R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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> x <- array(list(162556
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+ ,-158
+ ,18073
+ ,180
+ ,69
+ ,27284
+ ,-7170
+ ,429
+ ,-1151
+ ,-11
+ ,-366)
+ ,dim=c(9
+ ,314)
+ ,dimnames=list(c('Costs'
+ ,'trades'
+ ,'orders'
+ ,'dividends'
+ ,'Wealth'
+ ,'Wrank'
+ ,'Profit/trades'
+ ,'Profit/Cost'
+ ,'CCscore')
+ ,1:314))
> y <- array(NA,dim=c(9,314),dimnames=list(c('Costs','trades','orders','dividends','Wealth','Wrank','Profit/trades','Profit/Cost','CCscore'),1:314))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '5'
> #'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
Wealth Costs trades orders dividends Wrank Profit/trades Profit/Cost
1 6282154 162556 1081 807 213118 1 5626 37
2 4321023 29790 309 444 81767 2 13337 138
3 4111912 87550 458 412 153198 3 8541 45
4 223193 84738 588 428 -26007 415 39 0
5 1491348 54660 302 315 126942 6 4276 24
6 1629616 42634 156 168 157214 5 9164 34
7 1398893 40949 481 263 129352 9 2493 29
8 1926517 45187 353 267 234817 4 4891 38
9 983660 37704 452 228 60448 14 1734 21
10 1443586 16275 109 129 47818 7 11409 76
11 1073089 25830 115 104 245546 10 7592 34
12 984885 12679 110 122 48020 13 7135 62
13 1405225 18014 239 393 -1710 8 5043 67
14 227132 43556 247 190 32648 414 110 1
15 929118 24811 505 280 95350 15 1444 29
16 1071292 6575 159 63 151352 11 5480 133
17 638830 7123 109 102 288170 28 4026 62
18 856956 21950 519 265 114337 17 1266 30
19 992426 37597 248 234 37884 12 3195 21
20 444477 17821 373 277 122844 46 655 14
21 857217 12988 119 73 82340 16 5523 51
22 711969 22330 84 67 79801 20 6095 23
23 702380 13326 102 103 165548 21 4925 38
24 358589 16189 295 290 116384 89 538 10
25 297978 7146 105 83 134028 367 933 14
26 585715 15824 64 56 63838 30 6027 24
27 657954 27664 282 236 74996 24 1624 17
28 209458 11920 182 73 31080 419 52 1
29 786690 8568 37 34 32168 18 15856 68
30 439798 14416 361 139 49857 48 664 17
31 688779 3369 28 26 87161 23 17456 145
32 574339 11819 85 70 106113 31 4404 32
33 741409 6984 45 40 80570 19 12031 78
34 597793 4519 49 42 102129 29 8118 88
35 644190 2220 22 12 301670 26 20190 200
36 377934 18562 155 211 102313 72 1148 10
37 640273 10327 91 74 88577 27 4838 43
38 697458 5336 81 80 112477 22 6141 93
39 550608 2365 79 83 191778 32 4438 148
40 207393 4069 145 131 79804 420 51 2
41 301607 8636 855 203 128294 359 119 12
42 345783 13718 61 56 96448 100 2390 11
43 501749 4525 226 89 93811 37 1335 67
44 379983 6869 105 88 117520 68 1714 26
45 387475 4628 62 39 69159 64 3024 41
46 377305 3689 25 25 101792 74 7092 48
47 370837 4891 217 49 210568 79 787 35
48 430866 7489 322 149 136996 50 717 31
49 469107 4901 84 58 121920 41 3204 55
50 194493 2284 33 41 76403 423 -167 -2
51 530670 3160 108 90 108094 33 3062 105
52 518365 4150 150 136 134759 35 2122 77
53 491303 7285 115 97 188873 39 2533 40
54 527021 1134 162 63 146216 34 2019 288
55 233773 4658 158 114 156608 411 214 7
56 405972 2384 97 77 61348 58 2123 86
57 652925 3748 9 6 50350 25 50325 121
58 446211 5371 66 47 87720 45 3730 46
59 341340 1285 107 51 99489 106 1321 110
60 387699 9327 101 85 87419 63 1858 20
61 493408 5565 47 43 94355 38 6243 53
62 146494 1528 38 32 60326 426 -1408 -35
63 414462 3122 34 25 94670 54 6308 69
64 364304 7561 87 77 82425 86 1889 22
65 355178 2675 79 54 59017 93 1964 58
66 357760 13253 947 251 90829 90 167 12
67 261216 880 74 15 80791 399 827 70
68 397144 2053 53 44 100423 60 3720 96
69 374943 1424 94 73 131116 77 1861 123
70 424898 4036 63 85 100269 53 3570 56
71 202055 3045 58 49 27330 422 35 1
72 378525 5119 49 38 39039 69 3643 35
73 310768 1431 34 35 106885 330 3258 77
74 325738 554 11 9 79285 125 11431 227
75 394510 1975 35 34 118881 61 5557 98
76 247060 1765 20 20 77623 404 2353 27
77 368078 1012 47 29 114768 82 3576 166
78 236761 810 43 11 74015 409 855 45
79 312378 1280 117 52 69465 326 960 88
80 339836 666 171 13 117869 108 818 210
81 347385 1380 26 29 60982 98 5669 107
82 426280 4677 75 66 90131 52 3017 48
83 352850 876 59 33 138971 96 2591 174
84 301881 814 18 15 39625 358 5660 125
85 377516 514 15 15 102725 73 11834 346
86 357312 5692 72 68 64239 91 2185 28
87 458343 3642 86 100 90262 42 3004 71
88 354228 540 14 13 103960 94 11016 286
89 308636 2099 64 45 106611 339 1697 52
90 386212 567 11 14 103345 65 16928 329
91 393343 2001 52 36 95551 62 3718 97
92 378509 2949 41 40 82903 70 4354 61
93 452469 2253 99 68 63593 43 2550 112
94 364839 6533 75 29 126910 85 2198 25
95 358649 1889 45 43 37527 88 3526 84
96 376641 3055 43 30 60247 75 4108 58
97 429112 272 8 9 112995 51 28639 844
98 330546 1414 198 22 70184 119 659 92
99 403560 2564 22 19 130140 59 9253 79
100 317892 1383 11 9 73221 151 10717 85
101 307528 1261 33 31 76114 343 3258 85
102 235133 975 23 19 90534 410 1528 36
103 299243 3366 80 55 108479 362 1241 29
104 314073 576 18 8 113761 313 6337 198
105 368186 1686 40 28 68696 81 4205 100
106 269661 746 23 29 71561 396 3029 93
107 125390 3192 60 48 59831 427 -1243 -23
108 510834 2045 20 16 97890 36 15542 152
109 321896 5702 61 47 101481 138 1998 21
110 249898 1932 36 20 72954 403 1386 26
111 408881 936 30 22 67939 56 6963 223
112 158492 3437 47 33 48022 425 -883 -12
113 292154 5131 71 44 86111 379 1298 18
114 289513 2397 14 13 74020 385 6394 37
115 378049 1389 9 6 57530 71 19783 128
116 343466 1503 39 35 56364 104 3679 95
117 332743 402 26 8 84990 115 5106 330
118 442882 2239 21 17 88590 47 11566 108
119 214215 2234 16 11 77200 418 888 6
120 315688 837 69 21 61262 165 1677 138
121 375195 10579 92 92 110309 76 1904 17
122 334280 875 14 12 67000 112 9591 153
123 355864 1585 107 112 93099 92 1457 98
124 480382 1659 29 25 107577 40 9668 169
125 353058 2647 37 17 62920 95 4137 58
126 217193 3294 23 23 75832 416 748 5
127 314533 94 7 10 60793 308 16362 1212
128 318056 422 28 23 57935 150 4216 280
129 314353 34 8 7 60630 309 14294 3340
130 369448 1558 63 25 55637 80 2690 109
131 312846 43 3 20 60887 323 37615 2613
132 312075 645 5 4 60720 329 22415 174
133 315009 316 9 4 60505 299 12779 364
134 318903 115 13 10 60945 145 9146 1037
135 314887 5 2 1 60720 304 57443 24814
136 314913 897 5 4 60720 303 22983 128
137 325506 389 14 8 58990 127 8965 322
138 298568 1002 15 11 56750 364 6571 98
139 315834 36 3 4 60894 162 38611 3215
140 329784 460 15 15 63346 122 8652 282
141 312878 309 11 9 56535 322 10262 365
142 314987 9 6 7 60835 300 19165 12458
143 325249 271 2 2 60720 129 62625 463
144 315877 14 1 0 61016 161 115877 8041
145 291650 520 10 7 58650 383 9165 176
146 305959 1766 73 46 60438 349 1451 60
147 297765 458 11 7 58625 368 8888 213
148 315245 20 3 2 60938 297 38415 5674
149 315236 98 2 2 61490 298 57618 1179
150 336425 405 7 5 60845 111 19489 337
151 306268 483 27 7 60830 348 3936 220
152 302187 454 51 24 63261 357 2004 225
153 314882 47 3 1 60720 305 38294 2432
154 382712 757 19 18 45689 66 9616 242
155 341570 4655 393 55 60720 105 360 30
156 312412 36 4 3 61564 325 28103 3146
157 309596 203 9 9 61938 334 12177 541
158 315547 126 10 8 60951 171 11555 921
159 313267 400 152 113 60720 319 745 283
160 316176 71 1 0 60745 159 116176 1646
161 359335 972 34 19 71642 87 4686 164
162 330068 531 10 11 71641 120 13007 245
163 314289 2461 57 25 55792 310 2005 46
164 297413 378 52 16 71873 369 1873 258
165 314806 23 5 5 62555 306 22961 4974
166 333210 638 14 11 60370 114 9515 209
167 352108 2300 29 23 64873 97 5245 66
168 313332 149 5 6 62041 318 22666 761
169 291787 226 5 5 65745 382 18357 406
170 318745 275 4 7 59500 146 29686 431
171 315366 141 6 7 61630 295 19228 819
172 315688 28 2 3 60890 166 57844 4148
173 409642 4980 91 89 113521 55 2304 42
174 269587 472 20 19 80045 397 3479 148
175 300962 203 27 12 50804 361 3739 498
176 325479 496 17 12 87390 128 7381 253
177 316155 10 2 5 61656 160 58077 11639
178 318574 63 4 2 65688 148 29643 1891
179 343613 1136 32 26 48522 103 4488 126
180 306948 265 31 3 60720 346 3450 404
181 121 32 11 57640 330059 4064 487 0
182 386 20 10 61977 288985 4449 188 0
183 351 7 5 62620 304485 14926 196 0
184 164 8 6 60831 315688 14461 7687 0
185 152 28 7 60646 317736 4205 297 0
186 135 29 28 56225 322331 4218 66 0
187 373 4 3 60510 296656 24164 335 0
188 296 2 1 60698 315354 57677 36505 0
189 328 21 20 60720 312161 5341 239 0
190 169 2 1 60805 315576 57788 5924 0
191 302 26 22 61404 314922 4420 413 0
