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Type 'q()' to quit R. > x <- array(list(4.6 + ,11.7 + ,4.5 + ,11.4 + ,4.4 + ,11.2 + ,4.4 + ,11.1 + ,4.3 + ,10.8 + ,4.1 + ,10.4 + ,3.9 + ,10.1 + ,3.7 + ,9.8 + ,3.6 + ,9.7 + ,3.9 + ,10.3 + ,4.2 + ,10.9 + ,4.2 + ,10.8 + ,4.1 + ,10.6 + ,4.1 + ,10.4 + ,4.1 + ,10.3 + ,4.1 + ,10.2 + ,4.1 + ,10 + ,4 + ,9.7 + ,3.9 + ,9.4 + ,3.8 + ,9.2 + ,3.8 + ,9.1 + ,4 + ,9.6 + ,4.4 + ,10.2 + ,4.6 + ,10.2 + ,4.6 + ,10 + ,4.6 + ,9.9 + ,4.7 + ,9.9 + ,4.8 + ,9.9 + ,4.8 + ,9.7 + ,4.7 + ,9.5 + ,4.7 + ,9.4 + ,4.7 + ,9.3 + ,4.6 + ,9.3 + ,5 + ,9.9 + ,5.4 + ,10.5 + ,5.5 + ,10.6 + ,5.6 + ,10.6 + ,5.6 + ,10.5 + ,5.8 + ,10.6 + ,6 + ,10.8 + ,6.1 + ,10.8 + ,6.1 + ,10.7 + ,6 + ,10.6 + ,6 + ,10.6 + ,6.1 + ,10.8 + ,6.5 + ,11.4 + ,7.1 + ,12.2 + ,7.4 + ,12.4 + ,7.4 + ,12.4 + ,7.5 + ,12.3 + ,7.6 + ,12.4 + ,7.8 + ,12.5 + ,7.8 + ,12.5 + ,7.7 + ,12.4 + ,7.6 + ,12.3 + ,7.5 + ,12.2 + ,7.3 + ,12.1 + ,7.6 + ,12.6 + ,8 + ,13.2 + ,8 + ,13.4 + ,7.9 + ,13.2 + ,7.8 + ,12.9 + ,7.7 + ,12.8 + ,7.8 + ,12.7 + ,7.7 + ,12.6 + ,7.5 + ,12.4 + ,7.3 + ,12.1 + ,7.1 + ,12 + ,7 + ,11.9 + ,7.3 + ,12.5 + ,7.8 + ,13.2 + ,7.9 + ,13.4 + ,7.9 + ,13.3 + ,7.8 + ,13 + ,7.8 + ,12.9 + ,7.9 + ,13 + ,7.8 + ,12.9 + ,7.6 + ,12.6 + ,7.4 + ,12.4 + ,7.2 + ,12.1 + ,6.9 + ,11.9 + ,7.1 + ,12.3 + ,7.5 + ,13 + ,7.6 + ,13 + ,7.4 + ,12.6 + ,7.3 + ,12.2 + ,7.2 + ,12.1 + ,7.3 + ,12 + ,7.2 + ,11.8 + ,7.1 + ,11.6 + ,7 + ,11.4 + ,6.9 + ,11.2 + ,6.8 + ,11.2 + ,7.2 + ,11.8 + ,7.6 + ,12.5 + ,7.7 + ,12.6 + ,7.6 + ,12.4 + ,7.5 + ,12.1 + ,7.5 + ,12 + ,7.6 + ,12 + ,7.6 + ,11.9 + ,7.6 + ,11.8 + ,7.5 + ,11.5 + ,7.3 + ,11.3 + ,7.2 + ,11.2 + ,7.4 + ,11.6 + ,8 + ,12.2 + ,8.2 + ,12.2 + ,8 + ,11.7 + ,7.7 + ,11.2 + ,7.7 + ,11 + ,7.8 + ,10.9 + ,7.8 + ,10.8 + ,7.7 + ,10.5 + ,7.5 + ,10.2 + ,7.3 + ,10 + ,7.1 + ,9.9 + ,7.1 + ,10.3 + ,7.2 + ,10.7 + ,6.8 + ,10.4 + ,6.6 + ,10.1 + ,6.4 + ,9.7 + ,6.4 + ,9.4 + ,6.5 + ,8.9 + ,6.3 + ,8.4 + ,5.9 + ,8.1 + ,5.5 + ,8.3 + ,5.2 + ,8.1 + ,4.9 + ,8 + ,5.4 + ,8.7 + ,5.8 + ,9.2 + ,5.7 + ,9 + ,5.6 + ,8.9 + ,5.5 + ,8.5 + ,5.4 + ,8.1 + ,5.4 + ,7.5 + ,5.4 + ,7.1 + ,5.5 + ,6.9 + ,5.8 + ,7.1 + ,5.7 + ,7 + ,5.4 + ,6.7 + ,5.6 + ,7 + ,5.8 + ,7.3 + ,6.2 + ,7.7 + ,6.8 + ,8.4 + ,6.7 + ,8.4 + ,6.7 + ,8.8 + ,6.4 + ,9.1 + ,6.3 + ,9 + ,6.3 + ,8.6 + ,6.4 + ,7.9 + ,6.3 + ,7.7 + ,6 + ,7.8 + ,6.3 + ,9.2 + ,6.3 + ,9.4 + ,6.6 + ,9.2 + ,7.5 + ,8.7 + ,7.8 + ,8.4 + ,7.9 + ,8.6 + ,7.8 + ,9 + ,7.6 + ,9.1 + ,7.5 + ,8.7 + ,7.6 + ,8.2 + ,7.5 + ,7.9 + ,7.3 + ,7.9 + ,7.6 + ,9.1 + ,7.5 + ,9.4 + ,7.6 + ,9.4 + ,7.9 + ,9.1 + ,7.9 + ,9 + ,8.1 + ,9.3 + ,8.2 + ,9.9 + ,8 + ,9.8 + ,7.5 + ,9.3 + ,6.8 + ,8.3 + ,6.5 + ,8 + ,6.6 + ,8.5 + ,7.6 + ,10.4 + ,8 + ,11.1 + ,8.1 + ,10.9 + ,7.7 + ,10 + ,7.5 + ,9.2 + ,7.6 + ,9.2 + ,7.8 + ,9.5 + ,7.8 + ,9.6 + ,7.8 + ,9.5 + ,7.5 + ,9.1 + ,7.5 + ,8.9 + ,7.1 + ,9 + ,7.5 + ,10.1 + ,7.5 + ,10.3 + ,7.6 + ,10.2 + ,7.7 + ,9.6 + ,7.7 + ,9.2 + ,7.9 + ,9.3 + ,8.1 + ,9.4 + ,8.2 + ,9.4 + ,8.2 + ,9.2 + ,8.2 + ,9 + ,7.9 + ,9 + ,7.3 + ,9 + ,6.9 + ,9.8 + ,6.6 + ,10 + ,6.7 + ,9.8 + ,6.9 + ,9.3 + ,7 + ,9 + ,7.1 + ,9 + ,7.2 + ,9.1 + ,7.1 + ,9.1 + ,6.9 + ,9.1 + ,7 + ,9.2 + ,6.8 + ,8.8 + ,6.4 + ,8.3 + ,6.7 + ,8.4 + ,6.6 + ,8.1 + ,6.4 + ,7.7 + ,6.3 + ,7.9 + ,6.2 + ,7.9 + ,6.5 + ,8 + ,6.8 + ,7.9 + ,6.8 + ,7.6 + ,6.4 + ,7.1 + ,6.1 + ,6.8 + ,5.8 + ,6.5 + ,6.1 + ,6.9 + ,7.2 + ,8.2 + ,7.3 + ,8.7 + ,6.9 + ,8.3 + ,6.1 + ,7.9 + ,5.8 + ,7.5 + ,6.2 + ,7.8 + ,7.1 + ,8.3 + ,7.7 + ,8.4 + ,7.9 + ,8.2 + ,7.7 + ,7.7 + ,7.4 + ,7.2 + ,7.5 + ,7.3 + ,8 + ,8.1 + ,8.1 + ,8.5 + ,8 + ,8.4) + ,dim=c(2 + ,240) + ,dimnames=list(c('Y' + ,'X') + ,1:240)) > y <- array(NA,dim=c(2,240),dimnames=list(c('Y','X'),1:240)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Include Monthly 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 Y X M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 4.6 11.7 1 0 0 0 0 0 0 0 0 0 0 1 2 4.5 11.4 0 1 0 0 0 0 0 0 0 0 0 2 3 4.4 11.2 0 0 1 0 0 0 0 0 0 0 0 3 4 4.4 11.1 0 0 0 1 0 0 0 0 0 0 0 4 5 4.3 10.8 0 0 0 0 1 0 0 0 0 0 0 5 6 4.1 10.4 0 0 0 0 0 1 0 0 0 0 0 6 7 3.9 10.1 0 0 0 0 0 0 1 0 0 0 0 7 8 3.7 9.8 0 0 0 0 0 0 0 1 0 0 0 8 9 3.6 9.7 0 0 0 0 0 0 0 0 1 0 0 9 10 3.9 10.3 0 0 0 0 0 0 0 0 0 1 0 10 11 4.2 10.9 0 0 0 0 0 0 0 0 0 0 1 11 12 4.2 10.8 0 0 0 0 0 0 0 0 0 0 0 12 13 4.1 10.6 1 0 0 0 0 0 0 0 0 0 0 13 14 4.1 10.4 0 1 0 0 0 0 0 0 0 0 0 14 15 4.1 10.3 0 0 1 0 0 0 0 0 0 0 0 15 16 4.1 10.2 0 0 0 1 0 0 0 0 0 0 0 16 17 4.1 10.0 0 0 0 0 1 0 0 0 0 0 0 17 18 4.0 9.7 0 0 0 0 0 1 0 0 0 0 0 18 19 3.9 9.4 0 0 0 0 0 0 1 0 0 0 0 19 20 3.8 9.2 0 0 0 0 0 0 0 1 0 0 0 20 21 3.8 9.1 0 0 0 0 0 0 0 0 1 0 0 21 22 4.0 9.6 0 0 0 0 0 0 0 0 0 1 0 22 23 4.4 10.2 0 0 0 0 0 0 0 0 0 0 1 23 24 4.6 10.2 0 0 0 0 0 0 0 0 0 0 0 24 25 4.6 10.0 1 0 0 0 0 0 0 0 0 0 0 25 26 4.6 9.9 0 1 0 0 0 0 0 0 0 0 0 26 27 4.7 9.9 0 0 1 0 0 0 0 0 0 0 0 27 28 4.8 9.9 0 0 0 1 0 0 0 0 0 0 0 28 29 4.8 9.7 0 0 0 0 1 0 0 0 0 0 0 29 30 4.7 9.5 0 0 0 0 0 1 0 0 0 0 0 30 31 4.7 9.4 0 0 0 0 0 0 1 0 0 0 0 31 32 4.7 9.3 0 0 0 0 0 0 0 1 0 0 0 32 33 4.6 9.3 0 0 0 0 0 0 0 0 1 0 0 33 34 5.0 9.9 0 0 0 0 0 0 0 0 0 1 0 34 35 5.4 10.5 0 0 0 0 0 0 0 0 0 0 1 35 36 5.5 10.6 0 0 0 0 0 0 0 0 0 0 0 36 37 5.6 10.6 1 0 0 0 0 0 0 0 0 0 0 37 38 5.6 10.5 0 1 0 0 0 0 0 0 0 0 0 38 39 5.8 10.6 0 0 1 0 0 0 0 0 0 0 0 39 40 6.0 10.8 0 0 0 1 0 0 0 0 0 0 0 40 41 6.1 10.8 0 0 0 0 1 0 0 0 0 0 0 41 42 6.1 10.7 0 0 0 0 0 1 0 0 0 0 0 42 43 6.0 10.6 0 0 0 0 0 0 1 0 0 0 0 43 44 6.0 10.6 0 0 0 0 0 0 0 1 0 0 0 44 45 6.1 10.8 0 0 0 0 0 0 0 0 1 0 0 45 46 6.5 11.4 0 0 0 0 0 0 0 0 0 1 0 46 47 7.1 12.2 0 0 0 0 0 0 0 0 0 0 1 47 48 7.4 12.4 0 0 0 0 0 0 0 0 0 0 0 48 49 7.4 12.4 1 0 0 0 0 0 0 0 0 0 0 49 50 7.5 12.3 0 1 0 0 0 0 0 0 0 0 0 50 51 7.6 12.4 0 0 1 0 0 0 0 0 0 0 0 51 52 7.8 12.5 0 0 0 1 0 0 0 0 0 0 0 52 53 7.8 12.5 0 0 0 0 1 0 0 0 0 0 0 53 54 7.7 12.4 0 0 0 0 0 1 0 0 0 0 0 54 55 7.6 12.3 0 0 0 0 0 0 1 0 0 0 0 55 56 7.5 12.2 0 0 0 0 0 0 0 1 0 0 0 56 57 7.3 12.1 0 0 0 0 0 0 0 0 1 0 0 57 58 7.6 12.6 0 0 0 0 0 0 0 0 0 1 0 58 59 8.0 13.2 0 0 0 0 0 0 0 0 0 0 1 59 60 8.0 13.4 0 0 0 0 0 0 0 0 0 0 0 60 61 7.9 13.2 1 0 0 0 0 0 0 0 0 0 0 61 62 7.8 12.9 0 1 0 0 0 0 0 0 0 0 0 62 63 7.7 12.8 0 0 1 0 0 0 0 0 0 0 0 63 64 7.8 12.7 0 0 0 1 0 0 0 0 0 0 0 64 65 7.7 12.6 0 0 0 0 1 0 0 0 0 0 0 65 66 7.5 12.4 0 0 0 0 0 1 0 0 0 0 0 66 67 7.3 12.1 0 0 0 0 0 0 1 0 0 0 0 67 68 7.1 12.0 0 0 0 0 0 0 0 1 0 0 0 68 69 7.0 11.9 0 0 0 0 0 0 0 0 1 0 0 69 70 7.3 12.5 0 0 0 0 0 0 0 0 0 1 0 70 71 7.8 13.2 0 0 0 0 0 0 0 0 0 0 1 71 72 7.9 13.4 0 0 0 0 0 0 0 0 0 0 0 72 73 7.9 13.3 1 0 0 0 0 0 0 0 0 0 0 73 74 7.8 13.0 0 1 0 0 0 0 0 0 0 0 0 74 75 7.8 12.9 0 0 1 0 0 0 0 0 0 0 0 75 76 7.9 13.0 0 0 0 1 0 0 0 0 0 0 0 76 77 7.8 12.9 0 0 0 