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(15 + ,11 + ,12 + ,13 + ,6 + ,12 + ,12 + ,7 + ,11 + ,4 + ,15 + ,12 + ,13 + ,14 + ,6 + ,12 + ,11 + ,11 + ,12 + ,5 + ,14 + ,11 + ,16 + ,12 + ,5 + ,8 + ,10 + ,10 + ,6 + ,4 + ,11 + ,11 + ,15 + ,10 + ,5 + ,15 + ,9 + ,5 + ,11 + ,3 + ,4 + ,10 + ,4 + ,10 + ,2 + ,13 + ,12 + ,7 + ,12 + ,5 + ,19 + ,12 + ,15 + ,15 + ,6 + ,10 + ,12 + ,5 + ,13 + ,6 + ,15 + ,13 + ,16 + ,18 + ,8 + ,6 + ,9 + ,15 + ,11 + ,6 + ,7 + ,12 + ,13 + ,12 + ,3 + ,14 + ,12 + ,13 + ,13 + ,6 + ,16 + ,12 + ,15 + ,14 + ,6 + ,14 + ,13 + ,10 + ,16 + ,8 + ,15 + ,11 + ,17 + ,16 + ,6 + ,12 + ,12 + ,9 + ,13 + ,4 + ,9 + ,15 + ,6 + ,8 + ,4 + ,12 + ,11 + ,11 + ,14 + ,2 + ,14 + ,12 + ,13 + ,15 + ,6 + ,12 + ,10 + ,12 + ,13 + ,6 + ,14 + ,11 + ,10 + ,16 + ,6 + ,10 + ,13 + ,4 + ,13 + ,6 + ,14 + ,6 + ,13 + ,12 + ,6 + ,16 + ,12 + ,15 + ,15 + ,7 + ,10 + ,12 + ,8 + ,11 + ,4 + ,8 + ,10 + ,10 + ,14 + ,3 + ,12 + ,12 + ,8 + ,13 + ,5 + ,11 + ,12 + ,7 + ,13 + ,6 + ,8 + ,11 + ,9 + ,12 + ,4 + ,13 + ,9 + ,14 + ,14 + ,6 + ,11 + ,10 + ,5 + ,13 + ,3 + ,12 + ,12 + ,7 + ,12 + ,3 + ,16 + ,12 + ,16 + ,14 + ,6 + ,13 + ,12 + ,16 + ,16 + ,6 + ,5 + ,14 + ,4 + ,5 + ,2 + ,14 + ,10 + ,12 + ,15 + ,6 + ,13 + ,10 + ,8 + ,8 + ,4 + ,16 + ,11 + ,17 + ,16 + ,7 + ,15 + ,10 + ,12 + ,16 + ,6 + ,11 + ,10 + ,12 + ,14 + ,5 + ,15 + ,12 + ,13 + ,13 + ,6 + ,16 + ,11 + ,14 + ,14 + ,6 + ,13 + ,8 + ,14 + ,14 + ,5 + ,11 + ,12 + ,15 + ,12 + ,6 + ,12 + ,10 + ,14 + ,13 + ,7 + ,12 + ,7 + ,11 + ,15 + ,5 + ,10 + ,11 + ,13 + ,15 + ,6 + ,8 + ,7 + ,4 + ,13 + ,6 + ,9 + ,11 + ,8 + ,10 + ,4 + ,12 + ,8 + ,13 + ,13 + ,5 + ,14 + ,11 + ,15 + ,14 + ,6 + ,12 + ,12 + ,15 + ,13 + ,6 + ,11 + ,8 + ,8 + ,13 + ,4 + ,14 + ,14 + ,17 + ,18 + ,6 + ,7 + ,14 + ,12 + ,12 + ,4 + ,16 + ,11 + ,13 + ,14 + ,7 + ,16 + ,12 + ,14 + ,16 + ,8 + ,11 + ,14 + ,7 + ,13 + ,6 + ,16 + ,9 + ,16 + ,16 + ,6 + ,13 + ,13 + ,11 + ,15 + ,6 + ,11 + ,8 + ,10 + ,14 + ,5 + ,13 + ,11 + ,14 + ,13 + ,6 + ,14 + ,9 + ,19 + ,12 + ,6 + ,15 + ,12 + ,14 + ,16 + ,4 + ,10 + ,7 + ,8 + ,9 + ,5 + ,15 + ,11 + ,15 + ,15 + ,8 + ,11 + ,12 + ,8 + ,16 + ,6 + ,11 + ,11 + ,8 + ,12 + ,6 + ,6 + ,12 + ,6 + ,11 + ,2 + ,11 + ,9 + ,7 + ,13 + ,2 + ,12 + ,11 + ,16 + ,13 + ,4 + ,13 + ,13 + ,15 + ,14 + ,6 + ,12 + ,12 + ,10 + ,15 + ,6 + ,8 + ,12 + ,8 + ,14 + ,5 + ,9 + ,11 + ,9 + ,12 + ,4 + ,10 + ,12 + ,8 + ,16 + ,4 + ,16 + ,12 + ,14 + ,14 + ,6 + ,15 + ,11 + ,14 + ,13 + ,5 + ,14 + ,11 + ,14 + ,12 + ,6 + ,12 + ,8 + ,15 + ,13 + ,7 + ,12 + ,9 + ,7 + ,12 + ,6 + ,12 + ,12 + ,12 + ,13 + ,4 + ,8 + ,13 + ,7 + ,10 + ,3 + ,16 + ,12 + ,12 + ,15 + ,8 + ,11 + ,6 + ,6 + ,9 + ,4 + ,12 + ,12 + ,10 + ,13 + ,4 + ,9 + ,11 + ,12 + ,13 + ,5 + ,14 + ,13 + ,13 + ,13 + ,5 + ,15 + ,11 + ,14 + ,15 + ,7 + ,8 + ,12 + ,8 + ,13 + ,4 + ,12 + ,10 + ,14 + ,14 + ,5 + ,10 + ,10 + ,10 + ,11 + ,5 + ,16 + ,11 + ,14 + ,15 + ,8 + ,8 + ,11 + ,10 + ,15 + ,2 + ,9 + ,9 + ,6 + ,12 + ,5 + ,8 + ,7 + ,9 + ,15 + ,4 + ,11 + ,11 + ,11 + ,14 + ,5 + ,16 + ,12 + ,16 + ,16 + ,7 + ,13 + ,12 + ,14 + ,14 + ,6 + ,5 + ,15 + ,8 + ,12 + ,3 + ,15 + ,11 + ,16 + ,11 + ,5 + ,15 + ,10 + ,16 + ,13 + ,6 + ,12 + ,13 + ,14 + ,12 + ,5 + ,12 + ,13 + ,12 + ,12 + ,6 + ,16 + ,11 + ,16 + ,16 + ,7 + ,12 + ,12 + ,15 + ,13 + ,6 + ,10 + ,12 + ,11 + ,12 + ,6 + ,12 + ,12 + ,6 + ,14 + ,5 + ,4 + ,8 + ,6 + ,4 + ,4 + ,11 + ,5 + ,16 + ,14 + ,6 + ,16 + ,11 + ,16 + ,15 + ,6 + ,7 + ,12 + ,8 + ,12 + ,3 + ,9 + ,12 + ,11 + ,11 + ,4 + ,14 + ,11 + ,12 + ,12 + ,4 + ,11 + ,12 + ,13 + ,11 + ,4 + ,10 + ,10 + ,11 + ,12 + ,5 + ,6 + ,7 + ,9 + ,11 + ,4 + ,14 + ,12 + ,15 + ,13 + ,6 + ,11 + ,12 + ,11 + ,12 + ,6 + ,11 + ,9 + ,12 + ,12 + ,4 + ,16 + ,12 + ,8 + ,14 + ,4 + ,7 + ,12 + ,7 + ,12 + ,4 + ,8 + ,11 + ,10 + ,12 + ,4 + ,10 + ,11 + ,9 + ,12 + ,4 + ,14 + ,12 + ,13 + ,13 + ,5 + ,9 + ,12 + ,11 + ,11 + ,4 + ,13 + ,11 + ,12 + ,13 + ,7 + ,13 + ,12 + ,5 + ,12 + ,3 + ,12 + ,12 + ,12 + ,14 + ,5 + ,11 + ,8 + ,14 + ,15 + ,5 + ,12 + ,11 + ,14 + ,13 + ,5 + ,14 + ,11 + ,13 + ,16 + ,6 + ,11 + ,6 + ,14 + ,17 + ,6 + ,13 + ,13 + ,14 + ,13 + ,3 + ,14 + ,12 + ,15 + ,14 + ,6 + ,13 + ,12 + ,13 + ,13 + ,5 + ,16 + ,12 + ,14 + ,16 + ,8 + ,13 + ,12 + ,11 + ,13 + ,6 + ,12 + ,12 + ,14 + ,14 + ,4 + ,9 + ,10 + ,11 + ,13 + ,3 + ,14 + ,12 + ,8 + ,14 + ,4 + ,15 + ,12 + ,12 + ,16 + ,7) + ,dim=c(5 + ,146) + ,dimnames=list(c('Popularity' + ,'FindingFriends' + ,'KnowingPeople' + ,'Liked' + ,'Celebrity') + ,1:146)) > y <- array(NA,dim=c(5,146),dimnames=list(c('Popularity','FindingFriends','KnowingPeople','Liked','Celebrity'),1:146)) > 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 = '2' > #'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 FindingFriends Popularity KnowingPeople Liked Celebrity 1 11 15 12 13 6 2 12 12 7 11 4 3 12 15 13 14 6 4 11 12 11 12 5 5 11 14 16 12 5 6 10 8 10 6 4 7 11 11 15 10 5 8 9 15 5 11 3 9 10 4 4 10 2 10 12 13 7 12 5 11 12 19 15 15 6 12 12 10 5 13 6 13 13 15 16 18 8 14 9 6 15 11 6 15 12 7 13 12 3 16 12 14 13 13 6 17 12 16 15 14 6 18 13 14 10 16 8 19 11 15 17 16 6 20 12 12 9 13 4 21 15 9 6 8 4 22 11 12 11 14 2 23 12 14 13 15 6 24 10 12 12 13 6 25 11 14 10 16 6 26 13 10 4 13 6 27 6 14 13 12 6 28 12 16 15 15 7 29 12 10 8 11 4 30 10 8 10 14 3 31 12 12 8 13 5 32 12 11 7 13 6 33 11 8 9 12 4 34 9 13 14 14 6 35 10 11 5 13 3 36 12 12 7 12 3 37 12 16 16 14 6 38 12 13 16 16 6 39 14 5 4 5 2 40 10 14 12 15 6 41 10 13 8 8 4 42 11 16 17 16 7 43 10 15 12 16 6 44 10 11 12 14 5 45 12 15 13 13 6 46 11 16 14 14 6 47 8 13 14 14 5 48 12 11 15 12 6 49 10 12 14 13 7 50 7 12 11 15 5 51 11 10 13 15 6 52 7 8 4 13 6 53 11 9 8 10 4 54 8 12 13 13 5 55 11 14 15 14 6 56 12 12 15 13 6 57 8 11 8 13 4 58 14 14 17 18 6 59 14 7 12 12 4 60 11 16 13 14 7 61 12 16 14 16 8 62 14 11 7 13 6 63 9 16 16 16 6 64 13 13 11 15 6 65 8 11 10 14 5 66 11 13 14 13 6 67 9 14 19 12 6 68 12 15 14 16 4 69 7 10 8 9 5 70 11 15 15 15 8 71 12 11 8 16 6 72 11 11 8 12 6 73 12 6 6 11 2 74 9 11 7 13 2 75 11 12 16 13 4 76 13 13 15 14 6 77 12 12 10 15 6 78 12 8 8 14 5 79 11 9 9 12 4 80 12 10 8 16 4 81 12 16 14 14 6 82 11 15 14 13 5 83 11 14 14 12 6 84 8 12 15 13 7 85 9 12 7 12 6 86 12 12 12 13 4 87 13 8 7 10 3 88 12 16 12 15 8 89 6 11 6 9 4 90 12 12 10 13 4 91 11 9 12 13 5 92 13 14 13 13 5 93 11 15 14 15 7 94 12 8 8 13 4 95 10 12 14 14 5 96 10 10 10 11 5 97 11 16 14 15 8 98 11 8 10 15 2 99 9 9 6 12 5 100 7 8 9 15 4 101 11 11 11 14 5 102 12 16 16 16 7 103 12 13 14 14 6 104 15 5 8 12 3 105 11 15 16 11 5 106 10 15 16 13 6 107 13 12 14 12 5 108 13 12 12 12 6 109 11 16 16 16 7 110 12 12 15 13 6 111 12 10 11 12 6 112 12 12 6 14 5 113 8 4 6 4 4 114 5 11 16 14 6 115 11 16 16 15 6 116 12 7 8 12 3 117 12 9 11 11 4 118 11 14 12 12 4 119 12 11 13 11 4 120 10 10 11 12 5 121 7 6 9 11 4 122 12 14 15 13 6 123 12 11 11 12 6 124 9 11 12 12 4 125 12 16 8 14 4 126 12 7 7 12 4 127 11 8 10 12 4 128 11 10 9 12 4 129 12 14 13 13 5 130 12 9 11 11 4 131 11 13 12 13 7 132 12 13 5 12 3 133 12 12 12 14 5 134 8 11 14 15 5 135 11 12 14 13 5 136 11 14 13 16 6 137 6 11 14 17 6 138 13 13 14 13 3 139 12 14 15 14 6 140 12 13 13 13 5 141 12 16 14 16 8 142 12 13 11 13 6 143 12 12 14 14 4 144 10 9 11 13 3 145 12 14 8 14 4 146 12 15 12 16 7 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Popularity KnowingPeople Liked Celebrity 10.17094 0.10082 -0.04575 0.04592 -0.08825 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -5.661 -0.769 0.287 0.972 4.405 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 10.17094 0.92659 10.977 <2e-16 *** Popularity 0.10082 0.07373 1.367 0.174 KnowingPeople -0.04575 0.05610 -0.816 0.416 Liked 0.04592 0.08776 0.523 0.602 Celebrity -0.08825 0.14518 -0.608 0.544 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.803 on 141 degrees of freedom Multiple R-squared: 0.02018, Adjusted R-squared: -0.00762 F-statistic: 0.7259 on 4 and 