R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) 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(2293.41 + ,10430.35 + ,9374.63 + ,-18.2 + ,-11 + ,3.3 + ,-0.8 + ,2443.27 + ,2513.17 + ,2466.92 + ,2502.66 + ,2070.83 + ,9691.12 + ,8679.75 + ,-22.8 + ,-17 + ,3.47 + ,-1.7 + ,2293.41 + ,2443.27 + ,2513.17 + ,2466.92 + ,2029.6 + ,9810.31 + ,8593 + ,-23.6 + ,-18 + ,3.72 + ,-1.1 + ,2070.83 + ,2293.41 + ,2443.27 + ,2513.17 + ,2052.02 + ,9304.43 + ,8398.37 + ,-27.6 + ,-19 + ,3.67 + ,-0.4 + ,2029.6 + ,2070.83 + ,2293.41 + ,2443.27 + ,1864.44 + ,8767.96 + ,7992.12 + ,-29.4 + ,-22 + ,3.82 + ,0.6 + ,2052.02 + ,2029.6 + ,2070.83 + ,2293.41 + ,1670.07 + ,7764.58 + ,7235.47 + ,-31.8 + ,-24 + ,3.85 + ,0.6 + ,1864.44 + ,2052.02 + ,2029.6 + ,2070.83 + ,1810.99 + ,7694.78 + ,7690.5 + ,-31.4 + ,-24 + ,3.9 + ,1.9 + ,1670.07 + ,1864.44 + ,2052.02 + ,2029.6 + ,1905.41 + ,8331.49 + ,8396.2 + ,-27.6 + ,-20 + ,3.99 + ,2.3 + ,1810.99 + ,1670.07 + ,1864.44 + ,2052.02 + ,1862.83 + ,8460.94 + ,8595.56 + ,-28.8 + ,-25 + ,4.35 + ,2.6 + ,1905.41 + ,1810.99 + ,1670.07 + ,1864.44 + ,2014.45 + ,8531.45 + ,8614.55 + ,-21.9 + ,-22 + ,4.98 + ,3.1 + ,1862.83 + ,1905.41 + ,1810.99 + ,1670.07 + ,2197.82 + ,9117.03 + ,9181.73 + ,-13.9 + ,-17 + ,5.46 + ,4.7 + ,2014.45 + ,1862.83 + ,1905.41 + ,1810.99 + ,2962.34 + ,12123.53 + ,11114.08 + ,-8 + ,-9 + ,5.19 + ,5.5 + ,2197.82 + ,2014.45 + ,1862.83 + ,1905.41 + ,3047.03 + ,12989.35 + ,11530.75 + ,-2.8 + ,-11 + ,5.03 + ,5.4 + ,2962.34 + ,2197.82 + ,2014.45 + ,1862.83 + ,3032.6 + ,13168.91 + ,11322.38 + ,-3.3 + ,-13 + ,5.38 + ,5.9 + ,3047.03 + ,2962.34 + ,2197.82 + ,2014.45 + ,3504.37 + ,14084.6 + ,12056.67 + ,-1.3 + ,-11 + ,5.37 + ,5.8 + ,3032.6 + ,3047.03 + ,2962.34 + ,2197.82 + ,3801.06 + ,13995.33 + ,12812.48 + ,0.5 + ,-9 + ,4.87 + ,5.2 + ,3504.37 + ,3032.6 + ,3047.03 + ,2962.34 + ,3857.62 + ,13357.7 + ,12656.63 + ,-1.9 + ,-7 + ,4.7 + ,4.2 + ,3801.06 + ,3504.37 + ,3032.6 + ,3047.03 + ,3674.4 + ,12602.93 + ,12193.88 + ,2 + ,-3 + ,4.4 + ,4.4 + ,3857.62 + ,3801.06 + ,3504.37 + ,3032.6 + ,3720.98 + ,13547.84 + ,12419.57 + ,1.7 + ,-3 + ,4.37 + ,3.6 + ,3674.4 + ,3857.62 + ,3801.06 + ,3504.37 + ,3844.49 + ,13731.31 + ,12538.12 + ,1.9 + ,-6 + ,4.54 + ,3.5 + ,3720.98 + ,3674.4 + ,3857.62 + ,3801.06 + ,4116.68 + ,15532.18 + ,13406.97 + ,0.1 + ,-4 + ,4.8 + ,3.1 + ,3844.49 + ,3720.98 + ,3674.4 + ,3857.62 + ,4105.18 + ,15543.76 + ,13200.58 + ,2.4 + ,-8 + ,4.56 + ,2.9 + ,4116.68 + ,3844.49 + ,3720.98 + ,3674.4 + ,4435.23 + ,16903.36 + ,13901.28 + ,2.3 + ,-1 + ,4.61 + ,2.2 + ,4105.18 + ,4116.68 + ,3844.49 + ,3720.98 + ,4296.49 + ,16235.39 + ,13557.69 + ,4.7 + ,-2 + ,4.58 + ,1.5 + ,4435.23 + ,4105.18 + ,4116.68 + ,3844.49 + ,4202.52 + ,16460.95 + ,13239.71 + ,5 + ,-2 + ,4.61 + ,1.1 + ,4296.49 + ,4435.23 + ,4105.18 + ,4116.68 + ,4562.84 + ,17974.77 + ,13673.28 + ,7.2 + ,-1 + ,4.77 + ,1.4 + ,4202.52 + ,4296.49 + ,4435.23 + ,4105.18 + ,4621.4 + ,18001.37 + ,13480.21 + ,8.5 + ,1 + ,4.76 + ,1.3 + ,4562.84 + ,4202.52 + ,4296.49 + ,4435.23 + ,4696.96 + ,17611.14 + ,13407.75 + ,6.8 + ,2 + ,4.5 + ,1.3 + ,4621.4 + ,4562.84 + ,4202.52 + ,4296.49 + ,4591.27 + ,17460.53 + ,12754.8 + ,5.8 + ,2 + ,4.37 + ,1.8 + ,4696.96 + ,4621.4 + ,4562.84 + ,4202.52 + ,4356.98 + ,17128.37 + ,12268.53 + ,3.7 + ,-1 + ,4.15 + ,1.8 + ,4591.27 + ,4696.96 + ,4621.4 + ,4562.84 + ,4502.64 + ,17741.23 + ,12631.48 + ,4.8 + ,1 + ,4.24 + ,1.8 + ,4356.98 + ,4591.27 + ,4696.96 + ,4621.4 + ,4443.91 + ,17286.32 + ,12512.89 + ,6.1 + ,-1 + ,4.22 + ,1.7 + ,4502.64 + ,4356.98 + ,4591.27 + ,4696.96 + ,4290.89 + ,16775.08 + ,12377.62 + ,6.9 + ,-8 + ,4.01 + ,1.6 + ,4443.91 + ,4502.64 + ,4356.98 + ,4591.27 + ,4199.75 + ,16101.07 + ,12185.15 + ,5.7 + ,1 + ,3.93 + ,1.5 + ,4290.89 + ,4443.91 + ,4502.64 + ,4356.98 + ,4138.52 + ,16519.44 + ,11963.12 + ,6.9 + ,2 + ,3.97 + ,1.2 + ,4199.75 + ,4290.89 + ,4443.91 + ,4502.64 + ,3970.1 + ,15934.09 + ,11533.59 + ,5.5 + ,-2 + ,3.92 + ,1.2 + ,4138.52 + ,4199.75 + ,4290.89 + ,4443.91 + ,3862.27 + ,15786.78 + ,11257.35 + ,6.5 + ,-2 + ,3.99 + ,1.6 + ,3970.1 + ,4138.52 + ,4199.75 + ,4290.89 + ,3701.61 + ,15147.55 + ,11036.89 + ,7.7 + ,-2 + ,4.1 + ,1.6 + ,3862.27 + ,3970.1 + ,4138.52 + ,4199.75 + ,3570.12 + ,14990.31 + ,10997.97 + ,6.3 + ,-2 + ,4.04 + ,1.9 + ,3701.61 + ,3862.27 + ,3970.1 + ,4138.52 + ,3801.06 + ,16397.83 + ,11333.88 + ,5.5 + ,-6 + ,3.97 + ,2.2 + ,3570.12 + ,3701.61 + ,3862.27 + ,3970.1 + ,3895.51 + ,17232.97 + ,11234.68 + ,5.3 + ,-4 + ,3.9 + ,2 + ,3801.06 + ,3570.12 + ,3701.61 + ,3862.27 + ,3917.96 + ,16311.54 + ,11145.65 + ,3.3 + ,-5 + ,3.66 + ,1.7 + ,3895.51 + ,3801.06 + ,3570.12 + ,3701.61 + ,3813.06 + ,16187.64 + ,10971.19 + ,2.2 + ,-2 + ,3.44 + ,2.4 + ,3917.96 + ,3895.51 + ,3801.06 + ,3570.12 + ,3667.03 + ,16102.64 + ,10872.48 + ,0.6 + ,-1 + ,3.27 + ,2.6 + ,3813.06 + ,3917.96 + ,3895.51 + ,3801.06 + ,3494.17 + ,15650.83 + ,10827.81 + ,0.2 + ,-5 + ,3.24 + ,2.9 + ,3667.03 + ,3813.06 + ,3917.96 + ,3895.51 + ,3363.99 + ,14368.05 + ,10695.25 + ,-0.7 + ,-9 + ,3.27 + ,2.6 + ,3494.17 + ,3667.03 + ,3813.06 + ,3917.96 + ,3295.32 + ,13392.79 + ,10324.31 + ,-1.7 + ,-8 + ,2.99 + ,2.5 + ,3363.99 + ,3494.17 + ,3667.03 + ,3813.06 + ,3277.01 + ,12986.62 + ,10532.54 + ,-3.7 + ,-14 + ,2.77 + ,3.2 + ,3295.32 + ,3363.99 + ,3494.17 + ,3667.03 + ,3257.16 + ,12204.98 + ,10554.27 + ,-7.6 + ,-10 + ,2.9 + ,3.1 + ,3277.01 + ,3295.32 + ,3363.99 + ,3494.17 + ,3161.69 + ,11716.87 + ,10545.38 + ,-8.2 + ,-11 + ,2.87 + ,3.1 + ,3257.16 + ,3277.01 + ,3295.32 + ,3363.99 + ,3097.31 + ,11402.75 + ,10486.64 + ,-7.5 + ,-11 + ,2.84 + ,2.9 + ,3161.69 + ,3257.16 + ,3277.01 + ,3295.32 + ,3061.26 + ,11082.38 + ,10377.18 + ,-8 + ,-11 + ,3.02 + ,2.5 + ,3097.31 + ,3161.69 + ,3257.16 + ,3277.01 + ,3119.31 + ,11395.64 + ,10283.19 + ,-6.9 + ,-5 + ,3.19 + ,2.8 + ,3061.26 + ,3097.31 + ,3161.69 + ,3257.16 + ,3106.22 + ,11809.38 + ,10682.06 + ,-4.2 + ,-2 + ,3.39 + ,3.1 + ,3119.31 + ,3061.26 + ,3097.31 + ,3161.69 + ,3080.58 + ,11545.71 + ,10723.78 + ,-3.6 + ,-3 + ,3.28 + ,2.6 + ,3106.22 + ,3119.31 + ,3061.26 + ,3097.31 + ,2981.85 + ,11394.84 + ,10539.51 + ,-1.8 + ,-6 + ,3.28 + ,2.3 + ,3080.58 + ,3106.22 + ,3119.31 + ,3061.26 + ,2921.44 + ,11068.05 + ,10673.38 + ,-3.2 + ,-6 + ,3.33 + ,2.3 + ,2981.85 + ,3080.58 + ,3106.22 + ,3119.31 + ,2849.27 + ,10973 + ,10411.75 + ,-1.3 + ,-7 + ,3.51 + ,2.6 + ,2921.44 + ,2981.85 + ,3080.58 + ,3106.22 + ,2756.76 + ,11028.93 + ,10001.6 + ,0.6 + ,-6 + ,3.65 + ,2.9 + ,2849.27 + ,2921.44 + ,2981.85 + ,3080.58 + ,2645.64 + ,11079.42 + ,10204.59 + ,1.2 + ,-2 + ,3.76 + ,2 + ,2756.76 + ,2849.27 + ,2921.44 + ,2981.85 + ,2497.84 + ,10989.34 + ,10032.8 + ,0.4 + ,-2 + ,3.67 + ,2.2 + ,2645.64 + ,2756.76 + ,2849.27 + ,2921.44 + ,2448.05 + ,11383.89 + ,10152.09 + ,3 + ,-4 + ,3.87 + ,2.4 + ,2497.84 + ,2645.64 + ,2756.76 + ,2849.27 + ,2454.62 + ,11527.72 + ,10364.91 + ,-0.4 + ,0 + ,3.99 + ,2.3 + ,2448.05 + ,2497.84 + ,2645.64 + ,2756.76 + ,2407.6 + ,11037.54 + ,10092.96 + ,0 + ,-6 + ,3.9 + ,2.6 + ,2454.62 + ,2448.05 + ,2497.84 + ,2645.64 + ,2472.81 + ,11950.95 + ,10418.4 + ,-1.3 + ,-4 + ,3.74 + ,1.9 + ,2407.6 + ,2454.62 + ,2448.05 + ,2497.84 + ,2408.64 + ,11441.08 + ,10323.73 + ,-3.1 + ,-3 + ,3.55 + ,1.1 + ,2472.81 + ,2407.6 + ,2454.62 + ,2448.05 + ,2440.25 + ,10631.92 + ,10601.61 + ,-4 + ,-1 + ,3.67 + ,1.3 + ,2408.64 + ,2472.81 + ,2407.6 + ,2454.62 + ,2350.44 + ,10892.76 + ,10540.05 + ,-4.9 + ,-3 + ,3.6 + ,1.6 + ,2440.25 + ,2408.64 + ,2472.81 + ,2407.6 + ,2196.72 + ,10295.98 + ,10124.63 + ,-4.6 + ,-6 + ,3.82 + ,1.7 + ,2350.44 + ,2440.25 + ,2408.64 + ,2472.81 + ,2174.56 + ,10205.29 + ,9762.12 + ,-5.4 + ,-6 + ,3.91 + ,1.9 + ,2196.72 + ,2350.44 + ,2440.25 + ,2408.64 + ,2120.88 + ,10717.13 + ,9682.35 + ,-8.1 + ,-15 + ,3.79 + ,1.6 + ,2174.56 + ,2196.72 + ,2350.44 + ,2440.25 + ,2093.48 + ,10637.44 + ,9492.49 + ,-9.4 + ,-5 + ,3.73 + ,1.8 + ,2120.88 + ,2174.56 + ,2196.72 + ,2350.44 + ,2061.41 + ,9884.59 + ,9284.73 + ,-12.6 + ,-11 + ,3.77 + ,1.8 + ,2093.48 + ,2120.88 + ,2174.56 + ,2196.72 + ,1969.6 + ,9676.31 + ,9154.34 + ,-15.7 + ,-13 + ,3.47 + ,1.5 + ,2061.41 + ,2093.48 + ,2120.88 + ,2174.56 + ,1959.67 + ,8895.71 + ,9098.03 + ,-17.3 + ,-10 + ,3.18 + ,1.6 + ,1969.6 + ,2061.41 + ,2093.48 + ,2120.88 + ,1910.43 + ,8145.82 + ,8623.36 + ,-14.4 + ,-9 + ,3.44 + ,1 + ,1959.67 + ,1969.6 + ,2061.41 + ,2093.48 + ,1833.42 + ,7905.84 + ,8334.59 + ,-16.2 + ,-11 + ,3.81 + ,1.5 + ,1910.43 + ,1959.67 + ,1969.6 + ,2061.41 + ,1635.25 + ,8169.75 + ,7977.64 + ,-14.9 + ,-18 + ,3.6 + ,1.8 + ,1833.42 + ,1910.43 + ,1959.67 + ,1969.6 + ,1765.9 + ,8538.47 + ,7916.13 + ,-11 + ,-13 + ,3.42 + ,1.7 + ,1635.25 + ,1833.42 + ,1910.43 + ,1959.67 + ,1946.81 + ,8570.73 + ,8474.21 + ,-11.5 + ,-9 + ,3.73 + ,1.2 + ,1765.9 + ,1635.25 + ,1833.42 + ,1910.43 + ,1995.37 + ,8692.94 + ,8526.63 + ,-9.6 + ,-8 + ,4.04 + ,1.4 + ,1946.81 + ,1765.9 + ,1635.25 + ,1833.42 + ,2042 + ,8721.14 + ,8641.21 + ,-8.8 + ,-4 + ,4.22 + ,1.1 + ,1995.37 + ,1946.81 + ,1765.9 + ,1635.25 + ,1940.49 + ,8792.5 + ,8048.1 + ,-9.7 + ,-3 + ,4.3 + ,1.3 + ,2042 + ,1995.37 + ,1946.81 + ,1765.9 + ,2065.81 + ,9354.01 + ,8160.67 + ,-8.4 + ,-3 + ,4.28 + ,1.3 + ,1940.49 + ,2042 + ,1995.37 + ,1946.81 + ,2214.95 + ,9751.2 + ,8685.4 + ,-8.4 + ,-3 + ,4.56 + ,1.3 + ,2065.81 + ,1940.49 + ,2042 + ,1995.37 + ,2304.98 + ,10352.27 + ,8616.49 + ,-6.8 + ,-1 + ,4.79 + ,1.3 + ,2214.95 + ,2065.81 + ,1940.49 + ,2042 + ,2555.28 + ,10965.88 + ,9492.44 + ,-5.3 + ,0 + ,4.93 + ,0.9 + ,2304.98 + ,2214.95 + ,2065.81 + ,1940.49 + ,2799.43 + ,11717.46 + ,10080.48 + ,-5.1 + ,1 + ,5.12 + ,1.3 + ,2555.28 + ,2304.98 + ,2214.95 + ,2065.81 + ,2811.7 + ,11384.49 + ,10179.35 + ,-6.5 + ,0 + ,5.13 + ,1.8 + ,2799.43 + ,2555.28 + ,2304.98 + ,2214.95 + ,2735.7 + ,11448.79 + ,10500.98 + ,-7.3 + ,2 + ,5.15 + ,2.7 + ,2811.7 + ,2799.43 + ,2555.28 + ,2304.98 + ,2745.88 + ,9981.65 + ,9892.56 + ,-10.8 + ,1 + ,4.92 + ,2.6 + ,2735.7 + ,2811.7 + ,2799.43 + ,2555.28 + ,2720.25 + ,10300.79 + ,9923.81 + ,-10.9 + ,-1 + ,4.79 + ,2.9 + ,2745.88 + ,2735.7 + ,2811.7 + ,2799.43 + ,2638.53 + ,10496.2 + ,9978.53 + ,-13.4 + ,-8 + ,4.68 + ,2.2 + ,2720.25 + ,2745.88 + ,2735.7 + ,2811.7 + ,2659.81 + ,10511.22 + ,9721.84 + ,-15.5 + ,-18 + ,4.42 + ,2.1 + ,2638.53 + ,2720.25 + ,2745.88 + ,2735.7 + ,2641.65 + ,10438.9 + ,9220.75 + ,-15.4 + ,-14 + ,4.53 + ,2.3 + ,2659.81 + ,2638.53 + ,2720.25 + ,2745.88 + ,2604.42 + ,9996.83 + ,9042.56 + ,-11.9 + ,-4 + ,4.71 + ,2.3 + ,2641.65 + ,2659.81 + ,2638.53 + ,2720.25 + ,2892.63 + ,11576.21 + ,10314.68 + ,-8 + ,0 + ,4.83 + ,2.7 + ,2604.42 + ,2641.65 + ,2659.81 + ,2638.53 + ,2915.02 + ,12151.11 + ,10444.5 + ,-7.7 + ,4 + ,5.04 + ,2.6 + ,2892.63 + ,2604.42 + ,2641.65 + ,2659.81 + ,2845.26 + ,12974.89 + ,10767.2 + ,-6.4 + ,4 + ,5.06 + ,2.9 + ,2915.02 + ,2892.63 + ,2604.42 + ,2641.65 + ,2794.83 + ,13975.55 + ,10546.82 + ,-5.6 + ,3 + ,5.14 + ,3.1 + ,2845.26 + ,2915.02 + ,2892.63 + ,2604.42 + ,2848.96 + ,13411.84 + ,10213.97 + ,-5.7 + ,3 + ,5.06 + ,2.8 + ,2794.83 + ,2845.26 + ,2915.02 + ,2892.63 + ,2833.18 + ,12708.47 + ,10052.6 + ,-0.1 + ,7 + ,5.04 + ,2.1 + ,2848.96 + ,2794.83 + ,2845.26 + ,2915.02 + ,2995.55 + ,13266.27 + ,10777.22 + ,1.9 + ,8 + ,5.19 + ,2.3 + ,2833.18 + ,2848.96 + ,2794.83 + ,2845.26 + ,2987.1 + ,13720.95 + ,10682.74 + ,3.6 + ,13 + ,5.22 + ,2.2 + ,2995.55 + ,2833.18 + ,2848.96 + ,2794.83 + ,3013.24 + ,14452.93 + ,10666.71 + ,5 + ,15 + ,5.4 + ,2.5 + ,2987.1 + ,2995.55 + ,2833.18 + ,2848.96 + ,3110.52 + ,14760.87 + ,10665.78 + ,4.7 + ,14 + ,5.7 + ,3.1 + ,3013.24 + ,2987.1 + ,2995.55 + ,2833.18 + ,3045.78 + ,15311.7 + ,10433.56 + ,5.1 + ,14 + ,5.61 + ,3 + ,3110.52 + ,3013.24 + ,2987.1 + ,2995.55 + ,3032.93 + ,16153.34 + ,10967.87 + ,6.6 + ,10 + ,5.66 + ,3.4 + ,3045.78 + ,3110.52 + ,3013.24 + ,2987.1 + ,3142.95 + ,16329.89 + ,11014.51 + ,6 + ,16 + ,5.65 + ,2.9 + ,3032.93 + ,3045.78 + ,3110.52 + ,3013.24 + ,3012.61 + ,16973.38 + ,10654.41 + ,6.2 + ,13 + ,5.63 + ,2.8 + ,3142.95 + ,3032.93 + ,3045.78 + ,3110.52 + ,2897.06 + ,16969.28 + ,10582.92 + ,8.6 + ,15 + ,5.5 + ,2.7 + ,3012.61 + ,3142.95 + ,3032.93 + ,3045.78 + ,2863.36 + ,17039.97 + ,10580.27 + ,7.4 + ,13 + ,5.61 + ,2.2 + ,2897.06 + ,3012.61 + ,3142.95 + ,3032.93 + ,2882.6 + ,19598.93 + ,10947.43 + ,8.6 + ,12 + ,5.3 + ,2.1 + ,2863.36 + ,2897.06 + ,3012.61 + ,3142.95 + ,2767.63 + ,19834.71 + ,10483.39 + ,9.2 + ,13 + ,5.38 + ,2.2 + ,2882.6 + ,2863.36 + ,2897.06 + ,3012.61 + ,2803.47 + ,19685.53 + ,10539.68 + ,7.7 + ,11 + ,5.5 + ,1.9 + ,2767.63 + ,2882.6 + ,2863.36 + ,2897.06 + ,3030.29 + ,18941.6 + ,11281.26 + ,6.4 + ,9 + ,5.35 + ,1.8 + ,2803.47 + ,2767.63 + ,2882.6 + ,2863.36 + ,3210.52 + ,18409.96 + ,11251.2 + ,8.6 + ,8 + ,4.99 + ,1.9 + ,3030.29 + ,2803.47 + ,2767.63 + ,2882.6 + ,3249.57 + ,18470.97 + ,10817.9 + ,6.4 + ,8 + ,4.93 + ,1.5 + ,3210.52 + ,3030.29 + ,2803.47 + ,2767.63 + ,2999.93 + ,17677.9 + ,10394.48 + ,6 + ,5 + ,5.16 + ,1.3 + ,3249.57 + ,3210.52 + ,3030.29 + ,2803.47 + ,3181.96 + ,17544.22 + ,10714.03 + ,2.6 + ,3 + ,4.87 + ,1.2 + ,2999.93 + ,3249.57 + ,3210.52 + ,3030.29 + ,3053.05 + ,17671 + ,10935.47 + ,0.1 + ,-2 + ,4.73 + ,0.9 + ,3181.96 + ,2999.93 + ,3249.57 + ,3210.52 + ,3092.71 + ,18033.25 + ,11052.23 + ,0 + ,0 + ,4.4 + ,0.7 + ,3053.05 + ,3181.96 + ,2999.93 + ,3249.57 + ,3165.26 + ,17135.96 + ,10704.02 + ,-0.9 + ,-8 + ,3.99 + ,0.7 + ,3092.71 + ,3053.05 + ,3181.96 + ,2999.93 + ,3173.95 + ,16505.21 + ,10853.87 + ,-0.1 + ,2 + ,3.67 + ,0.8 + ,3165.26 + ,3092.71 + ,3053.05 + ,3181.96 + ,3280.37 + ,16666.97 + ,10443.5 + ,-1.4 + ,2 + ,3.65 + ,1.2 + ,3173.95 + ,3165.26 + ,3092.71 + ,3053.05 + ,3288.18 + ,15418.03 + ,9753.63 + ,-7.1 + ,2 + ,3.75 + ,1.2 + ,3280.37 + ,3173.95 + ,3165.26 + ,3092.71 + ,3411.13 + ,14153.22 + ,9327.78 + ,-6.2 + ,3 + ,3.67 + ,1 + ,3288.18 + ,3280.37 + ,3173.95 + ,3165.26 + ,3484.74 + ,13830.14 + ,9349.44 + ,-5.6 + ,6 + ,3.68 + ,1 + ,3411.13 + ,3288.18 + ,3280.37 + ,3173.95 + ,3361.13 + ,14295.79 + ,9018.68 + ,-7.6 + ,1 + ,3.85 + ,0.6 + ,3484.74 + ,3411.13 + ,3288.18 + ,3280.37 + ,3230.66 + ,14525.87 + ,9005.73 + ,-7.3 + ,1 + ,4.02 + ,0.6 + ,3361.13 + ,3484.74 + ,3411.13 + ,3288.18 + ,3006.84 + ,13486.9 + ,8164.47 + ,-7.8 + ,-4 + ,3.99 + ,0.9 + ,3230.66 + ,3361.13 + ,3484.74 + ,3411.13 + ,3149.9 + ,14144.81 + ,7895.51 + ,-3.7 + ,1 + ,4.12 + ,0.8 + ,3006.84 + ,3230.66 + ,3361.13 + ,3484.74 + ,3403.13 + ,15243.98 + ,8478.52 + ,-0.3 + ,2 + ,4.47 + ,0.4 + ,3149.9 + ,3006.84 + ,3230.66 + ,3361.13 + ,3564.95 + ,16370.17 + ,9097.14 + ,2 + ,3 + ,4.69 + ,1 + ,3403.13 + ,3149.9 + ,3006.84 + ,3230.66 + ,3327.7 + ,15231.29 + ,8872.96 + ,2 + ,5 + ,4.77 + ,1.6 + ,3564.95 + ,3403.13 + ,3149.9 + ,3006.84 + ,3141.12 + ,15514.27 + ,9081.69 + ,3.1 + ,5 + ,4.92 + ,1.9 + ,3327.7 + ,3564.95 + ,3403.13 + ,3149.9 + ,3064.42 + ,15941.29 + ,9037.44 + ,2.7 + ,3 + ,4.84 + ,1.5 + ,3141.12 + ,3327.7 + ,3564.95 + ,3403.13 + ,2880.4 + ,16840.31 + ,8709.47 + ,2.4 + ,2 + ,4.77 + ,1 + ,3064.42 + ,3141.12 + ,3327.7 + ,3564.95 + ,2661.39 + ,16797.69 + ,8323.61 + ,2 + ,3 + ,4.88 + ,0.7 + ,2880.4 + ,3064.42 + ,3141.12 + ,3327.7 + ,2504.67 + ,15929.69 + ,7808.33 + ,4.1 + ,-1 + ,5 + ,0.4 + ,2661.39 + ,2880.4 + ,3064.42 + ,3141.12 + ,2450.41 + ,15917.07 + ,7909.82 + ,5.2 + ,-9 + ,5.3 + ,1.1 + ,2504.67 + ,2661.39 + ,2880.4 + ,3064.42 + ,2354.32 + ,16135.96 + ,7683.23 + ,6 + ,-5 + ,5.5 + ,1.4 + ,2450.41 + ,2504.67 + ,2661.39 + ,2880.4 + ,2401.33 + ,17274.75 + ,7875.82 + ,5.1 + ,-1 + ,5.44 + ,1.3 + ,2354.32 + ,2450.41 + ,2504.67 + ,2661.39 + ,2394.36 + ,18233.45 + ,7855.04 + ,3.6 + ,-9 + ,5.36 + ,1.6 + ,2401.33 + ,2354.32 + ,2450.41 + ,2504.67 + ,2409.36 + ,19081.79 + ,7948.43 + ,0.8 + ,-8 + ,5.32 + ,1.8 + ,2394.36 + ,2401.33 + ,2354.32 + ,2450.41 + ,2525.56 + ,20152.53 + ,7990.65 + ,1.8 + ,-12 + ,5.26 + ,1.9 + ,2409.36 + ,2394.36 + ,2401.33 + ,2354.32 + ,2346.9 + ,20482.48 + ,7603.88 + ,0.1 + ,-13 + ,5.42 + ,1.7 + ,2525.56 + ,2409.36 + ,2394.36 + ,2401.33 + ,2250.27 + ,20021.79 + ,7242.41 + ,-2 + ,-16 + ,5.37 + ,1.6 + ,2346.9 + ,2525.56 + ,2409.36 + ,2394.36 + ,2152.18 + ,18200.34 + ,6657.9 + ,-4.1 + ,-21 + ,5.32 + ,1.3 + ,2250.27 + ,2346.9 + ,2525.56 + ,2409.36 + ,2154.87 + ,18255.96 + ,6901.12 + ,-3 + ,-21 + ,5.11 + ,1.5 + ,2152.18 + ,2250.27 + ,2346.9 + ,2525.56 + ,2097.76 + ,18555.87 + ,6921.03 + ,-3.1 + ,-16 + ,4.82 + ,2 + ,2154.87 + ,2152.18 + ,2250.27 + ,2346.9 + ,1989.31 + ,18223.28 + ,6707.03 + ,-3.9 + ,-15 + ,4.89 + ,2.3 + ,2097.76 + ,2154.87 + ,2152.18 + ,2250.27 + ,1877.1 + ,20090.77 + ,6435.87 + ,-4.8 + ,-8 + ,5.05 + ,2.5 + ,1989.31 + ,2097.76 + ,2154.87 + ,2152.18 + ,1852.13 + ,21021.37 + ,6323.43 + ,-5.1 + ,-8 + ,5.23 + ,2.4 + ,1877.1 + ,1989.31 + ,2097.76 + ,2154.87 + ,1795.65 + ,21108.13 + ,5996.21 + ,-6.2 + ,-9 + ,5.3 + ,2.5 + ,1852.13 + ,1877.1 + ,1989.31 + ,2097.76 + ,1751.01 + ,20824.57 + ,5804.8 + ,-6.6 + ,-9 + ,5.69 + ,2 + ,1795.65 + ,1852.13 + ,1877.1 + ,1989.31 + ,1745.74 + ,20870.31 + ,5685.5 + ,-7.8 + ,-11 + ,5.86 + ,1.9 + ,1751.01 + ,1795.65 + ,1852.13 + ,1877.1 + ,1703.45 + ,21597.85 + ,5496.26 + ,-10.5 + ,-12 + ,5.96 + ,1.9 + ,1745.74 + ,1751.01 + ,1795.65 + ,1852.13 + ,1748.09 + ,22204.88 + ,5671.51 + ,-10.8 + ,-13 + ,6.09 + ,1.8 + ,1703.45 + ,1745.74 + ,1751.01 + ,1795.65 + ,1734.1 + ,21761.31 + ,5600.81 + ,-12.3 + ,-13 + ,6.11 + ,1.9 + ,1748.09 + ,1703.45 + ,1745.74 + ,1751.01 + ,1711.74 + ,21837.95 + ,5580.18 + ,-13 + ,-12 + ,6.37 + ,2 + ,1734.1 + ,1748.09 + ,1703.45 + ,1745.74 + ,1690.6 + ,20394.71 + ,5610.95 + ,-12.8 + ,-15 + ,6.45 + ,2 + ,1711.74 + ,1734.1 + ,1748.09 + ,1703.45 + ,1665.5 + ,20675.4 + ,5518.24 + ,-15.1 + ,-18 + ,6.26 + ,1.9 + ,1690.6 + ,1711.74 + ,1734.1 + ,1748.09 + ,1631.59 + ,20407.27 + ,5174.59 + ,-14 + ,-16 + ,6.07 + ,2 + ,1665.5 + ,1690.6 + ,1711.74 + ,1734.1 + ,1538.09 + ,19417.95 + ,5136.72 + ,-12.4 + ,-16 + ,6.4 + ,1.5 + ,1631.59 + ,1665.5 + ,1690.6 + ,1711.74 + ,1452.46 + ,18111.66 + ,4935.8 + ,-11.8 + ,-20 + ,6.72 + ,1.5 + ,1538.09 + ,1631.59 + ,1665.5 + ,1690.6 + ,1429.12 + ,17961.87 + ,4761.28 + ,-9.9 + ,-16 + ,6.99 + ,1.2 + ,1452.46 + ,1538.09 + ,1631.59 + ,1665.5 + ,1471.16 + ,18128.65 + ,4744.66 + ,-9.9 + ,-12 + ,6.94 + ,1.2 + ,1429.12 + ,1452.46 + ,1538.09 + ,1631.59 + ,1475.57 + ,17410.71 + ,4637.58 + ,-9.4 + ,-12 + ,7.14 + ,1.3 + ,1471.16 + ,1429.12 + ,1452.46 + ,1538.09 + ,1464.65 + ,16188.69 + ,4684.76 + ,-9.2 + ,-6 + ,7.35 + ,1.2 + ,1475.57 + ,1471.16 + ,1429.12 + ,1452.46 + ,1433.75 + ,15039.44 + ,4510.76 + ,-7 + ,-5 + ,7.48 + ,1.3 + ,1464.65 + ,1475.57 + ,1471.16 + ,1429.12 + ,1451.04 + ,16373.21 + ,4392.16 + ,-5.1 + ,-7 + ,7.74 + ,1.4 + ,1433.75 + ,1464.65 + ,1475.57 + ,1471.16 + ,1365.41 + ,16322.08 + ,4230.64 + ,-2.2 + ,-4 + ,8.1 + ,1.7 + ,1451.04 + ,1433.75 + ,1464.65 + ,1475.57 + ,1299.88 + ,16433.75 + ,4064.33 + ,0.4 + ,-7 + ,8.29 + ,1.7 + ,1365.41 + ,1451.04 + ,1433.75 + ,1464.65 + ,1349.03 + ,18065.03 + ,3953.66 + ,4.3 + ,-8 + ,8.26 + ,1.8 + ,1299.88 + ,1365.41 + ,1451.04 + ,1433.75 + ,1368.43 + ,19036.23 + ,3872.33 + ,3.7 + ,-7 + ,8.41 + ,1.9 + ,1349.03 + ,1299.88 + ,1365.41 + ,1451.04) + ,dim=c(11 + ,176) + ,dimnames=list(c('BEL_20' + ,'Nikkei' + ,'DJ_Indust' + ,'Conjunct_Seizoenzuiver' + ,'Cons_vertrouw' + ,'Rend_oblig_EUR' + ,'Alg_consumptie_index_BE' + ,'Y1' + ,'Y2' + ,'Y3' + ,'Y4') + ,1:176)) > y <- array(NA,dim=c(11,176),dimnames=list(c('BEL_20','Nikkei','DJ_Indust','Conjunct_Seizoenzuiver','Cons_vertrouw','Rend_oblig_EUR','Alg_consumptie_index_BE','Y1','Y2','Y3','Y4'),1:176)) > 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 = 'Include Monthly Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo > 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 BEL_20 Nikkei DJ_Indust Conjunct_Seizoenzuiver Cons_vertrouw 1 2293.41 10430.35 9374.63 -18.2 -11 2 2070.83 9691.12 8679.75 -22.8 -17 3 2029.60 9810.31 8593.00 -23.6 -18 4 2052.02 9304.43 8398.37 -27.6 -19 5 1864.44 8767.96 7992.12 -29.4 -22 6 1670.07 7764.58 7235.47 -31.8 -24 7 1810.99 7694.78 7690.50 -31.4 -24 8 1905.41 8331.49 8396.20 -27.6 -20 9 1862.83 8460.94 8595.56 -28.8 -25 10 2014.45 8531.45 8614.55 -21.9 -22 11 2197.82 9117.03 9181.73 -13.9 -17 12 2962.34 12123.53 11114.08 -8.0 -9 13 3047.03 12989.35 11530.75 -2.8 -11 14 3032.60 13168.91 11322.38 -3.3 -13 15 3504.37 14084.60 12056.67 -1.3 -11 16 3801.06 13995.33 12812.48 0.5 -9 17 3857.62 13357.70 12656.63 -1.9 -7 18 3674.40 12602.93 12193.88 2.0 -3 19 3720.98 13547.84 12419.57 1.7 -3 20 3844.49 13731.31 12538.12 1.9 -6 21 4116.68 15532.18 13406.97 0.1 -4 22 4105.18 15543.76 13200.58 2.4 -8 23 4435.23 16903.36 13901.28 2.3 -1 24 4296.49 16235.39 13557.69 4.7 -2 25 4202.52 16460.95 13239.71 5.0 -2 26 4562.84 17974.77 13673.28 7.2 -1 27 4621.40 18001.37 13480.21 8.5 1 28 4696.96 17611.14 13407.75 6.8 2 29 4591.27 17460.53 12754.80 5.8 2 30 4356.98 17128.37 12268.53 3.7 -1 31 4502.64 17741.23 12631.48 4.8 1 32 4443.91 17286.32 12512.89 6.1 -1 33 4290.89 16775.08 12377.62 6.9 -8 34 4199.75 16101.07 12185.15 5.7 1 35 4138.52 16519.44 11963.12 6.9 2 36 3970.10 15934.09 11533.59 5.5 -2 37 3862.27 15786.78 11257.35 6.5 -2 38 3701.61 15147.55 11036.89 7.7 -2 39 3570.12 14990.31 10997.97 6.3 -2 40 3801.06 16397.83 11333.88 5.5 -6 41 3895.51 17232.97 11234.68 5.3 -4 42 3917.96 16311.54 11145.65 3.3 -5 43 3813.06 16187.64 10971.19 2.2 -2 44 3667.03 16102.64 10872.48 0.6 -1 45 3494.17 15650.83 10827.81 0.2 -5 46 3363.99 14368.05 10695.25 -0.7 -9 47 3295.32 13392.79 10324.31 -1.7 -8 48 3277.01 12986.62 10532.54 -3.7 -14 49 3257.16 12204.98 10554.27 -7.6 -10 50 3161.69 11716.87 10545.38 -8.2 -11 51 3097.31 11402.75 10486.64 -7.5 -11 52 3061.26 11082.38 10377.18 -8.0 -11 53 3119.31 11395.64 10283.19 -6.9 -5 54 3106.22 11809.38 10682.06 -4.2 -2 55 3080.58 11545.71 10723.78 -3.6 -3 56 2981.85 11394.84 10539.51 -1.8 -6 57 2921.44 11068.05 10673.38 -3.2 -6 58 2849.27 10973.00 10411.75 -1.3 -7 59 2756.76 11028.93 10001.60 0.6 -6 60 2645.64 11079.42 10204.59 1.2 -2 61 2497.84 10989.34 10032.80 0.4 -2 62 2448.05 11383.89 10152.09 3.0 -4 63 2454.62 11527.72 10364.91 -0.4 0 64 2407.60 11037.54 10092.96 0.0 -6 65 2472.81 11950.95 10418.40 -1.3 -4 66 2408.64 11441.08 10323.73 -3.1 -3 67 2440.25 10631.92 10601.61 -4.0 -1 68 2350.44 10892.76 10540.05 -4.9 -3 69 2196.72 10295.98 10124.63 -4.6 -6 70 2174.56 10205.29 9762.12 -5.4 -6 71 2120.88 10717.13 9682.35 -8.1 -15 72 2093.48 10637.44 9492.49 -9.4 -5 73 2061.41 9884.59 9284.73 -12.6 -11 74 1969.60 9676.31 9154.34 -15.7 -13 75 1959.67 8895.71 9098.03 -17.3 -10 76 1910.43 8145.82 8623.36 -14.4 -9 77 1833.42 7905.84 8334.59 -16.2 -11 78 1635.25 8169.75 7977.64 -14.9 -18 79 1765.90 8538.47 7916.13 -11.0 -13 80 1946.81 8570.73 8474.21 -11.5 -9 81 1995.37 8692.94 8526.63 -9.6 -8 82 2042.00 8721.14 8641.21 -8.8 -4 83 1940.49 8792.50 8048.10 -9.7 -3 84 2065.81 9354.01 8160.67 -8.4 -3 85 2214.95 9751.20 8685.40 -8.4 -3 86 2304.98 10352.27 8616.49 -6.8 -1 87 2555.28 10965.88 9492.44 -5.3 0 88 2799.43 11717.46 10080.48 -5.1 1 89 2811.70 11384.49 10179.35 -6.5 0 90 2735.70 11448.79 10500.98 -7.3 2 91 2745.88 9981.65 9892.56 -10.8 1 92 2720.25 10300.79 9923.81 -10.9 -1 93 2638.53 10496.20 9978.53 -13.4 -8 94 2659.81 10511.22 9721.84 -15.5 -18 95 2641.65 10438.90 9220.75 -15.4 -14 96 2604.42 9996.83 9042.56 -11.9 -4 97 2892.63 11576.21 10314.68 -8.0 0 98 2915.02 12151.11 10444.50 -7.7 4 99 2845.26 12974.89 10767.20 -6.4 4 100 2794.83 13975.55 10546.82 -5.6 3 101 2848.96 13411.84 10213.97 -5.7 3 102 2833.18 12708.47 10052.60 -0.1 7 103 2995.55 13266.27 10777.22 1.9 8 104 2987.10 13720.95 10682.74 3.6 13 105 3013.24 14452.93 10666.71 5.0 15 106 3110.52 14760.87 10665.78 4.7 14 107 3045.78 15311.70 10433.56 5.1 14 108 3032.93 16153.34 10967.87 6.6 10 109 3142.95 16329.89 11014.51 6.0 16 110 3012.61 16973.38 10654.41 6.2 13 111 2897.06 16969.28 10582.92 8.6 15 112 2863.36 17039.97 10580.27 7.4 13 113 2882.60 19598.93 10947.43 8.6 12 114 2767.63 19834.71 10483.39 9.2 13 115 2803.47 19685.53 10539.68 7.7 11 116 3030.29 18941.60 11281.26 6.4 9 117 3210.52 18409.96 11251.20 8.6 8 118 3249.57 18470.97 10817.90 6.4 8 119 2999.93 17677.90 10394.48 6.0 5 120 3181.96 17544.22 10714.03 2.6 3 121 3053.05 17671.00 10935.47 0.1 -2 122 3092.71 18033.25 11052.23 0.0 0 123 3165.26 17135.96 10704.02 -0.9 -8 124 3173.95 16505.21 10853.87 -0.1 2 125 3280.37 16666.97 10443.50 -1.4 2 126 3288.18 15418.03 9753.63 -7.1 2 127 3411.13 14153.22 9327.78 -6.2 3 128 3484.74 13830.14 9349.44 -5.6 6 129 3361.13 14295.79 9018.68 -7.6 1 130 3230.66 14525.87 9005.73 -7.3 1 131 3006.84 13486.90 8164.47 -7.8 -4 132 3149.90 14144.81 7895.51 -3.7 1 133 3403.13 15243.98 8478.52 -0.3 2 134 3564.95 16370.17 9097.14 2.0 3 135 3327.70 15231.29 8872.96 2.0 5 136 3141.12 15514.27 9081.69 3.1 5 137 3064.42 15941.29 9037.44 2.7 3 138 2880.40 16840.31 8709.47 2.4 2 139 2661.39 16797.69 8323.61 2.0 3 140 2504.67 15929.69 7808.33 4.1 -1 141 2450.41 15917.07 7909.82 5.2 -9 142 2354.32 16135.96 7683.23 6.0 -5 143 2401.33 17274.75 7875.82 5.1 -1 144 2394.36 18233.45 7855.04 3.6 -9 145 2409.36 19081.79 7948.43 0.8 -8 146 2525.56 20152.53 7990.65 1.8 -12 