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(10 + ,5 + ,4 + ,20 + ,2 + ,2 + ,40 + ,6 + ,5 + ,67 + ,6 + ,5 + ,38 + ,5 + ,2 + ,61 + ,5 + ,2 + ,29 + ,6 + ,4 + ,0 + ,5 + ,7 + ,30 + ,6 + ,6 + ,39 + ,5 + ,4 + ,70 + ,6 + ,1 + ,65 + ,5 + ,4 + ,5 + ,5 + ,1 + ,30 + ,4 + ,5 + ,50 + ,7 + ,5 + ,90 + ,5 + ,5 + ,45 + ,4 + ,4 + ,75 + ,6 + ,3 + ,76 + ,6 + ,5 + ,15 + ,5 + ,5 + ,10 + ,5 + ,5 + ,0 + ,5 + ,4 + ,60 + ,6 + ,4 + ,67 + ,5 + ,2 + ,60 + ,6 + ,1 + ,70 + ,6 + ,2 + ,70 + ,5 + ,3 + ,87 + ,6 + ,3 + ,27 + ,6 + ,2 + ,65 + ,5 + ,2 + ,56 + ,5 + ,6 + ,82 + ,6 + ,5 + ,30 + ,5 + ,3 + ,38 + ,6 + ,5 + ,56 + ,6 + ,5 + ,70 + ,6 + ,2 + ,80 + ,6 + ,4 + ,71 + ,6 + ,3 + ,50 + ,5 + ,1 + ,31 + ,5 + ,2 + ,40 + ,6 + ,5 + ,71 + ,6 + ,2 + ,71 + ,5 + ,2 + ,10 + ,5 + ,5 + ,20 + ,5 + ,5 + ,40 + ,6 + ,2 + ,55 + ,2 + ,2 + ,80 + ,7 + ,3 + ,80 + ,5 + ,1 + ,72 + ,7 + ,2 + ,60 + ,6 + ,2 + ,29 + ,6 + ,4 + ,70 + ,5 + ,2 + ,60 + ,4 + ,5 + ,63 + ,6 + ,2 + ,70 + ,7 + ,2 + ,38 + ,5 + ,2 + ,40 + ,6 + ,5 + ,80 + ,6 + ,2 + ,24 + ,5 + ,5 + ,40 + ,5 + ,4 + ,47 + ,6 + ,1 + ,70 + ,5 + ,1 + ,70 + ,5 + ,2 + ,75 + ,2 + ,5 + ,60 + ,5 + ,5 + ,65 + ,5 + ,3 + ,91 + ,5 + ,2 + ,68 + ,5 + ,5 + ,80 + ,6 + ,2 + ,90 + ,4 + ,5 + ,20 + ,5 + ,2 + ,61 + ,6 + ,3 + ,13 + ,3 + ,6 + ,80 + ,6 + ,3 + ,40 + ,5 + ,4 + ,70 + ,5 + ,2 + ,39 + ,6 + ,3 + ,93 + ,6 + ,5 + ,10 + ,6 + ,5 + ,25 + ,6 + ,3 + ,61 + ,5 + ,2 + ,18 + ,3 + ,5 + ,60 + ,6 + ,2 + ,74 + ,6 + ,3 + ,35 + ,5 + ,1 + ,0 + ,5 + ,5 + ,71 + ,5 + ,2 + ,100 + ,6 + ,1 + ,64 + ,6 + ,5 + ,50 + ,6 + ,2 + ,40 + ,5 + ,2 + ,35 + ,4 + ,4 + ,60 + ,5 + ,4 + ,70 + ,7 + ,2 + ,55 + ,3 + ,4 + ,65 + ,6 + ,2 + ,30 + ,6 + ,2 + ,25 + ,2 + ,1 + ,80 + ,7 + ,4 + ,26 + ,5 + ,6 + ,78 + ,6 + ,4 + ,10 + ,5 + ,7 + ,70 + ,4 + ,1 + ,0 + ,3 + ,2 + ,65 + ,6 + ,1 + ,80 + ,6 + ,2 + ,60 + ,5 + ,1 + ,67 + ,6 + ,5 + ,49 + ,6 + ,3 + ,70 + ,5 + ,2 + ,66 + ,6 + ,3 + ,65 + ,4 + ,3 + ,65 + ,6 + ,5 + ,40 + ,6 + ,1 + ,40 + ,5 + ,2 + ,20 + ,7 + ,2 + ,90 + ,6 + ,5 + ,48 + ,6 + ,2 + ,25 + ,6 + ,1 + ,35 + ,5 + ,2 + ,40 + ,6 + ,5 + ,77 + ,5 + ,2 + ,70 + ,3 + ,5 + ,82 + ,5 + ,1 + ,80 + ,5 + ,2 + ,52 + ,3 + ,5 + ,71 + ,5 + ,4 + ,70 + ,5 + ,2 + ,50 + ,6 + ,5 + ,72 + ,6 + ,5 + ,80 + ,6 + ,3 + ,91 + ,6 + ,1 + ,18 + ,2 + ,2 + ,70 + ,4 + ,3 + ,76 + ,4 + ,1 + ,65 + ,6 + ,2 + ,35 + ,6 + ,2 + ,62 + ,6 + ,2 + ,76 + ,6 + ,2 + ,50 + ,6 + ,5 + ,68 + ,6 + ,4 + ,80 + ,5 + ,2 + ,90 + ,7 + ,4 + ,79 + ,5 + ,5 + ,30 + ,4 + ,5 + ,60 + ,5 + ,5) + ,dim=c(3 + ,147) + ,dimnames=list(c('Talk' + ,'Hands' + ,'Anxiety ') + ,1:147)) > y <- array(NA,dim=c(3,147),dimnames=list(c('Talk','Hands','Anxiety '),1:147)) > 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 Talk Hands Anxiety\r t 1 10 5 4 1 2 20 2 2 2 3 40 6 5 3 4 67 6 5 4 5 38 5 2 5 6 61 5 2 6 7 29 6 4 7 8 0 5 7 8 9 30 6 6 9 10 39 5 4 10 11 70 6 1 11 12 65 5 4 12 13 5 5 1 13 14 30 4 5 14 15 50 7 5 15 16 90 5 5 16 17 45 4 4 17 18 75 6 3 18 19 76 6 5 19 20 15 5 5 20 21 10 5 5 21 22 0 5 4 22 23 60 6 4 23 24 67 5 2 24 25 60 6 1 25 26 70 6 2 26 27 70 5 3 27 28 87 6 3 28 29 27 6 2 29 30 65 5 2 30 31 56 5 6 31 32 82 6 5 32 33 30 5 3 33 34 38 6 5 34 35 56 6 5 35 36 70 6 2 36 37 80 6 4 37 38 71 6 3 38 39 50 5 1 39 40 31 5 2 40 41 40 6 5 41 42 71 6 2 42 43 71 5 2 43 44 10 5 5 44 45 20 5 5 45 46 40 6 2 46 47 55 2 2 47 48 80 7 3 48 49 80 5 1 49 50 72 7 2 50 51 60 6 2 51 52 29 6 4 52 53 70 5 2 53 54 60 4 5 54 55 63 6 2 55 56 70 7 2 56 57 38 5 2 57 58 40 6 5 58 59 80 6 2 59 60 24 5 5 60 61 40 5 4 61 62 47 6 1 62 63 70 5 1 63 64 70 5 2 64 65 75 2 5 