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Type 'q()' to quit R. > x <- array(list(5246.24 + ,0 + ,5170.09 + ,4920.10 + ,4926.65 + ,5283.61 + ,0 + ,5246.24 + ,5170.09 + ,4920.10 + ,4979.05 + ,0 + ,5283.61 + ,5246.24 + ,5170.09 + ,4825.20 + ,0 + ,4979.05 + ,5283.61 + ,5246.24 + ,4695.12 + ,0 + ,4825.20 + ,4979.05 + ,5283.61 + ,4711.54 + ,0 + ,4695.12 + ,4825.20 + ,4979.05 + ,4727.22 + ,0 + ,4711.54 + ,4695.12 + ,4825.20 + ,4384.96 + ,0 + ,4727.22 + ,4711.54 + ,4695.12 + ,4378.75 + ,0 + ,4384.96 + ,4727.22 + ,4711.54 + ,4472.93 + ,0 + ,4378.75 + ,4384.96 + ,4727.22 + ,4564.07 + ,0 + ,4472.93 + ,4378.75 + ,4384.96 + ,4310.54 + ,0 + ,4564.07 + ,4472.93 + ,4378.75 + ,4171.38 + ,0 + ,4310.54 + ,4564.07 + ,4472.93 + ,4049.38 + ,0 + ,4171.38 + ,4310.54 + ,4564.07 + ,3591.37 + ,0 + ,4049.38 + ,4171.38 + ,4310.54 + ,3720.46 + ,0 + ,3591.37 + ,4049.38 + ,4171.38 + ,4107.23 + ,0 + ,3720.46 + ,3591.37 + ,4049.38 + ,4101.71 + ,0 + ,4107.23 + ,3720.46 + ,3591.37 + ,4162.34 + ,0 + ,4101.71 + ,4107.23 + ,3720.46 + ,4136.22 + ,0 + ,4162.34 + 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+ ,8371.47 + ,9138.46 + ,0 + ,8802.79 + ,8672.11 + ,8347.71 + ,9123.29 + ,0 + ,9138.46 + ,8802.79 + ,8672.11 + ,9023.21 + ,1 + ,9123.29 + ,9138.46 + ,8802.79 + ,8850.41 + ,1 + ,9023.21 + ,9123.29 + ,9138.46 + ,8864.58 + ,1 + ,8850.41 + ,9023.21 + ,9123.29 + ,9163.74 + ,1 + ,8864.58 + ,8850.41 + ,9023.21 + ,8516.66 + ,1 + ,9163.74 + ,8864.58 + ,8850.41 + ,8553.44 + ,1 + ,8516.66 + ,9163.74 + ,8864.58 + ,7555.20 + ,1 + ,8553.44 + ,8516.66 + ,9163.74 + ,7851.22 + ,1 + ,7555.20 + ,8553.44 + ,8516.66 + ,7442.00 + ,1 + ,7851.22 + ,7555.20 + ,8553.44 + ,7992.53 + ,1 + ,7442.00 + ,7851.22 + ,7555.20 + ,8264.04 + ,1 + ,7992.53 + ,7442.00 + ,7851.22 + ,7517.39 + ,1 + ,8264.04 + ,7992.53 + ,7442.00 + ,7200.40 + ,1 + ,7517.39 + ,8264.04 + ,7992.53 + ,7193.69 + ,1 + ,7200.40 + ,7517.39 + ,8264.04 + ,6193.58 + ,1 + ,7193.69 + ,7200.40 + ,7517.39 + ,5104.21 + ,1 + ,6193.58 + ,7193.69 + ,7200.40 + ,4800.46 + ,1 + ,5104.21 + ,6193.58 + ,7193.69 + ,4461.61 + ,1 + ,4800.46 + ,5104.21 + ,6193.58 + ,4398.59 + ,1 + ,4461.61 + ,4800.46 + ,5104.21 + ,4243.63 + ,1 + ,4398.59 + ,4461.61 + ,4800.46 + ,4293.82 + ,1 + ,4243.63 + ,4398.59 + ,4461.61) + ,dim=c(5 + ,104) + ,dimnames=list(c('Y' + ,'X' + ,'Y1' + ,'Y2' + ,'Y3') + ,1:104)) > y <- array(NA,dim=c(5,104),dimnames=list(c('Y','X','Y1','Y2','Y3'),1:104)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Include Monthly Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Y X Y1 Y2 Y3 M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 5246.24 0 5170.09 4920.10 4926.65 1 0 0 0 0 0 0 0 0 0 0 1 2 5283.61 0 5246.24 5170.09 4920.10 0 1 0 0 0 0 0 0 0 0 0 2 3 4979.05 0 5283.61 5246.24 5170.09 0 0 1 0 0 0 0 0 0 0 0 3 4 4825.20 0 4979.05 5283.61 5246.24 0 0 0 1 0 0 0 0 0 0 0 4 5 4695.12 0 4825.20 4979.05 5283.61 0 0 0 0 1 0 0 0 0 0 0 5 6 4711.54 0 4695.12 4825.20 4979.05 0 0 0 0 0 1 0 0 0 0 0 6 7 4727.22 0 4711.54 4695.12 4825.20 0 0 0 0 0 0 1 0 0 0 0 7 8 4384.96 0 4727.22 4711.54 4695.12 0 0 0 0 0 0 0 1 0 0 0 8 9 4378.75 0 4384.96 4727.22 4711.54 0 0 0 0 0 0 0 0 1 0 0 9 10 4472.93 0 4378.75 4384.96 4727.22 0 0 0 0 0 0 0 0 0 1 0 10 11 4564.07 0 4472.93 4378.75 4384.96 0 0 0 0 0 0 0 0 0 0 1 11 