R version 2.8.0 (2008-10-20) Copyright (C) 2008 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. Natural language support but running in an English locale 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(6 + ,4 + ,15 + ,10 + ,4 + ,4 + ,1 + ,11 + ,9 + ,9 + ,19 + ,7 + ,7 + ,1 + ,9 + ,9 + ,12 + ,15 + ,4 + ,4 + ,1 + ,14 + ,6 + ,16 + ,12 + ,5 + ,4 + ,1 + ,12 + ,8 + ,16 + ,14 + ,5 + ,6 + ,1 + ,18 + ,11 + ,15 + ,13 + ,4 + ,4 + ,1 + ,15 + ,10 + ,16 + ,11 + ,4 + ,5 + ,1 + ,12 + ,13 + ,13 + ,18 + ,5 + ,5 + ,1 + ,15 + ,10 + ,18 + ,12 + ,5 + ,4 + ,1 + ,13 + ,6 + ,17 + ,15 + ,3 + ,4 + ,1 + ,10 + ,8 + ,14 + ,15 + ,7 + ,7 + ,1 + ,13 + ,5 + ,13 + ,9 + ,4 + ,5 + ,1 + ,17 + ,9 + ,15 + ,11 + ,6 + ,5 + ,1 + ,15 + ,11 + ,15 + ,16 + ,5 + ,4 + ,1 + ,13 + ,11 + ,13 + ,17 + ,7 + ,7 + ,1 + ,17 + ,9 + ,13 + ,11 + ,5 + ,5 + ,1 + ,21 + ,7 + ,16 + ,13 + ,5 + ,5 + ,1 + ,12 + ,6 + ,14 + ,9 + ,4 + ,4 + ,1 + ,15 + ,6 + ,18 + ,11 + ,4 + ,4 + ,1 + ,16 + ,10 + ,16 + ,12 + ,7 + ,7 + ,1 + ,11 + ,4 + ,17 + ,13 + ,5 + ,8 + ,1 + ,9 + ,9 + ,15 + ,13 + ,2 + ,2 + ,1 + ,14 + ,10 + ,11 + ,13 + ,4 + ,3 + ,1 + ,14 + ,13 + ,11 + ,14 + ,5 + ,7 + ,1 + ,12 + ,8 + ,15 + ,9 + ,4 + ,5 + ,1 + ,15 + ,10 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,9 + ,13 + ,12 + ,5 + ,5 + ,2 + ,14 + ,6 + ,16 + ,9 + ,4 + ,4 + ,2 + ,9 + ,6 + ,15 + ,13 + ,4 + ,5 + ,2 + ,8 + ,9 + ,16 + ,8 + ,4 + ,4 + ,2 + ,11 + ,8 + ,11 + ,11 + ,6 + ,3 + ,2 + ,16 + ,7 + ,15 + ,12 + ,6 + ,6 + ,2 + ,18 + ,10 + ,17 + ,11 + ,2 + ,2 + ,2 + ,12 + ,5 + ,14 + ,15 + ,1 + ,1 + ,2 + ,14 + ,8 + ,18 + ,7 + ,4 + ,3 + ,2 + ,16 + ,9 + ,14 + ,14 + ,4 + ,4 + ,2 + ,24 + ,20 + ,14 + ,10 + ,2 + ,2 + ,2 + ,11 + ,8 + ,12 + ,11 + ,4 + ,4 + ,2 + ,9 + ,6 + ,11 + ,13 + ,4 + ,4 + ,2 + ,17 + ,8 + ,14 + ,14 + ,3 + ,3 + ,2 + ,11 + ,10 + ,16 + ,14 + ,4 + ,3 + ,2 + ,11 + ,8 + ,17 + ,11 + ,4 + ,3 + ,2 + ,10 + ,6 + ,14 + ,13 + ,4 + ,4 + ,2 + ,12 + ,8 + ,14 + ,13 + ,4 + ,4 + ,2 + ,10 + ,8 + ,12 + ,12 + ,4 + ,4 + ,2 + ,10 + ,8 + ,12 + ,12 + ,5 + ,4 + ,2 + ,13 + ,8 + ,11 + ,18 + ,3 + ,4 + ,2 + ,14 + ,9 + ,15 + ,13 + ,7 + ,7 + ,2 + ,8 + ,7 + ,14 + ,14 + ,4 + ,4 + ,2 + ,11 + ,12 + ,10 + ,15 + ,4 + ,4 + ,2 + ,10 + ,8 + ,13 + ,11 + ,4 + ,4 + ,2 + ,7 + ,4 + ,15 + ,10 + ,4 + ,4 + ,2 + ,9 + ,6 + ,15 + ,12 + ,5 + ,6 + ,2 + ,11 + ,10 + ,16 + ,10 + ,4 + ,4 + ,2 + ,7 + ,5 + ,8 + ,20 + ,4 + ,4 + ,2 + ,15 + ,8 + ,9 + ,19 + ,5 + ,4 + ,2 + ,11 + ,8 + ,15 + ,11 + ,5 + ,8 + ,2 + ,13 + ,9 + ,11 + ,13 + ,4 + ,1 + ,2 + ,12 + ,6 + ,15 + ,9 + ,4 + ,4 + ,2 + ,11 + ,5 + ,16 + ,10 + ,7 + ,7 + ,2 + ,8 + ,4 + ,16 + ,12 + ,4 + ,3 + ,2 + ,12 + ,9 + ,15 + ,14 + ,2 + ,2 + ,2 + ,9 + ,5 + ,13 + ,11 + ,3 + ,5 + ,2 + ,12 + ,9 + ,15 + ,8 + ,5 + ,4 + ,2) + ,dim=c(7 + ,142) + ,dimnames=list(c('PE' + ,'PC' + ,'Ha' + ,'De' + ,'DM' + ,'DV' + ,'Geslacht') + ,1:142)) > y <- array(NA,dim=c(7,142),dimnames=list(c('PE','PC','Ha','De','DM','DV','Geslacht'),1:142)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '3' > #'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 Ha PE PC De DM DV Geslacht 1 15 6 4 10 4 4 1 2 9 11 9 19 7 7 1 3 12 9 9 15 4 4 1 4 16 14 6 12 5 4 1 5 16 12 8 14 5 6 1 6 15 18 11 13 4 4 1 7 16 15 10 11 4 5 1 8 13 12 13 18 5 5 1 9 18 15 10 12 5 4 1 10 17 13 6 15 3 4 1 11 14 10 8 15 7 7 1 12 13 13 5 9 4 5 1 13 15 17 9 11 6 5 1 14 15 15 11 16 5 4 1 15 13 13 11 17 7 7 1 16 13 17 9 11 5 5 1 17 16 21 7 13 5 5 1 18 14 12 6 9 4 4 1 19 18 15 6 11 4 4 1 20 16 16 10 12 7 7 1 21 17 11 4 13 5 8 1 22 15 9 9 13 2 2 1 23 11 14 