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Type 'q()' to quit R. > x <- array(list(15561600 + ,15.73 + ,3.56 + ,142.86 + ,14917500 + ,16.17 + ,1.33 + ,380.71 + ,14805920 + ,12.00 + ,0.00 + ,460.00 + ,16958000 + ,12.86 + ,0.69 + ,361.43 + ,17605000 + ,10.30 + ,10.05 + ,140.00 + ,17131200 + ,12.97 + ,0.51 + ,275.00 + ,18474600 + ,12.06 + ,0.91 + ,274.29 + ,17286700 + ,10.49 + ,2.67 + ,212.86 + ,18574400 + ,5.97 + ,1.39 + ,172.86 + ,18056000 + ,9.26 + ,1.24 + ,186.43 + ,19701600 + ,9.74 + ,2.79 + ,77.14 + ,19061700 + ,5.46 + ,3.37 + ,17.86 + ,19681900 + ,2.71 + ,1.60 + ,37.14 + ,34521200 + ,3.90 + ,4.73 + ,42.86 + ,19922700 + ,1.51 + ,0.79 + ,85.00 + ,20177900 + ,5.01 + ,0.67 + ,45.00 + ,19759900 + ,2.96 + ,0.00 + ,206.43 + ,23076700 + ,-1.97 + ,0.60 + ,178.57 + ,22532000 + ,-4.61 + ,0.40 + ,285.71 + ,22029400 + ,4.27 + ,2.24 + ,58.57 + ,22587000 + ,4.01 + ,5.74 + ,88.57 + ,23256600 + ,0.04 + ,0.06 + ,309.29 + ,22680300 + ,3.04 + ,0.87 + ,58.57 + ,21916400 + ,2.29 + ,4.91 + ,132.14 + ,19640200 + ,4.37 + ,1.93 + ,3.57 + ,18813100 + ,6.39 + ,0.41 + ,102.86 + ,18730000 + ,5.74 + ,1.21 + ,185.71 + ,18154700 + ,7.64 + ,2.01 + ,177.14 + ,17848800 + ,7.07 + ,0.00 + ,530.00 + ,18077500 + ,6.23 + ,6.49 + ,162.86 + ,17133100 + ,10.20 + ,0.00 + ,553.57 + ,16602600 + ,14.07 + ,0.31 + ,258.57 + ,15878900 + ,12.83 + ,4.87 + ,326.43 + ,15789100 + ,12.04 + ,1.37 + ,580.00 + ,15422000 + ,11.97 + ,0.19 + ,286.43 + ,14661400 + ,12.63 + ,0.34 + ,310.71 + ,15879200 + ,13.56 + ,3.60 + ,148.57 + ,14339300 + ,15.66 + ,0.10 + ,627.14 + ,13169600 + ,16.34 + ,2.10 + ,477.86 + ,14528900 + ,14.09 + ,0.10 + ,385.71 + ,13375800 + ,15.03 + ,7.27 + ,327.86 + ,12309900 + ,16.09 + ,0.76 + ,402.14 + ,11933900 + ,19.27 + ,1.09 + ,567.86 + ,10061900 + ,22.50 + ,0.34 + ,678.57 + ,12609600 + ,16.07 + ,4.13 + ,253.57 + ,11156500 + ,19.11 + ,1.89 + ,459.29 + ,12187200 + ,18.66 + ,3.80 + ,331.43 + ,11284300 + ,18.29 + ,2.47 + ,421.43 + ,10177000 + ,20.26 + ,0.00 + ,595.00 + ,10970720 + ,19.20 + ,1.01 + ,425.71 + ,10820680 + ,20.10 + ,1.21 + ,603.57 + ,11492390 + ,17.93 + ,0.54 + ,420.00 + ,14573750 + ,16.11 + ,2.86 + ,308.57 + ,13992820 + ,16.90 + ,0.04 + ,325.00 + ,14727070 + ,16.14 + ,1.03 + ,319.29 + ,15685360 + ,15.04 + ,0.23 + ,452.86 + ,16736210 + ,13.41 + ,0.20 + ,83.57 + ,17950180 + ,14.14 + ,13.87 + ,99.43 + ,17002730 + ,9.59 + ,0.36 + ,312.71 + ,17415160 + ,10.74 + ,0.56 + ,128.00 + ,17929810 + ,11.67 + ,1.98 + ,152.67 + ,17865790 + ,8.09 + ,3.83 + ,135.00 + ,19202360 + ,10.07 + ,1.46 + ,57.71 + ,19085000 + ,11.80 + ,2.00 + ,190.43 + ,18188880 + ,12.01 + ,4.96 + ,12.86 + ,18466410 + ,6.61 + ,2.76 + ,32.43 + ,18520400 + ,6.47 + ,2.10 + ,38.29 + ,20025500 + ,-3.11 + ,2.09 + ,210.14 + ,20636100 + ,1.94 + ,2.21 + ,109.14 + ,20672000 + ,1.10 + ,2.90 + ,71.43 + ,22589100 + ,-3.40 + ,0.57 + ,102.29 + ,21864800 + ,1.64 + ,1.79 + ,48.43 + ,22750100 + ,3.11 + ,0.80 + ,70.43 + ,22548746 + ,-0.16 + ,2.66 + ,139.86 + ,21325495 + ,3.80 + ,1.70 + ,83.14 + ,21556563 + ,-2.39 + ,0.79 + ,27.71 + ,21415269 + ,1.51 + ,0.30 + ,96.14 + ,20401054 + ,7.24 + ,8.09 + ,40.57 + ,19062253 + ,2.00 + ,0.97 + ,364.71 + ,19085706 + ,2.11 + ,0.07 + ,207.43 + ,19279967 + ,10.54 + ,1.47 + ,156.29 + ,18552045 + ,11.10 + ,2.74 + ,229.00 + ,17800733 + ,7.34 + ,3.14 + ,160.43 + ,17142490 + ,9.53 + ,0.96 + ,357.43 + ,17593173 + ,9.71 + ,0.00 + ,542.00 + ,17633859 + ,10.14 + ,0.00 + ,578.43 + ,17336613 + ,13.93 + ,2.80 + ,427.43 + ,17008347 + ,8.33 + ,0.23 + ,130.29 + ,17951965 + ,8.31 + ,2.69 + ,174.29 + ,14520929 + ,13.83 + ,0.23 + ,679.14 + ,16941217 + ,14.50 + ,3.60 + ,389.43 + ,15436824 + ,16.71 + ,0.93 + ,532.57 + ,14744261 + ,16.49 + ,2.56 + ,253.71 + ,14248004 + ,14.57 + ,0.74 + ,414.14 + ,11540953 + ,19.04 + ,0.07 + ,719.71 + ,12881661 + ,22.84 + ,0.76 + ,639.86 + ,15185757 + ,22.23 + ,2.73 + ,619.71 + ,13554339 + ,19.56 + ,4.30 + ,507.14 + ,13575106 + ,19.76 + ,0.19 + ,463.86 + ,12238400 + ,18.36 + ,1.19 + ,254.14 + ,13303614 + ,16.99 + ,1.43 + ,226.29 + ,14151478 + ,16.87 + ,9.63 + ,299.57 + ,14172009 + ,18.50 + ,10.44 + ,274.00 + ,14022320 + ,16.51 + ,4.36 + ,253.29) + ,dim=c(4 + ,104) + ,dimnames=list(c('Kijkcijfers' + ,'Temperatuur' + ,'Neerslag' + ,'Zonneschijnduur') + ,1:104)) > y <- array(NA,dim=c(4,104),dimnames=list(c('Kijkcijfers','Temperatuur','Neerslag','Zonneschijnduur'),1:104)) > 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 Kijkcijfers Temperatuur Neerslag Zonneschijnduur 1 15561600 15.73 3.56 142.86 2 14917500 16.17 1.33 380.71 3 14805920 12.00 0.00 460.00 4 16958000 12.86 0.69 361.43 5 17605000 10.30 10.05 140.00 6 17131200 12.97 0.51 275.00 7 18474600 12.06 0.91 274.29 8 17286700 10.49 2.67 212.86 9 18574400 5.97 1.39 172.86 10 18056000 9.26 1.24 186.43 11 19701600 9.74 2.79 77.14 12 19061700 5.46 3.37 17.86 13 19681900 2.71 1.60 37.14 14 34521200 3.90 4.73 42.86 15 19922700 1.51 0.79 85.00 16 20177900 5.01 0.67 45.00 17 19759900 2.96 0.00 206.43 18 23076700 -1.97 0.60 178.57 19 22532000 -4.61 0.40 285.71 20 22029400 4.27 2.24 58.57 21 22587000 4.01 5.74 88.57 22 23256600 0.04 0.06 309.29 23 22680300 3.04 0.87 58.57 24 21916400 2.29 4.91 132.14 25 19640200 4.37 1.93 3.57 26 18813100 6.39 0.41 102.86 27 18730000 5.74 1.21 185.71 28 18154700 7.64 2.01 177.14 29 17848800 7.07 0.00 530.00 30 18077500 6.23 6.49 162.86 31 17133100 10.20 0.00 553.57 32 16602600 14.07 0.31 258.57 33 15878900 12.83 4.87 326.43 34 15789100 12.04 1.37 580.00 35 15422000 11.97 0.19 286.43 36 14661400 12.63 0.34 310.71 37 15879200 13.56 3.60 148.57 38 14339300 15.66 0.10 627.14 39 13169600 16.34 2.10 477.86 40 14528900 14.09 0.10 385.71 41 13375800 15.03 7.27 327.86 42 12309900 16.09 0.76 402.14 43 11933900 19.27 1.09 567.86 44 10061900 22.50 0.34 678.57 45 12609600 16.07 4.13 253.57 46 11156500 19.11 1.89 459.29 47 12187200 18.66 3.80 331.43 48 11284300 18.29 2.47 421.43 49 10177000 20.26 0.00 595.00 50 10970720 19.20 1.01 425.71 51 10820680 20.10 1.21 603.57 52 11492390 17.93 0.54 420.00 53 14573750 16.11 2.86 308.57 54 13992820 16.90 0.04 325.00 55 14727070 16.14 1.03 319.29 56 15685360 15.04 0.23 452.86 57 16736210 13.41 0.20 83.57 58 17950180 14.14 13.87 99.43 59 17002730 9.59 0.36 312.71 60 17415160 