R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(14 + ,11 + ,11 + ,26 + ,9 + ,2 + ,1 + ,18 + ,12 + ,8 + ,20 + ,9 + ,1 + ,1 + ,11 + ,15 + ,12 + ,21 + ,9 + ,4 + ,1 + ,12 + ,10 + ,10 + ,31 + ,14 + ,1 + ,1 + ,16 + ,12 + ,7 + ,21 + ,8 + ,5 + ,2 + ,18 + ,11 + ,6 + ,18 + ,8 + ,1 + ,1 + ,14 + ,5 + ,8 + ,26 + ,11 + ,1 + ,1 + ,14 + ,16 + ,16 + ,22 + ,10 + ,1 + ,1 + ,15 + ,11 + ,8 + ,22 + ,9 + ,1 + ,1 + ,15 + ,15 + ,16 + ,29 + ,15 + ,1 + ,1 + ,17 + ,12 + ,7 + ,15 + ,14 + ,2 + ,1 + ,19 + ,9 + ,11 + ,16 + ,11 + ,1 + ,1 + ,10 + ,11 + ,16 + ,24 + ,14 + ,3 + ,2 + ,18 + ,15 + ,16 + ,17 + ,6 + ,1 + ,1 + ,14 + ,12 + ,12 + ,19 + ,20 + ,1 + ,1 + ,14 + ,16 + ,13 + ,22 + ,9 + ,1 + ,1 + ,17 + ,14 + ,19 + ,31 + ,10 + ,1 + ,1 + ,14 + ,11 + ,7 + ,28 + ,8 + ,1 + ,1 + ,16 + ,10 + ,8 + ,38 + ,11 + ,2 + ,1 + ,18 + ,7 + ,12 + ,26 + ,14 + ,4 + ,2 + ,14 + ,11 + ,13 + ,25 + ,11 + ,1 + ,1 + ,12 + ,10 + ,11 + ,25 + ,16 + ,2 + ,1 + ,17 + ,11 + ,8 + ,29 + ,14 + ,1 + ,1 + ,9 + ,16 + ,16 + ,28 + ,11 + ,2 + ,4 + ,16 + ,14 + ,15 + ,15 + 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+ ,14 + ,24 + ,9 + ,2 + ,1 + ,16 + ,13 + ,14 + ,28 + ,8 + ,1 + ,1 + ,15 + ,11 + ,12 + ,16 + ,9 + ,1 + ,1 + ,12 + ,14 + ,13 + ,19 + ,9 + ,4 + ,3 + ,12 + ,15 + ,5 + ,21 + ,9 + ,2 + ,2 + ,8 + ,8 + ,10 + ,21 + ,15 + ,1 + ,1 + ,13 + ,9 + ,6 + ,20 + ,8 + ,1 + ,1 + ,11 + ,17 + ,15 + ,16 + ,10 + ,1 + ,1 + ,14 + ,9 + ,12 + ,25 + ,8 + ,1 + ,1 + ,15 + ,13 + ,16 + ,30 + ,14 + ,1 + ,1 + ,10 + ,6 + ,15 + ,29 + ,11 + ,1 + ,1 + ,11 + ,13 + ,12 + ,22 + ,10 + ,2 + ,1 + ,12 + ,8 + ,8 + ,19 + ,12 + ,1 + ,1 + ,15 + ,12 + ,14 + ,33 + ,14 + ,1 + ,1 + ,15 + ,13 + ,14 + ,17 + ,9 + ,2 + ,1 + ,14 + ,14 + ,13 + ,9 + ,13 + ,1 + ,1 + ,16 + ,11 + ,12 + ,14 + ,15 + ,2 + ,2 + ,15 + ,15 + ,15 + ,15 + ,8 + ,2 + ,1 + ,15 + ,7 + ,8 + ,12 + ,7 + ,4 + ,1 + ,13 + ,16 + ,16 + ,21 + ,10 + ,1 + ,1 + ,17 + ,16 + ,14 + ,20 + ,10 + ,1 + ,1 + ,13 + ,14 + ,13 + ,29 + ,13 + ,3 + ,2 + ,15 + ,11 + ,15 + ,33 + ,11 + ,1 + ,1 + ,13 + ,13 + ,7 + ,21 + ,8 + ,1 + ,1 + ,15 + ,13 + ,5 + ,15 + ,12 + ,1 + ,1 + ,16 + ,7 + ,7 + ,19 + ,9 + ,1 + ,1 + ,15 + ,15 + ,13 + ,23 + ,10 + ,1 + ,1 + ,16 + ,11 + ,14 + ,20 + ,11 + ,1 + ,1 + ,15 + ,15 + ,14 + ,20 + ,11 + ,1 + ,1 + ,14 + ,13 + ,13 + ,18 + ,10 + ,1 + ,1 + ,15 + ,11 + ,11 + ,31 + ,16 + ,4 + ,1 + ,7 + ,12 + ,15 + ,18 + ,16 + ,1 + ,1 + ,17 + ,10 + ,13 + ,13 + ,8 + ,1 + ,1 + ,13 + ,12 + ,14 + ,9 + ,6 + ,2 + ,1 + ,15 + ,12 + ,13 + ,20 + ,11 + ,1 + ,1 + ,14 + ,12 + ,9 + ,18 + ,12 + ,1 + ,1 + ,13 + ,14 + ,8 + ,23 + ,14 + ,1 + ,2 + ,16 + ,6 + ,6 + ,17 + ,9 + ,1 + ,1 + ,12 + ,14 + ,13 + ,17 + ,11 + ,1 + ,1 + ,14 + ,15 + ,16 + ,16 + ,8 + ,1 + ,1 + ,17 + ,8 + ,7 + ,31 + ,8 + ,1 + ,1 + ,15 + ,12 + ,11 + ,15 + ,7 + ,1 + ,1 + ,17 + ,10 + ,8 + ,28 + ,16 + ,1 + ,1 + ,12 + ,15 + ,13 + ,26 + ,13 + ,1 + ,1 + ,16 + ,11 + ,5 + ,20 + ,8 + ,1 + ,2 + ,11 + ,9 + ,8 + ,19 + ,11 + ,1 + ,2 + ,15 + ,14 + ,10 + ,25 + ,14 + ,5 + ,1 + ,9 + ,10 + ,9 + ,18 + ,10 + ,1 + ,1 + ,16 + ,16 + ,16 + ,20 + ,10 + ,1 + ,1 + ,10 + ,5 + ,4 + ,33 + ,14 + ,1 + ,1 + ,10 + ,8 + ,4 + ,24 + ,14 + ,3 + ,3 + ,15 + ,13 + ,11 + ,22 + ,10 + ,1 + ,1 + ,11 + ,16 + ,14 + ,32 + ,12 + ,1 + ,1 + ,13 + ,16 + ,15 + ,31 + ,9 + ,1 + ,1 + ,14 + ,14 + ,17 + ,13 + ,16 + ,1 + ,1 + ,18 + ,14 + ,10 + ,18 + ,8 + ,1 + ,1 + ,16 + ,10 + ,15 + ,17 + ,9 + ,1 + ,1 + ,14 + ,9 + ,11 + ,29 + ,16 + ,1 + ,1 + ,14 + ,14 + ,15 + ,22 + ,13 + ,2 + ,1 + ,14 + ,8 + ,10 + ,18 + ,13 + ,4 + ,1 + ,14 + ,8 + ,9 + ,22 + ,8 + ,4 + ,3 + ,12 + ,16 + ,14 + ,25 + ,14 + ,1 + ,1 + ,14 + ,12 + ,15 + ,20 + ,11 + ,1 + ,1 + ,15 + ,9 + ,9 + ,20 + ,9 + ,1 + ,1 + ,15 + ,15 + ,12 + ,17 + ,8 + ,4 + ,3 + ,13 + ,12 + ,10 + ,26 + ,13 + ,2 + ,3 + ,17 + ,14 + ,16 + ,10 + ,10 + ,1 + ,1 + ,17 + ,12 + ,15 + ,15 + ,8 + ,1 + ,2 + ,19 + ,16 + ,14 + ,20 + ,7 + ,1 + ,1 + ,15 + ,12 + ,12 + ,14 + ,11 + ,1 + ,1 + ,13 + ,14 + ,15 + ,16 + ,11 + ,1 + ,1 + ,9 + ,8 + ,9 + ,23 + ,14 + ,1 + ,2 + ,15 + ,15 + ,12 + ,11 + ,6 + ,2 + ,2 + ,15 + ,16 + ,15 + ,19 + ,10 + ,4 + ,1 + ,16 + ,12 + ,6 + ,30 + ,9 + ,4 + ,1 + ,11 + ,4 + ,4 + ,21 + ,12 + ,1 + ,1 + ,14 + ,8 + ,8 + ,20 + ,11 + ,1 + ,1 + ,11 + ,11 + ,10 + ,22 + ,14 + ,1 + ,1 + ,15 + ,4 + ,6 + ,30 + ,12 + ,2 + ,3 + ,13 + ,14 + ,12 + ,25 + ,14 + ,1 + ,1 + ,16 + ,14 + ,14 + ,23 + ,14 + ,1 + ,1 + ,14 + ,13 + ,11 + ,23 + ,8 + ,3 + ,1 + ,15 + ,14 + ,15 + ,21 + ,11 + ,2 + ,1 + ,16 + ,7 + ,13 + ,30 + ,12 + ,2 + ,1 + ,16 + ,19 + ,15 + ,22 + ,9 + ,1 + ,1 + ,11 + ,12 + ,16 + ,32 + ,16 + ,1 + ,1 + ,13 + ,10 + ,4 + ,22 + ,11 + ,2 + ,2 + ,16 + ,14 + ,15 + ,15 + ,11 + ,3 + ,1 + ,12 + ,16 + ,12 + ,21 + ,12 + ,1 + ,1 + ,9 + ,11 + ,15 + ,27 + ,15 + ,1 + ,1 + ,13 + ,16 + ,15 + ,22 + ,13 + ,1 + ,2 + ,13 + ,12 + ,14 + ,9 + ,6 + ,2 + ,1 + ,14 + ,12 + ,14 + ,29 + ,11 + ,2 + ,1 + ,19 + ,16 + ,14 + ,20 + ,7 + ,1 + ,1 + ,13 + ,12 + ,11 + ,16 + ,8 + ,1 + ,1) + ,dim=c(7 + ,145) + ,dimnames=list(c('Happiness' + ,'Popularity' + ,'KnowingPeople' + ,'CMistakes' + ,'DAction' + ,'Tobacco' + ,'Drugs') + ,1:145)) > y <- array(NA,dim=c(7,145),dimnames=list(c('Happiness','Popularity','KnowingPeople','CMistakes','DAction','Tobacco','Drugs'),1:145)) > 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 Happiness Popularity KnowingPeople CMistakes DAction Tobacco Drugs 1 14 11 11 26 9 2 1 2 18 12 8 20 9 1 1 3 11 15 12 21 9 4 1 4 12 10 10 31 14 1 1 5 16 12 7 21 8 5 2 6 18 11 6 18 8 1 1 7 14 5 8 26 11 1 1 8 14 16 16 22 10 1 1 9 15 11 8 22 9 1 1 10 15 15 16 29 15 1 1 11 17 12 7 15 14 2 1 12 19 9 11 16 11 1 1 13 10 11 16 24 14 3 2 14 18 15 16 17 6 1 1 15 14 12 12 19 20 1 1 16 14 16 13 22 9 1 1 17 17 14 19 31 10 1 1 18 14 11 7 28 8 1 1 19 16 10 8 38 11 2 1 20 18 7 12 26 14 4 2 21 14 11 13 25 11 1 1 22 12 10 11 25 16 2 1 23 17 11 8 29 14 1 1 24 9 16 16 28 11 2 4 25 16 14 15 15 11 3 1 26 14 12 11 18 12 1 1 27 11 12 12 21 9 1 2 28 16 11 7 25 7 1 2 29 13 6 9 23 13 1 1 30 17 14 15 23 10 1 1 31 15 9 6 19 9 2 1 32 14 15 14 18 9 1 1 33 16 12 14 18 13 1 1 34 9 12 7 26 16 1 1 35 15 9 15 18 12 1 1 36 17 13 14 18 6 1 1 37 13 15 17 28 14 1 1 38 15 11 14 17 14 1 1 39 16 10 5 29 10 2 2 40 16 13 14 12 4 1 1 41 12 16 8 28 12 1 1 42 11 13 8 20 14 1 1 43 15 14 13 17 9 2 1 44 17 14 14 17 9 1 1 45 13 16 16 20 10 1 1 46 16 9 11 31 14 1 1 47 14 8 10 21 10 1 1 48 11 8 10 19 9 1 1 49 12 12 10 23 14 1 1 50 12 10 8 15 8 4 1 51 15 16 14 24 9 2 1 52 16 13 14 28 8 1 1 53 15 11 12 16 9 1 1 54 12 14 13 19 9 4 3 55 12 15 5 21 9 2 2 56 8 8 10 21 15 1 1 57 13 9 6 20 8 1 1 58 11 17 15 16 10 1 1 59 14 9 12 25 8 1 1 60 15 13 16 30 14 1 1 61 10 6 15 29 11 1 1 62 11 13 12 22 10 2 1 63 12 8 8 19 12 1 1 64 15 12 14 33 14 1 1 65 15 13 14 17 9 2 1 66 14 14 13 9 13 1 1 67 16 11 12 14 15 2 2 68 15 15 15 15 8 2 1 69 15 7 8 12 7 4 1 70 13 16 16 21 10 1 1 71 17 16 14 20 10 1 1 72 13 14 13 29 13 3 2 73 15 11 15 33 11 1 1 74 13 13 7 21 8 1 1 75 15 13 5 15 12 1 1 76 16 7 7 19 9 1 1 77 15 15 13 23 10 1 1 78 16 11 14 20 11 1 1 79 15 15 14 20 11 1 1 80 14 13 13 18 10 1 1 81 15 11 11 31 16 4 1 82 7 12 15 18 16 1 1 83 17 10 13 13 8 1 1 84 13 12 14 9 6 2 1 85 15 12 13 20 11 1 1 86 14 12 9 18 12 1 1 87 13 14 8 23 14 1 2 88 16 6 6 17 9 1 1 89 12 14 13 17 11 1 1 90 14 15 16 16 8 1 1 91 17 8 7 31 8 1 1 92 15 12 11 15 7 1 1 93 17 10 8 28 16 1 1 94 12 15 13 26 13 1 1 95 16 11 5 20 8 1 2 96 11 9 8 19 11 1 2 97 15 14 10 25 14 5 1 98 9 10 9 18 10 1 1 99 16 16 16 20 10 1 1 100 10 5 4 33 14 1 1 101 10 8 4 24 14 3 3 102 15 13 11 22 10 1 1 103 11 16 14 32 12 1 1 104 13 16 15 31 9 1 1 105 14 14 17 13 16 1 1 106 18 14 10 18 8 1 1 107 16 10 15 17 9 1 1 108 14 9 11 29 16 1 1 109 14 14 15 22 13 2 1 110 14 8 10 18 13 4 1 111 14 8 9 22 8 4 3 112 12 16 14 25 14 1 1 113 14 12 15 20 11 1 1 114 15 9 9 20 9 1 1 115 15 15 12 17 8 4 3 116 13 12 10 26 13 2 3 117 17 14 16 10 10 1 1 118 17 12 15 15 8 1 2 119 19 16 14 20 7 1 1 120 15 12 12 14 11 1 1 121 13 14 15 16 11 1 1 122 9 8 9 23 14 1 2 123 15 15 12 11 6 2 2 124 