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(12 + ,20 + ,22.5 + ,1 + ,0 + ,0 + ,2 + ,0 + ,3 + ,0 + ,3 + ,2 + ,4 + ,0 + ,3 + ,0 + ,0 + ,4.8 + ,0 + ,12 + ,0.9 + ,5 + ,4 + ,0 + ,0 + ,0 + ,6 + ,18 + ,28 + ,22.5 + ,6 + ,3 + ,0 + ,2 + ,0 + ,12 + ,7 + ,0 + ,6 + ,6 + ,2 + ,30 + ,1 + ,0 + ,24 + ,0 + ,0 + ,1 + ,0 + ,0 + ,3 + ,9 + ,0 + ,22.4 + ,0 + ,0 + ,4 + ,1 + ,2 + ,1.6 + ,1 + ,0 + ,12 + ,20 + ,2 + ,24 + ,9 + ,8 + ,0 + ,6 + ,0 + ,0 + ,11 + ,0 + ,22.5 + ,18 + ,17 + ,18 + ,3 + ,0 + ,2.2 + ,5 + ,0 + ,33 + ,10 + ,3 + ,2.5 + ,2 + ,0 + ,4 + ,7 + ,6 + ,75 + ,0 + ,0 + ,1.2 + ,8 + ,0 + ,18 + ,5 + ,0 + ,1.6 + ,9 + ,0 + ,4 + ,4 + ,0 + ,3 + ,0 + ,0 + ,2 + ,0 + ,7 + ,16.8 + ,1 + ,5 + ,90 + ,0 + ,4 + ,19.2 + ,6 + ,2 + ,6 + ,9 + ,15 + ,4.2 + ,5 + ,0 + ,2 + ,38 + ,15 + ,42.5 + ,10 + ,0 + ,7.5 + ,3 + ,0 + ,0 + ,8 + ,0 + ,3.9 + ,28 + ,8 + ,4 + ,20 + ,2 + ,30 + ,0 + ,0 + ,0 + ,10 + ,0 + ,8 + ,8 + ,3 + ,15 + ,10 + ,0 + ,4 + ,8 + ,2 + ,0 + ,8 + ,4 + ,6 + ,8 + ,0 + ,4.4 + ,6 + ,6 + ,20 + ,32 + ,7 + ,0 + ,3 + ,0 + ,0 + ,15 + ,0 + ,0 + ,12 + ,1 + ,0 + ,5 + ,0 + ,0 + ,8 + ,4 + ,0 + ,14 + ,8 + ,0 + ,2 + ,0 + ,7 + ,19 + ,4 + ,6 + ,22 + ,8 + ,18 + ,9 + ,0 + ,9 + ,24 + ,1 + ,18 + ,18 + ,0 + ,15 + ,1 + ,1 + ,4.5 + ,0 + ,10 + ,12 + ,0 + ,0 + ,0 + ,20 + ,0 + ,32 + ,19 + ,0 + ,5 + ,20 + ,0 + ,0 + ,1 + ,0 + ,0 + ,0 + ,0 + ,3 + ,57 + ,0 + ,15 + ,28 + ,2 + ,15 + ,0 + ,0 + ,42 + ,6 + ,12 + ,18 + ,20 + ,8 + ,24 + ,4 + ,12 + ,18 + ,0 + ,1 + ,30 + ,4 + ,15 + ,0 + ,10 + ,3 + ,6 + ,6 + ,0 + ,4.5 + ,1 + ,0 + ,0 + ,13 + ,0 + ,21 + ,3 + ,0 + ,3.6 + ,5 + ,0 + ,1.2 + ,3 + ,0 + ,0 + ,0 + ,0 + ,24 + ,4 + ,0 + ,19.2 + ,5 + ,0 + ,22.5 + ,0 + ,0 + ,0 + ,46 + ,0 + ,10.4 + ,0 + ,0 + ,6 + ,24 + ,4 + ,28 + ,0 + ,0 + ,2.5 + ,0 + ,0 + ,20 + ,53 + ,9 + ,32 + ,38 + ,0 + ,6 + ,0 + ,0 + ,0 + ,5 + ,10 + ,8 + ,7 + ,0 + ,18 + ,5 + ,0 + ,9 + ,1 + ,4 + ,2 + ,16 + ,30 + ,20 + ,1 + ,0 + ,0 + ,31 + ,7 + ,26 + ,4 + ,0 + ,0 + ,0 + ,0 + ,0 + ,1 + ,0 + ,0 + ,0 + ,0 + ,0 + ,9 + ,2 + ,12 + ,30 + ,25 + ,12 + ,4 + ,0 + ,32 + ,8 + ,2 + ,6 + ,11 + ,0 + ,0 + ,16 + ,0 + ,0 + ,0 + ,0 + ,4 + ,1 + ,11 + ,12.6 + ,15 + ,1 + ,25.5 + ,0 + ,0 + ,4.8 + ,8 + ,5 + ,4.5 + ,5 + ,0 + ,4.8 + ,4 + ,1 + ,16 + ,4 + ,8 + ,3 + ,2 + ,9 + ,7 + ,6 + ,5 + ,0 + ,7 + ,24 + ,20 + ,3 + ,0 + ,4.8 + ,4 + ,0 + ,0 + ,6 + ,1 + ,4.8 + ,7 + ,0 + ,0 + ,5 + ,0 + ,3.2 + ,5 + ,0 + ,29.9 + ,0 + ,2 + ,24 + ,9 + ,5 + ,35.2 + ,13 + ,0 + ,30 + ,0 + ,0 + ,26 + ,6 + ,4 + ,58.8 + ,16 + ,7 + ,15 + ,4 + ,0 + ,14 + ,61 + ,15 + ,4.8 + ,0 + ,0 + ,30 + ,0 + ,0 + ,14.4 + ,1 + ,0 + ,10 + ,9 + ,0 + ,9.6 + ,18 + ,0 + ,0 + ,35 + ,4 + ,26 + ,20 + ,0 + ,0 + ,16 + ,10 + ,31.5 + ,0 + ,0 + ,0 + ,1 + ,4 + ,1 + ,4 + ,0 + ,24 + ,3 + ,0 + ,3.6 + ,16 + ,0 + ,3) + ,dim=c(3 + ,160) + ,dimnames=list(c('Sport_tv' + ,'sport_live' + ,'Sport_Totaal') + ,1:160)) > y <- array(NA,dim=c(3,160),dimnames=list(c('Sport_tv','sport_live','Sport_Totaal'),1:160)) > 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 = '3' > #'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 Sport_Totaal Sport_tv sport_live 1 22.5 12 20 2 0.0 1 0 3 3.0 2 0 4 2.0 0 3 5 3.0 4 0 6 4.8 0 0 7 0.9 0 12 8 0.0 5 4 9 6.0 0 0 10 22.5 18 28 11 0.0 6 3 12 12.0 2 0 13 6.0 7 0 14 30.0 6 2 15 24.0 1 0 16 1.0 0 0 17 3.0 0 0 18 22.4 9 0 