37 + ,115.03 + ,324.83 + ,113.36 + ,325.90 + ,112.59 + ,326.18 + ,111.65 + ,328.94 + ,111.98 + ,333.78 + ,114.87 + ,328.06 + ,114.67 + ,325.87 + ,114.09 + ,325.41 + ,114.77 + ,318.86 + ,117.05 + ,319.13 + ,117.22 + ,310.16 + ,113.18 + ,311.73 + ,110.95 + ,306.54 + ,112.14 + ,311.16 + ,112.72 + ,311.98 + ,110.01 + ,306.72 + ,110.29 + ,308.05 + ,110.74 + ,300.76 + ,110.32 + ,301.90 + ,105.89 + ,293.09 + ,108.97 + ,292.76 + ,109.34 + ,294.58 + ,106.57 + ,289.90 + ,99.49 + ,296.69 + ,101.81 + ,297.21 + ,104.29 + ,293.31 + ,109.73 + ,296.25 + ,105.06 + ,298.60 + ,107.97 + ,296.87 + ,108.13 + ,301.02 + ,109.86 + ,304.73 + ,108.95 + ,301.92 + ,111.20 + ,295.72 + ,110.69 + ,293.18 + ,106.10 + ,298.35 + ,105.68 + ,297.99 + ,104.12 + ,299.85 + ,104.71 + ,299.85 + ,104.30 + ,304.45 + ,103.52 + ,299.45 + ,107.76 + ,298.14 + ,107.80 + ,298.78 + ,107.30 + ,297.02 + ,108.64 + ,301.33 + ,105.03 + ,294.96 + ,108.30 + ,296.69 + ,107.21 + ,300.73 + ,109.27 + ,301.96 + ,109.50 + ,297.38 + ,111.68 + ,293.87 + ,111.80 + ,285.96 + ,111.75 + ,285.41 + ,106.68 + ,283.70 + ,106.37 + ,284.76 + ,105.76 + ,277.11 + ,109.01 + ,274.73 + ,109.01 + ,274.73 + ,109.01 + ,274.73 + ,109.01 + ,274.73 + ,107.69 + ,274.69 + ,105.19 + ,275.42 + ,105.48 + ,264.15 + ,102.22 + ,276.24 + ,100.54 + ,268.88 + ,105.00 + ,277.97 + ,105.44 + ,280.49 + ,107.89 + ,281.09 + ,108.64 + ,276.16 + ,106.70 + ,272.58 + ,109.10 + ,270.94 + ,105.23 + ,284.31 + ,108.41 + ,283.94 + ,108.80 + ,284.18 + ,110.39 + ,282.83 + ,110.22 + ,283.84 + ,110.86 + ,282.71 + ,108.58 + ,279.29 + ,107.70 + ,280.70 + ,106.62 + ,274.47 + ,109.84 + ,273.44 + ,107.16 + ,275.49 + ,107.26 + ,279.46 + ,108.70 + ,280.19 + ,109.85 + ,288.21 + ,109.41 + ,284.80 + ,112.36 + ,281.41 + ,111.03 + ,283.39 + ,110.67 + ,287.97 + ,109.21 + ,290.77 + ,113.58 + ,290.60 + ,113.88 + ,289.67 + ,114.08 + ,289.84 + ,112.33 + ,298.55 + ,113.92 + ,296.07 + ,114.41 + ,297.14 + ,114.57 + ,295.34 + ,115.35 + ,296.25 + ,113.13 + ,294.30 + ,113.29 + ,296.15 + ,112.56 + ,296.49 + ,113.06 + ,298.05 + ,113.46 + ,301.03 + ,115.39 + ,300.52 + ,116.62 + ,301.50 + ,117.04 + ,296.93 + ,117.42 + ,289.84 + ,115.62 + ,291.44 + ,115.16 + ,286.88 + ,115.69 + ,286.74 + ,112.85 + ,288.93 + ,114.05 + ,292.19 + ,112.00 + ,295.39 + ,113.74 + ,295.86 + ,116.26 + ,293.36 + ,118.63 + ,292.86 + ,116.49 + ,292.73 + ,118.23 + ,296.73 + ,116.83 + ,285.02 + ,118.82 + ,285.24 + ,114.36 + ,288.62 + ,112.02 + ,283.36 + ,113.24 + ,285.84 + ,109.75 + ,291.48 + ,110.33 + ,291.41 + ,112.86 + ,287.77 + ,113.04 + ,284.97 + ,113.80 + ,286.05 + ,110.90 + ,278.19 + ,109.96 + ,281.21 + ,108.69 + ,277.92 + ,108.84 + ,280.08 + ,108.47 + ,269.24 + ,108.07 + ,268.48 + ,107.94 + ,268.83 + ,108.11 + ,269.54 + ,108.11 + ,262.37 + ,106.81 + ,265.12 + ,105.58 + ,265.34 + ,105.61 + ,263.32 + ,106.52 + ,267.18 + ,103.86 + ,260.75 + ,104.60 + ,261.78 + ,104.73 + ,257.27 + ,105.12 + ,255.63 + ,104.76 + ,251.39 + ,103.85 + ,259.49 + ,103.83 + ,261.18 + ,103.22 + ,261.65 + ,101.64 + ,262.01 + ,102.13 + ,265.23 + ,104.33 + ,268.10 + ,104.92 + ,262.27 + ,107.78 + ,263.59 + ,104.49 + ,257.85 + ,102.80 + ,265.69 + ,102.86 + ,271.15 + ,104.51 + ,266.69 + ,104.73 + ,265.77 + ,102.58 + ,262.32 + ,99.93 + ,270.48 + ,101.41 + ,273.03 + ,101.05 + ,269.13 + ,99.86 + ,280.65 + ,101.11 + ,282.75 + ,100.89 + ,281.44 + ,101.09 + ,281.99 + ,98.31 + ,282.86 + ,98.08 + ,287.21 + ,99.55 + ,283.11 + ,99.62 + ,280.66 + ,97.37 + ,282.39 + ,98.16 + ,280.83 + ,97.98 + ,284.71 + ,98.15 + ,279.99 + ,97.10 + ,283.50 + ,97.24 + ,284.88 + ,96.70 + ,288.60 + ,96.64 + ,284.80 + ,100.65 + ,287.20 + ,96.75 + ,286.22 + ,97.74 + ,286.54 + ,97.92 + ,279.58 + ,98.34 + ,283.08 + ,93.84 + ,288.88 + ,97.80 + ,280.18 + ,96.20 + ,284.16 + ,95.99 + ,290.57 + ,95.18 + ,286.82 + ,95.95 + ,273.00 + ,92.23 + ,278.69 + ,91.78 + ,264.54 + ,92.97 + ,271.92 + ,89.76 + ,283.60 + ,92.88 + ,269.25 + ,96.23 + ,263.58 + ,95.79 + ,264.16 + ,93.97 + ,268.85 + ,93.90 + ,269.67 + ,93.60 + ,249.41 + ,93.96 + ,268.99 + ,88.69 + ,268.65 + ,88.57 + ,260.16 + ,85.62 + ,256.55 + ,86.25 + ,251.47 + ,85.33 + ,234.93 + ,83.33 + ,232.96 + ,77.78 + ,215.49 + ,78.70 + ,213.68 + ,72.05 + ,236.07 + ,80.75 + ,235.41 + ,81.41 + ,214.77 + ,82.65 + ,225.85 + ,75.85 + ,224.64 + ,75.70 + ,238.26 + ,78.25 + ,232.44 + ,77.41 + ,222.50 + ,76.84 + ,225.28 + ,74.25 + ,220.49 + ,74.95 + ,216.86 + ,68.78 + ,234.70 + ,73.21 + ,230.06 + ,73.26 + ,238.27 + ,78.67 + ,238.56 + ,75.63 + ,242.70 + ,74.99 + ,249.14 + ,83.87 + ,234.89 + ,79.62 + ,227.78 + ,80.13 + ,234.04 + ,79.76 + ,230.70 + ,78.20 + ,230.17 + ,78.05 + ,218.23 + ,79.05 + ,232.20 + ,73.32 + ,220.76 + ,75.17 + ,215.60 + ,73.26 + ,217.69 + ,73.72 + ,204.35 + ,73.57 + ,191.44 + ,70.60 + ,203.84 + ,71.25 + ,211.86 + ,74.22 + ,210.57 + ,73.32 + ,219.57 + ,73.01 + ,219.98 + ,74.21 + ,226.01 + ,75.32 + ,207.04 + ,71.73 + ,212.52 + ,71.94 + ,217.92 + ,72.94 + ,210.45 + ,72.47 + ,218.53 + ,71.94 + ,223.32 + ,74.30 + ,218.76 + ,74.30 + ,217.63) + ,dim=c(2 + ,395) + ,dimnames=list(c('Asia' + ,'Arabia') + ,1:395)) > y <- array(NA,dim=c(2,395),dimnames=list(c('Asia','Arabia'),1:395)) > 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 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Asia Arabia t 1 122.36 358.59 1 2 123.33 362.96 2 3 123.04 362.42 3 4 124.53 364.97 4 5 125.13 364.04 5 6 125.85 361.06 6 7 126.50 358.48 7 8 126.53 352.96 8 9 127.07 359.59 9 10 124.55 360.39 10 11 124.90 357.40 11 12 124.32 362.93 12 13 122.84 364.55 13 14 123.31 365.73 14 15 123.31 364.70 15 16 124.87 364.65 16 17 124.64 359.43 17 18 124.73 362.14 18 19 124.90 356.97 19 20 124.04 354.82 20 21 123.28 353.17 21 22 123.86 357.06 22 23 122.29 356.18 23 24 124.09 355.01 24 25 124.54 355.65 25 26 125.65 357.31 26 27 125.70 357.07 27 28 125.53 357.91 28 29 125.61 358.48 29 30 125.55 358.97 30 31 125.41 351.77 31 32 127.60 352.16 32 33 124.68 359.08 33 34 124.41 360.35 34 35 126.43 359.53 35 36 126.38 359.30 36 37 125.78 358.41 37 38 124.70 359.68 38 39 125.07 355.31 39 40 125.25 357.08 40 41 126.58 349.71 41 42 127.13 354.13 42 43 125.82 345.49 43 44 123.70 341.69 44 45 124.39 344.25 45 46 123.70 340.17 46 47 124.42 342.47 47 48 121.05 344.43 48 49 121.02 333.23 49 50 123.23 339.72 50 51 121.32 342.61 51 52 120.91 346.36 52 53 120.72 339.09 53 54 123.31 339.73 54 55 119.58 341.12 55 56 119.53 335.94 56 57 120.59 333.46 57 58 118.63 335.66 58 59 118.47 341.12 59 60 111.81 342.21 60 61 114.71 342.62 61 62 117.34 346.06 62 63 115.77 344.43 63 64 118.38 346.65 64 65 117.84 343.74 65 66 118.83 335.67 66 67 120.02 342.75 67 68 116.21 341.77 68 69 117.08 345.84 69 70 120.20 346.52 70 71 119.83 350.79 71 72 118.92 345.44 72 73 118.03 345.87 73 74 117.71 338.48 74 75 119.55 337.21 75 76 116.13 340.81 76 77 115.97 339.86 77 78 115.99 342.86 78 79 114.96 343.33 79 80 116.46 341.73 80 81 116.55 351.38 81 82 113.05 351.13 82 83 117.44 345.99 83 84 118.84 347.55 84 85 117.06 346.02 85 86 117.54 345.29 86 87 119.31 347.03 87 88 118.72 348.01 88 89 121.55 345.48 89 90 122.61 349.40 90 91 121.53 351.05 91 92 123.31 349.70 92 93 124.07 350.86 93 94 123.59 354.45 94 95 122.97 355.30 95 96 123.22 357.48 96 97 123.04 355.24 97 98 122.96 351.79 98 99 122.81 355.22 99 100 122.81 351.02 100 101 122.62 350.28 101 102 120.82 350.17 102 103 119.41 348.16 103 104 121.56 340.30 104 105 121.59 343.75 105 106 118.50 344.71 106 107 118.77 344.13 107 108 118.86 342.14 108 109 117.60 345.04 109 110 119.90 346.02 110 111 121.83 346.43 111 112 121.84 347.07 112 113 122.12 339.33 113 114 122.12 339.10 114 115 121.36 337.19 115 116 119.66 339.58 116 117 119.32 327.85 117 118 120.36 326.81 118 119 117.06 321.73 119 120 117.48 320.45 120 121 115.60 327.69 121 122 113.86 323.95 122 123 116.92 320.47 123 124 117.75 322.13 124 125 117.75 316.34 125 126 115.31 314.78 126 127 116.28 308.90 127 128 115.22 308.62 128 129 115.65 314.41 129 130 115.11 306.88 130 131 118.67 310.60 131 132 118.04 321.60 132 133 116.50 321.50 133 134 119.78 325.68 134 135 119.95 324.35 135 136 120.37 320.01 136 137 119.79 326.88 137 138 119.43 332.39 138 139 121.06 331.48 139 140 121.74 332.62 140 141 121.09 324.79 141 142 122.97 327.12 142 143 120.50 328.91 143 144 117.18 328.37 144 145 115.03 324.83 145 146 113.36 325.90 146 147 112.59 326.18 147 148 111.65 328.94 148 149 111.98 333.78 149 150 114.87 328.06 150 151 114.67 325.87 151 152 114.09 325.41 152 153 114.77 318.86 153 154 117.05 319.13 154 155 117.22 310.16 155 156 113.18 311.73 156 157 110.95 306.54 157 158 112.14 311.16 158 159 112.72 311.98 159 160 110.01 306.72 160 161 110.29 308.05 161 162 110.74 300.76 162 163 110.32 301.90 163 164 105.89 293.09 164 165 108.97 292.76 165 166 109.34 294.58 166 167 106.57 289.90 167 168 99.49 296.69 168 169 101.81 297.21 169 170 104.29 293.31 170 171 109.73 296.25 171 172 105.06 298.60 172 173 107.97 296.87 173 174 108.13 301.02 174 175 109.86 304.73 175 176 108.95 301.92 176 177 111.20 295.72 177 178 110.69 293.18 178 179 106.10 298.35 179 180 105.68 297.99 180 181 104.12 299.85 181 182 104.71 299.85 182 183 104.30 304.45 183 184 103.52 299.45 184 185 107.76 298.14 185 186 107.80 298.78 186 187 107.30 297.02 187 188 108.64 301.33 188 189 105.03 294.96 189 190 108.30 296.69 190 191 107.21 300.73 191 192 109.27 301.96 192 193 109.50 297.38 193 194 111.68 293.87 194 195 111.80 285.96 195 196 111.75 285.41 196 197 106.68 283.70 197 198 106.37 284.76 198 199 105.76 277.11 199 200 109.01 274.73 200 201 109.01 274.73 201 202 109.01 274.73 202 203 109.01 274.73 203 204 107.69 274.69 204 205 105.19 275.42 205 206 105.48 264.15 206 207 102.22 276.24 207 208 100.54 268.88 208 209 105.00 277.97 209 210 105.44 280.49 210 211 107.89 281.09 211 212 108.64 276.16 212 213 106.70 272.58 213 214 109.10 270.94 214 215 105.23 284.31 215 216 108.41 283.94 216 217 108.80 284.18 217 218 110.39 282.83 218 219 110.22 283.84 219 220 110.86 282.71 220 221 