0 1 0 0 0 0 0 0 77 78 7.6 12.6 0 0 0 0 0 1 0 0 0 0 0 78 79 7.4 12.4 0 0 0 0 0 0 1 0 0 0 0 79 80 7.2 12.1 0 0 0 0 0 0 0 1 0 0 0 80 81 6.9 11.9 0 0 0 0 0 0 0 0 1 0 0 81 82 7.1 12.3 0 0 0 0 0 0 0 0 0 1 0 82 83 7.5 13.0 0 0 0 0 0 0 0 0 0 0 1 83 84 7.6 13.0 0 0 0 0 0 0 0 0 0 0 0 84 85 7.4 12.6 1 0 0 0 0 0 0 0 0 0 0 85 86 7.3 12.2 0 1 0 0 0 0 0 0 0 0 0 86 87 7.2 12.1 0 0 1 0 0 0 0 0 0 0 0 87 88 7.3 12.0 0 0 0 1 0 0 0 0 0 0 0 88 89 7.2 11.8 0 0 0 0 1 0 0 0 0 0 0 89 90 7.1 11.6 0 0 0 0 0 1 0 0 0 0 0 90 91 7.0 11.4 0 0 0 0 0 0 1 0 0 0 0 91 92 6.9 11.2 0 0 0 0 0 0 0 1 0 0 0 92 93 6.8 11.2 0 0 0 0 0 0 0 0 1 0 0 93 94 7.2 11.8 0 0 0 0 0 0 0 0 0 1 0 94 95 7.6 12.5 0 0 0 0 0 0 0 0 0 0 1 95 96 7.7 12.6 0 0 0 0 0 0 0 0 0 0 0 96 97 7.6 12.4 1 0 0 0 0 0 0 0 0 0 0 97 98 7.5 12.1 0 1 0 0 0 0 0 0 0 0 0 98 99 7.5 12.0 0 0 1 0 0 0 0 0 0 0 0 99 100 7.6 12.0 0 0 0 1 0 0 0 0 0 0 0 100 101 7.6 11.9 0 0 0 0 1 0 0 0 0 0 0 101 102 7.6 11.8 0 0 0 0 0 1 0 0 0 0 0 102 103 7.5 11.5 0 0 0 0 0 0 1 0 0 0 0 103 104 7.3 11.3 0 0 0 0 0 0 0 1 0 0 0 104 105 7.2 11.2 0 0 0 0 0 0 0 0 1 0 0 105 106 7.4 11.6 0 0 0 0 0 0 0 0 0 1 0 106 107 8.0 12.2 0 0 0 0 0 0 0 0 0 0 1 107 108 8.2 12.2 0 0 0 0 0 0 0 0 0 0 0 108 109 8.0 11.7 1 0 0 0 0 0 0 0 0 0 0 109 110 7.7 11.2 0 1 0 0 0 0 0 0 0 0 0 110 111 7.7 11.0 0 0 1 0 0 0 0 0 0 0 0 111 112 7.8 10.9 0 0 0 1 0 0 0 0 0 0 0 112 113 7.8 10.8 0 0 0 0 1 0 0 0 0 0 0 113 114 7.7 10.5 0 0 0 0 0 1 0 0 0 0 0 114 115 7.5 10.2 0 0 0 0 0 0 1 0 0 0 0 115 116 7.3 10.0 0 0 0 0 0 0 0 1 0 0 0 116 117 7.1 9.9 0 0 0 0 0 0 0 0 1 0 0 117 118 7.1 10.3 0 0 0 0 0 0 0 0 0 1 0 118 119 7.2 10.7 0 0 0 0 0 0 0 0 0 0 1 119 120 6.8 10.4 0 0 0 0 0 0 0 0 0 0 0 120 121 6.6 10.1 1 0 0 0 0 0 0 0 0 0 0 121 122 6.4 9.7 0 1 0 0 0 0 0 0 0 0 0 122 123 6.4 9.4 0 0 1 0 0 0 0 0 0 0 0 123 124 6.5 8.9 0 0 0 1 0 0 0 0 0 0 0 124 125 6.3 8.4 0 0 0 0 1 0 0 0 0 0 0 125 126 5.9 8.1 0 0 0 0 0 1 0 0 0 0 0 126 127 5.5 8.3 0 0 0 0 0 0 1 0 0 0 0 127 128 5.2 8.1 0 0 0 0 0 0 0 1 0 0 0 128 129 4.9 8.0 0 0 0 0 0 0 0 0 1 0 0 129 130 5.4 8.7 0 0 0 0 0 0 0 0 0 1 0 130 131 5.8 9.2 0 0 0 0 0 0 0 0 0 0 1 131 132 5.7 9.0 0 0 0 0 0 0 0 0 0 0 0 132 133 5.6 8.9 1 0 0 0 0 0 0 0 0 0 0 133 134 5.5 8.5 0 1 0 0 0 0 0 0 0 0 0 134 135 5.4 8.1 0 0 1 0 0 0 0 0 0 0 0 135 136 5.4 7.5 0 0 0 1 0 0 0 0 0 0 0 136 137 5.4 7.1 0 0 0 0 1 0 0 0 0 0 0 137 138 5.5 6.9 0 0 0 0 0 1 0 0 0 0 0 138 139 5.8 7.1 0 0 0 0 0 0 1 0 0 0 0 139 140 5.7 7.0 0 0 0 0 0 0 0 1 0 0 0 140 141 5.4 6.7 0 0 0 0 0 0 0 0 1 0 0 141 142 5.6 7.0 0 0 0 0 0 0 0 0 0 1 0 142 143 5.8 7.3 0 0 0 0 0 0 0 0 0 0 1 143 144 6.2 7.7 0 0 0 0 0 0 0 0 0 0 0 144 145 6.8 8.4 1 0 0 0 0 0 0 0 0 0 0 145 146 6.7 8.4 0 1 0 0 0 0 0 0 0 0 0 146 147 6.7 8.8 0 0 1 0 0 0 0 0 0 0 0 147 148 6.4 9.1 0 0 0 1 0 0 0 0 0 0 0 148 149 6.3 9.0 0 0 0 0 1 0 0 0 0 0 0 149 150 6.3 8.6 0 0 0 0 0 1 0 0 0 0 0 150 151 6.4 7.9 0 0 0 0 0 0 1 0 0 0 0 151 152 6.3 7.7 0 0 0 0 0 0 0 1 0 0 0 152 153 6.0 7.8 0 0 0 0 0 0 0 0 1 0 0 153 154 6.3 9.2 0 0 0 0 0 0 0 0 0 1 0 154 155 6.3 9.4 0 0 0 0 0 0 0 0 0 0 1 155 156 6.6 9.2 0 0 0 0 0 0 0 0 0 0 0 156 157 7.5 8.7 1 0 0 0 0 0 0 0 0 0 0 157 158 7.8 8.4 0 1 0 0 0 0 0 0 0 0 0 158 159 7.9 8.6 0 0 1 0 0 0 0 0 0 0 0 159 160 7.8 9.0 0 0 0 1 0 0 0 0 0 0 0 160 161 7.6 9.1 0 0 0 0 1 0 0 0 0 0 0 161 162 7.5 8.7 0 0 0 0 0 1 0 0 0 0 0 162 163 7.6 8.2 0 0 0 0 0 0 1 0 0 0 0 163 164 7.5 7.9 0 0 0 0 0 0 0 1 0 0 0 164 165 7.3 7.9 0 0 0 0 0 0 0 0 1 0 0 165 166 7.6 9.1 0 0 0 0 0 0 0 0 0 1 0 166 167 7.5 9.4 0 0 0 0 0 0 0 0 0 0 1 167 168 7.6 9.4 0 0 0 0 0 0 0 0 0 0 0 168 169 7.9 9.1 1 0 0 0 0 0 0 0 0 0 0 169 170 7.9 9.0 0 1 0 0 0 0 0 0 0 0 0 170 171 8.1 9.3 0 0 1 0 0 0 0 0 0 0 0 171 172 8.2 9.9 0 0 0 1 0 0 0 0 0 0 0 172 173 8.0 9.8 0 0 0 0 1 0 0 0 0 0 0 173 174 7.5 9.3 0 0 0 0 0 1 0 0 0 0 0 174 175 6.8 8.3 0 0 0 0 0 0 1 0 0 0 0 175 176 6.5 8.0 0 0 0 0 0 0 0 1 0 0 0 176 177 6.6 8.5 0 0 0 0 0 0 0 0 1 0 0 177 178 7.6 10.4 0 0 0 0 0 0 0 0 0 1 0 178 179 8.0 11.1 0 0 0 0 0 0 0 0 0 0 1 179 180 8.1 10.9 0 0 0 0 0 0 0 0 0 0 0 180 181 7.7 10.0 1 0 0 0 0 0 0 0 0 0 0 181 182 7.5 9.2 0 1 0 0 0 0 0 0 0 0 0 182 183 7.6 9.2 0 0 1 0 0 0 0 0 0 0 0 183 184 7.8 9.5 0 0 0 1 0 0 0 0 0 0 0 184 185 7.8 9.6 0 0 0 0 1 0 0 0 0 0 0 185 186 7.8 9.5 0 0 0 0 0 1 0 0 0 0 0 186 187 7.5 9.1 0 0 0 0 0 0 1 0 0 0 0 187 188 7.5 8.9 0 0 0 0 0 0 0 1 0 0 0 188 189 7.1 9.0 0 0 0 0 0 0 0 0 1 0 0 189 190 7.5 10.1 0 0 0 0 0 0 0 0 0 1 0 190 191 7.5 10.3 0 0 0 0 0 0 0 0 0 0 1 191 192 7.6 10.2 0 0 0 0 0 0 0 0 0 0 0 192 193 7.7 9.6 1 0 0 0 0 0 0 0 0 0 0 193 194 7.7 9.2 0 1 0 0 0 0 0 0 0 0 0 194 195 7.9 9.3 0 0 1 0 0 0 0 0 0 0 0 195 196 8.1 9.4 0 0 0 1 0 0 0 0 0 0 0 196 197 8.2 9.4 0 0 0 0 1 0 0 0 0 0 0 197 198 8.2 9.2 0 0 0 0 0 1 0 0 0 0 0 198 199 8.2 9.0 0 0 0 0 0 0 1 0 0 0 0 199 200 7.9 9.0 0 0 0 0 0 0 0 1 0 0 0 200 201 7.3 9.0 0 0 0 0 0 0 0 0 1 0 0 201 202 6.9 9.8 0 0 0 0 0 0 0 0 0 1 0 202 203 6.6 10.0 0 0 0 0 0 0 0 0 0 0 1 203 204 6.7 9.8 0 0 0 0 0 0 0 0 0 0 0 204 205 6.9 9.3 1 0 0 0 0 0 0 0 0 0 0 205 206 7.0 9.0 0 1 0 0 0 0 0 0 0 0 0 206 207 7.1 9.0 0 0 1 0 0 0 0 0 0 0 0 207 208 7.2 9.1 0 0 0 1 0 0 0 0 0 0 0 208 209 7.1 9.1 0 0 0 0 1 0 0 0 0 0 0 209 210 6.9 9.1 0 0 0 0 0 1 0 0 0 0 0 210 211 7.0 9.2 0 0 0 0 0 0 1 0 0 0 0 211 212 6.8 8.8 0 0 0 0 0 0 0 1 0 0 0 212 213 6.4 8.3 0 0 0 0 0 0 0 0 1 0 0 213 214 6.7 8.4 0 0 0 0 0 0 0 0 0 1 0 214 215 6.6 8.1 0 0 0 0 0 0 0 0 0 0 1 215 216 6.4 7.7 0 0 0 0 0 0 0 0 0 0 0 216 217 6.3 7.9 1 0 0 0 0 0 0 0 0 0 0 217 218 6.2 7.9 0 1 0 0 0 0 0 0 0 0 0 218 219 6.5 8.0 0 0 1 0 0 0 0 0 0 0 0 219 220 6.8 7.9 0 0 0 1 0 0 0 0 0 0 0 220 221 6.8 7.6 0 0 0 0 1 0 0 0 0 0 0 221 222 6.4 7.1 0 0 0 0 0 1 0 0 0 0 0 222 223 6.1 6.8 0 0 0 0 0 0 1 0 0 0 0 223 224 5.8 6.5 0 0 0 0 0 0 0 1 0 0 0 224 225 6.1 6.9 0 0 0 0 0 0 0 0 1 0 0 225 226 7.2 8.2 0 0 0 0 0 0 0 0 0 1 0 226 227 7.3 8.7 0 0 0 0 0 0 0 0 0 0 1 227 228 6.9 8.3 0 0 0 0 0 0 0 0 0 0 0 228 229 6.1 7.9 1 0 0 0 0 0 0 0 0 0 0 229 230 5.8 7.5 0 1 0 0 0 0 0 0 0 0 0 230 231 6.2 7.8 0 0 1 0 0 0 0 0 0 0 0 231 232 7.1 8.3 0 0 0 1 0 0 0 0 0 0 0 232 233 7.7 8.4 0 0 0 0 1 0 0 0 0 0 0 233 234 7.9 8.2 0 0 0 0 0 1 0 0 0 0 0 234 235 7.7 7.7 0 0 0 0 0 0 1 0 0 0 0 235 236 7.4 7.2 0 0 0 0 0 0 0 1 0 0 0 236 237 7.5 7.3 0 0 0 0 0 0 0 0 1 0 0 237 238 8.0 8.1 0 0 0 0 0 0 0 0 0 1 0 238 239 8.1 8.5 0 0 0 0 0 0 0 0 0 0 1 239 240 8.0 8.4 0 0 0 0 0 0 0 0 0 0 0 240 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) X M1 M2 M3 M4 -2.95770 0.70358 0.08278 0.19870 0.24910 0.31933 M5 M6 M7 M8 M9 M10 0.36416 0.40046 0.43731 0.40047 0.23643 0.04118 M11 t -0.06558 0.01960 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -1.39064 -0.30849 -0.01396 0.35619 1.55265 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.9576987 