19 4.0 0 0 20 1.6 1 2 21 12.0 1 0 22 24.0 20 2 23 0.0 9 8 24 0.0 6 0 25 22.5 11 0 26 18.0 18 17 27 2.2 3 0 28 33.0 5 0 29 2.5 10 3 30 4.0 2 0 31 75.0 7 6 32 1.2 0 0 33 18.0 8 0 34 1.6 5 0 35 4.0 9 0 36 3.0 4 0 37 2.0 0 0 38 16.8 0 7 39 90.0 1 5 40 19.2 0 4 41 6.0 6 2 42 4.2 9 15 43 2.0 5 0 44 42.5 38 15 45 7.5 10 0 46 0.0 3 0 47 3.9 8 0 48 4.0 28 8 49 30.0 20 2 50 0.0 0 0 51 8.0 10 0 52 15.0 8 3 53 4.0 10 0 54 0.0 8 2 55 6.0 8 4 56 4.4 8 0 57 20.0 6 6 58 0.0 32 7 59 0.0 3 0 60 0.0 15 0 61 0.0 12 1 62 0.0 5 0 63 0.0 8 4 64 0.0 14 8 65 7.0 2 0 66 6.0 19 4 67 18.0 22 8 68 9.0 9 0 69 18.0 24 1 70 15.0 18 0 71 4.5 1 1 72 12.0 0 10 73 0.0 0 0 74 32.0 20 0 75 5.0 19 0 76 0.0 20 0 77 0.0 1 0 78 3.0 0 0 79 15.0 57 0 80 15.0 28 2 81 42.0 0 0 82 18.0 6 12 83 24.0 20 8 84 18.0 4 12 85 30.0 0 1 86 0.0 4 15 87 6.0 10 3 88 4.5 6 0 89 0.0 1 0 90 21.0 13 0 91 3.6 3 0 92 1.2 5 0 93 0.0 3 0 94 24.0 0 0 95 19.2 4 0 96 22.5 5 0 97 0.0 0 0 98 10.4 46 0 99 6.0 0 0 100 28.0 24 4 101 2.5 0 0 102 20.0 0 0 103 32.0 53 9 104 6.0 38 0 105 0.0 0 0 106 8.0 5 10 107 18.0 7 0 108 9.0 5 0 109 2.0 1 4 110 20.0 16 30 111 0.0 1 0 112 26.0 31 7 113 0.0 4 0 114 0.0 0 0 115 0.0 1 0 116 0.0 0 0 117 12.0 9 2 118 12.0 30 25 119 32.0 4 0 120 6.0 8 2 121 0.0 11 0 122 0.0 16 0 123 4.0 0 0 124 12.6 1 11 125 25.5 15 1 126 4.8 0 0 127 4.5 8 5 128 4.8 5 0 129 16.0 4 1 130 3.0 4 8 131 7.0 2 9 132 0.0 6 5 133 20.0 7 24 134 4.8 3 0 135 0.0 4 0 136 4.8 6 1 137 0.0 7 0 138 3.2 5 0 139 29.9 5 0 140 24.0 0 2 141 35.2 9 5 142 30.0 13 0 143 26.0 0 0 144 58.8 6 4 145 15.0 16 7 146 14.0 4 0 147 4.8 61 15 148 30.0 0 0 149 14.4 0 0 150 10.0 1 0 151 9.6 9 0 152 0.0 18 0 153 26.0 35 4 154 0.0 20 0 155 31.5 16 10 156 0.0 0 0 157 1.0 1 4 158 24.0 4 0 159 3.6 3 0 160 3.0 16 0 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Sport_tv sport_live 8.9386 0.1343 0.4174 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -18.595 -8.939 -4.964 5.430 78.840 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 8.9386 1.4218 6.287 3.07e-09 *** Sport_tv 0.1343 0.1018 1.320 0.1888 sport_live 0.4174 0.2021 2.065 0.0406 * --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 13.64 on 157 degrees of freedom Multiple R-squared: 0.05072, Adjusted R-squared: 0.03863 F-statistic: 4.194 on 2 and 157 DF, p-value: 0.01680 > 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,] 0.0077125811 1.542516e-02 9.922874e-01 [2,] 0.0046044216 9.208843e-03 9.953956e-01 [3,] 0.0068543915 1.370878e-02 9.931456e-01 [4,] 0.0045107522 9.021504e-03 9.954892e-01 [5,] 0.0016024745 3.204949e-03 9.983975e-01 [6,] 0.0011282616 2.256523e-03 9.988717e-01 [7,] 0.0019686055 3.937211e-03 9.980314e-01 [8,] 0.0006941224 1.388245e-03 9.993059e-01 [9,] 0.0258442954 5.168859e-02 9.741557e-01 [10,] 0.0716896444 1.433793e-01 9.283104e-01 [11,] 0.0469532094 9.390642e-02 9.530468e-01 [12,] 0.0286819865 5.736397e-02 9.713180e-01 [13,] 0.0209893796 4.197876e-02 9.790106e-01 [14,] 0.0122142901 2.442858e-02 9.877857e-01 [15,] 0.0073860035 1.477201e-02 9.926140e-01 [16,] 0.0050479543 1.009591e-02 9.949520e-01 [17,] 0.0032475696 6.495139e-03 9.967524e-01 [18,] 0.0047814722 9.562944e-03 9.952185e-01 [19,] 0.0045466051 9.093210e-03 9.954534e-01 [20,] 0.0033270432 