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(3,0,3.21,0,3.37,0,3.51,0,3.75,0,4.11,0,4.25,0,4.25,0,4.5,0,4.7,0,4.75,0,4.75,0,4.75,0,4.75,0,4.75,0,4.75,0,4.58,0,4.5,0,4.5,0,4.49,0,4.03,0,3.75,0,3.39,0,3.25,0,3.25,0,3.25,0,3.25,0,3.25,0,3.25,0,3.25,0,3.25,0,3.25,0,3.25,0,3.25,0,3.25,0,2.85,0,2.75,0,2.75,0,2.55,0,2.5,0,2.5,0,2.1,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2,0,2.21,0,2.25,0,2.25,0,2.45,0,2.5,0,2.5,0,2.64,0,2.75,0,2.93,0,3,0,3.17,0,3.25,0,3.39,0,3.5,0,3.5,0,3.65,0,3.75,0,3.75,0,3.9,0,4,0,4,0,4,0,4,0,4,0,4,0,4,0,4,0,4,0,4,0,4,0,4,0,4.18,0,4.25,0,4.25,0,3.97,1,3.42,1,2.75,1,2.31,1,2,1,1.66,1,1.31,1,1.09,1,1,1,1,1,1,1,1,1,1,1),dim=c(2,118),dimnames=list(c('Rente','Crisis'),1:118)) > y <- array(NA,dim=c(2,118),dimnames=list(c('Rente','Crisis'),1:118)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = '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 Rente Crisis M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 1 3.00 0 1 0 0 0 0 0 0 0 0 0 0 2 3.21 0 0 1 0 0 0 0 0 0 0 0 0 3 3.37 0 0 0 1 0 0 0 0 0 0 0 0 4 3.51 0 0 0 0 1 0 0 0 0 0 0 0 5 3.75 0 0 0 0 0 1 0 0 0 0 0 0 6 4.11 0 0 0 0 0 0 1 0 0 0 0 0 7 4.25 0 0 0 0 0 0 0 1 0 0 0 0 8 4.25 0 0 0 0 0 0 0 0 1 0 0 0 9 4.50 0 0 0 0 0 0 0 0 0 1 0 0 10 4.70 0 0 0 0 0 0 0 0 0 0 1 0 11 4.75 0 0 0 0 0 0 0 0 0 0 0 1 12 4.75 0 0 0 0 0 0 0 0 0 0 0 0 13 4.75 0 1 0 0 0 0 0 0 0 0 0 0 14 4.75 0 0 1 0 0 0 0 0 0 0 0 0 15 4.75 0 0 0 1 0 0 0 0 0 0 0 0 16 4.75 0 0 0 0 1 0 0 0 0 0 0 0 17 4.58 0 0 0 0 0 1 0 0 0 0 0 0 18 4.50 0 0 0 0 0 0 1 0 0 0 0 0 19 4.50 0 0 0 0 0 0 0 1 0 0 0 0 20 4.49 0 0 0 0 0 0 0 0 1 0 0 0 21 4.03 0 0 0 0 0 0 0 0 0 1 0 0 22 3.75 0 0 0 0 0 0 0 0 0 0 1 0 23 3.39 0 0 0 0 0 0 0 0 0 0 0 1 24 3.25 0 0 0 0 0 0 0 0 0 0 0 0 25 3.25 0 1 0 0 0 0 0 0 0 0 0 0 26 3.25 0 0 1 0 0 0 0 0 0 0 0 0 27 3.25 0 0 0 1 0 0 0 0 0 0 0 0 28 3.25 0 0 0 0 1 0 0 0 0 0 0 0 29 3.25 0 0 0 0 0 1 0 0 0 0 0 0 30 3.25 0 0 0 0 0 0 1 0 0 0 0 0 31 3.25 0 0 0 0 0 0 0 1 0 0 0 0 32 3.25 0 0 0 0 0 0 0 0 1 0 0 0 33 3.25 0 0 0 0 0 0 0 0 0 1 0 0 34 3.25 0 0 0 0 0 0 0 0 0 0 1 0 35 3.25 0 0 0 0 0 0 0 0 0 0 0 1 36 2.85 0 0 0 0 0 0 0 0 0 0 0 0 37 2.75 0 1 0 0 0 0 0 0 0 0 0 0 38 2.75 0 0 1 0 0 0 0 0 0 0 0 0 39 2.55 0 0 0 1 0 0 0 0 0 0 0 0 40 2.50 0 0 0 0 1 0 0 0 0 0 0 0 41 2.50 0 0 0 0 0 1 0 0 0 0 0 0 42 2.10 0 0 0 0 0 0 1 0 0 0 0 0 43 2.00 0 0 0 0 0 0 0 1 0 0 0 0 44 2.00 0 0 0 0 0 0 0 0 1 0 0 0 45 2.00 0 0 0 0 0 0 0 0 0 1 0 0 46 2.00 0 0 0 0 0 0 0 0 0 0 1 0 47 2.00 0 0 0 0 0 0 0 0 0 0 0 1 48 2.00 0 0 0 0 0 0 0 0 0 0 0 0 49 2.00 0 1 0 0 0 0 0 0 0 0 0 0 50 2.00 0 0 1 0 0 0 0 0 0 0 0 0 51 2.00 0 0 0 1 0 0 0 0 0 0 0 0 52 2.00 0 0 0 0 1 0 0 0 0 0 0 0 53 2.00 0 0 0 0 0 1 0 0 0 0 0 0 54 2.00 0 0 0 0 0 0 1 0 0 0 0 0 55 2.00 0 0 0 0 0 0 0 1 0 0 0 0 56 2.00 0 0 0 0 0 0 0 0 1 0 0 0 57 2.00 0 0 0 0 0 0 0 0 0 1 0 0 58 2.00 0 0 0 0 0 0 0 0 0 0 1 0 59 2.00 0 0 0 0 0 0 0 0 0 0 0 1 60 2.00 0 0 0 0 0 0 0 0 0 0 0 0 61 2.00 0 1 0 0 0 0 0 0 0 0 0 0 62 