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. 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array(NA,dim=c(12,159),dimnames=list(c('G','YT','X1','X1_G','X2','X2_G','X3','X3_G','X4','X4_G','X5','X5_G '),1:159)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '2' > #'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 YT G X1 X1_G X2 X2_G X3 X3_G X4 X4_G X5 X5_G\r t 1 24 0 14 0 11 0 12 0 24 0 26 0 1 2 25 0 11 0 7 0 8 0 25 0 23 0 2 3 17 0 6 0 17 0 8 0 30 0 25 0 3 4 18 1 12 12 10 10 8 8 19 19 23 23 4 5 18 1 8 8 12 12 9 9 22 22 19 19 5 6 16 1 10 10 12 12 7 7 22 22 29 29 6 7 20 1 10 10 11 11 4 4 25 25 25 25 7 8 16 1 11 11 11 11 11 11 23 23 21 21 8 9 18 1 16 16 12 12 7 7 17 17 22 22 9 10 17 1 11 11 13 13 7 7 21 21 25 25 10 11 23 0 13 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16 12 12 5 5 17 17 22 22 38 39 32 1 12 12 18 18 12 12 28 28 22 22 39 40 25 1 12 12 12 12 7 7 29 29 23 23 40 41 29 1 14 14 18 18 10 10 26 26 30 30 41 42 22 1 9 9 14 14 9 9 25 25 23 23 42 43 18 1 10 10 15 15 8 8 14 14 17 17 43 44 17 1 9 9 16 16 5 5 25 25 23 23 44 45 20 0 10 0 10 0 8 0 26 0 23 0 45 46 15 1 12 12 11 11 8 8 20 20 25 25 46 47 20 1 14 14 14 14 10 10 18 18 24 24 47 48 33 1 14 14 9 9 6 6 32 32 24 24 48 49 29 0 10 0 12 0 8 0 25 0 23 0 49 50 23 1 14 14 17 17 7 7 25 25 21 21 50 51 26 0 16 0 5 0 4 0 23 0 24 0 51 52 18 1 9 9 12 12 8 8 21 21 24 24 52 53 20 0 10 0 12 0 8 0 20 0 28 0 53 54 6 11 0 6 0 4 0 15 0 16 0 1 54 55 8 28 8 24 24 20 20 30 30 20 20 1 55 56 13 26 13 12 12 8 8 24 24 29 29 0 56 57 10 22 0 12 0 8 0 26 0 27 0 1 57 58 8 17 8 14 14 6 6 24 24 22 22 0 58 59 7 12 0 7 0 4 0 22 0 28 0 1 59 60 15 14 15 13 13 8 8 14 14 16 16 1 60 61 9 17 9 12 12 9 9 24 24 25 25 1 61 62 10 21 10 13 13 6 6 24 24 24 24 1 62 63 12 19 12 14 14 7 7 24 24 28 28 1 63 64 13 18 13 8 8 9 9 24 24 24 24 0 64 65 10 10 0 11 0 5 0 19 0 23 0 0 65 66 11 29 0 9 0 5 0 31 0 30 0 1 66 67 8 31 8 11 11 8 8 22 22 24 24 0 67 68 9 19 0 13 0 8 0 27 0 21 0 1 68 69 13 9 13 10 10 6 6 19 19 25 25 1 69 70 11 20 11 11 11 8 8 25 25 25 25 1 70 71 8 28 8 12 12 7 7 20 20 22 22 0 71 72 9 19 0 9 0 7 0 21 0 23 0 0 72 73 9 30 0 15 0 9 0 27 0 26 0 0 73 74 15 29 0 18 0 11 0 23 0 23 0 0 74 75 9 26 0 15 0 6 0 25 0 25 0 0 75 76 10 23 0 12 0 8 0 20 0 21 0 1 76 77 14 13 14 13 13 6 6 21 21 25 25 1 77 78 12 21 12 14 14 9 9 22 22 24 24 1 78 79 12 19 12 10 10 8 8 23 23 29 29 1 79 80 11 28 11 13 13 6 6 25 25 22 22 1 80 81 14 23 14 13 13 10 10 25 25 27 27 1 81 82 6 18 6 11 11 8 8 17 17 26 26 0 82 83 12 21 0 13 0 8 0 19 0 22 0 1 83 84 8 20 8 16 16 10 10 25 25 24 24 1 84 85 14 23 14 8 8 5 5 19 19 27 27 1 85 86 11 21 11 16 16 7 7 20 20 24 24 1 86 87 10 21 10 11 11 5 5 26 26 24 24 1 87 88 14 15 14 9 9 8 8 23 23 29 29 1 88 89 12 28 12 16 16 14 14 27 27 22 22 1 89 90 10 19 10 12 12 7 7 17 17 21 21 1 90 91 14 26 14 14 14 8 8 17 17 24 24 1 91 92 5 10 5 8 8 6 6 19 19 24 24 0 92 93 11 16 0 9 0 5 0 17 0 23 0 1 93 94 10 22 10 15 15 6 6 22 22 20 20 1 94 95 9 19 9 11 11 10 10 21 21 27 27 1 95 96 10 31 10 21 21 12 12 32 32 26 26 0 96 97 16 31 0 14 0 9 0 21 0 25 0 1 97 98 13 29 13 18 18 12 12 21 21 21 21 0 98 99 9 19 0 12 0 7 0 18 0 21 0 1 99 100 10 22 10 13 13 8 8 18 18 19 19 1 100 101 10 23 10 15 15 10 10 23 23 21 21 0 101 102 7 15 0 12 0 6 0 19 0 21 0 0 102 103 9 20 0 19 0 10 0 20 0 16 0 1 103 104 8 18 8 15 15 10 10 21 21 22 22 1 104 105 14 23 14 11 11 10 10 20 20 29 29 1 105 106 14 25 14 11 11 5 5 17 17 15 15 1 106 107 8 21 8 10 10 7 7 18 18 17 17 1 107 108 9 24 9 13 13 10 10 19 19 15 15 1 108 109 14 25 14 15 15 11 11 22 22 21 21 1 109 110 14 17 14 12 12 6 6 15 15 21 21 1 110 111 8 13 8 12 12 7 7 14 14 19 19 1 111 112 8 28 8 16 16 12 12 18 18 24 24 0 112 113 8 21 0 9 0 11 0 24 0 20 0 1 113 114 7 25 7 18 18 11 11 35 35 17 17 0 114 115 6 9 0 