R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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> x <- array(list(0
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+ ,4014972
+ ,1
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+ ,218
+ ,218
+ ,2935404
+ ,3100569
+ ,3158459
+ ,3983758
+ ,1
+ ,3465611
+ ,219
+ ,219
+ ,2855719
+ ,2935404
+ ,3100569
+ ,3158459
+ ,1
+ ,3006985
+ ,220
+ ,220
+ ,3465611
+ ,2855719
+ ,2935404
+ ,3100569
+ ,1
+ ,4095110
+ ,221
+ ,221
+ ,3006985
+ ,3465611
+ ,2855719
+ ,2935404
+ ,1
+ ,4104793
+ ,222
+ ,222
+ ,4095110
+ ,3006985
+ ,3465611
+ ,2855719
+ ,1
+ ,4730788
+ ,223
+ ,223
+ ,4104793
+ ,4095110
+ ,3006985
+ ,3465611
+ ,1
+ ,4642726
+ ,224
+ ,224
+ ,4730788
+ ,4104793
+ ,4095110
+ ,3006985
+ ,1
+ ,4246919
+ ,225
+ ,225
+ ,4642726
+ ,4730788
+ ,4104793
+ ,4095110
+ ,1
+ ,4308117
+ ,226
+ ,226
+ ,4246919
+ ,4642726
+ ,4730788
+ ,4104793)
+ ,dim=c(8
+ ,222)
+ ,dimnames=list(c('9/11'
+ ,'Yt'
+ ,'t'
+ ,'9/11_t'
+ ,'Yt-1'
+ ,'Yt-2'
+ ,'Yt-3'
+ ,'Yt-4')
+ ,1:222))
> y <- array(NA,dim=c(8,222),dimnames=list(c('9/11','Yt','t','9/11_t','Yt-1','Yt-2','Yt-3','Yt-4'),1:222))
> 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 = 'Include Monthly 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 9/11 t 9/11_t Yt-1 Yt-2 Yt-3 Yt-4 M1 M2 M3 M4 M5 M6
1 1742117 0 5 0 1522522 1276674 1086979 1149822 1 0 0 0 0 0
2 1737275 0 6 0 1742117 1522522 1276674 1086979 0 1 0 0 0 0
3 1979900 0 7 0 1737275 1742117 1522522 1276674 0 0 1 0 0 0
4 2061036 0 8 0 1979900 1737275 1742117 1522522 0 0 0 1 0 0
5 1867943 0 9 0 2061036 1979900 1737275 1742117 0 0 0 0 1 0
6 1707752 0 10 0 1867943 2061036 1979900 1737275 0 0 0 0 0 1
7 1298756 0 11 0 1707752 1867943 2061036 1979900 0 0 0 0 0 0
8 1281814 0 12 0 1298756 1707752 1867943 2061036 0 0 0 0 0 0
9 1281151 0 13 0 1281814 1298756 1707752 1867943 0 0 0 0 0 0
10 1164976 0 14 0 1281151 1281814 1298756 1707752 0 0 0 0 0 0
11 1454329 0 15 0 1164976 1281151 1281814 1298756 0 0 0 0 0 0
12 1645288 0 16 0 1454329 1164976 1281151 1281814 0 0 0 0 0 0
13 1817743 0 17 0 1645288 1454329 1164976 1281151 1 0 0 0 0 0
14 1895785 0 18 0 1817743 1645288 1454329 1164976 0 1 0 0 0 0
15 2236311 0 19 0 1895785 1817743 1645288 1454329 0 0 1 0 0 0
16 2295951 0 20 0 2236311 1895785 1817743 1645288 0 0 0 1 0 0
17 2087315 0 21 0 2295951 2236311 1895785 1817743 0 0 0 0 1 0
18 1980891 0 22 0 2087315 2295951 2236311 1895785 0 0 0 0 0 1
19 1465446 0 23 0 1980891 2087315 2295951 2236311 0 0 0 0 0 0
