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(14 + ,24 + ,11 + ,12 + ,24 + ,26 + ,237.588 + ,11 + ,25 + ,7 + ,8 + ,25 + ,23 + ,164.083 + ,6 + ,17 + ,17 + ,8 + ,30 + ,25 + ,278.261 + ,12 + ,18 + ,10 + ,8 + ,19 + ,23 + ,220.36 + ,8 + ,18 + ,12 + ,9 + ,22 + ,19 + ,253.967 + ,10 + ,16 + ,12 + ,7 + ,22 + ,29 + ,422.31 + ,10 + ,20 + ,11 + ,4 + ,25 + ,25 + ,136.921 + ,11 + ,16 + ,11 + ,11 + ,23 + ,21 + ,143.495 + ,16 + ,18 + ,12 + ,7 + ,17 + ,22 + ,189.785 + ,11 + ,17 + ,13 + ,7 + ,21 + ,25 + ,219.529 + ,13 + ,23 + ,14 + ,12 + ,19 + ,24 + ,217.761 + ,12 + ,30 + ,16 + ,10 + ,19 + ,18 + ,221.754 + ,8 + ,23 + ,11 + ,10 + ,15 + ,22 + ,159.854 + ,12 + ,18 + ,10 + ,8 + ,16 + ,15 + ,209.464 + ,11 + ,15 + ,11 + ,8 + ,23 + ,22 + ,174.283 + ,4 + ,12 + ,15 + ,4 + ,27 + ,28 + ,154.55 + ,9 + ,21 + ,9 + ,9 + ,22 + ,20 + ,153.024 + ,8 + ,15 + ,11 + ,8 + ,14 + ,12 + ,162.49 + ,8 + ,20 + ,17 + ,7 + ,22 + ,24 + ,154.462 + ,14 + ,31 + ,17 + ,11 + ,23 + ,20 + ,249.671 + ,15 + ,27 + ,11 + ,9 + ,23 + ,21 + ,259.473 + 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+ ,364.685 + ,11 + ,29 + ,9 + ,5 + ,31 + ,30 + ,230.501 + ,8 + ,31 + ,11 + ,8 + ,22 + ,24 + ,217.51 + ,9 + ,19 + ,13 + ,8 + ,27 + ,21 + ,262.297 + ,13 + ,9 + ,10 + ,6 + ,19 + ,25 + ,169.246 + ,11 + ,20 + ,11 + ,8 + ,25 + ,25 + ,260.428 + ,8 + ,28 + ,12 + ,7 + ,20 + ,22 + ,348.187 + ,9 + ,19 + ,9 + ,7 + ,21 + ,23 + ,512.937 + ,9 + ,30 + ,15 + ,9 + ,27 + ,26 + ,164.496 + ,15 + ,29 + ,18 + ,11 + ,23 + ,23 + ,111.187 + ,9 + ,26 + ,15 + ,6 + ,25 + ,25 + ,169.999 + ,10 + ,23 + ,12 + ,8 + ,20 + ,21 + ,240.187 + ,14 + ,13 + ,13 + ,6 + ,21 + ,25 + ,187.158 + ,12 + ,21 + ,14 + ,9 + ,22 + ,24 + ,194.096 + ,12 + ,19 + ,10 + ,8 + ,23 + ,29 + ,265.846 + ,11 + ,28 + ,13 + ,6 + ,25 + ,22 + ,283.319 + ,14 + ,23 + ,13 + ,10 + ,25 + ,27 + ,356.938 + ,6 + ,18 + ,11 + ,8 + ,17 + ,26 + ,240.802 + ,12 + ,21 + ,13 + ,8 + ,19 + ,22 + ,326.662 + ,8 + ,20 + ,16 + ,10 + ,25 + ,24 + ,249.266 + ,14 + ,23 + ,8 + ,5 + ,19 + ,27 + ,277.368 + ,11 + ,21 + ,16 + ,7 + ,20 + ,24 + ,394.618 + ,10 + ,21 + ,11 + ,5 + ,26 + 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,11 + ,22 + ,21 + ,239.717 + ,14 + ,17 + ,12 + ,6 + ,15 + ,21 + ,241.529 + ,8 + ,13 + ,12 + ,7 + ,14 + ,19 + ,155.561 + ,8 + ,28 + ,16 + ,12 + ,18 + ,24 + ,204.107 + ,8 + ,21 + ,9 + ,11 + ,24 + ,20 + ,745.97 + ,7 + ,25 + ,18 + ,11 + ,35 + ,17 + ,241.772 + ,6 + ,9 + ,8 + ,11 + ,29 + ,23 + ,110.267 + ,8 + ,16 + ,13 + ,5 + ,21 + ,24 + ,186.58 + ,6 + ,19 + ,17 + ,8 + ,25 + ,14 + ,227.906 + ,11 + ,17 + ,9 + ,6 + ,20 + ,19 + ,197.518 + ,14 + ,25 + ,15 + ,9 + ,22 + ,24 + ,254.094 + ,11 + ,20 + ,8 + ,4 + ,13 + ,13 + ,173.942 + ,11 + ,29 + ,7 + ,4 + ,26 + ,22 + ,294.42 + ,11 + ,14 + ,12 + ,7 + ,17 + ,16 + ,211.924 + ,14 + ,22 + ,14 + ,11 + ,25 + ,19 + ,262.479 + ,8 + ,15 + ,6 + ,6 + ,20 + ,25 + ,193.495 + ,20 + ,19 + ,8 + ,7 + ,19 + ,25 + ,165.972 + ,11 + ,20 + ,17 + ,8 + ,21 + ,23 + ,237.352 + ,8 + ,15 + ,10 + ,4 + ,22 + ,24 + ,205.814 + ,11 + ,20 + ,11 + ,8 + ,24 + ,26 + ,227.526 + ,10 + ,18 + ,14 + ,9 + ,21 + ,26 + ,250.439 + ,14 + ,33 + ,11 + ,8 + ,26 + ,25 + ,470.849 + ,11 + ,22 + ,13 + ,11 + ,24 + ,18 + ,176.469 + ,9 + ,16 + ,12 + ,8 + ,16 + ,21 + ,298.691 + ,9 + ,17 + ,11 + ,5 + ,23 + ,26 + ,193.922 + ,8 + ,16 + ,9 + ,4 + ,18 + ,23 + ,212.422 + ,10 + ,21 + ,12 + ,8 + ,16 + ,23 + ,203.284 + ,13 + ,26 + ,20 + ,10 + ,26 + ,22 + ,240.56 + ,13 + ,18 + ,12 + ,6 + ,19 + ,20 + ,445.327 + ,12 + ,18 + ,13 + ,9 + ,21 + ,13 + ,248.984 + ,8 + ,17 + ,12 + ,9 + ,21 + ,24 + ,174.44 + ,13 + ,22 + ,12 + ,13 + ,22 + ,15 + ,165.024 + ,14 + ,30 + ,9 + ,9 + ,23 + ,14 + ,249.681 + ,12 + ,30 + ,15 + ,10 + ,29 + ,22 + ,238.312 + ,14 + ,24 + ,24 + ,20 + ,21 + ,10 + ,250.437 + ,15 + ,21 + ,7 + ,5 + ,21 + ,24 + ,174.75 + ,13 + ,21 + ,17 + ,11 + ,23 + ,22 + ,4941.633 + ,16 + ,29 + ,11 + ,6 + ,27 + ,24 + ,138.936 + ,9 + ,31 + ,17 + ,9 + ,25 + ,19 + ,203.181 + ,9 + ,20 + ,11 + ,7 + ,21 + ,20 + ,187.747 + ,9 + ,16 + ,12 + ,9 + ,10 + ,13 + ,270.95 + ,8 + ,22 + ,14 + ,10 + ,20 + ,20 + ,307.688 + ,7 + ,20 + ,11 + ,9 + ,26 + ,22 + ,184.477 + ,16 + ,28 + ,16 + ,8 + ,24 + ,24 + ,230.916 + ,11 + ,38 + ,21 + ,7 + ,29 + ,29 + ,187.286 + ,9 + ,22 + ,14 + ,6 + ,19 + ,12 + ,169.376 + ,11 + ,20 + ,20 + ,13 + ,24 + ,20 + ,182.838 + ,9 + ,17 + ,13 + ,6 + ,19 + ,21 + ,176.081 + ,14 + ,28 + ,11 + ,8 + ,24 + ,24 + ,248.056 + ,13 + ,22 + ,15 + ,10 + ,22 + ,22 + ,235.24 + ,16 + ,31 + ,19 + ,16 + ,17 + ,20 + ,76.347) + ,dim=c(7 + ,159) + ,dimnames=list(c('Doubts' + ,'Concern' + ,'Expectations' + ,'Criticism' + ,'Standards' + ,'Organization' + ,'Time') + ,1:159)) > y <- array(NA,dim=c(7,159),dimnames=list(c('Doubts','Concern','Expectations','Criticism','Standards','Organization','Time'),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 = 'Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from package:base : as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Doubts Concern Expectations Criticism Standards Organization Time t 1 14 24 11 12 24 26 237.588 1 2 11 25 7 8 25 23 164.083 2 3 6 17 17 8 30 25 278.261 3 4 12 18 10 8 19 23 220.360 4 5 8 18 12 9 22 19 253.967 5 6 10 16 12 7 22 29 422.310 6 7 10 20 11 4 25 25 136.921 7 8 11 16 11 11 23 21 143.495 8 9 16 18 12 7 17 22 189.785 9 10 11 17 13 7 21 25 219.529 10 11 13 23 14 12 19 24 217.761 11 12 12 30 16 10 19 18 221.754 12 13 8 23 11 10 15 22 159.854 13 14 12 18 10 8 16 15 209.464 14 15 11 15 11 8 23 22 174.283 15 16 4 12 15 4 27 28 154.550 16 17 9 21 9 9 22 20 153.024 17 18 8 15 11 8 14 12 162.490 18 19 8 20 17 7 22 24 154.462 19 20 14 31 17 11 23 20 249.671 20 21 15 27 11 9 23 21 259.473 21 22 16 34 18 11 21 20 155.337 22 23 9 21 14 13 19 21 151.289 23 24 14 31 10 8 18 23 276.614 24 25 11 19 11 8 20 28 188.214 25 26 8 16 15 9 23 24 181.098 26 27 9 20 15 6 25 24 240.898 27 28 9 21 13 9 19 24 244.551 28 29 9 22 16 9 24 23 250.238 29 30 9 17 13 6 22 23 183.129 30 31 10 24 9 6 25 29 310.331 31 32 16 25 18 16 26 24 281.942 32 33 11 26 18 5 29 18 230.343 33 34 8 25 12 7 32 25 161.563 34 35 9 17 17 9 25 21 392.527 35 36 16 32 9 6 29 26 1077.414 36 37 11 33 9 6 28 22 248.275 37 38 16 13 12 5 17 22 557.386 38 39 12 32 18 12 28 22 731.874 39 40 12 25 12 7 29 23 301.429 40 41 14 29 18 10 26 30 226.360 41 42 9 22 14 9 25 23 215.018 42 43 10 18 15 8 14 17 157.672 43 44 9 17 16 5 25 23 219.118 44 45 10 20 10 8 26 23 213.019 45 46 12 15 11 8 20 25 390.642 46 47 14 20 14 10 18 24 157.124 47 48 14 33 9 6 32 24 227.652 48 49 10 29 12 8 25 23 239.266 49 50 14 23 17 7 25 21 506.343 50 51 16 26 5 4 23 24 149.219 51 52 9 18 12 8 21 24 213.351 52 53 10 20 12 8 20 28 174.517 53 54 6 11 6 4 15 16 172.531 54 55 8 28 24 20 30 20 320.656 55 56 13 26 12 8 24 29 305.011 56 57 10 22 12 8 26 27 266.495 57 58 8 17 14 6 24 22 361.511 58 59 7 12 7 4 22 28 361.019 59 60 15 14 13 8 14 16 382.187 60 61 9 17 12 9 24 25 196.763 61 62 10 21 13 6 24 24 273.212 62 63 12 19 14 7 24 28 186.397 63 64 13 18 8 9 24 24 294.205 64 65 10 10 11 5 19 23 364.685 65 66 11 29 9 5 31 30 230.501 66 67 8 31 11 8 22 24 217.510 67 68 9 19 13 8 27 21 262.297 68 69 13 9 10 6 19 25 169.246 69 70 11 20 11 8 25 25 260.428 70 71 8 28 12 7 20 22 348.187 71 72 9 19 9 7 21 23 512.937 72 73 9 30 15 9 27 26 164.496 73 74 15 29 18 11 23 23 111.187 74 75 9 26 15 6 25 25 169.999 75 76 10 23 12 8 20 21 240.187 76 77 14 13 13 6 21 25 187.158 77 78 12 21 14 9 22 24 194.096 78 79 12 19 10 8 23 29 265.846 79 80 11 28 13 6 25 22 283.319 80 81 14 23 13 10 25 27 356.938 81 82 6 18 11 8 17 26 240.802 82 83 12 21 13 8 19 22 326.662 83 84 8 20 16 10 25 24 249.266 84 85 14 23 8 5 19 27 277.368 85 86 11 21 16 7 20 24 394.618 86 87 10 21 11 5 26 24 235.686 87 88 14 15 9 8 23 29 227.641 88 89 12 28 16 14 27 22 159.593 89 90 10 19 12 7 17 21 268.866 90 91 14 26 14 8 17 24 206.466 91 92 5 10 8 6 19 24 233.064 92 93 11 16 9 5 17 23 133.824 93 94 10 22 15 6 22 20 486.783 94 95 9 19 11 10 21 27 228.859 95 96 10 31 21 12 32 26 155.238 96 97 16 31 14 9 21 25 2042.451 97 98 13 29 18 12 21 21 205.218 98 99 9 19 12 7 18 21 373.648 99 100 10 22 13 8 18 19 229.151 100 101 10 23 15 10 23 21 199.156 101 102 7 15 12 6 19 21 234.410 102 103 9 20 19 10 20 16 56.519 103 104 8 18 15 10 21 22 289.239 104 105 14 23 11 10 20 29 199.227 105 106 14 25 11 5 17 15 274.513 106 107 8 21 10 7 18 17 174.499 107 108 9 24 13 10 19 15 217.714 108 109 14 25 15 11 22 21 239.717 109 110 14 17 12 6 15 21 241.529 110 111 8 13 12 7 14 19 155.561 111 112 8 28 16 12 18 24 204.107 112 113 8 21 9 11 24 20 745.970 113 114 