8 0 11 0 29 0 23 0 1 115 116 8 16 8 13 13 5 5 21 21 24 24 1 116 117 6 19 6 17 17 8 8 25 25 14 14 1 117 118 11 17 11 9 9 6 6 20 20 19 19 1 118 119 14 25 14 15 15 9 9 22 22 24 24 1 119 120 11 20 11 8 8 4 4 13 13 13 13 1 120 121 11 29 11 7 7 4 4 26 26 22 22 1 121 122 11 14 11 12 12 7 7 17 17 16 16 1 122 123 14 22 14 14 14 11 11 25 25 19 19 1 123 124 8 15 8 6 6 6 6 20 20 25 25 0 124 125 20 19 0 8 0 7 0 19 0 25 0 1 125 126 11 20 11 17 17 8 8 21 21 23 23 0 126 127 8 15 0 10 0 4 0 22 0 24 0 1 127 128 11 20 11 11 11 8 8 24 24 26 26 1 128 129 10 18 10 14 14 9 9 21 21 26 26 1 129 130 14 33 14 11 11 8 8 26 26 25 25 1 130 131 11 22 11 13 13 11 11 24 24 18 18 1 131 132 9 16 9 12 12 8 8 16 16 21 21 1 132 133 9 17 9 11 11 5 5 23 23 26 26 1 133 134 8 16 8 9 9 4 4 18 18 23 23 0 134 135 10 21 0 12 0 8 0 16 0 23 0 0 135 136 13 26 0 20 0 10 0 26 0 22 0 1 136 137 13 18 13 12 12 6 6 19 19 20 20 1 137 138 12 18 12 13 13 9 9 21 21 13 13 1 138 139 8 17 8 12 12 9 9 21 21 24 24 1 139 140 13 22 13 12 12 13 13 22 22 15 15 1 140 141 14 30 14 9 9 9 9 23 23 14 14 0 141 142 12 30 0 15 0 10 0 29 0 22 0 1 142 143 14 24 14 24 24 20 20 21 21 10 10 1 143 144 15 21 15 7 7 5 5 21 21 24 24 1 144 145 13 21 13 17 17 11 11 23 23 22 22 1 145 146 16 29 16 11 11 6 6 27 27 24 24 1 146 147 9 31 9 17 17 9 9 25 25 19 19 1 147 148 9 20 9 11 11 7 7 21 21 20 20 0 148 149 9 16 0 12 0 9 0 10 0 13 0 0 149 150 8 22 0 14 0 10 0 20 0 20 0 1 150 151 7 20 7 11 11 9 9 26 26 22 22 1 151 152 16 28 16 16 16 8 8 24 24 24 24 1 152 153 11 38 11 21 21 7 7 29 29 29 29 0 153 154 9 22 0 14 0 6 0 19 0 12 0 1 154 155 11 20 11 20 20 13 13 24 24 20 20 0 155 156 9 17 0 13 0 6 0 19 0 21 0 1 156 157 14 28 14 11 11 8 8 24 24 24 24 1 157 158 13 22 13 15 15 10 10 22 22 22 22 0 158 159 16 31 0 19 0 16 0 17 0 20 0 0 159 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) G X1 X1_G X2 X2_G 18.54392 0.06221 0.73062 -0.04890 -0.23866 -0.10525 X3 X3_G X4 X4_G X5 `X5_G\r` 0.24723 -0.50101 0.33467 0.17208 -0.52673 0.13323 t -0.02117 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -10.2715 -2.0332 -0.3682 1.3736 11.1619 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 18.54392 1.19709 15.491 < 2e-16 *** G 0.06221 0.07451 0.835 0.405121 X1 0.73062 0.11739 6.224 4.86e-09 *** X1_G -0.04890 0.12164 -0.402 0.688281 X2 -0.23866 0.13716 -1.740 0.083961 . X2_G -0.10525 0.16640 -0.632 0.528071 X3 0.24723 0.18621 1.328 0.186354 X3_G -0.50101 0.09752 -5.138 8.77e-07 *** X4 0.33467 0.08933 3.747 0.000257 *** X4_G 0.17208 0.08658 1.988 0.048720 * X5 -0.52673 0.09381 -5.615 9.63e-08 *** `X5_G\r` 0.13323 0.09185 1.450 0.149082 t -0.02117 0.01083 -1.955 0.052482 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.655 on 146 degrees of freedom Multiple R-squared: 0.721, Adjusted R-squared: 0.6981 F-statistic: 31.45 on 12 and 146 DF, p-value: < 2.2e-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,] 0.4715656 9.431313e-01 5.284344e-01 [2,] 0.3027195 6.054390e-01 6.972805e-01 [3,] 0.3386961 6.773923e-01 6.613039e-01 [4,] 0.5176417 9.647166e-01 4.823583e-01 [5,] 0.4302533 8.605065e-01 5.697467e-01 [6,] 0.3754245 7.508491e-01 6.245755e-01 [7,] 0.8168956 3.662088e-01 1.831044e-01 [8,] 0.7580994 4.838012e-01 2.419006e-01 [9,] 0.9822876 3.542488e-02 1.771244e-02 [10,] 0.9768653 4.626945e-02 2.313472e-02 [11,] 0.9713814 5.723714e-02 2.861857e-02 [12,] 0.9583062 8.338769e-02 4.169385e-02 [13,] 0.9426136 1.147728e-01 5.738639e-02 [14,] 0.9203398 1.593204e-01 7.966018e-02 [15,] 0.9023035 1.953931e-01 9.769653e-02 [16,] 0.9308276 1.383448e-01 6.917239e-02 [17,] 0.9443501 1.112997e-01 5.564987e-02 [18,] 0.9492435 1.015131e-01 5.075654e-02 [19,] 0.9580613 8.387737e-02 4.193869e-02 [20,] 0.9709777 5.804469e-02 2.902235e-02 [21,] 0.9682909 6.341813e-02 3.170906e-02 [22,] 0.9909409 1.811823e-02 9.059117e-03 [23,] 0.9996703 6.593573e-04 3.296786e-04 [24,] 0.9999084 1.831901e-04 9.159504e-05 [25,] 0.9998626 2.747672e-04 1.373836e-04 [26,] 0.9999318 1.364244e-04 6.821221e-05 [27,] 0.9999150 1.700005e-04 8.500025e-05 [28,] 0.9998808 2.384607e-04 1.192304e-04 [29,] 0.9998471 3.057536e-04 1.528768e-04 [30,] 0.9998101 3.797751e-04 1.898876e-04 [31,] 0.9999471 1.057201e-04 5.286003e-05 [32,] 0.9999282 1.435347e-04 7.176736e-05 [33,] 0.9999352 1.295488e-04 6.477439e-05 [34,] 0.9999999 1.031128e-07 5.155639e-08 [35,] 0.9999999 1.799530e-07 8.997652e-08 [36,] 1.0000000 1.757582e-08 8.787911e-09 [37,] 1.0000000 3.081851e-08 1.540926e-08 [38,] 1.0000000 4.130422e-20 2.065211e-20 [39,] 1.0000000 1.614078e-21 8.070392e-22 [40,] 1.0000000 5.418811e-21 2.709406e-21 [41,] 1.0000000 9.034614e-21 4.517307e-21 [42,] 1.0000000 2.937374e-21 1.468687e-21 [43,] 1.0000000 9.416307e-22 4.708154e-22 [44,] 1.0000000 1.848838e-22 9.244189e-23 [45,] 1.0000000 3.734085e-22 1.867043e-22 [46,] 1.0000000 7.987580e-22 3.993790e-22 [47,] 1.0000000 2.391528e-21 1.195764e-21 [48,] 1.0000000 8.020434e-21 4.010217e-21 [49,] 1.0000000 8.081194e-21 4.040597e-21 [50,] 1.0000000 1.685833e-20 8.429167e-21 [51,] 1.0000000 2.377514e-20 1.188757e-20 [52,] 1.0000000 7.752012e-20 3.876006e-20 [53,] 1.0000000 1.064120e-19 5.320601e-20 [54,] 1.0000000 2.535805e-19 1.267902e-19 [55,] 1.0000000 6.340776e-19 3.170388e-19 [56,] 1.0000000 1.990864e-18 9.954319e-19 [57,] 1.0000000 5.851446e-18 2.925723e-18 [58,] 1.0000000 2.156854e-18 1.078427e-18 [59,] 1.0000000 1.116503e-19 5.582515e-20 [60,] 1.0000000 2.189138e-19 1.094569e-19 [61,] 1.0000000 6.406641e-19 3.203320e-19 [62,] 1.0000000 1.528808e-18 7.644038e-19 [63,] 1.0000000 4.721952e-18 2.360976e-18 [64,] 1.0000000 1.479657e-17 7.398287e-18 [65,] 1.0000000 3.479513e-17 1.739757e-17 [66,] 1.0000000 1.075782e-16 5.378908e-17 [67,] 1.0000000 3.288611e-16 1.644305e-16 [68,] 1.0000000 9.347091e-16 4.673545e-16 [69,] 1.0000000 2.704912e-15 1.352456e-15 [70,] 1.0000000 7.958873e-15 3.979436e-15 [71,] 1.0000000 2.322084e-14 1.161042e-14 [72,] 1.0000000 6.001928e-14 3.000964e-14 [73,] 1.0000000 1.368760e-13 6.843798e-14 [74,] 1.0000000 2.987120e-13 1.493560e-13 [75,] 1.0000000 6.751534e-13 3.375767e-13 [76,] 1.0000000 1.825556e-12 9.127778e-13 [77,] 1.0000000 3.381396e-12 1.690698e-12 [78,] 1.0000000 8.686221e-12 4.343110e-12 [79,] 1.0000000 2.089299e-11 1.044650e-11 [80,] 1.0000000 5.460634e-11 2.730317e-11 [81,] 1.0000000 1.319949e-10 6.599743e-11 [82,] 1.0000000 1.063187e-10 5.315937e-11 [83,] 1.0000000 2.515599e-10 1.257799e-10 [84,] 1.0000000 4.013831e-10 2.006916e-10 [85,] 1.0000000 7.798859e-10 3.899429e-10 [86,] 1.0000000 1.662126e-09 8.310628e-10 [87,] 1.0000000 1.665572e-09 8.327862e-10 [88,] 1.0000000 3.785463e-09 1.892732e-09 [89,] 1.0000000 9.153973e-09 4.576987e-09 [90,] 1.0000000 2.215010e-08 1.107505e-08 [91,] 1.0000000 3.521207e-08 1.760604e-08 [92,] 1.0000000 5.751156e-08 2.875578e-08 [93,] 1.0000000 9.178787e-08 4.589393e-08 [94,] 0.9999999 2.149314e-07 1.074657e-07 [95,] 0.9999998 4.969086e-07 2.484543e-07 [96,] 0.9999995 1.069806e-06 5.349031e-07 [97,] 0.9999990 1.922854e-06 9.614271e-07 [98,] 0.9999985 3.097632e-06 1.548816e-06 [99,] 0.9999971 5.895364e-06 2.947682e-06 [100,] 0.9999996 7.763759e-07 3.881880e-07 [101,] 0.9999991 1.849913e-06 9.249566e-07 [102,] 0.9999979 4.121202e-06 2.060601e-06 [103,] 0.9999955 9.024238e-06 4.512119e-06 [104,] 0.9999900 1.999425e-05 9.997123e-06 [105,] 0.9999840 3.195930e-05 1.597965e-05 [106,] 0.9999662 6.762067e-05 3.381033e-05 [107,] 0.9999317 1.365108e-04 6.825538e-05 [108,] 0.9998550 2.899639e-04 1.449820e-04 [109,] 0.9997008 5.983528e-04 2.991764e-04 [110,] 1.0000000 