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(41 + ,25 + ,15 + ,9 + ,3 + ,38 + ,25 + ,15 + ,9 + ,4 + ,37 + ,19 + ,14 + ,9 + ,4 + ,42 + ,18 + ,10 + ,8 + ,4 + ,40 + ,23 + ,18 + ,15 + ,3 + ,43 + ,25 + ,14 + ,9 + ,4 + ,40 + ,23 + ,11 + ,11 + ,4 + ,45 + ,30 + ,17 + ,6 + ,5 + ,45 + ,32 + ,21 + ,10 + ,4 + ,44 + ,25 + ,7 + ,11 + ,4 + ,42 + ,26 + ,18 + ,16 + ,4 + ,32 + ,25 + ,13 + ,11 + ,5 + ,32 + ,25 + ,13 + ,11 + ,5 + ,41 + ,35 + ,18 + ,7 + ,4 + ,38 + ,20 + ,12 + ,10 + ,4 + ,38 + ,21 + ,9 + ,9 + ,4 + ,24 + ,23 + ,11 + ,15 + ,3 + ,46 + ,17 + ,11 + ,6 + ,5 + ,42 + ,27 + ,16 + ,12 + ,4 + ,46 + ,25 + ,12 + ,10 + ,4 + ,43 + ,18 + ,14 + ,14 + ,5 + ,38 + ,22 + ,13 + ,9 + ,4 + ,39 + ,23 + ,17 + ,14 + ,4 + ,40 + ,25 + ,13 + ,14 + ,3 + ,37 + ,19 + ,13 + ,9 + ,2 + ,41 + ,20 + ,12 + ,8 + ,4 + ,46 + ,26 + ,12 + ,10 + ,4 + ,26 + ,16 + ,12 + ,9 + ,3 + ,37 + ,22 + ,9 + ,9 + ,3 + ,39 + ,25 + ,17 + ,9 + ,4 + ,44 + ,29 + ,18 + ,11 + ,5 + ,38 + ,22 + ,12 + ,10 + ,2 + ,38 + ,32 + ,12 + ,8 + ,0 + ,38 + ,23 + ,9 + ,14 + ,4 + ,33 + ,18 + ,13 + ,10 + ,3 + ,43 + ,26 + ,11 + ,14 + ,4 + ,41 + ,14 + ,13 + ,15 + ,2 + ,49 + ,20 + ,6 + ,8 + ,4 + ,45 + ,25 + ,11 + ,10 + ,5 + ,31 + ,21 + ,18 + ,13 + ,3 + ,30 + ,21 + ,18 + ,13 + ,3 + ,38 + ,23 + ,15 + ,10 + ,4 + ,39 + ,24 + ,11 + ,11 + ,4 + ,40 + ,21 + ,14 + ,10 + ,4 + ,36 + ,17 + ,12 + ,16 + ,2 + ,49 + ,29 + ,8 + ,6 + ,5 + ,41 + ,25 + ,11 + ,11 + ,4 + ,18 + ,16 + ,10 + ,12 + ,2 + ,42 + ,25 + ,17 + ,14 + ,3 + ,41 + ,25 + ,16 + ,9 + ,5 + ,43 + ,21 + ,13 + ,11 + ,4 + ,46 + ,23 + ,15 + ,8 + ,3 + ,41 + ,25 + ,16 + ,8 + ,5 + ,39 + ,25 + ,7 + ,11 + ,4 + ,42 + ,24 + ,16 + ,16 + ,4 + ,35 + ,21 + ,13 + ,12 + ,5 + ,36 + ,22 + ,15 + ,14 + ,3 + ,48 + ,14 + ,12 + ,8 + ,4 + ,41 + ,20 + ,12 + ,10 + ,4 + ,47 + ,21 + ,24 + ,14 + ,3 + ,41 + ,22 + ,15 + ,10 + ,3 + ,31 + ,19 + ,8 + ,5 + ,5 + ,36 + ,28 + ,18 + ,12 + ,4 + ,46 + ,25 + ,17 + ,9 + ,4 + ,44 + ,21 + ,15 + ,8 + ,4 + ,43 + ,27 + ,11 + ,16 + ,2 + ,40 + ,19 + ,12 + ,13 + ,5 + ,40 + ,20 + ,14 + ,8 + ,3 + ,46 + ,17 + ,11 + ,14 + ,3 + ,39 + ,22 + ,10 + ,8 + ,4 + ,44 + ,26 + ,11 + ,7 + ,4 + ,38 + ,17 + ,12 + ,11 + ,2 + ,39 + ,15 + ,6 + ,6 + ,4 + ,41 + ,27 + ,15 + ,9 + ,5 + ,39 + ,25 + ,14 + ,14 + ,3 + ,40 + ,19 + ,16 + ,12 + ,4 + ,44 + ,18 + ,16 + ,8 + ,4 + ,42 + ,15 + ,11 + ,8 + ,4 + ,46 + ,29 + ,15 + ,12 + ,5 + ,44 + ,24 + ,12 + ,13 + ,4 + ,37 + ,24 + ,13 + ,11 + ,4 + ,39 + ,22 + ,14 + ,12 + ,2 + ,40 + ,22 + ,12 + ,13 + ,3 + ,42 + ,25 + ,17 + ,14 + ,3 + ,37 + ,21 + ,11 + ,9 + ,3 + ,33 + ,21 + ,13 + ,8 + ,2 + ,35 + ,18 + ,9 + ,8 + ,4 + ,42 + ,10 + ,12 + ,9 + ,2 + ,36 + ,18 + ,10 + ,14 + ,2 + ,44 + ,23 + ,9 + ,14 + ,4 + ,45 + ,24 + ,11 + ,14 + ,4 + ,47 + ,32 + ,9 + ,14 + ,4 + ,40 + ,24 + ,16 + ,9 + ,4 + ,49 + ,17 + ,14 + ,14 + ,4 + ,48 + ,30 + ,24 + ,8 + ,5 + ,29 + ,25 + ,9 + ,10 + ,4 + ,45 + ,23 + ,11 + ,11 + ,5 + ,29 + ,19 + ,14 + ,13 + ,2 + ,41 + ,21 + ,12 + ,9 + ,4 + ,34 + ,24 + ,8 + ,13 + ,2 + ,38 + ,23 + ,5 + ,16 + ,2 + ,37 + ,19 + ,10 + ,12 + ,3 + ,48 + ,27 + ,15 + ,4 + ,5 + ,39 + ,26 + ,10 + ,10 + ,4 + ,34 + ,26 + ,18 + ,14 + ,4 + ,35 + ,16 + ,12 + ,10 + ,2 + ,41 + ,27 + ,13 + ,9 + ,3 + ,43 + ,14 + ,11 + ,8 + ,4 + ,41 + ,18 + ,12 + ,9 + ,3 + ,39 + ,21 + ,7 + ,15 + ,2 + ,36 + ,22 + ,17 + ,8 + ,4 + ,32 + ,31 + ,9 + ,11 + ,4 + ,46 + ,23 + ,10 + ,12 + ,4 + ,42 + ,24 + ,12 + ,9 + ,4 + ,42 + ,19 + ,10 + ,13 + ,2 + ,45 + ,22 + ,7 + ,7 + ,3 + ,39 + ,24 + ,13 + ,10 + ,4 + ,45 + ,28 + ,9 + ,11 + ,4 + ,48 + ,24 + ,9 + ,8 + ,5 + ,28 + ,15 + ,12 + ,14 + ,4 + ,35 + ,21 + ,11 + ,9 + ,2 + ,38 + ,21 + ,14 + ,16 + ,4 + ,42 + ,13 + ,8 + ,11 + ,4 + ,36 + ,20 + ,11 + ,12 + ,3 + ,37 + ,22 + ,11 + ,8 + ,4 + ,38 + ,19 + ,12 + ,7 + ,3 + ,43 + ,26 + ,20 + ,13 + ,4 + ,35 + ,19 + ,8 + ,20 + ,2 + ,36 + ,20 + ,11 + ,11 + ,4 + ,33 + ,14 + ,15 + ,10 + ,2 + ,39 + ,17 + ,12 + ,16 + ,4 + ,32 + ,29 + ,12 + ,12 + ,4 + ,45 + ,21 + ,12 + ,8 + ,3 + ,35 + ,19 + ,11 + ,10 + ,4 + ,38 + ,17 + ,9 + ,11 + ,3 + ,36 + ,19 + ,8 + ,14 + ,3 + ,42 + ,17 + ,12 + ,10 + ,3 + ,41 + ,19 + ,13 + ,12 + ,4 + ,47 + ,21 + ,17 + ,11 + ,3 + ,35 + ,20 + ,16 + ,11 + ,3 + ,43 + ,20 + ,11 + ,14 + ,3 + ,40 + ,29 + ,9 + ,16 + ,4 + ,46 + ,23 + ,11 + ,9 + ,4 + ,44 + ,23 + ,11 + ,11 + ,5 + ,35 + ,19 + ,13 + ,9 + ,3 + ,29 + ,22 + ,15 + ,14 + ,4) + ,dim=c(5 + ,146) + ,dimnames=list(c('StudyForCareer' + ,'PersonalStandards' + ,'ParentalExpectations' + ,'Doubts' + ,'LeaderPreference') + ,1:146)) > y <- array(NA,dim=c(5,146),dimnames=list(c('StudyForCareer','PersonalStandards','ParentalExpectations','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 = '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 StudyForCareer PersonalStandards ParentalExpectations Doubts 1 41 25 15 9 2 38 25 15 9 3 37 19 14 9 4 42 18 10 8 5 40 23 18 15 6 43 25 14 9 7 40 23 11 11 8 45 30 17 6 9 45 32 21 10 10 44 25 7 11 11 42 26 18 16 12 32 25 13 11 13 32 25 13 11 14 41 35 18 7 15 38 20 12 10 16 38 21 9 9 17 24 23 11 15 18 46 17 11 6 19 42 27 16 12 20 46 25 12 10 21 43 18 14 14 22 38 22 13 9 23 39 23 17 14 24 40 25 13 14 25 37 19 13 9 26 41 20 12 8 27 46 26 12 10 28 26 16 12 9 29 37 22 9 9 30 39 25 17 9 31 44 29 18 11 32 38 22 12 10 33 38 32 12 8 34 38 23 9 14 35 33 18 13 10 36 43 26 11 14 37 41 14 13 15 38 49 20 6 8 39 45 25 11 10 40 31 21 18 13 41 30 21 18 13 42 38 23 15 10 43 39 24 11 11 44 40 21 14 10 45 36 17 12 16 46 49 29 8 6 47 41 25 11 11 48 18 16 10 12 49 42 25 17 14 50 41 25 16 9 51 43 21 13 11 52 46 23 15 8 53 41 25 16 8 54 39 25 7 11 55 42 24 16 16 56 35 21 13 12 57 36 22 15 14 58 48 14 12 8 59 41 20 12 10 60 47 21 24 14 61 41 22 15 10 62 31 19 8 5 63 36 28 18 12 64 46 25 17 9 65 44 21 15 8 66 43 27 11 16 67 40 19 12 13 68 40 20 14 8 69 46 17 11 14 70 39 22 10 8 71 44 26 11 7 72 38 17 12 11 73 39 15 6 6 74 41 27 15 9 75 39 25 14 14 76 40 19 16 12 77 44 18 16 8 78 42 15 11 8 79 46 29 15 12 80 44 24 12 13 81 37 24 13 11 82 39 22 14 12 83 40 22 12 13 84 42 25 17 14 85 37 21 11 9 86 33 21 13 8 87 35 18 9 8 88 42 10 12 9 89 36 18 10 14 90 44 23 9 14 91 45 24 11 14 92 47 32 9 14 93 40 24 16 9 94 49 17 14 14 95 48 30 24 8 96 29 25 9 10 97 45 23 11 11 98 29 19 14 13 99 41 21 12 9 100 34 24 8 13 101 38 23 5 16 102 37 19 10 12 103 48 27 15 4 104 39 26 10 10 105 34 26 18 14 106 35 16 12 10 107 41 27 13 9 108 43 14 11 8 109 41 18 12 9 110 39 21 7 15 111 36 22 17 8 112 32 31 9 11 113 46 23 10 12 114 42 24 12 9 115 42 19 10 13 116 45 22 7 7 117 39 24 13 10 118 45 28 9 11 119 48 24 9 8 120 28 15 12 14 121 35 21 11 9 122 38 21 14 16 123 42 13 8 11 124 36 20 11 12 125 37 22 11 8 126 38 19 12 7 127 43 26 20 13 128 35 19 8 20 129 36 20 11 11 130 33 14 15 10 131 39 17 12 16 132 32 29 12 12 133 45 21 12 8 134 35 19 11 10 135 38 17 9 11 136 36 19 8 14 137 42 17 12 10 138 41 19 13 12 139 47 21 17 11 140 35 20 16 11 141 43 20 11 14 142 40 29 9 16 143 46 23 11 9 144 44 23 11 11 145 35 19 13 9 146 29 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) PersonalStandards ParentalExpectations 32.52021 0.17419 0.04668 Doubts LeaderPreference -0.21737 1.39807 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -17.962 -2.227 0.633 