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Type 'q()' to quit R. > x <- array(list(8.4 + ,1.58 + ,8.4 + ,8.4 + ,8.3 + ,7.6 + ,8.4 + ,1.86 + ,8.4 + ,8.4 + ,8.4 + ,8.3 + ,8.6 + ,1.74 + ,8.4 + ,8.4 + ,8.4 + ,8.4 + ,8.9 + ,1.59 + ,8.6 + ,8.4 + ,8.4 + ,8.4 + ,8.8 + ,1.26 + ,8.9 + ,8.6 + ,8.4 + ,8.4 + ,8.3 + ,1.13 + ,8.8 + ,8.9 + ,8.6 + ,8.4 + ,7.5 + ,1.92 + ,8.3 + ,8.8 + ,8.9 + ,8.6 + ,7.2 + ,2.61 + ,7.5 + ,8.3 + ,8.8 + ,8.9 + ,7.4 + ,2.26 + ,7.2 + ,7.5 + ,8.3 + ,8.8 + ,8.8 + ,2.41 + ,7.4 + ,7.2 + ,7.5 + ,8.3 + ,9.3 + ,2.26 + ,8.8 + ,7.4 + ,7.2 + ,7.5 + ,9.3 + ,2.03 + ,9.3 + ,8.8 + ,7.4 + ,7.2 + ,8.7 + ,2.86 + ,9.3 + ,9.3 + ,8.8 + ,7.4 + ,8.2 + ,2.55 + ,8.7 + ,9.3 + ,9.3 + ,8.8 + ,8.3 + ,2.27 + ,8.2 + ,8.7 + ,9.3 + ,9.3 + ,8.5 + ,2.26 + ,8.3 + ,8.2 + ,8.7 + ,9.3 + ,8.6 + ,2.57 + ,8.5 + ,8.3 + ,8.2 + ,8.7 + ,8.5 + ,3.07 + ,8.6 + ,8.5 + ,8.3 + ,8.2 + ,8.2 + ,2.76 + ,8.5 + ,8.6 + ,8.5 + ,8.3 + ,8.1 + ,2.51 + ,8.2 + ,8.5 + ,8.6 + ,8.5 + ,7.9 + ,2.87 + ,8.1 + ,8.2 + ,8.5 + ,8.6 + ,8.6 + ,3.14 + ,7.9 + ,8.1 + ,8.2 + ,8.5 + ,8.7 + ,3.11 + ,8.6 + ,7.9 + ,8.1 + ,8.2 + ,8.7 + ,3.16 + ,8.7 + ,8.6 + ,7.9 + ,8.1 + ,8.5 + ,2.47 + ,8.7 + ,8.7 + ,8.6 + ,7.9 + ,8.4 + ,2.57 + ,8.5 + ,8.7 + ,8.7 + ,8.6 + ,8.5 + ,2.89 + ,8.4 + ,8.5 + ,8.7 + ,8.7 + ,8.7 + ,2.63 + ,8.5 + ,8.4 + ,8.5 + ,8.7 + ,8.7 + ,2.38 + ,8.7 + ,8.5 + ,8.4 + ,8.5 + ,8.6 + ,1.69 + ,8.7 + ,8.7 + ,8.5 + ,8.4 + ,8.5 + ,1.96 + ,8.6 + ,8.7 + ,8.7 + ,8.5 + ,8.3 + ,2.19 + ,8.5 + ,8.6 + ,8.7 + ,8.7 + ,8 + ,1.87 + ,8.3 + ,8.5 + ,8.6 + ,8.7 + ,8.2 + ,1.6 + ,8 + ,8.3 + ,8.5 + ,8.6 + ,8.1 + ,1.63 + ,8.2 + ,8 + ,8.3 + ,8.5 + ,8.1 + ,1.22 + ,8.1 + ,8.2 + ,8 + ,8.3 + ,8 + ,1.21 + ,8.1 + ,8.1 + ,8.2 + ,8 + ,7.9 + ,1.49 + ,8 + ,8.1 + ,8.1 + ,8.2 + ,7.9 + ,1.64 + ,7.9 + ,8 + ,8.1 + ,8.1 + ,8 + ,1.66 + ,7.9 + ,7.9 + ,8 + ,8.1 + ,8 + ,1.77 + ,8 + ,7.9 + ,7.9 + ,8 + ,7.9 + ,1.82 + ,8 + ,8 + ,7.9 + ,7.9 + ,8 + ,1.78 + ,7.9 + ,8 + ,8 + ,7.9 + ,7.7 + ,1.28 + ,8 + ,7.9 + ,8 + ,8 + ,7.2 + ,1.29 + ,7.7 + ,8 + ,7.9 + ,8 + ,7.5 + ,1.37 + ,7.2 + ,7.7 + ,8 + ,7.9 + ,7.3 + ,1.12 + ,7.5 + ,7.2 + ,7.7 + ,8 + ,7 + ,1.51 + ,7.3 + ,7.5 + ,7.2 + ,7.7 + ,7 + ,2.24 + ,7 + ,7.3 + ,7.5 + ,7.2 + ,7 + ,2.94 + ,7 + ,7 + ,7.3 + ,7.5 + ,7.2 + ,3.09 + ,7 + ,7 + ,7 + ,7.3 + ,7.3 + ,3.46 + ,7.2 + ,7 + ,7 + ,7 + ,7.1 + ,3.64 + ,7.3 + ,7.2 + ,7 + ,7 + ,6.8 + ,4.39 + ,7.1 + ,7.3 + ,7.2 + ,7 + ,6.4 + ,4.15 + ,6.8 + ,7.1 + ,7.3 + ,7.2 + ,6.1 + ,5.21 + ,6.4 + ,6.8 + ,7.1 + ,7.3 + ,6.5 + ,5.8 + ,6.1 + ,6.4 + ,6.8 + ,7.1 + ,7.7 + ,5.91 + ,6.5 + ,6.1 + ,6.4 + ,6.8 + ,7.9 + ,5.39 + ,7.7 + ,6.5 + ,6.1 + ,6.4 + ,7.5 + ,5.46 + ,7.9 + ,7.7 + ,6.5 + ,6.1 + ,6.9 + ,4.72 + ,7.5 + ,7.9 + ,7.7 + ,6.5 + ,6.6 + ,3.14 + ,6.9 + ,7.5 + ,7.9 + ,7.7 + ,6.9 + ,2.63 + ,6.6 + ,6.9 + ,7.5 + ,7.9 + ,7.7 + ,2.32 + ,6.9 + ,6.6 + ,6.9 + ,7.5 + ,8 + ,1.93 + ,7.7 + ,6.9 + ,6.6 + ,6.9 + ,8 + ,0.62 + ,8 + ,7.7 + ,6.9 + ,6.6 + ,7.7 + ,0.6 + ,8 + ,8 + ,7.7 + ,6.9 + ,7.3 + ,-0.37 + ,7.7 + ,8 + ,8 + ,7.7 + ,7.4 + ,-1.1 + ,7.3 + ,7.7 + ,8 + ,8) + ,dim=c(6 + ,69) + ,dimnames=list(c('Y' + ,'X' + ,'Y1' + ,'Y2' + ,'Y3' + ,'Y4') + ,1:69)) > y <- array(NA,dim=c(6,69),dimnames=list(c('Y','X','Y1','Y2','Y3','Y4'),1:69)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Include Monthly Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Y X Y1 Y2 Y3 Y4 M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 8.4 1.58 8.4 8.4 8.3 7.6 1 0 0 0 0 0 0 0 0 0 0 1 2 8.4 1.86 8.4 8.4 8.4 8.3 0 1 0 0 0 0 0 0 0 0 0 2 3 8.6 1.74 8.4 8.4 8.4 8.4 0 0 1 0 0 0 0 0 0 0 0 3 4 8.9 1.59 8.6 8.4 8.4 8.4 0 0 0 1 0 0 0 0 0 0 0 4 5 8.8 1.26 8.9 8.6 8.4 8.4 0 0 0 0 1 0 0 0 0 0 0 5 6 8.3 1.13 8.8 8.9 8.6 8.4 0 0 0 0 0 1 0 0 0 0 0 6 7 7.5 1.92 8.3 8.8 8.9 8.6 0 0 0 0 0 0 1 0 0 0 0 7 8 7.2 2.61 7.5 8.3 8.8 8.9 0 0 0 0 0 0 0 1 0 0 0 8 9 7.4 2.26 7.2 7.5 8.3 8.8 0 0 0 0 0 0 0 0 1 0 0 9 10 8.8 2.41 7.4 7.2 7.5 8.3 0 0 0 0 0 0 0 0 0 1 0 10 11 9.3 2.26 8.8 7.4 7.2 7.5 0 0 0 0 0 0 0 0 0 0 1 11 12 9.3 2.03 9.3 8.8 7.4 7.2 0 0 0 0 0 0 0 0 0 0 0 12 13 8.7 2.86 9.3 9.3 8.8 7.4 1 0 0 0 0 0 0 0 0 0 0 13 14 8.2 2.55 8.7 9.3 9.3 8.8 0 1 0 0 0 0 0 0 0 0 0 14 15 8.3 2.27 8.2 8.7 9.3 9.3 0 0 1 0 0 0 0 0 0 0 0 15 16 8.5 2.26 8.3 8.2 8.7 9.3 0 0 0 1 0 0 0 0 0 0 0 16 17 8.6 2.57 8.5 8.3 8.2 8.7 0 0 0 0 1 0 0 0 0 0 0 17 18 8.5 3.07 8.6 8.5 8.3 8.2 0 0 0 0 0 1 0 0 0 0 0 18 19 8.2 2.76 8.5 8.6 8.5 8.3 0 0 0 0 0 0 1 0 0 0 0 19 20 8.1 2.51 8.2 8.5 8.6 8.5 0 0 0 0 0 0 0 1 0 0 0 20 21 7.9 2.87 8.1 8.2 8.5 8.6 0 0 0 0 0 0 0 0 1 0 0 21 22 8.6 3.14 7.9 8.1 8.2 8.5 0 0 0 0 0 0 0 0 0 1 0 22 23 8.7 3.11 8.6 7.9 8.1 8.2 0 0 0 0 0 0 0 0 0 0 1 23 24 8.7 3.16 8.7 8.6 7.9 8.1 0 0 0 0 0 0 0 0 0 0 0 24 25 8.5 2.47 8.7 8.7 8.6 7.9 1 0 0 0 0 0 0 0 0 0 0 25 26 8.4 2.57 8.5 8.7 8.7 8.6 0 1 0 0 0 0 0 0 0 0 0 26 27 8.5 2.89 8.4 8.5 8.7 8.7 0 0 1 0 0 0 0 0 0 0 0 27 28 8.7 2.63 8.5 8.4 8.5 8.7 0 0 0 1 0 0 0 0 0 0 0 28 29 8.7 2.38 