7 25 18 11 35 17 241.772 114 115 6 9 8 11 29 23 110.267 115 116 8 16 13 5 21 24 186.580 116 117 6 19 17 8 25 14 227.906 117 118 11 17 9 6 20 19 197.518 118 119 14 25 15 9 22 24 254.094 119 120 11 20 8 4 13 13 173.942 120 121 11 29 7 4 26 22 294.420 121 122 11 14 12 7 17 16 211.924 122 123 14 22 14 11 25 19 262.479 123 124 8 15 6 6 20 25 193.495 124 125 20 19 8 7 19 25 165.972 125 126 11 20 17 8 21 23 237.352 126 127 8 15 10 4 22 24 205.814 127 128 11 20 11 8 24 26 227.526 128 129 10 18 14 9 21 26 250.439 129 130 14 33 11 8 26 25 470.849 130 131 11 22 13 11 24 18 176.469 131 132 9 16 12 8 16 21 298.691 132 133 9 17 11 5 23 26 193.922 133 134 8 16 9 4 18 23 212.422 134 135 10 21 12 8 16 23 203.284 135 136 13 26 20 10 26 22 240.560 136 137 13 18 12 6 19 20 445.327 137 138 12 18 13 9 21 13 248.984 138 139 8 17 12 9 21 24 174.440 139 140 13 22 12 13 22 15 165.024 140 141 14 30 9 9 23 14 249.681 141 142 12 30 15 10 29 22 238.312 142 143 14 24 24 20 21 10 250.437 143 144 15 21 7 5 21 24 174.750 144 145 13 21 17 11 23 22 4941.633 145 146 16 29 11 6 27 24 138.936 146 147 9 31 17 9 25 19 203.181 147 148 9 20 11 7 21 20 187.747 148 149 9 16 12 9 10 13 270.950 149 150 8 22 14 10 20 20 307.688 150 151 7 20 11 9 26 22 184.477 151 152 16 28 16 8 24 24 230.916 152 153 11 38 21 7 29 29 187.286 153 154 9 22 14 6 19 12 169.376 154 155 11 20 20 13 24 20 182.838 155 156 9 17 13 6 19 21 176.081 156 157 14 28 11 8 24 24 248.056 157 158 13 22 15 10 22 22 235.240 158 159 16 31 19 16 17 20 76.347 159 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Concern Expectations Criticism Standards 7.3720025 0.2462405 -0.1122430 0.1447157 -0.1911164 Organization Time t 0.1077412 0.0007767 0.0007507 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -5.5957 -1.7771 -0.3116 1.5982 8.5493 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.3720025 1.6890273 4.365 2.35e-05 *** Concern 0.2462405 0.0400728 6.145 6.80e-09 *** Expectations -0.1122430 0.0738946 -1.519 0.13086 Criticism 0.1447157 0.0927008 1.561 0.12059 Standards -0.1911164 0.0567367 -3.368 0.00096 *** Organization 0.1077412 0.0577125 1.867 0.06386 . Time 0.0007767 0.0004791 1.621 0.10705 t 0.0007507 0.0044428 0.169 0.86605 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 2.476 on 151 degrees of freedom Multiple R-squared: 0.2531, Adjusted R-squared: 0.2184 F-statistic: 7.308 on 7 and 151 DF, p-value: 1.519e-07 > 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,] 0.32043261 0.6408652 0.6795674 [2,] 0.19351417 0.3870283 0.8064858 [3,] 0.83794485 0.3241103 0.1620551 [4,] 0.82058785 0.3588243 0.1794121 [5,] 0.78534792 0.4293042 0.2146521 [6,] 0.78424302 0.4315140 0.2157570 [7,] 0.70811708 0.5837658 0.2918829 [8,] 0.68535112 0.6292978 0.3146489 [9,] 0.60563211 0.7887358 0.3943679 [10,] 0.68109790 0.6378042 0.3189021 [11,] 0.68706633 0.6258673 0.3129337 [12,] 0.67237645 0.6552471 0.3276235 [13,] 0.64814513 0.7037097 0.3518549 [14,] 0.59807266 0.8038547 0.4019273 [15,] 0.52817373 0.9436525 0.4718263 [16,] 0.45776886 0.9155377 0.5422311 [17,] 0.38795517 0.7759103 0.6120448 [18,] 0.36165602 0.7233120 0.6383440 [19,] 0.30312980 0.6062596 0.6968702 [20,] 0.25356410 0.5071282 0.7464359 [21,] 0.21549505 0.4309901 0.7845049 [22,] 0.32470681 0.6494136 0.6752932 [23,] 0.29506862 0.5901372 0.7049314 [24,] 0.26682037 0.5336407 0.7331796 [25,] 0.21827680 0.4365536 0.7817232 [26,] 0.18617453 0.3723491 0.8138255 [27,] 0.15739165 0.3147833 0.8426083 [28,] 0.37360117 0.7472023 0.6263988 [29,] 0.40176666 0.8035333 0.5982333 [30,] 0.37872516 0.7574503 0.6212748 [31,] 0.35903146 0.7180629 0.6409685 [32,] 0.32085344 0.6417069 0.6791466 [33,] 0.27680697 0.5536139 0.7231930 [34,] 0.23655158 0.4731032 0.7634484 [35,] 0.19672909 0.3934582 0.8032709 [36,] 0.17008758 0.3401752 0.8299124 [37,] 0.16979317 0.3395863 0.8302068 [38,] 0.16702654 0.3340531 0.8329735 [39,] 0.16634510 0.3326902 0.8336549 [40,] 0.18465772 0.3693154 0.8153423 [41,] 0.24705042 0.4941008 0.7529496 [42,] 0.23179505 0.4635901 0.7682049 [43,] 0.21020308 0.4204062 0.7897969 [44,] 0.23608343 0.4721669 0.7639166 [45,] 0.25313521 0.5062704 0.7468648 [46,] 0.21617412 0.4323482 0.7838259 [47,] 0.18317829 0.3663566 0.8168217 [48,] 0.15834834 0.3166967 0.8416517 [49,] 