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(23 + ,10 + ,0 + ,0 + ,53 + ,7 + ,12 + ,2 + ,4 + ,21 + ,6 + ,0 + ,0 + ,86 + ,4 + ,11 + ,4 + ,3 + ,21 + ,13 + ,0 + ,0 + ,66 + ,6 + ,14 + ,7 + ,5 + ,21 + ,12 + ,1 + ,0 + ,67 + ,5 + ,12 + ,3 + ,3 + ,24 + ,8 + ,0 + ,0 + ,76 + ,4 + ,21 + ,7 + ,6 + ,22 + ,6 + ,0 + ,0 + ,78 + ,3 + ,12 + ,2 + ,5 + ,21 + ,10 + ,0 + ,0 + ,53 + ,5 + ,22 + ,7 + ,6 + ,22 + ,10 + ,0 + ,0 + ,80 + ,6 + ,11 + ,2 + ,6 + ,21 + ,9 + ,0 + ,0 + ,74 + ,5 + ,10 + ,1 + ,5 + ,20 + ,9 + ,0 + ,0 + ,76 + ,6 + ,13 + ,2 + ,5 + ,22 + ,7 + ,1 + ,0 + ,79 + ,7 + ,10 + ,6 + ,3 + ,21 + ,5 + ,0 + ,0 + ,54 + ,6 + ,8 + ,1 + ,5 + ,21 + ,14 + ,1 + ,0 + ,67 + ,7 + ,15 + ,1 + ,7 + ,23 + ,6 + ,0 + ,0 + ,87 + ,6 + ,10 + ,1 + ,5 + ,22 + ,10 + ,1 + ,0 + ,58 + ,4 + ,14 + ,2 + ,5 + ,23 + ,10 + ,1 + ,0 + ,75 + ,6 + ,14 + ,2 + ,3 + ,22 + ,7 + ,0 + ,0 + ,88 + ,4 + ,11 + ,2 + ,5 + ,24 + ,10 + ,1 + ,0 + ,64 + ,5 + ,10 + ,1 + ,6 + ,23 + ,8 + ,0 + ,0 + ,57 + ,3 + ,13 + ,7 + ,5 + ,21 + ,6 + ,1 + ,0 + ,66 + ,3 + ,7 + ,1 + 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+ ,1 + ,54 + ,6 + ,23 + ,2 + ,6 + ,23 + ,10 + ,1 + ,1 + ,63 + ,5 + ,14 + ,5 + ,5 + ,23 + ,13 + ,0 + ,1 + ,54 + ,5 + ,16 + ,5 + ,6 + ,22 + ,9 + ,0 + ,1 + ,64 + ,6 + ,11 + ,7 + ,2 + ,21 + ,11 + ,1 + ,1 + ,69 + ,5 + ,12 + ,4 + ,5 + ,21 + ,8 + ,1 + ,1 + ,84 + ,7 + ,14 + ,5 + ,5 + ,21 + ,10 + ,0 + ,1 + ,86 + ,5 + ,12 + ,1 + ,1 + ,21 + ,9 + ,1 + ,1 + ,77 + ,3 + ,12 + ,4 + ,4 + ,22 + ,8 + ,0 + ,1 + ,89 + ,5 + ,11 + ,1 + ,2 + ,20 + ,8 + ,0 + ,1 + ,76 + ,1 + ,12 + ,4 + ,2 + ,21 + ,13 + ,1 + ,1 + ,60 + ,5 + ,13 + ,6 + ,7 + ,23 + ,11 + ,0 + ,1 + ,79 + ,7 + ,17 + ,7 + ,6 + ,32 + ,8 + ,1 + ,0 + ,76 + ,7 + ,11 + ,1 + ,5 + ,22 + ,12 + ,0 + ,1 + ,72 + ,6 + ,12 + ,3 + ,5 + ,24 + ,15 + ,0 + ,0 + ,69 + ,4 + ,19 + ,5 + ,5 + ,21 + ,11 + ,0 + ,1 + ,54 + ,2 + ,15 + ,2 + ,4 + ,22 + ,10 + ,0 + ,1 + ,69 + ,6 + ,14 + ,4 + ,3 + ,22 + ,5 + ,0 + ,1 + ,81 + ,5 + ,11 + ,5 + ,3 + ,23 + ,11 + ,0 + ,1 + ,84 + ,1 + ,9 + ,1 + ,3) + ,dim=c(9 + ,142) + ,dimnames=list(c('AGE' + ,'PStress' + ,'Pstress_M' + ,'Pstress_OKT' + ,'BelInSprt' + ,'KunnenRekRel' + ,'Depressie' + ,'Slaapgebrek' + ,'ToekZorgen ') + ,1:142)) > y <- array(NA,dim=c(9,142),dimnames=list(c('AGE','PStress','Pstress_M','Pstress_OKT','BelInSprt','KunnenRekRel','Depressie','Slaapgebrek','ToekZorgen '),1:142)) > 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 PStress AGE Pstress_M Pstress_OKT BelInSprt KunnenRekRel Depressie 1 10 23 0 0 53 7 12 2 6 21 0 0 86 4 11 3 13 21 0 0 66 6 14 4 12 21 1 0 67 5 12 5 8 24 0 0 76 4 21 6 6 22 0 0 78 3 12 7 10 21 0 0 53 5 22 8 10 22 0 0 80 6 11 9 9 21 0 0 74 5 10 10 9 20 0 0 76 6 13 11 7 22 1 0 79 7 10 12 5 21 0 0 54 6 8 13 14 21 1 0 67 7 15 14 6 23 0 0 87 6 10 15 10 22 1 0 58 4 14 16 10 23 1 0 75 6 14 17 7 22 0 0 88 4 11 18 10 24 1 0 64 5 10 19 8 23 0 0 57 3 13 20 6 21 1 0 66 3 7 21 10 23 0 0 54 4 12 22 12 23 0 0 56 5 14 23 7 21 1 0 86 3 11 24 15 20 0 0 80 7 9 25 8 32 1 0 76 7 11 26 10 22 0 0 69 4 15 27 13 21 1 0 67 4 13 28 8 21 0 0 80 5 9 29 11 21 1 0 54 6 15 30 7 22 0 0 71 5 10 31 9 21 0 0 84 4 11 32 10 21 1 0 74 6 13 33 8 21 1 0 71 5 8 34 15 22 1 0 63 5 20 35 9 21 1 0 71 6 12 36 7 21 0 0 76 2 10 37 11 21 1 0 69 6 10 38 9 21 1 0 74 7 9 39 8 23 0 0 75 5 14 40 8 21 1 0 54 5 8 41 12 23 0 0 69 5 11 42 13 23 0 0 68 6 13 43 9 21 0 0 75 4 11 44 11 21 1 0 75 6 11 45 8 20 0 0 72 5 10 46 10 21 1 0 67 5 14 47 13 21 1 0 63 3 18 48 12 22 0 0 62 4 14 49 12 21 1 0 63 4 11 50 9 21 0 0 76 2 12 51 8 22 0 0 74 3 13 52 9 20 0 0 67 6 9 53 12 22 1 0 73 5 10 54 12 22 0 0 70 6 15 55 16 21 1 0 53 2 20 56 11 23 1 0 77 3 12 57 13 22 0 0 77 6 12 58 10 24 0 0 52 3 14 59 9 23 0 0 54 6 13 60 14 21 1 1 80 6 11 61 13 22 0 1 66 4 17 62 12 22 1 1 73 7 12 63 9 21 0 1 63 6 13 64 9 21 1 1 69 3 14 65 10 21 1 1 67 7 13 66 8 21 