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Type 'q()' to quit R. > x <- array(list(13.193 + ,0.651 + ,3.063 + ,5.951 + ,15.234 + ,0.736 + ,3.547 + ,6.789 + ,14.718 + ,0.878 + ,3.240 + ,6.302 + ,16.961 + ,0.916 + ,3.708 + ,6.961 + ,13.945 + ,0.724 + ,3.337 + ,6.162 + ,15.876 + ,0.841 + ,4.104 + ,7.534 + ,16.226 + ,1.028 + ,4.846 + ,7.462 + ,18.316 + ,0.994 + ,4.590 + ,8.894 + ,16.748 + ,0.855 + ,3.917 + ,7.734 + ,17.904 + ,0.889 + ,4.376 + ,8.968 + ,17.209 + ,1.117 + ,4.312 + ,8.383 + ,18.950 + ,1.132 + ,4.941 + ,9.790 + ,17.225 + ,0.899 + ,4.659 + ,9.656 + ,18.710 + ,0.944 + ,5.227 + ,10.440 + ,17.236 + ,1.167 + ,4.933 + ,9.820 + ,18.687 + ,1.089 + ,5.381 + ,10.947 + ,17.580 + ,0.970 + ,5.472 + ,10.439 + ,19.568 + ,1.151 + ,6.405 + ,12.289 + ,17.381 + ,1.246 + ,5.622 + ,11.303 + ,19.580 + ,1.583 + ,6.229 + ,12.240 + ,17.260 + ,1.120 + ,5.671 + ,11.392 + ,18.661 + ,1.063 + ,5.606 + ,11.120 + ,15.658 + ,1.015 + ,4.516 + ,9.597 + ,18.674 + ,1.175 + ,5.483 + ,10.692 + ,15.908 + ,0.882 + ,4.985 + ,9.217 + ,17.475 + ,0.911 + ,5.332 + ,9.371 + ,17.725 + ,1.076 + ,5.377 + ,9.526 + ,19.562 + ,1.147 + ,5.948 + ,10.837 + ,16.368 + ,0.946 + ,5.308 + ,9.749 + ,19.555 + ,1.032 + ,6.721 + ,9.939 + ,17.743 + ,1.090 + ,5.840 + ,9.309 + ,19.867 + ,1.131 + ,6.152 + ,10.316 + ,15.703 + ,0.870 + ,5.184 + ,8.546 + ,19.324 + ,1.113 + ,6.610 + ,9.885 + ,18.162 + ,1.172 + ,6.417 + ,9.266 + ,19.074 + ,1.147 + ,6.529 + ,9.978 + ,15.323 + ,0.891 + ,5.412 + ,8.685 + ,19.704 + ,1.036 + ,6.807 + ,10.066 + ,18.375 + ,1.204 + ,6.817 + ,9.668 + ,18.352 + ,1.055 + ,6.582 + ,9.562 + ,13.927 + ,0.771 + ,5.019 + ,7.894 + ,17.795 + ,0.938 + ,5.935 + ,7.949 + ,16.761 + ,0.995 + ,5.548 + ,7.594 + ,18.902 + ,1.088 + ,6.141 + ,8.563 + ,16.239 + ,1.076 + ,6.040 + ,8.061 + ,19.158 + ,1.370 + ,7.587 + ,8.831 + ,18.279 + ,1.560 + ,6.460 + ,8.593 + ,15.698 + ,1.239 + ,6.355 + ,7.031 + ,16.239 + ,1.076 + ,6.040 + ,8.061 + ,18.431 + ,1.566 + ,7.117 + ,8.569 + ,18.414 + ,1.651 + ,6.912 + ,8.234 + ,19.801 + ,1.792 + ,8.212 + ,8.895 + ,14.995 + ,1.306 + ,6.274 + ,7.104 + ,18.706 + ,1.665 + ,7.510 + ,7.580 + ,18.232 + ,1.930 + ,7.133 + ,7.421 + ,19.409 + ,1.717 + ,7.748 + ,7.883 + ,16.263 + ,1.353 + ,6.957 + ,6.700 + ,19.017 + ,1.666 + ,8.260 + ,7.305 + ,20.298 + ,2.070 + ,8.745 + ,8.047 + ,19.891 + ,2.168 + ,8.440 + ,8.305 + ,15.203 + ,1.518 + ,6.573 + ,6.255 + ,17.845 + ,1.737 + ,7.668 + ,6.896 + ,17.502 + ,2.348 + ,7.865 + ,6.759 + ,18.532 + ,2.374 + ,7.941 + ,7.265 + ,15.737 + ,2.004 + ,7.907 + ,6.093 + ,17.770 + ,2.186 + ,8.470 + ,6.326 + ,17.224 + ,2.428 + ,8.347 + ,5.956 + ,17.601 + ,2.149 + ,8.080 + ,5.647 + ,14.940 + ,2.184 + ,7.676 + ,4.955 + ,18.507 + ,2.585 + ,9.214 + ,5.703 + ,17.635 + ,2.528 + ,8.674 + ,5.352 + ,19.392 + ,2.659 + ,9.170 + ,5.578 + ,15.699 + ,2.152 + ,8.217 + ,4.649 + ,17.661 + ,2.401 + ,9.102 + ,5.122 + ,18.243 + ,2.848 + ,9.391 + ,5.278 + ,19.643 + ,3.282 + ,10.301 + ,6.193 + ,15.770 + ,2.572 + ,9.081 + ,5.036 + ,17.344 + ,2.985 + ,9.771 + ,5.472 + ,17.229 + ,3.477 + ,9.778 + ,5.649 + ,17.322 + ,3.336 + ,10.256 + ,5.678 + ,16.152 + ,3.668 + ,7.022 + ,6.382 + ,17.919 + ,4.210 + ,8.307 + ,7.225 + ,16.918 + ,4.161 + ,7.942 + ,6.161 + ,18.114 + ,4.572 + ,9.643 + ,7.145 + ,16.308 + ,3.886 + ,8.561 + ,6.745 + ,17.759 + ,4.165 + ,9.162 + ,6.840 + ,16.021 + ,4.048 + ,8.579 + ,5.898 + ,17.952 + ,4.595 + ,10.054 + ,6.408 + ,15.954 + ,3.886 + ,9.367 + ,5.540 + ,17.762 + ,4.345 + ,10.714 + ,5.859 + ,16.610 + ,4.424 + ,9.726 + ,5.429 + ,17.751 + ,4.513 + ,10.460 + ,5.950 + ,15.458 + ,3.773 + ,9.611 + ,4.924 + ,18.106 + ,4.368 + ,11.436 + ,5.688 + ,15.990 + ,4.218 + ,9.620 + ,4.710 + ,15.349 + ,4.040 + ,9.378 + ,4.555 + ,13.185 + ,3.225 + ,7.856 + ,3.792 + ,15.409 + ,3.861 + ,9.079 + ,4.265 + ,16.007 + ,4.323 + ,9.279 + ,4.345 + ,16.633 + ,4.602 + ,10.345 + ,5.062 + ,14.800 + ,3.909 + ,9.281 + ,4.312 + ,15.974 + ,4.212 + ,10.047 + ,4.582 + ,15.693 + ,4.328 + ,9.352 + ,4.229) + ,dim=c(4 + ,103) + ,dimnames=list(c('huis' + ,'villa' + ,'app' + ,'grond') + ,1:103)) > y <- array(NA,dim=c(4,103),dimnames=list(c('huis','villa','app','grond'),1:103)) > 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 > 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 huis villa app grond 1 13.193 0.651 3.063 5.951 2 15.234 0.736 3.547 6.789 3 14.718 0.878 3.240 6.302 4 16.961 0.916 3.708 6.961 5 13.945 0.724 3.337 6.162 6 15.876 0.841 4.104 7.534 7 16.226 1.028 4.846 7.462 8 18.316 0.994 4.590 8.894 9 16.748 0.855 3.917 7.734 10 17.904 0.889 4.376 8.968 11 17.209 1.117 4.312 8.383 12 18.950 1.132 4.941 9.790 13 17.225 0.899 4.659 9.656 14 18.710 0.944 5.227 10.440 15 17.236 1.167 4.933 9.820 16 18.687 1.089 5.381 10.947 17 17.580 0.970 5.472 10.439 18 19.568 1.151 6.405 12.289 19 17.381 1.246 5.622 11.303 20 19.580 1.583 6.229 12.240 21 17.260 1.120 5.671 11.392 22 18.661 1.063 5.606 11.120 23 15.658 1.015 4.516 9.597 24 18.674 1.175 5.483 10.692 25 15.908 0.882 4.985 9.217 26 17.475 0.911 5.332 9.371 27 17.725 1.076 5.377 9.526 28 19.562 1.147 5.948 10.837 29 16.368 0.946 5.308 9.749 30 19.555 1.032 6.721 9.939 31 17.743 1.090 5.840 9.309 32 19.867 1.131 6.152 10.316 33 15.703 0.870 5.184 8.546 34 19.324 1.113 6.610 9.885 35 18.162 1.172 6.417 9.266 36 19.074 1.147 6.529 9.978 37 15.323 0.891 5.412 8.685 38 19.704 1.036 6.807 10.066 39 18.375 1.204 6.817 9.668 40 18.352 1.055 6.582 9.562 41 13.927 0.771 5.019 7.894 42 17.795 0.938 5.935 7.949 43 16.761 0.995 5.548 7.594 44 18.902 1.088 6.141 8.563 45 16.239 1.076 6.040 8.061 46 19.158 1.370 7.587 8.831 47 18.279 1.560 6.460 8.593 48 15.698 1.239 6.355 7.031 49 16.239 1.076 6.040 8.061 50 18.431 1.566 7.117 8.569 51 18.414 1.651 6.912 8.234 52 19.801 1.792 8.212 8.895 53 14.995 1.306 6.274 7.104 54 18.706 1.665 7.510 7.580 55 18.232 1.930 7.133 7.421 56 19.409 1.717 7.748 7.883 57 16.263 1.353 6.957 6.700 58 19.017 1.666 8.260 7.305 59 20.298 2.070 8.745 8.047 60 19.891 2.168 8.440 8.305 61 15.203 1.518 6.573 6.255 62 17.845 1.737 7.668 6.896 63 17.502 2.348 7.865 6.759 64 18.532 2.374 7.941 7.265 65 15.737 2.004 7.907 6.093 66 17.770 2.186 8.470 6.326 67 17.224 2.428 8.347 5.956 68 17.601 