R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(1 + ,41 + ,25 + ,15 + ,9 + ,3 + ,1 + ,38 + ,25 + ,15 + ,9 + ,4 + ,1 + ,37 + ,19 + ,14 + ,9 + ,4 + ,1 + ,42 + ,18 + ,10 + ,8 + ,4 + ,1 + ,40 + ,23 + ,18 + ,15 + ,3 + ,1 + ,43 + ,25 + ,14 + ,9 + ,4 + ,1 + ,40 + ,23 + ,11 + ,11 + ,4 + ,1 + ,45 + ,30 + ,17 + ,6 + ,5 + ,1 + ,45 + ,32 + ,21 + ,10 + ,4 + ,1 + ,44 + ,25 + ,7 + ,11 + ,4 + ,1 + ,42 + ,26 + ,18 + ,16 + ,4 + ,1 + ,32 + ,25 + ,13 + ,11 + ,5 + ,1 + ,32 + ,25 + ,13 + ,11 + ,5 + ,1 + ,41 + ,35 + ,18 + ,7 + ,4 + ,1 + ,38 + ,20 + ,12 + ,10 + ,4 + ,1 + ,38 + ,21 + ,9 + ,9 + ,4 + ,1 + ,24 + ,23 + ,11 + ,15 + ,3 + ,1 + ,46 + ,17 + ,11 + ,6 + ,5 + ,1 + ,42 + ,27 + ,16 + ,12 + ,4 + ,1 + ,46 + ,25 + ,12 + ,10 + ,4 + ,1 + ,43 + ,18 + ,14 + ,14 + ,5 + ,1 + ,38 + ,22 + ,13 + ,9 + ,4 + ,1 + ,39 + ,23 + ,17 + ,14 + ,4 + ,1 + ,40 + ,25 + ,13 + ,14 + ,3 + ,1 + ,37 + ,19 + ,13 + ,9 + ,2 + ,1 + ,41 + ,20 + ,12 + ,8 + ,4 + ,1 + ,46 + ,26 + ,12 + ,10 + ,4 + ,1 + ,26 + ,16 + ,12 + ,9 + ,3 + ,1 + ,37 + ,22 + ,9 + ,9 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+ ,9 + ,8 + ,5 + ,0 + ,28 + ,15 + ,12 + ,14 + ,4 + ,0 + ,35 + ,21 + ,11 + ,9 + ,2 + ,0 + ,38 + ,21 + ,14 + ,16 + ,4 + ,0 + ,42 + ,13 + ,8 + ,11 + ,4 + ,0 + ,36 + ,20 + ,11 + ,12 + ,3 + ,0 + ,37 + ,22 + ,11 + ,8 + ,4 + ,0 + ,38 + ,19 + ,12 + ,7 + ,3 + ,0 + ,43 + ,26 + ,20 + ,13 + ,4 + ,0 + ,35 + ,19 + ,8 + ,20 + ,2 + ,0 + ,36 + ,20 + ,11 + ,11 + ,4 + ,0 + ,33 + ,14 + ,15 + ,10 + ,2 + ,0 + ,39 + ,17 + ,12 + ,16 + ,4 + ,0 + ,32 + ,29 + ,12 + ,12 + ,4 + ,0 + ,45 + ,21 + ,12 + ,8 + ,3 + ,0 + ,35 + ,19 + ,11 + ,10 + ,4 + ,0 + ,38 + ,17 + ,9 + ,11 + ,3 + ,0 + ,36 + ,19 + ,8 + ,14 + ,3 + ,0 + ,42 + ,17 + ,12 + ,10 + ,3 + ,0 + ,41 + ,19 + ,13 + ,12 + ,4 + ,0 + ,47 + ,21 + ,17 + ,11 + ,3 + ,0 + ,35 + ,20 + ,16 + ,11 + ,3 + ,0 + ,43 + ,20 + ,11 + ,14 + ,3 + ,0 + ,40 + ,29 + ,9 + ,16 + ,4 + ,0 + ,46 + ,23 + ,11 + ,9 + ,4 + ,0 + ,44 + ,23 + ,11 + ,11 + ,5 + ,0 + ,35 + ,19 + ,13 + ,9 + ,3 + ,0 + ,29 + ,22 + ,15 + ,14 + ,4) + ,dim=c(6 + ,146) + ,dimnames=list(c('Gender' + ,'StudyForCareer' + ,'PersonalStandards' + ,'ParentalExpectation' + ,'Doubts' + ,'LeaderPreference') + ,1:146)) > y <- array(NA,dim=c(6,146),dimnames=list(c('Gender','StudyForCareer','PersonalStandards','ParentalExpectation','Doubts','LeaderPreference'),1:146)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '2' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x StudyForCareer Gender PersonalStandards ParentalExpectation Doubts 1 41 1 25 15 9 2 38 1 25 15 9 3 37 1 19 14 9 4 42 1 18 10 8 5 40 1 23 18 15 6 43 1 25 14 9 7 40 1 23 11 11 8 45 1 30 17 6 9 45 1 32 21 10 10 44 1 25 7 11 11 42 1 26 18 16 12 32 1 25 13 11 13 32 1 25 13 11 14 41 1 35 18 7 15 38 1 20 12 10 16 38 1 21 9 9 17 24 1 23 11 15 18 46 1 17 11 6 19 42 1 27 16 12 20 46 1 25 12 10 21 43 1 18 14 14 22 38 1 22 13 9 23 39 1 23 17 14 24 40 1 25 13 14 25 37 1 19 13 9 26 41 1 20 12 8 27 46 1 26 12 10 28 26 1 16 12 9 29 37 1 22 9 9 30 39 1 25 17 9 31 44 1 29 18 11 32 38 1 22 12 10 33 38 1 32 12 8 34 38 1 23 9 14 35 33 1 18 13 10 36 43 1 26 11 14 37 41 1 14 13 15 38 49 1 20 6 8 39 45 1 25 11 10 40 31 1 21 18 13 41 30 1 21 18 13 42 38 1 23 15 10 43 39 1 24 11 11 44 40 1 21 14 10 45 36 1 17 12 16 46 49 1 29 8 6 47 41 1 25 11 11 48 18 1 16 10 12 49 42 1 25 17 14 50 41 1 25 16 9 51 43 1 21 13 11 52 46 1 23 15 8 53 41 1 25 16 8 54 39 1 25 7 11 55 42 1 24 16 16 56 35 1 21 13 12 57 36 1 22 15 14 58 48 1 14 12 8 59 41 1 20 12 10 60 47 1 21 24 14 61 41 1 22 15 10 62 31 1 19 8 5 