0 1 54 2 15 67 9 20 0 1 81 4 13 68 9 22 1 1 69 6 10 69 11 22 1 1 84 4 11 70 7 22 0 1 70 1 13 71 11 23 0 1 69 4 17 72 9 21 1 1 77 7 13 73 11 23 1 1 54 4 9 74 9 22 1 1 79 4 11 75 8 21 1 1 30 4 10 76 9 21 0 1 71 6 9 77 8 20 1 1 73 2 12 78 9 24 0 1 72 3 12 79 10 24 0 1 77 4 13 80 9 21 1 1 75 4 13 81 17 20 0 1 70 4 22 82 7 21 0 1 73 6 13 83 11 21 0 1 54 2 15 84 9 21 0 1 77 4 13 85 10 21 0 1 82 3 15 86 11 22 0 1 80 7 10 87 8 22 0 1 80 4 11 88 12 21 0 1 69 5 16 89 10 22 0 1 78 6 11 90 7 21 1 1 81 5 11 91 9 23 1 1 76 4 10 92 7 21 0 1 76 5 10 93 12 22 1 1 73 4 16 94 8 22 0 1 85 5 12 95 13 22 1 1 66 7 11 96 9 20 0 1 79 7 16 97 15 21 1 1 68 4 19 98 8 21 0 1 76 6 11 99 14 22 1 1 54 4 15 100 14 25 0 1 46 1 24 101 9 22 0 1 82 3 14 102 13 22 0 1 74 6 15 103 11 21 0 1 88 7 11 104 10 22 1 1 38 6 15 105 6 21 0 1 76 6 12 106 8 24 1 1 86 6 10 107 10 23 0 1 54 4 14 108 10 23 0 1 69 1 9 109 10 22 0 1 90 3 15 110 12 22 0 1 54 7 15 111 10 25 0 1 76 2 14 112 9 23 0 1 89 7 11 113 9 22 0 1 76 4 8 114 11 21 0 1 79 5 11 115 7 21 1 1 90 6 8 116 7 22 0 1 74 6 10 117 5 22 0 1 81 5 11 118 9 21 0 1 72 5 13 119 11 0 1 1 71 4 11 120 15 21 1 1 66 2 20 121 9 22 0 1 77 2 10 122 9 21 1 1 74 4 12 123 8 24 0 1 82 4 14 124 13 21 1 1 54 6 23 125 10 23 1 1 63 5 14 126 13 23 0 1 54 5 16 127 9 22 0 1 64 6 11 128 11 21 1 1 69 5 12 129 8 21 1 1 84 7 14 130 10 21 0 1 86 5 12 131 9 21 1 1 77 3 12 132 8 22 0 1 89 5 11 133 8 20 0 1 76 1 12 134 13 21 1 1 60 5 13 135 11 23 0 1 79 7 17 136 8 32 1 0 76 7 11 137 12 22 0 1 72 6 12 138 15 24 0 0 69 4 19 139 11 21 0 1 54 2 15 140 10 22 0 1 69 6 14 141 5 22 0 1 81 5 11 142 11 23 0 1 84 1 9 Slaapgebrek ToekZorgen\r 1 2 4 2 4 3 3 7 5 4 3 3 5 7 6 6 2 5 7 7 6 8 2 6 9 1 5 10 2 5 11 6 3 12 1 5 13 1 7 14 1 5 15 2 5 16 2 3 17 2 5 18 1 6 19 7 5 20 1 2 21 2 5 22 4 4 23 2 6 24 1 3 25 1 5 26 5 4 27 2 5 28 1 2 29 3 2 30 1 5 31 2 2 32 5 2 33 2 2 34 6 5 35 4 5 36 1 1 37 3 5 38 6 2 39 7 6 40 4 1 41 5 3 42 3 2 43 2 5 44 2 3 45 2 4 46 2 3 47 1 6 48 2 4 49 1 5 50 2 2 51 2 5 52 5 5 53 5 3 54 2 5 55 1 7 56 1 4 57 2 2 58 3 3 59 7 6 60 4 7 61 4 4 62 1 4 63 2 4 64 2 5 65 2 2 66 5 3 67 1 3 68 6 4 69 2 3 70 2 4 71 4 6 72 6 2 73 2 4 74 2 5 75 2 2 76 1 1 77 1 2 78 2 5 79 2 4 80 3 4 81 3 6 82 5 1 83 2 4 84 5 5 85 3 2 86 1 3 87 2 3 88 2 6 89 1 5 90 2 4 91 2 4 92 5 5 93 5 5 94 2 6 95 3 6 96 5 5 97 5 7 98 6 5 99 2 5 100 7 7 101 1 5 102 1 6 103 6 6 104 6 4 105 2 5 106 1 1 107 2 6 108 1 5 109 2 2 110 1 1 111 3 5 112 3 6 113 6 5 114 4 5 115 1 4 116 2 2 117 5 3 118 6 3 119 3 5 120 5 3 121 3 2 122 2 2 123 3 3 124 2 6 125 5 5 126 5 6 127 7 2 128 4 5 129 5 5 130 1 1 131 4 4 132 1 2 133 4 2 134 6 7 135 7 6 136 1 5 137 3 5 138 5 5 139 2 4 140 4 3 141 5 3 142 1 3 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) AGE Pstress_M Pstress_OKT BelInSprt 7.671179 -0.092895 0.694276 0.001330 -0.031324 KunnenRekRel Depressie Slaapgebrek `ToekZorgen\r` 0.191375 0.407160 -0.194751 0.175770 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -4.11849 -1.31429 -0.07172 1.22597 6.35605 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.67118 2.14849 3.571 0.000497 *** AGE -0.09290 0.06686 -1.389 0.167063 Pstress_M 0.69428 0.33826 2.052 0.042083 * Pstress_OKT 0.00133 0.33323 0.004 0.996823 BelInSprt -0.03132 0.01624 -1.929 0.055853 . KunnenRekRel 0.19137 0.10775 1.776 0.078011 . Depressie 0.40716 0.06166 6.604 8.78e-10 *** Slaapgebrek -0.19475 0.09242 -2.107 0.036966 * `ToekZorgen\r` 0.17577 0.11079 1.587 0.114993 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.905 on 133 degrees of freedom Multiple R-squared: 0.3989, Adjusted R-squared: 0.3628 F-statistic: 11.03 on 8 and 133 DF, p-value: 7.222e-12 > 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,] 0.9951051 0.00978982 0.004894910 [2,] 0.9884361 0.02312778 0.011563890 [3,] 0.9822741 0.03545187 