1.962567e-12 9.812837e-13 [111,] 1.0000000 1.028725e-11 5.143624e-12 [112,] 1.0000000 2.837787e-11 1.418894e-11 [113,] 1.0000000 1.606937e-10 8.034687e-11 [114,] 1.0000000 8.786696e-10 4.393348e-10 [115,] 1.0000000 4.241457e-09 2.120729e-09 [116,] 1.0000000 2.173599e-08 1.086799e-08 [117,] 0.9999999 1.085750e-07 5.428749e-08 [118,] 0.9999997 5.083038e-07 2.541519e-07 [119,] 0.9999988 2.310621e-06 1.155311e-06 [120,] 0.9999967 6.542585e-06 3.271293e-06 [121,] 0.9999941 1.173683e-05 5.868415e-06 [122,] 0.9999737 5.262429e-05 2.631214e-05 [123,] 0.9999084 1.831643e-04 9.158216e-05 [124,] 0.9996231 7.538879e-04 3.769440e-04 [125,] 0.9985620 2.876078e-03 1.438039e-03 [126,] 0.9960098 7.980329e-03 3.990165e-03 [127,] 0.9996219 7.561918e-04 3.780959e-04 [128,] 0.9976523 4.695305e-03 2.347652e-03 > postscript(file="/var/www/html/rcomp/tmp/1r8vg1290690415.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2r8vg1290690415.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/32hc11290690415.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/42hc11290690415.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/52hc11290690415.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 159 Frequency = 1 1 2 3 4 5 6 0.56972847 1.90219380 -0.65688000 -3.81078142 -3.21541411 -3.13025182 7 8 9 10 11 12 -3.30859682 -6.75318753 -5.37779958 -3.45064986 1.84789843 7.41109889 13 14 15 16 17 18 6.59159171 -5.22684874 -7.97286245 -5.48517430 -0.66514860 -5.23837700 19 20 21 22 23 24 2.26036358 6.82536644 1.70515414 11.16185677 3.49404112 8.75584826 25 26 27 28 29 30 0.12006811 -1.53985832 -0.71388918 3.42135289 2.54693877 -3.21142397 31 32 33 34 35 36 2.59313451 -0.27649420 2.95292270 1.18426067 -3.27592077 3.40109879 37 38 39 40 41 42 6.76363518 -10.27154718 9.74204053 -0.68236075 9.07488431 1.62753160 43 44 45 46 47 48 0.27043447 -3.65744547 -1.07575624 -5.29767113 0.51933067 3.71126114 49 50 51 52 53 54 8.82089608 -0.87460248 1.99389476 -0.68186347 4.21256574 -6.74233536 55 56 57 58 59 60 -0.95533275 1.11730245 0.96940236 -1.25079194 -4.20775712 -3.63213232 61 62 63 64 65 66 -0.98827726 -0.58770773 1.66078198 -1.28111580 -1.16488317 3.25078335 67 68 69 70 71 72 -2.70126001 1.97126399 -0.22458306 -0.42489535 -3.04238082 -1.46190369 73 74 75 76 77 78 0.86863493 5.82141421 0.01413723 -0.66420815 1.16061794 -0.18136200 79 80 81 82 83 84 0.89553639 -0.91576826 1.42986505 -2.23618032 0.98418025 -0.13754185 85 86 87 88 89 90 -0.21133406 0.24499889 -0.15902119 1.58607121 -0.39643597 -2.52845321 91 92 93 94 95 96 -0.36818531 -2.75153746 -1.17854220 -1.14874117 -0.61231434 3.13155756 97 98 99 100 101 102 5.29831165 -0.35911474 -2.03581535 -2.90080682 -0.97652351 -3.19448707 103 104 105 106 107 108 0.50709911 -1.25198396 1.24035017 -3.61699462 -4.65916412 -4.66148832 109 110 111 112 113 114 -0.29564761 -1.09388461 -3.45775607 -1.35765992 0.58850574 -0.33580615 115 116 117 118 119 120 1.31725362 -0.02947628 -2.89052718 -2.47297919 1.26391044 -5.91306514 121 122 123 124 125 126 -1.38521225 -3.04393435 -0.31053627 -1.63127964 9.13157692 1.24433200 127 128 129 130 131 132 -1.12008081 0.99103325 1.08892237 1.01079312 -1.75787942 -2.03055430 133 134 135 136 137 138 1.00435479 -1.37714962 -1.50597626 6.85476104 -0.54330311 -3.07975020 139 140 141 142 143 144 -0.46036575 -2.99675307 -3.55370312 6.99144673 -2.27106736 0.41243126 145 146 147 148 149 150 1.54187463 2.23270422 -0.56270443 -1.47605957 -3.07857635 -0.55535352 151 152 153 154 155 156 -0.82755793 3.07671882 5.44676885 0.98398536 1.44595901 -0.26027996 157 158 159 1.20601026 1.28858567 6.58141586 > postscript(file="/var/www/html/rcomp/tmp/6dqt41290690415.