R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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Type 'contributors()' for more information and
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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(3.66356
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+ ,131
+ ,4.34381
+ ,6.65801
+ ,5.5
+ ,1.1
+ ,0.9
+ ,138
+ ,24
+ ,199
+ ,2.3979
+ ,7.10003
+ ,-4
+ ,5.8
+ ,-0.4
+ ,78.4
+ ,11
+ ,399
+ ,2.63906
+ ,7.65681
+ ,-0.2
+ ,2.4
+ ,0
+ ,41
+ ,19
+ ,157
+ ,2.56495
+ ,4.70953
+ ,-2.8
+ ,1.8
+ ,1.4
+ ,198.9
+ ,3
+ ,537
+ ,3.3322
+ ,5.60212
+ ,3.8
+ ,3.9
+ ,-0.2
+ ,85
+ ,5
+ ,187
+ ,2.56495
+ ,7.85127
+ ,0.2
+ ,2.8
+ ,0.1
+ ,78
+ ,17
+ ,112
+ ,3.68888
+ ,7.89655
+ ,12.8
+ ,6.8
+ ,-0.6
+ ,227.7
+ ,15
+ ,583
+ ,2.3979
+ ,7.20638
+ ,-0.8
+ ,1.6
+ ,1.7
+ ,192.6
+ ,22
+ ,469
+ ,2.3979
+ ,4.89035
+ ,-10.8
+ ,1.5
+ ,0.2
+ ,57
+ ,3
+ ,460
+ ,4.68213
+ ,7.56735
+ ,-10.2
+ ,0.6
+ ,2.4
+ ,110.8
+ ,10
+ ,465
+ ,3.04452
+ ,7.61135
+ ,0.8
+ ,3.1
+ ,-0.1
+ ,65.6
+ ,19
+ ,429
+ ,3.04452
+ ,6.66823
+ ,4.1
+ ,1.4
+ ,0.2
+ ,139.8
+ ,24
+ ,572
+ ,2.19722
+ ,5.0689
+ ,4.3
+ ,4.9
+ ,0.1
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+ ,2
+ ,212
+ ,3.17805
+ ,7.46107
+ ,-2.8
+ ,1.4
+ ,-0.1
+ ,243
+ ,20
+ ,102
+ ,4.48864
+ ,7.68018
+ ,-0.4
+ ,0.8
+ ,2.6
+ ,147
+ ,21
+ ,49
+ ,2.30259
+ ,7.80344
+ ,2.4
+ ,3.9
+ ,0.2
+ ,14.3
+ ,20
+ ,574
+ ,3.29584
+ ,8.26256
+ ,3.4
+ ,0.9
+ ,0.3
+ ,228
+ ,16
+ ,109
+ ,3.17805
+ ,7.6695
+ ,12.1
+ ,2.8
+ ,-3.2
+ ,256
+ ,13
+ ,203
+ ,4.06044
+ ,5.33272
+ ,-2.5
+ ,2
+ ,1.3
+ ,80.7
+ ,3
+ ,532
+ ,4.15888
+ ,6.30992
+ ,-4.5
+ ,2
+ ,0.3
+ ,90
+ ,24
+ ,100
+ ,3.09104
+ ,6.67456
+ ,2.2
+ ,7.1
+ ,0.1
+ ,37.9
+ ,6
+ ,557
+ ,4.41884
+ ,8.09316
+ ,-4.7
+ ,1.4
+ ,1.2
+ ,276.8
+ ,18
+ ,445
+ ,2.89037
+ ,6.56667
+ ,0.1
+ ,2.1
+ ,-0.2
+ ,247.4
+ ,6
+ ,543
+ ,1.09861
+ ,5.83481
+ ,-5.8
+ ,7.7
+ ,0.1
+ ,47
+ ,7
+ ,90
+ ,3.43399
+ ,7.794
+ ,3.3
+ ,4.3
+ ,0.8
+ ,217
+ ,17
+ ,105
+ ,3.52636
+ ,7.76089
+ ,2
+ ,1.7
+ ,1.1
+ ,234
+ ,15
+ ,121
+ ,3.13549
+ ,7.67276
+ ,1.3
+ ,4.2
+ ,0.2
+ ,169
+ ,10
+ ,61
+ ,2.19722
+ ,7.979
+ ,1.4
+ ,5
+ ,-0.1
+ ,40.7
+ ,9
+ ,480
+ ,3.13549
+ ,7.78406
+ ,6.1
+ ,1.9
+ ,0.4
+ ,171
+ ,21
+ ,210
+ ,2.07944
+ ,5.95842
+ ,-3.1
+ ,4.2
+ ,-0.1
+ ,52.5
+ ,2
+ ,426
+ ,3.63759
+ ,4.54329
+ ,-11.5
+ ,1.7
+ ,3.7
+ ,90.4
+ ,4
+ ,465
+ ,3.73767
+ ,5.62762
+ ,-6.6
+ ,1
+ ,-0.1
+ ,200
+ ,2
+ ,445
+ ,2.48491
+ ,5.66643
+ ,-3.8
+ ,2.1
+ ,0.6
+ ,73
+ ,3
+ ,77
+ ,1.94591
+ ,7.54539
+ ,6.5
+ ,9.4
+ ,-0.9
+ ,250
+ ,11
+ ,160
+ ,1.94591
+ ,6.23832
+ ,-0.4
+ ,3.3
+ ,0.3
+ ,215.1
+ ,24
+ ,470
+ ,2.77259
+ ,4.56435
+ ,-6.3
+ ,2
+ ,2.3
+ ,223
+ ,3
+ ,148
+ ,2.70805
+ ,6.58203
+ ,2.2
+ ,1.8
+ ,0.1
+ ,64.2
+ ,6
+ ,549
+ ,1.79176
+ ,5.31321
+ ,-4.9
+ ,4.2
+ ,0.3
+ ,353
+ ,2
+ ,117
+ ,2.30259
+ ,5.61677
+ ,-1.3
+ ,2.8
+ ,-0.1
+ ,65.2
+ ,1
+ ,486
+ ,4.11087
+ ,7.7111
+ ,-5.1
+ ,0.7
+ ,0.3
+ ,60
+ ,10
+ ,99
+ ,3.4012
+ ,6.2519
+ ,0.1
+ ,1
+ ,0.2
+ ,87
+ ,24
+ ,111
+ ,3.68888
+ ,7.85516
+ ,6.5
+ ,5.2
+ ,-0.2
+ ,69
+ ,19
+ ,196
+ ,4.17439
+ ,8.24512
+ ,8.6
+ ,1.6
+ ,-1
+ ,258.8
+ ,15
+ ,530)
+ ,dim=c(8
+ ,500)
+ ,dimnames=list(c('PM10'
+ ,'Cars'
+ ,'Temp'
+ ,'Windspeed'
+ ,'Tempdiff'
+ ,'Winddir'
+ ,'hour'
+ ,'day')
+ ,1:500))
> y <- array(NA,dim=c(8,500),dimnames=list(c('PM10','Cars','Temp','Windspeed','Tempdiff','Winddir','hour','day'),1:500))
> 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 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from package:base :
as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
PM10 Cars Temp Windspeed Tempdiff Winddir hour day
1 3.66356 7.74414 -4.4 4.2 0.0 18.0 19 116
2 3.04452 8.03398 -5.7 4.8 -0.3 69.1 9 506
3 3.71357 4.70048 -13.5 4.3 0.2 80.0 3 95
4 2.94444 7.52510 1.4 3.0 0.1 177.0 22 161
5 4.06044 7.76260 4.1 5.6 1.1 287.0 7 80
6 3.68888 7.88683 5.8 2.3 -0.1 200.0 9 33
7 3.33220 7.81521 2.7 1.9 0.4 228.0 7 129
8 3.36730 7.77779 7.1 8.9 0.2 220.0 15 155
9 2.07944 6.89163 4.1 2.0 0.1 183.0 9 132
10 1.94591 7.67740 1.1 5.2 0.1 43.1 10 480
11 3.33220 5.71373 -9.0 3.4 0.0 80.0 6 98
12 3.21888 8.33471 1.6 4.4 -0.3 78.1 16 558
13 1.09861 4.65396 -0.4 5.7 0.8 267.0 3 121
14 5.38450 7.38895 -4.8 6.0 0.0 81.0 20 122
15 3.93183 7.81763 -0.9 1.4 -0.3 236.0 15 51
16 3.36730 4.96981 -0.5 0.6 1.7 341.1 4 552
17 2.83321 7.80384 -1.0 1.8 0.0 16.0 7 150
18 3.04452 7.62168 -2.3 5.2 -0.1 66.1 12 428
19 2.99573 5.21494 5.8 2.6 -0.2 68.8 3 582
20 4.21951 7.64204 5.1 2.2 1.1 199.0 18 538
21 3.04452 7.77149 10.8 2.4 -1.5 329.8 13 579
22 3.76120 8.31385 12.2 4.0 -2.8 230.4 17 572
23 3.58352 7.63964 -2.8 2.1 -1.6 210.2 11 512
24 2.48491 7.05531 11.2 3.3 2.3 302.8 23 604
25 2.48491 7.38275 13.6 0.6 -0.8 159.8 11 602
26 3.33220 7.56786 -12.3 3.7 -0.2 70.0 12 460
27 3.13549 7.92226 4.2 1.4 0.2 161.0 7 127
28 2.07944 7.38771 -2.8 4.5 0.1 53.3 21 417
29 3.68888 7.47930 3.4 7.2 0.5 209.1 12 477
30 2.99573 3.97029 -11.7 2.7 1.7 81.0 4 87
31 3.98898 8.05102 -2.5 3.2 0.1 83.0 9 51
32 3.04452 6.67834 3.9 4.8 -0.6 66.8 8 573
33 3.55535 7.34601 3.0 1.4 1.0 200.0 21 177
34 1.79176 7.54062 0.0 6.1 -0.2 207.5 19 489
35 3.04452 4.82028 -2.6 2.1 0.7 72.8 4 530
36 2.56495 7.80057 1.0 2.2 0.0 99.0 7 65
37 4.36945 7.41878 -0.2 1.1 3.2 138.0 22 49
38 3.46574 7.96032 7.7 4.8 -0.2 66.0 17 196
39 4.60517 8.23669 10.7 5.3 -0.9 205.0 17 192
40 3.09104 8.30721 9.3 7.3 -0.5 206.0 17 212
41 4.15888 8.26333 9.5 5.0 -0.9 208.0 17 208
42 1.79176 7.50329 1.6 4.5 0.1 117.0 19 62
43 2.48491 6.49527 -3.4 0.5 1.1 217.0 6 135
44 3.21888 7.74414 -1.3 4.2 -0.2 59.0 15 149
45 3.73767 6.75577 -3.2 2.6 0.6 70.5 21 398
46 4.24850 6.51915 -1.8 2.3 1.1 81.0 23 174
47 3.87120 4.77068 -0.5 0.5 0.7 358.0 4 402
48 4.00733 7.88721 7.6 4.0 -0.6 180.0 13 208
49 2.94444 5.42053 3.4 2.9 0.4 74.7 3 567
50 3.09104 3.80666 7.4 3.2 -0.1 225.0 3 205
51 1.94591 4.87520 -3.5 3.8 -0.1 60.5 3 418
52 3.52636 8.25088 19.8 4.8 -1.9 260.0 17 206
53 3.87120 7.85516 16.3 3.4 -0.1 225.3 20 605
54 2.99573 8.25427 -7.3 5.0 0.0 60.0 8 506
55 4.07754 7.36201 -0.6 0.8 1.1 88.3 21 422
56 3.21888 7.59388 -0.4 4.5 -0.2 64.6 13 430
57 3.49651 8.35208 17.8 5.0 -2.5 219.6 16 599
58 3.25810 4.62497 -1.9 2.2 2.2 268.0 4 172
59 2.99573 7.39879 -10.0 3.8 -0.1 78.4 20 449
60 2.70805 6.48616 -1.3 2.9 0.7 63.3 24 397
61 3.09104 6.20456 4.7 1.5 1.1 104.4 1 588
62 4.06044 7.64348 0.3 1.5 -0.3 172.0 13 130
63 3.61092 7.59337 8.8 2.2 0.0 186.0 21 577
64 2.56495 6.43455 -9.3 3.6 0.1 71.2 9 450
65 1.60944 7.00033 -2.4 5.8 0.0 61.0 22 418
66 5.08760 7.49499 2.9 1.2 2.1 271.1 21 543
67 2.30259 7.80221 2.5 5.0 0.1 135.0 7 128
68 3.25810 7.55276 13.4 3.9 0.3 216.8 19 606
69 3.66356 6.82979 -15.5 3.1 0.2 70.3 22 460
70 3.04452 7.49053 -1.6 2.2 -0.9 211.7 12 501
71 3.40120 7.59035 0.1 2.6 -0.1 73.0 11 66
72 3.04452 5.51745 -2.8 0.5 2.2 5.0 5 155
73 3.40120 8.18619 -0.9 1.3 0.6 57.0 8 67
74 3.55535 5.95842 -10.3 1.2 2.5 86.0 24 86
75 3.97029 7.55276 -4.1 0.7 -0.7 264.8 13 401
76 4.72739 7.77022 -3.8 4.9 -0.2 68.0 7 166
77 4.30407 7.99834 8.2 5.6 -0.6 210.0 15 212
78 2.56495 7.15305 -4.8 4.7 -0.1 74.6 23 441
79 3.78419 7.95997 -4.3 6.0 0.1 18.0 13 82
80 4.95583 6.57508 6.2 1.3 1.1 226.0 24 200
81 3.66356 7.88231 3.3 5.8 -0.1 46.9 19 557
82 5.26786 7.43603 -1.0 1.8 1.4 89.0 20 44
83 3.46574 4.95583 -4.0 1.7 1.0 65.0 2 165
84 2.07944 5.12990 7.8 1.6 1.7 184.3 4 604
85 3.36730 7.20638 -5.3 1.8 -0.2 80.0 13 451
86 3.29584 7.46107 2.2 3.1 0.1 62.3 13 470
87 2.19722 7.53209 14.8 4.2 -4.5 227.7 11 588
88 3.43399 8.13359 -4.8 1.5 0.0 196.0 17 100
89 3.25810 6.91771 12.8 1.0 0.3 103.5 24 602
90 2.83321 7.12206 -3.2 4.6 -0.1 62.2 12 427
91 3.63759 8.28450 0.7 0.8 -0.8 86.0 8 541
92 2.70805 7.56528 3.5 6.9 0.2 204.4 15 482
93 2.99573 7.65112 -6.8 2.2 -0.4 78.8 16 517
94 4.00733 7.67183 8.3 0.7 -1.3 206.2 14 532
95 3.43399 6.31173 -19.0 2.3 0.8 60.9 8 461
96 0.69315 7.07750 7.0 4.0 -0.2 54.3 10 578
97 3.52636 7.34148 -14.6 1.6 -0.4 228.9 14 457
98 2.63906 7.96346 3.6 3.2 1.2 268.0 18 42
99 1.94591 7.35116 3.5 1.9 0.2 215.0 20 107
100 3.71357 7.54115 5.2 0.9 -1.0 280.0 11 155
101 2.83321 6.64249 -8.3 2.6 0.2 60.0 23 85
102 3.43399 7.56579 0.6 3.8 -0.4 64.6 12 507
103 3.29584 8.18060 -0.5 0.7 -0.2 248.0 15 124
104 3.17805 7.60738 1.0 2.4 -0.1 192.0 13 38
105 4.81218 7.54327 -8.0 0.6 0.5 88.0 13 94
106 4.63473 8.20985 -3.0 1.5 2.7 89.6 8 470
107 3.04452 5.76205 5.0 3.2 0.0 58.0 6 195
108 3.87120 6.91274 -5.1 0.8 1.4 241.0 23 137
109 3.68888 8.19781 0.2 2.4 0.5 80.0 8 72
110 4.33073 7.60240 12.9 5.6 -0.8 46.0 13 188
111 4.61512 7.54327 2.6 2.6 -1.9 243.0 11 45
112 4.43082 7.70661 7.8 8.0 -1.2 33.7 13 556
113 3.40120 5.54518 -0.7 2.0 -0.3 254.0 1 542
114 2.48491 7.68432 7.7 1.5 -0.1 89.0 16 209
115 3.29584 7.90064 1.5 1.3 0.9 334.7 18 422
116 2.94444 7.76684 15.8 3.2 -0.2 125.5 17 595
117 3.36730 7.97797 4.3 5.7 -1.0 232.0 9 156
118 2.89037 7.89767 8.1 6.4 -0.5 199.4 7 577
119 4.90527 8.24065 11.6 6.0 -1.3 213.0 16 193
120 2.63906 7.07581 2.8 3.2 0.3 223.0 10 69
121 3.29584 7.74240 -4.4 4.9 -0.1 23.0 10 82
122 3.71357 6.97915 -5.1 3.3 1.4 81.0 23 98
123 4.39445 8.27741 2.0 2.5 -0.3 207.2 16 536
124 3.82864 8.01268 10.0 4.8 -0.5 83.2 9 600
125 2.56495 5.78996 1.1 4.0 -0.1 79.0 3 70
126 3.33220 7.45934 6.1 2.5 0.0 92.0 22 210
127 3.13549 6.22851 0.1 1.9 1.1 208.8 6 538
128 0.69315 6.45362 -2.6 4.9 0.2 38.3 23 405
129 4.00733 7.71780 7.9 0.4 0.5 276.0 19 184
130 3.25810 7.92696 4.8 9.4 0.6 204.0 14 474
131 3.25810 6.56244 2.6 2.8 -0.7 224.1 8 545
132 4.84419 8.17273 -9.6 1.1 1.3 191.0 16 94
133 2.63906 5.12990 -1.5 2.5 -0.1 245.1 4 510
134 1.38629 4.54329 3.8 5.8 0.7 201.9 3 473
135 3.25810 5.71043 1.8 2.7 0.9 181.9 1 527
136 2.30259 8.19257 -0.7 4.1 0.6 252.0 8 121
137 3.09104 5.00395 3.6 2.7 1.2 344.7 4 533
138 2.94444 7.39817 3.9 6.2 0.7 206.0 20 155
139 3.40120 6.63988 4.7 3.6 0.0 59.0 24 196
140 2.99573 6.29342 -2.5 4.9 -0.2 84.0 7 167
141 3.82864 7.43780 -9.9 4.5 -0.1 55.0 11 89
142 2.30259 7.79770 1.7 2.0 0.3 38.0 15 63
143 4.29046 7.33629 -12.8 3.5 0.0 79.0 19 97
144 4.41884 7.51589 4.3 2.1 0.6 32.3 20 555
145 3.36730 7.70841 2.1 3.1 0.0 79.0 10 64
146 2.30259 4.64439 -2.2 4.9 -0.1 77.0 2 114
147 3.98898 7.77402 3.3 1.8 -0.3 220.0 10 155
148 4.12713 5.05625 5.6 3.5 -0.1 78.0 4 184
149 3.68888 5.86363 -0.6 0.6 1.7 142.0 1 79
150 2.30259 5.52943 3.4 4.7 0.8 220.1 5 474
151 3.29584 7.91754 0.2 2.8 0.4 335.0 15 53
152 3.13549 6.74052 -6.4 2.8 -0.1 77.0 22 84
153 2.07944 6.53669 8.0 1.9 -0.2 54.6 8 578
154 5.25227 7.82844 3.6 0.8 1.5 87.7 19 529
155 3.78419 7.74846 -13.4 4.0 0.2 74.1 13 448
156 3.97029 5.71043 -2.1 1.3 1.8 87.8 1 485
157 2.99573 5.64897 -8.7 4.3 -0.2 74.5 1 450
158 2.56495 6.42972 1.6 1.3 1.0 58.0 8 76
159 3.21888 6.51323 -3.9 2.8 0.4 71.3 8 398
160 1.38629 7.93057 1.4 2.5 0.2 210.5 19 525
161 3.13549 7.59337 3.3 4.2 1.2 235.0 20 138
162 4.06044 7.19818 3.0 1.8 1.1 191.0 22 192
163 4.27667 8.23377 7.2 3.8 -0.2 31.0 15 173
164 3.49651 8.13212 -1.7 1.5 -0.1 68.0 8 515
165 3.21888 7.87284 0.8 5.0 0.1 76.2 19 514
166 4.07754 7.53102 0.1 3.5 1.2 66.3 20 397
167 4.20469 7.49276 4.5 6.6 -0.1 210.0 12 156
168 4.18965 5.65599 0.3 1.5 1.7 303.4 1 529
169 2.48491 7.07327 -0.9 1.6 -0.5 256.5 9 510
170 1.09861 6.33683 2.2 2.8 0.1 142.0 1 63
171 2.48491 7.21229 -0.6 2.1 0.1 60.0 21 134
172 2.48491 7.86978 3.2 2.6 1.3 286.0 20 42
173 0.69315 7.84031 4.1 2.7 0.2 175.0 19 56
174 4.34381 7.98344 -4.8 0.8 1.1 230.1 17 445
175 2.63906 7.03086 7.1 1.6 0.5 66.4 22 593
