R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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> x <- array(list(1
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+ ,-58143
+ ,0
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+ ,227033
+ ,1
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+ ,0
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+ ,0
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+ ,0
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+ ,418341
+ ,0
+ ,18073
+ ,180
+ ,27284
+ ,-297706)
+ ,dim=c(5
+ ,431)
+ ,dimnames=list(c('Group'
+ ,'Costs'
+ ,'Trades'
+ ,'Dividends'
+ ,'Wealth
')
+ ,1:431))
> y <- array(NA,dim=c(5,431),dimnames=list(c('Group','Costs','Trades','Dividends','Wealth
'),1:431))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from package:base :
as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
Group Costs Trades Dividends Wealth\r t
1 1 162556 1081 213118 6282929 1
2 1 29790 309 81767 4324047 2
3 1 87550 458 153198 4108272 3
4 0 84738 588 -26007 -1212617 4
5 1 54660 299 126942 1485329 5
6 1 42634 156 157214 1779876 6
7 0 40949 481 129352 1367203 7
8 1 42312 323 234817 2519076 8
9 1 37704 452 60448 912684 9
10 1 16275 109 47818 1443586 10
11 0 25830 115 245546 1220017 11
12 0 12679 110 48020 984885 12
13 1 18014 239 -1710 1457425 13
14 0 43556 247 32648 -572920 14
15 1 24524 497 95350 929144 15
16 0 6532 103 151352 1151176 16
17 0 7123 109 288170 790090 17
18 1 20813 502 114337 774497 18
19 1 37597 248 37884 990576 19
20 0 17821 373 122844 454195 20
21 1 12988 119 82340 876607 21
22 1 22330 84 79801 711969 22
23 0 13326 102 165548 702380 23
24 0 16189 295 116384 264449 24
25 0 7146 105 134028 450033 25
26 0 15824 64 63838 541063 26
27 1 26088 267 74996 588864 27
28 0 11326 129 31080 -37216 28
29 0 8568 37 32168 783310 29
30 0 14416 361 49857 467359 30
31 1 3369 28 87161 688779 31
32 1 11819 85 106113 608419 32
33 1 6620 44 80570 696348 33
34 1 4519 49 102129 597793 34
35 0 2220 22 301670 821730 35
36 0 18562 155 102313 377934 36
37 0 10327 91 88577 651939 37
38 1 5336 81 112477 697458 38
39 1 2365 79 191778 700368 39
40 0 4069 145 79804 225986 40
41 0 7710 816 128294 348695 41
42 0 13718 61 96448 373683 42
43 0 4525 226 93811 501709 43
44 0 6869 105 117520 413743 44
45 0 4628 62 69159 379825 45
46 1 3653 24 101792 336260 46
47 1 1265 26 210568 636765 47
48 1 7489 322 136996 481231 48
49 0 4901 84 121920 469107 49
50 0 2284 33 76403 211928 50
51 1 3160 108 108094 563925 51
52 1 4150 150 134759 511939 52
53 1 7285 115 188873 521016 53
54 1 1134 162 146216 543856 54
55 1 4658 158 156608 329304 55
56 0 2384 97 61348 423262 56
57 0 3748 9 50350 509665 57
58 0 5371 66 87720 455881 58
59 0 1285 107 99489 367772 59
60 1 9327 101 87419 406339 60
61 1 5565 47 94355 493408 61
62 0 1528 38 60326 232942 62
63 1 3122 34 94670 416002 63
64 1 7317 84 82425 337430 64
65 0 2675 79 59017 361517 65
66 0 13253 947 90829 360962 66
67 0 880 74 80791 235561 67
68 1 2053 53 100423 408247 68
69 0 1424 94 131116 450296 69
70 1 4036 63 100269 418799 70
71 1 3045 58 27330 247405 71
72 0 5119 49 39039 378519 72
73 0 1431 34 106885 326638 73
74 0 554 11 79285 328233 74
75 0 1975 35 118881 386225 75
76 1 1286 17 77623 283662 76
77 0 1012 47 114768 370225 77
78 0 810 43 74015 269236 78
79 0 1280 117 69465 365732 79
80 1 666 171 117869 420383 80
81 0 1380 26 60982 345811 81
82 1 4608 73 90131 431809 82
83 0 876 59 138971 418876 83
84 0 814 18 39625 297476 84
85 0 514 15 102725 416776 85
86 1 5692 72 64239 357257 86
87 0 3642 86 90262 458343 87
88 0 540 14 103960 388386 88
89 0 2099 64 106611 358934 89
90 0 567 11 103345 407560 90
91 0 2001 52 95551 392558 91
92 1 2949 41 82903 373177 92
93 0 2253 99 63593 428370 93
94 1 6533 75 126910 369419 94
95 0 1889 45 37527 358649 95
96 1 3055 43 60247 376641 96
97 0 272 8 112995 467427 97
98 1 1414 198 70184 364885 98
99 0 2564 22 130140 436230 99
100 1 1383 11 73221 329118 100
101 1 1261 33 76114 317365 101
102 0 975 23 90534 286849 102
103 0 3366 80 108479 376685 103
104 0 576 18 113761 407198 104
105 0 1306 28 68696 377772 105
106 0 746 23 71561 271483 106
107 1 3192 60 59831 153661 107
108 1 2045 20 97890 513294 108
109 0 5477 59 101481 324881 109
110 1 1932 36 72954 264512 110
111 0 936 30 67939 420968 111
112 1 3437 47 48022 129302 112
113 0 5131 71 86111 191521 113
114 1 2397 14 74020 268673 114
115 1 1389 9 57530 353179 115
116 0 1503 39 56364 354624 116
117 0 402 26 84990 363713 117
118 0 2239 21 88590 456657 118
119 1 2234 16 77200 211742 119
120 0 837 69 61262 338381 120
121 0 10579 92 110309 418530 121
122 0 875 14 67000 351483 122
123 0 1395 103 93099 372928 123
124 1 1659 29 107577 485538 124
125 1 2647 37 62920 279268 125
126 1 3294 23 75832 219060 126
127 0 0 0 60720 325560 127
128 0 94 7 60793 325314 128
129 0 422 28 57935 322046 129
130 0 0 0 60720 325560 130
131 0 34 8 60630 325599 131
132 0 1558 63 55637 377028 132
133 0 0 0 60720 325560 133
134 0 43 3 60887 323850 134
135 0 0 0 60720 325560 135
136 0 316 9 60505 331514 136
137 0 115 13 60945 325632 137
138 0 0 0 60720 325560 138
139 0 0 0 60720 325560 139
140 0 0 0 60720 325560 140
141 0 389 14 58990 322265 141
142 0 0 0 60720 325560 142
143 0 1002 15 56750 325906 143
144 0 36 3 60894 325985 144
145 0 460 15 63346 346145 145
146 0 309 11 56535 325898 146
147 0 0 0 60720 325560 147
148 0 9 6 60835 325356 148
149 0 0 0 60720 325560 149
150 0 14 1 61016 325930 150
151 0 520 10 58650 318020 151
152 0 1766 73 60438 326389 152
153 0 0 0 60720 325560 153
154 0 458 11 58625 302925 154
155 0 20 3 60938 325540 155
156 0 0 0 60720 325560 156
157 0 0 0 60720 325560 157
158 0 98 2 61490 326736 158
159 0 405 7 60845 340580 159
160 0 0 0 60720 325560 160
161 0 0 0 60720 325560 161
162 0 0 0 60720 325560 162
163 0 0 0 60720 325560 163
164 0 483 27 60830 331828 164
165 0 454 51 63261 323299 165
166 0 0 0 60720 325560 166
167 0 0 0 60720 325560 167
168 0 757 19 45689 387722 168
169 0 0 0 60720 325560 169
170 0 0 0 60720 325560 170
171 0 0 0 60720 325560 171
172 0 36 4 61564 324598 172
173 0 0 0 60720 325560 173
174 0 203 9 61938 328726 174
175 0 0 0 60720 325560 175
176 0 90 8 60951 325043 176
177 0 0 0 60720 325560 177
178 1 71 1 60745 325806 178
179 0 0 0 60720 325560 179
180 0 0 0 60720 325560 180
181 0 972 34 71642 387732 181
182 1 531 10 71641 349729 182
183 0 604 38 55792 332202 183
184 1 283 10 71873 305442 184
185 1 23 5 62555 329537 185
186 1 638 14 60370 327055 186
187 1 699 16 64873 356245 187
188 0 149 5 62041 328451 188
189 0 226 5 65745 307062 189
190 0 0 0 60720 325560 190
191 0 275 4 59500 331345 191
192 0 0 0 60720 325560 192
193 0 141 6 61630 331824 193
194 0 0 0 60720 325560 194
195 0 28 2 60890 325685 195
196 1 0 0 60720 325560 196
197 1 2566 80 113521 404480 197
198 1 0 0 60720 325560 198
199 1 0 0 60720 325560 199
200 1 472 20 80045 318314 200
201 1 0 0 60720 325560 201
202 1 0 0 60720 325560 202
203 1 0 0 60720 325560 203
204 1 203 27 50804 311807 204
205 1 496 17 87390 337724 205
206 1 10 2 61656 326431 206
207 1 63 4 65688 327556 207
208 1 0 0 60720 325560 208
209 1 1136 32 48522 356850 209
210 1 0 0 60720 325560 210
211 0 0 0 60720 325560 211
212 0 0 0 60720 325560 212
213 0 267 32 57640 322741 213
214 0 474 20 61977 310902 214
215 0 534 7 62620 324295 215
216 0 0 0 60720 325560 216
217 0 15 8 60831 326156 217
218 0 397 28 60646 326960 218
219 0 0 0 60720 325560 219
220 0 1061 20 56225 333411 220
221 0 288 4 60510 297761 221
222 0 0 0 60720 325560 222
223 0 3 2 60698 325536 223
224 0 0 0 60720 325560 224
225 0 20 2 60805 325762 225
226 0 278 26 61404 327957 226
227 0 0 0 60720 325560 227
228 0 0 0 60720 325560 228
229 0 192 4 65276 318521 229
230 0 0 0 60720 325560 230
231 0 317 9 63915 319775 231
232 0 0 0 60720 325560 232
233 0 0 0 60720 325560 233
234 0 368 17 61686 332128 234
235 0 0 0 60720 325560 235
236 0 2 1 60743 325486 236
237 0 0 0 60720 325560 237
238 0 53 6 60349 325838 238
239 0 0 0 60720 325560 239
240 0 0 0 60720 325560 240
241 0 0 0 60720 325560 241
242 0 94 3 61360 331767 242
243 0 0 0 60720 325560 243
244 0 24 8 59818 324523 244
245 0 2332 4 72680 339995 245
246 1 0 0 60720 325560 246
247 1 0 0 60720 325560 247
248 0 131 11 61808 319582 248
249 1 0 0 60720 325560 249
250 1 0 0 60720 325560 250
251 0 206 9 53110 307245 251
252 1 0 0 60720 325560 252
253 0 167 2 64245 317967 253
254 0 622 73 73007 331488 254
255 0 885 85 82732 335452 255
256 0 0 0 60720 325560 256
257 0 365 8 54820 334184 257
258 0 364 35 47705 313213 258
259 1 0 0 60720 325560 259
260 0 0 0 60720 325560 260
261 1 0 0 60720 325560 261
262 1 0 0 60720 325560 262
263 0 226 12 72835 348678 263
264 0 307 15 58856 328727 264
265 1 0 0 60720 325560 265
266 0 0 0 60720 325560 266
267 1 0 0 60720 325560 267
268 0 188 11 77655 387978 268
269 1 0 0 60720 325560 269
270 0 138 6 69817 336704 270
271 1 0 0 60720 325560 271
272 1 0 0 60720 325560 272
273 1 0 0 60720 325560 273
274 0 125 12 60798 322076 274
275 0 0 0 60720 325560 275
276 0 282 30 62452 334272 276
277 0 335 33 64175 338197 277
278 0 0 0 60720 325560 278
279 1 813 82 67440 321024 279
280 0 176 28 68136 322145 280
281 1 0 0 60720 325560 281
282 0 0 0 60720 325560 282
283 0 249 72 56726 323351 283
284 0 0 0 60720 325560 284
285 0 333 13 70811 327748 285
286 0 0 0 60720 325560 286
287 1 0 0 60720 325560 287
288 0 30 4 62045 328157 288
289 1 0 0 60720 325560 289
290 0 249 62 54323 311594 290
291 1 0 0 60720 325560 291
292 0 165 24 62841 335962 292
293 0 453 21 81125 372426 293
294 0 0 0 60720 325560 294
295 0 53 14 59506 319844 295
296 1 382 21 59365 355822 296
297 0 0 0 60720 325560 297
298 1 0 0 60720 325560 298
299 0 0 0 60720 325560 299
300 0 0 0 60720 325560 300
301 1 30 4 60798 324047 301
302 0 290 2 58790 311464 302
303 0 0 0 60720 325560 303
304 1 0 0 60720 325560 304
305 0 366 53 61808 353417 305
306 0 2 9 60735 325590 306
307 1 0 0 60720 325560 307