0.3710369 -7.971 7.72e-14 *** X 0.7035804 0.0276808 25.418 < 2e-16 *** M1 0.0827778 0.1733195 0.478 0.6334 M2 0.1987016 0.1737388 1.144 0.2540 M3 0.2491050 0.1736907 1.434 0.1529 M4 0.3193293 0.1735472 1.840 0.0671 . M5 0.3641623 0.1737533 2.096 0.0372 * M6 0.4004608 0.1744051 2.296 0.0226 * M7 0.4373130 0.1753619 2.494 0.0134 * M8 0.4004682 0.1762916 2.272 0.0241 * M9 0.2364253 0.1762836 1.341 0.1812 M10 0.0411791 0.1735532 0.237 0.8127 M11 -0.0655824 0.1731138 -0.379 0.7052 t 0.0195966 0.0006677 29.348 < 2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.5474 on 226 degrees of freedom Multiple R-squared: 0.8094, Adjusted R-squared: 0.7985 F-statistic: 73.84 on 13 and 226 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,] 1.037733e-43 2.075465e-43 1.0000000000 [2,] 1.066081e-57 2.132162e-57 1.0000000000 [3,] 9.982459e-07 1.996492e-06 0.9999990018 [4,] 8.863333e-08 1.772667e-07 0.9999999114 [5,] 1.064322e-07 2.128644e-07 0.9999998936 [6,] 5.572393e-08 1.114479e-07 0.9999999443 [7,] 1.415796e-07 2.831591e-07 0.9999998584 [8,] 2.106021e-07 4.212041e-07 0.9999997894 [9,] 1.288633e-06 2.577266e-06 0.9999987114 [10,] 3.113680e-07 6.227359e-07 0.9999996886 [11,] 6.474127e-08 1.294825e-07 0.9999999353 [12,] 1.505212e-08 3.010423e-08 0.9999999849 [13,] 3.474344e-09 6.948689e-09 0.9999999965 [14,] 2.453454e-09 4.906908e-09 0.9999999975 [15,] 2.274233e-09 4.548466e-09 0.9999999977 [16,] 1.061883e-09 2.123767e-09 0.9999999989 [17,] 1.176322e-09 2.352643e-09 0.9999999988 [18,] 3.289307e-10 6.578615e-10 0.9999999997 [19,] 7.440376e-11 1.488075e-10 0.9999999999 [20,] 3.075379e-11 6.150759e-11 1.0000000000 [21,] 1.620926e-11 3.241852e-11 1.0000000000 [22,] 1.027029e-11 2.054057e-11 1.0000000000 [23,] 3.827032e-12 7.654063e-12 1.0000000000 [24,] 1.793584e-12 3.587169e-12 1.0000000000 [25,] 9.610558e-13 1.922112e-12 1.0000000000 [26,] 4.378735e-13 8.757470e-13 1.0000000000 [27,] 3.458210e-13 6.916420e-13 1.0000000000 [28,] 2.591755e-13 5.183511e-13 1.0000000000 [29,] 1.510055e-13 3.020110e-13 1.0000000000 [30,] 4.348886e-14 8.697771e-14 1.0000000000 [31,] 1.064807e-14 2.129614e-14 1.0000000000 [32,] 2.927386e-15 5.854772e-15 1.0000000000 [33,] 7.946222e-16 1.589244e-15 1.0000000000 [34,] 1.900558e-16 3.801117e-16 1.0000000000 [35,] 4.715286e-17 9.430571e-17 1.0000000000 [36,] 1.110484e-17 2.220968e-17 1.0000000000 [37,] 3.518339e-18 7.036678e-18 1.0000000000 [38,] 2.277636e-18 4.555272e-18 1.0000000000 [39,] 2.320415e-18 4.640829e-18 1.0000000000 [40,] 3.257427e-18 6.514854e-18 1.0000000000 [41,] 1.230247e-17 2.460495e-17 1.0000000000 [42,] 1.932440e-17 3.864879e-17 1.0000000000 [43,] 2.159189e-17 4.318378e-17 1.0000000000 [44,] 3.666709e-16 7.333418e-16 1.0000000000 [45,] 7.045533e-15 1.409107e-14 1.0000000000 [46,] 5.701259e-14 1.140252e-13 1.0000000000 [47,] 7.523739e-13 1.504748e-12 1.0000000000 [48,] 2.370926e-12 4.741851e-12 1.0000000000 [49,] 1.443341e-11 2.886682e-11 1.0000000000 [50,] 1.308688e-10 2.617376e-10 0.9999999999 [51,] 8.002949e-10 1.600590e-09 0.9999999992 [52,] 8.214492e-09 1.642898e-08 0.9999999918 [53,] 4.266578e-08 8.533155e-08 0.9999999573 [54,] 1.846722e-07 3.693445e-07 0.9999998153 [55,] 4.652813e-07 9.305627e-07 0.9999995347 [56,] 1.357895e-06 2.715790e-06 0.9999986421 [57,] 3.173138e-06 6.346277e-06 0.9999968269 [58,] 6.321325e-06 1.264265e-05 0.9999936787 [59,] 1.043803e-05 2.087606e-05 0.9999895620 [60,] 1.791892e-05 3.583783e-05 0.9999820811 [61,] 3.642914e-05 7.285829e-05 0.9999635709 [62,] 7.013504e-05 1.402701e-04 0.9999298650 [63,] 1.492784e-04 2.985567e-04 0.9998507216 [64,] 2.718640e-04 5.437279e-04 0.9997281360 [65,] 5.942653e-04 1.188531e-03 0.9994057347 [66,] 1.119119e-03 2.238237e-03 0.9988808813 [67,] 2.046564e-03 4.093127e-03 0.9979534363 [68,] 3.029994e-03 6.059989e-03 0.9969700055 [69,] 3.952983e-03 7.905966e-03 0.9960470172 [70,] 4.383564e-03 8.767128e-03 0.9956164362 [71,] 5.267448e-03 1.053490e-02 0.9947325524 [72,] 5.412196e-03 1.082439e-02 0.9945878043 [73,] 5.537125e-03 1.107425e-02 0.9944628749 [74,] 5.497944e-03 1.099589e-02 0.9945020561 [75,] 5.283020e-03 1.056604e-02 0.9947169801 [76,] 4.742008e-03 9.484015e-03 0.9952579923 [77,] 4.213522e-03 8.427043e-03 0.9957864783 [78,] 3.437515e-03 6.875029e-03 0.9965624853 [79,] 2.844066e-03 5.688132e-03 0.9971559342 [80,] 2.377402e-03 4.754804e-03 0.9976225981 [81,] 1.950670e-03 3.901339e-03 0.9980493303 [82,] 1.607236e-03 3.214472e-03 0.9983927642 [83,] 1.315194e-03 2.630387e-03 0.9986848065 [84,] 1.072083e-03 2.144166e-03 0.9989279168 [85,] 8.701605e-04 1.740321e-03 0.9991298395 [86,] 6.962493e-04 1.392499e-03 0.9993037507 [87,] 5.393787e-04 1.078757e-03 0.9994606213 [88,] 4.315105e-04 8.630211e-04 0.9995684895 [89,] 3.219376e-04 6.438751e-04 0.9996780624 [90,] 2.303097e-04 4.606194e-04 0.9997696903 [91,] 1.617518e-04 3.235036e-04 0.9998382482 [92,] 1.236232e-04 2.472463e-04 0.9998763768 [93,] 1.094413e-04 2.188826e-04 0.9998905587 [94,] 8.823350e-05 1.764670e-04 0.9999117665 [95,] 7.614535e-05 1.522907e-04 0.9999238546 [96,] 6.926577e-05 1.385315e-04 0.9999307342 [97,] 6.106540e-05 1.221308e-04 0.9999389346 [98,] 5.702552e-05 1.140510e-04 0.9999429745 [99,] 4.968183e-05 9.936365e-05 0.9999503182 [100,] 3.963648e-05 7.927296e-05 0.9999603635 [101,] 2.984328e-05 5.968655e-05 0.9999701567 [102,] 1.995867e-05 3.991733e-05 0.9999800413 [103,] 1.320239e-05 2.640478e-05 0.9999867976 [104,] 9.869378e-06 1.973876e-05 0.9999901306 [105,] 7.694928e-06 1.538986e-05 0.9999923051 [106,] 6.321403e-06 1.264281e-05 0.9999936786 [107,] 4.478681e-06 8.957363e-06 0.9999955213 [108,] 2.994614e-06 5.989227e-06 0.9999970054 [109,] 2.083691e-06 4.167381e-06 0.9999979163 [110,] 1.354660e-06 2.709320e-06 0.9999986453 [111,] 2.032995e-06 4.065989e-06 0.9999979670 [112,] 4.424828e-06 8.849655e-06 0.9999955752 [113,] 1.236653e-05 2.473305e-05 0.9999876335 [114,] 2.039149e-05 4.078297e-05 0.9999796085 [115,] 2.368377e-05 4.736755e-05 0.9999763162 [116,] 2.996772e-05 5.993544e-05 0.9999700323 [117,] 5.120010e-05 1.024002e-04 0.9999487999 [118,] 8.331181e-05 1.666236e-04 0.9999166882 [119,] 1.197602e-04 2.395203e-04 0.9998802398 [120,] 1.190184e-04 2.380367e-04 0.9998809816 [121,] 1.135920e-04 2.271839e-04 0.9998864080 [122,] 1.154288e-04 2.308576e-04 0.9998845712 [123,] 1.296742e-04 2.593483e-04 0.9998703258 [124,] 1.391017e-04 2.782035e-04 0.9998608983 [125,] 1.403125e-04 2.806251e-04 0.9998596875 [126,] 1.412944e-04 2.825888e-04 0.9998587056 [127,] 1.359383e-04 2.718767e-04 0.9998640617 [128,] 1.341684e-04 2.683369e-04 0.9998658316 [129,] 1.394531e-04 