R version 2.8.0 (2008-10-20) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. Natural language support but running in an English locale R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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,1:159)) > y <- array(NA,dim=c(12,159),dimnames=list(c('B','O','CM','CM_B','D','D_B','PE','PE_B','PC','PC_B','PS','PS_B'),1:159)) > 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 O B CM CM_B D D_B PE PE_B PC PC_B PS PS_B 1 26 1 24 24 14 14 11 11 12 12 24 24 2 23 1 25 25 11 11 7 7 8 8 25 25 3 25 0 17 0 6 0 17 0 8 0 30 0 4 23 1 18 18 12 12 10 10 8 8 19 19 5 19 1 18 18 8 8 12 12 9 9 22 22 6 29 0 16 0 10 0 12 0 7 0 22 0 7 25 1 20 20 10 10 11 11 4 4 25 25 8 21 1 16 16 11 11 11 11 11 11 23 23 9 22 1 18 18 16 16 12 12 7 7 17 17 10 25 1 17 17 11 11 13 13 7 7 21 21 11 24 1 23 23 13 13 14 14 12 12 19 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12 12 12 12 7 7 29 29 41 30 1 29 29 14 14 18 18 10 10 26 26 42 23 1 22 22 9 9 14 14 9 9 25 25 43 17 1 18 18 10 10 15 15 8 8 14 14 44 23 1 17 17 9 9 16 16 5 5 25 25 45 23 1 20 20 10 10 10 10 8 8 26 26 46 25 1 15 15 12 12 11 11 8 8 20 20 47 24 1 20 20 14 14 14 14 10 10 18 18 48 24 1 33 33 14 14 9 9 6 6 32 32 49 23 1 29 29 10 10 12 12 8 8 25 25 50 21 1 23 23 14 14 17 17 7 7 25 25 51 24 1 26 26 16 16 5 5 4 4 23 23 52 24 1 18 18 9 9 12 12 8 8 21 21 53 28 1 20 20 10 10 12 12 8 8 20 20 54 16 1 11 11 6 6 6 6 4 4 15 15 55 20 1 28 28 8 8 24 24 20 20 30 30 56 29 1 26 26 13 13 12 12 8 8 24 24 57 27 1 22 22 10 10 12 12 8 8 26 26 58 22 1 17 17 8 8 14 14 6 6 24 24 59 28 1 12 12 7 7 7 7 4 4 22 22 60 16 1 14 14 15 15 13 13 8 8 14 14 61 25 1 17 17 9 9 12 12 9 9 24 24 62 24 1 21 21 10 10 13 13 6 6 24 24 63 28 0 19 0 12 0 14 0 7 0 24 0 64 24 1 18 18 13 13 8 8 9 9 24 24 65 23 1 10 10 10 10 11 11 5 5 19 19 66 30 1 29 29 11 11 9 9 5 5 31 31 67 24 1 31 31 8 8 11 11 8 8 22 22 68 21 1 19 19 9 9 13 13 8 8 27 27 69 25 1 9 9 13 13 10 10 6 6 19 19 70 25 0 20 0 11 0 11 0 8 0 25 0 71 22 1 28 28 8 8 12 12 7 7 20 20 72 23 1 19 19 9 9 9 9 7 7 21 21 73 26 1 30 30 9 9 15 15 9 9 27 27 74 23 1 29 29 15 15 18 18 11 11 23 23 75 25 1 26 26 9 9 15 15 6 6 25 25 76 21 1 23 23 10 10 12 12 8 8 20 20 77 25 1 13 13 14 14 13 13 6 6 21 21 78 24 1 21 21 12 12 14 14 9 9 22 22 79 29 1 19 19 12 12 10 10 8 8 23 23 80 22 1 28 28 11 11 13 13 6 6 25 25 81 27 1 23 23 14 14 13 13 10 10 25 25 82 26 0 18 0 6 0 11 0 8 0 17 0 83 22 1 21 21 12 12 13 13 8 8 19 19 84 24 1 20 20 8 8 16 16 10 10 25 25 85 27 0 23 0 14 0 8 0 5 0 19 0 86 24 1 21 21 11 11 16 16 7 7 20 20 87 24 1 21 21 10 10 11 11 5 5 26 26 88 29 1 15 15 14 14 9 9 8 8 23 23 89 22 1 28 28 12 12 16 16 14 14 27 27 90 21 0 19 0 10 0 12 0 7 0 17 0 91 24 1 26 26 14 14 14 14 8 8 17 17 92 24 1 10 10 5 5 8 8 6 6 19 19 93 23 0 16 0 11 0 9 0 5 0 17 0 94 20 1 22 22 10 10 15 15 6 6 22 22 95 27 1 19 19 9 9 11 11 10 10 21 21 96 26 1 31 31 10 10 21 21 12 12 32 32 97 25 1 31 31 16 16 14 14 9 9 21 21 98 21 1 29 29 13 13 18 18 12 12 21 21 99 21 1 19 19 9 9 12 12 7 7 18 18 100 19 1 22 22 10 10 13 13 8 8 18 18 101 21 1 23 23 10 10 15 15 10 10 23 23 102 21 1 15 15 7 7 12 12 6 6 19 19 103 16 1 20 20 9 9 19 19 10 10 20 20 104 22 1 18 18 8 8 15 15 10 10 21 21 105 29 1 23 23 14 14 11 11 10 10 20 20 106 15 0 25 0 14 0 11 0 5 0 17 0 107 17 1 21 21 8 8 10 10 7 7 18 18 108 15 1 24 24 9 9 13 13 10 10 19 19 109 21 1 25 25 14 14 15 15 11 11 22 22 110 21 0 17 0 14 0 12 0 6 0 15 0 111 19 1 13 13 8 8 12 12 7 7 14 14 112 24 1 28 28 8 8 16 16 12 12 18 18 113 20 1 21 21 8 8 9 9 11 11 24 24 114 17 0 25 0 7 0 18 0 11 0 35 0 115 23 1 9 9 6 6 8 8 11 11 29 29 116 24 1 16 16 8 8 13 13 5 5 21 21 117 14 1 19 19 6 6 17 17 8 8 25 25 118 19 1 17 17 11 11 9 9 6 6 20 20 119 24 1 25 25 14 14 15 15 9 9 22 22 120 13 1 20 20 11 11 8 8 4 4 13 13 121 22 1 29 29 11 11 7 7 4 4 26 26 122 