308 1 209 13 64016 328576 308
309 0 384 22 54683 326126 309
310 1 0 0 60720 325560 310
311 1 0 0 60720 325560 311
312 0 365 83 87192 369376 312
313 1 0 0 60720 325560 313
314 1 49 8 64107 332013 314
315 0 3 4 60761 325871 315
316 0 133 14 65990 342165 316
317 0 32 1 59988 324967 317
318 0 368 17 61167 314832 318
319 0 1 6 60719 325557 319
320 0 0 0 60720 325560 320
321 0 0 0 60720 325560 321
322 0 0 0 60720 325560 322
323 0 0 0 60720 325560 323
324 1 0 0 60720 325560 324
325 0 0 0 60720 325560 325
326 0 22 2 60722 322649 326
327 1 0 0 60720 325560 327
328 1 0 0 60720 325560 328
329 0 0 0 60720 325560 329
330 0 0 0 60720 325560 330
331 0 0 0 60720 325560 331
332 0 0 0 60720 325560 332
333 0 0 0 60720 325560 333
334 0 96 5 60379 324598 334
335 0 1 2 60727 325567 335
336 0 0 0 60720 325560 336
337 0 81 7 60925 324005 337
338 0 0 0 60720 325560 338
339 0 26 1 60896 325748 339
340 0 125 13 59734 323385 340
341 0 304 15 62969 315409 341
342 0 0 0 60720 325560 342
343 0 0 0 60720 325560 343
344 0 0 0 60720 325560 344
345 0 0 0 60720 325560 345
346 0 0 0 60720 325560 346
347 0 119 6 59118 312275 347
348 0 0 0 60720 325560 348
349 0 0 0 60720 325560 349
350 0 0 0 60720 325560 350
351 0 312 14 58598 320576 351
352 0 60 10 61124 325246 352
353 0 587 12 59595 332961 353
354 0 135 2 62065 323010 354
355 0 0 0 60720 325560 355
356 0 0 0 60720 325560 356
357 0 514 52 78780 345253 357
358 0 0 0 60720 325560 358
359 0 0 0 60720 325560 359
360 0 0 0 60720 325560 360
361 0 1 4 60722 325559 361
362 0 0 0 60720 325560 362
363 0 0 0 60720 325560 363
364 1 58 3 61600 319634 364
365 0 180 11 59635 319951 365
366 0 0 0 60720 325560 366
367 0 0 0 60720 325560 367
368 0 0 0 60720 325560 368
369 0 0 0 60720 325560 369
370 0 0 0 60720 325560 370
371 0 0 0 60720 325560 371
372 0 448 40 59781 318519 372
373 0 227 9 76644 343222 373
374 0 174 1 64820 317234 374
375 0 0 0 60720 325560 375
376 0 0 0 60720 325560 376
377 0 121 24 56178 314025 377
378 0 607 11 60436 320249 378
379 0 0 0 60720 325560 379
380 0 0 0 60720 325560 380
381 0 0 0 60720 325560 381
382 0 530 60 73433 349365 382
383 0 571 80 41477 289197 383
384 0 0 0 60720 325560 384
385 0 78 16 62700 329245 385
386 0 2489 40 67804 240869 386
387 0 131 6 59661 327182 387
388 0 923 8 58620 322876 388
389 0 72 3 60398 323117 389
390 0 572 16 58580 306351 390
391 0 397 10 62710 335137 391
392 0 450 8 59325 308271 392
393 0 622 7 60950 301731 393
394 0 694 8 68060 382409 394
395 1 3425 12 83620 279230 395
396 0 562 13 58456 298731 396
397 0 4917 42 52811 243650 397
398 1 1442 118 121173 532682 398
399 0 529 9 63870 319771 399
400 1 2126 138 21001 171493 400
401 0 1061 5 70415 347262 401
402 0 776 9 64230 343945 402
403 0 611 8 59190 311874 403
404 1 1526 25 69351 302211 404
405 0 592 7 64270 316708 405
406 0 1182 13 70694 333463 406
407 0 621 16 68005 344282 407
408 0 989 11 58930 319635 408
409 0 438 11 58320 301186 409
410 0 726 3 69980 300381 410
411 0 1303 61 69863 318765 411
412 1 6341 24 63255 286146 412
413 1 1164 17 57320 306844 413
414 1 3310 33 75230 307705 414
415 0 1366 7 79420 312448 415
416 0 965 3 73490 299715 416
417 0 3256 66 35250 373399 417
418 1 1135 17 62285 299446 418
419 0 1270 26 69206 325586 419
420 0 661 3 65920 291221 420
421 0 1013 2 69770 261173 421
422 0 2844 67 72683 255027 422
423 1 11528 70 -14545 -78375 423
424 0 6526 26 55830 -58143 424
425 0 2264 24 55174 227033 425
426 1 4461 94 67038 235098 426
427 0 3999 30 51252 21267 427
428 0 35624 223 157278 238675 428
429 0 9252 48 79510 197687 429
430 0 15236 90 77440 418341 430
431 0 18073 180 27284 -297706 431
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Costs Trades Dividends `Wealth\r` t
3.136e-01 1.112e-06 -2.500e-05 1.933e-07 1.514e-07 -5.201e-04
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-0.5755 -0.2901 -0.2072 0.5415 0.9100
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.136e-01 8.150e-02 3.848 0.000137 ***
Costs 1.112e-06 3.352e-06 0.332 0.740243
Trades -2.500e-05 3.085e-04 -0.081 0.935451
Dividends 1.933e-07 7.790e-07 0.248 0.804097
`Wealth\r` 1.514e-07 7.012e-08 2.159 0.031416 *
t -5.201e-04 1.952e-04 -2.664 0.008017 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.4356 on 425 degrees of freedom
Multiple R-squared: 0.06866, Adjusted R-squared: 0.05771
F-statistic: 6.267 on 5 and 425 DF, p-value: 1.265e-05
> 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,] 0.3233481 6.466963e-01 6.766519e-01
[2,] 0.3703134 7.406269e-01 6.296866e-01
[3,] 0.6480321 7.039358e-01 3.519679e-01
[4,] 0.7843802 4.312396e-01 2.156198e-01
[5,] 0.7467897 5.064206e-01 2.532103e-01
[6,] 0.6849041 6.301918e-01 3.150959e-01
[7,] 0.7098326 5.803348e-01 2.901674e-01
[8,] 0.7270237 5.459527e-01 2.729763e-01
[9,] 0.6594181 6.811638e-01 3.405819e-01
[10,] 0.6615103 6.769793e-01 3.384897e-01
[11,] 0.6405096 7.189807e-01 3.594904e-01
[12,] 0.6565726 6.868548e-01 3.434274e-01
[13,] 0.6360209 7.279583e-01 3.639791e-01
[14,] 0.5994811 8.010379e-01 4.005189e-01
[15,] 0.6152204 7.695592e-01 3.847796e-01
[16,] 0.6103895 7.792210e-01 3.896105e-01
[17,] 0.5926807 8.146385e-01 4.073193e-01
[18,] 0.6000551 7.998898e-01 3.999449e-01
[19,] 0.6316060 7.367880e-01 3.683940e-01
[20,] 0.6286854 7.426292e-01 3.713146e-01
[21,] 0.6430453 7.139095e-01 3.569547e-01
[22,] 0.6297479 7.405043e-01 3.702521e-01
[23,] 0.6971903 6.056195e-01 3.028097e-01
[24,] 0.7455319 5.089362e-01 2.544681e-01
[25,] 0.7533783 4.932433e-01 2.466217e-01
[26,] 0.7601302 4.797396e-01 2.398698e-01
[27,] 0.7354824 5.290352e-01 2.645176e-01
[28,] 0.7329943 5.340113e-01 2.670057e-01
[29,] 0.7388769 5.222461e-01 2.611231e-01
[30,] 0.7589383 4.821234e-01 2.410617e-01
[31,] 0.7912549 4.174901e-01 2.087451e-01
[32,] 0.7936485 4.127030e-01 2.063515e-01
[33,] 0.7667059 4.665882e-01 2.332941e-01
[34,] 0.7629536 4.740928e-01 2.370464e-01
[35,] 0.7509223 4.981554e-01 2.490777e-01
[36,] 0.7327777 5.344446e-01 2.672223e-01
[37,] 0.7178804 5.642391e-01 2.821196e-01
[38,] 0.7671209 4.657582e-01 2.328791e-01
[39,] 0.8117021 3.765958e-01 1.882979e-01
[40,] 0.8431499 3.137002e-01 1.568501e-01
[41,] 0.8407498 3.185003e-01 1.592502e-01
[42,] 0.8345857 3.308286e-01 1.654143e-01
[43,] 0.8504082 2.991836e-01 1.495918e-01
[44,] 0.8644483 2.711035e-01 1.355517e-01
[45,] 0.8757699 2.484601e-01 1.242301e-01
[46,] 0.8805024 2.389953e-01 1.194976e-01
[47,] 0.8852697 2.294607e-01 1.147303e-01
[48,] 0.8985174 2.029653e-01 1.014826e-01
[49,] 0.9083783 1.832433e-01 9.162167e-02
[50,] 0.9108929 1.782143e-01 8.910713e-02
[51,] 0.9089286 1.821429e-01 9.107144e-02
[52,] 0.9156431 1.687139e-01 8.435693e-02
[53,] 0.9188438 1.623124e-01 8.115618e-02
[54,] 0.9197319 1.605362e-01 8.026812e-02
[55,] 0.9238900 1.522201e-01 7.611003e-02
[56,] 0.9263228 1.473544e-01 7.367721e-02
[57,] 0.9301507 1.396986e-01 6.984928e-02
[58,] 0.9260584 1.478833e-01 7.394165e-02
[59,] 0.9261892 1.476217e-01 7.381084e-02
[60,] 0.9308410 1.383179e-01 6.915896e-02
[61,] 0.9318680 1.362639e-01 6.813197e-02
[62,] 0.9360436 1.279128e-01 6.395642e-02
[63,] 0.9381730 1.236540e-01 6.182699e-02
[64,] 0.9419708 1.160583e-01 5.802917e-02
[65,] 0.9426954 1.146091e-01 5.730456e-02
[66,] 0.9426692 1.146616e-01 5.733082e-02
[67,] 0.9413538 1.172925e-01 5.864624e-02
[68,] 0.9475605 1.048790e-01 5.243952e-02
[69,] 0.9464571 1.070858e-01 5.354288e-02
[70,] 0.9445788 1.108423e-01 5.542117e-02
[71,] 0.9423447 1.153107e-01 5.765533e-02
[72,] 0.9495435 1.009130e-01 5.045649e-02
[73,] 0.9475070 1.049860e-01 5.249302e-02
[74,] 0.9541816 9.163676e-02 4.581838e-02
[75,] 0.9522904 9.541914e-02 4.770957e-02
[76,] 0.9498733 1.002534e-01 5.012668e-02
[77,] 0.9468396 1.063208e-01 5.316041e-02
[78,] 0.9551923 8.961531e-02 4.480766e-02
[79,] 0.9526059 9.478821e-02 4.739411e-02
[80,] 0.9494707 1.010586e-01 5.052928e-02
[81,] 0.9458049 1.083903e-01 5.419514e-02
[82,] 0.9415261 1.169478e-01 5.847391e-02
[83,] 0.9365740 1.268521e-01 6.342604e-02
[84,] 0.9486801 1.026398e-01 5.131991e-02
[85,] 0.9443814 1.112372e-01 5.561862e-02
[86,] 0.9546204 9.075927e-02 4.537964e-02
[87,] 0.9508234 9.835315e-02 4.917658e-02
[88,] 0.9600133 7.997344e-02 3.998672e-02
[89,] 0.9570435 8.591299e-02 4.295650e-02
[90,] 0.9646267 7.074667e-02 3.537334e-02
[91,] 0.9621914 7.561723e-02 3.780862e-02
[92,] 0.9688065 6.238705e-02 3.119353e-02
[93,] 0.9739102 5.217952e-02 2.608976e-02
[94,] 0.9723908 5.521841e-02 2.760920e-02
[95,] 0.9705162 5.896767e-02 2.948383e-02
[96,] 0.9686628 6.267444e-02 3.133722e-02
[97,] 0.9660228 6.795435e-02 3.397717e-02
[98,] 0.9632438 7.351234e-02 3.675617e-02
[99,] 0.9703333 5.933331e-02 2.966666e-02
[100,] 0.9759223 4.815530e-02 2.407765e-02
[101,] 0.9741760 5.164808e-02 2.582404e-02
[102,] 0.9786952 4.260959e-02 2.130479e-02
[103,] 0.9770798 4.584040e-02 2.292020e-02
[104,] 0.9813392 3.732157e-02 1.866079e-02
[105,] 0.9800796 3.984089e-02 1.992044e-02
[106,] 0.9835348 3.293041e-02 1.646520e-02
[107,] 0.9866714 2.665720e-02 1.332860e-02
[108,] 0.9858210 2.835799e-02 1.417899e-02
[109,] 0.9849367 3.012667e-02 1.506333e-02
[110,] 0.9838364 3.232720e-02 1.616360e-02
[111,] 0.9867482 2.650364e-02 1.325182e-02
[112,] 0.9857307 2.853862e-02 1.426931e-02
[113,] 0.9845514 3.089726e-02 1.544863e-02
[114,] 0.9832359 3.352823e-02 1.676412e-02
[115,] 0.9819631 3.607387e-02 1.803694e-02
[116,] 0.9853840 2.923198e-02 1.461599e-02
[117,] 0.9884627 2.307464e-02 1.153732e-02
[118,] 0.9908589 1.828218e-02 9.141088e-03
[119,] 0.9901557 1.968861e-02 9.844305e-03
[120,] 0.9893291 2.134182e-02 1.067091e-02
[121,] 0.9883679 2.326420e-02 1.163210e-02
[122,] 0.9872602 2.547965e-02 1.273982e-02
[123,] 0.9859917 2.801653e-02 1.400826e-02
[124,] 0.9845846 3.083075e-02 1.541538e-02
[125,] 0.9829346 3.413086e-02 1.706543e-02
[126,] 0.9810650 3.787003e-02 1.893501e-02
[127,] 0.9789503 4.209932e-02 2.104966e-02
[128,] 0.9765760 4.684791e-02 2.342396e-02
[129,] 0.9739211 5.215786e-02 2.607893e-02