192 307 14 9 60720 314551 8182 1874 0
193 327 4 2 65276 312339 28085 586 0
194 363 9 7 63915 298700 10967 311 0
195 139 10 9 60720 321376 12138 164 0
196 355 17 13 61686 303230 6072 281 0
197 172 1 0 60743 315487 115487 52257 0
198 163 6 6 60349 315793 19299 2197 0
199 321 3 3 61360 312887 37629 1200 0
200 168 8 7 59818 315637 14455 4772 0
201 131 4 2 72680 324385 31096 53 0
202 338 11 15 61808 308989 9908 834 0
203 372 9 9 53110 296702 10745 469 0
204 345 2 1 64245 307322 53661 642 0
205 352 73 38 73007 304376 1430 168 0
206 400 94 57 82732 253588 570 23 0
207 335 8 7 54820 309560 13695 300 0
208 365 35 26 47705 298466 2813 271 0
209 102 12 13 72835 343929 11994 636 0
210 116 15 10 58856 331955 8797 430 0
211 67 11 9 77655 381180 16471 964 0
212 117 6 26 69817 331420 21903 954 0
213 332 12 19 60798 310201 9183 883 0
214 141 30 12 62452 320016 4001 425 0
215 140 33 23 64175 320398 3648 359 0
216 381 117 29 67440 291841 785 69 0
217 331 28 8 68136 310670 3952 629 0
218 317 72 26 56726 313491 1576 455 0
219 118 13 9 70811 331323 10102 394 0
220 144 6 5 60720 319210 19868 198 0
221 149 4 3 62045 318098 29525 3912 0
222 378 62 13 54323 292754 1496 373 0
223 130 24 12 62841 325176 5216 759 0
224 84 21 19 81125 365959 7903 366 0
225 356 14 10 59506 302409 7315 1932 0
226 107 21 9 59365 340968 6713 369 0
227 320 4 4 60798 313164 28291 3808 0
228 360 2 1 58790 301164 50582 348 0
229 101 53 14 61808 344425 2725 394 0
230 174 9 12 60735 315394 12822 63057 0
231 157 13 19 64016 316647 8973 558 0
232 333 22 17 54683 309836 4993 286 0
233 99 83 32 87192 346611 1766 402 0
234 137 8 14 64107 322031 15254 2500 0
235 167 4 8 60761 315656 28914 37920 0
236 109 14 4 65990 339445 9960 1052 0
237 301 1 0 59988 314964 114964 3603 0
238 370 17 20 61167 297141 5714 264 0
239 293 6 5 60719 315372 19229 84213 0
240 324 2 1 60722 312502 56251 5154 0
241 316 5 4 60379 313729 22746 1188 0
242 175 2 1 60727 315388 57694 117743 0
243 294 5 4 60720 315371 23074 367 0
244 375 78 20 60925 296139 1233 114 0
245 315 1 1 60896 313880 113880 4328 0
246 153 13 10 59734 317698 9054 944 0
247 376 15 12 62969 295580 6372 314 0
248 341 48 13 60720 308256 2255 174 0
249 354 6 3 59118 303677 17280 872 0
250 143 17 10 60720 319369 7022 75 0
251 147 14 3 58598 318690 8478 381 0
252 314 10 7 61124 314049 11405 1916 0
253 126 12 10 59595 325699 10475 214 0
254 311 2 1 62065 314210 57105 847 0
255 133 52 15 78780 322378 2353 238 0
256 173 4 4 60722 315398 28849 172235 0
257 340 24 28 61600 308336 4514 61 0
258 158 11 9 59635 316386 10581 647 0
259 170 21 7 60720 315553 5503 531 0
260 132 40 7 59781 323361 3084 275 0
261 110 9 7 76644 336639 15182 603 0
262 344 1 3 64820 307424 107424 618 0
263 377 24 11 56178 295370 3974 788 0
264 134 11 7 60436 322340 11122 201 0
265 142 14 10 60720 319864 8562 54 0
266 155 60 18 73433 317291 1955 221 0
267 390 80 14 41477 280398 1005 141 0
268 154 16 12 62700 317330 7333 1511 0
269 408 40 29 67804 238125 953 15 0
270 123 6 3 59661 327071 21179 969 0
271 337 8 6 58620 309038 13630 118 0
272 312 3 3 60398 314210 38070 1591 0
273 342 16 8 58580 307930 6746 189 -1
274 136 10 10 62710 322327 12233 308 -1
275 380 8 6 59325 292136 11517 205 -1
276 398 7 8 60950 263276 9039 102 -2
277 83 8 6 68060 367655 20957 241 -2
278 388 12 9 83620 283910 6993 25 -3
279 389 13 8 58456 283587 6430 149 -3
280 406 42 26 52811 243650 1039 9 -3
281 49 118 239 121173 438493 2021 165 -3
282 374 9 7 63870 296261 10696 182 -3
283 413 138 41 21001 230621 222 14 -3
284 353 5 3 70415 304252 20850 98 -4
285 113 9 8 64230 333505 14834 172 -4
286 371 8 6 59190 296919 12115 159 -4
287 391 25 21 69351 278990 3160 52 -4
288 392 7 7 64270 276898 10985 130 -4
289 124 13 11 70694 327007 9770 107 -5
290 156 16 11 68005 317046 7315 188 -5
291 350 11 12 58930 304555 9505 106 -5
292 366 11 9 58320 298096 8918 224 -5
293 412 3 3 69980 231861 10620 44 -5
294 336 61 57 69863 309422 1794 84 -5
295 387 29 21 63255 286963 2999 12 -5
296 395 17 15 57320 269753 4103 60 -6
297 44 33 32 75230 448243 7523 75 -6
298 424 15 11 79420 165404 -2306 -18 -6
299 421 3 2 73490 204325 1442 4 -8
300 57 66 23 35250 407159 3139 64 -8
301 384 17 20 62285 290476 5322 80 -9
302 393 26 24 69206 275311 2897 59 -10
303 405 3 1 65920 246541 15514 70 -12
304 402 2 1 69770 253468 26734 53 -14
305 407 67 74 72683 240897 610 14 -15
306 431 70 68 -14545 -83265 -4047 -25 -25
307 430 26 20 55830 -42143 -9313 -37 -28
308 394 24 20 55174 272713 3030 32 -31
309 417 97 82 67038 215362 158 3 -31
310 428 30 21 51252 42754 -5242 -39 -58
311 347 223 244 157278 306275 477 3 -70
312 401 48 32 79510 253537 1115 6 -129
313 78 90 86 77440 372631 1918 11 -158
314 429 180 69 27284 -7170 -1151 -11 -366
CCscore
1 56289
2 28328
3 17936
4 4145
5 3040
6 2964
7 2865
8 2854
9 2167
10 1974
11 1910
12 1871
13 943
14 929
15 822
16 819
17 769
18 745
19 652
20 643
21 601
22 446
23 436
24 379
25 305
26 284
27 247
28 238
29 223
30 220
31 217
32 199
33 195
34 163
35 154
36 143
37 135
38 132
39 120
40 119
41 108
42 104
43 101
44 90
45 85
46 74
47 73
48 70
49 67
50 66
51 66
52 66
53 59
54 58
55 58
56 54
57 53
58 49
59 49
60 44
61 39
62 38
63 38
64 37
65 36
66 35
67 34
68 33
69 32
70 32
71 31
72 31
73 30
74 30
75 30
76 28
77 26
78 26
79 26
80 25
81 25
82 24
83 24
84 23
85 23
86 22
87 22
88 22
89 20
90 20
91 19
92 18
93 17
94 16
95 14
96 14
97 14
98 13
99 13
100 13
101 13
102 13
103 12
104 12
105 11
106 10
107 10
108 10
109 10
110 10
111 9
112 9
113 9
114 6
115 6
116 6
117 5
118 5
119 5
120 4
121 4
122 3
123 2
124 2
125 1
126 1
127 0
128 0
129 0
130 0
131 0
132 0
133 0
134 0
135 0
136 0
137 0
138 0
139 0
140 0
141 0
142 0
143 0
144 0
145 0
146 0
147 0
148 0
149 0
150 0
151 0
152 0
153 0
154 0
155 0
156 0
157 0
158 0
159 0
160 0
161 0
162 0
163 0
164 0
165 0
166 0
167 0
168 0
169 0
170 0
171 0
172 0
173 0
174 0
175 0
176 0
177 0
178 0
179 0
180 267
181 474
182 534
183 15
184 397
185 1866
186 288
187 3
188 468
189 20
190 278
191 61
192 192
193 317
194 738
195 368
196 2
197 53
198 94
199 24
200 2332
201 131
202 206
203 167
204 622
205 2328
206 365
207 364
208 226
209 307
210 188
211 138
212 125
213 282
214 335
215 1324
216 176
217 249
218 333
219 601
220 30
221 249
222 165
223 453
224 53
225 382
226 30
227 290
228 366
229 2
230 209
231 384
232 365
233 49
234 3
235 133
236 32
237 368
238 1
239 22
240 96
241 1
242 314
243 844
244 26
245 125
246 304
247 621
248 119
249 1595
250 312
251 60
252 587
253 135
254 514
255 1
256 1763
257 180
258 218
259 448
260 227
261 174
262 121
263 607
264 2212
265 530
266 571
267 78
268 2489
269 131
270 923
271 72
272 572
273 397
274 450
275 622
276 694
277 3425
278 562
279 4917
280 1442
281 529
282 2126
283 1061
284 776
285 611
286 1526
287 592
288 1182
289 621
290 989
291 438
292 726
293 1303
294 7419
295 1164
296 3310
297 1920
298 965
299 3256
300 1135
301 1270
302 661
303 1013
304 2844
305 11528
306 6526
307 2264
308 5109
309 3999
310 35624
311 9252
312 15236
313 18073
314 162556
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Costs trades orders
1.866e+05 3.022e+01 -1.563e+02 -6.848e+00
dividends Wrank `Profit/trades` `Profit/Cost`
8.983e-01 -1.363e+00 1.551e+00 1.599e+00
CCscore
5.465e+00
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-2428290 -54457 3846 52260 3036243
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.866e+05 3.911e+04 4.773 2.83e-06 ***
Costs 3.022e+01 1.834e+00 16.481 < 2e-16 ***
trades -1.563e+02 1.915e+02 -0.816 0.41489
orders -6.848e+00 1.174e+00 -5.833 1.39e-08 ***
dividends 8.983e-01 3.223e-01 2.787 0.00565 **
Wrank -1.363e+00 1.172e+00 -1.163 0.24566
`Profit/trades` 1.551e+00 9.726e-01 1.595 0.11172
`Profit/Cost` 1.599e+00 9.610e+00 0.166 0.86796
CCscore 5.465e+00 1.709e+00 3.198 0.00153 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 286000 on 305 degrees of freedom
Multiple R-squared: 0.7365, Adjusted R-squared: 0.7296
F-statistic: 106.6 on 8 and 305 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,] 0.9999489 1.021168e-04 5.105841e-05
[2,] 0.9999801 3.971352e-05 1.985676e-05
[3,] 1.0000000 1.148585e-16 5.742923e-17
[4,] 1.0000000 8.791654e-18 4.395827e-18
[5,] 1.0000000 3.720909e-23 1.860454e-23
[6,] 1.0000000 1.169534e-24 5.847670e-25
[7,] 1.0000000 1.868120e-24 9.340598e-25
[8,] 1.0000000 7.592542e-24 3.796271e-24
[9,] 1.0000000 1.031881e-23 5.159404e-24
[10,] 1.0000000 2.327185e-24 1.163592e-24