176 3.29584 7.90175 -4.4 3.8 0.1 15.0 9 82
177 4.17439 7.72223 7.1 3.9 -0.9 90.0 10 197
178 3.71357 8.19451 0.0 0.8 -0.3 254.2 16 500
179 4.02535 7.84698 11.6 4.2 -2.7 247.0 14 200
180 4.85203 7.58731 3.1 2.2 -3.4 227.0 11 148
181 4.64439 6.47235 1.5 1.2 1.3 101.0 24 191
182 3.63759 7.74932 15.0 7.3 -2.2 229.9 14 584
183 3.40120 8.12711 3.6 4.9 1.2 238.0 18 138
184 1.79176 5.68358 5.7 1.9 0.3 49.0 6 189
185 4.11087 7.58274 3.4 6.9 -0.1 194.9 11 548
186 3.36730 8.01434 10.1 2.4 -0.3 44.0 17 189
187 4.44265 7.65539 -2.4 2.6 0.7 78.3 18 398
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498 3.40120 6.25190 0.1 1.0 0.2 87.0 24 111
499 3.68888 7.85516 6.5 5.2 -0.2 69.0 19 196
500 4.17439 8.24512 8.6 1.6 -1.0 258.8 15 530
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Cars Temp Windspeed Tempdiff Winddir
1.231e+00 3.268e-01 -2.122e-03 -1.033e-01 1.107e-02 -4.564e-05
hour day
3.179e-04 2.662e-04
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-2.82693 -0.48943 -0.03704 0.53858 2.31408
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.231e+00 2.965e-01 4.150 3.92e-05 ***
Cars 3.268e-01 4.356e-02 7.502 2.97e-13 ***
Temp -2.122e-03 6.667e-03 -0.318 0.750
Windspeed -1.033e-01 2.079e-02 -4.971 9.23e-07 ***
Tempdiff 1.107e-02 4.236e-02 0.261 0.794
Winddir -4.564e-05 4.562e-04 -0.100 0.920
hour 3.179e-04 6.460e-03 0.049 0.961
day 2.662e-04 1.847e-04 1.441 0.150
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.8105 on 492 degrees of freedom
Multiple R-squared: 0.1765, Adjusted R-squared: 0.1647
F-statistic: 15.06 on 7 and 492 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,] 0.05268693 0.105373854 0.947313073
[2,] 0.26611476 0.532229522 0.733885239
[3,] 0.27119959 0.542399180 0.728800410
[4,] 0.36548105 0.730962102 0.634518949
[5,] 0.29846361 0.596927215 0.701536392
[6,] 0.62100549 0.757989029 0.378994515
[7,] 0.52437089 0.951258226 0.475629113
[8,] 0.42824399 0.856487970 0.571756015
[9,] 0.84960771 0.300784589 0.150392295
[10,] 0.81986358 0.360272845 0.180136423
[11,] 0.77203223 0.455935550 0.227967775
[12,] 0.74924780 0.501504394 0.250752197
[13,] 0.68738612 0.625227763 0.312613882
[14,] 0.68427787 0.631444256 0.315722128
[15,] 0.62514548 0.749709047 0.374854523
[16,] 0.58696018 0.826079644 0.413039822
[17,] 0.52137948 0.957241042 0.478620521
[18,] 0.63270997 0.734580058 0.367290029
[19,] 0.60426867 0.791462664 0.395731332
[20,] 0.55069477 0.898610459 0.449305230
[21,] 0.51303726 0.973925481 0.486962741
[22,] 0.46877609 0.937552181 0.531223909
[23,] 0.41127699 0.822553981 0.588723009
[24,] 0.57349009 0.853019817 0.426509908
[25,] 0.53909257 0.921814860 0.460907430
[26,] 0.54013440 0.919731195 0.459865597
[27,] 0.53434627 0.931307464 0.465653732
[28,] 0.48863069 0.977261389 0.511369306
[29,] 0.56382539 0.872349228 0.436174614
[30,] 0.51763039 0.964739222 0.482369611
[31,] 0.50284038 0.994319239 0.497159619
[32,] 0.67065770 0.658684608 0.329342304
[33,] 0.67045344 0.659093119 0.329546560
[34,] 0.62693281 0.746134386 0.373067193
[35,] 0.59537940 0.809241197 0.404620598
[36,] 0.59229769 0.815404630 0.407702315
[37,] 0.60180458 0.796390833 0.398195417
[38,] 0.58827349 0.823453024 0.411726512
[39,] 0.55298285 0.894034307 0.447017153
[40,] 0.51731764 0.965364712 0.482682356
[41,] 0.51075763 0.978484743 0.489242371
[42,] 0.46589810 0.931796195 0.534101903
[43,] 0.44553015 0.891060304 0.554469848
[44,] 0.40411585 0.808231707 0.595884146
[45,] 0.37970790 0.759415800 0.620292100
[46,] 0.33913372 0.678267431 0.660866284
[47,] 0.30317370 0.606347396 0.696826302
[48,] 0.27281069 0.545621379 0.727189310
[49,] 0.25004856 0.500097112 0.749951444
[50,] 0.24201987 0.484039740 0.757980130
[51,] 0.21642846 0.432856923 0.783571538
[52,] 0.19674153 0.393483060 0.803258470
[53,] 0.17019062 0.340381239 0.829809381
[54,] 0.15242396 0.304847923 0.847576038
[55,] 0.22512736 0.450254715 0.774872642
[56,] 0.29301741 0.586034829 0.706982586
[57,] 0.30141409 0.602828181 0.698585910
[58,] 0.26800717 0.536014341 0.731992830
[59,] 0.24052279 0.481045590 0.759477205
[60,] 0.21851631 0.437032610 0.781483695
[61,] 0.19074798 0.381495958 0.809252021
[62,] 0.16527522 0.330550430 0.834724785
[63,] 0.14321836 0.286436712 0.856781644
[64,] 0.12404276 0.248085520 0.875957240
[65,] 0.10681037 0.213620743 0.893189628
[66,] 0.17548222 0.350964439 0.824517781
[67,] 0.18524975 0.370499503 0.814750248
[68,] 0.17764510 0.355290208 0.822354896
[69,] 0.16629994 0.332599884 0.833700058
[70,] 0.20564762 0.411295248 0.794352376
[71,] 0.19449437 0.388988731 0.805505634
[72,] 0.26536676 0.530733516 0.734633242
[73,] 0.25183697 0.503673936 0.748163032
[74,] 0.24771738 0.495434758 0.752282621
[75,] 0.22061328 0.441226556 0.779386722
[76,] 0.19585316 0.391706314 0.804146843
[77,] 0.19568403 0.391368050 0.804315975
[78,] 0.18338030 0.366760609 0.816619696
[79,] 0.16204197 0.324083938 0.837958031
[80,] 0.14297758 0.285955157 0.857022422
[81,] 0.12823875 0.256477497 0.871761252
[82,] 0.11468312 0.229366248 0.885316876
[83,] 0.10312127 0.206242547 0.896878726
[84,] 0.09476989 0.189539787 0.905230106
[85,] 0.08380642 0.167612832 0.916193584
[86,] 0.21127259 0.422545178 0.788727411
[87,] 0.18836729 0.376734590 0.811632705
[88,] 0.23197875 0.463957491 0.768021255
[89,] 0.35474336 0.709486718 0.645256641
[90,] 0.32442531 0.648850622 0.675574689
[91,] 0.31565341 0.631306814 0.684346593
[92,] 0.29273443 0.585468856 0.707265572
[93,] 0.28270165 0.565403304 0.717298348
[94,] 0.26298584 0.525971687 0.737014156
[95,] 0.28716602 0.574332036 0.712833982
[96,] 0.29408577 0.588171548 0.705914226
[97,] 0.26908808 0.538176157 0.730911922
[98,] 0.24557837 0.491156740 0.754421630
[99,] 0.22100816 0.442016329 0.778991836
[100,] 0.26049854 0.520997089 0.739501455
[101,] 0.28820866 0.576417314 0.711791343
[102,] 0.37997341 0.759946821 0.620026589
[103,] 0.36316955 0.726339100 0.636830450
[104,] 0.38941302 0.778826049 0.610586975
[105,] 0.37048485 0.740969703 0.629515148
[106,] 0.34907710 0.698154197 0.650922902
[107,] 0.32087065 0.641741306 0.679129347
[108,] 0.29625751 0.592515018 0.703742491
[109,] 0.36840506 0.736810127 0.631594937
[110,] 0.36828765 0.736575298 0.631712351
[111,] 0.34006203 0.680124056 0.659937972
[112,] 0.31653908 0.633078157 0.683460922
[113,] 0.31684537 0.633690730 0.683154635
[114,] 0.30740169 0.614803385 0.692598307
[115,] 0.28605674 0.572113470 0.713943265
[116,] 0.26200634 0.524012677 0.737993662
[117,] 0.23810268 0.476205352 0.761897324
[118,] 0.43091398 0.861827969 0.569086016
[119,] 0.40345479 0.806909574 0.596545213
[120,] 0.37655032 0.753100634 0.623449683
[121,] 0.34986388 0.699727756 0.650136122
[122,] 0.35522102 0.710442046 0.644778977
[123,] 0.32894722 0.657894448 0.671052776
[124,] 0.33897651 0.677953015 0.661023492
[125,] 0.31782376 0.635647527 0.682176236
[126,] 0.37153397 0.743067935 0.628466032
[127,] 0.34799567 0.695991337 0.652004332
[128,] 0.32585030 0.651700599 0.674149700
[129,] 0.30289218 0.605784351 0.697107825
[130,] 0.27843028 0.556860559 0.721569721
[131,] 0.26449789 0.528995770 0.735502115
[132,] 0.30534274 0.610685479 0.694657261
[133,] 0.30941744 0.618834882 0.690582559
[134,] 0.32356505 0.647130107 0.676434946
[135,] 0.29859125 0.597182492 0.701408754
[136,] 0.27500817 0.550016336 0.724991832
[137,] 0.25590921 0.511818415 0.744090793
[138,] 0.31671424 0.633428487 0.683285757
[139,] 0.29965297 0.599305947 0.700347027
[140,] 0.28193393 0.563867866 0.718066067
[141,] 0.26591084 0.531821687 0.734089157
[142,] 0.24494804 0.489896078 0.755051961
[143,] 0.26260503 0.525210065 0.737394967
[144,] 0.32434492 0.648689847 0.675655077
[145,] 0.30449208 0.608984170 0.695507915
[146,] 0.30880828 0.617616560 0.691191720
[147,] 0.28717543 0.574350866 0.712824567
[148,] 0.28499270 0.569985394 0.715007303
[149,] 0.26185180 0.523703590 0.738148205
[150,] 0.43383420 0.867668408 0.566165796
[151,] 0.41184879 0.823697571 0.588151214
[152,] 0.39664430 0.793288605 0.603355698
[153,] 0.39199050 0.783981002 0.608009499
[154,] 0.36902919 0.738058387 0.630970806
[155,] 0.34431086 0.688621712 0.655689144
[156,] 0.33439012 0.668780234 0.665609883
[157,] 0.35584128 0.711682553 0.644158724
[158,] 0.37671806 0.753436110 0.623281945
[159,] 0.38565506 0.771310127 0.614344936
[160,] 0.52694514 0.946109718 0.473054859
[161,] 0.53819472 0.923610559 0.461805279
[162,] 0.57212934 0.855741316 0.427870658
[163,] 0.82916066 0.341678689 0.170839344
[164,] 0.81789674 0.364206518 0.182103259
[165,] 0.81711300 0.365774002 0.182887001
[166,] 0.79950085 0.400998297 0.200499149
[167,] 0.80137911 0.397241771 0.198620885
[168,] 0.78348008 0.433039839 0.216519919
[169,] 0.78109264 0.437814725 0.218907363
[170,] 0.82026786 0.359464272 0.179732136
[171,] 0.84673327 0.306533465 0.153266733
[172,] 0.83965463 0.320690733 0.160345366
[173,] 0.82336331 0.353273376 0.176636688
[174,] 0.84071445 0.318571103 0.159285551
[175,] 0.84821452 0.303570952 0.151785476
[176,] 0.83352774 0.332944516 0.166472258
[177,] 0.83687347 0.326253070 0.163126535
[178,] 0.82903799 0.341924017 0.170962008
[179,] 0.81514606 0.369707883 0.184853942
[180,] 0.88516269 0.229674624 0.114837312
[181,] 0.87463990 0.250720194 0.125360097
[182,] 0.86340902 0.273181966 0.136590983
[183,] 0.86122569 0.277548630 0.138774315
[184,] 0.87913919 0.241721618 0.120860809
[185,] 0.87719715 0.245605697 0.122802848
[186,] 0.86380600 0.272388003 0.136194002
[187,] 0.85078278 0.298434433 0.149217217
[188,] 0.83525065 0.329498693 0.164749346
[189,] 0.82127600 0.357448005 0.178724002
[190,] 0.81605327 0.367893468 0.183946734
[191,] 0.83076702 0.338465952 0.169232976
[192,] 0.81966015 0.360679699 0.180339850
[193,] 0.80279731 0.394405375 0.197202687
[194,] 0.82126645 0.357467109 0.178733555
[195,] 0.80794107 0.384117854 0.192058927
[196,] 0.80176398 0.396472050 0.198236025
[197,] 0.83672978 0.326540447 0.163270224
[198,] 0.92037184 0.159256314 0.079628157
[199,] 0.91454385 0.170912308 0.085456154
[200,] 0.90448925 0.191021505 0.095510753
[201,] 0.92359534 0.152809319 0.076404660
[202,] 0.91511422 0.169771551 0.084885776
[203,] 0.92426752 0.151464952 0.075732476
[204,] 0.91759734 0.164805323 0.082402662
[205,] 0.90878810 0.182423807 0.091211904
[206,] 0.89819241 0.203615186 0.101807593
[207,] 0.92215453 0.155690932 0.077845466
[208,] 0.92190548 0.156189041 0.078094521
[209,] 0.91226825 0.175463495 0.087731748
[210,] 0.96892697 0.062146069 0.031073034
[211,] 0.97357247 0.052855052 0.026427526
[212,] 0.98046778 0.039064445 0.019532223
[213,] 0.97997415 0.040051706 0.020025853
[214,] 0.97786012 0.044279763 0.022139882
[215,] 0.97683111 0.046337779 0.023168889
[216,] 0.97311248 0.053775044 0.026887522
[217,] 0.97204812 0.055903763 0.027951881
[218,] 0.96856542 0.062869155 0.031434577
[219,] 0.96541773 0.069164534 0.034582267
[220,] 0.96159443 0.076811148 0.038405574
[221,] 0.96270719 0.074585621 0.037292810
[222,] 0.95735691 0.085286181 0.042643090
[223,] 0.95227395 0.095452102 0.047726051
[224,] 0.97391613 0.052167736 0.026083868
[225,] 0.97517733 0.049645332 0.024822666
[226,] 0.98311254 0.033774915 0.016887458
[227,] 0.98024117 0.039517657 0.019758829
[228,] 0.98825095 0.023498102 0.011749051
[229,] 0.99192883 0.016142334 0.008071167
[230,] 0.99074655 0.018506901 0.009253450
[231,] 0.98910834 0.021783311 0.010891655
[232,] 0.98722477 0.025550455 0.012775227
[233,] 0.98511471 0.029770589 0.014885294
