R version 2.8.0 (2008-10-20) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. Natural language support but running in an English locale R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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+ ,9 + ,64230 + ,343945 + ,0 + ,8 + ,59190 + ,311874 + ,1 + ,25 + ,69351 + ,302211 + ,0 + ,7 + ,64270 + ,316708 + ,0 + ,13 + ,70694 + ,333463 + ,0 + ,16 + ,68005 + ,344282 + ,0 + ,11 + ,58930 + ,319635 + ,0 + ,11 + ,58320 + ,301186 + ,0 + ,3 + ,69980 + ,300381 + ,0 + ,61 + ,69863 + ,318765 + ,1 + ,24 + ,63255 + ,286146 + ,1 + ,17 + ,57320 + ,306844 + ,1 + ,33 + ,75230 + ,307705 + ,0 + ,7 + ,79420 + ,312448 + ,0 + ,3 + ,73490 + ,299715 + ,0 + ,66 + ,35250 + ,373399 + ,1 + ,17 + ,62285 + ,299446 + ,0 + ,26 + ,69206 + ,325586 + ,0 + ,3 + ,65920 + ,291221 + ,0 + ,2 + ,69770 + ,261173 + ,0 + ,67 + ,72683 + ,255027 + ,1 + ,70 + ,-14545 + ,-78375 + ,0 + ,26 + ,55830 + ,-58143 + ,0 + ,24 + ,55174 + ,227033 + ,1 + ,94 + ,67038 + ,235098 + ,0 + ,30 + ,51252 + ,21267 + ,0 + ,223 + ,157278 + ,238675 + ,0 + ,48 + ,79510 + ,197687 + ,0 + ,90 + ,77440 + ,418341 + ,0 + ,180 + ,27284 + ,-297706) + ,dim=c(4 + ,431) + ,dimnames=list(c('Group' + ,'Trades' + ,'Dividends' + ,'Wealth ') + ,1:431)) > y <- array(NA,dim=c(4,431),dimnames=list(c('Group','Trades','Dividends','Wealth '),1:431)) > 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 = '4' > #'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 Wealth\r Group Trades Dividends 1 6282929 1 1081 213118 2 4324047 1 309 81767 3 4108272 1 458 153198 4 -1212617 0 588 -26007 5 1485329 1 299 126942 6 1779876 1 156 157214 7 1367203 0 481 129352 8 2519076 1 323 234817 9 912684 1 452 60448 10 1443586 1 109 47818 11 1220017 0 115 245546 12 984885 0 110 48020 13 1457425 1 239 -1710 14 -572920 0 247 32648 15 929144 1 497 95350 16 1151176 0 103 151352 17 790090 0 109 288170 18 774497 1 502 114337 19 990576 1 248 37884 20 454195 0 373 122844 21 876607 1 119 82340 22 711969 1 84 79801 23 702380 0 102 165548 24 264449 0 295 116384 25 450033 0 105 134028 26 541063 0 64 63838 27 588864 1 267 74996 28 -37216 0 129 31080 29 783310 0 37 32168 30 467359 0 361 49857 31 688779 1 28 87161 32 608419 1 85 106113 33 696348 1 44 80570 34 597793 1 49 102129 35 821730 0 22 301670 36 377934 0 155 102313 37 651939 0 91 88577 38 697458 1 81 112477 39 700368 1 79 191778 40 225986 0 145 79804 41 348695 0 816 128294 42 373683 0 61 96448 43 501709 0 226 93811 44 413743 0 105 117520 45 379825 0 62 69159 46 336260 1 24 101792 47 636765 1 26 210568 48 481231 1 322 136996 49 469107 0 84 121920 50 211928 0 33 76403 51 563925 1 108 108094 52 511939 1 150 134759 53 521016 1 115 188873 54 543856 1 162 146216 55 329304 1 158 156608 56 423262 0 97 61348 57 509665 0 9 50350 58 455881 0 66 87720 59 367772 0 107 99489 60 406339 1 101 87419 61 493408 1 47 94355 62 232942 0 38 60326 63 416002 1 34 94670 64 337430 1 84 82425 65 361517 0 79 59017 66 360962 0 947 90829 67 235561 0 74 80791 68 408247 1 53 100423 69 450296 0 94 131116 70 418799 1 63 100269 71 247405 1 58 27330 72 378519 0 49 39039 73 326638 0 34 106885 74 328233 0 11 79285 75 386225 0 35 118881 76 283662 1 17 77623 77 370225 0 47 114768 78 269236 0 43 74015 79 365732 0 117 69465 80 420383 1 171 117869 81 345811 0 26 60982 82 431809 1 73 90131 83 418876 0 59 138971 84 297476 0 18 39625 85 416776 0 15 102725 86 357257 1 72 64239 87 458343 0 86 90262 88 388386 0 14 103960 89 358934 0 64 106611 90 407560 0 11 103345 91 392558 0 52 95551 92 373177 1 41 82903 93 428370 0 99 63593 94 369419 1 75 126910 95 358649 0 45 37527 96 376641 1 43 60247 97 467427 0 8 112995 98 364885 1 198 70184 99 436230 0 22 130140 100 329118 1 11 73221 101 317365 1 33 76114 102 286849 0 23 90534 103 376685 0 80 108479 104 407198 0 18 113761 105 377772 0 28 68696 106 271483 0 23 71561 107 153661 1 60 59831 108 513294 1 20 97890 109 324881 0 59 101481 110 264512 1 36 72954 111 420968 0 30 67939 112 129302 1 47 48022 113 191521 0 71 86111 114 268673 1 14 74020 115 353179 1 9 57530 116 354624 0 39 56364 117 363713 0 26 84990 118 456657 0 21 88590 119 211742 1 16 77200 120 338381 0 69 61262 121 418530 0 92 110309 122 351483 0 14 67000 123 372928 0 103 93099 124 485538 1 29 107577 125 279268 1 37 62920 126 219060 1 23 75832 127 325560 0 0 60720 128 325314 0 7 60793 129 322046 0 28 57935 130 325560 0 0 60720 131 325599 0 8 60630 132 377028 0 63 55637 133 325560 0 0 60720 134 323850 0 3 60887 135 325560 0 0 60720 136 331514 0 9 60505 137 325632 0 13 60945 138 325560 0 0 60720 139 325560 0 0 60720 140 325560 0 0 60720 141 322265 0 14 58990 142 325560 0 0 60720 143 325906 0 15 56750 144 325985 0 3 60894 145 346145 0 15 63346 146 325898 0 11 56535 147 325560 0 0 60720 148 325356 0 6 60835 149 325560 0 0 60720 150 325930 0 1 61016 151 318020 0 10 58650 152 326389 0 73 60438 153 325560 0 0 60720 154 302925 0 11 58625 155 325540 0 3 60938 156 325560 0 0 60720 157 325560 0 0 60720 158 326736 0 2 61490 159 340580 0 7 60845 160 325560 0 0 60720 161 325560 0 0 60720 162 325560 0 0 60720 163 325560 0 0 60720 164 331828 0 27 60830 165 323299 0 51 63261 166 325560 0 0 60720 167 325560 0 0 60720 168 387722 0 19 45689 169 325560 0 0 60720 170 325560 0 0 60720 171 325560 0 0 60720 172 324598 0 4 61564 173 325560 0 0 60720 174 328726 0 9 61938 175 325560 0 0 60720 176 325043 0 8 60951 177 325560 0 0 60720 178 325806 1 1 60745 179 325560 0 0 60720 180 325560 0 0 60720 181 387732 0 34 71642 182 349729 1 10 71641 183 332202 0 38 55792 184 305442 1 10 71873 185 329537 1 5 62555 186 327055 1 14 60370 187 356245 1 16 64873 188 328451 0 5 62041 189 307062 0 5 65745 190 325560 0 0 60720 191 331345 0 4 59500 192 325560 0 0 60720 193 331824 0 6 61630 194 325560 0 0 60720 195 325685 0 2 60890 196 325560 1 0 60720 197 404480 1 80 113521 198 325560 1 0 60720 199 325560 1 0 60720 200 318314 1 20 80045 201 325560 1 0 60720 202 325560 1 0 60720 203 325560 1 0 60720 204 311807 1 27 50804 205 337724 1 17 87390 206 326431 1 2 61656 207 327556 1 4 65688 208 325560 1 0 60720 209 356850 1 32 48522 210 325560 1 0 60720 211 325560 0 0 60720 212 325560 0 0 60720 213 322741 0 32 57640 214 310902 0 20 61977 215 324295 0 7 62620 216 325560 0 0 60720 217 326156 0 8 60831 218 326960 0 28 60646 219 325560 0 0 60720 220 333411 0 20 56225 221 297761 0 4 60510 222 325560 0 0 60720 223 325536 0 2 60698 224 325560 0 0 60720 225 325762 0 2 60805 226 327957 0 26 61404 227 325560 0 0 60720 228 325560 0 0 60720 229 318521 0 4 65276 230 325560 0 0 60720 231 319775 0 9 63915 232 325560 0 0 60720 233 325560 0 0 60720 234 332128 0 17 61686 235 325560 0 0 60720 236 325486 0 1 60743 237 325560 0 0 60720 238 325838 0 6 60349 239 325560 0 0 60720 240 325560 0 0 60720 241 325560 0 0 60720 242 331767 0 3 61360 243 325560 0 0 60720 244 324523 0 8 59818 245 339995 0 4 72680 246 325560 1 0 60720 247 325560 1 0 60720 248 319582 0 11 61808 249 325560 1 0 60720 250 325560 1 0 60720 251 307245 0 9 53110 252 325560 1 0 60720 253 317967 0 2 64245 254 331488 0 73 73007 255 335452 0 85 82732 256 325560 0 0 60720 257 334184 0 8 54820 258 313213 0 35 47705 259 325560 1 0 60720 260 325560 0 0 60720 261 325560 1 0 60720 262 325560 1 0 60720 263 348678 0 12 72835 264 328727 0 15 58856 265 325560 1 0 60720 266 325560 0 0 60720 267 325560 1 0 60720 268 387978 0 11 77655 269 325560 1 0 60720 270 336704 0 6 69817 271 325560 1 0 60720 272 325560 1 0 60720 273 325560 1 0 60720 274 322076 0 12 60798 275 325560 0 0 60720 276 334272 0 30 62452 277 338197 0 33 64175 278 325560 0 0 60720 279 321024 1 82 67440 280 322145 0 28 68136 281 325560 1 0 60720 282 325560 0 0 60720 283 323351 0 72 56726 284 325560 0 0 60720 285 327748 0 13 70811 286 325560 0 0 60720 287 325560 1 0 60720 288 328157 0 4 62045 289 325560 1 0 60720 290 311594 0 62 54323 291 325560 1 0 60720 292 335962 0 24 62841 293 372426 0 21 81125 294 325560 0 0 60720 295 319844 0 14 59506 296 355822 1 21 59365 297 325560 0 0 60720 298 325560 1 0 60720 299 325560 0 0 60720 300 325560 0 0 60720 301 324047 1 4 60798 302 311464 0 2 58790 303 325560 0 0 60720 304 325560 1 0 60720 305 353417 0 53 61808 306 325590 0 9 60735 307 325560 1 0 60720 308 328576 1 13 64016 309 326126 0 22 54683 310 325560 1 0 60720 311 325560 1 0 60720 312 369376 0 83 87192 313 325560 1 0 60720 314 332013 1 8 64107 315 325871 0 4 60761 316 