[11,] 1.0000000 6.908567e-24 3.454283e-24
[12,] 1.0000000 7.903124e-24 3.951562e-24
[13,] 1.0000000 1.360727e-23 6.803633e-24
[14,] 1.0000000 7.920531e-30 3.960265e-30
[15,] 1.0000000 2.161193e-29 1.080597e-29
[16,] 1.0000000 7.534187e-29 3.767093e-29
[17,] 1.0000000 1.080800e-33 5.403998e-34
[18,] 1.0000000 2.728893e-40 1.364447e-40
[19,] 1.0000000 6.453171e-40 3.226585e-40
[20,] 1.0000000 7.766659e-47 3.883330e-47
[21,] 1.0000000 1.373075e-46 6.865375e-47
[22,] 1.0000000 1.298484e-48 6.492422e-49
[23,] 1.0000000 7.867912e-50 3.933956e-50
[24,] 1.0000000 2.470247e-55 1.235124e-55
[25,] 1.0000000 7.090880e-58 3.545440e-58
[26,] 1.0000000 3.781343e-58 1.890672e-58
[27,] 1.0000000 1.170200e-60 5.851001e-61
[28,] 1.0000000 3.721365e-62 1.860683e-62
[29,] 1.0000000 4.654938e-63 2.327469e-63
[30,] 1.0000000 4.678402e-65 2.339201e-65
[31,] 1.0000000 3.211336e-65 1.605668e-65
[32,] 1.0000000 4.430904e-65 2.215452e-65
[33,] 1.0000000 1.293762e-64 6.468809e-65
[34,] 1.0000000 5.767865e-64 2.883932e-64
[35,] 1.0000000 9.876280e-64 4.938140e-64
[36,] 1.0000000 4.548046e-63 2.274023e-63
[37,] 1.0000000 1.457752e-62 7.288759e-63
[38,] 1.0000000 2.544175e-62 1.272087e-62
[39,] 1.0000000 2.905307e-63 1.452654e-63
[40,] 1.0000000 6.376306e-64 3.188153e-64
[41,] 1.0000000 1.872063e-64 9.360314e-65
[42,] 1.0000000 1.468030e-64 7.340149e-65
[43,] 1.0000000 2.157388e-66 1.078694e-66
[44,] 1.0000000 2.472138e-66 1.236069e-66
[45,] 1.0000000 6.792608e-66 3.396304e-66
[46,] 1.0000000 1.920553e-73 9.602767e-74
[47,] 1.0000000 3.537444e-73 1.768722e-73
[48,] 1.0000000 1.364851e-72 6.824256e-73
[49,] 1.0000000 4.052663e-72 2.026332e-72
[50,] 1.0000000 2.191421e-72 1.095711e-72
[51,] 1.0000000 1.485717e-73 7.428587e-74
[52,] 1.0000000 2.263776e-73 1.131888e-73
[53,] 1.0000000 8.002734e-73 4.001367e-73
[54,] 1.0000000 3.463692e-72 1.731846e-72
[55,] 1.0000000 2.166755e-74 1.083377e-74
[56,] 1.0000000 1.530213e-74 7.651067e-75
[57,] 1.0000000 2.651107e-74 1.325554e-74
[58,] 1.0000000 5.454005e-74 2.727002e-74
[59,] 1.0000000 6.882991e-74 3.441496e-74
[60,] 1.0000000 9.957882e-75 4.978941e-75
[61,] 1.0000000 4.525404e-74 2.262702e-74
[62,] 1.0000000 1.764614e-73 8.823069e-74
[63,] 1.0000000 4.780430e-73 2.390215e-73
[64,] 1.0000000 5.895423e-73 2.947712e-73
[65,] 1.0000000 9.826584e-73 4.913292e-73
[66,] 1.0000000 2.225951e-72 1.112975e-72
[67,] 1.0000000 2.484602e-72 1.242301e-72
[68,] 1.0000000 6.752706e-72 3.376353e-72
[69,] 1.0000000 3.222166e-71 1.611083e-71
[70,] 1.0000000 1.104513e-70 5.522565e-71
[71,] 1.0000000 2.197835e-70 1.098917e-70
[72,] 1.0000000 5.479194e-70 2.739597e-70
[73,] 1.0000000 1.665503e-69 8.327513e-70
[74,] 1.0000000 1.743544e-69 8.717718e-70
[75,] 1.0000000 6.525555e-69 3.262777e-69
[76,] 1.0000000 4.244354e-69 2.122177e-69
[77,] 1.0000000 7.951187e-69 3.975594e-69
[78,] 1.0000000 3.012940e-68 1.506470e-68
[79,] 1.0000000 2.293453e-68 1.146726e-68
[80,] 1.0000000 3.901956e-68 1.950978e-68
[81,] 1.0000000 9.353822e-68 4.676911e-68
[82,] 1.0000000 7.397970e-68 3.698985e-68
[83,] 1.0000000 2.784528e-67 1.392264e-67
[84,] 1.0000000 1.022361e-66 5.111803e-67
[85,] 1.0000000 2.988596e-66 1.494298e-66
[86,] 1.0000000 5.934953e-67 2.967476e-67
[87,] 1.0000000 2.064991e-66 1.032495e-66
[88,] 1.0000000 9.580082e-67 4.790041e-67
[89,] 1.0000000 3.401807e-66 1.700903e-66
[90,] 1.0000000 1.085961e-65 5.429804e-66
[91,] 1.0000000 2.679735e-65 1.339868e-65
[92,] 1.0000000 1.003305e-64 5.016526e-65
[93,] 1.0000000 2.884654e-64 1.442327e-64
[94,] 1.0000000 6.962761e-64 3.481381e-64
[95,] 1.0000000 2.158893e-63 1.079447e-63
[96,] 1.0000000 3.461868e-65 1.730934e-65
[97,] 1.0000000 1.179554e-67 5.897772e-68
[98,] 1.0000000 4.571407e-67 2.285703e-67
[99,] 1.0000000 1.028884e-66 5.144422e-67
[100,] 1.0000000 6.052443e-67 3.026221e-67
[101,] 1.0000000 1.879010e-68 9.395052e-69
[102,] 1.0000000 3.983820e-68 1.991910e-68
[103,] 1.0000000 1.565159e-67 7.825797e-68
[104,] 1.0000000 1.695577e-67 8.477886e-68
[105,] 1.0000000 6.314305e-67 3.157153e-67
[106,] 1.0000000 1.789413e-66 8.947067e-67
[107,] 1.0000000 2.085027e-67 1.042513e-67
[108,] 1.0000000 2.452334e-67 1.226167e-67
[109,] 1.0000000 1.081021e-66 5.405107e-67
[110,] 1.0000000 1.164402e-66 5.822008e-67
[111,] 1.0000000 3.553333e-66 1.776667e-66
[112,] 1.0000000 9.422479e-66 4.711239e-66
[113,] 1.0000000 5.341604e-68 2.670802e-68
[114,] 1.0000000 2.072205e-67 1.036102e-67
[115,] 1.0000000 6.980858e-68 3.490429e-68
[116,] 1.0000000 1.202914e-67 6.014571e-68
[117,] 1.0000000 4.461533e-67 2.230766e-67
[118,] 1.0000000 9.774574e-67 4.887287e-67
[119,] 1.0000000 2.750456e-66 1.375228e-66
[120,] 1.0000000 8.295827e-66 4.147913e-66
[121,] 1.0000000 3.313891e-65 1.656946e-65
[122,] 1.0000000 1.074418e-64 5.372089e-65
[123,] 1.0000000 3.058773e-64 1.529387e-64
[124,] 1.0000000 3.575335e-64 1.787667e-64
[125,] 1.0000000 1.365607e-63 6.828036e-64
[126,] 1.0000000 3.322112e-63 1.661056e-63
[127,] 1.0000000 1.221842e-62 6.109212e-63
[128,] 1.0000000 2.484862e-62 1.242431e-62
[129,] 1.0000000 5.080217e-62 2.540109e-62
[130,] 1.0000000 1.336615e-61 6.683075e-62
[131,] 1.0000000 3.434114e-61 1.717057e-61
[132,] 1.0000000 2.111114e-61 1.055557e-61
[133,] 1.0000000 1.876190e-61 9.380948e-62
[134,] 1.0000000 5.968329e-61 2.984165e-61
[135,] 1.0000000 2.403312e-60 1.201656e-60
[136,] 1.0000000 7.075306e-60 3.537653e-60
[137,] 1.0000000 3.174531e-59 1.587265e-59
[138,] 1.0000000 9.588259e-59 4.794129e-59
[139,] 1.0000000 1.264111e-58 6.320557e-59
[140,] 1.0000000 2.998065e-58 1.499032e-58
[141,] 1.0000000 8.127041e-58 4.063521e-58
[142,] 1.0000000 2.519120e-57 1.259560e-57
[143,] 1.0000000 7.588479e-58 3.794239e-58
[144,] 1.0000000 5.830945e-61 2.915472e-61
[145,] 1.0000000 1.784834e-60 8.924171e-61
[146,] 1.0000000 2.497173e-60 1.248587e-60
[147,] 1.0000000 2.927060e-60 1.463530e-60
[148,] 1.0000000 1.387943e-59 6.939714e-60
[149,] 1.0000000 2.175544e-59 1.087772e-59
[150,] 1.0000000 1.506285e-59 7.531423e-60
[151,] 1.0000000 7.489366e-60 3.744683e-60
[152,] 1.0000000 2.458560e-59 1.229280e-59
[153,] 1.0000000 5.262642e-59 2.631321e-59
[154,] 1.0000000 1.750720e-58 8.753600e-59
[155,] 1.0000000 7.695837e-59 3.847918e-59
[156,] 1.0000000 2.636480e-58 1.318240e-58
[157,] 1.0000000 7.754314e-59 3.877157e-59
[158,] 1.0000000 3.607909e-59 1.803955e-59
[159,] 1.0000000 2.640491e-60 1.320245e-60
[160,] 1.0000000 7.904988e-62 3.952494e-62
[161,] 1.0000000 4.031869e-62 2.015934e-62
[162,] 1.0000000 2.850721e-72 1.425361e-72
[163,] 1.0000000 7.937531e-72 3.968766e-72
[164,] 1.0000000 2.925741e-76 1.462871e-76
[165,] 1.0000000 3.859918e-79 1.929959e-79
[166,] 1.0000000 1.489027e-107 7.445136e-108
[167,] 1.0000000 2.228432e-137 1.114216e-137
[168,] 1.0000000 1.242734e-136 6.213669e-137
[169,] 1.0000000 0.000000e+00 0.000000e+00
[170,] 1.0000000 0.000000e+00 0.000000e+00
[171,] 1.0000000 0.000000e+00 0.000000e+00
[172,] 1.0000000 0.000000e+00 0.000000e+00
[173,] 1.0000000 0.000000e+00 0.000000e+00
[174,] 1.0000000 0.000000e+00 0.000000e+00
[175,] 1.0000000 0.000000e+00 0.000000e+00
[176,] 1.0000000 0.000000e+00 0.000000e+00
[177,] 1.0000000 0.000000e+00 0.000000e+00
[178,] 1.0000000 0.000000e+00 0.000000e+00
[179,] 1.0000000 0.000000e+00 0.000000e+00
[180,] 1.0000000 0.000000e+00 0.000000e+00
[181,] 1.0000000 0.000000e+00 0.000000e+00
[182,] 1.0000000 0.000000e+00 0.000000e+00
[183,] 1.0000000 0.000000e+00 0.000000e+00
[184,] 1.0000000 0.000000e+00 0.000000e+00
[185,] 1.0000000 0.000000e+00 0.000000e+00
[186,] 1.0000000 0.000000e+00 0.000000e+00
[187,] 1.0000000 0.000000e+00 0.000000e+00
[188,] 1.0000000 0.000000e+00 0.000000e+00
[189,] 1.0000000 0.000000e+00 0.000000e+00
[190,] 1.0000000 9.881313e-324 4.940656e-324
[191,] 1.0000000 1.045443e-320 5.227215e-321
[192,] 1.0000000 1.184935e-317 5.924677e-318
[193,] 1.0000000 2.347750e-314 1.173875e-314
[194,] 1.0000000 4.276283e-311 2.138141e-311
[195,] 1.0000000 5.129217e-308 2.564608e-308
[196,] 1.0000000 7.357441e-305 3.678721e-305
[197,] 1.0000000 7.256524e-302 3.628262e-302
[198,] 1.0000000 8.221126e-299 4.110563e-299
[199,] 1.0000000 1.084411e-295 5.422056e-296
[200,] 1.0000000 1.147014e-292 5.735071e-293
[201,] 1.0000000 1.313508e-289 6.567541e-290
[202,] 1.0000000 1.963895e-286 9.819473e-287
[203,] 1.0000000 2.521483e-283 1.260742e-283
[204,] 1.0000000 3.229706e-280 1.614853e-280
[205,] 1.0000000 6.151198e-277 3.075599e-277