141 DF, p-value: 0.5757 > 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,] 0.091967485 0.183934971 0.908032515 [2,] 0.075175585 0.150351171 0.924824415 [3,] 0.036485922 0.072971844 0.963514078 [4,] 0.016728724 0.033457448 0.983271276 [5,] 0.008202594 0.016405187 0.991797406 [6,] 0.003660754 0.007321509 0.996339246 [7,] 0.020174843 0.040349686 0.979825157 [8,] 0.024735905 0.049471810 0.975264095 [9,] 0.014007005 0.028014010 0.985992995 [10,] 0.007091477 0.014182954 0.992908523 [11,] 0.003803688 0.007607376 0.996196312 [12,] 0.003162028 0.006324056 0.996837972 [13,] 0.001829916 0.003659831 0.998170084 [14,] 0.086243311 0.172486622 0.913756689 [15,] 0.059504875 0.119009749 0.940495125 [16,] 0.039847188 0.079694375 0.960152812 [17,] 0.041265506 0.082531011 0.958734494 [18,] 0.032259792 0.064519584 0.967740208 [19,] 0.024479510 0.048959019 0.975520490 [20,] 0.342067634 0.684135268 0.657932366 [21,] 0.289413157 0.578826315 0.710586843 [22,] 0.246313713 0.492627427 0.753686287 [23,] 0.218391997 0.436783995 0.781608003 [24,] 0.176940146 0.353880291 0.823059854 [25,] 0.142050250 0.284100501 0.857949750 [26,] 0.109800937 0.219601873 0.890199063 [27,] 0.128011056 0.256022112 0.871988944 [28,] 0.120239626 0.240479251 0.879760374 [29,] 0.098539370 0.197078740 0.901460630 [30,] 0.081773809 0.163547619 0.918226191 [31,] 0.066452473 0.132904945 0.933547527 [32,] 0.127525761 0.255051522 0.872474239 [33,] 0.116701016 0.233402033 0.883298984 [34,] 0.104473010 0.208946020 0.895526990 [35,] 0.081023980 0.162047959 0.918976020 [36,] 0.073724772 0.147449544 0.926275228 [37,] 0.062456040 0.124912080 0.937543960 [38,] 0.050283618 0.100567237 0.949716382 [39,] 0.037607922 0.075215844 0.962392078 [40,] 0.063497483 0.126994967 0.936502517 [41,] 0.054971388 0.109942777 0.945028612 [42,] 0.047531113 0.095062226 0.952468887 [43,] 0.140682874 0.281365748 0.859317126 [44,] 0.113580697 0.227161395 0.886419303 [45,] 0.281892768 0.563785536 0.718107232 [46,] 0.240826728 0.481653457 0.759173272 [47,] 0.305921203 0.611842405 0.694078797 [48,] 0.262917462 0.525834924 0.737082538 [49,] 0.241081708 0.482163416 0.758918292 [50,] 0.315299815 0.630599630 0.684700185 [51,] 0.416200775 0.832401551 0.583799225 [52,] 0.546785721 0.906428557 0.453214279 [53,] 0.498321686 0.996643371 0.501678314 [54,] 0.457908812 0.915817624 0.542091188 [55,] 0.533272835 0.933454330 0.466727165 [56,] 0.556971889 0.886056223 0.443028111 [57,] 0.559091203 0.881817593 0.440908797 [58,] 0.641731734 0.716536531 0.358268266 [59,] 0.595407316 0.809185367 0.404592684 [60,] 0.592934381 0.814131238 0.407065619 [61,] 0.561234852 0.877530297 0.438765148 [62,] 0.714335980 0.571328040 0.285664020 [63,] 0.671762131 0.656475739 0.328237869 [64,] 0.637929642 0.724140717 0.362070358 [65,] 0.591984738 0.816030523 0.408015262 [66,] 0.564248162 0.871503677 0.435751838 [67,] 0.609863089 0.780273822 0.390136911 [68,] 0.563873233 0.872253533 0.436126767 [69,] 0.581531953 0.836936094 0.418468047 [70,] 0.547187015 0.905625970 0.452812985 [71,] 0.528060397 0.943879206 0.471939603 [72,] 0.479698977 0.959397953 0.520301023 [73,] 0.441953762 0.883907523 0.558046238 [74,] 0.402195415 0.804390831 0.597804585 [75,] 0.361019261 0.722038522 0.638980739 [76,] 0.316272790 0.632545579 0.683727210 [77,] 0.362160115 0.724320229 0.637839885 [78,] 0.374414747 0.748829493 0.625585253 [79,] 0.338072587 0.676145175 0.661927413 [80,] 0.352014110 0.704028220 0.647985890 [81,] 0.316082681 0.632165363 0.683917319 [82,] 0.714651114 0.570697772 0.285348886 [83,] 0.676295255 0.647409490 0.323704745 [84,] 0.638636626 0.722726747 0.361363374 [85,] 0.629287822 0.741424355 0.370712178 [86,] 0.580148827 0.839702345 0.419851173 [87,] 0.559020555 0.881958889 0.440979445 [88,] 0.519340035 0.961319931 0.480659965 [89,] 0.480793179 0.961586358 0.519206821 [90,] 0.429583250 