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(475,2,60,0,0,0,530,1,67,1,0,0,550,2,91,1,1,0,550,1,150,0,2,0,625,3,110,1,2,0,650,2,86,1,2,1,650,2,86,0,0,1,720,3,145,1,2,1,795,3,150,1,0,0,515,2,85,1,2,0,535,2,100,1,2,0,550,2,84,0,0,0,600,2,94,1,0,0,600,2,149,0,1,0,660,3,105,1,2,0,695,2,106,1,0,0,720,3,132,1,0,0,750,2,130,1,2,0,750,3,165,1,2,0,850,2,127,1,2,1,850,2,119,1,0,1,875,3,126,1,2,1,900,2,133,1,2,1,595,2,89,1,1,1,765,3,147,1,2,1,495,1,59,1,0,1,525,1,58,0,0,1,525,1,56,0,0,1,595,2,90,1,2,0,650,1,80,1,0,1,695,3,135,0,0,1,615,2,125,0,2,0,460,2,80,1,0,0,650,2,100,1,1,1,650,2,76,1,0,1,475,1,65,1,1,0,530,2,75,1,1,0,575,2,95,1,2,1,650,2,85,1,1,1,650,1,106,1,0,1,875,2,135,1,0,1,500,2,95,0,1,1,625,2,60,1,2,0,730,2,112,1,2,1,750,2,150,1,1,1,700,2,100,0,2,0,830,2,125,1,0,1,995,2,100,1,2,1,850,3,150,1,2,1),dim=c(6,49),dimnames=list(c('Huurprijs','Slaapkamers','Bewoonbareopp','Terras','Garage','Nieuwbouw'),1:49))
> y <- array(NA,dim=c(6,49),dimnames=list(c('Huurprijs','Slaapkamers','Bewoonbareopp','Terras','Garage','Nieuwbouw'),1:49))
> 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 = '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
Huurprijs Slaapkamers Bewoonbareopp Terras Garage Nieuwbouw
1 475 2 60 0 0 0
2 530 1 67 1 0 0
3 550 2 91 1 1 0
4 550 1 150 0 2 0
5 625 3 110 1 2 0
6 650 2 86 1 2 1
7 650 2 86 0 0 1
8 720 3 145 1 2 1
9 795 3 150 1 0 0
10 515 2 85 1 2 0
11 535 2 100 1 2 0
12 550 2 84 0 0 0
13 600 2 94 1 0 0
14 600 2 149 0 1 0
15 660 3 105 1 2 0
16 695 2 106 1 0 0
17 720 3 132 1 0 0
18 750 2 130 1 2 0
19 750 3 165 1 2 0
20 850 2 127 1 2 1
21 850 2 119 1 0 1
22 875 3 126 1 2 1
23 900 2 133 1 2 1
24 595 2 89 1 1 1
25 765 3 147 1 2 1
26 495 1 59 1 0 1
27 525 1 58 0 0 1
28 525 1 56 0 0 1
29 595 2 90 1 2 0
30 650 1 80 1 0 1
31 695 3 135 0 0 1
32 615 2 125 0 2 0
33 460 2 80 1 0 0
34 650 2 100 1 1 1
35 650 2 76 1 0 1
36 475 1 65 1 1 0
37 530 2 75 1 1 0
38 575 2 95 1 2 1
39 650 2 85 1 1 1
40 650 1 106 1 0 1
41 875 2 135 1 0 1
42 500 2 95 0 1 1
43 625 2 60 1 2 0
44 730 2 112 1 2 1
45 750 2 150 1 1 1
46 700 2 100 0 2 0
47 830 2 125 1 0 1
48 995 2 100 1 2 1
49 850 3 150 1 2 1
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Slaapkamers Bewoonbareopp Terras Garage
261.560 27.971 2.244 69.834 1.168
Nieuwbouw
95.129
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-126.9372 -52.9611 0.6942 44.0387 285.8435
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 261.5599 51.8397 5.046 8.72e-06 ***
Slaapkamers 27.9707 25.3500 1.103 0.275999
Bewoonbareopp 2.2436 0.5128 4.375 7.60e-05 ***
Terras 69.8339 29.7234 2.349 0.023463 *
Garage 1.1676 14.4776 0.081 0.936095
Nieuwbouw 95.1290 24.4938 3.884 0.000350 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 83.68 on 43 degrees of freedom
Multiple R-squared: 0.6245, Adjusted R-squared: 0.5808
F-statistic: 14.3 on 5 and 43 DF, p-value: 3.003e-08
> 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,] 0.1314320749 0.262864150 0.8685679
[2,] 0.0521740857 0.104348171 0.9478259
[3,] 0.0208800144 0.041760029 0.9791200
[4,] 0.0073368027 0.014673605 0.9926632
[5,] 0.0028364110 0.005672822 0.9971636
[6,] 0.0011480514 0.002296103 0.9988519
[7,] 0.0015569754 0.003113951 0.9984430
[8,] 0.0014704030 0.002940806 0.9985296
[9,] 0.0006398139 0.001279628 0.9993602
[10,] 0.0103591789 0.020718358 0.9896408
[11,] 0.0053334910 0.010666982 0.9946665
[12,] 0.0150825845 0.030165169 0.9849174
[13,] 0.0127619546 0.025523909 0.9872380
[14,] 0.0153245803 0.030649161 0.9846754
[15,] 0.0218508899 0.043701780 0.9781491
[16,] 0.0444581455 0.088916291 0.9555419
[17,] 0.0457435140 0.091487028 0.9542565
[18,] 0.0675847334 0.135169467 0.9324153
[19,] 0.0421303234 0.084260647 0.9578697
[20,] 0.0261464376 0.052292875 0.9738536