2.00 0 0 1 0 0 0 0 0 0 0 0 0 63 2.00 0 0 0 1 0 0 0 0 0 0 0 0 64 2.00 0 0 0 0 1 0 0 0 0 0 0 0 65 2.00 0 0 0 0 0 1 0 0 0 0 0 0 66 2.00 0 0 0 0 0 0 1 0 0 0 0 0 67 2.00 0 0 0 0 0 0 0 1 0 0 0 0 68 2.00 0 0 0 0 0 0 0 0 1 0 0 0 69 2.00 0 0 0 0 0 0 0 0 0 1 0 0 70 2.00 0 0 0 0 0 0 0 0 0 0 1 0 71 2.00 0 0 0 0 0 0 0 0 0 0 0 1 72 2.21 0 0 0 0 0 0 0 0 0 0 0 0 73 2.25 0 1 0 0 0 0 0 0 0 0 0 0 74 2.25 0 0 1 0 0 0 0 0 0 0 0 0 75 2.45 0 0 0 1 0 0 0 0 0 0 0 0 76 2.50 0 0 0 0 1 0 0 0 0 0 0 0 77 2.50 0 0 0 0 0 1 0 0 0 0 0 0 78 2.64 0 0 0 0 0 0 1 0 0 0 0 0 79 2.75 0 0 0 0 0 0 0 1 0 0 0 0 80 2.93 0 0 0 0 0 0 0 0 1 0 0 0 81 3.00 0 0 0 0 0 0 0 0 0 1 0 0 82 3.17 0 0 0 0 0 0 0 0 0 0 1 0 83 3.25 0 0 0 0 0 0 0 0 0 0 0 1 84 3.39 0 0 0 0 0 0 0 0 0 0 0 0 85 3.50 0 1 0 0 0 0 0 0 0 0 0 0 86 3.50 0 0 1 0 0 0 0 0 0 0 0 0 87 3.65 0 0 0 1 0 0 0 0 0 0 0 0 88 3.75 0 0 0 0 1 0 0 0 0 0 0 0 89 3.75 0 0 0 0 0 1 0 0 0 0 0 0 90 3.90 0 0 0 0 0 0 1 0 0 0 0 0 91 4.00 0 0 0 0 0 0 0 1 0 0 0 0 92 4.00 0 0 0 0 0 0 0 0 1 0 0 0 93 4.00 0 0 0 0 0 0 0 0 0 1 0 0 94 4.00 0 0 0 0 0 0 0 0 0 0 1 0 95 4.00 0 0 0 0 0 0 0 0 0 0 0 1 96 4.00 0 0 0 0 0 0 0 0 0 0 0 0 97 4.00 0 1 0 0 0 0 0 0 0 0 0 0 98 4.00 0 0 1 0 0 0 0 0 0 0 0 0 99 4.00 0 0 0 1 0 0 0 0 0 0 0 0 100 4.00 0 0 0 0 1 0 0 0 0 0 0 0 101 4.00 0 0 0 0 0 1 0 0 0 0 0 0 102 4.00 0 0 0 0 0 0 1 0 0 0 0 0 103 4.18 0 0 0 0 0 0 0 1 0 0 0 0 104 4.25 0 0 0 0 0 0 0 0 1 0 0 0 105 4.25 0 0 0 0 0 0 0 0 0 1 0 0 106 3.97 1 0 0 0 0 0 0 0 0 0 1 0 107 3.42 1 0 0 0 0 0 0 0 0 0 0 1 108 2.75 1 0 0 0 0 0 0 0 0 0 0 0 109 2.31 1 1 0 0 0 0 0 0 0 0 0 0 110 2.00 1 0 1 0 0 0 0 0 0 0 0 0 111 1.66 1 0 0 1 0 0 0 0 0 0 0 0 112 1.31 1 0 0 0 1 0 0 0 0 0 0 0 113 1.09 1 0 0 0 0 1 0 0 0 0 0 0 114 1.00 1 0 0 0 0 0 1 0 0 0 0 0 115 1.00 1 0 0 0 0 0 0 1 0 0 0 0 116 1.00 1 0 0 0 0 0 0 0 1 0 0 0 117 1.00 1 0 0 0 0 0 0 0 0 1 0 0 118 1.00 1 0 0 0 0 0 0 0 0 0 1 0 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Crisis M1 M2 M3 M4 3.17111 -1.33998 -0.05611 -0.06611 -0.06911 -0.08011 M5 M6 M7 M8 M9 M10 -0.09511 -0.08711 -0.04411 -0.02011 -0.03411 0.08089 M11 0.09556 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -1.26666 -0.97828 0.03845 0.85950 2.05798 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.17111 0.33295 9.524 7.17e-16 *** Crisis -1.33998 0.29342 -4.567 1.35e-05 *** M1 -0.05611 0.45675 -0.123 0.902 M2 -0.06611 0.45675 -0.145 0.885 M3 -0.06911 0.45675 -0.151 0.880 M4 -0.08011 0.45675 -0.175 0.861 M5 -0.09511 0.45675 -0.208 0.835 M6 -0.08711 0.45675 -0.191 0.849 M7 -0.04411 0.45675 -0.097 0.923 M8 -0.02011 0.45675 -0.044 0.965 M9 -0.03411 0.45675 -0.075 0.941 M10 0.08089 0.45748 0.177 0.860 M11 0.09556 0.46861 0.204 0.839 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.9941 on 105 degrees of freedom Multiple R-squared: 0.1672, Adjusted R-squared: 0.07204 F-statistic: 1.757 on 12 and 105 DF, p-value: 0.06514 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.8318570 0.33628598 0.16814299 [2,] 0.7693736 0.46125275 0.23062638 [3,] 0.6808626 0.63827472 0.31913736 [4,] 0.5867413 0.82651742 0.41325871 [5,] 0.4961209 0.99224173 0.50387914 [6,] 0.4124696 0.82493915 0.58753043 [7,] 0.3752000 0.75039994 0.62480003 [8,] 0.3937279 0.78745572 0.60627214 [9,] 0.4293459 0.85869188 0.57065406 [10,] 0.3692028 0.73840556 0.63079722 [11,] 0.3240123 0.64802456 0.67598772 [12,] 0.2905863 0.58117266 0.70941367 [13,] 0.2668939 0.53378779 0.73310610 [14,] 0.2483694 0.49673886 0.75163057 [15,] 0.2446185 0.48923690 0.75538155 [16,] 0.2467335 0.49346691 0.75326655 [17,] 0.2465290 0.49305805 0.75347098 [18,] 0.2354890 0.47097795 0.76451102 [19,] 0.2199970 0.43999391 0.78000305 [20,] 0.1943154 0.38863081 0.80568460 [21,] 0.1914398 0.38287966 0.80856017 [22,] 0.1755661 0.35113211 0.82443394 [23,] 0.1646235 0.32924707 0.83537646 [24,] 0.1717915 0.34358304 0.82820848 [25,] 0.1851412 0.37028236 0.81485882 [26,] 0.1982489 0.39649781 0.80175109 [27,] 0.2648130 0.52962606 0.73518697 [28,] 0.3534169 0.70683378 0.64658311 [29,] 0.4387238 0.87744766 0.56127617 [30,] 0.5083943 0.98321149 0.49160575 [31,] 0.5730767 0.85384659 0.42692329 [32,] 0.6242272 0.75154553 0.37577277 [33,] 0.6529184 0.69416321 0.34708160 [34,] 0.6676392 0.66472151 0.33236076 [35,] 0.6823349 0.63533025 0.31766513 [36,] 0.6949362 0.61012756 0.30506378 [37,] 0.7061756 0.58764875 0.29382438 [38,] 0.7155965 0.56880701 0.28440350 [39,] 0.7233645 0.55327095 0.27663548 [40,] 0.7334178 0.53316444 0.26658222 [41,] 0.7442806 0.51143877 0.25571938 [42,] 0.7523983 0.49520333 0.24760166 [43,] 0.7694497 0.46110058 0.23055029 [44,] 0.7894383 0.42112344 0.21056172 [45,] 0.8010741 0.39785184 0.19892592 [46,] 0.8087268 0.38254636 0.19127318 [47,] 0.8146744 0.37065117 0.18532559 [48,] 0.8210006 0.35799873 0.17899937 [49,] 0.8260603 0.34787938 0.17393969 [50,] 0.8294834 0.34103314 0.17051657 [51,] 0.8348928 0.33021440 0.16510720 [52,] 0.8456051 0.30878977 0.15439489 [53,] 0.8598313 0.28033733 0.14016867 [54,] 0.8744298 0.25114049 0.12557025 [55,] 0.9087089 0.18258211 0.09129106 [56,] 0.9466176 0.10676473 0.05338236 [57,] 0.9616107 0.07677858 0.03838929 [58,] 0.9711587 0.05768270 0.02884135 [59,] 0.9780288 0.04394238 0.02197119 [60,] 0.9799470 0.04010607 0.02005303 [61,] 0.9802877 0.03942466 0.01971233 [62,] 0.9799997 0.04000066 0.02000033 [63,] 0.9781016 0.04379689 0.02189845 [64,] 0.9759516 0.04809683 0.02404841 [65,] 0.9711862 0.05762751 0.02881376 [66,] 0.9645213 0.07095743 0.03547871 [67,] 0.9680126 0.06397473 0.03198737 [68,] 0.9783861 0.04322789 0.02161394 [69,] 0.9789089 0.04218212 0.02109106 [70,] 0.9745401 0.05091982 0.02545991 [71,] 0.9668094 0.06638120 0.03319060 [72,] 0.9524189 0.09516211 0.04758106 [73,] 0.9308581 0.13828378 0.06914189 [74,] 0.9015507 0.19689869 0.09844935 [75,] 0.8664200 0.26715993 0.13357996 [76,] 0.8234179 0.35316429 0.17658214 [77,] 0.7696603 0.46067939 0.23033970 [78,] 0.7059854 0.58802923 0.29401461 [79,] 0.6678916 0.66421688 0.33210844 [80,] 0.7492813 0.50143740 0.25071870 [81,] 0.7614662 0.47706760 0.23853380 [82,] 0.7373365 0.52532696 0.26266348 [83,] 0.6869544 0.62609126 0.31304563 [84,] 0.6028061 0.79438788 0.39719394 [85,] 0.4855380 0.97107596 0.51446202 [86,] 0.3526134 0.70522688 0.64738656 [87,] 0.2228771 0.44575421 0.77712290 > postscript(file="/var/www/html/rcomp/tmp/109ha1258737211.