R version 2.8.0 (2008-10-20) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. Natural language support but running in an English locale R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(1 + ,28 + ,6 + ,6 + ,6.06 + ,6.06 + ,3.53 + ,3.53 + ,48 + ,48 + ,5 + ,5 + ,1 + ,40 + ,5 + ,5 + ,8.1 + ,8.1 + ,4.52 + ,4.52 + ,63 + ,63 + ,11 + ,11 + ,1 + ,79 + ,3 + ,3 + ,79.38 + ,79.38 + ,3.72 + ,3.72 + ,113 + ,113 + ,13 + ,13 + ,1 + ,16 + ,2 + ,2 + ,26.26 + ,26.26 + ,3.17 + ,3.17 + ,104 + ,104 + ,1 + ,1 + ,1 + ,90 + ,2 + ,2 + ,39.56 + ,39.56 + ,3.39 + ,3.39 + ,89 + ,89 + ,11 + ,11 + ,1 + ,87 + ,5 + ,5 + ,65.61 + ,65.61 + ,4.15 + ,4.15 + ,97 + ,97 + ,3 + ,3 + ,1 + ,53 + ,5 + ,5 + ,80.3 + ,80.3 + ,3.09 + ,3.09 + ,114 + ,114 + ,11 + ,11 + ,1 + ,23 + ,5 + ,5 + ,34.68 + ,34.68 + ,2.76 + ,2.76 + ,57 + ,57 + ,9 + ,9 + ,1 + ,42 + ,6 + ,6 + ,7.17 + ,7.17 + ,5.14 + ,5.14 + ,127 + ,127 + ,10 + ,10 + ,1 + ,64 + ,4 + ,4 + ,65.88 + ,65.88 + ,4.78 + ,4.78 + ,64 + ,64 + ,4 + ,4 + ,1 + ,87 + ,6 + ,6 + ,42.69 + ,42.69 + ,4.22 + ,4.22 + ,91 + ,91 + ,2 + ,2 + ,1 + ,77 + ,2 + ,2 + ,54.94 + ,54.94 + ,3.93 + ,3.93 + ,127 + ,127 + ,2 + ,2 + ,1 + ,70 + ,4 + ,4 + ,89.99 + ,89.99 + ,3.01 + ,3.01 + ,45 + ,45 + ,10 + ,10 + ,1 + ,82 + ,4 + ,4 + ,72.64 + ,72.64 + ,5.12 + ,5.12 + ,40 + ,40 + ,9 + ,9 + ,1 + ,44 + ,3 + ,3 + ,24.96 + ,24.96 + ,5.82 + ,5.82 + ,33 + ,33 + ,1 + ,1 + ,1 + ,36 + ,2 + ,2 + ,57.52 + ,57.52 + ,2.83 + ,2.83 + ,60 + ,60 + ,7 + ,7 + ,0 + ,73 + ,2 + ,0 + ,71.91 + ,0 + ,5.11 + ,0 + ,50 + ,0 + ,3 + ,0 + ,0 + ,75 + ,3 + ,0 + ,65.34 + ,0 + ,5.99 + ,0 + ,128 + ,0 + ,11 + ,0 + ,0 + ,21 + ,3 + ,0 + ,34.62 + ,0 + ,3.15 + ,0 + ,52 + ,0 + ,7 + ,0 + ,0 + ,81 + ,2 + ,0 + ,60.92 + ,0 + ,3.5 + ,0 + ,40 + ,0 + ,1 + ,0 + ,0 + ,99 + ,3 + ,0 + ,56.49 + ,0 + ,4.5 + ,0 + ,29 + ,0 + ,9 + ,0 + ,0 + ,54 + ,3 + ,0 + ,56.19 + ,0 + ,3.31 + ,0 + ,36 + ,0 + ,5 + ,0 + ,0 + ,6 + ,4 + ,0 + ,61.2 + ,0 + ,5.31 + ,0 + ,49 + ,0 + ,9 + ,0 + ,0 + ,71 + ,5 + ,0 + ,58.2 + ,0 + ,4.24 + ,0 + ,57 + ,0 + ,7 + ,0 + ,0 + ,93 + ,6 + ,0 + ,75.91 + ,0 + ,5.06 + ,0 + ,82 + ,0 + ,4 + ,0 + ,0 + ,82 + ,3 + ,0 + ,73.66 + ,0 + ,4.72 + ,0 + ,34 + ,0 + ,10 + ,0 + ,0 + ,32 + ,4 + ,0 + ,73.87 + ,0 + ,4.58 + ,0 + ,36 + ,0 + ,13 + ,0 + ,0 + ,93 + ,4 + ,0 + ,87.21 + ,0 + ,5.3 + ,0 + ,89 + ,0 + ,9 + ,0 + ,0 + ,24 + ,4 + ,0 + ,64.29 + ,0 + ,5.11 + ,0 + ,69 + ,0 + ,5 + ,0 + ,0 + ,96 + ,5 + ,0 + ,71.82 + ,0 + ,4.05 + ,0 + ,35 + ,0 + ,8 + ,0 + ,0 + ,88 + ,4 + ,0 + ,89.31 + ,0 + ,4.62 + ,0 + ,65 + ,0 + ,12 + ,0 + ,0 + ,83 + ,2 + ,0 + ,1.41 + ,0 + ,4.66 + ,0 + ,70 + ,0 + ,8 + ,0 + ,0 + ,23 + ,6 + ,0 + ,35.17 + ,0 + ,4.66 + ,0 + ,60 + ,0 + ,5 + ,0 + ,0 + ,20 + ,5 + ,0 + ,41.08 + ,0 + ,5.1 + ,0 + ,127 + ,0 + ,11 + ,0 + ,0 + ,33 + ,3 + ,0 + ,30.57 + ,0 + ,4.97 + ,0 + ,96 + ,0 + ,8 + ,0 + ,0 + ,88 + ,2 + ,0 + ,68.84 + ,0 + ,2.87 + ,0 + ,61 + ,0 + ,9 + ,0 + ,0 + ,98 + ,2 + ,0 + ,71.05 + ,0 + ,4.98 + ,0 + ,36 + ,0 + ,1 + ,0 + ,0 + ,34 + ,4 + ,0 + ,23.32 + ,0 + ,4.55 + ,0 + ,55 + ,0 + ,9 + ,0 + ,0 + ,59 + ,3 + ,0 + ,61.39 + ,0 + ,5.45 + ,0 + ,75 + ,0 + ,2 + ,0 + ,0 + ,26 + ,6 + ,0 + ,8.41 + ,0 + ,4.36 + ,0 + ,42 + ,0 + ,3 + ,0 + ,0 + ,13 + ,1 + ,0 + ,64.06 + ,0 + ,4.74 + ,0 + ,83 + ,0 + ,3 + ,0 + ,0 + ,6 + ,2 + ,0 + ,26.8 + ,0 + ,5.44 + ,0 + ,56 + ,0 + ,1 + ,0 + ,0 + ,49 + ,4 + ,0 + ,12.78 + ,0 + ,5.78 + ,0 + ,114 + ,0 + ,5 + ,0 + ,0 + ,3 + ,5 + ,0 + ,23.84 + ,0 + ,2.92 + ,0 + ,33 + ,0 + ,4 + ,0 + ,0 + ,76 + ,4 + ,0 + ,5.68 + ,0 + ,3.22 + ,0 + ,80 + ,0 + ,6 + ,0 + ,0 + ,12 + ,2 + ,0 + ,45.92 + ,0 + ,3.04 + ,0 + ,115 + ,0 + ,7 + ,0 + ,0 + ,63 + ,5 + ,0 + ,18.17 + ,0 + ,3.11 + ,0 + ,127 + ,0 + ,13 + ,0 + ,0 + ,35 + ,1 + ,0 + ,29.12 + ,0 + ,3.87 + ,0 + ,45 + ,0 + ,9 + ,0 + ,0 + ,69 + ,1 + ,0 + ,40.08 + ,0 + ,3.75 + ,0 + ,74 + ,0 + ,11 + ,0 + ,0 + ,10 + ,5 + ,0 + ,1.08 + ,0 + ,4.82 + ,0 + ,105 + ,0 + ,10 + ,0) + ,dim=c(12 + ,50) + ,dimnames=list(c('klant' + ,'slaagkans' + ,'verzekeraar' + ,'verzekeraar_klant' + ,'kost' + ,'kost_klant' + ,'grootte' + ,'grootte_klant' + ,'snelheid' + ,'snelheid_klant' + ,'maand' + ,'maand_klant') + ,1:50)) > y <- array(NA,dim=c(12,50),dimnames=list(c('klant','slaagkans','verzekeraar','verzekeraar_klant','kost','kost_klant','grootte','grootte_klant','snelheid','snelheid_klant','maand','maand_klant'),1:50)) > 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 slaagkans klant verzekeraar verzekeraar_klant kost kost_klant grootte 1 28 1 6 6 6.06 6.06 3.53 2 40 1 5 5 8.10 8.10 4.52 3 79 1 3 3 79.38 79.38 3.72 4 16 1 2 2 26.26 26.26 3.17 5 90 1 2 2 39.56 39.56 3.39 6 87 1 5 5 65.61 65.61 4.15 7 53 1 5 5 80.30 80.30 3.09 8 23 1 5 5 34.68 34.68 2.76 9 42 1 6 6 7.17 7.17 5.14 10 64 1 4 4 65.88 65.88 4.78 11 87 1 6 6 42.69 42.69 4.22 12 77 1 2 2 54.94 54.94 3.93 13 70 1 4 4 89.99 89.99 3.01 14 82 1 4 4 72.64 72.64 5.12 15 44 1 3 3 24.96 24.96 5.82 16 36 1 2 2 57.52 57.52 2.83 17 73 0 2 0 71.91 0.00 5.11 18 75 0 3 0 65.34 0.00 5.99 19 21 0 3 0 34.62 0.00 3.15 20 81 0 2 0 60.92 0.00 3.50 21 99 0 3 0 56.49 0.00 4.50 22 54 0 3 0 56.19 0.00 3.31 23 6 0 4 0 61.20 0.00 5.31 24 71 0 5 0 58.20 0.00 4.24 25 93 0 6 0 75.91 0.00 5.06 26 82 0 3 0 73.66 0.00 4.72 27 32 0 4 0 73.87 0.00 4.58 28 93 0 4 0 87.21 0.00 5.30 29 24 0 4 0 64.29 0.00 5.11 30 96 0 5 0 71.82 0.00 4.05 31 88 0 4 0 89.31 0.00 4.62 