[206,] 1.0000000 1.087455e-273 5.437277e-274
[207,] 1.0000000 1.983504e-270 9.917520e-271
[208,] 1.0000000 2.067866e-267 1.033933e-267
[209,] 1.0000000 2.550634e-264 1.275317e-264
[210,] 1.0000000 2.948203e-261 1.474102e-261
[211,] 1.0000000 3.913006e-258 1.956503e-258
[212,] 1.0000000 4.654713e-255 2.327357e-255
[213,] 1.0000000 3.890392e-252 1.945196e-252
[214,] 1.0000000 5.497667e-249 2.748834e-249
[215,] 1.0000000 6.059936e-246 3.029968e-246
[216,] 1.0000000 1.165520e-242 5.827598e-243
[217,] 1.0000000 2.093842e-239 1.046921e-239
[218,] 1.0000000 1.913852e-236 9.569259e-237
[219,] 1.0000000 3.705138e-233 1.852569e-233
[220,] 1.0000000 5.089851e-230 2.544925e-230
[221,] 1.0000000 7.551275e-227 3.775638e-227
[222,] 1.0000000 2.348167e-224 1.174083e-224
[223,] 1.0000000 2.664382e-221 1.332191e-221
[224,] 1.0000000 4.286344e-218 2.143172e-218
[225,] 1.0000000 3.409276e-215 1.704638e-215
[226,] 1.0000000 7.210111e-212 3.605055e-212
[227,] 1.0000000 9.409639e-209 4.704820e-209
[228,] 1.0000000 1.393913e-205 6.969564e-206
[229,] 1.0000000 2.871107e-202 1.435554e-202
[230,] 1.0000000 5.443633e-199 2.721816e-199
[231,] 1.0000000 1.024021e-195 5.120106e-196
[232,] 1.0000000 2.052217e-192 1.026108e-192
[233,] 1.0000000 3.584340e-189 1.792170e-189
[234,] 1.0000000 7.193575e-186 3.596787e-186
[235,] 1.0000000 9.257914e-183 4.628957e-183
[236,] 1.0000000 1.212422e-179 6.062111e-180
[237,] 1.0000000 2.066351e-176 1.033175e-176
[238,] 1.0000000 2.862508e-173 1.431254e-173
[239,] 1.0000000 3.354304e-170 1.677152e-170
[240,] 1.0000000 3.876759e-167 1.938380e-167
[241,] 1.0000000 6.822285e-164 3.411142e-164
[242,] 1.0000000 6.987169e-161 3.493584e-161
[243,] 1.0000000 1.401312e-157 7.006560e-158
[244,] 1.0000000 6.220940e-155 3.110470e-155
[245,] 1.0000000 1.945748e-152 9.728742e-153
[246,] 1.0000000 3.156201e-149 1.578100e-149
[247,] 1.0000000 5.114656e-146 2.557328e-146
[248,] 1.0000000 7.721619e-143 3.860809e-143
[249,] 1.0000000 5.416631e-140 2.708315e-140
[250,] 1.0000000 3.257155e-137 1.628578e-137
[251,] 1.0000000 6.291026e-134 3.145513e-134
[252,] 1.0000000 4.808509e-131 2.404255e-131
[253,] 1.0000000 3.355279e-128 1.677640e-128
[254,] 1.0000000 2.252036e-125 1.126018e-125
[255,] 1.0000000 7.523083e-123 3.761542e-123
[256,] 1.0000000 1.438273e-119 7.191363e-120
[257,] 1.0000000 2.892230e-116 1.446115e-116
[258,] 1.0000000 5.783129e-113 2.891565e-113
[259,] 1.0000000 4.960156e-110 2.480078e-110
[260,] 1.0000000 9.858125e-107 4.929063e-107
[261,] 1.0000000 1.033470e-103 5.167348e-104
[262,] 1.0000000 1.613086e-100 8.065432e-101
[263,] 1.0000000 2.068759e-97 1.034379e-97
[264,] 1.0000000 2.785073e-94 1.392537e-94
[265,] 1.0000000 4.709737e-91 2.354869e-91
[266,] 1.0000000 1.649274e-88 8.246369e-89
[267,] 1.0000000 3.381602e-85 1.690801e-85
[268,] 1.0000000 4.095105e-82 2.047553e-82
[269,] 1.0000000 7.227768e-79 3.613884e-79
[270,] 1.0000000 1.211507e-75 6.057533e-76
[271,] 1.0000000 1.933152e-72 9.665762e-73
[272,] 1.0000000 2.237958e-69 1.118979e-69
[273,] 1.0000000 4.690471e-66 2.345236e-66
[274,] 1.0000000 1.796862e-63 8.984311e-64
[275,] 1.0000000 3.355395e-60 1.677697e-60
[276,] 1.0000000 5.751596e-57 2.875798e-57
[277,] 1.0000000 1.049158e-53 5.245791e-54
[278,] 1.0000000 3.487128e-51 1.743564e-51
[279,] 1.0000000 1.067705e-48 5.338524e-49
[280,] 1.0000000 2.606198e-45 1.303099e-45
[281,] 1.0000000 5.455276e-42 2.727638e-42
[282,] 1.0000000 1.255218e-38 6.276091e-39
[283,] 1.0000000 2.401814e-35 1.200907e-35
[284,] 1.0000000 2.880804e-32 1.440402e-32
[285,] 1.0000000 5.344734e-29 2.672367e-29
[286,] 1.0000000 1.961627e-26 9.808133e-27
[287,] 1.0000000 4.778157e-23 2.389079e-23
[288,] 1.0000000 1.103668e-19 5.518341e-20
[289,] 1.0000000 2.810624e-17 1.405312e-17
[290,] 1.0000000 8.644336e-14 4.322168e-14
[291,] 1.0000000 2.290508e-10 1.145254e-10
> postscript(file="/var/www/html/freestat/rcomp/tmp/141er1291158772.ps",horizontal=F,onefile=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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/241er1291158772.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/freestat/rcomp/tmp/3xaec1291158772.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/4xaec1291158772.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/5xaec1291158772.ps",horizontal=F,onefile=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 = 314
Frequency = 1
1 2 3 4 5
8.494909e+05 3.036243e+06 1.104844e+06 -2.428290e+06 -4.351393e+05
6 7 8 9 10
8.363875e+03 -8.405301e+04 1.970945e+05 -3.390837e+05 7.114543e+05
11 12 13 14 15
-1.183126e+05 3.685800e+05 7.026833e+05 -1.269936e+06 -1.890464e+04
16 17 18 19 20
5.620927e+05 -1.471412e+04 -1.887546e+04 -3.326509e+05 -3.353813e+05
21 22 23 24 25
2.112795e+05 -2.195169e+05 -2.911110e+04 -3.765592e+05 -2.106808e+05
26 27 28 29 30
-1.370107e+05 -3.902703e+05 -3.372090e+05 2.923255e+05 -1.721190e+05
31 32 33 34 35
2.981085e+05 -5.897589e+04 2.588004e+05 1.771959e+05 9.054001e+04
36 37 38 39 40
-4.383938e+05 6.841918e+04 2.513558e+05 1.254000e+05 -1.505092e+05
41 42 43 44 45
-1.265438e+05 -3.363162e+05 1.273377e+05 -1.059048e+05 3.663410e+03
46 47 48 49 50
-1.957018e+04 -1.200848e+05 -5.529316e+04 3.298523e+04 -1.238940e+05
51 52 53 54 55
1.636886e+05 1.058977e+05 -7.079012e+04 1.966501e+05 -2.089451e+05
56 57 58 59 60
1.042116e+05 2.307056e+05 2.301965e+04 4.121516e+04 -1.460486e+05
61 62 63 64 65
5.153165e+04 -1.317490e+05 4.387881e+04 -1.138116e+05 4.418352e+04
66 67 68 69 70
-1.616013e+05 -1.396624e+04 6.080686e+04 3.952097e+04 3.090687e+04
71 72 73 74 75
-9.141478e+04 4.243281e+03 -1.447615e+04 3.481851e+04 3.823229e+04
76 77 78 79 80
-6.268792e+04 4.945452e+04 -3.503815e+04 4.196500e+04 5.240580e+04
81 82 83 84 85
5.954700e+04 2.468248e+04 2.004402e+04 4.933698e+04 6.656791e+04
86 87 88 89 90
-5.077028e+04 8.983975e+04 4.261383e+04 -2.926342e+04 6.460312e+04
91 92 93 94 95
6.282344e+04 2.809634e+04 1.523797e+05 -1.247443e+05 8.297115e+04
96 97 98 99 100
4.403556e+04 8.826886e+04 6.814270e+04 1.162015e+04 8.829343e+03
101 102 103 104 105
1.497656e+04 -6.052006e+04 -7.523602e+04 9.106412e+02 6.868822e+04
106 107 108 109 110
-4.382306e+03 -1.992689e+05 1.533270e+05 -1.213745e+05 -5.660303e+04
111 112 113 114 115
1.266264e+05 -1.656714e+05 -1.170862e+05 -4.327483e+04 6.836242e+04
116 117 118 119 120
6.135062e+04 5.340104e+04 9.431022e+04 -1.075625e+05 5.702486e+04
121 122 123 124 125
-2.181403e+05 4.828702e+04 5.287647e+04 1.364420e+05 2.940817e+04
126 127 128 129 130
-1.339759e+05 4.469641e+04 6.436361e+04 4.641872e+04 9.151849e+04
131 132 133 134 135
8.718281e+03 1.759632e+04 4.589583e+04 6.048545e+04 -5.451572e+04
136 137 138 139 140
1.197549e+04 6.210616e+04 2.322678e+04 9.074707e+03 6.107251e+04
141 142 143 144 145
5.182398e+04 2.516236e+04 -2.152515e+04 -1.182540e+05 2.423666e+04
146 147 148 149 150
2.150495e+04 3.275427e+04 5.472078e+03 -2.014834e+04 5.338811e+04
151 152 153 154 155
4.866596e+04 5.014707e+04 9.864810e+03 1.200236e+05 2.104249e+04
156 157 158 159 160
2.183472e+04 4.334345e+04 5.279267e+04 8.334705e+04 -1.096749e+05
161 162 163 164 165
7.698913e+04 4.425082e+04 9.469549e+03 4.020226e+04 2.892963e+04
166 167 168 169 170
6.037569e+04 3.425769e+04 3.132711e+04 1.146078e+04 2.446784e+04
171 172 173 174 175
3.934476e+04 -2.231316e+04 -1.821386e+04 -5.064138e+03 6.074111e+04
176 177 178 179 180
3.639975e+04 -3.432467e+04 2.284579e+04 7.720412e+04 5.562864e+04
181 182 183 184 185
-8.537080e+04 -1.764480e+04 -1.048230e+04 -4.719998e+04 -6.131164e+04
186 187 188 189 190
-8.347665e+04 -5.654711e+03 -3.446182e+04 -4.164978e+04 1.457682e+04
191 192 193 194 195
-4.106021e+04 -4.492919e+04 1.593048e+04 -5.680788e+03 -4.402323e+04
196 197 198 199 200
-2.692905e+04 2.211504e+04 -3.376710e+04 2.462956e+03 -5.999183e+04
201 202 203 204 205
6.156138e+04 -2.753343e+04 -7.497955e+04 4.641119e+04 3.291023e+04
206 207 208 209 210
1.572891e+05 -7.193267e+04 -1.225391e+05 1.860896e+04 -7.029122e+04
211 212 213 214 215
2.404038e+04 2.541736e+04 -3.642890e+04 -4.239208e+04 -3.509314e+04
216 217 218 219 220
1.437789e+04 4.636825e+03 -7.798640e+04 1.162311e+04 -3.024473e+04
221 222 223 224 225
-1.421413e+04 -7.654602e+04 -4.369993e+04 5.246435e+04 -4.444024e+04
226 227 228 229 230
-7.713141e+04 -1.973859e+04 1.226214e+04 -6.902190e+04 -1.337821e+05
231 232 233 234 235
-2.072846e+04 -8.382714e+04 1.031618e+05 -1.796023e+04 -7.297141e+04