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 159 Frequency = 1 lag(myerror, k = 1) myerror 0 0.56972847 NA 1 1.90219380 0.56972847 2 -0.65688000 1.90219380 3 -3.81078142 -0.65688000 4 -3.21541411 -3.81078142 5 -3.13025182 -3.21541411 6 -3.30859682 -3.13025182 7 -6.75318753 -3.30859682 8 -5.37779958 -6.75318753 9 -3.45064986 -5.37779958 10 1.84789843 -3.45064986 11 7.41109889 1.84789843 12 6.59159171 7.41109889 13 -5.22684874 6.59159171 14 -7.97286245 -5.22684874 15 -5.48517430 -7.97286245 16 -0.66514860 -5.48517430 17 -5.23837700 -0.66514860 18 2.26036358 -5.23837700 19 6.82536644 2.26036358 20 1.70515414 6.82536644 21 11.16185677 1.70515414 22 3.49404112 11.16185677 23 8.75584826 3.49404112 24 0.12006811 8.75584826 25 -1.53985832 0.12006811 26 -0.71388918 -1.53985832 27 3.42135289 -0.71388918 28 2.54693877 3.42135289 29 -3.21142397 2.54693877 30 2.59313451 -3.21142397 31 -0.27649420 2.59313451 32 2.95292270 -0.27649420 33 1.18426067 2.95292270 34 -3.27592077 1.18426067 35 3.40109879 -3.27592077 36 6.76363518 3.40109879 37 -10.27154718 6.76363518 38 9.74204053 -10.27154718 39 -0.68236075 9.74204053 40 9.07488431 -0.68236075 41 1.62753160 9.07488431 42 0.27043447 1.62753160 43 -3.65744547 0.27043447 44 -1.07575624 -3.65744547 45 -5.29767113 -1.07575624 46 0.51933067 -5.29767113 47 3.71126114 0.51933067 48 8.82089608 3.71126114 49 -0.87460248 8.82089608 50 1.99389476 -0.87460248 51 -0.68186347 1.99389476 52 4.21256574 -0.68186347 53 -6.74233536 4.21256574 54 -0.95533275 -6.74233536 55 1.11730245 -0.95533275 56 0.96940236 1.11730245 57 -1.25079194 0.96940236 58 -4.20775712 -1.25079194 59 -3.63213232 -4.20775712 60 -0.98827726 -3.63213232 61 -0.58770773 -0.98827726 62 1.66078198 -0.58770773 63 -1.28111580 1.66078198 64 -1.16488317 -1.28111580 65 3.25078335 -1.16488317 66 -2.70126001 3.25078335 67 1.97126399 -2.70126001 68 -0.22458306 1.97126399 69 -0.42489535 -0.22458306 70 -3.04238082 -0.42489535 71 -1.46190369 -3.04238082 72 0.86863493 -1.46190369 73 5.82141421 0.86863493 74 0.01413723 5.82141421 75 -0.66420815 0.01413723 76 1.16061794 -0.66420815 77 -0.18136200 1.16061794 78 0.89553639 -0.18136200 79 -0.91576826 0.89553639 80 1.42986505 -0.91576826 81 -2.23618032 1.42986505 82 0.98418025 -2.23618032 83 -0.13754185 0.98418025 84 -0.21133406 -0.13754185 85 0.24499889 -0.21133406 86 -0.15902119 0.24499889 87 1.58607121 -0.15902119 88 -0.39643597 1.58607121 89 -2.52845321 -0.39643597 90 -0.36818531 -2.52845321 91 -2.75153746 -0.36818531 92 -1.17854220 -2.75153746 93 -1.14874117 -1.17854220 94 -0.61231434 -1.14874117 95 3.13155756 -0.61231434 96 5.29831165 3.13155756 97 -0.35911474 5.29831165 98 -2.03581535 -0.35911474 99 -2.90080682 -2.03581535 100 -0.97652351 -2.90080682 101 -3.19448707 -0.97652351 102 0.50709911 -3.19448707 103 -1.25198396 0.50709911 104 1.24035017 -1.25198396 105 -3.61699462 1.24035017 106 -4.65916412 -3.61699462 107 -4.66148832 -4.65916412 108 -0.29564761 -4.66148832 109 -1.09388461 -0.29564761 110 -3.45775607 -1.09388461 111 -1.35765992 -3.45775607 112 0.58850574 -1.35765992 113 -0.33580615 0.58850574 114 1.31725362 -0.33580615 115 -0.02947628 1.31725362 116 -2.89052718 -0.02947628 117 -2.47297919 -2.89052718 118 1.26391044 -2.47297919 119 -5.91306514 1.26391044 120 -1.38521225 -5.91306514 121 -3.04393435 -1.38521225 122 -0.31053627 -3.04393435 123 -1.63127964 -0.31053627 124 9.13157692 -1.63127964 125 1.24433200 9.13157692 126 -1.12008081 1.24433200 127 0.99103325 -1.12008081 128 1.08892237 0.99103325 129 1.01079312 1.08892237 130 -1.75787942 1.01079312 131 -2.03055430 -1.75787942 132 1.00435479 -2.03055430 133 -1.37714962 1.00435479 134 -1.50597626 -1.37714962 135 6.85476104 -1.50597626 136 -0.54330311 6.85476104 137 -3.07975020 -0.54330311 138 -0.46036575 -3.07975020 139 -2.99675307 -0.46036575 140 -3.55370312 -2.99675307 