3.246 10.316 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 32.52021 3.25036 10.005 < 2e-16 *** PersonalStandards 0.17419 0.10383 1.678 0.09563 . ParentalExpectations 0.04668 0.12794 0.365 0.71578 Doubts -0.21737 0.15497 -1.403 0.16291 LeaderPreference 1.39807 0.48222 2.899 0.00434 ** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 4.982 on 141 degrees of freedom Multiple R-squared: 0.1354, Adjusted R-squared: 0.1108 F-statistic: 5.519 on 4 and 141 DF, p-value: 0.0003713 > 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,] 0.21114499 0.42228998 0.78885501 [2,] 0.11120490 0.22240979 0.88879510 [3,] 0.05028840 0.10057681 0.94971160 [4,] 0.02126025 0.04252050 0.97873975 [5,] 0.19229041 0.38458083 0.80770959 [6,] 0.23129304 0.46258609 0.76870696 [7,] 0.25524931 0.51049863 0.74475069 [8,] 0.18067673 0.36135346 0.81932327 [9,] 0.12827417 0.25654834 0.87172583 [10,] 0.67986880 0.64026241 0.32013120 [11,] 0.66331981 0.67336037 0.33668019 [12,] 0.61833712 0.76332577 0.38166288 [13,] 0.67188145 0.65623709 0.32811855 [14,] 0.67126267 0.65747466 0.32873733 [15,] 0.62109094 0.75781813 0.37890906 [16,] 0.55042690 0.89914620 0.44957310 [17,] 0.51197937 0.97604126 0.48802063 [18,] 0.45423669 0.90847337 0.54576331 [19,] 0.38671558 0.77343115 0.61328442 [20,] 0.42413651 0.84827302 0.57586349 [21,] 0.69628236 0.60743528 0.30371764 [22,] 0.64023178 0.71953645 0.35976822 [23,] 0.59107406 0.81785187 0.40892594 [24,] 0.53065250 0.93869501 0.46934750 [25,] 0.47885133 0.95770265 0.52114867 [26,] 0.42139129 0.84278257 0.57860871 [27,] 0.36557167 0.73114335 0.63442833 [28,] 0.34539104 0.69078208 0.65460896 [29,] 0.32202504 0.64405009 0.67797496 [30,] 0.39573588 0.79147176 0.60426412 [31,] 0.53599895 0.92800210 0.46400105 [32,] 0.49641177 0.99282353 0.50358823 [33,] 0.52411022 0.95177956 0.47588978 [34,] 0.57017793 0.85964413 0.42982207 [35,] 0.52464142 0.95071716 0.47535858 [36,] 0.47498016 0.94996032 0.52501984 [37,] 0.42332040 0.84664079 0.57667960 [38,] 0.38227573 0.76455146 0.61772427 [39,] 0.36671735 0.73343471 0.63328265 [40,] 0.31783838 0.63567677 0.68216162 [41,] 0.81214378 0.37571245 0.18785622 [42,] 0.80377458 0.39245083 0.19622542 [43,] 0.76950325 0.46099350 0.23049675 [44,] 0.75193800 0.49612400 0.24806200 [45,] 0.79031107 0.41937786 0.20968893 [46,] 0.75704053 0.48591894 0.24295947 [47,] 0.72285427 0.55429145 0.27714573 [48,] 0.69647155 0.60705690 0.30352845 [49,] 0.71290418 0.57419165 0.28709582 [50,] 0.67756948 0.64486104 0.32243052 [51,] 0.78488138 0.43023724 0.21511862 [52,] 0.74964028 0.50071943 0.25035972 [53,] 0.82802494 0.34395013 0.17197506 [54,] 0.80050341 0.39899318 0.19949659 [55,] 0.90282284 0.19435432 0.09717716 [56,] 0.90525991 0.18948018 0.09474009 [57,] 0.90162245 0.19675511 0.09837755 [58,] 0.88864833 0.22270334 0.11135167 [59,] 0.90200199 0.19599602 0.09799801 [60,] 0.88124819 0.23750362 0.11875181 [61,] 0.85665260 0.28669481 0.14334740 [62,] 0.90909859 0.18180281 0.09090141 [63,] 0.89026541 0.21946918 0.10973459 [64,] 0.87148176 0.25703648 0.12851824 [65,] 0.84777428 0.30445144 0.15222572 [66,] 0.82034548 0.35930905 0.17965452 [67,] 0.79254563 0.41490875 0.20745437 [68,] 0.75643704 0.48712591 0.24356296 [69,] 0.71730520 0.56538960 0.28269480 [70,] 0.69693199 0.60613602 0.30306801 [71,] 0.66241849 0.67516302 0.33758151 [72,] 0.63729873 0.72540254 0.36270127 [73,] 0.62004245 0.75991511 0.37995755 [74,] 0.59500731 0.80998537 0.40499269 [75,] 0.55622458 0.88755085 0.44377542 [76,] 0.51404249 0.97191502 0.48595751 [77,] 