108.58 279.29 221 222 107.70 280.70 222 223 106.62 274.47 223 224 109.84 273.44 224 225 107.16 275.49 225 226 107.26 279.46 226 227 108.70 280.19 227 228 109.85 288.21 228 229 109.41 284.80 229 230 112.36 281.41 230 231 111.03 283.39 231 232 110.67 287.97 232 233 109.21 290.77 233 234 113.58 290.60 234 235 113.88 289.67 235 236 114.08 289.84 236 237 112.33 298.55 237 238 113.92 296.07 238 239 114.41 297.14 239 240 114.57 295.34 240 241 115.35 296.25 241 242 113.13 294.30 242 243 113.29 296.15 243 244 112.56 296.49 244 245 113.06 298.05 245 246 113.46 301.03 246 247 115.39 300.52 247 248 116.62 301.50 248 249 117.04 296.93 249 250 117.42 289.84 250 251 115.62 291.44 251 252 115.16 286.88 252 253 115.69 286.74 253 254 112.85 288.93 254 255 114.05 292.19 255 256 112.00 295.39 256 257 113.74 295.86 257 258 116.26 293.36 258 259 118.63 292.86 259 260 116.49 292.73 260 261 118.23 296.73 261 262 116.83 285.02 262 263 118.82 285.24 263 264 114.36 288.62 264 265 112.02 283.36 265 266 113.24 285.84 266 267 109.75 291.48 267 268 110.33 291.41 268 269 112.86 287.77 269 270 113.04 284.97 270 271 113.80 286.05 271 272 110.90 278.19 272 273 109.96 281.21 273 274 108.69 277.92 274 275 108.84 280.08 275 276 108.47 269.24 276 277 108.07 268.48 277 278 107.94 268.83 278 279 108.11 269.54 279 280 108.11 262.37 280 281 106.81 265.12 281 282 105.58 265.34 282 283 105.61 263.32 283 284 106.52 267.18 284 285 103.86 260.75 285 286 104.60 261.78 286 287 104.73 257.27 287 288 105.12 255.63 288 289 104.76 251.39 289 290 103.85 259.49 290 291 103.83 261.18 291 292 103.22 261.65 292 293 101.64 262.01 293 294 102.13 265.23 294 295 104.33 268.10 295 296 104.92 262.27 296 297 107.78 263.59 297 298 104.49 257.85 298 299 102.80 265.69 299 300 102.86 271.15 300 301 104.51 266.69 301 302 104.73 265.77 302 303 102.58 262.32 303 304 99.93 270.48 304 305 101.41 273.03 305 306 101.05 269.13 306 307 99.86 280.65 307 308 101.11 282.75 308 309 100.89 281.44 309 310 101.09 281.99 310 311 98.31 282.86 311 312 98.08 287.21 312 313 99.55 283.11 313 314 99.62 280.66 314 315 97.37 282.39 315 316 98.16 280.83 316 317 97.98 284.71 317 318 98.15 279.99 318 319 97.10 283.50 319 320 97.24 284.88 320 321 96.70 288.60 321 322 96.64 284.80 322 323 100.65 287.20 323 324 96.75 286.22 324 325 97.74 286.54 325 326 97.92 279.58 326 327 98.34 283.08 327 328 93.84 288.88 328 329 97.80 280.18 329 330 96.20 284.16 330 331 95.99 290.57 331 332 95.18 286.82 332 333 95.95 273.00 333 334 92.23 278.69 334 335 91.78 264.54 335 336 92.97 271.92 336 337 89.76 283.60 337 338 92.88 269.25 338 339 96.23 263.58 339 340 95.79 264.16 340 341 93.97 268.85 341 342 93.90 269.67 342 343 93.60 249.41 343 344 93.96 268.99 344 345 88.69 268.65 345 346 88.57 260.16 346 347 85.62 256.55 347 348 86.25 251.47 348 349 85.33 234.93 349 350 83.33 232.96 350 351 77.78 215.49 351 352 78.70 213.68 352 353 72.05 236.07 353 354 80.75 235.41 354 355 81.41 214.77 355 356 82.65 225.85 356 357 75.85 224.64 357 358 75.70 238.26 358 359 78.25 232.44 359 360 77.41 222.50 360 361 76.84 225.28 361 362 74.25 220.49 362 363 74.95 216.86 363 364 68.78 234.70 364 365 73.21 230.06 365 366 73.26 238.27 366 367 78.67 238.56 367 368 75.63 242.70 368 369 74.99 249.14 369 370 83.87 234.89 370 371 79.62 227.78 371 372 80.13 234.04 372 373 79.76 230.70 373 374 78.20 230.17 374 375 78.05 218.23 375 376 79.05 232.20 376 377 73.32 220.76 377 378 75.17 215.60 378 379 73.26 217.69 379 380 73.72 204.35 380 381 73.57 191.44 381 382 70.60 203.84 382 383 71.25 211.86 383 384 74.22 210.57 384 385 73.32 219.57 385 386 73.01 219.98 386 387 74.21 226.01 387 388 75.32 207.04 388 389 71.73 212.52 389 390 71.94 217.92 390 391 72.94 210.45 391 392 72.47 218.53 392 393 71.94 223.32 393 394 74.30 218.76 394 395 74.30 217.63 395 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Arabia t 32.37569 0.26684 -0.02075 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -18.669 -4.266 -0.959 5.016 15.789 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 32.375686 8.173461 3.961 8.86e-05 *** Arabia 0.266840 0.022155 12.044 < 2e-16 *** t -0.020751 0.008113 -2.558 0.0109 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.103 on 392 degrees of freedom Multiple R-squared: 0.8292, Adjusted R-squared: 0.8283 F-statistic: 951.6 on 2 and 392 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,] 4.902856e-04 9.805712e-04 9.995097e-01 [2,] 2.855092e-05 5.710185e-05 9.999714e-01 [3,] 2.257259e-06 4.514517e-06 9.999977e-01 [4,] 2.648301e-07 5.296601e-07 9.999997e-01 [5,] 3.863201e-05 7.726401e-05 9.999614e-01 [6,] 2.594159e-05 5.188319e-05 9.999741e-01 [7,] 1.230897e-05 2.461794e-05 9.999877e-01 [8,] 8.627807e-06 1.725561e-05 9.999914e-01 [9,] 2.226783e-06 4.453565e-06 9.999978e-01 [10,] 5.650237e-07 1.130047e-06 9.999994e-01 [11,] 1.337939e-07 2.675877e-07 9.999999e-01 [12,] 3.193236e-08 6.386472e-08 1.000000e+00 [13,] 6.256917e-09 1.251383e-08 1.000000e+00 [14,] 1.511347e-09 3.022693e-09 1.000000e+00 [15,] 7.294367e-10 1.458873e-09 1.000000e+00 [16,] 5.003467e-10 1.000693e-09 1.000000e+00 [17,] 1.139248e-10 2.278497e-10 1.000000e+00 [18,] 7.458398e-11 1.491680e-10 1.000000e+00 [19,] 1.531690e-11 3.063381e-11 1.000000e+00 [20,] 3.283753e-12 6.567506e-12 1.000000e+00 [21,] 1.427144e-12 2.854288e-12 1.000000e+00 [22,] 5.285708e-13 1.057142e-12 1.000000e+00 [23,] 1.585799e-13 3.171597e-13 1.000000e+00 [24,] 4.629121e-14 9.258241e-14 1.000000e+00 [25,] 1.206161e-14 2.412322e-14 1.000000e+00 [26,] 2.413947e-15 4.827894e-15 1.000000e+00 [27,] 2.225910e-15 4.451821e-15 1.000000e+00 [28,] 4.596585e-16 9.193170e-16 1.000000e+00 [29,] 9.611235e-17 1.922247e-16 1.000000e+00 [30,] 3.762862e-17 7.525725e-17 1.000000e+00 [31,] 1.162585e-17 2.325170e-17 1.000000e+00 [32,] 2.406980e-18 4.813960e-18 1.000000e+00 [33,] 5.295510e-19 1.059102e-18 1.000000e+00 [34,] 1.103135e-19 2.206270e-19 1.000000e+00 [35,] 2.116655e-20 4.233310e-20 1.000000e+00 [36,] 4.343223e-21 8.686445e-21 1.000000e+00 [37,] 1.446245e-21 2.892490e-21 1.000000e+00 [38,] 3.164669e-22 6.329337e-22 1.000000e+00 [39,] 5.565156e-22 1.113031e-21 1.000000e+00 [40,] 1.930683e-22 3.861366e-22 1.000000e+00 [41,] 9.833378e-23 1.966676e-22 1.000000e+00 [42,] 2.380609e-23 4.761219e-23 1.000000e+00 [43,] 4.797886e-22 9.595773e-22 1.000000e+00 [44,] 7.913352e-22 1.582670e-21 1.000000e+00 [45,] 2.035691e-22 4.071381e-22 1.000000e+00 [46,] 3.094651e-22 6.189302e-22 1.000000e+00 [47,] 9.142218e-22 1.828444e-21 1.000000e+00 [48,] 8.872859e-22 1.774572e-21 1.000000e+00 [49,] 2.104712e-22 4.209424e-22 1.000000e+00 [50,] 7.872580e-22 1.574516e-21 1.000000e+00 [51,] 8.982976e-22 1.796595e-21 1.000000e+00 [52,] 3.044386e-22 6.088771e-22 1.000000e+00 [53,] 5.402104e-22 1.080421e-21 1.000000e+00 [54,] 2.086493e-21 4.172987e-21 1.000000e+00 [55,] 1.989317e-16 3.978634e-16 1.000000e+00 [56,] 4.195307e-15 8.390614e-15 1.000000e+00 [57,] 6.589142e-15 1.317828e-14 1.000000e+00 [58,] 1.904131e-14 3.808262e-14 1.000000e+00 [59,] 1.194527e-14 2.389054e-14 1.000000e+00 [60,] 7.589518e-15 1.517904e-14 1.000000e+00 [61,] 3.127636e-15 6.255273e-15 1.000000e+00 [62,] 1.251561e-15 2.503122e-15 1.000000e+00 [63,] 1.257262e-15 2.514523e-15 1.000000e+00 [64,] 8.720688e-16 1.744138e-15 1.000000e+00 [65,] 3.710853e-16 7.421707e-16 1.000000e+00 [66,] 1.583640e-16 3.167279e-16 1.000000e+00 [67,] 6.696509e-17 1.339302e-16 1.000000e+00 [68,] 3.167445e-17 6.334890e-17 1.000000e+00 [69,] 1.379756e-17 2.759513e-17 1.000000e+00 [70,] 5.840667e-18 1.168133e-17 1.000000e+00 [71,] 3.924397e-18 7.848794e-18 1.000000e+00 [72,] 2.548525e-18 5.097051e-18 1.000000e+00 [73,] 1.658476e-18 3.316953e-18 1.000000e+00 [74,] 1.543986e-18 3.087972e-18 1.000000e+00 [75,] 7.748777e-19 1.549755e-18 1.000000e+00 [76,] 4.400562e-19 8.801125e-19 1.000000e+00 [77,] 1.052352e-18 2.104704e-18 1.000000e+00 [78,] 5.178734e-19 1.035747e-18 1.000000e+00 [79,] 3.199326e-19 6.398652e-19 1.000000e+00 [80,] 1.596768e-19 3.193537e-19 1.000000e+00 [81,] 8.111552e-20 1.622310e-19 1.000000e+00 [82,] 6.090783e-20 1.218157e-19 1.000000e+00 [83,] 3.841562e-20 7.683125e-20 1.000000e+00 [84,] 8.198387e-20 1.639677e-19 1.000000e+00 [85,] 2.621342e-19 5.242685e-19 1.000000e+00 [86,] 3.337448e-19 6.674896e-19 1.000000e+00 [87,] 1.004440e-18 2.008879e-18 1.000000e+00 [88,] 3.359372e-18 6.718744e-18 1.000000e+00 [89,] 5.128030e-18 1.025606e-17 1.000000e+00 [90,] 4.902820e-18 9.805639e-18 1.000000e+00 [91,] 4.194149e-18 8.388297e-18 1.000000e+00 [92,] 3.436849e-18 6.873698e-18 1.000000e+00 [93,] 3.030463e-18 6.060927e-18 1.000000e+00 [94,] 2.112893e-18 4.225785e-18 1.000000e+00 [95,] 1.695364e-18 3.390728e-18 1.000000e+00 [96,] 1.289100e-18 2.578199e-18 1.000000e+00 [97,] 7.239861e-19 1.447972e-18 1.000000e+00 [98,] 4.075553e-19 8.151106e-19 1.000000e+00 [99,] 3.893243e-19 7.786487e-19 1.000000e+00 [100,] 2.970513e-19 5.941025e-19 1.000000e+00 [101,] 1.725257e-19 3.450515e-19 1.000000e+00 [102,] 9.748184e-20 1.949637e-19 1.000000e+00 [103,] 5.409061e-20 1.081812e-19 1.000000e+00 [104,] 3.794658e-20 7.589316e-20 1.000000e+00 [105,] 2.238020e-20 4.476040e-20 1.000000e+00 [106,] 1.758467e-20 3.516935e-20 1.000000e+00 [107,] 1.327599e-20 2.655198e-20 1.000000e+00 [108,] 1.727085e-20 3.454170e-20 1.000000e+00 [109,] 2.133811e-20 4.267621e-20 1.000000e+00 [110,] 2.108196e-20 4.216393e-20 1.000000e+00 [111,] 1.262807e-20 2.525613e-20 1.000000e+00 [112,] 1.019921e-20 2.039841e-20 1.000000e+00 [113,] 1.184539e-20 2.369078e-20 1.000000e+00 [114,] 6.361514e-21 1.272303e-20 1.000000e+00 [115,] 3.652057e-21 7.304114e-21 1.000000e+00 [116,] 2.178561e-21 4.357123e-21 1.000000e+00 [117,] 1.636944e-21 3.273888e-21 1.000000e+00 [118,] 8.873485e-22 1.774697e-21 1.000000e+00 [119,] 5.230052e-22 1.046010e-21 1.000000e+00 [120,] 3.571020e-22 7.142039e-22 1.000000e+00 [121,] 1.685324e-22 3.370648e-22 1.000000e+00 [122,] 9.486675e-23 1.897335e-22 1.000000e+00 [123,] 4.389510e-23 8.779020e-23 1.000000e+00 [124,] 2.034196e-23 4.068392e-23 1.000000e+00 [125,] 9.281284e-24 1.856257e-23 1.000000e+00 [126,] 9.646878e-24 1.929376e-23 1.000000e+00 [127,] 5.249451e-24 1.049890e-23 1.000000e+00 [128,] 2.516733e-24 5.033466e-24 1.000000e+00 [129,] 1.901777e-24 3.803554e-24 1.000000e+00 [130,] 1.552263e-24 3.104527e-24 1.000000e+00 [131,] 1.750923e-24 3.501845e-24 1.000000e+00 [132,] 1.178438e-24 2.356876e-24 1.000000e+00 [133,] 6.743509e-25 1.348702e-24 1.000000e+00 [134,] 5.700453e-25 1.140091e-24 1.000000e+00 [135,] 5.705361e-25 1.141072e-24 1.000000e+00 [136,] 5.903122e-25 1.180624e-24 1.000000e+00 [137,] 1.282804e-24 2.565609e-24 1.000000e+00 [138,] 8.554397e-25 1.710879e-24 1.000000e+00 [139,] 4.651705e-25 9.303410e-25 1.000000e+00 [140,] 3.562120e-25 7.124239e-25 1.000000e+00 [141,] 5.891273e-25 1.178255e-24 1.000000e+00 [142,] 1.476545e-24 2.953090e-24 1.000000e+00 [143,] 8.544008e-24 1.708802e-23 1.000000e+00 [144,] 6.112755e-23 1.222551e-22 1.000000e+00 [145,] 5.842306e-23 1.168461e-22 1.000000e+00 [146,] 5.287816e-23 1.057563e-22 1.000000e+00 [147,] 5.663293e-23 1.132659e-22 1.000000e+00 [148,] 3.659151e-23 7.318302e-23 1.000000e+00 [149,] 2.134503e-23 4.269007e-23 1.000000e+00 [150,] 1.342878e-23 2.685756e-23 1.000000e+00 [151,] 9.089996e-24 1.817999e-23 1.000000e+00 [152,] 9.346098e-24 1.869220e-23 1.000000e+00 [153,] 8.049694e-24 1.609939e-23 1.000000e+00 [154,] 6.042915e-24 1.208583e-23 1.000000e+00 [155,] 8.644197e-24 1.728839e-23 1.000000e+00 [156,] 1.155532e-23 2.311063e-23 1.000000e+00 [157,] 7.956443e-24 1.591289e-23 1.000000e+00 [158,] 6.470483e-24 1.294097e-23 1.000000e+00 [159,] 1.872530e-23 3.745060e-23 1.000000e+00 [160,] 1.242893e-23 2.485786e-23 1.000000e+00 [161,] 8.093260e-24 1.618652e-23 1.000000e+00 [162,] 9.453044e-24 1.890609e-23 1.000000e+00 [163,] 7.752941e-21 1.550588e-20 1.000000e+00 [164,] 2.988597e-19 5.977193e-19 1.000000e+00 [165,] 9.251404e-19 1.850281e-18 1.000000e+00 [166,] 6.401461e-19 1.280292e-18 1.000000e+00 [167,] 2.367338e-18 4.734675e-18 1.000000e+00 [168,] 2.365917e-18 4.731834e-18 1.000000e+00 [169,] 3.054387e-18 6.108774e-18 1.000000e+00 [170,] 3.259267e-18 6.518535e-18 1.000000e+00 [171,] 3.707405e-18 7.414810e-18 1.000000e+00 [172,] 2.807226e-18 5.614453e-18 1.000000e+00 [173,] 2.066828e-18 4.133657e-18 1.000000e+00 [174,] 4.932777e-18 9.865554e-18 1.000000e+00 [175,] 1.385625e-17 2.771249e-17 1.000000e+00 [176,] 1.142408e-16 2.284816e-16 1.000000e+00 [177,] 6.642352e-16 1.328470e-15 1.000000e+00 [178,] 9.490302e-15 1.898060e-14 1.000000e+00 [179,] 1.031273e-13 2.062546e-13 1.000000e+00 [180,] 1.697728e-13 3.395456e-13 1.000000e+00 [181,] 3.014742e-13 6.029484e-13 1.000000e+00 [182,] 5.631734e-13 1.126347e-12 1.000000e+00 [183,] 1.058030e-12 2.116059e-12 1.000000e+00 [184,] 3.912436e-12 7.824872e-12 1.000000e+00 [185,] 6.592274e-12 1.318455e-11 1.000000e+00 [186,] 2.116613e-11 4.233226e-11 1.000000e+00 [187,] 4.457462e-11 8.914925e-11 1.000000e+00 [188,] 7.389102e-11 1.477820e-10 1.000000e+00 [189,] 1.091284e-10 2.182568e-10 1.000000e+00 [190,] 1.828340e-10 3.656679e-10 1.000000e+00 [191,] 2.904104e-10 5.808209e-10 1.000000e+00 [192,] 4.006259e-10 8.012518e-10 1.000000e+00 [193,] 6.323244e-10 1.264649e-09 1.000000e+00 [194,] 8.079249e-10 1.615850e-09 1.000000e+00 [195,] 1.042500e-09 2.085001e-09 1.000000e+00 [196,] 1.289490e-09 2.578979e-09 1.000000e+00 [197,] 1.540120e-09 3.080240e-09 1.000000e+00 [198,] 1.786542e-09 3.573084e-09 1.000000e+00 [199,] 1.907126e-09 3.814252e-09 1.000000e+00 [200,] 2.598209e-09 5.196417e-09 1.000000e+00 [201,] 2.556201e-09 5.112402e-09 1.000000e+00 [202,] 9.084951e-09 1.816990e-08 1.000000e+00 [203,] 3.531197e-08 7.062395e-08 1.000000e+00 [204,] 7.108776e-08 1.421755e-07 9.999999e-01 [205,] 1.575134e-07 3.150268e-07 9.999998e-01 [206,] 2.493898e-07 4.987796e-07 9.999998e-01 [207,] 3.533631e-07 7.067262e-07 9.999996e-01 [208,] 5.214738e-07 1.042948e-06 9.999995e-01 [209,] 7.498582e-07 1.499716e-06 9.999993e-01 [210,] 2.620987e-06 5.241974e-06 9.999974e-01 [211,] 4.795950e-06 9.591900e-06 9.999952e-01 [212,] 8.656966e-06 1.731393e-05 9.999913e-01 [213,] 1.395556e-05 2.791113e-05 9.999860e-01 [214,] 2.281072e-05 4.562144e-05 9.999772e-01 [215,] 3.625863e-05 7.251726e-05 9.999637e-01 [216,] 6.155243e-05 1.231049e-04 9.999384e-01 [217,] 1.237532e-04 2.475063e-04 9.998762e-01 [218,] 2.530095e-04 5.060191e-04 9.997470e-01 [219,] 4.016288e-04 8.032576e-04 9.995984e-01 [220,] 8.144648e-04 1.628930e-03 9.991855e-01 [221,] 1.874327e-03 3.748654e-03 9.981257e-01 [222,] 3.627733e-03 7.255466e-03 9.963723e-01 [223,] 7.134669e-03 1.426934e-02 9.928653e-01 [224,] 1.379170e-02 2.758339e-02 9.862083e-01 [225,] 2.129290e-02 4.258580e-02 9.787071e-01 [226,] 3.344822e-02 6.689643e-02 9.665518e-01 [227,] 5.514853e-02 1.102971e-01 9.448515e-01 [228,] 1.083112e-01 2.166225e-01 8.916888e-01 [229,] 1.458920e-01 2.917839e-01 8.541080e-01 [230,] 1.886656e-01 3.773312e-01 8.113344e-01 [231,] 2.353929e-01 4.707858e-01 7.646071e-01 [232,] 3.138032e-01 6.276064e-01 6.861968e-01 [233,] 3.734878e-01 7.469757e-01 6.265122e-01 [234,] 4.297711e-01 8.595423e-01 5.702289e-01 [235,] 4.823763e-01 9.647526e-01 5.176237e-01 [236,] 5.270099e-01 9.459801e-01 4.729901e-01 [237,] 5.882475e-01 8.235049e-01 4.117525e-01 [238,] 6.463949e-01 7.072102e-01 3.536051e-01 [239,] 7.139471e-01 5.721059e-01 2.860529e-01 [240,] 7.690535e-01 4.618929e-01 2.309465e-01 [241,] 8.159179e-01 3.681642e-01 1.840821e-01 [242,] 8.362254e-01 3.275492e-01 1.637746e-01 [243,] 8.481487e-01 3.037027e-01 1.518513e-01 [244,] 8.602833e-01 2.794334e-01 1.397167e-01 [245,] 8.806238e-01 2.387524e-01 1.193762e-01 [246,] 8.875647e-01 2.248706e-01 1.124353e-01 [247,] 8.949584e-01 2.100832e-01 1.050416e-01 [248,] 9.018536e-01 1.962929e-01 9.814644e-02 [249,] 9.081759e-01 1.836482e-01 9.182408e-02 [250,] 9.090692e-01 1.818616e-01 9.093078e-02 [251,] 9.220707e-01 1.558586e-01 7.792928e-02 [252,] 9.227959e-01 1.544082e-01 7.720410e-02 [253,] 9.214818e-01 1.570364e-01 7.851822e-02 [254,] 9.338441e-01 1.323119e-01 6.615594e-02 [255,] 9.324813e-01 1.350373e-01 6.751866e-02 [256,] 9.360937e-01 1.278127e-01 6.390633e-02 [257,] 9.446455e-01 1.107090e-01 5.535450e-02 [258,] 9.660015e-01 6.799707e-02 3.399853e-02 [259,] 9.619621e-01 7.607577e-02 3.803788e-02 [260,] 9.569562e-01 8.608757e-02 4.304378e-02 [261,] 9.511858e-01 9.762837e-02 4.881418e-02 [262,] 9.534465e-01 9.310700e-02 4.655350e-02 [263,] 9.521631e-01 9.567389e-02 4.783694e-02 [264,] 9.447763e-01 1.104474e-01 5.522369e-02 [265,] 9.379553e-01 1.240894e-01 6.204470e-02 [266,] 9.330167e-01 1.339666e-01 6.698332e-02 [267,] 9.236348e-01 1.527304e-01 7.636522e-02 [268,] 9.125818e-01 1.748364e-01 8.741819e-02 [269,] 9.019844e-01 1.960312e-01 9.801559e-02 [270,] 8.901173e-01 2.197654e-01 1.098827e-01 [271,] 8.760931e-01 2.478138e-01 1.239069e-01 [272,] 8.604461e-01 2.791078e-01 1.395539e-01 [273,] 8.429893e-01 3.140214e-01 1.570107e-01 [274,] 8.239286e-01 3.521427e-01 1.760714e-01 [275,] 8.101567e-01 3.796866e-01 1.898433e-01 [276,] 7.882184e-01 4.235632e-01 2.117816e-01 [277,] 7.663833e-01 4.672334e-01 2.336167e-01 [278,] 7.416509e-01 5.166983e-01 2.583491e-01 [279,] 7.149143e-01 5.701714e-01 2.850857e-01 [280,] 6.923335e-01 6.153330e-01 3.076665e-01 [281,] 6.644588e-01 6.710825e-01 3.355412e-01 [282,] 6.348728e-01 7.302545e-01 3.651272e-01 [283,] 6.085620e-01 7.828760e-01 3.914380e-01 [284,] 5.869864e-01 8.260271e-01 4.130136e-01 [285,] 5.554825e-01 8.890351e-01 4.445175e-01 [286,] 5.243740e-01 9.512521e-01 4.756260e-01 [287,] 4.948928e-01 9.897857e-01 5.051072e-01 [288,] 4.785288e-01 9.570576e-01 5.214712e-01 [289,] 4.618327e-01 9.236655e-01 5.381673e-01 [290,] 4.353330e-01 8.706659e-01 5.646670e-01 [291,] 4.176694e-01 8.353387e-01 5.823306e-01 [292,] 4.689328e-01 9.378656e-01 5.310672e-01 [293,] 4.748912e-01 9.497824e-01 5.251088e-01 [294,] 4.585720e-01 9.171440e-01 5.414280e-01 [295,] 4.473474e-01 8.946949e-01 5.526526e-01 [296,] 4.607104e-01 9.214209e-01 5.392896e-01 [297,] 4.979567e-01 9.959133e-01 5.020433e-01 [298,] 5.185337e-01 9.629325e-01 4.814663e-01 [299,] 5.265262e-01 9.469476e-01 4.734738e-01 [300,] 5.350541e-01 9.298917e-01 4.649459e-01 [301,] 5.472089e-01 9.055822e-01 4.527911e-01 [302,] 5.763713e-01 8.472574e-01 4.236287e-01 [303,] 5.950670e-01 8.098660e-01 4.049330e-01 [304,] 6.109700e-01 7.780600e-01 3.890300e-01 [305,] 6.259558e-01 7.480884e-01 3.740442e-01 [306,] 6.624014e-01 6.751971e-01 3.375986e-01 [307,] 7.092726e-01 5.814548e-01 2.907274e-01 [308,] 7.196874e-01 5.606253e-01 2.803126e-01 [309,] 7.258674e-01 5.482651e-01 2.741326e-01 [310,] 7.482236e-01 5.035527e-01 2.517764e-01 [311,] 7.556648e-01 4.886704e-01 2.443352e-01 [312,] 7.668431e-01 4.663137e-01 2.331569e-01 [313,] 7.688552e-01 4.622896e-01 2.311448e-01 [314,] 7.790880e-01 4.418240e-01 2.209120e-01 [315,] 7.864776e-01 4.270447e-01 2.135224e-01 [316,] 8.021656e-01 3.956688e-01 1.978344e-01 [317,] 8.074671e-01 3.850659e-01 1.925329e-01 [318,] 8.061702e-01 3.876596e-01 1.938298e-01 [319,] 8.069807e-01 3.860385e-01 1.930193e-01 [320,] 8.009132e-01 3.981736e-01 1.990868e-01 [321,] 7.966387e-01 4.067225e-01 2.033613e-01 [322,] 7.924043e-01 4.151914e-01 2.075957e-01 [323,] 8.171532e-01 3.656937e-01 1.828468e-01 [324,] 8.137154e-01 3.725692e-01 1.862846e-01 [325,] 8.055677e-01 3.888646e-01 1.944323e-01 [326,] 7.990071e-01 4.019858e-01 2.009929e-01 [327,] 7.920745e-01 4.158511e-01 2.079255e-01 [328,] 7.912817e-01 4.174367e-01 2.087183e-01 [329,] 7.938750e-01 4.122501e-01 2.061250e-01 [330,] 7.883144e-01 4.233711e-01 2.116856e-01 [331,] 7.794974e-01 4.410051e-01 2.205026e-01 [332,] 8.183962e-01 3.632075e-01 1.816038e-01 [333,] 8.081496e-01 3.837009e-01 1.918504e-01 [334,] 8.466755e-01 3.066490e-01 1.533245e-01 [335,] 8.850626e-01 2.298747e-01 1.149374e-01 [336,] 8.979908e-01 