R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
Natural language support but running in an English locale
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(40399
+ ,44164
+ ,44496
+ ,43110
+ ,43880
+ ,36763
+ ,40399
+ ,44164
+ ,44496
+ ,43110
+ ,37903
+ ,36763
+ ,40399
+ ,44164
+ ,44496
+ ,35532
+ ,37903
+ ,36763
+ ,40399
+ ,44164
+ ,35533
+ ,35532
+ ,37903
+ ,36763
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+ ,32110
+ ,35533
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+ ,37903
+ ,36763
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+ ,35533
+ ,35532
+ ,37903
+ ,35462
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+ ,35533
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+ ,36080
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+ ,38737
+ ,34560
+ ,36080
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+ ,37594
+ ,38144
+ ,38737
+ ,34560
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+ ,36424
+ ,37594
+ ,38144
+ ,38737
+ ,34560
+ ,36843
+ ,36424
+ ,37594
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+ ,38737
+ ,37246
+ ,36843
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+ ,37594
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+ ,38661
+ ,37246
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+ ,40454
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+ ,36843
+ ,48441
+ ,44928
+ ,40454
+ ,38661
+ ,37246
+ ,48140
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+ ,44928
+ ,40454
+ ,38661
+ ,45998
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+ ,44423
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+ ,42013
+ ,43908
+ ,42868
+ ,44423
+ ,44167
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+ ,42013
+ ,43908
+ ,42868
+ ,44423
+ ,35087
+ ,38846
+ ,42013
+ ,43908
+ ,42868
+ ,33026
+ ,35087
+ ,38846
+ ,42013
+ ,43908
+ ,34646
+ ,33026
+ ,35087
+ ,38846
+ ,42013
+ ,37135
+ ,34646
+ ,33026
+ ,35087
+ ,38846
+ ,37985
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+ ,33026
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+ ,43121
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+ ,33026
+ ,43722
+ ,43121
+ ,37985
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+ ,34646
+ ,43630
+ ,43722
+ ,43121
+ ,37985
+ ,37135
+ ,42234
+ ,43630
+ ,43722
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+ ,39351
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+ ,30466
+ ,35704
+ ,39327
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+ ,28155
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+ ,34787
+ ,32529
+ ,29998
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+ ,28155
+ ,33855
+ ,34787
+ ,32529
+ ,29998
+ ,29257
+ ,34556
+ ,33855
+ ,34787
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+ ,29998
+ ,31348
+ ,34556
+ ,33855
+ ,34787
+ ,32529
+ ,30805
+ ,31348
+ ,34556
+ ,33855
+ ,34787
+ ,28353
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+ ,34556
+ ,33855
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+ ,34556
+ ,21106
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+ ,28353
+ ,30805
+ ,31348
+ ,21346
+ ,21106
+ ,24514
+ ,28353
+ ,30805
+ ,23335
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+ ,21106
+ ,24514
+ ,28353
+ ,24379
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+ ,21106
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+ ,24482
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+ ,21453
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+ ,27349
+ ,18788
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+ ,27264
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+ ,19282
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+ ,21453
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+ ,21917
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+ ,19282
+ ,18788
+ ,21453
