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(3.22 + ,157 + ,2.88 + ,3.29 + ,3.98 + ,3.88 + ,3.62 + ,157.4 + ,3.22 + ,2.88 + ,3.29 + ,3.98 + ,3.82 + ,157.2 + ,3.62 + ,3.22 + ,2.88 + ,3.29 + ,3.54 + ,157.5 + ,3.82 + ,3.62 + ,3.22 + ,2.88 + ,2.53 + ,158 + ,3.54 + ,3.82 + ,3.62 + ,3.22 + ,2.22 + ,158.5 + ,2.53 + ,3.54 + ,3.82 + ,3.62 + ,2.85 + ,159 + ,2.22 + ,2.53 + ,3.54 + ,3.82 + ,2.78 + ,159.3 + ,2.85 + ,2.22 + ,2.53 + ,3.54 + ,2.28 + ,160 + ,2.78 + ,2.85 + ,2.22 + ,2.53 + ,2.26 + ,160.8 + ,2.28 + ,2.78 + ,2.85 + ,2.22 + ,2.71 + ,161.9 + ,2.26 + ,2.28 + ,2.78 + ,2.85 + ,2.77 + ,162.5 + ,2.71 + ,2.26 + ,2.28 + ,2.78 + ,2.77 + ,162.7 + ,2.77 + ,2.71 + ,2.26 + ,2.28 + ,2.64 + ,162.8 + ,2.77 + ,2.77 + ,2.71 + ,2.26 + ,2.56 + ,162.9 + ,2.64 + ,2.77 + ,2.77 + ,2.71 + ,2.07 + ,163 + ,2.56 + ,2.64 + ,2.77 + ,2.77 + ,2.32 + ,164 + ,2.07 + ,2.56 + ,2.64 + ,2.77 + ,2.16 + ,164.7 + ,2.32 + ,2.07 + ,2.56 + ,2.64 + ,2.23 + ,164.8 + ,2.16 + ,2.32 + ,2.07 + ,2.56 + ,2.4 + ,164.9 + ,2.23 + ,2.16 + ,2.32 + ,2.07 + ,2.84 + ,165 + ,2.4 + ,2.23 + ,2.16 + ,2.32 + ,2.77 + ,165.8 + ,2.84 + ,2.4 + ,2.23 + ,2.16 + ,2.93 + ,166.1 + ,2.77 + ,2.84 + ,2.4 + ,2.23 + ,2.91 + ,167.2 + ,2.93 + ,2.77 + ,2.84 + ,2.4 + ,2.69 + ,167.7 + ,2.91 + ,2.93 + ,2.77 + ,2.84 + ,2.38 + ,168.3 + ,2.69 + ,2.91 + ,2.93 + ,2.77 + ,2.58 + ,168.6 + ,2.38 + ,2.69 + ,2.91 + ,2.93 + ,3.19 + ,168.9 + ,2.58 + ,2.38 + ,2.69 + ,2.91 + ,2.82 + ,169.1 + ,3.19 + ,2.58 + ,2.38 + ,2.69 + ,2.72 + ,169.5 + ,2.82 + ,3.19 + ,2.58 + ,2.38 + ,2.53 + ,169.6 + ,2.72 + ,2.82 + ,3.19 + ,2.58 + ,2.7 + ,169.7 + ,2.53 + ,2.72 + ,2.82 + ,3.19 + ,2.42 + ,169.8 + ,2.7 + ,2.53 + ,2.72 + ,2.82 + ,2.5 + ,170.4 + ,2.42 + ,2.7 + ,2.53 + ,2.72 + ,2.31 + ,170.9 + ,2.5 + ,2.42 + ,2.7 + ,2.53 + ,2.41 + ,171.9 + ,2.31 + ,2.5 + ,2.42 + ,2.7 + ,2.56 + ,171.9 + ,2.41 + ,2.31 + ,2.5 + ,2.42 + ,2.76 + ,172 + ,2.56 + ,2.41 + ,2.31 + ,2.5 + ,2.71 + ,172 + ,2.76 + ,2.56 + ,2.41 + ,2.31 + ,2.44 + ,172.4 + ,2.71 + ,2.76 + ,2.56 + ,2.41 + ,2.46 + ,173 + ,2.44 + ,2.71 + ,2.76 + ,2.56 + ,2.12 + ,173.7 + ,2.46 + ,2.44 + ,2.71 + ,2.76 + ,1.99 + ,173.8 + ,2.12 + ,2.46 + ,2.44 + ,2.71 + ,1.86 + ,173.8 + ,1.99 + ,2.12 + ,2.46 + ,2.44 + ,1.88 + ,173.9 + ,1.86 + ,1.99 + ,2.12 + ,2.46 + ,1.82 + ,174.6 + ,1.88 + ,1.86 + ,1.99 + ,2.12 + ,1.74 + ,175 + ,1.82 + ,1.88 + ,1.86 + ,1.99 + ,1.71 + ,175.9 + ,1.74 + ,1.82 + ,1.88 + ,1.86 + ,1.38 + ,176 + ,1.71 + ,1.74 + ,1.82 + ,1.88 + ,1.27 + ,175.1 + ,1.38 + ,1.71 + ,1.74 + ,1.82 + ,1.19 + ,175.6 + ,1.27 + ,1.38 + ,1.71 + ,1.74 + ,1.28 + ,175.9 + ,1.19 + ,1.27 + ,1.38 + ,1.71 + ,1.19 + ,176.7 + ,1.28 + ,1.19 + ,1.27 + ,1.38 + ,1.22 + ,176.1 + ,1.19 + ,1.28 + ,1.19 + ,1.27 + ,1.47 + ,176.1 + ,1.22 + ,1.19 + ,1.28 + ,1.19 + ,1.46 + ,176.2 + ,1.47 + ,1.22 + ,1.19 + ,1.28 + ,1.96 + ,176.3 + ,1.46 + ,1.47 + ,1.22 + ,1.19 + ,1.88 + ,177.8 + ,1.96 + ,1.46 + ,1.47 + ,1.22 + ,2.03 + ,178.5 + ,1.88 + ,1.96 + ,1.46 + ,1.47 + ,2.04 + ,179.4 + ,2.03 + ,1.88 + ,1.96 + ,1.46 + ,1.9 + ,179.5 + ,2.04 + ,2.03 + ,1.88 + ,1.96 + ,1.8 + ,179.6 + ,1.9 + ,2.04 + ,2.03 + ,1.88 + ,1.92 + ,179.7 + ,1.8 + ,1.9 + ,2.04 + ,2.03 + ,1.92 + ,179.7 + ,1.92 + ,1.8 + ,1.9 + ,2.04 + ,1.97 + ,179.8 + ,1.92 + ,1.92 + ,1.8 + ,1.9 + ,2.46 + ,179.9 + ,1.97 + ,1.92 + ,1.92 + ,1.8 + ,2.36 + ,180.2 + ,2.46 + ,1.97 + ,1.92 + ,1.92 + ,2.53 + ,180.4 + ,2.36 + ,2.46 + ,1.97 + ,1.92 + ,2.31 + ,180.4 + ,2.53 + ,2.36 + ,2.46 + ,1.97 + ,1.98 + ,181.3 + ,2.31 + ,2.53 + ,2.36 + ,2.46 + ,1.46 + ,181.9 + ,1.98 + ,2.31 + ,2.53 + ,2.36 + ,1.26 + ,182.5 + ,1.46 + ,1.98 + ,2.31 + ,2.53 + ,1.58 + ,182.7 + ,1.26 + ,1.46 + ,1.98 + ,2.31 + ,1.74 + ,183.1 + ,1.58 + ,1.26 + ,1.46 + ,1.98 + ,1.89 + ,183.6 + ,1.74 + ,1.58 + ,1.26 + ,1.46 + ,1.85 + ,183.7 + ,1.89 + ,1.74 + ,1.58 + ,1.26 + ,1.62 + ,183.8 + ,1.85 + ,1.89 + ,1.74 + ,1.58 + ,1.3 + ,183.9 + ,1.62 + ,1.85 + ,1.89 + ,1.74 + ,1.42 + ,184.1 + ,1.3 + ,1.62 + ,1.85 + ,1.89 + ,1.15 + ,184.4 + ,1.42 + ,1.3 + ,1.62 + ,1.85 + ,0.42 + ,184.5 + ,1.15 + ,1.42 + ,1.3 + ,1.62 + ,0.74 + ,185.9 + ,0.42 + ,1.15 + ,1.42 + ,1.3 + ,1.02 + ,186.6 + ,0.74 + ,0.42 + ,1.15 + ,1.42 + ,1.51 + ,187.6 + ,1.02 + ,0.74 + ,0.42 + ,1.15 + ,1.86 + ,187.8 + ,1.51 + ,1.02 + ,0.74 + ,0.42 + ,1.59 + ,187.9 + ,1.86 + ,1.51 + ,1.02 + ,0.74 + ,1.03 + ,188 + ,1.59 + ,1.86 + ,1.51 + ,1.02 + ,0.44 + ,188.3 + ,1.03 + ,1.59 + ,1.86 + ,1.51 + ,0.82 + ,188.4 + ,0.44 + ,1.03 + ,1.59 + ,1.86 + ,0.86 + ,188.5 + ,0.82 + ,0.44 + ,1.03 + ,1.59 + ,0.58 + ,188.5 + ,0.86 + ,0.82 + ,0.44 + ,1.03 + ,0.59 + ,188.6 + ,0.58 + ,0.86 + ,0.82 + ,0.44 + ,0.95 + ,188.6 + ,0.59 + ,0.58 + ,0.86 + ,0.82 + ,0.98 + ,189.4 + ,0.95 + ,0.59 + ,0.58 + ,0.86 + ,1.23 + ,190 + ,0.98 + ,0.95 + ,0.59 + ,0.58 + ,1.17 + ,191.9 + ,1.23 + ,0.98 + ,0.95 + ,0.59 + ,0.84 + ,192.5 + ,1.17 + ,1.23 + ,0.98 + ,0.95 + ,0.74 + ,193 + ,0.84 + ,1.17 + ,1.23 + ,0.98 + ,0.65 + ,193.5 + ,0.74 + ,0.84 + ,1.17 + ,1.23 + ,0.91 + ,193.9 + ,0.65 + ,0.74 + ,0.84 + ,1.17 + ,1.19 + ,194.2 + ,0.91 + ,0.65 + ,0.74 + ,0.84 + ,1.3 + ,194.9 + ,1.19 + ,0.91 + ,0.65 + ,0.74 + ,1.53 + ,194.9 + ,1.3 + ,1.19 + ,0.91 + ,0.65 + ,1.94 + ,194.9 + ,1.53 + ,1.3 + ,1.19 + ,0.91 + ,1.79 + ,194.9 + ,1.94 + ,1.53 + ,1.3 + ,1.19 + ,1.95 + ,195.5 + ,1.79 + ,1.94 + ,1.53 + ,1.3 + ,2.26 + ,196 + ,1.95 + ,1.79 + ,1.94 + ,1.53 + ,2.04 + ,196.2 + ,2.26 + ,1.95 + ,1.79 + ,1.94 + ,2.16 + ,196.2 + ,2.04 + ,2.26 + ,1.95 + ,1.79 + ,2.75 + ,196.2 + ,2.16 + ,2.04 + ,2.26 + ,1.95 + ,2.79 + ,196.2 + ,2.75 + ,2.16 + ,2.04 + ,2.26 + ,2.88 + ,197 + ,2.79 + ,2.75 + ,2.16 + ,2.04 + ,3.36 + ,197.7 + ,2.88 + ,2.79 + ,2.75 + ,2.16 + ,2.97 + ,198 + ,3.36 + ,2.88 + ,2.79 + ,2.75 + ,3.1 + ,198.2 + ,2.97 + ,3.36 + ,2.88 + ,2.79 + ,2.49 + ,198.5 + ,3.1 + ,2.97 + ,3.36 + ,2.88 + ,2.2 + ,198.6 + ,2.49 + ,3.1 + ,2.97 + ,3.36 + ,2.25 + ,199.5 + ,2.2 + ,2.49 + ,3.1 + ,2.97 + ,2.09 + ,200 + ,2.25 + ,2.2 + ,2.49 + ,3.1 + ,2.79 + ,201.3 + ,2.09 + ,2.25 + ,2.2 + ,2.49 + ,3.14 + ,202.2 + ,2.79 + ,2.09 + ,2.25 + ,2.2 + ,2.93 + ,202.9 + ,3.14 + ,2.79 + ,2.09 + ,2.25 + ,2.65 + ,203.5 + ,2.93 + ,3.14 + ,2.79 + ,2.09 + ,2.67 + ,203.5 + ,2.65 + ,2.93 + ,3.14 + ,2.79 + ,2.26 + ,204 + ,2.67 + ,2.65 + ,2.93 + ,3.14 + ,2.35 + ,204.1 + ,2.26 + ,2.67 + ,2.65 + ,2.93 + ,2.13 + ,204.3 + ,2.35 + ,2.26 + ,2.67 + ,2.65 + ,2.18 + ,204.5 + ,2.13 + ,2.35 + ,2.26 + ,2.67 + ,2.9 + ,204.8 + ,2.18 + ,2.13 + ,2.35 + ,2.26 + ,2.63 + ,205.1 + ,2.9 + ,2.18 + ,2.13 + ,2.35 + ,2.67 + ,205.7 + ,2.63 + ,2.9 + ,2.18 + ,2.13 + ,1.81 + ,206.5 + ,2.67 + ,2.63 + ,2.9 + ,2.18 + ,1.33 + ,206.9 + ,1.81 + ,2.67 + ,2.63 + ,2.9 + ,0.88 + ,207.1 + ,1.33 + ,1.81 + ,2.67 + ,2.63 + ,1.28 + ,207.8 + ,0.88 + ,1.33 + ,1.81 + ,2.67 + ,1.26 + ,208 + ,1.28 + ,0.88 + ,1.33 + ,1.81 + ,1.26 + ,208.5 + ,1.26 + ,1.28 + ,0.88 + ,1.33 + ,1.29 + ,208.6 + ,1.26 + ,1.26 + ,1.28 + ,0.88 + ,1.1 + ,209 + ,1.29 + ,1.26 + ,1.26 + ,1.28 + ,1.37 + ,209.1 + ,1.1 + ,1.29 + ,1.26 + ,1.26 + ,1.21 + ,209.7 + ,1.37 + ,1.1 + ,1.29 + ,1.26 + ,1.74 + ,209.8 + ,1.21 + ,1.37 + ,1.1 + ,1.29 + ,1.76 + ,209.9 + ,1.74 + ,1.21 + ,1.37 + ,1.1 + ,1.48 + ,210 + ,1.76 + ,1.74 + ,1.21 + ,1.37 + ,1.04 + ,210.8 + ,1.48 + ,1.76 + ,1.74 + ,1.21 + ,1.62 + ,211.4 + ,1.04 + ,1.48 + ,1.76 + ,1.74 + ,1.49 + ,211.7 + ,1.62 + ,1.04 + ,1.48 + ,1.76 + ,1.79 + ,212 + ,1.49 + ,1.62 + ,1.04 + ,1.48 + ,1.8 + ,212.2 + ,1.79 + ,1.49 + ,1.62 + ,1.04 + ,1.58 + ,212.4 + ,1.8 + ,1.79 + ,1.49 + ,1.62 + ,1.86 + ,212.9 + ,1.58 + ,1.8 + ,1.79 + ,1.49 + ,1.74 + ,213.4 + ,1.86 + ,1.58 + ,1.8 + ,1.79 + ,1.59 + ,213.7 + ,1.74 + ,1.86 + ,1.58 + ,1.8 + ,1.26 + ,214 + ,1.59 + ,1.74 + ,1.86 + ,1.58 + ,1.13 + ,214.3 + ,1.26 + ,1.59 + ,1.74 + ,1.86 + ,1.92 + ,214.8 + ,1.13 + ,1.26 + ,1.59 + ,1.74 + ,2.61 + ,215 + ,1.92 + ,1.13 + ,1.26 + ,1.59 + ,2.26 + ,215.9 + ,2.61 + ,1.92 + ,1.13 + ,1.26 + ,2.41 + ,216.4 + ,2.26 + ,2.61 + ,1.92 + ,1.13 + ,2.26 + ,216.9 + ,2.41 + ,2.26 + ,2.61 + ,1.92 + ,2.03 + ,217.2 + ,2.26 + ,2.41 + ,2.26 + ,2.61 + ,2.86 + ,217.5 + ,2.03 + ,2.26 + ,2.41 + ,2.26 + ,2.55 + ,217.9 + ,2.86 + ,2.03 + ,2.26 + ,2.41 + ,2.27 + ,218.1 + ,2.55 + ,2.86 + ,2.03 + ,2.26 + ,2.26 + ,218.6 + ,2.27 + ,2.55 + ,2.86 + ,2.03 + ,2.57 + ,218.9 + ,2.26 + ,2.27 + ,2.55 + ,2.86 + ,3.07 + ,219.3 + ,2.57 + ,2.26 + ,2.27 + ,2.55 + ,2.76 + ,220.4 + ,3.07 + ,2.57 + ,2.26 + ,2.27 + ,2.51 + ,220.9 + ,2.76 + ,3.07 + ,2.57 + ,2.26 + ,2.87 + ,221 + ,2.51 + ,2.76 + ,3.07 + ,2.57 + ,3.14 + ,221.8 + ,2.87 + ,2.51 + ,2.76 + ,3.07 + ,3.11 + ,222 + ,3.14 + ,2.87 + ,2.51 + ,2.76 + ,3.16 + ,222.2 + ,3.11 + ,3.14 + ,2.87 + ,2.51 + ,2.47 + ,222.5 + ,3.16 + ,3.11 + ,3.14 + ,2.87 + ,2.57 + ,222.9 + ,2.47 + ,3.16 + ,3.11 + ,3.14 + ,2.89 + ,223.1 + ,2.57 + ,2.47 + ,3.16 + ,3.11 + ,2.63 + ,223.4 + ,2.89 + ,2.57 + ,2.47 + ,3.16 + ,2.38 + ,224 + ,2.63 + ,2.89 + ,2.57 + ,2.47 + ,1.69 + ,225.1 + ,2.38 + ,2.63 + ,2.89 + ,2.57 + ,1.96 + ,225.5 + ,1.69 + ,2.38 + ,2.63 + ,2.89 + ,2.19 + ,225.9 + ,1.96 + ,1.69 + ,2.38 + ,2.63 + ,1.87 + ,226.3 + ,2.19 + ,1.96 + ,1.69 + ,2.38 + ,1.6 + ,226.5 + ,1.87 + ,2.19 + ,1.96 + ,1.69 + ,1.63 + ,227 + ,1.6 + ,1.87 + ,2.19 + ,1.96 + ,1.22 + ,227.3 + ,1.63 + ,1.6 + ,1.87 + ,2.19 + ,1.21 + ,227.8 + ,1.22 + ,1.63 + ,1.6 + ,1.87 + ,1.49 + ,228.1 + ,1.21 + ,1.22 + ,1.63 + ,1.6 + ,1.64 + ,228.4 + ,1.49 + ,1.21 + ,1.22 + ,1.63 + ,1.66 + ,228.5 + ,1.64 + ,1.49 + ,1.21 + ,1.22 + ,1.77 + ,228.8 + ,1.66 + ,1.64 + ,1.49 + ,1.21 + ,1.82 + ,229 + ,1.77 + ,1.66 + ,1.64 + ,1.49 + ,1.78 + ,229.1 + ,1.82 + ,1.77 + ,1.66 + ,1.64 + ,1.28 + ,229.3 + ,1.78 + ,1.82 + ,1.77 + ,1.66 + ,1.29 + ,229.6 + ,1.28 + ,1.78 + ,1.82 + ,1.77 + ,1.37 + ,229.9 + ,1.29 + ,1.28 + ,1.78 + ,1.82 + ,1.12 + ,230 + ,1.37 + ,1.29 + ,1.28 + ,1.78 + ,1.51 + ,230.2 + ,1.12 + ,1.37 + ,1.29 + ,1.28 + ,2.24 + ,230.8 + ,1.51 + ,1.12 + ,1.37 + ,1.29 + ,2.94 + ,231 + ,2.24 + ,1.51 + ,1.12 + ,1.37 + ,3.09 + ,231.7 + ,2.94 + ,2.24 + ,1.51 + ,1.12 + ,3.46 + ,231.9 + ,3.09 + ,2.94 + ,2.24 + ,1.51 + ,3.64 + ,233 + ,3.46 + ,3.09 + ,2.94 + ,2.24 + ,4.39 + ,235.1 + ,3.64 + ,3.46 + ,3.09 + ,2.94 + ,4.15 + ,236 + ,4.39 + ,3.64 + ,3.46 + ,3.09 + ,5.21 + ,236.9 + ,4.15 + ,4.39 + ,3.64 + ,3.46 + ,5.8 + ,237.1 + ,5.21 + ,4.15 + ,4.39 + ,3.64 + ,5.91 + ,237.5 + ,5.8 + ,5.21 + ,4.15 + ,4.39 + ,5.39 + ,238.2 + ,5.91 + ,5.8 + ,5.21 + ,4.15 + ,5.46 + ,238.9 + ,5.39 + ,5.91 + ,5.8 + ,5.21 + ,4.72 + ,239.1 + ,5.46 + ,5.39 + ,5.91 + ,5.8 + ,3.14 + ,240 + ,4.72 + ,5.46 + ,5.39 + ,5.91 + ,2.63 + ,240.2 + ,3.14 + ,4.72 + ,5.46 + ,5.39 + ,2.32 + ,240.5 + ,2.63 + ,3.14 + ,4.72 + ,5.46 + ,1.93 + ,240.7 + ,2.32 + ,2.63 + ,3.14 + ,4.72 + ,0.62 + ,241.1 + ,1.93 + ,2.32 + ,2.63 + ,3.14 + ,0.6 + ,241.4 + ,0.62 + ,1.93 + ,2.32 + ,2.63 + ,-0.37 + ,242.2 + ,0.6 + ,0.62 + ,1.93 + ,2.32 + ,-1.1 + ,242.9 + ,-0.37 + ,0.6 + ,0.62 + ,1.93 + ,-1.68 + ,243.2 + ,-1.1 + ,-0.37 + ,0.6 + ,0.62 + ,-0.78 + ,243.9 + ,-1.68 + ,-1.1 + ,-0.37 + ,0.6) + ,dim=c(6 + ,220) + ,dimnames=list(c('Y' + ,'X' + ,'Y1' + ,'Y2' + ,'Y3' + ,'Y4') + ,1:220)) > y <- array(NA,dim=c(6,220),dimnames=list(c('Y','X','Y1','Y2','Y3','Y4'),1:220)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > par3 = 'Linear Trend' > par2 = 'Include Monthly Dummies' > par1 = '1' > ylab = '' > xlab = '' > main = '' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Y X Y1 Y2 Y3 Y4 M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 3.22 157.0 2.88 3.29 3.98 3.88 1 0 0 0 0 0 0 0 0 0 0 1 2 3.62 157.4 3.22 2.88 3.29 3.98 0 1 0 0 0 0 0 0 0 0 0 2 3 3.82 157.2 3.62 3.22 2.88 3.29 0 0 1 0 0 0 0 0 0 0 0 3 4 3.54 157.5 3.82 3.62 3.22 2.88 0 0 0 1 0 0 0 0 0 0 0 4 5 2.53 158.0 3.54 3.82 3.62 3.22 0 0 0 0 1 0 0 0 0 0 0 5 6 2.22 158.5 2.53 3.54 3.82 3.62 0 0 0 0 0 1 0 0 0 0 0 6 7 2.85 159.0 2.22 2.53 3.54 3.82 0 0 0 0 0 0 1 0 0 0 0 7 8 2.78 159.3 2.85 2.22 2.53 3.54 0 0 0 0 0 0 0 1 0 0 0 8 9 2.28 160.0 2.78 2.85 2.22 2.53 0 0 0 0 0 0 0 0 1 0 0 9 10 2.26 160.8 2.28 2.78 2.85 2.22 0 0 0 0 0 0 0 0 0 1 0 10 11 2.71 161.9 2.26 2.28 2.78 2.85 0 0 0 0 0 0 0 0 0 0 1 11 12 2.77 162.5 2.71 2.26 2.28 2.78 0 0 0 0 0 0 0 0 0 0 0 12 13 2.77 162.7 2.77 2.71 2.26 2.28 1 0 0 0 0 0 0 0 0 0 0 13 14 2.64 162.8 2.77 2.77 2.71 2.26 0 1 0 0 0 0 0 0 0 0 0 14 15 2.56 162.9 2.64 2.77 2.77 2.71 0 0 1 0 0 0 0 0 0 0 0 15 16 2.07 163.0 2.56 2.64 2.77 2.77 0 0 0 1 0 0 0 0 0 0 0 16 17 2.32 164.0 2.07 2.56 2.64 2.77 0 0 0 0 1 0 0 0 0 0 0 17 18 2.16 164.7 2.32 2.07 2.56 2.64 0 0 0 0 0 1 0 0 0 0 0 18 19 2.23 164.8 2.16 2.32 2.07 2.56 0 0 0 0 0 0 1 0 0 0 0 19 20 2.40 164.9 2.23 2.16 2.32 2.07 0 0 0 0 0 0 0 1 0 0 0 20 21 2.84 165.0 2.40 2.23 2.16 2.32 0 0 0 0 0 0 0 0 1 0 0 21 22 2.77 165.8 2.84 2.40 2.23 2.16 0 0 0 0 0 0 0 0 0 1 0 22 23 2.93 166.1 2.77 2.84 2.40 2.23 0 0 0 0 0 0 0 0 0 0 1 23 24 2.91 167.2 2.93 2.77 2.84 2.40 0 0 0 0 0 0 0 0 0 0 0 24 25 2.69 167.7 2.91 2.93 2.77 2.84 1 0 0 0 0 0 0 0 0 0 0 25 26 2.38 168.3 2.69 2.91 2.93 2.77 0 1 0 0 0 0 0 0 0 0 0 26 27 2.58 168.6 2.38 2.69 2.91 2.93 0 0 1 0 0 0 0 0 0 0 0 27 28 3.19 168.9 2.58 2.38 2.69 2.91 0 0 0 1 0 0 0 0 0 0 0 28 29 2.82 169.1 3.19 2.58 2.38 2.69 0 0 0 0 1 0 0 0 0 0 0 29 30 2.72 169.5 2.82 3.19 2.58 2.38 0 0 0 0 0 1 0 0 0 0 0 30 31 2.53 169.6 2.72 2.82 3.19 2.58 0 0 0 0 0 0 1 0 0 0 0 31 32 2.70 169.7 2.53 2.72 2.82 3.19 0 0 0 0 0 0 0 1 0 0 0 32 33 2.42 169.8 2.70 2.53 2.72 2.82 0 0 0 0 0 0 0 0 1 0 0 33 34 2.50 170.4 2.42 2.70 2.53 2.72 0 0 0 0 0 0 0 0 0 1 0 34 35 2.31 170.9 2.50 2.42 2.70 2.53 0 0 0 0 0 0 0 0 0 0 1 35 36 2.41 171.9 2.31 2.50 2.42 2.70 0 0 0 0 0 0 0 0 0 0 0 36 37 2.56 171.9 2.41 2.31 2.50 2.42 1 0 0 0 0 0 0 0 0 0 0 37 38 2.76 172.0 2.56 2.41 2.31 2.50 0 1 0 0 0 0 0 0 0 0 0 38 39 2.71 172.0 2.76 2.56 2.41 2.31 0 0 1 0 0 0 0 0 0 0 0 39 40 2.44 172.4 2.71 2.76 2.56 2.41 0 0 0 1 0 0 0 0 0 0 0 40 41 2.46 173.0 2.44 2.71 2.76 2.56 0 0 0 0 1 0 0 0 0 0 0 41 42 2.12 173.7 2.46 2.44 2.71 2.76 0 0 0 0 0 1 0 0 0 0 0 42 43 1.99 173.8 2.12 2.46 2.44 2.71 0 0 0 0 0 0 1 0 0 0 0 43 44 1.86 173.8 1.99 2.12 2.46 2.44 0 0 0 0 0 0 0 1 0 0 0 44 45 1.88 173.9 1.86 1.99 2.12 2.46 0 0 0 0 0 0 0 0 1 0 0 45 46 1.82 174.6 1.88 1.86 1.99 2.12 0 0 0 0 0 0 0 0 0 1 0 46 47 1.74 175.0 1.82 1.88 1.86 1.99 0 0 0 0 0 0 0 0 0 0 1 47 48 1.71 175.9 1.74 1.82 1.88 1.86 0 0 0 0 0 0 0 0 0 0 0 48 49 1.38 176.0 1.71 1.74 1.82 1.88 1 0 0 0 0 0 0 0 0 0 0 49 50 1.27 175.1 1.38 1.71 1.74 1.82 0 1 0 0 0 0 0 0 0 0 0 50 51 1.19 175.6 1.27 1.38 1.71 1.74 0 0 1 0 0 0 0 0 0 0 0 51 52 1.28 175.9 1.19 1.27 1.38 1.71 0 0 0 1 0 0 0 0 0 0 0 52 53 1.19 176.7 1.28 1.19 1.27 1.38 0 0 0 0 1 0 0 0 0 0 0 53 54 1.22 176.1 1.19 1.28 1.19 1.27 0 0 0 0 0 1 0 0 0 0 0 54 55 1.47 176.1 1.22 1.19 1.28 1.19 0 0 0 0 0 0 1 0 0 0 0 55 56 1.46 176.2 1.47 1.22 1.19 1.28 0 0 0 0 0 0 0 1 0 0 0 56 57 1.96 176.3 1.46 1.47 1.22 1.19 0 0 0 0 0 0 0 0 1 0 0 57 58 1.88 177.8 1.96 1.46 1.47 1.22 0 0 0 0 0 0 0 0 0 1 0 58 59 2.03 178.5 1.88 1.96 1.46 1.47 0 0 0 0 0 0 0 0 0 0 1 59 60 2.04 179.4 2.03 1.88 1.96 1.46 0 0 0 0 0 0 0 0 0 0 0 60 61 1.90 179.5 2.04 2.03 1.88 1.96 1 0 0 0 0 0 0 0 0 0 0 61 62 1.80 179.6 1.90 2.04 2.03 1.88 0 1 0 0 0 0 0 0 0 0 0 62 63 1.92 179.7 1.80 1.90 2.04 2.03 0 0 1 0 0 0 0 0 0 0 0 63 64 1.92 179.7 1.92 1.80 1.90 2.04 0 0 0 1 0 0 0 0 0 0 0 64 65 1.97 179.8 1.92 1.92 1.80 1.90 0 0 0 0 1 0 0 0 0 0 0 65 66 2.46 179.9 1.97 1.92 1.92 1.80 0 0 0 0 0 1 