16 1 14 14 11 11 12 12 7 7 17 17 123 19 0 22 0 14 0 14 0 11 0 25 0 124 25 1 15 15 8 8 6 6 6 6 20 20 125 25 1 19 19 20 20 8 8 7 7 19 19 126 23 1 20 20 11 11 17 17 8 8 21 21 127 24 0 15 0 8 0 10 0 4 0 22 0 128 26 1 20 20 11 11 11 11 8 8 24 24 129 26 1 18 18 10 10 14 14 9 9 21 21 130 25 1 33 33 14 14 11 11 8 8 26 26 131 18 1 22 22 11 11 13 13 11 11 24 24 132 21 1 16 16 9 9 12 12 8 8 16 16 133 26 1 17 17 9 9 11 11 5 5 23 23 134 23 1 16 16 8 8 9 9 4 4 18 18 135 23 1 21 21 10 10 12 12 8 8 16 16 136 22 1 26 26 13 13 20 20 10 10 26 26 137 20 1 18 18 13 13 12 12 6 6 19 19 138 13 1 18 18 12 12 13 13 9 9 21 21 139 24 1 17 17 8 8 12 12 9 9 21 21 140 15 1 22 22 13 13 12 12 13 13 22 22 141 14 1 30 30 14 14 9 9 9 9 23 23 142 22 0 30 0 12 0 15 0 10 0 29 0 143 10 1 24 24 14 14 24 24 20 20 21 21 144 24 1 21 21 15 15 7 7 5 5 21 21 145 22 1 21 21 13 13 17 17 11 11 23 23 146 24 1 29 29 16 16 11 11 6 6 27 27 147 19 1 31 31 9 9 17 17 9 9 25 25 148 20 0 20 0 9 0 11 0 7 0 21 0 149 13 1 16 16 9 9 12 12 9 9 10 10 150 20 1 22 22 8 8 14 14 10 10 20 20 151 22 1 20 20 7 7 11 11 9 9 26 26 152 24 1 28 28 16 16 16 16 8 8 24 24 153 29 1 38 38 11 11 21 21 7 7 29 29 154 12 1 22 22 9 9 14 14 6 6 19 19 155 20 1 20 20 11 11 20 20 13 13 24 24 156 21 1 17 17 9 9 13 13 6 6 19 19 157 24 1 28 28 14 14 11 11 8 8 24 24 158 22 1 22 22 13 13 15 15 10 10 22 22 159 20 1 31 31 16 16 19 19 16 16 17 17 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) B CM CM_B D D_B 29.54946 -15.21818 -0.38008 0.31736 0.02094 0.20754 PE PE_B PC PC_B PS PS_B -0.54164 0.41074 0.27593 -0.50948 0.25113 0.22172 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -9.244 -1.776 0.242 2.390 7.231 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 29.54946 6.41144 4.609 8.72e-06 *** B -15.21818 6.76030 -2.251 0.0259 * CM -0.38008 0.28349 -1.341 0.1821 CM_B 0.31736 0.29079 1.091 0.2769 D 0.02094 0.42217 0.050 0.9605 D_B 0.20754 0.43807 0.474 0.6364 PE -0.54164 0.62507 -0.867 0.3876 PE_B 0.41074 0.63394 0.648 0.5181 PC 0.27593 0.74480 0.370 0.7116 PC_B -0.50948 0.75668 -0.673 0.5018 PS 0.25113 0.28976 0.867 0.3875 PS_B 0.22172 0.30117 0.736 0.4628 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 3.485 on 147 degrees of freedom Multiple R-squared: 0.2589, Adjusted R-squared: 0.2035 F-statistic: 4.669 on 11 and 147 DF, p-value: 4.207e-06 > 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,] 0.910952404 0.178095192 0.0890476 [2,] 0.871980473 0.256039053 0.1280195 [3,] 0.804268671 0.391462658 0.1957313 [4,] 0.833764165 0.332471671 0.1662358 [5,] 0.757143770 0.485712460 0.2428562 [6,] 0.781648336 0.436703327 0.2183517 [7,] 0.723861243 0.552277513 0.2761388 [8,] 0.652161982 0.695676035 0.3478380 [9,] 0.572663309 0.854673382 0.4273367 [10,] 0.586142800 0.827714399 0.4138572 [11,] 0.741411063 0.517177874 0.2585889 [12,] 0.677637474 0.644725052 0.3223625 [13,] 0.608004512 0.783990975 0.3919955 [14,] 0.596970966 0.806058068 0.4030290 [15,] 0.525835847 0.948328305 0.4741642 [16,] 0.452699710 0.905399420 0.5473003 [17,] 0.477398229 0.954796459 0.5226018 [18,] 0.410270669 0.820541339 0.5897293 [19,] 0.662138434 0.675723131 0.3378616 [20,] 0.616638439 0.766723123 0.3833616 [21,] 0.574059994 0.851880012 0.4259400 [22,] 0.511436431 0.977127138 0.4885636 [23,] 0.488347417 0.976694833 0.5116526 [24,] 0.426191383 0.852382765 0.5738086 [25,] 0.385503168 0.771006336 0.6144968 [26,] 0.353624898 0.707249796 0.6463751 [27,] 0.516638596 0.966722808 0.4833614 [28,] 0.457579603 0.915159206 0.5424204 [29,] 0.413692045 0.827384089 0.5863080 [30,] 0.359976524 0.719953047 0.6400235 [31,] 0.315213168 0.630426337 0.6847868 [32,] 0.293093310 0.586186620 0.7069067 [33,] 0.278522132 0.557044264 0.7214779 [34,] 0.267062340 0.534124681 0.7329377 [35,] 0.223858909 0.447717819 0.7761411 [36,] 0.211085706 