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+ ,21917
+ ,19713
+ ,19282
+ ,18788
+ ,23785
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+ ,21917
+ ,19713
+ ,19282
+ ,24696
+ ,23785
+ ,23812
+ ,21917
+ ,19713
+ ,24562
+ ,24696
+ ,23785
+ ,23812
+ ,21917
+ ,23580
+ ,24562
+ ,24696
+ ,23785
+ ,23812
+ ,24939
+ ,23580
+ ,24562
+ ,24696
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+ ,24939
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+ ,24562
+ ,24696
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+ ,24939
+ ,23580
+ ,24562
+ ,19761
+ ,21454
+ ,23899
+ ,24939
+ ,23580
+ ,19815
+ ,19761
+ ,21454
+ ,23899
+ ,24939
+ ,20780
+ ,19815
+ ,19761
+ ,21454
+ ,23899
+ ,23462
+ ,20780
+ ,19815
+ ,19761
+ ,21454
+ ,25005
+ ,23462
+ ,20780
+ ,19815
+ ,19761
+ ,24725
+ ,25005
+ ,23462
+ ,20780
+ ,19815
+ ,26198
+ ,24725
+ ,25005
+ ,23462
+ ,20780
+ ,27543
+ ,26198
+ ,24725
+ ,25005
+ ,23462
+ ,26471
+ ,27543
+ ,26198
+ ,24725
+ ,25005
+ ,26558
+ ,26471
+ ,27543
+ ,26198
+ ,24725
+ ,25317
+ ,26558
+ ,26471
+ ,27543
+ ,26198
+ ,22896
+ ,25317
+ ,26558
+ ,26471
+ ,27543
+ ,22248
+ ,22896
+ ,25317
+ ,26558
+ ,26471
+ ,23406
+ ,22248
+ ,22896
+ ,25317
+ ,26558
+ ,25073
+ ,23406
+ ,22248
+ ,22896
+ ,25317
+ ,27691
+ ,25073
+ ,23406
+ ,22248
+ ,22896
+ ,30599
+ ,27691
+ ,25073
+ ,23406
+ ,22248
+ ,31948
+ ,30599
+ ,27691
+ ,25073
+ ,23406
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+ ,31948
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+ ,27691
+ ,25073
+ ,34012
+ ,32946
+ ,31948
+ ,30599
+ ,27691
+ ,32936
+ ,34012
+ ,32946
+ ,31948
+ ,30599
+ ,32974
+ ,32936
+ ,34012
+ ,32946
+ ,31948
+ ,30951
+ ,32974
+ ,32936
+ ,34012
+ ,32946
+ ,29812
+ ,30951
+ ,32974
+ ,32936
+ ,34012
+ ,29010
+ ,29812
+ ,30951
+ ,32974
+ ,32936
+ ,31068
+ ,29010
+ ,29812
+ ,30951
+ ,32974
+ ,32447
+ ,31068
+ ,29010
+ ,29812
+ ,30951
+ ,34844
+ ,32447
+ ,31068
+ ,29010
+ ,29812
+ ,35676
+ ,34844
+ ,32447
+ ,31068
+ ,29010
+ ,35387
+ ,35676
+ ,34844
+ ,32447
+ ,31068
+ ,36488
+ ,35387
+ ,35676
+ ,34844
+ ,32447
+ ,35652
+ ,36488
+ ,35387
+ ,35676
+ ,34844
+ ,33488
+ ,35652
+ ,36488
+ ,35387
+ ,35676
+ ,32914
+ ,33488
+ ,35652
+ ,36488
+ ,35387
+ ,29781
+ ,32914
+ ,33488
+ ,35652
+ ,36488
+ ,27951
+ ,29781
+ ,32914
+ ,33488
+ ,35652)
+ ,dim=c(5
+ ,125)
+ ,dimnames=list(c('OPENVAC'
+ ,'X1'
+ ,'X2'
+ ,'X3'
+ ,'X4')
+ ,1:125))
> y <- array(NA,dim=c(5,125),dimnames=list(c('OPENVAC','X1','X2','X3','X4'),1:125))
> 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
OPENVAC X1 X2 X3 X4
1 40399 44164 44496 43110 43880
2 36763 40399 44164 44496 43110
3 37903 36763 40399 44164 44496
4 35532 37903 36763 40399 44164
5 35533 35532 37903 36763 40399
6 32110 35533 35532 37903 36763
7 33374 32110 35533 35532 37903
8 35462 33374 32110 35533 35532
9 33508 35462 33374 32110 35533
10 36080 33508 35462 33374 32110
11 34560 36080 33508 35462 33374
12 38737 34560 36080 33508 35462
13 38144 38737 34560 36080 33508
14 37594 38144 38737 34560 36080
15 36424 37594 38144 38737 34560
16 36843 36424 37594 38144 38737
17 37246 36843 36424 37594 38144
18 38661 37246 36843 36424 37594
19 40454 38661 37246 36843 36424
20 44928 40454 38661 37246 36843
21 48441 44928 40454 38661 37246
22 48140 48441 44928 40454 38661
23 45998 48140 48441 44928 40454
24 47369 45998 48140 48441 44928
25 49554 47369 45998 48140 48441
26 47510 49554 47369 45998 48140
27 44873 47510 49554 47369 45998
28 45344 44873 47510 49554 47369
29 42413 45344 44873 47510 49554
30 36912 42413 45344 44873 47510
31 43452 36912 42413 45344 44873
32 42142 43452 36912 42413 45344
33 44382 42142 43452 36912 42413
34 43636 44382 42142 43452 36912
35 44167 43636 44382 42142 43452
36 44423 44167 43636 44382 42142
37 42868 44423 44167 43636 44382
38 43908 42868 44423 44167 43636
39 42013 43908 42868 44423 44167
40 38846 42013 43908 42868 44423