0.017725936 [4,] 0.9672013 0.06559744 0.032798720 [5,] 0.9436185 0.11276309 0.056381543 [6,] 0.9159866 0.16802684 0.084013418 [7,] 0.8841644 0.23167117 0.115835583 [8,] 0.8518294 0.29634122 0.148170612 [9,] 0.8133447 0.37331051 0.186655253 [10,] 0.8243243 0.35135136 0.175675682 [11,] 0.8779615 0.24407693 0.122038466 [12,] 0.8576100 0.28478009 0.142390046 [13,] 0.9904452 0.01910956 0.009554778 [14,] 0.9867030 0.02659408 0.013297042 [15,] 0.9825703 0.03485942 0.017429710 [16,] 0.9885109 0.02297819 0.011489096 [17,] 0.9825669 0.03486626 0.017433128 [18,] 0.9792719 0.04145627 0.020728135 [19,] 0.9783907 0.04321862 0.021609312 [20,] 0.9722031 0.05559389 0.027796943 [21,] 0.9615523 0.07689538 0.038447689 [22,] 0.9492374 0.10152519 0.050762595 [23,] 0.9552099 0.08958010 0.044790052 [24,] 0.9505705 0.09885894 0.049429472 [25,] 0.9368167 0.12636654 0.063183271 [26,] 0.9220352 0.15592963 0.077964813 [27,] 0.8992232 0.20155366 0.100776828 [28,] 0.8902191 0.21956172 0.109780862 [29,] 0.8655978 0.26880432 0.134402162 [30,] 0.9351980 0.12960404 0.064802018 [31,] 0.9528847 0.09423063 0.047115317 [32,] 0.9416489 0.11670228 0.058351138 [33,] 0.9260503 0.14789945 0.073949725 [34,] 0.9139746 0.17205073 0.086025366 [35,] 0.9029263 0.19414742 0.097073710 [36,] 0.8935325 0.21293492 0.106467462 [37,] 0.8867743 0.22645131 0.113225653 [38,] 0.8874126 0.22517481 0.112587406 [39,] 0.8661781 0.26764372 0.133821861 [40,] 0.8701576 0.25968481 0.129842407 [41,] 0.8433448 0.31331034 0.156655168 [42,] 0.8910868 0.21782638 0.108913192 [43,] 0.8676428 0.26471441 0.132357204 [44,] 0.8775869 0.24482612 0.122413061 [45,] 0.8662334 0.26753312 0.133766561 [46,] 0.9143624 0.17127513 0.085637565 [47,] 0.8924434 0.21511322 0.107556610 [48,] 0.8752196 0.24956079 0.124780397 [49,] 0.8976842 0.20463163 0.102315815 [50,] 0.8980433 0.20391346 0.101956730 [51,] 0.9071044 0.18579117 0.092895583 [52,] 0.9284346 0.14313070 0.071565351 [53,] 0.9369744 0.12605123 0.063025616 [54,] 0.9369908 0.12601841 0.063009207 [55,] 0.9394416 0.12111689 0.060558445 [56,] 0.9248666 0.15026686 0.075133430 [57,] 0.9060394 0.18792128 0.093960641 [58,] 0.9128571 0.17428575 0.087142876 [59,] 0.9275246 0.14495075 0.072475374 [60,] 0.9128508 0.17429832 0.087149158 [61,] 0.9032555 0.19348894 0.096744470 [62,] 0.9062333 0.18753339 0.093766694 [63,] 0.8840599 0.23188021 0.115940106 [64,] 0.8902319 0.21953619 0.109768096 [65,] 0.8734287 0.25314257 0.126571285 [66,] 0.8641544 0.27169129 0.135845645 [67,] 0.8440323 0.31193541 0.155967706 [68,] 0.8163017 0.36739664 0.183698318 [69,] 0.7931006 0.41379882 0.206899408 [70,] 0.8489363 0.30212746 0.151063730 [71,] 0.8501028 0.29979448 0.149897238 [72,] 0.8266472 0.34670556 0.173352780 [73,] 0.7951545 0.40969101 0.204845507 [74,] 0.7577847 0.48443066 0.242215331 [75,] 0.7916851 0.41662975 0.208314875 [76,] 0.7550949 0.48981018 0.244905091 [77,] 0.7117149 0.57657029 0.288285146 [78,] 0.6712107 0.65757869 0.328789347 [79,] 0.7069381 0.58612374 0.293061868 [80,] 0.6603085 0.67938296 0.339691480 [81,] 0.6429566 0.71408672 0.357043362 [82,] 0.6009484 0.79810314 0.399051568 [83,] 0.5870793 0.82584133 0.412920663 [84,] 0.6522472 0.69550551 0.347752755 [85,] 0.6540052 0.69198969 0.345994847 [86,] 0.6602585 0.67948299 0.339741493 [87,] 0.6166418 0.76671643 0.383358216 [88,] 0.6445335 0.71093306 0.355466532 [89,] 0.6279667 0.74406656 0.372033278 [90,] 0.6142755 0.77144907 0.385724534 [91,] 0.6104823 0.77903543 0.389517715 [92,] 0.6622766 0.67544687 0.337723437 [93,] 0.6578471 0.68430574 0.342152870 [94,] 0.7997500 0.40049994 0.200249972 [95,] 0.7733833 0.45323334 0.226616672 [96,] 0.7977535 0.40449308 0.202246539 [97,] 0.7815692 0.43686159 0.218430796 [98,] 0.7373258 0.52534847 0.262674235 [99,] 0.7304120 0.53917607 0.269588036 [100,] 0.7140155 0.57196891 