12 4310.54 0 4564.07 4472.93 4378.75 0 0 0 0 0 0 0 0 0 0 0 12 13 4171.38 0 4310.54 4564.07 4472.93 1 0 0 0 0 0 0 0 0 0 0 13 14 4049.38 0 4171.38 4310.54 4564.07 0 1 0 0 0 0 0 0 0 0 0 14 15 3591.37 0 4049.38 4171.38 4310.54 0 0 1 0 0 0 0 0 0 0 0 15 16 3720.46 0 3591.37 4049.38 4171.38 0 0 0 1 0 0 0 0 0 0 0 16 17 4107.23 0 3720.46 3591.37 4049.38 0 0 0 0 1 0 0 0 0 0 0 17 18 4101.71 0 4107.23 3720.46 3591.37 0 0 0 0 0 1 0 0 0 0 0 18 19 4162.34 0 4101.71 4107.23 3720.46 0 0 0 0 0 0 1 0 0 0 0 19 20 4136.22 0 4162.34 4101.71 4107.23 0 0 0 0 0 0 0 1 0 0 0 20 21 4125.88 0 4136.22 4162.34 4101.71 0 0 0 0 0 0 0 0 1 0 0 21 22 4031.48 0 4125.88 4136.22 4162.34 0 0 0 0 0 0 0 0 0 1 0 22 23 3761.36 0 4031.48 4125.88 4136.22 0 0 0 0 0 0 0 0 0 0 1 23 24 3408.56 0 3761.36 4031.48 4125.88 0 0 0 0 0 0 0 0 0 0 0 24 25 3228.47 0 3408.56 3761.36 4031.48 1 0 0 0 0 0 0 0 0 0 0 25 26 3090.45 0 3228.47 3408.56 3761.36 0 1 0 0 0 0 0 0 0 0 0 26 27 2741.14 0 3090.45 3228.47 3408.56 0 0 1 0 0 0 0 0 0 0 0 27 28 2980.44 0 2741.14 3090.45 3228.47 0 0 0 1 0 0 0 0 0 0 0 28 29 3104.33 0 2980.44 2741.14 3090.45 0 0 0 0 1 0 0 0 0 0 0 29 30 3181.57 0 3104.33 2980.44 2741.14 0 0 0 0 0 1 0 0 0 0 0 30 31 2863.86 0 3181.57 3104.33 2980.44 0 0 0 0 0 0 1 0 0 0 0 31 32 2898.01 0 2863.86 3181.57 3104.33 0 0 0 0 0 0 0 1 0 0 0 32 33 3112.33 0 2898.01 2863.86 3181.57 0 0 0 0 0 0 0 0 1 0 0 33 34 3254.33 0 3112.33 2898.01 2863.86 0 0 0 0 0 0 0 0 0 1 0 34 35 3513.47 0 3254.33 3112.33 2898.01 0 0 0 0 0 0 0 0 0 0 1 35 36 3587.61 0 3513.47 3254.33 3112.33 0 0 0 0 0 0 0 0 0 0 0 36 37 3727.45 0 3587.61 3513.47 3254.33 1 0 0 0 0 0 0 0 0 0 0 37 38 3793.34 0 3727.45 3587.61 3513.47 0 1 0 0 0 0 0 0 0 0 0 38 39 3817.58 0 3793.34 3727.45 3587.61 0 0 1 0 0 0 0 0 0 0 0 39 40 3845.13 0 3817.58 3793.34 3727.45 0 0 0 1 0 0 0 0 0 0 0 40 41 3931.86 0 3845.13 3817.58 3793.34 0 0 0 0 1 0 0 0 0 0 0 41 42 4197.52 0 3931.86 3845.13 3817.58 0 0 0 0 0 1 0 0 0 0 0 42 43 4307.13 0 4197.52 3931.86 3845.13 0 0 0 0 0 0 1 0 0 0 0 43 44 4229.43 0 4307.13 4197.52 3931.86 0 0 0 0 0 0 0 1 0 0 0 44 45 4362.28 0 4229.43 4307.13 4197.52 0 0 0 0 0 0 0 0 1 0 0 45 46 4217.34 0 4362.28 4229.43 4307.13 0 0 0 0 0 0 0 0 0 1 0 46 47 4361.28 0 4217.34 4362.28 4229.43 0 0 0 0 0 0 0 0 0 0 1 47 48 4327.74 0 4361.28 4217.34 4362.28 0 0 0 0 0 0 0 0 0 0 0 48 49 4417.65 0 4327.74 4361.28 4217.34 1 0 0 0 0 0 0 0 0 0 0 49 50 4557.68 0 4417.65 4327.74 4361.28 0 1 0 0 0 0 0 0 0 0 0 50 51 4650.35 0 4557.68 4417.65 4327.74 0 0 1 0 0 0 0 0 0 0 0 51 52 4967.18 0 4650.35 4557.68 4417.65 0 0 0 1 0 0 0 0 0 0 0 52 53 5123.42 0 4967.18 4650.35 4557.68 0 0 0 0 1 0 0 0 0 0 0 53 54 5290.85 0 5123.42 4967.18 4650.35 0 0 0 0 0 1 0 0 0 0 0 54 55 5535.66 0 5290.85 5123.42 4967.18 0 0 0 0 0 0 1 0 0 0 0 55 56 5514.06 0 5535.66 5290.85 5123.42 0 0 0 0 0 0 0 1 0 0 0 56 57 5493.88 0 5514.06 5535.66 5290.85 0 0 0 0 0 0 0 0 1 0 0 57 58 5694.83 0 5493.88 5514.06 5535.66 0 0 0 0 0 0 0 0 0 1 0 58 59 5850.41 0 5694.83 5493.88 5514.06 0 0 0 0 0 0 0 0 0 0 1 59 60 6116.64 0 5850.41 5694.83 5493.88 0 0 0 0 0 0 0 0 0 0 0 60 61 6175.00 0 6116.64 5850.41 5694.83 1 0 0 0 0 0 0 0 0 0 0 61 62 6513.58 0 6175.00 6116.64 5850.41 0 1 0 0 0 0 0 0 0 0 0 62 63 6383.78 0 6513.58 6175.00 6116.64 0 0 1 0 0 0 0 0 0 0 0 63 64 6673.66 0 6383.78 6513.58 