63 36 1 28 18 12 64 46 1 25 17 9 65 44 1 21 15 8 66 43 1 27 11 16 67 40 1 19 12 13 68 40 1 20 14 8 69 46 1 17 11 14 70 39 1 22 10 8 71 44 1 26 11 7 72 38 1 17 12 11 73 39 1 15 6 6 74 41 1 27 15 9 75 39 1 25 14 14 76 40 1 19 16 12 77 44 1 18 16 8 78 42 1 15 11 8 79 46 1 29 15 12 80 44 1 24 12 13 81 37 1 24 13 11 82 39 1 22 14 12 83 40 1 22 12 13 84 42 1 25 17 14 85 37 1 21 11 9 86 33 1 21 13 8 87 35 1 18 9 8 88 42 1 10 12 9 89 36 0 18 10 14 90 44 0 23 9 14 91 45 0 24 11 14 92 47 0 32 9 14 93 40 0 24 16 9 94 49 0 17 14 14 95 48 0 30 24 8 96 29 0 25 9 10 97 45 0 23 11 11 98 29 0 19 14 13 99 41 0 21 12 9 100 34 0 24 8 13 101 38 0 23 5 16 102 37 0 19 10 12 103 48 0 27 15 4 104 39 0 26 10 10 105 34 0 26 18 14 106 35 0 16 12 10 107 41 0 27 13 9 108 43 0 14 11 8 109 41 0 18 12 9 110 39 0 21 7 15 111 36 0 22 17 8 112 32 0 31 9 11 113 46 0 23 10 12 114 42 0 24 12 9 115 42 0 19 10 13 116 45 0 22 7 7 117 39 0 24 13 10 118 45 0 28 9 11 119 48 0 24 9 8 120 28 0 15 12 14 121 35 0 21 11 9 122 38 0 21 14 16 123 42 0 13 8 11 124 36 0 20 11 12 125 37 0 22 11 8 126 38 0 19 12 7 127 43 0 26 20 13 128 35 0 19 8 20 129 36 0 20 11 11 130 33 0 14 15 10 131 39 0 17 12 16 132 32 0 29 12 12 133 45 0 21 12 8 134 35 0 19 11 10 135 38 0 17 9 11 136 36 0 19 8 14 137 42 0 17 12 10 138 41 0 19 13 12 139 47 0 21 17 11 140 35 0 20 16 11 141 43 0 20 11 14 142 40 0 29 9 16 143 46 0 23 11 9 144 44 0 23 11 11 145 35 0 19 13 9 146 29 0 22 15 14 LeaderPreference 1 3 2 4 3 4 4 4 5 3 6 4 7 4 8 5 9 4 10 4 11 4 12 5 13 5 14 4 15 4 16 4 17 3 18 5 19 4 20 4 21 5 22 4 23 4 24 3 25 2 26 4 27 4 28 3 29 3 30 4 31 5 32 2 33 0 34 4 35 3 36 4 37 2 38 4 39 5 40 3 41 3 42 4 43 4 44 4 45 2 46 5 47 4 48 2 49 3 50 5 51 4 52 3 53 5 54 4 55 4 56 5 57 3 58 4 59 4 60 3 61 3 62 5 63 4 64 4 65 4 66 2 67 5 68 3 69 3 70 4 71 4 72 2 73 4 74 5 75 3 76 4 77 4 78 4 79 5 80 4 81 4 82 2 83 3 84 3 85 3 86 2 87 4 88 2 89 2 90 4 91 4 92 4 93 4 94 4 95 5 96 4 97 5 98 2 99 4 100 2 101 2 102 3 103 5 104 4 105 4 106 2 107 3 108 4 109 3 110 2 111 4 112 4 113 4 114 4 115 2 116 3 117 4 118 4 119 5 120 4 121 2 122 4 123 4 124 3 125 4 126 3 127 4 128 2 129 4 130 2 131 4 132 4 133 3 134 4 135 3 136 3 137 3 138 4 139 3 140 3 141 3 142 4 143 4 144 5 145 3 146 4 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Gender PersonalStandards 32.59748 -0.21341 0.17470 ParentalExpectation Doubts LeaderPreference 0.05336 -0.22227 1.40057 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -17.8468 -2.1934 0.7019 3.2514 10.1951 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 32.59748 3.27663 9.948 < 2e-16 *** Gender -0.21341 0.87561 -0.244 0.80780 PersonalStandards 0.17470 0.10420 1.677 0.09586 . ParentalExpectation 0.05336 0.13127 0.407 0.68498 Doubts -0.22227 0.15678 -1.418 0.15850 LeaderPreference 1.40057 0.48395 2.894 0.00441 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.999 on 140 degrees of freedom Multiple R-squared: 0.1357, Adjusted R-squared: 0.1049 F-statistic: 4.397 on 5 and 140 DF, p-value: 0.0009485 > 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,] 0.22826364 0.45652729 0.77173636 [2,] 0.11158578 0.22317156 0.88841422 [3,] 0.05038172 0.10076344 0.94961828 [4,] 0.28443867 0.56887735 0.71556133 [5,] 0.32047943 0.64095885 0.67952057 [6,] 0.33973976 0.67947953 0.66026024 [7,] 0.24844782 0.49689563 0.75155218 [8,] 0.18097659 0.36195318 0.81902341 [9,] 0.74139219 0.51721563 0.25860781 [10,] 0.72309112 0.55381777 0.27690888 [11,] 0.67887153 0.64225694 0.32112847 [12,] 0.72491115 0.55017770 