0.285984456 [101,] 0.6529749 0.69405028 0.347025142 [102,] 0.6064148 0.78717033 0.393585163 [103,] 0.5968378 0.80632438 0.403162188 [104,] 0.5369164 0.92616728 0.463083641 [105,] 0.4737846 0.94756917 0.526215413 [106,] 0.6001755 0.79964903 0.399824516 [107,] 0.5268048 0.94639049 0.473195246 [108,] 0.4886495 0.97729908 0.511350460 [109,] 0.7889663 0.42206739 0.211033696 [110,] 0.7305064 0.53898722 0.269493611 [111,] 0.6765398 0.64692031 0.323460153 [112,] 0.5892287 0.82154259 0.410771293 [113,] 0.5137623 0.97247544 0.486237720 [114,] 0.4297484 0.85949686 0.570251570 [115,] 0.3366317 0.67326344 0.663368278 [116,] 0.4275616 0.85512317 0.572438416 [117,] 0.3285532 0.65710641 0.671446795 [118,] 0.3654628 0.73092559 0.634537205 [119,] 0.3140034 0.62800676 0.685996618 > postscript(file="/var/www/html/rcomp/tmp/1dlf51291471186.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2dlf51291471186.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3ovw81291471186.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4ovw81291471186.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5ovw81291471186.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 = 142 Frequency = 1 1 2 3 4 5 -0.4135197581 -2.0190471840 2.9829473170 1.8982263109 -4.0682646143 6 7 8 9 10 -3.1335755170 -3.6659470920 0.5863379903 -0.1149493895 -1.3633004692 11 12 13 14 15 -1.6171612565 -4.1184917891 1.2014113327 -2.7133165670 -1.4600353480 16 17 18 19 20 -0.8658346376 -1.6045463958 -0.0195539719 -1.1318960459 -1.9282789956 21 22 23 24 25 0.0161594050 1.6383856502 -2.4387623348 6.3560524814 -1.5146381453 26 27 28 29 30 -0.0683265204 2.1361490442 0.0074683431 -0.7460762041 -2.1160271803 31 32 33 34 35 0.7045717803 0.0842347652 -0.3668160663 1.8412553345 -1.3246406093 36 37 38 39 40 -0.7750939488 1.2322797874 0.7162520208 -1.5337377082 -0.3340577298 41 42 43 44 45 3.6376051842 3.3868529960 -0.1046588815 1.1698553334 -0.8999718689 46 47 48 49 50 -1.1108454986 -0.2040964053 1.5353090389 1.6304206563 0.4295664929 51 52 53 54 55 -1.6660333338 0.5676749334 3.3828911743 0.8202234538 1.6839438487 56 57 58 59 60 1.2147380991 3.7882860741 -0.0302473714 -0.9757647477 4.0115688955 61 62 63 64 65 1.8272989739 1.2297154274 -1.5031813251 -2.0183168889 -0.9119944918 66 67 68 69 70 -2.0738968344 -0.6684684885 0.0838699736 1.9260908293 -2.2341399466 71 72 73 74 75 -0.3373732173 -0.8197453124 1.7178045651 -0.5820718863 -2.2753911153 76 77 78 79 80 0.7086146210 -1.6476593441 -0.1370606179 0.5967964236 -1.2440636456 81 82 83 84 85 3.1847124642 -2.0783723286 0.1660788461 -0.2734061692 0.3980788491 86 87 88 89 90 2.1333534865 -0.5049302992 0.3031185807 0.5033787494 -2.6279231600 91 92 93 94 95 -0.0002190523 -1.2746248677 0.7784344640 -1.4741547660 2.4555668032 96 97 98 99 100 -2.0992586616 1.9558956193 -0.6784088506 2.0061773159 0.2604435116 101 102 103 104 105 -1.0186792767 1.5736698124 2.3303384305 -1.9229874256 -3.8645743548 106 107 108 109 110 -0.6442700249 -0.9752609868 2.0855503467 0.5468180593 0.6346588028 111 112 113 114 115 0.6529382054 -0.0368003475 2.0187173771 2.2174367473 -1.5106492498 116 117 118 119 120 -1.4926961267 -3.0807270138 -0.0751111116 -0.6816142036 2.5719181939 121 122 123 124 125 1.5615285614 -0.7114383502 -1.2832201714 -2.9025205273 -0.8189686267 126 127 128 129 130 1.6032974109 0.7606562734 0.8027561361 -2.7296972595 1.1483748115 131 132 133 134 135 -0.3881282499 -0.4333667550 -0.0837807349 2.1516382320 -0.0140005000 136 137 138 139 140 -1.5146381453 2.2977747763 3.3130528838 0.1660788461 -0.0642268277 141 142 -3.0807270138 3.9069569851 > postscript(file="/var/www/html/rcomp/tmp/6y4vb1291471186.