65 66 60 5 5 66 67 65 5 3 67 68 91 5 2 68 69 68 5 5 69 70 80 6 2 70 71 90 4 5 71 72 20 5 2 72 73 61 6 3 73 74 13 3 6 74 75 80 6 3 75 76 40 5 4 76 77 70 5 2 77 78 39 6 3 78 79 93 6 5 79 80 10 6 5 80 81 25 6 3 81 82 61 5 2 82 83 18 3 5 83 84 60 6 2 84 85 74 6 3 85 86 35 5 1 86 87 0 5 5 87 88 71 5 2 88 89 100 6 1 89 90 64 6 5 90 91 50 6 2 91 92 40 5 2 92 93 35 4 4 93 94 60 5 4 94 95 70 7 2 95 96 55 3 4 96 97 65 6 2 97 98 30 6 2 98 99 25 2 1 99 100 80 7 4 100 101 26 5 6 101 102 78 6 4 102 103 10 5 7 103 104 70 4 1 104 105 0 3 2 105 106 65 6 1 106 107 80 6 2 107 108 60 5 1 108 109 67 6 5 109 110 49 6 3 110 111 70 5 2 111 112 66 6 3 112 113 65 4 3 113 114 65 6 5 114 115 40 6 1 115 116 40 5 2 116 117 20 7 2 117 118 90 6 5 118 119 48 6 2 119 120 25 6 1 120 121 35 5 2 121 122 40 6 5 122 123 77 5 2 123 124 70 3 5 124 125 82 5 1 125 126 80 5 2 126 127 52 3 5 127 128 71 5 4 128 129 70 5 2 129 130 50 6 5 130 131 72 6 5 131 132 80 6 3 132 133 91 6 1 133 134 18 2 2 134 135 70 4 3 135 136 76 4 1 136 137 65 6 2 137 138 35 6 2 138 139 62 6 2 139 140 76 6 2 140 141 50 6 5 141 142 68 6 4 142 143 80 5 2 143 144 90 7 4 144 145 79 5 5 145 146 30 4 5 146 147 60 5 5 147 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Hands `Anxiety\r` t 24.4194 5.9085 -2.8422 0.1038 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -52.239 -18.430 4.759 15.914 48.788 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 24.41939 11.18054 2.184 0.030585 * Hands 5.90854 1.75744 3.362 0.000993 *** `Anxiety\r` -2.84219 1.19760 -2.373 0.018963 * t 0.10380 0.04375 2.373 0.018991 * --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 22.31 on 143 degrees of freedom Multiple R-squared: 0.1468, Adjusted R-squared: 0.1289 F-statistic: 8.199 on 3 and 143 DF, p-value: 4.499e-05 > 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,] 0.6705639 0.65887211 0.32943606 [2,] 0.6105759 0.77884818 0.38942409 [3,] 0.4713547 0.94270941 0.52864530 [4,] 0.3491346 0.69826911 0.65086544 [5,] 0.2419291 0.48385827 0.75807087 [6,] 0.2786493 0.55729867 0.72135066 [7,] 0.6996932 0.60061362 0.30030681 [8,] 0.6298208 0.74035850 0.37017925 [9,] 0.5402869 0.91942618 0.45971309 [10,] 0.8009989 0.39800221 0.19900111 [11,] 0.7384781 0.52304374 0.26152187 [12,] 0.6891424 0.62171522 0.31085761 [13,] 0.6490545 0.70189093 0.35094547 [14,] 0.7582941 0.48341189 0.24170594 [15,] 0.8296311 0.34073784 0.17036892 [16,] 0.9153650 0.16926997 0.08463499 [17,] 0.8897971 0.22040582 0.11020291 [18,] 0.8698820 0.26023594 0.13011797 [19,] 0.8347527 0.33049464 0.16524732 [20,] 0.7959175 0.40816504 0.20408252 [21,] 0.7786888 0.44262243 0.22131121 [22,] 0.7816160 0.43676793 0.21838396 [23,] 0.8559242 0.28815163 0.14407581 [24,] 0.8243520 0.35129600 0.17564800 [25,] 0.7932129 0.41357426 0.20678713 [26,] 0.7962374 0.40752522 0.20376261 [27,] 0.8079138 0.38417234 0.19208617 [28,] 0.7961612 0.40767761 0.20383881 [29,] 0.7540457 0.49190857 0.24595428 [30,] 0.7102569 0.57948617 0.28974309 [31,] 0.6987486 0.60250289 0.30125145 [32,] 0.6560371 0.68792575 0.34396288 [33,] 0.6196295 0.76074093 0.38037047 [34,] 0.6383016 0.72339682 0.36169841 [35,] 0.6166281 0.76674380 0.38337190 [36,] 0.5694136 0.86117273 0.43058636 [37,] 0.5381915 0.92361693 0.46180846 [38,] 0.6226075 0.75478505 0.37739252 [39,] 0.6297286 0.74054275 0.37027138 [40,] 0.6349927 0.73001460 0.36500730 [41,] 0.6555717 0.68885666 0.34442833 [42,] 0.6212991 0.75740174 0.37870087 [43,] 0.6086535 0.78269299 0.39134650 [44,] 0.5630546 