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(12 + ,4 + ,7 + ,2 + ,11 + ,3 + ,5 + ,4 + ,14 + ,5 + ,7 + ,7 + ,12 + ,3 + ,3 + ,3 + ,21 + ,6 + ,7 + ,7 + ,12 + ,5 + ,7 + ,2 + ,22 + ,6 + ,7 + ,7 + ,11 + ,6 + ,1 + ,2 + ,10 + ,5 + ,4 + ,1 + ,13 + ,5 + ,5 + ,2 + ,10 + ,3 + ,6 + ,6 + ,8 + ,5 + ,4 + ,1 + ,15 + ,7 + ,7 + ,1 + ,10 + ,5 + ,6 + ,1 + ,14 + ,5 + ,2 + ,2 + ,14 + ,3 + ,2 + ,2 + ,11 + ,5 + ,6 + ,2 + ,10 + ,6 + ,7 + ,1 + ,13 + ,5 + ,5 + ,7 + ,7 + ,2 + ,2 + ,1 + ,12 + ,5 + ,7 + ,2 + ,14 + ,4 + ,4 + ,4 + ,11 + ,6 + ,5 + ,2 + ,9 + ,3 + ,5 + ,1 + ,11 + ,5 + ,5 + ,1 + ,15 + ,4 + ,3 + ,5 + ,13 + ,5 + ,5 + ,2 + ,9 + ,2 + ,1 + ,1 + ,15 + ,2 + ,1 + ,3 + ,10 + ,5 + ,3 + ,1 + ,11 + ,2 + ,2 + ,2 + ,13 + ,2 + ,3 + ,5 + ,8 + ,2 + ,2 + ,2 + ,20 + ,5 + ,5 + ,6 + ,12 + ,5 + ,2 + ,4 + ,10 + ,1 + ,3 + ,1 + ,10 + ,5 + ,4 + ,3 + ,9 + ,2 + ,6 + ,6 + ,14 + ,6 + ,2 + ,7 + ,8 + ,1 + ,7 + ,4 + ,14 + ,4 + ,6 + ,1 + ,11 + ,3 + ,5 + ,5 + ,13 + ,2 + ,3 + ,3 + ,11 + ,5 + ,3 + ,2 + ,11 + ,3 + ,4 + ,2 + ,10 + ,4 + ,5 + ,2 + ,14 + ,3 + ,2 + ,2 + ,18 + ,6 + ,7 + ,1 + ,14 + ,4 + ,6 + ,2 + ,11 + ,5 + ,5 + ,1 + ,12 + ,2 + ,6 + ,2 + ,13 + ,5 + ,5 + ,2 + ,9 + ,5 + ,2 + ,5 + ,10 + ,3 + ,3 + ,5 + ,15 + ,5 + ,5 + ,2 + ,20 + ,7 + ,7 + ,1 + ,12 + ,4 + ,4 + ,1 + ,12 + ,2 + ,7 + ,2 + ,14 + ,3 + ,5 + ,3 + ,13 + ,6 + ,6 + ,7 + ,11 + ,7 + ,6 + ,4 + ,17 + ,4 + ,3 + ,4 + ,12 + ,4 + ,5 + ,1 + ,13 + ,4 + ,7 + ,2 + ,14 + ,5 + ,7 + ,2 + ,13 + ,2 + ,5 + ,2 + ,15 + ,3 + ,6 + ,5 + ,13 + ,3 + ,5 + ,1 + ,10 + ,4 + ,5 + ,6 + ,11 + ,3 + ,2 + ,2 + ,13 + ,4 + ,5 + ,2 + ,17 + ,6 + ,4 + ,4 + ,13 + ,2 + ,6 + ,6 + ,9 + ,4 + ,5 + ,2 + ,11 + ,5 + ,3 + ,2 + ,10 + ,2 + ,3 + ,2 + ,9 + ,1 + ,4 + ,1 + ,12 + ,2 + ,2 + ,1 + ,12 + ,5 + ,2 + ,2 + ,13 + ,4 + ,5 + ,2 + ,13 + ,4 + ,4 + ,3 + ,22 + ,6 + ,6 + ,3 + ,13 + ,1 + ,4 + ,5 + ,15 + ,4 + ,6 + ,2 + ,13 + ,5 + ,4 + ,5 + ,15 + ,2 + ,2 + ,3 + ,10 + ,3 + ,5 + ,1 + ,11 + ,3 + ,2 + ,2 + ,16 + ,6 + ,7 + ,2 + ,11 + ,5 + ,1 + ,1 + ,11 + ,4 + ,3 + ,2 + ,10 + ,4 + ,5 + ,2 + ,10 + ,5 + ,6 + ,5 + ,16 + ,5 + ,6 + ,5 + ,12 + ,6 + ,2 + ,2 + ,11 + ,6 + ,5 + ,3 + ,16 + ,5 + ,5 + ,5 + ,19 + ,7 + ,3 + ,5 + ,11 + ,5 + ,6 + ,6 + ,15 + ,5 + ,5 + ,2 + ,24 + ,7 + ,7 + ,7 + ,14 + ,5 + ,1 + ,1 + ,15 + ,6 + ,6 + ,1 + ,11 + ,6 + ,4 + ,6 + ,15 + ,4 + ,7 + ,6 + ,12 + ,5 + ,2 + ,2 + ,10 + ,1 + ,6 + ,1 + ,14 + ,6 + ,7 + ,2 + ,9 + ,5 + ,5 + ,1 + ,15 + ,2 + ,2 + ,2 + ,15 + ,1 + ,1 + ,1 + ,14 + ,5 + ,3 + ,3 + ,11 + ,6 + ,3 + ,3 + ,8 + ,5 + ,3 + ,6 + ,11 + ,5 + ,5 + ,4 + ,8 + ,4 + ,2 + ,1 + ,10 + ,2 + ,4 + ,2 + ,11 + ,3 + ,6 + ,5 + ,13 + ,3 + ,5 + ,6 + ,11 + ,5 + ,5 + ,3 + ,20 + ,3 + ,2 + ,5 + ,10 + ,2 + ,3 + ,3 + ,12 + ,2 + ,2 + ,2 + ,14 + ,3 + ,6 + ,3 + ,23 + ,6 + ,5 + ,2 + ,14 + ,5 + ,4 + ,5 + ,16 + ,6 + ,6 + ,5 + ,11 + ,2 + ,4 + ,7 + ,12 + ,5 + ,6 + ,4 + ,10 + ,5 + ,2 + ,4 + ,14 + ,5 + ,0 + ,5 + ,12 + ,1 + ,1 + ,1 + ,12 + ,4 + ,5 + ,4 + ,11 + ,2 + ,2 + ,1 + ,12 + ,2 + ,5 + ,4 + ,13 + ,7 + ,6 + ,6 + ,17 + ,6 + ,7 + ,7 + ,11 + ,5 + ,5 + ,1 + ,12 + ,5 + ,5 + ,3 + ,19 + ,5 + ,5 + ,5 + ,15 + ,4 + ,6 + ,2 + ,14 + ,3 + ,6 + ,4 + ,11 + ,3 + ,6 + ,5 + ,9 + ,3 + ,1 + ,1 + ,18 + ,2 + ,3 + ,2) + ,dim=c(4 + ,145) + ,dimnames=list(c('Depression' + ,'FutureWorrying' + ,'SleepDepri' + ,'ChangesLastYear ') + ,1:145)) > y <- array(NA,dim=c(4,145),dimnames=list(c('Depression','FutureWorrying','SleepDepri','ChangesLastYear '),1:145)) > 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 Depression FutureWorrying SleepDepri ChangesLastYear\r 1 12 4 7 2 2 11 3 5 4 3 14 5 7 7 4 12 3 3 3 5 21 6 7 7 6 12 5 7 2 7 22 6 7 7 8 11 6 1 2 9 10 5 4 1 10 13 5 