0.27508885 [13,] 0.72179849 0.55640303 0.27820151 [14,] 0.67312462 0.65375076 0.32687538 [15,] 0.60382223 0.79235553 0.39617777 [16,] 0.56423650 0.87152701 0.43576350 [17,] 0.50518556 0.98962888 0.49481444 [18,] 0.43520535 0.87041071 0.56479465 [19,] 0.47080637 0.94161274 0.52919363 [20,] 0.73277402 0.53445195 0.26722598 [21,] 0.67898725 0.64202551 0.32101275 [22,] 0.63083265 0.73833471 0.36916735 [23,] 0.57071202 0.85857596 0.42928798 [24,] 0.51825010 0.96349980 0.48174990 [25,] 0.45928453 0.91856905 0.54071547 [26,] 0.40188460 0.80376921 0.59811540 [27,] 0.38102346 0.76204692 0.61897654 [28,] 0.35520455 0.71040910 0.64479545 [29,] 0.42808625 0.85617249 0.57191375 [30,] 0.56538353 0.86923294 0.43461647 [31,] 0.52518071 0.94963858 0.47481929 [32,] 0.55162547 0.89674906 0.44837453 [33,] 0.59667553 0.80664893 0.40332447 [34,] 0.55152698 0.89694604 0.44847302 [35,] 0.50181957 0.99636086 0.49818043 [36,] 0.44948248 0.89896497 0.55051752 [37,] 0.40732068 0.81464137 0.59267932 [38,] 0.38913187 0.77826373 0.61086813 [39,] 0.33860052 0.67720104 0.66139948 [40,] 0.83039771 0.33920458 0.16960229 [41,] 0.82134471 0.35731058 0.17865529 [42,] 0.78926655 0.42146689 0.21073345 [43,] 0.77085517 0.45828966 0.22914483 [44,] 0.80463712 0.39072575 0.19536288 [45,] 0.77298754 0.45402492 0.22701246 [46,] 0.74029930 0.51940139 0.25970070 [47,] 0.71352656 0.57294689 0.28647344 [48,] 0.73391524 0.53216953 0.26608476 [49,] 0.70293037 0.59413925 0.29706963 [50,] 0.79980540 0.40038921 0.20019460 [51,] 0.76526747 0.46946505 0.23473253 [52,] 0.83740521 0.32518959 0.16259479 [53,] 0.80983667 0.38032666 0.19016333 [54,] 0.91323431 0.17353137 0.08676569 [55,] 0.91852173 0.16295653 0.08147827 [56,] 0.91264944 0.17470112 0.08735056 [57,] 0.89889762 0.20220476 0.10110238 [58,] 0.90712462 0.18575075 0.09287538 [59,] 0.88851390 0.22297220 0.11148610 [60,] 0.86439358 0.27121284 0.13560642 [61,] 0.91033344 0.17933312 0.08966656 [62,] 0.89250904 0.21498192 0.10749096 [63,] 0.87268297 0.25463405 0.12731703 [64,] 0.84825682 0.30348636 0.15174318 [65,] 0.82219087 0.35561826 0.17780913 [66,] 0.79659056 0.40681889 0.20340944 [67,] 0.76006614 0.47986773 0.23993386 [68,] 0.72151821 0.55696357 0.27848179 [69,] 0.69753430 0.60493141 0.30246570 [70,] 0.66132311 0.67735379 0.33867689 [71,] 0.63282572 0.73434857 0.36717428 [72,] 0.61464409 0.77071182 0.38535591 [73,] 0.58916218 0.82167563 0.41083782 [74,] 0.54925779 0.90148442 0.45074221 [75,] 0.50762343 0.98475314 0.49237657 [76,] 0.49956078 0.99912157 0.50043922 [77,] 0.45256984 0.90513969 0.54743016 [78,] 0.43236202 0.86472404 0.56763798 [79,] 0.47867149 0.95734298 0.52132851 [80,] 0.46554141 0.93108282 0.53445859 [81,] 0.41618834 0.83237669 0.58381166 [82,] 0.39381024 0.78762048 0.60618976 [83,] 0.38309100 0.76618199 0.61690900 [84,] 0.40125251 0.80250502 0.59874749 [85,] 0.36746745 0.73493490 0.63253255 [86,] 0.49903137 0.99806274 0.50096863 [87,] 0.51746792 0.96506416 0.48253208 [88,] 0.79466746 0.41066509 0.20533254 [89,] 0.76838042 0.46323916 0.23161958 [90,] 0.81018332 0.37963336 0.18981668 [91,] 0.77148324 0.45703353 0.22851676 [92,] 0.75334497 0.49331006 0.24665503 [93,] 0.71039229 0.57921541 0.28960771 [94,] 0.66598039 0.66803921 0.33401961 [95,] 0.64982506 0.70034989 0.35017494 [96,] 0.60748067 0.78503867 0.39251933 [97,] 0.59823719 0.80352563 0.40176281 [98,] 0.55732914 0.88534171 0.44267086 [99,] 0.50290811 0.99418379 0.49709189 [100,] 0.46285485 0.92570969 0.53714515 [101,] 0.41365188 0.82730376 0.58634812 [102,] 