R version 2.9.0 (2009-04-17) Copyright (C) 2009 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. 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(13 + ,13 + ,14 + ,13 + ,3 + ,12 + ,12 + ,8 + ,13 + ,5 + ,15 + ,10 + ,12 + ,16 + ,6 + ,12 + ,9 + ,7 + ,12 + ,6 + ,10 + ,10 + ,10 + ,11 + ,5 + ,12 + ,12 + ,7 + ,12 + ,3 + ,15 + ,13 + ,16 + ,18 + ,8 + ,9 + ,12 + ,11 + ,11 + ,4 + ,12 + ,12 + ,14 + ,14 + ,4 + ,11 + ,6 + ,6 + ,9 + ,4 + ,11 + ,5 + ,16 + ,14 + ,6 + ,11 + ,12 + ,11 + ,12 + ,6 + ,15 + ,11 + ,16 + ,11 + ,5 + ,7 + ,14 + ,12 + ,12 + ,4 + ,11 + ,14 + ,7 + ,13 + ,6 + ,11 + ,12 + ,13 + ,11 + ,4 + ,10 + ,12 + ,11 + ,12 + ,6 + ,14 + ,11 + ,15 + ,16 + ,6 + ,10 + ,11 + ,7 + ,9 + ,4 + ,6 + ,7 + ,9 + ,11 + ,4 + ,11 + ,9 + ,7 + ,13 + ,2 + ,15 + ,11 + ,14 + ,15 + ,7 + ,11 + ,11 + ,15 + ,10 + ,5 + ,12 + ,12 + ,7 + ,11 + ,4 + ,14 + ,12 + ,15 + ,13 + ,6 + ,15 + ,11 + ,17 + ,16 + ,6 + ,9 + ,11 + ,15 + ,15 + ,7 + ,13 + ,8 + ,14 + ,14 + ,5 + ,13 + ,9 + ,14 + ,14 + ,6 + ,16 + ,12 + ,8 + ,14 + ,4 + ,13 + ,10 + ,8 + ,8 + ,4 + ,12 + ,10 + ,14 + ,13 + ,7 + ,14 + ,12 + ,14 + ,15 + ,7 + ,11 + ,8 + ,8 + ,13 + ,4 + ,9 + ,12 + ,11 + ,11 + ,4 + ,16 + ,11 + ,16 + ,15 + ,6 + ,12 + ,12 + ,10 + ,15 + ,6 + ,10 + ,7 + ,8 + ,9 + ,5 + ,13 + ,11 + ,14 + ,13 + ,6 + ,16 + ,11 + ,16 + ,16 + ,7 + ,14 + ,12 + ,13 + ,13 + ,6 + ,15 + ,9 + ,5 + ,11 + ,3 + ,5 + ,15 + ,8 + ,12 + ,3 + ,8 + ,11 + ,10 + ,12 + ,4 + ,11 + ,11 + ,8 + ,12 + ,6 + ,16 + ,11 + ,13 + ,14 + ,7 + ,17 + ,11 + ,15 + ,14 + ,5 + ,9 + ,15 + ,6 + ,8 + ,4 + ,9 + ,11 + ,12 + ,13 + ,5 + ,13 + ,12 + ,16 + ,16 + ,6 + ,10 + ,12 + ,5 + ,13 + ,6 + ,6 + ,9 + ,15 + ,11 + ,6 + ,12 + ,12 + ,12 + ,14 + ,5 + ,8 + ,12 + ,8 + ,13 + ,4 + ,14 + ,13 + ,13 + ,13 + ,5 + ,12 + ,11 + ,14 + ,13 + ,5 + ,11 + ,9 + ,12 + ,12 + ,4 + ,16 + ,9 + ,16 + ,16 + ,6 + ,8 + ,11 + ,10 + ,15 + ,2 + ,15 + ,11 + ,15 + ,15 + ,8 + ,7 + ,12 + ,8 + ,12 + ,3 + ,16 + ,12 + ,16 + ,14 + ,6 + ,14 + ,9 + ,19 + ,12 + ,6 + ,16 + ,11 + ,14 + ,15 + ,6 + ,9 + ,9 + ,6 + ,12 + ,5 + ,14 + ,12 + ,13 + ,13 + ,5 + ,11 + ,12 + ,15 + ,12 + ,6 + ,13 + ,12 + ,7 + ,12 + ,5 + ,15 + ,12 + ,13 + ,13 + ,6 + ,5 + ,14 + ,4 + ,5 + ,2 + ,15 + ,11 + ,14 + ,13 + ,5 + ,13 + ,12 + ,13 + ,13 + ,5 + ,11 + ,11 + ,11 + ,14 + ,5 + ,11 + ,6 + ,14 + ,17 + ,6 + ,12 + ,10 + ,12 + ,13 + ,6 + ,12 + ,12 + ,15 + ,13 + ,6 + ,12 + ,13 + ,14 + ,12 + ,5 + ,12 + ,8 + ,13 + ,13 + ,5 + ,14 + ,12 + ,8 + ,14 + ,4 + ,6 + ,12 + ,6 + ,11 + ,2 + ,7 + ,12 + ,7 + ,12 + ,4 + ,14 + ,6 + ,13 + ,12 + ,6 + ,14 + ,11 + ,13 + ,16 + ,6 + ,10 + ,10 + ,11 + ,12 + ,5 + ,13 + ,12 + ,5 + ,12 + ,3 + ,12 + ,13 + ,12 + ,12 + ,6 + ,9 + ,11 + ,8 + ,10 + ,4 + ,12 + ,7 + ,11 + ,15 + ,5 + ,16 + ,11 + ,14 + ,15 + ,8 + ,10 + ,11 + ,9 + ,12 + ,4 + ,14 + ,11 + ,10 + ,16 + ,6 + ,10 + ,11 + ,13 + ,15 + ,6 + ,16 + ,12 + ,16 + ,16 + ,7 + ,15 + ,10 + ,16 + ,13 + ,6 + ,12 + ,11 + ,11 + ,12 + ,5 + ,10 + ,12 + ,8 + ,11 + ,4 + ,8 + ,7 + ,4 + ,13 + ,6 + ,8 + ,13 + ,7 + ,10 + ,3 + ,11 + ,8 + ,14 + ,15 + ,5 + ,13 + ,12 + ,11 + ,13 + ,6 + ,16 + ,11 + ,17 + ,16 + ,7 + ,16 + ,12 + ,15 + ,15 + ,7 + ,14 + ,14 + ,17 + ,18 + ,6 + ,11 + ,10 + ,5 + ,13 + ,3 + ,4 + ,10 + ,4 + ,10 + ,2 + ,14 + ,13 + ,10 + ,16 + ,8 + ,9 + ,10 + ,11 + ,13 + ,3 + ,14 + ,11 + ,15 + ,15 + ,8 + ,8 + ,10 + ,10 + ,14 + ,3 + ,8 + ,7 + ,9 + ,15 + ,4 + ,11 + ,10 + ,12 + ,14 + ,5 + ,12 + ,8 + ,15 + ,13 + ,7 + ,11 + ,12 + ,7 + ,13 + ,6 + ,14 + ,12 + ,13 + ,15 + ,6 + ,15 + ,12 + ,12 + ,16 + ,7 + ,16 + ,11 + ,14 + ,14 + ,6 + ,16 + ,12 + ,14 + ,14 + ,6 + ,11 + ,12 + ,8 + ,16 + ,6 + ,14 + ,12 + ,15 + ,14 + ,6 + ,14 + ,11 + ,12 + ,12 + ,4 + ,12 + ,12 + ,12 + ,13 + ,4 + ,14 + ,11 + ,16 + ,12 + ,5 + ,8 + ,11 + ,9 + ,12 + ,4 + ,13 + ,13 + ,15 + ,14 + ,6 + ,16 + ,12 + ,15 + ,14 + ,6 + ,12 + ,12 + ,6 + ,14 + ,5 + ,16 + ,12 + ,14 + ,16 + ,8 + ,12 + ,12 + ,15 + ,13 + ,6 + ,11 + ,8 + ,10 + ,14 + ,5 + ,4 + ,8 + ,6 + ,4 + ,4 + ,16 + ,12 + ,14 + ,16 + ,8 + ,15 + ,11 + ,12 + ,13 + ,6 + ,10 + ,12 + ,8 + ,16 + ,4 + ,13 + ,13 + ,11 + ,15 + ,6 + ,15 + ,12 + ,13 + ,14 + ,6 + ,12 + ,12 + ,9 + ,13 + ,4 + ,14 + ,11 + ,15 + ,14 + ,6 + ,7 + ,12 + ,13 + ,12 + ,3 + ,19 + ,12 + ,15 + ,15 + ,6 + ,12 + ,10 + ,14 + ,14 + ,5 + ,12 + ,11 + ,16 + ,13 + ,4 + ,13 + ,12 + ,14 + ,14 + ,6 + ,15 + ,12 + ,14 + ,16 + ,4 + ,8 + ,10 + ,10 + ,6 + ,4 + ,12 + ,12 + ,10 + ,13 + ,4 + ,10 + ,13 + ,4 + ,13 + ,6 + ,8 + ,12 + ,8 + ,14 + ,5 + ,10 + ,15 + ,15 + ,15 + ,6 + ,15 + ,11 + ,16 + ,14 + ,6 + ,16 + ,12 + ,12 + ,15 + ,8 + ,13 + ,11 + ,12 + ,13 + ,7 + ,16 + ,12 + ,15 + ,16 + ,7 + ,9 + ,11 + ,9 + ,12 + ,4 + ,14 + ,10 + ,12 + ,15 + ,6 + ,14 + ,11 + ,14 + ,12 + ,6 + ,12 + ,11 + ,11 + ,14 + ,2) + ,dim=c(5 + ,156) + ,dimnames=list(c('Popularity' + ,'FindingFriends' + ,'KnowingPeople' + ,'Liked' + ,'Celebrity') + ,1:156)) > y <- array(NA,dim=c(5,156),dimnames=list(c('Popularity','FindingFriends','KnowingPeople','Liked','Celebrity'),1:156)) > 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 = '4' > #'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 Liked Popularity FindingFriends KnowingPeople Celebrity 1 13 13 13 14 3 2 13 12 12 8 5 3 16 15 10 12 6 4 12 12 9 7 6 5 11 10 10 10 5 6 12 12 12 7 3 7 18 15 13 16 8 8 11 9 12 11 4 9 14 12 12 14 4 10 9 11 6 6 4 11 14 11 5 16 6 12 12 11 12 11 6 13 11 15 11 16 5 14 12 7 14 12 4 15 13 11 14 7 6 16 11 11 12 13 4 17 12 10 12 11 6 18 16 14 11 15 6 19 9 10 11 7 4 20 11 6 7 9 4 21 13 11 9 7 2 22 15 15 11 14 7 23 10 11 11 15 5 24 11 12 12 7 4 25 13 14 12 15 6 26 16 15 11 17 6 27 15 9 11 15 7 28 14 13 8 14 5 29 14 13 9 14 6 30 14 16 12 8 4 31 8 13 10 8 4 32 13 12 10 14 7 33 15 14 12 14 7 34 13 11 8 8 4 35 11 9 12 11 4 36 15 16 11 16 6 37 15 12 12 10 6 38 9 10 7 8 5 39 13 13 11 14 6 40 16 16 11 16 7 41 13 14 12 13 6 42 11 15 9 5 3 43 12 5 15 8 3 44 12 8 11 10 4 45 12 11 11 8 6 46 14 16 11 13 7 47 14 17 11 15 5 48 8 9 15 6 4 49 13 9 11 12 5 50 16 13 12 16 6 51 13 10 12 5 6 52 11 6 9 15 6 53 14 12 12 12 5 54 13 8 12 8 4 55 13 14 13 13 5 56 13 12 11 14 5 57 12 11 9 12 4 58 16 16 9 16 6 59 15 8 11 10 2 60 15 15 11 15 8 61 12 7 12 8 3 62 14 16 12 16 6 63 12 14 9 19 6 64 15 16 11 14 6 65 12 9 9 6 5 66 13 14 12 13 5 67 12 11 12 15 6 68 12 13 12 7 5 69 13 15 12 13 6 70 5 5 14 4 2 71 13 15 11 14 5 72 13 13 12 13 5 73 14 11 11 11 5 74 17 11 6 14 6 75 13 12 10 12 6 76 13 12 12 15 6 77 12 12 13 14 5 78 13 12 8 13 5 79 14 14 12 8 4 80 11 6 12 6 2 81 12 7 12 7 4 82 12 14 6 13 6 83 16 14 11 13 6 84 12 10 10 11 5 85 12 13 12 5 3 86 12 12 13 12 6 87 10 9 11 8 4 88 15 12 7 11 5 89 15 16 11 14 8 90 12 10 11 9 4 91 16 14 11 10 6 92 15 10 11 13 6 93 16 16 12 16 7 94 13 15 10 16 6 95 12 12 11 11 5 96 11 10 12 8 4 97 13 8 7 4 6 98 10 8 13 7 3 99 15 11 8 14 5 100 13 13 12 11 6 101 16 16 11 17 7 102 15 16 12 15 7 103 18 14 14 17 6 104 13 11 10 5 3 105 10 4 10 4 2 106 16 14 13 10 8 107 13 9 10 11 3 108 15 14 11 15 8 109 14 8 10 10 3 110 15 8 7 9 4 111 14 11 10 12 5 112 13 12 8 15 7 113 13 11 12 7 6 114 15 14 12 13 6 115 16 15 12 12 7 116 14 16 11 14 6 117 14 16 12 14 6 118 16 11 12 8 6 119 14 14 12 15 6 120 12 14 11 12 4 121 13 12 12 12 4 122 12 14 11 16 5 123 12 8 11 9 4 124 14 13 13 15 6 125 14 16 12 15 6 126 14 12 12 6 5 127 16 16 12 14 8 128 13 12 12 15 6 129 14 11 8 10 5 130 4 4 8 6 4 131 16 16 12 14 8 132 13 15 11 12 6 133 16 10 12 8 4 134 15 13 13 11 6 135 14 15 12 13 6 136 13 12 12 9 4 137 14 14 11 15 6 138 12 7 12 13 3 139 15 19 12 15 6 140 14 12 10 14 5 141 13 12 11 16 4 142 14 13 12 14 6 143 16 15 12 14 4 144 6 8 10 10 4 145 13 12 12 10 4 146 13 10 13 4 6 147 14 8 12 8 5 148 15 10 15 15 6 149 14 15 11 16 6 150 15 16 12 12 8 151 13 13 11 12 7 152 16 16 12 15 7 153 12 9 11 9 4 154 15 14 10 12 6 155 12 14 11 14 6 156 14 12 11 11 2 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Popularity FindingFriends KnowingPeople Celebrity 6.44338 0.22845 0.06004 0.11010 0.39349 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -6.0721 -0.9827 0.1269 