10 13 4 3 1 24 11 14 13 14 5 7 1 25 15 12 8 9 4 5 1 26 15 15 10 9 4 4 1 27 12 11 5 15 4 4 1 28 17 11 8 10 4 4 1 29 14 13 9 15 5 6 1 30 17 12 7 13 4 6 1 31 10 24 20 24 4 4 1 32 15 11 8 13 4 4 1 33 7 12 7 22 2 4 1 34 9 13 6 9 5 5 1 35 14 11 10 12 5 7 1 36 11 14 11 16 7 8 1 37 15 16 12 10 7 7 1 38 16 12 7 13 4 4 1 39 17 21 12 11 4 4 1 40 15 6 6 13 4 2 1 41 15 14 9 10 2 4 1 42 16 16 5 11 5 4 1 43 16 18 11 9 4 4 1 44 12 13 10 14 2 4 1 45 15 11 7 11 4 5 1 46 17 16 8 10 4 5 1 47 19 11 9 11 5 5 1 48 15 11 8 12 1 1 1 49 14 20 13 14 4 5 1 50 16 10 7 21 5 7 1 51 15 12 7 13 5 7 1 52 12 14 9 12 7 7 1 53 18 12 9 12 4 4 1 54 13 12 8 11 4 4 1 55 14 12 7 14 4 4 1 56 15 13 10 12 2 2 1 57 11 12 7 12 5 4 1 58 15 9 7 11 4 4 1 59 14 14 10 15 4 4 1 60 16 12 8 11 4 4 1 61 14 18 5 22 5 7 1 62 18 17 8 10 3 4 1 63 14 15 9 11 5 5 1 64 13 8 11 15 4 4 1 65 14 12 8 11 4 4 1 66 17 10 4 10 5 5 1 67 12 18 16 14 4 7 1 68 16 15 9 14 6 7 1 69 15 16 10 11 7 8 1 70 16 17 11 10 5 5 1 71 14 7 8 12 4 4 1 72 17 12 8 10 5 7 1 73 14 15 6 12 4 1 1 74 16 13 8 15 4 4 1 75 12 16 14 11 3 4 1 76 13 18 12 17 2 7 1 77 19 11 11 8 1 1 1 78 11 13 8 17 4 4 1 79 15 11 8 13 4 2 1 80 12 13 7 16 4 4 1 81 14 14 9 13 1 1 1 82 11 18 12 15 4 3 1 83 15 15 6 14 4 4 1 84 12 9 4 18 5 5 1 85 14 11 6 14 4 4 1 86 13 17 7 10 6 6 1 87 9 5 4 20 4 4 2 88 12 20 10 16 4 5 2 89 15 12 6 10 7 7 2 90 17 11 5 8 7 7 2 91 14 12 8 14 4 4 2 92 11 13 8 23 5 4 2 93 13 9 11 9 4 2 2 94 10 9 5 11 3 5 2 95 12 12 7 10 5 7 2 96 15 12 7 12 5 4 2 97 13 11 8 10 4 4 2 98 13 17 7 12 7 4 2 99 12 12 7 14 4 4 2 100 9 8 5 20 4 1 2 101 16 15 4 8 1 1 2 102 17 9 8 10 5 5 2 103 13 13 6 11 4 4 2 104 10 9 6 15 4 4 2 105 13 15 9 12 5 5 2 106 16 14 6 9 4 4 2 107 15 9 6 13 4 5 2 108 16 8 9 8 4 4 2 109 11 11 8 11 6 3 2 110 15 16 7 12 6 6 2 111 17 18 10 11 2 2 2 112 14 12 5 15 1 1 2 113 18 14 8 7 4 3 2 114 14 16 9 14 4 4 2 115 14 24 20 10 2 2 2 116 12 11 8 11 4 4 2 117 11 9 6 13 4 4 2 118 14 17 8 14 3 3 2 119 16 11 10 14 4 3 2 120 17 11 8 11 4 3 2 121 14 10 6 13 4 4 2 122 14 12 8 13 4 4 2 123 12 10 8 12 4 4 2 124 12 10 8 12 5 4 2 125 11 13 8 18 3 4 2 126 15 14 9 13 7 7 2 127 14 8 7 14 4 4 2 128 10 11 12 15 4 4 2 129 13 10 8 11 4 4 2 130 15 7 4 10 4 4 2 131 15 9 6 12 5 6 2 132 16 11 10 10 4 4 2 133 8 7 5 20 4 4 2 134 9 15 8 19 5 4 2 135 15 11 8 11 5 8 2 136 11 13 9 13 4 1 2 137 15 12 6 9 4 4 2 138 16 11 5 10 7 7 2 139 16 8 4 12 4 3 2 140 15 12 9 14 2 2 2 141 13 9 5 11 3 5 2 142 15 12 9 8 5 4 2 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) PE PC De DM DV 20.61164 0.09224 -0.12131 -0.40620 -0.15340 0.10870 Geslacht -0.98973 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -7.2139 -1.2759 0.2497 1.2907 4.8412 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 20.61164 1.27120 16.214 < 2e-16 *** PE 0.09224 0.05904 1.562 0.12056 PC -0.12131 0.07503 -1.617 0.10827 De -0.40620 0.05114 -7.943 6.87e-13 *** DM -0.15340 0.17628 -0.870 0.38575 DV 0.10870 0.14522 0.749 0.45545 Geslacht -0.98973 0.35261 -2.807 0.00574 ** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 1.937 on 135 degrees of freedom Multiple R-squared: 0.3605, Adjusted R-squared: 0.3321 F-statistic: 12.69 on 6 and 135 DF, p-value: 2.546e-11 > 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,] 0.8199931 0.36001372 0.180006859 [2,] 0.7646859 0.47062811 0.235314056 [3,] 0.9151894 0.16962125 0.084810627 [4,] 0.8697823 0.26043532 0.130217659 [5,] 0.8088847 0.38223061 0.191115303 [6,] 0.7392048 0.52159034 0.260795171 [7,] 0.7783045 0.44339096 0.221695480 [8,] 0.7036901 0.59261971 0.296309855 [9,] 0.6760506 0.64789877 0.323949383 [10,] 0.6791179 0.64176414 0.320882068 [11,] 0.6855988 0.62880240 0.314401199 [12,] 0.7163371 0.56732583 0.283662916 [13,] 0.6494797 0.70104059 0.350520297 [14,] 0.7725368 0.45492638 0.227463188 [15,] 0.8021562 0.39568751 0.197843757 [16,] 0.7512759 0.49744812 0.248724061 [17,] 0.6946047 0.61079065 0.305395325 [18,] 0.7401889 0.51962224 0.259811120 [19,] 0.7448875 0.51022500 0.255112500 [20,] 0.6897012 0.62059755 0.310298775 [21,] 0.6937146 0.61257079 0.306285396 [22,] 0.6538880 0.69222401 0.346112006 [23,] 0.6011797 0.79764062 0.398820312 [24,] 0.7963502 0.40729960 0.203649800 [25,] 0.9927878 0.01442444 0.007212222 [26,] 0.9895062 0.02098760 0.010493800 [27,] 0.9887616 0.02247678 0.011238391 [28,] 0.9838859 0.03222815 0.016114076 [29,] 0.9815946 0.03681086 0.018405428 [30,] 0.9780161 0.04396783 0.021983913 [31,] 0.9724415 0.05511701 0.027558507 [32,] 0.9639040 0.07219196 0.036095980 [33,] 0.9516783 0.09664346 0.048321728 [34,] 0.9363795 0.12724097 0.063620486 [35,] 0.9330761 0.13384778 0.066923888 [36,] 0.9145049 0.17099026 0.085495131 [37,] 0.8992645 0.20147091 0.100735453 [38,] 0.9551811 0.08963781 0.044818904 [39,] 0.9413765 0.11724702 0.058623511 [40,] 0.9243121 0.15137571 0.075687857 [41,] 0.9807087 0.03858267 0.019291335 [42,] 0.9742066 0.05158690 0.025793449 [43,] 0.9787911 0.04241771 0.021208854 [44,] 0.9886514 0.02269715 0.011348574 [45,] 0.9889765 0.02204694 0.011023472 [46,] 0.9847348 0.03053038 0.015265191 [47,] 0.9793144 0.04137124 0.020685622 [48,] 0.9907222 0.01855552 0.009277758 [49,] 0.9870502 0.02589953 0.012949764 [50,] 0.9827069 0.03458614 0.017293068 [51,] 0.9779230 0.04415402 0.022077011 [52,] 0.9805609 0.03887813 0.019439063 [53,] 0.9802313 0.03953733 0.019768667 [54,] 0.9757546 0.04849082 0.024245408 [55,] 0.9680757 0.06384853 0.031924263 [56,] 0.9611752 0.07764959 0.038824794 [57,] 0.9543090 0.09138200 0.045691001 [58,] 0.9485889 0.10282224 0.051411121 [59,] 0.9512515 0.09749708 0.048748540 [60,] 0.9371717 0.12565659 0.062828293 [61,] 0.9220884 0.15582324 0.077911619 [62,] 0.9021109 0.19577817 0.097889087 [63,] 0.8950218 0.20995636 0.104978178 [64,] 0.8762797 0.24744069 0.123720346 [65,] 0.8997470 0.20050609 0.100253045 [66,] 0.9159194 0.16816115 0.084080577 [67,] 0.8963653 0.20726945 0.103634723 [68,] 0.9307767 0.13844663 0.069223313 [69,] 0.9237777 0.15244456 0.076222280 [70,] 0.9158607 0.16827867 0.084139336 [71,] 0.9008730 0.19825398 0.099126988 [72,] 0.8784931 0.24301384 0.121506921 [73,] 0.8796511 0.24069787 0.120348933 [74,] 0.8630359 0.27392821 0.136964103 [75,] 0.8452885 0.30942300 0.154711501 [76,] 0.8482938 0.30341249 0.151706244 [77,] 0.8385087 0.32298257 0.161491286 [78,] 0.8056073 0.38878539 0.194392695 [79,] 0.7756164 0.44876718 0.224383590 [80,] 0.7422790 0.51544206 0.257721030 [81,] 0.7262352 0.54752965 0.273764824 [82,] 0.6959662 0.60806762 0.304033808 [83,] 0.7145801 0.57083981 0.285419906 [84,] 0.6947877 0.61042450 0.305212250 [85,] 0.8673294 0.26534115 0.132670577 [86,] 0.9120918 0.17581647 0.087908236 [87,] 0.9034196 0.19316079 0.096580394 [88,] 0.9009446 0.19811078 0.099055389 [89,] 0.8753004 0.24939924 0.124699620 [90,] 0.8505993 0.29880143 0.149400716 [91,] 0.8220685 0.35586296 0.177931482 [92,] 0.8068499 0.38630016 0.193150078 [93,] 0.8462951 0.30740979 0.153704894 [94,] 0.8507777 0.29844457 0.149222287 [95,] 