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2exc81258737211.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3ifva1258737211.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4whuo1258737211.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5ll851258737211.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 = 118 Frequency = 1 1 2 3 4 5 6 -0.114998064 0.105001936 0.268001936 0.419001936 0.674001936 1.026001936 7 8 9 10 11 12 1.123001936 1.099001936 1.363001936 1.448003872 1.483335485 1.578891040 13 14 15 16 17 18 1.635001936 1.645001936 1.648001936 1.659001936 1.504001936 1.416001936 19 20 21 22 23 24 1.373001936 1.339001936 0.893001936 0.498003872 0.123335485 0.078891040 25 26 27 28 29 30 0.135001936 0.145001936 0.148001936 0.159001936 0.174001936 0.166001936 31 32 33 34 35 36 0.123001936 0.099001936 0.113001936 -0.001996128 -0.016664515 -0.321108960 37 38 39 40 41 42 -0.364998064 -0.354998064 -0.551998064 -0.590998064 -0.575998064 -0.983998064 43 44 45 46 47 48 -1.126998064 -1.150998064 -1.136998064 -1.251996128 -1.266664515 -1.171108960 49 50 51 52 53 54 -1.114998064 -1.104998064 -1.101998064 -1.090998064 -1.075998064 -1.083998064 55 56 57 58 59 60 -1.126998064 -1.150998064 -1.136998064 -1.251996128 -1.266664515 -1.171108960 61 62 63 64 65 66 -1.114998064 -1.104998064 -1.101998064 -1.090998064 -1.075998064 -1.083998064 67 68 69 70 71 72 -1.126998064 -1.150998064 -1.136998064 -1.251996128 -1.266664515 -0.961108960 73 74 75 76 77 78 -0.864998064 -0.854998064 -0.651998064 -0.590998064 -0.575998064 -0.443998064 79 80 81 82 83 84 -0.376998064 -0.220998064 -0.136998064 -0.081996128 -0.016664515 0.218891040 85 86 87 88 89 90 0.385001936 0.395001936 0.548001936 0.659001936 0.674001936 0.816001936 91 92 93 94 95 96 0.873001936 0.849001936 0.863001936 0.748003872 0.733335485 0.828891040 97 98 99 100 101 102 0.885001936 0.895001936 0.898001936 0.909001936 0.924001936 0.916001936 103 104 105 106 107 108 1.053001936 1.099001936 1.113001936 2.057984511 1.493316123 0.918871679 109 110 111 112 113 114 0.534982575 0.234982575 -0.102017425 -0.441017425 -0.646017425 -0.744017425 115 116 117 118 -0.787017425 -0.811017425 -0.797017425 -0.912015489 > postscript(file="/var/www/html/rcomp/tmp/6ajsb1258737211.