6.654086e-03 9.966730e-01 [21,] 0.0020044677 4.008935e-03 9.979955e-01 [22,] 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0.5701315363 8.597369e-01 4.298685e-01 [111,] 0.5555940767 8.888118e-01 4.444059e-01 [112,] 0.5038739882 9.922520e-01 4.961260e-01 [113,] 0.4723747569 9.447495e-01 5.276252e-01 [114,] 0.5427569163 9.144862e-01 4.572431e-01 [115,] 0.4990194666 9.980389e-01 5.009805e-01 [116,] 0.4803994701 9.607989e-01 5.196005e-01 [117,] 0.4638109164 9.276218e-01 5.361891e-01 [118,] 0.4277705932 8.555412e-01 5.722294e-01 [119,] 0.3778159615 7.556319e-01 6.221840e-01 [120,] 0.3756756232 7.513512e-01 6.243244e-01 [121,] 0.3380751669 6.761503e-01 6.619248e-01 [122,] 0.3102829176 6.205658e-01 6.897171e-01 [123,] 0.2753611014 5.507222e-01 7.246389e-01 [124,] 0.2322516334 4.645033e-01 7.677484e-01 [125,] 0.2263921553 4.527843e-01 7.736078e-01 [126,] 0.2097069648 4.194139e-01 7.902930e-01 [127,] 0.2229624189 4.459248e-01 7.770376e-01 [128,] 0.2708028156 5.416056e-01 7.291972e-01 [129,] 0.2411776386 4.823553e-01 7.588224e-01 [130,] 0.2398426529 4.796853e-01 7.601573e-01 [131,] 0.2190093564 4.380187e-01 7.809906e-01 [132,] 0.2165133601 4.330267e-01 7.834866e-01 [133,] 0.2045015311 4.090031e-01 7.954985e-01 [134,] 0.2126548177 4.253096e-01 7.873452e-01 [135,] 0.1736919527 3.473839e-01 8.263080e-01 [136,] 0.1770935853 3.541872e-01 8.229064e-01 [137,] 0.2203908213 4.407816e-01 7.796092e-01 [138,] 0.1987243492 3.974487e-01 8.012757e-01 [139,] 0.8048164657 3.903671e-01 1.951835e-01 [140,] 0.7375276908 5.249446e-01 2.624723e-01 [141,] 0.6616438539 6.767123e-01 3.383561e-01 [142,] 0.7209019729 5.581961e-01 2.790980e-01 [143,] 0.8813930992 2.372138e-01 1.186069e-01 [144,] 0.8584826586 2.830347e-01 1.415173e-01 [145,] 0.8029185775 3.941628e-01 1.970814e-01 [146,] 0.7194645167 5.610710e-01 2.805355e-01 [147,] 0.6391770287 7.216459e-01 3.608230e-01 [148,] 0.5313426529 9.373147e-01 4.686573e-01 [149,] 0.4221102530 8.442205e-01 5.778897e-01 > postscript(file="/var/www/html/freestat/rcomp/tmp/1xr161290515977.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2xr161290515977.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3701r1290515977.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4701r1290515977.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5701r1290515977.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 = 160 Frequency = 1 1 2 3 4 5 6 3.6003200 -9.0728974 -6.2072431 -8.1908987 -6.4759345 -4.1385517 7 8 9 10 11 12 -13.0479397 -11.2800762 -2.9385517 -0.5453462 -10.9969729 2.7927569 13 14 15 16 17 18 -3.8789716 19.4204761 14.9271026 -7.9385517 -5.9385517 12.2523370 19 20 21 22 23 24 -4.9385517 -8.3077954 2.9271026 11.5396363 -13.4872550 -9.7446259 25 26 27 28 29 30 12.0836456 -0.4534072 -7.1415888 23.3897198 -9.0343557 -5.2072431 31 32 33 34 35 36 62.6163344 -7.7385517 7.9866827 -8.0102802 -6.1476630 -6.4759345 37 38 39 40 41 42 -6.9385517 4.9393053 78.8398576 8.5916523 -4.5795239 -12.2093979 43 44 45 46 47 48 -7.6102802 22.1945767 -2.7820087 -9.3415888 -6.1133173 -12.0398233 49 50 51 52 53 54 17.5396363 -8.9385517 -2.2820087 3.7343357 -6.2820087 -10.8482153 55 56 57 58 59 60 -5.6831133 -5.6133173 7.7506801 -16.1597571 -9.3415888 -10.9537372 