0.36474389 0.72948778 0.63525611 [103,] 0.34829475 0.69658950 0.65170525 [104,] 0.53167579 0.93664841 0.46832421 [105,] 0.54684143 0.90631714 0.45315857 [106,] 0.48580629 0.97161258 0.51419371 [107,] 0.48782676 0.97565351 0.51217324 [108,] 0.45903147 0.91806295 0.54096853 [109,] 0.40383583 0.80767165 0.59616417 [110,] 0.36670676 0.73341352 0.63329324 [111,] 0.37752236 0.75504471 0.62247764 [112,] 0.57270979 0.85458043 0.42729021 [113,] 0.51670297 0.96659406 0.48329703 [114,] 0.44598887 0.89197774 0.55401113 [115,] 0.40358381 0.80716763 0.59641619 [116,] 0.34373158 0.68746316 0.65626842 [117,] 0.30318967 0.60637934 0.69681033 [118,] 0.24687816 0.49375633 0.75312184 [119,] 0.23017202 0.46034405 0.76982798 [120,] 0.17320610 0.34641220 0.82679390 [121,] 0.14727333 0.29454667 0.85272667 [122,] 0.14064619 0.28129238 0.85935381 [123,] 0.10622731 0.21245462 0.89377269 [124,] 0.22509498 0.45018997 0.77490502 [125,] 0.16065782 0.32131564 0.83934218 [126,] 0.15102999 0.30205998 0.84897001 [127,] 0.09726325 0.19452649 0.90273675 [128,] 0.06335974 0.12671947 0.93664026 [129,] 0.03079943 0.06159887 0.96920057 > postscript(file="/var/www/html/rcomp/tmp/1n37p1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2n37p1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3n37p1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4xvps1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5xvps1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 146 Frequency = 1 1 2 3 4 5 6 1.24676347 -3.15380859 -3.05226239 2.11362159 1.76969112 1.89955599 7 8 9 10 11 12 -0.14641392 0.79859177 2.52539666 3.71765050 2.06729950 -10.00310900 13 14 15 16 17 18 -10.00310900 -2.50541419 -1.89795893 -2.13483340 -13.85675686 4.38983940 19 20 21 22 23 24 1.11024671 5.22855638 2.83321874 -2.52298863 -0.79978761 1.46484887 25 26 27 28 29 30 -0.19775370 0.65749857 5.05385944 -12.02087037 -1.90895828 -2.26053773 31 32 33 34 35 36 1.03128038 0.55379131 1.16342355 -1.37287102 -5.20135757 2.99630902 37 38 39 40 41 42 6.00935849 8.97768601 2.88134890 -7.32545750 -8.32545750 -2.58214346 43 44 45 46 47 48 -1.32111086 -0.17938501 0.76090350 5.45356987 0.50419221 -17.84675542 49 50 51 52 53 54 3.25139057 -1.60774522 3.09625081 6.37388609 -1.83001647 -1.28234950 55 56 57 58 59 60 2.52342253 -6.08205000 -2.11778947 8.70568020 1.10204107 8.57662631 61 62 63 64 65 66 1.99312553 -11.02173200 -5.17117937 4.73946227 3.32270791 6.06729869 67 68 69 70 71 72 -0.45702030 0.95134148 8.96915351 -1.58516616 2.44041027 1.64954725 73 74 75 76 77 78 -0.59337180 -1.90377452 0.41148429 0.50782221 3.79343415 2.58434783 79 80 81 82 83 84 3.41364535 4.07006707 -3.42784000 1.89160466 1.82003300 3.25139057 85 86 87 88 89 90 -1.84099049 -4.76941883 -4.83301383 6.42788331 0.03498629 4.41372206 91 92 93 94 95 96 5.13229598 5.84144962 -1.24588314 10.19508082 3.65617534 -11.82475681 97 98 99 100 101 102 3.23960711 -7.57544019 0.49166597 -3.12873744 1.87286697 -0.98482520 103 104 105 106 107 108 3.77146232 -2.05281832 -6.59064991 -1.61143398 0.79069183 3.54563786 109 110 111 112 113 114 2.41632884 2.89326045 -5.17212509 -9.65066719 5.91581499 0.96757516 115 116 117 118 119 120 5.63801810 5.53982146 -1.86351817 3.87342363 5.50482557 -10.34879616 121 122 123 124 125 126 -2.65382534 -1.05916443 3.54724226 -2.21288671 -3.85193765 -1.20291060 127 128 129 130 131 132 2.08034969 0.30064600 -3.83573002 -3.42213382 0.74635247 -9.23909578 133 134 135 136 137 138 5.66996678 -4.88330433 0.19566200 -1.43355356 3.81329703 1.45450902 