342165 0 14 65990 317 324967 0 1 59988 318 314832 0 17 61167 319 325557 0 6 60719 320 325560 0 0 60720 321 325560 0 0 60720 322 325560 0 0 60720 323 325560 0 0 60720 324 325560 1 0 60720 325 325560 0 0 60720 326 322649 0 2 60722 327 325560 1 0 60720 328 325560 1 0 60720 329 325560 0 0 60720 330 325560 0 0 60720 331 325560 0 0 60720 332 325560 0 0 60720 333 325560 0 0 60720 334 324598 0 5 60379 335 325567 0 2 60727 336 325560 0 0 60720 337 324005 0 7 60925 338 325560 0 0 60720 339 325748 0 1 60896 340 323385 0 13 59734 341 315409 0 15 62969 342 325560 0 0 60720 343 325560 0 0 60720 344 325560 0 0 60720 345 325560 0 0 60720 346 325560 0 0 60720 347 312275 0 6 59118 348 325560 0 0 60720 349 325560 0 0 60720 350 325560 0 0 60720 351 320576 0 14 58598 352 325246 0 10 61124 353 332961 0 12 59595 354 323010 0 2 62065 355 325560 0 0 60720 356 325560 0 0 60720 357 345253 0 52 78780 358 325560 0 0 60720 359 325560 0 0 60720 360 325560 0 0 60720 361 325559 0 4 60722 362 325560 0 0 60720 363 325560 0 0 60720 364 319634 1 3 61600 365 319951 0 11 59635 366 325560 0 0 60720 367 325560 0 0 60720 368 325560 0 0 60720 369 325560 0 0 60720 370 325560 0 0 60720 371 325560 0 0 60720 372 318519 0 40 59781 373 343222 0 9 76644 374 317234 0 1 64820 375 325560 0 0 60720 376 325560 0 0 60720 377 314025 0 24 56178 378 320249 0 11 60436 379 325560 0 0 60720 380 325560 0 0 60720 381 325560 0 0 60720 382 349365 0 60 73433 383 289197 0 80 41477 384 325560 0 0 60720 385 329245 0 16 62700 386 240869 0 40 67804 387 327182 0 6 59661 388 322876 0 8 58620 389 323117 0 3 60398 390 306351 0 16 58580 391 335137 0 10 62710 392 308271 0 8 59325 393 301731 0 7 60950 394 382409 0 8 68060 395 279230 1 12 83620 396 298731 0 13 58456 397 243650 0 42 52811 398 532682 1 118 121173 399 319771 0 9 63870 400 171493 1 138 21001 401 347262 0 5 70415 402 343945 0 9 64230 403 311874 0 8 59190 404 302211 1 25 69351 405 316708 0 7 64270 406 333463 0 13 70694 407 344282 0 16 68005 408 319635 0 11 58930 409 301186 0 11 58320 410 300381 0 3 69980 411 318765 0 61 69863 412 286146 1 24 63255 413 306844 1 17 57320 414 307705 1 33 75230 415 312448 0 7 79420 416 299715 0 3 73490 417 373399 0 66 35250 418 299446 1 17 62285 419 325586 0 26 69206 420 291221 0 3 65920 421 261173 0 2 69770 422 255027 0 67 72683 423 -78375 1 70 -14545 424 -58143 0 26 55830 425 227033 0 24 55174 426 235098 1 94 67038 427 21267 0 30 51252 428 238675 0 223 157278 429 197687 0 48 79510 430 418341 0 90 77440 431 -297706 0 180 27284 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Group Trades Dividends 3.094e+03 1.122e+05 1.616e+03 4.006e+00 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -2061566 -54624 44835 79218 3567306 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.094e+03 4.369e+04 0.071 0.9436 Group 1.122e+05 3.938e+04 2.849 0.0046 ** Trades 1.616e+03 1.690e+02 9.560 < 2e-16 *** Dividends 4.006e+00 5.795e-01 6.913 1.74e-11 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 360000 on 427 degrees of freedom Multiple R-squared: 0.3571, Adjusted R-squared: 0.3526 F-statistic: 79.06 on 3 and 427 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,] 1.0000000 2.041937e-46 1.020968e-46 [2,] 1.0000000 2.079773e-63 1.039887e-63 [3,] 1.0000000 6.710895e-77 3.355447e-77 [4,] 1.0000000 5.252535e-86 2.626267e-86 [5,] 1.0000000 2.264718e-88 1.132359e-88 [6,] 1.0000000 2.195546e-106 1.097773e-106 [7,] 1.0000000 1.001782e-123 5.008908e-124 [8,] 1.0000000 5.651048e-135 2.825524e-135 [9,] 1.0000000 2.984105e-151 1.492052e-151 [10,] 1.0000000 3.298144e-160 1.649072e-160 [11,] 1.0000000 4.364942e-163 2.182471e-163 [12,] 1.0000000 3.984163e-177 1.992082e-177 [13,] 1.0000000 1.807940e-189 9.039701e-190 [14,] 1.0000000 1.163893e-188 5.819464e-189 [15,] 1.0000000 4.699609e-196 2.349804e-196 [16,] 1.0000000 1.371704e-199 6.858522e-200 [17,] 1.0000000 1.626710e-199 8.133552e-200 [18,] 1.0000000 2.235439e-199 1.117719e-199 [19,] 1.0000000 2.137042e-198 1.068521e-198 [20,] 1.0000000 4.786046e-202 2.393023e-202 [21,] 1.0000000 4.451298e-206 2.225649e-206 [22,] 1.0000000 1.355296e-208 6.776482e-209 [23,] 1.0000000 1.732550e-224 8.662749e-225 [24,] 1.0000000 2.379002e-225 1.189501e-225 [25,] 1.0000000 4.298938e-229 2.149469e-229 [26,] 1.0000000 3.625708e-231 1.812854e-231 [27,] 1.0000000 4.886817e-236 2.443409e-236 [28,] 1.0000000 1.292310e-237 6.461552e-238 [29,] 1.0000000 1.841896e-237 9.209479e-238 [30,] 1.0000000 2.707993e-236 1.353996e-236 [31,] 1.0000000 1.071076e-240 5.355380e-241 [32,] 1.0000000 6.701017e-245 3.350509e-245 [33,] 1.0000000 3.197281e-247 1.598641e-247 [34,] 1.0000000 7.788744e-247 3.894372e-247 [35,] 1.0000000 3.103994e-253 1.551997e-253 [36,] 1.0000000 2.669430e-252 1.334715e-252 [37,] 1.0000000 1.977268e-252 9.886338e-253 [38,] 1.0000000 2.935584e-251 1.467792e-251 [39,] 1.0000000 8.966070e-251 4.483035e-251 [40,] 1.0000000 7.465706e-251 3.732853e-251 [41,] 1.0000000 6.710490e-252 3.355245e-252 [42,] 1.0000000 1.210391e-254 6.051953e-255 [43,] 1.0000000 1.264839e-253 6.324197e-254 [44,] 1.0000000 9.212653e-254 4.606326e-254 [45,] 1.0000000 4.555385e-255 2.277693e-255 [46,] 1.0000000 1.337852e-255 6.689262e-256 [47,] 1.0000000 2.593631e-256 1.296816e-256 [48,] 1.0000000 6.979946e-257 3.489973e-257 [49,] 1.0000000 5.446751e-259 2.723376e-259 [50,] 1.0000000 4.752857e-259 2.376429e-259 [51,] 1.0000000 5.659965e-262 2.829983e-262 [52,] 1.0000000 1.349652e-261 6.748259e-262 [53,] 1.0000000 2.068760e-260 1.034380e-260 [54,] 1.0000000 9.453435e-260 4.726717e-260 [55,] 1.0000000 1.134215e-259 5.671073e-260 [56,] 1.0000000 4.315140e-259 2.157570e-259 [57,] 1.0000000 3.759547e-258 1.879774e-258 [58,] 1.0000000 3.061694e-257 1.530847e-257 [59,] 1.0000000 1.694150e-256 8.470751e-257 [60,] 1.0000000 5.462923e-266 2.731461e-266 [61,] 1.0000000 2.041853e-265 1.020926e-265 [62,] 1.0000000 1.555051e-264 7.775253e-265 [63,] 1.0000000 2.211195e-263 1.105597e-263 [64,] 1.0000000 1.315833e-262 6.579165e-263 [65,] 1.0000000 1.529000e-261 7.645000e-262 [66,] 1.0000000 4.147101e-262 2.073551e-262 [67,] 1.0000000 1.834957e-261 9.174784e-262 [68,] 1.0000000 1.670813e-260 8.354065e-261 [69,] 1.0000000 1.540303e-259 7.701514e-260 [70,] 1.0000000 7.372993e-259 3.686496e-259 [71,] 1.0000000 6.679596e-258 3.339798e-258 [72,] 1.0000000 4.549195e-257 2.274597e-257 [73,] 1.0000000 1.174154e-256 5.870769e-257 [74,] 1.0000000 1.190529e-256 5.952643e-257 [75,] 1.0000000 8.829977e-256 4.414988e-256 [76,] 1.0000000 1.985889e-255 9.929445e-256 [77,] 1.0000000 1.866594e-254 9.332970e-255 [78,] 1.0000000 1.206992e-253 6.034961e-254 [79,] 1.0000000 1.492592e-252 7.462961e-253 [80,] 1.0000000 5.448407e-252 2.724204e-252 [81,] 1.0000000 3.869520e-252 1.934760e-252 [82,] 1.0000000 4.199368e-251 2.099684e-251 [83,] 1.0000000 5.181721e-250 2.590860e-250 [84,] 1.0000000 6.237423e-249 3.118711e-249 [85,] 1.0000000 7.722203e-248 3.861101e-248 [86,] 1.0000000 7.445533e-247 3.722766e-247 [87,] 1.0000000 3.050959e-248 1.525480e-248 [88,] 1.0000000 9.238724e-248 4.619362e-248 [89,] 1.0000000 3.218551e-248 1.609275e-248 [90,] 1.0000000 8.342145e-248 4.171073e-248 [91,] 1.0000000 1.009216e-246 5.046080e-247 [92,] 1.0000000 1.928228e-249 9.641139e-250 [93,] 1.0000000 1.405474e-248 7.027371e-249 [94,] 1.0000000 1.769750e-247 8.848752e-248 [95,] 1.0000000 2.070973e-246 1.035486e-246 [96,] 1.0000000 3.480748e-246 1.740374e-246 [97,] 1.0000000 5.015732e-245 2.507866e-245 [98,] 1.0000000 3.728379e-244 1.864189e-244 [99,] 1.0000000 2.207449e-243 1.103725e-243 [100,] 1.0000000 1.190184e-242 5.950918e-243 [101,] 1.0000000 1.114772e-242 5.573859e-243 [102,] 1.0000000 1.403404e-242 7.017018e-243 [103,] 1.0000000 9.449765e-242 4.724883e-242 [104,] 1.0000000 5.547098e-241 2.773549e-241 [105,] 1.0000000 6.238895e-241 3.119448e-241 [106,] 1.0000000 4.548644e-241 2.274322e-241 [107,] 1.0000000 8.401455e-242 4.200727e-242 [108,] 1.0000000 2.574902e-241 1.287451e-241 [109,] 1.0000000 2.229586e-240 1.114793e-240 [110,] 1.0000000 6.624710e-240 3.312355e-240 [111,] 1.0000000 8.315971e-239 4.157985e-239 [112,] 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2.046769e-62 [313,] 1.0000000 2.509212e-61 1.254606e-61 [314,] 1.0000000 1.552330e-60 7.761650e-61 [315,] 1.0000000 9.546433e-60 4.773216e-60 [316,] 1.0000000 5.835661e-59 2.917831e-59 [317,] 1.0000000 3.545781e-58 