0 0 0 0 0 66 67 2.36 180.2 2.46 1.97 1.92 1.92 0 0 0 0 0 0 1 0 0 0 0 67 68 2.53 180.4 2.36 2.46 1.97 1.92 0 0 0 0 0 0 0 1 0 0 0 68 69 2.31 180.4 2.53 2.36 2.46 1.97 0 0 0 0 0 0 0 0 1 0 0 69 70 1.98 181.3 2.31 2.53 2.36 2.46 0 0 0 0 0 0 0 0 0 1 0 70 71 1.46 181.9 1.98 2.31 2.53 2.36 0 0 0 0 0 0 0 0 0 0 1 71 72 1.26 182.5 1.46 1.98 2.31 2.53 0 0 0 0 0 0 0 0 0 0 0 72 73 1.58 182.7 1.26 1.46 1.98 2.31 1 0 0 0 0 0 0 0 0 0 0 73 74 1.74 183.1 1.58 1.26 1.46 1.98 0 1 0 0 0 0 0 0 0 0 0 74 75 1.89 183.6 1.74 1.58 1.26 1.46 0 0 1 0 0 0 0 0 0 0 0 75 76 1.85 183.7 1.89 1.74 1.58 1.26 0 0 0 1 0 0 0 0 0 0 0 76 77 1.62 183.8 1.85 1.89 1.74 1.58 0 0 0 0 1 0 0 0 0 0 0 77 78 1.30 183.9 1.62 1.85 1.89 1.74 0 0 0 0 0 1 0 0 0 0 0 78 79 1.42 184.1 1.30 1.62 1.85 1.89 0 0 0 0 0 0 1 0 0 0 0 79 80 1.15 184.4 1.42 1.30 1.62 1.85 0 0 0 0 0 0 0 1 0 0 0 80 81 0.42 184.5 1.15 1.42 1.30 1.62 0 0 0 0 0 0 0 0 1 0 0 81 82 0.74 185.9 0.42 1.15 1.42 1.30 0 0 0 0 0 0 0 0 0 1 0 82 83 1.02 186.6 0.74 0.42 1.15 1.42 0 0 0 0 0 0 0 0 0 0 1 83 84 1.51 187.6 1.02 0.74 0.42 1.15 0 0 0 0 0 0 0 0 0 0 0 84 85 1.86 187.8 1.51 1.02 0.74 0.42 1 0 0 0 0 0 0 0 0 0 0 85 86 1.59 187.9 1.86 1.51 1.02 0.74 0 1 0 0 0 0 0 0 0 0 0 86 87 1.03 188.0 1.59 1.86 1.51 1.02 0 0 1 0 0 0 0 0 0 0 0 87 88 0.44 188.3 1.03 1.59 1.86 1.51 0 0 0 1 0 0 0 0 0 0 0 88 89 0.82 188.4 0.44 1.03 1.59 1.86 0 0 0 0 1 0 0 0 0 0 0 89 90 0.86 188.5 0.82 0.44 1.03 1.59 0 0 0 0 0 1 0 0 0 0 0 90 91 0.58 188.5 0.86 0.82 0.44 1.03 0 0 0 0 0 0 1 0 0 0 0 91 92 0.59 188.6 0.58 0.86 0.82 0.44 0 0 0 0 0 0 0 1 0 0 0 92 93 0.95 188.6 0.59 0.58 0.86 0.82 0 0 0 0 0 0 0 0 1 0 0 93 94 0.98 189.4 0.95 0.59 0.58 0.86 0 0 0 0 0 0 0 0 0 1 0 94 95 1.23 190.0 0.98 0.95 0.59 0.58 0 0 0 0 0 0 0 0 0 0 1 95 96 1.17 191.9 1.23 0.98 0.95 0.59 0 0 0 0 0 0 0 0 0 0 0 96 97 0.84 192.5 1.17 1.23 0.98 0.95 1 0 0 0 0 0 0 0 0 0 0 97 98 0.74 193.0 0.84 1.17 1.23 0.98 0 1 0 0 0 0 0 0 0 0 0 98 99 0.65 193.5 0.74 0.84 1.17 1.23 0 0 1 0 0 0 0 0 0 0 0 99 100 0.91 193.9 0.65 0.74 0.84 1.17 0 0 0 1 0 0 0 0 0 0 0 100 101 1.19 194.2 0.91 0.65 0.74 0.84 0 0 0 0 1 0 0 0 0 0 0 101 102 1.30 194.9 1.19 0.91 0.65 0.74 0 0 0 0 0 1 0 0 0 0 0 102 103 1.53 194.9 1.30 1.19 0.91 0.65 0 0 0 0 0 0 1 0 0 0 0 103 104 1.94 194.9 1.53 1.30 1.19 0.91 0 0 0 0 0 0 0 1 0 0 0 104 105 1.79 194.9 1.94 1.53 1.30 1.19 0 0 0 0 0 0 0 0 1 0 0 105 106 1.95 195.5 1.79 1.94 1.53 1.30 0 0 0 0 0 0 0 0 0 1 0 106 107 2.26 196.0 1.95 1.79 1.94 1.53 0 0 0 0 0 0 0 0 0 0 1 107 108 2.04 196.2 2.26 1.95 1.79 1.94 0 0 0 0 0 0 0 0 0 0 0 108 109 2.16 196.2 2.04 2.26 1.95 1.79 1 0 0 0 0 0 0 0 0 0 0 109 110 2.75 196.2 2.16 2.04 2.26 1.95 0 1 0 0 0 0 0 0 0 0 0 110 111 2.79 196.2 2.75 2.16 2.04 2.26 0 0 1 0 0 0 0 0 0 0 0 111 112 2.88 197.0 2.79 2.75 2.16 2.04 0 0 0 1 0 0 0 0 0 0 0 112 113 3.36 197.7 2.88 2.79 2.75 2.16 0 0 0 0 1 0 0 0 0 0 0 113 114 2.97 198.0 3.36 2.88 2.79 2.75 0 0 0 0 0 1 0 0 0 0 0 114 115 3.10 198.2 2.97 3.36 2.88 2.79 0 0 0 0 0 0 1 0 0 0 0 115 116 2.49 198.5 3.10 2.97 3.36 2.88 0 0 0 0 0 0 0 1 0 0 0 116 117 2.20 198.6 2.49 3.10 2.97 3.36 0 0 0 0 0 0 0 0 1 0 0 117 118 2.25 199.5 2.20 2.49 3.10 2.97 0 0 0 0 0 0 0 0 0 1 0 118 119 2.09 200.0 2.25 2.20 2.49 3.10 0 0 0 0 0 0 0 0 0 0 1 119 120 2.79 201.3 2.09 2.25 2.20 2.49 0 0 0 0 0 0 0 0 0 0 0 120 121 3.14 202.2 2.79 2.09 2.25 2.20 1 0 0 0 0 0 0 0 0 0 0 121 122 2.93 202.9 3.14 2.79 2.09 2.25 0 1 0 0 0 0 0 0 0 0 0 122 123 2.65 203.5 2.93 3.14 2.79 2.09 0 0 1 0 0 0 0 0 0 0 0 123 124 2.67 203.5 2.65 2.93 3.14 2.79 0 0 0 1 0 0 0 0 0 0 0 124 125 2.26 204.0 2.67 2.65 2.93 3.14 0 0 0 0 1 0 0 0 0 0 0 125 126 2.35 204.1 2.26 2.67 2.65 2.93 0 0 0 0 0 1 0 0 0 0 0 126 127 2.13 204.3 2.35 2.26 2.67 2.65 0 0 0 0 0 0 1 0 0 0 0 127 128 2.18 204.5 2.13 2.35 2.26 2.67 0 0 0 0 0 0 0 1 0 0 0 128 129 2.90 204.8 2.18 2.13 2.35 2.26 0 0 0 0 0 0 0 0 1 0 0 129 130 2.63 205.1 2.90 2.18 2.13 2.35 0 0 0 0 0 0 0 0 0 1 0 130 131 2.67 205.7 2.63 2.90 2.18 2.13 0 0 0 0 0 0 0 0 0 0 1 131 132 1.81 206.5 2.67 2.63 2.90 2.18 0 0 0 0 0 0 0 0 0 0 0 132 133 1.33 206.9 1.81 2.67 2.63 2.90 1 0 0 0 0 0 0 0 0 0 0 133 134 0.88 207.1 1.33 1.81 2.67 2.63 0 1 0 0 0 0 0 0 0 0 0 134 135 1.28 207.8 0.88 1.33 1.81 2.67 0 0 1 0 0 0 0 0 0 0 0 135 136 1.26 208.0 1.28 0.88 1.33 1.81 0 0 0 1 0 0 0 0 0 0 0 136 137 1.26 208.5 1.26 1.28 0.88 1.33 0 0 0 0 1 0 0 0 0 0 0 137 138 1.29 208.6 1.26 1.26 1.28 0.88 0 0 0 0 0 1 0 0 0 0 0 138 139 1.10 209.0 1.29 1.26 1.26 1.28 0 0 0 0 0 0 1 0 0 0 0 139 140 1.37 209.1 1.10 1.29 1.26 1.26 0 0 0 0 0 0 0 1 0 0 0 140 141 1.21 209.7 1.37 1.10 1.29 1.26 0 0 0 0 0 0 0 0 1 0 0 141 142 1.74 209.8 1.21 1.37 1.10 1.29 0 0 0 0 0 0 0 0 0 1 0 142 143 1.76 209.9 1.74 1.21 1.37 1.10 0 0 0 0 0 0 0 0 0 0 1 143 144 1.48 210.0 1.76 1.74 1.21 1.37 0 0 0 0 0 0 0 0 0 0 0 144 145 1.04 210.8 1.48 1.76 1.74 1.21 1 0 0 0 0 0 0 0 0 0 0 145 146 1.62 211.4 1.04 1.48 1.76 1.74 0 1 0 0 0 0 0 0 0 0 0 146 147 1.49 211.7 1.62 1.04 1.48 1.76 0 0 1 0 0 0 0 0 0 0 0 147 148 1.79 212.0 1.49 1.62 1.04 1.48 0 0 0 1 0 0 0 0 0 0 0 148 149 1.80 212.2 1.79 1.49 1.62 1.04 0 0 0 0 1 0 0 0 0 0 0 149 150 1.58 212.4 1.80 1.79 1.49 1.62 0 0 0 0 0 1 0 0 0 0 0 150 151 1.86 212.9 1.58 1.80 1.79 1.49 0 0 0 0 0 0 1 0 0 0 0 151 152 1.74 213.4 1.86 1.58 1.80 1.79 0 0 0 0 0 0 0 1 0 0 0 152 153 1.59 213.7 1.74 1.86 1.58 1.80 0 0 0 0 0 0 0 0 1 0 0 153 154 1.26 214.0 1.59 1.74 1.86 1.58 0 0 0 0 0 0 0 0 0 1 0 154 155 1.13 214.3 1.26 1.59 1.74 1.86 0 0 0 0 0 0 0 0 0 0 1 155 156 1.92 214.8 1.13 1.26 1.59 1.74 0 0 0 0 0 0 0 0 0 0 0 156 157 2.61 215.0 1.92 1.13 1.26 1.59 1 0 0 0 0 0 0 0 0 0 0 157 158 2.26 215.9 2.61 1.92 1.13 1.26 0 1 0 0 0 0 0 0 0 0 0 158 159 2.41 216.4 2.26 2.61 1.92 1.13 0 0 1 0 0 0 0 0 0 0 0 159 160 2.26 216.9 2.41 2.26 2.61 1.92 0 0 0 1 0 0 0 0 0 0 0 160 161 2.03 217.2 2.26 2.41 2.26 2.61 0 0 0 0 1 0 0 0 0 0 0 161 162 2.86 217.5 2.03 2.26 2.41 2.26 0 0 0 0 0 1 0 0 0 0 0 162 163 2.55 217.9 2.86 2.03 2.26 2.41 0 0 0 0 0 0 1 0 0 0 0 163 164 2.27 218.1 2.55 2.86 2.03 2.26 0 0 0 0 0 0 0 1 0 0 0 164 165 2.26 218.6 2.27 2.55 2.86 2.03 0 0 0 0 0 0 0 0 1 0 0 165 166 2.57 218.9 2.26 2.27 2.55 2.86 0 0 0 0 0 0 0 0 0 1 0 166 167 3.07 219.3 2.57 2.26 2.27 2.55 0 0 0 0 0 0 0 0 0 0 1 167 168 2.76 220.4 3.07 2.57 2.26 2.27 0 0 0 0 0 0 0 0 0 0 0 168 169 2.51 220.9 2.76 3.07 2.57 2.26 1 0 0 0 0 0 0 0 0 0 0 169 170 2.87 221.0 2.51 2.76 3.07 2.57 0 1 0 0 0 0 0 0 0 0 0 170 171 3.14 221.8 2.87 2.51 2.76 3.07 0 0 1 0 0 0 0 0 0 0 0 171 172 3.11 222.0 3.14 2.87 2.51 2.76 0 0 0 1 0 0 0 0 0 0 0 172 173 3.16 222.2 3.11 3.14 2.87 2.51 0 0 0 0 1 0 0 0 0 0 0 173 174 2.47 222.5 3.16 3.11 3.14 2.87 0 0 0 0 0 1 0 0 0 0 0 174 175 2.57 222.9 2.47 3.16 3.11 3.14 0 0 0 0 0 0 1 0 0 0 0 175 176 2.89 223.1 2.57 2.47 3.16 3.11 0 0 0 0 0 0 0 1 0 0 0 176 177 2.63 223.4 2.89 2.57 2.47 3.16 0 0 0 0 0 0 0 0 1 0 0 177 178 2.38 224.0 2.63 2.89 2.57 2.47 0 0 0 0 0 0 0 0 0 1 0 178 179 1.69 225.1 2.38 2.63 2.89 2.57 0 0 0 0 0 0 0 0 0 0 1 179 180 1.96 225.5 1.69 2.38 2.63 2.89 0 0 0 0 0 0 0 0 0 0 0 180 181 2.19 225.9 1.96 1.69 2.38 2.63 1 0 0 0 0 0 0 0 0 0 0 181 182 1.87 226.3 2.19 1.96 1.69 2.38 0 1 0 0 0 0 0 0 0 0 0 182 183 1.60 226.5 1.87 2.19 1.96 1.69 0 0 1 0 0 0 0 0 0 0 0 183 184 1.63 227.0 1.60 1.87 2.19 1.96 0 0 0 1 0 0 0 0 0 0 0 184 185 1.22 227.3 1.63 1.60 1.87 2.19 0 0 0 0 1 0 0 0 0 0 0 185 186 1.21 227.8 1.22 1.63 1.60 1.87 0 0 0 0 0 1 0 0 0 0 0 186 187 1.49 228.1 1.21 1.22 1.63 1.60 0 0 0 0 0 0 1 0 0 0 0 187 188 1.64 228.4 1.49 1.21 1.22 1.63 0 0 0 0 0 0 0 1 0 0 0 188 189 1.66 228.5 1.64 1.49 1.21 1.22 0 0 0 0 0 0 0 0 1 0 0 189 190 1.77 228.8 1.66 1.64 1.49 1.21 0 0 0 0 0 0 0 0 0 