2.149 8.080 5.647 69 14.940 2.184 7.676 4.955 70 18.507 2.585 9.214 5.703 71 17.635 2.528 8.674 5.352 72 19.392 2.659 9.170 5.578 73 15.699 2.152 8.217 4.649 74 17.661 2.401 9.102 5.122 75 18.243 2.848 9.391 5.278 76 19.643 3.282 10.301 6.193 77 15.770 2.572 9.081 5.036 78 17.344 2.985 9.771 5.472 79 17.229 3.477 9.778 5.649 80 17.322 3.336 10.256 5.678 81 16.152 3.668 7.022 6.382 82 17.919 4.210 8.307 7.225 83 16.918 4.161 7.942 6.161 84 18.114 4.572 9.643 7.145 85 16.308 3.886 8.561 6.745 86 17.759 4.165 9.162 6.840 87 16.021 4.048 8.579 5.898 88 17.952 4.595 10.054 6.408 89 15.954 3.886 9.367 5.540 90 17.762 4.345 10.714 5.859 91 16.610 4.424 9.726 5.429 92 17.751 4.513 10.460 5.950 93 15.458 3.773 9.611 4.924 94 18.106 4.368 11.436 5.688 95 15.990 4.218 9.620 4.710 96 15.349 4.040 9.378 4.555 97 13.185 3.225 7.856 3.792 98 15.409 3.861 9.079 4.265 99 16.007 4.323 9.279 4.345 100 16.633 4.602 10.345 5.062 101 14.800 3.909 9.281 4.312 102 15.974 4.212 10.047 4.582 103 15.693 4.328 9.352 4.229 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) villa app grond 7.4597 -0.5338 0.8270 0.6689 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -2.55191 -0.62352 0.07038 0.61145 2.26776 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.45966 0.77134 9.671 5.71e-16 *** villa -0.53384 0.16383 -3.258 0.00154 ** app 0.82699 0.09477 8.726 6.51e-14 *** grond 0.66888 0.06326 10.573 < 2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.9458 on 99 degrees of freedom Multiple R-squared: 0.6569, Adjusted R-squared: 0.6465 F-statistic: 63.17 on 3 and 99 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.29481157 5.896231e-01 7.051884e-01 [2,] 0.23667210 4.733442e-01 7.633279e-01 [3,] 0.14616415 2.923283e-01 8.538359e-01 [4,] 0.09535338 1.907068e-01 9.046466e-01 [5,] 0.21762250 4.352450e-01 7.823775e-01 [6,] 0.20317985 4.063597e-01 7.968201e-01 [7,] 0.28337937 5.667587e-01 7.166206e-01 [8,] 0.20923783 4.184757e-01 7.907622e-01 [9,] 0.50609908 9.878018e-01 4.939009e-01 [10,] 0.46659464 9.331893e-01 5.334054e-01 [11,] 0.45809207 9.161841e-01 5.419079e-01 [12,] 0.41777824 8.355565e-01 5.822218e-01 [13,] 0.76377637 4.724473e-01 2.362236e-01 [14,] 0.73649312 5.270138e-01 2.635069e-01 [15,] 0.87544318 2.491136e-01 1.245568e-01 [16,] 0.83970821 3.205836e-01 1.602918e-01 [17,] 0.90373116 1.925377e-01 9.626884e-02 [18,] 0.87434793 2.513041e-01 1.256521e-01 [19,] 0.89275648 2.144870e-01 1.072435e-01 [20,] 0.85977762 2.804448e-01 1.402224e-01 [21,] 0.82022990 3.595402e-01 1.797701e-01 [22,] 0.81341585 3.731683e-01 1.865842e-01 [23,] 0.85273933 2.945213e-01 1.472607e-01 [24,] 0.83483099 3.303380e-01 1.651690e-01 [25,] 0.80047390 3.990522e-01 1.995261e-01 [26,] 0.80953451 3.809310e-01 1.904655e-01 [27,] 0.84477952 3.104410e-01 1.552205e-01 [28,] 0.80828975 3.834205e-01 1.917103e-01 [29,] 0.78123237 4.375353e-01 2.187676e-01 [30,] 0.73640587 5.271883e-01 2.635941e-01 [31,] 0.86738929 2.652214e-01 1.326107e-01 [32,] 0.85445245 2.910951e-01 1.455475e-01 [33,] 0.86263374 2.747325e-01 1.373663e-01 [34,] 0.85242476 2.951505e-01 