8.7 8.5 8.4 8.5 0 0 0 0 1 0 0 0 0 0 0 29 30 8.6 1.69 8.7 8.7 8.5 8.4 0 0 0 0 0 1 0 0 0 0 0 30 31 8.5 1.96 8.6 8.7 8.7 8.5 0 0 0 0 0 0 1 0 0 0 0 31 32 8.3 2.19 8.5 8.6 8.7 8.7 0 0 0 0 0 0 0 1 0 0 0 32 33 8.0 1.87 8.3 8.5 8.6 8.7 0 0 0 0 0 0 0 0 1 0 0 33 34 8.2 1.60 8.0 8.3 8.5 8.6 0 0 0 0 0 0 0 0 0 1 0 34 35 8.1 1.63 8.2 8.0 8.3 8.5 0 0 0 0 0 0 0 0 0 0 1 35 36 8.1 1.22 8.1 8.2 8.0 8.3 0 0 0 0 0 0 0 0 0 0 0 36 37 8.0 1.21 8.1 8.1 8.2 8.0 1 0 0 0 0 0 0 0 0 0 0 37 38 7.9 1.49 8.0 8.1 8.1 8.2 0 1 0 0 0 0 0 0 0 0 0 38 39 7.9 1.64 7.9 8.0 8.1 8.1 0 0 1 0 0 0 0 0 0 0 0 39 40 8.0 1.66 7.9 7.9 8.0 8.1 0 0 0 1 0 0 0 0 0 0 0 40 41 8.0 1.77 8.0 7.9 7.9 8.0 0 0 0 0 1 0 0 0 0 0 0 41 42 7.9 1.82 8.0 8.0 7.9 7.9 0 0 0 0 0 1 0 0 0 0 0 42 43 8.0 1.78 7.9 8.0 8.0 7.9 0 0 0 0 0 0 1 0 0 0 0 43 44 7.7 1.28 8.0 7.9 8.0 8.0 0 0 0 0 0 0 0 1 0 0 0 44 45 7.2 1.29 7.7 8.0 7.9 8.0 0 0 0 0 0 0 0 0 1 0 0 45 46 7.5 1.37 7.2 7.7 8.0 7.9 0 0 0 0 0 0 0 0 0 1 0 46 47 7.3 1.12 7.5 7.2 7.7 8.0 0 0 0 0 0 0 0 0 0 0 1 47 48 7.0 1.51 7.3 7.5 7.2 7.7 0 0 0 0 0 0 0 0 0 0 0 48 49 7.0 2.24 7.0 7.3 7.5 7.2 1 0 0 0 0 0 0 0 0 0 0 49 50 7.0 2.94 7.0 7.0 7.3 7.5 0 1 0 0 0 0 0 0 0 0 0 50 51 7.2 3.09 7.0 7.0 7.0 7.3 0 0 1 0 0 0 0 0 0 0 0 51 52 7.3 3.46 7.2 7.0 7.0 7.0 0 0 0 1 0 0 0 0 0 0 0 52 53 7.1 3.64 7.3 7.2 7.0 7.0 0 0 0 0 1 0 0 0 0 0 0 53 54 6.8 4.39 7.1 7.3 7.2 7.0 0 0 0 0 0 1 0 0 0 0 0 54 55 6.4 4.15 6.8 7.1 7.3 7.2 0 0 0 0 0 0 1 0 0 0 0 55 56 6.1 5.21 6.4 6.8 7.1 7.3 0 0 0 0 0 0 0 1 0 0 0 56 57 6.5 5.80 6.1 6.4 6.8 7.1 0 0 0 0 0 0 0 0 1 0 0 57 58 7.7 5.91 6.5 6.1 6.4 6.8 0 0 0 0 0 0 0 0 0 1 0 58 59 7.9 5.39 7.7 6.5 6.1 6.4 0 0 0 0 0 0 0 0 0 0 1 59 60 7.5 5.46 7.9 7.7 6.5 6.1 0 0 0 0 0 0 0 0 0 0 0 60 61 6.9 4.72 7.5 7.9 7.7 6.5 1 0 0 0 0 0 0 0 0 0 0 61 62 6.6 3.14 6.9 7.5 7.9 7.7 0 1 0 0 0 0 0 0 0 0 0 62 63 6.9 2.63 6.6 6.9 7.5 7.9 0 0 1 0 0 0 0 0 0 0 0 63 64 7.7 2.32 6.9 6.6 6.9 7.5 0 0 0 1 0 0 0 0 0 0 0 64 65 8.0 1.93 7.7 6.9 6.6 6.9 0 0 0 0 1 0 0 0 0 0 0 65 66 8.0 0.62 8.0 7.7 6.9 6.6 0 0 0 0 0 1 0 0 0 0 0 66 67 7.7 0.60 8.0 8.0 7.7 6.9 0 0 0 0 0 0 1 0 0 0 0 67 68 7.3 -0.37 7.7 8.0 8.0 7.7 0 0 0 0 0 0 0 1 0 0 0 68 69 7.4 -1.10 7.3 7.7 8.0 8.0 0 0 0 0 0 0 0 0 1 0 0 69 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) X Y1 Y2 Y3 Y4 0.881778 -0.011323 1.638065 -1.002869 0.014560 0.251295 M1 M2 M3 M4 M5 M6 0.062567 -0.000682 0.149464 0.054089 -0.176549 -0.063074 M7 M8 M9 M10 M11 t -0.085187 -0.113416 -0.027978 0.625143 -0.521386 -0.001831 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.323439 -0.085626 0.003209 0.102130 0.359194 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.881778 0.698477 1.262 0.212537 X -0.011323 0.019941 -0.568 0.572649 Y1 1.638065 0.142074 11.530 8.08e-16 *** Y2 -1.002869 0.277449 -3.615 0.000688 *** Y3 0.014560 0.277990 0.052 0.958435 Y4 0.251295 0.144383 1.740 0.087807 . M1 0.062567 0.214197 0.292 0.771396 M2 -0.000682 0.165888 -0.004 0.996736 M3 0.149464 0.170434 0.877 0.384619 M4 0.054089 0.173733 0.311 0.756814 M5 -0.176549 0.152101 -1.161 0.251153 M6 -0.063074 0.141031 -0.447 0.656598 M7 -0.085187 0.170104 -0.501 0.618669 M8 -0.113416 0.164323 -0.690 0.493199 M9 -0.027978 0.165786 -0.169 0.866654 M10 0.625143 0.165394 3.780 0.000413 *** M11 -0.521386 0.224014 -2.327 0.023946 * t -0.001831 0.002001 -0.915 0.364429 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.1724 on 51 degrees of freedom Multiple R-squared: 0.9558, Adjusted R-squared: 0.9411 F-statistic: 64.89 on 17 and 51 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.04566636 0.09133272 0.9543336 [2,] 0.10574223 0.21148446 0.8942578 [3,] 0.07862593 0.15725185 0.9213741 [4,] 0.04337198 0.08674395 0.9566280 [5,] 0.08647062 0.17294124 0.9135294 [6,] 0.08088709 0.16177418 0.9191129 [7,] 0.12286921 0.24573842 0.8771308 [8,] 0.07501586 0.15003172 0.9249841 [9,] 0.04635121 0.09270243 0.9536488 [10,] 0.03288252 0.06576504 0.9671175 [11,] 0.05142497 0.10284995 0.9485750 [12,] 0.04625002 0.09250005 0.9537500 [13,] 0.03146919 0.06293838 0.9685308 [14,] 0.20426838 0.40853676 0.7957316 [15,] 0.19026557 0.38053114 0.8097344 [16,] 0.18564479 0.37128958 0.8143552 [17,] 0.19632338 0.39264676 0.8036766 [18,] 0.19422686 0.38845373 0.8057731 [19,] 0.16600972 0.33201944 0.8339903 [20,] 0.11085413 0.22170825 0.8891459 [21,] 0.11037725 0.22075450 0.8896227 [22,] 0.06933027 0.13866054 0.9306697 [23,] 0.65947880 0.68104240 0.3405212 [24,] 0.88072833 0.23854335 0.1192717 [25,] 0.81174030 0.37651941 0.1882597 [26,] 0.73345358 0.53309284 0.2665464 [27,] 0.61873221 0.76253558 0.3812678 [28,] 0.54012697 0.91974605 0.4598730 > postscript(file="/var/www/html/rcomp/tmp/17lko1261069256.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2e8as1261069256.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/32m1c1261069256.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4lod01261069256.