0.8622966 0.27540675 0.137703377 [96,] 0.8387360 0.32252806 0.161264031 [97,] 0.8082563 0.38348741 0.191743707 [98,] 0.7921128 0.41577442 0.207887211 [99,] 0.7566843 0.48663140 0.243315702 [100,] 0.7955236 0.40895289 0.204476447 [101,] 0.7506485 0.49870295 0.249351473 [102,] 0.7448445 0.51031096 0.255155481 [103,] 0.7059451 0.58810985 0.294054926 [104,] 0.6744296 0.65114076 0.325570380 [105,] 0.6236314 0.75273711 0.376368556 [106,] 0.5692299 0.86154029 0.430770144 [107,] 0.6085373 0.78292546 0.391462730 [108,] 0.6389677 0.72206454 0.361032270 [109,] 0.5727370 0.85452596 0.427262980 [110,] 0.7657877 0.46842461 0.234212307 [111,] 0.8510268 0.29794645 0.148973225 [112,] 0.8032250 0.39354996 0.196774979 [113,] 0.7505935 0.49881292 0.249406460 [114,] 0.7269201 0.54615981 0.273079903 [115,] 0.6941569 0.61168610 0.305843051 [116,] 0.6156920 0.76861607 0.384308033 [117,] 0.6115593 0.77688143 0.388440715 [118,] 0.5747942 0.85041152 0.425205761 [119,] 0.5104206 0.97915877 0.489579384 [120,] 0.4597975 0.91959506 0.540202471 [121,] 0.3424219 0.68484376 0.657578118 [122,] 0.2413423 0.48268469 0.758657657 [123,] 0.1596632 0.31932650 0.840336752 > postscript(file="/var/www/html/freestat/rcomp/tmp/1ijpe1292351616.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2ss7z1292351616.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3ss7z1292351616.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4ss7z1292351616.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5ss7z1292351616.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 142 Frequency = 1 1 2 3 4 5 6 -0.44931193 -2.51405931 -1.08847941 1.02121135 2.04330048 0.51160954 7 8 9 10 11 12 0.74591014 1.38334225 3.41420805 3.02525254 0.83206855 -3.48855858 13 14 15 16 17 18 -0.25307552 2.16031658 0.73168433 -2.40647321 0.79436483 -2.16631377 19 20 21 22 23 24 2.36937721 1.30266659 2.02670341 1.00972538 -3.13205304 -2.64333108 25 26 27 28 29 30 -1.03239738 -0.95778983 -1.75818527 1.57473923 0.47857243 2.36239445 31 32 33 34 35 36 0.51816637 0.79333942 -4.07120005 -7.21385261 -0.54294687 -1.87545227 37 38 39 40 41 42 -0.26711700 1.57979476 1.54380852 1.22930511 -0.88745704 0.30923024 43 44 45 46 47 48 -0.11319072 -2.04911213 -0.24906913 1.00485715 4.14694510 0.25304674 49 50 51 52 53 54 -0.13274678 4.84116527 0.40709199 -2.63416891 3.41621124 -2.11129709 55 56 57 58 59 60 -0.01400517 0.35588805 -3.67300761 0.04410379 0.57164693 0.88870291 61 62 63 64 65 66 2.26685771 1.86792322 -1.22200044 0.24637352 -1.11129709 1.22644006 67 68 69 70 71 72 -1.80174950 1.93259714 -0.21223363 0.42994327 -0.24391510 1.30980007 73 74 75 76 77 78 -0.89832227 2.42126678 -2.90579070 -0.37517778 2.99217130 -1.76633310 79 80 81 82 83 84 1.01073973 -1.29384143 -0.49615408 -2.44598191 0.58797740 -0.43172304 85 86 87 88 89 90 -0.04307706 -3.01059228 -1.30534903 -0.69454559 0.36370479 1.52223278 91 92 93 94 95 96 1.09702898 1.81399086 -1.07593706 -4.47088472 -2.82178232 1.31671827 97 98 99 100 101 102 -1.43553489 -0.83766827 -1.02427930 -1.13464946 -0.23620627 2.79363542 103 104 105 106 107 108 -1.45642414 -2.46267835 -0.82607450 0.63893934 1.61622137 1.15008241 109 110 111 112 113 114 -2.61383929 0.88377011 2.47823194 1.00521161 2.17785591 0.84939171 115 116 117 118 119 120 -0.26830372 -2.02933483 -2.27507848 0.59114951 3.54058206 3.07936532 121 122 123 124 125 126 0.63268514 0.69082891 -1.53089838 -1.37750069 -0.52380485 1.76175703 127 128 129 130 131 132 1.34466625 -1.91930149 -0.93709844 0.44817756 1.25471885 1.80708165 133 134 135 136 137 138 -2.36851353 -1.99528217 0.68926225 -1.95399874 -0.17658789 1.33463291 139 140 141 142 2.27704146 2.12894217 -1.47088472 -0.06546544 > postscript(file="/var/www/html/freestat/rcomp/tmp/63k621292351616.