1 0 190 191 1.82 229.0 1.77 1.66 1.64 1.49 0 0 0 0 0 0 0 0 0 0 1 191 192 1.78 229.1 1.82 1.77 1.66 1.64 0 0 0 0 0 0 0 0 0 0 0 192 193 1.28 229.3 1.78 1.82 1.77 1.66 1 0 0 0 0 0 0 0 0 0 0 193 194 1.29 229.6 1.28 1.78 1.82 1.77 0 1 0 0 0 0 0 0 0 0 0 194 195 1.37 229.9 1.29 1.28 1.78 1.82 0 0 1 0 0 0 0 0 0 0 0 195 196 1.12 230.0 1.37 1.29 1.28 1.78 0 0 0 1 0 0 0 0 0 0 0 196 197 1.51 230.2 1.12 1.37 1.29 1.28 0 0 0 0 1 0 0 0 0 0 0 197 198 2.24 230.8 1.51 1.12 1.37 1.29 0 0 0 0 0 1 0 0 0 0 0 198 199 2.94 231.0 2.24 1.51 1.12 1.37 0 0 0 0 0 0 1 0 0 0 0 199 200 3.09 231.7 2.94 2.24 1.51 1.12 0 0 0 0 0 0 0 1 0 0 0 200 201 3.46 231.9 3.09 2.94 2.24 1.51 0 0 0 0 0 0 0 0 1 0 0 201 202 3.64 233.0 3.46 3.09 2.94 2.24 0 0 0 0 0 0 0 0 0 1 0 202 203 4.39 235.1 3.64 3.46 3.09 2.94 0 0 0 0 0 0 0 0 0 0 1 203 204 4.15 236.0 4.39 3.64 3.46 3.09 0 0 0 0 0 0 0 0 0 0 0 204 205 5.21 236.9 4.15 4.39 3.64 3.46 1 0 0 0 0 0 0 0 0 0 0 205 206 5.80 237.1 5.21 4.15 4.39 3.64 0 1 0 0 0 0 0 0 0 0 0 206 207 5.91 237.5 5.80 5.21 4.15 4.39 0 0 1 0 0 0 0 0 0 0 0 207 208 5.39 238.2 5.91 5.80 5.21 4.15 0 0 0 1 0 0 0 0 0 0 0 208 209 5.46 238.9 5.39 5.91 5.80 5.21 0 0 0 0 1 0 0 0 0 0 0 209 210 4.72 239.1 5.46 5.39 5.91 5.80 0 0 0 0 0 1 0 0 0 0 0 210 211 3.14 240.0 4.72 5.46 5.39 5.91 0 0 0 0 0 0 1 0 0 0 0 211 212 2.63 240.2 3.14 4.72 5.46 5.39 0 0 0 0 0 0 0 1 0 0 0 212 213 2.32 240.5 2.63 3.14 4.72 5.46 0 0 0 0 0 0 0 0 1 0 0 213 214 1.93 240.7 2.32 2.63 3.14 4.72 0 0 0 0 0 0 0 0 0 1 0 214 215 0.62 241.1 1.93 2.32 2.63 3.14 0 0 0 0 0 0 0 0 0 0 1 215 216 0.60 241.4 0.62 1.93 2.32 2.63 0 0 0 0 0 0 0 0 0 0 0 216 217 -0.37 242.2 0.60 0.62 1.93 2.32 1 0 0 0 0 0 0 0 0 0 0 217 218 -1.10 242.9 -0.37 0.60 0.62 1.93 0 1 0 0 0 0 0 0 0 0 0 218 219 -1.68 243.2 -1.10 -0.37 0.60 0.62 0 0 1 0 0 0 0 0 0 0 0 219 220 -0.78 243.9 -1.68 -1.10 -0.37 0.60 0 0 0 1 0 0 0 0 0 0 0 220 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) X Y1 Y2 Y3 Y4 2.978007 -0.017888 1.137700 -0.189411 0.013505 -0.035014 M1 M2 M3 M4 M5 M6 -0.006106 -0.016591 -0.029088 -0.026220 -0.036353 -0.052887 M7 M8 M9 M10 M11 t -0.014495 -0.022860 -0.055448 -0.014861 -0.022211 0.006671 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -1.13941 -0.21215 -0.00567 0.22082 1.29044 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.978007 3.539772 0.841 0.4012 X -0.017888 0.022850 -0.783 0.4346 Y1 1.137700 0.071406 15.933 <2e-16 *** Y2 -0.189411 0.109253 -1.734 0.0845 . Y3 0.013505 0.108697 0.124 0.9012 Y4 -0.035014 0.075492 -0.464 0.6433 M1 -0.006106 0.123560 -0.049 0.9606 M2 -0.016591 0.123516 -0.134 0.8933 M3 -0.029088 0.123525 -0.235 0.8141 M4 -0.026220 0.123576 -0.212 0.8322 M5 -0.036353 0.125872 -0.289 0.7730 M6 -0.052887 0.126127 -0.419 0.6754 M7 -0.014495 0.126396 -0.115 0.9088 M8 -0.022860 0.126652 -0.180 0.8569 M9 -0.055448 0.127066 -0.436 0.6630 M10 -0.014861 0.125978 -0.118 0.9062 M11 -0.022211 0.125466 -0.177 0.8597 t 0.006671 0.008750 0.762 0.4467 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.3753 on 202 degrees of freedom Multiple R-squared: 0.8728, Adjusted R-squared: 0.8621 F-statistic: 81.52 on 17 and 202 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 9.215164e-01 1.569671e-01 0.07848356 [2,] 8.524446e-01 2.951108e-01 0.14755540 [3,] 7.638189e-01 4.723622e-01 0.23618111 [4,] 6.648382e-01 6.703235e-01 0.33516177 [5,] 5.560161e-01 8.879678e-01 0.44398390 [6,] 4.469333e-01 8.938665e-01 0.55306673 [7,] 3.830521e-01 7.661043e-01 0.61694785 [8,] 5.410721e-01 9.178557e-01 0.45892787 [9,] 4.546505e-01 9.093010e-01 0.54534950 [10,] 5.351371e-01 9.297258e-01 0.46486291 [11,] 4.764349e-01 9.528698e-01 0.52356510 [12,] 4.068944e-01 8.137888e-01 0.59310562 [13,] 3.895930e-01 7.791860e-01 0.61040702 [14,] 3.193338e-01 6.386677e-01 0.68066615 [15,] 3.112050e-01 6.224100e-01 0.68879498 [16,] 2.525263e-01 5.050526e-01 0.74747369 [17,] 2.071385e-01 4.142770e-01 0.79286151 [18,] 1.777349e-01 3.554699e-01 0.82226506 [19,] 1.360318e-01 2.720635e-01 0.86396823 [20,] 1.045422e-01 2.090844e-01 0.89545780 [21,] 9.823750e-02 1.964750e-01 0.90176250 [22,] 7.966160e-02 1.593232e-01 0.92033840 [23,] 6.559194e-02 1.311839e-01 0.93440806 [24,] 5.043209e-02 1.008642e-01 0.94956791 [25,] 3.641589e-02 7.283177e-02 0.96358411 [26,] 2.772028e-02 5.544055e-02 0.97227972 [27,] 2.106573e-02 4.213147e-02 0.97893427 [28,] 1.448363e-02 2.896726e-02 0.98551637 [29,] 1.371033e-02 2.742067e-02 0.98628967 [30,] 9.294820e-03 1.858964e-02 0.99070518 [31,] 6.384549e-03 1.276910e-02 0.99361545 [32,] 4.501712e-03 9.003424e-03 0.99549829 [33,] 3.251412e-03 6.502825e-03 0.99674859 [34,] 3.790614e-03 7.581229e-03 0.99620939 [35,] 3.829199e-03 7.658398e-03 0.99617080 [36,] 2.688948e-03 5.377897e-03 0.99731105 [37,] 7.644800e-03 1.528960e-02 0.99235520 [38,] 5.218458e-03 1.043692e-02 0.99478154 [39,] 4.196014e-03 8.392028e-03 0.99580399 [40,] 2.950333e-03 5.900667e-03 0.99704967 [41,] 1.951987e-03 3.903973e-03 0.99804801 [42,] 1.269188e-03 2.538375e-03 0.99873081 [43,] 8.754210e-04 1.750842e-03 0.99912458 [44,] 5.609569e-04 1.121914e-03 0.99943904 [45,] 4.748955e-04 9.497911e-04 0.99952510 [46,] 1.370917e-03 2.741835e-03 0.99862908 [47,] 9.517306e-04 1.903461e-03 0.99904827 [48,] 9.047336e-04 1.809467e-03 0.99909527 [49,] 6.398619e-04 1.279724e-03 0.99936014 [50,] 5.440856e-04 1.088171e-03 0.99945591 [51,] 9.329091e-04 1.865818e-03 0.99906709 [52,] 7.303130e-04 1.460626e-03 0.99926969 [53,] 5.827097e-04 1.165419e-03 0.99941729 [54,] 3.859842e-04 7.719684e-04 0.99961402 [55,] 2.630202e-04 5.260403e-04 0.99973698 [56,] 1.720546e-04 3.441092e-04 0.99982795 [57,] 1.144311e-04 2.288621e-04 0.99988557 [58,] 8.693333e-05 1.738667e-04 0.99991307 [59,] 5.567244e-05 1.113449e-04 0.99994433 [60,] 5.570772e-05 1.114154e-04 0.99994429 [61,] 2.534557e-04 5.069114e-04 0.99974654 [62,] 2.339372e-04 4.678744e-04 0.99976606 [63,] 1.590904e-04 3.181809e-04 0.99984091 [64,] 1.654728e-04 3.309455e-04 0.99983453 [65,] 1.506157e-04 3.012314e-04 0.99984938 [66,] 1.139466e-04 2.278932e-04 0.99988605 [67,] 1.462524e-04 2.925048e-04 0.99985375 [68,] 2.100233e-04 4.200466e-04 0.99978998 [69,] 2.322433e-04 4.644866e-04 0.99976776 [70,] 1.685832e-04 3.371664e-04 0.99983142 [71,] 1.979737e-04 3.959474e-04 0.99980203 [72,] 1.346478e-04 2.692955e-04 0.99986535 [73,] 1.159185e-04 2.318369e-04 0.99988408 [74,] 7.905568e-05 1.581114e-04 0.99992094 [75,] 6.088359e-05 1.217672e-04 0.99993912 [76,] 4.006544e-05 8.013087e-05 0.99995993 [77,] 3.604947e-05 7.209893e-05 0.99996395 [78,] 2.320680e-05 4.641360e-05 0.99997679 [79,] 1.570261e-05 3.140523e-05 0.99998430 [80,] 1.232929e-05 2.465859e-05 0.99998767 [81,] 9.996198e-06 1.999240e-05 0.99999000 [82,] 6.973981e-06 1.394796e-05 0.99999303 [83,] 6.030730e-06 1.206146e-05 0.99999397 [84,] 9.407804e-06 1.881561e-05 0.99999059 [85,] 6.159959e-06 1.231992e-05 0.99999384 [86,] 6.144760e-06 1.228952e-05 0.99999386 [87,] 6.352914e-06 1.270583e-05 0.99999365 [88,] 4.314259e-06 8.628519e-06 0.99999569 [89,] 3.693884e-06 7.387768e-06 0.99999631 [90,] 1.053063e-05 2.106126e-05 0.99998947 [91,] 6.676548e-06 1.335310e-05 0.99999332 [92,] 5.798383e-06 1.159677e-05 0.99999420 [93,] 1.166442e-05 2.332884e-05 0.99998834 [94,] 1.175080e-05 2.350159e-05 0.99998825 [95,] 9.035793e-06 1.807159e-05 0.99999096 [96,] 1.993545e-05 3.987091e-05 0.99998006 [97,] 1.410854e-05 2.821708e-05 0.99998589 [98,] 8.897703e-06 1.779541e-05 0.99999110 [99,] 6.799021e-06 1.359804e-05 0.99999320 [100,] 2.535738e-05 5.071476e-05 0.99997464 [101,] 2.141612e-05 4.283225e-05 0.99997858 [102,] 1.475755e-05 