5 2 11 10 3 6 6 12 8 5 4 1 13 15 7 7 1 14 10 5 6 1 15 14 5 2 2 16 14 3 2 2 17 11 5 6 2 18 10 6 7 1 19 13 5 5 7 20 7 2 2 1 21 12 5 7 2 22 14 4 4 4 23 11 6 5 2 24 9 3 5 1 25 11 5 5 1 26 15 4 3 5 27 13 5 5 2 28 9 2 1 1 29 15 2 1 3 30 10 5 3 1 31 11 2 2 2 32 13 2 3 5 33 8 2 2 2 34 20 5 5 6 35 12 5 2 4 36 10 1 3 1 37 10 5 4 3 38 9 2 6 6 39 14 6 2 7 40 8 1 7 4 41 14 4 6 1 42 11 3 5 5 43 13 2 3 3 44 11 5 3 2 45 11 3 4 2 46 10 4 5 2 47 14 3 2 2 48 18 6 7 1 49 14 4 6 2 50 11 5 5 1 51 12 2 6 2 52 13 5 5 2 53 9 5 2 5 54 10 3 3 5 55 15 5 5 2 56 20 7 7 1 57 12 4 4 1 58 12 2 7 2 59 14 3 5 3 60 13 6 6 7 61 11 7 6 4 62 17 4 3 4 63 12 4 5 1 64 13 4 7 2 65 14 5 7 2 66 13 2 5 2 67 15 3 6 5 68 13 3 5 1 69 10 4 5 6 70 11 3 2 2 71 13 4 5 2 72 17 6 4 4 73 13 2 6 6 74 9 4 5 2 75 11 5 3 2 76 10 2 3 2 77 9 1 4 1 78 12 2 2 1 79 12 5 2 2 80 13 4 5 2 81 13 4 4 3 82 22 6 6 3 83 13 1 4 5 84 15 4 6 2 85 13 5 4 5 86 15 2 2 3 87 10 3 5 1 88 11 3 2 2 89 16 6 7 2 90 11 5 1 1 91 11 4 3 2 92 10 4 5 2 93 10 5 6 5 94 16 5 6 5 95 12 6 2 2 96 11 6 5 3 97 16 5 5 5 98 19 7 3 5 99 11 5 6 6 100 15 5 5 2 101 24 7 7 7 102 14 5 1 1 103 15 6 6 1 104 11 6 4 6 105 15 4 7 6 106 12 5 2 2 107 10 1 6 1 108 14 6 7 2 109 9 5 5 1 110 15 2 2 2 111 15 1 1 1 112 14 5 3 3 113 11 6 3 3 114 8 5 3 6 115 11 5 5 4 116 8 4 2 1 117 10 2 4 2 118 11 3 6 5 119 13 3 5 6 120 11 5 5 3 121 20 3 2 5 122 10 2 3 3 123 12 2 2 2 124 14 3 6 3 125 23 6 5 2 126 14 5 4 5 127 16 6 6 5 128 11 2 4 7 129 12 5 6 4 130 10 5 2 4 131 14 5 0 5 132 12 1 1 1 133 12 4 5 4 134 11 2 2 1 135 12 2 5 4 136 13 7 6 6 137 17 6 7 7 138 11 5 5 1 139 12 5 5 3 140 19 5 5 5 141 15 4 6 2 142 14 3 6 4 143 11 3 6 5 144 9 3 1 1 145 18 2 3 2 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) FutureWorrying SleepDepri 8.5485 0.5606 0.1807 `ChangesLastYear\r` 0.3702 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -6.1147 -1.9847 -0.3321 1.5987 9.4441 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 8.5485 0.8154 10.484 < 2e-16 *** FutureWorrying 0.5606 0.1618 3.464 0.000705 *** SleepDepri 0.1807 0.1396 1.294 0.197731 `ChangesLastYear\r` 0.3702 0.1322 2.801 0.005807 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.885 on 141 degrees of freedom Multiple R-squared: 0.1847, Adjusted R-squared: 0.1673 F-statistic: 10.64 on 3 and 141 DF, p-value: 2.368e-06 > 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,] 0.45882477 0.91764954 0.5411752 [2,] 0.59070120 0.81859760 0.4092988 [3,] 0.45297291 0.90594582 0.5470271 [4,] 0.34000751 0.68001502 0.6599925 [5,] 0.39849865 0.79699729 0.6015014 [6,] 0.40111835 0.80223670 0.5988817 [7,] 0.30194065 0.60388130 0.6980593 [8,] 0.23498719 0.46997438 0.7650128 [9,] 0.24677870 0.49355741 0.7532213 [10,] 0.44236247 0.88472494 0.5576375 [11,] 0.37325081 0.74650162 0.6267492 [12,] 0.34401899 0.68803798 0.6559810 [13,] 0.42639979 0.85279959 0.5736002 [14,] 0.36454527 0.72909053 0.6354547 [15,] 0.29757534 0.59515068 0.7024247 [16,] 0.24933750 0.49867501 0.7506625 [17,] 0.22885725 0.45771450 0.7711428 [18,] 0.18538281 0.37076563 0.8146172 [19,] 0.14453625 0.28907250 0.8554638 [20,] 0.11663787 0.23327575 0.8833621 [21,] 0.09068959 0.18137917 0.9093104 [22,] 0.07006658 0.14013316 0.9299334 [23,] 0.12206741 0.24413482 0.8779326 [24,] 0.10223028 0.20446056 0.8977697 [25,] 0.08040211 0.16080423 0.9195979 [26,] 0.05992173 0.11984346 0.9400783 [27,] 0.05278820 0.10557640 0.9472118 [28,] 0.08428278 0.16856555 0.9157172 [29,] 0.08224571 0.16449142 0.9177543 [30,] 0.07356875 0.14713750 0.9264312 [31,] 0.08178932 0.16357865 0.9182107 [32,] 0.12191154 0.24382308 