0.87389089 0.43694544 [45,] 0.5167872 0.96642566 0.48321283 [46,] 0.5446354 0.91072917 0.45536459 [47,] 0.5122128 0.97557435 0.48778718 [48,] 0.5018110 0.99637798 0.49818899 [49,] 0.4543241 0.90864813 0.54567594 [50,] 0.4086815 0.81736298 0.59131851 [51,] 0.3975098 0.79501951 0.60249025 [52,] 0.3679231 0.73584626 0.63207687 [53,] 0.3470157 0.69403135 0.65298433 [54,] 0.3483406 0.69668124 0.65165938 [55,] 0.3122678 0.62453554 0.68773223 [56,] 0.3044361 0.60887216 0.69556392 [57,] 0.2718271 0.54365413 0.72817293 [58,] 0.2467001 0.49340017 0.75329992 [59,] 0.3771482 0.75429638 0.62285181 [60,] 0.3419487 0.68389741 0.65805129 [61,] 0.3079830 0.61596600 0.69201700 [62,] 0.3616862 0.72337238 0.63831381 [63,] 0.3487359 0.69747186 0.65126407 [64,] 0.3340906 0.66818114 0.66590943 [65,] 0.4979478 0.99589567 0.50205217 [66,] 0.5992852 0.80142962 0.40071481 [67,] 0.5591827 0.88163462 0.44081731 [68,] 0.5632224 0.87355529 0.43677764 [69,] 0.5636638 0.87267246 0.43633623 [70,] 0.5334792 0.93304168 0.46652084 [71,] 0.5158061 0.96838782 0.48419391 [72,] 0.5117957 0.97640856 0.48820428 [73,] 0.6318869 0.73622614 0.36811307 [74,] 0.7452113 0.50957749 0.25478874 [75,] 0.7902516 0.41949672 0.20974836 [76,] 0.7616249 0.47675015 0.23837507 [77,] 0.7460074 0.50798519 0.25399259 [78,] 0.7084878 0.58302435 0.29151217 [79,] 0.6933136 0.61337276 0.30668638 [80,] 0.6946511 0.61069778 0.30534889 [81,] 0.8222920 0.35541601 0.17770800 [82,] 0.8092228 0.38155444 0.19077722 [83,] 0.8756561 0.24868776 0.12434388 [84,] 0.8572398 0.28552036 0.14276018 [85,] 0.8339975 0.33200507 0.16600254 [86,] 0.8141510 0.37169808 0.18584904 [87,] 0.7837168 0.43256639 0.21628319 [88,] 0.7556453 0.48870933 0.24435466 [89,] 0.7206412 0.55871764 0.27935882 [90,] 0.7083674 0.58326524 0.29163262 [91,] 0.6725820 0.65483602 0.32741801 [92,] 0.7006916 0.59861673 0.29930836 [93,] 0.6719312 0.65613762 0.32806881 [94,] 0.6659512 0.66809751 0.33404875 [95,] 0.6505935 0.69881308 0.34940654 [96,] 0.6599823 0.68003535 0.34001767 [97,] 0.7349923 0.53001530 0.26500765 [98,] 0.7327135 0.53457301 0.26728650 [99,] 0.8625403 0.27491950 0.13745975 [100,] 0.8327419 0.33451620 0.16725810 [101,] 0.8324686 0.33506282 0.16753141 [102,] 0.7983239 0.40335222 0.20167611 [103,] 0.7663571 0.46728586 0.23364293 [104,] 0.7276113 0.54477741 0.27238871 [105,] 0.7051878 0.58962444 0.29481222 [106,] 0.6643341 0.67133187 0.33566594 [107,] 0.6404557 0.71908867 0.35954433 [108,] 0.5986209 0.80275827 0.40137914 [109,] 0.5782872 0.84342554 0.42171277 [110,] 0.5417681 0.91646379 0.45823189 [111,] 0.7279875 0.54402491 0.27201245 [112,] 0.7865563 0.42688736 0.21344368 [113,] 0.7577387 0.48452254 0.24226127 [114,] 0.8979614 0.20407718 0.10203859 [115,] 0.9402791 0.11944179 0.05972090 [116,] 0.9664413 0.06711748 0.03355874 [117,] 0.9519423 0.09611531 0.04805766 [118,] 0.9546274 0.09074520 0.04537260 [119,] 0.9383994 0.12320112 0.06160056 [120,] 0.9211541 0.15769183 0.07884591 [121,] 0.8980415 0.20391709 0.10195854 [122,] 0.8748539 0.25029213 0.12514606 [123,] 0.8317979 0.33640417 0.16820209 [124,] 0.8009521 0.39809584 0.19904792 [125,] 0.7388766 0.52224688 0.26112344 [126,] 0.6891183 0.62176337 0.31088169 [127,] 0.6831020 0.63379597 0.31689799 [128,] 0.6982584 0.60348311 0.30174156 [129,] 0.7120661 0.57586771 0.28793386 [130,] 0.8627914 0.27441716 0.13720858 [131,] 0.8358897 0.32822068 0.16411034 [132,] 0.8834389 0.23312223 0.11656111 [133,] 0.8121004 0.37579922 0.18789961 [134,] 0.6695699 0.66086013 0.33043007 > postscript(file="/var/www/html/freestat/rcomp/tmp/1y3ih1290532276.