6175.00 0 0 0 1 0 0 0 0 0 0 0 64 65 6936.61 0 6673.66 6383.78 6513.58 0 0 0 0 1 0 0 0 0 0 0 65 66 7300.68 0 6936.61 6673.66 6383.78 0 0 0 0 0 1 0 0 0 0 0 66 67 7392.93 0 7300.68 6936.61 6673.66 0 0 0 0 0 0 1 0 0 0 0 67 68 7497.31 0 7392.93 7300.68 6936.61 0 0 0 0 0 0 0 1 0 0 0 68 69 7584.71 0 7497.31 7392.93 7300.68 0 0 0 0 0 0 0 0 1 0 0 69 70 7160.79 0 7584.71 7497.31 7392.93 0 0 0 0 0 0 0 0 0 1 0 70 71 7196.19 0 7160.79 7584.71 7497.31 0 0 0 0 0 0 0 0 0 0 1 71 72 7245.63 0 7196.19 7160.79 7584.71 0 0 0 0 0 0 0 0 0 0 0 72 73 7347.51 0 7245.63 7196.19 7160.79 1 0 0 0 0 0 0 0 0 0 0 73 74 7425.75 0 7347.51 7245.63 7196.19 0 1 0 0 0 0 0 0 0 0 0 74 75 7778.51 0 7425.75 7347.51 7245.63 0 0 1 0 0 0 0 0 0 0 0 75 76 7822.33 0 7778.51 7425.75 7347.51 0 0 0 1 0 0 0 0 0 0 0 76 77 8181.22 0 7822.33 7778.51 7425.75 0 0 0 0 1 0 0 0 0 0 0 77 78 8371.47 0 8181.22 7822.33 7778.51 0 0 0 0 0 1 0 0 0 0 0 78 79 8347.71 0 8371.47 8181.22 7822.33 0 0 0 0 0 0 1 0 0 0 0 79 80 8672.11 0 8347.71 8371.47 8181.22 0 0 0 0 0 0 0 1 0 0 0 80 81 8802.79 0 8672.11 8347.71 8371.47 0 0 0 0 0 0 0 0 1 0 0 81 82 9138.46 0 8802.79 8672.11 8347.71 0 0 0 0 0 0 0 0 0 1 0 82 83 9123.29 0 9138.46 8802.79 8672.11 0 0 0 0 0 0 0 0 0 0 1 83 84 9023.21 1 9123.29 9138.46 8802.79 0 0 0 0 0 0 0 0 0 0 0 84 85 8850.41 1 9023.21 9123.29 9138.46 1 0 0 0 0 0 0 0 0 0 0 85 86 8864.58 1 8850.41 9023.21 9123.29 0 1 0 0 0 0 0 0 0 0 0 86 87 9163.74 1 8864.58 8850.41 9023.21 0 0 1 0 0 0 0 0 0 0 0 87 88 8516.66 1 9163.74 8864.58 8850.41 0 0 0 1 0 0 0 0 0 0 0 88 89 8553.44 1 8516.66 9163.74 8864.58 0 0 0 0 1 0 0 0 0 0 0 89 90 7555.20 1 8553.44 8516.66 9163.74 0 0 0 0 0 1 0 0 0 0 0 90 91 7851.22 1 7555.20 8553.44 8516.66 0 0 0 0 0 0 1 0 0 0 0 91 92 7442.00 1 7851.22 7555.20 8553.44 0 0 0 0 0 0 0 1 0 0 0 92 93 7992.53 1 7442.00 7851.22 7555.20 0 0 0 0 0 0 0 0 1 0 0 93 94 8264.04 1 7992.53 7442.00 7851.22 0 0 0 0 0 0 0 0 0 1 0 94 95 7517.39 1 8264.04 7992.53 7442.00 0 0 0 0 0 0 0 0 0 0 1 95 96 7200.40 1 7517.39 8264.04 7992.53 0 0 0 0 0 0 0 0 0 0 0 96 97 7193.69 1 7200.40 7517.39 8264.04 1 0 0 0 0 0 0 0 0 0 0 97 98 6193.58 1 7193.69 7200.40 7517.39 0 1 0 0 0 0 0 0 0 0 0 98 99 5104.21 1 6193.58 7193.69 7200.40 0 0 1 0 0 0 0 0 0 0 0 99 100 4800.46 1 5104.21 6193.58 7193.69 0 0 0 1 0 0 0 0 0 0 0 100 101 4461.61 1 4800.46 5104.21 6193.58 0 0 0 0 1 0 0 0 0 0 0 101 102 4398.59 1 4461.61 4800.46 5104.21 0 0 0 0 0 1 0 0 0 0 0 102 103 4243.63 1 4398.59 4461.61 4800.46 0 0 0 0 0 0 1 0 0 0 0 103 104 4293.82 1 4243.63 4398.59 4461.61 0 0 0 0 0 0 0 1 0 0 0 104 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) X Y1 Y2 Y3 M1 -96.5555 -360.7382 1.0075 0.1663 -0.1884 100.7798 M2 M3 M4 M5 M6 M7 36.3284 -83.1207 92.1138 216.7257 77.7633 90.0345 M8 M9 M10 M11 t 29.6711 179.0168 107.2908 -19.5422 3.3200 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -763.60 -105.44 12.09 120.17 712.72 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -96.5555 127.2056 -0.759 0.44987 X -360.7382 107.9866 -3.341 0.00123 ** Y1 1.0075 0.1046 9.631 2.3e-15 *** Y2 0.1663 0.1493 1.114 0.26843 Y3 -0.1884 0.1064 -1.772 0.07997 . M1 100.7798 126.6373 0.796 0.42831 M2 36.3284 126.7032 0.287 0.77501 M3 -83.1207 126.3511 -0.658 0.51237 M4 92.1138 127.5150 0.722 0.47200 M5 216.7257 128.4145 1.688 