41 35087 38846 42013 43908 42868
42 33026 35087 38846 42013 43908
43 34646 33026 35087 38846 42013
44 37135 34646 33026 35087 38846
45 37985 37135 34646 33026 35087
46 43121 37985 37135 34646 33026
47 43722 43121 37985 37135 34646
48 43630 43722 43121 37985 37135
49 42234 43630 43722 43121 37985
50 39351 42234 43630 43722 43121
51 39327 39351 42234 43630 43722
52 35704 39327 39351 42234 43630
53 30466 35704 39327 39351 42234
54 28155 30466 35704 39327 39351
55 29257 28155 30466 35704 39327
56 29998 29257 28155 30466 35704
57 32529 29998 29257 28155 30466
58 34787 32529 29998 29257 28155
59 33855 34787 32529 29998 29257
60 34556 33855 34787 32529 29998
61 31348 34556 33855 34787 32529
62 30805 31348 34556 33855 34787
63 28353 30805 31348 34556 33855
64 24514 28353 30805 31348 34556
65 21106 24514 28353 30805 31348
66 21346 21106 24514 28353 30805
67 23335 21346 21106 24514 28353
68 24379 23335 21346 21106 24514
69 26290 24379 23335 21346 21106
70 30084 26290 24379 23335 21346
71 29429 30084 26290 24379 23335
72 30632 29429 30084 26290 24379
73 27349 30632 29429 30084 26290
74 27264 27349 30632 29429 30084
75 27474 27264 27349 30632 29429
76 24482 27474 27264 27349 30632
77 21453 24482 27474 27264 27349
78 18788 21453 24482 27474 27264
79 19282 18788 21453 24482 27474
80 19713 19282 18788 21453 24482
81 21917 19713 19282 18788 21453
82 23812 21917 19713 19282 18788
83 23785 23812 21917 19713 19282
84 24696 23785 23812 21917 19713
85 24562 24696 23785 23812 21917
86 23580 24562 24696 23785 23812
87 24939 23580 24562 24696 23785
88 23899 24939 23580 24562 24696
89 21454 23899 24939 23580 24562
90 19761 21454 23899 24939 23580
91 19815 19761 21454 23899 24939
92 20780 19815 19761 21454 23899
93 23462 20780 19815 19761 21454
94 25005 23462 20780 19815 19761
95 24725 25005 23462 20780 19815
96 26198 24725 25005 23462 20780
97 27543 26198 24725 25005 23462
98 26471 27543 26198 24725 25005
99 26558 26471 27543 26198 24725
100 25317 26558 26471 27543 26198
101 22896 25317 26558 26471 27543
102 22248 22896 25317 26558 26471
103 23406 22248 22896 25317 26558
104 25073 23406 22248 22896 25317
105 27691 25073 23406 22248 22896
106 30599 27691 25073 23406 22248
107 31948 30599 27691 25073 23406
108 32946 31948 30599 27691 25073
109 34012 32946 31948 30599 27691
110 32936 34012 32946 31948 30599
111 32974 32936 34012 32946 31948
112 30951 32974 32936 34012 32946
113 29812 30951 32974 32936 34012
114 29010 29812 30951 32974 32936
115 31068 29010 29812 30951 32974
116 32447 31068 29010 29812 30951
117 34844 32447 31068 29010 29812
118 35676 34844 32447 31068 29010
119 35387 35676 34844 32447 31068
120 36488 35387 35676 34844 32447
121 35652 36488 35387 35676 34844
122 33488 35652 36488 35387 35676
123 32914 33488 35652 36488 35387
124 29781 32914 33488 35652 36488
125 27951 29781 32914 33488 35652
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) X1 X2 X3 X4
1842.18557 1.17684 -0.06814 -0.19423 0.02689
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-4315.2 -1540.2 66.4 1177.9 8661.2
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1842.18557 832.19132 2.214 0.0287 *
X1 1.17684 0.09136 12.881 <2e-16 ***
X2 -0.06814 0.13984 -0.487 0.6269
X3 -0.19423 0.13992 -1.388 0.1677
X4 0.02689 0.09104 0.295 0.7682
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2074 on 120 degrees of freedom
Multiple R-squared: 0.9319, Adjusted R-squared: 0.9296
F-statistic: 410.3 on 4 and 120 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,] 0.7033897 5.932205e-01 2.966103e-01
[2,] 0.5637749 8.724502e-01 4.362251e-01
[3,] 0.5961303 8.077394e-01 4.038697e-01
[4,] 0.4694554 9.389109e-01 5.305446e-01
[5,] 0.6583536 6.832928e-01 3.416464e-01
[6,] 0.6493539 7.012921e-01 3.506461e-01
[7,] 0.5509366 8.981269e-01 4.490634e-01
[8,] 0.4575188 9.150376e-01 5.424812e-01
[9,] 0.3787347 7.574695e-01 6.212653e-01