147 2346.90 20482.48 7603.88 0.1 -13 148 2250.27 20021.79 7242.41 -2.0 -16 149 2152.18 18200.34 6657.90 -4.1 -21 150 2154.87 18255.96 6901.12 -3.0 -21 151 2097.76 18555.87 6921.03 -3.1 -16 152 1989.31 18223.28 6707.03 -3.9 -15 153 1877.10 20090.77 6435.87 -4.8 -8 154 1852.13 21021.37 6323.43 -5.1 -8 155 1795.65 21108.13 5996.21 -6.2 -9 156 1751.01 20824.57 5804.80 -6.6 -9 157 1745.74 20870.31 5685.50 -7.8 -11 158 1703.45 21597.85 5496.26 -10.5 -12 159 1748.09 22204.88 5671.51 -10.8 -13 160 1734.10 21761.31 5600.81 -12.3 -13 161 1711.74 21837.95 5580.18 -13.0 -12 162 1690.60 20394.71 5610.95 -12.8 -15 163 1665.50 20675.40 5518.24 -15.1 -18 164 1631.59 20407.27 5174.59 -14.0 -16 165 1538.09 19417.95 5136.72 -12.4 -16 166 1452.46 18111.66 4935.80 -11.8 -20 167 1429.12 17961.87 4761.28 -9.9 -16 168 1471.16 18128.65 4744.66 -9.9 -12 169 1475.57 17410.71 4637.58 -9.4 -12 170 1464.65 16188.69 4684.76 -9.2 -6 171 1433.75 15039.44 4510.76 -7.0 -5 172 1451.04 16373.21 4392.16 -5.1 -7 173 1365.41 16322.08 4230.64 -2.2 -4 174 1299.88 16433.75 4064.33 0.4 -7 175 1349.03 18065.03 3953.66 4.3 -8 176 1368.43 19036.23 3872.33 3.7 -7 Rend_oblig_EUR Alg_consumptie_index_BE Y1 Y2 Y3 Y4 M1 1 3.30 -0.8 2443.27 2513.17 2466.92 2502.66 1 2 3.47 -1.7 2293.41 2443.27 2513.17 2466.92 0 3 3.72 -1.1 2070.83 2293.41 2443.27 2513.17 0 4 3.67 -0.4 2029.60 2070.83 2293.41 2443.27 0 5 3.82 0.6 2052.02 2029.60 2070.83 2293.41 0 6 3.85 0.6 1864.44 2052.02 2029.60 2070.83 0 7 3.90 1.9 1670.07 1864.44 2052.02 2029.60 0 8 3.99 2.3 1810.99 1670.07 1864.44 2052.02 0 9 4.35 2.6 1905.41 1810.99 1670.07 1864.44 0 10 4.98 3.1 1862.83 1905.41 1810.99 1670.07 0 11 5.46 4.7 2014.45 1862.83 1905.41 1810.99 0 12 5.19 5.5 2197.82 2014.45 1862.83 1905.41 0 13 5.03 5.4 2962.34 2197.82 2014.45 1862.83 1 14 5.38 5.9 3047.03 2962.34 2197.82 2014.45 0 15 5.37 5.8 3032.60 3047.03 2962.34 2197.82 0 16 4.87 5.2 3504.37 3032.60 3047.03 2962.34 0 17 4.70 4.2 3801.06 3504.37 3032.60 3047.03 0 18 4.40 4.4 3857.62 3801.06 3504.37 3032.60 0 19 4.37 3.6 3674.40 3857.62 3801.06 3504.37 0 20 4.54 3.5 3720.98 3674.40 3857.62 3801.06 0 21 4.80 3.1 3844.49 3720.98 3674.40 3857.62 0 22 4.56 2.9 4116.68 3844.49 3720.98 3674.40 0 23 4.61 2.2 4105.18 4116.68 3844.49 3720.98 0 24 4.58 1.5 4435.23 4105.18 4116.68 3844.49 0 25 4.61 1.1 4296.49 4435.23 4105.18 4116.68 1 26 4.77 1.4 4202.52 4296.49 4435.23 4105.18 0 27 4.76 1.3 4562.84 4202.52 4296.49 4435.23 0 28 4.50 1.3 4621.40 4562.84 4202.52 4296.49 0 29 4.37 1.8 4696.96 4621.40 4562.84 4202.52 0 30 4.15 1.8 4591.27 4696.96 4621.40 4562.84 0 31 4.24 1.8 4356.98 4591.27 4696.96 4621.40 0 32 4.22 1.7 4502.64 4356.98 4591.27 4696.96 0 33 4.01 1.6 4443.91 4502.64 4356.98 4591.27 0 34 3.93 1.5 4290.89 4443.91 4502.64 4356.98 0 35 3.97 1.2 4199.75 4290.89 4443.91 4502.64 0 36 3.92 1.2 4138.52 4199.75 4290.89 4443.91 0 37 3.99 1.6 3970.10 4138.52 4199.75 4290.89 1 38 4.10 1.6 3862.27 3970.10 4138.52 4199.75 0 39 4.04 1.9 3701.61 3862.27 3970.10 4138.52 0 40 3.97 2.2 3570.12 3701.61 3862.27 3970.10 0 41 3.90 2.0 3801.06 3570.12 3701.61 3862.27 0 42 3.66 1.7 3895.51 3801.06 3570.12 3701.61 0 43 3.44 2.4 3917.96 3895.51 3801.06 3570.12 0 44 3.27 2.6 3813.06 3917.96 3895.51 3801.06 0 45 3.24 2.9 3667.03 3813.06 3917.96 3895.51 0 46 3.27 2.6 3494.17 3667.03 3813.06 3917.96 0 47 2.99 2.5 3363.99 3494.17 3667.03 3813.06 0 48 2.77 3.2 3295.32 3363.99 3494.17 3667.03 0 49 2.90 3.1 3277.01 3295.32 3363.99 3494.17 1 50 2.87 3.1 3257.16 3277.01 3295.32 3363.99 0 51 2.84 2.9 3161.69 3257.16 3277.01 3295.32 0 52 3.02 2.5 3097.31 3161.69 3257.16 3277.01 0 53 3.19 2.8 3061.26 3097.31 3161.69 3257.16 0 54 3.39 3.1 3119.31 3061.26 3097.31 3161.69 0 55 3.28 2.6 3106.22 3119.31 3061.26 3097.31 0 56 3.28 2.3 3080.58 3106.22 3119.31 3061.26 0 57 3.33 2.3 2981.85 3080.58 3106.22 3119.31 0 58 3.51 2.6 2921.44 2981.85 3080.58 3106.22 0 59 3.65 2.9 2849.27 2921.44 2981.85 3080.58 0 60 3.76 2.0 2756.76 2849.27 2921.44 2981.85 0 61 3.67 2.2 2645.64 2756.76 2849.27 2921.44 1 62 3.87 2.4 2497.84 2645.64 2756.76 2849.27 0 63 3.99 2.3 2448.05 2497.84 2645.64 2756.76 0 64 3.90 2.6 2454.62 2448.05 2497.84 2645.64 0 65 3.74 1.9 2407.60 2454.62 2448.05 2497.84 0 66 3.55 1.1 2472.81 2407.60 2454.62 2448.05 0 67 3.67 1.3 2408.64 2472.81 2407.60 2454.62 0 68 3.60 1.6 2440.25 2408.64 2472.81 2407.60 0 69 3.82 1.7 2350.44 2440.25 2408.64 2472.81 0 70 3.91 1.9 2196.72 2350.44 2440.25 2408.64 0 71 3.79 1.6 2174.56 2196.72 2350.44 2440.25 0 72 3.73 1.8 2120.88 2174.56 2196.72 2350.44 0 73 3.77 1.8 2093.48 2120.88 2174.56 2196.72 1 74 3.47 1.5 2061.41 2093.48 2120.88 2174.56 0 75 3.18 1.6 1969.60 2061.41 2093.48 2120.88 0 76 3.44 1.0 1959.67 1969.60 2061.41 2093.48 0 77 3.81 1.5 1910.43 1959.67 1969.60 2061.41 0 78 3.60 1.8 1833.42 1910.43 1959.67 1969.60 0 79 3.42 1.7 1635.25 1833.42 1910.43 1959.67 0 80 3.73 1.2 1765.90 1635.25 1833.42 1910.43 0 81 4.04 1.4 1946.81 1765.90 1635.25 1833.42 0 82 4.22 1.1 1995.37 1946.81 1765.90 1635.25 0 83 4.30 1.3 2042.00 1995.37 1946.81 1765.90 0 84 4.28 1.3 1940.49 2042.00 1995.37 1946.81 0 85 4.56 1.3 2065.81 1940.49 2042.00 1995.37 1 86 4.79 1.3 2214.95 2065.81 1940.49 2042.00 0 87 4.93 0.9 2304.98 2214.95 2065.81 1940.49 0 88 5.12 1.3 2555.28 2304.98 2214.95 2065.81 0 89 5.13 1.8 2799.43 2555.28 2304.98 2214.95 0 90 5.15 2.7 2811.70 2799.43 2555.28 2304.98 0 91 4.92 2.6 2735.70 2811.70 2799.43 2555.28 0 92 4.79 2.9 2745.88 2735.70 2811.70 2799.43 0 93 4.68 2.2 2720.25 2745.88 2735.70 2811.70 0 94 4.42 2.1 2638.53 2720.25 2745.88 2735.70 0 95 4.53 2.3 2659.81 2638.53 2720.25 2745.88 0 96 4.71 2.3 2641.65 2659.81 2638.53 2720.25 0 97 4.83 2.7 2604.42 2641.65 2659.81 2638.53 1 98 5.04 2.6 2892.63 2604.42 2641.65 2659.81 0 99 5.06 2.9 2915.02 2892.63 2604.42 2641.65 0 100 5.14 3.1 2845.26 2915.02 2892.63 2604.42 0 101 5.06 2.8 2794.83 2845.26 2915.02 2892.63 0 102 5.04 2.1 2848.96 2794.83 2845.26 2915.02 0 103 5.19 2.3 2833.18 2848.96 2794.83 2845.26 0 104 5.22 2.2 2995.55 2833.18 2848.96 2794.83 0 105 5.40 2.5 2987.10 2995.55 2833.18 2848.96 0 106 5.70 3.1 3013.24 2987.10 2995.55 2833.18 0 107 5.61 3.0 3110.52 3013.24 2987.10 2995.55 0 108 5.66 3.4 3045.78 3110.52 3013.24 2987.10 0 109 5.65 2.9 3032.93 3045.78 3110.52 3013.24 1 110 5.63 2.8 3142.95 3032.93 3045.78 3110.52 0 111 5.50 2.7 3012.61 3142.95 3032.93 3045.78 0 112 5.61 2.2 2897.06 3012.61 3142.95 3032.93 0 113 5.30 2.1 2863.36 2897.06 3012.61 3142.95 0 114 5.38 2.2 2882.60 2863.36 2897.06 3012.61 0 115 5.50 1.9 2767.63 2882.60 2863.36 2897.06 0 116 5.35 1.8 2803.47 2767.63 2882.60 2863.36 0 117 4.99 1.9 3030.29 2803.47 2767.63 2882.60 0 118 4.93 1.5 3210.52 3030.29 2803.47 2767.63 0 119 5.16 1.3 3249.57 3210.52 3030.29 2803.47 0 120 4.87 1.2 2999.93 3249.57 3210.52 3030.29 0 121 4.73 0.9 3181.96 2999.93 3249.57 3210.52 1 122 4.40 0.7 3053.05 3181.96 2999.93 3249.57 0 123 3.99 0.7 3092.71 3053.05 3181.96 2999.93 0 124 3.67 0.8 3165.26 3092.71 3053.05 3181.96 0 125 3.65 1.2 3173.95 3165.26 3092.71 3053.05 0 126 3.75 1.2 3280.37 3173.95 3165.26 3092.71 0 127 3.67 1.0 3288.18 3280.37 3173.95 3165.26 0 128 3.68 1.0 3411.13 3288.18 3280.37 3173.95 0 129 3.85 0.6 3484.74 3411.13 3288.18 3280.37 0 130 4.02 0.6 3361.13 3484.74 3411.13 3288.18 0 131 3.99 0.9 3230.66 3361.13 3484.74 3411.13 0 132 4.12 0.8 3006.84 3230.66 3361.13 3484.74 0 133 4.47 0.4 3149.90 3006.84 3230.66 3361.13 1 134 4.69 1.0 3403.13 3149.90 3006.84 3230.66 0 135 4.77 1.6 3564.95 3403.13 3149.90 3006.84 0 136 4.92 1.9 3327.70 3564.95 3403.13 3149.90 0 137 4.84 1.5 3141.12 3327.70 3564.95 3403.13 0 138 4.77 1.0 3064.42 3141.12 3327.70 3564.95 0 139 4.88 0.7 2880.40 3064.42 3141.12 3327.70 0 140 5.00 0.4 2661.39 2880.40 3064.42 3141.12 0 141 5.30 1.1 2504.67 2661.39 2880.40 3064.42 0 142 5.50 1.4 2450.41 2504.67 2661.39 2880.40 0 143 5.44 1.3 2354.32 2450.41 2504.67 2661.39 0 144 5.36 1.6 2401.33 2354.32 2450.41 2504.67 0 145 5.32 1.8 2394.36 2401.33 2354.32 2450.41 1 146 5.26 1.9 2409.36 2394.36 2401.33 2354.32 0 147 5.42 1.7 2525.56 2409.36 2394.36 2401.33 0 148 5.37 1.6 2346.90 2525.56 2409.36 2394.36 0 149 5.32 1.3 2250.27 2346.90 2525.56 2409.36 0 150 5.11 1.5 2152.18 2250.27 2346.90 2525.56 0 151 4.82 2.0 2154.87 2152.18 2250.27 2346.90 0 152 4.89 2.3 2097.76 2154.87 2152.18 2250.27 0 153 