236 237 238 239 240
-2.761027e+04 9.059002e+04 -2.436033e+04 -1.578212e+05 1.701877e+04
241 242 243 244 245
-2.506441e+04 -1.595806e+05 -2.711284e+04 -3.296836e+04 9.667728e+04
246 247 248 249 250
-5.245587e+04 -1.437192e+04 -4.468626e+04 -4.049111e+04 -4.880170e+04
251 252 253 254 255
-6.083446e+04 -3.972690e+04 -5.659832e+04 3.022926e+04 6.695851e+04
256 257 258 259 260
-2.909962e+05 -3.274185e+04 -4.903370e+04 -4.945812e+04 -6.520659e+04
261 262 263 264 265
5.552466e+04 1.266647e+05 -6.504033e+04 -5.870227e+04 -4.821620e+04
266 267 268 269 270
3.153176e+04 -1.536205e+05 -4.675994e+04 6.803515e+04 -4.918081e+04
271 272 273 274 275
-4.380765e+04 -8.322265e+03 -5.427956e+04 -3.163795e+04 -2.977418e+04
276 277 278 279 280
4.028166e+03 -4.059960e+04 1.387763e+05 -5.819311e+04 -4.715873e+04
281 282 283 284 285
2.826592e+05 -1.153745e+04 -2.528654e+05 4.692869e+04 -2.869441e+04
286 287 288 289 290
-3.905339e+04 4.154409e+04 1.430895e+04 1.490889e+04 -9.876716e+01
291 292 293 294 295
-4.439468e+04 -4.577994e+04 9.235621e+04 -1.702432e+04 -1.076764e+04
296 297 298 299 300
-4.681238e+04 -7.044756e+04 2.019183e+05 1.178604e+05 -3.113658e+05
301 302 303 304 305
-1.787378e+04 4.355977e+04 5.927605e+04 8.476186e+04 4.244081e+04
306 307 308 309 310
-2.436108e+05 2.113125e+05 -7.480868e+04 6.765276e+04 -7.298699e+04
311 312 313 314
5.971455e+05 5.245572e+04 -7.622187e+04 -8.769958e+05
> postscript(file="/var/www/html/freestat/rcomp/tmp/6q1vf1291158772.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 314
Frequency = 1
lag(myerror, k = 1) myerror
0 8.494909e+05 NA
1 3.036243e+06 8.494909e+05
2 1.104844e+06 3.036243e+06
3 -2.428290e+06 1.104844e+06
4 -4.351393e+05 -2.428290e+06
5 8.363875e+03 -4.351393e+05
6 -8.405301e+04 8.363875e+03
7 1.970945e+05 -8.405301e+04
8 -3.390837e+05 1.970945e+05
9 7.114543e+05 -3.390837e+05
10 -1.183126e+05 7.114543e+05
11 3.685800e+05 -1.183126e+05
12 7.026833e+05 3.685800e+05
13 -1.269936e+06 7.026833e+05
14 -1.890464e+04 -1.269936e+06
15 5.620927e+05 -1.890464e+04
16 -1.471412e+04 5.620927e+05
17 -1.887546e+04 -1.471412e+04
18 -3.326509e+05 -1.887546e+04
19 -3.353813e+05 -3.326509e+05
20 2.112795e+05 -3.353813e+05
21 -2.195169e+05 2.112795e+05
22 -2.911110e+04 -2.195169e+05
23 -3.765592e+05 -2.911110e+04
24 -2.106808e+05 -3.765592e+05
25 -1.370107e+05 -2.106808e+05
26 -3.902703e+05 -1.370107e+05
27 -3.372090e+05 -3.902703e+05
28 2.923255e+05 -3.372090e+05
29 -1.721190e+05 2.923255e+05
30 2.981085e+05 -1.721190e+05
31 -5.897589e+04 2.981085e+05
32 2.588004e+05 -5.897589e+04
33 1.771959e+05 2.588004e+05
34 9.054001e+04 1.771959e+05
35 -4.383938e+05 9.054001e+04
36 6.841918e+04 -4.383938e+05
37 2.513558e+05 6.841918e+04
38 1.254000e+05 2.513558e+05
39 -1.505092e+05 1.254000e+05
40 -1.265438e+05 -1.505092e+05
41 -3.363162e+05 -1.265438e+05
42 1.273377e+05 -3.363162e+05
43 -1.059048e+05 1.273377e+05
44 3.663410e+03 -1.059048e+05
45 -1.957018e+04 3.663410e+03
46 -1.200848e+05 -1.957018e+04
47 -5.529316e+04 -1.200848e+05
48 3.298523e+04 -5.529316e+04
49 -1.238940e+05 3.298523e+04
50 1.636886e+05 -1.238940e+05
51 1.058977e+05 1.636886e+05
52 -7.079012e+04 1.058977e+05
53 1.966501e+05 -7.079012e+04
54 -2.089451e+05 1.966501e+05
55 1.042116e+05 -2.089451e+05
56 2.307056e+05 1.042116e+05
57 2.301965e+04 2.307056e+05
58 4.121516e+04 2.301965e+04
59 -1.460486e+05 4.121516e+04
60 5.153165e+04 -1.460486e+05
61 -1.317490e+05 5.153165e+04
62 4.387881e+04 -1.317490e+05
63 -1.138116e+05 4.387881e+04
64 4.418352e+04 -1.138116e+05
65 -1.616013e+05 4.418352e+04
66 -1.396624e+04 -1.616013e+05
67 6.080686e+04 -1.396624e+04
68 3.952097e+04 6.080686e+04
69 3.090687e+04 3.952097e+04
70 -9.141478e+04 3.090687e+04
71 4.243281e+03 -9.141478e+04
72 -1.447615e+04 4.243281e+03
73 3.481851e+04 -1.447615e+04
74 3.823229e+04 3.481851e+04
75 -6.268792e+04 3.823229e+04
76 4.945452e+04 -6.268792e+04
77 -3.503815e+04 4.945452e+04
78 4.196500e+04 -3.503815e+04
79 5.240580e+04 4.196500e+04
80 5.954700e+04 5.240580e+04
81 2.468248e+04 5.954700e+04
82 2.004402e+04 2.468248e+04
83 4.933698e+04 2.004402e+04
84 6.656791e+04 4.933698e+04
85 -5.077028e+04 6.656791e+04
86 8.983975e+04 -5.077028e+04
87 4.261383e+04 8.983975e+04
88 -2.926342e+04 4.261383e+04
89 6.460312e+04 -2.926342e+04
90 6.282344e+04 6.460312e+04
91 2.809634e+04 6.282344e+04
92 1.523797e+05 2.809634e+04
93 -1.247443e+05 1.523797e+05
94 8.297115e+04 -1.247443e+05
95 4.403556e+04 8.297115e+04
96 8.826886e+04 4.403556e+04
97 6.814270e+04 8.826886e+04
98 1.162015e+04 6.814270e+04
99 8.829343e+03 1.162015e+04
100 1.497656e+04 8.829343e+03
101 -6.052006e+04 1.497656e+04
102 -7.523602e+04 -6.052006e+04
103 9.106412e+02 -7.523602e+04
104 6.868822e+04 9.106412e+02
105 -4.382306e+03 6.868822e+04
106 -1.992689e+05 -4.382306e+03
107 1.533270e+05 -1.992689e+05
108 -1.213745e+05 1.533270e+05
109 -5.660303e+04 -1.213745e+05
110 1.266264e+05 -5.660303e+04
111 -1.656714e+05 1.266264e+05
112 -1.170862e+05 -1.656714e+05
113 -4.327483e+04 -1.170862e+05
114 6.836242e+04 -4.327483e+04
115 6.135062e+04 6.836242e+04
116 5.340104e+04 6.135062e+04
117 9.431022e+04 5.340104e+04
118 -1.075625e+05 9.431022e+04
119 5.702486e+04 -1.075625e+05
120 -2.181403e+05 5.702486e+04
121 4.828702e+04 -2.181403e+05
122 5.287647e+04 4.828702e+04
123 1.364420e+05 5.287647e+04
124 2.940817e+04 1.364420e+05
125 -1.339759e+05 2.940817e+04
126 4.469641e+04 -1.339759e+05
127 6.436361e+04 4.469641e+04
128 4.641872e+04 6.436361e+04
129 9.151849e+04 4.641872e+04
130 8.718281e+03 9.151849e+04
131 1.759632e+04 8.718281e+03
132 4.589583e+04 1.759632e+04
133 6.048545e+04 4.589583e+04
134 -5.451572e+04 6.048545e+04
135 1.197549e+04 -5.451572e+04
136 6.210616e+04 1.197549e+04
137 2.322678e+04 6.210616e+04
138 9.074707e+03 2.322678e+04
139 6.107251e+04 9.074707e+03
140 5.182398e+04 6.107251e+04
141 2.516236e+04 5.182398e+04
142 -2.152515e+04 2.516236e+04
143 -1.182540e+05 -2.152515e+04
144 2.423666e+04 -1.182540e+05
145 2.150495e+04 2.423666e+04
146 3.275427e+04 2.150495e+04
147 5.472078e+03 3.275427e+04
148 -2.014834e+04 5.472078e+03
149 5.338811e+04 -2.014834e+04
150 4.866596e+04 5.338811e+04
151 5.014707e+04 4.866596e+04
152 9.864810e+03 5.014707e+04
153 1.200236e+05 9.864810e+03
154 2.104249e+04 1.200236e+05
155 2.183472e+04 2.104249e+04
156 4.334345e+04 2.183472e+04
157 5.279267e+04 4.334345e+04
158 8.334705e+04 5.279267e+04
159 -1.096749e+05 8.334705e+04
160 7.698913e+04 -1.096749e+05
161 4.425082e+04 7.698913e+04
162 9.469549e+03 4.425082e+04
163 4.020226e+04 9.469549e+03
164 2.892963e+04 4.020226e+04
165 6.037569e+04 2.892963e+04
166 3.425769e+04 6.037569e+04
167 3.132711e+04 3.425769e+04
168 1.146078e+04 3.132711e+04
169 2.446784e+04 1.146078e+04
170 3.934476e+04 2.446784e+04
171 -2.231316e+04 3.934476e+04
172 -1.821386e+04 -2.231316e+04
173 -5.064138e+03 -1.821386e+04
174 6.074111e+04 -5.064138e+03
175 3.639975e+04 6.074111e+04
176 -3.432467e+04 3.639975e+04
177 2.284579e+04 -3.432467e+04
178 7.720412e+04 2.284579e+04
179 5.562864e+04 7.720412e+04
180 -8.537080e+04 5.562864e+04
181 -1.764480e+04 -8.537080e+04
182 -1.048230e+04 -1.764480e+04
183 -4.719998e+04 -1.048230e+04
184 -6.131164e+04 -4.719998e+04
185 -8.347665e+04 -6.131164e+04
186 -5.654711e+03 -8.347665e+04
187 -3.446182e+04 -5.654711e+03
188 -4.164978e+04 -3.446182e+04
189 1.457682e+04 -4.164978e+04
190 -4.106021e+04 1.457682e+04
191 -4.492919e+04 -4.106021e+04
192 1.593048e+04 -4.492919e+04
193 -5.680788e+03 1.593048e+04
194 -4.402323e+04 -5.680788e+03
195 -2.692905e+04 -4.402323e+04
196 2.211504e+04 -2.692905e+04
197 -3.376710e+04 2.211504e+04
198 2.462956e+03 -3.376710e+04
199 -5.999183e+04 2.462956e+03
200 6.156138e+04 -5.999183e+04
201 -2.753343e+04 6.156138e+04
202 -7.497955e+04 -2.753343e+04
203 4.641119e+04 -7.497955e+04
204 3.291023e+04 4.641119e+04
205 1.572891e+05 3.291023e+04
206 -7.193267e+04 1.572891e+05
207 -1.225391e+05 -7.193267e+04
208 1.860896e+04 -1.225391e+05
209 -7.029122e+04 1.860896e+04
210 2.404038e+04 -7.029122e+04
211 2.541736e+04 2.404038e+04
212 -3.642890e+04 2.541736e+04
213 -4.239208e+04 -3.642890e+04
214 -3.509314e+04 -4.239208e+04
215 1.437789e+04 -3.509314e+04
216 4.636825e+03 1.437789e+04
217 -7.798640e+04 4.636825e+03
218 1.162311e+04 -7.798640e+04
219 -3.024473e+04 1.162311e+04
220 -1.421413e+04 -3.024473e+04
221 -7.654602e+04 -1.421413e+04
222 -4.369993e+04 -7.654602e+04
