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(141
+ ,9.3
+ ,16
+ ,6
+ ,7
+ ,4
+ ,136
+ ,14.2
+ ,20
+ ,20
+ ,0
+ ,5
+ ,246
+ ,17.3
+ ,7
+ ,12
+ ,0
+ ,6
+ ,309
+ ,23
+ ,8
+ ,15
+ ,0
+ ,7
+ ,95
+ ,16.3
+ ,21
+ ,25
+ ,0
+ ,8
+ ,161
+ ,18.4
+ ,7
+ ,4
+ ,0
+ ,9
+ ,108
+ ,14.2
+ ,17
+ ,6
+ ,0
+ ,10
+ ,79
+ ,9.1
+ ,20
+ ,2
+ ,0
+ ,11
+ ,40
+ ,5.9
+ ,18
+ ,1
+ ,1
+ ,12
+ ,35
+ ,7.2
+ ,26
+ ,4
+ ,2
+ ,1
+ ,49
+ ,6.8
+ ,18
+ ,4
+ ,2
+ ,2
+ ,145
+ ,8
+ ,20
+ ,8
+ ,2
+ ,3
+ ,284
+ ,14.3
+ ,0
+ ,3
+ ,0
+ ,4
+ ,164
+ ,14.6
+ ,22
+ ,14
+ ,0
+ ,5
+ ,130
+ ,17.5
+ ,19
+ ,17
+ ,0
+ ,6
+ ,178
+ ,17.2
+ ,18
+ ,14
+ ,0
+ ,7
+ ,150
+ ,17.2
+ ,13
+ ,10
+ ,0
+ ,8
+ ,104
+ ,14.1
+ ,16
+ ,7
+ ,0
+ ,9
+ ,111
+ ,10.4
+ ,11
+ ,4
+ ,0
+ ,10
+ ,51
+ ,6.8
+ ,22
+ ,1
+ ,1
+ ,11
+ ,70
+ ,4.1
+ ,19
+ ,6
+ ,0
+ ,12
+ ,42
+ ,6.5
+ ,23
+ ,2
+ ,1
+ ,1
+ ,126
+ ,6.1
+ ,11
+ ,2
+ ,0
+ ,2
+ ,68
+ ,6.3
+ ,24
+ ,8
+ ,7
+ ,3
+ ,135
+ ,9.3
+ ,14
+ ,10
+ ,0
+ ,4
+ ,231
+ ,16.4
+ ,11
+ ,13
+ ,0
+ ,5
+ ,185
+ ,16.1
+ ,17
+ ,10
+ ,0
+ ,6
+ ,181
+ ,18
+ ,20
+ ,14
+ ,0
+ ,7
+ ,138
+ ,17.6
+ ,19
+ ,13
+ ,0
+ ,8
+ ,158
+ ,14
+ ,12
+ ,6
+ ,0
+ ,9
+ ,122
+ ,10.5
+ ,19
+ ,6
+ ,2
+ ,10
+ ,40
+ ,6.9
+ ,26
+ ,9
+ ,3
+ ,11
+ ,62
+ ,2.8
+ ,13
+ ,2
+ ,5
+ ,12
+ ,89
+ ,0.7
+ ,12
+ ,4
+ ,5
+ ,1
+ ,33
+ ,3.6
+ ,20
+ ,3
+ ,7
+ ,2
+ ,150
+ ,6.7
+ ,15
+ ,4
+ ,2
+ ,3
+ ,196
+ ,12.5
+ ,15
+ ,10
+ ,0
+ ,4
+ ,196
+ ,14.4
+ ,17
+ ,15
+ ,0
+ ,5
+ ,225
+ ,16.5
+ ,11
+ ,14
+ ,0
+ ,6
+ ,213
+ ,18.7
+ ,20
+ ,18
+ ,0
+ ,7
+ ,258
+ ,19.4
+ ,9
+ ,10
+ ,0
+ ,8
+ ,156
+ ,15.8
+ ,10
+ ,5
+ ,0
+ ,9
+ ,90
+ ,11.3
+ ,17
+ ,5
+ ,0
+ ,10
+ ,48
+ ,9.7
+ ,25
+ ,7
+ ,0
+ ,11
+ ,46
+ ,2.9
+ ,19
+ ,2
+ ,7
+ ,12
+ ,49
+ ,0.1
+ ,18
+ ,0
+ ,14
+ ,1
+ ,29
+ ,2.5
+ ,24
+ ,4
+ ,10
+ ,2
+ ,118
+ ,6.7
+ ,13
+ ,7
+ ,2
+ ,3
+ ,223
+ ,10.3
+ ,6
+ ,8
+ ,0
+ ,4
+ ,172
+ ,11.2
+ ,14
+ ,6
+ ,0
+ ,5
+ ,259
+ ,17.4
+ ,9
+ ,3
+ ,0
+ ,6
+ ,252
+ ,20.5
+ ,13
+ ,12
+ ,0
+ ,7
+ ,136
+ ,17
+ ,23
+ ,15
+ ,0
+ ,8
+ ,143
+ ,14.2
+ ,18
+ ,8
+ ,0
+ ,9
+ ,119
+ ,10.6
+ ,16
+ ,6
+ ,0
+ ,10
+ ,24
+ ,6.1
+ ,21
+ ,1
+ ,6
+ ,11)
+ ,dim=c(6
+ ,56)
+ ,dimnames=list(c('UrenZonneschijn'
+ ,'GemiddeldeTemperatuur'
+ ,'Neerslagdagen'
+ ,'Onweersdagen'
+ ,'Sneeuwdagen'
+ ,'Maand')
+ ,1:56))
> y <- array(NA,dim=c(6,56),dimnames=list(c('UrenZonneschijn','GemiddeldeTemperatuur','Neerslagdagen','Onweersdagen','Sneeuwdagen','Maand'),1:56))
> 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 = '2'
> #'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
GemiddeldeTemperatuur UrenZonneschijn Neerslagdagen Onweersdagen Sneeuwdagen
1 9.3 141 16 6 7
2 14.2 136 20 20 0
3 17.3 246 7 12 0
4 23.0 309 8 15 0
5 16.3 95 21 25 0
6 18.4 161 7 4 0
7 14.2 108 17 6 0
8 9.1 79 20 2 0