2.789063e-04 0.9998605469 [130,] 1.129470e-04 2.258941e-04 0.9998870530 [131,] 8.674509e-05 1.734902e-04 0.9999132549 [132,] 1.617068e-04 3.234137e-04 0.9998382932 [133,] 4.002835e-04 8.005670e-04 0.9995997165 [134,] 6.249066e-04 1.249813e-03 0.9993750934 [135,] 5.733673e-04 1.146735e-03 0.9994266327 [136,] 5.201365e-04 1.040273e-03 0.9994798635 [137,] 5.464357e-04 1.092871e-03 0.9994535643 [138,] 1.297695e-03 2.595389e-03 0.9987023053 [139,] 3.490260e-03 6.980519e-03 0.9965097403 [140,] 4.747592e-03 9.495184e-03 0.9952524078 [141,] 5.722156e-03 1.144431e-02 0.9942778438 [142,] 1.298251e-02 2.596501e-02 0.9870174936 [143,] 2.160033e-02 4.320066e-02 0.9783996708 [144,] 1.996378e-02 3.992757e-02 0.9800362153 [145,] 1.601674e-02 3.203347e-02 0.9839832647 [146,] 1.302533e-02 2.605065e-02 0.9869746745 [147,] 1.390010e-02 2.780019e-02 0.9860999031 [148,] 1.749037e-02 3.498074e-02 0.9825096313 [149,] 2.092259e-02 4.184518e-02 0.9790774078 [150,] 1.841402e-02 3.682805e-02 0.9815859760 [151,] 1.484910e-02 2.969819e-02 0.9851509037 [152,] 1.232247e-02 2.464495e-02 0.9876775263 [153,] 1.994046e-02 3.988092e-02 0.9800595384 [154,] 3.239450e-02 6.478899e-02 0.9676055049 [155,] 4.724919e-02 9.449838e-02 0.9527508109 [156,] 4.474042e-02 8.948083e-02 0.9552595830 [157,] 3.809395e-02 7.618790e-02 0.9619060495 [158,] 3.213378e-02 6.426756e-02 0.9678662218 [159,] 2.721365e-02 5.442730e-02 0.9727863513 [160,] 2.354920e-02 4.709841e-02 0.9764507955 [161,] 2.147648e-02 4.295296e-02 0.9785235225 [162,] 2.151924e-02 4.303849e-02 0.9784807573 [163,] 2.131108e-02 4.262216e-02 0.9786889213 [164,] 1.937780e-02 3.875560e-02 0.9806222010 [165,] 1.924451e-02 3.848902e-02 0.9807554900 [166,] 2.107112e-02 4.214225e-02 0.9789288771 [167,] 2.233173e-02 4.466347e-02 0.9776682662 [168,] 2.013632e-02 4.027263e-02 0.9798636833 [169,] 1.671240e-02 3.342480e-02 0.9832875992 [170,] 1.380061e-02 2.760123e-02 0.9861993859 [171,] 1.131396e-02 2.262791e-02 0.9886860427 [172,] 9.722727e-03 1.944545e-02 0.9902772727 [173,] 8.255371e-03 1.651074e-02 0.9917446291 [174,] 7.598243e-03 1.519649e-02 0.9924017568 [175,] 7.172880e-03 1.434576e-02 0.9928271205 [176,] 6.372434e-03 1.274487e-02 0.9936275658 [177,] 8.788893e-03 1.757779e-02 0.9912111065 [178,] 1.756161e-02 3.512323e-02 0.9824383855 [179,] 3.588096e-02 7.176191e-02 0.9641190449 [180,] 6.048062e-02 1.209612e-01 0.9395193830 [181,] 9.519905e-02 1.903981e-01 0.9048009461 [182,] 1.897148e-01 3.794296e-01 0.8102852108 [183,] 4.494343e-01 8.988685e-01 0.5505657325 [184,] 6.960682e-01 6.078636e-01 0.3039317797 [185,] 7.606630e-01 4.786740e-01 0.2393369763 [186,] 7.738077e-01 4.523845e-01 0.2261922682 [187,] 8.622660e-01 2.754679e-01 0.1377339575 [188,] 8.940090e-01 2.119819e-01 0.1059909689 [189,] 9.011022e-01 1.977955e-01 0.0988977544 [190,] 9.540419e-01 9.191628e-02 0.0459581416 [191,] 9.829050e-01 3.419002e-02 0.0170950098 [192,] 9.859379e-01 2.812417e-02 0.0140620852 [193,] 9.800598e-01 3.988034e-02 0.0199401675 [194,] 9.741712e-01 5.165761e-02 0.0258288039 [195,] 9.664509e-01 6.709828e-02 0.0335491388 [196,] 9.554613e-01 8.907745e-02 0.0445387250 [197,] 9.607479e-01 7.850415e-02 0.0392520770 [198,] 9.589659e-01 8.206815e-02 0.0410340740 [199,] 9.329677e-01 1.340646e-01 0.0670322860 [200,] 9.065685e-01 1.868629e-01 0.0934314600 [201,] 9.157448e-01 1.685105e-01 0.0842552420 [202,] 9.155249e-01 1.689502e-01 0.0844750796 [203,] 9.660813e-01 6.783745e-02 0.0339187237 [204,] 9.944427e-01 1.111457e-02 0.0055572841 [205,] 9.992177e-01 1.564510e-03 0.0007822549 [206,] 9.995494e-01 9.012091e-04 0.0004506045 [207,] 9.993205e-01 1.359067e-03 0.0006795333 > postscript(file="/var/www/html/rcomp/tmp/1eflr1264434628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2qjhq1264434628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3vi3k1264434628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/47cra1264434628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5liiw1264434628.ps",horizontal=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 = 240 Frequency = 1 1 2 3 4 5 -0.7765663793 -0.8010126734 -0.8302965938 -0.8497595341 -0.8031150625 6 7 8 9 10 -0.7775780028 -0.8229526889 -0.7946304531 -0.6798261193 -0.6263248636 11 12 13 14 15 -0.6613082173 -0.6761291974 -0.7377875764 -0.7325919102 -0.7322338704 16 17 18 19 20 -0.7516968108 -0.6754103789 -0.6202313591 -0.5656060451 -0.5076418491 21 22 23 24 25 -0.2928375153 -0.2689782198 -0.2039615735 -0.0891405934 -0.0507989724 26 27 28 29 30 -0.1159613460 -0.0859613460 -0.0757823261 0.0005041057 -0.0146749142 31 32 33 34 35 -0.0007656799 0.0868404764 0.1312867704 0.2847880261 0.3498046724 36 37 38 39 40 0.2942676127 0.2918931541 0.2267307805 0.2863727407 0.2558356811 41 42 43 44 45 0.2914060333 0.3058689736 0.2197782080 0.2370263244 0.3407565389 46 47 48 49 50 0.4942577946 0.6185583613 0.6926632619 0.5902888033 0.6251264297 51 52 53 54 55 0.5847683899 0.6245893700 0.5601597222 0.4746226626 0.3885318969 56 57 58 59 60 0.3761380532 0.3909423870 0.5148016825 0.5798183288 0.3539232293 61 62 63 64 65 0.2922648503 0.2678185562 0.1681765960 0.2487136557 0.1546420477 66 67 68 69 70 0.0394630278 -0.0059116582 -0.1183055020 -0.0035011682 0.0500000875 71 72 73 74 75 0.1446586940 0.0187635946 -0.0132528243 -0.0376991183 -0.0373410785 76 77 78 79 80 -0.0975200984 -0.1915917063 -0.2364126865 -0.3521454123 -0.3238231765 81 82 83 84 85 -0.3386608029 -0.2444434676 -0.2497848611 -0.2349638810 -0.2559061805 86 87 88 89 90 -0.2099944347 -0.3096363949 -0.2290993353 -0.2528129034 -0.2679919233 91 92 93 94 95 -0.2837246492 -0.2257604532 -0.1813141591 -0.0278129034 -0.0331542969 96 97 98 99 100 -0.0886913566 -0.1503497356 -0.1747960297 -0.1744379899 -0.1642589700 101 102 103 104 105 -0.1583305780 -0.1438676376 -0.0892423237 -0.1312781277 -0.0164737939 106 107 108 109 110 0.0777435414 0.3427601877 0.4575811678 0.5069969081 0.4232666937 111 112 113 114 115 0.4939827732 0.5745198329 0.5804482249 0.6356272448 0.5902525588 116 117 118 119 120 0.5482167548 0.5630210886 0.4572384239 0.3629711497 0.0888662492 121 122 123 124 125 -0.0024340901 -0.0565223443 0.0845517751 0.4465209939 0.5338815451 126 127 128 129 130 0.2890605649 -0.3081043201 -0.4501401240 -0.5353357902 -0.3521925743 131 132 133 134 135 -0.2168178882 -0.2612808285 -0.3932972474 -0.3473855016 -0.2359533425 136 137 138 139 140 0.0963739161 0.3133764275 0.4981974076 0.6010325226 0.5886386789 141 142 143 144 145 0.6441590923 0.8087344673 0.8848252330 0.9182140539 0.9233333168 146 147 148 149 150 0.6878129034 0.3363807443 -0.2645143552 -0.3585859631 -0.1330489034 151 152 153 