141 6.99144673 -3.55370312 142 -2.27106736 6.99144673 143 0.41243126 -2.27106736 144 1.54187463 0.41243126 145 2.23270422 1.54187463 146 -0.56270443 2.23270422 147 -1.47605957 -0.56270443 148 -3.07857635 -1.47605957 149 -0.55535352 -3.07857635 150 -0.82755793 -0.55535352 151 3.07671882 -0.82755793 152 5.44676885 3.07671882 153 0.98398536 5.44676885 154 1.44595901 0.98398536 155 -0.26027996 1.44595901 156 1.20601026 -0.26027996 157 1.28858567 1.20601026 158 6.58141586 1.28858567 159 NA 6.58141586 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 1.90219380 0.56972847 [2,] -0.65688000 1.90219380 [3,] -3.81078142 -0.65688000 [4,] -3.21541411 -3.81078142 [5,] -3.13025182 -3.21541411 [6,] -3.30859682 -3.13025182 [7,] -6.75318753 -3.30859682 [8,] -5.37779958 -6.75318753 [9,] -3.45064986 -5.37779958 [10,] 1.84789843 -3.45064986 [11,] 7.41109889 1.84789843 [12,] 6.59159171 7.41109889 [13,] -5.22684874 6.59159171 [14,] -7.97286245 -5.22684874 [15,] -5.48517430 -7.97286245 [16,] -0.66514860 -5.48517430 [17,] -5.23837700 -0.66514860 [18,] 2.26036358 -5.23837700 [19,] 6.82536644 2.26036358 [20,] 1.70515414 6.82536644 [21,] 11.16185677 1.70515414 [22,] 3.49404112 11.16185677 [23,] 8.75584826 3.49404112 [24,] 0.12006811 8.75584826 [25,] -1.53985832 0.12006811 [26,] -0.71388918 -1.53985832 [27,] 3.42135289 -0.71388918 [28,] 2.54693877 3.42135289 [29,] -3.21142397 2.54693877 [30,] 2.59313451 -3.21142397 [31,] -0.27649420 2.59313451 [32,] 2.95292270 -0.27649420 [33,] 1.18426067 2.95292270 [34,] -3.27592077 1.18426067 [35,] 3.40109879 -3.27592077 [36,] 6.76363518 3.40109879 [37,] -10.27154718 6.76363518 [38,] 9.74204053 -10.27154718 [39,] -0.68236075 9.74204053 [40,] 9.07488431 -0.68236075 [41,] 1.62753160 9.07488431 [42,] 0.27043447 1.62753160 [43,] -3.65744547 0.27043447 [44,] -1.07575624 -3.65744547 [45,] -5.29767113 -1.07575624 [46,] 0.51933067 -5.29767113 [47,] 3.71126114 0.51933067 [48,] 8.82089608 3.71126114 [49,] -0.87460248 8.82089608 [50,] 1.99389476 -0.87460248 [51,] -0.68186347 1.99389476 [52,] 4.21256574 -0.68186347 [53,] -6.74233536 4.21256574 [54,] -0.95533275 -6.74233536 [55,] 1.11730245 -0.95533275 [56,] 0.96940236 1.11730245 [57,] -1.25079194 0.96940236 [58,] -4.20775712 -1.25079194 [59,] -3.63213232 -4.20775712 [60,] -0.98827726 -3.63213232 [61,] -0.58770773 -0.98827726 [62,] 1.66078198 -0.58770773 [63,] -1.28111580 1.66078198 [64,] -1.16488317 -1.28111580 [65,] 3.25078335 -1.16488317 [66,] -2.70126001 3.25078335 [67,] 1.97126399 -2.70126001 [68,] -0.22458306 1.97126399 [69,] -0.42489535 -0.22458306 [70,] -3.04238082 -0.42489535 [71,] -1.46190369 -3.04238082 [72,] 0.86863493 -1.46190369 [73,] 5.82141421 0.86863493 [74,] 0.01413723 5.82141421 [75,] -0.66420815 0.01413723 [76,] 1.16061794 -0.66420815 [77,] -0.18136200 1.16061794 [78,] 0.89553639 -0.18136200 [79,] -0.91576826 0.89553639 [80,] 1.42986505 -0.91576826 [81,] -2.23618032 1.42986505 [82,] 0.98418025 -2.23618032 [83,] -0.13754185 0.98418025 [84,] -0.21133406 -0.13754185 [85,] 0.24499889 -0.21133406 [86,] -0.15902119 0.24499889 [87,] 1.58607121 -0.15902119 [88,] -0.39643597 1.58607121 [89,] -2.52845321 -0.39643597 [90,] -0.36818531 -2.52845321 [91,] -2.75153746 -0.36818531 [92,] -1.17854220 -2.75153746 [93,] -1.14874117 -1.17854220 [94,] -0.61231434 -1.14874117 [95,] 3.13155756 -0.61231434 [96,] 5.29831165 3.13155756 [97,] -0.35911474 5.29831165 [98,] -2.03581535 -0.35911474 [99,] -2.90080682 -2.03581535 [100,] -0.97652351 -2.90080682 [101,] -3.19448707 -0.97652351 [102,] 0.50709911 -3.19448707 [103,] -1.25198396 0.50709911 [104,] 1.24035017 -1.25198396 [105,] -3.61699462 1.24035017 [106,] -4.65916412 -3.61699462 [107,] -4.66148832 -4.65916412 [108,] -0.29564761 -4.66148832 [109,] -1.09388461 -0.29564761 [110,] -3.45775607 -1.09388461 [111,] -1.35765992 -3.45775607 [112,] 0.58850574 -1.35765992 [113,] -0.33580615 0.58850574 [114,] 1.31725362 -0.33580615 [115,] -0.02947628 1.31725362 [116,] -2.89052718 -0.02947628 [117,] -2.47297919 -2.89052718 [118,] 1.26391044 -2.47297919 [119,] -5.91306514 1.26391044 [120,] -1.38521225 -5.91306514 [121,] -3.04393435 -1.38521225 [122,] -0.31053627 -3.04393435 [123,] -1.63127964 -0.31053627 [124,] 9.13157692 -1.63127964 [125,] 1.24433200 9.13157692 [126,] -1.12008081 1.24433200 [127,] 0.99103325 -1.12008081 [128,] 1.08892237 0.99103325 [129,] 1.01079312 1.08892237 [130,] -1.75787942 1.01079312 [131,] -2.03055430 -1.75787942 [132,] 1.00435479 -2.03055430 [133,] -1.37714962 1.00435479 [134,] -1.50597626 -1.37714962 [135,] 6.85476104 -1.50597626 [136,] -0.54330311 6.85476104 [137,] -3.07975020 -0.54330311 [138,] -0.46036575 -3.07975020 [139,] -2.99675307 -0.46036575 [140,] -3.55370312 -2.99675307 [141,] 6.99144673 -3.55370312 [142,] -2.27106736 6.99144673 [143,] 0.41243126 -2.27106736 [144,] 1.54187463 0.41243126 [145,] 2.23270422 1.54187463 [146,] -0.56270443 2.23270422 [147,] -1.47605957 -0.56270443 [148,] -3.07857635 -1.47605957 [149,] -0.55535352 -3.07857635 [150,] -0.82755793 -0.55535352 [151,] 3.07671882 -0.82755793 [152,] 5.44676885 3.07671882 [153,] 0.98398536 5.44676885 [154,] 1.44595901 0.98398536 [155,] -0.26027996 1.44595901 [156,] 1.20601026 -0.26027996 [157,] 1.28858567 1.20601026 [158,] 6.58141586 1.28858567 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 1.90219380 0.56972847 2 -0.65688000 1.90219380 3 -3.81078142 -0.65688000 4 -3.21541411 -3.81078142 5 -3.13025182 -3.21541411 6 -3.30859682 -3.13025182 7 -6.75318753 -3.30859682 8 -5.37779958 -6.75318753 9 -3.45064986 -5.37779958 10 1.84789843 -3.45064986 11 7.41109889 1.84789843 12 6.59159171 7.41109889 13 -5.22684874 6.59159171 14 -7.97286245 -5.22684874 15 -5.48517430 -7.97286245 16 -0.66514860 -5.48517430 17 -5.23837700 -0.66514860 18 2.26036358 -5.23837700 19 6.82536644 2.26036358 20 1.70515414 6.82536644 21 11.16185677 1.70515414 22 3.49404112 11.16185677 23 8.75584826 3.49404112 24 0.12006811 8.75584826 25 -1.53985832 0.12006811 26 -0.71388918 -1.53985832 27 3.42135289 -0.71388918 28 2.54693877 3.42135289 29 -3.21142397 2.54693877 30 2.59313451 -3.21142397 31 -0.27649420 2.59313451 32 2.95292270 -0.27649420 33 1.18426067 2.95292270 34 -3.27592077 1.18426067 35 3.40109879 -3.27592077 36 6.76363518 3.40109879 37 -10.27154718 6.76363518 38 9.74204053 -10.27154718 39 -0.68236075 9.74204053 40 9.07488431 -0.68236075 41 1.62753160 9.07488431 42 0.27043447 1.62753160 43 -3.65744547 0.27043447 44 -1.07575624 -3.65744547 45 -5.29767113 -1.07575624 46 0.51933067 -5.29767113 47 3.71126114 0.51933067 48 8.82089608 3.71126114 49 -0.87460248 8.82089608 50 1.99389476 -0.87460248 51 -0.68186347 1.99389476 52 4.21256574 -0.68186347 53 -6.74233536 4.21256574 54 -0.95533275 -6.74233536 55 1.11730245 -0.95533275 56 0.96940236 1.11730245 57 -1.25079194 0.96940236 58 -4.20775712 -1.25079194 59 -3.63213232 -4.20775712 60 -0.98827726 -3.63213232 61 -0.58770773 -0.98827726 62 1.66078198 -0.58770773 63 -1.28111580 1.66078198 64 -1.16488317 -1.28111580 65 3.25078335 -1.16488317 66 -2.70126001 3.25078335 67 1.97126399 -2.70126001 68 -0.22458306 1.97126399 69 -0.42489535 -0.22458306 70 -3.04238082 -0.42489535 71 -1.46190369 -3.04238082 72 0.86863493 -1.46190369 73 5.82141421 0.86863493 74 0.01413723 5.82141421 75 -0.66420815 0.01413723 76 1.16061794 -0.66420815 77 -0.18136200 1.16061794 78 0.89553639 -0.18136200 79 -0.91576826 0.89553639 80 1.42986505 -0.91576826 81 -2.23618032 1.42986505 82 0.98418025 -2.23618032 83 -0.13754185 0.98418025 84 -0.21133406 -0.13754185 85 