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 = 118 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.114998064 NA 1 0.105001936 -0.114998064 2 0.268001936 0.105001936 3 0.419001936 0.268001936 4 0.674001936 0.419001936 5 1.026001936 0.674001936 6 1.123001936 1.026001936 7 1.099001936 1.123001936 8 1.363001936 1.099001936 9 1.448003872 1.363001936 10 1.483335485 1.448003872 11 1.578891040 1.483335485 12 1.635001936 1.578891040 13 1.645001936 1.635001936 14 1.648001936 1.645001936 15 1.659001936 1.648001936 16 1.504001936 1.659001936 17 1.416001936 1.504001936 18 1.373001936 1.416001936 19 1.339001936 1.373001936 20 0.893001936 1.339001936 21 0.498003872 0.893001936 22 0.123335485 0.498003872 23 0.078891040 0.123335485 24 0.135001936 0.078891040 25 0.145001936 0.135001936 26 0.148001936 0.145001936 27 0.159001936 0.148001936 28 0.174001936 0.159001936 29 0.166001936 0.174001936 30 0.123001936 0.166001936 31 0.099001936 0.123001936 32 0.113001936 0.099001936 33 -0.001996128 0.113001936 34 -0.016664515 -0.001996128 35 -0.321108960 -0.016664515 36 -0.364998064 -0.321108960 37 -0.354998064 -0.364998064 38 -0.551998064 -0.354998064 39 -0.590998064 -0.551998064 40 -0.575998064 -0.590998064 41 -0.983998064 -0.575998064 42 -1.126998064 -0.983998064 43 -1.150998064 -1.126998064 44 -1.136998064 -1.150998064 45 -1.251996128 -1.136998064 46 -1.266664515 -1.251996128 47 -1.171108960 -1.266664515 48 -1.114998064 -1.171108960 49 -1.104998064 -1.114998064 50 -1.101998064 -1.104998064 51 -1.090998064 -1.101998064 52 -1.075998064 -1.090998064 53 -1.083998064 -1.075998064 54 -1.126998064 -1.083998064 55 -1.150998064 -1.126998064 56 -1.136998064 -1.150998064 57 -1.251996128 -1.136998064 58 -1.266664515 -1.251996128 59 -1.171108960 -1.266664515 60 -1.114998064 -1.171108960 61 -1.104998064 -1.114998064 62 -1.101998064 -1.104998064 63 -1.090998064 -1.101998064 64 -1.075998064 -1.090998064 65 -1.083998064 -1.075998064 66 -1.126998064 -1.083998064 67 -1.150998064 -1.126998064 68 -1.136998064 -1.150998064 69 -1.251996128 -1.136998064 70 -1.266664515 -1.251996128 71 -0.961108960 -1.266664515 72 -0.864998064 -0.961108960 73 -0.854998064 -0.864998064 74 -0.651998064 -0.854998064 75 -0.590998064 -0.651998064 76 -0.575998064 -0.590998064 77 -0.443998064 -0.575998064 78 -0.376998064 -0.443998064 79 -0.220998064 -0.376998064 80 -0.136998064 -0.220998064 81 -0.081996128 -0.136998064 82 -0.016664515 -0.081996128 83 0.218891040 -0.016664515 84 0.385001936 0.218891040 85 0.395001936 0.385001936 86 0.548001936 0.395001936 87 0.659001936 0.548001936 88 0.674001936 0.659001936 89 0.816001936 0.674001936 90 0.873001936 0.816001936 91 0.849001936 0.873001936 92 0.863001936 0.849001936 93 0.748003872 0.863001936 94 0.733335485 0.748003872 95 0.828891040 0.733335485 96 0.885001936 0.828891040 97 0.895001936 0.885001936 98 0.898001936 0.895001936 99 0.909001936 0.898001936 100 0.924001936 0.909001936 101 0.916001936 0.924001936 102 1.053001936 0.916001936 103 1.099001936 1.053001936 104 1.113001936 1.099001936 105 2.057984511 1.113001936 106 1.493316123 2.057984511 107 0.918871679 1.493316123 108 0.534982575 0.918871679 109 0.234982575 