2.040185e-01 1.020092e-01 [337,] 9.166941e-01 1.666119e-01 8.330595e-02 [338,] 9.669441e-01 6.611182e-02 3.305591e-02 [339,] 9.860192e-01 2.796152e-02 1.398076e-02 [340,] 9.885102e-01 2.297952e-02 1.148976e-02 [341,] 9.929893e-01 1.402147e-02 7.010736e-03 [342,] 9.945243e-01 1.095147e-02 5.475734e-03 [343,] 9.969542e-01 6.091595e-03 3.045797e-03 [344,] 9.986116e-01 2.776736e-03 1.388368e-03 [345,] 9.991491e-01 1.701885e-03 8.509427e-04 [346,] 9.991373e-01 1.725434e-03 8.627168e-04 [347,] 9.990626e-01 1.874797e-03 9.373985e-04 [348,] 9.998360e-01 3.279439e-04 1.639719e-04 [349,] 9.998257e-01 3.486712e-04 1.743356e-04 [350,] 9.998733e-01 2.534385e-04 1.267193e-04 [351,] 9.999497e-01 1.005437e-04 5.027186e-05 [352,] 9.999388e-01 1.223973e-04 6.119867e-05 [353,] 9.999383e-01 1.234348e-04 6.171739e-05 [354,] 9.999182e-01 1.636408e-04 8.182042e-05 [355,] 9.998878e-01 2.244518e-04 1.122259e-04 [356,] 9.998405e-01 3.189791e-04 1.594895e-04 [357,] 9.997954e-01 4.092651e-04 2.046325e-04 [358,] 9.996998e-01 6.004690e-04 3.002345e-04 [359,] 9.999886e-01 2.287134e-05 1.143567e-05 [360,] 9.999949e-01 1.028690e-05 5.143449e-06 [361,] 9.999991e-01 1.872344e-06 9.361721e-07 [362,] 9.999981e-01 3.866756e-06 1.933378e-06 [363,] 9.999990e-01 2.086786e-06 1.043393e-06 [364,] 1.000000e+00 5.931609e-08 2.965804e-08 [365,] 1.000000e+00 2.341895e-08 1.170947e-08 [366,] 1.000000e+00 5.887878e-08 2.943939e-08 [367,] 9.999999e-01 1.334010e-07 6.670048e-08 [368,] 9.999999e-01 2.118486e-07 1.059243e-07 [369,] 9.999997e-01 5.174195e-07 2.587097e-07 [370,] 9.999998e-01 4.787962e-07 2.393981e-07 [371,] 1.000000e+00 4.921585e-08 2.460793e-08 [372,] 9.999999e-01 1.952381e-07 9.761904e-08 [373,] 9.999999e-01 2.781773e-07 1.390887e-07 [374,] 9.999995e-01 1.055474e-06 5.277372e-07 [375,] 9.999983e-01 3.427568e-06 1.713784e-06 [376,] 9.999945e-01 1.104366e-05 5.521831e-06 [377,] 9.999917e-01 1.664418e-05 8.322090e-06 [378,] 9.999894e-01 2.111222e-05 1.055611e-05 [379,] 9.999523e-01 9.534289e-05 4.767144e-05 [380,] 9.997809e-01 4.382671e-04 2.191336e-04 [381,] 9.990447e-01 1.910629e-03 9.553145e-04 [382,] 9.994278e-01 1.144477e-03 5.722386e-04 [383,] 9.999237e-01 1.526327e-04 7.631637e-05 [384,] 9.989829e-01 2.034167e-03 1.017083e-03 > postscript(file="/var/www/html/rcomp/tmp/1fvjk1260965632.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2wich1260965632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/30qq31260965632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/49l2r1260965632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/57l1r1260965632.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 = 395 Frequency = 1 1 2 3 4 5 -5.681006e+00 -5.856344e+00 -5.981499e+00 -5.151189e+00 -4.282277e+00 6 7 8 9 10 -2.746343e+00 -1.387145e+00 1.365618e-01 -1.071834e+00 -3.784555e+00 11 12 13 14 15 -2.615953e+00 -4.650825e+00 -6.542354e+00 -6.366474e+00 -6.070877e+00 16 17 18 19 20 -4.476784e+00 -3.293129e+00 -3.905513e+00 -2.335200e+00 -2.600743e+00 21 22 23 24 25 -2.899706e+00 -3.336962e+00 -4.651391e+00 -2.518437e+00 -2.218464e+00 26 27 28 29 30 -1.530666e+00 -1.395873e+00 -1.769267e+00 -1.820614e+00 -1.990615e+00 31 32 33 34 35 -1.886169e-01 1.918067e+00 -2.827713e+00 -3.415848e+00 -1.156288e+00 36 37 38 39 40 -1.124163e+00 -1.465925e+00 -2.864060e+00 -1.307219e+00 -1.578774e+00 41 42 43 44 45 1.738587e+00 1.129907e+00 2.146154e+00 1.060896e+00 1.088538e+00 46 47 48 49 50 1.507995e+00 1.635015e+00 -2.237239e+00 7.421174e-01 1.241079e+00 51 52 53 54 55 -1.419337e+00 -2.809235e+00 -1.038558e+00 1.401416e+00 -2.678740e+00 56 57 58 59 60 -1.325759e+00 4.167554e-01 -2.109541e+00 -3.705734e+00 -1.063584e+01 61 62 63 64 65 -7.824491e+00 -6.091669e+00 -7.205968e+00 -5.167601e+00 -4.910346e+00 66 67 68 69 70 -1.746198e+00 -2.424672e+00 -5.952418e+00 -6.147704e+00 -3.188404e+00 71 72 73 74 75 -4.677058e+00 -4.138714e+00 -5.122704e+00 -3.450007e+00 -1.250369e+00 76 77 78 79 80 -5.610240e+00 -5.495991e+00 -6.255759e+00 -7.390422e+00 -5.442727e+00 81 82 83 84 85 -7.906980e+00 -1.131952e+01 -5.537211e+00 -4.532729e+00 -5.883713e+00 86 87 88 89 90 -5.188169e+00 -3.861718e+00 -4.692470e+00 -1.166614e+00 -1.131875e+00 91 92 93 94 95 -2.631409e+00 -4.704237e-01 7.935865e-04 -1.416410e+00 -2.242472e+00 96 97 98 99 100 -2.553431e+00 -2.114959e+00 -1.253610e+00 -2.298119e+00 -1.156641e+00 101 102 103 104 105 -1.128428e+00 -2.878324e+00 -3.731225e+00 5.368868e-01 -3.329590e-01 106 107 108 109 110 -3.658374e+00 -3.212855e+00 -2.571093e+00 -4.584177e+00 -2.524928e+00 111 112 113 114 115 -6.835812e-01 -8.236073e-01 1.542484e+00 1.624608e+00 1.395024e+00 116 117 118 119 120 -9.219719e-01 1.888810e+00 3.227075e+00 1.303372e+00 2.085678e+00 121 122 123 124 125 -1.705490e+00 -2.426758e+00 1.582596e+00 1.990393e+00 3.556147e+00 126 127 128 129 130 1.553168e+00 4.112937e+00 3.148404e+00 2.054153e+00 3.544208e+00 131 132 133 134 135 6.132315e+00 2.587829e+00 1.095265e+00 3.280626e+00 3.826274e+00 136 137 138 139 140 5.425110e+00 3.032672e+00 1.223137e+00 3.116712e+00 3.513266e+00 141 142 143 144 145 4.973373e+00 6.252388e+00 3.325496e+00 1.703408e-01 -1.014295e+00 146 147 148 149 150 -2.949062e+00 -3.773026e+00 -5.428752e+00 -6.369505e+00 -1.932430e+00 151 152 153 154 155 -1.527300e+00 -1.963802e+00 4.847495e-01 2.713454e+00 5.297758e+00 156 157 158 159 160 8.595712e-01 3.522098e-02 1.317266e-02 3.951154e-01 -8.905560e-01 161 162 163 164 165 -9.447015e-01 1.471312e+00 7.678658e-01 -1.290524e+00 1.898284e+00 166 167 168 169 170 1.803387e+00 3.029486e-01 -8.568142e+00 -6.366147e+00 -2.824721e+00 171 172 173 174 175 1.851522e+00 -3.424800e+00 -3.241624e-02 -9.590499e-01 -1.982740e-01 176 177 178 179 180 -3.377029e-01 3.587455e+00 3.775979e+00 -2.172831e+00 -2.476017e+00 181 182 183 184 185 -4.511588e+00 -3.900836e+00 -5.517548e+00 -4.942598e+00 -3.322860e-01 186 187 188 189 190 -4.423121e-01 -4.519227e-01 -2.412507e-01 -2.130730e+00 6.983886e-01 191 192 193 194 195 -1.448893e+00 3.036458e-01 1.776523e+00 4.913882e+00 7.165336e+00 196 197 198 199 200 7.282849e+00 2.689897e+00 2.117798e+00 3.569874e+00 7.475704e+00 201 202 203 204 205 7.496455e+00 7.517206e+00 7.537958e+00 6.249383e+00 3.575341e+00 206 207 208 209 210 6.893377e+00 4.280354e-01 7.327275e-01 2.787905e+00 2.576221e+00 211 212 213 214 215 4.886868e+00 6.973140e+00 6.009177e+00 8.867546e+00 1.450650e+00 216 217 218 219 220 4.750132e+00 5.096842e+00 7.067827e+00 6.649070e+00 7.611350e+00 221 222 223 224 225 6.264694e+00 5.029201e+00 5.632364e+00 9.147960e+00 5.941690e+00 226 227 228 229 230 5.003088e+00 6.269046e+00 5.299743e+00 5.790418e+00 9.665756e+00 231 232 233 234 235 7.828164e+00 6.266790e+00 4.080390e+00 8.516504e+00 9.085416e+00 236 237 238 239 240 9.260805e+00 5.207382e+00 7.479896e+00 7.705129e+00 8.366192e+00 241 242 243 244 245 8.924119e+00 7.245208e+00 6.932306e+00 6.132332e+00 6.236813e+00 246 247 248 249 250 5.862382e+00 7.949222e+00 8.938470e+00 1.059868e+01 1.289132e+01 251 252 253 254 255 1.068513e+01 1.146267e+01 1.205078e+01 8.647154e+00 8.998008e+00 256 257 258 259 260 6.114872e+00 7.750209e+00 1.095806e+01 1.348223e+01 1.139767e+01 261 262 263 264 265 1.209106e+01 1.383651e+01 1.578856e+01 1.044739e+01 9.531717e+00 266 267 268 269 270 1.011071e+01 5.136481e+00 5.755911e+00 9.277959e+00 1.022586e+01 271 272 273 274 275 1.071843e+01 9.936538e+00 8.211434e+00 7.840088e+00 7.434465e+00 276 277 278 279 280 9.977760e+00 9.801309e+00 9.598667e+00 9.599962e+00 1.153395e+01 281 282 283 284 285 9.520897e+00 8.252943e+00 8.842711e+00 8.743461e+00 7.819992e+00 286 287 288 289 290 8.305898e+00 9.660097e+00 1.050847e+01 1.130062e+01 8.249967e+00 291 292 293 294 295 7.799759e+00 7.085096e+00 5.429785e+00 5.081312e+00 6.536234e+00 296 297 298 299 300 8.702661e+00 1.123118e+01 9.493595e+00 5.732323e+00 4.356129e+00 301 302 303 304 305 7.216986e+00 7.703230e+00 6.494579e+00 1.687917e+00 2.508227e+00 306 307 308 309 310 3.209654e+00 -1.033589e+00 -3.232009e-01 -1.728894e-01 -9.889988e-02 311 312 313 314 315 -3.090299e+00 -4.460301e+00 -1.875506e+00 -1.130997e+00 -3.821879e+00 316 317 318 319 320 -2.594857e+00 -3.789444e+00 -2.339209e+00 -4.305065e+00 -4.512553e+00 321 322 323 324 325 -6.024445e+00 -5.049703e+00 -1.659367e+00 -5.277113e+00 -4.351750e+00 326 327 328 329 330 -2.293794e+00 -2.786982e+00 -8.813901e+00 -2.511643e+00 -5.152914e+00 331 332 333 334 335 -7.052606e+00 -6.841205e+00 -2.362728e+00 -7.580295e+00 -4.233761e+00 336 337 338 339 340 -4.992287e+00 -1.129822e+01 -4.328322e+00 5.554105e-01 -1.860514e-02 341 342 343 344 345 -3.069332e+00 -3.337389e+00 1.789536e+00 -3.054436e+00 -8.212959e+00 346 347 348 349 350 -6.046738e+00 -8.012695e+00 -6.006397e+00 -2.492116e+00 -3.945691e+00 351 352 353 354 355 -4.813249e+00 -3.389517e+00 -1.599331e+01 -7.096442e+00 -9.081184e-01 356 357 358 359 360 -2.603952e+00 -9.060324e+00 -1.282393e+01 -8.700171e+00 -6.867033e+00 361 362 363 364 365 -8.158096e+00 -9.449182e+00 -7.759802e+00 -1.866947e+01 -1.298058e+01 366 367 368 369 370 -1.510059e+01 -9.747220e+00 -1.387118e+01 -1.620888e+01 -3.505664e+00 371 372 373 374 375 -5.837681e+00 -6.977347e+00 -6.435351e+00 -7.833174e+00 -4.776356e+00 376 377 378 379 380 -7.483356e+00 -1.013996e+01 -6.892313e+00 -9.339257e+00 -5.298863e+00 381 382 383 384 385 -1.983210e+00 -8.241272e+00 -9.710576e+00 -6.375601e+00 -9.656407e+00 386 387 388 389 390 -1.005506e+01 -1.044335e+01 -4.250651e+00 -9.282182e+00 -1.049236e+01 391 392 393 394 395 -7.478320e+00 -1.008363e+01 -1.187105e+01 -8.273505e+00 -7.951224e+00 > postscript(file="/var/www/html/rcomp/tmp/65f001260965632.