[234,] 0.98345507 0.033089866 0.016544933
[235,] 0.98322193 0.033556143 0.016778071
[236,] 0.98068277 0.038634451 0.019317226
[237,] 0.97855637 0.042887255 0.021443627
[238,] 0.97515127 0.049697458 0.024848729
[239,] 0.97439814 0.051203713 0.025601857
[240,] 0.97760409 0.044791820 0.022395910
[241,] 0.97416894 0.051662116 0.025831058
[242,] 0.97736611 0.045267778 0.022633889
[243,] 0.97389353 0.052212944 0.026106472
[244,] 0.96984914 0.060301727 0.030150863
[245,] 0.96539780 0.069204408 0.034602204
[246,] 0.96022601 0.079547976 0.039773988
[247,] 0.95437008 0.091259833 0.045629917
[248,] 0.94865403 0.102691937 0.051345969
[249,] 0.94705288 0.105894237 0.052947119
[250,] 0.93985133 0.120297336 0.060148668
[251,] 0.94499259 0.110014815 0.055007408
[252,] 0.93818583 0.123628339 0.061814169
[253,] 0.93589860 0.128202807 0.064101403
[254,] 0.94682429 0.106351423 0.053175711
[255,] 0.93969800 0.120604005 0.060302002
[256,] 0.93802423 0.123951539 0.061975769
[257,] 0.95137227 0.097255456 0.048627728
[258,] 0.95401531 0.091969372 0.045984686
[259,] 0.96108276 0.077834487 0.038917243
[260,] 0.97314397 0.053712068 0.026856034
[261,] 0.97338119 0.053237624 0.026618812
[262,] 0.97040640 0.059187194 0.029593597
[263,] 0.96965209 0.060695829 0.030347915
[264,] 0.96569050 0.068618991 0.034309495
[265,] 0.96136796 0.077264089 0.038632044
[266,] 0.95855485 0.082890298 0.041445149
[267,] 0.98882334 0.022353315 0.011176658
[268,] 0.98750913 0.024981742 0.012490871
[269,] 0.98583809 0.028323825 0.014161913
[270,] 0.98735664 0.025286711 0.012643355
[271,] 0.98560129 0.028797414 0.014398707
[272,] 0.98487159 0.030256824 0.015128412
[273,] 0.99128075 0.017438502 0.008719251
[274,] 0.98966185 0.020676291 0.010338146
[275,] 0.99323456 0.013530888 0.006765444
[276,] 0.99526575 0.009468509 0.004734254
[277,] 0.99519862 0.009602764 0.004801382
[278,] 0.99492773 0.010144534 0.005072267
[279,] 0.99564545 0.008709095 0.004354548
[280,] 0.99517376 0.009652481 0.004826241
[281,] 0.99662425 0.006751499 0.003375750
[282,] 0.99620337 0.007593265 0.003796632
[283,] 0.99554642 0.008907163 0.004453581
[284,] 0.99531745 0.009365093 0.004682546
[285,] 0.99476910 0.010461803 0.005230901
[286,] 0.99412008 0.011759832 0.005879916
[287,] 0.99462058 0.010758840 0.005379420
[288,] 0.99352774 0.012944521 0.006472260
[289,] 0.99243617 0.015127651 0.007563826
[290,] 0.99200380 0.015992404 0.007996202
[291,] 0.99055815 0.018883701 0.009441850
[292,] 0.98951887 0.020962260 0.010481130
[293,] 0.98752943 0.024941139 0.012470570
[294,] 0.98561857 0.028762852 0.014381426
[295,] 0.98638566 0.027228676 0.013614338
[296,] 0.98445727 0.031085454 0.015542727
[297,] 0.98462356 0.030752889 0.015376445
[298,] 0.98315504 0.033689921 0.016844960
[299,] 0.98037816 0.039243674 0.019621837
[300,] 0.99030756 0.019384877 0.009692439
[301,] 0.98846953 0.023060934 0.011530467
[302,] 0.98704308 0.025913843 0.012956922
[303,] 0.98593454 0.028130925 0.014065462
[304,] 0.98340550 0.033188996 0.016594498
[305,] 0.98058058 0.038838836 0.019419418
[306,] 0.97761724 0.044765526 0.022382763
[307,] 0.97727533 0.045449331 0.022724666
[308,] 0.98304509 0.033909822 0.016954911
[309,] 0.98818227 0.023635453 0.011817727
[310,] 0.98609244 0.027815120 0.013907560
[311,] 0.98392609 0.032147824 0.016073912
[312,] 0.98723999 0.025520029 0.012760014
[313,] 0.98494372 0.030112561 0.015056280
[314,] 0.98316053 0.033678948 0.016839474
[315,] 0.98037900 0.039242007 0.019621004
[316,] 0.97812297 0.043754053 0.021877027
[317,] 0.98232873 0.035342540 0.017671270
[318,] 0.98373725 0.032525501 0.016262750
[319,] 0.98189667 0.036206661 0.018103330
[320,] 0.98169792 0.036604161 0.018302080
[321,] 0.97893669 0.042126610 0.021063305
[322,] 0.97608729 0.047825411 0.023912705
[323,] 0.97942915 0.041141706 0.020570853
[324,] 0.97769708 0.044605844 0.022302922
[325,] 0.97629100 0.047417993 0.023708997
[326,] 0.97217198 0.055656032 0.027828016
[327,] 0.96749484 0.065010325 0.032505163
[328,] 0.97127229 0.057455417 0.028727709
[329,] 0.97868423 0.042631534 0.021315767
[330,] 0.97661844 0.046763112 0.023381556
[331,] 0.97445958 0.051080842 0.025540421
[332,] 0.97220537 0.055589268 0.027794634
[333,] 0.96821433 0.063571333 0.031785666
[334,] 0.96680424 0.066391520 0.033195760
[335,] 0.96561073 0.068778543 0.034389271
[336,] 0.97639858 0.047202835 0.023601417
[337,] 0.97286955 0.054260893 0.027130447
[338,] 0.96906244 0.061875123 0.030937562
[339,] 0.97544665 0.049106704 0.024553352
[340,] 0.97443248 0.051135047 0.025567524
[341,] 0.97781088 0.044378250 0.022189125
[342,] 0.98414114 0.031717717 0.015858858
[343,] 0.98122583 0.037548340 0.018774170
[344,] 0.97790773 0.044184547 0.022092273
[345,] 0.98134116 0.037317676 0.018658838
[346,] 0.97792342 0.044153166 0.022076583
[347,] 0.98397007 0.032059863 0.016029931
[348,] 0.98157154 0.036856920 0.018428460
[349,] 0.97922715 0.041545694 0.020772847
[350,] 0.97824213 0.043515736 0.021757868
[351,] 0.98979026 0.020419472 0.010209736
[352,] 0.98764456 0.024710880 0.012355440
[353,] 0.98516569 0.029668621 0.014834311
[354,] 0.98214755 0.035704900 0.017852450
[355,] 0.97956390 0.040872193 0.020436097
[356,] 0.97659352 0.046812955 0.023406477
[357,] 0.97220985 0.055580296 0.027790148
[358,] 0.96710901 0.065781986 0.032890993
[359,] 0.97378569 0.052428628 0.026214314
[360,] 0.97346085 0.053078302 0.026539151
[361,] 0.97130784 0.057384324 0.028692162
[362,] 0.96793826 0.064123475 0.032061738
[363,] 0.97432228 0.051355432 0.025677716
[364,] 0.96941285 0.061174291 0.030587145
[365,] 0.96448531 0.071029374 0.035514687
[366,] 0.95920892 0.081582167 0.040791084
[367,] 0.95259375 0.094812508 0.047406254
[368,] 0.95183768 0.096324639 0.048162319
[369,] 0.94549668 0.109006638 0.054503319
[370,] 0.93861887 0.122762267 0.061381133
[371,] 0.92972666 0.140546683 0.070273341
[372,] 0.91870131 0.162597376 0.081298688
[373,] 0.90659647 0.186807062 0.093403531
[374,] 0.89754663 0.204906739 0.102453369
[375,] 0.88297430 0.234051405 0.117025703
[376,] 0.93686740 0.126265192 0.063132596
[377,] 0.92713340 0.145733203 0.072866602
[378,] 0.91884645 0.162307104 0.081153552
[379,] 0.93179793 0.136404148 0.068202074
[380,] 0.94114233 0.117715338 0.058857669
[381,] 0.93364013 0.132719742 0.066359871
[382,] 0.92288945 0.154221103 0.077110552
[383,] 0.92215271 0.155694577 0.077847288
[384,] 0.92630192 0.147396151 0.073698076
[385,] 0.95041629 0.099167414 0.049583707
[386,] 0.96488361 0.070232783 0.035116392
[387,] 0.95864780 0.082704406 0.041352203
[388,] 0.95241734 0.095165320 0.047582660
[389,] 0.96571307 0.068573857 0.034286929
[390,] 0.95899031 0.082019382 0.041009691
[391,] 0.95130883 0.097382349 0.048691175
[392,] 0.94304668 0.113906649 0.056953325
[393,] 0.93298980 0.134020392 0.067010196
[394,] 0.92138015 0.157239708 0.078619854
[395,] 0.90800309 0.183993819 0.091996909
[396,] 0.89316366 0.213672679 0.106836340
[397,] 0.92963579 0.140728426 0.070364213
[398,] 0.92614591 0.147708182 0.073854091
[399,] 0.91317091 0.173658187 0.086829094
[400,] 0.90228523 0.195429536 0.097714768
[401,] 0.91278722 0.174425555 0.087212778
[402,] 0.90703128 0.185937432 0.092968716
[403,] 0.90307408 0.193851839 0.096925919
[404,] 0.89546066 0.209078681 0.104539341
[405,] 0.88806754 0.223864915 0.111932457
[406,] 0.88635900 0.227282004 0.113641002
[407,] 0.88197436 0.236051279 0.118025639
[408,] 0.86779799 0.264404015 0.132202008
[409,] 0.86173003 0.276539932 0.138269966
[410,] 0.84698416 0.306031677 0.153015838
[411,] 0.82691166 0.346176681 0.173088340
[412,] 0.82489258 0.350214840 0.175107420
[413,] 0.84049355 0.319012899 0.159506449
[414,] 0.89777699 0.204446027 0.102223014
[415,] 0.95520192 0.089596159 0.044798079
[416,] 0.94552689 0.108946222 0.054473111
[417,] 0.95448007 0.091039863 0.045519932
[418,] 0.94664309 0.106713818 0.053356909
[419,] 0.93680271 0.126394589 0.063197295
[420,] 0.93047968 0.139040635 0.069520317
[421,] 0.91637636 0.167247279 0.083623639
[422,] 0.91305152 0.173896951 0.086948475
[423,] 0.90716774 0.185664526 0.092832263
[424,] 0.96548914 0.069021723 0.034510861
[425,] 0.96067193 0.078656142 0.039328071
[426,] 0.96247301 0.075053986 0.037526993
[427,] 0.95354268 0.092914632 0.046457316
[428,] 0.94792863 0.104142736 0.052071368
[429,] 0.97547731 0.049045388 0.024522694
[430,] 0.97967732 0.040645366 0.020322683
[431,] 0.97624494 0.047510119 0.023755059
[432,] 0.96985360 0.060292802 0.030146401
[433,] 0.98567324 0.028653528 0.014326764
[434,] 0.98135910 0.037281798 0.018640899
[435,] 0.97542661 0.049146786 0.024573393
[436,] 0.96837152 0.063256954 0.031628477
[437,] 0.97233791 0.055324177 0.027662089
[438,] 0.96532082 0.069358350 0.034679175
[439,] 0.98582419 0.028351630 0.014175815
[440,] 0.98124592 0.037508166 0.018754083
[441,] 0.98616961 0.027660787 0.013830393
[442,] 0.98125863 0.037482735 0.018741367
[443,] 0.97743710 0.045125796 0.022562898
[444,] 0.97039595 0.059208100 0.029604050
[445,] 0.96074729 0.078505429 0.039252715
[446,] 0.94834186 0.103316274 0.051658137
[447,] 0.93354502 0.132909952 0.066454976
[448,] 0.93525930 0.129481396 0.064740698
[449,] 0.91788492 0.164230158 0.082115079
[450,] 0.91071347 0.178573065 0.089286533
[451,] 0.89415896 0.211682080 0.105841040
[452,] 0.89442747 0.211145050 0.105572525
[453,] 0.89439606 0.211207875 0.105603937
[454,] 0.92501364 0.149972727 0.074986363
[455,] 0.96046175 0.079076490 0.039538245
[456,] 0.94844275 0.103114501 0.051557250
[457,] 0.93853574 0.122928516 0.061464258
[458,] 0.91788130 0.164237397 0.082118698
[459,] 0.89853927 0.202921467 0.101460734
[460,] 0.86639470 0.267210608 0.133605304
[461,] 0.83480772 0.330384551 0.165192276
[462,] 0.79543398 0.409132031 0.204566016
[463,] 0.84077143 0.318457139 0.159228570
[464,] 0.83742773 0.325144545 0.162572273
[465,] 0.81329106 0.373417875 0.186708937
[466,] 0.86387625 0.272247502 0.136123751
[467,] 0.91080465 0.178390695 0.089195347
[468,] 0.94889990 0.102200206 0.051100103
[469,] 0.92346141 0.153077188 0.076538594
[470,] 0.88686142 0.226277164 0.113138582
[471,] 0.84688132 0.306237351 0.153118676
[472,] 0.78679458 0.426410831 0.213205416
[473,] 0.73763491 0.524730176 0.262365088
[474,] 0.64539695 0.709206095 0.354603048
[475,] 0.70513101 0.589737981 0.294868991
[476,] 0.71902308 0.561953846 0.280976923
[477,] 0.60259085 0.794818300 0.397409150
[478,] 0.54601917 0.907961665 0.453980832
[479,] 0.86829547 0.263409057 0.131704529
> postscript(file="/var/www/html/freestat/rcomp/tmp/1v3ak1291987164.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/2ncr51291987164.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/3ncr51291987164.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/4ylqp1291987164.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/5ylqp1291987164.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 = 500
Frequency = 1
1 2 3 4 5 6
0.290945734 -0.458548955 1.337883714 -0.475074190 0.858006544 0.129631094
7 8 9 10 11 12
-0.280736954 0.491686274 -1.218548361 -1.383878545 0.542409205 -0.423960739
13 14 15 16 17 18
-1.094424102 2.314077072 0.285127324 0.422179810 -0.805036669 -0.257806025
19 20 21 22 23 24
0.191494099 0.577811392 -0.581282090 0.136925392 -0.044944054 -0.866142413
25 26 27 28 29 30
-1.214921940 -0.136004768 -0.561226168 -1.222558836 0.638697488 0.682385324
31 32 33 34 35 36
0.439118469 -0.009473859 0.019557249 -1.397092609 0.303496258 -1.000232231
37 38 39 40 41 42