223 5.246435e+04 -4.369993e+04
224 -4.444024e+04 5.246435e+04
225 -7.713141e+04 -4.444024e+04
226 -1.973859e+04 -7.713141e+04
227 1.226214e+04 -1.973859e+04
228 -6.902190e+04 1.226214e+04
229 -1.337821e+05 -6.902190e+04
230 -2.072846e+04 -1.337821e+05
231 -8.382714e+04 -2.072846e+04
232 1.031618e+05 -8.382714e+04
233 -1.796023e+04 1.031618e+05
234 -7.297141e+04 -1.796023e+04
235 -2.761027e+04 -7.297141e+04
236 9.059002e+04 -2.761027e+04
237 -2.436033e+04 9.059002e+04
238 -1.578212e+05 -2.436033e+04
239 1.701877e+04 -1.578212e+05
240 -2.506441e+04 1.701877e+04
241 -1.595806e+05 -2.506441e+04
242 -2.711284e+04 -1.595806e+05
243 -3.296836e+04 -2.711284e+04
244 9.667728e+04 -3.296836e+04
245 -5.245587e+04 9.667728e+04
246 -1.437192e+04 -5.245587e+04
247 -4.468626e+04 -1.437192e+04
248 -4.049111e+04 -4.468626e+04
249 -4.880170e+04 -4.049111e+04
250 -6.083446e+04 -4.880170e+04
251 -3.972690e+04 -6.083446e+04
252 -5.659832e+04 -3.972690e+04
253 3.022926e+04 -5.659832e+04
254 6.695851e+04 3.022926e+04
255 -2.909962e+05 6.695851e+04
256 -3.274185e+04 -2.909962e+05
257 -4.903370e+04 -3.274185e+04
258 -4.945812e+04 -4.903370e+04
259 -6.520659e+04 -4.945812e+04
260 5.552466e+04 -6.520659e+04
261 1.266647e+05 5.552466e+04
262 -6.504033e+04 1.266647e+05
263 -5.870227e+04 -6.504033e+04
264 -4.821620e+04 -5.870227e+04
265 3.153176e+04 -4.821620e+04
266 -1.536205e+05 3.153176e+04
267 -4.675994e+04 -1.536205e+05
268 6.803515e+04 -4.675994e+04
269 -4.918081e+04 6.803515e+04
270 -4.380765e+04 -4.918081e+04
271 -8.322265e+03 -4.380765e+04
272 -5.427956e+04 -8.322265e+03
273 -3.163795e+04 -5.427956e+04
274 -2.977418e+04 -3.163795e+04
275 4.028166e+03 -2.977418e+04
276 -4.059960e+04 4.028166e+03
277 1.387763e+05 -4.059960e+04
278 -5.819311e+04 1.387763e+05
279 -4.715873e+04 -5.819311e+04
280 2.826592e+05 -4.715873e+04
281 -1.153745e+04 2.826592e+05
282 -2.528654e+05 -1.153745e+04
283 4.692869e+04 -2.528654e+05
284 -2.869441e+04 4.692869e+04
285 -3.905339e+04 -2.869441e+04
286 4.154409e+04 -3.905339e+04
287 1.430895e+04 4.154409e+04
288 1.490889e+04 1.430895e+04
289 -9.876716e+01 1.490889e+04
290 -4.439468e+04 -9.876716e+01
291 -4.577994e+04 -4.439468e+04
292 9.235621e+04 -4.577994e+04
293 -1.702432e+04 9.235621e+04
294 -1.076764e+04 -1.702432e+04
295 -4.681238e+04 -1.076764e+04
296 -7.044756e+04 -4.681238e+04
297 2.019183e+05 -7.044756e+04
298 1.178604e+05 2.019183e+05
299 -3.113658e+05 1.178604e+05
300 -1.787378e+04 -3.113658e+05
301 4.355977e+04 -1.787378e+04
302 5.927605e+04 4.355977e+04
303 8.476186e+04 5.927605e+04
304 4.244081e+04 8.476186e+04
305 -2.436108e+05 4.244081e+04
306 2.113125e+05 -2.436108e+05
307 -7.480868e+04 2.113125e+05
308 6.765276e+04 -7.480868e+04
309 -7.298699e+04 6.765276e+04
310 5.971455e+05 -7.298699e+04
311 5.245572e+04 5.971455e+05
312 -7.622187e+04 5.245572e+04
313 -8.769958e+05 -7.622187e+04
314 NA -8.769958e+05
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 3.036243e+06 8.494909e+05
[2,] 1.104844e+06 3.036243e+06
[3,] -2.428290e+06 1.104844e+06
[4,] -4.351393e+05 -2.428290e+06
[5,] 8.363875e+03 -4.351393e+05
[6,] -8.405301e+04 8.363875e+03
[7,] 1.970945e+05 -8.405301e+04
[8,] -3.390837e+05 1.970945e+05
[9,] 7.114543e+05 -3.390837e+05
[10,] -1.183126e+05 7.114543e+05
[11,] 3.685800e+05 -1.183126e+05
[12,] 7.026833e+05 3.685800e+05
[13,] -1.269936e+06 7.026833e+05
[14,] -1.890464e+04 -1.269936e+06
[15,] 5.620927e+05 -1.890464e+04
[16,] -1.471412e+04 5.620927e+05
[17,] -1.887546e+04 -1.471412e+04
[18,] -3.326509e+05 -1.887546e+04
[19,] -3.353813e+05 -3.326509e+05
[20,] 2.112795e+05 -3.353813e+05
[21,] -2.195169e+05 2.112795e+05
[22,] -2.911110e+04 -2.195169e+05
[23,] -3.765592e+05 -2.911110e+04
[24,] -2.106808e+05 -3.765592e+05
[25,] -1.370107e+05 -2.106808e+05
[26,] -3.902703e+05 -1.370107e+05
[27,] -3.372090e+05 -3.902703e+05
[28,] 2.923255e+05 -3.372090e+05
[29,] -1.721190e+05 2.923255e+05
[30,] 2.981085e+05 -1.721190e+05
[31,] -5.897589e+04 2.981085e+05
[32,] 2.588004e+05 -5.897589e+04
[33,] 1.771959e+05 2.588004e+05
[34,] 9.054001e+04 1.771959e+05
[35,] -4.383938e+05 9.054001e+04
[36,] 6.841918e+04 -4.383938e+05
[37,] 2.513558e+05 6.841918e+04
[38,] 1.254000e+05 2.513558e+05
[39,] -1.505092e+05 1.254000e+05
[40,] -1.265438e+05 -1.505092e+05
[41,] -3.363162e+05 -1.265438e+05
[42,] 1.273377e+05 -3.363162e+05
[43,] -1.059048e+05 1.273377e+05
[44,] 3.663410e+03 -1.059048e+05
[45,] -1.957018e+04 3.663410e+03
[46,] -1.200848e+05 -1.957018e+04
[47,] -5.529316e+04 -1.200848e+05
[48,] 3.298523e+04 -5.529316e+04
[49,] -1.238940e+05 3.298523e+04
[50,] 1.636886e+05 -1.238940e+05
[51,] 1.058977e+05 1.636886e+05
[52,] -7.079012e+04 1.058977e+05
[53,] 1.966501e+05 -7.079012e+04
[54,] -2.089451e+05 1.966501e+05
[55,] 1.042116e+05 -2.089451e+05
[56,] 2.307056e+05 1.042116e+05
[57,] 2.301965e+04 2.307056e+05
[58,] 4.121516e+04 2.301965e+04
[59,] -1.460486e+05 4.121516e+04
[60,] 5.153165e+04 -1.460486e+05
[61,] -1.317490e+05 5.153165e+04
[62,] 4.387881e+04 -1.317490e+05
[63,] -1.138116e+05 4.387881e+04
[64,] 4.418352e+04 -1.138116e+05
[65,] -1.616013e+05 4.418352e+04
[66,] -1.396624e+04 -1.616013e+05
[67,] 6.080686e+04 -1.396624e+04
[68,] 3.952097e+04 6.080686e+04
[69,] 3.090687e+04 3.952097e+04
[70,] -9.141478e+04 3.090687e+04
[71,] 4.243281e+03 -9.141478e+04
[72,] -1.447615e+04 4.243281e+03
[73,] 3.481851e+04 -1.447615e+04
[74,] 3.823229e+04 3.481851e+04
[75,] -6.268792e+04 3.823229e+04
[76,] 4.945452e+04 -6.268792e+04
[77,] -3.503815e+04 4.945452e+04
[78,] 4.196500e+04 -3.503815e+04
[79,] 5.240580e+04 4.196500e+04
[80,] 5.954700e+04 5.240580e+04
[81,] 2.468248e+04 5.954700e+04
[82,] 2.004402e+04 2.468248e+04
[83,] 4.933698e+04 2.004402e+04
[84,] 6.656791e+04 4.933698e+04
[85,] -5.077028e+04 6.656791e+04
[86,] 8.983975e+04 -5.077028e+04
[87,] 4.261383e+04 8.983975e+04
[88,] -2.926342e+04 4.261383e+04
[89,] 6.460312e+04 -2.926342e+04
[90,] 6.282344e+04 6.460312e+04
[91,] 2.809634e+04 6.282344e+04
[92,] 1.523797e+05 2.809634e+04
[93,] -1.247443e+05 1.523797e+05
[94,] 8.297115e+04 -1.247443e+05
[95,] 4.403556e+04 8.297115e+04
[96,] 8.826886e+04 4.403556e+04
[97,] 6.814270e+04 8.826886e+04
[98,] 1.162015e+04 6.814270e+04
[99,] 8.829343e+03 1.162015e+04
[100,] 1.497656e+04 8.829343e+03
[101,] -6.052006e+04 1.497656e+04
[102,] -7.523602e+04 -6.052006e+04
[103,] 9.106412e+02 -7.523602e+04
[104,] 6.868822e+04 9.106412e+02
[105,] -4.382306e+03 6.868822e+04
[106,] -1.992689e+05 -4.382306e+03
[107,] 1.533270e+05 -1.992689e+05
[108,] -1.213745e+05 1.533270e+05
[109,] -5.660303e+04 -1.213745e+05
[110,] 1.266264e+05 -5.660303e+04
[111,] -1.656714e+05 1.266264e+05
[112,] -1.170862e+05 -1.656714e+05
[113,] -4.327483e+04 -1.170862e+05
[114,] 6.836242e+04 -4.327483e+04
[115,] 6.135062e+04 6.836242e+04
[116,] 5.340104e+04 6.135062e+04
[117,] 9.431022e+04 5.340104e+04
[118,] -1.075625e+05 9.431022e+04
[119,] 5.702486e+04 -1.075625e+05
[120,] -2.181403e+05 5.702486e+04
[121,] 4.828702e+04 -2.181403e+05
[122,] 5.287647e+04 4.828702e+04
[123,] 1.364420e+05 5.287647e+04
[124,] 2.940817e+04 1.364420e+05
[125,] -1.339759e+05 2.940817e+04
[126,] 4.469641e+04 -1.339759e+05
[127,] 6.436361e+04 4.469641e+04
[128,] 4.641872e+04 6.436361e+04
[129,] 9.151849e+04 4.641872e+04
[130,] 8.718281e+03 9.151849e+04
[131,] 1.759632e+04 8.718281e+03
[132,] 4.589583e+04 1.759632e+04
[133,] 6.048545e+04 4.589583e+04
[134,] -5.451572e+04 6.048545e+04
[135,] 1.197549e+04 -5.451572e+04
[136,] 6.210616e+04 1.197549e+04
[137,] 2.322678e+04 6.210616e+04
[138,] 9.074707e+03 2.322678e+04
[139,] 6.107251e+04 9.074707e+03
[140,] 5.182398e+04 6.107251e+04
[141,] 2.516236e+04 5.182398e+04
[142,] -2.152515e+04 2.516236e+04
[143,] -1.182540e+05 -2.152515e+04
[144,] 2.423666e+04 -1.182540e+05
[145,] 2.150495e+04 2.423666e+04
[146,] 3.275427e+04 2.150495e+04
[147,] 5.472078e+03 3.275427e+04
[148,] -2.014834e+04 5.472078e+03
[149,] 5.338811e+04 -2.014834e+04
[150,] 4.866596e+04 5.338811e+04
[151,] 5.014707e+04 4.866596e+04
[152,] 9.864810e+03 5.014707e+04
[153,] 1.200236e+05 9.864810e+03
[154,] 2.104249e+04 1.200236e+05
[155,] 2.183472e+04 2.104249e+04
[156,] 4.334345e+04 2.183472e+04
[157,] 5.279267e+04 4.334345e+04
[158,] 8.334705e+04 5.279267e+04
[159,] -1.096749e+05 8.334705e+04
[160,] 7.698913e+04 -1.096749e+05
[161,] 4.425082e+04 7.698913e+04
[162,] 9.469549e+03 4.425082e+04
[163,] 4.020226e+04 9.469549e+03