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/29czk1290532276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/39czk1290532276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/49czk1290532276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/59czk1290532276.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 = 147 Frequency = 1 1 2 3 4 5 6 -32.69713872 -10.75968966 -5.97108213 20.92512266 -10.79669003 12.09951477 7 8 9 10 11 12 -20.22844819 -34.89714941 -13.75166811 -4.63129555 11.82981525 21.16111404 13 14 15 16 17 18 -47.46923690 -5.29575287 -3.12516283 48.58811847 6.55067628 21.78761932 19 20 21 22 23 24 28.36819461 -26.82706234 -31.93085754 -44.87683799 9.11082855 16.23120111 25 26 27 28 29 30 0.37668241 13.11507245 21.76200074 32.74966729 -30.19631316 13.60842989 31 32 33 34 35 36 15.87337567 33.01885697 -18.86077048 -11.18873344 6.70747136 12.07712041 37 38 39 40 41 42 27.65769570 15.71171525 -5.16791219 -21.42952215 -9.91529986 12.45434919 43 44 45 46 47 48 18.25909224 -34.31814722 -24.42194242 -18.96083162 19.56952619 17.76522497 49 50 51 52 53 54 23.79413578 6.71544932 0.52019236 -24.89923235 16.22114021 20.55243900 55 56 57 58 59 60 3.10501155 4.09267809 -16.19404060 -11.67981832 19.68983074 -21.97887047 61 62 63 64 65 66 -8.92485092 -16.46374012 12.34100293 15.07939297 46.22776827 13.39835831 67 68 69 70 71 72 12.61019261 35.66421216 21.08697269 18.54808350 48.78792054 -35.75096865 73 74 75 76 77 78 2.07888314 -19.77274157 20.87129273 -10.48177898 13.73005533 -20.44009288 79 80 81 82 83 84 39.14048241 -43.96331279 -34.75147849 4.21107931 -18.54908365 -2.90504935 85 86 87 88 89 90 13.83334070 -25.04628675 -48.78134097 13.58830809 33.73378939 8.99873517 91 92 93 94 95 96 -13.63161577 -17.82687272 -11.33775918 7.64990736 0.04466516 14.25939346 97 98 99 100 101 102 0.74561301 -34.35818220 -18.67000963 15.21005964 -21.39228857 18.91100748 103 104 105 106 107 108 -34.75769373 13.99393784 -47.35913386 -3.03072907 14.70766097 -2.32978122 109 110 111 112 113 114 10.02662631 -13.76153939 10.20101841 3.03087020 13.74415151 7.50765029 115 116 117 118 119 120 -28.96488590 -20.31795760 -52.23882931 32.09246948 -18.53788147 -44.48386192 121 122 123 124 125 126 -25.83693362 -18.32271134 15.95547597 29.19531301 17.90570032 18.64409036 127 128 129 130 131 132 10.88392740 15.12087045 8.33270475 -9.15307296 12.74313183 14.95496614 133 134 135 136 137 138 20.16680044 -26.46065651 16.46065703 16.67249133 -3.40619513 -33.50999033 139 140 141 142 143 144 -6.61378553 7.28241926 -10.29482020 4.75919935 16.87957190 20.64307069 145 146 147 24.19853724 -18.99671971 4.99094683 > postscript(file="/var/www/html/freestat/rcomp/tmp/61lg51290532276.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 = 147 Frequency = 1 lag(myerror, k = 1) myerror 0 -32.69713872 NA 1 -10.75968966 -32.69713872 2 -5.97108213 -10.75968966 3 20.92512266 -5.97108213 4 -10.79669003 20.92512266 5 12.09951477 -10.79669003 6 -20.22844819 12.09951477 7 -34.89714941 -20.22844819 8 -13.75166811 -34.89714941 9 -4.63129555 -13.75166811 10 11.82981525 -4.63129555 11 21.16111404 11.82981525 12 -47.46923690 21.16111404 13 -5.29575287 -47.46923690 14 -3.12516283 -5.29575287 15 48.58811847 -3.12516283 16 6.55067628 48.58811847 17 21.78761932 6.55067628 18 28.36819461 21.78761932 19 -26.82706234 28.36819461 20 -31.93085754 -26.82706234 21 -44.87683799 -31.93085754 