[130,] 0.9709251 5.814983e-02 2.907492e-02
[131,] 0.9675785 6.484307e-02 3.242154e-02
[132,] 0.9638514 7.229730e-02 3.614865e-02
[133,] 0.9597317 8.053650e-02 4.026825e-02
[134,] 0.9551535 8.969309e-02 4.484655e-02
[135,] 0.9500903 9.981936e-02 4.990968e-02
[136,] 0.9445461 1.109079e-01 5.545394e-02
[137,] 0.9385274 1.229453e-01 6.147264e-02
[138,] 0.9318923 1.362153e-01 6.810766e-02
[139,] 0.9246534 1.506933e-01 7.534663e-02
[140,] 0.9168442 1.663116e-01 8.315579e-02
[141,] 0.9083574 1.832853e-01 9.164265e-02
[142,] 0.8992265 2.015470e-01 1.007735e-01
[143,] 0.8894559 2.210881e-01 1.105441e-01
[144,] 0.8797991 2.404019e-01 1.202009e-01
[145,] 0.8686816 2.626368e-01 1.313184e-01
[146,] 0.8570379 2.859242e-01 1.429621e-01
[147,] 0.8446249 3.107501e-01 1.553751e-01
[148,] 0.8314912 3.370177e-01 1.685088e-01
[149,] 0.8177041 3.645919e-01 1.822959e-01
[150,] 0.8033284 3.933431e-01 1.966716e-01
[151,] 0.7883530 4.232939e-01 2.116470e-01
[152,] 0.7727607 4.544785e-01 2.272393e-01
[153,] 0.7566365 4.867270e-01 2.433635e-01
[154,] 0.7400241 5.199519e-01 2.599759e-01
[155,] 0.7229719 5.540563e-01 2.770281e-01
[156,] 0.7061971 5.876058e-01 2.938029e-01
[157,] 0.6903068 6.193863e-01 3.096932e-01
[158,] 0.6723069 6.553862e-01 3.276931e-01
[159,] 0.6540847 6.918305e-01 3.459153e-01
[160,] 0.6355884 7.288233e-01 3.644116e-01
[161,] 0.6170743 7.658515e-01 3.829257e-01
[162,] 0.5985237 8.029527e-01 4.014763e-01
[163,] 0.5799992 8.400017e-01 4.200008e-01
[164,] 0.5617549 8.764901e-01 4.382451e-01
[165,] 0.5434664 9.130671e-01 4.565336e-01
[166,] 0.5257770 9.484461e-01 4.742230e-01
[167,] 0.5079508 9.840984e-01 4.920492e-01
[168,] 0.4908156 9.816312e-01 5.091844e-01
[169,] 0.4736553 9.473107e-01 5.263447e-01
[170,] 0.5524986 8.950027e-01 4.475014e-01
[171,] 0.5354327 9.291346e-01 4.645673e-01
[172,] 0.5186413 9.627174e-01 4.813587e-01
[173,] 0.5033232 9.933536e-01 4.966768e-01
[174,] 0.5781981 8.436038e-01 4.218019e-01
[175,] 0.5642016 8.715969e-01 4.357984e-01
[176,] 0.6341540 7.316919e-01 3.658460e-01
[177,] 0.6956977 6.086046e-01 3.043023e-01
[178,] 0.7488409 5.023183e-01 2.511591e-01
[179,] 0.7942182 4.115637e-01 2.057818e-01
[180,] 0.7819988 4.360024e-01 2.180012e-01
[181,] 0.7695360 4.609281e-01 2.304640e-01
[182,] 0.7567323 4.865354e-01 2.432677e-01
[183,] 0.7439694 5.120613e-01 2.560306e-01
[184,] 0.7309074 5.381853e-01 2.690926e-01
[185,] 0.7180089 5.639822e-01 2.819911e-01
[186,] 0.7048652 5.902697e-01 2.951348e-01
[187,] 0.6918399 6.163202e-01 3.081601e-01
[188,] 0.7433711 5.132579e-01 2.566289e-01
[189,] 0.7872505 4.254990e-01 2.127495e-01
[190,] 0.8253955 3.492089e-01 1.746045e-01
[191,] 0.8578286 2.843428e-01 1.421714e-01
[192,] 0.8863198 2.273604e-01 1.136802e-01
[193,] 0.9089630 1.820740e-01 9.103700e-02
[194,] 0.9277310 1.445380e-01 7.226902e-02
[195,] 0.9431714 1.136571e-01 5.682855e-02
[196,] 0.9548884 9.022317e-02 4.511158e-02
[197,] 0.9663450 6.731007e-02 3.365504e-02
[198,] 0.9744633 5.107334e-02 2.553667e-02
[199,] 0.9810699 3.786017e-02 1.893009e-02
[200,] 0.9860763 2.784736e-02 1.392368e-02
[201,] 0.9892856 2.142886e-02 1.071443e-02
[202,] 0.9923805 1.523901e-02 7.619507e-03
[203,] 0.9914534 1.709330e-02 8.546650e-03
[204,] 0.9904203 1.915934e-02 9.579670e-03
[205,] 0.9893532 2.129368e-02 1.064684e-02
[206,] 0.9881094 2.378127e-02 1.189064e-02
[207,] 0.9867192 2.656166e-02 1.328083e-02
[208,] 0.9851757 2.964868e-02 1.482434e-02
[209,] 0.9834975 3.300491e-02 1.650246e-02
[210,] 0.9817412 3.651764e-02 1.825882e-02
[211,] 0.9797079 4.058411e-02 2.029205e-02
[212,] 0.9777226 4.455477e-02 2.227738e-02
[213,] 0.9753039 4.939216e-02 2.469608e-02
[214,] 0.9727028 5.459437e-02 2.729719e-02
[215,] 0.9698982 6.020365e-02 3.010183e-02
[216,] 0.9668602 6.627953e-02 3.313977e-02
[217,] 0.9636042 7.279161e-02 3.639581e-02
[218,] 0.9602958 7.940839e-02 3.970420e-02
[219,] 0.9565660 8.686806e-02 4.343403e-02
[220,] 0.9525939 9.481221e-02 4.740610e-02
[221,] 0.9482163 1.035674e-01 5.178368e-02
[222,] 0.9437443 1.125115e-01 5.625574e-02
[223,] 0.9389867 1.220266e-01 6.101328e-02
[224,] 0.9340376 1.319247e-01 6.596237e-02
[225,] 0.9288647 1.422706e-01 7.113532e-02
[226,] 0.9237161 1.525677e-01 7.628387e-02
[227,] 0.9181424 1.637152e-01 8.185759e-02
[228,] 0.9123995 1.752010e-01 8.760051e-02
[229,] 0.9064858 1.870285e-01 9.351424e-02
[230,] 0.9005655 1.988689e-01 9.943447e-02
[231,] 0.8944110 2.111781e-01 1.055890e-01
[232,] 0.8881773 2.236454e-01 1.118227e-01
[233,] 0.8818978 2.362044e-01 1.181022e-01
[234,] 0.8756371 2.487258e-01 1.243629e-01
[235,] 0.8693740 2.612521e-01 1.306260e-01
[236,] 0.8633999 2.732002e-01 1.366001e-01
[237,] 0.8572088 2.855824e-01 1.427912e-01
[238,] 0.8817385 2.365229e-01 1.182615e-01
[239,] 0.9031314 1.937373e-01 9.686863e-02
[240,] 0.8978894 2.042213e-01 1.021106e-01
[241,] 0.9170161 1.659678e-01 8.298388e-02
[242,] 0.9334818 1.330363e-01 6.651817e-02
[243,] 0.9297263 1.405475e-01 7.027375e-02
[244,] 0.9442460 1.115080e-01 5.575401e-02
[245,] 0.9400878 1.198245e-01 5.991225e-02
[246,] 0.9364104 1.271792e-01 6.358959e-02
[247,] 0.9330536 1.338929e-01 6.694645e-02
[248,] 0.9287937 1.424126e-01 7.120629e-02
[249,] 0.9251842 1.496316e-01 7.481582e-02
[250,] 0.9233494 1.533012e-01 7.665062e-02
[251,] 0.9385289 1.229421e-01 6.147106e-02
[252,] 0.9347384 1.305232e-01 6.526161e-02
[253,] 0.9482263 1.035475e-01 5.177373e-02
[254,] 0.9596851 8.062989e-02 4.031494e-02
[255,] 0.9564027 8.719457e-02 4.359729e-02
[256,] 0.9537456 9.250871e-02 4.625436e-02
[257,] 0.9642982 7.140362e-02 3.570181e-02
[258,] 0.9614536 7.709280e-02 3.854640e-02
[259,] 0.9707237 5.855257e-02 2.927629e-02
[260,] 0.9679623 6.407538e-02 3.203769e-02
[261,] 0.9761356 4.772884e-02 2.386442e-02
[262,] 0.9737655 5.246909e-02 2.623454e-02
[263,] 0.9808783 3.824343e-02 1.912171e-02
[264,] 0.9865346 2.693090e-02 1.346545e-02
[265,] 0.9908945 1.821106e-02 9.105529e-03
[266,] 0.9897901 2.041978e-02 1.020989e-02
[267,] 0.9884842 2.303151e-02 1.151575e-02
[268,] 0.9873712 2.525763e-02 1.262881e-02
[269,] 0.9862378 2.752433e-02 1.376217e-02
[270,] 0.9846334 3.073317e-02 1.536659e-02
[271,] 0.9879857 2.402853e-02 1.201427e-02
[272,] 0.9866681 2.666380e-02 1.333190e-02
[273,] 0.9910662 1.786769e-02 8.933845e-03
[274,] 0.9898753 2.024937e-02 1.012468e-02
[275,] 0.9893866 2.122677e-02 1.061339e-02
[276,] 0.9880559 2.388823e-02 1.194411e-02
[277,] 0.9866264 2.674714e-02 1.337357e-02
[278,] 0.9850633 2.987341e-02 1.493671e-02
[279,] 0.9899264 2.014712e-02 1.007356e-02
[280,] 0.9886538 2.269236e-02 1.134618e-02
[281,] 0.9926489 1.470228e-02 7.351142e-03
[282,] 0.9923218 1.535647e-02 7.678234e-03
[283,] 0.9952686 9.462740e-03 4.731370e-03
[284,] 0.9946787 1.064262e-02 5.321308e-03
[285,] 0.9939085 1.218301e-02 6.091507e-03
[286,] 0.9930024 1.399522e-02 6.997611e-03
[287,] 0.9921522 1.569565e-02 7.847826e-03
[288,] 0.9947766 1.044687e-02 5.223433e-03
[289,] 0.9939574 1.208520e-02 6.042599e-03
[290,] 0.9964829 7.034137e-03 3.517068e-03
[291,] 0.9958685 8.263058e-03 4.131529e-03
[292,] 0.9951672 9.665616e-03 4.832808e-03
[293,] 0.9972798 5.440374e-03 2.720187e-03
[294,] 0.9967746 6.450828e-03 3.225414e-03
[295,] 0.9961822 7.635603e-03 3.817802e-03
[296,] 0.9980064 3.987123e-03 1.993562e-03
[297,] 0.9977939 4.412208e-03 2.206104e-03
[298,] 0.9973848 5.230390e-03 2.615195e-03
[299,] 0.9987312 2.537651e-03 1.268826e-03
[300,] 0.9994249 1.150236e-03 5.751178e-04
[301,] 0.9993035 1.392908e-03 6.964539e-04
[302,] 0.9997417 5.166062e-04 2.583031e-04
[303,] 0.9999225 1.550628e-04 7.753139e-05
[304,] 0.9999108 1.784058e-04 8.920292e-05
[305,] 0.9999787 4.250305e-05 2.125152e-05
[306,] 0.9999961 7.853319e-06 3.926659e-06
[307,] 0.9999944 1.111843e-05 5.559216e-06
[308,] 0.9999922 1.557390e-05 7.786948e-06
[309,] 0.9999890 2.191563e-05 1.095782e-05
[310,] 0.9999848 3.037103e-05 1.518551e-05
[311,] 0.9999789 4.224554e-05 2.112277e-05
[312,] 0.9999706 5.875319e-05 2.937660e-05
[313,] 0.9999593 8.136014e-05 4.068007e-05
[314,] 0.9999439 1.121682e-04 5.608410e-05
[315,] 0.9999230 1.539412e-04 7.697058e-05
[316,] 0.9999871 2.584590e-05 1.292295e-05
[317,] 0.9999816 3.675751e-05 1.837876e-05
[318,] 0.9999740 5.202383e-05 2.601192e-05
[319,] 0.9999971 5.767181e-06 2.883591e-06
[320,] 0.9999998 3.130390e-07 1.565195e-07
[321,] 0.9999998 4.795512e-07 2.397756e-07
[322,] 0.9999996 7.317807e-07 3.658904e-07
[323,] 0.9999994 1.112216e-06 5.561082e-07
[324,] 0.9999992 1.683501e-06 8.417506e-07
[325,] 0.9999987 2.537509e-06 1.268755e-06
[326,] 0.9999981 3.828144e-06 1.914072e-06
[327,] 0.9999971 5.733969e-06 2.866985e-06
[328,] 0.9999957 8.530748e-06 4.265374e-06
[329,] 0.9999936 1.270965e-05 6.354823e-06
[330,] 0.9999906 1.873667e-05 9.368334e-06
[331,] 0.9999862 2.751041e-05 1.375521e-05
[332,] 0.9999797 4.050873e-05 2.025437e-05
[333,] 0.9999704 5.929593e-05 2.964797e-05
[334,] 0.9999571 8.575634e-05 4.287817e-05
[335,] 0.9999383 1.233742e-04 6.168708e-05
[336,] 0.9999117 1.765450e-04 8.827249e-05
[337,] 0.9998744 2.512560e-04 1.256280e-04
[338,] 0.9998222 3.556020e-04 1.778010e-04
[339,] 0.9997489 5.022329e-04 2.511164e-04
[340,] 0.9996486 7.028115e-04 3.514058e-04
[341,] 0.9995111 9.777457e-04 4.888728e-04
[342,] 0.9993239 1.352143e-03 6.760713e-04
[343,] 0.9990668 1.866312e-03 9.331558e-04
[344,] 0.9987208 2.558304e-03 1.279152e-03
[345,] 0.9982582 3.483546e-03 1.741773e-03
[346,] 0.9976489 4.702156e-03 2.351078e-03
[347,] 0.9968473 6.305459e-03 3.152730e-03
[348,] 0.9958003 8.399475e-03 4.199738e-03
[349,] 0.9945524 1.089519e-02 5.447597e-03
[350,] 0.9928327 1.433456e-02 7.167279e-03
[351,] 0.9906363 1.872732e-02 9.363662e-03
[352,] 0.9878540 2.429192e-02 1.214596e-02
[353,] 0.9843571 3.128575e-02 1.564287e-02
[354,] 0.9800034 3.999316e-02 1.999658e-02
[355,] 0.9746285 5.074293e-02 2.537147e-02
[356,] 0.9941106 1.177890e-02 5.889448e-03
[357,] 0.9921555 1.568896e-02 7.844480e-03