10.74 0.56 128.00 61 17929810 11.67 1.98 152.67 62 17865790 8.09 3.83 135.00 63 19202360 10.07 1.46 57.71 64 19085000 11.80 2.00 190.43 65 18188880 12.01 4.96 12.86 66 18466410 6.61 2.76 32.43 67 18520400 6.47 2.10 38.29 68 20025500 -3.11 2.09 210.14 69 20636100 1.94 2.21 109.14 70 20672000 1.10 2.90 71.43 71 22589100 -3.40 0.57 102.29 72 21864800 1.64 1.79 48.43 73 22750100 3.11 0.80 70.43 74 22548746 -0.16 2.66 139.86 75 21325495 3.80 1.70 83.14 76 21556563 -2.39 0.79 27.71 77 21415269 1.51 0.30 96.14 78 20401054 7.24 8.09 40.57 79 19062253 2.00 0.97 364.71 80 19085706 2.11 0.07 207.43 81 19279967 10.54 1.47 156.29 82 18552045 11.10 2.74 229.00 83 17800733 7.34 3.14 160.43 84 17142490 9.53 0.96 357.43 85 17593173 9.71 0.00 542.00 86 17633859 10.14 0.00 578.43 87 17336613 13.93 2.80 427.43 88 17008347 8.33 0.23 130.29 89 17951965 8.31 2.69 174.29 90 14520929 13.83 0.23 679.14 91 16941217 14.50 3.60 389.43 92 15436824 16.71 0.93 532.57 93 14744261 16.49 2.56 253.71 94 14248004 14.57 0.74 414.14 95 11540953 19.04 0.07 719.71 96 12881661 22.84 0.76 639.86 97 15185757 22.23 2.73 619.71 98 13554339 19.56 4.30 507.14 99 13575106 19.76 0.19 463.86 100 12238400 18.36 1.19 254.14 101 13303614 16.99 1.43 226.29 102 14151478 16.87 9.63 299.57 103 14172009 18.50 10.44 274.00 104 14022320 16.51 4.36 253.29 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Temperatuur Neerslag Zonneschijnduur 22305689 -434868 126331 -2972 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -3272114 -1107822 -209545 764685 13441333 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 22305689 416071 53.610 <2e-16 *** Temperatuur -434868 39674 -10.961 <2e-16 *** Neerslag 126331 84185 1.501 0.1366 Zonneschijnduur -2972 1458 -2.039 0.0441 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1879000 on 100 degrees of freedom Multiple R-squared: 0.7568, Adjusted R-squared: 0.7495 F-statistic: 103.7 on 3 and 100 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,] 0.18877934 3.775587e-01 8.112207e-01 [2,] 0.12988477 2.597695e-01 8.701152e-01 [3,] 0.08998904 1.799781e-01 9.100110e-01 [4,] 0.04191620 8.383240e-02 9.580838e-01 [5,] 0.02814624 5.629249e-02 9.718538e-01 [6,] 0.02074560 4.149121e-02 9.792544e-01 [7,] 0.01154751 2.309501e-02 9.884525e-01 [8,] 1.00000000 2.470736e-10 1.235368e-10 [9,] 1.00000000 1.651556e-10 8.257778e-11 [10,] 1.00000000 4.817509e-10 2.408754e-10 [11,] 1.00000000 1.215620e-09 6.078098e-10 [12,] 1.00000000 3.366733e-09 1.683366e-09 [13,] 1.00000000 7.702886e-09 3.851443e-09 [14,] 0.99999999 1.324445e-08 6.622223e-09 [15,] 0.99999999 1.959771e-08 9.798853e-09 [16,] 0.99999999 1.839999e-08 9.199996e-09 [17,] 0.99999999 2.114037e-08 1.057018e-08 [18,] 0.99999998 4.047474e-08 2.023737e-08 [19,] 0.99999997 6.282262e-08 3.141131e-08 [20,] 0.99999993 1.381662e-07 6.908308e-08 [21,] 0.99999986 2.801694e-07 1.400847e-07 [22,] 0.99999972 5.602632e-07 2.801316e-07 [23,] 0.99999940 1.201468e-06 6.007342e-07 [24,] 0.99999954 9.270266e-07 4.635133e-07 [25,] 0.99999920 1.604156e-06 8.020780e-07 [26,] 0.99999871 2.575513e-06 1.287756e-06 [27,] 