139 140 141 142 143 144 8.06995766 -3.70198083 5.23165579 -0.18991706 5.19563667 2.23960711 145 146 -3.81173267 -10.73176844 > postscript(file="/var/www/html/rcomp/tmp/684od1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 146 Frequency = 1 lag(myerror, k = 1) myerror 0 1.24676347 NA 1 -3.15380859 1.24676347 2 -3.05226239 -3.15380859 3 2.11362159 -3.05226239 4 1.76969112 2.11362159 5 1.89955599 1.76969112 6 -0.14641392 1.89955599 7 0.79859177 -0.14641392 8 2.52539666 0.79859177 9 3.71765050 2.52539666 10 2.06729950 3.71765050 11 -10.00310900 2.06729950 12 -10.00310900 -10.00310900 13 -2.50541419 -10.00310900 14 -1.89795893 -2.50541419 15 -2.13483340 -1.89795893 16 -13.85675686 -2.13483340 17 4.38983940 -13.85675686 18 1.11024671 4.38983940 19 5.22855638 1.11024671 20 2.83321874 5.22855638 21 -2.52298863 2.83321874 22 -0.79978761 -2.52298863 23 1.46484887 -0.79978761 24 -0.19775370 1.46484887 25 0.65749857 -0.19775370 26 5.05385944 0.65749857 27 -12.02087037 5.05385944 28 -1.90895828 -12.02087037 29 -2.26053773 -1.90895828 30 1.03128038 -2.26053773 31 0.55379131 1.03128038 32 1.16342355 0.55379131 33 -1.37287102 1.16342355 34 -5.20135757 -1.37287102 35 2.99630902 -5.20135757 36 6.00935849 2.99630902 37 8.97768601 6.00935849 38 2.88134890 8.97768601 39 -7.32545750 2.88134890 40 -8.32545750 -7.32545750 41 -2.58214346 -8.32545750 42 -1.32111086 -2.58214346 43 -0.17938501 -1.32111086 44 0.76090350 -0.17938501 45 5.45356987 0.76090350 46 0.50419221 5.45356987 47 -17.84675542 0.50419221 48 3.25139057 -17.84675542 49 -1.60774522 3.25139057 50 3.09625081 -1.60774522 51 6.37388609 3.09625081 52 -1.83001647 6.37388609 53 -1.28234950 -1.83001647 54 2.52342253 -1.28234950 55 -6.08205000 2.52342253 56 -2.11778947 -6.08205000 57 8.70568020 -2.11778947 58 1.10204107 8.70568020 59 8.57662631 1.10204107 60 1.99312553 8.57662631 61 -11.02173200 1.99312553 62 -5.17117937 -11.02173200 63 4.73946227 -5.17117937 64 3.32270791 4.73946227 65 6.06729869 3.32270791 66 -0.45702030 6.06729869 67 0.95134148 -0.45702030 68 8.96915351 0.95134148 69 -1.58516616 8.96915351 70 2.44041027 -1.58516616 71 1.64954725 2.44041027 72 -0.59337180 1.64954725 73 -1.90377452 -0.59337180 74 0.41148429 -1.90377452 75 0.50782221 0.41148429 76 3.79343415 0.50782221 77 2.58434783 3.79343415 78 3.41364535 2.58434783 79 4.07006707 3.41364535 80 -3.42784000 4.07006707 81 1.89160466 -3.42784000 82 1.82003300 1.89160466 83 3.25139057 1.82003300 84 -1.84099049 3.25139057 85 -4.76941883 -1.84099049 86 -4.83301383 -4.76941883 87 6.42788331 -4.83301383 88 0.03498629 6.42788331 89 4.41372206 0.03498629 90 5.13229598 4.41372206 91 5.84144962 5.13229598 92 -1.24588314 5.84144962 93 10.19508082 -1.24588314 94 3.65617534 10.19508082 95 -11.82475681 3.65617534 96 3.23960711 -11.82475681 97 -7.57544019 3.23960711 98 0.49166597 -7.57544019 99 -3.12873744 0.49166597 100 1.87286697 -3.12873744 101 -0.98482520 1.87286697 102 3.77146232 -0.98482520 103 -2.05281832 3.77146232 104 -6.59064991 -2.05281832 105 -1.61143398 -6.59064991 106 0.79069183 -1.61143398 107 3.54563786 0.79069183 108 2.41632884 3.54563786 109 2.89326045 2.41632884 110 -5.17212509 2.89326045 111 -9.65066719 -5.17212509 112 5.91581499 -9.65066719 113 0.96757516 5.91581499 114 5.63801810 0.96757516 115 5.53982146 5.63801810 116 -1.86351817 5.53982146 117 3.87342363 -1.86351817 118 5.50482557 3.87342363 119 -10.34879616 5.50482557 120 -2.65382534 -10.34879616 121 -1.05916443 -2.65382534 122 3.54724226 -1.05916443 123 -2.21288671 