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(0.122359934 + ,0.358589807 + ,0.931905548 + ,4.214511881 + ,-0.055775589 + ,0.420547929 + ,1.468985837 + ,3.033704781 + ,1.055123159 + ,-0.56052437 + ,0.944996502 + ,-2.838342909 + ,1.068458953 + ,-3.59195797 + ,0.316141818 + ,-6.503810163 + ,0.760538937 + ,5.033758581 + ,-2.20217258 + ,1.822352229 + ,-0.131541265 + ,-1.643968707 + ,-0.532224765 + ,4.637069866 + ,-1.741321669 + ,2.605785323 + ,0.204726282 + ,2.374789523 + ,-0.147865278 + ,-0.774121623 + ,1.396025769 + ,-0.18761552 + ,0.162345476 + ,-5.476045205 + ,0.015665853 + ,1.447158493 + ,0.217672981 + ,-5.204314911 + ,-0.917486426 + ,-2.825441851 + ,-0.903483082 + ,-2.981766221 + ,0.37057944 + ,3.477155845 + ,-1.528186024 + ,-0.074804163 + ,1.425442977 + ,-0.747083419 + ,0.823776349 + ,0.087556846 + ,1.16416148 + ,1.717535987 + ,0.548322968 + ,0.265092469 + ,-0.145197568 + ,0.981838958 + ,0.144016721 + ,0.684387041 + ,-0.008729414 + ,0.745580981 + ,-0.044488825 + ,-7.057264511 + ,2.265085141 + ,-1.339602775 + ,-2.30024615 + ,6.03224455 + ,-0.802974595 + ,3.333000547 + ,1.905081291 + ,0.387430727 + ,0.141275448 + ,-0.492571244 + ,-0.274557318 + ,-1.114554463 + ,-1.089390275 + ,0.986362193 + ,-0.106056668 + ,-4.178129754 + ,0.153839662 + ,0.909776697 + ,1.378581549 + ,-7.566372304 + ,0.984071836 + ,3.040076348 + ,-1.093840675 + ,-8.618545405 + ,-2.335855288 + ,-4.975483225 + ,0.019620673 + ,0.269474159 + ,-0.773231639 + ,-3.502271034 + ,0.531269746 + ,1.756026214 + ,-3.130460456 + ,1.961162274 + ,-1.063832741 + ,-10.19663213 + ,1.864410977 + ,3.866961067 + ,-1.765416679 + ,2.959241025 + ,-0.680077954 + ,5.786212324 + ,-0.465236897 + ,-6.26689154 + ,2.087199736 + ,-0.665419672 + ,-3.08370281 + ,0.355327246 + ,-0.865874128 + ,-4.465315313 + ,0.852274105 + ,-3.636530751 + ,-2.170886194 + ,0.916132779 + ,-0.42542584 + ,5.892284803 + ,-6.885803565 + ,2.819396501 + ,0.797287754 + ,1.358031711 + ,2.743745431 + ,3.472312894 + ,-1.351253289 + ,-0.798747936 + ,2.723775248 + ,2.201569021 + ,-0.265752017 + ,-2.740539939 + ,0.628595851 + ,-8.425176128 + ,1.685366026 + ,4.576725209 + ,-3.512413068 + ,-0.163276651 + ,0.213871684 + ,5.096224222 + ,3.188286472 + ,1.272592869 + ,0.271504185 + ,5.100785917 + ,-0.398480607 + ,-4.457886388 + ,-0.968286123 + ,-0.340800482 + ,-0.812342823 + ,-8.220223643 + ,1.714817333 + ,-2.805502328 + ,-2.910379004 + ,2.246491982 + ,-0.863810554 + ,0.143995451 + ,-0.211153485 + ,3.294160473 + ,-1.471741777 + ,1.000168003 + ,1.321517564 + ,-1.032622833 + ,0.2632073 + ,9.151328623 + ,-3.586108009 + ,1.90221947 + ,3.524638387 + ,-3.883571884 + ,2.073869999 + ,-0.163667593 + ,-1.349714486 + ,-1.799971377 + ,0.647566188 + ,-0.773225401 + ,1.610373405 + ,1.292136516 + ,-0.205131216 + ,1.430141163 + ,3.117976023 + ,-2.042196108 + ,1.983811507 + ,3.366728864 + ,-0.574764692 + ,2.244260398 + ,2.005568836 + ,-0.331813788 + ,1.261019639 + ,0.865535035 + ,-0.024939629 + ,3.650254091 + ,-0.237549844 + ,1.90654942 + ,0.211769735 + ,2.797597632 + ,-0.068297898 + ,-1.73372425 + ,0.020923687 + ,-3.761268377 + ,-0.049292778 + ,2.152813415 + ,-0.046741439 + ,-3.723793261 + ,-0.199106019 + ,-1.190889523 + ,-1.867970158 + ,-0.97549975 + ,-1.910721422 + ,-1.917168484 + ,1.572336912 + ,-8.371650271 + ,0.278963542 + ,1.29636821 + ,-3.002324916 + ,0.862891059 + ,-0.429296011 + ,0.45714904 + ,-0.360255949 + ,-2.135685819 + ,-1.54444216 + ,2.370873598 + ,2.074267337 + ,1.420567252 + ,2.268283466 + ,1.11247933 + ,0.470843123 + ,0.750168076 + ,0.612020641 + ,-7.550796046 + ,0.088859022 + ,-2.09736341 + ,-0.741154231 + ,-3.029848055 + ,-1.702438454 + ,2.222742419 + ,-0.701120629 + ,-11.39124599 + ,0.848785545 + ,-3.448975351 + ,-3.118553809 + ,-6.991908479 + ,-0.340791363 + ,-2.137404059 + ,-2.084450156 + ,6.27314404 + ,-2.657138582 + ,-1.787735714 + ,2.483969208 + ,-3.374998736 + ,1.092183998 + ,0.043628003 + ,0.214914883 + ,-5.666504925 + ,-2.252556302 + ,-2.686506291 + ,0.081923776 + ,-7.06566099 + ,-1.090016937 + ,-1.646318617 + ,0.091750747 + ,4.993320585 + ,-0.302970612 + ,-5.827222717 + ,3.266721419 + ,2.661738145 + ,0.272181497 + ,10.7248933 + ,-1.509282405 + ,3.431334526 + ,3.118010252 + ,5.392091551 + ,0.709336134 + ,-0.718006171 + ,0.797929557 + ,-4.146751437 + ,0.024987012 + ,5.332315454 + ,-0.510022678 + ,6.684877836 + ,1.672039447 + ,1.503336896 + ,1.17811794 + ,1.35993339 + ,-0.195060587 + ,-7.866389577 + ,2.003888686 + ,0.524195986 + ,-1.991462706 + ,1.220770483 + ,-3.780993951 + ,0.559816644 + ,-2.94306251 + ,-3.548850602 + ,-2.755028972 + ,0.128191337 + ,-1.547870074 + ,0.074370732 + ,-1.464063034 + ,3.106940383 + ,-0.355532874 + ,5.515200278 + ,2.484192802 + ,-4.139564796 + ,0.128414605 + ,-3.087731061 + ,-0.645552653 + ,-1.970674609 + ,0.493284806 + ,-6.731845195 + ,2.155227331 + ,-1.35644177 + ,0.842823637 + ,-9.693524485 + ,-3.609266334 + ,-0.294281856 + ,-3.02895622 + ,-5.999112686 + ,0.253120657 + ,4.007826455 + ,0.469936281 + ,1.198314989 + ,-2.414708957 + ,-4.129254019 + ,-0.332056481 + ,-0.073248977 + ,0.021684517 + ,-7.642882768 + ,-0.723477195 + ,-0.295355602 + ,-4.492503369 + ,-9.561506792 + ,1.736091775 + ,-1.976380846 + ,0.568687819 + ,0.508446603 + ,-2.86646043 + ,-3.818072105 + ,-7.457541952 + ,5.882141871 + ,-0.113160554 + ,1.580746623 + ,2.050205993 + ,-2.665063328 + ,5.688886915 + ,1.734601575 + ,-2.789870757 + ,2.581488384 + ,1.853018343 + ,-0.660619869 + ,0.587478284 + ,3.902118748 + ,1.425740928 + ,4.439133346 + ,0.245486658 + ,-1.301320618 + ,2.215449812 + ,-6.604744216 + ,0.30622077 + ,-4.582537935 + ,-4.486786168 + ,3.80404284 + ,-1.245225426 + ,0.808798701 + ,-2.081228135 + ,2.595458525 + ,-0.102782372 + ,0.247289549 + ,-0.231228849 + ,4.887764022 + ,-1.155245505 + ,-4.001119943 + ,3.839469939 + ,-1.927549528 + ,0.756141264 + ,-0.564184003 + ,-0.334519186 + ,-1.558046047 + ,1.501938513 + ,3.972283676 + ,-3.503251683 + ,-5.519802454 + ,2.545822843 + ,0.82316399 + ,-0.249882715 + ,3.427488076 + ,1.826897295 + ,2.74903243 + ,1.183288155 + ,-3.860963592 + ,2.178453894 + ,-4.58611395 + ,0.982882224 + ,-9.451774044 + ,0.192963833 + ,-2.802976135 + ,-4.748270493 + ,-2.752721635 + ,-1.546278111 + ,0.957363779 + ,-0.957344137 + ,-7.556242767 + ,2.771841656 + ,-3.96799907 + ,0.988637626 + ,-1.639954959 + ,0.046130644 + ,0.035474496 + ,0.058911763 + ,0.093061831 + ,-1.613053267 + ,0.037236475 + ,-2.827962948 + ,0.744184164 + ,-0.409646709 + ,-11.0956289 + ,-3.472100215 + ,9.414640904 + ,-2.67352482 + ,-5.909305325 + ,3.739603344 + ,9.372040194 + ,0.940575248 + ,3.247696555 + ,2.715238152 + ,2.859199301 + ,1.590584938 + ,-4.966832825 + ,-1.901196912 + ,-4.749458918 + ,2.168241623 + ,-3.292214504 + ,-3.291258516 + ,12.68155326 + ,2.431989331 + ,2.8534252 + ,1.379624088 + ,2.041548827 + ,1.660957909 + ,-1.886714277 + ,0.803376279 + ,0.742218458 + ,0.635350876 + ,-1.20572167 + ,-1.935088352 + ,-3.501715932 + ,-1.364117462 + ,0.372089171 + ,-1.288076636 + ,-6.273171509 + ,2.763030557 + ,-2.237638513 + ,-1.850948021 + ,0.92103917 + ,-0.426026229 + ,4.644240063 + ,1.416557529 + ,2.009379362 + ,1.054518042 + ,8.699163619 + ,0.100735979 + ,-1.502056368 + ,3.01821026 + ,-3.219268656 + ,-0.582956862 + ,0.304121669 + ,-0.465121784 + ,4.75949758 + ,-1.278449674 + ,4.256396557 + ,3.852168919 + ,1.074037275 + ,1.516127833 + ,-0.766333759 + ,0.679014194 + ,-0.223483754 + ,-1.187703382 + ,8.589799811 + ,1.025403734 + ,-0.301460196 + ,0.921134292 + ,1.607870846 + ,0.473279558 + ,-2.235564155 + ,1.218773055 + ,0.715144187 + ,-1.967712268 + ,-2.09909075 + ,-0.284285615 + ,1.594136105 + ,-0.739335622 + ,0.486504166 + ,0.177297096 + ,1.991971338 + ,0.617738343 + ,3.319154359 + ,1.963704879 + ,0.434992231 + ,1.770795897 + ,1.162593872 + ,0.862954668 + ,-4.52972192 + ,0.736632082 + ,-8.078465542 + ,-1.57670801 + ,-0.823293999 + ,-0.757226618 + ,-4.901134696 + ,0.459526319 + ,-0.751130487 + ,-2.740544672 + ,1.527788823 + ,0.642873603 + ,4.05085425 + ,-1.942390074 + ,4.2824586 + ,0.969546937 + ,1.640060334 + ,2.916260999 + ,-2.101083111 + ,2.804886635 + ,-1.214666919 + ,-1.177267984 + ,-0.637682257 + ,1.442031421 + ,3.978448436 + ,-1.008279712 + ,-10.72567317 + ,1.685048733 + ,-2.101259655 + ,-3.575122053 + ,1.713390308 + ,-3.36169991 + ,-3.88710559 + ,0.544584549 + ,1.583213838 + ,-3.812968258 + ,5.524375994 + ,-0.255478375 + ,1.873810753 + ,2.36107515 + ,-3.052256271 + ,0.231398527 + ,-3.897953357 + ,0.961587017 + ,-0.113383516 + ,-2.766406177 + ,-7.863392352 + ,-1.889330686 + ,1.35133195 + ,-1.722863291 + ,-3.598381738 + ,-0.492311851 + ,2.121311848 + ,-0.378296018 + ,-10.88682204 + ,-0.661148328 + ,-2.919019597 + ,-0.391163065 + ,-1.397866414 + ,-0.147328808 + ,1.201275948 + ,-0.155178326 + ,-6.937555068 + ,-1.410346167 + ,1.17353998 + ,-1.656752775 + ,-0.076365731 + ,-0.498316342 + ,-1.292450094 + ,0.635940123 + ,3.264912799 + ,-2.533052084 + ,-5.68478447 + ,0.066688919 + ,0.019122498 + ,0.010332456 + ,-5.278888259 + ,0.100325395 + ,-2.312827397 + ,-0.159212102 + ,-5.325033478 + ,-1.118768301 + ,7.10070413 + ,-0.360506506 + ,3.182965683 + ,-0.794671339 + ,2.189477739 + ,-1.82637031 + ,0.362991691 + ,0.020284413 + ,3.340000229 + ,2.059692348 + ,3.607943398 + ,1.01468765 + ,-4.729776906 + ,3.219689867 + ,0.120200269 + ,-2.433588329 + ,-6.316271831 + ,-2.372306799 + ,6.823797583 + ,-0.37056341 + ,6.542616296 + ,1.266050442 + ,-1.768356553 + ,0.824592148 + ,-1.649476676 + ,-1.852999286 + ,-4.447415993 + ,-3.161642025 + ,7.304278393 + ,0.442927211 + ,4.086279897 + ,-0.428942112 + ,-1.995853872 + ,-1.310961025 + ,10.55148248 + ,1.014820082 + ,4.342309702 + ,-0.305111502 + ,0.820747831 + ,0.018050147 + ,-0.02219925 + ,-2.696506438 + ,0.779630544 + ,-1.10764417 + ,4.577799942 + ,1.141463332 + ,-2.959278774 + ,0.159323081 + ,-2.907498454 + ,-2.055277082 + ,0.388597756 + ,0.202725995 + ,-1.288827183 + ,-0.3671714 + ,3.788144408 + ,-0.056145558 + ,-4.005747329 + ,-0.897022272 + ,2.955089726 + ,-0.261083776 + ,1.431933215 + ,-0.651847454 + ,4.746211331 + ,-0.339317343 + ,-2.89379125 + ,3.954885606 + ,1.945065692 + ,-2.972657905 + ,-1.090372906 + ,0.291575514 + ,0.548505612 + ,0.387896939 + ,-7.153270644 + ,0.061920658 + ,1.910464401 + ,-4.019270705 + ,5.70114848 + ,2.799936975 + ,-6.495441014 + ,-0.961852566 + ,2.451315442 + ,-0.689420887 + ,6.05434482 + ,-0.528085855 + ,-1.301082342 + ,0.088821319 + ,-14.12580881 + ,-3.596177355 + ,1.600115691 + ,-1.464790191 + ,-14.45720158 + ,0.759085451 + ,5.189001697 + ,-3.392063692 + ,11.41150416 + ,2.383755557 + ,-9.741078015 + ,3.773197159 + ,-8.033645437 + ,0.17271416 + ,-3.083064113 + ,-1.373664483 + ,4.63268051 + ,-0.554515625 + ,2.180441382 + ,-0.616708159 + ,-19.31722406 + ,0.338243237 + ,14.55493563 + ,-4.969501265 + ,1.753334117 + ,-1.459226067 + ,-5.143655248 + ,-3.458393406 + ,-6.606571354 + ,-0.708571911 + ,-6.873940749 + ,-0.967100647 + ,-18.09612055 + ,-2.764883729 + ,-6.553098356 + ,-6.358399349 + ,-19.83898763 + ,-1.216802997 + ,-5.613221572 + ,-7.378604269 + ,19.76716126 + ,6.326253049 + ,5.539571391 + ,2.244553469 + ,-17.73727592 + ,1.064937768 + ,5.112775749 + ,-5.865037234 + ,-1.170409363 + ,-2.548316402 + ,15.46394847 + ,1.936100071 + ,-3.104504085 + ,-0.678052689 + ,-9.306840473 + ,-0.197814711 + ,-1.143217009 + ,-2.763460164 + ,-5.15672845 + ,-0.426954939 + ,-4.144767241 + ,-6.333456722 + ,16.24951853 + ,2.598460922 + ,-0.420879069 + ,0.687911291 + ,9.561730297 + ,5.047098676 + ,0.966510929 + ,-1.221070779 + ,5.538032148 + ,-1.439614033 + ,6.959315205 + ,8.787590818 + ,-12.08226563 + ,-2.386724461 + ,-10.02744433 + ,0.539774275 + ,2.338430654 + ,0.369474032 + ,-2.161762843 + ,-2.149167875 + ,-0.27772769 + ,0.01933409 + ,-12.64200255 + ,1.016870414 + ,11.17846411 + ,-5.485951805 + ,-9.623626657 + ,0.506223899 + ,-5.570543494 + ,-1.934614759 + ,-1.2993576 + ,-0.521110536 + ,-12.88991529 + ,0.055716282 + ,-15.83247655 + ,-3.494650335 + ,7.479555319 + ,-0.275822553 + ,9.995240341 + ,2.610696262 + ,2.868494632 + ,-0.486156759 + ,9.339104123 + ,-0.247611741 + ,2.234894013 + ,1.077841547 + ,7.254333611 + ,1.091540085 + ,-17.90490929 + ,-3.133113963 + ,1.605067053 + ,-0.451612277 + ,3.881734698 + ,0.819605096 + ,-4.591986798 + ,-0.476518511 + ,6.65707929 + ,-0.344000554 + ,5.74510677 + ,2.175325119 + ,-2.04022682 + ,0.390570472 + ,-2.024511127) + ,dim=c(2 + ,395) + ,dimnames=list(c('JapanRES' + ,'VSARES') + ,1:395)) > y <- array(NA,dim=c(2,395),dimnames=list(c('JapanRES','VSARES'),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 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x JapanRES VSARES 1 0.122359934 0.35858981 2 0.931905548 4.21451188 3 -0.055775589 0.42054793 4 1.468985837 3.03370478 5 1.055123159 -0.56052437 6 0.944996502 -2.83834291 7 1.068458953 -3.59195797 8 0.316141818 -6.50381016 9 0.760538937 5.03375858 10 -2.202172580 1.82235223 11 -0.131541265 -1.64396871 12 -0.532224765 4.63706987 13 -1.741321669 2.60578532 14 0.204726282 2.37478952 15 -0.147865278 -0.77412162 16 1.396025769 -0.18761552 17 0.162345476 -5.47604521 18 0.015665853 1.44715849 19 0.217672981 -5.20431491 20 -0.917486426 -2.82544185 21 -0.903483082 -2.98176622 22 0.370579440 3.47715584 23 -1.528186024 -0.07480416 24 1.425442977 -0.74708342 25 0.823776349 0.08755685 26 1.164161480 1.71753599 27 0.548322968 0.26509247 28 -0.145197568 0.98183896 29 0.144016721 0.68438704 30 -0.008729414 0.74558098 31 -0.044488825 -7.05726451 32 2.265085141 -1.33960277 33 -2.300246150 6.03224455 34 -0.802974595 3.33300055 35 1.905081291 0.38743073 36 0.141275448 -0.49257124 37 -0.274557318 -1.11455446 38 -1.089390275 0.98636219 39 -0.106056668 -4.17812975 40 0.153839662 0.90977670 41 1.378581549 -7.56637230 42 0.984071836 3.04007635 43 -1.093840675 -8.61854541 44 -2.335855288 -4.97548322 45 0.019620673 0.26947416 46 -0.773231639 -3.50227103 47 0.531269746 1.75602621 48 -3.130460456 1.96116227 49 -1.063832741 -10.19663213 50 1.864410977 3.86696107 51 -1.765416679 2.95924102 52 -0.680077954 5.78621232 53 -0.465236897 -6.26689154 54 2.087199736 -0.66541967 55 -3.083702810 0.35532725 56 -0.865874128 -4.46531531 57 0.852274105 -3.63653075 58 -2.170886194 0.91613278 59 -0.425425840 5.89228480 60 -6.885803565 2.81939650 61 0.797287754 1.35803171 62 2.743745431 3.47231289 63 -1.351253289 -0.79874794 64 2.723775248 2.20156902 65 -0.265752017 -2.74053994 66 0.628595851 -8.42517613 67 1.685366026 4.57672521 68 -3.512413068 -0.16327665 69 0.213871684 5.09622422 70 3.188286472 1.27259287 71 0.271504185 5.10078592 72 -0.398480607 -4.45788639 73 -0.968286123 -0.34080048 74 -0.812342823 -8.22022364 75 1.714817333 -2.80550233 76 -2.910379004 2.24649198 77 -0.863810554 0.14399545 78 -0.211153485 3.29416047 79 -1.471741777 1.00016800 80 1.321517564 -1.03262283 81 0.263207300 9.15132862 82 -3.586108009 1.90221947 83 3.524638387 -3.88357188 84 2.073869999 -0.16366759 85 -1.349714486 -1.79997138 86 0.647566188 -0.77322540 87 1.610373405 1.29213652 88 -0.205131216 1.43014116 89 3.117976023 -2.04219611 90 1.983811507 3.36672886 91 -0.574764692 2.24426040 92 2.005568836 -0.33181379 93 1.261019639 0.86553503 94 -0.024939629 3.65025409 95 -0.237549844 1.90654942 96 0.211769735 2.79759763 97 -0.068297898 -1.73372425 98 0.020923687 -3.76126838 99 -0.049292778 2.15281341 100 -0.046741439 -3.72379326 101 -0.199106019 -1.19088952 102 -1.867970158 -0.97549975 103 -1.910721422 -1.91716848 104 1.572336912 -8.37165027 105 0.278963542 1.29636821 106 -3.002324916 0.86289106 107 -0.429296011 0.45714904 108 -0.360255949 -2.13568582 109 -1.544442160 2.37087360 110 2.074267337 1.42056725 111 2.268283466 1.11247933 112 0.470843123 0.75016808 113 0.612020641 -7.55079605 114 0.088859022 -2.09736341 115 -0.741154231 -3.02984805 116 -1.702438454 2.22274242 117 -0.701120629 -11.39124599 118 0.848785545 -3.44897535 119 -3.118553809 -6.99190848 120 -0.340791363 -2.13740406 121 -2.084450156 6.27314404 122 -2.657138582 -1.78773571 123 2.483969208 -3.37499874 124 1.092183998 0.04362800 125 0.214914883 -5.66650492 126 -2.252556302 -2.68650629 127 0.081923776 -7.06566099 128 -1.090016937 -1.64631862 129 0.091750747 4.99332059 130 -0.302970612 -5.82722272 131 3.266721419 2.66173815 132 0.272181497 10.72489330 133 -1.509282405 3.43133453 134 3.118010252 5.39209155 135 0.709336134 -0.71800617 136 0.797929557 -4.14675144 137 0.024987012 5.33231545 138 -0.510022678 6.68487784 139 1.672039447 1.50333690 140 1.178117940 1.35993339 141 -0.195060587 -7.86638958 142 2.003888686 0.52419599 143 -1.991462706 1.22077048 144 -3.780993951 0.55981664 145 -2.943062510 -3.54885060 146 -2.755028972 0.12819134 147 -1.547870074 0.07437073 148 -1.464063034 3.10694038 149 -0.355532874 5.51520028 150 2.484192802 -4.13956480 151 0.128414605 -3.08773106 152 -0.645552653 -1.97067461 153 0.493284806 -6.73184520 154 2.155227331 -1.35644177 155 0.842823637 -9.69352448 156 -3.609266334 -0.29428186 157 -3.028956220 -5.99911269 158 0.253120657 4.00782646 159 0.469936281 1.19831499 160 -2.414708957 -4.12925402 161 -0.332056481 -0.07324898 162 0.021684517 -7.64288277 163 -0.723477195 -0.29535560 164 -4.492503369 -9.56150679 165 1.736091775 -1.97638085 166 0.568687819 0.50844660 167 -2.866460430 -3.81807211 168 -7.457541952 5.88214187 169 -0.113160554 1.58074662 170 2.050205993 -2.66506333 171 5.688886915 1.73460157 172 -2.789870757 2.58148838 173 1.853018343 -0.66061987 174 0.587478284 3.90211875 175 1.425740928 4.43913335 176 0.245486658 -1.30132062 177 2.215449812 -6.60474422 178 0.306220770 -4.58253794 179 -4.486786168 3.80404284 180 -1.245225426 0.80879870 181 -2.081228135 2.59545853 182 -0.102782372 0.24728955 183 -0.231228849 4.88776402 184 -1.155245505 -4.00111994 185 3.839469939 -1.92754953 186 0.756141264 -0.56418400 187 -0.334519186 -1.55804605 188 1.501938513 3.97228368 189 -3.503251683 -5.51980245 190 2.545822843 0.82316399 191 -0.249882715 3.42748808 192 1.826897295 2.74903243 193 1.183288155 -3.86096359 194 2.178453894 -4.58611395 195 0.982882224 -9.45177404 196 0.192963833 -2.80297614 197 -4.748270493 -2.75272163 198 -1.546278111 0.95736378 199 -0.957344137 -7.55624277 200 2.771841656 -3.96799907 201 0.988637626 -1.63995496 202 0.046130644 0.03547450 203 0.058911763 0.09306183 204 -1.613053267 0.03723647 205 -2.827962948 0.74418416 206 -0.409646709 -11.09562890 207 -3.472100215 9.41464090 208 -2.673524820 -5.90930533 209 3.739603344 9.37204019 210 0.940575248 3.24769656 211 2.715238152 2.85919930 212 1.590584938 -4.96683283 213 -1.901196912 -4.74945892 214 2.168241623 -3.29221450 215 -3.291258516 12.68155326 216 2.431989331 2.85342520 217 1.379624088 2.04154883 218 1.660957909 -1.88671428 219 0.803376279 0.74221846 220 0.635350876 -1.20572167 221 -1.935088352 -3.50171593 222 -1.364117462 0.37208917 223 -1.288076636 -6.27317151 224 2.763030557 -2.23763851 225 -1.850948021 0.92103917 226 -0.426026229 4.64424006 227 1.416557529 2.00937936 228 1.054518042 8.69916362 229 0.100735979 -1.50205637 230 3.018210260 -3.21926866 231 -0.582956862 0.30412167 232 -0.465121784 4.75949758 233 -1.278449674 4.25639656 234 3.852168919 1.07403728 235 1.516127833 -0.76633376 236 0.679014194 -0.22348375 237 -1.187703382 8.58979981 238 1.025403734 -0.30146020 239 0.921134292 1.60787085 240 0.473279558 -2.23556416 241 1.218773055 0.71514419 242 -1.967712268 -2.09909075 243 -0.284285615 1.59413611 244 -0.739335622 0.48650417 245 0.177297096 1.99197134 246 0.617738343 3.31915436 247 1.963704879 0.43499223 248 1.770795897 1.16259387 249 0.862954668 -4.52972192 250 0.736632082 -8.07846554 251 -1.576708010 -0.82329400 252 -0.757226618 -4.90113470 253 0.459526319 -0.75113049 254 -2.740544672 1.52778882 255 0.642873603 4.05085425 256 -1.942390074 4.28245860 257 0.969546937 1.64006033 258 2.916260999 -2.10108311 259 2.804886635 -1.21466692 260 -1.177267984 -0.63768226 261 1.442031421 3.97844844 262 -1.008279712 -10.72567317 263 1.685048733 -2.10125965 264 -3.575122053 1.71339031 265 -3.361699910 -3.88710559 266 0.544584549 1.58321384 267 -3.812968258 5.52437599 268 -0.255478375 1.87381075 269 2.361075150 -3.05225627 270 0.231398527 -3.89795336 271 0.961587017 -0.11338352 272 -2.766406177 -7.86339235 273 -1.889330686 1.35133195 274 -1.722863291 -3.59838174 275 -0.492311851 2.12131185 276 -0.378296018 -10.88682204 277 -0.661148328 -2.91901960 278 -0.391163065 -1.39786641 279 -0.147328808 1.20127595 280 -0.155178326 -6.93755507 281 -1.410346167 1.17353998 282 -1.656752775 -0.07636573 283 -0.498316342 -1.29245009 284 0.635940123 3.26491280 285 -2.533052084 -5.68478447 286 0.066688919 0.01912250 287 0.010332456 -5.27888826 288 0.100325395 -2.31282740 289 -0.159212102 -5.32503348 290 -1.118768301 7.10070413 291 -0.360506506 3.18296568 292 -0.794671339 2.18947774 293 -1.826370310 0.36299169 294 0.020284413 3.34000023 295 2.059692348 3.60794340 296 1.014687650 -4.72977691 297 3.219689867 0.12020027 298 -2.433588329 -6.31627183 299 -2.372306799 6.82379758 300 -0.370563410 6.54261630 301 1.266050442 -1.76835655 302 0.824592148 -1.64947668 303 -1.852999286 -4.44741599 304 -3.161642025 7.30427839 305 0.442927211 4.08627990 306 -0.428942112 -1.99585387 307 -1.310961025 10.55148248 308 1.014820082 4.34230970 309 -0.305111502 0.82074783 310 0.018050147 -0.02219925 311 -2.696506438 0.77963054 312 -1.107644170 4.57779994 313 1.141463332 -2.95927877 314 0.159323081 -2.90749845 