[358,] 0.9896851 2.062978e-02 1.031489e-02
[359,] 0.9865366 2.692678e-02 1.346339e-02
[360,] 0.9825584 3.488318e-02 1.744159e-02
[361,] 0.9775761 4.484789e-02 2.242394e-02
[362,] 0.9713922 5.721562e-02 2.860781e-02
[363,] 0.9637877 7.242464e-02 3.621232e-02
[364,] 0.9549301 9.013979e-02 4.506990e-02
[365,] 0.9437897 1.124206e-01 5.621030e-02
[366,] 0.9305395 1.389211e-01 6.946054e-02
[367,] 0.9147713 1.704574e-01 8.522872e-02
[368,] 0.8963057 2.073885e-01 1.036943e-01
[369,] 0.8755642 2.488717e-01 1.244358e-01
[370,] 0.8511388 2.977225e-01 1.488612e-01
[371,] 0.8234519 3.530962e-01 1.765481e-01
[372,] 0.7924805 4.150389e-01 2.075195e-01
[373,] 0.7582645 4.834710e-01 2.417355e-01
[374,] 0.7313389 5.373223e-01 2.686611e-01
[375,] 0.7272735 5.454529e-01 2.727265e-01
[376,] 0.6879958 6.240084e-01 3.120042e-01
[377,] 0.6502894 6.994212e-01 3.497106e-01
[378,] 0.6123137 7.753726e-01 3.876863e-01
[379,] 0.5709082 8.581836e-01 4.290918e-01
[380,] 0.5289907 9.420186e-01 4.710093e-01
[381,] 0.4871973 9.743946e-01 5.128027e-01
[382,] 0.4519398 9.038795e-01 5.480602e-01
[383,] 0.4167773 8.335545e-01 5.832227e-01
[384,] 0.3838376 7.676752e-01 6.161624e-01
[385,] 0.3531900 7.063799e-01 6.468100e-01
[386,] 0.3278943 6.557885e-01 6.721057e-01
[387,] 0.4738960 9.477921e-01 5.261040e-01
[388,] 0.4361299 8.722598e-01 5.638701e-01
[389,] 0.4125216 8.250432e-01 5.874784e-01
[390,] 0.4518309 9.036617e-01 5.481691e-01
[391,] 0.4156365 8.312731e-01 5.843635e-01
[392,] 0.3975365 7.950729e-01 6.024635e-01
[393,] 0.3566845 7.133689e-01 6.433155e-01
[394,] 0.3270830 6.541660e-01 6.729170e-01
[395,] 0.3081270 6.162540e-01 6.918730e-01
[396,] 0.4055421 8.110842e-01 5.944579e-01
[397,] 0.3640120 7.280241e-01 6.359880e-01
[398,] 0.3249052 6.498105e-01 6.750948e-01
[399,] 0.2965655 5.931310e-01 7.034345e-01
[400,] 0.2929398 5.858796e-01 7.070602e-01
[401,] 0.3048224 6.096449e-01 6.951776e-01
[402,] 0.3167440 6.334880e-01 6.832560e-01
[403,] 0.3800872 7.601744e-01 6.199128e-01
[404,] 0.3503325 7.006650e-01 6.496675e-01
[405,] 0.3595833 7.191665e-01 6.404167e-01
[406,] 0.4862765 9.725529e-01 5.137235e-01
[407,] 0.4035244 8.070487e-01 5.964756e-01
[408,] 0.3286453 6.572907e-01 6.713547e-01
[409,] 0.5086080 9.827841e-01 4.913920e-01
[410,] 0.6466289 7.067421e-01 3.533711e-01
[411,] 0.5815634 8.368733e-01 4.184366e-01
[412,] 0.4880266 9.760532e-01 5.119734e-01
[413,] 0.3745943 7.491887e-01 6.254057e-01
[414,] 0.6125441 7.749117e-01 3.874559e-01
> postscript(file="/var/www/html/rcomp/tmp/1x09i1291362741.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/2x09i1291362741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3x09i1291362741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/4q9831291362741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/5q9831291362741.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 = 431
Frequency = 1
1 2 3 4 5 6
-0.459227029 -0.008422217 -0.049553429 -0.202494451 0.386241923 0.346116566
7 8 9 10 11 12
-0.575504074 0.224780223 0.510550335 0.448395312 -0.565945185 -0.477138436
13 14 15 16 17 18
0.458752944 -0.268205933 0.520212238 -0.513550934 -0.485328045 0.545764607
19 20 21 22 23 24
0.503340900 -0.406248421 0.537179760 0.551851200 -0.452293486 -0.374329235
25 26 27 28 29 30
-0.400009612 -0.410374294 0.574413189 -0.308829635 -0.431969845 -0.385442083
31 32 33 34 35 36
0.578304632 0.579354193 0.576258108 0.589991073 -0.480089532 -0.388686745
37 38 39 40 41 42
-0.419434060 0.574874118 0.562874704 -0.343384796 -0.358090337 -0.380752128
43 44 45 46 47 48
-0.384755695 -0.381134489 -0.364712076 0.636227813 0.572929148 0.611698994
49 50 51 52 53 54
-0.386102764 -0.336213336 0.605792488 0.608976016 0.593297829 0.606623034
55 56 57 58 59 60
0.633595390 -0.360686368 -0.374836962 -0.373779951 -0.356628092 0.631294242
61 62 63 64 65 66
0.620125570 -0.329079491 0.635214747 0.646582219 -0.346981209 -0.342590568
67 68 69 70 71 72
-0.329211872 0.639540563 -0.370515011 0.637057911 0.678604504 -0.345519632
73 74 75 76 77 78
-0.346537275 -0.340521984 -0.357417171 0.666922978 -0.351788695 -0.327976021
79 80 81 82 83 84
-0.339857051 0.645063516 -0.336547184 0.642903385 -0.360261748 -0.323110907
85 86 87 88 89 90
-0.352593013 0.660045644 -0.357139236 -0.347027610 -0.343045085 -0.348876265
91 92 93 94 95 96
-0.345147748 0.659422631 -0.342455215 0.649387484 -0.326765624 0.665291180
97 98 99 100 101 102
-0.355911580 0.671889634 -0.355662345 0.673116626 0.675542270 -0.322037993
103 104 105 106 107 108
-0.339821390 -0.343389323 -0.330263029 -0.313708407 0.705121356 0.644114521
109 110 111 112 113 114
-0.330377929 0.688164022 -0.333074060 0.713095179 -0.304452127 0.688341194
115 116 117 118 119 120
0.680252424 -0.318597566 -0.324088923 -0.340503202 0.699176593 -0.313514684
121 122 123 124 125 126
-0.344869677 -0.316984722 -0.323110572 0.655418911 0.694901272 0.700970034
127 128 129 130 131 132
-0.308622687 -0.308009011 -0.306281345 -0.307062457 -0.306368689 -0.312988599
133 134 135 136 137 138
-0.305502228 -0.304728385 -0.304462075 -0.304928182 -0.303279203 -0.302901845
139 140 141 142 143 144
-0.302381769 -0.301861692 -0.300590874 -0.300821540 -0.300325491 -0.299844400
145 146 147 148 149 150
-0.303021870 -0.298051847 -0.298221157 -0.297552438 -0.297181004 -0.296764740
151 152 153 154 155 156
-0.294927411 -0.295830557 -0.295100698 -0.290983217 -0.294046907 -0.293540469
157 158 159 160 161 162
-0.293020392 -0.292886204 -0.294553607 -0.291460163 -0.290940087 -0.290420010
163 164 165 166 167 168
-0.289899934 -0.290212115 -0.288238632 -0.288339704 -0.287819628 -0.294170625
169 170 171 172 173 174
-0.286779475 -0.286259398 -0.285739322 -0.285176829 -0.284699169 -0.284894620
175 176 177 178 179 180
-0.283659016 -0.283005415 -0.282618863 0.717805185 -0.281578710 -0.281058634
181 182 183 184 185 186
-0.292293217 0.713870601 -0.279272738 0.721846150 0.720684313 0.721543707
187 188 189 190 191 192
0.716756317 -0.277631785 -0.274675487 -0.275857869 -0.276183485 -0.274817716
193 194 195 196 197 198
-0.275428668 -0.273777563 -0.273290415 0.727262590 0.704772756 0.728302743
199 200 201 202 203 204
0.728822820 0.726678503 0.729862972 0.730383049 0.730903125 0.735871747
205 206 207 208 209 210
0.724818626 0.732189403 0.731750648 0.733503508 0.731181915 0.734543661
211 212 213 214 215 216
-0.264936263 -0.264416186 -0.262370731 -0.261427137 -0.263450636 -0.262335880
217 218 219 220 221 222
-0.261744169 -0.261234823 -0.260775651 -0.261254860 -0.255706754 -0.259215422
223 224 225 226 227 228
-0.258640793 -0.258175269 -0.257674447 -0.257289373 -0.256615039 -0.256094963
229 230 231 232 233 234
-0.255503681 -0.255054810 -0.254404220 -0.254014657 -0.253494580 -0.254139807
235 236 237 238 239 240
-0.252454427 -0.251904819 -0.251414274 -0.250773486 -0.250374122 -0.249854045
241 242 243 244 245 246
-0.249333969 -0.249906823 -0.248293816 -0.247269035 -0.254244636 0.753266414
247 248 249 250 251 252
0.753786490 -0.244869477 0.754826643 0.755346720 -0.239893239 0.756386873
253 254 255 256 257 258
-0.242760834 -0.244712725 -0.246665526 -0.241532821 -0.241383431 -0.235636816
259 260 261 262 263 264
0.760027408 -0.239452516 0.761067561 0.761587637 -0.243685786 -0.237457634
265 266 267 268 269 270
0.763147867 -0.236332057 0.764188020 -0.247949594 0.765228173 -0.237701161
271 272 273 274 275 276
0.766268326 0.766788402 0.767308479 -0.231498092 -0.231651368 -0.232348633
277 278 279 280 281 282
-0.232739827 -0.230091139 0.770962281 -0.229463582 0.771469090 -0.228010833
283 284 285 286 287 288
-0.224860968 -0.226970680 -0.228778225 -0.225930527 0.774589549 -0.225473073
289 290 291 292 293 294
0.775629702 -0.219225964 0.776669855 -0.224378362 -0.233308919 -0.221769915
295 296 297 298 299 300
-0.219858717 0.775051172 -0.220209686 0.780310390 -0.219169533 -0.218649457
301 302 303 304 305 306
0.782151228 -0.215374678 -0.217089227 0.783430849 -0.219558600 -0.215313659
307 308 309 310 311 312
0.784991079 0.784509886 -0.212764212 0.786551308 0.787071385 -0.222490898
313 314 315 316 317 318
0.788111538 0.787145355 -0.210806652 -0.213658856 -0.209587437 -0.207734647
319 320 321 322 323 324
-0.208618465 -0.208247927 -0.207727851 -0.207207774 -0.206687698 0.793832379
325 326 327 328 329 330
-0.205647545 -0.204661631 0.795392608 0.795912685 -0.203567239 -0.203047162
331 332 333 334 335 336
-0.202527086 -0.202007009 -0.201486933 -0.200737043 -0.200400304 -0.199926704
337 338 339 340 341 342
-0.199125928 -0.198886551 -0.198432877 -0.197140486 -0.196187485 -0.196806245
343 344 345 346 347 348
-0.196286168 -0.195766092 -0.195246015 -0.194725939 -0.191867271 -0.193685786
349 350 351 352 353 354
-0.193165709 -0.192645633 -0.190957703 -0.191452775 -0.192341054 -0.190539468
355 356 357 358 359 360
-0.190045250 -0.189525174 -0.194749805 -0.188485021 -0.187964945 -0.187444868
361 362 363 364 365 366
-0.186826137 -0.186404715 -0.185884639 0.815372913 -0.183710733 -0.184324409
367 368 369 370 371 372
-0.183804333 -0.183284256 -0.182764180 -0.182244103 -0.181724027 -0.179454651
373 374 375 376 377 378
-0.186463988 -0.179864575 -0.179643721 -0.179123645 -0.175513673 -0.177624561
379 380 381 382 383 384
-0.177563415 -0.177043339 -0.176523262 -0.181154346 -0.164892540 -0.174963033
385 386 387 388 389 390
-0.175070379 -0.164239280 -0.173439269 -0.172896769 -0.171935618 -0.168756889
391 392 393 394 395 396
-0.173348565 -0.168215780 -0.167236095 -0.180359387 0.829835174 -0.164522768
397 398 399 400 401 402
-0.158690563 0.790620458 -0.167257816 0.865447441 -0.172336510 -0.169701489
403 404 405 406 407 408
-0.163193320 0.836232488 -0.163871057 -0.167635637 -0.167534650 -0.162062925
409 410 411 412 413 414
-0.158019243 -0.160152020 -0.161584030 0.838624373 0.842740536 0.837680980
415 416 417 418 419 420
-0.161815335 -0.157875168 -0.162088832 0.845533149 -0.159167317 -0.152707271
421 422 423 424 425 426