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 = 395 Frequency = 1 lag(myerror, k = 1) myerror 0 -5.681006e+00 NA 1 -5.856344e+00 -5.681006e+00 2 -5.981499e+00 -5.856344e+00 3 -5.151189e+00 -5.981499e+00 4 -4.282277e+00 -5.151189e+00 5 -2.746343e+00 -4.282277e+00 6 -1.387145e+00 -2.746343e+00 7 1.365618e-01 -1.387145e+00 8 -1.071834e+00 1.365618e-01 9 -3.784555e+00 -1.071834e+00 10 -2.615953e+00 -3.784555e+00 11 -4.650825e+00 -2.615953e+00 12 -6.542354e+00 -4.650825e+00 13 -6.366474e+00 -6.542354e+00 14 -6.070877e+00 -6.366474e+00 15 -4.476784e+00 -6.070877e+00 16 -3.293129e+00 -4.476784e+00 17 -3.905513e+00 -3.293129e+00 18 -2.335200e+00 -3.905513e+00 19 -2.600743e+00 -2.335200e+00 20 -2.899706e+00 -2.600743e+00 21 -3.336962e+00 -2.899706e+00 22 -4.651391e+00 -3.336962e+00 23 -2.518437e+00 -4.651391e+00 24 -2.218464e+00 -2.518437e+00 25 -1.530666e+00 -2.218464e+00 26 -1.395873e+00 -1.530666e+00 27 -1.769267e+00 -1.395873e+00 28 -1.820614e+00 -1.769267e+00 29 -1.990615e+00 -1.820614e+00 30 -1.886169e-01 -1.990615e+00 31 1.918067e+00 -1.886169e-01 32 -2.827713e+00 1.918067e+00 33 -3.415848e+00 -2.827713e+00 34 -1.156288e+00 -3.415848e+00 35 -1.124163e+00 -1.156288e+00 36 -1.465925e+00 -1.124163e+00 37 -2.864060e+00 -1.465925e+00 38 -1.307219e+00 -2.864060e+00 39 -1.578774e+00 -1.307219e+00 40 1.738587e+00 -1.578774e+00 41 1.129907e+00 1.738587e+00 42 2.146154e+00 1.129907e+00 43 1.060896e+00 2.146154e+00 44 1.088538e+00 1.060896e+00 45 1.507995e+00 1.088538e+00 46 1.635015e+00 1.507995e+00 47 -2.237239e+00 1.635015e+00 48 7.421174e-01 -2.237239e+00 49 1.241079e+00 7.421174e-01 50 -1.419337e+00 1.241079e+00 51 -2.809235e+00 -1.419337e+00 52 -1.038558e+00 -2.809235e+00 53 1.401416e+00 -1.038558e+00 54 -2.678740e+00 1.401416e+00 55 -1.325759e+00 -2.678740e+00 56 4.167554e-01 -1.325759e+00 57 -2.109541e+00 4.167554e-01 58 -3.705734e+00 -2.109541e+00 59 -1.063584e+01 -3.705734e+00 60 -7.824491e+00 -1.063584e+01 61 -6.091669e+00 -7.824491e+00 62 -7.205968e+00 -6.091669e+00 63 -5.167601e+00 -7.205968e+00 64 -4.910346e+00 -5.167601e+00 65 -1.746198e+00 -4.910346e+00 66 -2.424672e+00 -1.746198e+00 67 -5.952418e+00 -2.424672e+00 68 -6.147704e+00 -5.952418e+00 69 -3.188404e+00 -6.147704e+00 70 -4.677058e+00 -3.188404e+00 71 -4.138714e+00 -4.677058e+00 72 -5.122704e+00 -4.138714e+00 73 -3.450007e+00 -5.122704e+00 74 -1.250369e+00 -3.450007e+00 75 -5.610240e+00 -1.250369e+00 76 -5.495991e+00 -5.610240e+00 77 -6.255759e+00 -5.495991e+00 78 -7.390422e+00 -6.255759e+00 79 -5.442727e+00 -7.390422e+00 80 -7.906980e+00 -5.442727e+00 81 -1.131952e+01 -7.906980e+00 82 -5.537211e+00 -1.131952e+01 83 -4.532729e+00 -5.537211e+00 84 -5.883713e+00 -4.532729e+00 85 -5.188169e+00 -5.883713e+00 86 -3.861718e+00 -5.188169e+00 87 -4.692470e+00 -3.861718e+00 88 -1.166614e+00 -4.692470e+00 89 -1.131875e+00 -1.166614e+00 90 -2.631409e+00 -1.131875e+00 91 -4.704237e-01 -2.631409e+00 92 7.935865e-04 -4.704237e-01 93 -1.416410e+00 7.935865e-04 94 -2.242472e+00 -1.416410e+00 95 -2.553431e+00 -2.242472e+00 96 -2.114959e+00 -2.553431e+00 97 -1.253610e+00 -2.114959e+00 98 -2.298119e+00 -1.253610e+00 99 -1.156641e+00 -2.298119e+00 100 -1.128428e+00 -1.156641e+00 101 -2.878324e+00 -1.128428e+00 102 -3.731225e+00 -2.878324e+00 103 5.368868e-01 -3.731225e+00 104 -3.329590e-01 5.368868e-01 105 -3.658374e+00 -3.329590e-01 106 -3.212855e+00 -3.658374e+00 107 -2.571093e+00 -3.212855e+00 108 -4.584177e+00 -2.571093e+00 109 -2.524928e+00 -4.584177e+00 110 -6.835812e-01 -2.524928e+00 111 -8.236073e-01 -6.835812e-01 112 1.542484e+00 -8.236073e-01 113 1.624608e+00 1.542484e+00 114 1.395024e+00 1.624608e+00 115 -9.219719e-01 1.395024e+00 116 1.888810e+00 -9.219719e-01 117 3.227075e+00 1.888810e+00 118 1.303372e+00 3.227075e+00 119 2.085678e+00 1.303372e+00 120 -1.705490e+00 2.085678e+00 121 -2.426758e+00 -1.705490e+00 122 1.582596e+00 -2.426758e+00 123 1.990393e+00 1.582596e+00 124 3.556147e+00 1.990393e+00 125 1.553168e+00 3.556147e+00 126 4.112937e+00 1.553168e+00 127 3.148404e+00 4.112937e+00 128 2.054153e+00 3.148404e+00 129 3.544208e+00 2.054153e+00 130 6.132315e+00 3.544208e+00 131 2.587829e+00 6.132315e+00 132 1.095265e+00 2.587829e+00 133 3.280626e+00 1.095265e+00 134 3.826274e+00 3.280626e+00 135 5.425110e+00 3.826274e+00 136 3.032672e+00 5.425110e+00 137 1.223137e+00 3.032672e+00 138 3.116712e+00 1.223137e+00 139 3.513266e+00 3.116712e+00 140 4.973373e+00 3.513266e+00 141 6.252388e+00 4.973373e+00 142 3.325496e+00 6.252388e+00 143 1.703408e-01 3.325496e+00 144 -1.014295e+00 1.703408e-01 145 -2.949062e+00 -1.014295e+00 146 -3.773026e+00 -2.949062e+00 147 -5.428752e+00 -3.773026e+00 148 -6.369505e+00 -5.428752e+00 149 -1.932430e+00 -6.369505e+00 150 -1.527300e+00 -1.932430e+00 151 -1.963802e+00 -1.527300e+00 152 4.847495e-01 -1.963802e+00 153 2.713454e+00 4.847495e-01 154 5.297758e+00 2.713454e+00 155 8.595712e-01 5.297758e+00 156 3.522098e-02 8.595712e-01 157 1.317266e-02 3.522098e-02 158 3.951154e-01 1.317266e-02 159 -8.905560e-01 3.951154e-01 160 -9.447015e-01 -8.905560e-01 161 1.471312e+00 -9.447015e-01 162 7.678658e-01 1.471312e+00 163 -1.290524e+00 7.678658e-01 164 1.898284e+00 -1.290524e+00 165 1.803387e+00 1.898284e+00 166 3.029486e-01 1.803387e+00 167 -8.568142e+00 3.029486e-01 168 -6.366147e+00 -8.568142e+00 169 -2.824721e+00 -6.366147e+00 170 1.851522e+00 -2.824721e+00 171 -3.424800e+00 1.851522e+00 172 -3.241624e-02 -3.424800e+00 173 -9.590499e-01 -3.241624e-02 174 -1.982740e-01 -9.590499e-01 175 -3.377029e-01 -1.982740e-01 176 3.587455e+00 -3.377029e-01 177 3.775979e+00 3.587455e+00 178 -2.172831e+00 3.775979e+00 179 -2.476017e+00 -2.172831e+00 180 -4.511588e+00 -2.476017e+00 181 -3.900836e+00 -4.511588e+00 182 -5.517548e+00 -3.900836e+00 183 -4.942598e+00 -5.517548e+00 184 -3.322860e-01 -4.942598e+00 185 -4.423121e-01 -3.322860e-01 186 -4.519227e-01 -4.423121e-01 187 -2.412507e-01 -4.519227e-01 188 -2.130730e+00 -2.412507e-01 189 6.983886e-01 -2.130730e+00 190 -1.448893e+00 6.983886e-01 191 3.036458e-01 -1.448893e+00 192 1.776523e+00 3.036458e-01 193 4.913882e+00 1.776523e+00 194 7.165336e+00 4.913882e+00 195 7.282849e+00 7.165336e+00 196 2.689897e+00 7.282849e+00 197 2.117798e+00 2.689897e+00 198 3.569874e+00 2.117798e+00 199 7.475704e+00 3.569874e+00 200 7.496455e+00 7.475704e+00 201 7.517206e+00 7.496455e+00 202 7.537958e+00 7.517206e+00 203 6.249383e+00 7.537958e+00 204 3.575341e+00 6.249383e+00 205 6.893377e+00 3.575341e+00 206 4.280354e-01 6.893377e+00 207 7.327275e-01 4.280354e-01 208 2.787905e+00 7.327275e-01 209 2.576221e+00 2.787905e+00 210 4.886868e+00 2.576221e+00 211 6.973140e+00 4.886868e+00 212 6.009177e+00 6.973140e+00 213 8.867546e+00 6.009177e+00 214 1.450650e+00 8.867546e+00 215 4.750132e+00 1.450650e+00 216 5.096842e+00 4.750132e+00 217 7.067827e+00 5.096842e+00 218 6.649070e+00 7.067827e+00 219 7.611350e+00 6.649070e+00 220 6.264694e+00 7.611350e+00 221 5.029201e+00 6.264694e+00 222 5.632364e+00 5.029201e+00 223 9.147960e+00 5.632364e+00 224 5.941690e+00 9.147960e+00 225 5.003088e+00 5.941690e+00 226 6.269046e+00 5.003088e+00 227 5.299743e+00 6.269046e+00 228 5.790418e+00 5.299743e+00 229 9.665756e+00 5.790418e+00 230 7.828164e+00 9.665756e+00 231 6.266790e+00 7.828164e+00 232 4.080390e+00 6.266790e+00 233 8.516504e+00 4.080390e+00 234 9.085416e+00 8.516504e+00 235 9.260805e+00 9.085416e+00 236 5.207382e+00 9.260805e+00 237 7.479896e+00 5.207382e+00 238 7.705129e+00 7.479896e+00 239 8.366192e+00 7.705129e+00 240 8.924119e+00 8.366192e+00 241 7.245208e+00 8.924119e+00 242 6.932306e+00 7.245208e+00 243 6.132332e+00 6.932306e+00 244 6.236813e+00 6.132332e+00 245 5.862382e+00 6.236813e+00 246 7.949222e+00 5.862382e+00 247 8.938470e+00 7.949222e+00 248 1.059868e+01 8.938470e+00 249 1.289132e+01 1.059868e+01 250 1.068513e+01 1.289132e+01 251 1.146267e+01 1.068513e+01 252 1.205078e+01 1.146267e+01 253 8.647154e+00 1.205078e+01 254 8.998008e+00 8.647154e+00 255 6.114872e+00 8.998008e+00 256 7.750209e+00 6.114872e+00 257 1.095806e+01 7.750209e+00 258 1.348223e+01 1.095806e+01 259 1.139767e+01 1.348223e+01 260 1.209106e+01 1.139767e+01 261 1.383651e+01 1.209106e+01 262 1.578856e+01 1.383651e+01 263 1.044739e+01 1.578856e+01 264 9.531717e+00 1.044739e+01 265 1.011071e+01 9.531717e+00 266 5.136481e+00 1.011071e+01 267 5.755911e+00 5.136481e+00 268 9.277959e+00 5.755911e+00 269 1.022586e+01 9.277959e+00 270 1.071843e+01 1.022586e+01 271 9.936538e+00 1.071843e+01 272 8.211434e+00 9.936538e+00 273 7.840088e+00 8.211434e+00 274 7.434465e+00 7.840088e+00 275 9.977760e+00 7.434465e+00 276 9.801309e+00 9.977760e+00 277 9.598667e+00 9.801309e+00 278 9.599962e+00 9.598667e+00 279 1.153395e+01 9.599962e+00 280 9.520897e+00 1.153395e+01 281 8.252943e+00 9.520897e+00 282 8.842711e+00 8.252943e+00 283 8.743461e+00 8.842711e+00 284 7.819992e+00 8.743461e+00 285 8.305898e+00 7.819992e+00 286 9.660097e+00 8.305898e+00 287 1.050847e+01 9.660097e+00 288 1.130062e+01 1.050847e+01 289 8.249967e+00 1.130062e+01 290 7.799759e+00 8.249967e+00 291 7.085096e+00 7.799759e+00 292 5.429785e+00 7.085096e+00 293 5.081312e+00 5.429785e+00 294 6.536234e+00 5.081312e+00 295 8.702661e+00 6.536234e+00 296 1.123118e+01 8.702661e+00 297 9.493595e+00 1.123118e+01 298 5.732323e+00 9.493595e+00 299 4.356129e+00 5.732323e+00 300 7.216986e+00 4.356129e+00 301 7.703230e+00 7.216986e+00 302 6.494579e+00 7.703230e+00 303 1.687917e+00 6.494579e+00 304 2.508227e+00 1.687917e+00 305 3.209654e+00 2.508227e+00 306 -1.033589e+00 3.209654e+00 307 -3.232009e-01 -1.033589e+00 308 -1.728894e-01 -3.232009e-01 309 -9.889988e-02 -1.728894e-01 310 -3.090299e+00 -9.889988e-02 311 -4.460301e+00 -3.090299e+00 312 -1.875506e+00 -4.460301e+00 313 -1.130997e+00 -1.875506e+00 314 -3.821879e+00 -1.130997e+00 315 -2.594857e+00 -3.821879e+00 316 -3.789444e+00 -2.594857e+00 317 -2.339209e+00 -3.789444e+00 318 -4.305065e+00 -2.339209e+00 319 -4.512553e+00 -4.305065e+00 320 -6.024445e+00 -4.512553e+00 321 -5.049703e+00 -6.024445e+00 322 -1.659367e+00 -5.049703e+00 323 -5.277113e+00 -1.659367e+00 324 -4.351750e+00 -5.277113e+00 325 -2.293794e+00 -4.351750e+00 326 -2.786982e+00 -2.293794e+00 327 -8.813901e+00 -2.786982e+00 