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5fkbv1261069256.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 = 69 Frequency = 1 1 2 3 4 5 1.090493e-01 -6.339116e-05 2.513304e-02 9.302689e-02 -6.908611e-02 6 7 8 9 10 -2.204469e-01 -3.234392e-01 1.495172e-01 -1.651975e-02 2.427105e-01 11 12 13 14 15 2.058555e-03 1.373601e-01 -8.318537e-02 1.021298e-01 1.423073e-01 16 17 18 19 20 -2.171060e-01 4.960408e-02 4.580483e-03 -3.893381e-02 2.277118e-01 21 22 23 24 25 -2.125468e-01 9.604407e-02 7.368906e-02 1.209433e-01 -7.251320e-03 26 27 28 29 30 1.092108e-01 2.622012e-03 3.570177e-02 8.972912e-02 9.451949e-02 31 32 33 34 35 1.572857e-01 3.209399e-03 -1.552391e-01 -2.921551e-01 1.561116e-01 36 37 38 39 40 5.092102e-02 -1.377385e-01 -5.448523e-02 -1.124530e-01 -1.385228e-02 41 42 43 44 45 8.264142e-02 -3.020076e-03 2.828214e-01 -2.820042e-01 -2.723358e-01 46 47 48 49 50 -8.087453e-02 -1.489616e-01 -2.529590e-01 1.066962e-01 -1.936357e-01 51 52 53 54 55 -8.562563e-02 -1.364553e-01 -6.518055e-02 -4.334437e-02 -1.829874e-01 56 57 58 59 60 -1.087786e-01 3.591935e-01 3.427506e-02 -8.289762e-02 -5.626549e-02 61 62 63 64 65 1.242972e-02 3.684371e-02 2.801630e-02 2.386849e-01 -8.770796e-02 66 67 68 69 1.677113e-01 1.052534e-01 1.034437e-02 2.974480e-01 > postscript(file="/var/www/html/rcomp/tmp/6xe6h1261069256.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 = 69 Frequency = 1 lag(myerror, k = 1) myerror 0 1.090493e-01 NA 1 -6.339116e-05 1.090493e-01 2 2.513304e-02 -6.339116e-05 3 9.302689e-02 2.513304e-02 4 -6.908611e-02 9.302689e-02 5 -2.204469e-01 -6.908611e-02 6 -3.234392e-01 -2.204469e-01 7 1.495172e-01 -3.234392e-01 8 -1.651975e-02 1.495172e-01 9 2.427105e-01 -1.651975e-02 10 2.058555e-03 2.427105e-01 11 1.373601e-01 2.058555e-03 12 -8.318537e-02 1.373601e-01 13 1.021298e-01 -8.318537e-02 14 1.423073e-01 1.021298e-01 15 -2.171060e-01 1.423073e-01 16 4.960408e-02 -2.171060e-01 17 4.580483e-03 4.960408e-02 18 -3.893381e-02 4.580483e-03 19 2.277118e-01 -3.893381e-02 20 -2.125468e-01 2.277118e-01 21 9.604407e-02 -2.125468e-01 22 7.368906e-02 9.604407e-02 23 1.209433e-01 7.368906e-02 24 -7.251320e-03 1.209433e-01 25 1.092108e-01 -7.251320e-03 26 2.622012e-03 1.092108e-01 27 3.570177e-02 2.622012e-03 28 8.972912e-02 3.570177e-02 29 9.451949e-02 8.972912e-02 30 1.572857e-01 9.451949e-02 31 3.209399e-03 1.572857e-01 32 -1.552391e-01 3.209399e-03 