0.534982575 110 -0.102017425 0.234982575 111 -0.441017425 -0.102017425 112 -0.646017425 -0.441017425 113 -0.744017425 -0.646017425 114 -0.787017425 -0.744017425 115 -0.811017425 -0.787017425 116 -0.797017425 -0.811017425 117 -0.912015489 -0.797017425 118 NA -0.912015489 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 0.105001936 -0.114998064 [2,] 0.268001936 0.105001936 [3,] 0.419001936 0.268001936 [4,] 0.674001936 0.419001936 [5,] 1.026001936 0.674001936 [6,] 1.123001936 1.026001936 [7,] 1.099001936 1.123001936 [8,] 1.363001936 1.099001936 [9,] 1.448003872 1.363001936 [10,] 1.483335485 1.448003872 [11,] 1.578891040 1.483335485 [12,] 1.635001936 1.578891040 [13,] 1.645001936 1.635001936 [14,] 1.648001936 1.645001936 [15,] 1.659001936 1.648001936 [16,] 1.504001936 1.659001936 [17,] 1.416001936 1.504001936 [18,] 1.373001936 1.416001936 [19,] 1.339001936 1.373001936 [20,] 0.893001936 1.339001936 [21,] 0.498003872 0.893001936 [22,] 0.123335485 0.498003872 [23,] 0.078891040 0.123335485 [24,] 0.135001936 0.078891040 [25,] 0.145001936 0.135001936 [26,] 0.148001936 0.145001936 [27,] 0.159001936 0.148001936 [28,] 0.174001936 0.159001936 [29,] 0.166001936 0.174001936 [30,] 0.123001936 0.166001936 [31,] 0.099001936 0.123001936 [32,] 0.113001936 0.099001936 [33,] -0.001996128 0.113001936 [34,] -0.016664515 -0.001996128 [35,] -0.321108960 -0.016664515 [36,] -0.364998064 -0.321108960 [37,] -0.354998064 -0.364998064 [38,] -0.551998064 -0.354998064 [39,] -0.590998064 -0.551998064 [40,] -0.575998064 -0.590998064 [41,] -0.983998064 -0.575998064 [42,] -1.126998064 -0.983998064 [43,] -1.150998064 -1.126998064 [44,] -1.136998064 -1.150998064 [45,] -1.251996128 -1.136998064 [46,] -1.266664515 -1.251996128 [47,] -1.171108960 -1.266664515 [48,] -1.114998064 -1.171108960 [49,] -1.104998064 -1.114998064 [50,] -1.101998064 -1.104998064 [51,] -1.090998064 -1.101998064 [52,] -1.075998064 -1.090998064 [53,] -1.083998064 -1.075998064 [54,] -1.126998064 -1.083998064 [55,] -1.150998064 -1.126998064 [56,] -1.136998064 -1.150998064 [57,] -1.251996128 -1.136998064 [58,] -1.266664515 -1.251996128 [59,] -1.171108960 -1.266664515 [60,] -1.114998064 -1.171108960 [61,] -1.104998064 -1.114998064 [62,] -1.101998064 -1.104998064 [63,] -1.090998064 -1.101998064 [64,] -1.075998064 -1.090998064 [65,] -1.083998064 -1.075998064 [66,] -1.126998064 -1.083998064 [67,] -1.150998064 -1.126998064 [68,] -1.136998064 -1.150998064 [69,] -1.251996128 -1.136998064 [70,] -1.266664515 -1.251996128 [71,] -0.961108960 -1.266664515 [72,] -0.864998064 -0.961108960 [73,] -0.854998064 -0.864998064 [74,] -0.651998064 -0.854998064 [75,] -0.590998064 -0.651998064 [76,] -0.575998064 -0.590998064 [77,] -0.443998064 -0.575998064 [78,] -0.376998064 -0.443998064 [79,] -0.220998064 -0.376998064 [80,] -0.136998064 -0.220998064 [81,] -0.081996128 -0.136998064 [82,] -0.016664515 -0.081996128 [83,] 0.218891040 -0.016664515 [84,] 0.385001936 