328 -2.511643e+00 -8.813901e+00 329 -5.152914e+00 -2.511643e+00 330 -7.052606e+00 -5.152914e+00 331 -6.841205e+00 -7.052606e+00 332 -2.362728e+00 -6.841205e+00 333 -7.580295e+00 -2.362728e+00 334 -4.233761e+00 -7.580295e+00 335 -4.992287e+00 -4.233761e+00 336 -1.129822e+01 -4.992287e+00 337 -4.328322e+00 -1.129822e+01 338 5.554105e-01 -4.328322e+00 339 -1.860514e-02 5.554105e-01 340 -3.069332e+00 -1.860514e-02 341 -3.337389e+00 -3.069332e+00 342 1.789536e+00 -3.337389e+00 343 -3.054436e+00 1.789536e+00 344 -8.212959e+00 -3.054436e+00 345 -6.046738e+00 -8.212959e+00 346 -8.012695e+00 -6.046738e+00 347 -6.006397e+00 -8.012695e+00 348 -2.492116e+00 -6.006397e+00 349 -3.945691e+00 -2.492116e+00 350 -4.813249e+00 -3.945691e+00 351 -3.389517e+00 -4.813249e+00 352 -1.599331e+01 -3.389517e+00 353 -7.096442e+00 -1.599331e+01 354 -9.081184e-01 -7.096442e+00 355 -2.603952e+00 -9.081184e-01 356 -9.060324e+00 -2.603952e+00 357 -1.282393e+01 -9.060324e+00 358 -8.700171e+00 -1.282393e+01 359 -6.867033e+00 -8.700171e+00 360 -8.158096e+00 -6.867033e+00 361 -9.449182e+00 -8.158096e+00 362 -7.759802e+00 -9.449182e+00 363 -1.866947e+01 -7.759802e+00 364 -1.298058e+01 -1.866947e+01 365 -1.510059e+01 -1.298058e+01 366 -9.747220e+00 -1.510059e+01 367 -1.387118e+01 -9.747220e+00 368 -1.620888e+01 -1.387118e+01 369 -3.505664e+00 -1.620888e+01 370 -5.837681e+00 -3.505664e+00 371 -6.977347e+00 -5.837681e+00 372 -6.435351e+00 -6.977347e+00 373 -7.833174e+00 -6.435351e+00 374 -4.776356e+00 -7.833174e+00 375 -7.483356e+00 -4.776356e+00 376 -1.013996e+01 -7.483356e+00 377 -6.892313e+00 -1.013996e+01 378 -9.339257e+00 -6.892313e+00 379 -5.298863e+00 -9.339257e+00 380 -1.983210e+00 -5.298863e+00 381 -8.241272e+00 -1.983210e+00 382 -9.710576e+00 -8.241272e+00 383 -6.375601e+00 -9.710576e+00 384 -9.656407e+00 -6.375601e+00 385 -1.005506e+01 -9.656407e+00 386 -1.044335e+01 -1.005506e+01 387 -4.250651e+00 -1.044335e+01 388 -9.282182e+00 -4.250651e+00 389 -1.049236e+01 -9.282182e+00 390 -7.478320e+00 -1.049236e+01 391 -1.008363e+01 -7.478320e+00 392 -1.187105e+01 -1.008363e+01 393 -8.273505e+00 -1.187105e+01 394 -7.951224e+00 -8.273505e+00 395 NA -7.951224e+00 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -5.856344e+00 -5.681006e+00 [2,] -5.981499e+00 -5.856344e+00 [3,] -5.151189e+00 -5.981499e+00 [4,] -4.282277e+00 -5.151189e+00 [5,] -2.746343e+00 -4.282277e+00 [6,] -1.387145e+00 -2.746343e+00 [7,] 1.365618e-01 -1.387145e+00 [8,] -1.071834e+00 1.365618e-01 [9,] -3.784555e+00 -1.071834e+00 [10,] -2.615953e+00 -3.784555e+00 [11,] -4.650825e+00 -2.615953e+00 [12,] -6.542354e+00 -4.650825e+00 [13,] -6.366474e+00 -6.542354e+00 [14,] -6.070877e+00 -6.366474e+00 [15,] -4.476784e+00 -6.070877e+00 [16,] -3.293129e+00 -4.476784e+00 [17,] -3.905513e+00 -3.293129e+00 [18,] -2.335200e+00 -3.905513e+00 [19,] -2.600743e+00 -2.335200e+00 [20,] -2.899706e+00 -2.600743e+00 [21,] -3.336962e+00 -2.899706e+00 [22,] -4.651391e+00 -3.336962e+00 [23,] -2.518437e+00 -4.651391e+00 [24,] -2.218464e+00 -2.518437e+00 [25,] -1.530666e+00 -2.218464e+00 [26,] -1.395873e+00 -1.530666e+00 [27,] -1.769267e+00 -1.395873e+00 [28,] -1.820614e+00 -1.769267e+00 [29,] -1.990615e+00 -1.820614e+00 [30,] -1.886169e-01 -1.990615e+00 [31,] 1.918067e+00 -1.886169e-01 [32,] -2.827713e+00 1.918067e+00 [33,] -3.415848e+00 -2.827713e+00 [34,] -1.156288e+00 -3.415848e+00 [35,] -1.124163e+00 -1.156288e+00 [36,] -1.465925e+00 -1.124163e+00 [37,] -2.864060e+00 -1.465925e+00 [38,] -1.307219e+00 -2.864060e+00 [39,] -1.578774e+00 -1.307219e+00 [40,] 1.738587e+00 -1.578774e+00 [41,] 1.129907e+00 1.738587e+00 [42,] 2.146154e+00 1.129907e+00 [43,] 1.060896e+00 2.146154e+00 [44,] 1.088538e+00 1.060896e+00 [45,] 1.507995e+00 1.088538e+00 [46,] 1.635015e+00 1.507995e+00 [47,] -2.237239e+00 1.635015e+00 [48,] 7.421174e-01 -2.237239e+00 [49,] 1.241079e+00 7.421174e-01 [50,] -1.419337e+00 1.241079e+00 [51,] -2.809235e+00 -1.419337e+00 [52,] -1.038558e+00 -2.809235e+00 [53,] 1.401416e+00 -1.038558e+00 [54,] -2.678740e+00 1.401416e+00 [55,] -1.325759e+00 -2.678740e+00 [56,] 4.167554e-01 -1.325759e+00 [57,] -2.109541e+00 4.167554e-01 [58,] -3.705734e+00 -2.109541e+00 [59,] -1.063584e+01 -3.705734e+00 [60,] -7.824491e+00 -1.063584e+01 [61,] -6.091669e+00 -7.824491e+00 [62,] -7.205968e+00 -6.091669e+00 [63,] -5.167601e+00 -7.205968e+00 [64,] -4.910346e+00 -5.167601e+00 [65,] -1.746198e+00 -4.910346e+00 [66,] -2.424672e+00 -1.746198e+00 [67,] -5.952418e+00 -2.424672e+00 [68,] -6.147704e+00 -5.952418e+00 [69,] -3.188404e+00 -6.147704e+00 [70,] -4.677058e+00 -3.188404e+00 [71,] -4.138714e+00 -4.677058e+00 [72,] -5.122704e+00 -4.138714e+00 [73,] -3.450007e+00 -5.122704e+00 [74,] -1.250369e+00 -3.450007e+00 [75,] -5.610240e+00 -1.250369e+00 [76,] -5.495991e+00 -5.610240e+00 [77,] -6.255759e+00 -5.495991e+00 [78,] -7.390422e+00 -6.255759e+00 [79,] -5.442727e+00 -7.390422e+00 [80,] -7.906980e+00 -5.442727e+00 [81,] -1.131952e+01 -7.906980e+00 [82,] -5.537211e+00 -1.131952e+01 [83,] -4.532729e+00 -5.537211e+00 [84,] -5.883713e+00 -4.532729e+00 [85,] -5.188169e+00 -5.883713e+00 [86,] -3.861718e+00 -5.188169e+00 [87,] -4.692470e+00 -3.861718e+00 [88,] -1.166614e+00 -4.692470e+00 [89,] -1.131875e+00 -1.166614e+00 [90,] -2.631409e+00 -1.131875e+00 [91,] -4.704237e-01 -2.631409e+00 [92,] 7.935865e-04 -4.704237e-01 [93,] -1.416410e+00 7.935865e-04 [94,] -2.242472e+00 -1.416410e+00 [95,] -2.553431e+00 -2.242472e+00 [96,] -2.114959e+00 -2.553431e+00 [97,] -1.253610e+00 -2.114959e+00 [98,] -2.298119e+00 -1.253610e+00 [99,] -1.156641e+00 -2.298119e+00 [100,] -1.128428e+00 -1.156641e+00 [101,] -2.878324e+00 -1.128428e+00 [102,] -3.731225e+00 -2.878324e+00 [103,] 5.368868e-01 -3.731225e+00 [104,] -3.329590e-01 5.368868e-01 [105,] -3.658374e+00 -3.329590e-01 [106,] -3.212855e+00 -3.658374e+00 [107,] -2.571093e+00 -3.212855e+00 [108,] -4.584177e+00 -2.571093e+00 [109,] -2.524928e+00 -4.584177e+00 [110,] -6.835812e-01 -2.524928e+00 [111,] -8.236073e-01 -6.835812e-01 [112,] 1.542484e+00 -8.236073e-01 [113,] 1.624608e+00 1.542484e+00 [114,] 1.395024e+00 1.624608e+00 [115,] -9.219719e-01 1.395024e+00 [116,] 1.888810e+00 -9.219719e-01 [117,] 3.227075e+00 1.888810e+00 [118,] 1.303372e+00 3.227075e+00 [119,] 2.085678e+00 1.303372e+00 [120,] -1.705490e+00 2.085678e+00 [121,] -2.426758e+00 -1.705490e+00 [122,] 1.582596e+00 -2.426758e+00 [123,] 1.990393e+00 1.582596e+00 [124,] 3.556147e+00 1.990393e+00 [125,] 1.553168e+00 3.556147e+00 [126,] 4.112937e+00 1.553168e+00 [127,] 3.148404e+00 4.112937e+00 [128,] 2.054153e+00 3.148404e+00 [129,] 3.544208e+00 2.054153e+00 [130,] 6.132315e+00 3.544208e+00 [131,] 2.587829e+00 6.132315e+00 [132,] 1.095265e+00 2.587829e+00 [133,] 3.280626e+00 1.095265e+00 [134,] 3.826274e+00 3.280626e+00 [135,] 5.425110e+00 3.826274e+00 [136,] 3.032672e+00 5.425110e+00 [137,] 1.223137e+00 3.032672e+00 [138,] 3.116712e+00 1.223137e+00 [139,] 3.513266e+00 3.116712e+00 [140,] 4.973373e+00 3.513266e+00 [141,] 6.252388e+00 4.973373e+00 [142,] 3.325496e+00 6.252388e+00 [143,] 1.703408e-01 3.325496e+00 [144,] -1.014295e+00 1.703408e-01 [145,] -2.949062e+00 -1.014295e+00 [146,] -3.773026e+00 -2.949062e+00 [147,] -5.428752e+00 -3.773026e+00 [148,] -6.369505e+00 -5.428752e+00 [149,] -1.932430e+00 -6.369505e+00 [150,] -1.527300e+00 -1.932430e+00 [151,] -1.963802e+00 -1.527300e+00 [152,] 4.847495e-01 -1.963802e+00 [153,] 2.713454e+00 4.847495e-01 [154,] 5.297758e+00 2.713454e+00 [155,] 8.595712e-01 5.297758e+00 [156,] 3.522098e-02 8.595712e-01 [157,] 1.317266e-02 3.522098e-02 [158,] 3.951154e-01 1.317266e-02 [159,] -8.905560e-01 3.951154e-01 [160,] -9.447015e-01 -8.905560e-01 [161,] 1.471312e+00 -9.447015e-01 [162,] 7.678658e-01 1.471312e+00 [163,] -1.290524e+00 7.678658e-01 [164,] 1.898284e+00 -1.290524e+00 [165,] 1.803387e+00 1.898284e+00 [166,] 3.029486e-01 1.803387e+00 [167,] -8.568142e+00 3.029486e-01 [168,] -6.366147e+00 -8.568142e+00 [169,] -2.824721e+00 -6.366147e+00 [170,] 1.851522e+00 -2.824721e+00 [171,] -3.424800e+00 1.851522e+00 [172,] -3.241624e-02 -3.424800e+00 [173,] -9.590499e-01 -3.241624e-02 [174,] -1.982740e-01 -9.590499e-01 [175,] -3.377029e-01 -1.982740e-01 [176,] 3.587455e+00 -3.377029e-01 [177,] 3.775979e+00 3.587455e+00 [178,] -2.172831e+00 3.775979e+00 [179,] -2.476017e+00 -2.172831e+00 [180,] -4.511588e+00 -2.476017e+00 [181,] -3.900836e+00 -4.511588e+00 [182,] -5.517548e+00 -3.900836e+00 [183,] -4.942598e+00 -5.517548e+00 [184,] -3.322860e-01 -4.942598e+00 [185,] -4.423121e-01 -3.322860e-01 [186,] -4.519227e-01 -4.423121e-01 [187,] -2.412507e-01 -4.519227e-01 [188,] -2.130730e+00 -2.412507e-01 [189,] 6.983886e-01 -2.130730e+00 [190,] -1.448893e+00 6.983886e-01 [191,] 3.036458e-01 -1.448893e+00 [192,] 1.776523e+00 3.036458e-01 [193,] 4.913882e+00 1.776523e+00 [194,] 7.165336e+00 4.913882e+00 [195,] 7.282849e+00 7.165336e+00 [196,] 2.689897e+00 7.282849e+00 [197,] 2.117798e+00 2.689897e+00 [198,] 3.569874e+00 2.117798e+00 [199,] 7.475704e+00 3.569874e+00 [200,] 7.496455e+00 7.475704e+00 [201,] 7.517206e+00 7.496455e+00 [202,] 7.537958e+00 7.517206e+00 [203,] 6.249383e+00 7.537958e+00 [204,] 3.575341e+00 6.249383e+00 [205,] 6.893377e+00 3.575341e+00 [206,] 4.280354e-01 6.893377e+00 [207,] 7.327275e-01 4.280354e-01 [208,] 2.787905e+00 7.327275e-01 [209,] 2.576221e+00 2.787905e+00 [210,] 4.886868e+00 2.576221e+00 [211,] 6.973140e+00 4.886868e+00 [212,] 6.009177e+00 6.973140e+00 [213,] 8.867546e+00 6.009177e+00 [214,] 1.450650e+00 8.867546e+00 [215,] 4.750132e+00 1.450650e+00 [216,] 5.096842e+00 4.750132e+00 [217,] 7.067827e+00 5.096842e+00 [218,] 6.649070e+00 7.067827e+00 [219,] 7.611350e+00 6.649070e+00 [220,] 6.264694e+00 7.611350e+00 [221,] 5.029201e+00 6.264694e+00 [222,] 5.632364e+00 5.029201e+00 [223,] 9.147960e+00 5.632364e+00 [224,] 5.941690e+00 9.147960e+00 [225,] 5.003088e+00 5.941690e+00 [226,] 6.269046e+00 5.003088e+00 [227,] 