1.475752e-01 [35,] 0.97245071 5.509859e-02 2.754929e-02 [36,] 0.96714678 6.570645e-02 3.285322e-02 [37,] 0.95676195 8.647611e-02 4.323805e-02 [38,] 0.95975460 8.049081e-02 4.024540e-02 [39,] 0.97213328 5.573345e-02 2.786672e-02 [40,] 0.96517491 6.965018e-02 3.482509e-02 [41,] 0.95695459 8.609082e-02 4.304541e-02 [42,] 0.97031759 5.936483e-02 2.968241e-02 [43,] 0.97850098 4.299804e-02 2.149902e-02 [44,] 0.97326434 5.347133e-02 2.673566e-02 [45,] 0.96289671 7.420658e-02 3.710329e-02 [46,] 0.95558921 8.882159e-02 4.441079e-02 [47,] 0.99090301 1.819398e-02 9.096988e-03 [48,] 0.98707574 2.584851e-02 1.292426e-02 [49,] 0.98224071 3.551857e-02 1.775929e-02 [50,] 0.97756108 4.487785e-02 2.243892e-02 [51,] 0.97969750 4.060501e-02 2.030250e-02 [52,] 0.97219208 5.561584e-02 2.780792e-02 [53,] 0.96300469 7.399063e-02 3.699531e-02 [54,] 0.94916994 1.016601e-01 5.083006e-02 [55,] 0.97127399 5.745201e-02 2.872601e-02 [56,] 0.96095803 7.808395e-02 3.904197e-02 [57,] 0.95588589 8.822823e-02 4.411411e-02 [58,] 0.94038575 1.192285e-01 5.961425e-02 [59,] 0.98176366 3.647268e-02 1.823634e-02 [60,] 0.97592208 4.815585e-02 2.407792e-02 [61,] 0.96849638 6.300725e-02 3.150362e-02 [62,] 0.95891114 8.217772e-02 4.108886e-02 [63,] 0.97280373 5.439254e-02 2.719627e-02 [64,] 0.96665181 6.669637e-02 3.334819e-02 [65,] 0.95914325 8.171350e-02 4.085675e-02 [66,] 0.99381769 1.236462e-02 6.182311e-03 [67,] 0.99107593 1.784814e-02 8.924068e-03 [68,] 0.99175216 1.649568e-02 8.247838e-03 [69,] 0.99823293 3.534139e-03 1.767069e-03 [70,] 0.99993916 1.216813e-04 6.084063e-05 [71,] 0.99991273 1.745488e-04 8.727441e-05 [72,] 0.99996397 7.206317e-05 3.603159e-05 [73,] 0.99997821 4.357810e-05 2.178905e-05 [74,] 0.99999836 3.289769e-06 1.644884e-06 [75,] 0.99999778 4.444893e-06 2.222447e-06 [76,] 0.99999707 5.868816e-06 2.934408e-06 [77,] 0.99999921 1.575045e-06 7.875224e-07 [78,] 0.99999753 4.939251e-06 2.469626e-06 [79,] 0.99999604 7.914974e-06 3.957487e-06 [80,] 0.99999563 8.736299e-06 4.368149e-06 [81,] 0.99998451 3.098899e-05 1.549450e-05 [82,] 0.99994780 1.043915e-04 5.219575e-05 [83,] 0.99984014 3.197286e-04 1.598643e-04 [84,] 0.99957815 8.436996e-04 4.218498e-04 [85,] 0.99875914 2.481723e-03 1.240862e-03 [86,] 0.99648896 7.022078e-03 3.511039e-03 [87,] 0.99067920 1.864161e-02 9.320803e-03 [88,] 0.99235811 1.528378e-02 7.641890e-03 [89,] 0.97762845 4.474311e-02 2.237155e-02 [90,] 0.92900789 1.419842e-01 7.099211e-02 > postscript(file="/var/www/rcomp/tmp/1tzg81292684573.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2tzg81292684573.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/3lqfb1292684573.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4lqfb1292684573.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5lqfb1292684573.