154 155 0.4030085696 0.4609727656 0.2350610199 -0.2743020427 -0.3278532373 156 157 158 159 160 0.0276838224 1.1770995627 1.5526532687 1.4419371891 0.9706840499 161 162 163 164 165 0.6358963624 0.7614334220 1.1567748155 1.2850970513 1.2295433454 166 167 168 169 170 0.8608963624 0.6369871280 0.6518081081 1.0605077689 0.9953453953 171 172 173 174 175 0.9142712759 0.5023020571 0.3082304491 0.1041255486 0.0512571410 176 177 178 179 180 -0.0204206232 -0.1277645281 -0.2889177896 -0.2942591831 -0.1387221234 181 182 183 184 185 -0.0078742239 0.2194696810 0.2494696810 0.1485745815 0.0137868940 186 187 188 189 190 0.0282498343 -0.0467668120 0.1111973840 -0.2147143617 -0.4130033049 191 192 193 194 195 -0.4665544995 -0.3813754796 0.0383983005 0.1843100462 0.2439520065 196 197 198 199 200 0.2837729866 0.3193433388 0.4041643189 0.4884315931 0.2056797095 201 202 203 204 205 -0.2498739964 -1.0370888203 -1.3906400149 -1.2351029552 -0.7856872149 206 207 208 209 210 -0.6101335089 -0.5801335089 -0.6403125288 -0.8047421765 -1.0606372760 211 212 213 214 215 -1.0874441212 -0.9887638456 -0.8925273527 -0.4872358981 -0.2889968937 216 217 218 219 220 -0.2927437544 -0.6358342926 -0.8713547060 -0.7117127458 -0.4311756861 221 222 223 224 225 -0.2845312145 -0.3886361150 -0.5340108011 -0.6056885653 -0.4426744304 226 227 228 229 230 -0.0816794532 -0.2463047671 -0.4500516279 -1.0709939273 -1.2250821816 231 232 233 234 235 -1.1061563009 -0.6477674800 -0.1825551675 0.1022658126 0.1976072061 236 237 238 239 240 0.2666455215 0.4407337757 0.5535189518 0.4592516777 0.3444306976 > postscript(file="/var/www/html/rcomp/tmp/6jkhh1264434628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 240 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.7765663793 NA 1 -0.8010126734 -0.7765663793 2 -0.8302965938 -0.8010126734 3 -0.8497595341 -0.8302965938 4 -0.8031150625 -0.8497595341 5 -0.7775780028 -0.8031150625 6 -0.8229526889 -0.7775780028 7 -0.7946304531 -0.8229526889 8 -0.6798261193 -0.7946304531 9 -0.6263248636 -0.6798261193 10 -0.6613082173 -0.6263248636 11 -0.6761291974 -0.6613082173 12 -0.7377875764 -0.6761291974 13 -0.7325919102 -0.7377875764 14 -0.7322338704 -0.7325919102 15 -0.7516968108 -0.7322338704 16 -0.6754103789 -0.7516968108 17 -0.6202313591 -0.6754103789 18 -0.5656060451 -0.6202313591 19 -0.5076418491 -0.5656060451 20 -0.2928375153 -0.5076418491 21 -0.2689782198 -0.2928375153 22 -0.2039615735 -0.2689782198 23 -0.0891405934 -0.2039615735 24 -0.0507989724 -0.0891405934 25 -0.1159613460 -0.0507989724 26 -0.0859613460 -0.1159613460 27 -0.0757823261 -0.0859613460 28 0.0005041057 -0.0757823261 29 -0.0146749142 0.0005041057 30 -0.0007656799 -0.0146749142 31 0.0868404764 -0.0007656799 32 0.1312867704 0.0868404764 33 0.2847880261 0.1312867704 34 0.3498046724 0.2847880261 35 0.2942676127 0.3498046724 36 0.2918931541 0.2942676127 37 0.2267307805 0.2918931541 38 0.2863727407 0.2267307805 39 0.2558356811 0.2863727407 40 0.2914060333 0.2558356811 41 0.3058689736 0.2914060333 42 0.2197782080 0.3058689736 43 0.2370263244 0.2197782080 44 0.3407565389 0.2370263244 45 0.4942577946 0.3407565389 46 0.6185583613 0.4942577946 47 0.6926632619 0.6185583613 48 0.5902888033 0.6926632619 49 0.6251264297 0.5902888033 50 0.5847683899 0.6251264297 51 0.6245893700 0.5847683899 52 0.5601597222 0.6245893700 53 0.4746226626 0.5601597222 54 0.3885318969 0.4746226626 55 0.3761380532 0.3885318969 56 0.3909423870 0.3761380532 57 0.5148016825 0.3909423870 58 0.5798183288 0.5148016825 59 0.3539232293 0.5798183288 60 0.2922648503 0.3539232293 61 0.2678185562 0.2922648503 62 0.1681765960 0.2678185562 63 0.2487136557 0.1681765960 64 0.1546420477 0.2487136557 65 0.0394630278 0.1546420477 66 -0.0059116582 0.0394630278 67 -0.1183055020 -0.0059116582 68 -0.0035011682 -0.1183055020 69 0.0500000875 -0.0035011682 70 0.1446586940 0.0500000875 71 0.0187635946 0.1446586940 72 -0.0132528243 0.0187635946 73 -0.0376991183 -0.0132528243 74 -0.0373410785 -0.0376991183 75 -0.0975200984 -0.0373410785 76 -0.1915917063 -0.0975200984 77 -0.2364126865 -0.1915917063 78 -0.3521454123 -0.2364126865 79 -0.3238231765 -0.3521454123 80 -0.3386608029 -0.3238231765 81 -0.2444434676 -0.3386608029 82 -0.2497848611 -0.2444434676 83 -0.2349638810 -0.2497848611 84 -0.2559061805 -0.2349638810 85 -0.2099944347 -0.2559061805 86 -0.3096363949 -0.2099944347 87 -0.2290993353 -0.3096363949 88 -0.2528129034 -0.2290993353 89 -0.2679919233 -0.2528129034 90 -0.2837246492 -0.2679919233 91 -0.2257604532 -0.2837246492 92 -0.1813141591 -0.2257604532 93 -0.0278129034 -0.1813141591 94 -0.0331542969 -0.0278129034 95 -0.0886913566 -0.0331542969 96 -0.1503497356 -0.0886913566 97 -0.1747960297 -0.1503497356 98 -0.1744379899 -0.1747960297 99 -0.1642589700 -0.1744379899 100 -0.1583305780 -0.1642589700 101 -0.1438676376 -0.1583305780 102 -0.0892423237 -0.1438676376 103 -0.1312781277 -0.0892423237 104 -0.0164737939 -0.1312781277 105 0.0777435414 -0.0164737939 106 0.3427601877 0.0777435414 107 0.4575811678 0.3427601877 108 0.5069969081 0.4575811678 109 0.4232666937 0.5069969081 110 0.4939827732 0.4232666937 111 0.5745198329 0.4939827732 112 0.5804482249 0.5745198329 113 0.6356272448 0.5804482249 114 0.5902525588 0.6356272448 115 0.5482167548 0.5902525588 116 0.5630210886 0.5482167548 117 0.4572384239 0.5630210886 118 0.3629711497 0.4572384239 119 0.0888662492 0.3629711497 120 -0.0024340901 0.0888662492 121 -0.0565223443 -0.0024340901 122 0.0845517751 -0.0565223443 123 0.4465209939 0.0845517751 124 0.5338815451 0.4465209939 125 0.2890605649 0.5338815451 126 -0.3081043201 0.2890605649 127 -0.4501401240 -0.3081043201 128 -0.5353357902 -0.4501401240 129 -0.3521925743 -0.5353357902 130 -0.2168178882 -0.3521925743 131 -0.2612808285 -0.2168178882 132 -0.3932972474 -0.2612808285 133 -0.3473855016 -0.3932972474 134 -0.2359533425 -0.3473855016 135 0.0963739161 -0.2359533425 136 0.3133764275 0.0963739161 137 0.4981974076 0.3133764275 138 0.6010325226 0.4981974076 139 0.5886386789 0.6010325226 140 0.6441590923 0.5886386789 141 0.8087344673 0.6441590923 142 0.8848252330 0.8087344673 143 0.9182140539 0.8848252330 144 0.9233333168 0.9182140539 145 0.6878129034 0.9233333168 146 0.3363807443 0.6878129034 147 -0.2645143552 0.3363807443 148 -0.3585859631 -0.2645143552 149 -0.1330489034 -0.3585859631 150 0.4030085696 -0.1330489034 151 0.4609727656 0.4030085696 152 0.2350610199 0.4609727656 153 -0.2743020427 0.2350610199 154 -0.3278532373 -0.2743020427 155 0.0276838224 -0.3278532373 156 1.1770995627 0.0276838224 157 1.5526532687 1.1770995627 158 1.4419371891 1.5526532687 159 0.9706840499 