0.09505 . M6 77.7633 127.4482 0.610 0.54335 M7 90.0345 126.6731 0.711 0.47913 M8 29.6711 126.7957 0.234 0.81553 M9 179.0168 130.3070 1.374 0.17303 M10 107.2908 131.7904 0.814 0.41781 M11 -19.5422 130.3856 -0.150 0.88121 t 3.3200 1.5152 2.191 0.03112 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 259.7 on 87 degrees of freedom Multiple R-squared: 0.9838, Adjusted R-squared: 0.9809 F-statistic: 331 on 16 and 87 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 4.564878e-01 9.129755e-01 0.5435122 [2,] 2.914224e-01 5.828447e-01 0.7085776 [3,] 1.733210e-01 3.466419e-01 0.8266790 [4,] 1.080758e-01 2.161516e-01 0.8919242 [5,] 6.256150e-02 1.251230e-01 0.9374385 [6,] 3.223092e-02 6.446185e-02 0.9677691 [7,] 1.807591e-02 3.615182e-02 0.9819241 [8,] 9.258550e-03 1.851710e-02 0.9907415 [9,] 4.791426e-03 9.582851e-03 0.9952086 [10,] 3.362215e-03 6.724430e-03 0.9966378 [11,] 1.451673e-03 2.903346e-03 0.9985483 [12,] 4.850689e-03 9.701378e-03 0.9951493 [13,] 3.772564e-03 7.545128e-03 0.9962274 [14,] 2.360927e-03 4.721854e-03 0.9976391 [15,] 1.153584e-03 2.307167e-03 0.9988464 [16,] 1.837167e-03 3.674334e-03 0.9981628 [17,] 2.661772e-03 5.323544e-03 0.9973382 [18,] 2.027618e-03 4.055236e-03 0.9979724 [19,] 1.127330e-03 2.254660e-03 0.9988727 [20,] 1.388260e-03 2.776519e-03 0.9986117 [21,] 1.037223e-03 2.074445e-03 0.9989628 [22,] 5.398985e-04 1.079797e-03 0.9994601 [23,] 5.168591e-04 1.033718e-03 0.9994831 [24,] 2.689025e-04 5.378050e-04 0.9997311 [25,] 1.533233e-04 3.066466e-04 0.9998467 [26,] 7.554778e-05 1.510956e-04 0.9999245 [27,] 6.927591e-05 1.385518e-04 0.9999307 [28,] 4.549798e-05 9.099595e-05 0.9999545 [29,] 2.365153e-05 4.730307e-05 0.9999763 [30,] 1.147169e-05 2.294338e-05 0.9999885 [31,] 5.482059e-06 1.096412e-05 0.9999945 [32,] 4.315872e-06 8.631744e-06 0.9999957 [33,] 2.147716e-06 4.295433e-06 0.9999979 [34,] 1.100777e-06 2.201554e-06 0.9999989 [35,] 4.501604e-07 9.003209e-07 0.9999995 [36,] 2.582318e-07 5.164636e-07 0.9999997 [37,] 1.379223e-07 2.758446e-07 0.9999999 [38,] 1.545056e-07 3.090113e-07 0.9999998 [39,] 9.163434e-08 1.832687e-07 0.9999999 [40,] 3.977026e-08 7.954053e-08 1.0000000 [41,] 4.607054e-08 9.214107e-08 1.0000000 [42,] 2.711304e-08 5.422607e-08 1.0000000 [43,] 2.190399e-08 4.380798e-08 1.0000000 [44,] 1.192483e-08 2.384965e-08 1.0000000 [45,] 5.029901e-09 1.005980e-08 1.0000000 [46,] 1.762516e-09 3.525032e-09 1.0000000 [47,] 1.068024e-09 2.136049e-09 1.0000000 [48,] 4.494461e-10 8.988922e-10 1.0000000 [49,] 1.767045e-10 3.534089e-10 1.0000000 [50,] 1.472280e-10 2.944560e-10 1.0000000 [51,] 2.540158e-07 5.080317e-07 0.9999997 [52,] 1.835384e-07 3.670769e-07 0.9999998 [53,] 1.186845e-07 2.373690e-07 0.9999999 [54,] 3.385727e-07 6.771454e-07 0.9999997 [55,] 3.869438e-07 7.738877e-07 0.9999996 [56,] 9.309870e-07 1.861974e-06 0.9999991 [57,] 9.020019e-07 1.804004e-06 0.9999991 [58,] 4.264230e-07 8.528460e-07 0.9999996 [59,] 2.001953e-07 4.003905e-07 0.9999998 [60,] 1.163918e-07 2.327837e-07 0.9999999 [61,] 7.980801e-08 1.596160e-07 0.9999999 [62,] 5.726775e-08 1.145355e-07 0.9999999 [63,] 1.149398e-07 2.298795e-07 0.9999999 [64,] 3.789777e-08 7.579554e-08 1.0000000 [65,] 2.557216e-08 5.114433e-08 1.0000000 > postscript(file="/var/www/html/rcomp/tmp/15szk1258655030.