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 142 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.44931193 NA 1 -2.51405931 -0.44931193 2 -1.08847941 -2.51405931 3 1.02121135 -1.08847941 4 2.04330048 1.02121135 5 0.51160954 2.04330048 6 0.74591014 0.51160954 7 1.38334225 0.74591014 8 3.41420805 1.38334225 9 3.02525254 3.41420805 10 0.83206855 3.02525254 11 -3.48855858 0.83206855 12 -0.25307552 -3.48855858 13 2.16031658 -0.25307552 14 0.73168433 2.16031658 15 -2.40647321 0.73168433 16 0.79436483 -2.40647321 17 -2.16631377 0.79436483 18 2.36937721 -2.16631377 19 1.30266659 2.36937721 20 2.02670341 1.30266659 21 1.00972538 2.02670341 22 -3.13205304 1.00972538 23 -2.64333108 -3.13205304 24 -1.03239738 -2.64333108 25 -0.95778983 -1.03239738 26 -1.75818527 -0.95778983 27 1.57473923 -1.75818527 28 0.47857243 1.57473923 29 2.36239445 0.47857243 30 0.51816637 2.36239445 31 0.79333942 0.51816637 32 -4.07120005 0.79333942 33 -7.21385261 -4.07120005 34 -0.54294687 -7.21385261 35 -1.87545227 -0.54294687 36 -0.26711700 -1.87545227 37 1.57979476 -0.26711700 38 1.54380852 1.57979476 39 1.22930511 1.54380852 40 -0.88745704 1.22930511 41 0.30923024 -0.88745704 42 -0.11319072 0.30923024 43 -2.04911213 -0.11319072 44 -0.24906913 -2.04911213 45 1.00485715 -0.24906913 46 4.14694510 1.00485715 47 0.25304674 4.14694510 48 -0.13274678 0.25304674 49 4.84116527 -0.13274678 50 0.40709199 4.84116527 51 -2.63416891 0.40709199 52 3.41621124 -2.63416891 53 -2.11129709 3.41621124 54 -0.01400517 -2.11129709 55 0.35588805 -0.01400517 56 -3.67300761 0.35588805 57 0.04410379 -3.67300761 58 0.57164693 0.04410379 59 0.88870291 0.57164693 60 2.26685771 0.88870291 61 1.86792322 2.26685771 62 -1.22200044 1.86792322 63 0.24637352 -1.22200044 64 -1.11129709 0.24637352 65 1.22644006 -1.11129709 66 -1.80174950 1.22644006 67 1.93259714 -1.80174950 68 -0.21223363 1.93259714 69 0.42994327 -0.21223363 70 -0.24391510 0.42994327 71 1.30980007 -0.24391510 72 -0.89832227 1.30980007 73 2.42126678 -0.89832227 74 -2.90579070 2.42126678 75 -0.37517778 -2.90579070 76 2.99217130 -0.37517778 77 -1.76633310 2.99217130 78 1.01073973 -1.76633310 79 -1.29384143 1.01073973 80 -0.49615408 -1.29384143 81 -2.44598191 -0.49615408 82 0.58797740 -2.44598191 83 -0.43172304 0.58797740 84 -0.04307706 -0.43172304 85 -3.01059228 -0.04307706 86 -1.30534903 -3.01059228 87 -0.69454559 -1.30534903 88 0.36370479 -0.69454559 89 1.52223278 0.36370479 90 1.09702898 1.52223278 91 1.81399086 1.09702898 92 -1.07593706 1.81399086 93 -4.47088472 -1.07593706 94 -2.82178232 -4.47088472 95 1.31671827 -2.82178232 96 -1.43553489 1.31671827 97 -0.83766827 -1.43553489 98 -1.02427930 -0.83766827 99 -1.13464946 -1.02427930 100 -0.23620627 -1.13464946 101 2.79363542 -0.23620627 102 -1.45642414 2.79363542 103 -2.46267835 -1.45642414 104 -0.82607450 -2.46267835 105 0.63893934 -0.82607450 106 1.61622137 0.63893934 107 1.15008241 1.61622137 108 -2.61383929 1.15008241 109 0.88377011 -2.61383929 110 2.47823194 0.88377011 111 1.00521161 2.47823194 112 2.17785591 1.00521161 113 0.84939171 2.17785591 114 -0.26830372 0.84939171 115 -2.02933483 -0.26830372 116 -2.27507848 -2.02933483 117 0.59114951 -2.27507848 118 3.54058206 0.59114951 119 3.07936532 3.54058206 120 0.63268514 3.07936532 121 0.69082891 0.63268514 122 -1.53089838 0.69082891 123 -1.37750069 -1.53089838 124 -0.52380485 -1.37750069 125 1.76175703 -0.52380485 126 1.34466625 1.76175703 127 -1.91930149 1.34466625 128 -0.93709844 -1.91930149 129 0.44817756 -0.93709844 130 1.25471885 0.44817756 131 1.80708165 1.25471885 132 -2.36851353 1.80708165 133 -1.99528217 -2.36851353 134 0.68926225 -1.99528217 135 -1.95399874 0.68926225 136 -0.17658789 -1.95399874 137 1.33463291 -0.17658789 138 2.27704146 1.33463291 139 2.12894217 2.27704146 140 -1.47088472 2.12894217 141 -0.06546544 -1.47088472 142 NA -0.06546544 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -2.51405931 -0.44931193 [2,] -1.08847941 -2.51405931 [3,] 1.02121135 -1.08847941 [4,] 2.04330048 1.02121135 [5,] 0.51160954 2.04330048 [6,] 0.74591014 0.51160954 [7,] 1.38334225 0.74591014 [8,] 3.41420805 1.38334225 [9,] 3.02525254 3.41420805 [10,] 0.83206855 3.02525254 [11,] -3.48855858 0.83206855 [12,] -0.25307552 -3.48855858 [13,] 2.16031658 -0.25307552 [14,] 0.73168433 2.16031658 [15,] -2.40647321 0.73168433 [16,] 0.79436483 -2.40647321 [17,] -2.16631377 0.79436483 [18,] 2.36937721 -2.16631377 [19,] 1.30266659 2.36937721 [20,] 2.02670341 1.30266659 [21,] 1.00972538 2.02670341 [22,] -3.13205304 1.00972538 [23,] -2.64333108 -3.13205304 [24,] -1.03239738 -2.64333108 [25,] -0.95778983 -1.03239738 [26,] -1.75818527 -0.95778983 [27,] 1.57473923 -1.75818527 [28,] 0.47857243 1.57473923 [29,] 2.36239445 0.47857243 [30,] 0.51816637 2.36239445 [31,] 0.79333942 0.51816637 [32,] -4.07120005 0.79333942 [33,] -7.21385261 -4.07120005 [34,] -0.54294687 -7.21385261 [35,] -1.87545227 -0.54294687 [36,] -0.26711700 -1.87545227 [37,] 1.57979476 -0.26711700 [38,] 1.54380852 1.57979476 [39,] 1.22930511 1.54380852 [40,] -0.88745704 1.22930511 [41,] 0.30923024 -0.88745704 [42,] -0.11319072 0.30923024 [43,] -2.04911213 -0.11319072 [44,] -0.24906913 -2.04911213 [45,] 1.00485715 -0.24906913 [46,] 4.14694510 1.00485715 [47,] 0.25304674 4.14694510 [48,] -0.13274678 0.25304674 [49,] 4.84116527 -0.13274678 [50,] 0.40709199 4.84116527 [51,] -2.63416891 0.40709199 [52,] 3.41621124 -2.63416891 [53,] -2.11129709 3.41621124 [54,] -0.01400517 -2.11129709 [55,] 0.35588805 -0.01400517 [56,] -3.67300761 0.35588805 [57,] 0.04410379 -3.67300761 [58,] 0.57164693 0.04410379 [59,] 0.88870291 0.57164693 [60,] 2.26685771 0.88870291 [61,] 1.86792322 2.26685771 [62,] -1.22200044 1.86792322 [63,] 0.24637352 -1.22200044 [64,] -1.11129709 0.24637352 [65,] 1.22644006 -1.11129709 [66,] -1.80174950 1.22644006 [67,] 1.93259714 -1.80174950 [68,] -0.21223363 1.93259714 [69,] 0.42994327 -0.21223363 [70,] -0.24391510 0.42994327 [71,] 1.30980007 -0.24391510 [72,] -0.89832227 1.30980007 [73,] 2.42126678 -0.89832227 [74,] -2.90579070 2.42126678 [75,] -0.37517778 -2.90579070 [76,] 2.99217130 -0.37517778 [77,] -1.76633310 2.99217130 [78,] 1.01073973 -1.76633310 [79,] -1.29384143 1.01073973 [80,] -0.49615408 -1.29384143 [81,] -2.44598191 -0.49615408 [82,] 0.58797740 -2.44598191 [83,] -0.43172304 0.58797740 [84,] -0.04307706 -0.43172304 [85,] -3.01059228 -0.04307706 [86,] -1.30534903 -3.01059228 [87,] -0.69454559 -1.30534903 [88,] 0.36370479 -0.69454559 [89,] 1.52223278 0.36370479 [90,] 1.09702898 1.52223278 [91,] 1.81399086 1.09702898 [92,] -1.07593706 1.81399086 [93,] -4.47088472 -1.07593706 [94,] -2.82178232 -4.47088472 [95,] 1.31671827 -2.82178232 [96,] -1.43553489 1.31671827 [97,] -0.83766827 -1.43553489 [98,] -1.02427930 -0.83766827 [99,] -1.13464946 -1.02427930 [100,] -0.23620627 -1.13464946 [101,] 2.79363542 -0.23620627 [102,] -1.45642414 2.79363542 [103,] -2.46267835 -1.45642414 [104,] -0.82607450 -2.46267835 [105,] 0.63893934 -0.82607450 [106,] 1.61622137 0.63893934 [107,] 1.15008241 1.61622137 [108,] -2.61383929 1.15008241 [109,] 0.88377011 -2.61383929 [110,] 2.47823194 0.88377011 [111,] 1.00521161 2.47823194 [112,] 2.17785591 1.00521161 [113,] 0.84939171 2.17785591 [114,] -0.26830372 0.84939171 [115,] -2.02933483 -0.26830372 [116,] -2.27507848 -2.02933483 [117,] 0.59114951 -2.27507848 [118,] 3.54058206 0.59114951 [119,] 3.07936532 3.54058206 [120,] 0.63268514 3.07936532 [121,] 0.69082891 0.63268514 [122,] -1.53089838 0.69082891 [123,] -1.37750069 -1.53089838 [124,] -0.52380485 -1.37750069 [125,] 1.76175703 -0.52380485 [126,] 1.34466625 1.76175703 [127,] -1.91930149 1.34466625 [128,] -0.93709844 -1.91930149 [129,] 0.44817756 -0.93709844 [130,] 1.25471885 0.44817756 [131,] 1.80708165 1.25471885 [132,] -2.36851353 1.80708165 [133,] -1.99528217 -2.36851353 [134,] 0.68926225 -1.99528217 [135,] -1.95399874 0.68926225 [136,] -0.17658789 -1.95399874 [137,] 1.33463291 -0.17658789 [138,] 2.27704146 1.33463291 [139,] 2.12894217 2.27704146 [140,] -1.47088472 2.12894217 [141,] -0.06546544 -1.47088472 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -2.51405931 -0.44931193 2 -1.08847941 -2.51405931 3 1.02121135 -1.08847941 4 2.04330048 1.02121135 5 0.51160954 2.04330048 6 0.74591014 0.51160954 7 1.38334225 0.74591014 8 3.41420805 1.38334225 9 3.02525254 3.41420805 10 0.83206855 3.02525254 11 -3.48855858 0.83206855 12 -0.25307552 -3.48855858 13 2.16031658 -0.25307552 14 0.73168433 2.16031658 15 -2.40647321 0.73168433 16 0.79436483 -2.40647321 17 -2.16631377 0.79436483 18 2.36937721 -2.16631377 19 1.30266659 2.36937721 20 2.02670341 1.30266659 21 1.00972538 2.02670341 22 -3.13205304 1.00972538 23 -2.64333108 -3.13205304 24 -1.03239738 -2.64333108 25 -0.95778983 -1.03239738 26 -1.75818527 -0.95778983 27 1.57473923 -1.75818527 28 0.47857243 1.57473923 29 2.36239445 0.47857243 30 0.51816637 2.36239445 31 0.79333942 0.51816637 32 -4.07120005 0.79333942 33 -7.21385261 -4.07120005 34 -0.54294687 -7.21385261 35 -1.87545227 -0.54294687 36 -0.26711700 -1.87545227 37 1.57979476 -0.26711700 38 1.54380852 1.57979476 39 1.22930511 1.54380852 40 -0.88745704 1.22930511 41 0.30923024 -0.88745704 42 -0.11319072 0.30923024 43 -2.04911213 -0.11319072 44 -0.24906913 -2.04911213 45 1.00485715 -0.24906913 46 4.14694510 1.00485715 47 0.25304674 4.14694510 48 -0.13274678 0.25304674 49 4.84116527 -0.13274678 50 0.40709199 4.84116527 51 -2.63416891 0.40709199 52 3.41621124 -2.63416891 53 -2.11129709 3.41621124 54 -0.01400517 -2.11129709 55 0.35588805 -0.01400517 56 -3.67300761 0.35588805 57 0.04410379 -3.67300761 58 0.57164693 0.04410379 59 0.88870291 0.57164693 60 2.26685771 0.88870291 61 1.86792322 2.26685771 62 -1.22200044 1.86792322 63 0.24637352 -1.22200044 64 -1.11129709 0.24637352 65 1.22644006 -1.11129709 66 -1.80174950 1.22644006 67 1.93259714 -1.80174950 68 -0.21223363 1.93259714 69 0.42994327 -0.21223363 70 -0.24391510 0.42994327 71 1.30980007 -0.24391510 72 -0.89832227 1.30980007 73 2.42126678 -0.89832227 74 -2.90579070 2.42126678 75 -0.37517778 -2.90579070 76 2.99217130 -0.37517778 77 -1.76633310 2.99217130 