0.8780885 [33,] 0.13607840 0.27215679 0.8639216 [34,] 0.13626517 0.27253034 0.8637348 [35,] 0.15662452 0.31324904 0.8433755 [36,] 0.13799204 0.27598409 0.8620080 [37,] 0.13113218 0.26226435 0.8688678 [38,] 0.11029396 0.22058792 0.8897060 [39,] 0.08843580 0.17687159 0.9115642 [40,] 0.07691435 0.15382869 0.9230857 [41,] 0.08458147 0.16916294 0.9154185 [42,] 0.16162464 0.32324928 0.8383754 [43,] 0.14954812 0.29909625 0.8504519 [44,] 0.12747100 0.25494199 0.8725290 [45,] 0.11171579 0.22343158 0.8882842 [46,] 0.08988124 0.17976248 0.9101188 [47,] 0.14052845 0.28105691 0.8594715 [48,] 0.13470885 0.26941770 0.8652912 [49,] 0.12645823 0.25291646 0.8735418 [50,] 0.23454207 0.46908414 0.7654579 [51,] 0.20015572 0.40031143 0.7998443 [52,] 0.17166425 0.34332850 0.8283357 [53,] 0.15705790 0.31411580 0.8429421 [54,] 0.15889895 0.31779790 0.8411011 [55,] 0.19505646 0.39011293 0.8049435 [56,] 0.24267438 0.48534876 0.7573256 [57,] 0.20706930 0.41413860 0.7929307 [58,] 0.17467906 0.34935812 0.8253209 [59,] 0.14656618 0.29313235 0.8534338 [60,] 0.13179515 0.26359030 0.8682049 [61,] 0.11710462 0.23420925 0.8828954 [62,] 0.10180955 0.20361911 0.8981904 [63,] 0.12052724 0.24105448 0.8794728 [64,] 0.09844446 0.19688891 0.9015555 [65,] 0.07993799 0.15987598 0.9200620 [66,] 0.08031112 0.16062225 0.9196889 [67,] 0.06375251 0.12750503 0.9362475 [68,] 0.07030292 0.14060583 0.9296971 [69,] 0.05969114 0.11938228 0.9403089 [70,] 0.04814868 0.09629735 0.9518513 [71,] 0.03968190 0.07936379 0.9603181 [72,] 0.03387316 0.06774633 0.9661268 [73,] 0.02594250 0.05188500 0.9740575 [74,] 0.01973928 0.03947857 0.9802607 [75,] 0.01473706 0.02947413 0.9852629 [76,] 0.07825127 0.15650254 0.9217487 [77,] 0.06530348 0.13060697 0.9346965 [78,] 0.05965960 0.11931919 0.9403404 [79,] 0.04771315 0.09542631 0.9522868 [80,] 0.05696703 0.11393405 0.9430330 [81,] 0.04799228 0.09598456 0.9520077 [82,] 0.03734302 0.07468604 0.9626570 [83,] 0.03238947 0.06477893 0.9676105 [84,] 0.02528329 0.05056658 0.9747167 [85,] 0.01980301 0.03960603 0.9801970 [86,] 0.01835054 0.03670108 0.9816495 [87,] 0.02568134 0.05136269 0.9743187 [88,] 0.02097989 0.04195978 0.9790201 [89,] 0.01616749 0.03233498 0.9838325 [90,] 0.01638980 0.03277961 0.9836102 [91,] 0.01346252 0.02692503 0.9865375 [92,] 0.01835940 0.03671880 0.9816406 [93,] 0.02123881 0.04247762 0.9787612 [94,] 0.01744260 0.03488520 0.9825574 [95,] 0.10343341 0.20686682 0.8965666 [96,] 0.09052913 0.18105825 0.9094709 [97,] 0.07699442 0.15398884 0.9230056 [98,] 0.08318384 0.16636768 0.9168162 [99,] 0.06645979 0.13291958 0.9335402 [100,] 0.05123842 0.10247683 0.9487616 [101,] 0.04256231 0.08512463 0.9574377 [102,] 0.03180607 0.06361214 0.9681939 [103,] 0.03907444 0.07814889 0.9609256 [104,] 0.04447793 0.08895586 0.9555221 [105,] 0.06377289 0.12754579 0.9362271 [106,] 0.04958327 0.09916654 0.9504167 [107,] 0.04410011 0.08820022 0.9558999 [108,] 0.09186807 0.18373615 0.9081319 [109,] 0.08900454 0.17800908 0.9109955 [110,] 0.11882582 0.23765164 0.8811742 [111,] 0.10083497 0.20166995 0.8991650 [112,] 0.08837926 0.17675851 0.9116207 [113,] 0.06606012 0.13212025 0.9339399 [114,] 0.06601730 0.13203459 0.9339827 [115,] 0.26203873 0.52407746 0.7379613 [116,] 0.22696299 0.45392598 0.7730370 [117,] 0.17986367 0.35972734 0.8201363 [118,] 0.13960157 0.27920314 0.8603984 [119,] 0.61642232 0.76715536 0.3835777 [120,] 0.54154740 0.91690520 0.4584526 [121,] 0.49363184 0.98726367 0.5063682 [122,] 0.50955083 0.98089834 0.4904492 [123,] 0.45044002 0.90088004 0.5495600 [124,] 0.45570737 0.91141473 0.5442926 [125,] 0.36766949 0.73533898 0.6323305 [126,] 0.28756243 0.57512487 0.7124376 [127,] 0.23193070 0.46386139 0.7680693 [128,] 0.16525702 0.33051403 0.8347430 [129,] 0.13944929 0.27889859 0.8605507 [130,] 0.10339361 0.20678723 0.8966064 [131,] 0.05737129 0.11474257 0.9426287 [132,] 0.03075450 0.06150901 0.9692455 > postscript(file="/var/www/html/rcomp/tmp/1590u1290546992.