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 = 103 Frequency = 1 1 2 3 4 5 6 -0.432729966 0.692858371 0.832297139 2.267756709 -0.009489645 0.431959242 7 8 9 10 11 12 0.316319097 1.642038125 1.332304136 1.301463554 1.172404241 1.460115070 13 14 15 16 17 18 -0.066428459 0.448458369 -0.248650909 0.036385294 -0.869606031 -0.793997953 19 20 21 22 23 24 -1.623228692 -0.373051008 -1.911546366 -0.305284814 -1.413778394 0.155507832 25 26 27 28 29 30 -1.368463862 -0.175956859 0.021235988 0.547020475 -1.497262228 0.440019768 31 32 33 34 35 36 -0.191040267 1.023260447 -1.295621100 0.380177080 -0.176677899 0.153108106 37 38 39 40 41 42 -1.945939462 0.435085625 -0.546282960 -0.383580916 -2.551906214 0.610931853 43 44 45 46 47 48 0.164860690 1.216953896 -1.033146712 0.248405830 0.562051418 -1.058683298 49 50 51 52 53 54 -1.033146712 0.189973379 0.611959513 0.557009283 -1.707757736 0.854341084 55 56 57 58 59 60 0.939938641 1.185605174 -0.709274423 0.729573113 1.328843702 1.053821500 61 62 63 64 65 66 -1.065971862 0.358628991 0.270527519 0.913101242 -1.267372719 0.241340324 67 68 69 70 71 72 0.173737577 0.829286816 -1.016056491 0.992775801 0.771700709 2.037278371 73 74 75 76 77 78 -0.516864462 0.529792571 1.007074504 1.274171723 -1.195029189 -0.262809340 79 80 81 82 83 84 -0.239338953 -0.636311250 0.574526457 1.004316168 0.990701646 0.341216171 85 86 87 88 89 90 -0.668641891 0.370734216 -0.317501032 0.344567292 -0.883194141 -0.157492424 91 92 93 94 95 96 -0.162630079 0.070381329 -1.229272942 -0.283923839 -0.324014001 -0.756229240 97 98 99 100 101 102 -1.586271905 -0.350540530 0.275186544 -0.311034230 -1.132406036 -0.610725993 103 -0.018924284 > postscript(file="/var/www/rcomp/tmp/6ezee1292684573.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 = 103 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.432729966 NA 1 0.692858371 -0.432729966 2 0.832297139 0.692858371 3 2.267756709 0.832297139 4 -0.009489645 2.267756709 5 0.431959242 -0.009489645 6 0.316319097 0.431959242 7 1.642038125 0.316319097 8 1.332304136 1.642038125 9 1.301463554 1.332304136 10 1.172404241 1.301463554 11 1.460115070 1.172404241 12 -0.066428459 1.460115070 13 0.448458369 -0.066428459 14 -0.248650909 0.448458369 15 0.036385294 -0.248650909 16 -0.869606031 0.036385294 17 -0.793997953 -0.869606031 18 -1.623228692 -0.793997953 19 -0.373051008 -1.623228692 20 -1.911546366 -0.373051008 21 -0.305284814 -1.911546366 22 -1.413778394 -0.305284814 23 0.155507832 -1.413778394 24 -1.368463862 0.155507832 25 -0.175956859 -1.368463862 26 0.021235988 -0.175956859 27 0.547020475 0.021235988 28 -1.497262228 0.547020475 29 0.440019768 -1.497262228 30 -0.191040267 0.440019768 31 1.023260447 -0.191040267 32 -1.295621100 1.023260447 33 0.380177080 -1.295621100 34 -0.176677899 0.380177080 35 0.153108106 -0.176677899 36 -1.945939462 0.153108106 37 0.435085625 -1.945939462 38 -0.546282960 0.435085625 39 -0.383580916 -0.546282960 40 -2.551906214 -0.383580916 41 0.610931853 -2.551906214 42 0.164860690 0.610931853 43 1.216953896 0.164860690 44 -1.033146712 1.216953896 45 0.248405830 -1.033146712 46 0.562051418 0.248405830 47 -1.058683298 0.562051418 48 -1.033146712 -1.058683298 49 0.189973379 -1.033146712 50 0.611959513 0.189973379 51 0.557009283 0.611959513 52 -1.707757736 0.557009283 53 0.854341084 -1.707757736 54 0.939938641 0.854341084 55 1.185605174 