1.1201 4.1806 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 6.44338 1.02725 6.272 3.56e-09 *** Popularity 0.22845 0.06317 3.616 0.000407 *** FindingFriends 0.06004 0.07774 0.772 0.441168 KnowingPeople 0.11010 0.05142 2.141 0.033851 * Celebrity 0.39349 0.12892 3.052 0.002685 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.704 on 151 degrees of freedom Multiple R-squared: 0.4025, Adjusted R-squared: 0.3867 F-statistic: 25.43 on 4 and 151 DF, p-value: 4.057e-16 > 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,] 0.04822720 0.09645441 0.9517728 [2,] 0.03201832 0.06403664 0.9679817 [3,] 0.01225177 0.02450354 0.9877482 [4,] 0.01968019 0.03936039 0.9803198 [5,] 0.01790076 0.03580153 0.9820992 [6,] 0.58701195 0.82597611 0.4129881 [7,] 0.49411716 0.98823431 0.5058828 [8,] 0.39803239 0.79606478 0.6019676 [9,] 0.36377966 0.72755932 0.6362203 [10,] 0.31344482 0.62688964 0.6865552 [11,] 0.28328614 0.56657229 0.7167139 [12,] 0.28232288 0.56464575 0.7176771 [13,] 0.30204481 0.60408962 0.6979552 [14,] 0.50075641 0.99848718 0.4992436 [15,] 0.42709511 0.85419023 0.5729049 [16,] 0.58499817 0.83000365 0.4150018 [17,] 0.53379174 0.93241651 0.4662083 [18,] 0.50972402 0.98055196 0.4902760 [19,] 0.46972836 0.93945671 0.5302716 [20,] 0.46041078 0.92082156 0.5395892 [21,] 0.40587738 0.81175476 0.5941226 [22,] 0.34404406 0.68808812 0.6559559 [23,] 0.30315698 0.60631395 0.6968430 [24,] 0.58121660 0.83756680 0.4187834 [25,] 0.54850627 0.90298745 0.4514937 [26,] 0.48916543 0.97833087 0.5108346 [27,] 0.49376410 0.98752821 0.5062359 [28,] 0.44175854 0.88351708 0.5582415 [29,] 0.38521755 0.77043509 0.6147825 [30,] 0.39299340 0.78598680 0.6070066 [31,] 0.46020088 0.92040176 0.5397991 [32,] 0.42338105 0.84676209 0.5766190 [33,] 0.37307521 0.74615042 0.6269248 [34,] 0.34703624 0.69407248 0.6529638 [35,] 0.31362589 0.62725177 0.6863741 [36,] 0.33619320 0.67238641 0.6638068 [37,] 0.29850628 0.59701257 0.7014937 [38,] 0.26010416 0.52020832 0.7398958 [39,] 0.23101355 0.46202710 0.7689865 [40,] 0.19734999 0.39469998 0.8026500 [41,] 0.31579810 0.63159619 0.6842019 [42,] 0.28045978 0.56091957 0.7195402 [43,] 0.28055674 0.56111348 0.7194433 [44,] 0.26253856 0.52507711 0.7374614 [45,] 0.24589572 0.49179145 0.7541043 [46,] 0.21995753 0.43991506 0.7800425 [47,] 0.23407709 0.46815419 0.7659229 [48,] 0.20544661 0.41089322 0.7945534 [49,] 0.17250367 0.34500734 0.8274963 [50,] 0.14436318 0.28872637 0.8556368 [51,] 0.13165558 0.26331115 0.8683444 [52,] 0.34152116 0.68304233 0.6584788 [53,] 0.29869812 0.59739624 0.7013019 [54,] 0.28089857 0.56179713 0.7191014 [55,] 0.25477822 0.50955644 0.7452218 [56,] 0.31749804 0.63499608 0.6825020 [57,] 0.27937265 0.55874529 0.7206274 [58,] 0.24861657 0.49723314 0.7513834 [59,] 0.21873409 0.43746818 0.7812659 [60,] 0.21641397 0.43282795 0.7835860 [61,] 0.19165180 0.38330360 0.8083482 [62,] 0.17918841 0.35837681 0.8208116 [63,] 0.43262522 0.86525043 0.5673748 [64,] 0.40461976 0.80923952 0.5953802 [65,] 0.36429696 0.72859393 0.6357030 [66,] 0.34706798 0.69413596 0.6529320 [67,] 0.54332364 0.91335272 0.4566764 [68,] 0.49912660 0.99825320 0.5008734 [69,] 0.46376807 0.92753614 0.5362319 [70,] 0.45274030 0.90548060 0.5472597 [71,] 0.40658096 0.81316191 0.5934190 [72,] 0.39064168 0.78128336 0.6093583 [73,] 0.36509814 0.73019629 0.6349019 [74,] 0.33542586 0.67085172 0.6645741 [75,] 0.33673620 0.67347241 0.6632638 [76,] 0.34917498 0.69834996 0.6508250 [77,] 0.31047505 0.62095010 0.6895249 [78,] 0.28362762 0.56725523 0.7163724 [79,] 0.28147906 0.56295812 0.7185209 [80,] 0.28698804 0.57397607 0.7130120 [81,] 0.31862633 0.63725267 0.6813737 [82,] 0.27930798 0.55861597 0.7206920 [83,] 0.24349025 0.48698050 0.7565098 [84,] 0.26757746 0.53515491 0.7324225 [85,] 0.27818319 0.55636637 0.7218168 [86,] 0.24623002 0.49246003 0.7537700 [87,] 0.23723087 0.47446174 0.7627691 [88,] 0.21828985 0.43657971 0.7817101 [89,] 0.20558345 0.41116690 0.7944166 [90,] 0.20069926 0.40139852 0.7993007 [91,] 0.20527188 0.41054376 0.7947281 [92,] 0.25178006 0.50356012 0.7482199 [93,] 0.22745601 0.45491203 0.7725440 [94,] 0.20357797 0.40715593 0.7964220 [95,] 0.17108205 0.34216410 0.8289179 [96,] 0.25860429 0.51720858 0.7413957 [97,] 0.24252703 0.48505405 0.7574730 [98,] 0.21022658 0.42045316 0.7897734 [99,] 0.19140410 0.38280819 0.8085959 [100,] 0.17857990 0.35715981 0.8214201 [101,] 0.15197231 0.30394462 0.8480277 [102,] 0.20159073 0.40318146 0.7984093 [103,] 0.53381626 0.93236748 0.4661837 [104,] 0.54886304 0.90227391 0.4511370 [105,] 0.58444604 0.83110792 0.4155540 [106,] 0.53975491 0.92049018 0.4602451 [107,] 0.49575790 0.99151579 0.5042421 [108,] 0.46839802 0.93679603 0.5316020 [109,] 0.41828619 0.83657239 0.5817138 [110,] 0.38921078 0.77842157 0.6107892 [111,] 0.48242472 0.96484945 0.5175753 [112,] 0.42784918 0.85569836 0.5721508 [113,] 0.43068525 0.86137050 0.5693147 [114,] 0.38357219 0.76714437 0.6164278 [115,] 0.38899310 0.77798619 0.6110069 [116,] 0.34555618 0.69111235 0.6544438 [117,] 0.29864999 0.59729998 0.7013500 [118,] 0.28309324 0.56618649 0.7169068 [119,] 0.24264416 0.48528832 0.7573558 [120,] 0.20393777 0.40787554 0.7960622 [121,] 0.16704724 0.33409448 0.8329528 [122,] 0.42876001 0.85752003 0.5712400 [123,] 0.60434446 0.79131108 0.3956555 [124,] 0.55851804 0.88296393 0.4414820 [125,] 0.51589105 0.96821791 0.4841090 [126,] 0.70563809 0.58872381 0.2943619 [127,] 0.64438898 0.71122204 0.3556110 [128,] 0.58860822 0.82278357 0.4113918 [129,] 0.52328489 0.95343022 0.4767151 [130,] 0.44613139 0.89226278 0.5538686 [131,] 0.37108569 0.74217137 0.6289143 [132,] 0.42107911 0.84215822 0.5789209 [133,] 0.49322003 0.98644006 0.5067800 [134,] 0.41053002 0.82106004 0.5894700 [135,] 0.32046924 0.64093848 0.6795308 [136,] 0.24710088 0.49420176 0.7528991 [137,] 0.80953348 0.38093305 0.1904665 [138,] 0.74820559 0.50358882 0.2517944 [139,] 0.72026221 0.55947559 0.2797378 [140,] 0.66205254 0.67589492 0.3379475 [141,] 0.62869099 0.74261803 0.3713090 > postscript(file="/var/www/html/rcomp/tmp/1xvjy1290542145.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/27mi11290542145.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/rcomp/tmp/37mi11290542145.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/47mi11290542145.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/57mi11290542145.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 = 156 Frequency = 1 1 2 3 4 5 6 0.08440345 0.24651784 1.84734395 -0.85676206 -1.39671963 0.14360898 7 8 9 10 11 12 2.43983261 -1.00495542 0.97939369 -2.55111256 0.62090604 -1.24883804 13 14 15 16 17 18 -3.25961117 0.22176199 0.07150002 -1.68205601 -1.02039078 1.68544508 19 20 21 22 23 24 -2.73295351 0.20077761 1.94566140 0.17360680 -3.23571909 -1.24988507 25 26 27 28 29 30 -1.37459196 1.23679175 1.43418733 0.59760053 0.14406944 0.72622285 31 32 33 34 35 36 -4.46836129 -1.08101438 0.34201702 1.10860730 -1.00495542 0.11844752 37 38 39 40 41 42 1.63281773 -2.99640245 -0.97600463 0.72495347 -1.15438589 -1.14141563 43 44 45 46 47 48 1.45252566 0.39363191 -0.85849191 -0.94473743 -0.60640266 -3.63455136 49 50 51 52 53 54 0.55148453 1.74375227 0.64022742 -1.36690276 0.80610571 1.55380094 55 56 57 58 59 60 -0.82092888 -0.35406332 -0.39184187 1.23852159 4.18062001 -0.32999028 61 62 63 64 65 66 1.17574225 -0.94158952 -2.63489298 0.33865359 0.33217680 -0.76089184 67 68 69 70 71 72 -1.68925018 -0.87182638 -1.38283315 -4.65353112 -1.03940510 -0.53244458 73 74 75 76 77 78 1.20469304 3.78107507 -0.46731427 -0.91769744 -1.47413739 -0.06384918 79 80 81 82 83 84 1.18311737 1.01788963 0.89235123 -1.79416368 1.90565114 -0.50682266 85 86 87 88 89 90 0.13536778 -1.64742537 -1.61460929 2.21639393 -0.44833451 0.04684042 91 92 93 94 95 96 2.23596024 1.81944019 0.66491644 -1.59306818 -1.02375422 -0.90309358 97 98 99 100 101 102 1.50741015 -1.00263901 2.05449505 -0.70573257 0.61485044 -0.22498053 103 104 105 106 107 108 3.28512790 1.71233638 0.81506429 1.32889807 1.50861270 -0.10154302 109 110 111 112 113 114 2.84716299 3.74388309 1.15462704 -1.07104334 0.19157409 0.84561411 115 116 117 118 119 120 1.33377583 -0.66134641 -0.72138345 3.08147106 -0.37459196 -1.19725772 121 122 123 124 125 126 0.19959976 -2.03116391 0.50373494 -0.20618174 -0.83148648 1.46672391 127 128 129 130 131 132 0.49162845 -0.91769744 1.49490718 -6.07205581 0.49162845 -1.21269308 133 134 135 136 137 138 4.09690642 1.23423040 -0.38283315 0.52990886 -0.31455492 0.62522708 139 140 141 142 143 144 -0.51682826 0.70597372 -0.18077534 -0.03604167 2.29405191 -5.54633106 145 146 147 148 149 150 0.41980583 0.69029341 2.16030689 1.35908598 -0.65310522 -0.28816548 151 152 153 154 155 156 -1.14929261 0.77501947 0.27528768 1.07579121 -2.20445189 2.15672793 > postscript(file="/var/www/html/rcomp/tmp/60ehm1290542145.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 = 156 Frequency = 1 lag(myerror, k = 1) myerror 0 0.08440345 NA 1 0.24651784 0.08440345 2 1.84734395 0.24651784 3 -0.85676206 1.84734395 4 -1.39671963 -0.85676206 5 0.14360898 -1.39671963 6 2.43983261 0.14360898 7 -1.00495542 2.43983261 8 0.97939369 -1.00495542 9 -2.55111256 0.97939369 10 0.62090604 -2.55111256 11 -1.24883804 0.62090604 12 -3.25961117 -1.24883804 13 0.22176199 -3.25961117 14 0.07150002 0.22176199 15 -1.68205601 0.07150002 16 -1.02039078 -1.68205601 17 1.68544508 -1.02039078 18 -2.73295351 1.68544508 19 0.20077761 -2.73295351 20 1.94566140 0.20077761 21 0.17360680 1.94566140 22 -3.23571909 0.17360680 23 -1.24988507 -3.23571909 24 -1.37459196 -1.24988507 25 1.23679175 -1.37459196 26 1.43418733 1.23679175 27 0.59760053 1.43418733 28 0.14406944 0.59760053 29 0.72622285 0.14406944 30 -4.46836129 0.72622285 31 -1.08101438 -4.46836129 32 0.34201702 -1.08101438 33 1.10860730 0.34201702 34 -1.00495542 1.10860730 35 0.11844752 -1.00495542 36 1.63281773 0.11844752 37 -2.99640245 1.63281773 38 -0.97600463 -2.99640245 39 0.72495347 -0.97600463 40 -1.15438589 0.72495347 41 -1.14141563 -1.15438589 42 1.45252566 -1.14141563 43 0.39363191 1.45252566 44 -0.85849191 0.39363191 45 -0.94473743 -0.85849191 46 -0.60640266 -0.94473743 47 -3.63455136 -0.60640266 48 0.55148453 -3.63455136 49 1.74375227 0.55148453 50 0.64022742 1.74375227 51 -1.36690276 0.64022742 52 0.80610571 -1.36690276 53 1.55380094 0.80610571 54 -0.82092888 1.55380094 55 -0.35406332 -0.82092888 56 -0.39184187 -0.35406332 57 1.23852159 -0.39184187 58 4.18062001 1.23852159 59 -0.32999028 4.18062001 60 1.17574225 -0.32999028 61 -0.94158952 1.17574225 62 -2.63489298 -0.94158952 63 0.33865359 -2.63489298 64 0.33217680 0.33865359 65 -0.76089184 0.33217680 66 -1.68925018 -0.76089184 67 -0.87182638 -1.68925018 68 -1.38283315 -0.87182638 69 -4.65353112 -1.38283315 70 -1.03940510 -4.65353112 71 -0.53244458 -1.03940510 72 1.20469304 -0.53244458 73 3.78107507 1.20469304 74 -0.46731427 3.78107507 75 -0.91769744 -0.46731427 76 -1.47413739 -0.91769744 77 -0.06384918 -1.47413739 78 1.18311737 -0.06384918 79 1.01788963 1.18311737 80 0.89235123 1.01788963 81 -1.79416368 0.89235123 82 1.90565114 -1.79416368 83 -0.50682266 1.90565114 84 0.13536778 -0.50682266 85 -1.64742537 0.13536778 86 -1.61460929 -1.64742537 87 2.21639393 -1.61460929 88 -0.44833451 2.21639393 89 0.04684042 -0.44833451 90 2.23596024 0.04684042 91 1.81944019 2.23596024 92 0.66491644 1.81944019 93 -1.59306818 0.66491644 94 -1.02375422 -1.59306818 95 -0.90309358 -1.02375422 96 1.50741015 -0.90309358 97 -1.00263901 1.50741015 98 2.05449505 -1.00263901 99 -0.70573257 2.05449505 100 0.61485044 -0.70573257 101 -0.22498053 0.61485044 102 3.28512790 -0.22498053 103 1.71233638 3.28512790 104 0.81506429 1.71233638 105 1.32889807 0.81506429 106 1.50861270 1.32889807 107 -0.10154302 1.50861270 108 2.84716299 -0.10154302 109 3.74388309 2.84716299 110 1.15462704 3.74388309 111 -1.07104334 1.15462704 