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2b4ex1258655030.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3dd1j1258655030.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4lh3s1258655030.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5p6ta1258655030.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 = 104 Frequency = 1 1 2 3 4 5 139.97631379 118.94746204 -72.69180724 -90.12252017 -135.43959518 6 7 8 9 10 115.87470102 92.06415651 -236.19179361 -49.75927173 178.95921970 11 12 13 14 15 235.26764680 -149.78005383 -135.02316090 3.64812146 -239.94876345 16 17 18 19 20 166.09292954 348.05802565 -19.25709703 -8.65625638 34.98081768 21 22 23 24 25 -112.83290062 -112.64089744 -167.34340552 -257.11236014 -158.72543615 26 27 28 29 30 -46.40077843 -177.05622220 224.63362382 11.58715187 -5.96684004 31 32 33 34 35 -392.59879863 29.18163663 123.82323223 52.75901513 263.14042094 36 37 38 39 40 70.10694330 14.81174747 37.44611836 102.14543898 -57.88843859 41 42 43 44 45 -118.46216569 195.44668699 12.58414667 -146.34235615 -56.04710921 46 47 48 49 50 -232.84927781 143.89325131 -8.38828612 -40.03693391 103.24221878 51 52 53 54 55 149.69019284 188.25547219 -91.66394422 18.76866358 113.02052871 56 57 58 59 60 -96.58346477 -256.83290686 82.57627711 158.50118563 207.90178267 61 62 63 64 65 -94.07014147 231.88363065 -82.44150491 114.34309122 42.69749170 66 67 68 69 70 204.82313113 -74.42212197 -16.93995363 -134.10697396 -577.65190480 71 72 73 74 75 13.48722927 91.37123866 -46.42572628 -11.24892973 371.18684230 76 77 78 79 80 -112.76289022 30.12241545 53.62159489 -228.83375274 212.53295154 81 82 83 84 85 -96.48041478 117.50916973 -72.93675943 148.94155962 38.64453182 86 87 88 89 90 301.82516786 712.71845060 -449.23282652 64.45553729 -671.21021563 91 92 93 94 95 486.88383225 9.41962220 582.23634494 491.33839837 -574.00956900 96 97 98 99 100 -103.04082415 280.84880564 -739.34301099 -763.60262693 16.68155873 101 102 103 104 -151.35491687 107.89937509 -0.04173441 209.94254010 > postscript(file="/var/www/html/rcomp/tmp/61m5y1258655030.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 = 104 Frequency = 1 lag(myerror, k = 1) myerror 0 139.97631379 NA 1 118.94746204 139.97631379 2 -72.69180724 118.94746204 3 -90.12252017 -72.69180724 4 -135.43959518 -90.12252017 5 115.87470102 -135.43959518 6 92.06415651 115.87470102 7 -236.19179361 92.06415651 8 -49.75927173 -236.19179361 9 178.95921970 -49.75927173 10 235.26764680 178.95921970 11 -149.78005383 235.26764680 12 -135.02316090 -149.78005383 13 3.64812146 -135.02316090 14 -239.94876345 3.64812146 15 166.09292954 -239.94876345 16 348.05802565 166.09292954 17 -19.25709703 348.05802565 18 -8.65625638 -19.25709703 19 34.98081768 -8.65625638 20 -112.83290062 34.98081768 21 -112.64089744 -112.83290062 22 -167.34340552 -112.64089744 23 -257.11236014 -167.34340552 24 -158.72543615 -257.11236014 25 -46.40077843 -158.72543615 26 -177.05622220 -46.40077843 27 224.63362382 -177.05622220 28 11.58715187 224.63362382 29 -5.96684004 11.58715187 30 -392.59879863 -5.96684004 31 29.18163663 -392.59879863 32 123.82323223 29.18163663 33 52.75901513 123.82323223 34 263.14042094 52.75901513 35 70.10694330 263.14042094 36 14.81174747 70.10694330 37 37.44611836 14.81174747 