[10,] 0.3242709 6.485419e-01 6.757291e-01
[11,] 0.3280786 6.561572e-01 6.719214e-01
[12,] 0.4118304 8.236608e-01 5.881696e-01
[13,] 0.8070114 3.859772e-01 1.929886e-01
[14,] 0.8970103 2.059793e-01 1.029897e-01
[15,] 0.8628911 2.742178e-01 1.371089e-01
[16,] 0.8304965 3.390069e-01 1.695035e-01
[17,] 0.8855432 2.289135e-01 1.144568e-01
[18,] 0.9293567 1.412866e-01 7.064329e-02
[19,] 0.9164525 1.670949e-01 8.354747e-02
[20,] 0.9029439 1.941122e-01 9.705608e-02
[21,] 0.8998836 2.002327e-01 1.001164e-01
[22,] 0.8860035 2.279930e-01 1.139965e-01
[23,] 0.9452289 1.095422e-01 5.477108e-02
[24,] 0.9997211 5.577883e-04 2.788942e-04
[25,] 0.9996269 7.461028e-04 3.730514e-04
[26,] 0.9996939 6.121023e-04 3.060511e-04
[27,] 0.9994987 1.002647e-03 5.013237e-04
[28,] 0.9992980 1.403912e-03 7.019560e-04
[29,] 0.9990240 1.952020e-03 9.760100e-04
[30,] 0.9985313 2.937404e-03 1.468702e-03
[31,] 0.9986576 2.684726e-03 1.342363e-03
[32,] 0.9980885 3.822917e-03 1.911458e-03
[33,] 0.9982764 3.447102e-03 1.723551e-03
[34,] 0.9987532 2.493558e-03 1.246779e-03
[35,] 0.9983348 3.330346e-03 1.665173e-03
[36,] 0.9987229 2.554199e-03 1.277099e-03
[37,] 0.9988783 2.243483e-03 1.121742e-03
[38,] 0.9982548 3.490343e-03 1.745171e-03
[39,] 0.9998292 3.416310e-04 1.708155e-04
[40,] 0.9997165 5.670085e-04 2.835042e-04
[41,] 0.9995677 8.645239e-04 4.322619e-04
[42,] 0.9993912 1.217654e-03 6.088272e-04
[43,] 0.9992581 1.483718e-03 7.418588e-04
[44,] 0.9994022 1.195629e-03 5.978143e-04
[45,] 0.9994950 1.009959e-03 5.049797e-04
[46,] 0.9998853 2.293450e-04 1.146725e-04
[47,] 0.9998599 2.802103e-04 1.401052e-04
[48,] 0.9998975 2.049715e-04 1.024858e-04
[49,] 0.9998342 3.315400e-04 1.657700e-04
[50,] 0.9998273 3.454695e-04 1.727348e-04
[51,] 0.9997912 4.176958e-04 2.088479e-04
[52,] 0.9998007 3.985292e-04 1.992646e-04
[53,] 0.9997529 4.941600e-04 2.470800e-04
[54,] 0.9998747 2.505330e-04 1.252665e-04
[55,] 0.9998373 3.254920e-04 1.627460e-04
[56,] 0.9998289 3.422055e-04 1.711027e-04
[57,] 0.9999319 1.361852e-04 6.809258e-05
[58,] 0.9999467 1.066434e-04 5.332168e-05
[59,] 0.9999292 1.416976e-04 7.084880e-05
[60,] 0.9999192 1.615748e-04 8.078741e-05
[61,] 0.9998646 2.707015e-04 1.353508e-04
[62,] 0.9997860 4.279519e-04 2.139760e-04
[63,] 0.9998788 2.424651e-04 1.212326e-04
[64,] 0.9999113 1.773343e-04 8.866717e-05
[65,] 0.9998726 2.548928e-04 1.274464e-04
[66,] 0.9999729 5.417791e-05 2.708895e-05
[67,] 0.9999684 6.311553e-05 3.155776e-05
[68,] 0.9999435 1.129011e-04 5.645055e-05
[69,] 0.9999866 2.677458e-05 1.338729e-05
[70,] 0.9999893 2.138585e-05 1.069292e-05
[71,] 0.9999879 2.416324e-05 1.208162e-05
[72,] 0.9999820 3.600592e-05 1.800296e-05
[73,] 0.9999669 6.620557e-05 3.310279e-05
[74,] 0.9999533 9.349534e-05 4.674767e-05
[75,] 0.9999147 1.705021e-04 8.525105e-05
[76,] 0.9999010 1.979032e-04 9.895161e-05
[77,] 0.9998238 3.524880e-04 1.762440e-04
[78,] 0.9997272 5.455143e-04 2.727572e-04
[79,] 0.9996602 6.796203e-04 3.398101e-04
[80,] 0.9995874 8.251713e-04 4.125857e-04
[81,] 0.9996671 6.658553e-04 3.329277e-04
[82,] 0.9998553 2.893439e-04 1.446719e-04
[83,] 0.9997987 4.025319e-04 2.012660e-04
[84,] 0.9996225 7.549037e-04 3.774519e-04
[85,] 0.9993118 1.376461e-03 6.882303e-04
[86,] 0.9990975 1.804986e-03 9.024930e-04
[87,] 0.9984758 3.048353e-03 1.524176e-03
[88,] 0.9988802 2.239597e-03 1.119798e-03
[89,] 0.9981496 3.700793e-03 1.850396e-03
[90,] 0.9967975 6.404918e-03 3.202459e-03
[91,] 0.9984238 3.152429e-03 1.576214e-03
[92,] 0.9971168 5.766355e-03 2.883178e-03
[93,] 0.9967583 6.483356e-03 3.241678e-03
[94,] 0.9993174 1.365131e-03 6.825656e-04
[95,] 0.9990610 1.877947e-03 9.389737e-04
[96,] 0.9981170 3.766032e-03 1.883016e-03
[97,] 0.9966900 6.619911e-03 3.309955e-03
[98,] 0.9940040 1.199200e-02 5.996001e-03
[99,] 0.9890800 2.183994e-02 1.091997e-02
[100,] 0.9874446 2.511081e-02 1.255541e-02