0.778651095 0.093912517 1.216226089 -0.126949615 0.723559737 -1.440625674
43 44 45 46 47 48
-0.863846220 -0.150581560 0.445292625 1.059351729 1.032591156 0.584219937
49 50 51 52 53 54
0.096547644 0.918784434 -0.600866826 0.110279816 0.303651338 -0.565473173
55 56 57 58 59 60
0.395450234 -0.142477489 -0.035716733 0.680320931 -0.402349013 -0.463312492
61 62 63 64 65 66
-0.166323939 0.460212368 -0.006770774 -0.536525838 -1.429905745 1.375880954
67 68 69 70 71 72
-0.986830289 -0.169880316 0.360154317 -0.527408151 -0.057478163 -0.010289617
73 74 75 76 77 78
-0.396444394 0.425560076 0.244223020 1.414865749 1.010928784 -0.647781196
79 80 81 82 83 84
0.537119371 1.661425319 0.312512291 1.761722778 0.730234444 -0.818038853
85 86 87 88 89 90
-0.161731240 -0.175347727 -1.129055299 -0.332733746 -0.269009211 -0.369674072
91 92 93 94 95 96
-0.349807492 -0.400196460 -0.656846172 0.237450255 0.206890418 -2.574339977
97 98 99 100 101 102
-0.080130742 -0.873441533 -1.510341117 0.101839824 -0.346340486 -0.006367775
103 104 105 106 107 108
-0.560955126 -0.292701363 1.130969229 0.716523797 0.221160734 0.405251829
109 110 111 112 113 114
0.004271808 1.178704126 1.210412073 1.387834839 0.434092271 -1.140943366
115 116 117 118 119 120
-0.491723169 -0.615808599 0.105119123 -0.383625096 1.594125035 -0.581803955
121 122 123 124 125 126
0.009379005 0.487345668 0.586588351 0.343689927 -0.156842174 -0.123334981
127 128 129 130 131 132
-0.081642747 -2.261077518 0.264881445 0.290769410 0.048284159 1.000446039
133 134 135 136 137 138
-0.137425980 -0.846896751 0.302050549 -1.212840134 0.371235080 -0.100691661
139 140 141 142 143 144
0.325736346 0.169022107 0.587987198 -1.288953315 0.968800197 0.799098864
145 146 147 148 149 150
-0.074026772 0.029665136 0.379953022 1.572273361 0.569240074 -0.368550609
151 152 153 154 155 156
-0.240266355 -0.046712891 -1.225561903 1.394369879 0.284269996 0.858209048
157 158 159 160 161 162
0.230594542 -0.660182661 0.031326550 -2.312914654 -0.181067578 0.608462189
163 164 165 166 167 168
0.716244554 -0.375499873 -0.206480770 0.625582615 1.182574236 1.120356343
169 170 171 172 173 174
-1.015008067 -1.920401229 -0.927468279 -1.060752210 -2.826934220 0.451354691
175 176 177 178 179 180
-0.875995760 -0.158628102 0.796892938 -0.235393804 0.672664815 1.381115295
181 182 183 184 185 186
1.357721958 0.535848587 -0.016028000 -1.140946444 0.983296229 -0.263133012
187 188 189 190 191 192
0.858192815 -0.593925498 0.373377854 1.930165901 -0.391490122 -0.086216232
193 194 195 196 197 198
0.722451881 1.150279159 -0.730952973 0.146788490 -0.256306694 -0.110032268
199 200 201 202 203 204
0.344314376 -0.673128400 1.112642051 0.443969441 0.162487343 1.215128126
205 206 207 208 209 210
-0.317674634 -0.581168014 1.388161336 2.284229346 -0.515411203 0.200146611
211 212 213 214 215 216
-1.359492108 0.262428997 1.133444906 0.451933743 -0.312189382 -0.107108048
217 218 219 220 221 222
-1.470535735 0.801692664 0.033372348 -2.406697612 -1.158869982 1.393049403
223 224 225 226 227 228
-0.673279528 -0.473244796 0.666542634 -0.099353144 0.691437040 -0.344124776
229 230 231 232 233 234
-0.276852060 0.401410154 0.885383800 -0.155827187 -0.326258384 -1.839322877
235 236 237 238 239 240
0.909862569 -1.520232369 -0.066897391 -1.651283125 1.410837467 0.363065543
241 242 243 244 245 246
0.024344521 0.176551985 0.091127327 0.428989831 0.777631670 0.256871968
247 248 249 250 251 252
0.358548476 -0.149035080 0.701543950 1.150450689 -0.183494693 1.108178934
253 254 255 256 257 258
0.053665752 0.012823054 0.160528368 -0.048651218 0.011918854 -0.245005066
259 260 261 262 263 264
0.694744868 0.100440630 -1.073673067 -0.196944504 0.704188249 1.195412645
265 266 267 268 269 270
-0.149119512 -0.718503113 -1.312233945 -0.888325110 1.184306414 -1.525460374
271 272 273 274 275 276
0.816002491 0.437049724 0.789553324 -0.023924518 0.342769779 -0.517375272
277 278 279 280 281 282
2.298063654 0.258845520 -0.423195249 1.066804430 -0.423380691 -0.735969392
283 284 285 286 287 288
-1.585440491 -0.136599338 1.485293151 1.316994047 -0.821310585 -0.690805130
289 290 291 292 293 294
-0.957169790 0.037510032 1.037193283 0.550644112 -0.331453231 0.661628881
295 296 297 298 299 300
0.317362053 -0.595802203 1.074248190 0.165561191 -0.292517575 -0.773913148
301 302 303 304 305 306
-0.280545744 -0.499016536 -0.088703501 -0.290899170 0.919381715 -0.395948355
307 308 309 310 311 312
0.769353743 0.563999270 0.253440113 -1.767705943 0.165570327 0.536831052
313 314 315 316 317 318
-0.622950612 0.052350700 -0.211187956 0.168872024 0.614197810 1.346497277
319 320 321 322 323 324
1.077524641 -0.276776434 -0.280013959 -1.038822633 -0.246923261 -0.623147795
325 326 327 328 329 330
0.328313737 -0.563014768 1.189994517 -1.018807458 -0.598849195 0.805888836
331 332 333 334 335 336
-0.439771367 0.204894638 1.143538298 -0.739602387 -0.596737588 -0.060421293
337 338 339 340 341 342
0.137901419 -1.045590676 1.375574313 -0.765348308 -0.571110283 -0.616222918
343 344 345 346 347 348
-0.430183519 -0.630171569 0.640786209 -1.296668382 -0.275227903 -0.146120521
349 350 351 352 353 354
0.941264325 0.784158928 0.982213365 -1.592319194 -0.072895084 -0.095764441
355 356 357 358 359 360
1.192264909 0.260199070 -1.345907673 -0.435425627 -0.721014103 -0.591125567
361 362 363 364 365 366
-1.677177252 -0.183543246 0.265139374 0.119332865 0.545041268 -0.385312784
367 368 369 370 371 372
-0.099995743 0.048737050 -1.226236095 0.905351660 0.514524724 0.527711564
373 374 375 376 377 378
1.402984502 -0.111523163 -0.151470952 -0.471200112 -0.233762782 -0.748712381
379 380 381 382 383 384
0.340015301 0.066053601 -0.480497181 -0.076639463 0.235267072 0.327647550
385 386 387 388 389 390
0.169037127 -1.937104704 -0.111842066 0.267388833 0.978128644 -1.002582552
391 392 393 394 395 396
0.021060251 -0.159212051 0.657097273 0.683443637 -1.345852487 1.243891399
397 398 399 400 401 402
0.505168200 -0.538515857 -0.955292098 -0.052294676 -0.094886849 -0.126338179
403 404 405 406 407 408
0.225845397 0.113292207 -0.065107557 -0.190844996 1.384733091 0.755936475
409 410 411 412 413 414
-0.093036905 0.206215264 1.116682354 -0.318397032 0.688913152 0.705306126
415 416 417 418 419 420
0.382676249 0.665189743 0.691409712 0.384660096 -0.540770562 0.537306785
421 422 423 424 425 426
-0.593077525 0.755370825 -0.987222672 1.547053365 1.586770725 -0.330612502
427 428 429 430 431 432
-1.548313578 0.037142089 -0.604704525 -0.617453879 -0.110968843 -0.908315516
433 434 435 436 437 438
-0.772162445 1.395091087 0.509128713 0.791768621 -0.248560167 -0.794696433
439 440 441 442 443 444
1.056647408 0.492836974 0.041837706 -0.039283732 1.486111697 -0.352531552
445 446 447 448 449 450
-0.153705373 0.001420104 0.396103316 -0.253444082 -1.220330883 -0.718607285
451 452 453 454 455 456
-1.703198117 -0.386387699 -0.461497319 -0.038359445 0.120320591 -0.082642463
457 458 459 460 461 462
-0.399162937 0.998615526 -0.663644027 -0.891975955 -0.174848577 0.636787577
463 464 465 466 467 468
-0.974251196 0.464820406 -1.165797591 -0.421662573 0.870579345 -0.467376617
469 470 471 472 473 474
-0.367443514 -0.228704858 -0.373228300 0.788365739 -1.230591132 -0.561566560
475 476 477 478 479 480
-0.254784748 1.135341030 1.030021158 0.268177961 0.553452089 -0.401775627
481 482 483 484 485 486
-1.280400765 0.075549297 -0.098869874 -0.179520024 -1.248734533 -0.488666047
487 488 489 490 491 492
-0.781306916 0.911746954 0.648584924 -0.413146090 -0.789874396 -1.109291704
493 494 495 496 497 498
0.188159288 -0.628940301 -0.770421007 -0.602439613 0.391863458 0.195767839
499 500
0.389706605 0.310104369
> postscript(file="/var/www/html/freestat/rcomp/tmp/6ylqp1291987164.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 = 500
Frequency = 1
lag(myerror, k = 1) myerror
0 0.290945734 NA
1 -0.458548955 0.290945734
2 1.337883714 -0.458548955
3 -0.475074190 1.337883714
4 0.858006544 -0.475074190
5 0.129631094 0.858006544
6 -0.280736954 0.129631094
7 0.491686274 -0.280736954
8 -1.218548361 0.491686274
9 -1.383878545 -1.218548361
10 0.542409205 -1.383878545
11 -0.423960739 0.542409205
12 -1.094424102 -0.423960739
13 2.314077072 -1.094424102
14 0.285127324 2.314077072
15 0.422179810 0.285127324
16 -0.805036669 0.422179810
17 -0.257806025 -0.805036669
18 0.191494099 -0.257806025
19 0.577811392 0.191494099
20 -0.581282090 0.577811392
21 0.136925392 -0.581282090
22 -0.044944054 0.136925392
23 -0.866142413 -0.044944054
24 -1.214921940 -0.866142413
25 -0.136004768 -1.214921940
26 -0.561226168 -0.136004768
27 -1.222558836 -0.561226168
28 0.638697488 -1.222558836
29 0.682385324 0.638697488
30 0.439118469 0.682385324
31 -0.009473859 0.439118469
32 0.019557249 -0.009473859
33 -1.397092609 0.019557249
34 0.303496258 -1.397092609
35 -1.000232231 0.303496258
36 0.778651095 -1.000232231
37 0.093912517 0.778651095
38 1.216226089 0.093912517
39 -0.126949615 1.216226089
40 0.723559737 -0.126949615
41 -1.440625674 0.723559737
42 -0.863846220 -1.440625674
43 -0.150581560 -0.863846220
44 0.445292625 -0.150581560
45 1.059351729 0.445292625
46 1.032591156 1.059351729
47 0.584219937 1.032591156
48 0.096547644 0.584219937
49 0.918784434 0.096547644
50 -0.600866826 0.918784434
51 0.110279816 -0.600866826
52 0.303651338 0.110279816
53 -0.565473173 0.303651338
54 0.395450234 -0.565473173
55 -0.142477489 0.395450234
56 -0.035716733 -0.142477489
57 0.680320931 -0.035716733
58 -0.402349013 0.680320931
59 -0.463312492 -0.402349013
60 -0.166323939 -0.463312492
61 0.460212368 -0.166323939
62 -0.006770774 0.460212368
63 -0.536525838 -0.006770774
64 -1.429905745 -0.536525838
65 1.375880954 -1.429905745
66 -0.986830289 1.375880954
67 -0.169880316 -0.986830289
68 0.360154317 -0.169880316
69 -0.527408151 0.360154317
70 -0.057478163 -0.527408151
71 -0.010289617 -0.057478163
72 -0.396444394 -0.010289617
73 0.425560076 -0.396444394
74 0.244223020 0.425560076
75 1.414865749 0.244223020
76 1.010928784 1.414865749
77 -0.647781196 1.010928784
78 0.537119371 -0.647781196
79 1.661425319 0.537119371
80 0.312512291 1.661425319
81 1.761722778 0.312512291
82 0.730234444 1.761722778
83 -0.818038853 0.730234444
84 -0.161731240 -0.818038853
85 -0.175347727 -0.161731240
86 -1.129055299 -0.175347727
87 -0.332733746 -1.129055299
88 -0.269009211 -0.332733746
89 -0.369674072 -0.269009211
90 -0.349807492 -0.369674072
91 -0.400196460 -0.349807492
92 -0.656846172 -0.400196460
93 0.237450255 -0.656846172
94 0.206890418 0.237450255
95 -2.574339977 0.206890418
96 -0.080130742 -2.574339977
97 -0.873441533 -0.080130742
98 -1.510341117 -0.873441533
99 0.101839824 -1.510341117
100 -0.346340486 0.101839824
101 -0.006367775 -0.346340486
102 -0.560955126 -0.006367775
103 -0.292701363 -0.560955126
104 1.130969229 -0.292701363
105 0.716523797 1.130969229
106 0.221160734 0.716523797
107 0.405251829 0.221160734
108 0.004271808 0.405251829
109 1.178704126 0.004271808
110 1.210412073 1.178704126
111 1.387834839 1.210412073
112 0.434092271 1.387834839
113 -1.140943366 0.434092271
114 -0.491723169 -1.140943366
115 -0.615808599 -0.491723169
116 0.105119123 -0.615808599
117 -0.383625096 0.105119123
118 1.594125035 -0.383625096
119 -0.581803955 1.594125035
120 0.009379005 -0.581803955
121 0.487345668 0.009379005
122 0.586588351 0.487345668
123 0.343689927 0.586588351
124 -0.156842174 0.343689927
125 -0.123334981 -0.156842174
126 -0.081642747 -0.123334981