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 = 142 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.4135197581 NA 1 -2.0190471840 -0.4135197581 2 2.9829473170 -2.0190471840 3 1.8982263109 2.9829473170 4 -4.0682646143 1.8982263109 5 -3.1335755170 -4.0682646143 6 -3.6659470920 -3.1335755170 7 0.5863379903 -3.6659470920 8 -0.1149493895 0.5863379903 9 -1.3633004692 -0.1149493895 10 -1.6171612565 -1.3633004692 11 -4.1184917891 -1.6171612565 12 1.2014113327 -4.1184917891 13 -2.7133165670 1.2014113327 14 -1.4600353480 -2.7133165670 15 -0.8658346376 -1.4600353480 16 -1.6045463958 -0.8658346376 17 -0.0195539719 -1.6045463958 18 -1.1318960459 -0.0195539719 19 -1.9282789956 -1.1318960459 20 0.0161594050 -1.9282789956 21 1.6383856502 0.0161594050 22 -2.4387623348 1.6383856502 23 6.3560524814 -2.4387623348 24 -1.5146381453 6.3560524814 25 -0.0683265204 -1.5146381453 26 2.1361490442 -0.0683265204 27 0.0074683431 2.1361490442 28 -0.7460762041 0.0074683431 29 -2.1160271803 -0.7460762041 30 0.7045717803 -2.1160271803 31 0.0842347652 0.7045717803 32 -0.3668160663 0.0842347652 33 1.8412553345 -0.3668160663 34 -1.3246406093 1.8412553345 35 -0.7750939488 -1.3246406093 36 1.2322797874 -0.7750939488 37 0.7162520208 1.2322797874 38 -1.5337377082 0.7162520208 39 -0.3340577298 -1.5337377082 40 3.6376051842 -0.3340577298 41 3.3868529960 3.6376051842 42 -0.1046588815 3.3868529960 43 1.1698553334 -0.1046588815 44 -0.8999718689 1.1698553334 45 -1.1108454986 -0.8999718689 46 -0.2040964053 -1.1108454986 47 1.5353090389 -0.2040964053 48 1.6304206563 1.5353090389 49 0.4295664929 1.6304206563 50 -1.6660333338 0.4295664929 51 0.5676749334 -1.6660333338 52 3.3828911743 0.5676749334 53 0.8202234538 3.3828911743 54 1.6839438487 0.8202234538 55 1.2147380991 1.6839438487 56 3.7882860741 1.2147380991 57 -0.0302473714 3.7882860741 58 -0.9757647477 -0.0302473714 59 4.0115688955 -0.9757647477 60 1.8272989739 4.0115688955 61 1.2297154274 1.8272989739 62 -1.5031813251 1.2297154274 63 -2.0183168889 -1.5031813251 64 -0.9119944918 -2.0183168889 65 -2.0738968344 -0.9119944918 66 -0.6684684885 -2.0738968344 67 0.0838699736 -0.6684684885 68 1.9260908293 0.0838699736 69 -2.2341399466 1.9260908293 70 -0.3373732173 -2.2341399466 71 -0.8197453124 -0.3373732173 72 1.7178045651 -0.8197453124 73 -0.5820718863 1.7178045651 74 -2.2753911153 -0.5820718863 75 0.7086146210 -2.2753911153 76 -1.6476593441 0.7086146210 77 -0.1370606179 -1.6476593441 78 0.5967964236 -0.1370606179 79 -1.2440636456 0.5967964236 80 3.1847124642 -1.2440636456 81 -2.0783723286 3.1847124642 82 0.1660788461 -2.0783723286 83 -0.2734061692 0.1660788461 84 0.3980788491 -0.2734061692 85 2.1333534865 0.3980788491 86 -0.5049302992 2.1333534865 87 0.3031185807 -0.5049302992 88 0.5033787494 0.3031185807 89 -2.6279231600 0.5033787494 90 -0.0002190523 -2.6279231600 91 -1.2746248677 -0.0002190523 92 0.7784344640 -1.2746248677 93 -1.4741547660 0.7784344640 94 2.4555668032 -1.4741547660 95 -2.0992586616 2.4555668032 96 1.9558956193 -2.0992586616 97 -0.6784088506 1.9558956193 98 2.0061773159 -0.6784088506 99 0.2604435116 2.0061773159 100 -1.0186792767 0.2604435116 101 1.5736698124 -1.0186792767 102 2.3303384305 1.5736698124 103 -1.9229874256 2.3303384305 104 -3.8645743548 -1.9229874256 105 -0.6442700249 -3.8645743548 106 -0.9752609868 -0.6442700249 107 2.0855503467 -0.9752609868 108 0.5468180593 2.0855503467 109 0.6346588028 0.5468180593 110 0.6529382054 0.6346588028 111 -0.0368003475 0.6529382054 112 2.0187173771 -0.0368003475 113 2.2174367473 2.0187173771 114 -1.5106492498 2.2174367473 115 -1.4926961267 -1.5106492498 116 -3.0807270138 -1.4926961267 117 -0.0751111116 -3.0807270138 118 -0.6816142036 -0.0751111116 119 2.5719181939 -0.6816142036 120 1.5615285614 2.5719181939 121 -0.7114383502 1.5615285614 122 -1.2832201714 -0.7114383502 123 -2.9025205273 -1.2832201714 124 -0.8189686267 -2.9025205273 125 1.6032974109 -0.8189686267 126 