-0.148799151 -0.148322971 0.909953407 -0.101733986 -0.139569509 0.856742644
427 428 429 430 431
-0.108400138 -0.191635613 -0.144922791 -0.183010952 -0.065297927
> postscript(file="/var/www/html/rcomp/tmp/6q9831291362741.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 = 431
Frequency = 1
lag(myerror, k = 1) myerror
0 -0.459227029 NA
1 -0.008422217 -0.459227029
2 -0.049553429 -0.008422217
3 -0.202494451 -0.049553429
4 0.386241923 -0.202494451
5 0.346116566 0.386241923
6 -0.575504074 0.346116566
7 0.224780223 -0.575504074
8 0.510550335 0.224780223
9 0.448395312 0.510550335
10 -0.565945185 0.448395312
11 -0.477138436 -0.565945185
12 0.458752944 -0.477138436
13 -0.268205933 0.458752944
14 0.520212238 -0.268205933
15 -0.513550934 0.520212238
16 -0.485328045 -0.513550934
17 0.545764607 -0.485328045
18 0.503340900 0.545764607
19 -0.406248421 0.503340900
20 0.537179760 -0.406248421
21 0.551851200 0.537179760
22 -0.452293486 0.551851200
23 -0.374329235 -0.452293486
24 -0.400009612 -0.374329235
25 -0.410374294 -0.400009612
26 0.574413189 -0.410374294
27 -0.308829635 0.574413189
28 -0.431969845 -0.308829635
29 -0.385442083 -0.431969845
30 0.578304632 -0.385442083
31 0.579354193 0.578304632
32 0.576258108 0.579354193
33 0.589991073 0.576258108
34 -0.480089532 0.589991073
35 -0.388686745 -0.480089532
36 -0.419434060 -0.388686745
37 0.574874118 -0.419434060
38 0.562874704 0.574874118
39 -0.343384796 0.562874704
40 -0.358090337 -0.343384796
41 -0.380752128 -0.358090337
42 -0.384755695 -0.380752128
43 -0.381134489 -0.384755695
44 -0.364712076 -0.381134489
45 0.636227813 -0.364712076
46 0.572929148 0.636227813
47 0.611698994 0.572929148
48 -0.386102764 0.611698994
49 -0.336213336 -0.386102764
50 0.605792488 -0.336213336
51 0.608976016 0.605792488
52 0.593297829 0.608976016
53 0.606623034 0.593297829
54 0.633595390 0.606623034
55 -0.360686368 0.633595390
56 -0.374836962 -0.360686368
57 -0.373779951 -0.374836962
58 -0.356628092 -0.373779951
59 0.631294242 -0.356628092
60 0.620125570 0.631294242
61 -0.329079491 0.620125570
62 0.635214747 -0.329079491
63 0.646582219 0.635214747
64 -0.346981209 0.646582219
65 -0.342590568 -0.346981209
66 -0.329211872 -0.342590568
67 0.639540563 -0.329211872
68 -0.370515011 0.639540563
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70 0.678604504 0.637057911
71 -0.345519632 0.678604504
72 -0.346537275 -0.345519632
73 -0.340521984 -0.346537275
74 -0.357417171 -0.340521984
75 0.666922978 -0.357417171
76 -0.351788695 0.666922978
77 -0.327976021 -0.351788695
78 -0.339857051 -0.327976021
79 0.645063516 -0.339857051
80 -0.336547184 0.645063516
81 0.642903385 -0.336547184
82 -0.360261748 0.642903385
83 -0.323110907 -0.360261748
84 -0.352593013 -0.323110907
85 0.660045644 -0.352593013
86 -0.357139236 0.660045644
87 -0.347027610 -0.357139236
88 -0.343045085 -0.347027610
89 -0.348876265 -0.343045085
90 -0.345147748 -0.348876265
91 0.659422631 -0.345147748
92 -0.342455215 0.659422631
93 0.649387484 -0.342455215
94 -0.326765624 0.649387484
95 0.665291180 -0.326765624
96 -0.355911580 0.665291180
97 0.671889634 -0.355911580
98 -0.355662345 0.671889634
99 0.673116626 -0.355662345
100 0.675542270 0.673116626
101 -0.322037993 0.675542270
102 -0.339821390 -0.322037993
103 -0.343389323 -0.339821390
104 -0.330263029 -0.343389323
105 -0.313708407 -0.330263029
106 0.705121356 -0.313708407
107 0.644114521 0.705121356
108 -0.330377929 0.644114521
109 0.688164022 -0.330377929
110 -0.333074060 0.688164022
111 0.713095179 -0.333074060
112 -0.304452127 0.713095179
113 0.688341194 -0.304452127
114 0.680252424 0.688341194
115 -0.318597566 0.680252424
116 -0.324088923 -0.318597566
117 -0.340503202 -0.324088923
118 0.699176593 -0.340503202
119 -0.313514684 0.699176593
120 -0.344869677 -0.313514684
121 -0.316984722 -0.344869677
122 -0.323110572 -0.316984722
123 0.655418911 -0.323110572
124 0.694901272 0.655418911
125 0.700970034 0.694901272
126 -0.308622687 0.700970034
127 -0.308009011 -0.308622687
128 -0.306281345 -0.308009011
129 -0.307062457 -0.306281345
130 -0.306368689 -0.307062457
131 -0.312988599 -0.306368689
132 -0.305502228 -0.312988599
133 -0.304728385 -0.305502228
134 -0.304462075 -0.304728385
135 -0.304928182 -0.304462075
136 -0.303279203 -0.304928182
137 -0.302901845 -0.303279203
138 -0.302381769 -0.302901845
139 -0.301861692 -0.302381769
140 -0.300590874 -0.301861692
141 -0.300821540 -0.300590874
142 -0.300325491 -0.300821540
143 -0.299844400 -0.300325491
144 -0.303021870 -0.299844400
145 -0.298051847 -0.303021870
146 -0.298221157 -0.298051847
147 -0.297552438 -0.298221157
148 -0.297181004 -0.297552438
149 -0.296764740 -0.297181004
150 -0.294927411 -0.296764740
151 -0.295830557 -0.294927411
152 -0.295100698 -0.295830557
153 -0.290983217 -0.295100698
154 -0.294046907 -0.290983217
155 -0.293540469 -0.294046907
156 -0.293020392 -0.293540469
157 -0.292886204 -0.293020392
158 -0.294553607 -0.292886204
159 -0.291460163 -0.294553607
160 -0.290940087 -0.291460163
161 -0.290420010 -0.290940087
162 -0.289899934 -0.290420010
163 -0.290212115 -0.289899934
164 -0.288238632 -0.290212115
165 -0.288339704 -0.288238632
166 -0.287819628 -0.288339704
167 -0.294170625 -0.287819628
168 -0.286779475 -0.294170625
169 -0.286259398 -0.286779475
170 -0.285739322 -0.286259398
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172 -0.284699169 -0.285176829
173 -0.284894620 -0.284699169
174 -0.283659016 -0.284894620
175 -0.283005415 -0.283659016
176 -0.282618863 -0.283005415
177 0.717805185 -0.282618863
178 -0.281578710 0.717805185
179 -0.281058634 -0.281578710
180 -0.292293217 -0.281058634
181 0.713870601 -0.292293217
182 -0.279272738 0.713870601
183 0.721846150 -0.279272738
184 0.720684313 0.721846150
185 0.721543707 0.720684313
186 0.716756317 0.721543707
187 -0.277631785 0.716756317
188 -0.274675487 -0.277631785
189 -0.275857869 -0.274675487
190 -0.276183485 -0.275857869
191 -0.274817716 -0.276183485
192 -0.275428668 -0.274817716
193 -0.273777563 -0.275428668
194 -0.273290415 -0.273777563
195 0.727262590 -0.273290415
196 0.704772756 0.727262590
197 0.728302743 0.704772756
198 0.728822820 0.728302743
199 0.726678503 0.728822820
200 0.729862972 0.726678503
201 0.730383049 0.729862972
202 0.730903125 0.730383049
203 0.735871747 0.730903125
204 0.724818626 0.735871747
205 0.732189403 0.724818626
206 0.731750648 0.732189403
207 0.733503508 0.731750648
208 0.731181915 0.733503508
209 0.734543661 0.731181915
210 -0.264936263 0.734543661
211 -0.264416186 -0.264936263
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213 -0.261427137 -0.262370731
214 -0.263450636 -0.261427137
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220 -0.255706754 -0.261254860
221 -0.259215422 -0.255706754
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228 -0.255503681 -0.256094963
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245 0.753266414 -0.254244636
246 0.753786490 0.753266414
247 -0.244869477 0.753786490
248 0.754826643 -0.244869477
249 0.755346720 0.754826643
250 -0.239893239 0.755346720
251 0.756386873 -0.239893239
252 -0.242760834 0.756386873
253 -0.244712725 -0.242760834
254 -0.246665526 -0.244712725
255 -0.241532821 -0.246665526
256 -0.241383431 -0.241532821
257 -0.235636816 -0.241383431
258 0.760027408 -0.235636816
259 -0.239452516 0.760027408
260 0.761067561 -0.239452516
261 0.761587637 0.761067561
262 -0.243685786 0.761587637
263 -0.237457634 -0.243685786
264 0.763147867 -0.237457634
265 -0.236332057 0.763147867
266 0.764188020 -0.236332057
267 -0.247949594 0.764188020
268 0.765228173 -0.247949594
269 -0.237701161 0.765228173
270 0.766268326 -0.237701161
271 0.766788402 0.766268326
272 0.767308479 0.766788402
273 -0.231498092 0.767308479
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275 -0.232348633 -0.231651368
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278 0.770962281 -0.230091139
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280 0.771469090 -0.229463582
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286 0.774589549 -0.225930527
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288 0.775629702 -0.225473073
289 -0.219225964 0.775629702
290 0.776669855 -0.219225964
291 -0.224378362 0.776669855
292 -0.233308919 -0.224378362
293 -0.221769915 -0.233308919
294 -0.219858717 -0.221769915
295 0.775051172 -0.219858717
296 -0.220209686 0.775051172
297 0.780310390 -0.220209686
298 -0.219169533 0.780310390
299 -0.218649457 -0.219169533
300 0.782151228 -0.218649457
301 -0.215374678 0.782151228
302 -0.217089227 -0.215374678
303 0.783430849 -0.217089227
304 -0.219558600 0.783430849
305 -0.215313659 -0.219558600
306 0.784991079 -0.215313659
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310 0.787071385 0.786551308
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313 0.787145355 0.788111538
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315 -0.213658856 -0.210806652
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320 -0.207727851 -0.208247927
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322 -0.206687698 -0.207207774
323 0.793832379 -0.206687698
324 -0.205647545 0.793832379
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326 0.795392608 -0.204661631
327 0.795912685 0.795392608
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330 -0.202527086 -0.203047162
331 -0.202007009 -0.202527086
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335 -0.199926704 -0.200400304
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367 -0.183284256 -0.183804333
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379 -0.177043339 -0.177563415
380 -0.176523262 -0.177043339
381 -0.181154346 -0.176523262
382 -0.164892540 -0.181154346
383 -0.174963033 -0.164892540
384 -0.175070379 -0.174963033
385 -0.164239280 -0.175070379
386 -0.173439269 -0.164239280
387 -0.172896769 -0.173439269
388 -0.171935618 -0.172896769
389 -0.168756889 -0.171935618