[164,] 2.892963e+04 4.020226e+04
[165,] 6.037569e+04 2.892963e+04
[166,] 3.425769e+04 6.037569e+04
[167,] 3.132711e+04 3.425769e+04
[168,] 1.146078e+04 3.132711e+04
[169,] 2.446784e+04 1.146078e+04
[170,] 3.934476e+04 2.446784e+04
[171,] -2.231316e+04 3.934476e+04
[172,] -1.821386e+04 -2.231316e+04
[173,] -5.064138e+03 -1.821386e+04
[174,] 6.074111e+04 -5.064138e+03
[175,] 3.639975e+04 6.074111e+04
[176,] -3.432467e+04 3.639975e+04
[177,] 2.284579e+04 -3.432467e+04
[178,] 7.720412e+04 2.284579e+04
[179,] 5.562864e+04 7.720412e+04
[180,] -8.537080e+04 5.562864e+04
[181,] -1.764480e+04 -8.537080e+04
[182,] -1.048230e+04 -1.764480e+04
[183,] -4.719998e+04 -1.048230e+04
[184,] -6.131164e+04 -4.719998e+04
[185,] -8.347665e+04 -6.131164e+04
[186,] -5.654711e+03 -8.347665e+04
[187,] -3.446182e+04 -5.654711e+03
[188,] -4.164978e+04 -3.446182e+04
[189,] 1.457682e+04 -4.164978e+04
[190,] -4.106021e+04 1.457682e+04
[191,] -4.492919e+04 -4.106021e+04
[192,] 1.593048e+04 -4.492919e+04
[193,] -5.680788e+03 1.593048e+04
[194,] -4.402323e+04 -5.680788e+03
[195,] -2.692905e+04 -4.402323e+04
[196,] 2.211504e+04 -2.692905e+04
[197,] -3.376710e+04 2.211504e+04
[198,] 2.462956e+03 -3.376710e+04
[199,] -5.999183e+04 2.462956e+03
[200,] 6.156138e+04 -5.999183e+04
[201,] -2.753343e+04 6.156138e+04
[202,] -7.497955e+04 -2.753343e+04
[203,] 4.641119e+04 -7.497955e+04
[204,] 3.291023e+04 4.641119e+04
[205,] 1.572891e+05 3.291023e+04
[206,] -7.193267e+04 1.572891e+05
[207,] -1.225391e+05 -7.193267e+04
[208,] 1.860896e+04 -1.225391e+05
[209,] -7.029122e+04 1.860896e+04
[210,] 2.404038e+04 -7.029122e+04
[211,] 2.541736e+04 2.404038e+04
[212,] -3.642890e+04 2.541736e+04
[213,] -4.239208e+04 -3.642890e+04
[214,] -3.509314e+04 -4.239208e+04
[215,] 1.437789e+04 -3.509314e+04
[216,] 4.636825e+03 1.437789e+04
[217,] -7.798640e+04 4.636825e+03
[218,] 1.162311e+04 -7.798640e+04
[219,] -3.024473e+04 1.162311e+04
[220,] -1.421413e+04 -3.024473e+04
[221,] -7.654602e+04 -1.421413e+04
[222,] -4.369993e+04 -7.654602e+04
[223,] 5.246435e+04 -4.369993e+04
[224,] -4.444024e+04 5.246435e+04
[225,] -7.713141e+04 -4.444024e+04
[226,] -1.973859e+04 -7.713141e+04
[227,] 1.226214e+04 -1.973859e+04
[228,] -6.902190e+04 1.226214e+04
[229,] -1.337821e+05 -6.902190e+04
[230,] -2.072846e+04 -1.337821e+05
[231,] -8.382714e+04 -2.072846e+04
[232,] 1.031618e+05 -8.382714e+04
[233,] -1.796023e+04 1.031618e+05
[234,] -7.297141e+04 -1.796023e+04
[235,] -2.761027e+04 -7.297141e+04
[236,] 9.059002e+04 -2.761027e+04
[237,] -2.436033e+04 9.059002e+04
[238,] -1.578212e+05 -2.436033e+04
[239,] 1.701877e+04 -1.578212e+05
[240,] -2.506441e+04 1.701877e+04
[241,] -1.595806e+05 -2.506441e+04
[242,] -2.711284e+04 -1.595806e+05
[243,] -3.296836e+04 -2.711284e+04
[244,] 9.667728e+04 -3.296836e+04
[245,] -5.245587e+04 9.667728e+04
[246,] -1.437192e+04 -5.245587e+04
[247,] -4.468626e+04 -1.437192e+04
[248,] -4.049111e+04 -4.468626e+04
[249,] -4.880170e+04 -4.049111e+04
[250,] -6.083446e+04 -4.880170e+04
[251,] -3.972690e+04 -6.083446e+04
[252,] -5.659832e+04 -3.972690e+04
[253,] 3.022926e+04 -5.659832e+04
[254,] 6.695851e+04 3.022926e+04
[255,] -2.909962e+05 6.695851e+04
[256,] -3.274185e+04 -2.909962e+05
[257,] -4.903370e+04 -3.274185e+04
[258,] -4.945812e+04 -4.903370e+04
[259,] -6.520659e+04 -4.945812e+04
[260,] 5.552466e+04 -6.520659e+04
[261,] 1.266647e+05 5.552466e+04
[262,] -6.504033e+04 1.266647e+05
[263,] -5.870227e+04 -6.504033e+04
[264,] -4.821620e+04 -5.870227e+04
[265,] 3.153176e+04 -4.821620e+04
[266,] -1.536205e+05 3.153176e+04
[267,] -4.675994e+04 -1.536205e+05
[268,] 6.803515e+04 -4.675994e+04
[269,] -4.918081e+04 6.803515e+04
[270,] -4.380765e+04 -4.918081e+04
[271,] -8.322265e+03 -4.380765e+04
[272,] -5.427956e+04 -8.322265e+03
[273,] -3.163795e+04 -5.427956e+04
[274,] -2.977418e+04 -3.163795e+04
[275,] 4.028166e+03 -2.977418e+04
[276,] -4.059960e+04 4.028166e+03
[277,] 1.387763e+05 -4.059960e+04
[278,] -5.819311e+04 1.387763e+05
[279,] -4.715873e+04 -5.819311e+04
[280,] 2.826592e+05 -4.715873e+04
[281,] -1.153745e+04 2.826592e+05
[282,] -2.528654e+05 -1.153745e+04
[283,] 4.692869e+04 -2.528654e+05
[284,] -2.869441e+04 4.692869e+04
[285,] -3.905339e+04 -2.869441e+04
[286,] 4.154409e+04 -3.905339e+04
[287,] 1.430895e+04 4.154409e+04
[288,] 1.490889e+04 1.430895e+04
[289,] -9.876716e+01 1.490889e+04
[290,] -4.439468e+04 -9.876716e+01
[291,] -4.577994e+04 -4.439468e+04
[292,] 9.235621e+04 -4.577994e+04
[293,] -1.702432e+04 9.235621e+04
[294,] -1.076764e+04 -1.702432e+04
[295,] -4.681238e+04 -1.076764e+04
[296,] -7.044756e+04 -4.681238e+04
[297,] 2.019183e+05 -7.044756e+04
[298,] 1.178604e+05 2.019183e+05
[299,] -3.113658e+05 1.178604e+05
[300,] -1.787378e+04 -3.113658e+05
[301,] 4.355977e+04 -1.787378e+04
[302,] 5.927605e+04 4.355977e+04
[303,] 8.476186e+04 5.927605e+04
[304,] 4.244081e+04 8.476186e+04
[305,] -2.436108e+05 4.244081e+04
[306,] 2.113125e+05 -2.436108e+05
[307,] -7.480868e+04 2.113125e+05
[308,] 6.765276e+04 -7.480868e+04
[309,] -7.298699e+04 6.765276e+04
[310,] 5.971455e+05 -7.298699e+04
[311,] 5.245572e+04 5.971455e+05
[312,] -7.622187e+04 5.245572e+04
[313,] -8.769958e+05 -7.622187e+04
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 3.036243e+06 8.494909e+05
2 1.104844e+06 3.036243e+06
3 -2.428290e+06 1.104844e+06
4 -4.351393e+05 -2.428290e+06
5 8.363875e+03 -4.351393e+05
6 -8.405301e+04 8.363875e+03
7 1.970945e+05 -8.405301e+04
8 -3.390837e+05 1.970945e+05
9 7.114543e+05 -3.390837e+05
10 -1.183126e+05 7.114543e+05
11 3.685800e+05 -1.183126e+05
12 7.026833e+05 3.685800e+05
13 -1.269936e+06 7.026833e+05
14 -1.890464e+04 -1.269936e+06
15 5.620927e+05 -1.890464e+04
16 -1.471412e+04 5.620927e+05
17 -1.887546e+04 -1.471412e+04
18 -3.326509e+05 -1.887546e+04
19 -3.353813e+05 -3.326509e+05
20 2.112795e+05 -3.353813e+05
21 -2.195169e+05 2.112795e+05
22 -2.911110e+04 -2.195169e+05
23 -3.765592e+05 -2.911110e+04
24 -2.106808e+05 -3.765592e+05
25 -1.370107e+05 -2.106808e+05
26 -3.902703e+05 -1.370107e+05
27 -3.372090e+05 -3.902703e+05
28 2.923255e+05 -3.372090e+05
29 -1.721190e+05 2.923255e+05
30 2.981085e+05 -1.721190e+05
31 -5.897589e+04 2.981085e+05
32 2.588004e+05 -5.897589e+04
33 1.771959e+05 2.588004e+05
34 9.054001e+04 1.771959e+05
35 -4.383938e+05 9.054001e+04
36 6.841918e+04 -4.383938e+05
37 2.513558e+05 6.841918e+04
38 1.254000e+05 2.513558e+05
39 -1.505092e+05 1.254000e+05
40 -1.265438e+05 -1.505092e+05
41 -3.363162e+05 -1.265438e+05
42 1.273377e+05 -3.363162e+05
43 -1.059048e+05 1.273377e+05
44 3.663410e+03 -1.059048e+05
45 -1.957018e+04 3.663410e+03
46 -1.200848e+05 -1.957018e+04
47 -5.529316e+04 -1.200848e+05
48 3.298523e+04 -5.529316e+04
49 -1.238940e+05 3.298523e+04
50 1.636886e+05 -1.238940e+05
51 1.058977e+05 1.636886e+05
52 -7.079012e+04 1.058977e+05
53 1.966501e+05 -7.079012e+04
54 -2.089451e+05 1.966501e+05
55 1.042116e+05 -2.089451e+05
56 2.307056e+05 1.042116e+05
57 2.301965e+04 2.307056e+05
58 4.121516e+04 2.301965e+04
59 -1.460486e+05 4.121516e+04
60 5.153165e+04 -1.460486e+05
61 -1.317490e+05 5.153165e+04
62 4.387881e+04 -1.317490e+05
63 -1.138116e+05 4.387881e+04
64 4.418352e+04 -1.138116e+05
65 -1.616013e+05 4.418352e+04
66 -1.396624e+04 -1.616013e+05
67 6.080686e+04 -1.396624e+04
68 3.952097e+04 6.080686e+04
69 3.090687e+04 3.952097e+04
70 -9.141478e+04 3.090687e+04
71 4.243281e+03 -9.141478e+04
72 -1.447615e+04 4.243281e+03
73 3.481851e+04 -1.447615e+04
74 3.823229e+04 3.481851e+04
75 -6.268792e+04 3.823229e+04
76 4.945452e+04 -6.268792e+04
77 -3.503815e+04 4.945452e+04
78 4.196500e+04 -3.503815e+04
79 5.240580e+04 4.196500e+04
80 5.954700e+04 5.240580e+04
81 2.468248e+04 5.954700e+04
82 2.004402e+04 2.468248e+04
83 4.933698e+04 2.004402e+04
84 6.656791e+04 4.933698e+04
85 -5.077028e+04 6.656791e+04
86 8.983975e+04 -5.077028e+04
87 4.261383e+04 8.983975e+04
88 -2.926342e+04 4.261383e+04
89 6.460312e+04 -2.926342e+04
90 6.282344e+04 6.460312e+04
91 2.809634e+04 6.282344e+04
92 1.523797e+05 2.809634e+04
93 -1.247443e+05 1.523797e+05
94 8.297115e+04 -1.247443e+05
95 4.403556e+04 8.297115e+04
96 8.826886e+04 4.403556e+04
97 6.814270e+04 8.826886e+04
98 1.162015e+04 6.814270e+04
99 8.829343e+03 1.162015e+04
100 1.497656e+04 8.829343e+03
101 -6.052006e+04 1.497656e+04
102 -7.523602e+04 -6.052006e+04
103 9.106412e+02 -7.523602e+04
104 6.868822e+04 9.106412e+02
105 -4.382306e+03 6.868822e+04