0.422171411 0.7889143 [37,] 0.179031618 0.358063237 0.8209684 [38,] 0.156219524 0.312439047 0.8437805 [39,] 0.248674090 0.497348180 0.7513259 [40,] 0.271914854 0.543829709 0.7280851 [41,] 0.264838102 0.529676204 0.7351619 [42,] 0.334204333 0.668408665 0.6657957 [43,] 0.320777331 0.641554661 0.6792227 [44,] 0.280632365 0.561264731 0.7193676 [45,] 0.303334480 0.606668960 0.6966655 [46,] 0.326888374 0.653776748 0.6731116 [47,] 0.292748479 0.585496957 0.7072515 [48,] 0.251390077 0.502780155 0.7486099 [49,] 0.288273738 0.576547476 0.7117263 [50,] 0.248001795 0.496003590 0.7519982 [51,] 0.210610363 0.421220726 0.7893896 [52,] 0.201194471 0.402388942 0.7988055 [53,] 0.184919449 0.369838898 0.8150806 [54,] 0.187077140 0.374154281 0.8129229 [55,] 0.165430478 0.330860955 0.8345695 [56,] 0.136373421 0.272746843 0.8636266 [57,] 0.114023617 0.228047234 0.8859764 [58,] 0.092595492 0.185190984 0.9074045 [59,] 0.084912735 0.169825470 0.9150873 [60,] 0.068709508 0.137419016 0.9312905 [61,] 0.057316653 0.114633305 0.9426833 [62,] 0.044906768 0.089813536 0.9550932 [63,] 0.036281207 0.072562414 0.9637188 [64,] 0.029364230 0.058728459 0.9706358 [65,] 0.043475610 0.086951221 0.9565244 [66,] 0.035738900 0.071477799 0.9642611 [67,] 0.033931928 0.067863856 0.9660681 [68,] 0.027703230 0.055406460 0.9722968 [69,] 0.021115741 0.042231482 0.9788843 [70,] 0.016843225 0.033686450 0.9831568 [71,] 0.013907534 0.027815067 0.9860925 [72,] 0.012352020 0.024704040 0.9876480 [73,] 0.009121198 0.018242396 0.9908788 [74,] 0.012316132 0.024632265 0.9876839 [75,] 0.009442541 0.018885082 0.9905575 [76,] 0.011188552 0.022377104 0.9888114 [77,] 0.011749920 0.023499840 0.9882501 [78,] 0.010555940 0.021111880 0.9894441 [79,] 0.009030362 0.018060724 0.9909696 [80,] 0.007431583 0.014863166 0.9925684 [81,] 0.013773918 0.027547836 0.9862261 [82,] 0.011011590 0.022023181 0.9889884 [83,] 0.010180474 0.020360948 0.9898195 [84,] 0.007571800 0.015143600 0.9924282 [85,] 0.005485987 0.010971974 0.9945140 [86,] 0.004059027 0.008118053 0.9959410 [87,] 0.002908874 0.005817749 0.9970911 [88,] 0.002003864 0.004007729 0.9979961 [89,] 0.002154030 0.004308061 0.9978460 [90,] 0.001622749 0.003245498 0.9983773 [91,] 0.007481118 0.014962235 0.9925189 [92,] 0.011732978 0.023465956 0.9882670 [93,] 0.011148229 0.022296457 0.9888518 [94,] 0.014124797 0.028249594 0.9858752 [95,] 0.010530756 0.021061513 0.9894692 [96,] 0.007509778 0.015019557 0.9924902 [97,] 0.005305573 0.010611146 0.9946944 [98,] 0.014817316 0.029634632 0.9851827 [99,] 0.012447941 0.024895883 0.9875521 [100,] 0.015713163 0.031426325 0.9842868 [101,] 0.012450179 0.024900358 0.9875498 [102,] 0.009549474 0.019098948 0.9904505 [103,] 0.039032795 0.078065590 0.9609672 [104,] 0.036310259 0.072620518 0.9636897 [105,] 0.030152752 0.060305505 0.9698472 [106,] 0.055531860 0.111063720 0.9444681 [107,] 0.052428408 0.104856817 0.9475716 [108,] 0.064426618 0.128853236 0.9355734 [109,] 0.058813923 0.117627847 0.9411861 [110,] 0.056200244 0.112400488 0.9437998 [111,] 0.048543557 0.097087113 0.9514564 [112,] 0.035681778 0.071363557 0.9643182 [113,] 0.025476865 0.050953731 0.9745231 [114,] 0.024979645 0.049959290 0.9750204 [115,] 0.038802894 0.077605788 0.9611971 [116,] 0.029962005 0.059924009 0.9700380 [117,] 0.024569263 0.049138525 0.9754307 [118,] 0.019292273 0.038584546 0.9807077 [119,] 0.016171755 0.032343510 0.9838282 [120,] 0.011676189 0.023352379 0.9883238 [121,] 0.017125436 0.034250872 0.9828746 [122,] 0.010684701 0.021369403 0.9893153 [123,] 0.006361123 0.012722245 0.9936389 [124,] 0.021476093 0.042952185 0.9785239 [125,] 0.032536665 0.065073329 0.9674633 [126,] 0.025646548 0.051293095 0.9743535 [127,] 0.089798709 0.179597418 0.9102013 [128,] 0.051863244 0.103726489 0.9481368 [129,] 0.157261793 0.314523586 0.8427382 [130,] 0.100360520 0.200721040 0.8996395 > postscript(file="/var/www/html/freestat/rcomp/tmp/1u3gf1290180125.