3.54724226 124 -3.85193765 -2.21288671 125 -1.20291060 -3.85193765 126 2.08034969 -1.20291060 127 0.30064600 2.08034969 128 -3.83573002 0.30064600 129 -3.42213382 -3.83573002 130 0.74635247 -3.42213382 131 -9.23909578 0.74635247 132 5.66996678 -9.23909578 133 -4.88330433 5.66996678 134 0.19566200 -4.88330433 135 -1.43355356 0.19566200 136 3.81329703 -1.43355356 137 1.45450902 3.81329703 138 8.06995766 1.45450902 139 -3.70198083 8.06995766 140 5.23165579 -3.70198083 141 -0.18991706 5.23165579 142 5.19563667 -0.18991706 143 2.23960711 5.19563667 144 -3.81173267 2.23960711 145 -10.73176844 -3.81173267 146 NA -10.73176844 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -3.15380859 1.24676347 [2,] -3.05226239 -3.15380859 [3,] 2.11362159 -3.05226239 [4,] 1.76969112 2.11362159 [5,] 1.89955599 1.76969112 [6,] -0.14641392 1.89955599 [7,] 0.79859177 -0.14641392 [8,] 2.52539666 0.79859177 [9,] 3.71765050 2.52539666 [10,] 2.06729950 3.71765050 [11,] -10.00310900 2.06729950 [12,] -10.00310900 -10.00310900 [13,] -2.50541419 -10.00310900 [14,] -1.89795893 -2.50541419 [15,] -2.13483340 -1.89795893 [16,] -13.85675686 -2.13483340 [17,] 4.38983940 -13.85675686 [18,] 1.11024671 4.38983940 [19,] 5.22855638 1.11024671 [20,] 2.83321874 5.22855638 [21,] -2.52298863 2.83321874 [22,] -0.79978761 -2.52298863 [23,] 1.46484887 -0.79978761 [24,] -0.19775370 1.46484887 [25,] 0.65749857 -0.19775370 [26,] 5.05385944 0.65749857 [27,] -12.02087037 5.05385944 [28,] -1.90895828 -12.02087037 [29,] -2.26053773 -1.90895828 [30,] 1.03128038 -2.26053773 [31,] 0.55379131 1.03128038 [32,] 1.16342355 0.55379131 [33,] -1.37287102 1.16342355 [34,] -5.20135757 -1.37287102 [35,] 2.99630902 -5.20135757 [36,] 6.00935849 2.99630902 [37,] 8.97768601 6.00935849 [38,] 2.88134890 8.97768601 [39,] -7.32545750 2.88134890 [40,] -8.32545750 -7.32545750 [41,] -2.58214346 -8.32545750 [42,] -1.32111086 -2.58214346 [43,] -0.17938501 -1.32111086 [44,] 0.76090350 -0.17938501 [45,] 5.45356987 0.76090350 [46,] 0.50419221 5.45356987 [47,] -17.84675542 0.50419221 [48,] 3.25139057 -17.84675542 [49,] -1.60774522 3.25139057 [50,] 3.09625081 -1.60774522 [51,] 6.37388609 3.09625081 [52,] -1.83001647 6.37388609 [53,] -1.28234950 -1.83001647 [54,] 2.52342253 -1.28234950 [55,] -6.08205000 2.52342253 [56,] -2.11778947 -6.08205000 [57,] 8.70568020 -2.11778947 [58,] 1.10204107 8.70568020 [59,] 8.57662631 1.10204107 [60,] 1.99312553 8.57662631 [61,] -11.02173200 1.99312553 [62,] -5.17117937 -11.02173200 [63,] 4.73946227 -5.17117937 [64,] 3.32270791 4.73946227 [65,] 6.06729869 3.32270791 [66,] -0.45702030 6.06729869 [67,] 0.95134148 -0.45702030 [68,] 8.96915351 0.95134148 [69,] -1.58516616 8.96915351 [70,] 2.44041027 -1.58516616 [71,] 1.64954725 2.44041027 [72,] -0.59337180 1.64954725 [73,] -1.90377452 -0.59337180 [74,] 0.41148429 -1.90377452 [75,] 0.50782221 0.41148429 [76,] 3.79343415 0.50782221 [77,] 2.58434783 3.79343415 [78,] 3.41364535 2.58434783 [79,] 4.07006707 3.41364535 [80,] -3.42784000 4.07006707 [81,] 1.89160466 -3.42784000 [82,] 1.82003300 1.89160466 [83,] 3.25139057 1.82003300 [84,] -1.84099049 3.25139057 [85,] -4.76941883 -1.84099049 [86,] -4.83301383 -4.76941883 [87,] 6.42788331 -4.83301383 [88,] 0.03498629 6.42788331 [89,] 4.41372206 0.03498629 [90,] 5.13229598 4.41372206 [91,] 5.84144962 5.13229598 [92,] -1.24588314 5.84144962 [93,] 10.19508082 -1.24588314 [94,] 3.65617534 10.19508082 [95,] -11.82475681 3.65617534 [96,] 3.23960711 -11.82475681 [97,] -7.57544019 3.23960711 [98,] 