[21,] 0.0166182164 0.033236433 0.9833818
[22,] 0.0097041299 0.019408260 0.9902959
[23,] 0.0064921274 0.012984255 0.9935079
[24,] 0.0037886792 0.007577358 0.9962113
[25,] 0.0056127589 0.011225518 0.9943872
[26,] 0.0035325250 0.007065050 0.9964675
[27,] 0.0016480356 0.003296071 0.9983520
[28,] 0.0009599408 0.001919882 0.9990401
[29,] 0.0009238912 0.001847782 0.9990761
[30,] 0.0021921623 0.004384325 0.9978078
[31,] 0.0010380429 0.002076086 0.9989620
[32,] 0.0006468476 0.001293695 0.9993532
> postscript(file="/var/www/html/freestat/rcomp/tmp/19peb1290527265.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/29peb1290527265.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/39peb1290527265.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/42gve1290527265.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/52gve1290527265.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 = 49
Frequency = 1
1 2 3 4 5 6
22.8844873 20.3162318 -42.6677788 -78.4016267 -39.4339263 -27.7465177
7 8 9 10 11 12
44.4226121 -118.0879551 43.1583990 -65.3739582 -79.0275475 44.0387443
13 14 15 16 17 18
1.7691184 -52.9610914 6.7839369 69.8462469 8.5427062 68.6652737
19 20 21 22 23 24
-37.8304206 80.2670046 100.5508158 79.5399248 116.8055689 -88.3096205
25 26 27 28 29 30
-77.5751003 -91.8641742 10.2132981 14.7004433 3.4081787 16.0208007
31 32 33 34 35 36
-48.4830990 14.7170365 -106.8208648 -57.9889194 -2.9755613 -31.3642381
37 38 39 40 41 42
-26.7706168 -122.9386714 -24.3353300 -42.3120876 89.6536538 -126.9371566
43 44 45 46 47 48
100.7153575 -6.0794060 -70.1675506 155.8063521 67.0893801 285.8434655
49
0.6941818
> postscript(file="/var/www/html/freestat/rcomp/tmp/6c7cz1290527265.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 = 49
Frequency = 1
lag(myerror, k = 1) myerror
0 22.8844873 NA
1 20.3162318 22.8844873
2 -42.6677788 20.3162318
3 -78.4016267 -42.6677788
4 -39.4339263 -78.4016267
5 -27.7465177 -39.4339263
6 44.4226121 -27.7465177
7 -118.0879551 44.4226121
8 43.1583990 -118.0879551
9 -65.3739582 43.1583990
10 -79.0275475 -65.3739582
11 44.0387443 -79.0275475
12 1.7691184 44.0387443
13 -52.9610914 1.7691184
14 6.7839369 -52.9610914
15 69.8462469 6.7839369
16 8.5427062 69.8462469
17 68.6652737 8.5427062
18 -37.8304206 68.6652737
19 80.2670046 -37.8304206
20 100.5508158 80.2670046
21 79.5399248 100.5508158
22 116.8055689 79.5399248
23 -88.3096205 116.8055689
24 -77.5751003 -88.3096205
25 -91.8641742 -77.5751003
26 10.2132981 -91.8641742
27 14.7004433 10.2132981
28 3.4081787 14.7004433
29 16.0208007 3.4081787
30 -48.4830990 16.0208007
31 14.7170365 -48.4830990
32 -106.8208648 14.7170365
33 -57.9889194 -106.8208648
34 -2.9755613 -57.9889194
35 -31.3642381 -2.9755613
36 -26.7706168 -31.3642381
37 -122.9386714 -26.7706168
38 -24.3353300 -122.9386714
39 -42.3120876 -24.3353300
40 89.6536538 -42.3120876
41 -126.9371566 89.6536538
42 100.7153575 -126.9371566
43 -6.0794060 100.7153575
44 -70.1675506 -6.0794060
45 155.8063521 -70.1675506
46 67.0893801 155.8063521
47 285.8434655 67.0893801
48 0.6941818 285.8434655
49 NA 0.6941818
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 20.3162318 22.884487
[2,] -42.6677788 20.316232
[3,] -78.4016267 -42.667779
[4,] -39.4339263 -78.401627
[5,] -27.7465177 -39.433926
[6,] 44.4226121 -27.746518
[7,] -118.0879551 44.422612
[8,] 43.1583990 -118.087955
[9,] -65.3739582 43.158399
[10,] -79.0275475 -65.373958
[11,] 44.0387443 -79.027548
[12,] 1.7691184 44.038744
[13,] -52.9610914 1.769118
[14,] 6.7839369 -52.961091
[15,] 69.8462469 6.783937
[16,] 8.5427062 69.846247
[17,] 68.6652737 8.542706
[18,] -37.8304206 68.665274
[19,] 80.2670046 -37.830421
[20,] 100.5508158 80.267005
[21,] 79.5399248 100.550816
[22,] 116.8055689 79.539925