1.772891e-58 [318,] 1.0000000 2.133882e-57 1.066941e-57 [319,] 1.0000000 1.280896e-56 6.404482e-57 [320,] 1.0000000 7.650487e-56 3.825244e-56 [321,] 1.0000000 4.509549e-55 2.254775e-55 [322,] 1.0000000 2.633376e-54 1.316688e-54 [323,] 1.0000000 1.542125e-53 7.710623e-54 [324,] 1.0000000 8.973513e-53 4.486757e-53 [325,] 1.0000000 5.188238e-52 2.594119e-52 [326,] 1.0000000 2.980362e-51 1.490181e-51 [327,] 1.0000000 1.700933e-50 8.504663e-51 [328,] 1.0000000 9.534521e-50 4.767260e-50 [329,] 1.0000000 5.352689e-49 2.676344e-49 [330,] 1.0000000 2.994744e-48 1.497372e-48 [331,] 1.0000000 1.644858e-47 8.224288e-48 [332,] 1.0000000 9.079060e-47 4.539530e-47 [333,] 1.0000000 4.972473e-46 2.486237e-46 [334,] 1.0000000 2.568969e-45 1.284484e-45 [335,] 1.0000000 1.388743e-44 6.943717e-45 [336,] 1.0000000 7.456977e-44 3.728489e-44 [337,] 1.0000000 3.975692e-43 1.987846e-43 [338,] 1.0000000 2.104467e-42 1.052234e-42 [339,] 1.0000000 1.105913e-41 5.529567e-42 [340,] 1.0000000 5.769240e-41 2.884620e-41 [341,] 1.0000000 2.992086e-40 1.496043e-40 [342,] 1.0000000 1.537804e-39 7.689021e-40 [343,] 1.0000000 7.844211e-39 3.922105e-39 [344,] 1.0000000 3.970858e-38 1.985429e-38 [345,] 1.0000000 1.878298e-37 9.391490e-38 [346,] 1.0000000 9.131497e-37 4.565748e-37 [347,] 1.0000000 4.109625e-36 2.054812e-36 [348,] 1.0000000 2.030213e-35 1.015106e-35 [349,] 1.0000000 9.892208e-35 4.946104e-35 [350,] 1.0000000 4.780811e-34 2.390405e-34 [351,] 1.0000000 2.041202e-33 1.020601e-33 [352,] 1.0000000 9.715510e-33 4.857755e-33 [353,] 1.0000000 4.585362e-32 2.292681e-32 [354,] 1.0000000 2.145676e-31 1.072838e-31 [355,] 1.0000000 9.858614e-31 4.929307e-31 [356,] 1.0000000 4.533392e-30 2.266696e-30 [357,] 1.0000000 2.066168e-29 1.033084e-29 [358,] 1.0000000 9.236132e-29 4.618066e-29 [359,] 1.0000000 4.019611e-28 2.009806e-28 [360,] 1.0000000 1.784105e-27 8.920524e-28 [361,] 1.0000000 7.844736e-27 3.922368e-27 [362,] 1.0000000 3.416631e-26 1.708316e-26 [363,] 1.0000000 1.473729e-25 7.368645e-26 [364,] 1.0000000 6.294663e-25 3.147331e-25 [365,] 1.0000000 2.661923e-24 1.330961e-24 [366,] 1.0000000 8.921089e-24 4.460545e-24 [367,] 1.0000000 3.752296e-23 1.876148e-23 [368,] 1.0000000 1.562784e-22 7.813921e-23 [369,] 1.0000000 6.367881e-22 3.183941e-22 [370,] 1.0000000 2.566801e-21 1.283401e-21 [371,] 1.0000000 9.023897e-21 4.511949e-21 [372,] 1.0000000 3.481679e-20 1.740840e-20 [373,] 1.0000000 1.358702e-19 6.793509e-20 [374,] 1.0000000 5.240600e-19 2.620300e-19 [375,] 1.0000000 1.997349e-18 9.986745e-19 [376,] 1.0000000 5.584909e-18 2.792454e-18 [377,] 1.0000000 6.014641e-18 3.007321e-18 [378,] 1.0000000 2.279220e-17 1.139610e-17 [379,] 1.0000000 8.002870e-17 4.001435e-17 [380,] 1.0000000 2.935485e-16 1.467743e-16 [381,] 1.0000000 1.030461e-15 5.152303e-16 [382,] 1.0000000 3.535216e-15 1.767608e-15 [383,] 1.0000000 1.246500e-14 6.232498e-15 [384,] 1.0000000 4.229336e-14 2.114668e-14 [385,] 1.0000000 1.381813e-13 6.909067e-14 [386,] 1.0000000 4.705452e-13 2.352726e-13 [387,] 1.0000000 1.621952e-12 8.109758e-13 [388,] 1.0000000 4.435828e-12 2.217914e-12 [389,] 1.0000000 7.537651e-12 3.768826e-12 [390,] 1.0000000 2.464364e-11 1.232182e-11 [391,] 1.0000000 7.724500e-11 3.862250e-11 [392,] 1.0000000 1.255452e-10 6.277262e-11 [393,] 1.0000000 4.078718e-10 2.039359e-10 [394,] 1.0000000 3.230697e-10 1.615349e-10 [395,] 1.0000000 1.091264e-09 5.456322e-10 [396,] 1.0000000 3.339752e-09 1.669876e-09 [397,] 1.0000000 1.050287e-08 5.251437e-09 [398,] 1.0000000 3.385486e-08 1.692743e-08 [399,] 0.9999999 1.060462e-07 5.302311e-08 [400,] 0.9999998 3.229668e-07 1.614834e-07 [401,] 0.9999996 8.913872e-07 4.456936e-07 [402,] 0.9999988 2.373308e-06 1.186654e-06 [403,] 0.9999968 6.466926e-06 3.233463e-06 [404,] 0.9999906 1.871444e-05 9.357220e-06 [405,] 0.9999808 3.841471e-05 1.920736e-05 [406,] 0.9999467 1.065348e-04 5.326739e-05 [407,] 0.9998569 2.861458e-04 1.430729e-04 [408,] 0.9996309 7.381692e-04 3.690846e-04 [409,] 0.9990678 1.864470e-03 9.322348e-04 [410,] 0.9977297 4.540551e-03 2.270275e-03 [411,] 0.9994718 1.056345e-03 5.281727e-04 [412,] 0.9985966 2.806827e-03 1.403414e-03 [413,] 0.9967925 6.414984e-03 3.207492e-03 [414,] 0.9916280 1.674393e-02 8.371963e-03 [415,] 0.9783347 4.333060e-02 2.166530e-02 [416,] 0.9548594 9.028123e-02 4.514062e-02 [417,] 0.8969307 2.061387e-01 1.030693e-01 [418,] 0.8703928 2.592144e-01 1.296072e-01 > postscript(file="/var/www/html/freestat/rcomp/tmp/12x871292943189.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/22x871292943189.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/3v6ps1292943189.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4v6ps1292943189.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5v6ps1292943189.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 = 431 Frequency = 1 1 2 3 4 5 3567305.9289 3381955.5006 2639282.4743 -2061566.3645 378421.1945 6 7 8 9 10 782744.2785 68758.7563 941238.0097 -175049.7795 960639.1296 11 12 13 14 15 47445.3017 611691.5830 962846.9128 -1105885.4030 -371116.2577 16 17 18 19 20 375339.0827 -543541.4246 -609904.7716 322840.7941 -643680.5622 21 22 23 24 25 239205.9981 141289.4141 -128711.1357 -681521.6395 -259634.4795 26 27 28 29 30 178824.7485 -258242.4562 -373245.4691 591567.7810 -318738.1556 31 32 33 34 35 179094.9354 -69283.5785 187216.3835 -5783.6997 -425415.8873 36 37 38 39 40 -285467.2766 146970.6720 723.7602 -310818.8490 -331085.8646 41 42 43 44 45 -1486775.5690 -114345.5060 -242348.6190 -229792.5500 -498.0304 46 47 48 49 50 -225573.7694 -364062.6649 -703115.1254 -158125.1571 -150559.1285 51 52 53 54 55 -158875.0293 -385542.4988 -536699.0259 -418911.4399 -668631.4844 56 57 58 59 60 17680.2063 290324.7553 -5261.2500 -206761.8325 -222325.8660 61 62 63 64 65 -75794.2094 -73218.3861 -133457.8133 -243761.4700 -5643.8023 66 67 68 69 70 -1536080.5236 -210749.0309 -194958.2351 -229932.9803 -199946.4590 71 72 73 74 75 -71064.3522 139862.6008 -159577.3637 -10253.8309 -149662.6959 76 77 78 79 80 -170039.4556 -168574.3856 -99841.8291 -104681.2414 -443366.2848 81 82 83 84 85 56411.2302 -162480.2457 -236270.4833 106559.2375 -22075.5850 86 87 88 89 90 -131691.7956 -45296.9499 -53797.3453 -174655.1735 -27312.4757 91 92 93 94 95 -77335.6356 -140453.5922 10563.1852 -375440.3148 132512.6160 96 97 98 99 100 -49459.8777 -1256.7441 -351459.9501 -123757.5481 -97254.5149 101 102 103 104 105 -156142.7708 -116090.5129 -190238.9310 -80711.5371 54238.1031 106 107 108 109 110 -55449.6618 -298240.5249 -26445.2866 -180078.5415 -201183.7889 111 112 113 114 115 97235.2543 -254287.7374 -271254.0881 -165747.4984 -7103.0998 116 117 118 119 120 62719.8818 -21864.0997 64736.6861 -238649.1794 -21616.2360 121 122 123 124 125 -175113.5960 57363.3882 -169544.2888 -107549.3664 -147846.7648 126 127 128 129 130 -237160.9077 79218.4221 67369.9709 41621.2437 79218.4221 131 132 133 134 135 66692.2420 49259.1080 79218.4221 71992.2643 79218.4221 136 137 138 139 140 71492.2831 57384.7571 79218.4221 79218.4221 79218.4221 141 142 143 144 145 60233.8759 79218.4221 71232.7199 74099.2220 65047.7917 146 147 148 149 150 78548.8838 79218.4221 68859.4323 79218.4221 76786.9147 151 152 153 154 155 63813.7965 -36770.1105 79218.4221 47203.2322 73477.9556 156 157 158 159 160 79218.4221 79218.4221 74078.3298 82427.6561 79218.4221 161 162 163 164 165 79218.4221 79218.4221 79218.4221 41421.4347 -15623.4558 166 167 168 169 170 79218.4221 79218.4221 170896.8141 79218.4221 79218.4221 171 172 173 174 175 79218.4221 68412.4506 79218.4221 62963.6086 79218.4221 176 177 178 179 180 64850.2989 79218.4221 -34429.8366 79218.4221 79218.4221 181 182 183 184 185 42701.9761 -68698.2349 44205.0600 -113914.6393 -44412.6557 186 187 188 189 190 -52682.8695 -44763.5592 68738.8475 32511.4257 79218.4221 191 192 193 194 195 83427.9448 79218.4221 72142.6198 79218.4221 75430.9618 196 197 198 199 200 -32959.9697 -294820.8440 -32959.9697 -32959.9697 -149937.2638 201 202 203 204 205 -32959.9697 -32959.9697 -32959.9697 -50613.2657 -155104.5791 206 207 208 209 210 -39070.0669 -57328.9054 -32959.9697 -4507.0299 -32959.9697 211 212 213 214 215 79218.4221 79218.4221 37035.1670 27210.5007 59031.9114 216 217 218 219 220 79218.4221 66444.0253 35674.8329 79218.4221 72762.3199 221 222 223 224 225 45797.8309 79218.4221 76051.1240 79218.4221 75848.4763 226 227 228 229 230 36866.6757 79218.4221 