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2g0hf1290546992.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3g0hf1290546992.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4g0hf1290546992.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/59ay01290546992.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 = 145 Frequency = 1 1 2 3 4 5 6 -0.796104421 -1.614535577 -1.207675929 0.117053073 5.231747135 -1.356681358 7 8 9 10 11 12 6.231747135 -1.833089085 -2.444397839 0.004708379 -3.535628274 -4.444397839 13 14 15 16 17 18 0.892363684 -2.805787575 1.546792983 2.667946856 -2.175986489 -3.547059380 19 20 21 22 23 24 -1.846286192 -3.401277294 -1.356681358 1.005582355 -2.555868557 -2.503938835 25 26 27 28 29 30 -1.625092707 1.816078309 0.004708379 -1.220582426 4.039019746 -2.263702971 31 32 33 34 35 36 0.228523792 0.937232181 -2.771476208 5.523912722 -1.193604845 -0.021395226 37 38 39 40 41 42 -3.184795667 -3.975051337 -0.864778524 -3.854771441 1.754789361 -1.984734491 43 44 45 46 47 48 1.677630010 -1.633901885 -0.693442881 -2.434714685 2.667946856 4.452940620 49 50 51 52 53 54 1.384590447 -1.625092707 0.505744319 0.004708379 -4.563803759 -2.623344755 55 56 57 58 59 60 2.004708379 5.892363684 0.116179097 0.325049451 1.755663337 -2.587557997 61 62 63 64 65 66 -4.037538190 4.186277223 -0.064515771 0.203895579 0.643318642 1.686439187 67 68 69 70 71 72 1.834570641 1.496061165 -3.915510342 -0.332053144 0.565285315 2.884428482 73 74 75 76 77 78 0.024948663 -3.434714685 -1.633901885 -0.952171076 -1.202090094 1.598722706 79 80 81 82 83 84 -0.453207017 0.565285315 0.375781269 7.893237660 1.317114249 2.384590447 85 86 87 88 89 90 -0.925193496 3.858324878 -1.503938835 -0.332053144 2.082741706 -0.902313234 91 92 93 94 95 96 -1.073324949 -2.434714685 -4.286583232 1.713416768 -1.013783953 -2.926067472 97 98 99 100 101 102 1.894111636 4.134347500 -3.656782146 2.004708379 7.671170199 2.097686766 103 104 105 106 107 108 1.633635489 -3.855969346 0.723099922 -0.453207017 -0.563479830 0.082741706 109 110 111 112 113 114 -3.625092707 4.228523792 5.339994510 0.995899201 -2.564677735 -6.114697542 115 116 117 118 119 120 -2.735689450 -3.522431166 -1.132865944 -2.165429359 -0.354933406 -2.365490535 121 122 123 124 125 126 7.557350113 -1.322369990 1.228523792 1.574968469 9.444131443 0.074806504 127 128 129 130 131 132 1.152839832 -1.983860515 -1.916384318 -3.193604845 0.797585977 2.339994510 133 134 135 136 137 138 -1.175112513 0.598722706 -0.053958641 -2.777936019 1.231747135 -1.625092707 139 140 141 142 143 144 -1.365490535 4.894111636 2.384590447 1.204769555 -2.165429359 -1.781159362 145 7.047828924 > postscript(file="/var/www/html/rcomp/tmp/69ay01290546992.