5.299743e+00 6.269046e+00 [228,] 5.790418e+00 5.299743e+00 [229,] 9.665756e+00 5.790418e+00 [230,] 7.828164e+00 9.665756e+00 [231,] 6.266790e+00 7.828164e+00 [232,] 4.080390e+00 6.266790e+00 [233,] 8.516504e+00 4.080390e+00 [234,] 9.085416e+00 8.516504e+00 [235,] 9.260805e+00 9.085416e+00 [236,] 5.207382e+00 9.260805e+00 [237,] 7.479896e+00 5.207382e+00 [238,] 7.705129e+00 7.479896e+00 [239,] 8.366192e+00 7.705129e+00 [240,] 8.924119e+00 8.366192e+00 [241,] 7.245208e+00 8.924119e+00 [242,] 6.932306e+00 7.245208e+00 [243,] 6.132332e+00 6.932306e+00 [244,] 6.236813e+00 6.132332e+00 [245,] 5.862382e+00 6.236813e+00 [246,] 7.949222e+00 5.862382e+00 [247,] 8.938470e+00 7.949222e+00 [248,] 1.059868e+01 8.938470e+00 [249,] 1.289132e+01 1.059868e+01 [250,] 1.068513e+01 1.289132e+01 [251,] 1.146267e+01 1.068513e+01 [252,] 1.205078e+01 1.146267e+01 [253,] 8.647154e+00 1.205078e+01 [254,] 8.998008e+00 8.647154e+00 [255,] 6.114872e+00 8.998008e+00 [256,] 7.750209e+00 6.114872e+00 [257,] 1.095806e+01 7.750209e+00 [258,] 1.348223e+01 1.095806e+01 [259,] 1.139767e+01 1.348223e+01 [260,] 1.209106e+01 1.139767e+01 [261,] 1.383651e+01 1.209106e+01 [262,] 1.578856e+01 1.383651e+01 [263,] 1.044739e+01 1.578856e+01 [264,] 9.531717e+00 1.044739e+01 [265,] 1.011071e+01 9.531717e+00 [266,] 5.136481e+00 1.011071e+01 [267,] 5.755911e+00 5.136481e+00 [268,] 9.277959e+00 5.755911e+00 [269,] 1.022586e+01 9.277959e+00 [270,] 1.071843e+01 1.022586e+01 [271,] 9.936538e+00 1.071843e+01 [272,] 8.211434e+00 9.936538e+00 [273,] 7.840088e+00 8.211434e+00 [274,] 7.434465e+00 7.840088e+00 [275,] 9.977760e+00 7.434465e+00 [276,] 9.801309e+00 9.977760e+00 [277,] 9.598667e+00 9.801309e+00 [278,] 9.599962e+00 9.598667e+00 [279,] 1.153395e+01 9.599962e+00 [280,] 9.520897e+00 1.153395e+01 [281,] 8.252943e+00 9.520897e+00 [282,] 8.842711e+00 8.252943e+00 [283,] 8.743461e+00 8.842711e+00 [284,] 7.819992e+00 8.743461e+00 [285,] 8.305898e+00 7.819992e+00 [286,] 9.660097e+00 8.305898e+00 [287,] 1.050847e+01 9.660097e+00 [288,] 1.130062e+01 1.050847e+01 [289,] 8.249967e+00 1.130062e+01 [290,] 7.799759e+00 8.249967e+00 [291,] 7.085096e+00 7.799759e+00 [292,] 5.429785e+00 7.085096e+00 [293,] 5.081312e+00 5.429785e+00 [294,] 6.536234e+00 5.081312e+00 [295,] 8.702661e+00 6.536234e+00 [296,] 1.123118e+01 8.702661e+00 [297,] 9.493595e+00 1.123118e+01 [298,] 5.732323e+00 9.493595e+00 [299,] 4.356129e+00 5.732323e+00 [300,] 7.216986e+00 4.356129e+00 [301,] 7.703230e+00 7.216986e+00 [302,] 6.494579e+00 7.703230e+00 [303,] 1.687917e+00 6.494579e+00 [304,] 2.508227e+00 1.687917e+00 [305,] 3.209654e+00 2.508227e+00 [306,] -1.033589e+00 3.209654e+00 [307,] -3.232009e-01 -1.033589e+00 [308,] -1.728894e-01 -3.232009e-01 [309,] -9.889988e-02 -1.728894e-01 [310,] -3.090299e+00 -9.889988e-02 [311,] -4.460301e+00 -3.090299e+00 [312,] -1.875506e+00 -4.460301e+00 [313,] -1.130997e+00 -1.875506e+00 [314,] -3.821879e+00 -1.130997e+00 [315,] -2.594857e+00 -3.821879e+00 [316,] -3.789444e+00 -2.594857e+00 [317,] -2.339209e+00 -3.789444e+00 [318,] -4.305065e+00 -2.339209e+00 [319,] -4.512553e+00 -4.305065e+00 [320,] -6.024445e+00 -4.512553e+00 [321,] -5.049703e+00 -6.024445e+00 [322,] -1.659367e+00 -5.049703e+00 [323,] -5.277113e+00 -1.659367e+00 [324,] -4.351750e+00 -5.277113e+00 [325,] -2.293794e+00 -4.351750e+00 [326,] -2.786982e+00 -2.293794e+00 [327,] -8.813901e+00 -2.786982e+00 [328,] -2.511643e+00 -8.813901e+00 [329,] -5.152914e+00 -2.511643e+00 [330,] -7.052606e+00 -5.152914e+00 [331,] -6.841205e+00 -7.052606e+00 [332,] -2.362728e+00 -6.841205e+00 [333,] -7.580295e+00 -2.362728e+00 [334,] -4.233761e+00 -7.580295e+00 [335,] -4.992287e+00 -4.233761e+00 [336,] -1.129822e+01 -4.992287e+00 [337,] -4.328322e+00 -1.129822e+01 [338,] 5.554105e-01 -4.328322e+00 [339,] -1.860514e-02 5.554105e-01 [340,] -3.069332e+00 -1.860514e-02 [341,] -3.337389e+00 -3.069332e+00 [342,] 1.789536e+00 -3.337389e+00 [343,] -3.054436e+00 1.789536e+00 [344,] -8.212959e+00 -3.054436e+00 [345,] -6.046738e+00 -8.212959e+00 [346,] -8.012695e+00 -6.046738e+00 [347,] -6.006397e+00 -8.012695e+00 [348,] -2.492116e+00 -6.006397e+00 [349,] -3.945691e+00 -2.492116e+00 [350,] -4.813249e+00 -3.945691e+00 [351,] -3.389517e+00 -4.813249e+00 [352,] -1.599331e+01 -3.389517e+00 [353,] -7.096442e+00 -1.599331e+01 [354,] -9.081184e-01 -7.096442e+00 [355,] -2.603952e+00 -9.081184e-01 [356,] -9.060324e+00 -2.603952e+00 [357,] -1.282393e+01 -9.060324e+00 [358,] -8.700171e+00 -1.282393e+01 [359,] -6.867033e+00 -8.700171e+00 [360,] -8.158096e+00 -6.867033e+00 [361,] -9.449182e+00 -8.158096e+00 [362,] -7.759802e+00 -9.449182e+00 [363,] -1.866947e+01 -7.759802e+00 [364,] -1.298058e+01 -1.866947e+01 [365,] -1.510059e+01 -1.298058e+01 [366,] -9.747220e+00 -1.510059e+01 [367,] -1.387118e+01 -9.747220e+00 [368,] -1.620888e+01 -1.387118e+01 [369,] -3.505664e+00 -1.620888e+01 [370,] -5.837681e+00 -3.505664e+00 [371,] -6.977347e+00 -5.837681e+00 [372,] -6.435351e+00 -6.977347e+00 [373,] -7.833174e+00 -6.435351e+00 [374,] -4.776356e+00 -7.833174e+00 [375,] -7.483356e+00 -4.776356e+00 [376,] -1.013996e+01 -7.483356e+00 [377,] -6.892313e+00 -1.013996e+01 [378,] -9.339257e+00 -6.892313e+00 [379,] -5.298863e+00 -9.339257e+00 [380,] -1.983210e+00 -5.298863e+00 [381,] -8.241272e+00 -1.983210e+00 [382,] -9.710576e+00 -8.241272e+00 [383,] -6.375601e+00 -9.710576e+00 [384,] -9.656407e+00 -6.375601e+00 [385,] -1.005506e+01 -9.656407e+00 [386,] -1.044335e+01 -1.005506e+01 [387,] -4.250651e+00 -1.044335e+01 [388,] -9.282182e+00 -4.250651e+00 [389,] -1.049236e+01 -9.282182e+00 [390,] -7.478320e+00 -1.049236e+01 [391,] -1.008363e+01 -7.478320e+00 [392,] -1.187105e+01 -1.008363e+01 [393,] -8.273505e+00 -1.187105e+01 [394,] -7.951224e+00 -8.273505e+00 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -5.856344e+00 -5.681006e+00 2 -5.981499e+00 -5.856344e+00 3 -5.151189e+00 -5.981499e+00 4 -4.282277e+00 -5.151189e+00 5 -2.746343e+00 -4.282277e+00 6 -1.387145e+00 -2.746343e+00 7 1.365618e-01 -1.387145e+00 8 -1.071834e+00 1.365618e-01 9 -3.784555e+00 -1.071834e+00 10 -2.615953e+00 -3.784555e+00 11 -4.650825e+00 -2.615953e+00 12 -6.542354e+00 -4.650825e+00 13 -6.366474e+00 -6.542354e+00 14 -6.070877e+00 -6.366474e+00 15 -4.476784e+00 -6.070877e+00 16 -3.293129e+00 -4.476784e+00 17 -3.905513e+00 -3.293129e+00 18 -2.335200e+00 -3.905513e+00 19 -2.600743e+00 -2.335200e+00 20 -2.899706e+00 -2.600743e+00 21 -3.336962e+00 -2.899706e+00 22 -4.651391e+00 -3.336962e+00 23 -2.518437e+00 -4.651391e+00 24 -2.218464e+00 -2.518437e+00 25 -1.530666e+00 -2.218464e+00 26 -1.395873e+00 -1.530666e+00 27 -1.769267e+00 -1.395873e+00 28 -1.820614e+00 -1.769267e+00 29 -1.990615e+00 -1.820614e+00 30 -1.886169e-01 -1.990615e+00 31 1.918067e+00 -1.886169e-01 32 -2.827713e+00 1.918067e+00 33 -3.415848e+00 -2.827713e+00 34 -1.156288e+00 -3.415848e+00 35 -1.124163e+00 -1.156288e+00 36 -1.465925e+00 -1.124163e+00 37 -2.864060e+00 -1.465925e+00 38 -1.307219e+00 -2.864060e+00 39 -1.578774e+00 -1.307219e+00 40 1.738587e+00 -1.578774e+00 41 1.129907e+00 1.738587e+00 42 2.146154e+00 1.129907e+00 43 1.060896e+00 2.146154e+00 44 1.088538e+00 1.060896e+00 45 1.507995e+00 1.088538e+00 46 1.635015e+00 1.507995e+00 47 -2.237239e+00 1.635015e+00 48 7.421174e-01 -2.237239e+00 49 1.241079e+00 7.421174e-01 50 -1.419337e+00 1.241079e+00 51 -2.809235e+00 -1.419337e+00 52 -1.038558e+00 -2.809235e+00 53 1.401416e+00 -1.038558e+00 54 -2.678740e+00 1.401416e+00 55 -1.325759e+00 -2.678740e+00 56 4.167554e-01 -1.325759e+00 57 -2.109541e+00 4.167554e-01 58 -3.705734e+00 -2.109541e+00 59 -1.063584e+01 -3.705734e+00 60 -7.824491e+00 -1.063584e+01 61 -6.091669e+00 -7.824491e+00 62 -7.205968e+00 -6.091669e+00 63 -5.167601e+00 -7.205968e+00 64 -4.910346e+00 -5.167601e+00 65 -1.746198e+00 -4.910346e+00 66 -2.424672e+00 -1.746198e+00 67 -5.952418e+00 -2.424672e+00 68 -6.147704e+00 -5.952418e+00 69 -3.188404e+00 -6.147704e+00 70 -4.677058e+00 -3.188404e+00 71 -4.138714e+00 -4.677058e+00 72 -5.122704e+00 -4.138714e+00 73 -3.450007e+00 -5.122704e+00 74 -1.250369e+00 -3.450007e+00 75 -5.610240e+00 -1.250369e+00 76 -5.495991e+00 -5.610240e+00 77 -6.255759e+00 -5.495991e+00 78 -7.390422e+00 -6.255759e+00 79 -5.442727e+00 -7.390422e+00 80 -7.906980e+00 -5.442727e+00 81 -1.131952e+01 -7.906980e+00 82 -5.537211e+00 -1.131952e+01 83 -4.532729e+00 -5.537211e+00 84 -5.883713e+00 -4.532729e+00 85 -5.188169e+00 -5.883713e+00 86 -3.861718e+00 -5.188169e+00 87 -4.692470e+00 -3.861718e+00 88 -1.166614e+00 -4.692470e+00 89 -1.131875e+00 -1.166614e+00 90 -2.631409e+00 -1.131875e+00 91 -4.704237e-01 -2.631409e+00 92 7.935865e-04 -4.704237e-01 93 -1.416410e+00 7.935865e-04 94 -2.242472e+00 -1.416410e+00 95 -2.553431e+00 -2.242472e+00 96 -2.114959e+00 -2.553431e+00 97 -1.253610e+00 -2.114959e+00 98 -2.298119e+00 -1.253610e+00 99 -1.156641e+00 -2.298119e+00 100 -1.128428e+00 -1.156641e+00 101 -2.878324e+00 -1.128428e+00 102 -3.731225e+00 -2.878324e+00 103 5.368868e-01 -3.731225e+00 104 -3.329590e-01 5.368868e-01 105 -3.658374e+00 -3.329590e-01 106 -3.212855e+00 -3.658374e+00 107 -2.571093e+00 -3.212855e+00 108 -4.584177e+00 -2.571093e+00 109 -2.524928e+00 -4.584177e+00 110 -6.835812e-01 -2.524928e+00 111 -8.236073e-01 -6.835812e-01 112 1.542484e+00 -8.236073e-01 113 1.624608e+00 1.542484e+00 114 1.395024e+00 1.624608e+00 115 -9.219719e-01 1.395024e+00 116 1.888810e+00 -9.219719e-01 117 3.227075e+00 1.888810e+00 118 1.303372e+00 3.227075e+00 119 2.085678e+00 1.303372e+00 120 -1.705490e+00 2.085678e+00 121 -2.426758e+00 -1.705490e+00 122 1.582596e+00 -2.426758e+00 123 1.990393e+00 1.582596e+00 124 3.556147e+00 1.990393e+00 125 1.553168e+00 3.556147e+00 126 4.112937e+00 1.553168e+00 127 3.148404e+00 4.112937e+00 128 2.054153e+00 3.148404e+00 129 3.544208e+00 2.054153e+00 130 6.132315e+00 3.544208e+00 131 2.587829e+00 6.132315e+00 132 1.095265e+00 2.587829e+00 133 3.280626e+00 