127 -2.261077518 -0.081642747
128 0.264881445 -2.261077518
129 0.290769410 0.264881445
130 0.048284159 0.290769410
131 1.000446039 0.048284159
132 -0.137425980 1.000446039
133 -0.846896751 -0.137425980
134 0.302050549 -0.846896751
135 -1.212840134 0.302050549
136 0.371235080 -1.212840134
137 -0.100691661 0.371235080
138 0.325736346 -0.100691661
139 0.169022107 0.325736346
140 0.587987198 0.169022107
141 -1.288953315 0.587987198
142 0.968800197 -1.288953315
143 0.799098864 0.968800197
144 -0.074026772 0.799098864
145 0.029665136 -0.074026772
146 0.379953022 0.029665136
147 1.572273361 0.379953022
148 0.569240074 1.572273361
149 -0.368550609 0.569240074
150 -0.240266355 -0.368550609
151 -0.046712891 -0.240266355
152 -1.225561903 -0.046712891
153 1.394369879 -1.225561903
154 0.284269996 1.394369879
155 0.858209048 0.284269996
156 0.230594542 0.858209048
157 -0.660182661 0.230594542
158 0.031326550 -0.660182661
159 -2.312914654 0.031326550
160 -0.181067578 -2.312914654
161 0.608462189 -0.181067578
162 0.716244554 0.608462189
163 -0.375499873 0.716244554
164 -0.206480770 -0.375499873
165 0.625582615 -0.206480770
166 1.182574236 0.625582615
167 1.120356343 1.182574236
168 -1.015008067 1.120356343
169 -1.920401229 -1.015008067
170 -0.927468279 -1.920401229
171 -1.060752210 -0.927468279
172 -2.826934220 -1.060752210
173 0.451354691 -2.826934220
174 -0.875995760 0.451354691
175 -0.158628102 -0.875995760
176 0.796892938 -0.158628102
177 -0.235393804 0.796892938
178 0.672664815 -0.235393804
179 1.381115295 0.672664815
180 1.357721958 1.381115295
181 0.535848587 1.357721958
182 -0.016028000 0.535848587
183 -1.140946444 -0.016028000
184 0.983296229 -1.140946444
185 -0.263133012 0.983296229
186 0.858192815 -0.263133012
187 -0.593925498 0.858192815
188 0.373377854 -0.593925498
189 1.930165901 0.373377854
190 -0.391490122 1.930165901
191 -0.086216232 -0.391490122
192 0.722451881 -0.086216232
193 1.150279159 0.722451881
194 -0.730952973 1.150279159
195 0.146788490 -0.730952973
196 -0.256306694 0.146788490
197 -0.110032268 -0.256306694
198 0.344314376 -0.110032268
199 -0.673128400 0.344314376
200 1.112642051 -0.673128400
201 0.443969441 1.112642051
202 0.162487343 0.443969441
203 1.215128126 0.162487343
204 -0.317674634 1.215128126
205 -0.581168014 -0.317674634
206 1.388161336 -0.581168014
207 2.284229346 1.388161336
208 -0.515411203 2.284229346
209 0.200146611 -0.515411203
210 -1.359492108 0.200146611
211 0.262428997 -1.359492108
212 1.133444906 0.262428997
213 0.451933743 1.133444906
214 -0.312189382 0.451933743
215 -0.107108048 -0.312189382
216 -1.470535735 -0.107108048
217 0.801692664 -1.470535735
218 0.033372348 0.801692664
219 -2.406697612 0.033372348
220 -1.158869982 -2.406697612
221 1.393049403 -1.158869982
222 -0.673279528 1.393049403
223 -0.473244796 -0.673279528
224 0.666542634 -0.473244796
225 -0.099353144 0.666542634
226 0.691437040 -0.099353144
227 -0.344124776 0.691437040
228 -0.276852060 -0.344124776
229 0.401410154 -0.276852060
230 0.885383800 0.401410154
231 -0.155827187 0.885383800
232 -0.326258384 -0.155827187
233 -1.839322877 -0.326258384
234 0.909862569 -1.839322877
235 -1.520232369 0.909862569
236 -0.066897391 -1.520232369
237 -1.651283125 -0.066897391
238 1.410837467 -1.651283125
239 0.363065543 1.410837467
240 0.024344521 0.363065543
241 0.176551985 0.024344521
242 0.091127327 0.176551985
243 0.428989831 0.091127327
244 0.777631670 0.428989831
245 0.256871968 0.777631670
246 0.358548476 0.256871968
247 -0.149035080 0.358548476
248 0.701543950 -0.149035080
249 1.150450689 0.701543950
250 -0.183494693 1.150450689
251 1.108178934 -0.183494693
252 0.053665752 1.108178934
253 0.012823054 0.053665752
254 0.160528368 0.012823054
255 -0.048651218 0.160528368
256 0.011918854 -0.048651218
257 -0.245005066 0.011918854
258 0.694744868 -0.245005066
259 0.100440630 0.694744868
260 -1.073673067 0.100440630
261 -0.196944504 -1.073673067
262 0.704188249 -0.196944504
263 1.195412645 0.704188249
264 -0.149119512 1.195412645
265 -0.718503113 -0.149119512
266 -1.312233945 -0.718503113
267 -0.888325110 -1.312233945
268 1.184306414 -0.888325110
269 -1.525460374 1.184306414
270 0.816002491 -1.525460374
271 0.437049724 0.816002491
272 0.789553324 0.437049724
273 -0.023924518 0.789553324
274 0.342769779 -0.023924518
275 -0.517375272 0.342769779
276 2.298063654 -0.517375272
277 0.258845520 2.298063654
278 -0.423195249 0.258845520
279 1.066804430 -0.423195249
280 -0.423380691 1.066804430
281 -0.735969392 -0.423380691
282 -1.585440491 -0.735969392
283 -0.136599338 -1.585440491
284 1.485293151 -0.136599338
285 1.316994047 1.485293151
286 -0.821310585 1.316994047
287 -0.690805130 -0.821310585
288 -0.957169790 -0.690805130
289 0.037510032 -0.957169790
290 1.037193283 0.037510032
291 0.550644112 1.037193283
292 -0.331453231 0.550644112
293 0.661628881 -0.331453231
294 0.317362053 0.661628881
295 -0.595802203 0.317362053
296 1.074248190 -0.595802203
297 0.165561191 1.074248190
298 -0.292517575 0.165561191
299 -0.773913148 -0.292517575
300 -0.280545744 -0.773913148
301 -0.499016536 -0.280545744
302 -0.088703501 -0.499016536
303 -0.290899170 -0.088703501
304 0.919381715 -0.290899170
305 -0.395948355 0.919381715
306 0.769353743 -0.395948355
307 0.563999270 0.769353743
308 0.253440113 0.563999270
309 -1.767705943 0.253440113
310 0.165570327 -1.767705943
311 0.536831052 0.165570327
312 -0.622950612 0.536831052
313 0.052350700 -0.622950612
314 -0.211187956 0.052350700
315 0.168872024 -0.211187956
316 0.614197810 0.168872024
317 1.346497277 0.614197810
318 1.077524641 1.346497277
319 -0.276776434 1.077524641
320 -0.280013959 -0.276776434
321 -1.038822633 -0.280013959
322 -0.246923261 -1.038822633
323 -0.623147795 -0.246923261
324 0.328313737 -0.623147795
325 -0.563014768 0.328313737
326 1.189994517 -0.563014768
327 -1.018807458 1.189994517
328 -0.598849195 -1.018807458
329 0.805888836 -0.598849195
330 -0.439771367 0.805888836
331 0.204894638 -0.439771367
332 1.143538298 0.204894638
333 -0.739602387 1.143538298
334 -0.596737588 -0.739602387
335 -0.060421293 -0.596737588
336 0.137901419 -0.060421293
337 -1.045590676 0.137901419
338 1.375574313 -1.045590676
339 -0.765348308 1.375574313
340 -0.571110283 -0.765348308
341 -0.616222918 -0.571110283
342 -0.430183519 -0.616222918
343 -0.630171569 -0.430183519
344 0.640786209 -0.630171569
345 -1.296668382 0.640786209
346 -0.275227903 -1.296668382
347 -0.146120521 -0.275227903
348 0.941264325 -0.146120521
349 0.784158928 0.941264325
350 0.982213365 0.784158928
351 -1.592319194 0.982213365
352 -0.072895084 -1.592319194
353 -0.095764441 -0.072895084
354 1.192264909 -0.095764441
355 0.260199070 1.192264909
356 -1.345907673 0.260199070
357 -0.435425627 -1.345907673
358 -0.721014103 -0.435425627
359 -0.591125567 -0.721014103
360 -1.677177252 -0.591125567
361 -0.183543246 -1.677177252
362 0.265139374 -0.183543246
363 0.119332865 0.265139374
364 0.545041268 0.119332865
365 -0.385312784 0.545041268
366 -0.099995743 -0.385312784
367 0.048737050 -0.099995743
368 -1.226236095 0.048737050
369 0.905351660 -1.226236095
370 0.514524724 0.905351660
371 0.527711564 0.514524724
372 1.402984502 0.527711564
373 -0.111523163 1.402984502
374 -0.151470952 -0.111523163
375 -0.471200112 -0.151470952
376 -0.233762782 -0.471200112
377 -0.748712381 -0.233762782
378 0.340015301 -0.748712381
379 0.066053601 0.340015301
380 -0.480497181 0.066053601
381 -0.076639463 -0.480497181
382 0.235267072 -0.076639463
383 0.327647550 0.235267072
384 0.169037127 0.327647550
385 -1.937104704 0.169037127
386 -0.111842066 -1.937104704
387 0.267388833 -0.111842066
388 0.978128644 0.267388833
389 -1.002582552 0.978128644
390 0.021060251 -1.002582552
391 -0.159212051 0.021060251
392 0.657097273 -0.159212051
393 0.683443637 0.657097273
394 -1.345852487 0.683443637
395 1.243891399 -1.345852487
396 0.505168200 1.243891399
397 -0.538515857 0.505168200
398 -0.955292098 -0.538515857
399 -0.052294676 -0.955292098
400 -0.094886849 -0.052294676
401 -0.126338179 -0.094886849
402 0.225845397 -0.126338179
403 0.113292207 0.225845397
404 -0.065107557 0.113292207
405 -0.190844996 -0.065107557
406 1.384733091 -0.190844996
407 0.755936475 1.384733091
408 -0.093036905 0.755936475
409 0.206215264 -0.093036905
410 1.116682354 0.206215264
411 -0.318397032 1.116682354
412 0.688913152 -0.318397032
413 0.705306126 0.688913152
414 0.382676249 0.705306126
415 0.665189743 0.382676249
416 0.691409712 0.665189743
417 0.384660096 0.691409712
418 -0.540770562 0.384660096
419 0.537306785 -0.540770562
420 -0.593077525 0.537306785
421 0.755370825 -0.593077525
422 -0.987222672 0.755370825
423 1.547053365 -0.987222672
424 1.586770725 1.547053365
425 -0.330612502 1.586770725
426 -1.548313578 -0.330612502
427 0.037142089 -1.548313578
428 -0.604704525 0.037142089
429 -0.617453879 -0.604704525
430 -0.110968843 -0.617453879
431 -0.908315516 -0.110968843
432 -0.772162445 -0.908315516
433 1.395091087 -0.772162445
434 0.509128713 1.395091087
435 0.791768621 0.509128713
436 -0.248560167 0.791768621
437 -0.794696433 -0.248560167
438 1.056647408 -0.794696433
439 0.492836974 1.056647408
440 0.041837706 0.492836974
441 -0.039283732 0.041837706
442 1.486111697 -0.039283732
443 -0.352531552 1.486111697
444 -0.153705373 -0.352531552
445 0.001420104 -0.153705373
446 0.396103316 0.001420104
447 -0.253444082 0.396103316
448 -1.220330883 -0.253444082
449 -0.718607285 -1.220330883
450 -1.703198117 -0.718607285
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454 0.120320591 -0.038359445
455 -0.082642463 0.120320591
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457 0.998615526 -0.399162937
458 -0.663644027 0.998615526
459 -0.891975955 -0.663644027
460 -0.174848577 -0.891975955
461 0.636787577 -0.174848577
462 -0.974251196 0.636787577
463 0.464820406 -0.974251196
464 -1.165797591 0.464820406
465 -0.421662573 -1.165797591
466 0.870579345 -0.421662573
467 -0.467376617 0.870579345
468 -0.367443514 -0.467376617
469 -0.228704858 -0.367443514
470 -0.373228300 -0.228704858
471 0.788365739 -0.373228300
472 -1.230591132 0.788365739
473 -0.561566560 -1.230591132
474 -0.254784748 -0.561566560
475 1.135341030 -0.254784748
476 1.030021158 1.135341030
477 0.268177961 1.030021158
478 0.553452089 0.268177961
479 -0.401775627 0.553452089
480 -1.280400765 -0.401775627
481 0.075549297 -1.280400765
482 -0.098869874 0.075549297
483 -0.179520024 -0.098869874
484 -1.248734533 -0.179520024
485 -0.488666047 -1.248734533
486 -0.781306916 -0.488666047
487 0.911746954 -0.781306916
488 0.648584924 0.911746954
489 -0.413146090 0.648584924
490 -0.789874396 -0.413146090
491 -1.109291704 -0.789874396
492 0.188159288 -1.109291704
493 -0.628940301 0.188159288
494 -0.770421007 -0.628940301
495 -0.602439613 -0.770421007
496 0.391863458 -0.602439613
497 0.195767839 0.391863458
498 0.389706605 0.195767839
499 0.310104369 0.389706605
500 NA 0.310104369
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -0.458548955 0.290945734
[2,] 1.337883714 -0.458548955
[3,] -0.475074190 1.337883714
[4,] 0.858006544 -0.475074190
[5,] 0.129631094 0.858006544
[6,] -0.280736954 0.129631094
[7,] 0.491686274 -0.280736954
[8,] -1.218548361 0.491686274
[9,] -1.383878545 -1.218548361
[10,] 0.542409205 -1.383878545
[11,] -0.423960739 0.542409205
[12,] -1.094424102 -0.423960739
[13,] 2.314077072 -1.094424102
[14,] 0.285127324 2.314077072
[15,] 0.422179810 0.285127324