0.99999760 4.803352e-06 2.401676e-06 [28,] 0.99999524 9.525554e-06 4.762777e-06 [29,] 0.99999184 1.631341e-05 8.156704e-06 [30,] 0.99998822 2.355382e-05 1.177691e-05 [31,] 0.99997929 4.142018e-05 2.071009e-05 [32,] 0.99996500 6.999114e-05 3.499557e-05 [33,] 0.99994358 1.128304e-04 5.641519e-05 [34,] 0.99990155 1.968981e-04 9.844906e-05 [35,] 0.99993011 1.397728e-04 6.988642e-05 [36,] 0.99993026 1.394800e-04 6.974002e-05 [37,] 0.99988114 2.377126e-04 1.188563e-04 [38,] 0.99981065 3.787060e-04 1.893530e-04 [39,] 0.99988028 2.394390e-04 1.197195e-04 [40,] 0.99987967 2.406592e-04 1.203296e-04 [41,] 0.99986348 2.730405e-04 1.365203e-04 [42,] 0.99990691 1.861818e-04 9.309089e-05 [43,] 0.99992106 1.578750e-04 7.893751e-05 [44,] 0.99994951 1.009805e-04 5.049025e-05 [45,] 0.99995481 9.037753e-05 4.518877e-05 [46,] 0.99997868 4.263387e-05 2.131693e-05 [47,] 0.99996421 7.158741e-05 3.579370e-05 [48,] 0.99994338 1.132362e-04 5.661809e-05 [49,] 0.99990434 1.913273e-04 9.566364e-05 [50,] 0.99985755 2.848932e-04 1.424466e-04 [51,] 0.99974944 5.011123e-04 2.505561e-04 [52,] 0.99961800 7.640062e-04 3.820031e-04 [53,] 0.99937167 1.256656e-03 6.283281e-04 [54,] 0.99894307 2.113865e-03 1.056932e-03 [55,] 0.99840972 3.180565e-03 1.590283e-03 [56,] 0.99773161 4.536778e-03 2.268389e-03 [57,] 0.99716151 5.676981e-03 2.838490e-03 [58,] 0.99799931 4.001371e-03 2.000685e-03 [59,] 0.99712520 5.749600e-03 2.874800e-03 [60,] 0.99605397 7.892066e-03 3.946033e-03 [61,] 0.99451198 1.097604e-02 5.488019e-03 [62,] 0.99799621 4.007576e-03 2.003788e-03 [63,] 0.99682437 6.351259e-03 3.175630e-03 [64,] 0.99556060 8.878796e-03 4.439398e-03 [65,] 0.99333113 1.333773e-02 6.668867e-03 [66,] 0.99024182 1.951637e-02 9.758185e-03 [67,] 0.99460709 1.078581e-02 5.392906e-03 [68,] 0.99254836 1.490328e-02 7.451641e-03 [69,] 0.99218819 1.562363e-02 7.811813e-03 [70,] 0.98903253 2.193493e-02 1.096747e-02 [71,] 0.98557128 2.885743e-02 1.442872e-02 [72,] 0.98521646 2.956708e-02 1.478354e-02 [73,] 0.98066022 3.867955e-02 1.933978e-02 [74,] 0.97623854 4.752291e-02 2.376146e-02 [75,] 0.98829286 2.341427e-02 1.170714e-02 [76,] 0.99207833 1.584333e-02 7.921667e-03 [77,] 0.98652810 2.694381e-02 1.347190e-02 [78,] 0.97706978 4.586043e-02 2.293022e-02 [79,] 0.96447632 7.104737e-02 3.552368e-02 [80,] 0.94876068 1.024786e-01 5.123932e-02 [81,] 0.95760065 8.479870e-02 4.239935e-02 [82,] 0.93358941 1.328212e-01 6.641059e-02 [83,] 0.92672935 1.465413e-01 7.327065e-02 [84,] 0.89292775 2.141445e-01 1.070723e-01 [85,] 0.93552426 1.289515e-01 6.447574e-02 [86,] 0.95422638 9.154724e-02 4.577362e-02 [87,] 0.94178871 1.164226e-01 5.821129e-02 [88,] 0.95876481 8.247039e-02 4.123519e-02 [89,] 0.96816364 6.367272e-02 3.183636e-02 [90,] 0.96341901 7.316197e-02 3.658099e-02 [91,] 0.97245371 5.509257e-02 2.754629e-02 > postscript(file="/var/www/html/rcomp/tmp/19x411292759197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/29x411292759197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3263m1292759197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4263m1292759197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5263m1292759197.