22 9.11082855 -44.87683799 23 16.23120111 9.11082855 24 0.37668241 16.23120111 25 13.11507245 0.37668241 26 21.76200074 13.11507245 27 32.74966729 21.76200074 28 -30.19631316 32.74966729 29 13.60842989 -30.19631316 30 15.87337567 13.60842989 31 33.01885697 15.87337567 32 -18.86077048 33.01885697 33 -11.18873344 -18.86077048 34 6.70747136 -11.18873344 35 12.07712041 6.70747136 36 27.65769570 12.07712041 37 15.71171525 27.65769570 38 -5.16791219 15.71171525 39 -21.42952215 -5.16791219 40 -9.91529986 -21.42952215 41 12.45434919 -9.91529986 42 18.25909224 12.45434919 43 -34.31814722 18.25909224 44 -24.42194242 -34.31814722 45 -18.96083162 -24.42194242 46 19.56952619 -18.96083162 47 17.76522497 19.56952619 48 23.79413578 17.76522497 49 6.71544932 23.79413578 50 0.52019236 6.71544932 51 -24.89923235 0.52019236 52 16.22114021 -24.89923235 53 20.55243900 16.22114021 54 3.10501155 20.55243900 55 4.09267809 3.10501155 56 -16.19404060 4.09267809 57 -11.67981832 -16.19404060 58 19.68983074 -11.67981832 59 -21.97887047 19.68983074 60 -8.92485092 -21.97887047 61 -16.46374012 -8.92485092 62 12.34100293 -16.46374012 63 15.07939297 12.34100293 64 46.22776827 15.07939297 65 13.39835831 46.22776827 66 12.61019261 13.39835831 67 35.66421216 12.61019261 68 21.08697269 35.66421216 69 18.54808350 21.08697269 70 48.78792054 18.54808350 71 -35.75096865 48.78792054 72 2.07888314 -35.75096865 73 -19.77274157 2.07888314 74 20.87129273 -19.77274157 75 -10.48177898 20.87129273 76 13.73005533 -10.48177898 77 -20.44009288 13.73005533 78 39.14048241 -20.44009288 79 -43.96331279 39.14048241 80 -34.75147849 -43.96331279 81 4.21107931 -34.75147849 82 -18.54908365 4.21107931 83 -2.90504935 -18.54908365 84 13.83334070 -2.90504935 85 -25.04628675 13.83334070 86 -48.78134097 -25.04628675 87 13.58830809 -48.78134097 88 33.73378939 13.58830809 89 8.99873517 33.73378939 90 -13.63161577 8.99873517 91 -17.82687272 -13.63161577 92 -11.33775918 -17.82687272 93 7.64990736 -11.33775918 94 0.04466516 7.64990736 95 14.25939346 0.04466516 96 0.74561301 14.25939346 97 -34.35818220 0.74561301 98 -18.67000963 -34.35818220 99 15.21005964 -18.67000963 100 -21.39228857 15.21005964 101 18.91100748 -21.39228857 102 -34.75769373 18.91100748 103 13.99393784 -34.75769373 104 -47.35913386 13.99393784 105 -3.03072907 -47.35913386 106 14.70766097 -3.03072907 107 -2.32978122 14.70766097 108 10.02662631 -2.32978122 109 -13.76153939 10.02662631 110 10.20101841 -13.76153939 111 3.03087020 10.20101841 112 13.74415151 3.03087020 113 7.50765029 13.74415151 114 -28.96488590 7.50765029 115 -20.31795760 -28.96488590 116 -52.23882931 -20.31795760 117 32.09246948 -52.23882931 118 -18.53788147 32.09246948 119 -44.48386192 -18.53788147 120 -25.83693362 -44.48386192 121 -18.32271134 -25.83693362 122 15.95547597 -18.32271134 123 29.19531301 15.95547597 124 17.90570032 29.19531301 125 18.64409036 17.90570032 126 10.88392740 18.64409036 127 15.12087045 10.88392740 128 8.33270475 15.12087045 129 -9.15307296 8.33270475 130 12.74313183 -9.15307296 131 14.95496614 12.74313183 132 20.16680044 14.95496614 133 -26.46065651 20.16680044 134 16.46065703 -26.46065651 135 16.67249133 16.46065703 136 -3.40619513 16.67249133 137 -33.50999033 -3.40619513 138 -6.61378553 -33.50999033 139 7.28241926 -6.61378553 140 -10.29482020 7.28241926 141 4.75919935 -10.29482020 142 16.87957190 4.75919935 143 20.64307069 16.87957190 144 24.19853724 20.64307069 145 -18.99671971 24.19853724 146 4.99094683 -18.99671971 