2.951510e-05 0.99998524 [103,] 9.725746e-06 1.945149e-05 0.99999027 [104,] 6.316810e-06 1.263362e-05 0.99999368 [105,] 6.352108e-06 1.270422e-05 0.99999365 [106,] 4.703610e-06 9.407220e-06 0.99999530 [107,] 3.748768e-06 7.497535e-06 0.99999625 [108,] 2.377963e-06 4.755927e-06 0.99999762 [109,] 1.092135e-05 2.184270e-05 0.99998908 [110,] 9.457311e-06 1.891462e-05 0.99999054 [111,] 6.612009e-06 1.322402e-05 0.99999339 [112,] 3.176538e-05 6.353076e-05 0.99996823 [113,] 3.189025e-05 6.378050e-05 0.99996811 [114,] 3.749702e-05 7.499404e-05 0.99996250 [115,] 4.279159e-05 8.558318e-05 0.99995721 [116,] 2.953734e-05 5.907469e-05 0.99997046 [117,] 1.894174e-05 3.788348e-05 0.99998106 [118,] 1.204219e-05 2.408437e-05 0.99998796 [119,] 8.814294e-06 1.762859e-05 0.99999119 [120,] 6.823670e-06 1.364734e-05 0.99999318 [121,] 4.709144e-06 9.418288e-06 0.99999529 [122,] 7.100393e-06 1.420079e-05 0.99999290 [123,] 4.377730e-06 8.755461e-06 0.99999562 [124,] 3.858165e-06 7.716329e-06 0.99999614 [125,] 4.646272e-06 9.292544e-06 0.99999535 [126,] 8.566624e-06 1.713325e-05 0.99999143 [127,] 6.193877e-06 1.238775e-05 0.99999381 [128,] 4.869835e-06 9.739670e-06 0.99999513 [129,] 3.139021e-06 6.278042e-06 0.99999686 [130,] 2.236198e-06 4.472396e-06 0.99999776 [131,] 1.788901e-06 3.577802e-06 0.99999821 [132,] 1.162912e-06 2.325824e-06 0.99999884 [133,] 7.074572e-07 1.414914e-06 0.99999929 [134,] 6.646721e-07 1.329344e-06 0.99999934 [135,] 4.104157e-07 8.208315e-07 0.99999959 [136,] 1.290632e-06 2.581264e-06 0.99999871 [137,] 1.910952e-06 3.821904e-06 0.99999809 [138,] 2.207950e-06 4.415900e-06 0.99999779 [139,] 1.654179e-06 3.308358e-06 0.99999835 [140,] 1.147785e-06 2.295571e-06 0.99999885 [141,] 7.409167e-07 1.481833e-06 0.99999926 [142,] 6.316445e-06 1.263289e-05 0.99999368 [143,] 5.927213e-06 1.185443e-05 0.99999407 [144,] 4.162599e-06 8.325199e-06 0.99999584 [145,] 2.482037e-06 4.964075e-06 0.99999752 [146,] 2.004902e-06 4.009805e-06 0.99999800 [147,] 3.513318e-06 7.026636e-06 0.99999649 [148,] 3.222954e-06 6.445908e-06 0.99999678 [149,] 2.063328e-06 4.126657e-06 0.99999794 [150,] 2.081982e-06 4.163965e-06 0.99999792 [151,] 1.994982e-06 3.989965e-06 0.99999801 [152,] 1.085912e-06 2.171825e-06 0.99999891 [153,] 6.270475e-07 1.254095e-06 0.99999937 [154,] 1.269368e-06 2.538737e-06 0.99999873 [155,] 9.745766e-07 1.949153e-06 0.99999903 [156,] 8.844481e-07 1.768896e-06 0.99999912 [157,] 5.526779e-07 1.105356e-06 0.99999945 [158,] 3.200865e-07 6.401730e-07 0.99999968 [159,] 4.477999e-07 8.955998e-07 0.99999955 [160,] 4.803718e-07 9.607436e-07 0.99999952 [161,] 4.006159e-07 8.012318e-07 0.99999960 [162,] 2.682561e-07 5.365122e-07 0.99999973 [163,] 1.451402e-07 2.902804e-07 0.99999985 [164,] 6.713663e-08 1.342733e-07 0.99999993 [165,] 1.076266e-07 2.152532e-07 0.99999989 [166,] 5.198025e-08 1.039605e-07 0.99999995 [167,] 3.710278e-08 7.420556e-08 0.99999996 [168,] 1.538763e-08 3.077525e-08 0.99999998 [169,] 1.647045e-08 3.294090e-08 0.99999998 [170,] 1.878054e-08 3.756109e-08 0.99999998 [171,] 1.210138e-08 2.420275e-08 0.99999999 [172,] 1.604460e-08 3.208919e-08 0.99999998 [173,] 2.467492e-07 4.934984e-07 0.99999975 [174,] 1.590370e-07 3.180740e-07 0.99999984 [175,] 5.773847e-08 1.154769e-07 0.99999994 [176,] 2.562947e-07 5.125894e-07 0.99999974 [177,] 9.433119e-06 1.886624e-05 0.99999057 [178,] 4.126375e-04 8.252751e-04 0.99958736 [179,] 2.472762e-04 4.945523e-04 0.99975272 > postscript(file="/var/www/html/rcomp/tmp/1vcr01258639561.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2t65j1258639561.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3i7621258639561.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4p4yi1258639561.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5zvx01258639561.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 = 220 Frequency = 1 1 2 3 4 5 0.4786082798 0.4379216100 0.2308670056 -0.2240274515 -0.8586806524 6 7 8 9 10 -0.0425255659 0.7235220988 -0.1110499077 -0.4048200337 0.0784618697 11 12 13 14 15 0.4998713105 0.0302709340 0.0330199882 -0.0867893506 0.0036722789 16 17 18 19 20 -0.4255834672 0.3898425431 -0.1284792149 0.1314481349 0.1744529938 21 22 23 24 25 0.4729230946 -0.1049597255 0.2242214120 -0.0002636460 -0.1424730540 26 27 28 29 30 -0.1960311979 0.3320501675 0.6538920639 -0.3687000396 0.0712540839 31 32 33 34 35 -0.1195671335 0.2774927113 -0.2158028822 0.1774929414 -0.1558827873 36 37 38 39 40 0.1741736971 0.1629665001 0.2222231682 -0.0290824855 -0.2052222627 41 42 43 44 45 0.1292320210 -0.2545988605 -0.0353706977 -0.0898994316 0.0863762937 46 47 48 49 50 -0.0658860314 -0.0687969179 -0.0367494958 -0.3450367641 -0.0985833541 51 52 53 54 55 -0.1035678113 0.0558477887 -0.1439946954 0.0018052968 0.1515480637 56 57 58 59 60 -0.1293453414 0.4535341632 -0.2199610235 0.1378505532 -0.0578420850 61 62 63 64 65 -0.1609961276 -0.0990472884 0.1209369168 -0.0418253819 0.0326029931 66 67 68 69 70 0.4722490144 -0.2112480554 0.1699296176 -0.2413700378 -0.3015270329 71 72 73 74 75 -0.4821409001 -0.1622675424 0.2865452936 0.0510371781 0.0788806301 76 77 78 79 80 -0.1205421698 -0.2623284432 -0.3130043631 0.0918024699 -0.3665671457 81 82 83 84 85 -0.7426841594 0.3216571263 0.1203725430 0.3418397703 0.1605329494 86 87 88 89 90 -0.4018242096 -0.5775501869 -0.5733205062 0.3930041227 -0.1013123614 91 92 93 94 95 -0.4115465729 -0.0977214401 0.2365487715 -0.1688942751 0.1166364923 96 97 98 99 100 -0.2215115002 -0.4135286608 -0.1390191433 -0.1534209159 0.1900042327 101 102 103 104 105 0.1557793014 0.0165702752 0.1227331069 0.2989132102 -0.2397437895 106 107 108 109 110 0.1327904114 0.2444866555 -0.3068172567 0.1142165366 0.5312524076 111 112 113 114 115 -0.0576101974 0.0940834487 0.4914840905 -0.3922164316 0.2311040881 116 117 118 119 120 -0.5969381024 -0.1185377984 0.0992853606 -0.1501151318 0.7183188860 121 122 123 124 125 0.2463284963 -0.2090307471 -0.1823166109 0.1267079969 -0.3315843665 126 127 128 129 130 0.2367425126 -0.2148679689 0.1139819216 0.7511392165 -0.3643033438 131 132 133 134 135 0.1222861031 -0.8569067356 -0.3154612222 -0.3848600978 0.4675504220 136 137 138 139 140 -0.1223543626 -0.0221594061 -0.0054528166 -0.2532155124 0.2414122389 141 142 143 144 145 -0.2255097148 0.4958107270 -0.1253066993 -0.3431511686 -0.4598207835 146 147 148 149 150 0.6005672188 -0.2569657034 0.2927606451 -0.0793725333 -0.2184207329 151 152 153 154 155 0.2690456981 -0.1901737021 -0.1160095029 -0.3514594828 -0.1169594329 156 157 158 159 160 0.7363226286 0.5051334543 -0.4701295699 0.2083084677 -0.1608918313 161 162 163 164 165 -0.1541107167 0.9100988351 -0.4183864021 -0.1853625655 0.0800752600 166 167 168 169 170 0.3397738874 0.4859548502 -0.3530510210 -0.1518157004 0.4435972305 171 172 173 174 175 0.2985024544 0.0160730434 0.1447690945 -0.5836089549 0.2828263660 176 177 178 179 180 0.3619085479 -0.2008614384 -0.1564825392 -0.5917676403 0.4088822161 181 182 183 184 185 0.2018727863 -0.3171221587 -0.1978958199 0.0844255058 -0.3896435393 186 187 188 189 190 0.0837462787 0.2479097599 0.0911073923 0.0069729870 0.0766078258 191 192 193 194 195 0.0172844174 -0.0808762542 -0.5236700959 0.0599611042 0.0473618791 196 197 198 199 200 -0.2941572154 0.3848181320 0.6436292519 0.5516707327 0.0437459160 201 202 203 204 205 0.4089702516 0.1849588243 0.8609841391 -0.2107239414 1.2904413895 206 207 208 209 210 0.6325865250 0.3146018338 -0.2385274105 0.4890420944 -0.3964762467 211 212 213 214 215 -1.1394081763 -0.0058869129 0.0087993192 -0.1733655199 -1.1389789665 216 217 218 219 220 0.2203525146 -0.9668632658 -0.5767093253 -0.5443223246 0.8926573339 > postscript(file="/var/www/html/rcomp/tmp/6e46o1258639561.