15 16 15 19 10 4 1 125 16 12 6 30 9 4 1 126 11 4 4 21 12 1 1 127 14 8 8 20 11 1 1 128 11 11 10 22 14 1 1 129 15 4 6 30 12 2 3 130 13 14 12 25 14 1 1 131 16 14 14 23 14 1 1 132 14 13 11 23 8 3 1 133 15 14 15 21 11 2 1 134 16 7 13 30 12 2 1 135 16 19 15 22 9 1 1 136 11 12 16 32 16 1 1 137 13 10 4 22 11 2 2 138 16 14 15 15 11 3 1 139 12 16 12 21 12 1 1 140 9 11 15 27 15 1 1 141 13 16 15 22 13 1 2 142 13 12 14 9 6 2 1 143 14 12 14 29 11 2 1 144 19 16 14 20 7 1 1 145 13 12 11 16 8 1 1 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Popularity KnowingPeople CMistakes DAction 17.566245 0.007132 0.034430 0.006202 -0.306971 Tobacco Drugs 0.173787 -0.826460 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -5.7157 -1.6388 0.0427 1.4944 5.0648 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 17.566245 1.379172 12.737 < 2e-16 *** Popularity 0.007132 0.076841 0.093 0.9262 KnowingPeople 0.034430 0.066563 0.517 0.6058 CMistakes 0.006202 0.035267 0.176 0.8607 DAction -0.306971 0.072950 -4.208 4.61e-05 *** Tobacco 0.173787 0.203693 0.853 0.3950 Drugs -0.826460 0.368906 -2.240 0.0267 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.22 on 138 degrees of freedom Multiple R-squared: 0.1634, Adjusted R-squared: 0.1271 F-statistic: 4.493 on 6 and 138 DF, p-value: 0.000345 > 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,] 0.4378594 0.8757189 0.56214057 [2,] 0.2831474 0.5662948 0.71685262 [3,] 0.2266912 0.4533825 0.77330875 [4,] 0.5846325 0.8307349 0.41536746 [5,] 0.5029461 0.9941078 0.49705389 [6,] 0.4154513 0.8309026 0.58454870 [7,] 0.4091667 0.8183335 0.59083326 [8,] 0.6891932 0.6216137 0.31080683 [9,] 0.6317784 0.7364431 0.36822156 [10,] 0.7445800 0.5108400 0.25541999 [11,] 0.8941172 0.2117656 0.10588278 [12,] 0.8665518 0.2668964 0.13344818 [13,] 0.8438789 0.3122423 0.15612114 [14,] 0.8631295 0.2737411 0.13687055 [15,] 0.8917485 0.2165031 0.10825154 [16,] 0.8601645 0.2796710 0.13983548 [17,] 0.8399414 0.3201172 0.16005858 [18,] 0.8808342 0.2383317 0.11916585 [19,] 0.8598890 0.2802221 0.14011104 [20,] 0.8656745 0.2686511 0.13432555 [21,] 0.8606480 0.2787039 0.13935195 [22,] 0.8354738 0.3290525 0.16452625 [23,] 0.8090802 0.3818397 0.19091984 [24,] 0.7875560 0.4248881 0.21244405 [25,] 0.8746716 0.2506568 0.12532841 [26,] 0.8495753 0.3008493 0.15042466 [27,] 0.8162404 0.3675192 0.18375958 [28,] 0.7762448 0.4475105 0.22375525 [29,] 0.7437789 0.5124423 0.25622113 [30,] 0.7517755 0.4964491 0.24822455 [31,] 0.7205077 0.5589846 0.27949229 [32,] 0.6937253 0.6125493 0.30627466 [33,] 0.7039116 0.5921767 0.29608837 [34,] 0.6558906 0.6882187 0.34410936 [35,] 0.6402933 0.7194134 0.35970672 [36,] 0.6147228 0.7705544 0.38527721 [37,] 0.6193451 0.7613099 0.38065494 [38,] 0.6032883 0.7934234 0.39671170 [39,] 0.7574259 0.4851482 0.24257408 [40,] 0.7328124 0.5343752 0.26718758 [41,] 0.8006486 0.3987027 0.19935137 [42,] 0.7629649 0.4740702 0.23703510 [43,] 0.7249374 0.5501253 0.27506263 [44,] 0.6824672 0.6350657 0.31753283 [45,] 0.6613031 0.6773937 0.33869686 [46,] 0.6421834 0.7156333 0.35781665 [47,] 0.8229552 0.3540896 0.17704480 [48,] 0.8147079 0.3705842 0.18529208 [49,] 0.8575175 0.2849650 0.14248250 [50,] 0.8395544 0.3208913 0.16044564 [51,] 0.8218485 0.3563030 0.17815149 [52,] 0.9013190 0.1973621 0.09868104 [53,] 0.9317858 0.1364285 0.06821425 [54,] 0.9236923 0.1526154 0.07630769 [55,] 0.9142465 0.1715069 0.08575347 [56,] 0.8931044 0.2137912 0.10689559 [57,] 0.8702020 0.2595961 0.12979803 [58,] 0.9153999 0.1692002 0.08460008 [59,] 0.8953122 0.2093755 0.10468776 [60,] 0.8735209 0.2529582 0.12647910 [61,] 0.8618063 0.2763875 0.13819374 [62,] 0.8658923 0.2682153 0.13410765 [63,] 0.8381324 0.3237353 0.16186764 [64,] 0.8079686 0.3840628 0.19203142 [65,] 0.8025601 0.3948798 0.19743988 [66,] 0.7838219 0.4323561 0.21617806 [67,] 0.7629799 0.4740402 0.23702012 [68,] 0.7241628 0.5516743 0.27583716 [69,] 0.7107929 0.5784141 0.28920705 [70,] 