0.49345687 0.98691373 0.50654313 [78,] 0.45105468 0.90210935 0.54894532 [79,] 0.44087417 0.88174834 0.55912583 [80,] 0.45381663 0.90763326 0.54618337 [81,] 0.47654145 0.95308290 0.52345855 [82,] 0.42743784 0.85487567 0.57256216 [83,] 0.41434875 0.82869749 0.58565125 [84,] 0.41911232 0.83822464 0.58088768 [85,] 0.45403998 0.90807996 0.54596002 [86,] 0.40540053 0.81080105 0.59459947 [87,] 0.57640458 0.84719085 0.42359542 [88,] 0.60326368 0.79347263 0.39673632 [89,] 0.82214194 0.35571611 0.17785806 [90,] 0.80215682 0.39568637 0.19784318 [91,] 0.82999951 0.34000098 0.17000049 [92,] 0.79435457 0.41129085 0.20564543 [93,] 0.77557484 0.44885032 0.22442516 [94,] 0.73607119 0.52785762 0.26392881 [95,] 0.69307820 0.61384361 0.30692180 [96,] 0.68229415 0.63541170 0.31770585 [97,] 0.63992688 0.72014624 0.36007312 [98,] 0.62659758 0.74680485 0.37340242 [99,] 0.58659974 0.82680053 0.41340026 [100,] 0.53365314 0.93269372 0.46634686 [101,] 0.49650050 0.99300101 0.50349950 [102,] 0.44918778 0.89837555 0.55081222 [103,] 0.40144643 0.80289286 0.59855357 [104,] 0.38176267 0.76352534 0.61823733 [105,] 0.56751690 0.86496620 0.43248310 [106,] 0.58535655 0.82928691 0.41464345 [107,] 0.52607541 0.94784918 0.47392459 [108,] 0.53159870 0.93680261 0.46840130 [109,] 0.50660909 0.98678183 0.49339091 [110,] 0.45050705 0.90101410 0.54949295 [111,] 0.41507657 0.83015314 0.58492343 [112,] 0.43076921 0.86153841 0.56923079 [113,] 0.62403341 0.75193318 0.37596659 [114,] 0.56991302 0.86017396 0.43008698 [115,] 0.50033720 0.99932560 0.49966280 [116,] 0.45988634 0.91977268 0.54011366 [117,] 0.39885854 0.79771708 0.60114146 [118,] 0.35706810 0.71413621 0.64293190 [119,] 0.29770407 0.59540813 0.70229593 [120,] 0.28209949 0.56419899 0.71790051 [121,] 0.21933698 0.43867396 0.78066302 [122,] 0.19083512 0.38167024 0.80916488 [123,] 0.18544957 0.37089914 0.81455043 [124,] 0.14569957 0.29139914 0.85430043 [125,] 0.29484198 0.58968397 0.70515802 [126,] 0.22265891 0.44531783 0.77734109 [127,] 0.21660469 0.43320938 0.78339531 [128,] 0.15141667 0.30283335 0.84858333 [129,] 0.10856687 0.21713375 0.89143313 [130,] 0.06138365 0.12276729 0.93861635 [131,] 0.03548486 0.07096972 0.96451514 > postscript(file="/var/www/html/freestat/rcomp/tmp/10n5t1292682892.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2teme1292682892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3teme1292682892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4teme1292682892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5teme1292682892.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 1.1869570 -3.2111084 -3.1192741 2.0242613 1.6995439 1.8355706 7 8 9 10 11 12 -0.2412610 0.7743862 2.5068430 3.5970699 1.9962741 -10.0810694 13 14 15 16 17 18 -10.0810694 -2.5278170 -1.9827355 -2.2342642 -13.9737031 4.3189632 19 20 21 22 23 24 1.0459470 5.1463018 2.7437188 -2.5951727 -0.8692156 1.3671806 25 26 27 28 29 30 -0.2764644 0.5825182 4.9721092 -12.1052731 -2.0103914 -2.3044663 31 32 33 34 35 36 0.9887654 0.4650101 1.0844690 -1.4957836 -5.2829641 2.8882807 37 38 39 40 41 42 5.8987371 8.8625922 2.7949154 -7.3868173 -8.3868173 -2.6453501 43 44 45 46 47 48 -1.4154536 -0.2502861 0.6402116 5.3686897 0.4103539 -17.9617304 49 50 51 52 53 54 3.1804647 -1.6558527 3.0137661 6.3179689 -1.8732258 -1.4029301 55 56 57 58 59 60 2.4380171 -6.1669261 -2.2035997 8.6276735 1.0172645 8.5504819 61 62 63 64 65 66 1.9269078 -11.1067580 -5.2216036 4.6955337 3.2682887 5.9449652 67 68 69 70 71 72 -0.5544889 0.8872256 8.8540790 -1.6725089 2.3666688 