390 -0.173348565 -0.168756889
391 -0.168215780 -0.173348565
392 -0.167236095 -0.168215780
393 -0.180359387 -0.167236095
394 0.829835174 -0.180359387
395 -0.164522768 0.829835174
396 -0.158690563 -0.164522768
397 0.790620458 -0.158690563
398 -0.167257816 0.790620458
399 0.865447441 -0.167257816
400 -0.172336510 0.865447441
401 -0.169701489 -0.172336510
402 -0.163193320 -0.169701489
403 0.836232488 -0.163193320
404 -0.163871057 0.836232488
405 -0.167635637 -0.163871057
406 -0.167534650 -0.167635637
407 -0.162062925 -0.167534650
408 -0.158019243 -0.162062925
409 -0.160152020 -0.158019243
410 -0.161584030 -0.160152020
411 0.838624373 -0.161584030
412 0.842740536 0.838624373
413 0.837680980 0.842740536
414 -0.161815335 0.837680980
415 -0.157875168 -0.161815335
416 -0.162088832 -0.157875168
417 0.845533149 -0.162088832
418 -0.159167317 0.845533149
419 -0.152707271 -0.159167317
420 -0.148799151 -0.152707271
421 -0.148322971 -0.148799151
422 0.909953407 -0.148322971
423 -0.101733986 0.909953407
424 -0.139569509 -0.101733986
425 0.856742644 -0.139569509
426 -0.108400138 0.856742644
427 -0.191635613 -0.108400138
428 -0.144922791 -0.191635613
429 -0.183010952 -0.144922791
430 -0.065297927 -0.183010952
431 NA -0.065297927
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -0.008422217 -0.459227029
[2,] -0.049553429 -0.008422217
[3,] -0.202494451 -0.049553429
[4,] 0.386241923 -0.202494451
[5,] 0.346116566 0.386241923
[6,] -0.575504074 0.346116566
[7,] 0.224780223 -0.575504074
[8,] 0.510550335 0.224780223
[9,] 0.448395312 0.510550335
[10,] -0.565945185 0.448395312
[11,] -0.477138436 -0.565945185
[12,] 0.458752944 -0.477138436
[13,] -0.268205933 0.458752944
[14,] 0.520212238 -0.268205933
[15,] -0.513550934 0.520212238
[16,] -0.485328045 -0.513550934
[17,] 0.545764607 -0.485328045
[18,] 0.503340900 0.545764607
[19,] -0.406248421 0.503340900
[20,] 0.537179760 -0.406248421
[21,] 0.551851200 0.537179760
[22,] -0.452293486 0.551851200
[23,] -0.374329235 -0.452293486
[24,] -0.400009612 -0.374329235
[25,] -0.410374294 -0.400009612
[26,] 0.574413189 -0.410374294
[27,] -0.308829635 0.574413189
[28,] -0.431969845 -0.308829635
[29,] -0.385442083 -0.431969845
[30,] 0.578304632 -0.385442083
[31,] 0.579354193 0.578304632
[32,] 0.576258108 0.579354193
[33,] 0.589991073 0.576258108
[34,] -0.480089532 0.589991073
[35,] -0.388686745 -0.480089532
[36,] -0.419434060 -0.388686745
[37,] 0.574874118 -0.419434060
[38,] 0.562874704 0.574874118
[39,] -0.343384796 0.562874704
[40,] -0.358090337 -0.343384796
[41,] -0.380752128 -0.358090337
[42,] -0.384755695 -0.380752128
[43,] -0.381134489 -0.384755695
[44,] -0.364712076 -0.381134489
[45,] 0.636227813 -0.364712076
[46,] 0.572929148 0.636227813
[47,] 0.611698994 0.572929148
[48,] -0.386102764 0.611698994
[49,] -0.336213336 -0.386102764
[50,] 0.605792488 -0.336213336
[51,] 0.608976016 0.605792488
[52,] 0.593297829 0.608976016
[53,] 0.606623034 0.593297829
[54,] 0.633595390 0.606623034
[55,] -0.360686368 0.633595390
[56,] -0.374836962 -0.360686368
[57,] -0.373779951 -0.374836962
[58,] -0.356628092 -0.373779951
[59,] 0.631294242 -0.356628092
[60,] 0.620125570 0.631294242
[61,] -0.329079491 0.620125570
[62,] 0.635214747 -0.329079491
[63,] 0.646582219 0.635214747
[64,] -0.346981209 0.646582219
[65,] -0.342590568 -0.346981209
[66,] -0.329211872 -0.342590568
[67,] 0.639540563 -0.329211872
[68,] -0.370515011 0.639540563
[69,] 0.637057911 -0.370515011
[70,] 0.678604504 0.637057911
[71,] -0.345519632 0.678604504
[72,] -0.346537275 -0.345519632
[73,] -0.340521984 -0.346537275
[74,] -0.357417171 -0.340521984
[75,] 0.666922978 -0.357417171
[76,] -0.351788695 0.666922978
[77,] -0.327976021 -0.351788695
[78,] -0.339857051 -0.327976021
[79,] 0.645063516 -0.339857051
[80,] -0.336547184 0.645063516
[81,] 0.642903385 -0.336547184
[82,] -0.360261748 0.642903385
[83,] -0.323110907 -0.360261748
[84,] -0.352593013 -0.323110907
[85,] 0.660045644 -0.352593013
[86,] -0.357139236 0.660045644
[87,] -0.347027610 -0.357139236
[88,] -0.343045085 -0.347027610
[89,] -0.348876265 -0.343045085
[90,] -0.345147748 -0.348876265
[91,] 0.659422631 -0.345147748
[92,] -0.342455215 0.659422631
[93,] 0.649387484 -0.342455215
[94,] -0.326765624 0.649387484
[95,] 0.665291180 -0.326765624
[96,] -0.355911580 0.665291180
[97,] 0.671889634 -0.355911580
[98,] -0.355662345 0.671889634
[99,] 0.673116626 -0.355662345
[100,] 0.675542270 0.673116626
[101,] -0.322037993 0.675542270
[102,] -0.339821390 -0.322037993
[103,] -0.343389323 -0.339821390
[104,] -0.330263029 -0.343389323
[105,] -0.313708407 -0.330263029
[106,] 0.705121356 -0.313708407
[107,] 0.644114521 0.705121356
[108,] -0.330377929 0.644114521
[109,] 0.688164022 -0.330377929
[110,] -0.333074060 0.688164022
[111,] 0.713095179 -0.333074060
[112,] -0.304452127 0.713095179
[113,] 0.688341194 -0.304452127
[114,] 0.680252424 0.688341194
[115,] -0.318597566 0.680252424
[116,] -0.324088923 -0.318597566
[117,] -0.340503202 -0.324088923
[118,] 0.699176593 -0.340503202
[119,] -0.313514684 0.699176593
[120,] -0.344869677 -0.313514684
[121,] -0.316984722 -0.344869677
[122,] -0.323110572 -0.316984722
[123,] 0.655418911 -0.323110572
[124,] 0.694901272 0.655418911
[125,] 0.700970034 0.694901272
[126,] -0.308622687 0.700970034
[127,] -0.308009011 -0.308622687
[128,] -0.306281345 -0.308009011
[129,] -0.307062457 -0.306281345
[130,] -0.306368689 -0.307062457
[131,] -0.312988599 -0.306368689
[132,] -0.305502228 -0.312988599
[133,] -0.304728385 -0.305502228
[134,] -0.304462075 -0.304728385
[135,] -0.304928182 -0.304462075
[136,] -0.303279203 -0.304928182
[137,] -0.302901845 -0.303279203
[138,] -0.302381769 -0.302901845
[139,] -0.301861692 -0.302381769
[140,] -0.300590874 -0.301861692
[141,] -0.300821540 -0.300590874
[142,] -0.300325491 -0.300821540
[143,] -0.299844400 -0.300325491
[144,] -0.303021870 -0.299844400
[145,] -0.298051847 -0.303021870
[146,] -0.298221157 -0.298051847
[147,] -0.297552438 -0.298221157
[148,] -0.297181004 -0.297552438
[149,] -0.296764740 -0.297181004
[150,] -0.294927411 -0.296764740
[151,] -0.295830557 -0.294927411
[152,] -0.295100698 -0.295830557
[153,] -0.290983217 -0.295100698
[154,] -0.294046907 -0.290983217
[155,] -0.293540469 -0.294046907
[156,] -0.293020392 -0.293540469
[157,] -0.292886204 -0.293020392
[158,] -0.294553607 -0.292886204
[159,] -0.291460163 -0.294553607
[160,] -0.290940087 -0.291460163
[161,] -0.290420010 -0.290940087
[162,] -0.289899934 -0.290420010
[163,] -0.290212115 -0.289899934
[164,] -0.288238632 -0.290212115
[165,] -0.288339704 -0.288238632
[166,] -0.287819628 -0.288339704
[167,] -0.294170625 -0.287819628
[168,] -0.286779475 -0.294170625
[169,] -0.286259398 -0.286779475
[170,] -0.285739322 -0.286259398
[171,] -0.285176829 -0.285739322
[172,] -0.284699169 -0.285176829
[173,] -0.284894620 -0.284699169
[174,] -0.283659016 -0.284894620
[175,] -0.283005415 -0.283659016
[176,] -0.282618863 -0.283005415
[177,] 0.717805185 -0.282618863
[178,] -0.281578710 0.717805185
[179,] -0.281058634 -0.281578710
[180,] -0.292293217 -0.281058634
[181,] 0.713870601 -0.292293217
[182,] -0.279272738 0.713870601
[183,] 0.721846150 -0.279272738
[184,] 0.720684313 0.721846150
[185,] 0.721543707 0.720684313
[186,] 0.716756317 0.721543707
[187,] -0.277631785 0.716756317
[188,] -0.274675487 -0.277631785
[189,] -0.275857869 -0.274675487
[190,] -0.276183485 -0.275857869
[191,] -0.274817716 -0.276183485
[192,] -0.275428668 -0.274817716
[193,] -0.273777563 -0.275428668
[194,] -0.273290415 -0.273777563
[195,] 0.727262590 -0.273290415
[196,] 0.704772756 0.727262590
[197,] 0.728302743 0.704772756
[198,] 0.728822820 0.728302743
[199,] 0.726678503 0.728822820
[200,] 0.729862972 0.726678503
[201,] 0.730383049 0.729862972
[202,] 0.730903125 0.730383049
[203,] 0.735871747 0.730903125
[204,] 0.724818626 0.735871747
[205,] 0.732189403 0.724818626
[206,] 0.731750648 0.732189403
[207,] 0.733503508 0.731750648
[208,] 0.731181915 0.733503508
[209,] 0.734543661 0.731181915
[210,] -0.264936263 0.734543661
[211,] -0.264416186 -0.264936263
[212,] -0.262370731 -0.264416186
[213,] -0.261427137 -0.262370731
[214,] -0.263450636 -0.261427137
[215,] -0.262335880 -0.263450636
[216,] -0.261744169 -0.262335880
[217,] -0.261234823 -0.261744169
[218,] -0.260775651 -0.261234823
[219,] -0.261254860 -0.260775651
[220,] -0.255706754 -0.261254860
[221,] -0.259215422 -0.255706754
[222,] -0.258640793 -0.259215422
[223,] -0.258175269 -0.258640793
[224,] -0.257674447 -0.258175269
[225,] -0.257289373 -0.257674447
[226,] -0.256615039 -0.257289373
[227,] -0.256094963 -0.256615039
[228,] -0.255503681 -0.256094963
[229,] -0.255054810 -0.255503681
[230,] -0.254404220 -0.255054810
[231,] -0.254014657 -0.254404220
[232,] -0.253494580 -0.254014657
[233,] -0.254139807 -0.253494580
[234,] -0.252454427 -0.254139807
[235,] -0.251904819 -0.252454427
[236,] -0.251414274 -0.251904819
[237,] -0.250773486 -0.251414274
[238,] -0.250374122 -0.250773486
[239,] -0.249854045 -0.250374122
[240,] -0.249333969 -0.249854045
[241,] -0.249906823 -0.249333969
[242,] -0.248293816 -0.249906823
[243,] -0.247269035 -0.248293816
[244,] -0.254244636 -0.247269035
[245,] 0.753266414 -0.254244636
[246,] 0.753786490 0.753266414
[247,] -0.244869477 0.753786490
[248,] 0.754826643 -0.244869477
[249,] 0.755346720 0.754826643
[250,] -0.239893239 0.755346720
[251,] 0.756386873 -0.239893239
[252,] -0.242760834 0.756386873
[253,] -0.244712725 -0.242760834
[254,] -0.246665526 -0.244712725
[255,] -0.241532821 -0.246665526
[256,] -0.241383431 -0.241532821
[257,] -0.235636816 -0.241383431
[258,] 0.760027408 -0.235636816
[259,] -0.239452516 0.760027408
[260,] 0.761067561 -0.239452516
[261,] 0.761587637 0.761067561
[262,] -0.243685786 0.761587637
[263,] -0.237457634 -0.243685786
[264,] 0.763147867 -0.237457634
[265,] -0.236332057 0.763147867
[266,] 0.764188020 -0.236332057
[267,] -0.247949594 0.764188020
[268,] 0.765228173 -0.247949594