5.05 2.5 1989.31 2097.76 2154.87 2152.18 0 154 5.23 2.4 1877.10 1989.31 2097.76 2154.87 0 155 5.30 2.5 1852.13 1877.10 1989.31 2097.76 0 156 5.69 2.0 1795.65 1852.13 1877.10 1989.31 0 157 5.86 1.9 1751.01 1795.65 1852.13 1877.10 1 158 5.96 1.9 1745.74 1751.01 1795.65 1852.13 0 159 6.09 1.8 1703.45 1745.74 1751.01 1795.65 0 160 6.11 1.9 1748.09 1703.45 1745.74 1751.01 0 161 6.37 2.0 1734.10 1748.09 1703.45 1745.74 0 162 6.45 2.0 1711.74 1734.10 1748.09 1703.45 0 163 6.26 1.9 1690.60 1711.74 1734.10 1748.09 0 164 6.07 2.0 1665.50 1690.60 1711.74 1734.10 0 165 6.40 1.5 1631.59 1665.50 1690.60 1711.74 0 166 6.72 1.5 1538.09 1631.59 1665.50 1690.60 0 167 6.99 1.2 1452.46 1538.09 1631.59 1665.50 0 168 6.94 1.2 1429.12 1452.46 1538.09 1631.59 0 169 7.14 1.3 1471.16 1429.12 1452.46 1538.09 1 170 7.35 1.2 1475.57 1471.16 1429.12 1452.46 0 171 7.48 1.3 1464.65 1475.57 1471.16 1429.12 0 172 7.74 1.4 1433.75 1464.65 1475.57 1471.16 0 173 8.10 1.7 1451.04 1433.75 1464.65 1475.57 0 174 8.29 1.7 1365.41 1451.04 1433.75 1464.65 0 175 8.26 1.8 1299.88 1365.41 1451.04 1433.75 0 176 8.41 1.9 1349.03 1299.88 1365.41 1451.04 0 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 0 0 0 0 0 0 0 0 0 0 1 2 1 0 0 0 0 0 0 0 0 0 2 3 0 1 0 0 0 0 0 0 0 0 3 4 0 0 1 0 0 0 0 0 0 0 4 5 0 0 0 1 0 0 0 0 0 0 5 6 0 0 0 0 1 0 0 0 0 0 6 7 0 0 0 0 0 1 0 0 0 0 7 8 0 0 0 0 0 0 1 0 0 0 8 9 0 0 0 0 0 0 0 1 0 0 9 10 0 0 0 0 0 0 0 0 1 0 10 11 0 0 0 0 0 0 0 0 0 1 11 12 0 0 0 0 0 0 0 0 0 0 12 13 0 0 0 0 0 0 0 0 0 0 13 14 1 0 0 0 0 0 0 0 0 0 14 15 0 1 0 0 0 0 0 0 0 0 15 16 0 0 1 0 0 0 0 0 0 0 16 17 0 0 0 1 0 0 0 0 0 0 17 18 0 0 0 0 1 0 0 0 0 0 18 19 0 0 0 0 0 1 0 0 0 0 19 20 0 0 0 0 0 0 1 0 0 0 20 21 0 0 0 0 0 0 0 1 0 0 21 22 0 0 0 0 0 0 0 0 1 0 22 23 0 0 0 0 0 0 0 0 0 1 23 24 0 0 0 0 0 0 0 0 0 0 24 25 0 0 0 0 0 0 0 0 0 0 25 26 1 0 0 0 0 0 0 0 0 0 26 27 0 1 0 0 0 0 0 0 0 0 27 28 0 0 1 0 0 0 0 0 0 0 28 29 0 0 0 1 0 0 0 0 0 0 29 30 0 0 0 0 1 0 0 0 0 0 30 31 0 0 0 0 0 1 0 0 0 0 31 32 0 0 0 0 0 0 1 0 0 0 32 33 0 0 0 0 0 0 0 1 0 0 33 34 0 0 0 0 0 0 0 0 1 0 34 35 0 0 0 0 0 0 0 0 0 1 35 36 0 0 0 0 0 0 0 0 0 0 36 37 0 0 0 0 0 0 0 0 0 0 37 38 1 0 0 0 0 0 0 0 0 0 38 39 0 1 0 0 0 0 0 0 0 0 39 40 0 0 1 0 0 0 0 0 0 0 40 41 0 0 0 1 0 0 0 0 0 0 41 42 0 0 0 0 1 0 0 0 0 0 42 43 0 0 0 0 0 1 0 0 0 0 43 44 0 0 0 0 0 0 1 0 0 0 44 45 0 0 0 0 0 0 0 1 0 0 45 46 0 0 0 0 0 0 0 0 1 0 46 47 0 0 0 0 0 0 0 0 0 1 47 48 0 0 0 0 0 0 0 0 0 0 48 49 0 0 0 0 0 0 0 0 0 0 49 50 1 0 0 0 0 0 0 0 0 0 50 51 0 1 0 0 0 0 0 0 0 0 51 52 0 0 1 0 0 0 0 0 0 0 52 53 0 0 0 1 0 0 0 0 0 0 53 54 0 0 0 0 1 0 0 0 0 0 54 55 0 0 0 0 0 1 0 0 0 0 55 56 0 0 0 0 0 0 1 0 0 0 56 57 0 0 0 0 0 0 0 1 0 0 57 58 0 0 0 0 0 0 0 0 1 0 58 59 0 0 0 0 0 0 0 0 0 1 59 60 0 0 0 0 0 0 0 0 0 0 60 61 0 0 0 0 0 0 0 0 0 0 61 62 1 0 0 0 0 0 0 0 0 0 62 63 0 1 0 0 0 0 0 0 0 0 63 64 0 0 1 0 0 0 0 0 0 0 64 65 0 0 0 1 0 0 0 0 0 0 65 66 0 0 0 0 1 0 0 0 0 0 66 67 0 0 0 0 0 1 0 0 0 0 67 68 0 0 0 0 0 0 1 0 0 0 68 69 0 0 0 0 0 0 0 1 0 0 69 70 0 0 0 0 0 0 0 0 1 0 70 71 0 0 0 0 0 0 0 0 0 1 71 72 0 0 0 0 0 0 0 0 0 0 72 73 0 0 0 0 0 0 0 0 0 0 73 74 1 0 0 0 0 0 0 0 0 0 74 75 0 1 0 0 0 0 0 0 0 0 75 76 0 0 1 0 0 0 0 0 0 0 76 77 0 0 0 1 0 0 0 0 0 0 77 78 0 0 0 0 1 0 0 0 0 0 78 79 0 0 0 0 0 1 0 0 0 0 79 80 0 0 0 0 0 0 1 0 0 0 80 81 0 0 0 0 0 0 0 1 0 0 81 82 0 0 0 0 0 0 0 0 1 0 82 83 0 0 0 0 0 0 0 0 0 1 83 84 0 0 0 0 0 0 0 0 0 0 84 85 0 0 0 0 0 0 0 0 0 0 85 86 1 0 0 0 0 0 0 0 0 0 86 87 0 1 0 0 0 0 0 0 0 0 87 88 0 0 1 0 0 0 0 0 0 0 88 89 0 0 0 1 0 0 0 0 0 0 89 90 0 0 0 0 1 0 0 0 0 0 90 91 0 0 0 0 0 1 0 0 0 0 91 92 0 0 0 0 0 0 1 0 0 0 92 93 0 0 0 0 0 0 0 1 0 0 93 94 0 0 0 0 0 0 0 0 1 0 94 95 0 0 0 0 0 0 0 0 0 1 95 96 0 0 0 0 0 0 0 0 0 0 96 97 0 0 0 0 0 0 0 0 0 0 97 98 1 0 0 0 0 0 0 0 0 0 98 99 0 1 0 0 0 0 0 0 0 0 99 100 0 0 1 0 0 0 0 0 0 0 100 101 0 0 0 1 0 0 0 0 0 0 101 102 0 0 0 0 1 0 0 0 0 0 102 103 0 0 0 0 0 1 0 0 0 0 103 104 0 0 0 0 0 0 1 0 0 0 104 105 0 0 0 0 0 0 0 1 0 0 105 106 0 0 0 0 0 0 0 0 1 0 106 107 0 0 0 0 0 0 0 0 0 1 107 108 0 0 0 0 0 0 0 0 0 0 108 109 0 0 0 0 0 0 0 0 0 0 109 110 1 0 0 0 0 0 0 0 0 0 110 111 0 1 0 0 0 0 0 0 0 0 111 112 0 0 1 0 0 0 0 0 0 0 112 113 0 0 0 1 0 0 0 0 0 0 113 114 0 0 0 0 1 0 0 0 0 0 114 115 0 0 0 0 0 1 0 0 0 0 115 116 0 0 0 0 0 0 1 0 0 0 116 117 0 0 0 0 0 0 0 1 0 0 117 118 0 0 0 0 0 0 0 0 1 0 118 119 0 0 0 0 0 0 0 0 0 1 119 120 0 0 0 0 0 0 0 0 0 0 120 121 0 0 0 0 0 0 0 0 0 0 121 122 1 0 0 0 0 0 0 0 0 0 122 123 0 1 0 0 0 0 0 0 0 0 123 124 0 0 1 0 0 0 0 0 0 0 124 125 0 0 0 1 0 0 0 0 0 0 125 126 0 0 0 0 1 0 0 0 0 0 126 127 0 0 0 0 0 1 0 0 0 0 127 128 0 0 0 0 0 0 1 0 0 0 128 129 0 0 0 0 0 0 0 1 0 0 129 130 0 0 0 0 0 0 0 0 1 0 130 131 0 0 0 0 0 0 0 0 0 1 131 132 0 0 0 0 0 0 0 0 0 0 132 133 0 0 0 0 0 0 0 0 0 0 133 134 1 0 0 0 0 0 0 0 0 0 134 135 0 1 0 0 0 0 0 0 0 0 135 136 0 0 1 0 0 0 0 0 0 0 136 137 0 0 0 1 0 0 0 0 0 0 137 138 0 0 0 0 1 0 0 0 0 0 138 139 0 0 0 0 0 1 0 0 0 0 139 140 0 0 0 0 0 0 1 0 0 0 140 141 0 0 0 0 0 0 0 1 0 0 141 142 0 0 0 0 0 0 0 0 1 0 142 143 0 0 0 0 0 0 0 0 0 1 143 144 0 0 0 0 0 0 0 0 0 0 144 145 0 0 0 0 0 0 0 0 0 0 145 146 1 0 0 0 0 0 0 0 0 0 146 147 0 1 0 0 0 0 0 0 0 0 147 148 0 0 1 0 0 0 0 0 0 0 148 149 0 0 0 1 0 0 0 0 0 0 149 150 0 0 0 0 1 0 0 0 0 0 150 151 0 0 0 0 0 1 0 0 0 0 151 152 0 0 0 0 0 0 1 0 0 0 152 153 0 0 0 0 0 0 0 1 0 0 153 154 0 0 0 0 0 0 0 0 1 0 154 155 0 0 0 0 0 0 0 0 0 1 155 156 0 0 0 0 0 0 0 0 0 0 156 157 0 0 0 0 0 0 0 0 0 0 157 158 1 0 0 0 0 0 0 0 0 0 158 159 0 1 0 0 0 0 0 0 0 0 159 160 0 0 1 0 0 0 0 0 0 0 160 161 0 0 0 1 0 0 0 0 0 0 161 162 0 0 0 0 1 0 0 0 0 0 162 163 0 0 0 0 0 1 0 0 0 0 163 164 0 0 0 0 0 0 1 0 0 0 164 165 0 0 0 0 0 0 0 1 0 0 165 166 0 0 0 0 0 0 0 0 1 0 166 167 0 0 0 0 0 0 0 0 0 1 167 168 0 0 0 0 0 0 0 0 0 0 168 169 0 0 0 0 0 0 0 0 0 0 169 170 1 0 0 0 0 0 0 0 0 0 170 171 0 1 0 0 0 0 0 0 0 0 171 172 0 0 1 0 0 0 0 0 0 0 172 173 0 0 0 1 0 0 0 0 0 0 173 174 0 0 0 0 1 0 0 0 0 0 174 175 0 0 0 0 0 1 0 0 0 0 175 176 0 0 0 0 0 0 1 0 0 0 176 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Nikkei DJ_Indust -5.462e+02 4.978e-03 6.413e-02 Conjunct_Seizoenzuiver Cons_vertrouw Rend_oblig_EUR -2.444e+00 -9.568e-01 3.790e+01 Alg_consumptie_index_BE Y1 Y2 1.192e+01 1.062e+00 -2.927e-01 Y3 Y4 M1 1.361e-01 -1.835e-02 -5.149e+01 M2 M3 M4 -5.679e+01 -5.803e+01 -3.777e+01 M5 M6 M7 -6.878e+01 -1.204e+02 -2.682e+00 M8 M9 M10 -5.997e+01 -8.575e+01 -6.767e+01 M11 t -7.637e+01 2.218e-01 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -292.73 -65.35 -24.11 42.96 479.56 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -5.462e+02 1.950e+02 -2.801 0.00574 ** Nikkei 4.978e-03 4.720e-03 1.055 0.29315 DJ_Indust 6.413e-02 1.423e-02 4.506 1.31e-05 *** Conjunct_Seizoenzuiver -2.444e+00 2.172e+00 -1.125 0.26224 Cons_vertrouw -9.568e-01 2.022e+00 -0.473 0.63679 Rend_oblig_EUR 3.790e+01 1.551e+01 2.444 0.01565 * Alg_consumptie_index_BE 1.192e+01 1.062e+01 1.122 0.26371 Y1 1.062e+00 8.112e-02 13.092 < 2e-16 *** Y2 -2.927e-01 1.176e-01 -2.490 0.01385 * Y3 1.361e-01 1.170e-01 1.163 0.24671 Y4 -1.835e-02 7.742e-02 -0.237 0.81298 M1 -5.149e+01 4.441e+01 -1.160 0.24805 M2 -5.679e+01 4.437e+01 -1.280 0.20259 M3 -5.803e+01 4.447e+01 -1.305 0.19391 M4 -3.777e+01 4.426e+01 -0.853 0.39479 M5 -6.878e+01 4.433e+01 -1.551 0.12287 M6 -1.204e+02 4.428e+01 -2.718 0.00733 ** M7 -2.682e+00 4.435e+01 -0.060 0.95187 M8 -5.997e+01 4.473e+01 -1.341 0.18198 M9 -8.575e+01 4.528e+01 -1.894 0.06018 . M10 -6.767e+01 4.507e+01 -1.501 0.13532 M11 -7.637e+01 4.484e+01 -1.703 0.09054 . t 2.218e-01 4.606e-01 0.482 0.63077 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 118 on 153 degrees of freedom Multiple R-squared: 0.9821, Adjusted R-squared: 0.9795 F-statistic: 381.9 on 22 and 153 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.23336567 4.667313e-01 7.666343e-01 [2,] 0.36964286 7.392857e-01 6.303571e-01 [3,] 0.53175055 9.364989e-01 4.682494e-01 [4,] 0.40656511 8.131302e-01 5.934349e-01 [5,] 0.29960649 5.992130e-01 7.003935e-01 [6,] 0.22199488 4.439898e-01 7.780051e-01 [7,] 0.16962746 3.392549e-01 8.303725e-01 [8,] 0.13492894 2.698579e-01 8.650711e-01 [9,] 0.11383734 2.276747e-01 8.861627e-01 [10,] 0.08575634 1.715127e-01 9.142437e-01 [11,] 0.05950296 1.190059e-01 9.404970e-01 [12,] 0.03774675 7.549350e-02 9.622532e-01 [13,] 0.03417164 6.834327e-02 9.658284e-01 [14,] 