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 = 104 Frequency = 1 1 2 3 4 5 6 71238.829 607102.747 -914203.602 1231739.182 -1075085.425 1218639.536 7 8 9 10 11 12 2113666.724 -161892.752 -796976.097 174621.253 1508328.858 -1242263.210 13 14 15 16 17 18 -1537043.858 13441333.216 -1573515.089 100001.662 -645057.671 369241.197 19 20 21 22 23 24 -979818.994 1471690.006 1563226.960 1879952.509 1760775.573 379000.689 25 26 27 28 29 30 -998323.569 -459870.778 -680465.301 -556050.845 192819.305 -1854819.626 31 32 33 34 35 36 908308.605 1144830.078 -492492.923 269944.164 -851032.262 -1271407.306 37 38 39 40 41 42 -542908.308 694910.839 -875409.396 -515775.867 -2337827.208 -1899586.827 43 44 45 46 47 48 -441865.674 -485456.266 -2475878.395 -1712585.591 -1498875.834 -2127171.721 49 50 51 52 53 54 -1549883.486 -1847857.676 -1103172.569 -1836065.294 -170430.071 -2729.420 55 56 57 58 59 60 258982.378 1236959.559 485213.653 336827.856 -248659.615 89634.373 61 62 63 64 65 66 902642.355 -1004435.160 1262868.772 2224063.439 517577.742 -1217089.765 67 68 69 70 71 72 -1123186.545 -3272114.309 -780766.473 -1309400.586 -963139.019 190098.597 73 74 75 76 77 78 1905108.116 253108.525 704639.094 -1805907.738 14064.863 342368.928 79 80 81 82 83 84 -1412302.519 -1694760.895 1836585.831 1407847.743 -1232895.574 -77880.064 85 86 87 88 89 90 1120909.428 1456860.806 2005258.316 -1316716.082 -561799.573 218854.597 91 92 93 94 95 96 1643734.263 1863124.476 40183.270 -584291.436 -354668.000 2314052.628 97 98 99 100 101 102 4044119.692 718699.016 1217030.048 -1478122.280 -1121769.145 -1144212.347 103 104 -593169.605 -901704.653 > postscript(file="/var/www/html/rcomp/tmp/6dg3p1292759197.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 = 104 Frequency = 1 lag(myerror, k = 1) myerror 0 71238.829 NA 1 607102.747 71238.829 2 -914203.602 607102.747 3 1231739.182 -914203.602 4 -1075085.425 1231739.182 5 1218639.536 -1075085.425 6 2113666.724 1218639.536 7 -161892.752 2113666.724 8 -796976.097 -161892.752 9 174621.253 -796976.097 10 1508328.858 174621.253 11 -1242263.210 1508328.858 12 -1537043.858 -1242263.210 13 13441333.216 -1537043.858 14 -1573515.089 13441333.216 15 100001.662 -1573515.089 16 -645057.671 100001.662 17 369241.197 -645057.671 18 -979818.994 369241.197 19 1471690.006 -979818.994 20 1563226.960 1471690.006 21 1879952.509 1563226.960 22 1760775.573 1879952.509 23 379000.689 1760775.573 24 -998323.569 379000.689 25 -459870.778 -998323.569 26 -680465.301 -459870.778 27 -556050.845 -680465.301 28 192819.305 -556050.845 29 -1854819.626 192819.305 30 908308.605 -1854819.626 31 1144830.078 908308.605 32 -492492.923 1144830.078 33 269944.164 -492492.923 34 -851032.262 269944.164 35 -1271407.306 -851032.262 36 -542908.308 -1271407.306 37 694910.839 -542908.308 38 -875409.396 694910.839 39 -515775.867 -875409.396 40 -2337827.208 -515775.867 41 -1899586.827 -2337827.208 42 -441865.674 -1899586.827 43 -485456.266 -441865.674 44 -2475878.395 -485456.266 45 -1712585.591 -2475878.395 46 -1498875.834 -1712585.591 