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 = 145 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.796104421 NA 1 -1.614535577 -0.796104421 2 -1.207675929 -1.614535577 3 0.117053073 -1.207675929 4 5.231747135 0.117053073 5 -1.356681358 5.231747135 6 6.231747135 -1.356681358 7 -1.833089085 6.231747135 8 -2.444397839 -1.833089085 9 0.004708379 -2.444397839 10 -3.535628274 0.004708379 11 -4.444397839 -3.535628274 12 0.892363684 -4.444397839 13 -2.805787575 0.892363684 14 1.546792983 -2.805787575 15 2.667946856 1.546792983 16 -2.175986489 2.667946856 17 -3.547059380 -2.175986489 18 -1.846286192 -3.547059380 19 -3.401277294 -1.846286192 20 -1.356681358 -3.401277294 21 1.005582355 -1.356681358 22 -2.555868557 1.005582355 23 -2.503938835 -2.555868557 24 -1.625092707 -2.503938835 25 1.816078309 -1.625092707 26 0.004708379 1.816078309 27 -1.220582426 0.004708379 28 4.039019746 -1.220582426 29 -2.263702971 4.039019746 30 0.228523792 -2.263702971 31 0.937232181 0.228523792 32 -2.771476208 0.937232181 33 5.523912722 -2.771476208 34 -1.193604845 5.523912722 35 -0.021395226 -1.193604845 36 -3.184795667 -0.021395226 37 -3.975051337 -3.184795667 38 -0.864778524 -3.975051337 39 -3.854771441 -0.864778524 40 1.754789361 -3.854771441 41 -1.984734491 1.754789361 42 1.677630010 -1.984734491 43 -1.633901885 1.677630010 44 -0.693442881 -1.633901885 45 -2.434714685 -0.693442881 46 2.667946856 -2.434714685 47 4.452940620 2.667946856 48 1.384590447 4.452940620 49 -1.625092707 1.384590447 50 0.505744319 -1.625092707 51 0.004708379 0.505744319 52 -4.563803759 0.004708379 53 -2.623344755 -4.563803759 54 2.004708379 -2.623344755 55 5.892363684 2.004708379 56 0.116179097 5.892363684 57 0.325049451 0.116179097 58 1.755663337 0.325049451 59 -2.587557997 1.755663337 60 -4.037538190 -2.587557997 61 4.186277223 -4.037538190 62 -0.064515771 4.186277223 63 0.203895579 -0.064515771 64 0.643318642 0.203895579 65 1.686439187 0.643318642 66 1.834570641 1.686439187 67 1.496061165 1.834570641 68 -3.915510342 1.496061165 69 -0.332053144 -3.915510342 70 0.565285315 -0.332053144 71 2.884428482 0.565285315 72 0.024948663 2.884428482 73 -3.434714685 0.024948663 74 -1.633901885 -3.434714685 75 -0.952171076 -1.633901885 76 -1.202090094 -0.952171076 77 1.598722706 -1.202090094 78 -0.453207017 1.598722706 79 0.565285315 -0.453207017 80 0.375781269 0.565285315 81 7.893237660 0.375781269 82 1.317114249 7.893237660 83 2.384590447 1.317114249 84 -0.925193496 2.384590447 85 3.858324878 -0.925193496 86 -1.503938835 3.858324878 87 -0.332053144 -1.503938835 88 2.082741706 -0.332053144 89 -0.902313234 2.082741706 90 -1.073324949 -0.902313234 91 -2.434714685 -1.073324949 92 -4.286583232 -2.434714685 93 1.713416768 -4.286583232 94 -1.013783953 1.713416768 95 -2.926067472 -1.013783953 96 1.894111636 -2.926067472 97 4.134347500 1.894111636 98 -3.656782146 4.134347500 99 2.004708379 -3.656782146 100 7.671170199 2.004708379 101 2.097686766 7.671170199 102 1.633635489 2.097686766 103 -3.855969346 1.633635489 104 0.723099922 -3.855969346 105 -0.453207017 0.723099922 106 -0.563479830 -0.453207017 107 0.082741706 -0.563479830 108 -3.625092707 0.082741706 109 4.228523792 -3.625092707 110 5.339994510 4.228523792 111 0.995899201 5.339994510 112 -2.564677735 0.995899201 113 -6.114697542 -2.564677735 114 -2.735689450 -6.114697542 115 -3.522431166 -2.735689450 116 -1.132865944 -3.522431166 117 -2.165429359 -1.132865944 118 -0.354933406 -2.165429359 119 -2.365490535 -0.354933406 120 7.557350113 -2.365490535 121 -1.322369990 7.557350113 122 1.228523792 -1.322369990 123 1.574968469 1.228523792 124 9.444131443 1.574968469 125 0.074806504 9.444131443 126 1.152839832 0.074806504 127 -1.983860515 1.152839832 128 -1.916384318 -1.983860515 129 -3.193604845 -1.916384318 130 0.797585977 -3.193604845 131 2.339994510 0.797585977 132 -1.175112513 2.339994510 133 0.598722706 -1.175112513 134 -0.053958641 0.598722706 135 -2.777936019 -0.053958641 136 1.231747135 -2.777936019 137 -1.625092707 1.231747135 138 -1.365490535 -1.625092707 139 4.894111636 -1.365490535 140 2.384590447 4.894111636 141 1.204769555 2.384590447 142 -2.165429359 1.204769555 143 -1.781159362 -2.165429359 144 7.047828924 -1.781159362 145 NA 7.047828924 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -1.614535577 -0.796104421 [2,] -1.207675929 -1.614535577 [3,] 0.117053073 -1.207675929 [4,] 5.231747135 0.117053073 [5,] -1.356681358 5.231747135 [6,] 6.231747135 -1.356681358 [7,] -1.833089085 6.231747135 [8,] -2.444397839 -1.833089085 [9,] 0.004708379 -2.444397839 [10,] -3.535628274 0.004708379 [11,] -4.444397839 -3.535628274 [12,] 0.892363684 -4.444397839 [13,] -2.805787575 0.892363684 [14,] 1.546792983 -2.805787575 [15,] 2.667946856 1.546792983 [16,] -2.175986489 2.667946856 [17,] -3.547059380 -2.175986489 [18,] -1.846286192 -3.547059380 [19,] -3.401277294 -1.846286192 [20,] -1.356681358 -3.401277294 [21,] 1.005582355 -1.356681358 [22,] -2.555868557 1.005582355 [23,] -2.503938835 -2.555868557 [24,] -1.625092707 -2.503938835 [25,] 1.816078309 -1.625092707 [26,] 0.004708379 1.816078309 [27,] -1.220582426 0.004708379 [28,] 4.039019746 -1.220582426 [29,] -2.263702971 4.039019746 [30,] 0.228523792 -2.263702971 [31,] 0.937232181 0.228523792 [32,] -2.771476208 0.937232181 [33,] 5.523912722 -2.771476208 [34,] -1.193604845 5.523912722 [35,] -0.021395226 -1.193604845 [36,] -3.184795667 -0.021395226 [37,] -3.975051337 -3.184795667 [38,] -0.864778524 -3.975051337 [39,] -3.854771441 -0.864778524 [40,] 1.754789361 -3.854771441 [41,] -1.984734491 1.754789361 [42,] 1.677630010 -1.984734491 [43,] -1.633901885 1.677630010 [44,] -0.693442881 -1.633901885 [45,] -2.434714685 -0.693442881 [46,] 2.667946856 -2.434714685 [47,] 4.452940620 2.667946856 [48,] 1.384590447 4.452940620 [49,] -1.625092707 1.384590447 [50,] 0.505744319 -1.625092707 [51,] 0.004708379 0.505744319 [52,] -4.563803759 0.004708379 [53,] -2.623344755 -4.563803759 [54,] 2.004708379 -2.623344755 [55,] 5.892363684 2.004708379 [56,] 0.116179097 5.892363684 [57,] 0.325049451 0.116179097 [58,] 1.755663337 0.325049451 [59,] -2.587557997 1.755663337 [60,] -4.037538190 -2.587557997 [61,] 4.186277223 -4.037538190 [62,] -0.064515771 4.186277223 [63,] 0.203895579 -0.064515771 [64,] 0.643318642 0.203895579 [65,] 1.686439187 0.643318642 [66,] 1.834570641 1.686439187 [67,] 1.496061165 1.834570641 [68,] -3.915510342 1.496061165 [69,] -0.332053144 -3.915510342 [70,] 0.565285315 -0.332053144 [71,] 2.884428482 0.565285315 [72,] 0.024948663 2.884428482 [73,] -3.434714685 0.024948663 [74,] -1.633901885 -3.434714685 [75,] -0.952171076 -1.633901885 [76,] -1.202090094 -0.952171076 [77,] 1.598722706 -1.202090094 [78,] -0.453207017 1.598722706 [79,] 0.565285315 -0.453207017 [80,] 0.375781269 0.565285315 [81,] 7.893237660 0.375781269 [82,] 1.317114249 7.893237660 [83,] 2.384590447 1.317114249 [84,] -0.925193496 2.384590447 [85,] 3.858324878 -0.925193496 [86,] -1.503938835 3.858324878 [87,] -0.332053144 -1.503938835 [88,] 2.082741706 -0.332053144 [89,] -0.902313234 2.082741706 [90,] -1.073324949 -0.902313234 [91,] -2.434714685 -1.073324949 [92,] -4.286583232 -2.434714685 [93,] 1.713416768 -4.286583232 [94,] -1.013783953 1.713416768 [95,] -2.926067472 -1.013783953 [96,] 1.894111636 -2.926067472 [97,] 4.134347500 1.894111636 [98,] -3.656782146 4.134347500 [99,] 2.004708379 -3.656782146 [100,] 7.671170199 2.004708379 [101,] 2.097686766 7.671170199 [102,] 1.633635489 2.097686766 [103,] -3.855969346 1.633635489 [104,] 0.723099922 -3.855969346 [105,] -0.453207017 0.723099922 [106,] -0.563479830 -0.453207017 [107,] 0.082741706 -0.563479830 [108,] -3.625092707 0.082741706 [109,] 4.228523792 -3.625092707 [110,] 5.339994510 4.228523792 [111,] 0.995899201 5.339994510 [112,] -2.564677735 0.995899201 [113,] -6.114697542 -2.564677735 [114,] -2.735689450 -6.114697542 [115,] -3.522431166 -2.735689450 [116,] -1.132865944 -3.522431166 [117,] -2.165429359 -1.132865944 [118,] -0.354933406 -2.165429359 [119,] -2.365490535 -0.354933406 [120,] 7.557350113 -2.365490535 [121,] -1.322369990 7.557350113 [122,] 1.228523792 -1.322369990 [123,] 1.574968469 1.228523792 [124,] 9.444131443 1.574968469 [125,] 0.074806504 9.444131443 [126,] 1.152839832 0.074806504 [127,] -1.983860515 1.152839832 [128,] -1.916384318 -1.983860515 [129,] -3.193604845 -1.916384318 [130,] 0.797585977 -3.193604845 [131,] 2.339994510 0.797585977 [132,] -1.175112513 2.339994510 [133,] 0.598722706 -1.175112513 [134,] -0.053958641 0.598722706 [135,] -2.777936019 -0.053958641 [136,] 1.231747135 -2.777936019 [137,] -1.625092707 1.231747135 [138,] -1.365490535 -1.625092707 [139,] 4.894111636 -1.365490535 [140,] 2.384590447 4.894111636 [141,] 1.204769555 2.384590447 [142,] -2.165429359 1.204769555 [143,] -1.781159362 -2.165429359 [144,] 7.047828924 -1.781159362 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -1.614535577 -0.796104421 2 -1.207675929 -1.614535577 3 0.117053073 -1.207675929 4 5.231747135 0.117053073 5 -1.356681358 5.231747135 6 6.231747135 -1.356681358 7 -1.833089085 6.231747135 8 -2.444397839 -1.833089085 9 0.004708379 -2.444397839 10 -3.535628274 0.004708379 11 -4.444397839 -3.535628274 12 0.892363684 -4.444397839 13 -2.805787575 0.892363684 14 1.546792983 -2.805787575 15 2.667946856 1.546792983 16 -2.175986489 2.667946856 17 -3.547059380 -2.175986489 18 -1.846286192 -3.547059380 19 -3.401277294 -1.846286192 20 -1.356681358 -3.401277294 21 1.005582355 -1.356681358 22 -2.555868557 1.005582355 23 -2.503938835 -2.555868557 24 -1.625092707 -2.503938835 25 1.816078309 -1.625092707 26 0.004708379 1.816078309 27 -1.220582426 0.004708379 28 4.039019746 -1.220582426 29 -2.263702971 4.039019746 30 0.228523792 -2.263702971 31 0.937232181 0.228523792 32 -2.771476208 0.937232181 33 5.523912722 -2.771476208 34 -1.193604845 5.523912722 35 -0.021395226 -1.193604845 36 -3.184795667 -0.021395226 37 -3.975051337 -3.184795667 38 -0.864778524 -3.975051337 39 -3.854771441 -0.864778524 40 1.754789361 -3.854771441 41 -1.984734491 1.754789361 42 1.677630010 -1.984734491 43 -1.633901885 1.677630010 44 -0.693442881 -1.633901885 45 -2.434714685 -0.693442881 46 2.667946856 -2.434714685 47 4.452940620 2.667946856 48 1.384590447 4.452940620 49 -1.625092707 1.384590447 50 0.505744319 -1.625092707 51 0.004708379 0.505744319 52 -4.563803759 0.004708379 53 -2.623344755 -4.563803759 54 2.004708379 -2.623344755 55 5.892363684 2.004708379 56 0.116179097 5.892363684 57 0.325049451 0.116179097 58 1.755663337 0.325049451 59 -2.587557997 1.755663337 60 -4.037538190 -2.587557997 61 4.186277223 -4.037538190 62 -0.064515771 4.186277223 63 0.203895579 -0.064515771 64 0.643318642 0.203895579 65 1.686439187 0.643318642 66 1.834570641 1.686439187 67 1.496061165 1.834570641 68 -3.915510342 1.496061165 69 -0.332053144 -3.915510342 70 0.565285315 -0.332053144 71 2.884428482 0.565285315 72 0.024948663 2.884428482 73 -3.434714685 0.024948663 74 -1.633901885 -3.434714685 75 -0.952171076 -1.633901885 76 -1.202090094 -0.952171076 77 1.598722706 -1.202090094 78 -0.453207017 1.598722706 79 0.565285315 -0.453207017 80 0.375781269 0.565285315 81 7.893237660 0.375781269 