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2u3gf1290180125.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/freestat/rcomp/tmp/35cy01290180125.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/45cy01290180125.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/55cy01290180125.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 = 159 Frequency = 1 1 2 3 4 5 6 2.869399611 -1.313099793 1.252689949 1.249176430 -2.760101466 4.365675664 7 8 9 10 11 12 0.191157071 -1.707638988 0.309203534 2.628378037 3.792123458 -1.745640052 13 14 15 16 17 18 3.966134643 -5.332265356 -1.471021081 3.638159981 -2.193115880 -6.529901734 19 20 21 22 23 24 2.552740561 -1.666837709 -2.398719827 -0.859026269 1.814157061 2.080463355 25 26 27 28 29 30 6.198428618 2.034301514 0.410346733 3.749044280 0.840204920 0.378935361 31 32 33 34 35 36 4.647353730 1.379969570 -7.402541744 -1.516674897 -1.815361686 -1.113163662 37 38 39 40 41 42 -3.435180214 -0.471516969 3.768492152 -3.012042954 6.686505748 0.105551209 43 44 45 46 47 48 -1.275094311 -0.880474468 -1.478383858 2.719055566 3.381219868 -4.012035870 49 50 51 52 53 54 -0.179224309 -3.048538448 -1.643092553 2.250716631 6.620533543 -4.385397547 55 56 57 58 59 60 -0.775805012 5.420015113 2.908862857 -1.207388061 4.269775076 -3.930194608 61 62 63 64 65 66 2.002988619 0.455639801 5.045053469 -0.371816727 0.634597864 2.661817015 67 68 69 70 71 72 2.690842297 -3.392776440 1.989082876 0.294095315 1.345726573 0.687184969 73 74 75 76 77 78 2.792529187 1.110135468 1.786683958 -0.191297844 1.458488775 1.775941849 79 80 81 82 83 84 5.420488349 -1.806634408 3.128518828 2.647695272 0.830046503 1.703941082 85 86 87 88 89 90 4.081205344 2.744823718 -0.985419722 4.581733243 -0.719695403 -1.238405277 91 92 93 94 95 96 3.763303684 2.617857318 -1.472647355 -2.274130879 5.649645163 1.748568940 97 98 99 100 101 102 2.962097025 0.746357154 0.498444642 -1.177414752 -0.750048451 -0.001889518 103 104 105 106 107 108 -3.767575336 1.339005806 7.230981545 -5.031447094 -3.409429021 -4.829234033 109 110 111 112 113 114 -0.832123170 -1.304119167 0.241999937 5.982799364 -2.443233641 -5.269411507 115 116 117 118 119 120 -2.234109133 1.783993722 -8.238024314 -3.655924245 1.700770683 -6.755793099 121 122 123 124 125 126 -3.469273342 -4.799280110 -4.211418857 2.511373258 0.988692711 1.573701669 127 128 129 130 131 132 -1.228027217 2.369740536 4.517589110 0.553987679 -4.542353528 1.489534579 133 134 135 136 137 138 2.410728576 1.445396917 3.574667366 -1.011380324 -2.184610312 -9.070274513 139 140 141 142 143 144 2.650028402 -6.717405526 -9.243870619 1.684133709 -8.141911261 -0.287165817 145 146 147 148 149 150 -0.065584851 -2.093825826 -2.937241493 -3.383564403 -3.439795919 -0.068150459 151 152 153 154 155 156 -1.428485594 0.383618097 5.209940315 -8.757991584 -1.284389717 -0.202506425 157 158 159 0.186078800 -0.025363288 2.142881925 > postscript(file="/var/www/html/freestat/rcomp/tmp/6g3f31290180125.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 = 159 Frequency = 1 lag(myerror, k = 1) myerror 0 2.869399611 NA 1 -1.313099793 2.869399611 2 1.252689949 -1.313099793 3 1.249176430 1.252689949 4 -2.760101466 1.249176430 5 4.365675664 -2.760101466 6 0.191157071 4.365675664 7 -1.707638988 0.191157071 8 0.309203534 -1.707638988 9 2.628378037 0.309203534 10 3.792123458 2.628378037 11 -1.745640052 3.792123458 12 3.966134643 -1.745640052 13 -5.332265356 3.966134643 14 -1.471021081 -5.332265356 15 3.638159981 -1.471021081 16 -2.193115880 3.638159981 17 -6.529901734 -2.193115880 18 2.552740561 -6.529901734 19 -1.666837709 2.552740561 20 -2.398719827 -1.666837709 21 -0.859026269 -2.398719827 22 1.814157061 -0.859026269 23 