9 5.9 40 18 1 1
10 7.2 35 26 4 2
11 6.8 49 18 4 2
12 8.0 145 20 8 2
13 14.3 284 0 3 0
14 14.6 164 22 14 0
15 17.5 130 19 17 0
16 17.2 178 18 14 0
17 17.2 150 13 10 0
18 14.1 104 16 7 0
19 10.4 111 11 4 0
20 6.8 51 22 1 1
21 4.1 70 19 6 0
22 6.5 42 23 2 1
23 6.1 126 11 2 0
24 6.3 68 24 8 7
25 9.3 135 14 10 0
26 16.4 231 11 13 0
27 16.1 185 17 10 0
28 18.0 181 20 14 0
29 17.6 138 19 13 0
30 14.0 158 12 6 0
31 10.5 122 19 6 2
32 6.9 40 26 9 3
33 2.8 62 13 2 5
34 0.7 89 12 4 5
35 3.6 33 20 3 7
36 6.7 150 15 4 2
37 12.5 196 15 10 0
38 14.4 196 17 15 0
39 16.5 225 11 14 0
40 18.7 213 20 18 0
41 19.4 258 9 10 0
42 15.8 156 10 5 0
43 11.3 90 17 5 0
44 9.7 48 25 7 0
45 2.9 46 19 2 7
46 0.1 49 18 0 14
47 2.5 29 24 4 10
48 6.7 118 13 7 2
49 10.3 223 6 8 0
50 11.2 172 14 6 0
51 17.4 259 9 3 0
52 20.5 252 13 12 0
53 17.0 136 23 15 0
54 14.2 143 18 8 0
55 10.6 119 16 6 0
56 6.1 24 21 1 6
Maand
1 4
2 5
3 6
4 7
5 8
6 9
7 10
8 11
9 12
10 1
11 2
12 3
13 4
14 5
15 6
16 7
17 8
18 9
19 10
20 11
21 12
22 1
23 2
24 3
25 4
26 5
27 6
28 7
29 8
30 9
31 10
32 11
33 12
34 1
35 2
36 3
37 4
38 5
39 6
40 7
41 8
42 9
43 10
44 11
45 12
46 1
47 2
48 3
49 4
50 5
51 6
52 7
53 8
54 9
55 10
56 11
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) UrenZonneschijn Neerslagdagen Onweersdagen
-1.68681 0.05166 0.15219 0.27900
Sneeuwdagen Maand
-0.39177 0.33085
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-6.3649 -1.4268 0.2579 1.5185 6.6110
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -1.686811 2.733139 -0.617 0.53992
UrenZonneschijn 0.051658 0.009481 5.449 1.55e-06 ***
Neerslagdagen 0.152185 0.106599 1.428 0.15961
Onweersdagen 0.279004 0.089398 3.121 0.00299 **
Sneeuwdagen -0.391769 0.145934 -2.685 0.00983 **
Maand 0.330848 0.107591 3.075 0.00341 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 2.418 on 50 degrees of freedom
Multiple R-squared: 0.831, Adjusted R-squared: 0.8141
F-statistic: 49.18 on 5 and 50 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,] 0.7673816 0.46523688 0.23261844
[2,] 0.6969361 0.60612777 0.30306388
[3,] 0.6385470 0.72290607 0.36145304
[4,] 0.6953227 0.60935461 0.30467730
[5,] 0.7834694 0.43306130 0.21653065
[6,] 0.7054028 0.58919433 0.29459716
[7,] 0.7134701 0.57305973 0.28652987
[8,] 0.6385546 0.72289087 0.36144544
[9,] 0.6942800 0.61144004 0.30572002
[10,] 0.7110043 0.57799150 0.28899575
[11,] 0.7206938 0.55861237 0.27930619
[12,] 0.6633725 0.67325497 0.33662748
[13,] 0.9577133 0.08457345 0.04228673
[14,] 0.9438478 0.11230448 0.05615224
[15,] 0.9516645 0.09667106 0.04833553
[16,] 0.9254567 0.14908670 0.07454335
[17,] 0.9214598 0.15708043 0.07854022
[18,] 0.8878143 0.22437133 0.11218566
[19,] 0.8503321 0.29933584 0.14966792