315 -2.055277082 0.38859776 316 0.202725995 -1.28882718 317 -0.367171400 3.78814441 318 -0.056145558 -4.00574733 319 -0.897022272 2.95508973 320 -0.261083776 1.43193321 321 -0.651847454 4.74621133 322 -0.339317343 -2.89379125 323 3.954885606 1.94506569 324 -2.972657905 -1.09037291 325 0.291575514 0.54850561 326 0.387896939 -7.15327064 327 0.061920658 1.91046440 328 -4.019270705 5.70114848 329 2.799936975 -6.49544101 330 -0.961852566 2.45131544 331 -0.689420887 6.05434482 332 -0.528085855 -1.30108234 333 0.088821319 -14.12580881 334 -3.596177355 1.60011569 335 -1.464790191 -14.45720158 336 0.759085451 5.18900170 337 -3.392063692 11.41150416 338 2.383755557 -9.74107801 339 3.773197159 -8.03364544 340 0.172714160 -3.08306411 341 -1.373664483 4.63268051 342 -0.554515625 2.18044138 343 -0.616708159 -19.31722406 344 0.338243237 14.55493563 345 -4.969501265 1.75333412 346 -1.459226067 -5.14365525 347 -3.458393406 -6.60657135 348 -0.708571911 -6.87394075 349 -0.967100647 -18.09612055 350 -2.764883729 -6.55309836 351 -6.358399349 -19.83898763 352 -1.216802997 -5.61322157 353 -7.378604269 19.76716126 354 6.326253049 5.53957139 355 2.244553469 -17.73727592 356 1.064937768 5.11277575 357 -5.865037234 -1.17040936 358 -2.548316402 15.46394847 359 1.936100071 -3.10450408 360 -0.678052689 -9.30684047 361 -0.197814711 -1.14321701 362 -2.763460164 -5.15672845 363 -0.426954939 -4.14476724 364 -6.333456722 16.24951853 365 2.598460922 -0.42087907 366 0.687911291 9.56173030 367 5.047098676 0.96651093 368 -1.221070779 5.53803215 369 -1.439614033 6.95931521 370 8.787590818 -12.08226563 371 -2.386724461 -10.02744433 372 0.539774275 2.33843065 373 0.369474032 -2.16176284 374 -2.149167875 -0.27772769 375 0.019334090 -12.64200255 376 1.016870414 11.17846411 377 -5.485951805 -9.62362666 378 0.506223899 -5.57054349 379 -1.934614759 -1.29935760 380 -0.521110536 -12.88991529 381 0.055716282 -15.83247655 382 -3.494650335 7.47955532 383 -0.275822553 9.99524034 384 2.610696262 2.86849463 385 -0.486156759 9.33910412 386 -0.247611741 2.23489401 387 1.077841547 7.25433361 388 1.091540085 -17.90490929 389 -3.133113963 1.60506705 390 -0.451612277 3.88173470 391 0.819605096 -4.59198680 392 -0.476518511 6.65707929 393 -0.344000554 5.74510677 394 2.175325119 -2.04022682 395 0.390570472 -2.02451113 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) VSARES -0.21661 -0.03007 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -7.06406 -1.12526 0.06979 1.14383 8.64089 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.21661 0.10119 -2.141 0.0329 * VSARES -0.03007 0.01895 -1.587 0.1133 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.003 on 393 degrees of freedom Multiple R-squared: 0.006368, Adjusted R-squared: 0.00384 F-statistic: 2.519 on 1 and 393 DF, p-value: 0.1133 > 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,] 4.308082e-02 8.616164e-02 0.95691918 [2,] 1.786649e-02 3.573297e-02 0.98213351 [3,] 6.061458e-03 1.212292e-02 0.99393854 [4,] 1.777198e-03 3.554397e-03 0.99822280 [5,] 4.566567e-04 9.133134e-04 0.99954334 [6,] 3.383853e-02 6.767706e-02 0.96616147 [7,] 1.847109e-02 3.694218e-02 0.98152891 [8,] 1.112012e-02 2.224025e-02 0.98887988 [9,] 1.736898e-02 3.473796e-02 0.98263102 [10,] 8.983474e-03 1.796695e-02 0.99101653 [11,] 4.669976e-03 9.339952e-03 0.99533002 [12,] 3.722515e-03 7.445031e-03 0.99627748 [13,] 1.902658e-03 3.805316e-03 0.99809734 [14,] 9.080643e-04 1.816129e-03 0.99909194 [15,] 4.275624e-04 8.551248e-04 0.99957244 [16,] 3.532178e-04 7.064356e-04 0.99964678 [17,] 2.638877e-04 5.277754e-04 0.99973611 [18,] 1.265361e-04 2.530722e-04 0.99987346 [19,] 1.665963e-04 3.331927e-04 0.99983340 [20,] 1.597956e-04 3.195912e-04 0.99984020 [21,] 9.317567e-05 1.863513e-04 0.99990682 [22,] 6.730456e-05 1.346091e-04 0.99993270 [23,] 3.376073e-05 6.752147e-05 0.99996624 [24,] 1.632483e-05 3.264965e-05 0.99998368 [25,] 7.462689e-06 1.492538e-05 0.99999254 [26,] 3.388614e-06 6.777227e-06 0.99999661 [27,] 1.529016e-06 3.058031e-06 0.99999847 [28,] 4.590409e-06 9.180819e-06 0.99999541 [29,] 1.528399e-05 3.056798e-05 0.99998472 [30,] 9.124662e-06 1.824932e-05 0.99999088 [31,] 1.345556e-05 2.691113e-05 0.99998654 [32,] 6.777097e-06 1.355419e-05 0.99999322 [33,] 3.653745e-06 7.307491e-06 0.99999635 [34,] 2.881030e-06 5.762059e-06 0.99999712 [35,] 1.523145e-06 3.046289e-06 0.99999848 [36,] 7.424800e-07 1.484960e-06 0.99999926 [37,] 4.542145e-07 9.084290e-07 0.99999955 [38,] 3.270960e-07 6.541920e-07 0.99999967 [39,] 4.105750e-07 8.211500e-07 0.99999959 [40,] 1.700069e-06 3.400137e-06 0.99999830 [41,] 8.725077e-07 1.745015e-06 0.99999913 [42,] 5.604864e-07 1.120973e-06 0.99999944 [43,] 3.053474e-07 6.106949e-07 0.99999969 [44,] 2.882457e-06 5.764913e-06 0.99999712 [45,] 2.188524e-06 4.377048e-06 0.99999781 [46,] 2.897165e-06 5.794331e-06 0.99999710 [47,] 3.559253e-06 7.118505e-06 0.99999644 [48,] 2.195796e-06 4.391591e-06 0.99999780 [49,] 1.264539e-06 2.529077e-06 0.99999874 [50,] 2.126281e-06 4.252562e-06 0.99999787 [51,] 9.838130e-06 1.967626e-05 0.99999016 [52,] 6.592725e-06 1.318545e-05 0.99999341 [53,] 4.590819e-06 9.181638e-06 0.99999541 [54,] 6.713917e-06 1.342783e-05 0.99999329 [55,] 4.007389e-06 8.014779e-06 0.99999599 [56,] 2.305629e-03 4.611257e-03 0.99769437 [57,] 1.846428e-03 3.692855e-03 0.99815357 [58,] 3.431492e-03 6.862984e-03 0.99656851 [59,] 2.875045e-03 5.750089e-03 0.99712496 [60,] 4.782548e-03 9.565097e-03 0.99521745 [61,] 3.520935e-03 7.041870e-03 0.99647906 [62,] 2.672819e-03 5.345639e-03 0.99732718 [63,] 2.726766e-03 5.453532e-03 0.99727323 [64,] 5.844692e-03 1.168938e-02 0.99415531 [65,] 4.422905e-03 8.845811e-03 0.99557709 [66,] 8.472380e-03 1.694476e-02 0.99152762 [67,] 6.511073e-03 1.302215e-02 0.99348893 [68,] 4.943162e-03 9.886324e-03 0.99505684 [69,] 3.950142e-03 7.900284e-03 0.99604986 [70,] 3.062486e-03 6.124972e-03 0.99693751 [71,] 3.072583e-03 6.145165e-03 0.99692742 [72,] 4.538322e-03 9.076645e-03 0.99546168 [73,] 3.569120e-03 7.138239e-03 0.99643088 [74,] 2.665822e-03 5.331643e-03 0.99733418 [75,] 2.314584e-03 4.629168e-03 0.99768542 [76,] 2.079605e-03 4.159211e-03 0.99792039 [77,] 1.566759e-03 3.133517e-03 0.99843324 [78,] 3.281823e-03 6.563645e-03 0.99671818 [79,] 7.076530e-03 1.415306e-02 0.99292347 [80,] 7.828023e-03 1.565605e-02 0.99217198 [81,] 6.820861e-03 1.364172e-02 0.99317914 [82,] 5.495971e-03 1.099194e-02 0.99450403 [83,] 5.332651e-03 1.066530e-02 0.99466735 [84,] 4.094791e-03 8.189582e-03 0.99590521 [85,] 6.729642e-03 1.345928e-02 0.99327036 [86,] 7.230964e-03 1.446193e-02 0.99276904 [87,] 5.719241e-03 1.143848e-02 0.99428076 [88,] 6.043679e-03 1.208736e-02 0.99395632 [89,] 5.329864e-03 1.065973e-02 0.99467014 [90,] 4.126651e-03 8.253302e-03 0.99587335 [91,] 3.179500e-03 6.359001e-03 0.99682050 [92,] 2.446826e-03 4.893652e-03 0.99755317 [93,] 1.857647e-03 3.715294e-03 0.99814235 [94,] 1.400763e-03 2.801527e-03 0.99859924 [95,] 1.050518e-03 2.101036e-03 0.99894948 [96,] 7.825373e-04 1.565075e-03 0.99921746 [97,] 5.808559e-04 1.161712e-03 0.99941914 [98,] 5.804830e-04 1.160966e-03 0.99941952 [99,] 5.870510e-04 1.174102e-03 0.99941295 [100,] 5.309645e-04 1.061929e-03 0.99946904 [101,] 3.961219e-04 7.922439e-04 0.99960388 [102,] 6.243501e-04 1.248700e-03 0.99937565 [103,] 4.673277e-04 9.346553e-04 0.99953267 [104,] 3.474579e-04 6.949157e-04 0.99965254 [105,] 3.047526e-04 6.095051e-04 0.99969525 [106,] 3.479265e-04 6.958530e-04 0.99965207 [107,] 4.242124e-04 8.484248e-04 0.99957579 [108,] 3.222133e-04 6.444266e-04 0.99967779 [109,] 2.426079e-04 4.852157e-04 0.99975739 [110,] 1.774908e-04 3.549815e-04 0.99982251 [111,] 1.358102e-04 2.716205e-04 0.99986419 [112,] 1.248739e-04 2.497477e-04 0.99987513 [113,] 9.668371e-05 1.933674e-04 0.99990332 [114,] 7.492511e-05 1.498502e-04 0.99992507 [115,] 1.381852e-04 2.763704e-04 0.99986181 [116,] 1.009637e-04 2.019274e-04 0.99989904 [117,] 1.031180e-04 2.062360e-04 0.99989688 [118,] 1.379741e-04 2.759481e-04 0.99986203 [119,] 1.826483e-04 3.652965e-04 0.99981735 [120,] 1.529005e-04 3.058010e-04 0.99984710 [121,] 1.122815e-04 2.245629e-04 0.99988772 [122,] 1.264647e-04 2.529295e-04 0.99987354 [123,] 9.228619e-05 1.845724e-04 0.99990771 [124,] 7.338259e-05 1.467652e-04 0.99992662 [125,] 5.353064e-05 1.070613e-04 0.99994647 [126,] 3.871572e-05 7.743144e-05 0.99996128 [127,] 8.447824e-05 1.689565e-04 0.99991552 [128,] 6.304575e-05 1.260915e-04 0.99993695 [129,] 5.439352e-05 1.087870e-04 0.99994561 [130,] 1.055089e-04 2.110178e-04 0.99989449 [131,] 8.190087e-05 1.638017e-04 0.99991810 [132,] 6.397829e-05 1.279566e-04 0.99993602 [133,] 4.668476e-05 9.336952e-05 0.99995332 [134,] 3.429424e-05 6.858849e-05 0.99996571 [135,] 3.338943e-05 6.677885e-05 0.99996661 [136,] 2.809280e-05 5.618559e-05 0.99997191 [137,] 2.016651e-05 4.033303e-05 0.99997983 [138,] 2.207590e-05 4.415179e-05 0.99997792 [139,] 2.245937e-05 4.491874e-05 0.99997754 [140,] 5.710749e-05 1.142150e-04 0.99994289 [141,] 8.555193e-05 1.711039e-04 0.99991445 [142,] 1.140072e-04 2.280144e-04 0.99988599 [143,] 9.984403e-05 1.996881e-04 0.99990016 [144,] 8.527550e-05 1.705510e-04 0.99991472 [145,] 6.302661e-05 1.260532e-04 0.99993697 [146,] 8.266694e-05 1.653339e-04 0.99991733 [147,] 6.110698e-05 1.222140e-04 0.99993889 [148,] 4.583978e-05 9.167955e-05 0.99995416 [149,] 3.434365e-05 6.868731e-05 0.99996566 [150,] 3.966611e-05 7.933222e-05 0.99996033 [151,] 3.075751e-05 6.151502e-05 0.99996924 [152,] 6.462013e-05 1.292403e-04 0.99993538 [153,] 9.908965e-05 1.981793e-04 0.99990091 [154,] 7.479136e-05 1.495827e-04 0.99992521 [155,] 5.711678e-05 1.142336e-04 0.99994288 [156,] 6.565056e-05 1.313011e-04 0.99993435 [157,] 4.847992e-05 9.695983e-05 0.99995152 [158,] 3.557612e-05 7.115223e-05 0.99996442 [159,] 2.668366e-05 5.336732e-05 0.99997332 [160,] 9.792208e-05 1.958442e-04 0.99990208 [161,] 9.770874e-05 1.954175e-04 0.99990229 [162,] 7.593798e-05 1.518760e-04 0.99992406 [163,] 1.015324e-04 2.030648e-04 0.99989847 [164,] 2.927722e-03 5.855444e-03 0.99707228 [165,] 2.335000e-03 4.670000e-03 0.99766500 [166,] 2.495582e-03 4.991164e-03 0.99750442 [167,] 1.324341e-02 2.648682e-02 0.98675659 [168,] 1.510227e-02 3.020455e-02 0.98489773 [169,] 1.528182e-02 3.056365e-02 0.98471818 [170,] 1.312529e-02 2.625058e-02 0.98687471 [171,] 1.244683e-02 2.489367e-02 0.98755317 [172,] 1.037424e-02 2.074847e-02 0.98962576 [173,] 1.116155e-02 2.232310e-02 0.98883845 [174,] 9.283233e-03 1.856647e-02 0.99071677 [175,] 1.820672e-02 3.641344e-02 0.98179328 [176,] 1.598751e-02 3.197503e-02 0.98401249 [177,] 1.559282e-02 3.118563e-02 0.98440718 [178,] 1.297920e-02 2.595839e-02 0.98702080 [179,] 1.075702e-02 