1.5533459 73 74 75 76 77 78 -0.7011914 -1.9575588 0.3205017 0.4394873 3.7441873 2.5001599 79 80 81 82 83 84 3.3461755 3.9726137 -3.5088116 1.8063984 1.7190641 3.1804647 85 86 87 88 89 90 -1.9295569 -4.8422226 -4.9290597 6.3379475 0.1246308 4.5042164 91 92 93 94 95 96 5.2366658 5.9364835 -1.0835948 10.3159767 3.8823795 -11.7136613 97 98 99 100 101 102 3.3606736 -7.4536509 0.6256988 -3.0445396 1.9218093 -0.8823734 103 104 105 106 107 108 3.9555755 -1.9345328 -6.4384722 -1.4898347 0.9319299 3.6743525 109 110 111 112 113 114 2.5463418 2.9594632 -4.9992618 -9.5414434 6.0227911 1.1031212 115 116 117 118 119 120 5.7330651 5.6482203 -1.7261847 3.9811342 5.6277197 -10.2422803 121 122 123 124 125 126 -2.5314915 -0.9460472 3.6407014 -2.1032449 -3.7191879 -1.0625970 127 128 129 130 131 132 2.2507967 0.3480350 -3.7186834 -3.2814866 0.8440809 -9.1157221 133 134 135 136 137 138 5.8063910 -4.7618640 0.2953176 -1.3542691 3.9379074 1.5795243 139 140 141 142 143 144 8.2251154 -3.5540130 5.3315013 -0.1061926 5.3239927 2.3606736 145 146 -3.6745298 -10.6016650 > postscript(file="/var/www/html/freestat/rcomp/tmp/6464z1292682892.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 1.1869570 NA 1 -3.2111084 1.1869570 2 -3.1192741 -3.2111084 3 2.0242613 -3.1192741 4 1.6995439 2.0242613 5 1.8355706 1.6995439 6 -0.2412610 1.8355706 7 0.7743862 -0.2412610 8 2.5068430 0.7743862 9 3.5970699 2.5068430 10 1.9962741 3.5970699 11 -10.0810694 1.9962741 12 -10.0810694 -10.0810694 13 -2.5278170 -10.0810694 14 -1.9827355 -2.5278170 15 -2.2342642 -1.9827355 16 -13.9737031 -2.2342642 17 4.3189632 -13.9737031 18 1.0459470 4.3189632 19 5.1463018 1.0459470 20 2.7437188 5.1463018 21 -2.5951727 2.7437188 22 -0.8692156 -2.5951727 23 1.3671806 -0.8692156 24 -0.2764644 1.3671806 25 0.5825182 -0.2764644 26 4.9721092 0.5825182 27 -12.1052731 4.9721092 28 -2.0103914 -12.1052731 29 -2.3044663 -2.0103914 30 0.9887654 -2.3044663 31 0.4650101 0.9887654 32 1.0844690 0.4650101 33 -1.4957836 1.0844690 34 -5.2829641 -1.4957836 35 2.8882807 -5.2829641 36 5.8987371 2.8882807 37 8.8625922 5.8987371 38 2.7949154 8.8625922 39 -7.3868173 2.7949154 40 -8.3868173 -7.3868173 41 -2.6453501 -8.3868173 42 -1.4154536 -2.6453501 43 -0.2502861 -1.4154536 44 0.6402116 -0.2502861 45 5.3686897 0.6402116 46 0.4103539 5.3686897 47 -17.9617304 0.4103539 48 3.1804647 -17.9617304 49 -1.6558527 3.1804647 50 3.0137661 -1.6558527 51 6.3179689 3.0137661 52 -1.8732258 6.3179689 53 -1.4029301 -1.8732258 54 2.4380171 -1.4029301 55 -6.1669261 2.4380171 56 -2.2035997 -6.1669261 57 8.6276735 -2.2035997 58 1.0172645 8.6276735 59 8.5504819 1.0172645 60 1.9269078 8.5504819 61 -11.1067580 1.9269078 62 -5.2216036 -11.1067580 63 4.6955337 -5.2216036 64 3.2682887 4.6955337 65 5.9449652 3.2682887 66 -0.5544889 5.9449652 67 0.8872256 -0.5544889 68 8.8540790 0.8872256 69 -1.6725089 8.8540790 70 2.3666688 -1.6725089 71 1.5533459 2.3666688 72 -0.7011914 1.5533459 73 -1.9575588 -0.7011914 74 0.3205017 -1.9575588 75 0.4394873 0.3205017 76 3.7441873 0.4394873 77 2.5001599 3.7441873 78 3.3461755 2.5001599 79 3.9726137 3.3461755 80 -3.5088116 3.9726137 81 1.8063984 -3.5088116 82 1.7190641 1.8063984 83 3.1804647 1.7190641 84 -1.9295569 3.1804647 85 -4.8422226 -1.9295569 86 -4.9290597 -4.8422226 87 6.3379475 -4.9290597 88 0.1246308 6.3379475 89 4.5042164 0.1246308 90 5.2366658 4.5042164 91 5.9364835 5.2366658 92 -1.0835948 5.9364835 93 10.3159767 -1.0835948 94 3.8823795 10.3159767 95 -11.7136613 3.8823795 96 3.3606736 -11.7136613 97 -7.4536509 3.3606736 