[23,] -88.3096205 116.805569
[24,] -77.5751003 -88.309621
[25,] -91.8641742 -77.575100
[26,] 10.2132981 -91.864174
[27,] 14.7004433 10.213298
[28,] 3.4081787 14.700443
[29,] 16.0208007 3.408179
[30,] -48.4830990 16.020801
[31,] 14.7170365 -48.483099
[32,] -106.8208648 14.717036
[33,] -57.9889194 -106.820865
[34,] -2.9755613 -57.988919
[35,] -31.3642381 -2.975561
[36,] -26.7706168 -31.364238
[37,] -122.9386714 -26.770617
[38,] -24.3353300 -122.938671
[39,] -42.3120876 -24.335330
[40,] 89.6536538 -42.312088
[41,] -126.9371566 89.653654
[42,] 100.7153575 -126.937157
[43,] -6.0794060 100.715357
[44,] -70.1675506 -6.079406
[45,] 155.8063521 -70.167551
[46,] 67.0893801 155.806352
[47,] 285.8434655 67.089380
[48,] 0.6941818 285.843466
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 20.3162318 22.884487
2 -42.6677788 20.316232
3 -78.4016267 -42.667779
4 -39.4339263 -78.401627
5 -27.7465177 -39.433926
6 44.4226121 -27.746518
7 -118.0879551 44.422612
8 43.1583990 -118.087955
9 -65.3739582 43.158399
10 -79.0275475 -65.373958
11 44.0387443 -79.027548
12 1.7691184 44.038744
13 -52.9610914 1.769118
14 6.7839369 -52.961091
15 69.8462469 6.783937
16 8.5427062 69.846247
17 68.6652737 8.542706
18 -37.8304206 68.665274
19 80.2670046 -37.830421
20 100.5508158 80.267005
21 79.5399248 100.550816
22 116.8055689 79.539925
23 -88.3096205 116.805569
24 -77.5751003 -88.309621
25 -91.8641742 -77.575100
26 10.2132981 -91.864174
27 14.7004433 10.213298
28 3.4081787 14.700443
29 16.0208007 3.408179
30 -48.4830990 16.020801
31 14.7170365 -48.483099
32 -106.8208648 14.717036
33 -57.9889194 -106.820865
34 -2.9755613 -57.988919
35 -31.3642381 -2.975561
36 -26.7706168 -31.364238
37 -122.9386714 -26.770617
38 -24.3353300 -122.938671
39 -42.3120876 -24.335330
40 89.6536538 -42.312088
41 -126.9371566 89.653654
42 100.7153575 -126.937157
43 -6.0794060 100.715357
44 -70.1675506 -6.079406
45 155.8063521 -70.167551
46 67.0893801 155.806352
47 285.8434655 67.089380
48 0.6941818 285.843466
> 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/7c7cz1290527265.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/85zt21290527265.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/95zt21290527265.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/10qiv01290527266.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11u0c51290527266.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/12x1st1290527266.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/13bb821290527266.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/14wto81290527266.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/150cnw1290527266.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/163cm21290527266.tab")
+ }
>
> try(system("convert tmp/19peb1290527265.ps tmp/19peb1290527265.png",intern=TRUE))
character(0)
> try(system("convert tmp/29peb1290527265.ps tmp/29peb1290527265.png",intern=TRUE))
character(0)
> try(system("convert tmp/39peb1290527265.ps tmp/39peb1290527265.png",intern=TRUE))
character(0)
> try(system("convert tmp/42gve1290527265.ps tmp/42gve1290527265.png",intern=TRUE))
character(0)
> try(system("convert tmp/52gve1290527265.ps tmp/52gve1290527265.png",intern=TRUE))
character(0)
> try(system("convert tmp/6c7cz1290527265.ps tmp/6c7cz1290527265.png",intern=TRUE))
character(0)
> try(system("convert tmp/7c7cz1290527265.ps tmp/7c7cz1290527265.png",intern=TRUE))
character(0)
> try(system("convert tmp/85zt21290527265.ps tmp/85zt21290527265.png",intern=TRUE))
character(0)
> try(system("convert tmp/95zt21290527265.ps tmp/95zt21290527265.png",intern=TRUE))
character(0)
> try(system("convert tmp/10qiv01290527266.ps tmp/10qiv01290527266.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
3.859 2.581 15.429