[101,] 0.9861427 2.771464e-02 1.385732e-02
[102,] 0.9755764 4.884714e-02 2.442357e-02
[103,] 0.9782031 4.359386e-02 2.179693e-02
[104,] 0.9587832 8.243351e-02 4.121676e-02
[105,] 0.9608924 7.821520e-02 3.910760e-02
[106,] 0.9343435 1.313129e-01 6.565645e-02
[107,] 0.9260040 1.479921e-01 7.399603e-02
[108,] 0.9233160 1.533680e-01 7.668399e-02
[109,] 0.8618304 2.763391e-01 1.381696e-01
[110,] 0.9568685 8.626307e-02 4.313154e-02
> postscript(file="/var/www/html/freestat/rcomp/tmp/1tpkf1293183464.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/2tpkf1293183464.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3mgj01293183464.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/4mgj01293183464.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/5mgj01293183464.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 = 125
Frequency = 1
1 2 3 4 5 6
-3191.476744 -2129.406184 2931.260942 -1751.447894 512.521860 -2754.028563
7 8 9 10 11 12
2047.171992 2478.350019 -2511.630888 2839.733363 -1468.668921 4236.710412
13 14 15 16 17 18
-823.403548 -755.300836 -466.275456 1064.650993 803.948969 1560.774111
19 20 21 22 23 24
1828.855781 4356.219410 2990.237151 -829.910188 -1557.522120 2875.782521
25 26 27 28 29 30
3148.458183 -1781.454182 -1540.226630 2282.336975 -1838.402398 -4315.230207
31 32 33 34 35 36
8661.205687 -1302.101294 1935.545653 -117.645458 1013.616801 1064.185239
37 38 39 40 41 42
-961.028293 2049.590608 -1139.833334 -2314.775742 -2232.054689 -481.167754
43 44 45 46 47 48
2743.969067 2541.097278 273.107940 4948.474661 3.050410 -348.080871
49 50 51 52 53 54
-620.143276 -1887.917395 1351.743644 -2708.137908 -4206.530532 -527.286228
55 56 57 58 59 60
2234.399696 601.086611 2027.118556 1633.223685 -1669.309734 754.039352
61 62 63 64 65 66
-2971.911733 66.405498 -1803.955524 -3436.298526 -2512.719972 1014.684495
67 68 69 70 71 72
1809.294633 -29.790876 926.379003 2922.459039 -1917.939587 657.521345
73 74 75 76 77 78
-3400.315892 230.972211 568.565818 -3346.369374 -2768.202450 -2029.374329
79 80 81 82 83 84
807.704375 -32.125267 1262.140600 760.373014 -1276.114876 212.284670
85 86 87 88 89 90
-686.846825 -1505.271957 1177.919873 -1578.837117 -2894.455530 -1490.595853
91 92 93 94 95 96
150.637725 489.793760 1776.736818 285.232200 -1441.887469 960.749435
97 98 99 100 101 102
780.774487 -1869.570103 -135.720698 -1330.519525 -2529.519488 -367.242327
103 104 105 106 107 108
1144.995630 968.199768 1642.559101 1825.539960 223.344127 295.623161
109 110 111 112 113 114
773.494275 -1305.181158 229.302654 -1731.522174 -724.850836 -287.973229
115 116 117 118 119 120
2242.283964 977.873639 1767.106317 293.491790 -598.791537 1327.500317
121 122 123 124 125
-726.740198 -1910.385891 226.938522 -2569.998398 -1149.923810
> postscript(file="/var/www/html/freestat/rcomp/tmp/6x81l1293183464.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 = 125
Frequency = 1
lag(myerror, k = 1) myerror
0 -3191.476744 NA
1 -2129.406184 -3191.476744
2 2931.260942 -2129.406184
3 -1751.447894 2931.260942
4 512.521860 -1751.447894
5 -2754.028563 512.521860
6 2047.171992 -2754.028563
7 2478.350019 2047.171992
8 -2511.630888 2478.350019
9 2839.733363 -2511.630888
10 -1468.668921 2839.733363
11 4236.710412 -1468.668921
12 -823.403548 4236.710412
13 -755.300836 -823.403548
14 -466.275456 -755.300836
15 1064.650993 -466.275456
16 803.948969 1064.650993
17 1560.774111 803.948969
18 1828.855781 1560.774111
19 4356.219410 1828.855781
20 2990.237151 4356.219410
21 -829.910188 2990.237151
22 -1557.522120 -829.910188
23 2875.782521 -1557.522120
24 3148.458183 2875.782521
25 -1781.454182 3148.458183
26 -1540.226630 -1781.454182
27 2282.336975 -1540.226630
28 -1838.402398 2282.336975
29 -4315.230207 -1838.402398
30 8661.205687 -4315.230207
31 -1302.101294 8661.205687
32 1935.545653 -1302.101294