0.6720045 0.6559911 0.32799553 [71,] 0.6278041 0.7443918 0.37219588 [72,] 0.6173773 0.7652454 0.38262269 [73,] 0.8214694 0.3570612 0.17853061 [74,] 0.8152587 0.3694827 0.18474133 [75,] 0.8396293 0.3207413 0.16037067 [76,] 0.8118606 0.3762787 0.18813937 [77,] 0.7774000 0.4451999 0.22259995 [78,] 0.7434722 0.5130556 0.25652778 [79,] 0.7272876 0.5454249 0.27271243 [80,] 0.7220417 0.5559166 0.27795830 [81,] 0.6965765 0.6068470 0.30342349 [82,] 0.6969862 0.6060275 0.30301377 [83,] 0.6510744 0.6978511 0.34892556 [84,] 0.8483353 0.3033294 0.15166468 [85,] 0.8289702 0.3420595 0.17102976 [86,] 0.8326249 0.3347502 0.16737511 [87,] 0.8252081 0.3495838 0.17479190 [88,] 0.8074938 0.3850125 0.19250625 [89,] 0.9343988 0.1312024 0.06560118 [90,] 0.9204996 0.1590008 0.07950038 [91,] 0.9211017 0.1577965 0.07889825 [92,] 0.9074816 0.1850369 0.09251843 [93,] 0.8837491 0.2325018 0.11625092 [94,] 0.9060802 0.1878395 0.09391977 [95,] 0.9229416 0.1541167 0.07705837 [96,] 0.9259360 0.1481280 0.07406402 [97,] 0.9387402 0.1225196 0.06125981 [98,] 0.9211544 0.1576912 0.07884560 [99,] 0.9270879 0.1458242 0.07291212 [100,] 0.9045448 0.1909104 0.09545519 [101,] 0.9015272 0.1969456 0.09847282 [102,] 0.8818682 0.2362635 0.11813176 [103,] 0.8541749 0.2916503 0.14582514 [104,] 0.8147348 0.3705305 0.18526523 [105,] 0.7691814 0.4616372 0.23081862 [106,] 0.7294896 0.5410207 0.27051036 [107,] 0.6736486 0.6527028 0.32635141 [108,] 0.7364630 0.5270740 0.26353701 [109,] 0.7169336 0.5661327 0.28306637 [110,] 0.7422447 0.5155107 0.25775534 [111,] 0.7651492 0.4697017 0.23485084 [112,] 0.7056938 0.5886125 0.29430625 [113,] 0.7400756 0.5198487 0.25992436 [114,] 0.6844748 0.6310505 0.31552523 [115,] 0.6095648 0.7808704 0.39043521 [116,] 0.5285472 0.9429055 0.47145276 [117,] 0.4541248 0.9082495 0.54587525 [118,] 0.4225094 0.8450187 0.57749063 [119,] 0.3416981 0.6833963 0.65830187 [120,] 0.3012840 0.6025680 0.69871601 [121,] 0.2230210 0.4460421 0.77697896 [122,] 0.4153011 0.8306021 0.58469894 [123,] 0.6459986 0.7080029 0.35400143 [124,] 0.5174868 0.9650264 0.48251318 [125,] 0.6046477 0.7907047 0.39535233 [126,] 0.5456862 0.9086277 0.45431383 > postscript(file="/var/www/rcomp/tmp/1bwf01292695515.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2bwf01292695515.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/34oxl1292695515.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/44oxl1292695515.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/54oxl1292695515.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 = 145 Frequency = 1 1 2 3 4 5 6 -0.943062434 3.364096118 -4.322583983 -1.223869344 1.216664196 3.145521661 7 8 9 10 11 12 -0.009250098 -0.645305353 0.358823693 1.853266011 3.790605829 4.920954625 13 14 15 16 17 18 -2.915278543 2.164954164 2.609260846 -0.848986807 2.209848545 -0.950931461 19 20 21 22 23 24 1.706873688 5.064778007 -0.217990497 -0.780930308 3.850262833 -3.069954189 25 26 27 28 29 30 1.406201925 0.194124386 -2.953365301 1.587164840 -0.418263059 2.397186646 31 32 33 34 35 36 0.286767666 -0.851475161 2.397805840 -3.489890376 1.077801554 1.241876039 37 38 39 40 41 42 -0.481932623 1.718111471 2.385473565 -0.334852178 -1.793138127 -2.108180694 43 44 45 46 47 48 0.022502063 2.161859387 -1.632900704 2.748833003 -0.375465981 -3.670032414 49 50 51 52 53 54 -1.188515196 -3.418960495 -0.069608533 0.793794958 0.258318136 -1.684556167 55 56 57 58 59 60 -1.907540041 -4.840610568 -1.852618541 -3.580793753 -1.090209420 1.554357052 61 62 63 64 65 66 -4.275998428 -3.659976377 -1.680259415 1.611742054 -0.004795589 0.473792190 67 68 69 70 71 72 3.765222489 -0.348056346 -0.685927932 -1.639103028 2.435959048 -0.171368292 73 74 75 76 77 78 0.663531155 -1.921779637 1.412178393 1.440389438 0.458914175 1.778591250 79 80 81 82 83 84 0.750062355 -0.495809755 1.827149120 -5.715710788 1.942656375 -2.868958016 85 86 87 88 89 90 0.805888902 0.262984138 0.692540519 1.494356187 -2.189768572 -1.214901347 91 92 93 94 95 96 2.051858237 -0.322124053 4.477539546 -1.638779552 1.994007297 -2.167902311 97 98 99 100 101 102 1.089666907 -5.336693579 1.367099296 -2.994033618 -1.654262949 0.548240699 103 104 105 106 107 108 -3.024526682 -1.973667481 1.232176635 2.986405485 1.155958407 1.375179818 109 110 111 112 113 114 0.150515018 0.042692640 0.170378625 -1.367168245 -0.262970850 0.351062913 115 116 117 118 119 120 1.048175052 0.965040368 2.443386990 2.673587935 3.515045801 0.877532726 121 122 123 124 125 126 -1.252425999 -3.299096014 -0.007439175 -0.113630104 0.849571024 -2.526415664 127 128 129 130 131 132 0.006567178 -2.175180647 2.828037282 -0.284044045 2.659500852 -1.419478191 133 134 135 136 137 138 0.542775178 1.912710658 1.060756769 -1.836973208 -0.229709205 1.406201925 139 140 141 142 143 144 -1.887441359 -4.071370568 0.136498180 -2.868958016 -0.458149095 3.515045801 145 -2.021355295 > postscript(file="/var/www/rcomp/tmp/6wfwo1292695515.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 = 145 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.943062434 NA 1 3.364096118 -0.943062434 2 -4.322583983 3.364096118 3 -1.223869344 -4.322583983 4 1.216664196 -1.223869344 5 3.145521661 1.216664196 6 -0.009250098 3.145521661 7 -0.645305353 -0.009250098 8 0.358823693 -0.645305353 9 1.853266011 0.358823693 10 3.790605829 1.853266011 11 4.920954625 3.790605829 12 -2.915278543 4.920954625 13 2.164954164 -2.915278543 14 2.609260846 2.164954164 15 -0.848986807 2.609260846 16 2.209848545 -0.848986807 17 -0.950931461 2.209848545 18 1.706873688 -0.950931461 19 5.064778007 1.706873688 20 -0.217990497 5.064778007 21 -0.780930308 -0.217990497 22 3.850262833 -0.780930308 23 -3.069954189 3.850262833 24 1.406201925 -3.069954189 25 0.194124386 1.406201925 26 -2.953365301 0.194124386 27 1.587164840 -2.953365301 28 -0.418263059 1.587164840 29 2.397186646 -0.418263059 30 0.286767666 2.397186646 31 -0.851475161 0.286767666 32 2.397805840 -0.851475161 33 -3.489890376 2.397805840 34 1.077801554 -3.489890376 35 1.241876039 1.077801554 36 -0.481932623 1.241876039 37 1.718111471 -0.481932623 38 2.385473565 1.718111471 39 -0.334852178 2.385473565 40 -1.793138127 -0.334852178 41 -2.108180694 -1.793138127 42 0.022502063 -2.108180694 43 2.161859387 0.022502063 44 -1.632900704 2.161859387 45 2.748833003 -1.632900704 46 -0.375465981 2.748833003 47 -3.670032414 -0.375465981 48 -1.188515196 -3.670032414 49 -3.418960495 -1.188515196 50 -0.069608533 -3.418960495 51 0.793794958 -0.069608533 52 0.258318136 0.793794958 53 -1.684556167 0.258318136 54 -1.907540041 -1.684556167 55 -4.840610568 -1.907540041 56 -1.852618541 -4.840610568 57 -3.580793753 -1.852618541 58 -1.090209420 -3.580793753 59 1.554357052 -1.090209420 60 -4.275998428 1.554357052 61 -3.659976377 -4.275998428 62 -1.680259415 -3.659976377 63 1.611742054 -1.680259415 64 -0.004795589 1.611742054 65 0.473792190 -0.004795589 66 3.765222489 0.473792190 67 -0.348056346 3.765222489 68 -0.685927932 -0.348056346 69 -1.639103028 -0.685927932 70 2.435959048 -1.639103028 71 -0.171368292 2.435959048 72 0.663531155 -0.171368292 73 -1.921779637 0.663531155 74 1.412178393 -1.921779637 75 1.440389438 1.412178393 76 0.458914175 1.440389438 77 1.778591250 0.458914175 78 0.750062355 1.778591250 79 -0.495809755 0.750062355 80 1.827149120 -0.495809755 81 -5.715710788 1.827149120 82 1.942656375 -5.715710788 83 -2.868958016 1.942656375 84 0.805888902 -2.868958016 85 0.262984138 0.805888902 86 0.692540519 0.262984138 87 1.494356187 0.692540519 88 -2.189768572 1.494356187 89 -1.214901347 -2.189768572 90 2.051858237 -1.214901347 91 -0.322124053 2.051858237 92 4.477539546 -0.322124053 93 -1.638779552 4.477539546 94 1.994007297 -1.638779552 95 -2.167902311 1.994007297 96 1.089666907 -2.167902311 97 -5.336693579 1.089666907 98 1.367099296 -5.336693579 99 -2.994033618 1.367099296 100 -1.654262949 -2.994033618 