0.15480264 0.3096053 0.8451974 [50,] 0.24821746 0.4964349 0.7517825 [51,] 0.21149748 0.4229950 0.7885025 [52,] 0.17802737 0.3560547 0.8219726 [53,] 0.17307997 0.3461599 0.8269200 [54,] 0.18074246 0.3614849 0.8192575 [55,] 0.15837432 0.3167486 0.8416257 [56,] 0.13160888 0.2632178 0.8683911 [57,] 0.25749508 0.5149902 0.7425049 [58,] 0.22036627 0.4407325 0.7796337 [59,] 0.32400361 0.6480072 0.6759964 [60,] 0.28710210 0.5742042 0.7128979 [61,] 0.41672113 0.8334423 0.5832789 [62,] 0.41749324 0.8349865 0.5825068 [63,] 0.42258783 0.8451757 0.5774122 [64,] 0.46254602 0.9250920 0.5374540 [65,] 0.43471001 0.8694200 0.5652900 [66,] 0.40049574 0.8009915 0.5995043 [67,] 0.58974412 0.8205118 0.4102559 [68,] 0.56056331 0.8788734 0.4394367 [69,] 0.52337544 0.9532491 0.4766246 [70,] 0.47664811 0.9532962 0.5233519 [71,] 0.48220278 0.9644056 0.5177972 [72,] 0.65058813 0.6988237 0.3494119 [73,] 0.61265442 0.7746912 0.3873456 [74,] 0.58584540 0.8283092 0.4141546 [75,] 0.56203183 0.8759363 0.4379682 [76,] 0.52022795 0.9595441 0.4797721 [77,] 0.47639986 0.9527997 0.5236001 [78,] 0.57653115 0.8469377 0.4234688 [79,] 0.53246077 0.9350785 0.4675392 [80,] 0.48992732 0.9798546 0.5100727 [81,] 0.46031458 0.9206292 0.5396854 [82,] 0.50644002 0.9871200 0.4935600 [83,] 0.47214226 0.9442845 0.5278577 [84,] 0.43062469 0.8612494 0.5693753 [85,] 0.41128924 0.8225785 0.5887108 [86,] 0.36691707 0.7338341 0.6330829 [87,] 0.35302848 0.7060570 0.6469715 [88,] 0.31342512 0.6268502 0.6865749 [89,] 0.28438403 0.5687681 0.7156160 [90,] 0.24789862 0.4957972 0.7521014 [91,] 0.21111316 0.4222263 0.7888868 [92,] 0.19448077 0.3889615 0.8055192 [93,] 0.16218838 0.3243768 0.8378116 [94,] 0.14615097 0.2923019 0.8538490 [95,] 0.12880836 0.2576167 0.8711916 [96,] 0.13582556 0.2716511 0.8641744 [97,] 0.13483962 0.2696792 0.8651604 [98,] 0.12889945 0.2577989 0.8711006 [99,] 0.12869234 0.2573847 0.8713077 [100,] 0.16900799 0.3380160 0.8309920 [101,] 0.14324365 0.2864873 0.8567564 [102,] 0.29934939 0.5986988 0.7006506 [103,] 0.38274959 0.7654992 0.6172504 [104,] 0.35147166 0.7029433 0.6485283 [105,] 0.34062367 0.6812473 0.6593763 [106,] 0.29997782 0.5999556 0.7000222 [107,] 0.30077498 0.6015500 0.6992250 [108,] 0.26271099 0.5254220 0.7372890 [109,] 0.23851298 0.4770260 0.7614870 [110,] 0.19798259 0.3959652 0.8020174 [111,] 0.18894585 0.3778917 0.8110542 [112,] 0.16837114 0.3367423 0.8316289 [113,] 0.17418688 0.3483738 0.8258131 [114,] 0.18820039 0.3764008 0.8117996 [115,] 0.73434725 0.5313055 0.2656527 [116,] 0.69519351 0.6096130 0.3048065 [117,] 0.63947494 0.7210501 0.3605251 [118,] 0.57751642 0.8449672 0.4224836 [119,] 0.51234878 0.9753024 0.4876512 [120,] 0.44993100 0.8998620 0.5500690 [121,] 0.39271329 0.7854266 0.6072867 [122,] 0.33893084 0.6778617 0.6610692 [123,] 0.27856188 0.5571238 0.7214381 [124,] 0.24378508 0.4875702 0.7562149 [125,] 0.23784857 0.4756971 0.7621514 [126,] 0.20278046 0.4055609 0.7972195 [127,] 0.21894958 0.4378992 0.7810504 [128,] 0.23690329 0.4738066 0.7630967 [129,] 0.22853213 0.4570643 0.7714679 [130,] 0.17494690 0.3498938 0.8250531 [131,] 0.12680821 0.2536164 0.8731918 [132,] 0.09133363 0.1826673 0.9086664 [133,] 0.12091663 0.2418333 0.8790834 [134,] 0.13197358 0.2639472 0.8680264 [135,] 0.11015887 0.2203177 0.8898411 [136,] 0.30631503 0.6126301 0.6936850 [137,] 0.20294185 0.4058837 0.7970582 [138,] 0.14010248 0.2802050 0.8598975 > postscript(file="/var/www/html/freestat/rcomp/tmp/19peb1290526886.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/22gve1290526886.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/32gve1290526886.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/42gve1290526886.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/52gve1290526886.