[16,] -0.805036669 0.422179810
[17,] -0.257806025 -0.805036669
[18,] 0.191494099 -0.257806025
[19,] 0.577811392 0.191494099
[20,] -0.581282090 0.577811392
[21,] 0.136925392 -0.581282090
[22,] -0.044944054 0.136925392
[23,] -0.866142413 -0.044944054
[24,] -1.214921940 -0.866142413
[25,] -0.136004768 -1.214921940
[26,] -0.561226168 -0.136004768
[27,] -1.222558836 -0.561226168
[28,] 0.638697488 -1.222558836
[29,] 0.682385324 0.638697488
[30,] 0.439118469 0.682385324
[31,] -0.009473859 0.439118469
[32,] 0.019557249 -0.009473859
[33,] -1.397092609 0.019557249
[34,] 0.303496258 -1.397092609
[35,] -1.000232231 0.303496258
[36,] 0.778651095 -1.000232231
[37,] 0.093912517 0.778651095
[38,] 1.216226089 0.093912517
[39,] -0.126949615 1.216226089
[40,] 0.723559737 -0.126949615
[41,] -1.440625674 0.723559737
[42,] -0.863846220 -1.440625674
[43,] -0.150581560 -0.863846220
[44,] 0.445292625 -0.150581560
[45,] 1.059351729 0.445292625
[46,] 1.032591156 1.059351729
[47,] 0.584219937 1.032591156
[48,] 0.096547644 0.584219937
[49,] 0.918784434 0.096547644
[50,] -0.600866826 0.918784434
[51,] 0.110279816 -0.600866826
[52,] 0.303651338 0.110279816
[53,] -0.565473173 0.303651338
[54,] 0.395450234 -0.565473173
[55,] -0.142477489 0.395450234
[56,] -0.035716733 -0.142477489
[57,] 0.680320931 -0.035716733
[58,] -0.402349013 0.680320931
[59,] -0.463312492 -0.402349013
[60,] -0.166323939 -0.463312492
[61,] 0.460212368 -0.166323939
[62,] -0.006770774 0.460212368
[63,] -0.536525838 -0.006770774
[64,] -1.429905745 -0.536525838
[65,] 1.375880954 -1.429905745
[66,] -0.986830289 1.375880954
[67,] -0.169880316 -0.986830289
[68,] 0.360154317 -0.169880316
[69,] -0.527408151 0.360154317
[70,] -0.057478163 -0.527408151
[71,] -0.010289617 -0.057478163
[72,] -0.396444394 -0.010289617
[73,] 0.425560076 -0.396444394
[74,] 0.244223020 0.425560076
[75,] 1.414865749 0.244223020
[76,] 1.010928784 1.414865749
[77,] -0.647781196 1.010928784
[78,] 0.537119371 -0.647781196
[79,] 1.661425319 0.537119371
[80,] 0.312512291 1.661425319
[81,] 1.761722778 0.312512291
[82,] 0.730234444 1.761722778
[83,] -0.818038853 0.730234444
[84,] -0.161731240 -0.818038853
[85,] -0.175347727 -0.161731240
[86,] -1.129055299 -0.175347727
[87,] -0.332733746 -1.129055299
[88,] -0.269009211 -0.332733746
[89,] -0.369674072 -0.269009211
[90,] -0.349807492 -0.369674072
[91,] -0.400196460 -0.349807492
[92,] -0.656846172 -0.400196460
[93,] 0.237450255 -0.656846172
[94,] 0.206890418 0.237450255
[95,] -2.574339977 0.206890418
[96,] -0.080130742 -2.574339977
[97,] -0.873441533 -0.080130742
[98,] -1.510341117 -0.873441533
[99,] 0.101839824 -1.510341117
[100,] -0.346340486 0.101839824
[101,] -0.006367775 -0.346340486
[102,] -0.560955126 -0.006367775
[103,] -0.292701363 -0.560955126
[104,] 1.130969229 -0.292701363
[105,] 0.716523797 1.130969229
[106,] 0.221160734 0.716523797
[107,] 0.405251829 0.221160734
[108,] 0.004271808 0.405251829
[109,] 1.178704126 0.004271808
[110,] 1.210412073 1.178704126
[111,] 1.387834839 1.210412073
[112,] 0.434092271 1.387834839
[113,] -1.140943366 0.434092271
[114,] -0.491723169 -1.140943366
[115,] -0.615808599 -0.491723169
[116,] 0.105119123 -0.615808599
[117,] -0.383625096 0.105119123
[118,] 1.594125035 -0.383625096
[119,] -0.581803955 1.594125035
[120,] 0.009379005 -0.581803955
[121,] 0.487345668 0.009379005
[122,] 0.586588351 0.487345668
[123,] 0.343689927 0.586588351
[124,] -0.156842174 0.343689927
[125,] -0.123334981 -0.156842174
[126,] -0.081642747 -0.123334981
[127,] -2.261077518 -0.081642747
[128,] 0.264881445 -2.261077518
[129,] 0.290769410 0.264881445
[130,] 0.048284159 0.290769410
[131,] 1.000446039 0.048284159
[132,] -0.137425980 1.000446039
[133,] -0.846896751 -0.137425980
[134,] 0.302050549 -0.846896751
[135,] -1.212840134 0.302050549
[136,] 0.371235080 -1.212840134
[137,] -0.100691661 0.371235080
[138,] 0.325736346 -0.100691661
[139,] 0.169022107 0.325736346
[140,] 0.587987198 0.169022107
[141,] -1.288953315 0.587987198
[142,] 0.968800197 -1.288953315
[143,] 0.799098864 0.968800197
[144,] -0.074026772 0.799098864
[145,] 0.029665136 -0.074026772
[146,] 0.379953022 0.029665136
[147,] 1.572273361 0.379953022
[148,] 0.569240074 1.572273361
[149,] -0.368550609 0.569240074
[150,] -0.240266355 -0.368550609
[151,] -0.046712891 -0.240266355
[152,] -1.225561903 -0.046712891
[153,] 1.394369879 -1.225561903
[154,] 0.284269996 1.394369879
[155,] 0.858209048 0.284269996
[156,] 0.230594542 0.858209048
[157,] -0.660182661 0.230594542
[158,] 0.031326550 -0.660182661
[159,] -2.312914654 0.031326550
[160,] -0.181067578 -2.312914654
[161,] 0.608462189 -0.181067578
[162,] 0.716244554 0.608462189
[163,] -0.375499873 0.716244554
[164,] -0.206480770 -0.375499873
[165,] 0.625582615 -0.206480770
[166,] 1.182574236 0.625582615
[167,] 1.120356343 1.182574236
[168,] -1.015008067 1.120356343
[169,] -1.920401229 -1.015008067
[170,] -0.927468279 -1.920401229
[171,] -1.060752210 -0.927468279
[172,] -2.826934220 -1.060752210
[173,] 0.451354691 -2.826934220
[174,] -0.875995760 0.451354691
[175,] -0.158628102 -0.875995760
[176,] 0.796892938 -0.158628102
[177,] -0.235393804 0.796892938
[178,] 0.672664815 -0.235393804
[179,] 1.381115295 0.672664815
[180,] 1.357721958 1.381115295
[181,] 0.535848587 1.357721958
[182,] -0.016028000 0.535848587
[183,] -1.140946444 -0.016028000
[184,] 0.983296229 -1.140946444
[185,] -0.263133012 0.983296229
[186,] 0.858192815 -0.263133012
[187,] -0.593925498 0.858192815
[188,] 0.373377854 -0.593925498
[189,] 1.930165901 0.373377854
[190,] -0.391490122 1.930165901
[191,] -0.086216232 -0.391490122
[192,] 0.722451881 -0.086216232
[193,] 1.150279159 0.722451881
[194,] -0.730952973 1.150279159
[195,] 0.146788490 -0.730952973
[196,] -0.256306694 0.146788490
[197,] -0.110032268 -0.256306694
[198,] 0.344314376 -0.110032268
[199,] -0.673128400 0.344314376
[200,] 1.112642051 -0.673128400
[201,] 0.443969441 1.112642051
[202,] 0.162487343 0.443969441
[203,] 1.215128126 0.162487343
[204,] -0.317674634 1.215128126
[205,] -0.581168014 -0.317674634
[206,] 1.388161336 -0.581168014
[207,] 2.284229346 1.388161336
[208,] -0.515411203 2.284229346
[209,] 0.200146611 -0.515411203
[210,] -1.359492108 0.200146611
[211,] 0.262428997 -1.359492108
[212,] 1.133444906 0.262428997
[213,] 0.451933743 1.133444906
[214,] -0.312189382 0.451933743
[215,] -0.107108048 -0.312189382
[216,] -1.470535735 -0.107108048
[217,] 0.801692664 -1.470535735
[218,] 0.033372348 0.801692664
[219,] -2.406697612 0.033372348
[220,] -1.158869982 -2.406697612
[221,] 1.393049403 -1.158869982
[222,] -0.673279528 1.393049403
[223,] -0.473244796 -0.673279528
[224,] 0.666542634 -0.473244796
[225,] -0.099353144 0.666542634
[226,] 0.691437040 -0.099353144
[227,] -0.344124776 0.691437040
[228,] -0.276852060 -0.344124776
[229,] 0.401410154 -0.276852060
[230,] 0.885383800 0.401410154
[231,] -0.155827187 0.885383800
[232,] -0.326258384 -0.155827187
[233,] -1.839322877 -0.326258384
[234,] 0.909862569 -1.839322877
[235,] -1.520232369 0.909862569
[236,] -0.066897391 -1.520232369
[237,] -1.651283125 -0.066897391
[238,] 1.410837467 -1.651283125
[239,] 0.363065543 1.410837467
[240,] 0.024344521 0.363065543
[241,] 0.176551985 0.024344521
[242,] 0.091127327 0.176551985
[243,] 0.428989831 0.091127327
[244,] 0.777631670 0.428989831
[245,] 0.256871968 0.777631670
[246,] 0.358548476 0.256871968
[247,] -0.149035080 0.358548476
[248,] 0.701543950 -0.149035080
[249,] 1.150450689 0.701543950
[250,] -0.183494693 1.150450689
[251,] 1.108178934 -0.183494693
[252,] 0.053665752 1.108178934
[253,] 0.012823054 0.053665752
[254,] 0.160528368 0.012823054
[255,] -0.048651218 0.160528368
[256,] 0.011918854 -0.048651218
[257,] -0.245005066 0.011918854
[258,] 0.694744868 -0.245005066
[259,] 0.100440630 0.694744868
[260,] -1.073673067 0.100440630
[261,] -0.196944504 -1.073673067
[262,] 0.704188249 -0.196944504
[263,] 1.195412645 0.704188249
[264,] -0.149119512 1.195412645
[265,] -0.718503113 -0.149119512
[266,] -1.312233945 -0.718503113
[267,] -0.888325110 -1.312233945
[268,] 1.184306414 -0.888325110
[269,] -1.525460374 1.184306414
[270,] 0.816002491 -1.525460374
[271,] 0.437049724 0.816002491
[272,] 0.789553324 0.437049724
[273,] -0.023924518 0.789553324
[274,] 0.342769779 -0.023924518
[275,] -0.517375272 0.342769779
[276,] 2.298063654 -0.517375272
[277,] 0.258845520 2.298063654
[278,] -0.423195249 0.258845520
[279,] 1.066804430 -0.423195249
[280,] -0.423380691 1.066804430
[281,] -0.735969392 -0.423380691
[282,] -1.585440491 -0.735969392
[283,] -0.136599338 -1.585440491
[284,] 1.485293151 -0.136599338
[285,] 1.316994047 1.485293151
[286,] -0.821310585 1.316994047
[287,] -0.690805130 -0.821310585
[288,] -0.957169790 -0.690805130
[289,] 0.037510032 -0.957169790
[290,] 1.037193283 0.037510032
[291,] 0.550644112 1.037193283
[292,] -0.331453231 0.550644112
[293,] 0.661628881 -0.331453231
[294,] 0.317362053 0.661628881
[295,] -0.595802203 0.317362053
[296,] 1.074248190 -0.595802203
[297,] 0.165561191 1.074248190
[298,] -0.292517575 0.165561191
[299,] -0.773913148 -0.292517575
[300,] -0.280545744 -0.773913148
[301,] -0.499016536 -0.280545744
[302,] -0.088703501 -0.499016536
[303,] -0.290899170 -0.088703501
[304,] 0.919381715 -0.290899170
[305,] -0.395948355 0.919381715
[306,] 0.769353743 -0.395948355
[307,] 0.563999270 0.769353743
[308,] 0.253440113 0.563999270
[309,] -1.767705943 0.253440113
[310,] 0.165570327 -1.767705943
[311,] 0.536831052 0.165570327
[312,] -0.622950612 0.536831052
[313,] 0.052350700 -0.622950612
[314,] -0.211187956 0.052350700
[315,] 0.168872024 -0.211187956
[316,] 0.614197810 0.168872024
[317,] 1.346497277 0.614197810
[318,] 1.077524641 1.346497277
[319,] -0.276776434 1.077524641
[320,] -0.280013959 -0.276776434
[321,] -1.038822633 -0.280013959
[322,] -0.246923261 -1.038822633
[323,] -0.623147795 -0.246923261
[324,] 0.328313737 -0.623147795
[325,] -0.563014768 0.328313737
[326,] 1.189994517 -0.563014768
[327,] -1.018807458 1.189994517
[328,] -0.598849195 -1.018807458
[329,] 0.805888836 -0.598849195
[330,] -0.439771367 0.805888836
[331,] 0.204894638 -0.439771367
[332,] 1.143538298 0.204894638
[333,] -0.739602387 1.143538298
[334,] -0.596737588 -0.739602387
[335,] -0.060421293 -0.596737588
[336,] 0.137901419 -0.060421293
[337,] -1.045590676 0.137901419
[338,] 1.375574313 -1.045590676
[339,] -0.765348308 1.375574313
[340,] -0.571110283 -0.765348308
[341,] -0.616222918 -0.571110283
[342,] -0.430183519 -0.616222918
[343,] -0.630171569 -0.430183519
[344,] 0.640786209 -0.630171569
[345,] -1.296668382 0.640786209
[346,] -0.275227903 -1.296668382
[347,] -0.146120521 -0.275227903
[348,] 0.941264325 -0.146120521
[349,] 0.784158928 0.941264325
[350,] 0.982213365 0.784158928
[351,] -1.592319194 0.982213365
[352,] -0.072895084 -1.592319194
[353,] -0.095764441 -0.072895084
[354,] 1.192264909 -0.095764441
[355,] 0.260199070 1.192264909
[356,] -1.345907673 0.260199070
[357,] -0.435425627 -1.345907673
[358,] -0.721014103 -0.435425627
[359,] -0.591125567 -0.721014103
[360,] -1.677177252 -0.591125567
[361,] -0.183543246 -1.677177252
[362,] 0.265139374 -0.183543246
[363,] 0.119332865 0.265139374
[364,] 0.545041268 0.119332865
[365,] -0.385312784 0.545041268
[366,] -0.099995743 -0.385312784
[367,] 0.048737050 -0.099995743
[368,] -1.226236095 0.048737050
[369,] 0.905351660 -1.226236095
[370,] 0.514524724 0.905351660
[371,] 0.527711564 0.514524724