[269,] -0.237701161 0.765228173
[270,] 0.766268326 -0.237701161
[271,] 0.766788402 0.766268326
[272,] 0.767308479 0.766788402
[273,] -0.231498092 0.767308479
[274,] -0.231651368 -0.231498092
[275,] -0.232348633 -0.231651368
[276,] -0.232739827 -0.232348633
[277,] -0.230091139 -0.232739827
[278,] 0.770962281 -0.230091139
[279,] -0.229463582 0.770962281
[280,] 0.771469090 -0.229463582
[281,] -0.228010833 0.771469090
[282,] -0.224860968 -0.228010833
[283,] -0.226970680 -0.224860968
[284,] -0.228778225 -0.226970680
[285,] -0.225930527 -0.228778225
[286,] 0.774589549 -0.225930527
[287,] -0.225473073 0.774589549
[288,] 0.775629702 -0.225473073
[289,] -0.219225964 0.775629702
[290,] 0.776669855 -0.219225964
[291,] -0.224378362 0.776669855
[292,] -0.233308919 -0.224378362
[293,] -0.221769915 -0.233308919
[294,] -0.219858717 -0.221769915
[295,] 0.775051172 -0.219858717
[296,] -0.220209686 0.775051172
[297,] 0.780310390 -0.220209686
[298,] -0.219169533 0.780310390
[299,] -0.218649457 -0.219169533
[300,] 0.782151228 -0.218649457
[301,] -0.215374678 0.782151228
[302,] -0.217089227 -0.215374678
[303,] 0.783430849 -0.217089227
[304,] -0.219558600 0.783430849
[305,] -0.215313659 -0.219558600
[306,] 0.784991079 -0.215313659
[307,] 0.784509886 0.784991079
[308,] -0.212764212 0.784509886
[309,] 0.786551308 -0.212764212
[310,] 0.787071385 0.786551308
[311,] -0.222490898 0.787071385
[312,] 0.788111538 -0.222490898
[313,] 0.787145355 0.788111538
[314,] -0.210806652 0.787145355
[315,] -0.213658856 -0.210806652
[316,] -0.209587437 -0.213658856
[317,] -0.207734647 -0.209587437
[318,] -0.208618465 -0.207734647
[319,] -0.208247927 -0.208618465
[320,] -0.207727851 -0.208247927
[321,] -0.207207774 -0.207727851
[322,] -0.206687698 -0.207207774
[323,] 0.793832379 -0.206687698
[324,] -0.205647545 0.793832379
[325,] -0.204661631 -0.205647545
[326,] 0.795392608 -0.204661631
[327,] 0.795912685 0.795392608
[328,] -0.203567239 0.795912685
[329,] -0.203047162 -0.203567239
[330,] -0.202527086 -0.203047162
[331,] -0.202007009 -0.202527086
[332,] -0.201486933 -0.202007009
[333,] -0.200737043 -0.201486933
[334,] -0.200400304 -0.200737043
[335,] -0.199926704 -0.200400304
[336,] -0.199125928 -0.199926704
[337,] -0.198886551 -0.199125928
[338,] -0.198432877 -0.198886551
[339,] -0.197140486 -0.198432877
[340,] -0.196187485 -0.197140486
[341,] -0.196806245 -0.196187485
[342,] -0.196286168 -0.196806245
[343,] -0.195766092 -0.196286168
[344,] -0.195246015 -0.195766092
[345,] -0.194725939 -0.195246015
[346,] -0.191867271 -0.194725939
[347,] -0.193685786 -0.191867271
[348,] -0.193165709 -0.193685786
[349,] -0.192645633 -0.193165709
[350,] -0.190957703 -0.192645633
[351,] -0.191452775 -0.190957703
[352,] -0.192341054 -0.191452775
[353,] -0.190539468 -0.192341054
[354,] -0.190045250 -0.190539468
[355,] -0.189525174 -0.190045250
[356,] -0.194749805 -0.189525174
[357,] -0.188485021 -0.194749805
[358,] -0.187964945 -0.188485021
[359,] -0.187444868 -0.187964945
[360,] -0.186826137 -0.187444868
[361,] -0.186404715 -0.186826137
[362,] -0.185884639 -0.186404715
[363,] 0.815372913 -0.185884639
[364,] -0.183710733 0.815372913
[365,] -0.184324409 -0.183710733
[366,] -0.183804333 -0.184324409
[367,] -0.183284256 -0.183804333
[368,] -0.182764180 -0.183284256
[369,] -0.182244103 -0.182764180
[370,] -0.181724027 -0.182244103
[371,] -0.179454651 -0.181724027
[372,] -0.186463988 -0.179454651
[373,] -0.179864575 -0.186463988
[374,] -0.179643721 -0.179864575
[375,] -0.179123645 -0.179643721
[376,] -0.175513673 -0.179123645
[377,] -0.177624561 -0.175513673
[378,] -0.177563415 -0.177624561
[379,] -0.177043339 -0.177563415
[380,] -0.176523262 -0.177043339
[381,] -0.181154346 -0.176523262
[382,] -0.164892540 -0.181154346
[383,] -0.174963033 -0.164892540
[384,] -0.175070379 -0.174963033
[385,] -0.164239280 -0.175070379
[386,] -0.173439269 -0.164239280
[387,] -0.172896769 -0.173439269
[388,] -0.171935618 -0.172896769
[389,] -0.168756889 -0.171935618
[390,] -0.173348565 -0.168756889
[391,] -0.168215780 -0.173348565
[392,] -0.167236095 -0.168215780
[393,] -0.180359387 -0.167236095
[394,] 0.829835174 -0.180359387
[395,] -0.164522768 0.829835174
[396,] -0.158690563 -0.164522768
[397,] 0.790620458 -0.158690563
[398,] -0.167257816 0.790620458
[399,] 0.865447441 -0.167257816
[400,] -0.172336510 0.865447441
[401,] -0.169701489 -0.172336510
[402,] -0.163193320 -0.169701489
[403,] 0.836232488 -0.163193320
[404,] -0.163871057 0.836232488
[405,] -0.167635637 -0.163871057
[406,] -0.167534650 -0.167635637
[407,] -0.162062925 -0.167534650
[408,] -0.158019243 -0.162062925
[409,] -0.160152020 -0.158019243
[410,] -0.161584030 -0.160152020
[411,] 0.838624373 -0.161584030
[412,] 0.842740536 0.838624373
[413,] 0.837680980 0.842740536
[414,] -0.161815335 0.837680980
[415,] -0.157875168 -0.161815335
[416,] -0.162088832 -0.157875168
[417,] 0.845533149 -0.162088832
[418,] -0.159167317 0.845533149
[419,] -0.152707271 -0.159167317
[420,] -0.148799151 -0.152707271
[421,] -0.148322971 -0.148799151
[422,] 0.909953407 -0.148322971
[423,] -0.101733986 0.909953407
[424,] -0.139569509 -0.101733986
[425,] 0.856742644 -0.139569509
[426,] -0.108400138 0.856742644
[427,] -0.191635613 -0.108400138
[428,] -0.144922791 -0.191635613
[429,] -0.183010952 -0.144922791
[430,] -0.065297927 -0.183010952
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -0.008422217 -0.459227029
2 -0.049553429 -0.008422217
3 -0.202494451 -0.049553429
4 0.386241923 -0.202494451
5 0.346116566 0.386241923
6 -0.575504074 0.346116566
7 0.224780223 -0.575504074
8 0.510550335 0.224780223
9 0.448395312 0.510550335
10 -0.565945185 0.448395312
11 -0.477138436 -0.565945185
12 0.458752944 -0.477138436
13 -0.268205933 0.458752944
14 0.520212238 -0.268205933
15 -0.513550934 0.520212238
16 -0.485328045 -0.513550934
17 0.545764607 -0.485328045
18 0.503340900 0.545764607
19 -0.406248421 0.503340900
20 0.537179760 -0.406248421
21 0.551851200 0.537179760
22 -0.452293486 0.551851200
23 -0.374329235 -0.452293486
24 -0.400009612 -0.374329235
25 -0.410374294 -0.400009612
26 0.574413189 -0.410374294
27 -0.308829635 0.574413189
28 -0.431969845 -0.308829635
29 -0.385442083 -0.431969845
30 0.578304632 -0.385442083
31 0.579354193 0.578304632
32 0.576258108 0.579354193
33 0.589991073 0.576258108
34 -0.480089532 0.589991073
35 -0.388686745 -0.480089532
36 -0.419434060 -0.388686745
37 0.574874118 -0.419434060
38 0.562874704 0.574874118
39 -0.343384796 0.562874704
40 -0.358090337 -0.343384796
41 -0.380752128 -0.358090337
42 -0.384755695 -0.380752128
43 -0.381134489 -0.384755695
44 -0.364712076 -0.381134489
45 0.636227813 -0.364712076
46 0.572929148 0.636227813
47 0.611698994 0.572929148
48 -0.386102764 0.611698994
49 -0.336213336 -0.386102764
50 0.605792488 -0.336213336
51 0.608976016 0.605792488
52 0.593297829 0.608976016
53 0.606623034 0.593297829
54 0.633595390 0.606623034
55 -0.360686368 0.633595390
56 -0.374836962 -0.360686368
57 -0.373779951 -0.374836962
58 -0.356628092 -0.373779951
59 0.631294242 -0.356628092
60 0.620125570 0.631294242
61 -0.329079491 0.620125570
62 0.635214747 -0.329079491
63 0.646582219 0.635214747
64 -0.346981209 0.646582219
65 -0.342590568 -0.346981209
66 -0.329211872 -0.342590568
67 0.639540563 -0.329211872
68 -0.370515011 0.639540563
69 0.637057911 -0.370515011
70 0.678604504 0.637057911
71 -0.345519632 0.678604504
72 -0.346537275 -0.345519632
73 -0.340521984 -0.346537275
74 -0.357417171 -0.340521984
75 0.666922978 -0.357417171
76 -0.351788695 0.666922978
77 -0.327976021 -0.351788695
78 -0.339857051 -0.327976021
79 0.645063516 -0.339857051
80 -0.336547184 0.645063516
81 0.642903385 -0.336547184
82 -0.360261748 0.642903385
83 -0.323110907 -0.360261748
84 -0.352593013 -0.323110907
85 0.660045644 -0.352593013
86 -0.357139236 0.660045644
87 -0.347027610 -0.357139236
88 -0.343045085 -0.347027610
89 -0.348876265 -0.343045085
90 -0.345147748 -0.348876265
91 0.659422631 -0.345147748
92 -0.342455215 0.659422631
93 0.649387484 -0.342455215
94 -0.326765624 0.649387484
95 0.665291180 -0.326765624
96 -0.355911580 0.665291180
97 0.671889634 -0.355911580
98 -0.355662345 0.671889634
99 0.673116626 -0.355662345
100 0.675542270 0.673116626
101 -0.322037993 0.675542270
102 -0.339821390 -0.322037993
103 -0.343389323 -0.339821390
104 -0.330263029 -0.343389323
105 -0.313708407 -0.330263029
106 0.705121356 -0.313708407
107 0.644114521 0.705121356
108 -0.330377929 0.644114521
109 0.688164022 -0.330377929
110 -0.333074060 0.688164022
111 0.713095179 -0.333074060
112 -0.304452127 0.713095179
113 0.688341194 -0.304452127
114 0.680252424 0.688341194
115 -0.318597566 0.680252424
116 -0.324088923 -0.318597566
117 -0.340503202 -0.324088923
118 0.699176593 -0.340503202
119 -0.313514684 0.699176593
120 -0.344869677 -0.313514684
121 -0.316984722 -0.344869677
122 -0.323110572 -0.316984722
123 0.655418911 -0.323110572
124 0.694901272 0.655418911
125 0.700970034 0.694901272
126 -0.308622687 0.700970034
127 -0.308009011 -0.308622687
128 -0.306281345 -0.308009011
129 -0.307062457 -0.306281345
130 -0.306368689 -0.307062457
131 -0.312988599 -0.306368689
132 -0.305502228 -0.312988599
133 -0.304728385 -0.305502228
134 -0.304462075 -0.304728385
135 -0.304928182 -0.304462075
136 -0.303279203 -0.304928182
137 -0.302901845 -0.303279203
138 -0.302381769 -0.302901845
139 -0.301861692 -0.302381769
140 -0.300590874 -0.301861692
141 -0.300821540 -0.300590874
142 -0.300325491 -0.300821540
143 -0.299844400 -0.300325491
144 -0.303021870 -0.299844400
145 -0.298051847 -0.303021870
146 -0.298221157 -0.298051847
147 -0.297552438 -0.298221157
148 -0.297181004 -0.297552438
149 -0.296764740 -0.297181004
150 -0.294927411 -0.296764740
151 -0.295830557 -0.294927411
152 -0.295100698 -0.295830557
153 -0.290983217 -0.295100698
154 -0.294046907 -0.290983217
155 -0.293540469 -0.294046907
156 -0.293020392 -0.293540469