0.218891040 [85,] 0.395001936 0.385001936 [86,] 0.548001936 0.395001936 [87,] 0.659001936 0.548001936 [88,] 0.674001936 0.659001936 [89,] 0.816001936 0.674001936 [90,] 0.873001936 0.816001936 [91,] 0.849001936 0.873001936 [92,] 0.863001936 0.849001936 [93,] 0.748003872 0.863001936 [94,] 0.733335485 0.748003872 [95,] 0.828891040 0.733335485 [96,] 0.885001936 0.828891040 [97,] 0.895001936 0.885001936 [98,] 0.898001936 0.895001936 [99,] 0.909001936 0.898001936 [100,] 0.924001936 0.909001936 [101,] 0.916001936 0.924001936 [102,] 1.053001936 0.916001936 [103,] 1.099001936 1.053001936 [104,] 1.113001936 1.099001936 [105,] 2.057984511 1.113001936 [106,] 1.493316123 2.057984511 [107,] 0.918871679 1.493316123 [108,] 0.534982575 0.918871679 [109,] 0.234982575 0.534982575 [110,] -0.102017425 0.234982575 [111,] -0.441017425 -0.102017425 [112,] -0.646017425 -0.441017425 [113,] -0.744017425 -0.646017425 [114,] -0.787017425 -0.744017425 [115,] -0.811017425 -0.787017425 [116,] -0.797017425 -0.811017425 [117,] -0.912015489 -0.797017425 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 0.105001936 -0.114998064 2 0.268001936 0.105001936 3 0.419001936 0.268001936 4 0.674001936 0.419001936 5 1.026001936 0.674001936 6 1.123001936 1.026001936 7 1.099001936 1.123001936 8 1.363001936 1.099001936 9 1.448003872 1.363001936 10 1.483335485 1.448003872 11 1.578891040 1.483335485 12 1.635001936 1.578891040 13 1.645001936 1.635001936 14 1.648001936 1.645001936 15 1.659001936 1.648001936 16 1.504001936 1.659001936 17 1.416001936 1.504001936 18 1.373001936 1.416001936 19 1.339001936 1.373001936 20 0.893001936 1.339001936 21 0.498003872 0.893001936 22 0.123335485 0.498003872 23 0.078891040 0.123335485 24 0.135001936 0.078891040 25 0.145001936 0.135001936 26 0.148001936 0.145001936 27 0.159001936 0.148001936 28 0.174001936 0.159001936 29 0.166001936 0.174001936 30 0.123001936 0.166001936 31 0.099001936 0.123001936 32 0.113001936 0.099001936 33 -0.001996128 0.113001936 34 -0.016664515 -0.001996128 35 -0.321108960 -0.016664515 36 -0.364998064 -0.321108960 37 -0.354998064 -0.364998064 38 -0.551998064 -0.354998064 39 -0.590998064 -0.551998064 40 -0.575998064 -0.590998064 41 -0.983998064 -0.575998064 42 -1.126998064 -0.983998064 43 -1.150998064 -1.126998064 44 -1.136998064 -1.150998064 45 -1.251996128 -1.136998064 46 -1.266664515 -1.251996128 47 -1.171108960 -1.266664515 48 -1.114998064 -1.171108960 49 -1.104998064 -1.114998064 50 -1.101998064 -1.104998064 51 -1.090998064 -1.101998064 52 -1.075998064 -1.090998064 53 -1.083998064 -1.075998064 54 -1.126998064 -1.083998064 55 -1.150998064 -1.126998064 56 -1.136998064 -1.150998064 57 -1.251996128 -1.136998064 58 -1.266664515 -1.251996128 59 -1.171108960 -1.266664515 60 -1.114998064 -1.171108960 61 -1.104998064 -1.114998064 62 -1.101998064 -1.104998064 63 -1.090998064 -1.101998064 64 -1.075998064 -1.090998064 65 -1.083998064 -1.075998064 66 -1.126998064 -1.083998064 67 -1.150998064 -1.126998064 68 -1.136998064 -1.150998064 69 -1.251996128 -1.136998064 70 -1.266664515 -1.251996128 71 -0.961108960 -1.266664515 72 -0.864998064 -0.961108960 73 -0.854998064 -0.864998064 74 -0.651998064 -0.854998064 75 -0.590998064 -0.651998064 76 -0.575998064 -0.590998064 77 -0.443998064 -0.575998064 78 -0.376998064 -0.443998064 79 -0.220998064 -0.376998064 80 -0.136998064 -0.220998064 81 -0.081996128 -0.136998064 82 -0.016664515 -0.081996128 83 0.218891040 -0.016664515 84 0.385001936 0.218891040 85 0.395001936 0.385001936 86 0.548001936 0.395001936 87 0.659001936 0.548001936 88 0.674001936 0.659001936 89 0.816001936 0.674001936 90 0.873001936 0.816001936 91 0.849001936 0.873001936 92 0.863001936 0.849001936 93 0.748003872 0.863001936 94 0.733335485 0.748003872 95 0.828891040 0.733335485 96 0.885001936 0.828891040 97 0.895001936 0.885001936 98 0.898001936 0.895001936 99 0.909001936 0.898001936 100 0.924001936 0.909001936 101 0.916001936 0.924001936 102 1.053001936 0.916001936 103 1.099001936 1.053001936 104 1.113001936 1.099001936 105 2.057984511 1.113001936 106 1.493316123 2.057984511 107 0.918871679 1.493316123 108 0.534982575 0.918871679 109 0.234982575 0.534982575 110 -0.102017425 0.234982575 111 -0.441017425 -0.102017425 112 -0.646017425 -0.441017425 113 -0.744017425 -0.646017425 114 -0.787017425 -0.744017425 115 -0.811017425 -0.787017425 116 -0.797017425 -0.811017425 117 -0.912015489 -0.797017425 > 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/7olw41258737211.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8dgwp1258737211.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9epv91258737211.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10lkm01258737211.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/1122av1258737211.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/123h8c1258737211.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/13mllb1258737211.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/14upph1258737211.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/1593jh1258737211.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/16thw61258737211.tab") + } > > system("convert tmp/109ha1258737211.ps tmp/109ha1258737211.png") > system("convert tmp/2exc81258737211.ps tmp/2exc81258737211.png") > system("convert tmp/3ifva1258737211.ps tmp/3ifva1258737211.png") > system("convert tmp/4whuo1258737211.ps tmp/4whuo1258737211.png") > system("convert tmp/5ll851258737211.ps tmp/5ll851258737211.png") > system("convert tmp/6ajsb1258737211.ps tmp/6ajsb1258737211.png") > system("convert tmp/7olw41258737211.ps tmp/7olw41258737211.png") > system("convert tmp/8dgwp1258737211.ps tmp/8dgwp1258737211.png") > system("convert tmp/9epv91258737211.ps tmp/9epv91258737211.png") > system("convert tmp/10lkm01258737211.ps tmp/10lkm01258737211.png") > > > proc.time() user system elapsed 3.236 1.619 3.752