0.07959774 1.591955e-01 9.204023e-01 [15,] 0.14553583 2.910717e-01 8.544642e-01 [16,] 0.11568235 2.313647e-01 8.843176e-01 [17,] 0.14779965 2.955993e-01 8.522004e-01 [18,] 0.11151169 2.230234e-01 8.884883e-01 [19,] 0.11268234 2.253647e-01 8.873177e-01 [20,] 0.10530359 2.106072e-01 8.946964e-01 [21,] 0.07944124 1.588825e-01 9.205588e-01 [22,] 0.10349843 2.069969e-01 8.965016e-01 [23,] 0.10965986 2.193197e-01 8.903401e-01 [24,] 0.12515943 2.503189e-01 8.748406e-01 [25,] 0.09705589 1.941118e-01 9.029441e-01 [26,] 0.07581583 1.516317e-01 9.241842e-01 [27,] 0.06990344 1.398069e-01 9.300966e-01 [28,] 0.06469816 1.293963e-01 9.353018e-01 [29,] 0.09823993 1.964799e-01 9.017601e-01 [30,] 0.08501431 1.700286e-01 9.149857e-01 [31,] 0.06554700 1.310940e-01 9.344530e-01 [32,] 0.05434109 1.086822e-01 9.456589e-01 [33,] 0.04615368 9.230737e-02 9.538463e-01 [34,] 0.04794146 9.588292e-02 9.520585e-01 [35,] 0.06498581 1.299716e-01 9.350142e-01 [36,] 0.08955558 1.791112e-01 9.104444e-01 [37,] 0.12394129 2.478826e-01 8.760587e-01 [38,] 0.19848402 3.969680e-01 8.015160e-01 [39,] 0.24069636 4.813927e-01 7.593036e-01 [40,] 0.27234911 5.446982e-01 7.276509e-01 [41,] 0.24809480 4.961896e-01 7.519052e-01 [42,] 0.20977935 4.195587e-01 7.902206e-01 [43,] 0.21796567 4.359313e-01 7.820343e-01 [44,] 0.19570734 3.914147e-01 8.042927e-01 [45,] 0.16203319 3.240664e-01 8.379668e-01 [46,] 0.15565817 3.113163e-01 8.443418e-01 [47,] 0.15364561 3.072912e-01 8.463544e-01 [48,] 0.14253597 2.850719e-01 8.574640e-01 [49,] 0.13524083 2.704817e-01 8.647592e-01 [50,] 0.11489812 2.297962e-01 8.851019e-01 [51,] 0.14047746 2.809549e-01 8.595225e-01 [52,] 0.15423897 3.084779e-01 8.457610e-01 [53,] 0.16884738 3.376948e-01 8.311526e-01 [54,] 0.26576741 5.315348e-01 7.342326e-01 [55,] 0.51838579 9.632284e-01 4.816142e-01 [56,] 0.69761491 6.047702e-01 3.023851e-01 [57,] 0.76282930 4.743414e-01 2.371707e-01 [58,] 0.77342412 4.531518e-01 2.265759e-01 [59,] 0.78778044 4.244391e-01 2.122196e-01 [60,] 0.80578106 3.884379e-01 1.942189e-01 [61,] 0.80105325 3.978935e-01 1.989467e-01 [62,] 0.80460144 3.907971e-01 1.953986e-01 [63,] 0.79423199 4.115360e-01 2.057680e-01 [64,] 0.77815361 4.436928e-01 2.218464e-01 [65,] 0.81577607 3.684479e-01 1.842239e-01 [66,] 0.80059746 3.988051e-01 1.994025e-01 [67,] 0.78005936 4.398813e-01 2.199406e-01 [68,] 0.76026454 4.794709e-01 2.397355e-01 [69,] 0.72410624 5.517875e-01 2.758938e-01 [70,] 0.69196739 6.160652e-01 3.080326e-01 [71,] 0.68022163 6.395567e-01 3.197784e-01 [72,] 0.72079272 5.584146e-01 2.792073e-01 [73,] 0.72782810 5.443438e-01 2.721719e-01 [74,] 0.78968604 4.206279e-01 2.103140e-01 [75,] 0.87698098 2.460380e-01 1.230190e-01 [76,] 0.86155791 2.768842e-01 1.384421e-01 [77,] 0.83704967 3.259007e-01 1.629503e-01 [78,] 0.81481147 3.703771e-01 1.851885e-01 [79,] 0.82330492 3.533902e-01 1.766951e-01 [80,] 0.78976769 4.204646e-01 2.102323e-01 [81,] 0.78739666 4.252067e-01 2.126033e-01 [82,] 0.78840841 4.231832e-01 2.115916e-01 [83,] 0.80206340 3.958732e-01 1.979366e-01 [84,] 0.79777984 4.044403e-01 2.022202e-01 [85,] 0.83801477 3.239705e-01 1.619852e-01 [86,] 0.83640740 3.271852e-01 1.635926e-01 [87,] 0.83160781 3.367844e-01 1.683922e-01 [88,] 0.81531113 3.693777e-01 1.846889e-01 [89,] 0.85520770 2.895846e-01 1.447923e-01 [90,] 0.84604172 3.079166e-01 1.539583e-01 [91,] 0.82792754 3.441449e-01 1.720725e-01 [92,] 0.83033514 3.393297e-01 1.696649e-01 [93,] 0.80047803 3.990439e-01 1.995220e-01 [94,] 0.87839480 2.432104e-01 1.216052e-01 [95,] 0.89938420 2.012316e-01 1.006158e-01 [96,] 0.96746980 6.506039e-02 3.253020e-02 [97,] 0.95924205 8.151590e-02 4.075795e-02 [98,] 0.94490784 1.101843e-01 5.509216e-02 [99,] 0.94214045 1.157191e-01 5.785955e-02 [100,] 0.93642787 1.271443e-01 6.357213e-02 [101,] 0.93768177 1.246365e-01 6.231823e-02 [102,] 0.94503394 1.099321e-01 5.496606e-02 [103,] 0.94452522 1.109496e-01 5.547478e-02 [104,] 0.92493744 1.501251e-01 7.506256e-02 [105,] 0.90242228 1.951554e-01 9.757772e-02 [106,] 0.93069381 1.386124e-01 6.930619e-02 [107,] 0.97443039 5.113922e-02 2.556961e-02 [108,] 0.99692843 6.143141e-03 3.071571e-03 [109,] 0.99997546 4.907487e-05 2.453743e-05 [110,] 0.99999984 3.207619e-07 1.603810e-07 [111,] 1.00000000 5.403143e-09 2.701571e-09 [112,] 0.99999999 1.491193e-08 7.455965e-09 [113,] 0.99999998 4.798840e-08 2.399420e-08 [114,] 0.99999994 1.169187e-07 5.845936e-08 [115,] 0.99999991 1.886087e-07 9.430437e-08 [116,] 0.99999973 5.354164e-07 2.677082e-07 [117,] 0.99999878 2.444508e-06 1.222254e-06 [118,] 0.99999739 5.225321e-06 2.612661e-06 [119,] 0.99999104 1.792967e-05 8.964833e-06 [120,] 0.99997808 4.384809e-05 2.192404e-05 [121,] 0.99998130 3.740196e-05 1.870098e-05 [122,] 0.99991753 1.649448e-04 8.247242e-05 [123,] 0.99988660 2.268089e-04 1.134045e-04 [124,] 0.99993909 1.218156e-04 6.090779e-05 [125,] 0.99927328 1.453437e-03 7.267186e-04 > postscript(file="/var/www/rcomp/tmp/1oak11291585128.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2oak11291585128.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/rcomp/tmp/3oak11291585128.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4hjj41291585128.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5hjj41291585128.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 = 176 Frequency = 1 1 2 3 4 5 6 -81.5104472 -131.7437147 16.3441479 13.8479619 -147.4388763 -38.5648655 7 8 9 10 11 12 86.9159692 14.3124685 -77.1013891 94.6609456 50.5686193 479.5583429 13 14 15 16 17 18 -177.0703752 -84.6538617 284.3188927 42.2101500 -16.3362007 -130.0976407 19 20 21 22 23 24 -31.2429253 27.8445727 161.7660859 -104.1786420 271.4767186 -292.7315707 25 26 27 28 29 30 -61.3069492 279.5031846 -27.2080491 94.6321189 -54.9754470 -71.7408503 31 32 33 34 35 36 139.5476527 -56.5173981 -33.4197899 3.9302194 31.9474888 -129.8696471 37 38 39 40 41 42 -2.4352467 -70.0661145 -41.1352068 238.2612487 108.3116045 181.4774150 43 44 45 46 47 48 -59.3633858 -31.1097455 -57.4990103 -39.1726771 45.1920245 -16.0137584 49 50 51 52 53 54 22.3478397 -43.6608776 0.3490829 -8.0557763 115.7207513 59.4727579 55 56 57 58 59 60 -40.1726374 -49.3233820 3.7276551 -37.6987823 -27.0614812 -132.6698533 61 62 63 64 65 66 -119.0266035 -43.1882821 -34.7628504 -90.7887480 48.8448412 -26.8861621 67 68 69 70 71 72 -40.4322021 -137.6429381 -133.3162111 -26.3516391 -84.7300832 -100.0822040 73 74 75 76 77 78 -65.3098272 -104.2599227 -6.0565334 -48.7286129 -40.2511679 -97.5894607 79 80 81 82 83 84 134.0258299 145.6995247 78.9832741 82.3299229 -37.1973940 123.6085718 85 86 87 88 89 90 109.5306669 96.1374148 221.4466700 135.6974506 -32.1723466 -63.2610538 91 92 93 94 95 96 -68.5836295 -71.7868220 -91.9737483 0.2375866 -22.2684047 -74.9999202 97 98 99 100 101 102 208.9045528 -91.1224633 -120.4987184 -145.9380530 4.8665099 18.5669915 103 104 105 106 107 108 49.7535854 -74.1719566 29.4778938 34.1597005 -95.8925784 -137.1024704 109 110 111 112 113 114 12.8689663 -202.9416941 -127.7898279 -115.8581566 -65.4846936 -119.2787341 115 116 117 118 119 120 -80.5672200 86.3076620 99.1544726 17.0613470 -222.0970720 121.6425295 121 122 123 124 125 126 -241.2206073 35.6350208 32.4982246 -7.8572182 151.9162698 124.2091821 127 128 129 130 131 132 194.4467780 186.7053663 54.8973752 36.3266634 -33.7207341 275.4535596 133 134 135 136 137 138 335.9134332 249.6350933 -96.1082057 -57.0584863 13.9670814 -33.1288884 139 140 141 142 143 144 -151.6907421 -27.9167378 38.2041605 -29.9453380 116.0837192 -56.3210127 145 146 147 148 149 150 26.2206175 113.0260600 -167.4370369 -42.4228788 -32.8365023 115.9223024 151 152 153 154 155 156 -73.9763069 -44.1959112 -30.4277296 17.7524879 -9.8013272 -61.2008653 157 158 159 160 161 162 14.3349282 -25.9575320 48.4235490 -44.8051412 -13.6622030 29.1522219 163 164 165 166 167 168 -90.7660243 -10.3680514 -42.4730389 -49.1117948 17.5005045 0.7282983 169 170 171 172 173 174 17.7590517 23.6576894 17.6158616 36.8641412 -40.4696207 51.7467848 175 176 32.1052582 42.1633484 > postscript(file="/var/www/rcomp/tmp/6hjj41291585128.