1.4419371891 160 0.6358963624 0.9706840499 161 0.7614334220 0.6358963624 162 1.1567748155 0.7614334220 163 1.2850970513 1.1567748155 164 1.2295433454 1.2850970513 165 0.8608963624 1.2295433454 166 0.6369871280 0.8608963624 167 0.6518081081 0.6369871280 168 1.0605077689 0.6518081081 169 0.9953453953 1.0605077689 170 0.9142712759 0.9953453953 171 0.5023020571 0.9142712759 172 0.3082304491 0.5023020571 173 0.1041255486 0.3082304491 174 0.0512571410 0.1041255486 175 -0.0204206232 0.0512571410 176 -0.1277645281 -0.0204206232 177 -0.2889177896 -0.1277645281 178 -0.2942591831 -0.2889177896 179 -0.1387221234 -0.2942591831 180 -0.0078742239 -0.1387221234 181 0.2194696810 -0.0078742239 182 0.2494696810 0.2194696810 183 0.1485745815 0.2494696810 184 0.0137868940 0.1485745815 185 0.0282498343 0.0137868940 186 -0.0467668120 0.0282498343 187 0.1111973840 -0.0467668120 188 -0.2147143617 0.1111973840 189 -0.4130033049 -0.2147143617 190 -0.4665544995 -0.4130033049 191 -0.3813754796 -0.4665544995 192 0.0383983005 -0.3813754796 193 0.1843100462 0.0383983005 194 0.2439520065 0.1843100462 195 0.2837729866 0.2439520065 196 0.3193433388 0.2837729866 197 0.4041643189 0.3193433388 198 0.4884315931 0.4041643189 199 0.2056797095 0.4884315931 200 -0.2498739964 0.2056797095 201 -1.0370888203 -0.2498739964 202 -1.3906400149 -1.0370888203 203 -1.2351029552 -1.3906400149 204 -0.7856872149 -1.2351029552 205 -0.6101335089 -0.7856872149 206 -0.5801335089 -0.6101335089 207 -0.6403125288 -0.5801335089 208 -0.8047421765 -0.6403125288 209 -1.0606372760 -0.8047421765 210 -1.0874441212 -1.0606372760 211 -0.9887638456 -1.0874441212 212 -0.8925273527 -0.9887638456 213 -0.4872358981 -0.8925273527 214 -0.2889968937 -0.4872358981 215 -0.2927437544 -0.2889968937 216 -0.6358342926 -0.2927437544 217 -0.8713547060 -0.6358342926 218 -0.7117127458 -0.8713547060 219 -0.4311756861 -0.7117127458 220 -0.2845312145 -0.4311756861 221 -0.3886361150 -0.2845312145 222 -0.5340108011 -0.3886361150 223 -0.6056885653 -0.5340108011 224 -0.4426744304 -0.6056885653 225 -0.0816794532 -0.4426744304 226 -0.2463047671 -0.0816794532 227 -0.4500516279 -0.2463047671 228 -1.0709939273 -0.4500516279 229 -1.2250821816 -1.0709939273 230 -1.1061563009 -1.2250821816 231 -0.6477674800 -1.1061563009 232 -0.1825551675 -0.6477674800 233 0.1022658126 -0.1825551675 234 0.1976072061 0.1022658126 235 0.2666455215 0.1976072061 236 0.4407337757 0.2666455215 237 0.5535189518 0.4407337757 238 0.4592516777 0.5535189518 239 0.3444306976 0.4592516777 240 NA 0.3444306976 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.8010126734 -0.7765663793 [2,] -0.8302965938 -0.8010126734 [3,] -0.8497595341 -0.8302965938 [4,] -0.8031150625 -0.8497595341 [5,] -0.7775780028 -0.8031150625 [6,] -0.8229526889 -0.7775780028 [7,] -0.7946304531 -0.8229526889 [8,] -0.6798261193 -0.7946304531 [9,] -0.6263248636 -0.6798261193 [10,] -0.6613082173 -0.6263248636 [11,] -0.6761291974 -0.6613082173 [12,] -0.7377875764 -0.6761291974 [13,] -0.7325919102 -0.7377875764 [14,] -0.7322338704 -0.7325919102 [15,] -0.7516968108 -0.7322338704 [16,] -0.6754103789 -0.7516968108 [17,] -0.6202313591 -0.6754103789 [18,] -0.5656060451 -0.6202313591 [19,] -0.5076418491 -0.5656060451 [20,] -0.2928375153 -0.5076418491 [21,] -0.2689782198 -0.2928375153 [22,] -0.2039615735 -0.2689782198 [23,] -0.0891405934 -0.2039615735 [24,] -0.0507989724 -0.0891405934 [25,] -0.1159613460 -0.0507989724 [26,] -0.0859613460 -0.1159613460 [27,] -0.0757823261 -0.0859613460 [28,] 0.0005041057 -0.0757823261 [29,] -0.0146749142 0.0005041057 [30,] -0.0007656799 -0.0146749142 [31,] 0.0868404764 -0.0007656799 [32,] 0.1312867704 0.0868404764 [33,] 0.2847880261 0.1312867704 [34,] 0.3498046724 0.2847880261 [35,] 0.2942676127 0.3498046724 [36,] 0.2918931541 0.2942676127 [37,] 0.2267307805 0.2918931541 [38,] 0.2863727407 0.2267307805 [39,] 0.2558356811 0.2863727407 [40,] 0.2914060333 0.2558356811 [41,] 0.3058689736 0.2914060333 [42,] 0.2197782080 0.3058689736 [43,] 0.2370263244 0.2197782080 [44,] 0.3407565389 0.2370263244 [45,] 0.4942577946 0.3407565389 [46,] 0.6185583613 0.4942577946 [47,] 0.6926632619 0.6185583613 [48,] 0.5902888033 0.6926632619 [49,] 0.6251264297 0.5902888033 [50,] 0.5847683899 0.6251264297 [51,] 0.6245893700 0.5847683899 [52,] 0.5601597222 0.6245893700 [53,] 0.4746226626 0.5601597222 [54,] 0.3885318969 0.4746226626 [55,] 0.3761380532 0.3885318969 [56,] 0.3909423870 0.3761380532 [57,] 0.5148016825 0.3909423870 [58,] 0.5798183288 0.5148016825 [59,] 0.3539232293 0.5798183288 [60,] 0.2922648503 0.3539232293 [61,] 0.2678185562 0.2922648503 [62,] 0.1681765960 0.2678185562 [63,] 0.2487136557 0.1681765960 [64,] 0.1546420477 0.2487136557 [65,] 0.0394630278 0.1546420477 [66,] -0.0059116582 0.0394630278 [67,] -0.1183055020 -0.0059116582 [68,] -0.0035011682 -0.1183055020 [69,] 0.0500000875 -0.0035011682 [70,] 0.1446586940 0.0500000875 [71,] 0.0187635946 0.1446586940 [72,] -0.0132528243 0.0187635946 [73,] -0.0376991183 -0.0132528243 [74,] -0.0373410785 -0.0376991183 [75,] -0.0975200984 -0.0373410785 [76,] -0.1915917063 -0.0975200984 [77,] -0.2364126865 -0.1915917063 [78,] -0.3521454123 -0.2364126865 [79,] -0.3238231765 -0.3521454123 [80,] -0.3386608029 -0.3238231765 [81,] -0.2444434676 -0.3386608029 [82,] -0.2497848611 -0.2444434676 [83,] -0.2349638810 -0.2497848611 [84,] -0.2559061805 -0.2349638810 [85,] -0.2099944347 -0.2559061805 [86,] -0.3096363949 -0.2099944347 [87,] -0.2290993353 -0.3096363949 [88,] -0.2528129034 -0.2290993353 [89,] -0.2679919233 -0.2528129034 [90,] -0.2837246492 -0.2679919233 [91,] -0.2257604532 -0.2837246492 [92,] -0.1813141591 -0.2257604532 [93,] -0.0278129034 -0.1813141591 [94,] -0.0331542969 -0.0278129034 [95,] -0.0886913566 -0.0331542969 [96,] -0.1503497356 -0.0886913566 [97,] -0.1747960297 -0.1503497356 [98,] -0.1744379899 -0.1747960297 [99,] -0.1642589700 -0.1744379899 [100,] -0.1583305780 -0.1642589700 [101,] -0.1438676376 -0.1583305780 [102,] -0.0892423237 -0.1438676376 [103,] -0.1312781277 -0.0892423237 [104,] -0.0164737939 -0.1312781277 [105,] 0.0777435414 -0.0164737939 [106,] 0.3427601877 0.0777435414 [107,] 0.4575811678 0.3427601877 [108,] 0.5069969081 0.4575811678 [109,] 0.4232666937 0.5069969081 [110,] 0.4939827732 0.4232666937 [111,] 0.5745198329 0.4939827732 [112,] 0.5804482249 0.5745198329 [113,] 0.6356272448 0.5804482249 [114,] 0.5902525588 0.6356272448 [115,] 0.5482167548 0.5902525588 [116,] 0.5630210886 0.5482167548 [117,] 0.4572384239 0.5630210886 [118,] 0.3629711497 0.4572384239 [119,] 0.0888662492 0.3629711497 [120,] -0.0024340901 0.0888662492 [121,] -0.0565223443 -0.0024340901 [122,] 0.0845517751 -0.0565223443 [123,] 0.4465209939 0.0845517751 [124,] 0.5338815451 0.4465209939 [125,] 0.2890605649 0.5338815451 [126,] -0.3081043201 0.2890605649 [127,] -0.4501401240 -0.3081043201 [128,] -0.5353357902 -0.4501401240 [129,] -0.3521925743 -0.5353357902 [130,] -0.2168178882 -0.3521925743 [131,] -0.2612808285 -0.2168178882 [132,] -0.3932972474 -0.2612808285 [133,] -0.3473855016 -0.3932972474 [134,] -0.2359533425 -0.3473855016 [135,] 0.0963739161 -0.2359533425 [136,] 0.3133764275 0.0963739161 [137,] 0.4981974076 0.3133764275 [138,] 0.6010325226 0.4981974076 [139,] 0.5886386789 0.6010325226 [140,] 0.6441590923 0.5886386789 [141,] 0.8087344673 0.6441590923 [142,] 0.8848252330 0.8087344673 [143,] 0.9182140539 0.8848252330 [144,] 0.9233333168 0.9182140539 [145,] 0.6878129034 0.9233333168 [146,] 0.3363807443 0.6878129034 [147,] -0.2645143552 0.3363807443 [148,] -0.3585859631 -0.2645143552 [149,] -0.1330489034 -0.3585859631 [150,] 0.4030085696 -0.1330489034 [151,] 0.4609727656 0.4030085696 [152,] 0.2350610199 0.4609727656 [153,] -0.2743020427 0.2350610199 [154,] -0.3278532373 -0.2743020427 [155,] 0.0276838224 -0.3278532373 [156,] 1.1770995627 0.0276838224 [157,] 1.5526532687 1.1770995627 [158,] 1.4419371891 1.5526532687 [159,] 0.9706840499 1.4419371891 [160,] 0.6358963624 0.9706840499 [161,] 0.7614334220 0.6358963624 [162,] 1.1567748155 0.7614334220 [163,] 1.2850970513 1.1567748155 [164,] 1.2295433454 1.2850970513 [165,] 0.8608963624 1.2295433454 [166,] 0.6369871280 0.8608963624 [167,] 0.6518081081 0.6369871280 [168,] 1.0605077689 0.6518081081 [169,] 0.9953453953 1.0605077689 [170,] 0.9142712759 0.9953453953 [171,] 0.5023020571 0.9142712759 [172,] 0.3082304491 0.5023020571 [173,] 0.1041255486 0.3082304491 [174,] 0.0512571410 0.1041255486 [175,] -0.0204206232 0.0512571410 [176,] -0.1277645281 -0.0204206232 [177,] -0.2889177896 -0.1277645281 [178,] -0.2942591831 -0.2889177896 [179,] -0.1387221234 -0.2942591831 [180,] -0.0078742239 -0.1387221234 [181,] 0.2194696810 -0.0078742239 [182,] 0.2494696810 0.2194696810 [183,] 0.1485745815 0.2494696810 [184,] 0.0137868940 0.1485745815 [185,] 0.0282498343 0.0137868940 [186,] -0.0467668120 0.0282498343 [187,] 0.1111973840 -0.0467668120 [188,] -0.2147143617 0.1111973840 [189,] -0.4130033049 -0.2147143617 [190,] -0.4665544995 -0.4130033049 [191,] -0.3813754796 -0.4665544995 [192,] 0.0383983005 -0.3813754796 [193,] 0.1843100462 0.0383983005 [194,] 0.2439520065 0.1843100462 [195,] 0.2837729866 0.2439520065 [196,] 0.3193433388 0.2837729866 [197,] 0.4041643189 0.3193433388 [198,] 0.4884315931 0.4041643189 [199,] 0.2056797095 0.4884315931 [200,] -0.2498739964 0.2056797095 [201,] -1.0370888203 -0.2498739964 [202,] -1.3906400149 -1.0370888203 [203,] -1.2351029552 -1.3906400149 [204,] -0.7856872149 -1.2351029552 [205,] -0.6101335089 -0.7856872149 [206,] -0.5801335089 -0.6101335089 [207,] -0.6403125288 -0.5801335089 [208,] -0.8047421765 -0.6403125288 [209,] -1.0606372760 -0.8047421765 [210,] -1.0874441212 -1.0606372760 [211,] -0.9887638456 -1.0874441212 [212,] -0.8925273527 -0.9887638456 [213,] -0.4872358981 -0.8925273527 [214,] -0.2889968937 -0.4872358981 [215,] -0.2927437544 -0.2889968937 [216,] -0.6358342926 -0.2927437544 [217,] -0.8713547060 -0.6358342926 [218,] -0.7117127458 -0.8713547060 [219,] -0.4311756861 -0.7117127458 [220,] -0.2845312145 -0.4311756861 [221,] -0.3886361150 -0.2845312145 [222,] -0.5340108011 -0.3886361150 [223,] -0.6056885653 -0.5340108011 [224,] -0.4426744304 -0.6056885653 [225,] -0.0816794532 -0.4426744304 [226,] -0.2463047671 -0.0816794532 [227,] -0.4500516279 -0.2463047671 [228,] -1.0709939273 -0.4500516279 [229,] -1.2250821816 -1.0709939273 [230,] -1.1061563009 -1.2250821816 [231,] -0.6477674800 -1.1061563009 [232,] -0.1825551675 -0.6477674800 [233,] 0.1022658126 -0.1825551675 [234,] 0.1976072061 0.1022658126 [235,] 0.2666455215 0.1976072061 [236,] 0.4407337757 0.2666455215 [237,] 0.5535189518 0.4407337757 [238,] 0.4592516777 0.5535189518 [239,] 0.3444306976 0.4592516777 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.8010126734 -0.7765663793 2 -0.8302965938 -0.8010126734 3 -0.8497595341 -0.8302965938 4 -0.8031150625 -0.8497595341 5 -0.7775780028 -0.8031150625 6 -0.8229526889 -0.7775780028 7 -0.7946304531 -0.8229526889 8 -0.6798261193 -0.7946304531 9 -0.6263248636 -0.6798261193 10 -0.6613082173 -0.6263248636 11 -0.6761291974 -0.6613082173 12 -0.7377875764 -0.6761291974 13 -0.7325919102 -0.7377875764 14 -0.7322338704 -0.7325919102 15 -0.7516968108 -0.7322338704 16 -0.6754103789 -0.7516968108 17 -0.6202313591 -0.6754103789 18 -0.5656060451 -0.6202313591 19 -0.5076418491 -0.5656060451 20 -0.2928375153 -0.5076418491 21 -0.2689782198 -0.2928375153 22 -0.2039615735 -0.2689782198 23 -0.0891405934 -0.2039615735 24 -0.0507989724 -0.0891405934 25 -0.1159613460 -0.0507989724 26 -0.0859613460 -0.1159613460 27 -0.0757823261 -0.0859613460 28 0.0005041057 -0.0757823261 29 -0.0146749142 0.0005041057 30 -0.0007656799 -0.0146749142 31 0.0868404764 -0.0007656799 32 0.1312867704 0.0868404764 33 0.2847880261 0.1312867704 34 0.3498046724 0.2847880261 35 0.2942676127 0.3498046724 36 0.2918931541 0.2942676127 37 0.2267307805 0.2918931541 38 0.2863727407 0.2267307805 39 0.2558356811 0.2863727407 40 0.2914060333 0.2558356811 41 0.3058689736 0.2914060333 42 0.2197782080 0.3058689736 43 0.2370263244 0.2197782080 44 0.3407565389 0.2370263244 45 0.4942577946 0.3407565389 46 0.6185583613 0.4942577946 47 0.6926632619 0.6185583613 48 0.5902888033 0.6926632619 49 0.6251264297 0.5902888033 50 0.5847683899 0.6251264297 51 0.6245893700 0.5847683899 52 0.5601597222 0.6245893700 53 0.4746226626 0.5601597222 54 0.3885318969 0.4746226626 55 0.3761380532 0.3885318969 56 0.3909423870 0.3761380532 57 0.5148016825 0.3909423870 58 0.5798183288 0.5148016825 59 0.3539232293 0.5798183288 60 0.2922648503 0.3539232293 61 0.2678185562 0.2922648503 62 0.1681765960 0.2678185562 63 0.2487136557 0.1681765960 64 0.1546420477 0.2487136557 65 0.0394630278 0.1546420477 66 -0.0059116582 0.0394630278 67 -0.1183055020 -0.0059116582 68 -0.0035011682 -0.1183055020 69 0.0500000875 -0.0035011682 70 0.1446586940 0.0500000875 71 0.0187635946 0.1446586940 72 -0.0132528243 0.0187635946 73 -0.0376991183 -0.0132528243 74 -0.0373410785 -0.0376991183 75 -0.0975200984 -0.0373410785 76 -0.1915917063 -0.0975200984 77 -0.2364126865 -0.1915917063 78 -0.3521454123 -0.2364126865 79 -0.3238231765 -0.3521454123 80 -0.3386608029 -0.3238231765 81 -0.2444434676 -0.3386608029 82 -0.2497848611 -0.2444434676 83 -0.2349638810 -0.2497848611 