0.859166500 0.570416750 [91,] 0.384415059 0.768830118 0.615584941 [92,] 0.398363255 0.796726511 0.601636745 [93,] 0.548230680 0.903538641 0.451769320 [94,] 0.494957119 0.989914238 0.505042881 [95,] 0.455957103 0.911914206 0.544042897 [96,] 0.424342302 0.848684604 0.575657698 [97,] 0.774256403 0.451487194 0.225743597 [98,] 0.749665416 0.500669169 0.250334584 [99,] 0.746705256 0.506589489 0.253294744 [100,] 0.757682280 0.484635441 0.242317720 [101,] 0.767530596 0.464938808 0.232469404 [102,] 0.721224965 0.557550069 0.278775035 [103,] 0.713971097 0.572057805 0.286028903 [104,] 0.718399515 0.563200970 0.281600485 [105,] 0.669455829 0.661088342 0.330544171 [106,] 0.794296669 0.411406663 0.205703331 [107,] 0.977623932 0.044752135 0.022376068 [108,] 0.968603784 0.062792432 0.031396216 [109,] 0.977788037 0.044423927 0.022211963 [110,] 0.972706276 0.054587447 0.027293724 [111,] 0.977109774 0.045780453 0.022890226 [112,] 0.966252345 0.067495310 0.033747655 [113,] 0.955922428 0.088155143 0.044077572 [114,] 0.986790257 0.026419487 0.013209743 [115,] 0.979268776 0.041462447 0.020731224 [116,] 0.967841320 0.064317360 0.032158680 [117,] 0.991655186 0.016689628 0.008344814 [118,] 0.987871173 0.024257654 0.012128827 [119,] 0.995955877 0.008088245 0.004044123 [120,] 0.996254233 0.007491533 0.003745767 [121,] 0.992674334 0.014651332 0.007325666 [122,] 0.991844420 0.016311159 0.008155580 [123,] 0.993321285 0.013357429 0.006678715 [124,] 0.987423490 0.025153021 0.012576510 [125,] 0.987986355 0.024027291 0.012013645 [126,] 0.990955383 0.018089233 0.009044617 [127,] 0.986975939 0.026048122 0.013024061 [128,] 0.973935077 0.052129846 0.026064923 [129,] 0.945293247 0.109413506 0.054706753 [130,] 0.996164776 0.007670447 0.003835224 [131,] 0.983743296 0.032513408 0.016256704 > postscript(file="/var/www/html/rcomp/tmp/1cugl1291292116.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2cugl1291292116.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/rcomp/tmp/3mmy61291292116.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4mmy61291292116.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5mmy61291292116.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 = 146 Frequency = 1 1 2 3 4 5 6 -0.201696481 0.787354442 0.798131204 0.012679268 0.039781272 -0.442524707 7 8 9 10 11 12 0.388330558 -2.694851434 -0.673924497 0.728868530 0.440431255 0.982162291 13 14 15 16 17 18 1.928200505 -1.065241964 1.431763158 0.944870377 0.788808225 1.846372194 19 20 21 22 23 24 -0.110717507 0.787009812 4.181824004 -0.343921066 0.853029827 -0.899239786 25 26 27 28 29 30 -0.330134329 1.936414331 -5.009209347 0.831141211 1.034740199 -0.898140171 31 32 33 34 35 36 0.829515113 0.972839313 0.236205681 -1.954483039 -1.383416391 0.653180906 37 38 39 40 41 42 0.834556185 1.045172330 3.454857981 -1.192718133 -1.129955670 -0.123283144 43 44 45 46 47 48 -1.339457307 -0.932594424 0.844051479 -0.256939735 -3.042736301 1.384743268 49 50 51 52 53 54 -0.719490604 -4.125081558 0.256305420 -3.861947872 0.181479373 -2.941745087 55 56 57 58 59 60 -0.009553978 1.238004094 -3.157919250 2.898260841 3.474268459 -0.214434434 61 62 63 64 65 66 0.827726237 2.972839313 -2.257284365 1.862352805 -3.024090344 0.091437236 67 68 69 70 71 72 -1.734721587 0.575532090 -3.785165989 0.020213371 0.880826446 0.064507548 73 74 75 76 77 78 1.170013350 -2.380173732 0.107245532 2.091264921 0.917423743 1.186870431 79 80 81 82 83 84 0.135386782 0.805138822 0.743060265 -0.198453822 0.036538613 -2.673742644 85 86 87 88 89 90 -2.082059311 0.924253692 2.148297050 0.782150592 -5.065734069 0.832757772 91 92 93 94 95 96 0.314963648 1.856617116 -0.113787850 1.144537445 -0.941917402 -0.785510619 97 98 99 100 101 102 -0.126353488 -0.032313708 -1.913603837 -3.901555145 0.021657616 0.830968896 103 104 105 106 107 108 1.045516961 4.404661155 -0.015117351 -1.018704641 2.149923148 2.146680490 109 110 111 112 113 114 -0.169031104 1.238004094 1.302570326 0.692098917 -2.130400403 -5.661349323 115 116 117 118 119 120 -0.211364090 1.203023358 1.272802978 -0.231463830 1.162661101 -0.785682935 121 122 123 124 125 126 -3.516236247 1.036366297 1.201751428 -1.929007134 0.292065983 1.245528659 127 128 129 130 131 132 0.281953641 0.034567884 0.856617116 1.272802978 0.088194577 0.460866087 133 134 135 136 137 138 0.966586678 -2.887018779 0.104002873 -0.192890449 -4.890606069 1.826677452 139 140 141 142 143 144 0.990446022 0.957436015 0.827726237 0.954193356 0.969829337 -0.907290834 145 146 0.493703779 0.748795954 > postscript(file="/var/www/html/rcomp/tmp/6xvx91291292116.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 = 146 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.201696481 NA 1 0.787354442 -0.201696481 2 0.798131204 0.787354442 3 0.012679268 0.798131204 4 0.039781272 0.012679268 5 -0.442524707 0.039781272 6 0.388330558 -0.442524707 7 -2.694851434 0.388330558 8 -0.673924497 -2.694851434 9 0.728868530 -0.673924497 10 0.440431255 0.728868530 11 0.982162291 0.440431255 12 1.928200505 0.982162291 13 -1.065241964 1.928200505 14 1.431763158 -1.065241964 15 0.944870377 1.431763158 16 0.788808225 0.944870377 17 1.846372194 0.788808225 18 -0.110717507 1.846372194 19 0.787009812 -0.110717507 20 4.181824004 0.787009812 21 -0.343921066 4.181824004 22 0.853029827 -0.343921066 23 -0.899239786 0.853029827 24 -0.330134329 -0.899239786 25 1.936414331 -0.330134329 26 -5.009209347 1.936414331 27 0.831141211 -5.009209347 28 1.034740199 0.831141211 29 -0.898140171 1.034740199 30 0.829515113 -0.898140171 31 0.972839313 0.829515113 32 0.236205681 0.972839313 33 -1.954483039 0.236205681 34 -1.383416391 -1.954483039 35 0.653180906 -1.383416391 36 0.834556185 0.653180906 37 1.045172330 0.834556185 38 3.454857981 1.045172330 39 -1.192718133 3.454857981 40 -1.129955670 -1.192718133 41 -0.123283144 -1.129955670 42 -1.339457307 -0.123283144 43 -0.932594424 -1.339457307 44 0.844051479 -0.932594424 45 -0.256939735 0.844051479 46 -3.042736301 -0.256939735 47 1.384743268 -3.042736301 48 -0.719490604 1.384743268 49 -4.125081558 -0.719490604 50 0.256305420 -4.125081558 51 -3.861947872 0.256305420 52 0.181479373 -3.861947872 53 -2.941745087 0.181479373 54 -0.009553978 -2.941745087 55 1.238004094 -0.009553978 56 -3.157919250 1.238004094 57 2.898260841 -3.157919250 58 3.474268459 2.898260841 59 -0.214434434 3.474268459 60 0.827726237 -0.214434434 61 2.972839313 0.827726237 62 -2.257284365 2.972839313 63 1.862352805 -2.257284365 64 -3.024090344 1.862352805 65 0.091437236 -3.024090344 66 -1.734721587 0.091437236 67 0.575532090 -1.734721587 68 -3.785165989 0.575532090 69 0.020213371 -3.785165989 70 0.880826446 0.020213371 71 0.064507548 0.880826446 72 1.170013350 0.064507548 73 -2.380173732 1.170013350 74 0.107245532 -2.380173732 75 2.091264921 0.107245532 76 0.917423743 2.091264921 77 1.186870431 0.917423743 78 0.135386782 1.186870431 79 0.805138822 0.135386782 80 0.743060265 0.805138822 81 -0.198453822 0.743060265 82 0.036538613 -0.198453822 83 -2.673742644 0.036538613 84 -2.082059311 -2.673742644 85 0.924253692 -2.082059311 86 2.148297050 0.924253692 87 0.782150592 2.148297050 88 -5.065734069 0.782150592 89 0.832757772 -5.065734069 90 0.314963648 0.832757772 91 1.856617116 0.314963648 92 -0.113787850 1.856617116 93 1.144537445 -0.113787850 94 -0.941917402 1.144537445 95 -0.785510619 -0.941917402 96 -0.126353488 -0.785510619 97 -0.032313708 -0.126353488 98 -1.913603837 -0.032313708 99 -3.901555145 -1.913603837 100 0.021657616 -3.901555145 101 0.830968896 0.021657616 102 1.045516961 0.830968896 103 4.404661155 1.045516961 104 -0.015117351 4.404661155 105 -1.018704641 -0.015117351 106 2.149923148 -1.018704641 107 2.146680490 2.149923148 108 -0.169031104 