0.49166597 -7.57544019 [99,] -3.12873744 0.49166597 [100,] 1.87286697 -3.12873744 [101,] -0.98482520 1.87286697 [102,] 3.77146232 -0.98482520 [103,] -2.05281832 3.77146232 [104,] -6.59064991 -2.05281832 [105,] -1.61143398 -6.59064991 [106,] 0.79069183 -1.61143398 [107,] 3.54563786 0.79069183 [108,] 2.41632884 3.54563786 [109,] 2.89326045 2.41632884 [110,] -5.17212509 2.89326045 [111,] -9.65066719 -5.17212509 [112,] 5.91581499 -9.65066719 [113,] 0.96757516 5.91581499 [114,] 5.63801810 0.96757516 [115,] 5.53982146 5.63801810 [116,] -1.86351817 5.53982146 [117,] 3.87342363 -1.86351817 [118,] 5.50482557 3.87342363 [119,] -10.34879616 5.50482557 [120,] -2.65382534 -10.34879616 [121,] -1.05916443 -2.65382534 [122,] 3.54724226 -1.05916443 [123,] -2.21288671 3.54724226 [124,] -3.85193765 -2.21288671 [125,] -1.20291060 -3.85193765 [126,] 2.08034969 -1.20291060 [127,] 0.30064600 2.08034969 [128,] -3.83573002 0.30064600 [129,] -3.42213382 -3.83573002 [130,] 0.74635247 -3.42213382 [131,] -9.23909578 0.74635247 [132,] 5.66996678 -9.23909578 [133,] -4.88330433 5.66996678 [134,] 0.19566200 -4.88330433 [135,] -1.43355356 0.19566200 [136,] 3.81329703 -1.43355356 [137,] 1.45450902 3.81329703 [138,] 8.06995766 1.45450902 [139,] -3.70198083 8.06995766 [140,] 5.23165579 -3.70198083 [141,] -0.18991706 5.23165579 [142,] 5.19563667 -0.18991706 [143,] 2.23960711 5.19563667 [144,] -3.81173267 2.23960711 [145,] -10.73176844 -3.81173267 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -3.15380859 1.24676347 2 -3.05226239 -3.15380859 3 2.11362159 -3.05226239 4 1.76969112 2.11362159 5 1.89955599 1.76969112 6 -0.14641392 1.89955599 7 0.79859177 -0.14641392 8 2.52539666 0.79859177 9 3.71765050 2.52539666 10 2.06729950 3.71765050 11 -10.00310900 2.06729950 12 -10.00310900 -10.00310900 13 -2.50541419 -10.00310900 14 -1.89795893 -2.50541419 15 -2.13483340 -1.89795893 16 -13.85675686 -2.13483340 17 4.38983940 -13.85675686 18 1.11024671 4.38983940 19 5.22855638 1.11024671 20 2.83321874 5.22855638 21 -2.52298863 2.83321874 22 -0.79978761 -2.52298863 23 1.46484887 -0.79978761 24 -0.19775370 1.46484887 25 0.65749857 -0.19775370 26 5.05385944 0.65749857 27 -12.02087037 5.05385944 28 -1.90895828 -12.02087037 29 -2.26053773 -1.90895828 30 1.03128038 -2.26053773 31 0.55379131 1.03128038 32 1.16342355 0.55379131 33 -1.37287102 1.16342355 34 -5.20135757 -1.37287102 35 2.99630902 -5.20135757 36 6.00935849 2.99630902 37 8.97768601 6.00935849 38 2.88134890 8.97768601 39 -7.32545750 2.88134890 40 -8.32545750 -7.32545750 41 -2.58214346 -8.32545750 42 -1.32111086 -2.58214346 43 -0.17938501 -1.32111086 44 0.76090350 -0.17938501 45 5.45356987 0.76090350 46 0.50419221 5.45356987 47 -17.84675542 0.50419221 48 3.25139057 -17.84675542 49 -1.60774522 3.25139057 50 3.09625081 -1.60774522 51 6.37388609 3.09625081 52 -1.83001647 6.37388609 53 -1.28234950 -1.83001647 54 2.52342253 -1.28234950 55 -6.08205000 2.52342253 56 -2.11778947 -6.08205000 57 8.70568020 -2.11778947 58 1.10204107 8.70568020 59 8.57662631 1.10204107 60 1.99312553 8.57662631 61 -11.02173200 1.99312553 62 -5.17117937 -11.02173200 63 4.73946227 -5.17117937 64 3.32270791 4.73946227 65 6.06729869 3.32270791 66 -0.45702030 6.06729869 67 0.95134148 -0.45702030 68 8.96915351 0.95134148 69 -1.58516616 8.96915351 70 2.44041027 -1.58516616 71 1.64954725 2.44041027 72 -0.59337180 1.64954725 73 -1.90377452 -0.59337180 74 0.41148429 -1.90377452 75 0.50782221 0.41148429 76 3.79343415 0.50782221 77 2.58434783 3.79343415 78 3.41364535 