0.7606562734 1.6032974109 127 0.8027561361 0.7606562734 128 -2.7296972595 0.8027561361 129 1.1483748115 -2.7296972595 130 -0.3881282499 1.1483748115 131 -0.4333667550 -0.3881282499 132 -0.0837807349 -0.4333667550 133 2.1516382320 -0.0837807349 134 -0.0140005000 2.1516382320 135 -1.5146381453 -0.0140005000 136 2.2977747763 -1.5146381453 137 3.3130528838 2.2977747763 138 0.1660788461 3.3130528838 139 -0.0642268277 0.1660788461 140 -3.0807270138 -0.0642268277 141 3.9069569851 -3.0807270138 142 NA 3.9069569851 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -2.0190471840 -0.4135197581 [2,] 2.9829473170 -2.0190471840 [3,] 1.8982263109 2.9829473170 [4,] -4.0682646143 1.8982263109 [5,] -3.1335755170 -4.0682646143 [6,] -3.6659470920 -3.1335755170 [7,] 0.5863379903 -3.6659470920 [8,] -0.1149493895 0.5863379903 [9,] -1.3633004692 -0.1149493895 [10,] -1.6171612565 -1.3633004692 [11,] -4.1184917891 -1.6171612565 [12,] 1.2014113327 -4.1184917891 [13,] -2.7133165670 1.2014113327 [14,] -1.4600353480 -2.7133165670 [15,] -0.8658346376 -1.4600353480 [16,] -1.6045463958 -0.8658346376 [17,] -0.0195539719 -1.6045463958 [18,] -1.1318960459 -0.0195539719 [19,] -1.9282789956 -1.1318960459 [20,] 0.0161594050 -1.9282789956 [21,] 1.6383856502 0.0161594050 [22,] -2.4387623348 1.6383856502 [23,] 6.3560524814 -2.4387623348 [24,] -1.5146381453 6.3560524814 [25,] -0.0683265204 -1.5146381453 [26,] 2.1361490442 -0.0683265204 [27,] 0.0074683431 2.1361490442 [28,] -0.7460762041 0.0074683431 [29,] -2.1160271803 -0.7460762041 [30,] 0.7045717803 -2.1160271803 [31,] 0.0842347652 0.7045717803 [32,] -0.3668160663 0.0842347652 [33,] 1.8412553345 -0.3668160663 [34,] -1.3246406093 1.8412553345 [35,] -0.7750939488 -1.3246406093 [36,] 1.2322797874 -0.7750939488 [37,] 0.7162520208 1.2322797874 [38,] -1.5337377082 0.7162520208 [39,] -0.3340577298 -1.5337377082 [40,] 3.6376051842 -0.3340577298 [41,] 3.3868529960 3.6376051842 [42,] -0.1046588815 3.3868529960 [43,] 1.1698553334 -0.1046588815 [44,] -0.8999718689 1.1698553334 [45,] -1.1108454986 -0.8999718689 [46,] -0.2040964053 -1.1108454986 [47,] 1.5353090389 -0.2040964053 [48,] 1.6304206563 1.5353090389 [49,] 0.4295664929 1.6304206563 [50,] -1.6660333338 0.4295664929 [51,] 0.5676749334 -1.6660333338 [52,] 3.3828911743 0.5676749334 [53,] 0.8202234538 3.3828911743 [54,] 1.6839438487 0.8202234538 [55,] 1.2147380991 1.6839438487 [56,] 3.7882860741 1.2147380991 [57,] -0.0302473714 3.7882860741 [58,] -0.9757647477 -0.0302473714 [59,] 4.0115688955 -0.9757647477 [60,] 1.8272989739 4.0115688955 [61,] 1.2297154274 1.8272989739 [62,] -1.5031813251 1.2297154274 [63,] -2.0183168889 -1.5031813251 [64,] -0.9119944918 -2.0183168889 [65,] -2.0738968344 -0.9119944918 [66,] -0.6684684885 -2.0738968344 [67,] 0.0838699736 -0.6684684885 [68,] 1.9260908293 0.0838699736 [69,] -2.2341399466 1.9260908293 [70,] -0.3373732173 -2.2341399466 [71,] -0.8197453124 -0.3373732173 [72,] 1.7178045651 -0.8197453124 [73,] -0.5820718863 1.7178045651 [74,] -2.2753911153 -0.5820718863 [75,] 0.7086146210 -2.2753911153 [76,] -1.6476593441 0.7086146210 [77,] -0.1370606179 -1.6476593441 [78,] 0.5967964236 -0.1370606179 [79,] -1.2440636456 0.5967964236 [80,] 3.1847124642 -1.2440636456 [81,] -2.0783723286 3.1847124642 [82,] 0.1660788461 -2.0783723286 [83,] -0.2734061692 0.1660788461 [84,] 0.3980788491 -0.2734061692 [85,] 2.1333534865 0.3980788491 [86,] -0.5049302992 2.1333534865 [87,] 0.3031185807 -0.5049302992 [88,] 0.5033787494 0.3031185807 [89,] -2.6279231600 0.5033787494 [90,] -0.0002190523 -2.6279231600 [91,] -1.2746248677 -0.0002190523 [92,] 0.7784344640 -1.2746248677 [93,] -1.4741547660 0.7784344640 [94,] 2.4555668032 -1.4741547660 [95,] -2.0992586616 2.4555668032 [96,] 1.9558956193 -2.0992586616 [97,] -0.6784088506 1.9558956193 [98,] 