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 1.81653983 -0.72912650 -1.98610925 1.13937367 -1.80339614 -0.23040445 7 8 9 10 11 12 0.33177285 1.34659976 5.25407914 1.02995090 0.66730331 -0.89986736 13 14 15 16 17 18 -4.88550060 1.42891082 1.89007747 -3.21077097 -1.91718993 -1.74565024 19 20 21 22 23 24 -1.91715694 1.34271339 2.82754319 2.40577323 -2.61908462 -0.31157671 25 26 27 28 29 30 -0.33300846 -1.28093981 -0.49672104 -2.55188152 -1.40323742 -0.40547457 31 32 33 34 35 36 -1.75078091 4.31713115 1.92188848 -1.92292676 0.23178217 2.76741155 37 38 39 40 41 42 -1.59571027 6.46741545 -0.58470629 1.60606363 1.59043276 -1.41900904 43 44 45 46 47 48 -0.58912995 0.61085642 -0.04036729 1.80218045 2.52441480 1.96103438 49 50 51 52 53 54 -2.24655163 3.94410600 3.86379874 -1.39223624 -1.47738551 -3.01771198 55 56 57 58 59 60 -3.17890009 0.59828498 -0.78987170 -0.96283140 -2.25694746 5.09193736 61 62 63 64 65 66 -0.81897486 -0.20993658 1.88578832 2.51561524 1.49779519 -0.76257658 67 68 69 70 71 72 -5.52897946 -0.10633997 4.42039603 0.60968609 -4.80455367 -1.97046086 73 74 75 76 77 78 -3.20170899 2.69124328 -2.06286722 -1.53019175 5.13447791 1.13536790 79 80 81 82 83 84 0.91952145 -0.54838342 2.50731685 -5.52826949 0.70325182 -2.01262837 85 86 87 88 89 90 1.58178382 0.10529487 0.10290719 3.81515954 0.10219899 -1.00664866 91 92 93 94 95 96 1.07393218 -4.00942414 0.57193252 -0.37286814 -2.40769894 -1.26313049 97 98 99 100 101 102 0.92416173 0.28872410 -1.90367596 -1.34790252 -0.89644114 -2.47698288 103 104 105 106 107 108 -0.63410104 -2.22743541 1.21624981 2.32314743 -3.04099747 -2.50485538 109 110 111 112 113 114 2.23773529 3.25453551 -1.81482864 -5.59574079 -3.35701363 -1.51540642 115 116 117 118 119 120 -1.38974118 -1.38061344 -2.29548192 1.11705068 2.18526935 -0.11903913 121 122 123 124 125 126 -1.02693381 1.78346753 3.62485621 -2.37502395 8.54929539 0.71004779 127 128 129 130 131 132 -1.15846684 0.29284616 -0.61455685 0.39119531 0.49003961 -1.65845328 133 134 135 136 137 138 -0.70305356 -2.18406221 -2.03328422 2.33322758 2.70193723 2.66821026 139 140 141 142 143 144 -2.32579553 2.03148967 1.53605066 0.35764199 3.15190937 3.70289624 145 146 147 148 149 150 -1.14860571 4.21024407 -2.93710467 -1.47345560 -2.07915174 -3.34913477 151 152 153 154 155 156 -3.02249935 4.07897087 -2.22748873 -0.99502943 1.24034494 -0.85245040 157 158 159 1.50068920 1.98012627 1.72720687 > postscript(file="/var/www/html/freestat/rcomp/tmp/6c7cz1290526886.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 1.81653983 NA 1 -0.72912650 1.81653983 2 -1.98610925 -0.72912650 3 1.13937367 -1.98610925 4 -1.80339614 1.13937367 5 -0.23040445 -1.80339614 6 0.33177285 -0.23040445 7 1.34659976 0.33177285 8 5.25407914 1.34659976 9 1.02995090 5.25407914 10 0.66730331 1.02995090 11 -0.89986736 0.66730331 12 -4.88550060 -0.89986736 13 1.42891082 -4.88550060 14 1.89007747 1.42891082 15 -3.21077097 1.89007747 16 -1.91718993 -3.21077097 17 -1.74565024 -1.91718993 18 -1.91715694 -1.74565024 19 1.34271339 -1.91715694 20 2.82754319 1.34271339 21 2.40577323 2.82754319 22 -2.61908462 2.40577323 23 -0.31157671 -2.61908462 24 -0.33300846 -0.31157671 25 -1.28093981 -0.33300846 26 -0.49672104 -1.28093981 27 -2.55188152 -0.49672104 28 -1.40323742 -2.55188152 29 -0.40547457 -1.40323742 30 -1.75078091 -0.40547457 31 4.31713115 -1.75078091 32 1.92188848 4.31713115 33 -1.92292676 1.92188848 34 0.23178217 -1.92292676 35 2.76741155 0.23178217 36 -1.59571027 2.76741155 37 6.46741545 -1.59571027 38 -0.58470629 6.46741545 39 1.60606363 -0.58470629 40 1.59043276 1.60606363 41 -1.41900904 1.59043276 42 -0.58912995 -1.41900904 43 0.61085642 -0.58912995 44 -0.04036729 0.61085642 45 1.80218045 -0.04036729 46 2.52441480 1.80218045 47 1.96103438 2.52441480 48 -2.24655163 1.96103438 49 3.94410600 -2.24655163 50 3.86379874 3.94410600 51 -1.39223624 3.86379874 52 -1.47738551 -1.39223624 53 -3.01771198 -1.47738551 54 -3.17890009 -3.01771198 55 0.59828498 -3.17890009 56 -0.78987170 0.59828498 57 -0.96283140 -0.78987170 58 -2.25694746 -0.96283140 59 5.09193736 -2.25694746 60 -0.81897486 5.09193736 61 -0.20993658 -0.81897486 62 1.88578832 -0.20993658 63 2.51561524 1.88578832 64 1.49779519 2.51561524 65 -0.76257658 1.49779519 66 -5.52897946 -0.76257658 67 -0.10633997 -5.52897946 68 4.42039603 -0.10633997 69 0.60968609 4.42039603 70 -4.80455367 0.60968609 71 -1.97046086 -4.80455367 72 -3.20170899 -1.97046086 73 2.69124328 -3.20170899 74 -2.06286722 2.69124328 75 -1.53019175 -2.06286722 76 5.13447791 -1.53019175 77 1.13536790 5.13447791 78 0.91952145 1.13536790 79 -0.54838342 0.91952145 80 2.50731685 -0.54838342 81 -5.52826949 2.50731685 82 0.70325182 -5.52826949 83 -2.01262837 0.70325182 84 1.58178382 -2.01262837 