147 NA 4.99094683 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -10.75968966 -32.69713872 [2,] -5.97108213 -10.75968966 [3,] 20.92512266 -5.97108213 [4,] -10.79669003 20.92512266 [5,] 12.09951477 -10.79669003 [6,] -20.22844819 12.09951477 [7,] -34.89714941 -20.22844819 [8,] -13.75166811 -34.89714941 [9,] -4.63129555 -13.75166811 [10,] 11.82981525 -4.63129555 [11,] 21.16111404 11.82981525 [12,] -47.46923690 21.16111404 [13,] -5.29575287 -47.46923690 [14,] -3.12516283 -5.29575287 [15,] 48.58811847 -3.12516283 [16,] 6.55067628 48.58811847 [17,] 21.78761932 6.55067628 [18,] 28.36819461 21.78761932 [19,] -26.82706234 28.36819461 [20,] -31.93085754 -26.82706234 [21,] -44.87683799 -31.93085754 [22,] 9.11082855 -44.87683799 [23,] 16.23120111 9.11082855 [24,] 0.37668241 16.23120111 [25,] 13.11507245 0.37668241 [26,] 21.76200074 13.11507245 [27,] 32.74966729 21.76200074 [28,] -30.19631316 32.74966729 [29,] 13.60842989 -30.19631316 [30,] 15.87337567 13.60842989 [31,] 33.01885697 15.87337567 [32,] -18.86077048 33.01885697 [33,] -11.18873344 -18.86077048 [34,] 6.70747136 -11.18873344 [35,] 12.07712041 6.70747136 [36,] 27.65769570 12.07712041 [37,] 15.71171525 27.65769570 [38,] -5.16791219 15.71171525 [39,] -21.42952215 -5.16791219 [40,] -9.91529986 -21.42952215 [41,] 12.45434919 -9.91529986 [42,] 18.25909224 12.45434919 [43,] -34.31814722 18.25909224 [44,] -24.42194242 -34.31814722 [45,] -18.96083162 -24.42194242 [46,] 19.56952619 -18.96083162 [47,] 17.76522497 19.56952619 [48,] 23.79413578 17.76522497 [49,] 6.71544932 23.79413578 [50,] 0.52019236 6.71544932 [51,] -24.89923235 0.52019236 [52,] 16.22114021 -24.89923235 [53,] 20.55243900 16.22114021 [54,] 3.10501155 20.55243900 [55,] 4.09267809 3.10501155 [56,] -16.19404060 4.09267809 [57,] -11.67981832 -16.19404060 [58,] 19.68983074 -11.67981832 [59,] -21.97887047 19.68983074 [60,] -8.92485092 -21.97887047 [61,] -16.46374012 -8.92485092 [62,] 12.34100293 -16.46374012 [63,] 15.07939297 12.34100293 [64,] 46.22776827 15.07939297 [65,] 13.39835831 46.22776827 [66,] 12.61019261 13.39835831 [67,] 35.66421216 12.61019261 [68,] 21.08697269 35.66421216 [69,] 18.54808350 21.08697269 [70,] 48.78792054 18.54808350 [71,] -35.75096865 48.78792054 [72,] 2.07888314 -35.75096865 [73,] -19.77274157 2.07888314 [74,] 20.87129273 -19.77274157 [75,] -10.48177898 20.87129273 [76,] 13.73005533 -10.48177898 [77,] -20.44009288 13.73005533 [78,] 39.14048241 -20.44009288 [79,] -43.96331279 39.14048241 [80,] -34.75147849 -43.96331279 [81,] 4.21107931 -34.75147849 [82,] -18.54908365 4.21107931 [83,] -2.90504935 -18.54908365 [84,] 13.83334070 -2.90504935 [85,] -25.04628675 13.83334070 [86,] -48.78134097 -25.04628675 [87,] 13.58830809 -48.78134097 [88,] 33.73378939 13.58830809 [89,] 8.99873517 33.73378939 [90,] -13.63161577 8.99873517 [91,] -17.82687272 -13.63161577 [92,] -11.33775918 -17.82687272 [93,] 7.64990736 -11.33775918 [94,] 0.04466516 7.64990736 [95,] 14.25939346 0.04466516 [96,] 0.74561301 14.25939346 [97,] -34.35818220 0.74561301 [98,] -18.67000963 -34.35818220 [99,] 15.21005964 -18.67000963 [100,] -21.39228857 15.21005964 [101,] 18.91100748 -21.39228857 [102,] -34.75769373 18.91100748 [103,] 13.99393784 -34.75769373 [104,] -47.35913386 13.99393784 [105,] -3.03072907 -47.35913386 [106,] 14.70766097 -3.03072907 [107,] -2.32978122 14.70766097 [108,] 10.02662631 -2.32978122 [109,] -13.76153939 10.02662631 [110,] 10.20101841 -13.76153939 [111,] 3.03087020 10.20101841 [112,] 