106 -1.992689e+05 -4.382306e+03
107 1.533270e+05 -1.992689e+05
108 -1.213745e+05 1.533270e+05
109 -5.660303e+04 -1.213745e+05
110 1.266264e+05 -5.660303e+04
111 -1.656714e+05 1.266264e+05
112 -1.170862e+05 -1.656714e+05
113 -4.327483e+04 -1.170862e+05
114 6.836242e+04 -4.327483e+04
115 6.135062e+04 6.836242e+04
116 5.340104e+04 6.135062e+04
117 9.431022e+04 5.340104e+04
118 -1.075625e+05 9.431022e+04
119 5.702486e+04 -1.075625e+05
120 -2.181403e+05 5.702486e+04
121 4.828702e+04 -2.181403e+05
122 5.287647e+04 4.828702e+04
123 1.364420e+05 5.287647e+04
124 2.940817e+04 1.364420e+05
125 -1.339759e+05 2.940817e+04
126 4.469641e+04 -1.339759e+05
127 6.436361e+04 4.469641e+04
128 4.641872e+04 6.436361e+04
129 9.151849e+04 4.641872e+04
130 8.718281e+03 9.151849e+04
131 1.759632e+04 8.718281e+03
132 4.589583e+04 1.759632e+04
133 6.048545e+04 4.589583e+04
134 -5.451572e+04 6.048545e+04
135 1.197549e+04 -5.451572e+04
136 6.210616e+04 1.197549e+04
137 2.322678e+04 6.210616e+04
138 9.074707e+03 2.322678e+04
139 6.107251e+04 9.074707e+03
140 5.182398e+04 6.107251e+04
141 2.516236e+04 5.182398e+04
142 -2.152515e+04 2.516236e+04
143 -1.182540e+05 -2.152515e+04
144 2.423666e+04 -1.182540e+05
145 2.150495e+04 2.423666e+04
146 3.275427e+04 2.150495e+04
147 5.472078e+03 3.275427e+04
148 -2.014834e+04 5.472078e+03
149 5.338811e+04 -2.014834e+04
150 4.866596e+04 5.338811e+04
151 5.014707e+04 4.866596e+04
152 9.864810e+03 5.014707e+04
153 1.200236e+05 9.864810e+03
154 2.104249e+04 1.200236e+05
155 2.183472e+04 2.104249e+04
156 4.334345e+04 2.183472e+04
157 5.279267e+04 4.334345e+04
158 8.334705e+04 5.279267e+04
159 -1.096749e+05 8.334705e+04
160 7.698913e+04 -1.096749e+05
161 4.425082e+04 7.698913e+04
162 9.469549e+03 4.425082e+04
163 4.020226e+04 9.469549e+03
164 2.892963e+04 4.020226e+04
165 6.037569e+04 2.892963e+04
166 3.425769e+04 6.037569e+04
167 3.132711e+04 3.425769e+04
168 1.146078e+04 3.132711e+04
169 2.446784e+04 1.146078e+04
170 3.934476e+04 2.446784e+04
171 -2.231316e+04 3.934476e+04
172 -1.821386e+04 -2.231316e+04
173 -5.064138e+03 -1.821386e+04
174 6.074111e+04 -5.064138e+03
175 3.639975e+04 6.074111e+04
176 -3.432467e+04 3.639975e+04
177 2.284579e+04 -3.432467e+04
178 7.720412e+04 2.284579e+04
179 5.562864e+04 7.720412e+04
180 -8.537080e+04 5.562864e+04
181 -1.764480e+04 -8.537080e+04
182 -1.048230e+04 -1.764480e+04
183 -4.719998e+04 -1.048230e+04
184 -6.131164e+04 -4.719998e+04
185 -8.347665e+04 -6.131164e+04
186 -5.654711e+03 -8.347665e+04
187 -3.446182e+04 -5.654711e+03
188 -4.164978e+04 -3.446182e+04
189 1.457682e+04 -4.164978e+04
190 -4.106021e+04 1.457682e+04
191 -4.492919e+04 -4.106021e+04
192 1.593048e+04 -4.492919e+04
193 -5.680788e+03 1.593048e+04
194 -4.402323e+04 -5.680788e+03
195 -2.692905e+04 -4.402323e+04
196 2.211504e+04 -2.692905e+04
197 -3.376710e+04 2.211504e+04
198 2.462956e+03 -3.376710e+04
199 -5.999183e+04 2.462956e+03
200 6.156138e+04 -5.999183e+04
201 -2.753343e+04 6.156138e+04
202 -7.497955e+04 -2.753343e+04
203 4.641119e+04 -7.497955e+04
204 3.291023e+04 4.641119e+04
205 1.572891e+05 3.291023e+04
206 -7.193267e+04 1.572891e+05
207 -1.225391e+05 -7.193267e+04
208 1.860896e+04 -1.225391e+05
209 -7.029122e+04 1.860896e+04
210 2.404038e+04 -7.029122e+04
211 2.541736e+04 2.404038e+04
212 -3.642890e+04 2.541736e+04
213 -4.239208e+04 -3.642890e+04
214 -3.509314e+04 -4.239208e+04
215 1.437789e+04 -3.509314e+04
216 4.636825e+03 1.437789e+04
217 -7.798640e+04 4.636825e+03
218 1.162311e+04 -7.798640e+04
219 -3.024473e+04 1.162311e+04
220 -1.421413e+04 -3.024473e+04
221 -7.654602e+04 -1.421413e+04
222 -4.369993e+04 -7.654602e+04
223 5.246435e+04 -4.369993e+04
224 -4.444024e+04 5.246435e+04
225 -7.713141e+04 -4.444024e+04
226 -1.973859e+04 -7.713141e+04
227 1.226214e+04 -1.973859e+04
228 -6.902190e+04 1.226214e+04
229 -1.337821e+05 -6.902190e+04
230 -2.072846e+04 -1.337821e+05
231 -8.382714e+04 -2.072846e+04
232 1.031618e+05 -8.382714e+04
233 -1.796023e+04 1.031618e+05
234 -7.297141e+04 -1.796023e+04
235 -2.761027e+04 -7.297141e+04
236 9.059002e+04 -2.761027e+04
237 -2.436033e+04 9.059002e+04
238 -1.578212e+05 -2.436033e+04
239 1.701877e+04 -1.578212e+05
240 -2.506441e+04 1.701877e+04
241 -1.595806e+05 -2.506441e+04
242 -2.711284e+04 -1.595806e+05
243 -3.296836e+04 -2.711284e+04
244 9.667728e+04 -3.296836e+04
245 -5.245587e+04 9.667728e+04
246 -1.437192e+04 -5.245587e+04
247 -4.468626e+04 -1.437192e+04
248 -4.049111e+04 -4.468626e+04
249 -4.880170e+04 -4.049111e+04
250 -6.083446e+04 -4.880170e+04
251 -3.972690e+04 -6.083446e+04
252 -5.659832e+04 -3.972690e+04
253 3.022926e+04 -5.659832e+04
254 6.695851e+04 3.022926e+04
255 -2.909962e+05 6.695851e+04
256 -3.274185e+04 -2.909962e+05
257 -4.903370e+04 -3.274185e+04
258 -4.945812e+04 -4.903370e+04
259 -6.520659e+04 -4.945812e+04
260 5.552466e+04 -6.520659e+04
261 1.266647e+05 5.552466e+04
262 -6.504033e+04 1.266647e+05
263 -5.870227e+04 -6.504033e+04
264 -4.821620e+04 -5.870227e+04
265 3.153176e+04 -4.821620e+04
266 -1.536205e+05 3.153176e+04
267 -4.675994e+04 -1.536205e+05
268 6.803515e+04 -4.675994e+04
269 -4.918081e+04 6.803515e+04
270 -4.380765e+04 -4.918081e+04
271 -8.322265e+03 -4.380765e+04
272 -5.427956e+04 -8.322265e+03
273 -3.163795e+04 -5.427956e+04
274 -2.977418e+04 -3.163795e+04
275 4.028166e+03 -2.977418e+04
276 -4.059960e+04 4.028166e+03
277 1.387763e+05 -4.059960e+04
278 -5.819311e+04 1.387763e+05
279 -4.715873e+04 -5.819311e+04
280 2.826592e+05 -4.715873e+04
281 -1.153745e+04 2.826592e+05
282 -2.528654e+05 -1.153745e+04
283 4.692869e+04 -2.528654e+05
284 -2.869441e+04 4.692869e+04
285 -3.905339e+04 -2.869441e+04
286 4.154409e+04 -3.905339e+04
287 1.430895e+04 4.154409e+04
288 1.490889e+04 1.430895e+04
289 -9.876716e+01 1.490889e+04
290 -4.439468e+04 -9.876716e+01
291 -4.577994e+04 -4.439468e+04
292 9.235621e+04 -4.577994e+04
293 -1.702432e+04 9.235621e+04
294 -1.076764e+04 -1.702432e+04
295 -4.681238e+04 -1.076764e+04
296 -7.044756e+04 -4.681238e+04
297 2.019183e+05 -7.044756e+04
298 1.178604e+05 2.019183e+05
299 -3.113658e+05 1.178604e+05
300 -1.787378e+04 -3.113658e+05
301 4.355977e+04 -1.787378e+04
302 5.927605e+04 4.355977e+04
303 8.476186e+04 5.927605e+04
304 4.244081e+04 8.476186e+04
305 -2.436108e+05 4.244081e+04
306 2.113125e+05 -2.436108e+05
307 -7.480868e+04 2.113125e+05
308 6.765276e+04 -7.480868e+04
309 -7.298699e+04 6.765276e+04
310 5.971455e+05 -7.298699e+04
311 5.245572e+04 5.971455e+05
312 -7.622187e+04 5.245572e+04
313 -8.769958e+05 -7.622187e+04
> 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/freestat/rcomp/tmp/70sci1291158772.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/80sci1291158772.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/90sci1291158772.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/10t2tl1291158772.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/freestat/rcomp/tmp/11fks81291158772.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/freestat/rcomp/tmp/12qcru1291158772.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/freestat/rcomp/tmp/13ed6n1291158772.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/freestat/rcomp/tmp/147mnq1291158772.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/freestat/rcomp/tmp/15smme1291158772.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/freestat/rcomp/tmp/16owj51291158772.tab")
+ }
>
> try(system("convert tmp/141er1291158772.ps tmp/141er1291158772.png",intern=TRUE))
character(0)
> try(system("convert tmp/241er1291158772.ps tmp/241er1291158772.png",intern=TRUE))
character(0)
> try(system("convert tmp/3xaec1291158772.ps tmp/3xaec1291158772.png",intern=TRUE))
character(0)
> try(system("convert tmp/4xaec1291158772.ps tmp/4xaec1291158772.png",intern=TRUE))
character(0)
> try(system("convert tmp/5xaec1291158772.ps tmp/5xaec1291158772.png",intern=TRUE))
character(0)
> try(system("convert tmp/6q1vf1291158772.ps tmp/6q1vf1291158772.png",intern=TRUE))
character(0)
> try(system("convert tmp/70sci1291158772.ps tmp/70sci1291158772.png",intern=TRUE))
character(0)
> try(system("convert tmp/80sci1291158772.ps tmp/80sci1291158772.png",intern=TRUE))
character(0)
> try(system("convert tmp/90sci1291158772.ps tmp/90sci1291158772.png",intern=TRUE))
character(0)
> try(system("convert tmp/10t2tl1291158772.ps tmp/10t2tl1291158772.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.047 3.015 13.495