32 83 0 2 0 1.41 0.00 4.66 33 23 0 6 0 35.17 0.00 4.66 34 20 0 5 0 41.08 0.00 5.10 35 33 0 3 0 30.57 0.00 4.97 36 88 0 2 0 68.84 0.00 2.87 37 98 0 2 0 71.05 0.00 4.98 38 34 0 4 0 23.32 0.00 4.55 39 59 0 3 0 61.39 0.00 5.45 40 26 0 6 0 8.41 0.00 4.36 41 13 0 1 0 64.06 0.00 4.74 42 6 0 2 0 26.80 0.00 5.44 43 49 0 4 0 12.78 0.00 5.78 44 3 0 5 0 23.84 0.00 2.92 45 76 0 4 0 5.68 0.00 3.22 46 12 0 2 0 45.92 0.00 3.04 47 63 0 5 0 18.17 0.00 3.11 48 35 0 1 0 29.12 0.00 3.87 49 69 0 1 0 40.08 0.00 3.75 50 10 0 5 0 1.08 0.00 4.82 grootte_klant snelheid snelheid_klant maand maand_klant 1 3.53 48 48 5 5 2 4.52 63 63 11 11 3 3.72 113 113 13 13 4 3.17 104 104 1 1 5 3.39 89 89 11 11 6 4.15 97 97 3 3 7 3.09 114 114 11 11 8 2.76 57 57 9 9 9 5.14 127 127 10 10 10 4.78 64 64 4 4 11 4.22 91 91 2 2 12 3.93 127 127 2 2 13 3.01 45 45 10 10 14 5.12 40 40 9 9 15 5.82 33 33 1 1 16 2.83 60 60 7 7 17 0.00 50 0 3 0 18 0.00 128 0 11 0 19 0.00 52 0 7 0 20 0.00 40 0 1 0 21 0.00 29 0 9 0 22 0.00 36 0 5 0 23 0.00 49 0 9 0 24 0.00 57 0 7 0 25 0.00 82 0 4 0 26 0.00 34 0 10 0 27 0.00 36 0 13 0 28 0.00 89 0 9 0 29 0.00 69 0 5 0 30 0.00 35 0 8 0 31 0.00 65 0 12 0 32 0.00 70 0 8 0 33 0.00 60 0 5 0 34 0.00 127 0 11 0 35 0.00 96 0 8 0 36 0.00 61 0 9 0 37 0.00 36 0 1 0 38 0.00 55 0 9 0 39 0.00 75 0 2 0 40 0.00 42 0 3 0 41 0.00 83 0 3 0 42 0.00 56 0 1 0 43 0.00 114 0 5 0 44 0.00 33 0 4 0 45 0.00 80 0 6 0 46 0.00 115 0 7 0 47 0.00 127 0 13 0 48 0.00 45 0 9 0 49 0.00 74 0 11 0 50 0.00 105 0 10 0 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) klant verzekeraar verzekeraar_klant 36.78638 -70.40610 -1.04099 1.39545 kost kost_klant grootte grootte_klant 0.55479 0.05675 -2.24036 13.59903 snelheid snelheid_klant maand maand_klant -0.04266 0.22118 0.85427 -0.61258 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -54.277 -15.175 1.977 15.978 54.106 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 36.78638 30.30401 1.214 0.2323 klant -70.40610 59.29137 -1.187 0.2424 verzekeraar -1.04099 3.52878 -0.295 0.7696 verzekeraar_klant 1.39545 6.37253 0.219 0.8278 kost 0.55479 0.21581 2.571 0.0142 * kost_klant 0.05675 0.36290 0.156 0.8766 grootte -2.24036 6.31464 -0.355 0.7247 grootte_klant 13.59903 10.75192 1.265 0.2136 snelheid -0.04266 0.19360 -0.220 0.8268 snelheid_klant 0.22118 0.30496 0.725 0.4727 maand 0.85427 1.55729 0.549 0.5865 maand_klant -0.61258 2.47010 -0.248 0.8055 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 28.8 on 38 degrees of freedom Multiple R-squared: 0.2858, Adjusted R-squared: 0.07908 F-statistic: 1.383 on 11 and 38 DF, p-value: 0.2208 > 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,] 