2.151405e-02 0.98924298 [180,] 9.349232e-03 1.869846e-02 0.99065077 [181,] 1.660707e-02 3.321414e-02 0.98339293 [182,] 1.442986e-02 2.885972e-02 0.98557014 [183,] 1.200481e-02 2.400962e-02 0.98799519 [184,] 1.157094e-02 2.314188e-02 0.98842906 [185,] 1.654411e-02 3.308821e-02 0.98345589 [186,] 1.948967e-02 3.897934e-02 0.98051033 [187,] 1.634036e-02 3.268073e-02 0.98365964 [188,] 1.659386e-02 3.318773e-02 0.98340614 [189,] 1.499589e-02 2.999179e-02 0.98500411 [190,] 1.591956e-02 3.183913e-02 0.98408044 [191,] 1.390073e-02 2.780147e-02 0.98609927 [192,] 1.160754e-02 2.321508e-02 0.98839246 [193,] 2.513192e-02 5.026384e-02 0.97486808 [194,] 2.288868e-02 4.577737e-02 0.97711132 [195,] 1.995577e-02 3.991154e-02 0.98004423 [196,] 2.412510e-02 4.825021e-02 0.97587490 [197,] 2.154986e-02 4.309973e-02 0.97845014 [198,] 1.816545e-02 3.633091e-02 0.98183455 [199,] 1.525048e-02 3.050097e-02 0.98474952 [200,] 1.392915e-02 2.785831e-02 0.98607085 [201,] 1.583716e-02 3.167432e-02 0.98416284 [202,] 1.332246e-02 2.664493e-02 0.98667754 [203,] 1.698625e-02 3.397249e-02 0.98301375 [204,] 1.917985e-02 3.835970e-02 0.98082015 [205,] 3.329831e-02 6.659662e-02 0.96670169 [206,] 3.009732e-02 6.019464e-02 0.96990268 [207,] 3.657311e-02 7.314621e-02 0.96342689 [208,] 3.502385e-02 7.004770e-02 0.96497615 [209,] 3.386988e-02 6.773976e-02 0.96613012 [210,] 3.571984e-02 7.143969e-02 0.96428016 [211,] 4.156122e-02 8.312245e-02 0.95843878 [212,] 4.718450e-02 9.436899e-02 0.95281550 [213,] 4.495669e-02 8.991338e-02 0.95504331 [214,] 4.387864e-02 8.775728e-02 0.95612136 [215,] 3.925426e-02 7.850853e-02 0.96074574 [216,] 3.447588e-02 6.895176e-02 0.96552412 [217,] 3.336597e-02 6.673195e-02 0.96663403 [218,] 2.988920e-02 5.977840e-02 0.97011080 [219,] 2.690014e-02 5.380027e-02 0.97309986 [220,] 3.238860e-02 6.477720e-02 0.96761140 [221,] 3.053674e-02 6.107349e-02 0.96946326 [222,] 2.594084e-02 5.188169e-02 0.97405916 [223,] 2.473197e-02 4.946394e-02 0.97526803 [224,] 2.301881e-02 4.603761e-02 0.97698119 [225,] 1.944300e-02 3.888599e-02 0.98055700 [226,] 2.514806e-02 5.029612e-02 0.97485194 [227,] 2.131769e-02 4.263538e-02 0.97868231 [228,] 1.794222e-02 3.588443e-02 0.98205778 [229,] 1.560872e-02 3.121744e-02 0.98439128 [230,] 2.726669e-02 5.453338e-02 0.97273331 [231,] 2.620120e-02 5.240240e-02 0.97379880 [232,] 2.295325e-02 4.590651e-02 0.97704675 [233,] 1.980499e-02 3.960997e-02 0.98019501 [234,] 1.783865e-02 3.567729e-02 0.98216135 [235,] 1.596292e-02 3.192584e-02 0.98403708 [236,] 1.357626e-02 2.715253e-02 0.98642374 [237,] 1.252841e-02 2.505682e-02 0.98747159 [238,] 1.196583e-02 2.393166e-02 0.98803417 [239,] 9.899332e-03 1.979866e-02 0.99010067 [240,] 8.227120e-03 1.645424e-02 0.99177288 [241,] 6.830215e-03 1.366043e-02 0.99316979 [242,] 5.860403e-03 1.172081e-02 0.99413960 [243,] 6.183114e-03 1.236623e-02 0.99381689 [244,] 6.293361e-03 1.258672e-02 0.99370664 [245,] 5.400413e-03 1.080083e-02 0.99459959 [246,] 4.519846e-03 9.039692e-03 0.99548015 [247,] 3.990996e-03 7.981992e-03 0.99600900 [248,] 3.267155e-03 6.534310e-03 0.99673284 [249,] 2.695703e-03 5.391406e-03 0.99730430 [250,] 2.958420e-03 5.916840e-03 0.99704158 [251,] 2.520114e-03 5.040228e-03 0.99747989 [252,] 2.288455e-03 4.576910e-03 0.99771155 [253,] 2.007517e-03 4.015033e-03 0.99799248 [254,] 2.795241e-03 5.590483e-03 0.99720476 [255,] 3.764046e-03 7.528093e-03 0.99623595 [256,] 3.145245e-03 6.290490e-03 0.99685475 [257,] 3.070436e-03 6.140872e-03 0.99692956 [258,] 2.578789e-03 5.157578e-03 0.99742121 [259,] 2.544197e-03 5.088394e-03 0.99745580 [260,] 3.546762e-03 7.093523e-03 0.99645324 [261,] 4.805686e-03 9.611373e-03 0.99519431 [262,] 4.053716e-03 8.107432e-03 0.99594628 [263,] 5.803287e-03 1.160657e-02 0.99419671 [264,] 4.693672e-03 9.387344e-03 0.99530633 [265,] 5.387132e-03 1.077426e-02 0.99461287 [266,] 4.382204e-03 8.764407e-03 0.99561780 [267,] 3.853324e-03 7.706647e-03 0.99614668 [268,] 4.488251e-03 8.976502e-03 0.99551175 [269,] 4.057718e-03 8.115437e-03 0.99594228 [270,] 3.648970e-03 7.297940e-03 0.99635103 [271,] 2.910002e-03 5.820003e-03 0.99709000 [272,] 2.316553e-03 4.633106e-03 0.99768345 [273,] 1.839379e-03 3.678758e-03 0.99816062 [274,] 1.440197e-03 2.880394e-03 0.99855980 [275,] 1.126046e-03 2.252091e-03 0.99887395 [276,] 8.697545e-04 1.739509e-03 0.99913025 [277,] 7.154520e-04 1.430904e-03 0.99928455 [278,] 6.113149e-04 1.222630e-03 0.99938869 [279,] 4.674147e-04 9.348293e-04 0.99953259 [280,] 3.836931e-04 7.673861e-04 0.99961631 [281,] 4.173557e-04 8.347115e-04 0.99958264 [282,] 3.190080e-04 6.380159e-04 0.99968099 [283,] 2.397830e-04 4.795660e-04 0.99976022 [284,] 1.806066e-04 3.612132e-04 0.99981939 [285,] 1.338029e-04 2.676058e-04 0.99986620 [286,] 1.015066e-04 2.030132e-04 0.99989849 [287,] 7.470270e-05 1.494054e-04 0.99992530 [288,] 5.511485e-05 1.102297e-04 0.99994489 [289,] 4.684454e-05 9.368907e-05 0.99995316 [290,] 3.448117e-05 6.896235e-05 0.99996552 [291,] 4.031938e-05 8.063877e-05 0.99995968 [292,] 3.240361e-05 6.480722e-05 0.99996760 [293,] 6.163420e-05 1.232684e-04 0.99993837 [294,] 6.474464e-05 1.294893e-04 0.99993526 [295,] 5.924417e-05 1.184883e-04 0.99994076 [296,] 4.320592e-05 8.641184e-05 0.99995679 [297,] 3.748556e-05 7.497112e-05 0.99996251 [298,] 2.968063e-05 5.936127e-05 0.99997032 [299,] 2.569412e-05 5.138825e-05 0.99997431 [300,] 2.985377e-05 5.970754e-05 0.99997015 [301,] 2.285978e-05 4.571957e-05 0.99997714 [302,] 1.610647e-05 3.221294e-05 0.99998389 [303,] 1.166639e-05 2.333278e-05 0.99998833 [304,] 9.947127e-06 1.989425e-05 0.99999005 [305,] 6.906061e-06 1.381212e-05 0.99999309 [306,] 4.823746e-06 9.647491e-06 0.99999518 [307,] 5.050324e-06 1.010065e-05 0.99999495 [308,] 3.543546e-06 7.087092e-06 0.99999646 [309,] 2.858074e-06 5.716148e-06 0.99999714 [310,] 1.960006e-06 3.920013e-06 0.99999804 [311,] 1.653221e-06 3.306442e-06 0.99999835 [312,] 1.132039e-06 2.264078e-06 0.99999887 [313,] 7.536132e-07 1.507226e-06 0.99999925 [314,] 4.954592e-07 9.909184e-07 0.99999950 [315,] 3.274774e-07 6.549548e-07 0.99999967 [316,] 2.126924e-07 4.253848e-07 0.99999979 [317,] 1.369378e-07 2.738756e-07 0.99999986 [318,] 8.686490e-08 1.737298e-07 0.99999991 [319,] 3.677585e-07 7.355169e-07 0.99999963 [320,] 4.323337e-07 8.646675e-07 0.99999957 [321,] 2.940230e-07 5.880460e-07 0.99999971 [322,] 1.926524e-07 3.853049e-07 0.99999981 [323,] 1.266212e-07 2.532424e-07 0.99999987 [324,] 2.310273e-07 4.620545e-07 0.99999977 [325,] 3.428439e-07 6.856878e-07 0.99999966 [326,] 2.208237e-07 4.416475e-07 0.99999978 [327,] 1.393454e-07 2.786908e-07 0.99999986 [328,] 8.673307e-08 1.734661e-07 0.99999991 [329,] 5.319118e-08 1.063824e-07 0.99999995 [330,] 8.218413e-08 1.643683e-07 0.99999992 [331,] 6.382346e-08 1.276469e-07 0.99999994 [332,] 4.759484e-08 9.518969e-08 0.99999995 [333,] 5.392079e-08 1.078416e-07 0.99999995 [334,] 5.947257e-08 1.189451e-07 0.99999994 [335,] 1.696961e-07 3.393921e-07 0.99999983 [336,] 1.070512e-07 2.141023e-07 0.99999989 [337,] 6.795538e-08 1.359108e-07 0.99999993 [338,] 4.065264e-08 8.130529e-08 0.99999996 [339,] 2.543083e-08 5.086165e-08 0.99999997 [340,] 1.829880e-08 3.659759e-08 0.99999998 [341,] 7.624650e-08 1.524930e-07 0.99999992 [342,] 5.154575e-08 1.030915e-07 0.99999995 [343,] 8.772917e-08 1.754583e-07 0.99999991 [344,] 5.284581e-08 1.056916e-07 0.99999995 [345,] 3.628588e-08 7.257177e-08 0.99999996 [346,] 4.313225e-08 8.626451e-08 0.99999996 [347,] 4.128143e-06 8.256286e-06 0.99999587 [348,] 3.047894e-06 6.095789e-06 0.99999695 [349,] 4.194610e-05 8.389219e-05 0.99995805 [350,] 1.134154e-03 2.268308e-03 0.99886585 [351,] 9.072420e-04 1.814484e-03 0.99909276 [352,] 7.691573e-04 1.538315e-03 0.99923084 [353,] 5.287334e-03 1.057467e-02 0.99471267 [354,] 4.297994e-03 8.595989e-03 0.99570201 [355,] 3.944371e-03 7.888742e-03 0.99605563 [356,] 2.990781e-03 5.981563e-03 0.99700922 [357,] 2.065932e-03 4.131864e-03 0.99793407 [358,] 2.680019e-03 5.360039e-03 0.99731998 [359,] 1.879561e-03 3.759121e-03 0.99812044 [360,] 1.052660e-02 2.105320e-02 0.98947340 [361,] 1.163802e-02 2.327605e-02 0.98836198 [362,] 8.931411e-03 1.786282e-02 0.99106859 [363,] 3.755212e-02 7.510423e-02 0.96244788 [364,] 2.873397e-02 5.746794e-02 0.97126603 [365,] 2.214337e-02 4.428674e-02 0.97785663 [366,] 6.726963e-01 6.546074e-01 0.32730369 [367,] 6.730621e-01 6.538757e-01 0.32693787 [368,] 6.254694e-01 7.490612e-01 0.37453059 [369,] 5.711510e-01 8.576980e-01 0.42884901 [370,] 5.581384e-01 8.837232e-01 0.44186161 [371,] 4.925259e-01 9.850519e-01 0.50747406 [372,] 4.565750e-01 9.131500e-01 0.54342499 [373,] 8.870449e-01 2.259102e-01 0.11295508 [374,] 8.465987e-01 3.068026e-01 0.15340129 [375,] 8.492716e-01 3.014568e-01 0.15072842 [376,] 8.174401e-01 3.651198e-01 0.18255988 [377,] 7.780665e-01 4.438670e-01 0.22193349 [378,] 8.994770e-01 2.010460e-01 0.10052301 [379,] 8.481731e-01 3.036538e-01 0.15182691 [380,] 9.148151e-01 1.703698e-01 0.08518490 [381,] 8.613679e-01 2.772641e-01 0.13863207 [382,] 7.858252e-01 4.283496e-01 0.21417479 [383,] 7.705883e-01 4.588234e-01 0.22941171 [384,] 6.919241e-01 6.161518e-01 0.30807591 [385,] 9.671021e-01 6.579577e-02 0.03289789 [386,] 9.145715e-01 1.708570e-01 0.08542851 > postscript(file="/var/www/html/rcomp/tmp/1a8ix1261129985.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2kvqf1261129985.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3zmhr1261129985.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/45nk21261129985.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5zcon1261129985.