33 -117.645458 1935.545653
34 1013.616801 -117.645458
35 1064.185239 1013.616801
36 -961.028293 1064.185239
37 2049.590608 -961.028293
38 -1139.833334 2049.590608
39 -2314.775742 -1139.833334
40 -2232.054689 -2314.775742
41 -481.167754 -2232.054689
42 2743.969067 -481.167754
43 2541.097278 2743.969067
44 273.107940 2541.097278
45 4948.474661 273.107940
46 3.050410 4948.474661
47 -348.080871 3.050410
48 -620.143276 -348.080871
49 -1887.917395 -620.143276
50 1351.743644 -1887.917395
51 -2708.137908 1351.743644
52 -4206.530532 -2708.137908
53 -527.286228 -4206.530532
54 2234.399696 -527.286228
55 601.086611 2234.399696
56 2027.118556 601.086611
57 1633.223685 2027.118556
58 -1669.309734 1633.223685
59 754.039352 -1669.309734
60 -2971.911733 754.039352
61 66.405498 -2971.911733
62 -1803.955524 66.405498
63 -3436.298526 -1803.955524
64 -2512.719972 -3436.298526
65 1014.684495 -2512.719972
66 1809.294633 1014.684495
67 -29.790876 1809.294633
68 926.379003 -29.790876
69 2922.459039 926.379003
70 -1917.939587 2922.459039
71 657.521345 -1917.939587
72 -3400.315892 657.521345
73 230.972211 -3400.315892
74 568.565818 230.972211
75 -3346.369374 568.565818
76 -2768.202450 -3346.369374
77 -2029.374329 -2768.202450
78 807.704375 -2029.374329
79 -32.125267 807.704375
80 1262.140600 -32.125267
81 760.373014 1262.140600
82 -1276.114876 760.373014
83 212.284670 -1276.114876
84 -686.846825 212.284670
85 -1505.271957 -686.846825
86 1177.919873 -1505.271957
87 -1578.837117 1177.919873
88 -2894.455530 -1578.837117
89 -1490.595853 -2894.455530
90 150.637725 -1490.595853
91 489.793760 150.637725
92 1776.736818 489.793760
93 285.232200 1776.736818
94 -1441.887469 285.232200
95 960.749435 -1441.887469
96 780.774487 960.749435
97 -1869.570103 780.774487
98 -135.720698 -1869.570103
99 -1330.519525 -135.720698
100 -2529.519488 -1330.519525
101 -367.242327 -2529.519488
102 1144.995630 -367.242327
103 968.199768 1144.995630
104 1642.559101 968.199768
105 1825.539960 1642.559101
106 223.344127 1825.539960
107 295.623161 223.344127
108 773.494275 295.623161
109 -1305.181158 773.494275
110 229.302654 -1305.181158
111 -1731.522174 229.302654
112 -724.850836 -1731.522174
113 -287.973229 -724.850836
114 2242.283964 -287.973229
115 977.873639 2242.283964
116 1767.106317 977.873639
117 293.491790 1767.106317
118 -598.791537 293.491790
119 1327.500317 -598.791537
120 -726.740198 1327.500317
121 -1910.385891 -726.740198
122 226.938522 -1910.385891
123 -2569.998398 226.938522
124 -1149.923810 -2569.998398
125 NA -1149.923810
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -2129.406184 -3191.476744
[2,] 2931.260942 -2129.406184
[3,] -1751.447894 2931.260942
[4,] 512.521860 -1751.447894
[5,] -2754.028563 512.521860
[6,] 2047.171992 -2754.028563
[7,] 2478.350019 2047.171992
[8,] -2511.630888 2478.350019
[9,] 2839.733363 -2511.630888
[10,] -1468.668921 2839.733363
[11,] 4236.710412 -1468.668921
[12,] -823.403548 4236.710412
[13,] -755.300836 -823.403548
[14,] -466.275456 -755.300836
[15,] 1064.650993 -466.275456
[16,] 803.948969 1064.650993
[17,] 1560.774111 803.948969
[18,] 1828.855781 1560.774111
[19,] 4356.219410 1828.855781
[20,] 2990.237151 4356.219410
[21,] -829.910188 2990.237151
[22,] -1557.522120 -829.910188
[23,] 2875.782521 -1557.522120
[24,] 3148.458183 2875.782521
[25,] -1781.454182 3148.458183
[26,] -1540.226630 -1781.454182
[27,] 2282.336975 -1540.226630
[28,] -1838.402398 2282.336975
[29,] -4315.230207 -1838.402398
[30,] 8661.205687 -4315.230207
[31,] -1302.101294 8661.205687
[32,] 1935.545653 -1302.101294
[33,] -117.645458 1935.545653
[34,] 1013.616801 -117.645458
[35,] 1064.185239 1013.616801
[36,] -961.028293 1064.185239
[37,] 2049.590608 -961.028293
[38,] -1139.833334 2049.590608
[39,] -2314.775742 -1139.833334
[40,] -2232.054689 -2314.775742
[41,] -481.167754 -2232.054689