2.146680490 109 1.238004094 -0.169031104 110 1.302570326 1.238004094 111 0.692098917 1.302570326 112 -2.130400403 0.692098917 113 -5.661349323 -2.130400403 114 -0.211364090 -5.661349323 115 1.203023358 -0.211364090 116 1.272802978 1.203023358 117 -0.231463830 1.272802978 118 1.162661101 -0.231463830 119 -0.785682935 1.162661101 120 -3.516236247 -0.785682935 121 1.036366297 -3.516236247 122 1.201751428 1.036366297 123 -1.929007134 1.201751428 124 0.292065983 -1.929007134 125 1.245528659 0.292065983 126 0.281953641 1.245528659 127 0.034567884 0.281953641 128 0.856617116 0.034567884 129 1.272802978 0.856617116 130 0.088194577 1.272802978 131 0.460866087 0.088194577 132 0.966586678 0.460866087 133 -2.887018779 0.966586678 134 0.104002873 -2.887018779 135 -0.192890449 0.104002873 136 -4.890606069 -0.192890449 137 1.826677452 -4.890606069 138 0.990446022 1.826677452 139 0.957436015 0.990446022 140 0.827726237 0.957436015 141 0.954193356 0.827726237 142 0.969829337 0.954193356 143 -0.907290834 0.969829337 144 0.493703779 -0.907290834 145 0.748795954 0.493703779 146 NA 0.748795954 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 0.787354442 -0.201696481 [2,] 0.798131204 0.787354442 [3,] 0.012679268 0.798131204 [4,] 0.039781272 0.012679268 [5,] -0.442524707 0.039781272 [6,] 0.388330558 -0.442524707 [7,] -2.694851434 0.388330558 [8,] -0.673924497 -2.694851434 [9,] 0.728868530 -0.673924497 [10,] 0.440431255 0.728868530 [11,] 0.982162291 0.440431255 [12,] 1.928200505 0.982162291 [13,] -1.065241964 1.928200505 [14,] 1.431763158 -1.065241964 [15,] 0.944870377 1.431763158 [16,] 0.788808225 0.944870377 [17,] 1.846372194 0.788808225 [18,] -0.110717507 1.846372194 [19,] 0.787009812 -0.110717507 [20,] 4.181824004 0.787009812 [21,] -0.343921066 4.181824004 [22,] 0.853029827 -0.343921066 [23,] -0.899239786 0.853029827 [24,] -0.330134329 -0.899239786 [25,] 1.936414331 -0.330134329 [26,] -5.009209347 1.936414331 [27,] 0.831141211 -5.009209347 [28,] 1.034740199 0.831141211 [29,] -0.898140171 1.034740199 [30,] 0.829515113 -0.898140171 [31,] 0.972839313 0.829515113 [32,] 0.236205681 0.972839313 [33,] -1.954483039 0.236205681 [34,] -1.383416391 -1.954483039 [35,] 0.653180906 -1.383416391 [36,] 0.834556185 0.653180906 [37,] 1.045172330 0.834556185 [38,] 3.454857981 1.045172330 [39,] -1.192718133 3.454857981 [40,] -1.129955670 -1.192718133 [41,] -0.123283144 -1.129955670 [42,] -1.339457307 -0.123283144 [43,] -0.932594424 -1.339457307 [44,] 0.844051479 -0.932594424 [45,] -0.256939735 0.844051479 [46,] -3.042736301 -0.256939735 [47,] 1.384743268 -3.042736301 [48,] -0.719490604 1.384743268 [49,] -4.125081558 -0.719490604 [50,] 0.256305420 -4.125081558 [51,] -3.861947872 0.256305420 [52,] 0.181479373 -3.861947872 [53,] -2.941745087 0.181479373 [54,] -0.009553978 -2.941745087 [55,] 1.238004094 -0.009553978 [56,] -3.157919250 1.238004094 [57,] 2.898260841 -3.157919250 [58,] 3.474268459 2.898260841 [59,] -0.214434434 3.474268459 [60,] 0.827726237 -0.214434434 [61,] 2.972839313 0.827726237 [62,] -2.257284365 2.972839313 [63,] 1.862352805 -2.257284365 [64,] -3.024090344 1.862352805 [65,] 0.091437236 -3.024090344 [66,] -1.734721587 0.091437236 [67,] 0.575532090 -1.734721587 [68,] -3.785165989 0.575532090 [69,] 0.020213371 -3.785165989 [70,] 0.880826446 0.020213371 [71,] 0.064507548 0.880826446 [72,] 1.170013350 0.064507548 [73,] -2.380173732 1.170013350 [74,] 0.107245532 -2.380173732 [75,] 2.091264921 0.107245532 [76,] 0.917423743 2.091264921 [77,] 1.186870431 0.917423743 [78,] 0.135386782 1.186870431 [79,] 0.805138822 0.135386782 [80,] 0.743060265 0.805138822 [81,] -0.198453822 0.743060265 [82,] 0.036538613 -0.198453822 [83,] -2.673742644 0.036538613 [84,] -2.082059311 -2.673742644 [85,] 0.924253692 -2.082059311 [86,] 2.148297050 0.924253692 [87,] 0.782150592 2.148297050 [88,] -5.065734069 