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 = 220 Frequency = 1 lag(myerror, k = 1) myerror 0 0.4786082798 NA 1 0.4379216100 0.4786082798 2 0.2308670056 0.4379216100 3 -0.2240274515 0.2308670056 4 -0.8586806524 -0.2240274515 5 -0.0425255659 -0.8586806524 6 0.7235220988 -0.0425255659 7 -0.1110499077 0.7235220988 8 -0.4048200337 -0.1110499077 9 0.0784618697 -0.4048200337 10 0.4998713105 0.0784618697 11 0.0302709340 0.4998713105 12 0.0330199882 0.0302709340 13 -0.0867893506 0.0330199882 14 0.0036722789 -0.0867893506 15 -0.4255834672 0.0036722789 16 0.3898425431 -0.4255834672 17 -0.1284792149 0.3898425431 18 0.1314481349 -0.1284792149 19 0.1744529938 0.1314481349 20 0.4729230946 0.1744529938 21 -0.1049597255 0.4729230946 22 0.2242214120 -0.1049597255 23 -0.0002636460 0.2242214120 24 -0.1424730540 -0.0002636460 25 -0.1960311979 -0.1424730540 26 0.3320501675 -0.1960311979 27 0.6538920639 0.3320501675 28 -0.3687000396 0.6538920639 29 0.0712540839 -0.3687000396 30 -0.1195671335 0.0712540839 31 0.2774927113 -0.1195671335 32 -0.2158028822 0.2774927113 33 0.1774929414 -0.2158028822 34 -0.1558827873 0.1774929414 35 0.1741736971 -0.1558827873 36 0.1629665001 0.1741736971 37 0.2222231682 0.1629665001 38 -0.0290824855 0.2222231682 39 -0.2052222627 -0.0290824855 40 0.1292320210 -0.2052222627 41 -0.2545988605 0.1292320210 42 -0.0353706977 -0.2545988605 43 -0.0898994316 -0.0353706977 44 0.0863762937 -0.0898994316 45 -0.0658860314 0.0863762937 46 -0.0687969179 -0.0658860314 47 -0.0367494958 -0.0687969179 48 -0.3450367641 -0.0367494958 49 -0.0985833541 -0.3450367641 50 -0.1035678113 -0.0985833541 51 0.0558477887 -0.1035678113 52 -0.1439946954 0.0558477887 53 0.0018052968 -0.1439946954 54 0.1515480637 0.0018052968 55 -0.1293453414 0.1515480637 56 0.4535341632 -0.1293453414 57 -0.2199610235 0.4535341632 58 0.1378505532 -0.2199610235 59 -0.0578420850 0.1378505532 60 -0.1609961276 -0.0578420850 61 -0.0990472884 -0.1609961276 62 0.1209369168 -0.0990472884 63 -0.0418253819 0.1209369168 64 0.0326029931 -0.0418253819 65 0.4722490144 0.0326029931 66 -0.2112480554 0.4722490144 67 0.1699296176 -0.2112480554 68 -0.2413700378 0.1699296176 69 -0.3015270329 -0.2413700378 70 -0.4821409001 -0.3015270329 71 -0.1622675424 -0.4821409001 72 0.2865452936 -0.1622675424 73 0.0510371781 0.2865452936 74 0.0788806301 0.0510371781 75 -0.1205421698 0.0788806301 76 -0.2623284432 -0.1205421698 77 -0.3130043631 -0.2623284432 78 0.0918024699 -0.3130043631 79 -0.3665671457 0.0918024699 80 -0.7426841594 -0.3665671457 81 0.3216571263 -0.7426841594 82 0.1203725430 0.3216571263 83 0.3418397703 0.1203725430 84 0.1605329494 0.3418397703 85 -0.4018242096 0.1605329494 86 -0.5775501869 -0.4018242096 87 -0.5733205062 -0.5775501869 88 0.3930041227 -0.5733205062 89 -0.1013123614 0.3930041227 90 -0.4115465729 -0.1013123614 91 -0.0977214401 -0.4115465729 92 0.2365487715 -0.0977214401 93 -0.1688942751 0.2365487715 94 0.1166364923 -0.1688942751 95 -0.2215115002 0.1166364923 96 -0.4135286608 -0.2215115002 97 -0.1390191433 -0.4135286608 98 -0.1534209159 -0.1390191433 99 0.1900042327 -0.1534209159 100 0.1557793014 0.1900042327 101 0.0165702752 0.1557793014 102 0.1227331069 0.0165702752 103 0.2989132102 0.1227331069 104 -0.2397437895 0.2989132102 105 0.1327904114 -0.2397437895 106 0.2444866555 0.1327904114 107 -0.3068172567 0.2444866555 108 0.1142165366 -0.3068172567 109 0.5312524076 0.1142165366 110 -0.0576101974 0.5312524076 111 0.0940834487 -0.0576101974 112 0.4914840905 0.0940834487 113 -0.3922164316 0.4914840905 114 0.2311040881 -0.3922164316 115 -0.5969381024 0.2311040881 116 -0.1185377984 -0.5969381024 117 0.0992853606 -0.1185377984 118 -0.1501151318 0.0992853606 119 0.7183188860 -0.1501151318 120 0.2463284963 0.7183188860 121 -0.2090307471 0.2463284963 122 -0.1823166109 -0.2090307471 123 0.1267079969 -0.1823166109 124 -0.3315843665 0.1267079969 125 0.2367425126 -0.3315843665 126 -0.2148679689 0.2367425126 127 0.1139819216 -0.2148679689 128 0.7511392165 0.1139819216 129 -0.3643033438 0.7511392165 130 0.1222861031 -0.3643033438 131 -0.8569067356 0.1222861031 132 -0.3154612222 -0.8569067356 133 -0.3848600978 -0.3154612222 134 0.4675504220 -0.3848600978 135 -0.1223543626 0.4675504220 136 -0.0221594061 -0.1223543626 137 -0.0054528166 -0.0221594061 138 -0.2532155124 -0.0054528166 139 0.2414122389 -0.2532155124 140 -0.2255097148 0.2414122389 141 0.4958107270 -0.2255097148 142 -0.1253066993 0.4958107270 143 -0.3431511686 -0.1253066993 144 -0.4598207835 -0.3431511686 145 0.6005672188 -0.4598207835 146 -0.2569657034 0.6005672188 147 0.2927606451 -0.2569657034 148 -0.0793725333 0.2927606451 149 -0.2184207329 -0.0793725333 150 0.2690456981 -0.2184207329 151 -0.1901737021 0.2690456981 152 -0.1160095029 -0.1901737021 153 -0.3514594828 -0.1160095029 154 -0.1169594329 -0.3514594828 155 0.7363226286 -0.1169594329 156 0.5051334543 0.7363226286 157 -0.4701295699 0.5051334543 158 0.2083084677 -0.4701295699 159 -0.1608918313 0.2083084677 160 -0.1541107167 -0.1608918313 161 0.9100988351 -0.1541107167 162 -0.4183864021 0.9100988351 163 -0.1853625655 -0.4183864021 164 0.0800752600 -0.1853625655 165 0.3397738874 0.0800752600 166 0.4859548502 0.3397738874 167 -0.3530510210 0.4859548502 168 -0.1518157004 -0.3530510210 169 0.4435972305 -0.1518157004 170 0.2985024544 0.4435972305 171 0.0160730434 0.2985024544 172 0.1447690945 0.0160730434 173 -0.5836089549 0.1447690945 174 0.2828263660 -0.5836089549 175 0.3619085479 0.2828263660 176 -0.2008614384 0.3619085479 177 -0.1564825392 -0.2008614384 178 -0.5917676403 -0.1564825392 179 0.4088822161 -0.5917676403 180 0.2018727863 0.4088822161 181 -0.3171221587 0.2018727863 182 -0.1978958199 -0.3171221587 183 0.0844255058 -0.1978958199 184 -0.3896435393 0.0844255058 185 0.0837462787 -0.3896435393 186 0.2479097599 0.0837462787 187 0.0911073923 0.2479097599 188 0.0069729870 0.0911073923 189 0.0766078258 0.0069729870 190 0.0172844174 0.0766078258 191 -0.0808762542 0.0172844174 192 -0.5236700959 -0.0808762542 193 0.0599611042 -0.5236700959 194 0.0473618791 0.0599611042 195 -0.2941572154 0.0473618791 196 0.3848181320 -0.2941572154 197 0.6436292519 0.3848181320 198 0.5516707327 0.6436292519 199 0.0437459160 0.5516707327 200 0.4089702516 0.0437459160 201 0.1849588243 0.4089702516 202 0.8609841391 0.1849588243 203 -0.2107239414 0.8609841391 204 1.2904413895 -0.2107239414 205 0.6325865250 1.2904413895 206 0.3146018338 0.6325865250 207 -0.2385274105 0.3146018338 208 0.4890420944 -0.2385274105 209 -0.3964762467 0.4890420944 210 -1.1394081763 -0.3964762467 211 -0.0058869129 -1.1394081763 212 0.0087993192 -0.0058869129 213 -0.1733655199 0.0087993192 214 -1.1389789665 -0.1733655199 215 0.2203525146 -1.1389789665 216 -0.9668632658 0.2203525146 217 -0.5767093253 -0.9668632658 218 -0.5443223246 -0.5767093253 219 0.8926573339 -0.5443223246 220 NA 0.8926573339 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 0.4379216100 0.4786082798 [2,] 0.2308670056 0.4379216100 [3,] -0.2240274515 0.2308670056 [4,] -0.8586806524 -0.2240274515 [5,] -0.0425255659 -0.8586806524 [6,] 0.7235220988 -0.0425255659 [7,] -0.1110499077 0.7235220988 [8,] -0.4048200337 -0.1110499077 [9,] 0.0784618697 -0.4048200337 [10,] 0.4998713105 0.0784618697 [11,] 0.0302709340 0.4998713105 [12,] 0.0330199882 0.0302709340 [13,] -0.0867893506 0.0330199882 [14,] 0.0036722789 -0.0867893506 [15,] -0.4255834672 0.0036722789 [16,] 0.3898425431 -0.4255834672 [17,] -0.1284792149 0.3898425431 [18,] 0.1314481349 -0.1284792149 [19,] 0.1744529938 0.1314481349 [20,] 0.4729230946 0.1744529938 [21,] -0.1049597255 0.4729230946 [22,] 0.2242214120 -0.1049597255 [23,] -0.0002636460 0.2242214120 [24,] -0.1424730540 -0.0002636460 [25,] -0.1960311979 -0.1424730540 [26,] 0.3320501675 -0.1960311979 [27,] 0.6538920639 0.3320501675 [28,] -0.3687000396 0.6538920639 [29,] 0.0712540839 -0.3687000396 [30,] -0.1195671335 0.0712540839 [31,] 0.2774927113 -0.1195671335 [32,] -0.2158028822 0.2774927113 [33,] 0.1774929414 -0.2158028822 [34,] -0.1558827873 0.1774929414 [35,] 0.1741736971 -0.1558827873 [36,] 0.1629665001 0.1741736971 [37,] 0.2222231682 0.1629665001 [38,] -0.0290824855 0.2222231682 [39,] -0.2052222627 -0.0290824855 [40,] 0.1292320210 -0.2052222627 [41,] -0.2545988605 0.1292320210 [42,] -0.0353706977 -0.2545988605 [43,] -0.0898994316 -0.0353706977 [44,] 0.0863762937 -0.0898994316 [45,] -0.0658860314 0.0863762937 [46,] -0.0687969179 -0.0658860314 [47,] -0.0367494958 -0.0687969179 [48,] -0.3450367641 -0.0367494958 [49,] -0.0985833541 -0.3450367641 [50,] -0.1035678113 -0.0985833541 [51,] 0.0558477887 -0.1035678113 [52,] -0.1439946954 0.0558477887 [53,] 0.0018052968 -0.1439946954 [54,] 0.1515480637 0.0018052968 [55,] -0.1293453414 0.1515480637 [56,] 0.4535341632 -0.1293453414 [57,] -0.2199610235 0.4535341632 [58,] 0.1378505532 -0.2199610235 [59,] -0.0578420850 0.1378505532 [60,] -0.1609961276 -0.0578420850 [61,] -0.0990472884 -0.1609961276 [62,] 0.1209369168 -0.0990472884 [63,] -0.0418253819 0.1209369168 [64,] 0.0326029931 -0.0418253819 [65,] 0.4722490144 0.0326029931 [66,] -0.2112480554 0.4722490144 [67,] 0.1699296176 -0.2112480554 [68,] -0.2413700378 0.1699296176 [69,] -0.3015270329 -0.2413700378 [70,] -0.4821409001 -0.3015270329 [71,] -0.1622675424 -0.4821409001 [72,] 0.2865452936 -0.1622675424 [73,] 0.0510371781 0.2865452936 [74,] 0.0788806301 0.0510371781 [75,] -0.1205421698 0.0788806301 [76,] -0.2623284432 -0.1205421698 [77,] -0.3130043631 -0.2623284432 [78,] 0.0918024699 -0.3130043631 [79,] -0.3665671457 0.0918024699 [80,] -0.7426841594 -0.3665671457 [81,] 0.3216571263 -0.7426841594 [82,] 0.1203725430 0.3216571263 [83,] 0.3418397703 0.1203725430 [84,] 0.1605329494 0.3418397703 [85,] -0.4018242096 0.1605329494 [86,] -0.5775501869 -0.4018242096 [87,] -0.5733205062 -0.5775501869 [88,] 0.3930041227 -0.5733205062 [89,] -0.1013123614 0.3930041227 [90,] -0.4115465729 -0.1013123614 [91,] -0.0977214401 -0.4115465729 [92,] 0.2365487715 -0.0977214401 [93,] -0.1688942751 0.2365487715 [94,] 0.1166364923 -0.1688942751 [95,] -0.2215115002 0.1166364923 [96,] -0.4135286608 -0.2215115002 [97,] -0.1390191433 -0.4135286608 [98,] -0.1534209159 -0.1390191433 [99,] 0.1900042327 -0.1534209159 [100,] 0.1557793014 0.1900042327 [101,] 0.0165702752 0.1557793014 [102,] 0.1227331069 0.0165702752 [103,] 0.2989132102 0.1227331069 [104,] -0.2397437895 0.2989132102 [105,] 0.1327904114 -0.2397437895 [106,] 0.2444866555 0.1327904114 [107,] -0.3068172567 0.2444866555 [108,] 0.1142165366 -0.3068172567 [109,] 0.5312524076 0.1142165366 [110,] -0.0576101974 0.5312524076 [111,] 0.0940834487 -0.0576101974 [112,] 0.4914840905 0.0940834487 [113,] -0.3922164316 0.4914840905 [114,] 0.2311040881 -0.3922164316 [115,] -0.5969381024 0.2311040881 [116,] -0.1185377984 -0.5969381024 [117,] 0.0992853606 -0.1185377984 [118,] -0.1501151318 0.0992853606 [119,] 0.7183188860 -0.1501151318 [120,] 0.2463284963 0.7183188860 [121,] -0.2090307471 0.2463284963 [122,] -0.1823166109 -0.2090307471 [123,] 0.1267079969 -0.1823166109 [124,] -0.3315843665 0.1267079969 [125,] 0.2367425126 -0.3315843665 [126,] -0.2148679689 0.2367425126 [127,] 0.1139819216 -0.2148679689 [128,] 0.7511392165 0.1139819216 [129,] -0.3643033438 0.7511392165 [130,] 0.1222861031 -0.3643033438 [131,] -0.8569067356 0.1222861031 [132,] -0.3154612222 -0.8569067356 [133,] -0.3848600978 -0.3154612222 [134,] 0.4675504220 -0.3848600978 [135,] -0.1223543626 0.4675504220 [136,] -0.0221594061 -0.1223543626 [137,] -0.0054528166 -0.0221594061 [138,] -0.2532155124 -0.0054528166 [139,] 0.2414122389 -0.2532155124 [140,] -0.2255097148 0.2414122389 [141,] 0.4958107270 -0.2255097148 [142,] -0.1253066993 0.4958107270 [143,] -0.3431511686 -0.1253066993 [144,] -0.4598207835 -0.3431511686 [145,] 0.6005672188 -0.4598207835 [146,] -0.2569657034 0.6005672188 [147,] 0.2927606451 -0.2569657034 [148,] -0.0793725333 0.2927606451 [149,] -0.2184207329 -0.0793725333 [150,] 0.2690456981 -0.2184207329 [151,] -0.1901737021 0.2690456981 [152,] -0.1160095029 -0.1901737021 [153,] -0.3514594828 -0.1160095029 [154,] -0.1169594329 -0.3514594828 [155,] 0.7363226286 -0.1169594329 [156,] 0.5051334543 0.7363226286 [157,] -0.4701295699 0.5051334543 [158,] 0.2083084677 -0.4701295699 [159,] -0.1608918313 0.2083084677 [160,] -0.1541107167 -0.1608918313 [161,] 0.9100988351 -0.1541107167 [162,] -0.4183864021 0.9100988351 [163,] -0.1853625655 -0.4183864021 [164,] 0.0800752600 -0.1853625655 [165,] 0.3397738874 0.0800752600 [166,] 0.4859548502 0.3397738874 [167,] -0.3530510210 0.4859548502 [168,] -0.1518157004 -0.3530510210 [169,] 0.4435972305 -0.1518157004 [170,] 0.2985024544 0.4435972305 [171,] 0.0160730434 0.2985024544 [172,] 0.1447690945 0.0160730434 [173,] -0.5836089549 0.1447690945 [174,] 0.2828263660 -0.5836089549 [175,] 0.3619085479 0.2828263660 [176,] -0.2008614384 0.3619085479 [177,] -0.1564825392 -0.2008614384 [178,] -0.5917676403 -0.1564825392 [179,] 0.4088822161 -0.5917676403 [180,] 0.2018727863 0.4088822161 [181,] -0.3171221587 0.2018727863 [182,] -0.1978958199 -0.3171221587 [183,] 0.0844255058 -0.1978958199 [184,] -0.3896435393 0.0844255058 [185,] 0.0837462787 -0.3896435393 [186,] 0.2479097599 0.0837462787 [187,] 0.0911073923 0.2479097599 [188,] 0.0069729870 0.0911073923 [189,] 0.0766078258 0.0069729870 [190,] 0.0172844174 0.0766078258 [191,] -0.0808762542 0.0172844174 [192,] -0.5236700959 -0.0808762542 [193,] 0.0599611042 -0.5236700959 [194,] 0.0473618791 0.0599611042 [195,] -0.2941572154 0.0473618791 [196,] 0.3848181320 -0.2941572154 [197,] 0.6436292519 0.3848181320 [198,] 0.5516707327 0.6436292519 [199,] 0.0437459160 0.5516707327 [200,] 0.4089702516 0.0437459160 [201,] 0.1849588243 0.4089702516 [202,] 0.8609841391 0.1849588243 [203,] -0.2107239414 0.8609841391 [204,] 1.2904413895 -0.2107239414 [205,] 0.6325865250 1.2904413895 [206,] 0.3146018338 0.6325865250 [207,] -0.2385274105 0.3146018338 [208,] 0.4890420944 -0.2385274105 [209,] -0.3964762467 0.4890420944 [210,] -1.1394081763 -0.3964762467 [211,] -0.0058869129 -1.1394081763 [212,] 0.0087993192 -0.0058869129 [213,] -0.1733655199 0.0087993192 [214,] -1.1389789665 -0.1733655199 [215,] 0.2203525146 -1.1389789665 [216,] -0.9668632658 0.2203525146 [217,] -0.5767093253 -0.9668632658 [218,] -0.5443223246 -0.5767093253 [219,] 0.8926573339 -0.5443223246 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 0.4379216100 0.4786082798 2 0.2308670056 0.4379216100 3 -0.2240274515 0.2308670056 4 -0.8586806524 -0.2240274515 5 -0.0425255659 -0.8586806524 6 0.7235220988 -0.0425255659 7 -0.1110499077 0.7235220988 8 -0.4048200337 -0.1110499077 9 0.0784618697 -0.4048200337 10 0.4998713105 0.0784618697 11 0.0302709340 0.4998713105 12 0.0330199882 0.0302709340 13 -0.0867893506 0.0330199882 14 0.0036722789 -0.0867893506 15 -0.4255834672 0.0036722789 16 0.3898425431 -0.4255834672 17 -0.1284792149 0.3898425431 18 0.1314481349 -0.1284792149 19 0.1744529938 0.1314481349 20 0.4729230946 0.1744529938 21 -0.1049597255 0.4729230946 22 