38 102.14543898 37.44611836 39 -57.88843859 102.14543898 40 -118.46216569 -57.88843859 41 195.44668699 -118.46216569 42 12.58414667 195.44668699 43 -146.34235615 12.58414667 44 -56.04710921 -146.34235615 45 -232.84927781 -56.04710921 46 143.89325131 -232.84927781 47 -8.38828612 143.89325131 48 -40.03693391 -8.38828612 49 103.24221878 -40.03693391 50 149.69019284 103.24221878 51 188.25547219 149.69019284 52 -91.66394422 188.25547219 53 18.76866358 -91.66394422 54 113.02052871 18.76866358 55 -96.58346477 113.02052871 56 -256.83290686 -96.58346477 57 82.57627711 -256.83290686 58 158.50118563 82.57627711 59 207.90178267 158.50118563 60 -94.07014147 207.90178267 61 231.88363065 -94.07014147 62 -82.44150491 231.88363065 63 114.34309122 -82.44150491 64 42.69749170 114.34309122 65 204.82313113 42.69749170 66 -74.42212197 204.82313113 67 -16.93995363 -74.42212197 68 -134.10697396 -16.93995363 69 -577.65190480 -134.10697396 70 13.48722927 -577.65190480 71 91.37123866 13.48722927 72 -46.42572628 91.37123866 73 -11.24892973 -46.42572628 74 371.18684230 -11.24892973 75 -112.76289022 371.18684230 76 30.12241545 -112.76289022 77 53.62159489 30.12241545 78 -228.83375274 53.62159489 79 212.53295154 -228.83375274 80 -96.48041478 212.53295154 81 117.50916973 -96.48041478 82 -72.93675943 117.50916973 83 148.94155962 -72.93675943 84 38.64453182 148.94155962 85 301.82516786 38.64453182 86 712.71845060 301.82516786 87 -449.23282652 712.71845060 88 64.45553729 -449.23282652 89 -671.21021563 64.45553729 90 486.88383225 -671.21021563 91 9.41962220 486.88383225 92 582.23634494 9.41962220 93 491.33839837 582.23634494 94 -574.00956900 491.33839837 95 -103.04082415 -574.00956900 96 280.84880564 -103.04082415 97 -739.34301099 280.84880564 98 -763.60262693 -739.34301099 99 16.68155873 -763.60262693 100 -151.35491687 16.68155873 101 107.89937509 -151.35491687 102 -0.04173441 107.89937509 103 209.94254010 -0.04173441 104 NA 209.94254010 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 118.94746204 139.97631379 [2,] -72.69180724 118.94746204 [3,] -90.12252017 -72.69180724 [4,] -135.43959518 -90.12252017 [5,] 115.87470102 -135.43959518 [6,] 92.06415651 115.87470102 [7,] -236.19179361 92.06415651 [8,] -49.75927173 -236.19179361 [9,] 178.95921970 -49.75927173 [10,] 235.26764680 178.95921970 [11,] -149.78005383 235.26764680 [12,] -135.02316090 -149.78005383 [13,] 3.64812146 -135.02316090 [14,] -239.94876345 3.64812146 [15,] 166.09292954 -239.94876345 [16,] 348.05802565 166.09292954 [17,] -19.25709703 348.05802565 [18,] -8.65625638 -19.25709703 [19,] 34.98081768 -8.65625638 [20,] -112.83290062 34.98081768 [21,] -112.64089744 -112.83290062 [22,] -167.34340552 -112.64089744 [23,] -257.11236014 -167.34340552 [24,] -158.72543615 -257.11236014 [25,] -46.40077843 -158.72543615 [26,] -177.05622220 -46.40077843 [27,] 224.63362382 -177.05622220 [28,] 11.58715187 224.63362382 [29,] -5.96684004 11.58715187 [30,] -392.59879863 -5.96684004 [31,] 29.18163663 -392.59879863 [32,] 123.82323223 29.18163663 [33,] 52.75901513 123.82323223 [34,] 263.14042094 52.75901513 [35,] 70.10694330 263.14042094 [36,] 14.81174747 70.10694330 [37,] 37.44611836 14.81174747 [38,] 102.14543898 37.44611836 [39,] -57.88843859 102.14543898 [40,] -118.46216569 -57.88843859 [41,] 195.44668699 -118.46216569 [42,] 12.58414667 195.44668699 [43,] -146.34235615 12.58414667 [44,] -56.04710921 -146.34235615 [45,] -232.84927781 -56.04710921 [46,] 143.89325131 -232.84927781 [47,] -8.38828612 143.89325131 [48,] -40.03693391 -8.38828612 [49,] 103.24221878 -40.03693391 [50,] 149.69019284 103.24221878 [51,] 188.25547219 149.69019284 [52,] -91.66394422 188.25547219 [53,] 18.76866358 -91.66394422 [54,] 113.02052871 18.76866358 [55,] -96.58346477 113.02052871 [56,] -256.83290686 -96.58346477 [57,] 82.57627711 -256.83290686 [58,] 158.50118563 82.57627711 [59,] 207.90178267 158.50118563 [60,] -94.07014147 207.90178267 [61,] 231.88363065 -94.07014147 [62,] -82.44150491 231.88363065 [63,] 114.34309122 -82.44150491 [64,] 42.69749170 114.34309122 [65,] 204.82313113 42.69749170 [66,] -74.42212197 204.82313113 [67,] -16.93995363 -74.42212197 [68,] -134.10697396 -16.93995363 [69,] -577.65190480 -134.10697396 [70,] 13.48722927 -577.65190480 [71,] 91.37123866 13.48722927 [72,] -46.42572628 91.37123866 [73,] -11.24892973 -46.42572628 [74,] 371.18684230 -11.24892973 [75,] -112.76289022 371.18684230 [76,] 30.12241545 -112.76289022 [77,] 53.62159489 30.12241545 [78,] -228.83375274 53.62159489 [79,] 212.53295154 -228.83375274 [80,] -96.48041478 212.53295154 [81,] 117.50916973 -96.48041478 [82,] -72.93675943 117.50916973 [83,] 148.94155962 -72.93675943 [84,] 38.64453182 148.94155962 [85,] 301.82516786 38.64453182 [86,] 712.71845060 301.82516786 [87,] -449.23282652 712.71845060 [88,] 64.45553729 -449.23282652 [89,] -671.21021563 64.45553729 [90,] 486.88383225 -671.21021563 [91,] 9.41962220 486.88383225 [92,] 582.23634494 9.41962220 [93,] 491.33839837 582.23634494 [94,] -574.00956900 491.33839837 [95,] -103.04082415 -574.00956900 [96,] 280.84880564 -103.04082415 [97,] -739.34301099 280.84880564 [98,] -763.60262693 -739.34301099 [99,] 16.68155873 -763.60262693 [100,] -151.35491687 16.68155873 [101,] 107.89937509 -151.35491687 [102,] -0.04173441 107.89937509 [103,] 209.94254010 -0.04173441 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 118.94746204 139.97631379 2 -72.69180724 118.94746204 3 -90.12252017 -72.69180724 4 -135.43959518 -90.12252017 5 115.87470102 -135.43959518 6 92.06415651 115.87470102 7 -236.19179361 92.06415651 8 -49.75927173 -236.19179361 9 178.95921970 -49.75927173 10 235.26764680 178.95921970 11 -149.78005383 235.26764680 12 -135.02316090 -149.78005383 13 3.64812146 -135.02316090 14 -239.94876345 3.64812146 15 166.09292954 -239.94876345 16 348.05802565 166.09292954 17 -19.25709703 348.05802565 18 -8.65625638 -19.25709703 19 34.98081768 -8.65625638 20 -112.83290062 34.98081768 21 -112.64089744 -112.83290062 22 -167.34340552 -112.64089744 23 -257.11236014 -167.34340552 24 -158.72543615 -257.11236014 25 -46.40077843 -158.72543615 26 -177.05622220 -46.40077843 27 224.63362382 -177.05622220 28 11.58715187 224.63362382 29 -5.96684004 11.58715187 30 -392.59879863 -5.96684004 31 29.18163663 -392.59879863 32 123.82323223 29.18163663 33 52.75901513 123.82323223 34 263.14042094 52.75901513 35 70.10694330 263.14042094 36 14.81174747 70.10694330 37 37.44611836 14.81174747 38 102.14543898 37.44611836 39 -57.88843859 102.14543898 40 -118.46216569 -57.88843859 41 195.44668699 -118.46216569 