[42,] 2743.969067 -481.167754
[43,] 2541.097278 2743.969067
[44,] 273.107940 2541.097278
[45,] 4948.474661 273.107940
[46,] 3.050410 4948.474661
[47,] -348.080871 3.050410
[48,] -620.143276 -348.080871
[49,] -1887.917395 -620.143276
[50,] 1351.743644 -1887.917395
[51,] -2708.137908 1351.743644
[52,] -4206.530532 -2708.137908
[53,] -527.286228 -4206.530532
[54,] 2234.399696 -527.286228
[55,] 601.086611 2234.399696
[56,] 2027.118556 601.086611
[57,] 1633.223685 2027.118556
[58,] -1669.309734 1633.223685
[59,] 754.039352 -1669.309734
[60,] -2971.911733 754.039352
[61,] 66.405498 -2971.911733
[62,] -1803.955524 66.405498
[63,] -3436.298526 -1803.955524
[64,] -2512.719972 -3436.298526
[65,] 1014.684495 -2512.719972
[66,] 1809.294633 1014.684495
[67,] -29.790876 1809.294633
[68,] 926.379003 -29.790876
[69,] 2922.459039 926.379003
[70,] -1917.939587 2922.459039
[71,] 657.521345 -1917.939587
[72,] -3400.315892 657.521345
[73,] 230.972211 -3400.315892
[74,] 568.565818 230.972211
[75,] -3346.369374 568.565818
[76,] -2768.202450 -3346.369374
[77,] -2029.374329 -2768.202450
[78,] 807.704375 -2029.374329
[79,] -32.125267 807.704375
[80,] 1262.140600 -32.125267
[81,] 760.373014 1262.140600
[82,] -1276.114876 760.373014
[83,] 212.284670 -1276.114876
[84,] -686.846825 212.284670
[85,] -1505.271957 -686.846825
[86,] 1177.919873 -1505.271957
[87,] -1578.837117 1177.919873
[88,] -2894.455530 -1578.837117
[89,] -1490.595853 -2894.455530
[90,] 150.637725 -1490.595853
[91,] 489.793760 150.637725
[92,] 1776.736818 489.793760
[93,] 285.232200 1776.736818
[94,] -1441.887469 285.232200
[95,] 960.749435 -1441.887469
[96,] 780.774487 960.749435
[97,] -1869.570103 780.774487
[98,] -135.720698 -1869.570103
[99,] -1330.519525 -135.720698
[100,] -2529.519488 -1330.519525
[101,] -367.242327 -2529.519488
[102,] 1144.995630 -367.242327
[103,] 968.199768 1144.995630
[104,] 1642.559101 968.199768
[105,] 1825.539960 1642.559101
[106,] 223.344127 1825.539960
[107,] 295.623161 223.344127
[108,] 773.494275 295.623161
[109,] -1305.181158 773.494275
[110,] 229.302654 -1305.181158
[111,] -1731.522174 229.302654
[112,] -724.850836 -1731.522174
[113,] -287.973229 -724.850836
[114,] 2242.283964 -287.973229
[115,] 977.873639 2242.283964
[116,] 1767.106317 977.873639
[117,] 293.491790 1767.106317
[118,] -598.791537 293.491790
[119,] 1327.500317 -598.791537
[120,] -726.740198 1327.500317
[121,] -1910.385891 -726.740198
[122,] 226.938522 -1910.385891
[123,] -2569.998398 226.938522
[124,] -1149.923810 -2569.998398
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -2129.406184 -3191.476744
2 2931.260942 -2129.406184
3 -1751.447894 2931.260942
4 512.521860 -1751.447894
5 -2754.028563 512.521860
6 2047.171992 -2754.028563
7 2478.350019 2047.171992
8 -2511.630888 2478.350019
9 2839.733363 -2511.630888
10 -1468.668921 2839.733363
11 4236.710412 -1468.668921
12 -823.403548 4236.710412
13 -755.300836 -823.403548
14 -466.275456 -755.300836
15 1064.650993 -466.275456
16 803.948969 1064.650993
17 1560.774111 803.948969
18 1828.855781 1560.774111
19 4356.219410 1828.855781
20 2990.237151 4356.219410
21 -829.910188 2990.237151
22 -1557.522120 -829.910188
23 2875.782521 -1557.522120
24 3148.458183 2875.782521
25 -1781.454182 3148.458183
26 -1540.226630 -1781.454182
27 2282.336975 -1540.226630
28 -1838.402398 2282.336975
29 -4315.230207 -1838.402398
30 8661.205687 -4315.230207
31 -1302.101294 8661.205687
32 1935.545653 -1302.101294
33 -117.645458 1935.545653
34 1013.616801 -117.645458
35 1064.185239 1013.616801
36 -961.028293 1064.185239
37 2049.590608 -961.028293
38 -1139.833334 2049.590608
39 -2314.775742 -1139.833334
40 -2232.054689 -2314.775742
41 -481.167754 -2232.054689
42 2743.969067 -481.167754
43 2541.097278 2743.969067
44 273.107940 2541.097278
45 4948.474661 273.107940
46 3.050410 4948.474661
47 -348.080871 3.050410