33 -2.921551e-01 -1.552391e-01 34 1.561116e-01 -2.921551e-01 35 5.092102e-02 1.561116e-01 36 -1.377385e-01 5.092102e-02 37 -5.448523e-02 -1.377385e-01 38 -1.124530e-01 -5.448523e-02 39 -1.385228e-02 -1.124530e-01 40 8.264142e-02 -1.385228e-02 41 -3.020076e-03 8.264142e-02 42 2.828214e-01 -3.020076e-03 43 -2.820042e-01 2.828214e-01 44 -2.723358e-01 -2.820042e-01 45 -8.087453e-02 -2.723358e-01 46 -1.489616e-01 -8.087453e-02 47 -2.529590e-01 -1.489616e-01 48 1.066962e-01 -2.529590e-01 49 -1.936357e-01 1.066962e-01 50 -8.562563e-02 -1.936357e-01 51 -1.364553e-01 -8.562563e-02 52 -6.518055e-02 -1.364553e-01 53 -4.334437e-02 -6.518055e-02 54 -1.829874e-01 -4.334437e-02 55 -1.087786e-01 -1.829874e-01 56 3.591935e-01 -1.087786e-01 57 3.427506e-02 3.591935e-01 58 -8.289762e-02 3.427506e-02 59 -5.626549e-02 -8.289762e-02 60 1.242972e-02 -5.626549e-02 61 3.684371e-02 1.242972e-02 62 2.801630e-02 3.684371e-02 63 2.386849e-01 2.801630e-02 64 -8.770796e-02 2.386849e-01 65 1.677113e-01 -8.770796e-02 66 1.052534e-01 1.677113e-01 67 1.034437e-02 1.052534e-01 68 2.974480e-01 1.034437e-02 69 NA 2.974480e-01 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -6.339116e-05 1.090493e-01 [2,] 2.513304e-02 -6.339116e-05 [3,] 9.302689e-02 2.513304e-02 [4,] -6.908611e-02 9.302689e-02 [5,] -2.204469e-01 -6.908611e-02 [6,] -3.234392e-01 -2.204469e-01 [7,] 1.495172e-01 -3.234392e-01 [8,] -1.651975e-02 1.495172e-01 [9,] 2.427105e-01 -1.651975e-02 [10,] 2.058555e-03 2.427105e-01 [11,] 1.373601e-01 2.058555e-03 [12,] -8.318537e-02 1.373601e-01 [13,] 1.021298e-01 -8.318537e-02 [14,] 1.423073e-01 1.021298e-01 [15,] -2.171060e-01 1.423073e-01 [16,] 4.960408e-02 -2.171060e-01 [17,] 4.580483e-03 4.960408e-02 [18,] -3.893381e-02 4.580483e-03 [19,] 2.277118e-01 -3.893381e-02 [20,] -2.125468e-01 2.277118e-01 [21,] 9.604407e-02 -2.125468e-01 [22,] 7.368906e-02 9.604407e-02 [23,] 1.209433e-01 7.368906e-02 [24,] -7.251320e-03 1.209433e-01 [25,] 1.092108e-01 -7.251320e-03 [26,] 2.622012e-03 1.092108e-01 [27,] 3.570177e-02 2.622012e-03 [28,] 8.972912e-02 3.570177e-02 [29,] 9.451949e-02 8.972912e-02 [30,] 1.572857e-01 9.451949e-02 [31,] 3.209399e-03 1.572857e-01 [32,] -1.552391e-01 3.209399e-03 [33,] -2.921551e-01 -1.552391e-01 [34,] 1.561116e-01 -2.921551e-01 [35,] 5.092102e-02 1.561116e-01 [36,] -1.377385e-01 5.092102e-02 [37,] -5.448523e-02 -1.377385e-01 [38,] -1.124530e-01 -5.448523e-02 [39,] -1.385228e-02 -1.124530e-01 [40,] 8.264142e-02 -1.385228e-02 [41,] -3.020076e-03 8.264142e-02 [42,] 2.828214e-01 -3.020076e-03 [43,] -2.820042e-01 2.828214e-01 [44,] -2.723358e-01 -2.820042e-01 [45,] -8.087453e-02 -2.723358e-01 [46,] -1.489616e-01 -8.087453e-02 [47,] -2.529590e-01 -1.489616e-01 [48,] 1.066962e-01 -2.529590e-01 [49,] -1.936357e-01 1.066962e-01 [50,] -8.562563e-02 -1.936357e-01 [51,] -1.364553e-01 -8.562563e-02 [52,] -6.518055e-02 -1.364553e-01 [53,] -4.334437e-02 -6.518055e-02 [54,] -1.829874e-01 -4.334437e-02 [55,] -1.087786e-01 -1.829874e-01 [56,] 3.591935e-01 -1.087786e-01 [57,] 3.427506e-02 3.591935e-01 [58,] -8.289762e-02 3.427506e-02 [59,] -5.626549e-02 -8.289762e-02 [60,] 1.242972e-02 -5.626549e-02 [61,] 3.684371e-02 1.242972e-02 [62,] 2.801630e-02 3.684371e-02 [63,] 2.386849e-01 2.801630e-02 [64,] -8.770796e-02 2.386849e-01 [65,] 1.677113e-01 -8.770796e-02 [66,] 1.052534e-01 1.677113e-01 [67,] 1.034437e-02 1.052534e-01 [68,] 2.974480e-01 1.034437e-02 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -6.339116e-05 1.090493e-01 2 2.513304e-02 -6.339116e-05 3 9.302689e-02 2.513304e-02 4 -6.908611e-02 9.302689e-02 5 -2.204469e-01 -6.908611e-02 6 -3.234392e-01 -2.204469e-01 7 1.495172e-01 -3.234392e-01 8 -1.651975e-02 1.495172e-01 9 2.427105e-01 -1.651975e-02 10 2.058555e-03 2.427105e-01 11 1.373601e-01 2.058555e-03 12 -8.318537e-02 1.373601e-01 13 1.021298e-01 -8.318537e-02 14 1.423073e-01 1.021298e-01 15 -2.171060e-01 1.423073e-01 16 4.960408e-02 -2.171060e-01 17 4.580483e-03 4.960408e-02 18 -3.893381e-02 4.580483e-03 19 2.277118e-01 -3.893381e-02 20 -2.125468e-01 2.277118e-01 21 9.604407e-02 -2.125468e-01 22 7.368906e-02 9.604407e-02 23 1.209433e-01 7.368906e-02 24 -7.251320e-03 1.209433e-01 25 1.092108e-01 -7.251320e-03 26 2.622012e-03 1.092108e-01 27 3.570177e-02 2.622012e-03 28 8.972912e-02 3.570177e-02 29 9.451949e-02 8.972912e-02 30 1.572857e-01 9.451949e-02 31 3.209399e-03 1.572857e-01 32 -1.552391e-01 3.209399e-03 33 -2.921551e-01 -1.552391e-01 34 1.561116e-01 -2.921551e-01 35 5.092102e-02 1.561116e-01 36 -1.377385e-01 5.092102e-02 37 -5.448523e-02 -1.377385e-01 38 -1.124530e-01 -5.448523e-02 39 -1.385228e-02 -1.124530e-01 40 8.264142e-02 -1.385228e-02 41 -3.020076e-03 8.264142e-02 42 2.828214e-01 -3.020076e-03 43 -2.820042e-01 2.828214e-01 44 -2.723358e-01 -2.820042e-01 45 -8.087453e-02 -2.723358e-01 46 -1.489616e-01 -8.087453e-02 47 -2.529590e-01 -1.489616e-01 48 1.066962e-01 -2.529590e-01 49 -1.936357e-01 1.066962e-01 50 -8.562563e-02 -1.936357e-01 51 -1.364553e-01 -8.562563e-02 52 -6.518055e-02 -1.364553e-01 53 -4.334437e-02 -6.518055e-02 54 -1.829874e-01 -4.334437e-02 55 -1.087786e-01 -1.829874e-01 56 3.591935e-01 -1.087786e-01 57 3.427506e-02 3.591935e-01 58 -8.289762e-02 3.427506e-02 59 -5.626549e-02 -8.289762e-02 60 1.242972e-02 -5.626549e-02 61 3.684371e-02 1.242972e-02 62 2.801630e-02 3.684371e-02 63 2.386849e-01 2.801630e-02 64 -8.770796e-02 2.386849e-01 65 1.677113e-01 -8.770796e-02 66 1.052534e-01 1.677113e-01 67 1.034437e-02 1.052534e-01 68 2.974480e-01 1.034437e-02 > 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/7phk51261069256.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8zbln1261069256.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9p1p71261069256.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10ftk81261069256.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/113vb71261069256.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/12zm821261069256.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/13megc1261069256.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/141qwp1261069256.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/15dsbk1261069256.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/16wmkd1261069257.tab") + } > > try(system("convert tmp/17lko1261069256.ps tmp/17lko1261069256.png",intern=TRUE)) character(0) > try(system("convert tmp/2e8as1261069256.ps tmp/2e8as1261069256.png",intern=TRUE)) character(0) > try(system("convert tmp/32m1c1261069256.ps tmp/32m1c1261069256.png",intern=TRUE)) character(0) > try(system("convert tmp/4lod01261069256.ps tmp/4lod01261069256.png",intern=TRUE)) character(0) > try(system("convert tmp/5fkbv1261069256.ps tmp/5fkbv1261069256.png",intern=TRUE)) character(0) > try(system("convert tmp/6xe6h1261069256.ps tmp/6xe6h1261069256.png",intern=TRUE)) character(0) > try(system("convert tmp/7phk51261069256.ps tmp/7phk51261069256.png",intern=TRUE)) character(0) > try(system("convert tmp/8zbln1261069256.ps tmp/8zbln1261069256.png",intern=TRUE)) character(0) > try(system("convert tmp/9p1p71261069256.ps tmp/9p1p71261069256.png",intern=TRUE)) character(0) > try(system("convert tmp/10ftk81261069256.ps tmp/10ftk81261069256.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.516 1.575 3.174