101 0.548240699 -1.654262949 102 -3.024526682 0.548240699 103 -1.973667481 -3.024526682 104 1.232176635 -1.973667481 105 2.986405485 1.232176635 106 1.155958407 2.986405485 107 1.375179818 1.155958407 108 0.150515018 1.375179818 109 0.042692640 0.150515018 110 0.170378625 0.042692640 111 -1.367168245 0.170378625 112 -0.262970850 -1.367168245 113 0.351062913 -0.262970850 114 1.048175052 0.351062913 115 0.965040368 1.048175052 116 2.443386990 0.965040368 117 2.673587935 2.443386990 118 3.515045801 2.673587935 119 0.877532726 3.515045801 120 -1.252425999 0.877532726 121 -3.299096014 -1.252425999 122 -0.007439175 -3.299096014 123 -0.113630104 -0.007439175 124 0.849571024 -0.113630104 125 -2.526415664 0.849571024 126 0.006567178 -2.526415664 127 -2.175180647 0.006567178 128 2.828037282 -2.175180647 129 -0.284044045 2.828037282 130 2.659500852 -0.284044045 131 -1.419478191 2.659500852 132 0.542775178 -1.419478191 133 1.912710658 0.542775178 134 1.060756769 1.912710658 135 -1.836973208 1.060756769 136 -0.229709205 -1.836973208 137 1.406201925 -0.229709205 138 -1.887441359 1.406201925 139 -4.071370568 -1.887441359 140 0.136498180 -4.071370568 141 -2.868958016 0.136498180 142 -0.458149095 -2.868958016 143 3.515045801 -0.458149095 144 -2.021355295 3.515045801 145 NA -2.021355295 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 3.364096118 -0.943062434 [2,] -4.322583983 3.364096118 [3,] -1.223869344 -4.322583983 [4,] 1.216664196 -1.223869344 [5,] 3.145521661 1.216664196 [6,] -0.009250098 3.145521661 [7,] -0.645305353 -0.009250098 [8,] 0.358823693 -0.645305353 [9,] 1.853266011 0.358823693 [10,] 3.790605829 1.853266011 [11,] 4.920954625 3.790605829 [12,] -2.915278543 4.920954625 [13,] 2.164954164 -2.915278543 [14,] 2.609260846 2.164954164 [15,] -0.848986807 2.609260846 [16,] 2.209848545 -0.848986807 [17,] -0.950931461 2.209848545 [18,] 1.706873688 -0.950931461 [19,] 5.064778007 1.706873688 [20,] -0.217990497 5.064778007 [21,] -0.780930308 -0.217990497 [22,] 3.850262833 -0.780930308 [23,] -3.069954189 3.850262833 [24,] 1.406201925 -3.069954189 [25,] 0.194124386 1.406201925 [26,] -2.953365301 0.194124386 [27,] 1.587164840 -2.953365301 [28,] -0.418263059 1.587164840 [29,] 2.397186646 -0.418263059 [30,] 0.286767666 2.397186646 [31,] -0.851475161 0.286767666 [32,] 2.397805840 -0.851475161 [33,] -3.489890376 2.397805840 [34,] 1.077801554 -3.489890376 [35,] 1.241876039 1.077801554 [36,] -0.481932623 1.241876039 [37,] 1.718111471 -0.481932623 [38,] 2.385473565 1.718111471 [39,] -0.334852178 2.385473565 [40,] -1.793138127 -0.334852178 [41,] -2.108180694 -1.793138127 [42,] 0.022502063 -2.108180694 [43,] 2.161859387 0.022502063 [44,] -1.632900704 2.161859387 [45,] 2.748833003 -1.632900704 [46,] -0.375465981 2.748833003 [47,] -3.670032414 -0.375465981 [48,] -1.188515196 -3.670032414 [49,] -3.418960495 -1.188515196 [50,] -0.069608533 -3.418960495 [51,] 0.793794958 -0.069608533 [52,] 0.258318136 0.793794958 [53,] -1.684556167 0.258318136 [54,] -1.907540041 -1.684556167 [55,] -4.840610568 -1.907540041 [56,] -1.852618541 -4.840610568 [57,] -3.580793753 -1.852618541 [58,] -1.090209420 -3.580793753 [59,] 1.554357052 -1.090209420 [60,] -4.275998428 1.554357052 [61,] -3.659976377 -4.275998428 [62,] -1.680259415 -3.659976377 [63,] 1.611742054 -1.680259415 [64,] -0.004795589 1.611742054 [65,] 0.473792190 -0.004795589 [66,] 3.765222489 0.473792190 [67,] -0.348056346 3.765222489 [68,] -0.685927932 -0.348056346 [69,] -1.639103028 -0.685927932 [70,] 2.435959048 -1.639103028 [71,] -0.171368292 2.435959048 [72,] 0.663531155 -0.171368292 [73,] -1.921779637 0.663531155 [74,] 1.412178393 -1.921779637 [75,] 1.440389438 1.412178393 [76,] 0.458914175 1.440389438 [77,] 1.778591250 0.458914175 [78,] 0.750062355 1.778591250 [79,] -0.495809755 0.750062355 [80,] 1.827149120 -0.495809755 [81,] -5.715710788 1.827149120 [82,] 1.942656375 -5.715710788 [83,] -2.868958016 