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 6 0.349749076 1.275241060 0.173476614 1.776814849 1.254874825 1.076254878 7 8 9 10 11 12 1.177056360 0.337180740 1.128508941 -1.930768560 0.035631569 -0.176183066 13 14 15 16 17 18 -1.446360061 0.492741919 0.045463586 1.606990688 0.214288969 0.275787915 19 20 21 22 23 24 0.277787319 -0.785840120 -0.776537400 0.691742887 -1.313828903 1.619584871 25 26 27 28 29 30 1.043015615 1.432413708 0.772900674 0.100932481 0.381202484 0.230296432 31 32 33 34 35 36 -0.040092102 2.441410163 -1.902251985 -0.486145853 2.133337670 0.343070444 37 38 39 40 41 42 -0.091465163 -0.843124214 -0.015085263 0.397802821 1.367669560 1.292092439 43 44 45 46 47 48 -1.136391180 -2.268860053 0.244330135 -0.661937374 0.800679363 -2.854882461 49 50 51 52 53 54 -1.153835820 2.197295745 -1.459826769 -0.289481901 -0.437073906 2.283797233 55 56 57 58 59 60 -2.856411772 -0.783538303 0.959531222 -1.926731909 -0.031640221 -6.584418736 61 62 63 64 65 66 1.054729801 3.064763252 -1.158664931 3.006582198 -0.131552737 0.591859900 67 68 69 70 71 72 2.039593180 -3.300716287 0.583720010 3.443159400 0.641489680 -0.315921397 73 74 75 76 77 78 -0.761927428 -0.842915917 1.847063215 -2.626221234 -0.642874197 0.104507348 79 80 81 82 83 84 -1.225060579 1.507073377 0.754991347 -3.312302406 3.624467054 2.285555024 85 86 87 88 89 90 -1.187232603 0.840922001 1.865834004 0.054479140 3.273174284 2.301654449 91 92 93 94 95 96 -0.290674025 2.212197758 1.503652465 0.301428828 0.036385959 0.512499079 97 98 99 100 101 102 0.096176015 0.124429983 0.232048106 0.057891722 -0.018309236 -1.680696671 103 104 105 106 107 108 -1.751763620 1.537210467 0.534551387 -2.759771593 -0.198943224 -0.207868895 109 110 111 112 113 114 -1.256544274 2.333589808 2.518341830 0.710006901 0.601577026 0.242398419 115 116 117 118 119 120 -0.615654355 -1.418994826 -0.827045372 0.961682394 -3.112191850 -0.188455975 121 122 123 124 125 126 -1.679212219 -2.494288777 2.599090511 1.310102337 0.261131312 -2.116732247 127 128 129 130 131 132 0.086068020 -0.922914764 0.458504793 -0.261586917 3.563365511 0.811282141 133 134 135 136 137 138 -1.189496791 3.496755216 0.904352372 0.889844498 0.401934528 -0.092404035 139 140 141 142 143 144 1.933850776 1.435617170 -0.214994001 2.236257554 -1.738148061 -3.547553981 145 146 147 148 149 150 -2.833168878 -2.534567840 -1.329027311 -1.154031850 0.026913931 2.576323843 151 152 153 154 155 156 0.252173957 -0.488203763 0.507466786 2.331046010 0.767948848 -3.401508839 157 158 159 160 161 162 -2.992741202 0.590241203 0.722575696 -2.322267874 -0.117652596 0.008471883 163 164 165 166 167 168 -0.515751987 -4.563408427 1.893269080 0.800583108 -2.764662205 -7.064061328 169 170 171 172 173 174 0.150978461 2.186674831 5.957652300 -2.495639750 2.049760169 0.921420232 175 176 177 178 179 180 1.775830737 0.422962813 2.233453679 0.385031747 -4.155793331 -1.004298643 181 182 183 184 185 186 -1.786577051 0.121260006 0.132351144 -1.058951471 3.998115587 0.955782886 187 188 189 190 191 192 -0.164762684 1.837990299 -3.452623957 2.787181585 0.069787238 2.126166299 193 194 195 196 197 198 1.283796647 2.257157341 0.915276795 0.325285677 -4.614437512 -1.300884023 199 200 201 202 203 204 -0.967951534 2.869131624 1.155931152 0.263803810 0.278316562 -1.395327119 205 206 207 208 209 210 -2.588979104 -0.526682339 -2.972398450 -2.634609323 4.238024119 1.254838926 211 212 213 214 215 216 3.017819839 1.657840288 -1.827405197 2.285852222 -2.693321719 2.734397393 217 218 219 220 221 222 1.657619281 1.820831460 1.042301015 0.815701661 -1.823777396 -1.136322398 223 224 225 226 227 228 -1.260102481 2.912351926 -1.606646203 -0.069768925 1.693585396 1.532705628 229 230 231 232 233 234 0.272176073 3.138014318 -0.357205560 -0.105398722 -0.933854703 4.101071342 235 236 237 238 239 240 1.709690875 0.888900566 -0.712804331 1.232945379 1.186088924 0.622663302 241 242 243 244 245 246 1.456883676 -1.814224811 -0.019743982 -0.508100135 0.453801510 0.934150735 247 248 249 250 251 252 2.193391418 2.022361190 0.943353806 0.710321610 -1.384857744 -0.687995746 253 254 255 256 257 258 0.653546519 -2.477998081 0.981287981 -1.597011425 1.235469497 3.069688546 259 260 261 262 263 264 2.984968440 -0.979836431 1.778268579 -1.114190889 1.838470971 -3.306994484 265 266 267 268 269 270 -3.261977500 0.808797752 -3.430245542 0.017472987 2.485901218 0.330794748 271 272 273 274 275 276 1.174784069 -2.786249466 -1.632090098 -1.614459045 -0.211918209 -0.489052891 277 278 279 280 281 282 -0.532315875 -0.216590012 0.105399643 -0.147181977 -1.158451728 -1.442442610 283 284 285 286 287 288 -0.320573453 0.950721488 -2.487385315 0.283870385 0.068204397 0.247385858 289 290 291 292 293 294 -0.102727734 -0.688645891 -0.048189265 -0.512227970 -1.598848805 0.337323633 295 296 297 298 299 300 2.384788536 1.089071197 3.439910710 -2.406910188 -1.950510882 0.042777473 301 302 303 304 305 306 1.429482973 0.991599359 -1.770125234 -2.725398201 0.782406828 -0.272350355 307 308 309 310 311 312 -0.777074790 1.361998435 -0.063825413 0.233989081 -2.456456733 -0.753384700 313 314 315 316 317 318 1.269085204 0.288501971 -1.826985610 0.380577824 -0.036656624 0.040009332 319 320 321 322 323 324 -0.591557190 -0.001419534 -0.292523906 -0.209726282 4.229979581 -2.788838618 325 326 327 328 329 330 0.524675365 0.389406788 0.335974183 -3.631232496 2.821227555 -0.671535819 331 332 333 334 335 336 -0.290762174 -0.350602535 -0.119330873 -3.331455918 -1.682907260 1.131723567 337 338 339 340 341 342 -2.832316874 2.307450848 3.748234413 0.296613846 -1.017754771 -0.272343976 343 344 345 346 347 348 -0.980964583 0.992512055 -4.700172598 -1.397287712 -3.440444480 -0.698662699 349 350 351 352 353 354 -1.294638870 -2.745326887 -6.738345040 -1.168984354 -6.567605457 6.709432686 355 356 357 358 359 360 1.927805591 1.435283794 -5.683624619 -1.866713852 2.059355063 -0.741300011 361 362 363 364 365 366 -0.015584430 -2.701914916 -0.334980334 -5.628232326 2.802411679 1.192035988 367 368 369 370 371 372 5.292767816 -0.837937427 -1.013743144 8.640887330 -2.471640115 0.826696612 373 374 375 376 377 378 0.521076959 -1.940912601 -0.144200512 1.569609790 -5.558724788 0.555325858 379 380 381 382 383 384 -1.757079577 -0.692099796 -0.203754875 -3.053135988 0.241337655 2.913557457 385 386 387 388 389 390 0.011273638 0.036197281 1.512583547 0.769751524 -2.868243640 -0.118283271 391 392 393 394 395 0.898131949 -0.059735761 0.045359467 2.330582596 0.546300515 > postscript(file="/var/www/html/rcomp/tmp/6kh6u1261129985.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 0.349749076 NA 1 1.275241060 0.349749076 2 0.173476614 1.275241060 3 1.776814849 0.173476614 4 1.254874825 1.776814849 5 1.076254878 1.254874825 6 1.177056360 1.076254878 7 0.337180740 1.177056360 8 1.128508941 0.337180740 9 -1.930768560 1.128508941 10 0.035631569 -1.930768560 11 -0.176183066 0.035631569 12 -1.446360061 -0.176183066 13 0.492741919 -1.446360061 14 0.045463586 0.492741919 15 1.606990688 0.045463586 16 0.214288969 1.606990688 17 0.275787915 0.214288969 18 0.277787319 0.275787915 19 -0.785840120 0.277787319 20 -0.776537400 -0.785840120 21 0.691742887 -0.776537400 22 -1.313828903 0.691742887 23 1.619584871 -1.313828903 24 1.043015615 1.619584871 25 1.432413708 1.043015615 26 0.772900674 1.432413708 27 0.100932481 0.772900674 28 0.381202484 0.100932481 29 0.230296432 0.381202484 30 -0.040092102 0.230296432 31 2.441410163 -0.040092102 32 -1.902251985 2.441410163 33 -0.486145853 -1.902251985 34 2.133337670 -0.486145853 35 0.343070444 2.133337670 36 -0.091465163 0.343070444 37 -0.843124214 -0.091465163 38 -0.015085263 -0.843124214 39 0.397802821 -0.015085263 40 1.367669560 0.397802821 41 1.292092439 1.367669560 42 -1.136391180 1.292092439 43 -2.268860053 -1.136391180 44 0.244330135 -2.268860053 45 -0.661937374 0.244330135 46 0.800679363 -0.661937374 47 -2.854882461 0.800679363 48 -1.153835820 -2.854882461 49 2.197295745 -1.153835820 50 -1.459826769 2.197295745 51 -0.289481901 -1.459826769 52 -0.437073906 -0.289481901 53 2.283797233 -0.437073906 54 -2.856411772 2.283797233 55 -0.783538303 -2.856411772 56 0.959531222 -0.783538303 57 -1.926731909 0.959531222 58 -0.031640221 -1.926731909 59 -6.584418736 -0.031640221 60 1.054729801 -6.584418736 61 3.064763252 1.054729801 62 -1.158664931 3.064763252 63 3.006582198 -1.158664931 64 -0.131552737 3.006582198 65 0.591859900 -0.131552737 66 2.039593180 0.591859900 67 -3.300716287 2.039593180 68 0.583720010 -3.300716287 69 3.443159400 0.583720010 70 0.641489680 3.443159400 71 -0.315921397 0.641489680 72 -0.761927428 -0.315921397 73 -0.842915917 -0.761927428 74 1.847063215 -0.842915917 75 -2.626221234 1.847063215 76 -0.642874197 -2.626221234 77 0.104507348 -0.642874197 78 -1.225060579 0.104507348 79 1.507073377 -1.225060579 80 0.754991347 1.507073377 81 -3.312302406 0.754991347 82 3.624467054 -3.312302406 83 2.285555024 3.624467054 84 -1.187232603 2.285555024 85 0.840922001 -1.187232603 86 1.865834004 0.840922001 87 0.054479140 1.865834004 88 3.273174284 0.054479140 89 2.301654449 3.273174284 90 -0.290674025 2.301654449 91 2.212197758 -0.290674025 92 1.503652465 2.212197758 93 0.301428828 1.503652465 94 0.036385959 0.301428828 95 0.512499079 0.036385959 96 0.096176015 0.512499079 97 0.124429983 0.096176015 98 0.232048106 0.124429983 99 0.057891722 0.232048106 100 -0.018309236 0.057891722 101 -1.680696671 -0.018309236 102 -1.751763620 -1.680696671 103 1.537210467 -1.751763620 104 0.534551387 1.537210467 105 -2.759771593 0.534551387 106 -0.198943224 -2.759771593 107 -0.207868895 -0.198943224 108 -1.256544274 -0.207868895 109 2.333589808 -1.256544274 110 2.518341830 2.333589808 111 0.710006901 2.518341830 112 0.601577026 0.710006901 113 0.242398419 0.601577026 114 -0.615654355 0.242398419 115 -1.418994826 -0.615654355 116 -0.827045372 -1.418994826 117 0.961682394 -0.827045372 118 -3.112191850 0.961682394 119 -0.188455975 -3.112191850 120 -1.679212219 -0.188455975 121 -2.494288777 -1.679212219 122 2.599090511 -2.494288777 123 1.310102337 2.599090511 124 0.261131312 1.310102337 125 -2.116732247 0.261131312 126 0.086068020 -2.116732247 127 -0.922914764 0.086068020 128 0.458504793 -0.922914764 129 -0.261586917 0.458504793 130 3.563365511 -0.261586917 131 0.811282141 3.563365511 132 -1.189496791 0.811282141 133 3.496755216 -1.189496791 134 0.904352372 3.496755216 135 0.889844498 0.904352372 136 0.401934528 0.889844498 137 -0.092404035 0.401934528 138 1.933850776 -0.092404035 139 1.435617170 1.933850776 140 -0.214994001 1.435617170 141 2.236257554 -0.214994001 142 -1.738148061 2.236257554 143 -3.547553981 -1.738148061 144 -2.833168878 -3.547553981 145 -2.534567840 -2.833168878 146 -1.329027311 -2.534567840 147 -1.154031850 -1.329027311 148 0.026913931 -1.154031850 149 2.576323843 0.026913931 150 0.252173957 2.576323843 151 -0.488203763 0.252173957 152 0.507466786 -0.488203763 153 2.331046010 0.507466786 154 0.767948848 2.331046010 155 -3.401508839 0.767948848 156 -2.992741202 -3.401508839 157 0.590241203 -2.992741202 158 0.722575696 0.590241203 159 -2.322267874 0.722575696 160 -0.117652596 -2.322267874 161 0.008471883 -0.117652596 162 -0.515751987 0.008471883 163 -4.563408427 -0.515751987 164 1.893269080 -4.563408427 165 0.800583108 1.893269080 166 -2.764662205 0.800583108 167 -7.064061328 -2.764662205 168 0.150978461 -7.064061328 169 2.186674831 0.150978461 170 5.957652300 2.186674831 171 -2.495639750 5.957652300 172 2.049760169 -2.495639750 173 0.921420232 2.049760169 174 1.775830737 0.921420232 175 0.422962813 1.775830737 176 2.233453679 0.422962813 177 0.385031747 2.233453679 178 -4.155793331 0.385031747 179 -1.004298643 -4.155793331 180 -1.786577051 -1.004298643 181 0.121260006 -1.786577051 182 0.132351144 0.121260006 