84 -0.2559061805 -0.2349638810 85 -0.2099944347 -0.2559061805 86 -0.3096363949 -0.2099944347 87 -0.2290993353 -0.3096363949 88 -0.2528129034 -0.2290993353 89 -0.2679919233 -0.2528129034 90 -0.2837246492 -0.2679919233 91 -0.2257604532 -0.2837246492 92 -0.1813141591 -0.2257604532 93 -0.0278129034 -0.1813141591 94 -0.0331542969 -0.0278129034 95 -0.0886913566 -0.0331542969 96 -0.1503497356 -0.0886913566 97 -0.1747960297 -0.1503497356 98 -0.1744379899 -0.1747960297 99 -0.1642589700 -0.1744379899 100 -0.1583305780 -0.1642589700 101 -0.1438676376 -0.1583305780 102 -0.0892423237 -0.1438676376 103 -0.1312781277 -0.0892423237 104 -0.0164737939 -0.1312781277 105 0.0777435414 -0.0164737939 106 0.3427601877 0.0777435414 107 0.4575811678 0.3427601877 108 0.5069969081 0.4575811678 109 0.4232666937 0.5069969081 110 0.4939827732 0.4232666937 111 0.5745198329 0.4939827732 112 0.5804482249 0.5745198329 113 0.6356272448 0.5804482249 114 0.5902525588 0.6356272448 115 0.5482167548 0.5902525588 116 0.5630210886 0.5482167548 117 0.4572384239 0.5630210886 118 0.3629711497 0.4572384239 119 0.0888662492 0.3629711497 120 -0.0024340901 0.0888662492 121 -0.0565223443 -0.0024340901 122 0.0845517751 -0.0565223443 123 0.4465209939 0.0845517751 124 0.5338815451 0.4465209939 125 0.2890605649 0.5338815451 126 -0.3081043201 0.2890605649 127 -0.4501401240 -0.3081043201 128 -0.5353357902 -0.4501401240 129 -0.3521925743 -0.5353357902 130 -0.2168178882 -0.3521925743 131 -0.2612808285 -0.2168178882 132 -0.3932972474 -0.2612808285 133 -0.3473855016 -0.3932972474 134 -0.2359533425 -0.3473855016 135 0.0963739161 -0.2359533425 136 0.3133764275 0.0963739161 137 0.4981974076 0.3133764275 138 0.6010325226 0.4981974076 139 0.5886386789 0.6010325226 140 0.6441590923 0.5886386789 141 0.8087344673 0.6441590923 142 0.8848252330 0.8087344673 143 0.9182140539 0.8848252330 144 0.9233333168 0.9182140539 145 0.6878129034 0.9233333168 146 0.3363807443 0.6878129034 147 -0.2645143552 0.3363807443 148 -0.3585859631 -0.2645143552 149 -0.1330489034 -0.3585859631 150 0.4030085696 -0.1330489034 151 0.4609727656 0.4030085696 152 0.2350610199 0.4609727656 153 -0.2743020427 0.2350610199 154 -0.3278532373 -0.2743020427 155 0.0276838224 -0.3278532373 156 1.1770995627 0.0276838224 157 1.5526532687 1.1770995627 158 1.4419371891 1.5526532687 159 0.9706840499 1.4419371891 160 0.6358963624 0.9706840499 161 0.7614334220 0.6358963624 162 1.1567748155 0.7614334220 163 1.2850970513 1.1567748155 164 1.2295433454 1.2850970513 165 0.8608963624 1.2295433454 166 0.6369871280 0.8608963624 167 0.6518081081 0.6369871280 168 1.0605077689 0.6518081081 169 0.9953453953 1.0605077689 170 0.9142712759 0.9953453953 171 0.5023020571 0.9142712759 172 0.3082304491 0.5023020571 173 0.1041255486 0.3082304491 174 0.0512571410 0.1041255486 175 -0.0204206232 0.0512571410 176 -0.1277645281 -0.0204206232 177 -0.2889177896 -0.1277645281 178 -0.2942591831 -0.2889177896 179 -0.1387221234 -0.2942591831 180 -0.0078742239 -0.1387221234 181 0.2194696810 -0.0078742239 182 0.2494696810 0.2194696810 183 0.1485745815 0.2494696810 184 0.0137868940 0.1485745815 185 0.0282498343 0.0137868940 186 -0.0467668120 0.0282498343 187 0.1111973840 -0.0467668120 188 -0.2147143617 0.1111973840 189 -0.4130033049 -0.2147143617 190 -0.4665544995 -0.4130033049 191 -0.3813754796 -0.4665544995 192 0.0383983005 -0.3813754796 193 0.1843100462 0.0383983005 194 0.2439520065 0.1843100462 195 0.2837729866 0.2439520065 196 0.3193433388 0.2837729866 197 0.4041643189 0.3193433388 198 0.4884315931 0.4041643189 199 0.2056797095 0.4884315931 200 -0.2498739964 0.2056797095 201 -1.0370888203 -0.2498739964 202 -1.3906400149 -1.0370888203 203 -1.2351029552 -1.3906400149 204 -0.7856872149 -1.2351029552 205 -0.6101335089 -0.7856872149 206 -0.5801335089 -0.6101335089 207 -0.6403125288 -0.5801335089 208 -0.8047421765 -0.6403125288 209 -1.0606372760 -0.8047421765 210 -1.0874441212 -1.0606372760 211 -0.9887638456 -1.0874441212 212 -0.8925273527 -0.9887638456 213 -0.4872358981 -0.8925273527 214 -0.2889968937 -0.4872358981 215 -0.2927437544 -0.2889968937 216 -0.6358342926 -0.2927437544 217 -0.8713547060 -0.6358342926 218 -0.7117127458 -0.8713547060 219 -0.4311756861 -0.7117127458 220 -0.2845312145 -0.4311756861 221 -0.3886361150 -0.2845312145 222 -0.5340108011 -0.3886361150 223 -0.6056885653 -0.5340108011 224 -0.4426744304 -0.6056885653 225 -0.0816794532 -0.4426744304 226 -0.2463047671 -0.0816794532 227 -0.4500516279 -0.2463047671 228 -1.0709939273 -0.4500516279 229 -1.2250821816 -1.0709939273 230 -1.1061563009 -1.2250821816 231 -0.6477674800 -1.1061563009 232 -0.1825551675 -0.6477674800 233 0.1022658126 -0.1825551675 234 0.1976072061 0.1022658126 235 0.2666455215 0.1976072061 236 0.4407337757 0.2666455215 237 0.5535189518 0.4407337757 238 0.4592516777 0.5535189518 239 0.3444306976 0.4592516777 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7vkya1264434628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8vqj51264434628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/99wes1264434628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/109tkd1264434628.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/11mpde1264434628.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/12kztt1264434628.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/13m7661264434628.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/143a111264434628.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/15i7h71264434628.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/html/rcomp/tmp/16t8q11264434628.tab") + } > > try(system("convert tmp/1eflr1264434628.ps tmp/1eflr1264434628.png",intern=TRUE)) character(0) > try(system("convert tmp/2qjhq1264434628.ps tmp/2qjhq1264434628.png",intern=TRUE)) character(0) > try(system("convert tmp/3vi3k1264434628.ps tmp/3vi3k1264434628.png",intern=TRUE)) character(0) > try(system("convert tmp/47cra1264434628.ps tmp/47cra1264434628.png",intern=TRUE)) character(0) > try(system("convert tmp/5liiw1264434628.ps tmp/5liiw1264434628.png",intern=TRUE)) character(0) > try(system("convert tmp/6jkhh1264434628.ps tmp/6jkhh1264434628.png",intern=TRUE)) character(0) > try(system("convert tmp/7vkya1264434628.ps tmp/7vkya1264434628.png",intern=TRUE)) character(0) > try(system("convert tmp/8vqj51264434628.ps tmp/8vqj51264434628.png",intern=TRUE)) character(0) > try(system("convert tmp/99wes1264434628.ps tmp/99wes1264434628.png",intern=TRUE)) character(0) > try(system("convert tmp/109tkd1264434628.ps tmp/109tkd1264434628.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.151 1.816 7.625