0.782150592 [89,] 0.832757772 -5.065734069 [90,] 0.314963648 0.832757772 [91,] 1.856617116 0.314963648 [92,] -0.113787850 1.856617116 [93,] 1.144537445 -0.113787850 [94,] -0.941917402 1.144537445 [95,] -0.785510619 -0.941917402 [96,] -0.126353488 -0.785510619 [97,] -0.032313708 -0.126353488 [98,] -1.913603837 -0.032313708 [99,] -3.901555145 -1.913603837 [100,] 0.021657616 -3.901555145 [101,] 0.830968896 0.021657616 [102,] 1.045516961 0.830968896 [103,] 4.404661155 1.045516961 [104,] -0.015117351 4.404661155 [105,] -1.018704641 -0.015117351 [106,] 2.149923148 -1.018704641 [107,] 2.146680490 2.149923148 [108,] -0.169031104 2.146680490 [109,] 1.238004094 -0.169031104 [110,] 1.302570326 1.238004094 [111,] 0.692098917 1.302570326 [112,] -2.130400403 0.692098917 [113,] -5.661349323 -2.130400403 [114,] -0.211364090 -5.661349323 [115,] 1.203023358 -0.211364090 [116,] 1.272802978 1.203023358 [117,] -0.231463830 1.272802978 [118,] 1.162661101 -0.231463830 [119,] -0.785682935 1.162661101 [120,] -3.516236247 -0.785682935 [121,] 1.036366297 -3.516236247 [122,] 1.201751428 1.036366297 [123,] -1.929007134 1.201751428 [124,] 0.292065983 -1.929007134 [125,] 1.245528659 0.292065983 [126,] 0.281953641 1.245528659 [127,] 0.034567884 0.281953641 [128,] 0.856617116 0.034567884 [129,] 1.272802978 0.856617116 [130,] 0.088194577 1.272802978 [131,] 0.460866087 0.088194577 [132,] 0.966586678 0.460866087 [133,] -2.887018779 0.966586678 [134,] 0.104002873 -2.887018779 [135,] -0.192890449 0.104002873 [136,] -4.890606069 -0.192890449 [137,] 1.826677452 -4.890606069 [138,] 0.990446022 1.826677452 [139,] 0.957436015 0.990446022 [140,] 0.827726237 0.957436015 [141,] 0.954193356 0.827726237 [142,] 0.969829337 0.954193356 [143,] -0.907290834 0.969829337 [144,] 0.493703779 -0.907290834 [145,] 0.748795954 0.493703779 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 0.787354442 -0.201696481 2 0.798131204 0.787354442 3 0.012679268 0.798131204 4 0.039781272 0.012679268 5 -0.442524707 0.039781272 6 0.388330558 -0.442524707 7 -2.694851434 0.388330558 8 -0.673924497 -2.694851434 9 0.728868530 -0.673924497 10 0.440431255 0.728868530 11 0.982162291 0.440431255 12 1.928200505 0.982162291 13 -1.065241964 1.928200505 14 1.431763158 -1.065241964 15 0.944870377 1.431763158 16 0.788808225 0.944870377 17 1.846372194 0.788808225 18 -0.110717507 1.846372194 19 0.787009812 -0.110717507 20 4.181824004 0.787009812 21 -0.343921066 4.181824004 22 0.853029827 -0.343921066 23 -0.899239786 0.853029827 24 -0.330134329 -0.899239786 25 1.936414331 -0.330134329 26 -5.009209347 1.936414331 27 0.831141211 -5.009209347 28 1.034740199 0.831141211 29 -0.898140171 1.034740199 30 0.829515113 -0.898140171 31 0.972839313 0.829515113 32 0.236205681 0.972839313 33 -1.954483039 0.236205681 34 -1.383416391 -1.954483039 35 0.653180906 -1.383416391 36 0.834556185 0.653180906 37 1.045172330 0.834556185 38 3.454857981 1.045172330 39 -1.192718133 3.454857981 40 -1.129955670 -1.192718133 41 -0.123283144 -1.129955670 42 -1.339457307 -0.123283144 43 -0.932594424 -1.339457307 44 0.844051479 -0.932594424 45 -0.256939735 0.844051479 46 -3.042736301 -0.256939735 47 1.384743268 -3.042736301 48 -0.719490604 1.384743268 49 -4.125081558 -0.719490604 50 0.256305420 -4.125081558 51 -3.861947872 0.256305420 52 0.181479373 -3.861947872 53 -2.941745087 0.181479373 54 -0.009553978 -2.941745087 55 1.238004094 -0.009553978 56 -3.157919250 1.238004094 57 2.898260841 -3.157919250 58 3.474268459 2.898260841 59 -0.214434434 3.474268459 60 0.827726237 -0.214434434 61 2.972839313 0.827726237 62 -2.257284365 2.972839313 63 1.862352805 -2.257284365 64 -3.024090344 1.862352805 65 0.091437236 -3.024090344 66 -1.734721587 0.091437236 67 0.575532090 -1.734721587 68 -3.785165989 0.575532090 69 0.020213371 -3.785165989 70 0.880826446 0.020213371 71 0.064507548 0.880826446 