1.942656375 [84,] 0.805888902 -2.868958016 [85,] 0.262984138 0.805888902 [86,] 0.692540519 0.262984138 [87,] 1.494356187 0.692540519 [88,] -2.189768572 1.494356187 [89,] -1.214901347 -2.189768572 [90,] 2.051858237 -1.214901347 [91,] -0.322124053 2.051858237 [92,] 4.477539546 -0.322124053 [93,] -1.638779552 4.477539546 [94,] 1.994007297 -1.638779552 [95,] -2.167902311 1.994007297 [96,] 1.089666907 -2.167902311 [97,] -5.336693579 1.089666907 [98,] 1.367099296 -5.336693579 [99,] -2.994033618 1.367099296 [100,] -1.654262949 -2.994033618 [101,] 0.548240699 -1.654262949 [102,] -3.024526682 0.548240699 [103,] -1.973667481 -3.024526682 [104,] 1.232176635 -1.973667481 [105,] 2.986405485 1.232176635 [106,] 1.155958407 2.986405485 [107,] 1.375179818 1.155958407 [108,] 0.150515018 1.375179818 [109,] 0.042692640 0.150515018 [110,] 0.170378625 0.042692640 [111,] -1.367168245 0.170378625 [112,] -0.262970850 -1.367168245 [113,] 0.351062913 -0.262970850 [114,] 1.048175052 0.351062913 [115,] 0.965040368 1.048175052 [116,] 2.443386990 0.965040368 [117,] 2.673587935 2.443386990 [118,] 3.515045801 2.673587935 [119,] 0.877532726 3.515045801 [120,] -1.252425999 0.877532726 [121,] -3.299096014 -1.252425999 [122,] -0.007439175 -3.299096014 [123,] -0.113630104 -0.007439175 [124,] 0.849571024 -0.113630104 [125,] -2.526415664 0.849571024 [126,] 0.006567178 -2.526415664 [127,] -2.175180647 0.006567178 [128,] 2.828037282 -2.175180647 [129,] -0.284044045 2.828037282 [130,] 2.659500852 -0.284044045 [131,] -1.419478191 2.659500852 [132,] 0.542775178 -1.419478191 [133,] 1.912710658 0.542775178 [134,] 1.060756769 1.912710658 [135,] -1.836973208 1.060756769 [136,] -0.229709205 -1.836973208 [137,] 1.406201925 -0.229709205 [138,] -1.887441359 1.406201925 [139,] -4.071370568 -1.887441359 [140,] 0.136498180 -4.071370568 [141,] -2.868958016 0.136498180 [142,] -0.458149095 -2.868958016 [143,] 3.515045801 -0.458149095 [144,] -2.021355295 3.515045801 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 3.364096118 -0.943062434 2 -4.322583983 3.364096118 3 -1.223869344 -4.322583983 4 1.216664196 -1.223869344 5 3.145521661 1.216664196 6 -0.009250098 3.145521661 7 -0.645305353 -0.009250098 8 0.358823693 -0.645305353 9 1.853266011 0.358823693 10 3.790605829 1.853266011 11 4.920954625 3.790605829 12 -2.915278543 4.920954625 13 2.164954164 -2.915278543 14 2.609260846 2.164954164 15 -0.848986807 2.609260846 16 2.209848545 -0.848986807 17 -0.950931461 2.209848545 18 1.706873688 -0.950931461 19 5.064778007 1.706873688 20 -0.217990497 5.064778007 21 -0.780930308 -0.217990497 22 3.850262833 -0.780930308 23 -3.069954189 3.850262833 24 1.406201925 -3.069954189 25 0.194124386 1.406201925 26 -2.953365301 0.194124386 27 1.587164840 -2.953365301 28 -0.418263059 1.587164840 29 2.397186646 -0.418263059 30 0.286767666 2.397186646 31 -0.851475161 0.286767666 32 2.397805840 -0.851475161 33 -3.489890376 2.397805840 34 1.077801554 -3.489890376 35 1.241876039 1.077801554 36 -0.481932623 1.241876039 37 1.718111471 -0.481932623 38 2.385473565 1.718111471 39 -0.334852178 2.385473565 40 -1.793138127 -0.334852178 41 -2.108180694 -1.793138127 42 0.022502063 -2.108180694 43 2.161859387 0.022502063 44 -1.632900704 2.161859387 45 2.748833003 -1.632900704 46 -0.375465981 2.748833003 47 -3.670032414 -0.375465981 48 -1.188515196 -3.670032414 49 -3.418960495 -1.188515196 50 -0.069608533 -3.418960495 51 0.793794958 -0.069608533 52 0.258318136 0.793794958 53 -1.684556167 0.258318136 54 -1.907540041 -1.684556167 55 -4.840610568 -1.907540041 56 -1.852618541 -4.840610568 57 -3.580793753 -1.852618541 58 -1.090209420 -3.580793753 59 1.554357052 -1.090209420 60 -4.275998428 1.554357052 61 -3.659976377 -4.275998428 62 -1.680259415 -3.659976377 63 1.611742054 -1.680259415 64 -0.004795589 1.611742054 65 0.473792190 -0.004795589 66 3.765222489 0.473792190 67 -0.348056346 3.765222489 68 -0.685927932 -0.348056346 