85 0.10529487 1.58178382 86 0.10290719 0.10529487 87 3.81515954 0.10290719 88 0.10219899 3.81515954 89 -1.00664866 0.10219899 90 1.07393218 -1.00664866 91 -4.00942414 1.07393218 92 0.57193252 -4.00942414 93 -0.37286814 0.57193252 94 -2.40769894 -0.37286814 95 -1.26313049 -2.40769894 96 0.92416173 -1.26313049 97 0.28872410 0.92416173 98 -1.90367596 0.28872410 99 -1.34790252 -1.90367596 100 -0.89644114 -1.34790252 101 -2.47698288 -0.89644114 102 -0.63410104 -2.47698288 103 -2.22743541 -0.63410104 104 1.21624981 -2.22743541 105 2.32314743 1.21624981 106 -3.04099747 2.32314743 107 -2.50485538 -3.04099747 108 2.23773529 -2.50485538 109 3.25453551 2.23773529 110 -1.81482864 3.25453551 111 -5.59574079 -1.81482864 112 -3.35701363 -5.59574079 113 -1.51540642 -3.35701363 114 -1.38974118 -1.51540642 115 -1.38061344 -1.38974118 116 -2.29548192 -1.38061344 117 1.11705068 -2.29548192 118 2.18526935 1.11705068 119 -0.11903913 2.18526935 120 -1.02693381 -0.11903913 121 1.78346753 -1.02693381 122 3.62485621 1.78346753 123 -2.37502395 3.62485621 124 8.54929539 -2.37502395 125 0.71004779 8.54929539 126 -1.15846684 0.71004779 127 0.29284616 -1.15846684 128 -0.61455685 0.29284616 129 0.39119531 -0.61455685 130 0.49003961 0.39119531 131 -1.65845328 0.49003961 132 -0.70305356 -1.65845328 133 -2.18406221 -0.70305356 134 -2.03328422 -2.18406221 135 2.33322758 -2.03328422 136 2.70193723 2.33322758 137 2.66821026 2.70193723 138 -2.32579553 2.66821026 139 2.03148967 -2.32579553 140 1.53605066 2.03148967 141 0.35764199 1.53605066 142 3.15190937 0.35764199 143 3.70289624 3.15190937 144 -1.14860571 3.70289624 145 4.21024407 -1.14860571 146 -2.93710467 4.21024407 147 -1.47345560 -2.93710467 148 -2.07915174 -1.47345560 149 -3.34913477 -2.07915174 150 -3.02249935 -3.34913477 151 4.07897087 -3.02249935 152 -2.22748873 4.07897087 153 -0.99502943 -2.22748873 154 1.24034494 -0.99502943 155 -0.85245040 1.24034494 156 1.50068920 -0.85245040 157 1.98012627 1.50068920 158 1.72720687 1.98012627 159 NA 1.72720687 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.72912650 1.81653983 [2,] -1.98610925 -0.72912650 [3,] 1.13937367 -1.98610925 [4,] -1.80339614 1.13937367 [5,] -0.23040445 -1.80339614 [6,] 0.33177285 -0.23040445 [7,] 1.34659976 0.33177285 [8,] 5.25407914 1.34659976 [9,] 1.02995090 5.25407914 [10,] 0.66730331 1.02995090 [11,] -0.89986736 0.66730331 [12,] -4.88550060 -0.89986736 [13,] 1.42891082 -4.88550060 [14,] 1.89007747 1.42891082 [15,] -3.21077097 1.89007747 [16,] -1.91718993 -3.21077097 [17,] -1.74565024 -1.91718993 [18,] -1.91715694 -1.74565024 [19,] 1.34271339 -1.91715694 [20,] 2.82754319 1.34271339 [21,] 2.40577323 2.82754319 [22,] -2.61908462 2.40577323 [23,] -0.31157671 -2.61908462 [24,] -0.33300846 -0.31157671 [25,] -1.28093981 -0.33300846 [26,] -0.49672104 -1.28093981 [27,] -2.55188152 -0.49672104 [28,] -1.40323742 -2.55188152 [29,] -0.40547457 -1.40323742 [30,] -1.75078091 -0.40547457 [31,] 4.31713115 -1.75078091 [32,] 1.92188848 4.31713115 [33,] -1.92292676 1.92188848 [34,] 0.23178217 -1.92292676 [35,] 2.76741155 0.23178217 [36,] -1.59571027 2.76741155 [37,] 6.46741545 -1.59571027 [38,] -0.58470629 6.46741545 [39,] 1.60606363 -0.58470629 [40,] 1.59043276 1.60606363 [41,] -1.41900904 1.59043276 [42,] -0.58912995 -1.41900904 [43,] 0.61085642 -0.58912995 [44,] -0.04036729 0.61085642 [45,] 1.80218045 -0.04036729 [46,] 2.52441480 1.80218045 [47,] 1.96103438 2.52441480 [48,] -2.24655163 1.96103438 [49,] 3.94410600 -2.24655163 [50,] 3.86379874 3.94410600 [51,] -1.39223624 3.86379874 [52,] -1.47738551 -1.39223624 [53,] -3.01771198 -1.47738551 [54,] -3.17890009 -3.01771198 [55,] 0.59828498 -3.17890009 [56,] -0.78987170 0.59828498 [57,] -0.96283140 -0.78987170 [58,] -2.25694746 -0.96283140 [59,] 5.09193736 -2.25694746 [60,] -0.81897486 5.09193736 [61,] -0.20993658 -0.81897486 [62,] 1.88578832 -0.20993658 [63,] 2.51561524 1.88578832 [64,] 1.49779519 2.51561524 [65,] -0.76257658 1.49779519 [66,] -5.52897946 -0.76257658 [67,] -0.10633997 -5.52897946 [68,] 4.42039603 -0.10633997 [69,] 0.60968609 4.42039603 [70,] -4.80455367 0.60968609 [71,] -1.97046086 -4.80455367 [72,] -3.20170899 -1.97046086 [73,] 2.69124328 -3.20170899 [74,] -2.06286722 2.69124328 [75,] -1.53019175 -2.06286722 [76,] 5.13447791 -1.53019175 [77,] 1.13536790 5.13447791 [78,] 0.91952145 1.13536790 [79,] -0.54838342 0.91952145 [80,] 2.50731685 -0.54838342 [81,] -5.52826949 2.50731685 [82,] 0.70325182 -5.52826949 [83,] -2.01262837 0.70325182 [84,] 1.58178382 -2.01262837 [85,] 0.10529487 1.58178382 [86,] 0.10290719 0.10529487 [87,] 3.81515954 0.10290719 [88,] 0.10219899 3.81515954 [89,] -1.00664866 0.10219899 [90,] 1.07393218 -1.00664866 [91,] -4.00942414 1.07393218 [92,] 0.57193252 -4.00942414 [93,] -0.37286814 0.57193252 [94,] -2.40769894 -0.37286814 [95,] -1.26313049 -2.40769894 [96,] 0.92416173 -1.26313049 [97,] 0.28872410 0.92416173 [98,] -1.90367596 0.28872410 [99,] -1.34790252 -1.90367596 [100,] -0.89644114 -1.34790252 [101,] -2.47698288 -0.89644114 [102,] -0.63410104 -2.47698288 [103,] -2.22743541 -0.63410104 [104,] 1.21624981 -2.22743541 [105,] 2.32314743 1.21624981 [106,] -3.04099747 2.32314743 [107,] -2.50485538 -3.04099747 [108,] 2.23773529 -2.50485538 [109,] 3.25453551 2.23773529 [110,] -1.81482864 3.25453551 [111,] -5.59574079 -1.81482864 [112,] -3.35701363 -5.59574079 [113,] -1.51540642 -3.35701363 [114,] -1.38974118 -1.51540642 [115,] -1.38061344 -1.38974118 [116,] -2.29548192 -1.38061344 [117,] 1.11705068 -2.29548192 [118,] 2.18526935 1.11705068 [119,] -0.11903913 2.18526935 [120,] -1.02693381 -0.11903913 [121,] 1.78346753 -1.02693381 [122,] 3.62485621 1.78346753 [123,] -2.37502395 3.62485621 [124,] 8.54929539 -2.37502395 [125,] 0.71004779 8.54929539 [126,] -1.15846684 0.71004779 [127,] 0.29284616 -1.15846684 [128,] -0.61455685 0.29284616 [129,] 0.39119531 -0.61455685 [130,] 0.49003961 0.39119531 [131,] -1.65845328 0.49003961 [132,] -0.70305356 -1.65845328 [133,] -2.18406221 -0.70305356 [134,] -2.03328422 -2.18406221 [135,] 2.33322758 -2.03328422 [136,] 2.70193723 2.33322758 [137,] 2.66821026 2.70193723 [138,] -2.32579553 2.66821026 [139,] 2.03148967 -2.32579553 [140,] 1.53605066 2.03148967 [141,] 0.35764199 1.53605066 [142,] 3.15190937 0.35764199 [143,] 3.70289624 3.15190937 [144,] -1.14860571 3.70289624 [145,] 4.21024407 -1.14860571 [146,] -2.93710467 4.21024407 [147,] -1.47345560 -2.93710467 [148,] -2.07915174 -1.47345560 [149,] -3.34913477 -2.07915174 [150,] -3.02249935 -3.34913477 [151,] 4.07897087 -3.02249935 [152,] -2.22748873 4.07897087 [153,] -0.99502943 -2.22748873 [154,] 1.24034494 -0.99502943 [155,] -0.85245040 1.24034494 [156,] 1.50068920 -0.85245040 [157,] 1.98012627 1.50068920 [158,] 1.72720687 1.98012627 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.72912650 1.81653983 2 -1.98610925 -0.72912650 3 1.13937367 -1.98610925 4 -1.80339614 1.13937367 5 -0.23040445 -1.80339614 6 0.33177285 -0.23040445 7 1.34659976 0.33177285 8 5.25407914 1.34659976 9 1.02995090 5.25407914 10 0.66730331 1.02995090 11 -0.89986736 0.66730331 12 -4.88550060 -0.89986736 13 1.42891082 -4.88550060 14 1.89007747 1.42891082 15 -3.21077097 1.89007747 16 -1.91718993 -3.21077097 17 -1.74565024 -1.91718993 18 -1.91715694 -1.74565024 19 1.34271339 -1.91715694 20 2.82754319 1.34271339 21 2.40577323 2.82754319 22 -2.61908462 2.40577323 23 -0.31157671 -2.61908462 24 -0.33300846 -0.31157671 25 -1.28093981 -0.33300846 26 -0.49672104 -1.28093981 27 -2.55188152 -0.49672104 28 -1.40323742 -2.55188152 29 -0.40547457 -1.40323742 30 -1.75078091 -0.40547457 31 4.31713115 -1.75078091 32 1.92188848 4.31713115 33 -1.92292676 1.92188848 34 0.23178217 -1.92292676 35 2.76741155 0.23178217 36 -1.59571027 2.76741155 37 6.46741545 -1.59571027 38 -0.58470629 6.46741545 39 1.60606363 -0.58470629 40 1.59043276 1.60606363 41 -1.41900904 1.59043276 42 -0.58912995 -1.41900904 43 0.61085642 -0.58912995 44 -0.04036729 0.61085642 45 1.80218045 -0.04036729 46 2.52441480 1.80218045 47 1.96103438 2.52441480 48 -2.24655163 1.96103438 49 3.94410600 -2.24655163 50 3.86379874 3.94410600 51 -1.39223624 3.86379874 52 -1.47738551 -1.39223624 53 -3.01771198 -1.47738551 54 -3.17890009 -3.01771198 55 0.59828498 -3.17890009 56 -0.78987170 0.59828498 57 -0.96283140 -0.78987170 58 -2.25694746 -0.96283140 59 5.09193736 -2.25694746 60 -0.81897486 5.09193736 61 -0.20993658 -0.81897486 62 1.88578832 -0.20993658 63 2.51561524 1.88578832 64 1.49779519 2.51561524 65 -0.76257658 1.49779519 