0.67388239 0.65223522 0.3261176 [2,] 0.52253176 0.95493649 0.4774682 [3,] 0.36672276 0.73344552 0.6332772 [4,] 0.24138290 0.48276579 0.7586171 [5,] 0.15692286 0.31384573 0.8430771 [6,] 0.09239675 0.18479350 0.9076033 [7,] 0.05889686 0.11779372 0.9411031 [8,] 0.02992166 0.05984332 0.9700783 [9,] 0.02847258 0.05694515 0.9715274 [10,] 0.09671493 0.19342987 0.9032851 [11,] 0.08325173 0.16650346 0.9167483 [12,] 0.05862842 0.11725685 0.9413716 [13,] 0.09677436 0.19354872 0.9032256 [14,] 0.06433422 0.12866844 0.9356658 [15,] 0.06728468 0.13456935 0.9327153 [16,] 0.05195056 0.10390113 0.9480494 [17,] 0.03023170 0.06046340 0.9697683 [18,] 0.06943095 0.13886189 0.9305691 [19,] 0.04222474 0.08444948 0.9577753 [20,] 0.03432928 0.06865855 0.9656707 [21,] 0.01537506 0.03075012 0.9846249 > postscript(file="/var/www/html/freestat/rcomp/tmp/10n0o1290182776.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2yzpg1290182776.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3yzpg1290182776.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4yzpg1290182776.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5lohd1290182776.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 = 50 Frequency = 1 1 2 3 4 5 6 5.9135175 1.6474533 -2.5569342 -21.9630338 41.6654450 13.5440374 7 8 9 10 11 12 -22.3676766 -10.0616728 -14.3641874 -10.7731294 27.7238761 8.5176422 13 14 15 16 17 18 2.5291144 2.3069113 -10.9481076 -10.8132555 9.4189773 14.5699550 19 20 21 22 23 24 -28.5746612 21.1910856 37.6267543 -6.1571387 -54.2774071 13.0805990 25 26 27 28 29 30 31.7626428 10.9528846 -40.9137611 19.9765000 -34.1694889 28.3058289 31 32 33 34 35 36 8.7013103 54.1056078 -18.3240694 -26.9253825 -9.2274455 16.4474678 37 38 39 40 41 42 35.7161202 -6.7085608 4.9789152 -0.2093026 -46.6879812 -29.8505007 43 44 45 46 47 48 22.8287048 -37.2750804 45.7276473 -42.4435547 22.6180714 -13.9993792 49 50 13.1799076 -15.4452658 > postscript(file="/var/www/html/freestat/rcomp/tmp/6lohd1290182776.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 = 50 Frequency = 1 lag(myerror, k = 1) myerror 0 5.9135175 NA 1 1.6474533 5.9135175 2 -2.5569342 1.6474533 3 -21.9630338 -2.5569342 4 41.6654450 -21.9630338 5 13.5440374 41.6654450 6 -22.3676766 13.5440374 7 -10.0616728 -22.3676766 8 -14.3641874 -10.0616728 9 -10.7731294 -14.3641874 10 27.7238761 -10.7731294 11 8.5176422 27.7238761 12 2.5291144 8.5176422 13 2.3069113 2.5291144 14 -10.9481076 2.3069113 15 -10.8132555 -10.9481076 16 9.4189773 -10.8132555 17 14.5699550 9.4189773 18 -28.5746612 14.5699550 19 21.1910856 -28.5746612 20 37.6267543 21.1910856 21 -6.1571387 37.6267543 22 -54.2774071 -6.1571387 23 13.0805990 -54.2774071 24 31.7626428 13.0805990 25 10.9528846 31.7626428 26 -40.9137611 10.9528846 27 19.9765000 -40.9137611 28 -34.1694889 19.9765000 29 28.3058289 -34.1694889 30 8.7013103 28.3058289 31 54.1056078 8.7013103 32 -18.3240694 54.1056078 33 -26.9253825 -18.3240694 34 -9.2274455 -26.9253825 35 16.4474678 -9.2274455 36 35.7161202 16.4474678 37 -6.7085608 35.7161202 38 4.9789152 -6.7085608 39 -0.2093026 4.9789152 40 -46.6879812 -0.2093026 41 -29.8505007 -46.6879812 42 22.8287048 -29.8505007 43 -37.2750804 22.8287048 44 45.7276473 -37.2750804 45 -42.4435547 45.7276473 46 22.6180714 -42.4435547 47 -13.9993792 22.6180714 48 13.1799076 -13.9993792 49 -15.4452658 13.1799076 50 NA -15.4452658 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 1.6474533 5.9135175 [2,] -2.5569342 1.6474533 [3,] -21.9630338 -2.5569342 [4,] 41.6654450 -21.9630338 [5,] 13.5440374 41.6654450 [6,] -22.3676766 13.5440374 [7,] -10.0616728 -22.3676766 [8,] -14.3641874 -10.0616728 [9,] -10.7731294 -14.3641874 [10,] 27.7238761 -10.7731294 [11,] 8.5176422 27.7238761 [12,] 2.5291144 8.5176422 [13,] 2.3069113 2.5291144 [14,] -10.9481076 2.3069113 [15,] -10.8132555 -10.9481076 [16,] 9.4189773 -10.8132555 [17,] 14.5699550 9.4189773 [18,] -28.5746612 14.5699550 [19,] 21.1910856 -28.5746612 [20,] 37.6267543 21.1910856 [21,] -6.1571387 37.6267543 [22,] -54.2774071 -6.1571387 [23,] 13.0805990 -54.2774071 [24,] 31.7626428 13.0805990 [25,] 10.9528846 31.7626428 [26,] -40.9137611 10.9528846 [27,] 19.9765000 -40.9137611 [28,] -34.1694889 19.9765000 [29,] 28.3058289 -34.1694889 [30,] 8.7013103 28.3058289 [31,] 54.1056078 8.7013103 [32,] -18.3240694 54.1056078 [33,] -26.9253825 -18.3240694 [34,] -9.2274455 -26.9253825 [35,] 16.4474678 -9.2274455 [36,] 35.7161202 16.4474678 [37,] -6.7085608 35.7161202 [38,] 4.9789152 -6.7085608 [39,] -0.2093026 4.9789152 [40,] -46.6879812 -0.2093026 [41,] -29.8505007 -46.6879812 [42,] 22.8287048 -29.8505007 [43,] -37.2750804 22.8287048 [44,] 45.7276473 -37.2750804 [45,] -42.4435547 45.7276473 [46,] 22.6180714 -42.4435547 [47,] -13.9993792 22.6180714 [48,] 13.1799076 -13.9993792 [49,] -15.4452658 13.1799076 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 1.6474533 5.9135175 2 -2.5569342 1.6474533 3 -21.9630338 -2.5569342 4 41.6654450 -21.9630338 5 13.5440374 41.6654450 6 -22.3676766 13.5440374 7 -10.0616728 -22.3676766 8 -14.3641874 -10.0616728 9 -10.7731294 -14.3641874 10 27.7238761 -10.7731294 11 8.5176422 27.7238761 12 2.5291144 8.5176422 13 2.3069113 2.5291144 14 -10.9481076 2.3069113 15 -10.8132555 -10.9481076 16 9.4189773 -10.8132555 17 14.5699550 9.4189773 18 -28.5746612 14.5699550 19 21.1910856 -28.5746612 20 37.6267543 21.1910856 21 -6.1571387 37.6267543 22 -54.2774071 -6.1571387 23 13.0805990 -54.2774071 24 31.7626428 13.0805990 25 10.9528846 31.7626428 26 -40.9137611 10.9528846 27 19.9765000 -40.9137611 28 -34.1694889 19.9765000 29 28.3058289 -34.1694889 30 8.7013103 28.3058289 31 54.1056078 8.7013103 32 -18.3240694 54.1056078 33 -26.9253825 -18.3240694 34 -9.2274455 -26.9253825 35 16.4474678 -9.2274455 36 35.7161202 16.4474678 37 -6.7085608 35.7161202 38 4.9789152 -6.7085608 39 -0.2093026 4.9789152 40 -46.6879812 -0.2093026 41 -29.8505007 -46.6879812 42 22.8287048 -29.8505007 43 -37.2750804 22.8287048 44 45.7276473 -37.2750804 45 -42.4435547 45.7276473 46 22.6180714 -42.4435547 47 -13.9993792 22.6180714 48 13.1799076 -13.9993792 49 -15.4452658 13.1799076 > 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/7efgx1290182776.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/8efgx1290182776.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/97ox01290182776.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/107ox01290182776.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11apw61290182776.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/12dpcc1290182776.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/132q961290182776.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/14dzr81290182776.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/15yipe1290182776.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/16csn51290182776.tab") + } > > try(system("convert tmp/10n0o1290182776.ps tmp/10n0o1290182776.png",intern=TRUE)) character(0) > try(system("convert tmp/2yzpg1290182776.ps tmp/2yzpg1290182776.png",intern=TRUE)) character(0) > try(system("convert tmp/3yzpg1290182776.ps tmp/3yzpg1290182776.png",intern=TRUE)) character(0) > try(system("convert tmp/4yzpg1290182776.ps tmp/4yzpg1290182776.png",intern=TRUE)) character(0) > try(system("convert tmp/5lohd1290182776.ps tmp/5lohd1290182776.png",intern=TRUE)) character(0) > try(system("convert tmp/6lohd1290182776.ps tmp/6lohd1290182776.png",intern=TRUE)) character(0) > try(system("convert tmp/7efgx1290182776.ps tmp/7efgx1290182776.png",intern=TRUE)) character(0) > try(system("convert tmp/8efgx1290182776.ps tmp/8efgx1290182776.png",intern=TRUE)) character(0) > try(system("convert tmp/97ox01290182776.ps tmp/97ox01290182776.png",intern=TRUE)) character(0) > try(system("convert tmp/107ox01290182776.ps tmp/107ox01290182776.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.877 2.532 11.784