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