157 -0.292886204 -0.293020392
158 -0.294553607 -0.292886204
159 -0.291460163 -0.294553607
160 -0.290940087 -0.291460163
161 -0.290420010 -0.290940087
162 -0.289899934 -0.290420010
163 -0.290212115 -0.289899934
164 -0.288238632 -0.290212115
165 -0.288339704 -0.288238632
166 -0.287819628 -0.288339704
167 -0.294170625 -0.287819628
168 -0.286779475 -0.294170625
169 -0.286259398 -0.286779475
170 -0.285739322 -0.286259398
171 -0.285176829 -0.285739322
172 -0.284699169 -0.285176829
173 -0.284894620 -0.284699169
174 -0.283659016 -0.284894620
175 -0.283005415 -0.283659016
176 -0.282618863 -0.283005415
177 0.717805185 -0.282618863
178 -0.281578710 0.717805185
179 -0.281058634 -0.281578710
180 -0.292293217 -0.281058634
181 0.713870601 -0.292293217
182 -0.279272738 0.713870601
183 0.721846150 -0.279272738
184 0.720684313 0.721846150
185 0.721543707 0.720684313
186 0.716756317 0.721543707
187 -0.277631785 0.716756317
188 -0.274675487 -0.277631785
189 -0.275857869 -0.274675487
190 -0.276183485 -0.275857869
191 -0.274817716 -0.276183485
192 -0.275428668 -0.274817716
193 -0.273777563 -0.275428668
194 -0.273290415 -0.273777563
195 0.727262590 -0.273290415
196 0.704772756 0.727262590
197 0.728302743 0.704772756
198 0.728822820 0.728302743
199 0.726678503 0.728822820
200 0.729862972 0.726678503
201 0.730383049 0.729862972
202 0.730903125 0.730383049
203 0.735871747 0.730903125
204 0.724818626 0.735871747
205 0.732189403 0.724818626
206 0.731750648 0.732189403
207 0.733503508 0.731750648
208 0.731181915 0.733503508
209 0.734543661 0.731181915
210 -0.264936263 0.734543661
211 -0.264416186 -0.264936263
212 -0.262370731 -0.264416186
213 -0.261427137 -0.262370731
214 -0.263450636 -0.261427137
215 -0.262335880 -0.263450636
216 -0.261744169 -0.262335880
217 -0.261234823 -0.261744169
218 -0.260775651 -0.261234823
219 -0.261254860 -0.260775651
220 -0.255706754 -0.261254860
221 -0.259215422 -0.255706754
222 -0.258640793 -0.259215422
223 -0.258175269 -0.258640793
224 -0.257674447 -0.258175269
225 -0.257289373 -0.257674447
226 -0.256615039 -0.257289373
227 -0.256094963 -0.256615039
228 -0.255503681 -0.256094963
229 -0.255054810 -0.255503681
230 -0.254404220 -0.255054810
231 -0.254014657 -0.254404220
232 -0.253494580 -0.254014657
233 -0.254139807 -0.253494580
234 -0.252454427 -0.254139807
235 -0.251904819 -0.252454427
236 -0.251414274 -0.251904819
237 -0.250773486 -0.251414274
238 -0.250374122 -0.250773486
239 -0.249854045 -0.250374122
240 -0.249333969 -0.249854045
241 -0.249906823 -0.249333969
242 -0.248293816 -0.249906823
243 -0.247269035 -0.248293816
244 -0.254244636 -0.247269035
245 0.753266414 -0.254244636
246 0.753786490 0.753266414
247 -0.244869477 0.753786490
248 0.754826643 -0.244869477
249 0.755346720 0.754826643
250 -0.239893239 0.755346720
251 0.756386873 -0.239893239
252 -0.242760834 0.756386873
253 -0.244712725 -0.242760834
254 -0.246665526 -0.244712725
255 -0.241532821 -0.246665526
256 -0.241383431 -0.241532821
257 -0.235636816 -0.241383431
258 0.760027408 -0.235636816
259 -0.239452516 0.760027408
260 0.761067561 -0.239452516
261 0.761587637 0.761067561
262 -0.243685786 0.761587637
263 -0.237457634 -0.243685786
264 0.763147867 -0.237457634
265 -0.236332057 0.763147867
266 0.764188020 -0.236332057
267 -0.247949594 0.764188020
268 0.765228173 -0.247949594
269 -0.237701161 0.765228173
270 0.766268326 -0.237701161
271 0.766788402 0.766268326
272 0.767308479 0.766788402
273 -0.231498092 0.767308479
274 -0.231651368 -0.231498092
275 -0.232348633 -0.231651368
276 -0.232739827 -0.232348633
277 -0.230091139 -0.232739827
278 0.770962281 -0.230091139
279 -0.229463582 0.770962281
280 0.771469090 -0.229463582
281 -0.228010833 0.771469090
282 -0.224860968 -0.228010833
283 -0.226970680 -0.224860968
284 -0.228778225 -0.226970680
285 -0.225930527 -0.228778225
286 0.774589549 -0.225930527
287 -0.225473073 0.774589549
288 0.775629702 -0.225473073
289 -0.219225964 0.775629702
290 0.776669855 -0.219225964
291 -0.224378362 0.776669855
292 -0.233308919 -0.224378362
293 -0.221769915 -0.233308919
294 -0.219858717 -0.221769915
295 0.775051172 -0.219858717
296 -0.220209686 0.775051172
297 0.780310390 -0.220209686
298 -0.219169533 0.780310390
299 -0.218649457 -0.219169533
300 0.782151228 -0.218649457
301 -0.215374678 0.782151228
302 -0.217089227 -0.215374678
303 0.783430849 -0.217089227
304 -0.219558600 0.783430849
305 -0.215313659 -0.219558600
306 0.784991079 -0.215313659
307 0.784509886 0.784991079
308 -0.212764212 0.784509886
309 0.786551308 -0.212764212
310 0.787071385 0.786551308
311 -0.222490898 0.787071385
312 0.788111538 -0.222490898
313 0.787145355 0.788111538
314 -0.210806652 0.787145355
315 -0.213658856 -0.210806652
316 -0.209587437 -0.213658856
317 -0.207734647 -0.209587437
318 -0.208618465 -0.207734647
319 -0.208247927 -0.208618465
320 -0.207727851 -0.208247927
321 -0.207207774 -0.207727851
322 -0.206687698 -0.207207774
323 0.793832379 -0.206687698
324 -0.205647545 0.793832379
325 -0.204661631 -0.205647545
326 0.795392608 -0.204661631
327 0.795912685 0.795392608
328 -0.203567239 0.795912685
329 -0.203047162 -0.203567239
330 -0.202527086 -0.203047162
331 -0.202007009 -0.202527086
332 -0.201486933 -0.202007009
333 -0.200737043 -0.201486933
334 -0.200400304 -0.200737043
335 -0.199926704 -0.200400304
336 -0.199125928 -0.199926704
337 -0.198886551 -0.199125928
338 -0.198432877 -0.198886551
339 -0.197140486 -0.198432877
340 -0.196187485 -0.197140486
341 -0.196806245 -0.196187485
342 -0.196286168 -0.196806245
343 -0.195766092 -0.196286168
344 -0.195246015 -0.195766092
345 -0.194725939 -0.195246015
346 -0.191867271 -0.194725939
347 -0.193685786 -0.191867271
348 -0.193165709 -0.193685786
349 -0.192645633 -0.193165709
350 -0.190957703 -0.192645633
351 -0.191452775 -0.190957703
352 -0.192341054 -0.191452775
353 -0.190539468 -0.192341054
354 -0.190045250 -0.190539468
355 -0.189525174 -0.190045250
356 -0.194749805 -0.189525174
357 -0.188485021 -0.194749805
358 -0.187964945 -0.188485021
359 -0.187444868 -0.187964945
360 -0.186826137 -0.187444868
361 -0.186404715 -0.186826137
362 -0.185884639 -0.186404715
363 0.815372913 -0.185884639
364 -0.183710733 0.815372913
365 -0.184324409 -0.183710733
366 -0.183804333 -0.184324409
367 -0.183284256 -0.183804333
368 -0.182764180 -0.183284256
369 -0.182244103 -0.182764180
370 -0.181724027 -0.182244103
371 -0.179454651 -0.181724027
372 -0.186463988 -0.179454651
373 -0.179864575 -0.186463988
374 -0.179643721 -0.179864575
375 -0.179123645 -0.179643721
376 -0.175513673 -0.179123645
377 -0.177624561 -0.175513673
378 -0.177563415 -0.177624561
379 -0.177043339 -0.177563415
380 -0.176523262 -0.177043339
381 -0.181154346 -0.176523262
382 -0.164892540 -0.181154346
383 -0.174963033 -0.164892540
384 -0.175070379 -0.174963033
385 -0.164239280 -0.175070379
386 -0.173439269 -0.164239280
387 -0.172896769 -0.173439269
388 -0.171935618 -0.172896769
389 -0.168756889 -0.171935618
390 -0.173348565 -0.168756889
391 -0.168215780 -0.173348565
392 -0.167236095 -0.168215780
393 -0.180359387 -0.167236095
394 0.829835174 -0.180359387
395 -0.164522768 0.829835174
396 -0.158690563 -0.164522768
397 0.790620458 -0.158690563
398 -0.167257816 0.790620458
399 0.865447441 -0.167257816
400 -0.172336510 0.865447441
401 -0.169701489 -0.172336510
402 -0.163193320 -0.169701489
403 0.836232488 -0.163193320
404 -0.163871057 0.836232488
405 -0.167635637 -0.163871057
406 -0.167534650 -0.167635637
407 -0.162062925 -0.167534650
408 -0.158019243 -0.162062925
409 -0.160152020 -0.158019243
410 -0.161584030 -0.160152020
411 0.838624373 -0.161584030
412 0.842740536 0.838624373
413 0.837680980 0.842740536
414 -0.161815335 0.837680980
415 -0.157875168 -0.161815335
416 -0.162088832 -0.157875168
417 0.845533149 -0.162088832
418 -0.159167317 0.845533149
419 -0.152707271 -0.159167317
420 -0.148799151 -0.152707271
421 -0.148322971 -0.148799151
422 0.909953407 -0.148322971
423 -0.101733986 0.909953407
424 -0.139569509 -0.101733986
425 0.856742644 -0.139569509
426 -0.108400138 0.856742644
427 -0.191635613 -0.108400138
428 -0.144922791 -0.191635613
429 -0.183010952 -0.144922791
430 -0.065297927 -0.183010952
> 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/7tsa11291362742.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/8429l1291362742.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/9429l1291362742.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/rcomp/tmp/10429l1291362742.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11iupv1291362742.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/12blof1291362742.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/13zm3r1291362742.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/14avku1291362742.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/15dwj01291362742.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/16rnh91291362742.tab")
+ }
>
> try(system("convert tmp/1x09i1291362741.ps tmp/1x09i1291362741.png",intern=TRUE))
character(0)
> try(system("convert tmp/2x09i1291362741.ps tmp/2x09i1291362741.png",intern=TRUE))
character(0)
> try(system("convert tmp/3x09i1291362741.ps tmp/3x09i1291362741.png",intern=TRUE))
character(0)
> try(system("convert tmp/4q9831291362741.ps tmp/4q9831291362741.png",intern=TRUE))
character(0)
> try(system("convert tmp/5q9831291362741.ps tmp/5q9831291362741.png",intern=TRUE))
character(0)
> try(system("convert tmp/6q9831291362741.ps tmp/6q9831291362741.png",intern=TRUE))
character(0)
> try(system("convert tmp/7tsa11291362742.ps tmp/7tsa11291362742.png",intern=TRUE))
character(0)
> try(system("convert tmp/8429l1291362742.ps tmp/8429l1291362742.png",intern=TRUE))
character(0)
> try(system("convert tmp/9429l1291362742.ps tmp/9429l1291362742.png",intern=TRUE))
character(0)
> try(system("convert tmp/10429l1291362742.ps tmp/10429l1291362742.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.437 2.253 25.585