69 -1.639103028 -0.685927932 70 2.435959048 -1.639103028 71 -0.171368292 2.435959048 72 0.663531155 -0.171368292 73 -1.921779637 0.663531155 74 1.412178393 -1.921779637 75 1.440389438 1.412178393 76 0.458914175 1.440389438 77 1.778591250 0.458914175 78 0.750062355 1.778591250 79 -0.495809755 0.750062355 80 1.827149120 -0.495809755 81 -5.715710788 1.827149120 82 1.942656375 -5.715710788 83 -2.868958016 1.942656375 84 0.805888902 -2.868958016 85 0.262984138 0.805888902 86 0.692540519 0.262984138 87 1.494356187 0.692540519 88 -2.189768572 1.494356187 89 -1.214901347 -2.189768572 90 2.051858237 -1.214901347 91 -0.322124053 2.051858237 92 4.477539546 -0.322124053 93 -1.638779552 4.477539546 94 1.994007297 -1.638779552 95 -2.167902311 1.994007297 96 1.089666907 -2.167902311 97 -5.336693579 1.089666907 98 1.367099296 -5.336693579 99 -2.994033618 1.367099296 100 -1.654262949 -2.994033618 101 0.548240699 -1.654262949 102 -3.024526682 0.548240699 103 -1.973667481 -3.024526682 104 1.232176635 -1.973667481 105 2.986405485 1.232176635 106 1.155958407 2.986405485 107 1.375179818 1.155958407 108 0.150515018 1.375179818 109 0.042692640 0.150515018 110 0.170378625 0.042692640 111 -1.367168245 0.170378625 112 -0.262970850 -1.367168245 113 0.351062913 -0.262970850 114 1.048175052 0.351062913 115 0.965040368 1.048175052 116 2.443386990 0.965040368 117 2.673587935 2.443386990 118 3.515045801 2.673587935 119 0.877532726 3.515045801 120 -1.252425999 0.877532726 121 -3.299096014 -1.252425999 122 -0.007439175 -3.299096014 123 -0.113630104 -0.007439175 124 0.849571024 -0.113630104 125 -2.526415664 0.849571024 126 0.006567178 -2.526415664 127 -2.175180647 0.006567178 128 2.828037282 -2.175180647 129 -0.284044045 2.828037282 130 2.659500852 -0.284044045 131 -1.419478191 2.659500852 132 0.542775178 -1.419478191 133 1.912710658 0.542775178 134 1.060756769 1.912710658 135 -1.836973208 1.060756769 136 -0.229709205 -1.836973208 137 1.406201925 -0.229709205 138 -1.887441359 1.406201925 139 -4.071370568 -1.887441359 140 0.136498180 -4.071370568 141 -2.868958016 0.136498180 142 -0.458149095 -2.868958016 143 3.515045801 -0.458149095 144 -2.021355295 3.515045801 > 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/7povr1292695515.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8povr1292695515.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9povr1292695515.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/100xuc1292695515.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/113gbi1292695515.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/126y9o1292695515.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/1338pw1292695515.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/14o96k1292695515.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/1599m81292695515.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/16dsle1292695515.tab") + } > > try(system("convert tmp/1bwf01292695515.ps tmp/1bwf01292695515.png",intern=TRUE)) character(0) > try(system("convert tmp/2bwf01292695515.ps tmp/2bwf01292695515.png",intern=TRUE)) character(0) > try(system("convert tmp/34oxl1292695515.ps tmp/34oxl1292695515.png",intern=TRUE)) character(0) > try(system("convert tmp/44oxl1292695515.ps tmp/44oxl1292695515.png",intern=TRUE)) character(0) > try(system("convert tmp/54oxl1292695515.ps tmp/54oxl1292695515.png",intern=TRUE)) character(0) > try(system("convert tmp/6wfwo1292695515.ps tmp/6wfwo1292695515.png",intern=TRUE)) character(0) > try(system("convert tmp/7povr1292695515.ps tmp/7povr1292695515.png",intern=TRUE)) character(0) > try(system("convert tmp/8povr1292695515.ps tmp/8povr1292695515.png",intern=TRUE)) character(0) > try(system("convert tmp/9povr1292695515.ps tmp/9povr1292695515.png",intern=TRUE)) character(0) > try(system("convert tmp/100xuc1292695515.ps tmp/100xuc1292695515.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.500 1.690 6.198