0.939938641 56 -0.709274423 1.185605174 57 0.729573113 -0.709274423 58 1.328843702 0.729573113 59 1.053821500 1.328843702 60 -1.065971862 1.053821500 61 0.358628991 -1.065971862 62 0.270527519 0.358628991 63 0.913101242 0.270527519 64 -1.267372719 0.913101242 65 0.241340324 -1.267372719 66 0.173737577 0.241340324 67 0.829286816 0.173737577 68 -1.016056491 0.829286816 69 0.992775801 -1.016056491 70 0.771700709 0.992775801 71 2.037278371 0.771700709 72 -0.516864462 2.037278371 73 0.529792571 -0.516864462 74 1.007074504 0.529792571 75 1.274171723 1.007074504 76 -1.195029189 1.274171723 77 -0.262809340 -1.195029189 78 -0.239338953 -0.262809340 79 -0.636311250 -0.239338953 80 0.574526457 -0.636311250 81 1.004316168 0.574526457 82 0.990701646 1.004316168 83 0.341216171 0.990701646 84 -0.668641891 0.341216171 85 0.370734216 -0.668641891 86 -0.317501032 0.370734216 87 0.344567292 -0.317501032 88 -0.883194141 0.344567292 89 -0.157492424 -0.883194141 90 -0.162630079 -0.157492424 91 0.070381329 -0.162630079 92 -1.229272942 0.070381329 93 -0.283923839 -1.229272942 94 -0.324014001 -0.283923839 95 -0.756229240 -0.324014001 96 -1.586271905 -0.756229240 97 -0.350540530 -1.586271905 98 0.275186544 -0.350540530 99 -0.311034230 0.275186544 100 -1.132406036 -0.311034230 101 -0.610725993 -1.132406036 102 -0.018924284 -0.610725993 103 NA -0.018924284 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 0.692858371 -0.432729966 [2,] 0.832297139 0.692858371 [3,] 2.267756709 0.832297139 [4,] -0.009489645 2.267756709 [5,] 0.431959242 -0.009489645 [6,] 0.316319097 0.431959242 [7,] 1.642038125 0.316319097 [8,] 1.332304136 1.642038125 [9,] 1.301463554 1.332304136 [10,] 1.172404241 1.301463554 [11,] 1.460115070 1.172404241 [12,] -0.066428459 1.460115070 [13,] 0.448458369 -0.066428459 [14,] -0.248650909 0.448458369 [15,] 0.036385294 -0.248650909 [16,] -0.869606031 0.036385294 [17,] -0.793997953 -0.869606031 [18,] -1.623228692 -0.793997953 [19,] -0.373051008 -1.623228692 [20,] -1.911546366 -0.373051008 [21,] -0.305284814 -1.911546366 [22,] -1.413778394 -0.305284814 [23,] 0.155507832 -1.413778394 [24,] -1.368463862 0.155507832 [25,] -0.175956859 -1.368463862 [26,] 0.021235988 -0.175956859 [27,] 0.547020475 0.021235988 [28,] -1.497262228 0.547020475 [29,] 0.440019768 -1.497262228 [30,] -0.191040267 0.440019768 [31,] 1.023260447 -0.191040267 [32,] -1.295621100 1.023260447 [33,] 0.380177080 -1.295621100 [34,] -0.176677899 0.380177080 [35,] 0.153108106 -0.176677899 [36,] -1.945939462 0.153108106 [37,] 0.435085625 -1.945939462 [38,] -0.546282960 0.435085625 [39,] -0.383580916 -0.546282960 [40,] -2.551906214 -0.383580916 [41,] 0.610931853 -2.551906214 [42,] 0.164860690 0.610931853 [43,] 1.216953896 0.164860690 [44,] -1.033146712 1.216953896 [45,] 0.248405830 -1.033146712 [46,] 0.562051418 0.248405830 [47,] -1.058683298 0.562051418 [48,] -1.033146712 -1.058683298 [49,] 0.189973379 -1.033146712 [50,] 0.611959513 0.189973379 [51,] 0.557009283 0.611959513 [52,] -1.707757736 0.557009283 [53,] 0.854341084 -1.707757736 [54,] 0.939938641 0.854341084 [55,] 1.185605174 0.939938641 [56,] -0.709274423 1.185605174 [57,] 0.729573113 -0.709274423 [58,] 1.328843702 0.729573113 [59,] 1.053821500 1.328843702 [60,] -1.065971862 1.053821500 [61,] 0.358628991 -1.065971862 [62,] 0.270527519 0.358628991 [63,] 0.913101242 0.270527519 [64,] -1.267372719 0.913101242 [65,] 0.241340324 -1.267372719 [66,] 0.173737577 0.241340324 [67,] 0.829286816 0.173737577 [68,] -1.016056491 0.829286816 [69,] 0.992775801 -1.016056491 [70,] 0.771700709 0.992775801 [71,] 2.037278371 0.771700709 [72,] -0.516864462 2.037278371 [73,] 0.529792571 -0.516864462 [74,] 1.007074504 0.529792571 [75,] 1.274171723 1.007074504 [76,] -1.195029189 1.274171723 [77,] -0.262809340 -1.195029189 [78,] -0.239338953 -0.262809340 [79,] -0.636311250 -0.239338953 [80,] 0.574526457 -0.636311250 [81,] 1.004316168 0.574526457 [82,] 0.990701646 1.004316168 [83,] 0.341216171 0.990701646 [84,] -0.668641891 0.341216171 [85,] 0.370734216 -0.668641891 [86,] -0.317501032 0.370734216 [87,] 0.344567292 -0.317501032 [88,] -0.883194141 0.344567292 [89,] -0.157492424 -0.883194141 [90,] -0.162630079 -0.157492424 [91,] 0.070381329 -0.162630079 [92,] -1.229272942 0.070381329 [93,] -0.283923839 -1.229272942 [94,] -0.324014001 -0.283923839 [95,] -0.756229240 -0.324014001 [96,] -1.586271905 -0.756229240 [97,] -0.350540530 -1.586271905 [98,] 0.275186544 -0.350540530 [99,] -0.311034230 0.275186544 [100,] -1.132406036 -0.311034230 [101,] -0.610725993 -1.132406036 [102,] -0.018924284 -0.610725993 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 0.692858371 -0.432729966 2 0.832297139 0.692858371 3 2.267756709 0.832297139 4 -0.009489645 2.267756709 5 0.431959242 -0.009489645 6 0.316319097 0.431959242 7 1.642038125 0.316319097 8 1.332304136 1.642038125 9 1.301463554 1.332304136 10 1.172404241 1.301463554 11 1.460115070 1.172404241 12 -0.066428459 1.460115070 13 0.448458369 -0.066428459 14 -0.248650909 0.448458369 15 0.036385294 -0.248650909 16 -0.869606031 0.036385294 17 -0.793997953 -0.869606031 18 -1.623228692 -0.793997953 19 -0.373051008 -1.623228692 20 -1.911546366 -0.373051008 21 -0.305284814 -1.911546366 22 -1.413778394 -0.305284814 23 0.155507832 -1.413778394 24 -1.368463862 0.155507832 25 -0.175956859 -1.368463862 26 0.021235988 -0.175956859 27 0.547020475 0.021235988 28 -1.497262228 0.547020475 29 0.440019768 -1.497262228 30 -0.191040267 0.440019768 31 1.023260447 -0.191040267 32 -1.295621100 1.023260447 33 0.380177080 -1.295621100 34 -0.176677899 0.380177080 35 0.153108106 -0.176677899 36 -1.945939462 0.153108106 37 0.435085625 -1.945939462 38 -0.546282960 0.435085625 39 -0.383580916 -0.546282960 40 -2.551906214 -0.383580916 41 0.610931853 -2.551906214 42 0.164860690 0.610931853 43 1.216953896 0.164860690 44 -1.033146712 1.216953896 45 0.248405830 -1.033146712 46 0.562051418 0.248405830 47 -1.058683298 0.562051418 48 -1.033146712 -1.058683298 49 0.189973379 -1.033146712 50 0.611959513 0.189973379 51 0.557009283 0.611959513 52 -1.707757736 0.557009283 53 0.854341084 -1.707757736 54 0.939938641 0.854341084 55 1.185605174 