183 -1.058951471 0.132351144 184 3.998115587 -1.058951471 185 0.955782886 3.998115587 186 -0.164762684 0.955782886 187 1.837990299 -0.164762684 188 -3.452623957 1.837990299 189 2.787181585 -3.452623957 190 0.069787238 2.787181585 191 2.126166299 0.069787238 192 1.283796647 2.126166299 193 2.257157341 1.283796647 194 0.915276795 2.257157341 195 0.325285677 0.915276795 196 -4.614437512 0.325285677 197 -1.300884023 -4.614437512 198 -0.967951534 -1.300884023 199 2.869131624 -0.967951534 200 1.155931152 2.869131624 201 0.263803810 1.155931152 202 0.278316562 0.263803810 203 -1.395327119 0.278316562 204 -2.588979104 -1.395327119 205 -0.526682339 -2.588979104 206 -2.972398450 -0.526682339 207 -2.634609323 -2.972398450 208 4.238024119 -2.634609323 209 1.254838926 4.238024119 210 3.017819839 1.254838926 211 1.657840288 3.017819839 212 -1.827405197 1.657840288 213 2.285852222 -1.827405197 214 -2.693321719 2.285852222 215 2.734397393 -2.693321719 216 1.657619281 2.734397393 217 1.820831460 1.657619281 218 1.042301015 1.820831460 219 0.815701661 1.042301015 220 -1.823777396 0.815701661 221 -1.136322398 -1.823777396 222 -1.260102481 -1.136322398 223 2.912351926 -1.260102481 224 -1.606646203 2.912351926 225 -0.069768925 -1.606646203 226 1.693585396 -0.069768925 227 1.532705628 1.693585396 228 0.272176073 1.532705628 229 3.138014318 0.272176073 230 -0.357205560 3.138014318 231 -0.105398722 -0.357205560 232 -0.933854703 -0.105398722 233 4.101071342 -0.933854703 234 1.709690875 4.101071342 235 0.888900566 1.709690875 236 -0.712804331 0.888900566 237 1.232945379 -0.712804331 238 1.186088924 1.232945379 239 0.622663302 1.186088924 240 1.456883676 0.622663302 241 -1.814224811 1.456883676 242 -0.019743982 -1.814224811 243 -0.508100135 -0.019743982 244 0.453801510 -0.508100135 245 0.934150735 0.453801510 246 2.193391418 0.934150735 247 2.022361190 2.193391418 248 0.943353806 2.022361190 249 0.710321610 0.943353806 250 -1.384857744 0.710321610 251 -0.687995746 -1.384857744 252 0.653546519 -0.687995746 253 -2.477998081 0.653546519 254 0.981287981 -2.477998081 255 -1.597011425 0.981287981 256 1.235469497 -1.597011425 257 3.069688546 1.235469497 258 2.984968440 3.069688546 259 -0.979836431 2.984968440 260 1.778268579 -0.979836431 261 -1.114190889 1.778268579 262 1.838470971 -1.114190889 263 -3.306994484 1.838470971 264 -3.261977500 -3.306994484 265 0.808797752 -3.261977500 266 -3.430245542 0.808797752 267 0.017472987 -3.430245542 268 2.485901218 0.017472987 269 0.330794748 2.485901218 270 1.174784069 0.330794748 271 -2.786249466 1.174784069 272 -1.632090098 -2.786249466 273 -1.614459045 -1.632090098 274 -0.211918209 -1.614459045 275 -0.489052891 -0.211918209 276 -0.532315875 -0.489052891 277 -0.216590012 -0.532315875 278 0.105399643 -0.216590012 279 -0.147181977 0.105399643 280 -1.158451728 -0.147181977 281 -1.442442610 -1.158451728 282 -0.320573453 -1.442442610 283 0.950721488 -0.320573453 284 -2.487385315 0.950721488 285 0.283870385 -2.487385315 286 0.068204397 0.283870385 287 0.247385858 0.068204397 288 -0.102727734 0.247385858 289 -0.688645891 -0.102727734 290 -0.048189265 -0.688645891 291 -0.512227970 -0.048189265 292 -1.598848805 -0.512227970 293 0.337323633 -1.598848805 294 2.384788536 0.337323633 295 1.089071197 2.384788536 296 3.439910710 1.089071197 297 -2.406910188 3.439910710 298 -1.950510882 -2.406910188 299 0.042777473 -1.950510882 300 1.429482973 0.042777473 301 0.991599359 1.429482973 302 -1.770125234 0.991599359 303 -2.725398201 -1.770125234 304 0.782406828 -2.725398201 305 -0.272350355 0.782406828 306 -0.777074790 -0.272350355 307 1.361998435 -0.777074790 308 -0.063825413 1.361998435 309 0.233989081 -0.063825413 310 -2.456456733 0.233989081 311 -0.753384700 -2.456456733 312 1.269085204 -0.753384700 313 0.288501971 1.269085204 314 -1.826985610 0.288501971 315 0.380577824 -1.826985610 316 -0.036656624 0.380577824 317 0.040009332 -0.036656624 318 -0.591557190 0.040009332 319 -0.001419534 -0.591557190 320 -0.292523906 -0.001419534 321 -0.209726282 -0.292523906 322 4.229979581 -0.209726282 323 -2.788838618 4.229979581 324 0.524675365 -2.788838618 325 0.389406788 0.524675365 326 0.335974183 0.389406788 327 -3.631232496 0.335974183 328 2.821227555 -3.631232496 329 -0.671535819 2.821227555 330 -0.290762174 -0.671535819 331 -0.350602535 -0.290762174 332 -0.119330873 -0.350602535 333 -3.331455918 -0.119330873 334 -1.682907260 -3.331455918 335 1.131723567 -1.682907260 336 -2.832316874 1.131723567 337 2.307450848 -2.832316874 338 3.748234413 2.307450848 339 0.296613846 3.748234413 340 -1.017754771 0.296613846 341 -0.272343976 -1.017754771 342 -0.980964583 -0.272343976 343 0.992512055 -0.980964583 344 -4.700172598 0.992512055 345 -1.397287712 -4.700172598 346 -3.440444480 -1.397287712 347 -0.698662699 -3.440444480 348 -1.294638870 -0.698662699 349 -2.745326887 -1.294638870 350 -6.738345040 -2.745326887 351 -1.168984354 -6.738345040 352 -6.567605457 -1.168984354 353 6.709432686 -6.567605457 354 1.927805591 6.709432686 355 1.435283794 1.927805591 356 -5.683624619 1.435283794 357 -1.866713852 -5.683624619 358 2.059355063 -1.866713852 359 -0.741300011 2.059355063 360 -0.015584430 -0.741300011 361 -2.701914916 -0.015584430 362 -0.334980334 -2.701914916 363 -5.628232326 -0.334980334 364 2.802411679 -5.628232326 365 1.192035988 2.802411679 366 5.292767816 1.192035988 367 -0.837937427 5.292767816 368 -1.013743144 -0.837937427 369 8.640887330 -1.013743144 370 -2.471640115 8.640887330 371 0.826696612 -2.471640115 372 0.521076959 0.826696612 373 -1.940912601 0.521076959 374 -0.144200512 -1.940912601 375 1.569609790 -0.144200512 376 -5.558724788 1.569609790 377 0.555325858 -5.558724788 378 -1.757079577 0.555325858 379 -0.692099796 -1.757079577 380 -0.203754875 -0.692099796 381 -3.053135988 -0.203754875 382 0.241337655 -3.053135988 383 2.913557457 0.241337655 384 0.011273638 2.913557457 385 0.036197281 0.011273638 386 1.512583547 0.036197281 387 0.769751524 1.512583547 388 -2.868243640 0.769751524 389 -0.118283271 -2.868243640 390 0.898131949 -0.118283271 391 -0.059735761 0.898131949 392 0.045359467 -0.059735761 393 2.330582596 0.045359467 394 0.546300515 2.330582596 395 NA 0.546300515 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 1.275241060 0.349749076 [2,] 0.173476614 1.275241060 [3,] 1.776814849 0.173476614 [4,] 1.254874825 1.776814849 [5,] 1.076254878 1.254874825 [6,] 1.177056360 1.076254878 [7,] 0.337180740 1.177056360 [8,] 1.128508941 0.337180740 [9,] -1.930768560 1.128508941 [10,] 0.035631569 -1.930768560 [11,] -0.176183066 0.035631569 [12,] -1.446360061 -0.176183066 [13,] 0.492741919 -1.446360061 [14,] 0.045463586 0.492741919 [15,] 1.606990688 0.045463586 [16,] 0.214288969 1.606990688 [17,] 0.275787915 0.214288969 [18,] 0.277787319 0.275787915 [19,] -0.785840120 0.277787319 [20,] -0.776537400 -0.785840120 [21,] 0.691742887 -0.776537400 [22,] -1.313828903 0.691742887 [23,] 1.619584871 -1.313828903 [24,] 1.043015615 1.619584871 [25,] 1.432413708 1.043015615 [26,] 0.772900674 1.432413708 [27,] 0.100932481 0.772900674 [28,] 0.381202484 0.100932481 [29,] 0.230296432 0.381202484 [30,] -0.040092102 0.230296432 [31,] 2.441410163 -0.040092102 [32,] -1.902251985 2.441410163 [33,] -0.486145853 -1.902251985 [34,] 2.133337670 -0.486145853 [35,] 0.343070444 2.133337670 [36,] -0.091465163 0.343070444 [37,] -0.843124214 -0.091465163 [38,] -0.015085263 -0.843124214 [39,] 0.397802821 -0.015085263 [40,] 1.367669560 0.397802821 [41,] 1.292092439 1.367669560 [42,] -1.136391180 1.292092439 [43,] -2.268860053 -1.136391180 [44,] 0.244330135 -2.268860053 [45,] -0.661937374 0.244330135 [46,] 0.800679363 -0.661937374 [47,] -2.854882461 0.800679363 [48,] -1.153835820 -2.854882461 [49,] 2.197295745 -1.153835820 [50,] -1.459826769 2.197295745 [51,] -0.289481901 -1.459826769 [52,] -0.437073906 -0.289481901 [53,] 2.283797233 -0.437073906 [54,] -2.856411772 2.283797233 [55,] -0.783538303 -2.856411772 [56,] 0.959531222 -0.783538303 [57,] -1.926731909 0.959531222 [58,] -0.031640221 -1.926731909 [59,] -6.584418736 -0.031640221 [60,] 1.054729801 -6.584418736 [61,] 3.064763252 1.054729801 [62,] -1.158664931 3.064763252 [63,] 3.006582198 -1.158664931 [64,] -0.131552737 3.006582198 [65,] 0.591859900 -0.131552737 [66,] 2.039593180 0.591859900 [67,] -3.300716287 2.039593180 [68,] 0.583720010 -3.300716287 [69,] 3.443159400 0.583720010 [70,] 0.641489680 3.443159400 [71,] -0.315921397 0.641489680 [72,] -0.761927428 -0.315921397 [73,] -0.842915917 -0.761927428 [74,] 1.847063215 -0.842915917 [75,] -2.626221234 1.847063215 [76,] -0.642874197 -2.626221234 [77,] 0.104507348 -0.642874197 [78,] -1.225060579 0.104507348 [79,] 1.507073377 -1.225060579 [80,] 0.754991347 1.507073377 [81,] -3.312302406 0.754991347 [82,] 3.624467054 -3.312302406 [83,] 2.285555024 3.624467054 [84,] -1.187232603 2.285555024 [85,] 0.840922001 -1.187232603 [86,] 1.865834004 0.840922001 [87,] 0.054479140 1.865834004 [88,] 3.273174284 0.054479140 [89,] 2.301654449 3.273174284 [90,] -0.290674025 2.301654449 [91,] 2.212197758 -0.290674025 [92,] 1.503652465 2.212197758 [93,] 0.301428828 1.503652465 [94,] 0.036385959 0.301428828 [95,] 0.512499079 0.036385959 [96,] 0.096176015 0.512499079 [97,] 0.124429983 0.096176015 [98,] 0.232048106 0.124429983 [99,] 0.057891722 0.232048106 [100,] -0.018309236 0.057891722 [101,] -1.680696671 -0.018309236 [102,] -1.751763620 -1.680696671 [103,] 1.537210467 -1.751763620 [104,] 0.534551387 1.537210467 [105,] -2.759771593 0.534551387 [106,] -0.198943224 -2.759771593 [107,] -0.207868895 -0.198943224 [108,] -1.256544274 -0.207868895 [109,] 2.333589808 -1.256544274 [110,] 2.518341830 2.333589808 [111,] 0.710006901 2.518341830 [112,] 0.601577026 0.710006901 [113,] 0.242398419 0.601577026 [114,] -0.615654355 0.242398419 [115,] -1.418994826 -0.615654355 [116,] -0.827045372 -1.418994826 [117,] 0.961682394 -0.827045372 [118,] -3.112191850 0.961682394 [119,] -0.188455975 -3.112191850 [120,] -1.679212219 -0.188455975 [121,] -2.494288777 -1.679212219 [122,] 2.599090511 -2.494288777 [123,] 1.310102337 2.599090511 [124,] 0.261131312 1.310102337 [125,] -2.116732247 0.261131312 [126,] 0.086068020 -2.116732247 [127,] -0.922914764 0.086068020 [128,] 0.458504793 -0.922914764 [129,] -0.261586917 0.458504793 [130,] 3.563365511 -0.261586917 [131,] 0.811282141 3.563365511 [132,] -1.189496791 0.811282141 [133,] 3.496755216 -1.189496791 [134,] 0.904352372 3.496755216 [135,] 0.889844498 0.904352372 [136,] 0.401934528 0.889844498 [137,] -0.092404035 0.401934528 [138,] 1.933850776 -0.092404035 [139,] 1.435617170 1.933850776 [140,] -0.214994001 1.435617170 [141,] 2.236257554 -0.214994001 [142,] -1.738148061 2.236257554 [143,] -3.547553981 -1.738148061 [144,] -2.833168878 -3.547553981 [145,] -2.534567840 -2.833168878 [146,] -1.329027311 -2.534567840 [147,] -1.154031850 -1.329027311 [148,] 0.026913931 -1.154031850 [149,] 2.576323843 0.026913931 [150,] 0.252173957 2.576323843 [151,] -0.488203763 0.252173957 [152,] 0.507466786 -0.488203763 [153,] 2.331046010 0.507466786 [154,] 0.767948848 2.331046010 [155,] -3.401508839 0.767948848 [156,] -2.992741202 -3.401508839 [157,] 0.590241203 -2.992741202 [158,] 0.722575696 0.590241203 [159,] -2.322267874 0.722575696 [160,] -0.117652596 -2.322267874 [161,] 0.008471883 -0.117652596 [162,] -0.515751987 0.008471883 [163,] -4.563408427 -0.515751987 [164,] 1.893269080 -4.563408427 [165,] 0.800583108 1.893269080 [166,] -2.764662205 0.800583108 [167,] -7.064061328 -2.764662205 [168,] 0.150978461 -7.064061328 [169,] 2.186674831 0.150978461 [170,] 5.957652300 2.186674831 [171,] -2.495639750 5.957652300 [172,] 2.049760169 -2.495639750 [173,] 0.921420232 2.049760169 [174,] 1.775830737 0.921420232 [175,] 0.422962813 1.775830737 [176,] 2.233453679 0.422962813 [177,] 0.385031747 2.233453679 [178,] -4.155793331 0.385031747 [179,] -1.004298643 -4.155793331 [180,] -1.786577051 -1.004298643 [181,] 0.121260006 -1.786577051 [182,] 0.132351144 0.121260006 [183,] -1.058951471 0.132351144 [184,] 3.998115587 -1.058951471 [185,] 0.955782886 3.998115587 [186,] -0.164762684 0.955782886 [187,] 1.837990299 -0.164762684 [188,] -3.452623957 1.837990299 [189,] 2.787181585 -3.452623957 [190,] 0.069787238 2.787181585 [191,] 2.126166299 0.069787238 [192,] 1.283796647 2.126166299 [193,] 2.257157341 1.283796647 [194,] 0.915276795 2.257157341 [195,] 0.325285677 0.915276795 [196,] -4.614437512 0.325285677 [197,] -1.300884023 -4.614437512 [198,] -0.967951534 -1.300884023 [199,] 2.869131624 -0.967951534 [200,] 1.155931152 2.869131624 [201,] 0.263803810 1.155931152 [202,] 0.278316562 0.263803810 [203,] -1.395327119 0.278316562 [204,] -2.588979104 -1.395327119 [205,] -0.526682339 -2.588979104 [206,] -2.972398450 -0.526682339 [207,] -2.634609323 -2.972398450 [208,] 4.238024119 -2.634609323 [209,] 1.254838926 4.238024119 [210,] 3.017819839 1.254838926 [211,] 1.657840288 3.017819839 [212,] -1.827405197 1.657840288 [213,] 2.285852222 -1.827405197 [214,] -2.693321719 2.285852222 [215,] 2.734397393 -2.693321719 [216,] 1.657619281 2.734397393 [217,] 1.820831460 1.657619281 [218,] 1.042301015 1.820831460 [219,] 0.815701661 1.042301015 [220,] -1.823777396 0.815701661 [221,] -1.136322398 -1.823777396 [222,] -1.260102481 -1.136322398 [223,] 2.912351926 -1.260102481 [224,] -1.606646203 2.912351926 [225,] -0.069768925 -1.606646203 [226,] 1.693585396 -0.069768925 [227,] 1.532705628 1.693585396 [228,] 0.272176073 1.532705628 [229,] 3.138014318 0.272176073 [230,] -0.357205560 3.138014318 [231,] -0.105398722 -0.357205560 [232,] -0.933854703 -0.105398722 [233,] 4.101071342 -0.933854703 [234,] 1.709690875 4.101071342 [235,] 0.888900566 1.709690875 [236,] -0.712804331 0.888900566 [237,] 1.232945379 -0.712804331 [238,] 1.186088924 1.232945379 [239,] 0.622663302 1.186088924 [240,] 1.456883676 0.622663302 [241,] -1.814224811 1.456883676 [242,] -0.019743982 -1.814224811 [243,] -0.508100135 -0.019743982 [244,] 0.453801510 -0.508100135 [245,] 0.934150735 0.453801510 [246,] 2.193391418 0.934150735 [247,] 2.022361190 2.193391418 [248,] 0.943353806 2.022361190 [249,] 0.710321610 0.943353806 [250,] -1.384857744 0.710321610 [251,] -0.687995746 -1.384857744 [252,] 0.653546519 -0.687995746 [253,] -2.477998081 0.653546519 [254,] 0.981287981 -2.477998081 [255,] -1.597011425 0.981287981 [256,] 1.235469497 -1.597011425 [257,] 3.069688546 1.235469497 [258,] 2.984968440 3.069688546 [259,] -0.979836431 2.984968440 [260,] 1.778268579 -0.979836431 [261,] -1.114190889 1.778268579 [262,] 1.838470971 -1.114190889 [263,] -3.306994484 1.838470971 [264,] -3.261977500 -3.306994484 [265,] 0.808797752 -3.261977500 [266,] -3.430245542 0.808797752 [267,] 0.017472987 -3.430245542 [268,] 2.485901218 0.017472987 [269,] 0.330794748 2.485901218 [270,] 1.174784069 0.330794748 [271,] -2.786249466 1.174784069 [272,] -1.632090098 -2.786249466 [273,] -1.614459045 -1.632090098 [274,] -0.211918209 -1.614459045 [275,] -0.489052891 -0.211918209 [276,] -0.532315875 -0.489052891 [277,] -0.216590012 -0.532315875 [278,] 0.105399643 -0.216590012 [279,] -0.147181977 0.105399643 [280,] -1.158451728 -0.147181977 [281,] -1.442442610 -1.158451728 [282,] -0.320573453 -1.442442610 [283,] 0.950721488 -0.320573453 [284,] -2.487385315 0.950721488 [285,] 0.283870385 -2.487385315 [286,] 0.068204397 0.283870385 [287,] 0.247385858 0.068204397 [288,] -0.102727734 0.247385858 [289,] -0.688645891 -0.102727734 [290,] -0.048189265 -0.688645891 [291,] -0.512227970 -0.048189265 [292,] -1.598848805 -0.512227970 [293,] 0.337323633 -1.598848805 [294,] 2.384788536 0.337323633 [295,] 1.089071197 2.384788536 [296,] 3.439910710 1.089071197 [297,] -2.406910188 3.439910710 [298,] -1.950510882 -2.406910188 [299,] 0.042777473 -1.950510882 [300,] 1.429482973 0.042777473 [301,] 0.991599359 1.429482973 [302,] -1.770125234 0.991599359 [303,] -2.725398201 -1.770125234 [304,] 0.782406828 -2.725398201 [305,] -0.272350355 0.782406828 [306,] -0.777074790 -0.272350355 [307,] 1.361998435 -0.777074790 [308,] -0.063825413 1.361998435 [309,] 0.233989081 -0.063825413 [310,] -2.456456733 0.233989081 [311,] -0.753384700 -2.456456733 [312,] 1.269085204 -0.753384700 [313,] 0.288501971 1.269085204 [314,] -1.826985610 0.288501971 [315,] 0.380577824 -1.826985610 [316,] -0.036656624 0.380577824 [317,] 0.040009332 -0.036656624 [318,] -0.591557190 0.040009332 [319,] -0.001419534 -0.591557190 [320,] -0.292523906 -0.001419534 [321,] -0.209726282 -0.292523906 [322,] 4.229979581 -0.209726282 [323,] -2.788838618 4.229979581 [324,] 0.524675365 -2.788838618 [325,] 0.389406788 0.524675365 [326,] 0.335974183 0.389406788 [327,] -3.631232496 0.335974183 [328,] 2.821227555 -3.631232496 [329,] -0.671535819 2.821227555 [330,] -0.290762174 -0.671535819 [331,] -0.350602535 -0.290762174 [332,] -0.119330873 -0.350602535 [333,] -3.331455918 -0.119330873 [334,] -1.682907260 -3.331455918 [335,] 1.131723567 -1.682907260 [336,] -2.832316874 1.131723567 [337,] 2.307450848 -2.832316874 [338,] 3.748234413 2.307450848 [339,] 0.296613846 3.748234413 [340,] -1.017754771 0.296613846 [341,] -0.272343976 -1.017754771 [342,] -0.980964583 -0.272343976 [343,] 0.992512055 -0.980964583 [344,] -4.700172598 0.992512055 [345,] -1.397287712 -4.700172598 [346,] -3.440444480 -1.397287712 [347,] -0.698662699 -3.440444480 [348,] -1.294638870 -0.698662699 [349,] -2.745326887 -1.294638870 [350,] -6.738345040 -2.745326887 [351,] -1.168984354 -6.738345040 [352,] -6.567605457 -1.168984354 [353,] 6.709432686 -6.567605457 [354,] 1.927805591 6.709432686 [355,] 1.435283794 1.927805591 [356,] -5.683624619 1.435283794 [357,] -1.866713852 -5.683624619 [358,] 2.059355063 -1.866713852 [359,] -0.741300011 2.059355063 [360,] -0.015584430 -0.741300011 [361,] -2.701914916 -0.015584430 [362,] -0.334980334 -2.701914916 [363,] -5.628232326 -0.334980334 [364,] 2.802411679 -5.628232326 [365,] 1.192035988 2.802411679 [366,] 5.292767816 1.192035988 [367,] -0.837937427 5.292767816 [368,] -1.013743144 -0.837937427 [369,] 8.640887330 -1.013743144 [370,] -2.471640115 8.640887330 [371,] 0.826696612 -2.471640115 [372,] 0.521076959 0.826696612 [373,] -1.940912601 0.521076959 [374,] -0.144200512 -1.940912601 [375,] 1.569609790 -0.144200512 [376,] -5.558724788 1.569609790 [377,] 0.555325858 -5.558724788 [378,] -1.757079577 0.555325858 [379,] -0.692099796 -1.757079577 [380,] -0.203754875 -0.692099796 [381,] -3.053135988 -0.203754875 [382,] 0.241337655 -3.053135988 [383,] 2.913557457 0.241337655 [384,] 0.011273638 2.913557457 [385,] 0.036197281 0.011273638 [386,] 1.512583547 0.036197281 [387,] 0.769751524 1.512583547 [388,] -2.868243640 0.769751524 [389,] -0.118283271 -2.868243640 [390,] 0.898131949 -0.118283271 [391,] -0.059735761 0.898131949 [392,] 0.045359467 -0.059735761 [393,] 2.330582596 0.045359467 [394,] 0.546300515 2.330582596 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 1.275241060 0.349749076 2 0.173476614 1.275241060 3 1.776814849 0.173476614 4 1.254874825 1.776814849 5 1.076254878 1.254874825 6 1.177056360 1.076254878 7 0.337180740 1.177056360 8 1.128508941 0.337180740 9 -1.930768560 1.128508941 10 0.035631569 -1.930768560 11 -0.176183066 0.035631569 12 -1.446360061 -0.176183066 13 0.492741919 -1.446360061 14 0.045463586 0.492741919 15 1.606990688 0.045463586 16 0.214288969 1.606990688 17 0.275787915 0.214288969 18 0.277787319 0.275787915 19 -0.785840120 0.277787319 20 -0.776537400 -0.785840120 21 0.691742887 -0.776537400 22 -1.313828903 0.691742887 23 1.619584871 -1.313828903 24 1.043015615 1.619584871 25 1.432413708 1.043015615 26 0.772900674 1.432413708 27 0.100932481 0.772900674 28 0.381202484 0.100932481 29 0.230296432 0.381202484 30 -0.040092102 0.230296432 31 2.441410163 -0.040092102 32 -1.902251985 2.441410163 33 -0.486145853 -1.902251985 34 2.133337670 -0.486145853 35 0.343070444 2.133337670 36 -0.091465163 0.343070444 37 -0.843124214 -0.091465163 38 -0.015085263 -0.843124214 39 0.397802821 -0.015085263 40 1.367669560 0.397802821 41 1.292092439 1.367669560 42 -1.136391180 1.292092439 43 -2.268860053 -1.136391180 44 0.244330135 -2.268860053 45 -0.661937374 0.244330135 46 0.800679363 -0.661937374 47 -2.854882461 0.800679363 48 -1.153835820 -2.854882461 49 2.197295745 -1.153835820 50 -1.459826769 2.197295745 51 -0.289481901 -1.459826769 52 -0.437073906 -0.289481901 53 2.283797233 -0.437073906 54 -2.856411772 2.283797233 55 -0.783538303 -2.856411772 56 0.959531222 -0.783538303 57 -1.926731909 0.959531222 58 -0.031640221 -1.926731909 59 -6.584418736 -0.031640221 60 1.054729801 -6.584418736 61 3.064763252 1.054729801 62 -1.158664931 3.064763252 63 3.006582198 -1.158664931 64 -0.131552737 3.006582198 65 0.591859900 -0.131552737 66 2.039593180 0.591859900 67 -3.300716287 2.039593180 68 0.583720010 -3.300716287 69 3.443159400 0.583720010 70 0.641489680 3.443159400 71 -0.315921397 0.641489680 72 -0.761927428 -0.315921397 73 -0.842915917 -0.761927428 74 1.847063215 -0.842915917 75 -2.626221234 1.847063215 76 -0.642874197 -2.626221234 77 0.104507348 -0.642874197 78 -1.225060579 0.104507348 79 1.507073377 -1.225060579 80 0.754991347 1.507073377 81 -3.312302406 0.754991347 82 3.624467054 -3.312302406 83 2.285555024 3.624467054 84 -1.187232603 2.285555024 85 0.840922001 -1.187232603 86 1.865834004 0.840922001 87 0.054479140 1.865834004 88 3.273174284 0.054479140 