0.24499889 -0.21133406 86 -0.15902119 0.24499889 87 1.58607121 -0.15902119 88 -0.39643597 1.58607121 89 -2.52845321 -0.39643597 90 -0.36818531 -2.52845321 91 -2.75153746 -0.36818531 92 -1.17854220 -2.75153746 93 -1.14874117 -1.17854220 94 -0.61231434 -1.14874117 95 3.13155756 -0.61231434 96 5.29831165 3.13155756 97 -0.35911474 5.29831165 98 -2.03581535 -0.35911474 99 -2.90080682 -2.03581535 100 -0.97652351 -2.90080682 101 -3.19448707 -0.97652351 102 0.50709911 -3.19448707 103 -1.25198396 0.50709911 104 1.24035017 -1.25198396 105 -3.61699462 1.24035017 106 -4.65916412 -3.61699462 107 -4.66148832 -4.65916412 108 -0.29564761 -4.66148832 109 -1.09388461 -0.29564761 110 -3.45775607 -1.09388461 111 -1.35765992 -3.45775607 112 0.58850574 -1.35765992 113 -0.33580615 0.58850574 114 1.31725362 -0.33580615 115 -0.02947628 1.31725362 116 -2.89052718 -0.02947628 117 -2.47297919 -2.89052718 118 1.26391044 -2.47297919 119 -5.91306514 1.26391044 120 -1.38521225 -5.91306514 121 -3.04393435 -1.38521225 122 -0.31053627 -3.04393435 123 -1.63127964 -0.31053627 124 9.13157692 -1.63127964 125 1.24433200 9.13157692 126 -1.12008081 1.24433200 127 0.99103325 -1.12008081 128 1.08892237 0.99103325 129 1.01079312 1.08892237 130 -1.75787942 1.01079312 131 -2.03055430 -1.75787942 132 1.00435479 -2.03055430 133 -1.37714962 1.00435479 134 -1.50597626 -1.37714962 135 6.85476104 -1.50597626 136 -0.54330311 6.85476104 137 -3.07975020 -0.54330311 138 -0.46036575 -3.07975020 139 -2.99675307 -0.46036575 140 -3.55370312 -2.99675307 141 6.99144673 -3.55370312 142 -2.27106736 6.99144673 143 0.41243126 -2.27106736 144 1.54187463 0.41243126 145 2.23270422 1.54187463 146 -0.56270443 2.23270422 147 -1.47605957 -0.56270443 148 -3.07857635 -1.47605957 149 -0.55535352 -3.07857635 150 -0.82755793 -0.55535352 151 3.07671882 -0.82755793 152 5.44676885 3.07671882 153 0.98398536 5.44676885 154 1.44595901 0.98398536 155 -0.26027996 1.44595901 156 1.20601026 -0.26027996 157 1.28858567 1.20601026 158 6.58141586 1.28858567 > 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/7dqt41290690415.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/860b71290690415.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/960b71290690415.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/10g9as1290690415.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/1119qy1290690415.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/12nap41290690415.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/13jk5c1290690415.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/1442301290690415.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/158lk61290690415.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/16muzx1290690415.tab") + } > > try(system("convert tmp/1r8vg1290690415.ps tmp/1r8vg1290690415.png",intern=TRUE)) character(0) > try(system("convert tmp/2r8vg1290690415.ps tmp/2r8vg1290690415.png",intern=TRUE)) character(0) > try(system("convert tmp/32hc11290690415.ps tmp/32hc11290690415.png",intern=TRUE)) character(0) > try(system("convert tmp/42hc11290690415.ps tmp/42hc11290690415.png",intern=TRUE)) character(0) > try(system("convert tmp/52hc11290690415.ps tmp/52hc11290690415.png",intern=TRUE)) character(0) > try(system("convert tmp/6dqt41290690415.ps tmp/6dqt41290690415.png",intern=TRUE)) character(0) > try(system("convert tmp/7dqt41290690415.ps tmp/7dqt41290690415.png",intern=TRUE)) character(0) > try(system("convert tmp/860b71290690415.ps tmp/860b71290690415.png",intern=TRUE)) character(0) > try(system("convert tmp/960b71290690415.ps tmp/960b71290690415.png",intern=TRUE)) character(0) > try(system("convert tmp/10g9as1290690415.ps tmp/10g9as1290690415.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.733 1.752 13.585