[20,] 0.8104001 0.37919986 0.18959993
[21,] 0.8734356 0.25312885 0.12656442
[22,] 0.8462937 0.30741267 0.15370634
[23,] 0.8112608 0.37747844 0.18873922
[24,] 0.8100604 0.37987914 0.18993957
[25,] 0.8420560 0.31588799 0.15794399
[26,] 0.8443712 0.31125767 0.15562884
[27,] 0.8576789 0.28464229 0.14232115
[28,] 0.8715363 0.25692746 0.12846373
[29,] 0.8600808 0.27983834 0.13991917
[30,] 0.8407113 0.31857750 0.15928875
[31,] 0.7728858 0.45422832 0.22711416
[32,] 0.7142826 0.57143473 0.28571736
[33,] 0.6229680 0.75406407 0.37703204
[34,] 0.9233137 0.15337260 0.07668630
[35,] 0.9525422 0.09491551 0.04745776
[36,] 0.9209894 0.15802117 0.07901058
[37,] 0.9818569 0.03628628 0.01814314
[38,] 0.9510899 0.09782024 0.04891012
[39,] 0.9503153 0.09936950 0.04968475
> postscript(file="/var/www/html/freestat/rcomp/tmp/1i8qt1293353851.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/2i8qt1293353851.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3bzpw1293353851.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/4bzpw1293353851.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/5bzpw1293353851.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 = 56
Frequency = 1
1 2 3 4 5 6 7
1.0130966 -1.4166394 -0.1193804 1.0061484 0.2615722 6.6109990 2.7381417
8 9 10 11 12 13 14
-0.5351774 -1.0762374 2.4586538 2.2220819 -3.2882779 -0.8443405 -1.0933986
15 16 17 18 19 20 21
2.8516547 0.7304405 3.7229458 3.0488014 0.2542881 -1.0223635 -6.3649374
22 23 24 25 26 27 28
2.0198456 -1.6157835 0.3394570 -2.2309840 -0.8014138 0.8678861 1.0710973
29 30 31 32 33 34 35
2.9927136 1.0470378 -1.2058972 -2.4113646 -3.2637065 -3.5249550 1.7820799
36 37 38 39 40 41 42
-2.9696242 -2.3342805 -2.4645182 -1.0013202 -0.9979600 0.9526700 3.5337273
43 44 45 46 47 48 49
1.0469817 -0.4897383 -2.4667595 1.6701700 1.1762715 -1.8492232 -4.0013599
50 51 52 53 54 55 56
-1.4571465 1.5157353 1.5267148 1.3292800 0.5507821 -1.2779062 1.7834195
> postscript(file="/var/www/html/freestat/rcomp/tmp/64roh1293353851.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 = 56
Frequency = 1
lag(myerror, k = 1) myerror
0 1.0130966 NA
1 -1.4166394 1.0130966
2 -0.1193804 -1.4166394
3 1.0061484 -0.1193804
4 0.2615722 1.0061484
5 6.6109990 0.2615722
6 2.7381417 6.6109990
7 -0.5351774 2.7381417
8 -1.0762374 -0.5351774
9 2.4586538 -1.0762374
10 2.2220819 2.4586538
11 -3.2882779 2.2220819
12 -0.8443405 -3.2882779
13 -1.0933986 -0.8443405
14 2.8516547 -1.0933986
15 0.7304405 2.8516547
16 3.7229458 0.7304405
17 3.0488014 3.7229458
18 0.2542881 3.0488014
19 -1.0223635 0.2542881
20 -6.3649374 -1.0223635
21 2.0198456 -6.3649374
22 -1.6157835 2.0198456
23 0.3394570 -1.6157835
24 -2.2309840 0.3394570