2.080463355 1.814157061 24 6.198428618 2.080463355 25 2.034301514 6.198428618 26 0.410346733 2.034301514 27 3.749044280 0.410346733 28 0.840204920 3.749044280 29 0.378935361 0.840204920 30 4.647353730 0.378935361 31 1.379969570 4.647353730 32 -7.402541744 1.379969570 33 -1.516674897 -7.402541744 34 -1.815361686 -1.516674897 35 -1.113163662 -1.815361686 36 -3.435180214 -1.113163662 37 -0.471516969 -3.435180214 38 3.768492152 -0.471516969 39 -3.012042954 3.768492152 40 6.686505748 -3.012042954 41 0.105551209 6.686505748 42 -1.275094311 0.105551209 43 -0.880474468 -1.275094311 44 -1.478383858 -0.880474468 45 2.719055566 -1.478383858 46 3.381219868 2.719055566 47 -4.012035870 3.381219868 48 -0.179224309 -4.012035870 49 -3.048538448 -0.179224309 50 -1.643092553 -3.048538448 51 2.250716631 -1.643092553 52 6.620533543 2.250716631 53 -4.385397547 6.620533543 54 -0.775805012 -4.385397547 55 5.420015113 -0.775805012 56 2.908862857 5.420015113 57 -1.207388061 2.908862857 58 4.269775076 -1.207388061 59 -3.930194608 4.269775076 60 2.002988619 -3.930194608 61 0.455639801 2.002988619 62 5.045053469 0.455639801 63 -0.371816727 5.045053469 64 0.634597864 -0.371816727 65 2.661817015 0.634597864 66 2.690842297 2.661817015 67 -3.392776440 2.690842297 68 1.989082876 -3.392776440 69 0.294095315 1.989082876 70 1.345726573 0.294095315 71 0.687184969 1.345726573 72 2.792529187 0.687184969 73 1.110135468 2.792529187 74 1.786683958 1.110135468 75 -0.191297844 1.786683958 76 1.458488775 -0.191297844 77 1.775941849 1.458488775 78 5.420488349 1.775941849 79 -1.806634408 5.420488349 80 3.128518828 -1.806634408 81 2.647695272 3.128518828 82 0.830046503 2.647695272 83 1.703941082 0.830046503 84 4.081205344 1.703941082 85 2.744823718 4.081205344 86 -0.985419722 2.744823718 87 4.581733243 -0.985419722 88 -0.719695403 4.581733243 89 -1.238405277 -0.719695403 90 3.763303684 -1.238405277 91 2.617857318 3.763303684 92 -1.472647355 2.617857318 93 -2.274130879 -1.472647355 94 5.649645163 -2.274130879 95 1.748568940 5.649645163 96 2.962097025 1.748568940 97 0.746357154 2.962097025 98 0.498444642 0.746357154 99 -1.177414752 0.498444642 100 -0.750048451 -1.177414752 101 -0.001889518 -0.750048451 102 -3.767575336 -0.001889518 103 1.339005806 -3.767575336 104 7.230981545 1.339005806 105 -5.031447094 7.230981545 106 -3.409429021 -5.031447094 107 -4.829234033 -3.409429021 108 -0.832123170 -4.829234033 109 -1.304119167 -0.832123170 110 0.241999937 -1.304119167 111 5.982799364 0.241999937 112 -2.443233641 5.982799364 113 -5.269411507 -2.443233641 114 -2.234109133 -5.269411507 115 1.783993722 -2.234109133 116 -8.238024314 1.783993722 117 -3.655924245 -8.238024314 118 1.700770683 -3.655924245 119 -6.755793099 1.700770683 120 -3.469273342 -6.755793099 121 -4.799280110 -3.469273342 122 -4.211418857 -4.799280110 123 2.511373258 -4.211418857 124 0.988692711 2.511373258 125 1.573701669 0.988692711 126 -1.228027217 1.573701669 127 2.369740536 -1.228027217 128 4.517589110 2.369740536 129 0.553987679 4.517589110 130 -4.542353528 0.553987679 131 1.489534579 -4.542353528 132 2.410728576 1.489534579 133 1.445396917 2.410728576 134 3.574667366 1.445396917 135 -1.011380324 3.574667366 136 -2.184610312 -1.011380324 137 -9.070274513 -2.184610312 138 2.650028402 -9.070274513 139 -6.717405526 2.650028402 140 -9.243870619 -6.717405526 141 1.684133709 -9.243870619 142 -8.141911261 1.684133709 143 -0.287165817 -8.141911261 144 -0.065584851 -0.287165817 145 -2.093825826 -0.065584851 146 -2.937241493 -2.093825826 147 -3.383564403 -2.937241493 148 -3.439795919 -3.383564403 149 -0.068150459 -3.439795919 150 -1.428485594 -0.068150459 151 0.383618097 -1.428485594 152 5.209940315 0.383618097 153 -8.757991584 5.209940315 154 -1.284389717 -8.757991584 155 -0.202506425 -1.284389717 156 