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 = 176 Frequency = 1 lag(myerror, k = 1) myerror 0 -81.5104472 NA 1 -131.7437147 -81.5104472 2 16.3441479 -131.7437147 3 13.8479619 16.3441479 4 -147.4388763 13.8479619 5 -38.5648655 -147.4388763 6 86.9159692 -38.5648655 7 14.3124685 86.9159692 8 -77.1013891 14.3124685 9 94.6609456 -77.1013891 10 50.5686193 94.6609456 11 479.5583429 50.5686193 12 -177.0703752 479.5583429 13 -84.6538617 -177.0703752 14 284.3188927 -84.6538617 15 42.2101500 284.3188927 16 -16.3362007 42.2101500 17 -130.0976407 -16.3362007 18 -31.2429253 -130.0976407 19 27.8445727 -31.2429253 20 161.7660859 27.8445727 21 -104.1786420 161.7660859 22 271.4767186 -104.1786420 23 -292.7315707 271.4767186 24 -61.3069492 -292.7315707 25 279.5031846 -61.3069492 26 -27.2080491 279.5031846 27 94.6321189 -27.2080491 28 -54.9754470 94.6321189 29 -71.7408503 -54.9754470 30 139.5476527 -71.7408503 31 -56.5173981 139.5476527 32 -33.4197899 -56.5173981 33 3.9302194 -33.4197899 34 31.9474888 3.9302194 35 -129.8696471 31.9474888 36 -2.4352467 -129.8696471 37 -70.0661145 -2.4352467 38 -41.1352068 -70.0661145 39 238.2612487 -41.1352068 40 108.3116045 238.2612487 41 181.4774150 108.3116045 42 -59.3633858 181.4774150 43 -31.1097455 -59.3633858 44 -57.4990103 -31.1097455 45 -39.1726771 -57.4990103 46 45.1920245 -39.1726771 47 -16.0137584 45.1920245 48 22.3478397 -16.0137584 49 -43.6608776 22.3478397 50 0.3490829 -43.6608776 51 -8.0557763 0.3490829 52 115.7207513 -8.0557763 53 59.4727579 115.7207513 54 -40.1726374 59.4727579 55 -49.3233820 -40.1726374 56 3.7276551 -49.3233820 57 -37.6987823 3.7276551 58 -27.0614812 -37.6987823 59 -132.6698533 -27.0614812 60 -119.0266035 -132.6698533 61 -43.1882821 -119.0266035 62 -34.7628504 -43.1882821 63 -90.7887480 -34.7628504 64 48.8448412 -90.7887480 65 -26.8861621 48.8448412 66 -40.4322021 -26.8861621 67 -137.6429381 -40.4322021 68 -133.3162111 -137.6429381 69 -26.3516391 -133.3162111 70 -84.7300832 -26.3516391 71 -100.0822040 -84.7300832 72 -65.3098272 -100.0822040 73 -104.2599227 -65.3098272 74 -6.0565334 -104.2599227 75 -48.7286129 -6.0565334 76 -40.2511679 -48.7286129 77 -97.5894607 -40.2511679 78 134.0258299 -97.5894607 79 145.6995247 134.0258299 80 78.9832741 145.6995247 81 82.3299229 78.9832741 82 -37.1973940 82.3299229 83 123.6085718 -37.1973940 84 109.5306669 123.6085718 85 96.1374148 109.5306669 86 221.4466700 96.1374148 87 135.6974506 221.4466700 88 -32.1723466 135.6974506 89 -63.2610538 -32.1723466 90 -68.5836295 -63.2610538 91 -71.7868220 -68.5836295 92 -91.9737483 -71.7868220 93 0.2375866 -91.9737483 94 -22.2684047 0.2375866 95 -74.9999202 -22.2684047 96 208.9045528 -74.9999202 97 -91.1224633 208.9045528 98 -120.4987184 -91.1224633 99 -145.9380530 -120.4987184 100 4.8665099 -145.9380530 101 18.5669915 4.8665099 102 49.7535854 18.5669915 103 -74.1719566 49.7535854 104 29.4778938 -74.1719566 105 34.1597005 29.4778938 106 -95.8925784 34.1597005 107 -137.1024704 -95.8925784 108 12.8689663 -137.1024704 109 -202.9416941 12.8689663 110 -127.7898279 -202.9416941 111 -115.8581566 -127.7898279 112 -65.4846936 -115.8581566 113 -119.2787341 -65.4846936 114 -80.5672200 -119.2787341 115 86.3076620 -80.5672200 116 99.1544726 86.3076620 117 17.0613470 99.1544726 118 -222.0970720 17.0613470 119 121.6425295 -222.0970720 120 -241.2206073 121.6425295 121 35.6350208 -241.2206073 122 32.4982246 35.6350208 123 -7.8572182 32.4982246 124 151.9162698 -7.8572182 125 124.2091821 151.9162698 126 194.4467780 124.2091821 127 186.7053663 194.4467780 128 54.8973752 186.7053663 129 36.3266634 54.8973752 130 -33.7207341 36.3266634 131 275.4535596 -33.7207341 132 335.9134332 275.4535596 133 249.6350933 335.9134332 134 -96.1082057 249.6350933 135 -57.0584863 -96.1082057 136 13.9670814 -57.0584863 137 -33.1288884 13.9670814 138 -151.6907421 -33.1288884 139 -27.9167378 -151.6907421 140 38.2041605 -27.9167378 141 -29.9453380 38.2041605 142 116.0837192 -29.9453380 143 -56.3210127 116.0837192 144 26.2206175 -56.3210127 145 113.0260600 26.2206175 146 -167.4370369 113.0260600 147 -42.4228788 -167.4370369 148 -32.8365023 -42.4228788 149 115.9223024 -32.8365023 150 -73.9763069 115.9223024 151 -44.1959112 -73.9763069 152 -30.4277296 -44.1959112 153 17.7524879 -30.4277296 154 -9.8013272 17.7524879 155 -61.2008653 -9.8013272 156 14.3349282 -61.2008653 157 -25.9575320 14.3349282 158 48.4235490 -25.9575320 159 -44.8051412 48.4235490 160 -13.6622030 -44.8051412 161 29.1522219 -13.6622030 162 -90.7660243 29.1522219 163 -10.3680514 -90.7660243 164 -42.4730389 -10.3680514 165 -49.1117948 -42.4730389 166 17.5005045 -49.1117948 167 0.7282983 17.5005045 168 17.7590517 0.7282983 169 23.6576894 17.7590517 170 17.6158616 23.6576894 171 36.8641412 17.6158616 172 -40.4696207 36.8641412 173 51.7467848 -40.4696207 174 32.1052582 51.7467848 175 42.1633484 32.1052582 176 NA 42.1633484 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -131.7437147 -81.5104472 [2,] 16.3441479 -131.7437147 [3,] 13.8479619 16.3441479 [4,] -147.4388763 13.8479619 [5,] -38.5648655 -147.4388763 [6,] 86.9159692 -38.5648655 [7,] 14.3124685 86.9159692 [8,] -77.1013891 14.3124685 [9,] 94.6609456 -77.1013891 [10,] 50.5686193 94.6609456 [11,] 479.5583429 50.5686193 [12,] -177.0703752 479.5583429 [13,] -84.6538617 -177.0703752 [14,] 284.3188927 -84.6538617 [15,] 42.2101500 284.3188927 [16,] -16.3362007 42.2101500 [17,] -130.0976407 -16.3362007 [18,] -31.2429253 -130.0976407 [19,] 27.8445727 -31.2429253 [20,] 161.7660859 27.8445727 [21,] -104.1786420 161.7660859 [22,] 271.4767186 -104.1786420 [23,] -292.7315707 271.4767186 [24,] -61.3069492 -292.7315707 [25,] 279.5031846 -61.3069492 [26,] -27.2080491 279.5031846 [27,] 94.6321189 -27.2080491 [28,] -54.9754470 94.6321189 [29,] -71.7408503 -54.9754470 [30,] 139.5476527 -71.7408503 [31,] -56.5173981 139.5476527 [32,] -33.4197899 -56.5173981 [33,] 3.9302194 -33.4197899 [34,] 31.9474888 3.9302194 [35,] -129.8696471 31.9474888 [36,] -2.4352467 -129.8696471 [37,] -70.0661145 -2.4352467 [38,] -41.1352068 -70.0661145 [39,] 238.2612487 -41.1352068 [40,] 108.3116045 238.2612487 [41,] 181.4774150 108.3116045 [42,] -59.3633858 181.4774150 [43,] -31.1097455 -59.3633858 [44,] -57.4990103 -31.1097455 [45,] -39.1726771 -57.4990103 [46,] 45.1920245 -39.1726771 [47,] -16.0137584 45.1920245 [48,] 22.3478397 -16.0137584 [49,] -43.6608776 22.3478397 [50,] 0.3490829 -43.6608776 [51,] -8.0557763 0.3490829 [52,] 115.7207513 -8.0557763 [53,] 59.4727579 115.7207513 [54,] -40.1726374 59.4727579 [55,] -49.3233820 -40.1726374 [56,] 3.7276551 -49.3233820 [57,] -37.6987823 3.7276551 [58,] -27.0614812 -37.6987823 [59,] -132.6698533 -27.0614812 [60,] -119.0266035 -132.6698533 [61,] -43.1882821 -119.0266035 [62,] -34.7628504 -43.1882821 [63,] -90.7887480 -34.7628504 [64,] 48.8448412 -90.7887480 [65,] -26.8861621 48.8448412 [66,] -40.4322021 -26.8861621 [67,] -137.6429381 -40.4322021 [68,] -133.3162111 -137.6429381 [69,] -26.3516391 -133.3162111 [70,] -84.7300832 -26.3516391 [71,] -100.0822040 -84.7300832 [72,] -65.3098272 -100.0822040 [73,] -104.2599227 -65.3098272 [74,] -6.0565334 -104.2599227 [75,] -48.7286129 -6.0565334 [76,] -40.2511679 -48.7286129 [77,] -97.5894607 -40.2511679 [78,] 134.0258299 -97.5894607 [79,] 145.6995247 134.0258299 [80,] 78.9832741 145.6995247 [81,] 82.3299229 78.9832741 [82,] -37.1973940 82.3299229 [83,] 123.6085718 -37.1973940 [84,] 109.5306669 123.6085718 [85,] 96.1374148 109.5306669 [86,] 221.4466700 96.1374148 [87,] 135.6974506 221.4466700 [88,] -32.1723466 135.6974506 [89,] -63.2610538 -32.1723466 [90,] -68.5836295 -63.2610538 [91,] -71.7868220 -68.5836295 [92,] -91.9737483 -71.7868220 [93,] 0.2375866 -91.9737483 [94,] -22.2684047 0.2375866 [95,] -74.9999202 -22.2684047 [96,] 208.9045528 -74.9999202 [97,] -91.1224633 208.9045528 [98,] -120.4987184 -91.1224633 [99,] -145.9380530 -120.4987184 [100,] 4.8665099 -145.9380530 [101,] 18.5669915 4.8665099 [102,] 49.7535854 18.5669915 [103,] -74.1719566 49.7535854 [104,] 29.4778938 -74.1719566 [105,] 34.1597005 29.4778938 [106,] -95.8925784 34.1597005 [107,] -137.1024704 -95.8925784 [108,] 12.8689663 -137.1024704 [109,] -202.9416941 12.8689663 [110,] -127.7898279 -202.9416941 [111,] -115.8581566 -127.7898279 [112,] -65.4846936 -115.8581566 [113,] -119.2787341 -65.4846936 [114,] -80.5672200 -119.2787341 [115,] 86.3076620 -80.5672200 [116,] 99.1544726 86.3076620 [117,] 17.0613470 99.1544726 [118,] -222.0970720 17.0613470 [119,] 121.6425295 -222.0970720 [120,] -241.2206073 121.6425295 [121,] 35.6350208 -241.2206073 [122,] 32.4982246 35.6350208 [123,] -7.8572182 32.4982246 [124,] 151.9162698 -7.8572182 [125,] 124.2091821 151.9162698 [126,] 194.4467780 124.2091821 [127,] 186.7053663 194.4467780 [128,] 54.8973752 186.7053663 [129,] 36.3266634 54.8973752 [130,] -33.7207341 36.3266634 [131,] 275.4535596 -33.7207341 [132,] 335.9134332 275.4535596 [133,] 249.6350933 335.9134332 [134,] -96.1082057 249.6350933 [135,] -57.0584863 -96.1082057 [136,] 13.9670814 -57.0584863 [137,] -33.1288884 13.9670814 [138,] -151.6907421 -33.1288884 [139,] -27.9167378 -151.6907421 [140,] 38.2041605 -27.9167378 [141,] -29.9453380 38.2041605 [142,] 116.0837192 -29.9453380 [143,] -56.3210127 116.0837192 [144,] 26.2206175 -56.3210127 [145,] 113.0260600 26.2206175 [146,] -167.4370369 113.0260600 [147,] -42.4228788 -167.4370369 [148,] -32.8365023 -42.4228788 [149,] 115.9223024 -32.8365023 [150,] -73.9763069 115.9223024 [151,] -44.1959112 -73.9763069 [152,] -30.4277296 -44.1959112 [153,] 17.7524879 -30.4277296 [154,] -9.8013272 17.7524879 [155,] -61.2008653 -9.8013272 [156,] 14.3349282 -61.2008653 [157,] -25.9575320 14.3349282 [158,] 48.4235490 -25.9575320 [159,] -44.8051412 48.4235490 [160,] -13.6622030 -44.8051412 [161,] 29.1522219 -13.6622030 [162,] -90.7660243 29.1522219 [163,] -10.3680514 -90.7660243 [164,] -42.4730389 -10.3680514 [165,] -49.1117948 -42.4730389 [166,] 17.5005045 -49.1117948 [167,] 0.7282983 17.5005045 [168,] 17.7590517 0.7282983 [169,] 23.6576894 17.7590517 [170,] 17.6158616 23.6576894 [171,] 36.8641412 17.6158616 [172,] -40.4696207 36.8641412 [173,] 51.7467848 -40.4696207 [174,] 32.1052582 51.7467848 [175,] 42.1633484 32.1052582 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -131.7437147 -81.5104472 2 16.3441479 -131.7437147 3 13.8479619 16.3441479 4 -147.4388763 13.8479619 5 -38.5648655 -147.4388763 6 86.9159692 -38.5648655 7 14.3124685 86.9159692 8 -77.1013891 14.3124685 9 94.6609456 -77.1013891 10 50.5686193 94.6609456 11 479.5583429 50.5686193 12 -177.0703752 479.5583429 13 -84.6538617 -177.0703752 14 284.3188927 -84.6538617 15 42.2101500 284.3188927 16 -16.3362007 42.2101500 17 -130.0976407 -16.3362007 18 -31.2429253 -130.0976407 19 27.8445727 -31.2429253 20 161.7660859 27.8445727 21 -104.1786420 161.7660859 22 271.4767186 -104.1786420 23 -292.7315707 271.4767186 24 -61.3069492 -292.7315707 25 279.5031846 -61.3069492 26 -27.2080491 279.5031846 27 94.6321189 -27.2080491 28 -54.9754470 94.6321189 29 -71.7408503 -54.9754470 30 139.5476527 -71.7408503 31 -56.5173981 139.5476527 32 -33.4197899 -56.5173981 33 3.9302194 -33.4197899 34 31.9474888 3.9302194 35 -129.8696471 31.9474888 36 -2.4352467 -129.8696471 37 -70.0661145 -2.4352467 38 -41.1352068 -70.0661145 39 238.2612487 -41.1352068 40 108.3116045 238.2612487 41 181.4774150 108.3116045 42 -59.3633858 181.4774150 43 -31.1097455 -59.3633858 44 -57.4990103 -31.1097455 45 -39.1726771 -57.4990103 46 45.1920245 -39.1726771 47 -16.0137584 45.1920245 48 22.3478397 -16.0137584 49 -43.6608776 22.3478397 50 0.3490829 -43.6608776 51 -8.0557763 0.3490829 52 115.7207513 -8.0557763 53 59.4727579 115.7207513 54 -40.1726374 59.4727579 55 -49.3233820 -40.1726374 56 3.7276551 -49.3233820 57 -37.6987823 3.7276551 58 -27.0614812 -37.6987823 59 -132.6698533 -27.0614812 60 -119.0266035 -132.6698533 61 -43.1882821 -119.0266035 62 -34.7628504 -43.1882821 63 -90.7887480 -34.7628504 64 48.8448412 -90.7887480 65 -26.8861621 48.8448412 66 -40.4322021 -26.8861621 67 -137.6429381 -40.4322021 68 -133.3162111 -137.6429381 69 -26.3516391 -133.3162111 70 -84.7300832 -26.3516391 71 -100.0822040 -84.7300832 72 -65.3098272 -100.0822040 73 -104.2599227 -65.3098272 74 -6.0565334 -104.2599227 75 -48.7286129 -6.0565334 76 -40.2511679 -48.7286129 77 -97.5894607 -40.2511679 78 134.0258299 -97.5894607 79 145.6995247 134.0258299 80 78.9832741 145.6995247 81 82.3299229 78.9832741 82 -37.1973940 82.3299229 83 123.6085718 -37.1973940 84 109.5306669 123.6085718 85 96.1374148 109.5306669 86 221.4466700 96.1374148 87 135.6974506 221.4466700 88 -32.1723466 135.6974506 89 -63.2610538 -32.1723466 90 -68.5836295 -63.2610538 91 -71.7868220 -68.5836295 92 -91.9737483 -71.7868220 93 0.2375866 -91.9737483 94 -22.2684047 0.2375866 95 -74.9999202 -22.2684047 96 208.9045528 -74.9999202 97 -91.1224633 208.9045528 98 -120.4987184 -91.1224633 99 -145.9380530 -120.4987184 100 4.8665099 -145.9380530 101 18.5669915 4.8665099 102 49.7535854 18.5669915 103 -74.1719566 49.7535854 104 29.4778938 -74.1719566 105 34.1597005 29.4778938 106 -95.8925784 34.1597005 107 -137.1024704 -95.8925784 108 12.8689663 -137.1024704 109 -202.9416941 12.8689663 110 -127.7898279 -202.9416941 111 -115.8581566 -127.7898279 112 -65.4846936 -115.8581566 113 -119.2787341 -65.4846936 114 -80.5672200 -119.2787341 115 86.3076620 -80.5672200 116 99.1544726 86.3076620 117 17.0613470 99.1544726 118 -222.0970720 17.0613470 119 121.6425295 -222.0970720 120 -241.2206073 121.6425295 121 35.6350208 -241.2206073 122 32.4982246 35.6350208 123 -7.8572182 32.4982246 124 151.9162698 -7.8572182 125 124.2091821 151.9162698 126 194.4467780 124.2091821 127 186.7053663 194.4467780 128 54.8973752 186.7053663 129 36.3266634 54.8973752 130 -33.7207341 36.3266634 131 275.4535596 -33.7207341 132 335.9134332 275.4535596 133 249.6350933 335.9134332 134 -96.1082057 249.6350933 135 -57.0584863 -96.1082057 136 13.9670814 -57.0584863 137 -33.1288884 13.9670814 138 -151.6907421 -33.1288884 139 -27.9167378 -151.6907421 140 38.2041605 -27.9167378 141 -29.9453380 38.2041605 142 116.0837192 -29.9453380 143 -56.3210127 116.0837192 144 26.2206175 -56.3210127 145 113.0260600 26.2206175 146 -167.4370369 113.0260600 147 -42.4228788 -167.4370369 148 -32.8365023 -42.4228788 149 115.9223024 -32.8365023 150 -73.9763069 115.9223024 151 -44.1959112 -73.9763069 152 -30.4277296 -44.1959112 153 17.7524879 -30.4277296 154 -9.8013272 17.7524879 155 -61.2008653 -9.8013272 156 14.3349282 -61.2008653 157 -25.9575320 14.3349282 158 48.4235490 -25.9575320 159 -44.8051412 48.4235490 160 -13.6622030 -44.8051412 161 29.1522219 -13.6622030 162 -90.7660243 29.1522219 163 -10.3680514 -90.7660243 164 -42.4730389 -10.3680514 165 -49.1117948 -42.4730389 166 17.5005045 -49.1117948 167 0.7282983 17.5005045 168 17.7590517 0.7282983 169 23.6576894 17.7590517 170 17.6158616 23.6576894 171 36.8641412 17.6158616 172 -40.4696207 36.8641412 173 51.7467848 -40.4696207 174 32.1052582 51.7467848 175 42.1633484 32.1052582 > 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/rcomp/tmp/7rsj71291585128.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8k2ia1291585128.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9k2ia1291585128.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10vbhd1291585128.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/rcomp/tmp/11ybg01291585128.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/rcomp/tmp/12rlx41291585128.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/rcomp/tmp/13ymcx1291585128.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/rcomp/tmp/14j4b31291585128.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/rcomp/tmp/15ceao1291585128.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/rcomp/tmp/168nqf1291585128.tab") + } > > try(system("convert tmp/1oak11291585128.ps tmp/1oak11291585128.png",intern=TRUE)) character(0) > try(system("convert tmp/2oak11291585128.ps tmp/2oak11291585128.png",intern=TRUE)) character(0) > try(system("convert tmp/3oak11291585128.ps tmp/3oak11291585128.png",intern=TRUE)) character(0) > try(system("convert tmp/4hjj41291585128.ps tmp/4hjj41291585128.png",intern=TRUE)) character(0) > try(system("convert tmp/5hjj41291585128.ps tmp/5hjj41291585128.png",intern=TRUE)) character(0) > try(system("convert tmp/6hjj41291585128.ps tmp/6hjj41291585128.png",intern=TRUE)) character(0) > try(system("convert tmp/7rsj71291585128.ps tmp/7rsj71291585128.png",intern=TRUE)) character(0) > try(system("convert tmp/8k2ia1291585128.ps tmp/8k2ia1291585128.png",intern=TRUE)) character(0) > try(system("convert tmp/9k2ia1291585128.ps tmp/9k2ia1291585128.png",intern=TRUE)) character(0) > try(system("convert tmp/10vbhd1291585128.ps tmp/10vbhd1291585128.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.180 1.710 7.899