79218.4221 47464.9804 79218.4221 231 232 233 234 235 46092.6410 79218.4221 79218.4221 54449.4091 79218.4221 236 237 238 239 240 77436.5673 79218.4221 71288.3742 79218.4221 79218.4221 241 242 243 244 245 79218.4221 78014.4011 79218.4221 68869.1574 39278.1610 246 247 248 249 250 -32959.9697 -32959.9697 51108.9643 -32959.9697 -32959.9697 251 252 253 254 255 76848.0479 -32959.9697 54272.6526 -82023.1956 -136406.6522 256 257 258 259 260 79218.4221 98552.4122 62460.1606 -32959.9697 79218.4221 261 262 263 264 265 -32959.9697 -32959.9697 34414.4979 65616.9715 -32959.9697 266 267 268 269 270 79218.4221 -32959.9697 56021.0361 -32959.9697 44225.0607 271 272 273 274 275 -32959.9697 -32959.9697 -32959.9697 56033.3626 79218.4221 276 277 278 279 280 32520.4693 24695.8924 79218.4221 -196905.3286 854.4930 281 282 283 284 285 -32959.9697 79218.4221 -23321.9247 79218.4221 19977.0343 286 287 288 289 290 79218.4221 -32959.9697 70044.5389 -32959.9697 -9295.2222 291 292 293 294 295 -32959.9697 42346.4082 10410.8747 79218.4221 55745.7524 296 297 298 299 300 -31199.7951 79218.4221 -32959.9697 79218.4221 79218.4221 301 302 303 304 305 -41248.3043 69622.6739 79218.4221 -32959.9697 17083.9086 306 307 308 309 310 64646.8908 -32959.9697 -64152.2246 68423.2230 -32959.9697 311 312 313 314 315 -32959.9697 -117118.2192 -32959.9697 -53001.1974 72902.3115 316 317 318 319 320 52091.5021 79942.1376 39232.5508 69525.1345 79218.4221 321 322 323 324 325 79218.4221 79218.4221 79218.4221 -32959.9697 79218.4221 326 327 328 329 330 73067.9788 -32959.9697 -32959.9697 79218.4221 79218.4221 331 332 333 334 335 79218.4221 79218.4221 79218.4221 71543.9082 75965.9485 336 337 338 339 340 79218.4221 65532.1719 79218.4221 77085.6411 59989.0878 341 342 343 344 345 35822.0738 79218.4221 79218.4221 79218.4221 79218.4221 346 347 348 349 350 79218.4221 62656.8260 79218.4221 79218.4221 79218.4221 351 352 353 354 355 60115.2488 61128.8204 71737.6448 68048.8490 79218.4221 356 357 358 359 360 79218.4221 -57455.1140 79218.4221 79218.4221 79218.4221 361 362 363 364 365 72746.5475 79218.4221 79218.4221 -47258.4435 60183.1183 366 367 368 369 370 79218.4221 79218.4221 79218.4221 79218.4221 79218.4221 371 372 373 374 375 79218.4221 11310.4818 18546.5873 52851.8876 79218.4221 376 377 378 379 380 79218.4221 47101.7419 57272.2695 79218.4221 79218.4221 381 382 383 384 385 79218.4221 -44848.4714 -9313.3413 79218.4221 49119.9866 386 387 388 389 390 -98480.0846 75388.5390 72021.4093 73218.2245 42730.9266 391 392 393 394 395 64666.2197 54592.1417 43158.0205 93737.2653 -190417.1798 396 397 398 399 400 40454.8240 -38867.7573 -258670.3578 46268.9134 -250879.2892 401 402 403 404 405 54003.1564 69000.7342 58735.9589 -131278.1068 44834.9233 406 407 408 409 410 26160.7426 42904.8733 62691.3859 46686.0785 12096.2208 411 412 413 414 415 -62762.5764 -121306.4897 -65522.5535 -162261.4196 -20116.7857 416 417 418 419 420 -2631.0266 122454.3717 -92810.6086 3240.4471 19200.7976 421 422 423 424 425 -24654.7924 -147491.9407 -248479.4536 -326903.5827 -35868.1804 426 427 428 429 430 -300609.4825 -235616.7327 -754787.6631 -201482.6706 -40396.1957 431 -700929.9866 > postscript(file="/var/www/html/freestat/rcomp/tmp/6ofov1292943189.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 = 431 Frequency = 1 lag(myerror, k = 1) myerror 0 3567305.9289 NA 1 3381955.5006 3567305.9289 2 2639282.4743 3381955.5006 3 -2061566.3645 2639282.4743 4 378421.1945 -2061566.3645 5 782744.2785 378421.1945 6 68758.7563 782744.2785 7 941238.0097 68758.7563 8 -175049.7795 941238.0097 9 960639.1296 -175049.7795 10 47445.3017 960639.1296 11 611691.5830 47445.3017 12 962846.9128 611691.5830 13 -1105885.4030 962846.9128 14 -371116.2577 -1105885.4030 15 375339.0827 -371116.2577 16 -543541.4246 375339.0827 17 -609904.7716 -543541.4246 18 322840.7941 -609904.7716 19 -643680.5622 322840.7941 20 239205.9981 -643680.5622 21 141289.4141 239205.9981 22 -128711.1357 141289.4141 23 -681521.6395 -128711.1357 24 -259634.4795 -681521.6395 25 178824.7485 -259634.4795 26 -258242.4562 178824.7485 27 -373245.4691 -258242.4562 28 591567.7810 -373245.4691 29 -318738.1556 591567.7810 30 179094.9354 -318738.1556 31 -69283.5785 179094.9354 32 187216.3835 -69283.5785 33 -5783.6997 187216.3835 34 -425415.8873 -5783.6997 35 -285467.2766 -425415.8873 36 146970.6720 -285467.2766 37 723.7602 146970.6720 38 -310818.8490 723.7602 39 -331085.8646 -310818.8490 40 -1486775.5690 -331085.8646 41 -114345.5060 -1486775.5690 42 -242348.6190 -114345.5060 43 -229792.5500 -242348.6190 44 -498.0304 -229792.5500 45 -225573.7694 -498.0304 46 -364062.6649 -225573.7694 47 -703115.1254 -364062.6649 48 -158125.1571 -703115.1254 49 -150559.1285 -158125.1571 50 -158875.0293 -150559.1285 51 -385542.4988 -158875.0293 52 -536699.0259 -385542.4988 53 -418911.4399 -536699.0259 54 -668631.4844 -418911.4399 55 17680.2063 -668631.4844 56 290324.7553 17680.2063 57 -5261.2500 290324.7553 58 -206761.8325 -5261.2500 59 -222325.8660 -206761.8325 60 -75794.2094 -222325.8660 61 -73218.3861 -75794.2094 62 -133457.8133 -73218.3861 63 -243761.4700 -133457.8133 64 -5643.8023 -243761.4700 65 -1536080.5236 -5643.8023 66 -210749.0309 -1536080.5236 67 -194958.2351 -210749.0309 68 -229932.9803 -194958.2351 69 -199946.4590 -229932.9803 70 -71064.3522 -199946.4590 71 139862.6008 -71064.3522 72 -159577.3637 139862.6008 73 -10253.8309 -159577.3637 74 -149662.6959 -10253.8309 75 -170039.4556 -149662.6959 76 -168574.3856 -170039.4556 77 -99841.8291 -168574.3856 78 -104681.2414 -99841.8291 79 -443366.2848 -104681.2414 80 56411.2302 -443366.2848 81 -162480.2457 56411.2302 82 -236270.4833 -162480.2457 83 106559.2375 -236270.4833 84 -22075.5850 106559.2375 85 -131691.7956 -22075.5850 86 -45296.9499 -131691.7956 87 -53797.3453 -45296.9499 88 -174655.1735 -53797.3453 89 -27312.4757 -174655.1735 90 -77335.6356 -27312.4757 91 -140453.5922 -77335.6356 92 10563.1852 -140453.5922 93 -375440.3148 10563.1852 94 132512.6160 -375440.3148 95 -49459.8777 132512.6160 96 -1256.7441 -49459.8777 97 -351459.9501 -1256.7441 98 -123757.5481 -351459.9501 99 -97254.5149 -123757.5481 100 -156142.7708 -97254.5149 101 -116090.5129 -156142.7708 102 -190238.9310 -116090.5129 103 -80711.5371 -190238.9310 104 54238.1031 -80711.5371 105 -55449.6618 54238.1031 106 -298240.5249 -55449.6618 107 -26445.2866 -298240.5249 108 -180078.5415 -26445.2866 109 -201183.7889 -180078.5415 110 97235.2543 -201183.7889 111 -254287.7374 97235.2543 112 -271254.0881 -254287.7374 113 -165747.4984 -271254.0881 114 -7103.0998 -165747.4984 115 62719.8818 -7103.0998 116 -21864.0997 62719.8818 117 64736.6861 -21864.0997 118 -238649.1794 64736.6861 119 -21616.2360 -238649.1794 120 -175113.5960 -21616.2360 121 57363.3882 -175113.5960 122 -169544.2888 57363.3882 123 -107549.3664 -169544.2888 124 -147846.7648 -107549.3664 125 -237160.9077 -147846.7648 126 79218.4221 -237160.9077 127 67369.9709 79218.4221 128 41621.2437 67369.9709 129 79218.4221 41621.2437 130 66692.2420 79218.4221 131 49259.1080 66692.2420 132 79218.4221 49259.1080 133 71992.2643 79218.4221 134 79218.4221 71992.2643 135 71492.2831 79218.4221 136 57384.7571 71492.2831 137 79218.4221 57384.7571 138 79218.4221 79218.4221 139 79218.4221 79218.4221 140 60233.8759 79218.4221 141 79218.4221 60233.8759 142 71232.7199 79218.4221 143 74099.2220 71232.7199 144 65047.7917 74099.2220 145 78548.8838 65047.7917 146 79218.4221 78548.8838 147 68859.4323 79218.4221 148 79218.4221 68859.4323 149 76786.9147 79218.4221 150 63813.7965 76786.9147 151 -36770.1105 63813.7965 152 79218.4221 -36770.1105 153 47203.2322 79218.4221 154 73477.9556 47203.2322 155 79218.4221 73477.9556 156 79218.4221 79218.4221 157 74078.3298 79218.4221 158 82427.6561 74078.3298 159 79218.4221 82427.6561 160 79218.4221 79218.4221 161 79218.4221 79218.4221 162 79218.4221 79218.4221 163 41421.4347 79218.4221 164 -15623.4558 41421.4347 165 79218.4221 -15623.4558 166 79218.4221 79218.4221 167 170896.8141 79218.4221 168 79218.4221 170896.8141 169 79218.4221 79218.4221 170 79218.4221 79218.4221 171 68412.4506 79218.4221 172 79218.4221 68412.4506 173 62963.6086 79218.4221 174 79218.4221 62963.6086 175 64850.2989 79218.4221 176 79218.4221 64850.2989 177 -34429.8366 79218.4221 178 79218.4221 -34429.8366 179 79218.4221 79218.4221 180 42701.9761 79218.4221 181 -68698.2349 42701.9761 