66 -5.52897946 -0.76257658 67 -0.10633997 -5.52897946 68 4.42039603 -0.10633997 69 0.60968609 4.42039603 70 -4.80455367 0.60968609 71 -1.97046086 -4.80455367 72 -3.20170899 -1.97046086 73 2.69124328 -3.20170899 74 -2.06286722 2.69124328 75 -1.53019175 -2.06286722 76 5.13447791 -1.53019175 77 1.13536790 5.13447791 78 0.91952145 1.13536790 79 -0.54838342 0.91952145 80 2.50731685 -0.54838342 81 -5.52826949 2.50731685 82 0.70325182 -5.52826949 83 -2.01262837 0.70325182 84 1.58178382 -2.01262837 85 0.10529487 1.58178382 86 0.10290719 0.10529487 87 3.81515954 0.10290719 88 0.10219899 3.81515954 89 -1.00664866 0.10219899 90 1.07393218 -1.00664866 91 -4.00942414 1.07393218 92 0.57193252 -4.00942414 93 -0.37286814 0.57193252 94 -2.40769894 -0.37286814 95 -1.26313049 -2.40769894 96 0.92416173 -1.26313049 97 0.28872410 0.92416173 98 -1.90367596 0.28872410 99 -1.34790252 -1.90367596 100 -0.89644114 -1.34790252 101 -2.47698288 -0.89644114 102 -0.63410104 -2.47698288 103 -2.22743541 -0.63410104 104 1.21624981 -2.22743541 105 2.32314743 1.21624981 106 -3.04099747 2.32314743 107 -2.50485538 -3.04099747 108 2.23773529 -2.50485538 109 3.25453551 2.23773529 110 -1.81482864 3.25453551 111 -5.59574079 -1.81482864 112 -3.35701363 -5.59574079 113 -1.51540642 -3.35701363 114 -1.38974118 -1.51540642 115 -1.38061344 -1.38974118 116 -2.29548192 -1.38061344 117 1.11705068 -2.29548192 118 2.18526935 1.11705068 119 -0.11903913 2.18526935 120 -1.02693381 -0.11903913 121 1.78346753 -1.02693381 122 3.62485621 1.78346753 123 -2.37502395 3.62485621 124 8.54929539 -2.37502395 125 0.71004779 8.54929539 126 -1.15846684 0.71004779 127 0.29284616 -1.15846684 128 -0.61455685 0.29284616 129 0.39119531 -0.61455685 130 0.49003961 0.39119531 131 -1.65845328 0.49003961 132 -0.70305356 -1.65845328 133 -2.18406221 -0.70305356 134 -2.03328422 -2.18406221 135 2.33322758 -2.03328422 136 2.70193723 2.33322758 137 2.66821026 2.70193723 138 -2.32579553 2.66821026 139 2.03148967 -2.32579553 140 1.53605066 2.03148967 141 0.35764199 1.53605066 142 3.15190937 0.35764199 143 3.70289624 3.15190937 144 -1.14860571 3.70289624 145 4.21024407 -1.14860571 146 -2.93710467 4.21024407 147 -1.47345560 -2.93710467 148 -2.07915174 -1.47345560 149 -3.34913477 -2.07915174 150 -3.02249935 -3.34913477 151 4.07897087 -3.02249935 152 -2.22748873 4.07897087 153 -0.99502943 -2.22748873 154 1.24034494 -0.99502943 155 -0.85245040 1.24034494 156 1.50068920 -0.85245040 157 1.98012627 1.50068920 158 1.72720687 1.98012627 > 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/75zt21290526886.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/85zt21290526886.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/9qiv01290526887.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/10qiv01290526887.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11u0c51290526887.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/12x1st1290526887.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/13mkpn1290526887.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/14pk6t1290526887.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/150cnw1290526887.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/16w43n1290526887.tab") + } > > try(system("convert tmp/19peb1290526886.ps tmp/19peb1290526886.png",intern=TRUE)) character(0) > try(system("convert tmp/22gve1290526886.ps tmp/22gve1290526886.png",intern=TRUE)) character(0) > try(system("convert tmp/32gve1290526886.ps tmp/32gve1290526886.png",intern=TRUE)) character(0) > try(system("convert tmp/42gve1290526886.ps tmp/42gve1290526886.png",intern=TRUE)) character(0) > try(system("convert tmp/52gve1290526886.ps tmp/52gve1290526886.png",intern=TRUE)) character(0) > try(system("convert tmp/6c7cz1290526886.ps tmp/6c7cz1290526886.png",intern=TRUE)) character(0) > try(system("convert tmp/75zt21290526886.ps tmp/75zt21290526886.png",intern=TRUE)) character(0) > try(system("convert tmp/85zt21290526886.ps tmp/85zt21290526886.png",intern=TRUE)) character(0) > try(system("convert tmp/9qiv01290526887.ps tmp/9qiv01290526887.png",intern=TRUE)) character(0) > try(system("convert tmp/10qiv01290526887.ps tmp/10qiv01290526887.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.247 2.902 20.460