13.74415151 3.03087020 [113,] 7.50765029 13.74415151 [114,] -28.96488590 7.50765029 [115,] -20.31795760 -28.96488590 [116,] -52.23882931 -20.31795760 [117,] 32.09246948 -52.23882931 [118,] -18.53788147 32.09246948 [119,] -44.48386192 -18.53788147 [120,] -25.83693362 -44.48386192 [121,] -18.32271134 -25.83693362 [122,] 15.95547597 -18.32271134 [123,] 29.19531301 15.95547597 [124,] 17.90570032 29.19531301 [125,] 18.64409036 17.90570032 [126,] 10.88392740 18.64409036 [127,] 15.12087045 10.88392740 [128,] 8.33270475 15.12087045 [129,] -9.15307296 8.33270475 [130,] 12.74313183 -9.15307296 [131,] 14.95496614 12.74313183 [132,] 20.16680044 14.95496614 [133,] -26.46065651 20.16680044 [134,] 16.46065703 -26.46065651 [135,] 16.67249133 16.46065703 [136,] -3.40619513 16.67249133 [137,] -33.50999033 -3.40619513 [138,] -6.61378553 -33.50999033 [139,] 7.28241926 -6.61378553 [140,] -10.29482020 7.28241926 [141,] 4.75919935 -10.29482020 [142,] 16.87957190 4.75919935 [143,] 20.64307069 16.87957190 [144,] 24.19853724 20.64307069 [145,] -18.99671971 24.19853724 [146,] 4.99094683 -18.99671971 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -10.75968966 -32.69713872 2 -5.97108213 -10.75968966 3 20.92512266 -5.97108213 4 -10.79669003 20.92512266 5 12.09951477 -10.79669003 6 -20.22844819 12.09951477 7 -34.89714941 -20.22844819 8 -13.75166811 -34.89714941 9 -4.63129555 -13.75166811 10 11.82981525 -4.63129555 11 21.16111404 11.82981525 12 -47.46923690 21.16111404 13 -5.29575287 -47.46923690 14 -3.12516283 -5.29575287 15 48.58811847 -3.12516283 16 6.55067628 48.58811847 17 21.78761932 6.55067628 18 28.36819461 21.78761932 19 -26.82706234 28.36819461 20 -31.93085754 -26.82706234 21 -44.87683799 -31.93085754 22 9.11082855 -44.87683799 23 16.23120111 9.11082855 24 0.37668241 16.23120111 25 13.11507245 0.37668241 26 21.76200074 13.11507245 27 32.74966729 21.76200074 28 -30.19631316 32.74966729 29 13.60842989 -30.19631316 30 15.87337567 13.60842989 31 33.01885697 15.87337567 32 -18.86077048 33.01885697 33 -11.18873344 -18.86077048 34 6.70747136 -11.18873344 35 12.07712041 6.70747136 36 27.65769570 12.07712041 37 15.71171525 27.65769570 38 -5.16791219 15.71171525 39 -21.42952215 -5.16791219 40 -9.91529986 -21.42952215 41 12.45434919 -9.91529986 42 18.25909224 12.45434919 43 -34.31814722 18.25909224 44 -24.42194242 -34.31814722 45 -18.96083162 -24.42194242 46 19.56952619 -18.96083162 47 17.76522497 19.56952619 48 23.79413578 17.76522497 49 6.71544932 23.79413578 50 0.52019236 6.71544932 51 -24.89923235 0.52019236 52 16.22114021 -24.89923235 53 20.55243900 16.22114021 54 3.10501155 20.55243900 55 4.09267809 3.10501155 56 -16.19404060 4.09267809 57 -11.67981832 -16.19404060 58 19.68983074 -11.67981832 59 -21.97887047 19.68983074 60 -8.92485092 -21.97887047 61 -16.46374012 -8.92485092 62 12.34100293 -16.46374012 63 15.07939297 12.34100293 64 46.22776827 15.07939297 65 13.39835831 46.22776827 66 12.61019261 13.39835831 67 35.66421216 12.61019261 68 21.08697269 35.66421216 69 18.54808350 21.08697269 70 48.78792054 18.54808350 71 -35.75096865 48.78792054 72 2.07888314 -35.75096865 73 -19.77274157 2.07888314 74 20.87129273 -19.77274157 75 -10.48177898 20.87129273 76 13.73005533 -10.48177898 77 -20.44009288 13.73005533 78 39.14048241 -20.44009288 79 -43.96331279 39.14048241 80 -34.75147849 -43.96331279 81 4.21107931 -34.75147849 82 -18.54908365 4.21107931 83 -2.90504935 -18.54908365 84 13.83334070 -2.90504935 85 -25.04628675 13.83334070 