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
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+ ,-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
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[18,] 1.265361e-04 2.530722e-04 0.99987346
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[21,] 9.317567e-05 1.863513e-04 0.99990682
[22,] 6.730456e-05 1.346091e-04 0.99993270
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[32,] 6.777097e-06 1.355419e-05 0.99999322
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[38,] 3.270960e-07 6.541920e-07 0.99999967
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[41,] 8.725077e-07 1.745015e-06 0.99999913
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[44,] 2.882457e-06 5.764913e-06 0.99999712
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[47,] 3.559253e-06 7.118505e-06 0.99999644
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[88,] 6.043679e-03 1.208736e-02 0.99395632
[89,] 5.329864e-03 1.065973e-02 0.99467014
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[108,] 3.222133e-04 6.444266e-04 0.99967779
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[113,] 9.668371e-05 1.933674e-04 0.99990332
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[126,] 3.871572e-05 7.743144e-05 0.99996128
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[283,] 2.397830e-04 4.795660e-04 0.99976022
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[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
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[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
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[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