61 62 63 64 65 66 -10.9681491 -9.6102802 -11.6831133 -14.1589835 -2.2072431 -7.1609160 67 68 69 70 71 72 2.7662509 -1.1476630 5.4197025 3.6432257 -4.9903464 -1.1130417 73 74 75 76 77 78 -8.9385517 20.3745343 -6.4911200 -11.6254657 -9.0728974 -5.9385517 79 80 81 82 83 84 -1.5962567 1.4648707 33.0614483 3.2459861 9.0349423 3.5146775 85 86 87 88 89 90 20.6439993 -15.7376694 -5.5343557 -5.2446259 -9.0728974 10.3149542 91 92 93 94 95 96 -5.7415888 -8.4102802 -9.3415888 15.0614483 9.7240655 12.8897198 97 98 99 100 101 102 -8.9385517 -4.7184540 -2.9385517 14.1673555 -6.4385517 11.0614483 103 104 105 106 107 108 12.1840852 -8.0436884 -8.9385517 -5.7847702 8.1210284 -0.6102802 109 110 111 112 113 114 -8.7426934 -3.6115528 -9.0728974 9.9745886 -9.4759345 -8.9385517 115 116 117 118 119 120 -9.0728974 -8.9385517 1.0174390 -11.4051476 22.5240655 -4.8482153 121 122 123 124 125 126 -10.4163544 -11.0880829 -4.9385517 -1.0648364 14.1288138 -4.1385517 127 128 129 130 131 132 -7.6005623 -4.8102802 6.1066165 -9.8155265 -5.9642841 -11.8318709 133 134 135 136 137 138 0.1022525 -4.5415888 -9.4759345 -5.3620749 -9.8789716 -6.4102802 139 140 141 142 143 144 20.2897198 14.2265503 22.9650920 19.3149542 17.0614483 47.3855781 145 146 147 148 149 150 0.9897741 4.5240655 -18.5953744 21.0614483 5.4614483 0.9271026 151 152 153 154 155 156 -0.5476630 -11.3567743 10.6895528 -11.6254657 16.2374271 -8.9385517 157 158 159 160 -9.7426934 14.5240655 -5.7415888 -8.0880829 > postscript(file="/var/www/html/freestat/rcomp/tmp/609ic1290515977.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 = 160 Frequency = 1 lag(myerror, k = 1) myerror 0 3.6003200 NA 1 -9.0728974 3.6003200 2 -6.2072431 -9.0728974 3 -8.1908987 -6.2072431 4 -6.4759345 -8.1908987 5 -4.1385517 -6.4759345 6 -13.0479397 -4.1385517 7 -11.2800762 -13.0479397 8 -2.9385517 -11.2800762 9 -0.5453462 -2.9385517 10 -10.9969729 -0.5453462 11 2.7927569 -10.9969729 12 -3.8789716 2.7927569 13 19.4204761 -3.8789716 14 14.9271026 19.4204761 15 -7.9385517 14.9271026 16 -5.9385517 -7.9385517 17 12.2523370 -5.9385517 18 -4.9385517 12.2523370 19 -8.3077954 -4.9385517 20 2.9271026 -8.3077954 21 11.5396363 2.9271026 22 -13.4872550 11.5396363 23 -9.7446259 -13.4872550 24 12.0836456 -9.7446259 25 -0.4534072 12.0836456 26 -7.1415888 -0.4534072 27 23.3897198 -7.1415888 28 -9.0343557 23.3897198 29 -5.2072431 -9.0343557 30 62.6163344 -5.2072431 31 -7.7385517 62.6163344 32 7.9866827 -7.7385517 33 -8.0102802 7.9866827 34 -6.1476630 -8.0102802 35 -6.4759345 -6.1476630 36 -6.9385517 -6.4759345 37 4.9393053 -6.9385517 38 78.8398576 4.9393053 39 8.5916523 78.8398576 40 -4.5795239 8.5916523 41 -12.2093979 -4.5795239 42 -7.6102802 -12.2093979 43 22.1945767 -7.6102802 44 -2.7820087 22.1945767 45 -9.3415888 -2.7820087 46 -6.1133173 -9.3415888 47 -12.0398233 -6.1133173 48 17.5396363 -12.0398233 49 -8.9385517 17.5396363 50 -2.2820087 -8.9385517 51 3.7343357 -2.2820087 52 -6.2820087 3.7343357 53 -10.8482153 -6.2820087 54 -5.6831133 -10.8482153 55 -5.6133173 -5.6831133 56 7.7506801 -5.6133173 57 -16.1597571 7.7506801 58 -9.3415888 -16.1597571 59 -10.9537372 -9.3415888 60 -10.9681491 -10.9537372 61 -9.6102802 -10.9681491 62 -11.6831133 -9.6102802 63 -14.1589835 -11.6831133 64 -2.2072431 -14.1589835 65 -7.1609160 -2.2072431 66 2.7662509 -7.1609160 67 -1.1476630 2.7662509 68 5.4197025 -1.1476630 69 3.6432257 5.4197025 70 -4.9903464 3.6432257 71 -1.1130417 -4.9903464 72 -8.9385517 -1.1130417 73 20.3745343 -8.9385517 74 -6.4911200 20.3745343 75 -11.6254657 -6.4911200 76 -9.0728974 -11.6254657 77 -5.9385517 -9.0728974 78 -1.5962567 -5.9385517 79 1.4648707 -1.5962567 80 33.0614483 1.4648707 81 3.2459861 33.0614483 82 9.0349423 3.2459861 83 3.5146775 9.0349423 84 20.6439993 3.5146775 85 -15.7376694 20.6439993 86 -5.5343557 -15.7376694 87 -5.2446259 -5.5343557 88 -9.0728974 -5.2446259 89 10.3149542 -9.0728974 90 -5.7415888 10.3149542 91 -8.4102802 -5.7415888 92 -9.3415888 -8.4102802 93 15.0614483 -9.3415888 94 9.7240655 15.0614483 95 12.8897198 9.7240655 96 -8.9385517 12.8897198 97 -4.7184540 -8.9385517 98 -2.9385517 -4.7184540 99 14.1673555 -2.9385517 100 -6.4385517 14.1673555 101 11.0614483 -6.4385517 102 12.1840852 11.0614483 103 -8.0436884 12.1840852 104 -8.9385517 -8.0436884 105 -5.7847702 -8.9385517 106 8.1210284 -5.7847702 107 -0.6102802 8.1210284 108 -8.7426934 -0.6102802 109 -3.6115528 -8.7426934 110 -9.0728974 -3.6115528 111 9.9745886 -9.0728974 112 -9.4759345 9.9745886 113 -8.9385517 -9.4759345 114 -9.0728974 -8.9385517 115 -8.9385517 -9.0728974 116 1.0174390 -8.9385517 117 -11.4051476 1.0174390 118 22.5240655 -11.4051476 119 -4.8482153 22.5240655 120 -10.4163544 -4.8482153 121 -11.0880829 -10.4163544 122 -4.9385517 -11.0880829 123 -1.0648364 -4.9385517 124 14.1288138 -1.0648364 125 -4.1385517 14.1288138 126 -7.6005623 -4.1385517 127 -4.8102802 -7.6005623 128 6.1066165 -4.8102802 129 -9.8155265 6.1066165 130 -5.9642841 -9.8155265 131 -11.8318709 -5.9642841 132 0.1022525 -11.8318709 133 -4.5415888 0.1022525 134 -9.4759345 -4.5415888 135 -5.3620749 -9.4759345 136 -9.8789716 -5.3620749 137 -6.4102802 -9.8789716 138 20.2897198 -6.4102802 139 14.2265503 20.2897198 140 22.9650920 14.2265503 141 19.3149542 22.9650920 142 17.0614483 19.3149542 143 47.3855781 17.0614483 144 0.9897741 47.3855781 145 4.5240655 0.9897741 146 -18.5953744 4.5240655 147 21.0614483 -18.5953744 148 5.4614483 21.0614483 149 0.9271026 5.4614483 150 -0.5476630 0.9271026 151 -11.3567743 -0.5476630 152 10.6895528 -11.3567743 153 -11.6254657 10.6895528 154 16.2374271 -11.6254657 155 -8.9385517 16.2374271 156 -9.7426934 -8.9385517 157 14.5240655 -9.7426934 158 -5.7415888 14.5240655 159 -8.0880829 -5.7415888 160 NA -8.0880829 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -9.0728974 3.6003200 [2,] -6.2072431 -9.0728974 [3,] -8.1908987 -6.2072431 [4,] -6.4759345 -8.1908987 [5,] -4.1385517 -6.4759345 [6,] -13.0479397 -4.1385517 [7,] -11.2800762 -13.0479397 [8,] -2.9385517 -11.2800762 [9,] -0.5453462 -2.9385517 [10,] -10.9969729 -0.5453462 [11,] 2.7927569 -10.9969729 [12,] -3.8789716 2.7927569 [13,] 19.4204761 -3.8789716 [14,] 14.9271026 19.4204761 [15,] -7.9385517 14.9271026 [16,] -5.9385517 -7.9385517 [17,] 12.2523370 -5.9385517 [18,] -4.9385517 12.2523370 [19,] -8.3077954 -4.9385517 [20,] 2.9271026 -8.3077954 [21,] 11.5396363 2.9271026 [22,] -13.4872550 11.5396363 [23,] -9.7446259 -13.4872550 [24,] 12.0836456 -9.7446259 [25,] -0.4534072 