0.2242214120 -0.1049597255 23 -0.0002636460 0.2242214120 24 -0.1424730540 -0.0002636460 25 -0.1960311979 -0.1424730540 26 0.3320501675 -0.1960311979 27 0.6538920639 0.3320501675 28 -0.3687000396 0.6538920639 29 0.0712540839 -0.3687000396 30 -0.1195671335 0.0712540839 31 0.2774927113 -0.1195671335 32 -0.2158028822 0.2774927113 33 0.1774929414 -0.2158028822 34 -0.1558827873 0.1774929414 35 0.1741736971 -0.1558827873 36 0.1629665001 0.1741736971 37 0.2222231682 0.1629665001 38 -0.0290824855 0.2222231682 39 -0.2052222627 -0.0290824855 40 0.1292320210 -0.2052222627 41 -0.2545988605 0.1292320210 42 -0.0353706977 -0.2545988605 43 -0.0898994316 -0.0353706977 44 0.0863762937 -0.0898994316 45 -0.0658860314 0.0863762937 46 -0.0687969179 -0.0658860314 47 -0.0367494958 -0.0687969179 48 -0.3450367641 -0.0367494958 49 -0.0985833541 -0.3450367641 50 -0.1035678113 -0.0985833541 51 0.0558477887 -0.1035678113 52 -0.1439946954 0.0558477887 53 0.0018052968 -0.1439946954 54 0.1515480637 0.0018052968 55 -0.1293453414 0.1515480637 56 0.4535341632 -0.1293453414 57 -0.2199610235 0.4535341632 58 0.1378505532 -0.2199610235 59 -0.0578420850 0.1378505532 60 -0.1609961276 -0.0578420850 61 -0.0990472884 -0.1609961276 62 0.1209369168 -0.0990472884 63 -0.0418253819 0.1209369168 64 0.0326029931 -0.0418253819 65 0.4722490144 0.0326029931 66 -0.2112480554 0.4722490144 67 0.1699296176 -0.2112480554 68 -0.2413700378 0.1699296176 69 -0.3015270329 -0.2413700378 70 -0.4821409001 -0.3015270329 71 -0.1622675424 -0.4821409001 72 0.2865452936 -0.1622675424 73 0.0510371781 0.2865452936 74 0.0788806301 0.0510371781 75 -0.1205421698 0.0788806301 76 -0.2623284432 -0.1205421698 77 -0.3130043631 -0.2623284432 78 0.0918024699 -0.3130043631 79 -0.3665671457 0.0918024699 80 -0.7426841594 -0.3665671457 81 0.3216571263 -0.7426841594 82 0.1203725430 0.3216571263 83 0.3418397703 0.1203725430 84 0.1605329494 0.3418397703 85 -0.4018242096 0.1605329494 86 -0.5775501869 -0.4018242096 87 -0.5733205062 -0.5775501869 88 0.3930041227 -0.5733205062 89 -0.1013123614 0.3930041227 90 -0.4115465729 -0.1013123614 91 -0.0977214401 -0.4115465729 92 0.2365487715 -0.0977214401 93 -0.1688942751 0.2365487715 94 0.1166364923 -0.1688942751 95 -0.2215115002 0.1166364923 96 -0.4135286608 -0.2215115002 97 -0.1390191433 -0.4135286608 98 -0.1534209159 -0.1390191433 99 0.1900042327 -0.1534209159 100 0.1557793014 0.1900042327 101 0.0165702752 0.1557793014 102 0.1227331069 0.0165702752 103 0.2989132102 0.1227331069 104 -0.2397437895 0.2989132102 105 0.1327904114 -0.2397437895 106 0.2444866555 0.1327904114 107 -0.3068172567 0.2444866555 108 0.1142165366 -0.3068172567 109 0.5312524076 0.1142165366 110 -0.0576101974 0.5312524076 111 0.0940834487 -0.0576101974 112 0.4914840905 0.0940834487 113 -0.3922164316 0.4914840905 114 0.2311040881 -0.3922164316 115 -0.5969381024 0.2311040881 116 -0.1185377984 -0.5969381024 117 0.0992853606 -0.1185377984 118 -0.1501151318 0.0992853606 119 0.7183188860 -0.1501151318 120 0.2463284963 0.7183188860 121 -0.2090307471 0.2463284963 122 -0.1823166109 -0.2090307471 123 0.1267079969 -0.1823166109 124 -0.3315843665 0.1267079969 125 0.2367425126 -0.3315843665 126 -0.2148679689 0.2367425126 127 0.1139819216 -0.2148679689 128 0.7511392165 0.1139819216 129 -0.3643033438 0.7511392165 130 0.1222861031 -0.3643033438 131 -0.8569067356 0.1222861031 132 -0.3154612222 -0.8569067356 133 -0.3848600978 -0.3154612222 134 0.4675504220 -0.3848600978 135 -0.1223543626 0.4675504220 136 -0.0221594061 -0.1223543626 137 -0.0054528166 -0.0221594061 138 -0.2532155124 -0.0054528166 139 0.2414122389 -0.2532155124 140 -0.2255097148 0.2414122389 141 0.4958107270 -0.2255097148 142 -0.1253066993 0.4958107270 143 -0.3431511686 -0.1253066993 144 -0.4598207835 -0.3431511686 145 0.6005672188 -0.4598207835 146 -0.2569657034 0.6005672188 147 0.2927606451 -0.2569657034 148 -0.0793725333 0.2927606451 149 -0.2184207329 -0.0793725333 150 0.2690456981 -0.2184207329 151 -0.1901737021 0.2690456981 152 -0.1160095029 -0.1901737021 153 -0.3514594828 -0.1160095029 154 -0.1169594329 -0.3514594828 155 0.7363226286 -0.1169594329 156 0.5051334543 0.7363226286 157 -0.4701295699 0.5051334543 158 0.2083084677 -0.4701295699 159 -0.1608918313 0.2083084677 160 -0.1541107167 -0.1608918313 161 0.9100988351 -0.1541107167 162 -0.4183864021 0.9100988351 163 -0.1853625655 -0.4183864021 164 0.0800752600 -0.1853625655 165 0.3397738874 0.0800752600 166 0.4859548502 0.3397738874 167 -0.3530510210 0.4859548502 168 -0.1518157004 -0.3530510210 169 0.4435972305 -0.1518157004 170 0.2985024544 0.4435972305 171 0.0160730434 0.2985024544 172 0.1447690945 0.0160730434 173 -0.5836089549 0.1447690945 174 0.2828263660 -0.5836089549 175 0.3619085479 0.2828263660 176 -0.2008614384 0.3619085479 177 -0.1564825392 -0.2008614384 178 -0.5917676403 -0.1564825392 179 0.4088822161 -0.5917676403 180 0.2018727863 0.4088822161 181 -0.3171221587 0.2018727863 182 -0.1978958199 -0.3171221587 183 0.0844255058 -0.1978958199 184 -0.3896435393 0.0844255058 185 0.0837462787 -0.3896435393 186 0.2479097599 0.0837462787 187 0.0911073923 0.2479097599 188 0.0069729870 0.0911073923 189 0.0766078258 0.0069729870 190 0.0172844174 0.0766078258 191 -0.0808762542 0.0172844174 192 -0.5236700959 -0.0808762542 193 0.0599611042 -0.5236700959 194 0.0473618791 0.0599611042 195 -0.2941572154 0.0473618791 196 0.3848181320 -0.2941572154 197 0.6436292519 0.3848181320 198 0.5516707327 0.6436292519 199 0.0437459160 0.5516707327 200 0.4089702516 0.0437459160 201 0.1849588243 0.4089702516 202 0.8609841391 0.1849588243 203 -0.2107239414 0.8609841391 204 1.2904413895 -0.2107239414 205 0.6325865250 1.2904413895 206 0.3146018338 0.6325865250 207 -0.2385274105 0.3146018338 208 0.4890420944 -0.2385274105 209 -0.3964762467 0.4890420944 210 -1.1394081763 -0.3964762467 211 -0.0058869129 -1.1394081763 212 0.0087993192 -0.0058869129 213 -0.1733655199 0.0087993192 214 -1.1389789665 -0.1733655199 215 0.2203525146 -1.1389789665 216 -0.9668632658 0.2203525146 217 -0.5767093253 -0.9668632658 218 -0.5443223246 -0.5767093253 219 0.8926573339 -0.5443223246 > 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/7gewl1258639561.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8i09r1258639561.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9okyd1258639561.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10wruo1258639561.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11qq5g1258639561.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/12w6oz1258639561.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/13auaz1258639561.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/14uzkn1258639561.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/15c7bh1258639561.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/168b4s1258639561.tab") + } > > system("convert tmp/1vcr01258639561.ps tmp/1vcr01258639561.png") > system("convert tmp/2t65j1258639561.ps tmp/2t65j1258639561.png") > system("convert tmp/3i7621258639561.ps tmp/3i7621258639561.png") > system("convert tmp/4p4yi1258639561.ps tmp/4p4yi1258639561.png") > system("convert tmp/5zvx01258639561.ps tmp/5zvx01258639561.png") > system("convert tmp/6e46o1258639561.ps tmp/6e46o1258639561.png") > system("convert tmp/7gewl1258639561.ps tmp/7gewl1258639561.png") > system("convert tmp/8i09r1258639561.ps tmp/8i09r1258639561.png") > system("convert tmp/9okyd1258639561.ps tmp/9okyd1258639561.png") > system("convert tmp/10wruo1258639561.ps tmp/10wruo1258639561.png") > > > proc.time() user system elapsed 6.014 1.824 8.758