1.095265e+00 134 3.826274e+00 3.280626e+00 135 5.425110e+00 3.826274e+00 136 3.032672e+00 5.425110e+00 137 1.223137e+00 3.032672e+00 138 3.116712e+00 1.223137e+00 139 3.513266e+00 3.116712e+00 140 4.973373e+00 3.513266e+00 141 6.252388e+00 4.973373e+00 142 3.325496e+00 6.252388e+00 143 1.703408e-01 3.325496e+00 144 -1.014295e+00 1.703408e-01 145 -2.949062e+00 -1.014295e+00 146 -3.773026e+00 -2.949062e+00 147 -5.428752e+00 -3.773026e+00 148 -6.369505e+00 -5.428752e+00 149 -1.932430e+00 -6.369505e+00 150 -1.527300e+00 -1.932430e+00 151 -1.963802e+00 -1.527300e+00 152 4.847495e-01 -1.963802e+00 153 2.713454e+00 4.847495e-01 154 5.297758e+00 2.713454e+00 155 8.595712e-01 5.297758e+00 156 3.522098e-02 8.595712e-01 157 1.317266e-02 3.522098e-02 158 3.951154e-01 1.317266e-02 159 -8.905560e-01 3.951154e-01 160 -9.447015e-01 -8.905560e-01 161 1.471312e+00 -9.447015e-01 162 7.678658e-01 1.471312e+00 163 -1.290524e+00 7.678658e-01 164 1.898284e+00 -1.290524e+00 165 1.803387e+00 1.898284e+00 166 3.029486e-01 1.803387e+00 167 -8.568142e+00 3.029486e-01 168 -6.366147e+00 -8.568142e+00 169 -2.824721e+00 -6.366147e+00 170 1.851522e+00 -2.824721e+00 171 -3.424800e+00 1.851522e+00 172 -3.241624e-02 -3.424800e+00 173 -9.590499e-01 -3.241624e-02 174 -1.982740e-01 -9.590499e-01 175 -3.377029e-01 -1.982740e-01 176 3.587455e+00 -3.377029e-01 177 3.775979e+00 3.587455e+00 178 -2.172831e+00 3.775979e+00 179 -2.476017e+00 -2.172831e+00 180 -4.511588e+00 -2.476017e+00 181 -3.900836e+00 -4.511588e+00 182 -5.517548e+00 -3.900836e+00 183 -4.942598e+00 -5.517548e+00 184 -3.322860e-01 -4.942598e+00 185 -4.423121e-01 -3.322860e-01 186 -4.519227e-01 -4.423121e-01 187 -2.412507e-01 -4.519227e-01 188 -2.130730e+00 -2.412507e-01 189 6.983886e-01 -2.130730e+00 190 -1.448893e+00 6.983886e-01 191 3.036458e-01 -1.448893e+00 192 1.776523e+00 3.036458e-01 193 4.913882e+00 1.776523e+00 194 7.165336e+00 4.913882e+00 195 7.282849e+00 7.165336e+00 196 2.689897e+00 7.282849e+00 197 2.117798e+00 2.689897e+00 198 3.569874e+00 2.117798e+00 199 7.475704e+00 3.569874e+00 200 7.496455e+00 7.475704e+00 201 7.517206e+00 7.496455e+00 202 7.537958e+00 7.517206e+00 203 6.249383e+00 7.537958e+00 204 3.575341e+00 6.249383e+00 205 6.893377e+00 3.575341e+00 206 4.280354e-01 6.893377e+00 207 7.327275e-01 4.280354e-01 208 2.787905e+00 7.327275e-01 209 2.576221e+00 2.787905e+00 210 4.886868e+00 2.576221e+00 211 6.973140e+00 4.886868e+00 212 6.009177e+00 6.973140e+00 213 8.867546e+00 6.009177e+00 214 1.450650e+00 8.867546e+00 215 4.750132e+00 1.450650e+00 216 5.096842e+00 4.750132e+00 217 7.067827e+00 5.096842e+00 218 6.649070e+00 7.067827e+00 219 7.611350e+00 6.649070e+00 220 6.264694e+00 7.611350e+00 221 5.029201e+00 6.264694e+00 222 5.632364e+00 5.029201e+00 223 9.147960e+00 5.632364e+00 224 5.941690e+00 9.147960e+00 225 5.003088e+00 5.941690e+00 226 6.269046e+00 5.003088e+00 227 5.299743e+00 6.269046e+00 228 5.790418e+00 5.299743e+00 229 9.665756e+00 5.790418e+00 230 7.828164e+00 9.665756e+00 231 6.266790e+00 7.828164e+00 232 4.080390e+00 6.266790e+00 233 8.516504e+00 4.080390e+00 234 9.085416e+00 8.516504e+00 235 9.260805e+00 9.085416e+00 236 5.207382e+00 9.260805e+00 237 7.479896e+00 5.207382e+00 238 7.705129e+00 7.479896e+00 239 8.366192e+00 7.705129e+00 240 8.924119e+00 8.366192e+00 241 7.245208e+00 8.924119e+00 242 6.932306e+00 7.245208e+00 243 6.132332e+00 6.932306e+00 244 6.236813e+00 6.132332e+00 245 5.862382e+00 6.236813e+00 246 7.949222e+00 5.862382e+00 247 8.938470e+00 7.949222e+00 248 1.059868e+01 8.938470e+00 249 1.289132e+01 1.059868e+01 250 1.068513e+01 1.289132e+01 251 1.146267e+01 1.068513e+01 252 1.205078e+01 1.146267e+01 253 8.647154e+00 1.205078e+01 254 8.998008e+00 8.647154e+00 255 6.114872e+00 8.998008e+00 256 7.750209e+00 6.114872e+00 257 1.095806e+01 7.750209e+00 258 1.348223e+01 1.095806e+01 259 1.139767e+01 1.348223e+01 260 1.209106e+01 1.139767e+01 261 1.383651e+01 1.209106e+01 262 1.578856e+01 1.383651e+01 263 1.044739e+01 1.578856e+01 264 9.531717e+00 1.044739e+01 265 1.011071e+01 9.531717e+00 266 5.136481e+00 1.011071e+01 267 5.755911e+00 5.136481e+00 268 9.277959e+00 5.755911e+00 269 1.022586e+01 9.277959e+00 270 1.071843e+01 1.022586e+01 271 9.936538e+00 1.071843e+01 272 8.211434e+00 9.936538e+00 273 7.840088e+00 8.211434e+00 274 7.434465e+00 7.840088e+00 275 9.977760e+00 7.434465e+00 276 9.801309e+00 9.977760e+00 277 9.598667e+00 9.801309e+00 278 9.599962e+00 9.598667e+00 279 1.153395e+01 9.599962e+00 280 9.520897e+00 1.153395e+01 281 8.252943e+00 9.520897e+00 282 8.842711e+00 8.252943e+00 283 8.743461e+00 8.842711e+00 284 7.819992e+00 8.743461e+00 285 8.305898e+00 7.819992e+00 286 9.660097e+00 8.305898e+00 287 1.050847e+01 9.660097e+00 288 1.130062e+01 1.050847e+01 289 8.249967e+00 1.130062e+01 290 7.799759e+00 8.249967e+00 291 7.085096e+00 7.799759e+00 292 5.429785e+00 7.085096e+00 293 5.081312e+00 5.429785e+00 294 6.536234e+00 5.081312e+00 295 8.702661e+00 6.536234e+00 296 1.123118e+01 8.702661e+00 297 9.493595e+00 1.123118e+01 298 5.732323e+00 9.493595e+00 299 4.356129e+00 5.732323e+00 300 7.216986e+00 4.356129e+00 301 7.703230e+00 7.216986e+00 302 6.494579e+00 7.703230e+00 303 1.687917e+00 6.494579e+00 304 2.508227e+00 1.687917e+00 305 3.209654e+00 2.508227e+00 306 -1.033589e+00 3.209654e+00 307 -3.232009e-01 -1.033589e+00 308 -1.728894e-01 -3.232009e-01 309 -9.889988e-02 -1.728894e-01 310 -3.090299e+00 -9.889988e-02 311 -4.460301e+00 -3.090299e+00 312 -1.875506e+00 -4.460301e+00 313 -1.130997e+00 -1.875506e+00 314 -3.821879e+00 -1.130997e+00 315 -2.594857e+00 -3.821879e+00 316 -3.789444e+00 -2.594857e+00 317 -2.339209e+00 -3.789444e+00 318 -4.305065e+00 -2.339209e+00 319 -4.512553e+00 -4.305065e+00 320 -6.024445e+00 -4.512553e+00 321 -5.049703e+00 -6.024445e+00 322 -1.659367e+00 -5.049703e+00 323 -5.277113e+00 -1.659367e+00 324 -4.351750e+00 -5.277113e+00 325 -2.293794e+00 -4.351750e+00 326 -2.786982e+00 -2.293794e+00 327 -8.813901e+00 -2.786982e+00 328 -2.511643e+00 -8.813901e+00 329 -5.152914e+00 -2.511643e+00 330 -7.052606e+00 -5.152914e+00 331 -6.841205e+00 -7.052606e+00 332 -2.362728e+00 -6.841205e+00 333 -7.580295e+00 -2.362728e+00 334 -4.233761e+00 -7.580295e+00 335 -4.992287e+00 -4.233761e+00 336 -1.129822e+01 -4.992287e+00 337 -4.328322e+00 -1.129822e+01 338 5.554105e-01 -4.328322e+00 339 -1.860514e-02 5.554105e-01 340 -3.069332e+00 -1.860514e-02 341 -3.337389e+00 -3.069332e+00 342 1.789536e+00 -3.337389e+00 343 -3.054436e+00 1.789536e+00 344 -8.212959e+00 -3.054436e+00 345 -6.046738e+00 -8.212959e+00 346 -8.012695e+00 -6.046738e+00 347 -6.006397e+00 -8.012695e+00 348 -2.492116e+00 -6.006397e+00 349 -3.945691e+00 -2.492116e+00 350 -4.813249e+00 -3.945691e+00 351 -3.389517e+00 -4.813249e+00 352 -1.599331e+01 -3.389517e+00 353 -7.096442e+00 -1.599331e+01 354 -9.081184e-01 -7.096442e+00 355 -2.603952e+00 -9.081184e-01 356 -9.060324e+00 -2.603952e+00 357 -1.282393e+01 -9.060324e+00 358 -8.700171e+00 -1.282393e+01 359 -6.867033e+00 -8.700171e+00 360 -8.158096e+00 -6.867033e+00 361 -9.449182e+00 -8.158096e+00 362 -7.759802e+00 -9.449182e+00 363 -1.866947e+01 -7.759802e+00 364 -1.298058e+01 -1.866947e+01 365 -1.510059e+01 -1.298058e+01 366 -9.747220e+00 -1.510059e+01 367 -1.387118e+01 -9.747220e+00 368 -1.620888e+01 -1.387118e+01 369 -3.505664e+00 -1.620888e+01 370 -5.837681e+00 -3.505664e+00 371 -6.977347e+00 -5.837681e+00 372 -6.435351e+00 -6.977347e+00 373 -7.833174e+00 -6.435351e+00 374 -4.776356e+00 -7.833174e+00 375 -7.483356e+00 -4.776356e+00 376 -1.013996e+01 -7.483356e+00 377 -6.892313e+00 -1.013996e+01 378 -9.339257e+00 -6.892313e+00 379 -5.298863e+00 -9.339257e+00 380 -1.983210e+00 -5.298863e+00 381 -8.241272e+00 -1.983210e+00 382 -9.710576e+00 -8.241272e+00 383 -6.375601e+00 -9.710576e+00 384 -9.656407e+00 -6.375601e+00 385 -1.005506e+01 -9.656407e+00 386 -1.044335e+01 -1.005506e+01 387 -4.250651e+00 -1.044335e+01 388 -9.282182e+00 -4.250651e+00 389 -1.049236e+01 -9.282182e+00 390 -7.478320e+00 -1.049236e+01 391 -1.008363e+01 -7.478320e+00 392 -1.187105e+01 -1.008363e+01 393 -8.273505e+00 -1.187105e+01 394 -7.951224e+00 -8.273505e+00 > 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/78dfh1260965632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8t4ex1260965632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9rdi91260965632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10q1kt1260965632.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/119bce1260965632.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/12zru21260965632.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/13luku1260965632.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/14e4vj1260965632.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/rcomp/tmp/15e7xa1260965632.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/rcomp/tmp/161dbe1260965632.tab") + } > > try(system("convert tmp/1fvjk1260965632.ps tmp/1fvjk1260965632.png",intern=TRUE)) character(0) > try(system("convert tmp/2wich1260965632.ps tmp/2wich1260965632.png",intern=TRUE)) character(0) > try(system("convert tmp/30qq31260965632.ps tmp/30qq31260965632.png",intern=TRUE)) character(0) > try(system("convert tmp/49l2r1260965632.ps tmp/49l2r1260965632.png",intern=TRUE)) character(0) > try(system("convert tmp/57l1r1260965632.ps tmp/57l1r1260965632.png",intern=TRUE)) character(0) > try(system("convert tmp/65f001260965632.ps tmp/65f001260965632.png",intern=TRUE)) character(0) > try(system("convert tmp/78dfh1260965632.ps tmp/78dfh1260965632.png",intern=TRUE)) character(0) > try(system("convert tmp/8t4ex1260965632.ps tmp/8t4ex1260965632.png",intern=TRUE)) character(0) > try(system("convert tmp/9rdi91260965632.ps tmp/9rdi91260965632.png",intern=TRUE)) character(0) > try(system("convert tmp/10q1kt1260965632.ps tmp/10q1kt1260965632.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 9.745 2.068 10.459