25 -0.8014138 -2.2309840
26 0.8678861 -0.8014138
27 1.0710973 0.8678861
28 2.9927136 1.0710973
29 1.0470378 2.9927136
30 -1.2058972 1.0470378
31 -2.4113646 -1.2058972
32 -3.2637065 -2.4113646
33 -3.5249550 -3.2637065
34 1.7820799 -3.5249550
35 -2.9696242 1.7820799
36 -2.3342805 -2.9696242
37 -2.4645182 -2.3342805
38 -1.0013202 -2.4645182
39 -0.9979600 -1.0013202
40 0.9526700 -0.9979600
41 3.5337273 0.9526700
42 1.0469817 3.5337273
43 -0.4897383 1.0469817
44 -2.4667595 -0.4897383
45 1.6701700 -2.4667595
46 1.1762715 1.6701700
47 -1.8492232 1.1762715
48 -4.0013599 -1.8492232
49 -1.4571465 -4.0013599
50 1.5157353 -1.4571465
51 1.5267148 1.5157353
52 1.3292800 1.5267148
53 0.5507821 1.3292800
54 -1.2779062 0.5507821
55 1.7834195 -1.2779062
56 NA 1.7834195
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -1.4166394 1.0130966
[2,] -0.1193804 -1.4166394
[3,] 1.0061484 -0.1193804
[4,] 0.2615722 1.0061484
[5,] 6.6109990 0.2615722
[6,] 2.7381417 6.6109990
[7,] -0.5351774 2.7381417
[8,] -1.0762374 -0.5351774
[9,] 2.4586538 -1.0762374
[10,] 2.2220819 2.4586538
[11,] -3.2882779 2.2220819
[12,] -0.8443405 -3.2882779
[13,] -1.0933986 -0.8443405
[14,] 2.8516547 -1.0933986
[15,] 0.7304405 2.8516547
[16,] 3.7229458 0.7304405
[17,] 3.0488014 3.7229458
[18,] 0.2542881 3.0488014
[19,] -1.0223635 0.2542881
[20,] -6.3649374 -1.0223635
[21,] 2.0198456 -6.3649374
[22,] -1.6157835 2.0198456
[23,] 0.3394570 -1.6157835
[24,] -2.2309840 0.3394570
[25,] -0.8014138 -2.2309840
[26,] 0.8678861 -0.8014138
[27,] 1.0710973 0.8678861
[28,] 2.9927136 1.0710973
[29,] 1.0470378 2.9927136
[30,] -1.2058972 1.0470378
[31,] -2.4113646 -1.2058972
[32,] -3.2637065 -2.4113646
[33,] -3.5249550 -3.2637065
[34,] 1.7820799 -3.5249550
[35,] -2.9696242 1.7820799
[36,] -2.3342805 -2.9696242
[37,] -2.4645182 -2.3342805
[38,] -1.0013202 -2.4645182
[39,] -0.9979600 -1.0013202
[40,] 0.9526700 -0.9979600
[41,] 3.5337273 0.9526700
[42,] 1.0469817 3.5337273
[43,] -0.4897383 1.0469817
[44,] -2.4667595 -0.4897383
[45,] 1.6701700 -2.4667595
[46,] 1.1762715 1.6701700
[47,] -1.8492232 1.1762715
[48,] -4.0013599 -1.8492232
[49,] -1.4571465 -4.0013599
[50,] 1.5157353 -1.4571465
[51,] 1.5267148 1.5157353
[52,] 1.3292800 1.5267148
[53,] 0.5507821 1.3292800
[54,] -1.2779062 0.5507821
[55,] 1.7834195 -1.2779062
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -1.4166394 1.0130966
2 -0.1193804 -1.4166394
3 1.0061484 -0.1193804
4 0.2615722 1.0061484
5 6.6109990 0.2615722
6 2.7381417 6.6109990
7 -0.5351774 2.7381417
8 -1.0762374 -0.5351774
9 2.4586538 -1.0762374
10 2.2220819 2.4586538
11 -3.2882779 2.2220819
12 -0.8443405 -3.2882779
13 -1.0933986 -0.8443405
14 2.8516547 -1.0933986
15 0.7304405 2.8516547