42 12.58414667 195.44668699 43 -146.34235615 12.58414667 44 -56.04710921 -146.34235615 45 -232.84927781 -56.04710921 46 143.89325131 -232.84927781 47 -8.38828612 143.89325131 48 -40.03693391 -8.38828612 49 103.24221878 -40.03693391 50 149.69019284 103.24221878 51 188.25547219 149.69019284 52 -91.66394422 188.25547219 53 18.76866358 -91.66394422 54 113.02052871 18.76866358 55 -96.58346477 113.02052871 56 -256.83290686 -96.58346477 57 82.57627711 -256.83290686 58 158.50118563 82.57627711 59 207.90178267 158.50118563 60 -94.07014147 207.90178267 61 231.88363065 -94.07014147 62 -82.44150491 231.88363065 63 114.34309122 -82.44150491 64 42.69749170 114.34309122 65 204.82313113 42.69749170 66 -74.42212197 204.82313113 67 -16.93995363 -74.42212197 68 -134.10697396 -16.93995363 69 -577.65190480 -134.10697396 70 13.48722927 -577.65190480 71 91.37123866 13.48722927 72 -46.42572628 91.37123866 73 -11.24892973 -46.42572628 74 371.18684230 -11.24892973 75 -112.76289022 371.18684230 76 30.12241545 -112.76289022 77 53.62159489 30.12241545 78 -228.83375274 53.62159489 79 212.53295154 -228.83375274 80 -96.48041478 212.53295154 81 117.50916973 -96.48041478 82 -72.93675943 117.50916973 83 148.94155962 -72.93675943 84 38.64453182 148.94155962 85 301.82516786 38.64453182 86 712.71845060 301.82516786 87 -449.23282652 712.71845060 88 64.45553729 -449.23282652 89 -671.21021563 64.45553729 90 486.88383225 -671.21021563 91 9.41962220 486.88383225 92 582.23634494 9.41962220 93 491.33839837 582.23634494 94 -574.00956900 491.33839837 95 -103.04082415 -574.00956900 96 280.84880564 -103.04082415 97 -739.34301099 280.84880564 98 -763.60262693 -739.34301099 99 16.68155873 -763.60262693 100 -151.35491687 16.68155873 101 107.89937509 -151.35491687 102 -0.04173441 107.89937509 103 209.94254010 -0.04173441 > 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/75sme1258655030.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/88p6h1258655030.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9px651258655030.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10wdqt1258655030.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11dw211258655030.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/12jido1258655030.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/13hrj21258655030.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/14mepp1258655030.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/15l71h1258655030.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/160oma1258655030.tab") + } > > system("convert tmp/15szk1258655030.ps tmp/15szk1258655030.png") > system("convert tmp/2b4ex1258655030.ps tmp/2b4ex1258655030.png") > system("convert tmp/3dd1j1258655030.ps tmp/3dd1j1258655030.png") > system("convert tmp/4lh3s1258655030.ps tmp/4lh3s1258655030.png") > system("convert tmp/5p6ta1258655030.ps tmp/5p6ta1258655030.png") > system("convert tmp/61m5y1258655030.ps tmp/61m5y1258655030.png") > system("convert tmp/75sme1258655030.ps tmp/75sme1258655030.png") > system("convert tmp/88p6h1258655030.ps tmp/88p6h1258655030.png") > system("convert tmp/9px651258655030.ps tmp/9px651258655030.png") > system("convert tmp/10wdqt1258655030.ps tmp/10wdqt1258655030.png") > > > proc.time() user system elapsed 3.135 1.632 7.223