78 1.01073973 -1.76633310 79 -1.29384143 1.01073973 80 -0.49615408 -1.29384143 81 -2.44598191 -0.49615408 82 0.58797740 -2.44598191 83 -0.43172304 0.58797740 84 -0.04307706 -0.43172304 85 -3.01059228 -0.04307706 86 -1.30534903 -3.01059228 87 -0.69454559 -1.30534903 88 0.36370479 -0.69454559 89 1.52223278 0.36370479 90 1.09702898 1.52223278 91 1.81399086 1.09702898 92 -1.07593706 1.81399086 93 -4.47088472 -1.07593706 94 -2.82178232 -4.47088472 95 1.31671827 -2.82178232 96 -1.43553489 1.31671827 97 -0.83766827 -1.43553489 98 -1.02427930 -0.83766827 99 -1.13464946 -1.02427930 100 -0.23620627 -1.13464946 101 2.79363542 -0.23620627 102 -1.45642414 2.79363542 103 -2.46267835 -1.45642414 104 -0.82607450 -2.46267835 105 0.63893934 -0.82607450 106 1.61622137 0.63893934 107 1.15008241 1.61622137 108 -2.61383929 1.15008241 109 0.88377011 -2.61383929 110 2.47823194 0.88377011 111 1.00521161 2.47823194 112 2.17785591 1.00521161 113 0.84939171 2.17785591 114 -0.26830372 0.84939171 115 -2.02933483 -0.26830372 116 -2.27507848 -2.02933483 117 0.59114951 -2.27507848 118 3.54058206 0.59114951 119 3.07936532 3.54058206 120 0.63268514 3.07936532 121 0.69082891 0.63268514 122 -1.53089838 0.69082891 123 -1.37750069 -1.53089838 124 -0.52380485 -1.37750069 125 1.76175703 -0.52380485 126 1.34466625 1.76175703 127 -1.91930149 1.34466625 128 -0.93709844 -1.91930149 129 0.44817756 -0.93709844 130 1.25471885 0.44817756 131 1.80708165 1.25471885 132 -2.36851353 1.80708165 133 -1.99528217 -2.36851353 134 0.68926225 -1.99528217 135 -1.95399874 0.68926225 136 -0.17658789 -1.95399874 137 1.33463291 -0.17658789 138 2.27704146 1.33463291 139 2.12894217 2.27704146 140 -1.47088472 2.12894217 141 -0.06546544 -1.47088472 > 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/7wbn51292351616.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/8wbn51292351616.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/96knq1292351616.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/106knq1292351616.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11s33w1292351616.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/12dl1k1292351616.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/1324gv1292351616.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/14ddgy1292351616.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/15gewm1292351616.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/16c6ud1292351616.tab") + } > > try(system("convert tmp/1ijpe1292351616.ps tmp/1ijpe1292351616.png",intern=TRUE)) character(0) > try(system("convert tmp/2ss7z1292351616.ps tmp/2ss7z1292351616.png",intern=TRUE)) character(0) > try(system("convert tmp/3ss7z1292351616.ps tmp/3ss7z1292351616.png",intern=TRUE)) character(0) > try(system("convert tmp/4ss7z1292351616.ps tmp/4ss7z1292351616.png",intern=TRUE)) character(0) > try(system("convert tmp/5ss7z1292351616.ps tmp/5ss7z1292351616.png",intern=TRUE)) character(0) > try(system("convert tmp/63k621292351616.ps tmp/63k621292351616.png",intern=TRUE)) character(0) > try(system("convert tmp/7wbn51292351616.ps tmp/7wbn51292351616.png",intern=TRUE)) character(0) > try(system("convert tmp/8wbn51292351616.ps tmp/8wbn51292351616.png",intern=TRUE)) character(0) > try(system("convert tmp/96knq1292351616.ps tmp/96knq1292351616.png",intern=TRUE)) character(0) > try(system("convert tmp/106knq1292351616.ps tmp/106knq1292351616.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.650 2.770 6.214