2.0061773159 -0.6784088506 [99,] 0.2604435116 2.0061773159 [100,] -1.0186792767 0.2604435116 [101,] 1.5736698124 -1.0186792767 [102,] 2.3303384305 1.5736698124 [103,] -1.9229874256 2.3303384305 [104,] -3.8645743548 -1.9229874256 [105,] -0.6442700249 -3.8645743548 [106,] -0.9752609868 -0.6442700249 [107,] 2.0855503467 -0.9752609868 [108,] 0.5468180593 2.0855503467 [109,] 0.6346588028 0.5468180593 [110,] 0.6529382054 0.6346588028 [111,] -0.0368003475 0.6529382054 [112,] 2.0187173771 -0.0368003475 [113,] 2.2174367473 2.0187173771 [114,] -1.5106492498 2.2174367473 [115,] -1.4926961267 -1.5106492498 [116,] -3.0807270138 -1.4926961267 [117,] -0.0751111116 -3.0807270138 [118,] -0.6816142036 -0.0751111116 [119,] 2.5719181939 -0.6816142036 [120,] 1.5615285614 2.5719181939 [121,] -0.7114383502 1.5615285614 [122,] -1.2832201714 -0.7114383502 [123,] -2.9025205273 -1.2832201714 [124,] -0.8189686267 -2.9025205273 [125,] 1.6032974109 -0.8189686267 [126,] 0.7606562734 1.6032974109 [127,] 0.8027561361 0.7606562734 [128,] -2.7296972595 0.8027561361 [129,] 1.1483748115 -2.7296972595 [130,] -0.3881282499 1.1483748115 [131,] -0.4333667550 -0.3881282499 [132,] -0.0837807349 -0.4333667550 [133,] 2.1516382320 -0.0837807349 [134,] -0.0140005000 2.1516382320 [135,] -1.5146381453 -0.0140005000 [136,] 2.2977747763 -1.5146381453 [137,] 3.3130528838 2.2977747763 [138,] 0.1660788461 3.3130528838 [139,] -0.0642268277 0.1660788461 [140,] -3.0807270138 -0.0642268277 [141,] 3.9069569851 -3.0807270138 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -2.0190471840 -0.4135197581 2 2.9829473170 -2.0190471840 3 1.8982263109 2.9829473170 4 -4.0682646143 1.8982263109 5 -3.1335755170 -4.0682646143 6 -3.6659470920 -3.1335755170 7 0.5863379903 -3.6659470920 8 -0.1149493895 0.5863379903 9 -1.3633004692 -0.1149493895 10 -1.6171612565 -1.3633004692 11 -4.1184917891 -1.6171612565 12 1.2014113327 -4.1184917891 13 -2.7133165670 1.2014113327 14 -1.4600353480 -2.7133165670 15 -0.8658346376 -1.4600353480 16 -1.6045463958 -0.8658346376 17 -0.0195539719 -1.6045463958 18 -1.1318960459 -0.0195539719 19 -1.9282789956 -1.1318960459 20 0.0161594050 -1.9282789956 21 1.6383856502 0.0161594050 22 -2.4387623348 1.6383856502 23 6.3560524814 -2.4387623348 24 -1.5146381453 6.3560524814 25 -0.0683265204 -1.5146381453 26 2.1361490442 -0.0683265204 27 0.0074683431 2.1361490442 28 -0.7460762041 0.0074683431 29 -2.1160271803 -0.7460762041 30 0.7045717803 -2.1160271803 31 0.0842347652 0.7045717803 32 -0.3668160663 0.0842347652 33 1.8412553345 -0.3668160663 34 -1.3246406093 1.8412553345 35 -0.7750939488 -1.3246406093 36 1.2322797874 -0.7750939488 37 0.7162520208 1.2322797874 38 -1.5337377082 0.7162520208 39 -0.3340577298 -1.5337377082 40 3.6376051842 -0.3340577298 41 3.3868529960 3.6376051842 42 -0.1046588815 3.3868529960 43 1.1698553334 -0.1046588815 44 -0.8999718689 1.1698553334 45 -1.1108454986 -0.8999718689 46 -0.2040964053 -1.1108454986 47 1.5353090389 -0.2040964053 48 1.6304206563 1.5353090389 49 0.4295664929 1.6304206563 50 -1.6660333338 0.4295664929 51 0.5676749334 -1.6660333338 52 3.3828911743 0.5676749334 53 0.8202234538 3.3828911743 54 1.6839438487 0.8202234538 55 1.2147380991 1.6839438487 56 3.7882860741 1.2147380991 57 -0.0302473714 3.7882860741 58 -0.9757647477 -0.0302473714 59 4.0115688955 -0.9757647477 60 1.8272989739 4.0115688955 61 1.2297154274 1.8272989739 62 -1.5031813251 1.2297154274 63 -2.0183168889 -1.5031813251 64 -0.9119944918 -2.0183168889 65 -2.0738968344 -0.9119944918 66 -0.6684684885 -2.0738968344 67 0.0838699736 -0.6684684885 68 1.9260908293 0.0838699736 69 -2.2341399466 1.9260908293 70 -0.3373732173 -2.2341399466 71 -0.8197453124 -0.3373732173 72 1.7178045651 -0.8197453124 73 -0.5820718863 1.7178045651 74 -2.2753911153 -0.5820718863 75 0.7086146210 -2.2753911153 76 -1.6476593441 0.7086146210 77 -0.1370606179 -1.6476593441 78 0.5967964236 -0.1370606179 79 -1.2440636456 0.5967964236 80 3.1847124642 -1.2440636456 81 -2.0783723286 3.1847124642 82 0.1660788461 -2.0783723286 83 -0.2734061692 0.1660788461 84 0.3980788491 -0.2734061692 85 2.1333534865 0.3980788491 86 -0.5049302992 2.1333534865 87 0.3031185807 -0.5049302992 88 0.5033787494 0.3031185807 89 -2.6279231600 0.5033787494 90 -0.0002190523 -2.6279231600 91 -1.2746248677 -0.0002190523 92 0.7784344640 -1.2746248677 93 -1.4741547660 0.7784344640 94 2.4555668032 -1.4741547660 95 -2.0992586616 2.4555668032 96 1.9558956193 -2.0992586616 97 -0.6784088506 1.9558956193 98 2.0061773159 -0.6784088506 99 0.2604435116 2.0061773159 100 -1.0186792767 0.2604435116 101 1.5736698124 -1.0186792767 102 2.3303384305 1.5736698124 103 -1.9229874256 2.3303384305 104 -3.8645743548 -1.9229874256 105 -0.6442700249 -3.8645743548 106 -0.9752609868 -0.6442700249 107 2.0855503467 -0.9752609868 108 0.5468180593 2.0855503467 109 0.6346588028 0.5468180593 110 0.6529382054 0.6346588028 111 -0.0368003475 0.6529382054 112 2.0187173771 -0.0368003475 113 2.2174367473 2.0187173771 114 -1.5106492498 2.2174367473 115 -1.4926961267 -1.5106492498 116 -3.0807270138 -1.4926961267 117 -0.0751111116 -3.0807270138 118 -0.6816142036 -0.0751111116 119 2.5719181939 -0.6816142036 120 1.5615285614 2.5719181939 121 -0.7114383502 1.5615285614 122 -1.2832201714 -0.7114383502 123 -2.9025205273 -1.2832201714 124 -0.8189686267 -2.9025205273 125 1.6032974109 -0.8189686267 126 0.7606562734 1.6032974109 127 0.8027561361 0.7606562734 128 -2.7296972595 0.8027561361 129 1.1483748115 -2.7296972595 130 -0.3881282499 1.1483748115 131 -0.4333667550 -0.3881282499 132 -0.0837807349 -0.4333667550 133 2.1516382320 -0.0837807349 134 -0.0140005000 2.1516382320 135 -1.5146381453 -0.0140005000 136 2.2977747763 -1.5146381453 137 3.3130528838 2.2977747763 138 0.1660788461 3.3130528838 139 -0.0642268277 0.1660788461 140 -3.0807270138 -0.0642268277 141 3.9069569851 -3.0807270138 > 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/7rdcw1291471186.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8rdcw1291471186.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9rdcw1291471186.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/1024uz1291471186.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11n5s51291471186.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/12r69b1291471186.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/13nfpj1291471186.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/148gnp1291471186.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/15bg4v1291471186.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/167rne1291471187.tab") + } > > try(system("convert tmp/1dlf51291471186.ps tmp/1dlf51291471186.png",intern=TRUE)) character(0) > try(system("convert tmp/2dlf51291471186.ps tmp/2dlf51291471186.png",intern=TRUE)) character(0) > try(system("convert tmp/3ovw81291471186.ps tmp/3ovw81291471186.png",intern=TRUE)) character(0) > try(system("convert tmp/4ovw81291471186.ps tmp/4ovw81291471186.png",intern=TRUE)) character(0) > try(system("convert tmp/5ovw81291471186.ps tmp/5ovw81291471186.png",intern=TRUE)) character(0) > try(system("convert tmp/6y4vb1291471186.ps tmp/6y4vb1291471186.png",intern=TRUE)) character(0) > try(system("convert tmp/7rdcw1291471186.ps tmp/7rdcw1291471186.png",intern=TRUE)) character(0) > try(system("convert tmp/8rdcw1291471186.ps tmp/8rdcw1291471186.png",intern=TRUE)) character(0) > try(system("convert tmp/9rdcw1291471186.ps tmp/9rdcw1291471186.png",intern=TRUE)) character(0) > try(system("convert tmp/1024uz1291471186.ps tmp/1024uz1291471186.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.055 1.820 9.352