2.58434783 79 4.07006707 3.41364535 80 -3.42784000 4.07006707 81 1.89160466 -3.42784000 82 1.82003300 1.89160466 83 3.25139057 1.82003300 84 -1.84099049 3.25139057 85 -4.76941883 -1.84099049 86 -4.83301383 -4.76941883 87 6.42788331 -4.83301383 88 0.03498629 6.42788331 89 4.41372206 0.03498629 90 5.13229598 4.41372206 91 5.84144962 5.13229598 92 -1.24588314 5.84144962 93 10.19508082 -1.24588314 94 3.65617534 10.19508082 95 -11.82475681 3.65617534 96 3.23960711 -11.82475681 97 -7.57544019 3.23960711 98 0.49166597 -7.57544019 99 -3.12873744 0.49166597 100 1.87286697 -3.12873744 101 -0.98482520 1.87286697 102 3.77146232 -0.98482520 103 -2.05281832 3.77146232 104 -6.59064991 -2.05281832 105 -1.61143398 -6.59064991 106 0.79069183 -1.61143398 107 3.54563786 0.79069183 108 2.41632884 3.54563786 109 2.89326045 2.41632884 110 -5.17212509 2.89326045 111 -9.65066719 -5.17212509 112 5.91581499 -9.65066719 113 0.96757516 5.91581499 114 5.63801810 0.96757516 115 5.53982146 5.63801810 116 -1.86351817 5.53982146 117 3.87342363 -1.86351817 118 5.50482557 3.87342363 119 -10.34879616 5.50482557 120 -2.65382534 -10.34879616 121 -1.05916443 -2.65382534 122 3.54724226 -1.05916443 123 -2.21288671 3.54724226 124 -3.85193765 -2.21288671 125 -1.20291060 -3.85193765 126 2.08034969 -1.20291060 127 0.30064600 2.08034969 128 -3.83573002 0.30064600 129 -3.42213382 -3.83573002 130 0.74635247 -3.42213382 131 -9.23909578 0.74635247 132 5.66996678 -9.23909578 133 -4.88330433 5.66996678 134 0.19566200 -4.88330433 135 -1.43355356 0.19566200 136 3.81329703 -1.43355356 137 1.45450902 3.81329703 138 8.06995766 1.45450902 139 -3.70198083 8.06995766 140 5.23165579 -3.70198083 141 -0.18991706 5.23165579 142 5.19563667 -0.18991706 143 2.23960711 5.19563667 144 -3.81173267 2.23960711 145 -10.73176844 -3.81173267 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/784od1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/81dng1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/91dng1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10t44j1292012634.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/11f5l71292012634.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/120n1u1292012634.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/13exz31292012634.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/14iyg91292012634.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/15lgex1292012634.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/16ohdl1292012634.tab") + } > > try(system("convert tmp/1n37p1292012634.ps tmp/1n37p1292012634.png",intern=TRUE)) character(0) > try(system("convert tmp/2n37p1292012634.ps tmp/2n37p1292012634.png",intern=TRUE)) character(0) > try(system("convert tmp/3n37p1292012634.ps tmp/3n37p1292012634.png",intern=TRUE)) character(0) > try(system("convert tmp/4xvps1292012634.ps tmp/4xvps1292012634.png",intern=TRUE)) character(0) > try(system("convert tmp/5xvps1292012634.ps tmp/5xvps1292012634.png",intern=TRUE)) character(0) > try(system("convert tmp/684od1292012634.ps tmp/684od1292012634.png",intern=TRUE)) character(0) > try(system("convert tmp/784od1292012634.ps tmp/784od1292012634.png",intern=TRUE)) character(0) > try(system("convert tmp/81dng1292012634.ps tmp/81dng1292012634.png",intern=TRUE)) character(0) > try(system("convert tmp/91dng1292012634.ps tmp/91dng1292012634.png",intern=TRUE)) character(0) > try(system("convert tmp/10t44j1292012634.ps tmp/10t44j1292012634.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.862 1.825 8.718