[372,] 1.402984502 0.527711564
[373,] -0.111523163 1.402984502
[374,] -0.151470952 -0.111523163
[375,] -0.471200112 -0.151470952
[376,] -0.233762782 -0.471200112
[377,] -0.748712381 -0.233762782
[378,] 0.340015301 -0.748712381
[379,] 0.066053601 0.340015301
[380,] -0.480497181 0.066053601
[381,] -0.076639463 -0.480497181
[382,] 0.235267072 -0.076639463
[383,] 0.327647550 0.235267072
[384,] 0.169037127 0.327647550
[385,] -1.937104704 0.169037127
[386,] -0.111842066 -1.937104704
[387,] 0.267388833 -0.111842066
[388,] 0.978128644 0.267388833
[389,] -1.002582552 0.978128644
[390,] 0.021060251 -1.002582552
[391,] -0.159212051 0.021060251
[392,] 0.657097273 -0.159212051
[393,] 0.683443637 0.657097273
[394,] -1.345852487 0.683443637
[395,] 1.243891399 -1.345852487
[396,] 0.505168200 1.243891399
[397,] -0.538515857 0.505168200
[398,] -0.955292098 -0.538515857
[399,] -0.052294676 -0.955292098
[400,] -0.094886849 -0.052294676
[401,] -0.126338179 -0.094886849
[402,] 0.225845397 -0.126338179
[403,] 0.113292207 0.225845397
[404,] -0.065107557 0.113292207
[405,] -0.190844996 -0.065107557
[406,] 1.384733091 -0.190844996
[407,] 0.755936475 1.384733091
[408,] -0.093036905 0.755936475
[409,] 0.206215264 -0.093036905
[410,] 1.116682354 0.206215264
[411,] -0.318397032 1.116682354
[412,] 0.688913152 -0.318397032
[413,] 0.705306126 0.688913152
[414,] 0.382676249 0.705306126
[415,] 0.665189743 0.382676249
[416,] 0.691409712 0.665189743
[417,] 0.384660096 0.691409712
[418,] -0.540770562 0.384660096
[419,] 0.537306785 -0.540770562
[420,] -0.593077525 0.537306785
[421,] 0.755370825 -0.593077525
[422,] -0.987222672 0.755370825
[423,] 1.547053365 -0.987222672
[424,] 1.586770725 1.547053365
[425,] -0.330612502 1.586770725
[426,] -1.548313578 -0.330612502
[427,] 0.037142089 -1.548313578
[428,] -0.604704525 0.037142089
[429,] -0.617453879 -0.604704525
[430,] -0.110968843 -0.617453879
[431,] -0.908315516 -0.110968843
[432,] -0.772162445 -0.908315516
[433,] 1.395091087 -0.772162445
[434,] 0.509128713 1.395091087
[435,] 0.791768621 0.509128713
[436,] -0.248560167 0.791768621
[437,] -0.794696433 -0.248560167
[438,] 1.056647408 -0.794696433
[439,] 0.492836974 1.056647408
[440,] 0.041837706 0.492836974
[441,] -0.039283732 0.041837706
[442,] 1.486111697 -0.039283732
[443,] -0.352531552 1.486111697
[444,] -0.153705373 -0.352531552
[445,] 0.001420104 -0.153705373
[446,] 0.396103316 0.001420104
[447,] -0.253444082 0.396103316
[448,] -1.220330883 -0.253444082
[449,] -0.718607285 -1.220330883
[450,] -1.703198117 -0.718607285
[451,] -0.386387699 -1.703198117
[452,] -0.461497319 -0.386387699
[453,] -0.038359445 -0.461497319
[454,] 0.120320591 -0.038359445
[455,] -0.082642463 0.120320591
[456,] -0.399162937 -0.082642463
[457,] 0.998615526 -0.399162937
[458,] -0.663644027 0.998615526
[459,] -0.891975955 -0.663644027
[460,] -0.174848577 -0.891975955
[461,] 0.636787577 -0.174848577
[462,] -0.974251196 0.636787577
[463,] 0.464820406 -0.974251196
[464,] -1.165797591 0.464820406
[465,] -0.421662573 -1.165797591
[466,] 0.870579345 -0.421662573
[467,] -0.467376617 0.870579345
[468,] -0.367443514 -0.467376617
[469,] -0.228704858 -0.367443514
[470,] -0.373228300 -0.228704858
[471,] 0.788365739 -0.373228300
[472,] -1.230591132 0.788365739
[473,] -0.561566560 -1.230591132
[474,] -0.254784748 -0.561566560
[475,] 1.135341030 -0.254784748
[476,] 1.030021158 1.135341030
[477,] 0.268177961 1.030021158
[478,] 0.553452089 0.268177961
[479,] -0.401775627 0.553452089
[480,] -1.280400765 -0.401775627
[481,] 0.075549297 -1.280400765
[482,] -0.098869874 0.075549297
[483,] -0.179520024 -0.098869874
[484,] -1.248734533 -0.179520024
[485,] -0.488666047 -1.248734533
[486,] -0.781306916 -0.488666047
[487,] 0.911746954 -0.781306916
[488,] 0.648584924 0.911746954
[489,] -0.413146090 0.648584924
[490,] -0.789874396 -0.413146090
[491,] -1.109291704 -0.789874396
[492,] 0.188159288 -1.109291704
[493,] -0.628940301 0.188159288
[494,] -0.770421007 -0.628940301
[495,] -0.602439613 -0.770421007
[496,] 0.391863458 -0.602439613
[497,] 0.195767839 0.391863458
[498,] 0.389706605 0.195767839
[499,] 0.310104369 0.389706605
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -0.458548955 0.290945734
2 1.337883714 -0.458548955
3 -0.475074190 1.337883714
4 0.858006544 -0.475074190
5 0.129631094 0.858006544
6 -0.280736954 0.129631094
7 0.491686274 -0.280736954
8 -1.218548361 0.491686274
9 -1.383878545 -1.218548361
10 0.542409205 -1.383878545
11 -0.423960739 0.542409205
12 -1.094424102 -0.423960739
13 2.314077072 -1.094424102
14 0.285127324 2.314077072
15 0.422179810 0.285127324
16 -0.805036669 0.422179810
17 -0.257806025 -0.805036669
18 0.191494099 -0.257806025
19 0.577811392 0.191494099
20 -0.581282090 0.577811392
21 0.136925392 -0.581282090
22 -0.044944054 0.136925392
23 -0.866142413 -0.044944054
24 -1.214921940 -0.866142413
25 -0.136004768 -1.214921940
26 -0.561226168 -0.136004768
27 -1.222558836 -0.561226168
28 0.638697488 -1.222558836
29 0.682385324 0.638697488
30 0.439118469 0.682385324
31 -0.009473859 0.439118469
32 0.019557249 -0.009473859
33 -1.397092609 0.019557249
34 0.303496258 -1.397092609
35 -1.000232231 0.303496258
36 0.778651095 -1.000232231
37 0.093912517 0.778651095
38 1.216226089 0.093912517
39 -0.126949615 1.216226089
40 0.723559737 -0.126949615
41 -1.440625674 0.723559737
42 -0.863846220 -1.440625674
43 -0.150581560 -0.863846220
44 0.445292625 -0.150581560
45 1.059351729 0.445292625
46 1.032591156 1.059351729
47 0.584219937 1.032591156
48 0.096547644 0.584219937
49 0.918784434 0.096547644
50 -0.600866826 0.918784434
51 0.110279816 -0.600866826
52 0.303651338 0.110279816
53 -0.565473173 0.303651338
54 0.395450234 -0.565473173
55 -0.142477489 0.395450234
56 -0.035716733 -0.142477489
57 0.680320931 -0.035716733
58 -0.402349013 0.680320931
59 -0.463312492 -0.402349013
60 -0.166323939 -0.463312492
61 0.460212368 -0.166323939
62 -0.006770774 0.460212368
63 -0.536525838 -0.006770774
64 -1.429905745 -0.536525838
65 1.375880954 -1.429905745
66 -0.986830289 1.375880954
67 -0.169880316 -0.986830289
68 0.360154317 -0.169880316
69 -0.527408151 0.360154317
70 -0.057478163 -0.527408151
71 -0.010289617 -0.057478163
72 -0.396444394 -0.010289617
73 0.425560076 -0.396444394
74 0.244223020 0.425560076
75 1.414865749 0.244223020
76 1.010928784 1.414865749
77 -0.647781196 1.010928784
78 0.537119371 -0.647781196
79 1.661425319 0.537119371
80 0.312512291 1.661425319
81 1.761722778 0.312512291
82 0.730234444 1.761722778
83 -0.818038853 0.730234444
84 -0.161731240 -0.818038853
85 -0.175347727 -0.161731240
86 -1.129055299 -0.175347727
87 -0.332733746 -1.129055299
88 -0.269009211 -0.332733746
89 -0.369674072 -0.269009211
90 -0.349807492 -0.369674072
91 -0.400196460 -0.349807492
92 -0.656846172 -0.400196460
93 0.237450255 -0.656846172
94 0.206890418 0.237450255
95 -2.574339977 0.206890418
96 -0.080130742 -2.574339977
97 -0.873441533 -0.080130742
98 -1.510341117 -0.873441533
99 0.101839824 -1.510341117
100 -0.346340486 0.101839824
101 -0.006367775 -0.346340486
102 -0.560955126 -0.006367775
103 -0.292701363 -0.560955126
104 1.130969229 -0.292701363
105 0.716523797 1.130969229
106 0.221160734 0.716523797
107 0.405251829 0.221160734
108 0.004271808 0.405251829
109 1.178704126 0.004271808
110 1.210412073 1.178704126
111 1.387834839 1.210412073
112 0.434092271 1.387834839
113 -1.140943366 0.434092271
114 -0.491723169 -1.140943366
115 -0.615808599 -0.491723169
116 0.105119123 -0.615808599
117 -0.383625096 0.105119123
118 1.594125035 -0.383625096
119 -0.581803955 1.594125035
120 0.009379005 -0.581803955
121 0.487345668 0.009379005
122 0.586588351 0.487345668
123 0.343689927 0.586588351
124 -0.156842174 0.343689927
125 -0.123334981 -0.156842174
126 -0.081642747 -0.123334981
127 -2.261077518 -0.081642747
128 0.264881445 -2.261077518
129 0.290769410 0.264881445
130 0.048284159 0.290769410
131 1.000446039 0.048284159
132 -0.137425980 1.000446039
133 -0.846896751 -0.137425980
134 0.302050549 -0.846896751
135 -1.212840134 0.302050549
136 0.371235080 -1.212840134
137 -0.100691661 0.371235080
138 0.325736346 -0.100691661
139 0.169022107 0.325736346
140 0.587987198 0.169022107
141 -1.288953315 0.587987198
142 0.968800197 -1.288953315
143 0.799098864 0.968800197
144 -0.074026772 0.799098864
145 0.029665136 -0.074026772
146 0.379953022 0.029665136
147 1.572273361 0.379953022
148 0.569240074 1.572273361
149 -0.368550609 0.569240074
150 -0.240266355 -0.368550609
151 -0.046712891 -0.240266355
152 -1.225561903 -0.046712891
153 1.394369879 -1.225561903
154 0.284269996 1.394369879
155 0.858209048 0.284269996
156 0.230594542 0.858209048
157 -0.660182661 0.230594542
158 0.031326550 -0.660182661
159 -2.312914654 0.031326550
160 -0.181067578 -2.312914654
161 0.608462189 -0.181067578
162 0.716244554 0.608462189
163 -0.375499873 0.716244554
164 -0.206480770 -0.375499873
165 0.625582615 -0.206480770
166 1.182574236 0.625582615
167 1.120356343 1.182574236
168 -1.015008067 1.120356343
169 -1.920401229 -1.015008067
170 -0.927468279 -1.920401229
171 -1.060752210 -0.927468279
172 -2.826934220 -1.060752210
173 0.451354691 -2.826934220
174 -0.875995760 0.451354691
175 -0.158628102 -0.875995760
176 0.796892938 -0.158628102
177 -0.235393804 0.796892938
178 0.672664815 -0.235393804
179 1.381115295 0.672664815
180 1.357721958 1.381115295
181 0.535848587 1.357721958
182 -0.016028000 0.535848587
183 -1.140946444 -0.016028000
184 0.983296229 -1.140946444
185 -0.263133012 0.983296229
186 0.858192815 -0.263133012
187 -0.593925498 0.858192815
188 0.373377854 -0.593925498
189 1.930165901 0.373377854
190 -0.391490122 1.930165901
191 -0.086216232 -0.391490122
192 0.722451881 -0.086216232
193 1.150279159 0.722451881
194 -0.730952973 1.150279159
195 0.146788490 -0.730952973
196 -0.256306694 0.146788490
197 -0.110032268 -0.256306694
198 0.344314376 -0.110032268
199 -0.673128400 0.344314376
200 1.112642051 -0.673128400
201 0.443969441 1.112642051
202 0.162487343 0.443969441
203 1.215128126 0.162487343
204 -0.317674634 1.215128126
205 -0.581168014 -0.317674634
206 1.388161336 -0.581168014
207 2.284229346 1.388161336
208 -0.515411203 2.284229346
209 0.200146611 -0.515411203
210 -1.359492108 0.200146611
211 0.262428997 -1.359492108
212 1.133444906 0.262428997
213 0.451933743 1.133444906
214 -0.312189382 0.451933743
215 -0.107108048 -0.312189382
216 -1.470535735 -0.107108048
217 0.801692664 -1.470535735
218 0.033372348 0.801692664
219 -2.406697612 0.033372348
220 -1.158869982 -2.406697612
221 1.393049403 -1.158869982
222 -0.673279528 1.393049403
223 -0.473244796 -0.673279528
224 0.666542634 -0.473244796
225 -0.099353144 0.666542634
226 0.691437040 -0.099353144
227 -0.344124776 0.691437040
228 -0.276852060 -0.344124776
229 0.401410154 -0.276852060
230 0.885383800 0.401410154
231 -0.155827187 0.885383800
232 -0.326258384 -0.155827187
233 -1.839322877 -0.326258384
234 0.909862569 -1.839322877
235 -1.520232369 0.909862569
236 -0.066897391 -1.520232369
237 -1.651283125 -0.066897391
238 1.410837467 -1.651283125
239 0.363065543 1.410837467
240 0.024344521 0.363065543
241 0.176551985 0.024344521
242 0.091127327 0.176551985
243 0.428989831 0.091127327
244 0.777631670 0.428989831
245 0.256871968 0.777631670
246 0.358548476 0.256871968
247 -0.149035080 0.358548476
248 0.701543950 -0.149035080
249 1.150450689 0.701543950
250 -0.183494693 1.150450689
251 1.108178934 -0.183494693