112 0.19157409 -1.07104334 113 0.84561411 0.19157409 114 1.33377583 0.84561411 115 -0.66134641 1.33377583 116 -0.72138345 -0.66134641 117 3.08147106 -0.72138345 118 -0.37459196 3.08147106 119 -1.19725772 -0.37459196 120 0.19959976 -1.19725772 121 -2.03116391 0.19959976 122 0.50373494 -2.03116391 123 -0.20618174 0.50373494 124 -0.83148648 -0.20618174 125 1.46672391 -0.83148648 126 0.49162845 1.46672391 127 -0.91769744 0.49162845 128 1.49490718 -0.91769744 129 -6.07205581 1.49490718 130 0.49162845 -6.07205581 131 -1.21269308 0.49162845 132 4.09690642 -1.21269308 133 1.23423040 4.09690642 134 -0.38283315 1.23423040 135 0.52990886 -0.38283315 136 -0.31455492 0.52990886 137 0.62522708 -0.31455492 138 -0.51682826 0.62522708 139 0.70597372 -0.51682826 140 -0.18077534 0.70597372 141 -0.03604167 -0.18077534 142 2.29405191 -0.03604167 143 -5.54633106 2.29405191 144 0.41980583 -5.54633106 145 0.69029341 0.41980583 146 2.16030689 0.69029341 147 1.35908598 2.16030689 148 -0.65310522 1.35908598 149 -0.28816548 -0.65310522 150 -1.14929261 -0.28816548 151 0.77501947 -1.14929261 152 0.27528768 0.77501947 153 1.07579121 0.27528768 154 -2.20445189 1.07579121 155 2.15672793 -2.20445189 156 NA 2.15672793 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 0.24651784 0.08440345 [2,] 1.84734395 0.24651784 [3,] -0.85676206 1.84734395 [4,] -1.39671963 -0.85676206 [5,] 0.14360898 -1.39671963 [6,] 2.43983261 0.14360898 [7,] -1.00495542 2.43983261 [8,] 0.97939369 -1.00495542 [9,] -2.55111256 0.97939369 [10,] 0.62090604 -2.55111256 [11,] -1.24883804 0.62090604 [12,] -3.25961117 -1.24883804 [13,] 0.22176199 -3.25961117 [14,] 0.07150002 0.22176199 [15,] -1.68205601 0.07150002 [16,] -1.02039078 -1.68205601 [17,] 1.68544508 -1.02039078 [18,] -2.73295351 1.68544508 [19,] 0.20077761 -2.73295351 [20,] 1.94566140 0.20077761 [21,] 0.17360680 1.94566140 [22,] -3.23571909 0.17360680 [23,] -1.24988507 -3.23571909 [24,] -1.37459196 -1.24988507 [25,] 1.23679175 -1.37459196 [26,] 1.43418733 1.23679175 [27,] 0.59760053 1.43418733 [28,] 0.14406944 0.59760053 [29,] 0.72622285 0.14406944 [30,] -4.46836129 0.72622285 [31,] -1.08101438 -4.46836129 [32,] 0.34201702 -1.08101438 [33,] 1.10860730 0.34201702 [34,] -1.00495542 1.10860730 [35,] 0.11844752 -1.00495542 [36,] 1.63281773 0.11844752 [37,] -2.99640245 1.63281773 [38,] -0.97600463 -2.99640245 [39,] 0.72495347 -0.97600463 [40,] -1.15438589 0.72495347 [41,] -1.14141563 -1.15438589 [42,] 1.45252566 -1.14141563 [43,] 0.39363191 1.45252566 [44,] -0.85849191 0.39363191 [45,] -0.94473743 -0.85849191 [46,] -0.60640266 -0.94473743 [47,] -3.63455136 -0.60640266 [48,] 0.55148453 -3.63455136 [49,] 1.74375227 0.55148453 [50,] 0.64022742 1.74375227 [51,] -1.36690276 0.64022742 [52,] 0.80610571 -1.36690276 [53,] 1.55380094 0.80610571 [54,] -0.82092888 1.55380094 [55,] -0.35406332 -0.82092888 [56,] -0.39184187 -0.35406332 [57,] 1.23852159 -0.39184187 [58,] 4.18062001 1.23852159 [59,] -0.32999028 4.18062001 [60,] 1.17574225 -0.32999028 [61,] -0.94158952 1.17574225 [62,] -2.63489298 -0.94158952 [63,] 0.33865359 -2.63489298 [64,] 0.33217680 0.33865359 [65,] -0.76089184 0.33217680 [66,] -1.68925018 -0.76089184 [67,] -0.87182638 -1.68925018 [68,] -1.38283315 -0.87182638 [69,] -4.65353112 -1.38283315 [70,] -1.03940510 -4.65353112 [71,] -0.53244458 -1.03940510 [72,] 1.20469304 -0.53244458 [73,] 3.78107507 1.20469304 [74,] -0.46731427 3.78107507 [75,] -0.91769744 -0.46731427 [76,] -1.47413739 -0.91769744 [77,] -0.06384918 -1.47413739 [78,] 1.18311737 -0.06384918 [79,] 1.01788963 1.18311737 [80,] 0.89235123 1.01788963 [81,] -1.79416368 0.89235123 [82,] 1.90565114 -1.79416368 [83,] -0.50682266 1.90565114 [84,] 0.13536778 -0.50682266 [85,] -1.64742537 0.13536778 [86,] -1.61460929 -1.64742537 [87,] 2.21639393 -1.61460929 [88,] -0.44833451 2.21639393 [89,] 0.04684042 -0.44833451 [90,] 2.23596024 0.04684042 [91,] 1.81944019 2.23596024 [92,] 0.66491644 