0.186078800 -0.202506425 157 -0.025363288 0.186078800 158 2.142881925 -0.025363288 159 NA 2.142881925 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -1.313099793 2.869399611 [2,] 1.252689949 -1.313099793 [3,] 1.249176430 1.252689949 [4,] -2.760101466 1.249176430 [5,] 4.365675664 -2.760101466 [6,] 0.191157071 4.365675664 [7,] -1.707638988 0.191157071 [8,] 0.309203534 -1.707638988 [9,] 2.628378037 0.309203534 [10,] 3.792123458 2.628378037 [11,] -1.745640052 3.792123458 [12,] 3.966134643 -1.745640052 [13,] -5.332265356 3.966134643 [14,] -1.471021081 -5.332265356 [15,] 3.638159981 -1.471021081 [16,] -2.193115880 3.638159981 [17,] -6.529901734 -2.193115880 [18,] 2.552740561 -6.529901734 [19,] -1.666837709 2.552740561 [20,] -2.398719827 -1.666837709 [21,] -0.859026269 -2.398719827 [22,] 1.814157061 -0.859026269 [23,] 2.080463355 1.814157061 [24,] 6.198428618 2.080463355 [25,] 2.034301514 6.198428618 [26,] 0.410346733 2.034301514 [27,] 3.749044280 0.410346733 [28,] 0.840204920 3.749044280 [29,] 0.378935361 0.840204920 [30,] 4.647353730 0.378935361 [31,] 1.379969570 4.647353730 [32,] -7.402541744 1.379969570 [33,] -1.516674897 -7.402541744 [34,] -1.815361686 -1.516674897 [35,] -1.113163662 -1.815361686 [36,] -3.435180214 -1.113163662 [37,] -0.471516969 -3.435180214 [38,] 3.768492152 -0.471516969 [39,] -3.012042954 3.768492152 [40,] 6.686505748 -3.012042954 [41,] 0.105551209 6.686505748 [42,] -1.275094311 0.105551209 [43,] -0.880474468 -1.275094311 [44,] -1.478383858 -0.880474468 [45,] 2.719055566 -1.478383858 [46,] 3.381219868 2.719055566 [47,] -4.012035870 3.381219868 [48,] -0.179224309 -4.012035870 [49,] -3.048538448 -0.179224309 [50,] -1.643092553 -3.048538448 [51,] 2.250716631 -1.643092553 [52,] 6.620533543 2.250716631 [53,] -4.385397547 6.620533543 [54,] -0.775805012 -4.385397547 [55,] 5.420015113 -0.775805012 [56,] 2.908862857 5.420015113 [57,] -1.207388061 2.908862857 [58,] 4.269775076 -1.207388061 [59,] -3.930194608 4.269775076 [60,] 2.002988619 -3.930194608 [61,] 0.455639801 2.002988619 [62,] 5.045053469 0.455639801 [63,] -0.371816727 5.045053469 [64,] 0.634597864 -0.371816727 [65,] 2.661817015 0.634597864 [66,] 2.690842297 2.661817015 [67,] -3.392776440 2.690842297 [68,] 1.989082876 -3.392776440 [69,] 0.294095315 1.989082876 [70,] 1.345726573 0.294095315 [71,] 0.687184969 1.345726573 [72,] 2.792529187 0.687184969 [73,] 1.110135468 2.792529187 [74,] 1.786683958 1.110135468 [75,] -0.191297844 1.786683958 [76,] 1.458488775 -0.191297844 [77,] 1.775941849 1.458488775 [78,] 5.420488349 1.775941849 [79,] -1.806634408 5.420488349 [80,] 3.128518828 -1.806634408 [81,] 2.647695272 3.128518828 [82,] 0.830046503 2.647695272 [83,] 1.703941082 0.830046503 [84,] 4.081205344 1.703941082 [85,] 2.744823718 4.081205344 [86,] -0.985419722 2.744823718 [87,] 4.581733243 -0.985419722 [88,] -0.719695403 4.581733243 [89,] -1.238405277 -0.719695403 [90,] 3.763303684 -1.238405277 [91,] 2.617857318 3.763303684 [92,] -1.472647355 2.617857318 [93,] -2.274130879 -1.472647355 [94,] 5.649645163 -2.274130879 [95,] 1.748568940 5.649645163 [96,] 2.962097025 1.748568940 [97,] 0.746357154 2.962097025 [98,] 0.498444642 0.746357154 [99,] -1.177414752 0.498444642 [100,] -0.750048451 -1.177414752 [101,] -0.001889518 -0.750048451 [102,] -3.767575336 -0.001889518 [103,] 1.339005806 -3.767575336 [104,] 7.230981545 1.339005806 [105,] -5.031447094 7.230981545 [106,] -3.409429021 -5.031447094 [107,] -4.829234033 -3.409429021 [108,] -0.832123170 -4.829234033 [109,] -1.304119167 -0.832123170 [110,] 0.241999937 -1.304119167 [111,] 5.982799364 0.241999937 [112,] -2.443233641 5.982799364 [113,] -5.269411507 -2.443233641 [114,] -2.234109133 -5.269411507 [115,] 1.783993722 -2.234109133 [116,] -8.238024314 1.783993722 [117,] -3.655924245 -8.238024314 [118,] 