182 44205.0600 -68698.2349 183 -113914.6393 44205.0600 184 -44412.6557 -113914.6393 185 -52682.8695 -44412.6557 186 -44763.5592 -52682.8695 187 68738.8475 -44763.5592 188 32511.4257 68738.8475 189 79218.4221 32511.4257 190 83427.9448 79218.4221 191 79218.4221 83427.9448 192 72142.6198 79218.4221 193 79218.4221 72142.6198 194 75430.9618 79218.4221 195 -32959.9697 75430.9618 196 -294820.8440 -32959.9697 197 -32959.9697 -294820.8440 198 -32959.9697 -32959.9697 199 -149937.2638 -32959.9697 200 -32959.9697 -149937.2638 201 -32959.9697 -32959.9697 202 -32959.9697 -32959.9697 203 -50613.2657 -32959.9697 204 -155104.5791 -50613.2657 205 -39070.0669 -155104.5791 206 -57328.9054 -39070.0669 207 -32959.9697 -57328.9054 208 -4507.0299 -32959.9697 209 -32959.9697 -4507.0299 210 79218.4221 -32959.9697 211 79218.4221 79218.4221 212 37035.1670 79218.4221 213 27210.5007 37035.1670 214 59031.9114 27210.5007 215 79218.4221 59031.9114 216 66444.0253 79218.4221 217 35674.8329 66444.0253 218 79218.4221 35674.8329 219 72762.3199 79218.4221 220 45797.8309 72762.3199 221 79218.4221 45797.8309 222 76051.1240 79218.4221 223 79218.4221 76051.1240 224 75848.4763 79218.4221 225 36866.6757 75848.4763 226 79218.4221 36866.6757 227 79218.4221 79218.4221 228 47464.9804 79218.4221 229 79218.4221 47464.9804 230 46092.6410 79218.4221 231 79218.4221 46092.6410 232 79218.4221 79218.4221 233 54449.4091 79218.4221 234 79218.4221 54449.4091 235 77436.5673 79218.4221 236 79218.4221 77436.5673 237 71288.3742 79218.4221 238 79218.4221 71288.3742 239 79218.4221 79218.4221 240 79218.4221 79218.4221 241 78014.4011 79218.4221 242 79218.4221 78014.4011 243 68869.1574 79218.4221 244 39278.1610 68869.1574 245 -32959.9697 39278.1610 246 -32959.9697 -32959.9697 247 51108.9643 -32959.9697 248 -32959.9697 51108.9643 249 -32959.9697 -32959.9697 250 76848.0479 -32959.9697 251 -32959.9697 76848.0479 252 54272.6526 -32959.9697 253 -82023.1956 54272.6526 254 -136406.6522 -82023.1956 255 79218.4221 -136406.6522 256 98552.4122 79218.4221 257 62460.1606 98552.4122 258 -32959.9697 62460.1606 259 79218.4221 -32959.9697 260 -32959.9697 79218.4221 261 -32959.9697 -32959.9697 262 34414.4979 -32959.9697 263 65616.9715 34414.4979 264 -32959.9697 65616.9715 265 79218.4221 -32959.9697 266 -32959.9697 79218.4221 267 56021.0361 -32959.9697 268 -32959.9697 56021.0361 269 44225.0607 -32959.9697 270 -32959.9697 44225.0607 271 -32959.9697 -32959.9697 272 -32959.9697 -32959.9697 273 56033.3626 -32959.9697 274 79218.4221 56033.3626 275 32520.4693 79218.4221 276 24695.8924 32520.4693 277 79218.4221 24695.8924 278 -196905.3286 79218.4221 279 854.4930 -196905.3286 280 -32959.9697 854.4930 281 79218.4221 -32959.9697 282 -23321.9247 79218.4221 283 79218.4221 -23321.9247 284 19977.0343 79218.4221 285 79218.4221 19977.0343 286 -32959.9697 79218.4221 287 70044.5389 -32959.9697 288 -32959.9697 70044.5389 289 -9295.2222 -32959.9697 290 -32959.9697 -9295.2222 291 42346.4082 -32959.9697 292 10410.8747 42346.4082 293 79218.4221 10410.8747 294 55745.7524 79218.4221 295 -31199.7951 55745.7524 296 79218.4221 -31199.7951 297 -32959.9697 79218.4221 298 79218.4221 -32959.9697 299 79218.4221 79218.4221 300 -41248.3043 79218.4221 301 69622.6739 -41248.3043 302 79218.4221 69622.6739 303 -32959.9697 79218.4221 304 17083.9086 -32959.9697 305 64646.8908 17083.9086 306 -32959.9697 64646.8908 307 -64152.2246 -32959.9697 308 68423.2230 -64152.2246 309 -32959.9697 68423.2230 310 -32959.9697 -32959.9697 311 -117118.2192 -32959.9697 312 -32959.9697 -117118.2192 313 -53001.1974 -32959.9697 314 72902.3115 -53001.1974 315 52091.5021 72902.3115 316 79942.1376 52091.5021 317 39232.5508 79942.1376 318 69525.1345 39232.5508 319 79218.4221 69525.1345 320 79218.4221 79218.4221 321 79218.4221 79218.4221 322 79218.4221 79218.4221 323 -32959.9697 79218.4221 324 79218.4221 -32959.9697 325 73067.9788 79218.4221 326 -32959.9697 73067.9788 327 -32959.9697 -32959.9697 328 79218.4221 -32959.9697 329 79218.4221 79218.4221 330 79218.4221 79218.4221 331 79218.4221 79218.4221 332 79218.4221 79218.4221 333 71543.9082 79218.4221 334 75965.9485 71543.9082 335 79218.4221 75965.9485 336 65532.1719 79218.4221 337 79218.4221 65532.1719 338 77085.6411 79218.4221 339 59989.0878 77085.6411 340 35822.0738 59989.0878 341 79218.4221 35822.0738 342 79218.4221 79218.4221 343 79218.4221 79218.4221 344 79218.4221 79218.4221 345 79218.4221 79218.4221 346 62656.8260 79218.4221 347 79218.4221 62656.8260 348 79218.4221 79218.4221 349 79218.4221 79218.4221 350 60115.2488 79218.4221 351 61128.8204 60115.2488 352 71737.6448 61128.8204 353 68048.8490 71737.6448 354 79218.4221 68048.8490 355 79218.4221 79218.4221 356 -57455.1140 79218.4221 357 79218.4221 -57455.1140 358 79218.4221 79218.4221 359 79218.4221 79218.4221 360 72746.5475 79218.4221 361 79218.4221 72746.5475 362 79218.4221 79218.4221 363 -47258.4435 79218.4221 364 60183.1183 -47258.4435 365 79218.4221 60183.1183 366 79218.4221 79218.4221 367 79218.4221 79218.4221 368 79218.4221 79218.4221 369 79218.4221 79218.4221 370 79218.4221 79218.4221 371 11310.4818 79218.4221 372 18546.5873 11310.4818 373 52851.8876 18546.5873 374 79218.4221 52851.8876 375 79218.4221 79218.4221 376 47101.7419 79218.4221 377 57272.2695 47101.7419 378 79218.4221 57272.2695 379 79218.4221 79218.4221 380 79218.4221 79218.4221 381 -44848.4714 79218.4221 382 -9313.3413 -44848.4714 383 79218.4221 -9313.3413 384 49119.9866 79218.4221 385 -98480.0846 49119.9866 386 75388.5390 -98480.0846 387 72021.4093 75388.5390 388 73218.2245 72021.4093 389 42730.9266 73218.2245 390 64666.2197 42730.9266 391 54592.1417 64666.2197 392 43158.0205 54592.1417 393 93737.2653 43158.0205 394 -190417.1798 93737.2653 395 40454.8240 -190417.1798 396 -38867.7573 40454.8240 397 -258670.3578 -38867.7573 398 46268.9134 -258670.3578 399 -250879.2892 46268.9134 400 54003.1564 -250879.2892 401 69000.7342 54003.1564 402 58735.9589 69000.7342 403 -131278.1068 58735.9589 404 44834.9233 -131278.1068 405 26160.7426 44834.9233 406 42904.8733 26160.7426 407 62691.3859 42904.8733 408 46686.0785 62691.3859 409 12096.2208 46686.0785 410 -62762.5764 12096.2208 411 -121306.4897 -62762.5764 412 -65522.5535 -121306.4897 413 -162261.4196 -65522.5535 414 -20116.7857 -162261.4196 415 -2631.0266 -20116.7857 416 122454.3717 -2631.0266 417 -92810.6086 122454.3717 418 3240.4471 -92810.6086 419 19200.7976 3240.4471 420 -24654.7924 19200.7976 421 -147491.9407 -24654.7924 422 -248479.4536 -147491.9407 423 -326903.5827 -248479.4536 424 -35868.1804 -326903.5827 425 -300609.4825 -35868.1804 426 -235616.7327 -300609.4825 427 -754787.6631 -235616.7327 428 -201482.6706 -754787.6631 429 -40396.1957 -201482.6706 430 -700929.9866 -40396.1957 431 NA -700929.9866 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 3381955.5006 3567305.9289 [2,] 2639282.4743 3381955.5006 [3,] -2061566.3645 2639282.4743 [4,] 378421.1945 -2061566.3645 [5,] 782744.2785 378421.1945 [6,] 68758.7563 782744.2785 [7,] 941238.0097 68758.7563 [8,] -175049.7795 941238.0097 [9,] 960639.1296 -175049.7795 [10,] 47445.3017 960639.1296 [11,] 611691.5830 47445.3017 [12,] 962846.9128 611691.5830 [13,] -1105885.4030 962846.9128 [14,] -371116.2577 -1105885.4030 [15,] 375339.0827 -371116.2577 [16,] -543541.4246 375339.0827 [17,] -609904.7716 -543541.4246 [18,] 322840.7941 -609904.7716 [19,] -643680.5622 322840.7941 [20,] 239205.9981 -643680.5622 [21,] 141289.4141 239205.9981 [22,] -128711.1357 141289.4141 [23,] -681521.6395 -128711.1357 [24,] -259634.4795 -681521.6395 [25,] 178824.7485 -259634.4795 [26,] -258242.4562 178824.7485 [27,] -373245.4691 -258242.4562 [28,] 591567.7810 -373245.4691 [29,] -318738.1556 591567.7810 [30,] 179094.9354 -318738.1556 [31,] -69283.5785 179094.9354 [32,] 187216.3835 -69283.5785 [33,] -5783.6997 187216.3835 [34,] -425415.8873 -5783.6997 [35,] -285467.2766 -425415.8873 [36,] 146970.6720 -285467.2766 [37,] 723.7602 146970.6720 [38,] -310818.8490 723.7602 [39,] -331085.8646 -310818.8490 [40,] -1486775.5690 -331085.8646 [41,] -114345.5060 -1486775.5690 [42,] -242348.6190 -114345.5060 [43,] -229792.5500 -242348.6190 [44,] -498.0304 -229792.5500 [45,] -225573.7694 -498.0304 [46,] -364062.6649 -225573.7694 [47,] -703115.1254 -364062.6649 [48,] -158125.1571 -703115.1254 [49,] -150559.1285 -158125.1571 [50,] -158875.0293 -150559.1285 [51,] -385542.4988 -158875.0293 [52,] -536699.0259 -385542.4988 [53,] -418911.4399 -536699.0259 [54,] -668631.4844 -418911.4399 [55,] 17680.2063 -668631.4844 [56,] 290324.7553 17680.2063 [57,] -5261.2500 290324.7553 [58,] -206761.8325 -5261.2500 [59,] -222325.8660 -206761.8325 [60,] -75794.2094 -222325.8660 [61,] -73218.3861 -75794.2094 [62,] -133457.8133 -73218.3861 [63,] -243761.4700 -133457.8133 [64,] -5643.8023 -243761.4700 [65,] -1536080.5236 -5643.8023 [66,] -210749.0309 -1536080.5236 [67,] -194958.2351 -210749.0309 [68,] -229932.9803 -194958.2351 [69,] -199946.4590 -229932.9803 [70,] -71064.3522 -199946.4590 [71,] 139862.6008 -71064.3522 [72,] -159577.3637 139862.6008 [73,] -10253.8309 -159577.3637 [74,] -149662.6959 -10253.8309 [75,] -170039.4556 -149662.6959 [76,] -168574.3856 -170039.4556 [77,] -99841.8291 -168574.3856 [78,] -104681.2414 -99841.8291 [79,] -443366.2848 -104681.2414 [80,] 56411.2302 -443366.2848 [81,] -162480.2457 56411.2302 [82,] -236270.4833 -162480.2457 [83,] 106559.2375 -236270.4833 [84,] -22075.5850 106559.2375 [85,] -131691.7956 -22075.5850 [86,] -45296.9499 -131691.7956 [87,] -53797.3453 -45296.9499 [88,] -174655.1735 -53797.3453 [89,] -27312.4757 -174655.1735 [90,] -77335.6356 -27312.4757 [91,] -140453.5922 -77335.6356 [92,] 10563.1852 -140453.5922 [93,] -375440.3148 10563.1852 [94,] 132512.6160 -375440.3148 [95,] -49459.8777 132512.6160 [96,] -1256.7441 -49459.8777 [97,] -351459.9501 -1256.7441 [98,] -123757.5481 -351459.9501 [99,] -97254.5149 -123757.5481 [100,] -156142.7708 -97254.5149 [101,] -116090.5129 -156142.7708 [102,] -190238.9310 -116090.5129 [103,] -80711.5371 -190238.9310 [104,] 54238.1031 -80711.5371 [105,] -55449.6618 54238.1031 [106,] -298240.5249 -55449.6618 [107,] -26445.2866 -298240.5249 [108,] -180078.5415 -26445.2866 [109,] -201183.7889 -180078.5415 [110,] 97235.2543 -201183.7889 [111,] -254287.7374 97235.2543 [112,] -271254.0881 -254287.7374 [113,] -165747.4984 -271254.0881 [114,] -7103.0998 -165747.4984 [115,] 62719.8818 -7103.0998 [116,] -21864.0997 62719.8818 [117,] 64736.6861 -21864.0997 [118,] -238649.1794 64736.6861 [119,] -21616.2360 -238649.1794 [120,] -175113.5960 -21616.2360 [121,] 57363.3882 -175113.5960 [122,] -169544.2888 57363.3882 [123,] -107549.3664 -169544.2888 [124,] -147846.7648 -107549.3664 [125,] -237160.9077 -147846.7648 [126,] 79218.4221 -237160.9077 [127,] 67369.9709 79218.4221 [128,] 41621.2437 67369.9709 [129,] 79218.4221 41621.2437 [130,] 66692.2420 79218.4221 [131,] 49259.1080 66692.2420 [132,] 79218.4221 49259.1080 [133,] 71992.2643 79218.4221 [134,] 79218.4221 71992.2643 [135,] 71492.2831 79218.4221 [136,] 57384.7571 71492.2831 [137,] 79218.4221 57384.7571 [138,] 79218.4221 79218.4221 [139,] 79218.4221 79218.4221 [140,] 60233.8759 79218.4221 [141,] 79218.4221 60233.8759 [142,] 71232.7199 79218.4221 [143,] 74099.2220 71232.7199 [144,] 65047.7917 74099.2220 [145,] 78548.8838 65047.7917 [146,] 79218.4221 78548.8838 [147,] 68859.4323 79218.4221 [148,] 79218.4221 68859.4323 [149,] 76786.9147 79218.4221 [150,] 63813.7965 76786.9147 [151,] -36770.1105 63813.7965 [152,] 79218.4221 -36770.1105 [153,] 47203.2322 79218.4221 [154,] 73477.9556 47203.2322 [155,] 79218.4221 73477.9556 [156,] 79218.4221 79218.4221 [157,] 74078.3298 79218.4221 [158,] 82427.6561 74078.3298 [159,] 79218.4221 82427.6561 [160,] 79218.4221 79218.4221 [161,] 79218.4221 79218.4221 [162,] 79218.4221 79218.4221 [163,] 41421.4347 79218.4221 [164,] -15623.4558 41421.4347 [165,] 79218.4221 -15623.4558 [166,] 79218.4221 79218.4221 [167,] 170896.8141 79218.4221 [168,] 79218.4221 170896.8141 [169,] 79218.4221 79218.4221 [170,] 79218.4221 79218.4221 [171,] 68412.4506 79218.4221 [172,] 79218.4221 68412.4506 [173,] 62963.6086 79218.4221 [174,] 79218.4221 62963.6086 [175,] 64850.2989 79218.4221 [176,] 79218.4221 64850.2989 [177,] -34429.8366 79218.4221 [178,] 79218.4221 -34429.8366 [179,] 79218.4221 79218.4221 [180,] 42701.9761 79218.4221 [181,] -68698.2349 42701.9761 [182,] 44205.0600 -68698.2349 [183,] -113914.6393 44205.0600 [184,] -44412.6557 -113914.6393 [185,] -52682.8695 -44412.6557 [186,] -44763.5592 -52682.8695 [187,] 68738.8475 -44763.5592 [188,] 32511.4257 68738.8475 [189,] 79218.4221 32511.4257 [190,] 83427.9448 79218.4221 [191,] 79218.4221 83427.9448 [192,] 72142.6198 79218.4221 [193,] 79218.4221 72142.6198 [194,] 75430.9618 79218.4221 [195,] -32959.9697 75430.9618 [196,] -294820.8440 -32959.9697 [197,] -32959.9697 -294820.8440 [198,] -32959.9697 -32959.9697 [199,] -149937.2638 -32959.9697 [200,] -32959.9697 -149937.2638 [201,] -32959.9697 -32959.9697 [202,] -32959.9697 -32959.9697 [203,] -50613.2657 -32959.9697 [204,] -155104.5791 -50613.2657 [205,] -39070.0669 -155104.5791 [206,] -57328.9054 -39070.0669 [207,] -32959.9697 -57328.9054 [208,] -4507.0299 -32959.9697 [209,] -32959.9697 -4507.0299 [210,] 79218.4221 -32959.9697 [211,] 79218.4221 79218.4221 [212,] 37035.1670 79218.4221 [213,] 27210.5007 37035.1670 [214,] 59031.9114 27210.5007 [215,] 79218.4221 59031.9114 [216,] 66444.0253 79218.4221 [217,] 35674.8329 66444.0253 [218,] 79218.4221 35674.8329 [219,] 72762.3199 79218.4221 [220,] 45797.8309 72762.3199 [221,] 79218.4221 45797.8309 [222,] 76051.1240 79218.4221 [223,] 79218.4221 76051.1240 [224,] 75848.4763 79218.4221 [225,] 36866.6757 75848.4763 [226,] 79218.4221 36866.6757 [227,] 79218.4221 79218.4221 [228,] 47464.9804 79218.4221 [229,] 79218.4221 47464.9804 [230,] 46092.6410 79218.4221 [231,] 79218.4221 46092.6410 [232,] 79218.4221 79218.4221 [233,] 54449.4091 79218.4221 [234,] 79218.4221 54449.4091 [235,] 77436.5673 79218.4221 [236,] 79218.4221 77436.5673 [237,] 71288.3742 79218.4221 [238,] 79218.4221 71288.3742 [239,] 79218.4221 79218.4221 [240,] 79218.4221 79218.4221 [241,] 78014.4011 79218.4221 [242,] 79218.4221 78014.4011 [243,] 68869.1574 79218.4221 [244,] 39278.1610 68869.1574 [245,] -32959.9697 39278.1610 [246,] -32959.9697 -32959.9697 [247,] 51108.9643 -32959.9697 [248,] -32959.9697 51108.9643 [249,] -32959.9697 -32959.9697 [250,] 76848.0479 -32959.9697 [251,] -32959.9697 76848.0479 [252,] 54272.6526 -32959.9697 [253,] -82023.1956 54272.6526 [254,] -136406.6522 -82023.1956 [255,] 79218.4221 -136406.6522 [256,] 98552.4122 79218.4221 [257,] 62460.1606 98552.4122 [258,] -32959.9697 62460.1606 [259,] 79218.4221 -32959.9697 [260,] -32959.9697 79218.4221 [261,] -32959.9697 -32959.9697 [262,] 34414.4979 -32959.9697 [263,] 65616.9715 34414.4979 [264,] -32959.9697 65616.9715 [265,] 79218.4221 -32959.9697 [266,] -32959.9697 79218.4221 [267,] 56021.0361 -32959.9697 [268,] -32959.9697 56021.0361 [269,] 44225.0607 -32959.9697 [270,] -32959.9697 44225.0607 [271,] -32959.9697 -32959.9697 [272,] -32959.9697 -32959.9697 [273,] 56033.3626 -32959.9697 [274,] 79218.4221 56033.3626 [275,] 32520.4693 79218.4221 [276,] 24695.8924 32520.4693 [277,] 79218.4221 24695.8924 [278,] -196905.3286 79218.4221 [279,] 854.4930 -196905.3286 [280,] -32959.9697 854.4930 [281,] 79218.4221 -32959.9697 [282,] -23321.9247 79218.4221 [283,] 79218.4221 -23321.9247 [284,] 19977.0343 79218.4221 [285,] 79218.4221 19977.0343 [286,] -32959.9697 79218.4221 [287,] 70044.5389 -32959.9697 [288,] -32959.9697 70044.5389 [289,] -9295.2222 -32959.9697 [290,] -32959.9697 -9295.2222 [291,] 42346.4082 -32959.9697 [292,] 10410.8747 42346.4082 [293,] 79218.4221 10410.8747 [294,] 55745.7524 79218.4221 [295,] -31199.7951 55745.7524 [296,] 79218.4221 -31199.7951 [297,] -32959.9697 79218.4221 [298,] 79218.4221 -32959.9697 [299,] 79218.4221 79218.4221 [300,] -41248.3043 79218.4221 [301,] 69622.6739 -41248.3043 [302,] 79218.4221 69622.6739 [303,] -32959.9697 79218.4221 [304,] 17083.9086 -32959.9697 [305,] 64646.8908 17083.9086 [306,] -32959.9697 64646.8908 [307,] -64152.2246 -32959.9697 [308,] 68423.2230 -64152.2246 [309,] -32959.9697 68423.2230 [310,] -32959.9697 -32959.9697 [311,] -117118.2192 -32959.9697 [312,] -32959.9697 -117118.2192 [313,] -53001.1974 -32959.9697 [314,] 72902.3115 -53001.1974 [315,] 52091.5021 72902.3115 [316,] 79942.1376 52091.5021 [317,] 39232.5508 79942.1376 [318,] 69525.1345 39232.5508 [319,] 79218.4221 69525.1345 [320,] 79218.4221 79218.4221 [321,] 79218.4221 79218.4221 [322,] 79218.4221 79218.4221 [323,] -32959.9697 79218.4221 [324,] 79218.4221 -32959.9697 [325,] 73067.9788 79218.4221 [326,] -32959.9697 73067.9788 [327,] -32959.9697 -32959.9697 [328,] 79218.4221 -32959.9697 [329,] 79218.4221 79218.4221 [330,] 79218.4221 79218.4221 [331,] 79218.4221 79218.4221 [332,] 79218.4221 79218.4221 [333,] 71543.9082 79218.4221 [334,] 75965.9485 71543.9082 [335,] 79218.4221 75965.9485 [336,] 65532.1719 79218.4221 [337,] 79218.4221 65532.1719 [338,] 77085.6411 79218.4221 [339,] 59989.0878 77085.6411 [340,] 35822.0738 59989.0878 [341,] 79218.4221 35822.0738 [342,] 79218.4221 79218.4221 [343,] 79218.4221 79218.4221 [344,] 79218.4221 79218.4221 [345,] 79218.4221 79218.4221 [346,] 62656.8260 79218.4221 [347,] 79218.4221 62656.8260 [348,] 79218.4221 79218.4221 [349,] 79218.4221 79218.4221 [350,] 60115.2488 79218.4221 [351,] 61128.8204 60115.2488 [352,] 71737.6448 61128.8204 [353,] 68048.8490 71737.6448 [354,] 79218.4221 68048.8490 [355,] 79218.4221 79218.4221 [356,] -57455.1140 79218.4221 [357,] 79218.4221 -57455.1140 [358,] 79218.4221 79218.4221 [359,] 79218.4221 79218.4221 [360,] 72746.5475 79218.4221 [361,] 79218.4221 72746.5475 [362,] 79218.4221 79218.4221 [363,] -47258.4435 79218.4221 [364,] 60183.1183 -47258.4435 [365,] 79218.4221 60183.1183 [366,] 79218.4221 79218.4221 [367,] 79218.4221 79218.4221 [368,] 79218.4221 79218.4221 [369,] 79218.4221 79218.4221 [370,] 79218.4221 79218.4221 [371,] 11310.4818 79218.4221 [372,] 18546.5873 11310.4818 [373,] 52851.8876 18546.5873 [374,] 79218.4221 52851.8876 [375,] 79218.4221 79218.4221 [376,] 47101.7419 79218.4221 [377,] 57272.2695 47101.7419 [378,] 79218.4221 57272.2695 [379,] 79218.4221 79218.4221 [380,] 79218.4221 79218.4221 [381,] -44848.4714 79218.4221 [382,] -9313.3413 -44848.4714 [383,] 79218.4221 -9313.3413 [384,] 49119.9866 79218.4221 [385,] -98480.0846 49119.9866 [386,] 75388.5390 -98480.0846 [387,] 72021.4093 75388.5390 [388,] 73218.2245 72021.4093 [389,] 42730.9266 73218.2245 [390,] 64666.2197 42730.9266 [391,] 54592.1417 64666.2197 [392,] 43158.0205 54592.1417 [393,] 93737.2653 43158.0205 [394,] -190417.1798 93737.2653 [395,] 40454.8240 -190417.1798 [396,] -38867.7573 40454.8240 [397,] -258670.3578 -38867.7573 [398,] 46268.9134 -258670.3578 [399,] -250879.2892 46268.9134 [400,] 54003.1564 -250879.2892 [401,] 69000.7342 54003.1564 [402,] 58735.9589 69000.7342 [403,] -131278.1068 58735.9589 [404,] 44834.9233 -131278.1068 [405,] 26160.7426 44834.9233 [406,] 42904.8733 26160.7426 [407,] 62691.3859 42904.8733 [408,] 46686.0785 62691.3859 [409,] 12096.2208 46686.0785 [410,] -62762.5764 12096.2208 [411,] -121306.4897 -62762.5764 [412,] -65522.5535 -121306.4897 [413,] -162261.4196 -65522.5535 [414,] -20116.7857 -162261.4196 [415,] -2631.0266 -20116.7857 [416,] 122454.3717 -2631.0266 [417,] -92810.6086 122454.3717 [418,] 3240.4471 -92810.6086 [419,] 19200.7976 3240.4471 [420,] -24654.7924 19200.7976 [421,] -147491.9407 -24654.7924 [422,] -248479.4536 -147491.9407 [423,] -326903.5827 -248479.4536 [424,] -35868.1804 -326903.5827 [425,] -300609.4825 -35868.1804 [426,] -235616.7327 -300609.4825 [427,] -754787.6631 -235616.7327 [428,] -201482.6706 -754787.6631 [429,] -40396.1957 -201482.6706 [430,] -700929.9866 -40396.1957 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 3381955.5006 3567305.9289 2 2639282.4743 3381955.5006 3 -2061566.3645 2639282.4743 4 378421.1945 -2061566.3645 5 782744.2785 378421.1945 6 68758.7563 782744.2785 7 941238.0097 68758.7563 8 -175049.7795 941238.0097 9 960639.1296 -175049.7795 10 47445.3017 960639.1296 11 611691.5830 47445.3017 12 962846.9128 611691.5830 13 -1105885.4030 962846.9128 14 -371116.2577 -1105885.4030 15 375339.0827 -371116.2577 16 -543541.4246 375339.0827 17 -609904.7716 -543541.4246 18 322840.7941 -609904.7716 19 -643680.5622 322840.7941 20 239205.9981 -643680.5622 21 141289.4141 239205.9981 22 -128711.1357 141289.4141 23 -681521.6395 -128711.1357 24 -259634.4795 -681521.6395 25 178824.7485 -259634.4795 26 -258242.4562 178824.7485 27 -373245.4691 -258242.4562 28 591567.7810 -373245.4691 29 -318738.1556 591567.7810 30 179094.9354 -318738.1556 31 -69283.5785 179094.9354 32 187216.3835 -69283.5785 33 -5783.6997 187216.3835 34 -425415.8873 -5783.6997 35 -285467.2766 -425415.8873 36 146970.6720 -285467.2766 37 723.7602 146970.6720 38 -310818.8490 723.7602 39 -331085.8646 -310818.8490 40 -1486775.5690 -331085.8646 41 -114345.5060 -1486775.5690 42 -242348.6190 -114345.5060 43 -229792.5500 -242348.6190 44 -498.0304 -229792.5500 45 -225573.7694 -498.0304 46 -364062.6649 -225573.7694 47 -703115.1254 -364062.6649 48 -158125.1571 -703115.1254 49 -150559.1285 -158125.1571 50 -158875.0293 -150559.1285 51 -385542.4988 -158875.0293 52 -536699.0259 -385542.4988 53 -418911.4399 -536699.0259 54 -668631.4844 -418911.4399 55 17680.2063 -668631.4844 56 290324.7553 17680.2063 57 -5261.2500 290324.7553 58 -206761.8325 -5261.2500 59 -222325.8660 -206761.8325 60 -75794.2094 -222325.8660 61 -73218.3861 -75794.2094 62 -133457.8133 -73218.3861 63 -243761.4700 -133457.8133 64 -5643.8023 -243761.4700 65 -1536080.5236 -5643.8023 66 -210749.0309 -1536080.5236 67 -194958.2351 -210749.0309 68 -229932.9803 -194958.2351 69 -199946.4590 -229932.9803 70 -71064.3522 -199946.4590 71 139862.6008 -71064.3522 72 -159577.3637 139862.6008 73 -10253.8309 -159577.3637 74 -149662.6959 -10253.8309 75 -170039.4556 -149662.6959 76 -168574.3856 -170039.4556 77 -99841.8291 -168574.3856 78 -104681.2414 -99841.8291 79 -443366.2848 -104681.2414 80 56411.2302 -443366.2848 81 -162480.2457 56411.2302 82 -236270.4833 -162480.2457 83 106559.2375 -236270.4833 84 -22075.5850 106559.2375 85 -131691.7956 -22075.5850 86 -45296.9499 -131691.7956 87 -53797.3453 -45296.9499 88 -174655.1735 -53797.3453 89 -27312.4757 -174655.1735 90 -77335.6356 -27312.4757 91 -140453.5922 -77335.6356 92 10563.1852 -140453.5922 93 -375440.3148 10563.1852 94 132512.6160 -375440.3148 95 -49459.8777 132512.6160 96 -1256.7441 -49459.8777 97 -351459.9501 -1256.7441 98 -123757.5481 -351459.9501 99 -97254.5149 -123757.5481 100 -156142.7708 -97254.5149 101 -116090.5129 -156142.7708 102 -190238.9310 -116090.5129 103 -80711.5371 -190238.9310 104 54238.1031 -80711.5371 105 -55449.6618 54238.1031 106 -298240.5249 -55449.6618 107 -26445.2866 -298240.5249 108 -180078.5415 -26445.2866 109 -201183.7889 -180078.5415 110 97235.2543 -201183.7889 111 -254287.7374 97235.2543 112 -271254.0881 -254287.7374 113 -165747.4984 -271254.0881 114 -7103.0998 -165747.4984 115 62719.8818 -7103.0998 116 -21864.0997 62719.8818 117 64736.6861 -21864.0997 118 -238649.1794 64736.6861 119 -21616.2360 -238649.1794 120 -175113.5960 -21616.2360 121 57363.3882 -175113.5960 122 -169544.2888 57363.3882 123 -107549.3664 -169544.2888 124 -147846.7648 -107549.3664 125 -237160.9077 -147846.7648 126 79218.4221 -237160.9077 127 67369.9709 79218.4221 128 41621.2437 67369.9709 129 79218.4221 41621.2437 130 66692.2420 79218.4221 131 49259.1080 66692.2420 132 79218.4221 49259.1080 133 71992.2643 79218.4221 134 79218.4221 71992.2643 135 71492.2831 79218.4221 136 57384.7571 71492.2831 137 79218.4221 57384.7571 138 79218.4221 79218.4221 139 79218.4221 79218.4221 140 60233.8759 79218.4221 141 79218.4221 60233.8759 142 71232.7199 79218.4221 143 74099.2220 71232.7199 144 65047.7917 74099.2220 145 78548.8838 65047.7917 146 79218.4221 78548.8838 147 68859.4323 79218.4221 148 79218.4221 68859.4323 149 76786.9147 79218.4221 150 63813.7965 76786.9147 151 -36770.1105 63813.7965 152 79218.4221 -36770.1105 153 47203.2322 79218.4221 154 73477.9556 47203.2322 155 79218.4221 73477.9556 156 79218.4221 79218.4221 157 74078.3298 79218.4221 158 82427.6561 74078.3298 159 79218.4221 82427.6561 160 79218.4221 79218.4221 161 79218.4221 79218.4221 162 79218.4221 79218.4221 163 41421.4347 79218.4221 164 -15623.4558 41421.4347 165 79218.4221 -15623.4558 166 79218.4221 79218.4221 167 170896.8141 79218.4221 168 79218.4221 170896.8141 169 79218.4221 79218.4221 170 79218.4221 79218.4221 171 68412.4506 79218.4221 172 79218.4221 68412.4506 173 62963.6086 79218.4221 174 79218.4221 62963.6086 175 64850.2989 79218.4221 176 79218.4221 64850.2989 177 -34429.8366 79218.4221 178 79218.4221 -34429.8366 179 79218.4221 79218.4221 180 42701.9761 79218.4221 181 -68698.2349 42701.9761 182 44205.0600 -68698.2349 183 -113914.6393 44205.0600 184 -44412.6557 -113914.6393 185 -52682.8695 -44412.6557 186 -44763.5592 -52682.8695 187 68738.8475 -44763.5592 