16 3.7229458 0.7304405
17 3.0488014 3.7229458
18 0.2542881 3.0488014
19 -1.0223635 0.2542881
20 -6.3649374 -1.0223635
21 2.0198456 -6.3649374
22 -1.6157835 2.0198456
23 0.3394570 -1.6157835
24 -2.2309840 0.3394570
25 -0.8014138 -2.2309840
26 0.8678861 -0.8014138
27 1.0710973 0.8678861
28 2.9927136 1.0710973
29 1.0470378 2.9927136
30 -1.2058972 1.0470378
31 -2.4113646 -1.2058972
32 -3.2637065 -2.4113646
33 -3.5249550 -3.2637065
34 1.7820799 -3.5249550
35 -2.9696242 1.7820799
36 -2.3342805 -2.9696242
37 -2.4645182 -2.3342805
38 -1.0013202 -2.4645182
39 -0.9979600 -1.0013202
40 0.9526700 -0.9979600
41 3.5337273 0.9526700
42 1.0469817 3.5337273
43 -0.4897383 1.0469817
44 -2.4667595 -0.4897383
45 1.6701700 -2.4667595
46 1.1762715 1.6701700
47 -1.8492232 1.1762715
48 -4.0013599 -1.8492232
49 -1.4571465 -4.0013599
50 1.5157353 -1.4571465
51 1.5267148 1.5157353
52 1.3292800 1.5267148
53 0.5507821 1.3292800
54 -1.2779062 0.5507821
55 1.7834195 -1.2779062
> 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/7w0621293353851.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/8w0621293353851.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/9w0621293353851.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/10p9nn1293353851.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11a9lt1293353851.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/12wskh1293353851.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/13kbzs1293353851.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/14dlgd1293353851.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/15hle11293353851.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/16vdcs1293353851.tab")
+ }
>
> try(system("convert tmp/1i8qt1293353851.ps tmp/1i8qt1293353851.png",intern=TRUE))
character(0)
> try(system("convert tmp/2i8qt1293353851.ps tmp/2i8qt1293353851.png",intern=TRUE))
character(0)
> try(system("convert tmp/3bzpw1293353851.ps tmp/3bzpw1293353851.png",intern=TRUE))
character(0)
> try(system("convert tmp/4bzpw1293353851.ps tmp/4bzpw1293353851.png",intern=TRUE))
character(0)
> try(system("convert tmp/5bzpw1293353851.ps tmp/5bzpw1293353851.png",intern=TRUE))
character(0)
> try(system("convert tmp/64roh1293353851.ps tmp/64roh1293353851.png",intern=TRUE))
character(0)
> try(system("convert tmp/7w0621293353851.ps tmp/7w0621293353851.png",intern=TRUE))
character(0)
> try(system("convert tmp/8w0621293353851.ps tmp/8w0621293353851.png",intern=TRUE))
character(0)
> try(system("convert tmp/9w0621293353851.ps tmp/9w0621293353851.png",intern=TRUE))
character(0)
> try(system("convert tmp/10p9nn1293353851.ps tmp/10p9nn1293353851.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
3.874 2.487 4.639