82 1.317114249 7.893237660 83 2.384590447 1.317114249 84 -0.925193496 2.384590447 85 3.858324878 -0.925193496 86 -1.503938835 3.858324878 87 -0.332053144 -1.503938835 88 2.082741706 -0.332053144 89 -0.902313234 2.082741706 90 -1.073324949 -0.902313234 91 -2.434714685 -1.073324949 92 -4.286583232 -2.434714685 93 1.713416768 -4.286583232 94 -1.013783953 1.713416768 95 -2.926067472 -1.013783953 96 1.894111636 -2.926067472 97 4.134347500 1.894111636 98 -3.656782146 4.134347500 99 2.004708379 -3.656782146 100 7.671170199 2.004708379 101 2.097686766 7.671170199 102 1.633635489 2.097686766 103 -3.855969346 1.633635489 104 0.723099922 -3.855969346 105 -0.453207017 0.723099922 106 -0.563479830 -0.453207017 107 0.082741706 -0.563479830 108 -3.625092707 0.082741706 109 4.228523792 -3.625092707 110 5.339994510 4.228523792 111 0.995899201 5.339994510 112 -2.564677735 0.995899201 113 -6.114697542 -2.564677735 114 -2.735689450 -6.114697542 115 -3.522431166 -2.735689450 116 -1.132865944 -3.522431166 117 -2.165429359 -1.132865944 118 -0.354933406 -2.165429359 119 -2.365490535 -0.354933406 120 7.557350113 -2.365490535 121 -1.322369990 7.557350113 122 1.228523792 -1.322369990 123 1.574968469 1.228523792 124 9.444131443 1.574968469 125 0.074806504 9.444131443 126 1.152839832 0.074806504 127 -1.983860515 1.152839832 128 -1.916384318 -1.983860515 129 -3.193604845 -1.916384318 130 0.797585977 -3.193604845 131 2.339994510 0.797585977 132 -1.175112513 2.339994510 133 0.598722706 -1.175112513 134 -0.053958641 0.598722706 135 -2.777936019 -0.053958641 136 1.231747135 -2.777936019 137 -1.625092707 1.231747135 138 -1.365490535 -1.625092707 139 4.894111636 -1.365490535 140 2.384590447 4.894111636 141 1.204769555 2.384590447 142 -2.165429359 1.204769555 143 -1.781159362 -2.165429359 144 7.047828924 -1.781159362 > 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/7jjyk1290546992.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8jjyk1290546992.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9usfn1290546992.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10usfn1290546992.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11fsvt1290546992.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/12jbcz1290546992.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/13xls81290546992.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/140mqe1290546992.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/15m4pk1290546992.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/167n5q1290546992.tab") + } > > try(system("convert tmp/1590u1290546992.ps tmp/1590u1290546992.png",intern=TRUE)) character(0) > try(system("convert tmp/2g0hf1290546992.ps tmp/2g0hf1290546992.png",intern=TRUE)) character(0) > try(system("convert tmp/3g0hf1290546992.ps tmp/3g0hf1290546992.png",intern=TRUE)) character(0) > try(system("convert tmp/4g0hf1290546992.ps tmp/4g0hf1290546992.png",intern=TRUE)) character(0) > try(system("convert tmp/59ay01290546992.ps tmp/59ay01290546992.png",intern=TRUE)) character(0) > try(system("convert tmp/69ay01290546992.ps tmp/69ay01290546992.png",intern=TRUE)) character(0) > try(system("convert tmp/7jjyk1290546992.ps tmp/7jjyk1290546992.png",intern=TRUE)) character(0) > try(system("convert tmp/8jjyk1290546992.ps tmp/8jjyk1290546992.png",intern=TRUE)) character(0) > try(system("convert tmp/9usfn1290546992.ps tmp/9usfn1290546992.png",intern=TRUE)) character(0) > try(system("convert tmp/10usfn1290546992.ps tmp/10usfn1290546992.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.191 1.968 9.321