1.700770683 -3.655924245 [119,] -6.755793099 1.700770683 [120,] -3.469273342 -6.755793099 [121,] -4.799280110 -3.469273342 [122,] -4.211418857 -4.799280110 [123,] 2.511373258 -4.211418857 [124,] 0.988692711 2.511373258 [125,] 1.573701669 0.988692711 [126,] -1.228027217 1.573701669 [127,] 2.369740536 -1.228027217 [128,] 4.517589110 2.369740536 [129,] 0.553987679 4.517589110 [130,] -4.542353528 0.553987679 [131,] 1.489534579 -4.542353528 [132,] 2.410728576 1.489534579 [133,] 1.445396917 2.410728576 [134,] 3.574667366 1.445396917 [135,] -1.011380324 3.574667366 [136,] -2.184610312 -1.011380324 [137,] -9.070274513 -2.184610312 [138,] 2.650028402 -9.070274513 [139,] -6.717405526 2.650028402 [140,] -9.243870619 -6.717405526 [141,] 1.684133709 -9.243870619 [142,] -8.141911261 1.684133709 [143,] -0.287165817 -8.141911261 [144,] -0.065584851 -0.287165817 [145,] -2.093825826 -0.065584851 [146,] -2.937241493 -2.093825826 [147,] -3.383564403 -2.937241493 [148,] -3.439795919 -3.383564403 [149,] -0.068150459 -3.439795919 [150,] -1.428485594 -0.068150459 [151,] 0.383618097 -1.428485594 [152,] 5.209940315 0.383618097 [153,] -8.757991584 5.209940315 [154,] -1.284389717 -8.757991584 [155,] -0.202506425 -1.284389717 [156,] 0.186078800 -0.202506425 [157,] -0.025363288 0.186078800 [158,] 2.142881925 -0.025363288 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -1.313099793 2.869399611 2 1.252689949 -1.313099793 3 1.249176430 1.252689949 4 -2.760101466 1.249176430 5 4.365675664 -2.760101466 6 0.191157071 4.365675664 7 -1.707638988 0.191157071 8 0.309203534 -1.707638988 9 2.628378037 0.309203534 10 3.792123458 2.628378037 11 -1.745640052 3.792123458 12 3.966134643 -1.745640052 13 -5.332265356 3.966134643 14 -1.471021081 -5.332265356 15 3.638159981 -1.471021081 16 -2.193115880 3.638159981 17 -6.529901734 -2.193115880 18 2.552740561 -6.529901734 19 -1.666837709 2.552740561 20 -2.398719827 -1.666837709 21 -0.859026269 -2.398719827 22 1.814157061 -0.859026269 23 2.080463355 1.814157061 24 6.198428618 2.080463355 25 2.034301514 6.198428618 26 0.410346733 2.034301514 27 3.749044280 0.410346733 28 0.840204920 3.749044280 29 0.378935361 0.840204920 30 4.647353730 0.378935361 31 1.379969570 4.647353730 32 -7.402541744 1.379969570 33 -1.516674897 -7.402541744 34 -1.815361686 -1.516674897 35 -1.113163662 -1.815361686 36 -3.435180214 -1.113163662 37 -0.471516969 -3.435180214 38 3.768492152 -0.471516969 39 -3.012042954 3.768492152 40 6.686505748 -3.012042954 41 0.105551209 6.686505748 42 -1.275094311 0.105551209 43 -0.880474468 -1.275094311 44 -1.478383858 -0.880474468 45 2.719055566 -1.478383858 46 3.381219868 2.719055566 47 -4.012035870 3.381219868 48 -0.179224309 -4.012035870 49 -3.048538448 -0.179224309 50 -1.643092553 -3.048538448 51 2.250716631 -1.643092553 52 6.620533543 2.250716631 53 -4.385397547 6.620533543 54 -0.775805012 -4.385397547 55 5.420015113 -0.775805012 56 2.908862857 5.420015113 57 -1.207388061 2.908862857 58 4.269775076 -1.207388061 59 -3.930194608 4.269775076 60 2.002988619 -3.930194608 61 0.455639801 2.002988619 62 5.045053469 0.455639801 63 -0.371816727 5.045053469 64 0.634597864 -0.371816727 65 2.661817015 0.634597864 66 2.690842297 2.661817015 67 -3.392776440 2.690842297 68 1.989082876 -3.392776440 69 0.294095315 1.989082876 70 1.345726573 0.294095315 71 0.687184969 1.345726573 72 2.792529187 0.687184969 73 1.110135468 2.792529187 74 1.786683958 1.110135468 75 -0.191297844 1.786683958 76 1.458488775 -0.191297844 77 1.775941849 1.458488775 78 5.420488349 1.775941849 79 -1.806634408 5.420488349 80 3.128518828 -1.806634408 81 2.647695272 3.128518828 82 0.830046503 2.647695272 83 1.703941082 0.830046503 84 4.081205344 1.703941082 85 2.744823718 4.081205344 86 -0.985419722 2.744823718 87 4.581733243 -0.985419722 88 -0.719695403 