12.0836456 [26,] -7.1415888 -0.4534072 [27,] 23.3897198 -7.1415888 [28,] -9.0343557 23.3897198 [29,] -5.2072431 -9.0343557 [30,] 62.6163344 -5.2072431 [31,] -7.7385517 62.6163344 [32,] 7.9866827 -7.7385517 [33,] -8.0102802 7.9866827 [34,] -6.1476630 -8.0102802 [35,] -6.4759345 -6.1476630 [36,] -6.9385517 -6.4759345 [37,] 4.9393053 -6.9385517 [38,] 78.8398576 4.9393053 [39,] 8.5916523 78.8398576 [40,] -4.5795239 8.5916523 [41,] -12.2093979 -4.5795239 [42,] -7.6102802 -12.2093979 [43,] 22.1945767 -7.6102802 [44,] -2.7820087 22.1945767 [45,] -9.3415888 -2.7820087 [46,] -6.1133173 -9.3415888 [47,] -12.0398233 -6.1133173 [48,] 17.5396363 -12.0398233 [49,] -8.9385517 17.5396363 [50,] -2.2820087 -8.9385517 [51,] 3.7343357 -2.2820087 [52,] -6.2820087 3.7343357 [53,] -10.8482153 -6.2820087 [54,] -5.6831133 -10.8482153 [55,] -5.6133173 -5.6831133 [56,] 7.7506801 -5.6133173 [57,] -16.1597571 7.7506801 [58,] -9.3415888 -16.1597571 [59,] -10.9537372 -9.3415888 [60,] -10.9681491 -10.9537372 [61,] -9.6102802 -10.9681491 [62,] -11.6831133 -9.6102802 [63,] -14.1589835 -11.6831133 [64,] -2.2072431 -14.1589835 [65,] -7.1609160 -2.2072431 [66,] 2.7662509 -7.1609160 [67,] -1.1476630 2.7662509 [68,] 5.4197025 -1.1476630 [69,] 3.6432257 5.4197025 [70,] -4.9903464 3.6432257 [71,] -1.1130417 -4.9903464 [72,] -8.9385517 -1.1130417 [73,] 20.3745343 -8.9385517 [74,] -6.4911200 20.3745343 [75,] -11.6254657 -6.4911200 [76,] -9.0728974 -11.6254657 [77,] -5.9385517 -9.0728974 [78,] -1.5962567 -5.9385517 [79,] 1.4648707 -1.5962567 [80,] 33.0614483 1.4648707 [81,] 3.2459861 33.0614483 [82,] 9.0349423 3.2459861 [83,] 3.5146775 9.0349423 [84,] 20.6439993 3.5146775 [85,] -15.7376694 20.6439993 [86,] -5.5343557 -15.7376694 [87,] -5.2446259 -5.5343557 [88,] -9.0728974 -5.2446259 [89,] 10.3149542 -9.0728974 [90,] -5.7415888 10.3149542 [91,] -8.4102802 -5.7415888 [92,] -9.3415888 -8.4102802 [93,] 15.0614483 -9.3415888 [94,] 9.7240655 15.0614483 [95,] 12.8897198 9.7240655 [96,] -8.9385517 12.8897198 [97,] -4.7184540 -8.9385517 [98,] -2.9385517 -4.7184540 [99,] 14.1673555 -2.9385517 [100,] -6.4385517 14.1673555 [101,] 11.0614483 -6.4385517 [102,] 12.1840852 11.0614483 [103,] -8.0436884 12.1840852 [104,] -8.9385517 -8.0436884 [105,] -5.7847702 -8.9385517 [106,] 8.1210284 -5.7847702 [107,] -0.6102802 8.1210284 [108,] -8.7426934 -0.6102802 [109,] -3.6115528 -8.7426934 [110,] -9.0728974 -3.6115528 [111,] 9.9745886 -9.0728974 [112,] -9.4759345 9.9745886 [113,] -8.9385517 -9.4759345 [114,] -9.0728974 -8.9385517 [115,] -8.9385517 -9.0728974 [116,] 1.0174390 -8.9385517 [117,] -11.4051476 1.0174390 [118,] 22.5240655 -11.4051476 [119,] -4.8482153 22.5240655 [120,] -10.4163544 -4.8482153 [121,] -11.0880829 -10.4163544 [122,] -4.9385517 -11.0880829 [123,] -1.0648364 -4.9385517 [124,] 14.1288138 -1.0648364 [125,] -4.1385517 14.1288138 [126,] -7.6005623 -4.1385517 [127,] -4.8102802 -7.6005623 [128,] 6.1066165 -4.8102802 [129,] -9.8155265 6.1066165 [130,] -5.9642841 -9.8155265 [131,] -11.8318709 -5.9642841 [132,] 0.1022525 -11.8318709 [133,] -4.5415888 0.1022525 [134,] -9.4759345 -4.5415888 [135,] -5.3620749 -9.4759345 [136,] -9.8789716 -5.3620749 [137,] -6.4102802 -9.8789716 [138,] 20.2897198 -6.4102802 [139,] 14.2265503 20.2897198 [140,] 22.9650920 14.2265503 [141,] 19.3149542 22.9650920 [142,] 17.0614483 19.3149542 [143,] 47.3855781 17.0614483 [144,] 0.9897741 47.3855781 [145,] 4.5240655 0.9897741 [146,] -18.5953744 4.5240655 [147,] 21.0614483 -18.5953744 [148,] 5.4614483 21.0614483 [149,] 0.9271026 5.4614483 [150,] -0.5476630 0.9271026 [151,] -11.3567743 -0.5476630 [152,] 10.6895528 -11.3567743 [153,] -11.6254657 10.6895528 [154,] 16.2374271 -11.6254657 [155,] -8.9385517 16.2374271 [156,] -9.7426934 -8.9385517 [157,] 14.5240655 -9.7426934 [158,] -5.7415888 14.5240655 [159,] -8.0880829 -5.7415888 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -9.0728974 3.6003200 2 -6.2072431 -9.0728974 3 -8.1908987 -6.2072431 4 -6.4759345 -8.1908987 5 -4.1385517 -6.4759345 6 -13.0479397 -4.1385517 7 -11.2800762 -13.0479397 8 -2.9385517 -11.2800762 9 -0.5453462 -2.9385517 10 -10.9969729 -0.5453462 11 2.7927569 -10.9969729 12 -3.8789716 2.7927569 13 19.4204761 -3.8789716 14 14.9271026 19.4204761 15 -7.9385517 14.9271026 16 -5.9385517 -7.9385517 17 12.2523370 -5.9385517 18 -4.9385517 12.2523370 19 -8.3077954 -4.9385517 20 2.9271026 -8.3077954 21 11.5396363 2.9271026 22 -13.4872550 11.5396363 23 -9.7446259 -13.4872550 24 12.0836456 -9.7446259 25 -0.4534072 12.0836456 26 -7.1415888 -0.4534072 27 23.3897198 -7.1415888 28 -9.0343557 23.3897198 29 -5.2072431 -9.0343557 30 62.6163344 -5.2072431 31 -7.7385517 62.6163344 32 7.9866827 -7.7385517 33 -8.0102802 7.9866827 34 -6.1476630 -8.0102802 35 -6.4759345 -6.1476630 36 -6.9385517 -6.4759345 37 4.9393053 -6.9385517 38 78.8398576 4.9393053 39 8.5916523 78.8398576 40 -4.5795239 8.5916523 41 -12.2093979 -4.5795239 42 -7.6102802 -12.2093979 43 22.1945767 -7.6102802 44 -2.7820087 22.1945767 45 -9.3415888 -2.7820087 46 -6.1133173 -9.3415888 47 -12.0398233 -6.1133173 48 17.5396363 -12.0398233 49 -8.9385517 17.5396363 50 -2.2820087 -8.9385517 51 3.7343357 -2.2820087 52 -6.2820087 3.7343357 53 -10.8482153 -6.2820087 54 -5.6831133 -10.8482153 55 -5.6133173 -5.6831133 56 7.7506801 -5.6133173 57 -16.1597571 7.7506801 58 -9.3415888 -16.1597571 59 -10.9537372 -9.3415888 60 -10.9681491 -10.9537372 61 -9.6102802 -10.9681491 62 -11.6831133 -9.6102802 63 -14.1589835 -11.6831133 64 -2.2072431 -14.1589835 65 -7.1609160 -2.2072431 66 2.7662509 -7.1609160 67 -1.1476630 2.7662509 68 5.4197025 -1.1476630 69 3.6432257 5.4197025 70 -4.9903464 3.6432257 71 -1.1130417 -4.9903464 72 -8.9385517 -1.1130417 73 20.3745343 -8.9385517 74 -6.4911200 20.3745343 75 -11.6254657 -6.4911200 76 -9.0728974 -11.6254657 77 -5.9385517 -9.0728974 78 -1.5962567 -5.9385517 79 1.4648707 -1.5962567 80 33.0614483 1.4648707 81 3.2459861 33.0614483 82 9.0349423 3.2459861 83 3.5146775 9.0349423 84 20.6439993 3.5146775 85 -15.7376694 20.6439993 86 -5.5343557 -15.7376694 87 -5.2446259 -5.5343557 88 -9.0728974 -5.2446259 89 10.3149542 -9.0728974 90 -5.7415888 10.3149542 91 -8.4102802 -5.7415888 92 -9.3415888 -8.4102802 93 15.0614483 -9.3415888 94 9.7240655 15.0614483 95 12.8897198 9.7240655 96 -8.9385517 12.8897198 97 -4.7184540 -8.9385517 98 -2.9385517 -4.7184540 99 14.1673555 -2.9385517 100 -6.4385517 14.1673555 101 11.0614483 -6.4385517 102 12.1840852 11.0614483 103 -8.0436884 12.1840852 104 -8.9385517 -8.0436884 105 -5.7847702 -8.9385517 106 8.1210284 -5.7847702 107 -0.6102802 8.1210284 108 -8.7426934 -0.6102802 109 -3.6115528 -8.7426934 110 -9.0728974 -3.6115528 111 9.9745886 -9.0728974 112 -9.4759345 9.9745886 113 -8.9385517 -9.4759345 114 -9.0728974 -8.9385517 115 -8.9385517 -9.0728974 116 1.0174390 -8.9385517 117 -11.4051476 1.0174390 118 22.5240655 -11.4051476 119 -4.8482153 22.5240655 120 -10.4163544 -4.8482153 121 -11.0880829 -10.4163544 122 -4.9385517 -11.0880829 123 -1.0648364 -4.9385517 124 14.1288138 -1.0648364 125 -4.1385517 14.1288138 126 -7.6005623 -4.1385517 127 -4.8102802 -7.6005623 128 6.1066165 -4.8102802 129 -9.8155265 6.1066165 130 -5.9642841 -9.8155265 131 -11.8318709 -5.9642841 132 0.1022525 -11.8318709 133 -4.5415888 0.1022525 134 -9.4759345 -4.5415888 135 -5.3620749 -9.4759345 136 -9.8789716 -5.3620749 137 -6.4102802 -9.8789716 138 20.2897198 -6.4102802 139 14.2265503 20.2897198 140 22.9650920 14.2265503 141 19.3149542 22.9650920 142 17.0614483 19.3149542 143 47.3855781 17.0614483 144 0.9897741 47.3855781 145 4.5240655 0.9897741 146 -18.5953744 4.5240655 147 21.0614483 -18.5953744 148 5.4614483 21.0614483 149 0.9271026 5.4614483 150 -0.5476630 0.9271026 151 -11.3567743 -0.5476630 152 10.6895528 -11.3567743 153 -11.6254657 10.6895528 154 16.2374271 -11.6254657 155 -8.9385517 16.2374271 156 -9.7426934 -8.9385517 157 14.5240655 -9.7426934 158 -5.7415888 14.5240655 159 -8.0880829 -5.7415888 > 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/7bizf1290515977.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/8bizf1290515977.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/9bizf1290515977.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/108d6o1290515977.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11pafo1290515977.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/12stdu1290515977.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/13o2t21290515977.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/14slaq1290515977.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/15dlqe1290515977.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/16g47k1290515977.tab") + } > > try(system("convert tmp/1xr161290515977.ps tmp/1xr161290515977.png",intern=TRUE)) character(0) > try(system("convert tmp/2xr161290515977.ps tmp/2xr161290515977.png",intern=TRUE)) character(0) > try(system("convert tmp/3701r1290515977.ps tmp/3701r1290515977.png",intern=TRUE)) character(0) > try(system("convert tmp/4701r1290515977.ps tmp/4701r1290515977.png",intern=TRUE)) character(0) > try(system("convert tmp/5701r1290515977.ps tmp/5701r1290515977.png",intern=TRUE)) character(0) > try(system("convert tmp/609ic1290515977.ps tmp/609ic1290515977.png",intern=TRUE)) character(0) > try(system("convert tmp/7bizf1290515977.ps tmp/7bizf1290515977.png",intern=TRUE)) character(0) > try(system("convert tmp/8bizf1290515977.ps tmp/8bizf1290515977.png",intern=TRUE)) character(0) > try(system("convert tmp/9bizf1290515977.ps tmp/9bizf1290515977.png",intern=TRUE)) character(0) > try(system("convert tmp/108d6o1290515977.ps tmp/108d6o1290515977.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.530 2.705 9.858