1.81944019 [93,] -1.59306818 0.66491644 [94,] -1.02375422 -1.59306818 [95,] -0.90309358 -1.02375422 [96,] 1.50741015 -0.90309358 [97,] -1.00263901 1.50741015 [98,] 2.05449505 -1.00263901 [99,] -0.70573257 2.05449505 [100,] 0.61485044 -0.70573257 [101,] -0.22498053 0.61485044 [102,] 3.28512790 -0.22498053 [103,] 1.71233638 3.28512790 [104,] 0.81506429 1.71233638 [105,] 1.32889807 0.81506429 [106,] 1.50861270 1.32889807 [107,] -0.10154302 1.50861270 [108,] 2.84716299 -0.10154302 [109,] 3.74388309 2.84716299 [110,] 1.15462704 3.74388309 [111,] -1.07104334 1.15462704 [112,] 0.19157409 -1.07104334 [113,] 0.84561411 0.19157409 [114,] 1.33377583 0.84561411 [115,] -0.66134641 1.33377583 [116,] -0.72138345 -0.66134641 [117,] 3.08147106 -0.72138345 [118,] -0.37459196 3.08147106 [119,] -1.19725772 -0.37459196 [120,] 0.19959976 -1.19725772 [121,] -2.03116391 0.19959976 [122,] 0.50373494 -2.03116391 [123,] -0.20618174 0.50373494 [124,] -0.83148648 -0.20618174 [125,] 1.46672391 -0.83148648 [126,] 0.49162845 1.46672391 [127,] -0.91769744 0.49162845 [128,] 1.49490718 -0.91769744 [129,] -6.07205581 1.49490718 [130,] 0.49162845 -6.07205581 [131,] -1.21269308 0.49162845 [132,] 4.09690642 -1.21269308 [133,] 1.23423040 4.09690642 [134,] -0.38283315 1.23423040 [135,] 0.52990886 -0.38283315 [136,] -0.31455492 0.52990886 [137,] 0.62522708 -0.31455492 [138,] -0.51682826 0.62522708 [139,] 0.70597372 -0.51682826 [140,] -0.18077534 0.70597372 [141,] -0.03604167 -0.18077534 [142,] 2.29405191 -0.03604167 [143,] -5.54633106 2.29405191 [144,] 0.41980583 -5.54633106 [145,] 0.69029341 0.41980583 [146,] 2.16030689 0.69029341 [147,] 1.35908598 2.16030689 [148,] -0.65310522 1.35908598 [149,] -0.28816548 -0.65310522 [150,] -1.14929261 -0.28816548 [151,] 0.77501947 -1.14929261 [152,] 0.27528768 0.77501947 [153,] 1.07579121 0.27528768 [154,] -2.20445189 1.07579121 [155,] 2.15672793 -2.20445189 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 0.24651784 0.08440345 2 1.84734395 0.24651784 3 -0.85676206 1.84734395 4 -1.39671963 -0.85676206 5 0.14360898 -1.39671963 6 2.43983261 0.14360898 7 -1.00495542 2.43983261 8 0.97939369 -1.00495542 9 -2.55111256 0.97939369 10 0.62090604 -2.55111256 11 -1.24883804 0.62090604 12 -3.25961117 -1.24883804 13 0.22176199 -3.25961117 14 0.07150002 0.22176199 15 -1.68205601 0.07150002 16 -1.02039078 -1.68205601 17 1.68544508 -1.02039078 18 -2.73295351 1.68544508 19 0.20077761 -2.73295351 20 1.94566140 0.20077761 21 0.17360680 1.94566140 22 -3.23571909 0.17360680 23 -1.24988507 -3.23571909 24 -1.37459196 -1.24988507 25 1.23679175 -1.37459196 26 1.43418733 1.23679175 27 0.59760053 1.43418733 28 0.14406944 0.59760053 29 0.72622285 0.14406944 30 -4.46836129 0.72622285 31 -1.08101438 -4.46836129 32 0.34201702 -1.08101438 33 1.10860730 0.34201702 34 -1.00495542 1.10860730 35 0.11844752 -1.00495542 36 1.63281773 0.11844752 37 -2.99640245 1.63281773 38 -0.97600463 -2.99640245 39 0.72495347 -0.97600463 40 -1.15438589 0.72495347 41 -1.14141563 -1.15438589 42 1.45252566 -1.14141563 43 0.39363191 1.45252566 44 -0.85849191 0.39363191 45 -0.94473743 -0.85849191 46 -0.60640266 -0.94473743 47 -3.63455136 -0.60640266 48 0.55148453 -3.63455136 49 1.74375227 0.55148453 50 0.64022742 1.74375227 51 -1.36690276 0.64022742 52 0.80610571 -1.36690276 53 1.55380094 0.80610571 54 -0.82092888 1.55380094 55 -0.35406332 -0.82092888 56 -0.39184187 -0.35406332 57 1.23852159 -0.39184187 58 4.18062001 1.23852159 59 -0.32999028 4.18062001 60 1.17574225 -0.32999028 61 -0.94158952 1.17574225 62 -2.63489298 -0.94158952 63 0.33865359 -2.63489298 64 0.33217680 0.33865359 65 -0.76089184 0.33217680 66 -1.68925018 -0.76089184 67 -0.87182638 -1.68925018 68 -1.38283315 -0.87182638 69 -4.65353112 -1.38283315 70 -1.03940510 -4.65353112 71 -0.53244458 -1.03940510 72 1.20469304 -0.53244458 73 3.78107507 1.20469304 74 -0.46731427 3.78107507 75 -0.91769744 -0.46731427 76 -1.47413739 -0.91769744 77 -0.06384918 -1.47413739 78 1.18311737 -0.06384918 79 1.01788963 1.18311737 80 0.89235123 1.01788963 81 -1.79416368 0.89235123 82 1.90565114 -1.79416368 83 -0.50682266 1.90565114 84 0.13536778 -0.50682266 85 -1.64742537 0.13536778 86 -1.61460929 -1.64742537 87 2.21639393 -1.61460929 88 -0.44833451 2.21639393 89 0.04684042 -0.44833451 90 2.23596024 0.04684042 91 1.81944019 2.23596024 92 0.66491644 1.81944019 93 -1.59306818 0.66491644 94 -1.02375422 -1.59306818 95 -0.90309358 -1.02375422 96 1.50741015 -0.90309358 97 -1.00263901 1.50741015 98 2.05449505 -1.00263901 99 -0.70573257 2.05449505 100 0.61485044 -0.70573257 101 -0.22498053 0.61485044 102 3.28512790 -0.22498053 103 1.71233638 3.28512790 104 0.81506429 1.71233638 105 1.32889807 0.81506429 106 1.50861270 1.32889807 107 -0.10154302 1.50861270 108 2.84716299 -0.10154302 109 3.74388309 2.84716299 110 1.15462704 3.74388309 111 -1.07104334 1.15462704 112 0.19157409 -1.07104334 113 0.84561411 0.19157409 114 1.33377583 0.84561411 115 -0.66134641 1.33377583 116 -0.72138345 -0.66134641 117 3.08147106 -0.72138345 118 -0.37459196 3.08147106 119 -1.19725772 -0.37459196 120 0.19959976 -1.19725772 121 -2.03116391 0.19959976 122 0.50373494 -2.03116391 123 -0.20618174 0.50373494 124 -0.83148648 -0.20618174 125 1.46672391 -0.83148648 126 0.49162845 1.46672391 127 -0.91769744 0.49162845 128 1.49490718 -0.91769744 129 -6.07205581 1.49490718 130 0.49162845 -6.07205581 131 -1.21269308 0.49162845 132 4.09690642 -1.21269308 133 1.23423040 4.09690642 134 -0.38283315 1.23423040 135 0.52990886 -0.38283315 136 -0.31455492 0.52990886 137 0.62522708 -0.31455492 138 -0.51682826 0.62522708 139 0.70597372 -0.51682826 140 -0.18077534 0.70597372 141 -0.03604167 -0.18077534 142 2.29405191 -0.03604167 143 -5.54633106 2.29405191 144 0.41980583 -5.54633106 145 0.69029341 0.41980583 146 2.16030689 0.69029341 147 1.35908598 2.16030689 148 -0.65310522 1.35908598 149 -0.28816548 -0.65310522 150 -1.14929261 -0.28816548 151 0.77501947 -1.14929261 152 0.27528768 0.77501947 153 1.07579121 0.27528768 154 -2.20445189 1.07579121 155 2.15672793 -2.20445189 > 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/rcomp/tmp/7bny71290542145.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8bny71290542145.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9leys1290542145.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10leys1290542145.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/rcomp/tmp/117xwg1290542145.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/rcomp/tmp/12afv41290542145.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/rcomp/tmp/13zysy1290542145.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/rcomp/tmp/14kzql1290542145.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/rcomp/tmp/156h791290542145.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/rcomp/tmp/16rinx1290542145.tab") + } > > try(system("convert tmp/1xvjy1290542145.ps tmp/1xvjy1290542145.png",intern=TRUE)) character(0) > try(system("convert tmp/27mi11290542145.ps tmp/27mi11290542145.png",intern=TRUE)) character(0) > try(system("convert tmp/37mi11290542145.ps tmp/37mi11290542145.png",intern=TRUE)) character(0) > try(system("convert tmp/47mi11290542145.ps tmp/47mi11290542145.png",intern=TRUE)) character(0) > try(system("convert tmp/57mi11290542145.ps tmp/57mi11290542145.png",intern=TRUE)) character(0) > try(system("convert tmp/60ehm1290542145.ps tmp/60ehm1290542145.png",intern=TRUE)) character(0) > try(system("convert tmp/7bny71290542145.ps tmp/7bny71290542145.png",intern=TRUE)) character(0) > try(system("convert tmp/8bny71290542145.ps tmp/8bny71290542145.png",intern=TRUE)) character(0) > try(system("convert tmp/9leys1290542145.ps tmp/9leys1290542145.png",intern=TRUE)) character(0) > try(system("convert tmp/10leys1290542145.ps tmp/10leys1290542145.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.051 1.783 9.754