4.581733243 89 -1.238405277 -0.719695403 90 3.763303684 -1.238405277 91 2.617857318 3.763303684 92 -1.472647355 2.617857318 93 -2.274130879 -1.472647355 94 5.649645163 -2.274130879 95 1.748568940 5.649645163 96 2.962097025 1.748568940 97 0.746357154 2.962097025 98 0.498444642 0.746357154 99 -1.177414752 0.498444642 100 -0.750048451 -1.177414752 101 -0.001889518 -0.750048451 102 -3.767575336 -0.001889518 103 1.339005806 -3.767575336 104 7.230981545 1.339005806 105 -5.031447094 7.230981545 106 -3.409429021 -5.031447094 107 -4.829234033 -3.409429021 108 -0.832123170 -4.829234033 109 -1.304119167 -0.832123170 110 0.241999937 -1.304119167 111 5.982799364 0.241999937 112 -2.443233641 5.982799364 113 -5.269411507 -2.443233641 114 -2.234109133 -5.269411507 115 1.783993722 -2.234109133 116 -8.238024314 1.783993722 117 -3.655924245 -8.238024314 118 1.700770683 -3.655924245 119 -6.755793099 1.700770683 120 -3.469273342 -6.755793099 121 -4.799280110 -3.469273342 122 -4.211418857 -4.799280110 123 2.511373258 -4.211418857 124 0.988692711 2.511373258 125 1.573701669 0.988692711 126 -1.228027217 1.573701669 127 2.369740536 -1.228027217 128 4.517589110 2.369740536 129 0.553987679 4.517589110 130 -4.542353528 0.553987679 131 1.489534579 -4.542353528 132 2.410728576 1.489534579 133 1.445396917 2.410728576 134 3.574667366 1.445396917 135 -1.011380324 3.574667366 136 -2.184610312 -1.011380324 137 -9.070274513 -2.184610312 138 2.650028402 -9.070274513 139 -6.717405526 2.650028402 140 -9.243870619 -6.717405526 141 1.684133709 -9.243870619 142 -8.141911261 1.684133709 143 -0.287165817 -8.141911261 144 -0.065584851 -0.287165817 145 -2.093825826 -0.065584851 146 -2.937241493 -2.093825826 147 -3.383564403 -2.937241493 148 -3.439795919 -3.383564403 149 -0.068150459 -3.439795919 150 -1.428485594 -0.068150459 151 0.383618097 -1.428485594 152 5.209940315 0.383618097 153 -8.757991584 5.209940315 154 -1.284389717 -8.757991584 155 -0.202506425 -1.284389717 156 0.186078800 -0.202506425 157 -0.025363288 0.186078800 158 2.142881925 -0.025363288 > 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/79dwo1290180125.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/89dwo1290180125.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/99dwo1290180125.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/1014vq1290180125.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/1154ce1290180125.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/12qnak1290180125.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/13xo7w1290180125.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/14pfpz1290180125.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/15bgnn1290180125.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/16783w1290180125.tab") + } > try(system("convert tmp/1u3gf1290180125.ps tmp/1u3gf1290180125.png",intern=TRUE)) character(0) > try(system("convert tmp/2u3gf1290180125.ps tmp/2u3gf1290180125.png",intern=TRUE)) character(0) > try(system("convert tmp/35cy01290180125.ps tmp/35cy01290180125.png",intern=TRUE)) character(0) > try(system("convert tmp/45cy01290180125.ps tmp/45cy01290180125.png",intern=TRUE)) character(0) > try(system("convert tmp/55cy01290180125.ps tmp/55cy01290180125.png",intern=TRUE)) character(0) > try(system("convert tmp/6g3f31290180125.ps tmp/6g3f31290180125.png",intern=TRUE)) character(0) > try(system("convert tmp/79dwo1290180125.ps tmp/79dwo1290180125.png",intern=TRUE)) character(0) > try(system("convert tmp/89dwo1290180125.ps tmp/89dwo1290180125.png",intern=TRUE)) character(0) > try(system("convert tmp/99dwo1290180125.ps tmp/99dwo1290180125.png",intern=TRUE)) character(0) > try(system("convert tmp/1014vq1290180125.ps tmp/1014vq1290180125.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.876 2.687 36.868