86 -48.78134097 -25.04628675 87 13.58830809 -48.78134097 88 33.73378939 13.58830809 89 8.99873517 33.73378939 90 -13.63161577 8.99873517 91 -17.82687272 -13.63161577 92 -11.33775918 -17.82687272 93 7.64990736 -11.33775918 94 0.04466516 7.64990736 95 14.25939346 0.04466516 96 0.74561301 14.25939346 97 -34.35818220 0.74561301 98 -18.67000963 -34.35818220 99 15.21005964 -18.67000963 100 -21.39228857 15.21005964 101 18.91100748 -21.39228857 102 -34.75769373 18.91100748 103 13.99393784 -34.75769373 104 -47.35913386 13.99393784 105 -3.03072907 -47.35913386 106 14.70766097 -3.03072907 107 -2.32978122 14.70766097 108 10.02662631 -2.32978122 109 -13.76153939 10.02662631 110 10.20101841 -13.76153939 111 3.03087020 10.20101841 112 13.74415151 3.03087020 113 7.50765029 13.74415151 114 -28.96488590 7.50765029 115 -20.31795760 -28.96488590 116 -52.23882931 -20.31795760 117 32.09246948 -52.23882931 118 -18.53788147 32.09246948 119 -44.48386192 -18.53788147 120 -25.83693362 -44.48386192 121 -18.32271134 -25.83693362 122 15.95547597 -18.32271134 123 29.19531301 15.95547597 124 17.90570032 29.19531301 125 18.64409036 17.90570032 126 10.88392740 18.64409036 127 15.12087045 10.88392740 128 8.33270475 15.12087045 129 -9.15307296 8.33270475 130 12.74313183 -9.15307296 131 14.95496614 12.74313183 132 20.16680044 14.95496614 133 -26.46065651 20.16680044 134 16.46065703 -26.46065651 135 16.67249133 16.46065703 136 -3.40619513 16.67249133 137 -33.50999033 -3.40619513 138 -6.61378553 -33.50999033 139 7.28241926 -6.61378553 140 -10.29482020 7.28241926 141 4.75919935 -10.29482020 142 16.87957190 4.75919935 143 20.64307069 16.87957190 144 24.19853724 20.64307069 145 -18.99671971 24.19853724 146 4.99094683 -18.99671971 > 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/7cdy81290532276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/8cdy81290532276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/9cdy81290532276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/freestat/rcomp/tmp/10n4xs1290532276.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/1184dg1290532276.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/12unu41290532276.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/13io9g1290532276.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/14bxqj1290532276.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/15776s1290532276.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/16lzm01290532276.tab") + } > > try(system("convert tmp/1y3ih1290532276.ps tmp/1y3ih1290532276.png",intern=TRUE)) character(0) > try(system("convert tmp/29czk1290532276.ps tmp/29czk1290532276.png",intern=TRUE)) character(0) > try(system("convert tmp/39czk1290532276.ps tmp/39czk1290532276.png",intern=TRUE)) character(0) > try(system("convert tmp/49czk1290532276.ps tmp/49czk1290532276.png",intern=TRUE)) character(0) > try(system("convert tmp/59czk1290532276.ps tmp/59czk1290532276.png",intern=TRUE)) character(0) > try(system("convert tmp/61lg51290532276.ps tmp/61lg51290532276.png",intern=TRUE)) character(0) > try(system("convert tmp/7cdy81290532276.ps tmp/7cdy81290532276.png",intern=TRUE)) character(0) > try(system("convert tmp/8cdy81290532276.ps tmp/8cdy81290532276.png",intern=TRUE)) character(0) > try(system("convert tmp/9cdy81290532276.ps tmp/9cdy81290532276.png",intern=TRUE)) character(0) > try(system("convert tmp/10n4xs1290532276.ps tmp/10n4xs1290532276.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.313 2.702 8.791