252 0.053665752 1.108178934
253 0.012823054 0.053665752
254 0.160528368 0.012823054
255 -0.048651218 0.160528368
256 0.011918854 -0.048651218
257 -0.245005066 0.011918854
258 0.694744868 -0.245005066
259 0.100440630 0.694744868
260 -1.073673067 0.100440630
261 -0.196944504 -1.073673067
262 0.704188249 -0.196944504
263 1.195412645 0.704188249
264 -0.149119512 1.195412645
265 -0.718503113 -0.149119512
266 -1.312233945 -0.718503113
267 -0.888325110 -1.312233945
268 1.184306414 -0.888325110
269 -1.525460374 1.184306414
270 0.816002491 -1.525460374
271 0.437049724 0.816002491
272 0.789553324 0.437049724
273 -0.023924518 0.789553324
274 0.342769779 -0.023924518
275 -0.517375272 0.342769779
276 2.298063654 -0.517375272
277 0.258845520 2.298063654
278 -0.423195249 0.258845520
279 1.066804430 -0.423195249
280 -0.423380691 1.066804430
281 -0.735969392 -0.423380691
282 -1.585440491 -0.735969392
283 -0.136599338 -1.585440491
284 1.485293151 -0.136599338
285 1.316994047 1.485293151
286 -0.821310585 1.316994047
287 -0.690805130 -0.821310585
288 -0.957169790 -0.690805130
289 0.037510032 -0.957169790
290 1.037193283 0.037510032
291 0.550644112 1.037193283
292 -0.331453231 0.550644112
293 0.661628881 -0.331453231
294 0.317362053 0.661628881
295 -0.595802203 0.317362053
296 1.074248190 -0.595802203
297 0.165561191 1.074248190
298 -0.292517575 0.165561191
299 -0.773913148 -0.292517575
300 -0.280545744 -0.773913148
301 -0.499016536 -0.280545744
302 -0.088703501 -0.499016536
303 -0.290899170 -0.088703501
304 0.919381715 -0.290899170
305 -0.395948355 0.919381715
306 0.769353743 -0.395948355
307 0.563999270 0.769353743
308 0.253440113 0.563999270
309 -1.767705943 0.253440113
310 0.165570327 -1.767705943
311 0.536831052 0.165570327
312 -0.622950612 0.536831052
313 0.052350700 -0.622950612
314 -0.211187956 0.052350700
315 0.168872024 -0.211187956
316 0.614197810 0.168872024
317 1.346497277 0.614197810
318 1.077524641 1.346497277
319 -0.276776434 1.077524641
320 -0.280013959 -0.276776434
321 -1.038822633 -0.280013959
322 -0.246923261 -1.038822633
323 -0.623147795 -0.246923261
324 0.328313737 -0.623147795
325 -0.563014768 0.328313737
326 1.189994517 -0.563014768
327 -1.018807458 1.189994517
328 -0.598849195 -1.018807458
329 0.805888836 -0.598849195
330 -0.439771367 0.805888836
331 0.204894638 -0.439771367
332 1.143538298 0.204894638
333 -0.739602387 1.143538298
334 -0.596737588 -0.739602387
335 -0.060421293 -0.596737588
336 0.137901419 -0.060421293
337 -1.045590676 0.137901419
338 1.375574313 -1.045590676
339 -0.765348308 1.375574313
340 -0.571110283 -0.765348308
341 -0.616222918 -0.571110283
342 -0.430183519 -0.616222918
343 -0.630171569 -0.430183519
344 0.640786209 -0.630171569
345 -1.296668382 0.640786209
346 -0.275227903 -1.296668382
347 -0.146120521 -0.275227903
348 0.941264325 -0.146120521
349 0.784158928 0.941264325
350 0.982213365 0.784158928
351 -1.592319194 0.982213365
352 -0.072895084 -1.592319194
353 -0.095764441 -0.072895084
354 1.192264909 -0.095764441
355 0.260199070 1.192264909
356 -1.345907673 0.260199070
357 -0.435425627 -1.345907673
358 -0.721014103 -0.435425627
359 -0.591125567 -0.721014103
360 -1.677177252 -0.591125567
361 -0.183543246 -1.677177252
362 0.265139374 -0.183543246
363 0.119332865 0.265139374
364 0.545041268 0.119332865
365 -0.385312784 0.545041268
366 -0.099995743 -0.385312784
367 0.048737050 -0.099995743
368 -1.226236095 0.048737050
369 0.905351660 -1.226236095
370 0.514524724 0.905351660
371 0.527711564 0.514524724
372 1.402984502 0.527711564
373 -0.111523163 1.402984502
374 -0.151470952 -0.111523163
375 -0.471200112 -0.151470952
376 -0.233762782 -0.471200112
377 -0.748712381 -0.233762782
378 0.340015301 -0.748712381
379 0.066053601 0.340015301
380 -0.480497181 0.066053601
381 -0.076639463 -0.480497181
382 0.235267072 -0.076639463
383 0.327647550 0.235267072
384 0.169037127 0.327647550
385 -1.937104704 0.169037127
386 -0.111842066 -1.937104704
387 0.267388833 -0.111842066
388 0.978128644 0.267388833
389 -1.002582552 0.978128644
390 0.021060251 -1.002582552
391 -0.159212051 0.021060251
392 0.657097273 -0.159212051
393 0.683443637 0.657097273
394 -1.345852487 0.683443637
395 1.243891399 -1.345852487
396 0.505168200 1.243891399
397 -0.538515857 0.505168200
398 -0.955292098 -0.538515857
399 -0.052294676 -0.955292098
400 -0.094886849 -0.052294676
401 -0.126338179 -0.094886849
402 0.225845397 -0.126338179
403 0.113292207 0.225845397
404 -0.065107557 0.113292207
405 -0.190844996 -0.065107557
406 1.384733091 -0.190844996
407 0.755936475 1.384733091
408 -0.093036905 0.755936475
409 0.206215264 -0.093036905
410 1.116682354 0.206215264
411 -0.318397032 1.116682354
412 0.688913152 -0.318397032
413 0.705306126 0.688913152
414 0.382676249 0.705306126
415 0.665189743 0.382676249
416 0.691409712 0.665189743
417 0.384660096 0.691409712
418 -0.540770562 0.384660096
419 0.537306785 -0.540770562
420 -0.593077525 0.537306785
421 0.755370825 -0.593077525
422 -0.987222672 0.755370825
423 1.547053365 -0.987222672
424 1.586770725 1.547053365
425 -0.330612502 1.586770725
426 -1.548313578 -0.330612502
427 0.037142089 -1.548313578
428 -0.604704525 0.037142089
429 -0.617453879 -0.604704525
430 -0.110968843 -0.617453879
431 -0.908315516 -0.110968843
432 -0.772162445 -0.908315516
433 1.395091087 -0.772162445
434 0.509128713 1.395091087
435 0.791768621 0.509128713
436 -0.248560167 0.791768621
437 -0.794696433 -0.248560167
438 1.056647408 -0.794696433
439 0.492836974 1.056647408
440 0.041837706 0.492836974
441 -0.039283732 0.041837706
442 1.486111697 -0.039283732
443 -0.352531552 1.486111697
444 -0.153705373 -0.352531552
445 0.001420104 -0.153705373
446 0.396103316 0.001420104
447 -0.253444082 0.396103316
448 -1.220330883 -0.253444082
449 -0.718607285 -1.220330883
450 -1.703198117 -0.718607285
451 -0.386387699 -1.703198117
452 -0.461497319 -0.386387699
453 -0.038359445 -0.461497319
454 0.120320591 -0.038359445
455 -0.082642463 0.120320591
456 -0.399162937 -0.082642463
457 0.998615526 -0.399162937
458 -0.663644027 0.998615526
459 -0.891975955 -0.663644027
460 -0.174848577 -0.891975955
461 0.636787577 -0.174848577
462 -0.974251196 0.636787577
463 0.464820406 -0.974251196
464 -1.165797591 0.464820406
465 -0.421662573 -1.165797591
466 0.870579345 -0.421662573
467 -0.467376617 0.870579345
468 -0.367443514 -0.467376617
469 -0.228704858 -0.367443514
470 -0.373228300 -0.228704858
471 0.788365739 -0.373228300
472 -1.230591132 0.788365739
473 -0.561566560 -1.230591132
474 -0.254784748 -0.561566560
475 1.135341030 -0.254784748
476 1.030021158 1.135341030
477 0.268177961 1.030021158
478 0.553452089 0.268177961
479 -0.401775627 0.553452089
480 -1.280400765 -0.401775627
481 0.075549297 -1.280400765
482 -0.098869874 0.075549297
483 -0.179520024 -0.098869874
484 -1.248734533 -0.179520024
485 -0.488666047 -1.248734533
486 -0.781306916 -0.488666047
487 0.911746954 -0.781306916
488 0.648584924 0.911746954
489 -0.413146090 0.648584924
490 -0.789874396 -0.413146090
491 -1.109291704 -0.789874396
492 0.188159288 -1.109291704
493 -0.628940301 0.188159288
494 -0.770421007 -0.628940301
495 -0.602439613 -0.770421007
496 0.391863458 -0.602439613
497 0.195767839 0.391863458
498 0.389706605 0.195767839
499 0.310104369 0.389706605
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/79cpb1291987164.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/89cpb1291987164.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/9j4pv1291987164.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/10j4pv1291987164.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/html/freestat/rcomp/tmp/115m511291987164.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
+ a<-table.element(a,mysum$coefficients[i,1])
+ a<-table.element(a, round(mysum$coefficients[i,2],6))
+ a<-table.element(a, round(mysum$coefficients[i,3],4))
+ a<-table.element(a, round(mysum$coefficients[i,4],6))
+ a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/freestat/rcomp/tmp/12q5mp1291987164.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$r.squared))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'R-squared',1,TRUE)
> a<-table.element(a, mysum$r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Adjusted R-squared',1,TRUE)
> a<-table.element(a, mysum$adj.r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (value)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[1])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[3])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'p-value',1,TRUE)
> a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
> a<-table.element(a, mysum$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/html/freestat/rcomp/tmp/13x61j1291987164.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/freestat/rcomp/tmp/14qxi41291987164.tab")
> if (n > n25) {
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-values',header=TRUE)
+ a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'breakpoint index',header=TRUE)
+ a<-table.element(a,'greater',header=TRUE)
+ a<-table.element(a,'2-sided',header=TRUE)
+ a<-table.element(a,'less',header=TRUE)
+ a<-table.row.end(a)
+ for (mypoint in kp3:nmkm3) {
+ a<-table.row.start(a)
+ a<-table.element(a,mypoint,header=TRUE)
+ a<-table.element(a,gqarr[mypoint-kp3+1,1])
+ a<-table.element(a,gqarr[mypoint-kp3+1,2])
+ a<-table.element(a,gqarr[mypoint-kp3+1,3])
+ a<-table.row.end(a)
+ }
+ a<-table.end(a)
+ table.save(a,file="/var/www/html/freestat/rcomp/tmp/15bxys1291987164.tab")
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'Description',header=TRUE)
+ a<-table.element(a,'# significant tests',header=TRUE)
+ a<-table.element(a,'% significant tests',header=TRUE)
+ a<-table.element(a,'OK/NOK',header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'1% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant1)
+ a<-table.element(a,numsignificant1/numgqtests)
+ if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'5% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant5)
+ a<-table.element(a,numsignificant5/numgqtests)
+ if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'10% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant10)
+ a<-table.element(a,numsignificant10/numgqtests)
+ if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.end(a)
+ table.save(a,file="/var/www/html/freestat/rcomp/tmp/16p7e01291987164.tab")
+ }
>
> try(system("convert tmp/1v3ak1291987164.ps tmp/1v3ak1291987164.png",intern=TRUE))
character(0)
> try(system("convert tmp/2ncr51291987164.ps tmp/2ncr51291987164.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ncr51291987164.ps tmp/3ncr51291987164.png",intern=TRUE))
character(0)
> try(system("convert tmp/4ylqp1291987164.ps tmp/4ylqp1291987164.png",intern=TRUE))
character(0)
> try(system("convert tmp/5ylqp1291987164.ps tmp/5ylqp1291987164.png",intern=TRUE))
character(0)
> try(system("convert tmp/6ylqp1291987164.ps tmp/6ylqp1291987164.png",intern=TRUE))
character(0)
> try(system("convert tmp/79cpb1291987164.ps tmp/79cpb1291987164.png",intern=TRUE))
character(0)
> try(system("convert tmp/89cpb1291987164.ps tmp/89cpb1291987164.png",intern=TRUE))
character(0)
> try(system("convert tmp/9j4pv1291987164.ps tmp/9j4pv1291987164.png",intern=TRUE))
character(0)
> try(system("convert tmp/10j4pv1291987164.ps tmp/10j4pv1291987164.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
22.246 3.525 22.831