72 1.170013350 0.064507548 73 -2.380173732 1.170013350 74 0.107245532 -2.380173732 75 2.091264921 0.107245532 76 0.917423743 2.091264921 77 1.186870431 0.917423743 78 0.135386782 1.186870431 79 0.805138822 0.135386782 80 0.743060265 0.805138822 81 -0.198453822 0.743060265 82 0.036538613 -0.198453822 83 -2.673742644 0.036538613 84 -2.082059311 -2.673742644 85 0.924253692 -2.082059311 86 2.148297050 0.924253692 87 0.782150592 2.148297050 88 -5.065734069 0.782150592 89 0.832757772 -5.065734069 90 0.314963648 0.832757772 91 1.856617116 0.314963648 92 -0.113787850 1.856617116 93 1.144537445 -0.113787850 94 -0.941917402 1.144537445 95 -0.785510619 -0.941917402 96 -0.126353488 -0.785510619 97 -0.032313708 -0.126353488 98 -1.913603837 -0.032313708 99 -3.901555145 -1.913603837 100 0.021657616 -3.901555145 101 0.830968896 0.021657616 102 1.045516961 0.830968896 103 4.404661155 1.045516961 104 -0.015117351 4.404661155 105 -1.018704641 -0.015117351 106 2.149923148 -1.018704641 107 2.146680490 2.149923148 108 -0.169031104 2.146680490 109 1.238004094 -0.169031104 110 1.302570326 1.238004094 111 0.692098917 1.302570326 112 -2.130400403 0.692098917 113 -5.661349323 -2.130400403 114 -0.211364090 -5.661349323 115 1.203023358 -0.211364090 116 1.272802978 1.203023358 117 -0.231463830 1.272802978 118 1.162661101 -0.231463830 119 -0.785682935 1.162661101 120 -3.516236247 -0.785682935 121 1.036366297 -3.516236247 122 1.201751428 1.036366297 123 -1.929007134 1.201751428 124 0.292065983 -1.929007134 125 1.245528659 0.292065983 126 0.281953641 1.245528659 127 0.034567884 0.281953641 128 0.856617116 0.034567884 129 1.272802978 0.856617116 130 0.088194577 1.272802978 131 0.460866087 0.088194577 132 0.966586678 0.460866087 133 -2.887018779 0.966586678 134 0.104002873 -2.887018779 135 -0.192890449 0.104002873 136 -4.890606069 -0.192890449 137 1.826677452 -4.890606069 138 0.990446022 1.826677452 139 0.957436015 0.990446022 140 0.827726237 0.957436015 141 0.954193356 0.827726237 142 0.969829337 0.954193356 143 -0.907290834 0.969829337 144 0.493703779 -0.907290834 145 0.748795954 0.493703779 > 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/78meu1291292116.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/88meu1291292116.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/98meu1291292116.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10ivdx1291292116.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11mecl1291292116.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/12pes91291292116.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/133oqh1291292116.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/14zyr01291292117.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/153hqo1291292117.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/16oioc1291292117.tab") + } > > try(system("convert tmp/1cugl1291292116.ps tmp/1cugl1291292116.png",intern=TRUE)) character(0) > try(system("convert tmp/2cugl1291292116.ps tmp/2cugl1291292116.png",intern=TRUE)) character(0) > try(system("convert tmp/3mmy61291292116.ps tmp/3mmy61291292116.png",intern=TRUE)) character(0) > try(system("convert tmp/4mmy61291292116.ps tmp/4mmy61291292116.png",intern=TRUE)) character(0) > try(system("convert tmp/5mmy61291292116.ps tmp/5mmy61291292116.png",intern=TRUE)) character(0) > try(system("convert tmp/6xvx91291292116.ps tmp/6xvx91291292116.png",intern=TRUE)) character(0) > try(system("convert tmp/78meu1291292116.ps tmp/78meu1291292116.png",intern=TRUE)) character(0) > try(system("convert tmp/88meu1291292116.ps tmp/88meu1291292116.png",intern=TRUE)) character(0) > try(system("convert tmp/98meu1291292116.ps tmp/98meu1291292116.png",intern=TRUE)) character(0) > try(system("convert tmp/10ivdx1291292116.ps tmp/10ivdx1291292116.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.814 1.894 10.010