47 -2127171.721 -1498875.834 48 -1549883.486 -2127171.721 49 -1847857.676 -1549883.486 50 -1103172.569 -1847857.676 51 -1836065.294 -1103172.569 52 -170430.071 -1836065.294 53 -2729.420 -170430.071 54 258982.378 -2729.420 55 1236959.559 258982.378 56 485213.653 1236959.559 57 336827.856 485213.653 58 -248659.615 336827.856 59 89634.373 -248659.615 60 902642.355 89634.373 61 -1004435.160 902642.355 62 1262868.772 -1004435.160 63 2224063.439 1262868.772 64 517577.742 2224063.439 65 -1217089.765 517577.742 66 -1123186.545 -1217089.765 67 -3272114.309 -1123186.545 68 -780766.473 -3272114.309 69 -1309400.586 -780766.473 70 -963139.019 -1309400.586 71 190098.597 -963139.019 72 1905108.116 190098.597 73 253108.525 1905108.116 74 704639.094 253108.525 75 -1805907.738 704639.094 76 14064.863 -1805907.738 77 342368.928 14064.863 78 -1412302.519 342368.928 79 -1694760.895 -1412302.519 80 1836585.831 -1694760.895 81 1407847.743 1836585.831 82 -1232895.574 1407847.743 83 -77880.064 -1232895.574 84 1120909.428 -77880.064 85 1456860.806 1120909.428 86 2005258.316 1456860.806 87 -1316716.082 2005258.316 88 -561799.573 -1316716.082 89 218854.597 -561799.573 90 1643734.263 218854.597 91 1863124.476 1643734.263 92 40183.270 1863124.476 93 -584291.436 40183.270 94 -354668.000 -584291.436 95 2314052.628 -354668.000 96 4044119.692 2314052.628 97 718699.016 4044119.692 98 1217030.048 718699.016 99 -1478122.280 1217030.048 100 -1121769.145 -1478122.280 101 -1144212.347 -1121769.145 102 -593169.605 -1144212.347 103 -901704.653 -593169.605 104 NA -901704.653 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 607102.747 71238.829 [2,] -914203.602 607102.747 [3,] 1231739.182 -914203.602 [4,] -1075085.425 1231739.182 [5,] 1218639.536 -1075085.425 [6,] 2113666.724 1218639.536 [7,] -161892.752 2113666.724 [8,] -796976.097 -161892.752 [9,] 174621.253 -796976.097 [10,] 1508328.858 174621.253 [11,] -1242263.210 1508328.858 [12,] -1537043.858 -1242263.210 [13,] 13441333.216 -1537043.858 [14,] -1573515.089 13441333.216 [15,] 100001.662 -1573515.089 [16,] -645057.671 100001.662 [17,] 369241.197 -645057.671 [18,] -979818.994 369241.197 [19,] 1471690.006 -979818.994 [20,] 1563226.960 1471690.006 [21,] 1879952.509 1563226.960 [22,] 1760775.573 1879952.509 [23,] 379000.689 1760775.573 [24,] -998323.569 379000.689 [25,] -459870.778 -998323.569 [26,] -680465.301 -459870.778 [27,] -556050.845 -680465.301 [28,] 192819.305 -556050.845 [29,] -1854819.626 192819.305 [30,] 908308.605 -1854819.626 [31,] 1144830.078 908308.605 [32,] -492492.923 1144830.078 [33,] 269944.164 -492492.923 [34,] -851032.262 269944.164 [35,] -1271407.306 -851032.262 [36,] -542908.308 -1271407.306 [37,] 694910.839 -542908.308 [38,] -875409.396 694910.839 [39,] -515775.867 -875409.396 [40,] -2337827.208 -515775.867 [41,] -1899586.827 -2337827.208 [42,] -441865.674 -1899586.827 [43,] -485456.266 -441865.674 [44,] -2475878.395 -485456.266 [45,] -1712585.591 -2475878.395 [46,] -1498875.834 -1712585.591 [47,] -2127171.721 -1498875.834 [48,] -1549883.486 -2127171.721 [49,] -1847857.676 -1549883.486 [50,] -1103172.569 -1847857.676 [51,] -1836065.294 -1103172.569 [52,] -170430.071 -1836065.294 [53,] -2729.420 -170430.071 [54,] 258982.378 -2729.420 [55,] 1236959.559 258982.378 [56,] 485213.653 1236959.559 [57,] 336827.856 485213.653 [58,] -248659.615 336827.856 [59,] 89634.373 -248659.615 [60,] 902642.355 89634.373 [61,] -1004435.160 902642.355 [62,] 1262868.772 -1004435.160 [63,] 2224063.439 1262868.772 [64,] 517577.742 2224063.439 [65,] -1217089.765 517577.742 [66,] -1123186.545 -1217089.765 [67,] -3272114.309 -1123186.545 [68,] -780766.473 -3272114.309 [69,] -1309400.586 -780766.473 [70,] -963139.019 -1309400.586 [71,] 190098.597 -963139.019 [72,] 1905108.116 190098.597 [73,] 253108.525 1905108.116 [74,] 704639.094 253108.525 [75,] -1805907.738 704639.094 [76,] 14064.863 -1805907.738 [77,] 342368.928 14064.863 [78,] -1412302.519 342368.928 [79,] -1694760.895 -1412302.519 [80,] 1836585.831 -1694760.895 [81,] 1407847.743 1836585.831 [82,] -1232895.574 1407847.743 [83,] -77880.064 -1232895.574 [84,] 1120909.428 -77880.064 [85,] 1456860.806 1120909.428 [86,] 2005258.316 1456860.806 [87,] -1316716.082 2005258.316 [88,] -561799.573 -1316716.082 [89,] 218854.597 -561799.573 [90,] 1643734.263 218854.597 [91,] 1863124.476 1643734.263 [92,] 40183.270 1863124.476 [93,] -584291.436 40183.270 [94,] -354668.000 -584291.436 [95,] 2314052.628 -354668.000 [96,] 4044119.692 2314052.628 [97,] 718699.016 4044119.692 [98,] 1217030.048 718699.016 [99,] -1478122.280 1217030.048 [100,] -1121769.145 -1478122.280 [101,] -1144212.347 -1121769.145 [102,] -593169.605 -1144212.347 [103,] -901704.653 -593169.605 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 607102.747 71238.829 2 -914203.602 607102.747 3 1231739.182 -914203.602 4 -1075085.425 1231739.182 5 1218639.536 -1075085.425 6 2113666.724 1218639.536 7 -161892.752 2113666.724 8 -796976.097 -161892.752 9 174621.253 -796976.097 10 1508328.858 174621.253 11 -1242263.210 1508328.858 12 -1537043.858 -1242263.210 13 13441333.216 -1537043.858 14 -1573515.089 13441333.216 15 100001.662 -1573515.089 16 -645057.671 100001.662 17 369241.197 -645057.671 18 -979818.994 369241.197 19 1471690.006 -979818.994 20 1563226.960 1471690.006 21 1879952.509 1563226.960 22 1760775.573 1879952.509 23 379000.689 1760775.573 24 -998323.569 379000.689 25 -459870.778 -998323.569 26 -680465.301 -459870.778 27 -556050.845 -680465.301 28 192819.305 -556050.845 29 -1854819.626 192819.305 30 908308.605 -1854819.626 31 1144830.078 908308.605 32 -492492.923 1144830.078 33 269944.164 -492492.923 34 -851032.262 269944.164 35 -1271407.306 -851032.262 36 -542908.308 -1271407.306 37 694910.839 -542908.308 38 -875409.396 694910.839 39 -515775.867 -875409.396 40 -2337827.208 -515775.867 41 -1899586.827 -2337827.208 42 -441865.674 -1899586.827 43 -485456.266 -441865.674 44 -2475878.395 -485456.266 45 -1712585.591 -2475878.395 46 -1498875.834 -1712585.591 47 -2127171.721 -1498875.834 48 -1549883.486 -2127171.721 49 -1847857.676 -1549883.486 50 -1103172.569 -1847857.676 51 -1836065.294 -1103172.569 52 -170430.071 -1836065.294 53 -2729.420 -170430.071 54 258982.378 -2729.420 55 1236959.559 258982.378 56 485213.653 1236959.559 57 336827.856 485213.653 58 -248659.615 336827.856 59 89634.373 -248659.615 60 902642.355 89634.373 61 -1004435.160 902642.355 62 1262868.772 -1004435.160 63 2224063.439 1262868.772 64 517577.742 2224063.439 65 -1217089.765 517577.742 66 -1123186.545 -1217089.765 67 -3272114.309 -1123186.545 68 -780766.473 -3272114.309 69 -1309400.586 -780766.473 70 -963139.019 -1309400.586 71 190098.597 -963139.019 72 1905108.116 190098.597 73 253108.525 1905108.116 74 704639.094 253108.525 75 -1805907.738 704639.094 76 14064.863 -1805907.738 77 342368.928 14064.863 78 -1412302.519 342368.928 79 -1694760.895 -1412302.519 80 1836585.831 -1694760.895 81 1407847.743 1836585.831 82 -1232895.574 1407847.743 83 -77880.064 -1232895.574 84 1120909.428 -77880.064 85 1456860.806 1120909.428 86 2005258.316 1456860.806 87 -1316716.082 2005258.316 88 -561799.573 -1316716.082 89 218854.597 -561799.573 90 1643734.263 218854.597 91 1863124.476 1643734.263 92 40183.270 1863124.476 93 -584291.436 40183.270 94 -354668.000 -584291.436 95 2314052.628 -354668.000 96 4044119.692 2314052.628 97 718699.016 4044119.692 98 1217030.048 718699.016 99 -1478122.280 1217030.048 100 -1121769.145 -1478122.280 101 -1144212.347 -1121769.145 102 -593169.605 -1144212.347 103 -901704.653 -593169.605 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/75p2a1292759197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/85p2a1292759197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/95p2a1292759197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10gy1d1292759197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/11jz001292759197.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/12mzy61292759197.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/13j9ef1292759197.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/1449v31292759197.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/15psbr1292759197.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/16tsrf1292759197.tab") + } > > try(system("convert tmp/19x411292759197.ps tmp/19x411292759197.png",intern=TRUE)) character(0) > try(system("convert tmp/29x411292759197.ps tmp/29x411292759197.png",intern=TRUE)) character(0) > try(system("convert tmp/3263m1292759197.ps tmp/3263m1292759197.png",intern=TRUE)) character(0) > try(system("convert tmp/4263m1292759197.ps tmp/4263m1292759197.png",intern=TRUE)) character(0) > try(system("convert tmp/5263m1292759197.ps tmp/5263m1292759197.png",intern=TRUE)) character(0) > try(system("convert tmp/6dg3p1292759197.ps tmp/6dg3p1292759197.png",intern=TRUE)) character(0) > try(system("convert tmp/75p2a1292759197.ps tmp/75p2a1292759197.png",intern=TRUE)) character(0) > try(system("convert tmp/85p2a1292759197.ps tmp/85p2a1292759197.png",intern=TRUE)) character(0) > try(system("convert tmp/95p2a1292759197.ps tmp/95p2a1292759197.png",intern=TRUE)) character(0) > try(system("convert tmp/10gy1d1292759197.ps tmp/10gy1d1292759197.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.092 1.705 7.012