89 2.301654449 3.273174284 90 -0.290674025 2.301654449 91 2.212197758 -0.290674025 92 1.503652465 2.212197758 93 0.301428828 1.503652465 94 0.036385959 0.301428828 95 0.512499079 0.036385959 96 0.096176015 0.512499079 97 0.124429983 0.096176015 98 0.232048106 0.124429983 99 0.057891722 0.232048106 100 -0.018309236 0.057891722 101 -1.680696671 -0.018309236 102 -1.751763620 -1.680696671 103 1.537210467 -1.751763620 104 0.534551387 1.537210467 105 -2.759771593 0.534551387 106 -0.198943224 -2.759771593 107 -0.207868895 -0.198943224 108 -1.256544274 -0.207868895 109 2.333589808 -1.256544274 110 2.518341830 2.333589808 111 0.710006901 2.518341830 112 0.601577026 0.710006901 113 0.242398419 0.601577026 114 -0.615654355 0.242398419 115 -1.418994826 -0.615654355 116 -0.827045372 -1.418994826 117 0.961682394 -0.827045372 118 -3.112191850 0.961682394 119 -0.188455975 -3.112191850 120 -1.679212219 -0.188455975 121 -2.494288777 -1.679212219 122 2.599090511 -2.494288777 123 1.310102337 2.599090511 124 0.261131312 1.310102337 125 -2.116732247 0.261131312 126 0.086068020 -2.116732247 127 -0.922914764 0.086068020 128 0.458504793 -0.922914764 129 -0.261586917 0.458504793 130 3.563365511 -0.261586917 131 0.811282141 3.563365511 132 -1.189496791 0.811282141 133 3.496755216 -1.189496791 134 0.904352372 3.496755216 135 0.889844498 0.904352372 136 0.401934528 0.889844498 137 -0.092404035 0.401934528 138 1.933850776 -0.092404035 139 1.435617170 1.933850776 140 -0.214994001 1.435617170 141 2.236257554 -0.214994001 142 -1.738148061 2.236257554 143 -3.547553981 -1.738148061 144 -2.833168878 -3.547553981 145 -2.534567840 -2.833168878 146 -1.329027311 -2.534567840 147 -1.154031850 -1.329027311 148 0.026913931 -1.154031850 149 2.576323843 0.026913931 150 0.252173957 2.576323843 151 -0.488203763 0.252173957 152 0.507466786 -0.488203763 153 2.331046010 0.507466786 154 0.767948848 2.331046010 155 -3.401508839 0.767948848 156 -2.992741202 -3.401508839 157 0.590241203 -2.992741202 158 0.722575696 0.590241203 159 -2.322267874 0.722575696 160 -0.117652596 -2.322267874 161 0.008471883 -0.117652596 162 -0.515751987 0.008471883 163 -4.563408427 -0.515751987 164 1.893269080 -4.563408427 165 0.800583108 1.893269080 166 -2.764662205 0.800583108 167 -7.064061328 -2.764662205 168 0.150978461 -7.064061328 169 2.186674831 0.150978461 170 5.957652300 2.186674831 171 -2.495639750 5.957652300 172 2.049760169 -2.495639750 173 0.921420232 2.049760169 174 1.775830737 0.921420232 175 0.422962813 1.775830737 176 2.233453679 0.422962813 177 0.385031747 2.233453679 178 -4.155793331 0.385031747 179 -1.004298643 -4.155793331 180 -1.786577051 -1.004298643 181 0.121260006 -1.786577051 182 0.132351144 0.121260006 183 -1.058951471 0.132351144 184 3.998115587 -1.058951471 185 0.955782886 3.998115587 186 -0.164762684 0.955782886 187 1.837990299 -0.164762684 188 -3.452623957 1.837990299 189 2.787181585 -3.452623957 190 0.069787238 2.787181585 191 2.126166299 0.069787238 192 1.283796647 2.126166299 193 2.257157341 1.283796647 194 0.915276795 2.257157341 195 0.325285677 0.915276795 196 -4.614437512 0.325285677 197 -1.300884023 -4.614437512 198 -0.967951534 -1.300884023 199 2.869131624 -0.967951534 200 1.155931152 2.869131624 201 0.263803810 1.155931152 202 0.278316562 0.263803810 203 -1.395327119 0.278316562 204 -2.588979104 -1.395327119 205 -0.526682339 -2.588979104 206 -2.972398450 -0.526682339 207 -2.634609323 -2.972398450 208 4.238024119 -2.634609323 209 1.254838926 4.238024119 210 3.017819839 1.254838926 211 1.657840288 3.017819839 212 -1.827405197 1.657840288 213 2.285852222 -1.827405197 214 -2.693321719 2.285852222 215 2.734397393 -2.693321719 216 1.657619281 2.734397393 217 1.820831460 1.657619281 218 1.042301015 1.820831460 219 0.815701661 1.042301015 220 -1.823777396 0.815701661 221 -1.136322398 -1.823777396 222 -1.260102481 -1.136322398 223 2.912351926 -1.260102481 224 -1.606646203 2.912351926 225 -0.069768925 -1.606646203 226 1.693585396 -0.069768925 227 1.532705628 1.693585396 228 0.272176073 1.532705628 229 3.138014318 0.272176073 230 -0.357205560 3.138014318 231 -0.105398722 -0.357205560 232 -0.933854703 -0.105398722 233 4.101071342 -0.933854703 234 1.709690875 4.101071342 235 0.888900566 1.709690875 236 -0.712804331 0.888900566 237 1.232945379 -0.712804331 238 1.186088924 1.232945379 239 0.622663302 1.186088924 240 1.456883676 0.622663302 241 -1.814224811 1.456883676 242 -0.019743982 -1.814224811 243 -0.508100135 -0.019743982 244 0.453801510 -0.508100135 245 0.934150735 0.453801510 246 2.193391418 0.934150735 247 2.022361190 2.193391418 248 0.943353806 2.022361190 249 0.710321610 0.943353806 250 -1.384857744 0.710321610 251 -0.687995746 -1.384857744 252 0.653546519 -0.687995746 253 -2.477998081 0.653546519 254 0.981287981 -2.477998081 255 -1.597011425 0.981287981 256 1.235469497 -1.597011425 257 3.069688546 1.235469497 258 2.984968440 3.069688546 259 -0.979836431 2.984968440 260 1.778268579 -0.979836431 261 -1.114190889 1.778268579 262 1.838470971 -1.114190889 263 -3.306994484 1.838470971 264 -3.261977500 -3.306994484 265 0.808797752 -3.261977500 266 -3.430245542 0.808797752 267 0.017472987 -3.430245542 268 2.485901218 0.017472987 269 0.330794748 2.485901218 270 1.174784069 0.330794748 271 -2.786249466 1.174784069 272 -1.632090098 -2.786249466 273 -1.614459045 -1.632090098 274 -0.211918209 -1.614459045 275 -0.489052891 -0.211918209 276 -0.532315875 -0.489052891 277 -0.216590012 -0.532315875 278 0.105399643 -0.216590012 279 -0.147181977 0.105399643 280 -1.158451728 -0.147181977 281 -1.442442610 -1.158451728 282 -0.320573453 -1.442442610 283 0.950721488 -0.320573453 284 -2.487385315 0.950721488 285 0.283870385 -2.487385315 286 0.068204397 0.283870385 287 0.247385858 0.068204397 288 -0.102727734 0.247385858 289 -0.688645891 -0.102727734 290 -0.048189265 -0.688645891 291 -0.512227970 -0.048189265 292 -1.598848805 -0.512227970 293 0.337323633 -1.598848805 294 2.384788536 0.337323633 295 1.089071197 2.384788536 296 3.439910710 1.089071197 297 -2.406910188 3.439910710 298 -1.950510882 -2.406910188 299 0.042777473 -1.950510882 300 1.429482973 0.042777473 301 0.991599359 1.429482973 302 -1.770125234 0.991599359 303 -2.725398201 -1.770125234 304 0.782406828 -2.725398201 305 -0.272350355 0.782406828 306 -0.777074790 -0.272350355 307 1.361998435 -0.777074790 308 -0.063825413 1.361998435 309 0.233989081 -0.063825413 310 -2.456456733 0.233989081 311 -0.753384700 -2.456456733 312 1.269085204 -0.753384700 313 0.288501971 1.269085204 314 -1.826985610 0.288501971 315 0.380577824 -1.826985610 316 -0.036656624 0.380577824 317 0.040009332 -0.036656624 318 -0.591557190 0.040009332 319 -0.001419534 -0.591557190 320 -0.292523906 -0.001419534 321 -0.209726282 -0.292523906 322 4.229979581 -0.209726282 323 -2.788838618 4.229979581 324 0.524675365 -2.788838618 325 0.389406788 0.524675365 326 0.335974183 0.389406788 327 -3.631232496 0.335974183 328 2.821227555 -3.631232496 329 -0.671535819 2.821227555 330 -0.290762174 -0.671535819 331 -0.350602535 -0.290762174 332 -0.119330873 -0.350602535 333 -3.331455918 -0.119330873 334 -1.682907260 -3.331455918 335 1.131723567 -1.682907260 336 -2.832316874 1.131723567 337 2.307450848 -2.832316874 338 3.748234413 2.307450848 339 0.296613846 3.748234413 340 -1.017754771 0.296613846 341 -0.272343976 -1.017754771 342 -0.980964583 -0.272343976 343 0.992512055 -0.980964583 344 -4.700172598 0.992512055 345 -1.397287712 -4.700172598 346 -3.440444480 -1.397287712 347 -0.698662699 -3.440444480 348 -1.294638870 -0.698662699 349 -2.745326887 -1.294638870 350 -6.738345040 -2.745326887 351 -1.168984354 -6.738345040 352 -6.567605457 -1.168984354 353 6.709432686 -6.567605457 354 1.927805591 6.709432686 355 1.435283794 1.927805591 356 -5.683624619 1.435283794 357 -1.866713852 -5.683624619 358 2.059355063 -1.866713852 359 -0.741300011 2.059355063 360 -0.015584430 -0.741300011 361 -2.701914916 -0.015584430 362 -0.334980334 -2.701914916 363 -5.628232326 -0.334980334 364 2.802411679 -5.628232326 365 1.192035988 2.802411679 366 5.292767816 1.192035988 367 -0.837937427 5.292767816 368 -1.013743144 -0.837937427 369 8.640887330 -1.013743144 370 -2.471640115 8.640887330 371 0.826696612 -2.471640115 372 0.521076959 0.826696612 373 -1.940912601 0.521076959 374 -0.144200512 -1.940912601 375 1.569609790 -0.144200512 376 -5.558724788 1.569609790 377 0.555325858 -5.558724788 378 -1.757079577 0.555325858 379 -0.692099796 -1.757079577 380 -0.203754875 -0.692099796 381 -3.053135988 -0.203754875 382 0.241337655 -3.053135988 383 2.913557457 0.241337655 384 0.011273638 2.913557457 385 0.036197281 0.011273638 386 1.512583547 0.036197281 387 0.769751524 1.512583547 388 -2.868243640 0.769751524 389 -0.118283271 -2.868243640 390 0.898131949 -0.118283271 391 -0.059735761 0.898131949 392 0.045359467 -0.059735761 393 2.330582596 0.045359467 394 0.546300515 2.330582596 > 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/7v9bu1261129985.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8yw2p1261129985.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/90iwt1261129985.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/1035hs1261129985.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11tl3b1261129985.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/12j5p01261129986.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/13u1vu1261129986.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/14bzrw1261129986.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/15e59i1261129986.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/16adg41261129986.tab") + } > > try(system("convert tmp/1a8ix1261129985.ps tmp/1a8ix1261129985.png",intern=TRUE)) character(0) > try(system("convert tmp/2kvqf1261129985.ps tmp/2kvqf1261129985.png",intern=TRUE)) character(0) > try(system("convert tmp/3zmhr1261129985.ps tmp/3zmhr1261129985.png",intern=TRUE)) character(0) > try(system("convert tmp/45nk21261129985.ps tmp/45nk21261129985.png",intern=TRUE)) character(0) > try(system("convert tmp/5zcon1261129985.ps tmp/5zcon1261129985.png",intern=TRUE)) character(0) > try(system("convert tmp/6kh6u1261129985.ps tmp/6kh6u1261129985.png",intern=TRUE)) character(0) > try(system("convert tmp/7v9bu1261129985.ps tmp/7v9bu1261129985.png",intern=TRUE)) character(0) > try(system("convert tmp/8yw2p1261129985.ps tmp/8yw2p1261129985.png",intern=TRUE)) character(0) > try(system("convert tmp/90iwt1261129985.ps tmp/90iwt1261129985.png",intern=TRUE)) character(0) > try(system("convert tmp/1035hs1261129985.ps tmp/1035hs1261129985.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 9.831 2.128 10.524