48 -620.143276 -348.080871
49 -1887.917395 -620.143276
50 1351.743644 -1887.917395
51 -2708.137908 1351.743644
52 -4206.530532 -2708.137908
53 -527.286228 -4206.530532
54 2234.399696 -527.286228
55 601.086611 2234.399696
56 2027.118556 601.086611
57 1633.223685 2027.118556
58 -1669.309734 1633.223685
59 754.039352 -1669.309734
60 -2971.911733 754.039352
61 66.405498 -2971.911733
62 -1803.955524 66.405498
63 -3436.298526 -1803.955524
64 -2512.719972 -3436.298526
65 1014.684495 -2512.719972
66 1809.294633 1014.684495
67 -29.790876 1809.294633
68 926.379003 -29.790876
69 2922.459039 926.379003
70 -1917.939587 2922.459039
71 657.521345 -1917.939587
72 -3400.315892 657.521345
73 230.972211 -3400.315892
74 568.565818 230.972211
75 -3346.369374 568.565818
76 -2768.202450 -3346.369374
77 -2029.374329 -2768.202450
78 807.704375 -2029.374329
79 -32.125267 807.704375
80 1262.140600 -32.125267
81 760.373014 1262.140600
82 -1276.114876 760.373014
83 212.284670 -1276.114876
84 -686.846825 212.284670
85 -1505.271957 -686.846825
86 1177.919873 -1505.271957
87 -1578.837117 1177.919873
88 -2894.455530 -1578.837117
89 -1490.595853 -2894.455530
90 150.637725 -1490.595853
91 489.793760 150.637725
92 1776.736818 489.793760
93 285.232200 1776.736818
94 -1441.887469 285.232200
95 960.749435 -1441.887469
96 780.774487 960.749435
97 -1869.570103 780.774487
98 -135.720698 -1869.570103
99 -1330.519525 -135.720698
100 -2529.519488 -1330.519525
101 -367.242327 -2529.519488
102 1144.995630 -367.242327
103 968.199768 1144.995630
104 1642.559101 968.199768
105 1825.539960 1642.559101
106 223.344127 1825.539960
107 295.623161 223.344127
108 773.494275 295.623161
109 -1305.181158 773.494275
110 229.302654 -1305.181158
111 -1731.522174 229.302654
112 -724.850836 -1731.522174
113 -287.973229 -724.850836
114 2242.283964 -287.973229
115 977.873639 2242.283964
116 1767.106317 977.873639
117 293.491790 1767.106317
118 -598.791537 293.491790
119 1327.500317 -598.791537
120 -726.740198 1327.500317
121 -1910.385891 -726.740198
122 226.938522 -1910.385891
123 -2569.998398 226.938522
124 -1149.923810 -2569.998398
> 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/7x81l1293183464.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/88z0o1293183464.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/98z0o1293183464.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/1008z91293183464.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/114ryf1293183464.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/12w0f01293183464.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/13l1cc1293183464.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/14wstx1293183464.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/15ztsl1293183464.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/16d2pt1293183464.tab")
+ }
>
> try(system("convert tmp/1tpkf1293183464.ps tmp/1tpkf1293183464.png",intern=TRUE))
character(0)
> try(system("convert tmp/2tpkf1293183464.ps tmp/2tpkf1293183464.png",intern=TRUE))
character(0)
> try(system("convert tmp/3mgj01293183464.ps tmp/3mgj01293183464.png",intern=TRUE))
character(0)
> try(system("convert tmp/4mgj01293183464.ps tmp/4mgj01293183464.png",intern=TRUE))
character(0)
> try(system("convert tmp/5mgj01293183464.ps tmp/5mgj01293183464.png",intern=TRUE))
character(0)
> try(system("convert tmp/6x81l1293183464.ps tmp/6x81l1293183464.png",intern=TRUE))
character(0)
> try(system("convert tmp/7x81l1293183464.ps tmp/7x81l1293183464.png",intern=TRUE))
character(0)
> try(system("convert tmp/88z0o1293183464.ps tmp/88z0o1293183464.png",intern=TRUE))
character(0)
> try(system("convert tmp/98z0o1293183464.ps tmp/98z0o1293183464.png",intern=TRUE))
character(0)
> try(system("convert tmp/1008z91293183464.ps tmp/1008z91293183464.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
5.082 2.665 7.727