98 0.6256988 -7.4536509 99 -3.0445396 0.6256988 100 1.9218093 -3.0445396 101 -0.8823734 1.9218093 102 3.9555755 -0.8823734 103 -1.9345328 3.9555755 104 -6.4384722 -1.9345328 105 -1.4898347 -6.4384722 106 0.9319299 -1.4898347 107 3.6743525 0.9319299 108 2.5463418 3.6743525 109 2.9594632 2.5463418 110 -4.9992618 2.9594632 111 -9.5414434 -4.9992618 112 6.0227911 -9.5414434 113 1.1031212 6.0227911 114 5.7330651 1.1031212 115 5.6482203 5.7330651 116 -1.7261847 5.6482203 117 3.9811342 -1.7261847 118 5.6277197 3.9811342 119 -10.2422803 5.6277197 120 -2.5314915 -10.2422803 121 -0.9460472 -2.5314915 122 3.6407014 -0.9460472 123 -2.1032449 3.6407014 124 -3.7191879 -2.1032449 125 -1.0625970 -3.7191879 126 2.2507967 -1.0625970 127 0.3480350 2.2507967 128 -3.7186834 0.3480350 129 -3.2814866 -3.7186834 130 0.8440809 -3.2814866 131 -9.1157221 0.8440809 132 5.8063910 -9.1157221 133 -4.7618640 5.8063910 134 0.2953176 -4.7618640 135 -1.3542691 0.2953176 136 3.9379074 -1.3542691 137 1.5795243 3.9379074 138 8.2251154 1.5795243 139 -3.5540130 8.2251154 140 5.3315013 -3.5540130 141 -0.1061926 5.3315013 142 5.3239927 -0.1061926 143 2.3606736 5.3239927 144 -3.6745298 2.3606736 145 -10.6016650 -3.6745298 146 NA -10.6016650 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -3.2111084 1.1869570 [2,] -3.1192741 -3.2111084 [3,] 2.0242613 -3.1192741 [4,] 1.6995439 2.0242613 [5,] 1.8355706 1.6995439 [6,] -0.2412610 1.8355706 [7,] 0.7743862 -0.2412610 [8,] 2.5068430 0.7743862 [9,] 3.5970699 2.5068430 [10,] 1.9962741 3.5970699 [11,] -10.0810694 1.9962741 [12,] -10.0810694 -10.0810694 [13,] -2.5278170 -10.0810694 [14,] -1.9827355 -2.5278170 [15,] -2.2342642 -1.9827355 [16,] -13.9737031 -2.2342642 [17,] 4.3189632 -13.9737031 [18,] 1.0459470 4.3189632 [19,] 5.1463018 1.0459470 [20,] 2.7437188 5.1463018 [21,] -2.5951727 2.7437188 [22,] -0.8692156 -2.5951727 [23,] 1.3671806 -0.8692156 [24,] -0.2764644 1.3671806 [25,] 0.5825182 -0.2764644 [26,] 4.9721092 0.5825182 [27,] -12.1052731 4.9721092 [28,] -2.0103914 -12.1052731 [29,] -2.3044663 -2.0103914 [30,] 0.9887654 -2.3044663 [31,] 0.4650101 0.9887654 [32,] 1.0844690 0.4650101 [33,] -1.4957836 1.0844690 [34,] -5.2829641 -1.4957836 [35,] 2.8882807 -5.2829641 [36,] 5.8987371 2.8882807 [37,] 8.8625922 5.8987371 [38,] 2.7949154 8.8625922 [39,] -7.3868173 2.7949154 [40,] -8.3868173 -7.3868173 [41,] -2.6453501 -8.3868173 [42,] -1.4154536 -2.6453501 [43,] -0.2502861 -1.4154536 [44,] 0.6402116 -0.2502861 [45,] 5.3686897 0.6402116 [46,] 0.4103539 5.3686897 [47,] -17.9617304 0.4103539 [48,] 3.1804647 -17.9617304 [49,] -1.6558527 3.1804647 [50,] 3.0137661 -1.6558527 [51,] 6.3179689 3.0137661 [52,] -1.8732258 6.3179689 [53,] -1.4029301 -1.8732258 [54,] 2.4380171 -1.4029301 [55,] -6.1669261 2.4380171 [56,] -2.2035997 -6.1669261 [57,] 8.6276735 -2.2035997 [58,] 1.0172645 8.6276735 [59,] 8.5504819 1.0172645 [60,] 1.9269078 8.5504819 [61,] -11.1067580 1.9269078 [62,] -5.2216036 -11.1067580 [63,] 4.6955337 -5.2216036 [64,] 3.2682887 4.6955337 [65,] 5.9449652 3.2682887 [66,] -0.5544889 5.9449652 [67,] 0.8872256 -0.5544889 [68,] 8.8540790 0.8872256 [69,] -1.6725089 8.8540790 [70,] 2.3666688 -1.6725089 [71,] 1.5533459 2.3666688 [72,] -0.7011914 1.5533459 [73,] -1.9575588 -0.7011914 [74,] 0.3205017 -1.9575588 [75,] 0.4394873 0.3205017 [76,] 3.7441873 0.4394873 [77,] 2.5001599 3.7441873 [78,] 3.3461755 2.5001599 [79,] 3.9726137 3.3461755 [80,] -3.5088116 3.9726137 [81,] 1.8063984 -3.5088116 [82,] 1.7190641 1.8063984 [83,] 3.1804647 1.7190641 [84,] -1.9295569 3.1804647 [85,] -4.8422226 -1.9295569 [86,] -4.9290597 -4.8422226 [87,] 6.3379475 -4.9290597 [88,] 0.1246308 6.3379475 [89,] 4.5042164 0.1246308 [90,] 5.2366658 4.5042164 [91,] 5.9364835 5.2366658 [92,] -1.0835948 5.9364835 [93,] 10.3159767 -1.0835948 [94,] 3.8823795 10.3159767 [95,] -11.7136613 3.8823795 [96,] 3.3606736 -11.7136613 [97,] -7.4536509 3.3606736 [98,] 0.6256988 -7.4536509 [99,] -3.0445396 0.6256988 [100,] 1.9218093 -3.0445396 [101,] -0.8823734 1.9218093 [102,] 3.9555755 -0.8823734 [103,] -1.9345328 3.9555755 [104,] -6.4384722 -1.9345328 [105,] -1.4898347 -6.4384722 [106,] 0.9319299 -1.4898347 [107,] 3.6743525 0.9319299 [108,] 2.5463418 3.6743525 [109,] 2.9594632 2.5463418 [110,] -4.9992618 2.9594632 [111,] -9.5414434 -4.9992618 [112,] 6.0227911 -9.5414434 [113,] 1.1031212 6.0227911 [114,] 5.7330651 1.1031212 [115,] 5.6482203 5.7330651 [116,] -1.7261847 5.6482203 [117,] 3.9811342 -1.7261847 [118,] 5.6277197 3.9811342 [119,] -10.2422803 5.6277197 [120,] -2.5314915 -10.2422803 [121,] -0.9460472 -2.5314915 [122,] 3.6407014 -0.9460472 [123,] -2.1032449 3.6407014 [124,] -3.7191879 -2.1032449 [125,] -1.0625970 -3.7191879 [126,] 2.2507967 -1.0625970 [127,] 0.3480350 2.2507967 [128,] -3.7186834 0.3480350 [129,] -3.2814866 -3.7186834 [130,] 0.8440809 -3.2814866 [131,] -9.1157221 0.8440809 [132,] 5.8063910 -9.1157221 [133,] -4.7618640 5.8063910 [134,] 0.2953176 -4.7618640 [135,] -1.3542691 0.2953176 [136,] 3.9379074 -1.3542691 [137,] 1.5795243 3.9379074 [138,] 8.2251154 1.5795243 [139,] -3.5540130 8.2251154 [140,] 5.3315013 -3.5540130 [141,] -0.1061926 5.3315013 [142,] 5.3239927 -0.1061926 [143,] 2.3606736 5.3239927 [144,] -3.6745298 2.3606736 [145,] -10.6016650 -3.6745298 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -3.2111084 1.1869570 2 -3.1192741 -3.2111084 3 2.0242613 -3.1192741 4 1.6995439 2.0242613 5 1.8355706 1.6995439 6 -0.2412610 1.8355706 7 0.7743862 -0.2412610 8 2.5068430 0.7743862 9 3.5970699 2.5068430 10 1.9962741 3.5970699 11 -10.0810694 1.9962741 12 -10.0810694 -10.0810694 13 -2.5278170 -10.0810694 14 -1.9827355 -2.5278170 15 -2.2342642 -1.9827355 16 -13.9737031 -2.2342642 17 4.3189632 -13.9737031 18 1.0459470 4.3189632 19 5.1463018 1.0459470 20 2.7437188 5.1463018 21 -2.5951727 2.7437188 22 -0.8692156 -2.5951727 23 1.3671806 -0.8692156 24 -0.2764644 1.3671806 25 0.5825182 -0.2764644 26 4.9721092 0.5825182 27 -12.1052731 4.9721092 28 -2.0103914 -12.1052731 29 -2.3044663 -2.0103914 30 0.9887654 -2.3044663 31 0.4650101 0.9887654 32 1.0844690 0.4650101 33 -1.4957836 1.0844690 34 -5.2829641 -1.4957836 35 2.8882807 -5.2829641 36 5.8987371 2.8882807 37 8.8625922 5.8987371 38 2.7949154 8.8625922 39 -7.3868173 2.7949154 40 -8.3868173 -7.3868173 41 -2.6453501 -8.3868173 42 -1.4154536 -2.6453501 43 -0.2502861 -1.4154536 44 0.6402116 -0.2502861 45 5.3686897 0.6402116 46 0.4103539 5.3686897 47 -17.9617304 0.4103539 48 3.1804647 -17.9617304 49 -1.6558527 3.1804647 50 3.0137661 -1.6558527 51 6.3179689 3.0137661 52 -1.8732258 6.3179689 53 -1.4029301 -1.8732258 54 2.4380171 -1.4029301 55 -6.1669261 2.4380171 56 -2.2035997 -6.1669261 57 8.6276735 -2.2035997 58 1.0172645 8.6276735 59 8.5504819 1.0172645 60 1.9269078 8.5504819 61 -11.1067580 1.9269078 62 -5.2216036 -11.1067580 63 4.6955337 -5.2216036 64 3.2682887 4.6955337 65 5.9449652 3.2682887 66 -0.5544889 5.9449652 67 0.8872256 -0.5544889 68 8.8540790 0.8872256 69 -1.6725089 8.8540790 70 2.3666688 -1.6725089 71 1.5533459 2.3666688 72 -0.7011914 1.5533459 73 -1.9575588 -0.7011914 74 0.3205017 -1.9575588 75 0.4394873 0.3205017 76 3.7441873 0.4394873 77 2.5001599 3.7441873 78 3.3461755 2.5001599 79 3.9726137 3.3461755 80 -3.5088116 3.9726137 81 1.8063984 -3.5088116 82 1.7190641 1.8063984 83 3.1804647 1.7190641 84 -1.9295569 3.1804647 85 -4.8422226 -1.9295569 86 -4.9290597 -4.8422226 87 6.3379475 -4.9290597 88 0.1246308 6.3379475 89 4.5042164 0.1246308 90 5.2366658 4.5042164 91 5.9364835 5.2366658 92 -1.0835948 5.9364835 93 10.3159767 -1.0835948 94 3.8823795 10.3159767 95 -11.7136613 3.8823795 96 3.3606736 -11.7136613 97 -7.4536509 3.3606736 98 0.6256988 -7.4536509 99 -3.0445396 0.6256988 100 1.9218093 -3.0445396 101 -0.8823734 1.9218093 102 3.9555755 -0.8823734 103 -1.9345328 3.9555755 104 -6.4384722 -1.9345328 105 -1.4898347 -6.4384722 106 0.9319299 -1.4898347 107 3.6743525 0.9319299 108 2.5463418 3.6743525 109 2.9594632 2.5463418 110 -4.9992618 2.9594632 111 -9.5414434 -4.9992618 112 6.0227911 -9.5414434 113 1.1031212 6.0227911 114 5.7330651 1.1031212 115 5.6482203 5.7330651 116 -1.7261847 5.6482203 117 3.9811342 -1.7261847 118 5.6277197 3.9811342 119 -10.2422803 5.6277197 120 -2.5314915 -10.2422803 121 -0.9460472 -2.5314915 122 3.6407014 -0.9460472 123 -2.1032449 3.6407014 124 -3.7191879 -2.1032449 125 -1.0625970 -3.7191879 126 2.2507967 -1.0625970 127 0.3480350 2.2507967 128 -3.7186834 0.3480350 129 -3.2814866 -3.7186834 130 0.8440809 -3.2814866 131 -9.1157221 0.8440809 132 5.8063910 -9.1157221 133 -4.7618640 5.8063910 134 0.2953176 -4.7618640 135 -1.3542691 0.2953176 136 3.9379074 -1.3542691 137 1.5795243 3.9379074 138 8.2251154 1.5795243 139 -3.5540130 8.2251154 140 5.3315013 -3.5540130 141 -0.1061926 5.3315013 142 5.3239927 -0.1061926 143 2.3606736 5.3239927 144 -3.6745298 2.3606736 145 -10.6016650 -3.6745298 > 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/7ff311292682892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/8ff311292682892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/9762m1292682892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/10762m1292682892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11bpjs1292682892.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/12w7zy1292682892.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/13ahf71292682892.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/14dzvv1292682892.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/15hic11292682892.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/16vaa91292682892.tab") + } > > try(system("convert tmp/10n5t1292682892.ps tmp/10n5t1292682892.png",intern=TRUE)) character(0) > try(system("convert tmp/2teme1292682892.ps tmp/2teme1292682892.png",intern=TRUE)) character(0) > try(system("convert tmp/3teme1292682892.ps tmp/3teme1292682892.png",intern=TRUE)) character(0) > try(system("convert tmp/4teme1292682892.ps tmp/4teme1292682892.png",intern=TRUE)) character(0) > try(system("convert tmp/5teme1292682892.ps tmp/5teme1292682892.png",intern=TRUE)) character(0) > try(system("convert tmp/6464z1292682892.ps tmp/6464z1292682892.png",intern=TRUE)) character(0) > try(system("convert tmp/7ff311292682892.ps tmp/7ff311292682892.png",intern=TRUE)) character(0) > try(system("convert tmp/8ff311292682892.ps tmp/8ff311292682892.png",intern=TRUE)) character(0) > try(system("convert tmp/9762m1292682892.ps tmp/9762m1292682892.png",intern=TRUE)) character(0) > try(system("convert tmp/10762m1292682892.ps tmp/10762m1292682892.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.359 2.686 5.691