0.939938641 56 -0.709274423 1.185605174 57 0.729573113 -0.709274423 58 1.328843702 0.729573113 59 1.053821500 1.328843702 60 -1.065971862 1.053821500 61 0.358628991 -1.065971862 62 0.270527519 0.358628991 63 0.913101242 0.270527519 64 -1.267372719 0.913101242 65 0.241340324 -1.267372719 66 0.173737577 0.241340324 67 0.829286816 0.173737577 68 -1.016056491 0.829286816 69 0.992775801 -1.016056491 70 0.771700709 0.992775801 71 2.037278371 0.771700709 72 -0.516864462 2.037278371 73 0.529792571 -0.516864462 74 1.007074504 0.529792571 75 1.274171723 1.007074504 76 -1.195029189 1.274171723 77 -0.262809340 -1.195029189 78 -0.239338953 -0.262809340 79 -0.636311250 -0.239338953 80 0.574526457 -0.636311250 81 1.004316168 0.574526457 82 0.990701646 1.004316168 83 0.341216171 0.990701646 84 -0.668641891 0.341216171 85 0.370734216 -0.668641891 86 -0.317501032 0.370734216 87 0.344567292 -0.317501032 88 -0.883194141 0.344567292 89 -0.157492424 -0.883194141 90 -0.162630079 -0.157492424 91 0.070381329 -0.162630079 92 -1.229272942 0.070381329 93 -0.283923839 -1.229272942 94 -0.324014001 -0.283923839 95 -0.756229240 -0.324014001 96 -1.586271905 -0.756229240 97 -0.350540530 -1.586271905 98 0.275186544 -0.350540530 99 -0.311034230 0.275186544 100 -1.132406036 -0.311034230 101 -0.610725993 -1.132406036 102 -0.018924284 -0.610725993 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/779eh1292684573.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/879eh1292684573.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/979eh1292684573.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10hiv21292684573.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/11lib81292684573.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/12o1se1292684573.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/132t841292684573.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/146bos1292684573.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/15rc4y1292684573.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/16cclm1292684573.tab") + } > > try(system("convert tmp/1tzg81292684573.ps tmp/1tzg81292684573.png",intern=TRUE)) character(0) > try(system("convert tmp/2tzg81292684573.ps tmp/2tzg81292684573.png",intern=TRUE)) character(0) > try(system("convert tmp/3lqfb1292684573.ps tmp/3lqfb1292684573.png",intern=TRUE)) character(0) > try(system("convert tmp/4lqfb1292684573.ps tmp/4lqfb1292684573.png",intern=TRUE)) character(0) > try(system("convert tmp/5lqfb1292684573.ps tmp/5lqfb1292684573.png",intern=TRUE)) character(0) > try(system("convert tmp/6ezee1292684573.ps tmp/6ezee1292684573.png",intern=TRUE)) character(0) > try(system("convert tmp/779eh1292684573.ps tmp/779eh1292684573.png",intern=TRUE)) character(0) > try(system("convert tmp/879eh1292684573.ps tmp/879eh1292684573.png",intern=TRUE)) character(0) > try(system("convert tmp/979eh1292684573.ps tmp/979eh1292684573.png",intern=TRUE)) character(0) > try(system("convert tmp/10hiv21292684573.ps tmp/10hiv21292684573.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.640 1.720 5.319