188 32511.4257 68738.8475 189 79218.4221 32511.4257 190 83427.9448 79218.4221 191 79218.4221 83427.9448 192 72142.6198 79218.4221 193 79218.4221 72142.6198 194 75430.9618 79218.4221 195 -32959.9697 75430.9618 196 -294820.8440 -32959.9697 197 -32959.9697 -294820.8440 198 -32959.9697 -32959.9697 199 -149937.2638 -32959.9697 200 -32959.9697 -149937.2638 201 -32959.9697 -32959.9697 202 -32959.9697 -32959.9697 203 -50613.2657 -32959.9697 204 -155104.5791 -50613.2657 205 -39070.0669 -155104.5791 206 -57328.9054 -39070.0669 207 -32959.9697 -57328.9054 208 -4507.0299 -32959.9697 209 -32959.9697 -4507.0299 210 79218.4221 -32959.9697 211 79218.4221 79218.4221 212 37035.1670 79218.4221 213 27210.5007 37035.1670 214 59031.9114 27210.5007 215 79218.4221 59031.9114 216 66444.0253 79218.4221 217 35674.8329 66444.0253 218 79218.4221 35674.8329 219 72762.3199 79218.4221 220 45797.8309 72762.3199 221 79218.4221 45797.8309 222 76051.1240 79218.4221 223 79218.4221 76051.1240 224 75848.4763 79218.4221 225 36866.6757 75848.4763 226 79218.4221 36866.6757 227 79218.4221 79218.4221 228 47464.9804 79218.4221 229 79218.4221 47464.9804 230 46092.6410 79218.4221 231 79218.4221 46092.6410 232 79218.4221 79218.4221 233 54449.4091 79218.4221 234 79218.4221 54449.4091 235 77436.5673 79218.4221 236 79218.4221 77436.5673 237 71288.3742 79218.4221 238 79218.4221 71288.3742 239 79218.4221 79218.4221 240 79218.4221 79218.4221 241 78014.4011 79218.4221 242 79218.4221 78014.4011 243 68869.1574 79218.4221 244 39278.1610 68869.1574 245 -32959.9697 39278.1610 246 -32959.9697 -32959.9697 247 51108.9643 -32959.9697 248 -32959.9697 51108.9643 249 -32959.9697 -32959.9697 250 76848.0479 -32959.9697 251 -32959.9697 76848.0479 252 54272.6526 -32959.9697 253 -82023.1956 54272.6526 254 -136406.6522 -82023.1956 255 79218.4221 -136406.6522 256 98552.4122 79218.4221 257 62460.1606 98552.4122 258 -32959.9697 62460.1606 259 79218.4221 -32959.9697 260 -32959.9697 79218.4221 261 -32959.9697 -32959.9697 262 34414.4979 -32959.9697 263 65616.9715 34414.4979 264 -32959.9697 65616.9715 265 79218.4221 -32959.9697 266 -32959.9697 79218.4221 267 56021.0361 -32959.9697 268 -32959.9697 56021.0361 269 44225.0607 -32959.9697 270 -32959.9697 44225.0607 271 -32959.9697 -32959.9697 272 -32959.9697 -32959.9697 273 56033.3626 -32959.9697 274 79218.4221 56033.3626 275 32520.4693 79218.4221 276 24695.8924 32520.4693 277 79218.4221 24695.8924 278 -196905.3286 79218.4221 279 854.4930 -196905.3286 280 -32959.9697 854.4930 281 79218.4221 -32959.9697 282 -23321.9247 79218.4221 283 79218.4221 -23321.9247 284 19977.0343 79218.4221 285 79218.4221 19977.0343 286 -32959.9697 79218.4221 287 70044.5389 -32959.9697 288 -32959.9697 70044.5389 289 -9295.2222 -32959.9697 290 -32959.9697 -9295.2222 291 42346.4082 -32959.9697 292 10410.8747 42346.4082 293 79218.4221 10410.8747 294 55745.7524 79218.4221 295 -31199.7951 55745.7524 296 79218.4221 -31199.7951 297 -32959.9697 79218.4221 298 79218.4221 -32959.9697 299 79218.4221 79218.4221 300 -41248.3043 79218.4221 301 69622.6739 -41248.3043 302 79218.4221 69622.6739 303 -32959.9697 79218.4221 304 17083.9086 -32959.9697 305 64646.8908 17083.9086 306 -32959.9697 64646.8908 307 -64152.2246 -32959.9697 308 68423.2230 -64152.2246 309 -32959.9697 68423.2230 310 -32959.9697 -32959.9697 311 -117118.2192 -32959.9697 312 -32959.9697 -117118.2192 313 -53001.1974 -32959.9697 314 72902.3115 -53001.1974 315 52091.5021 72902.3115 316 79942.1376 52091.5021 317 39232.5508 79942.1376 318 69525.1345 39232.5508 319 79218.4221 69525.1345 320 79218.4221 79218.4221 321 79218.4221 79218.4221 322 79218.4221 79218.4221 323 -32959.9697 79218.4221 324 79218.4221 -32959.9697 325 73067.9788 79218.4221 326 -32959.9697 73067.9788 327 -32959.9697 -32959.9697 328 79218.4221 -32959.9697 329 79218.4221 79218.4221 330 79218.4221 79218.4221 331 79218.4221 79218.4221 332 79218.4221 79218.4221 333 71543.9082 79218.4221 334 75965.9485 71543.9082 335 79218.4221 75965.9485 336 65532.1719 79218.4221 337 79218.4221 65532.1719 338 77085.6411 79218.4221 339 59989.0878 77085.6411 340 35822.0738 59989.0878 341 79218.4221 35822.0738 342 79218.4221 79218.4221 343 79218.4221 79218.4221 344 79218.4221 79218.4221 345 79218.4221 79218.4221 346 62656.8260 79218.4221 347 79218.4221 62656.8260 348 79218.4221 79218.4221 349 79218.4221 79218.4221 350 60115.2488 79218.4221 351 61128.8204 60115.2488 352 71737.6448 61128.8204 353 68048.8490 71737.6448 354 79218.4221 68048.8490 355 79218.4221 79218.4221 356 -57455.1140 79218.4221 357 79218.4221 -57455.1140 358 79218.4221 79218.4221 359 79218.4221 79218.4221 360 72746.5475 79218.4221 361 79218.4221 72746.5475 362 79218.4221 79218.4221 363 -47258.4435 79218.4221 364 60183.1183 -47258.4435 365 79218.4221 60183.1183 366 79218.4221 79218.4221 367 79218.4221 79218.4221 368 79218.4221 79218.4221 369 79218.4221 79218.4221 370 79218.4221 79218.4221 371 11310.4818 79218.4221 372 18546.5873 11310.4818 373 52851.8876 18546.5873 374 79218.4221 52851.8876 375 79218.4221 79218.4221 376 47101.7419 79218.4221 377 57272.2695 47101.7419 378 79218.4221 57272.2695 379 79218.4221 79218.4221 380 79218.4221 79218.4221 381 -44848.4714 79218.4221 382 -9313.3413 -44848.4714 383 79218.4221 -9313.3413 384 49119.9866 79218.4221 385 -98480.0846 49119.9866 386 75388.5390 -98480.0846 387 72021.4093 75388.5390 388 73218.2245 72021.4093 389 42730.9266 73218.2245 390 64666.2197 42730.9266 391 54592.1417 64666.2197 392 43158.0205 54592.1417 393 93737.2653 43158.0205 394 -190417.1798 93737.2653 395 40454.8240 -190417.1798 396 -38867.7573 40454.8240 397 -258670.3578 -38867.7573 398 46268.9134 -258670.3578 399 -250879.2892 46268.9134 400 54003.1564 -250879.2892 401 69000.7342 54003.1564 402 58735.9589 69000.7342 403 -131278.1068 58735.9589 404 44834.9233 -131278.1068 405 26160.7426 44834.9233 406 42904.8733 26160.7426 407 62691.3859 42904.8733 408 46686.0785 62691.3859 409 12096.2208 46686.0785 410 -62762.5764 12096.2208 411 -121306.4897 -62762.5764 412 -65522.5535 -121306.4897 413 -162261.4196 -65522.5535 414 -20116.7857 -162261.4196 415 -2631.0266 -20116.7857 416 122454.3717 -2631.0266 417 -92810.6086 122454.3717 418 3240.4471 -92810.6086 419 19200.7976 3240.4471 420 -24654.7924 19200.7976 421 -147491.9407 -24654.7924 422 -248479.4536 -147491.9407 423 -326903.5827 -248479.4536 424 -35868.1804 -326903.5827 425 -300609.4825 -35868.1804 426 -235616.7327 -300609.4825 427 -754787.6631 -235616.7327 428 -201482.6706 -754787.6631 429 -40396.1957 -201482.6706 430 -700929.9866 -40396.1957 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/7y66y1292943189.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/8y66y1292943189.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/9y66y1292943189.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/109g511292943189.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/11uyl71292943189.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/12r81g1292943189.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/13uqi41292943189.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/14fryr1292943189.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/html/freestat/rcomp/tmp/15jrff1292943189.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/html/freestat/rcomp/tmp/16xju61292943189.tab") + } > > try(system("convert tmp/12x871292943189.ps tmp/12x871292943189.png",intern=TRUE)) character(0) > try(system("convert tmp/22x871292943189.ps tmp/22x871292943189.png",intern=TRUE)) character(0) > try(system("convert tmp/3v6ps1292943189.ps tmp/3v6ps1292943189.png",intern=TRUE)) character(0) > try(system("convert tmp/4v6ps1292943189.ps tmp/4v6ps1292943189.png",intern=TRUE)) character(0) > try(system("convert tmp/5v6ps1292943189.ps tmp/5v6ps1292943189.png",intern=TRUE)) character(0) > try(system("convert tmp/6ofov1292943189.ps tmp/6ofov1292943189.png",intern=TRUE)) character(0) > try(system("convert tmp/7y66y1292943189.ps tmp/7y66y1292943189.png",intern=TRUE)) character(0) > try(system("convert tmp/8y66y1292943189.ps tmp/8y66y1292943189.png",intern=TRUE)) character(0) > try(system("convert tmp/9y66y1292943189.ps tmp/9y66y1292943189.png",intern=TRUE)) character(0) > try(system("convert tmp/109g511292943189.ps tmp/109g511292943189.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 13.485 3.212 14.591