20 1445026 0 24 0 1465446 1980891 2087315 2295951 0 0 0 0 0 0
21 1488120 0 25 0 1445026 1465446 1980891 2087315 0 0 0 0 0 0
22 1338333 0 26 0 1488120 1445026 1465446 1980891 0 0 0 0 0 0
23 1715789 0 27 0 1338333 1488120 1445026 1465446 0 0 0 0 0 0
24 1806090 0 28 0 1715789 1338333 1488120 1445026 0 0 0 0 0 0
25 2083316 0 29 0 1806090 1715789 1338333 1488120 1 0 0 0 0 0
26 2092278 0 30 0 2083316 1806090 1715789 1338333 0 1 0 0 0 0
27 2430800 0 31 0 2092278 2083316 1806090 1715789 0 0 1 0 0 0
28 2424894 0 32 0 2430800 2092278 2083316 1806090 0 0 0 1 0 0
29 2299016 0 33 0 2424894 2430800 2092278 2083316 0 0 0 0 1 0
30 2130688 0 34 0 2299016 2424894 2430800 2092278 0 0 0 0 0 1
31 1652221 0 35 0 2130688 2299016 2424894 2430800 0 0 0 0 0 0
32 1608162 0 36 0 1652221 2130688 2299016 2424894 0 0 0 0 0 0
33 1647074 0 37 0 1608162 1652221 2130688 2299016 0 0 0 0 0 0
34 1479691 0 38 0 1647074 1608162 1652221 2130688 0 0 0 0 0 0
35 1884978 0 39 0 1479691 1647074 1608162 1652221 0 0 0 0 0 0
36 2007898 0 40 0 1884978 1479691 1647074 1608162 0 0 0 0 0 0
37 2208954 0 41 0 2007898 1884978 1479691 1647074 1 0 0 0 0 0
38 2217164 0 42 0 2208954 2007898 1884978 1479691 0 1 0 0 0 0
39 2534291 0 43 0 2217164 2208954 2007898 1884978 0 0 1 0 0 0
40 2560312 0 44 0 2534291 2217164 2208954 2007898 0 0 0 1 0 0
41 2429069 0 45 0 2560312 2534291 2217164 2208954 0 0 0 0 1 0
42 2315077 0 46 0 2429069 2560312 2534291 2217164 0 0 0 0 0 1
43 1799608 0 47 0 2315077 2429069 2560312 2534291 0 0 0 0 0 0
44 1772590 0 48 0 1799608 2315077 2429069 2560312 0 0 0 0 0 0
45 1744799 0 49 0 1772590 1799608 2315077 2429069 0 0 0 0 0 0
46 1659093 0 50 0 1744799 1772590 1799608 2315077 0 0 0 0 0 0
47 2099821 0 51 0 1659093 1744799 1772590 1799608 0 0 0 0 0 0
48 2135736 0 52 0 2099821 1659093 1744799 1772590 0 0 0 0 0 0
49 2427894 0 53 0 2135736 2099821 1659093 1744799 1 0 0 0 0 0
50 2468882 0 54 0 2427894 2135736 2099821 1659093 0 1 0 0 0 0
51 2703217 0 55 0 2468882 2427894 2135736 2099821 0 0 1 0 0 0
52 2766841 0 56 0 2703217 2468882 2427894 2135736 0 0 0 1 0 0
53 2655236 0 57 0 2766841 2703217 2468882 2427894 0 0 0 0 1 0
54 2550373 0 58 0 2655236 2766841 2703217 2468882 0 0 0 0 0 1
55 2052097 0 59 0 2550373 2655236 2766841 2703217 0 0 0 0 0 0
56 1998055 0 60 0 2052097 2550373 2655236 2766841 0 0 0 0 0 0
57 1920748 0 61 0 1998055 2052097 2550373 2655236 0 0 0 0 0 0
58 1876694 0 62 0 1920748 1998055 2052097 2550373 0 0 0 0 0 0
59 2380930 0 63 0 1876694 1920748 1998055 2052097 0 0 0 0 0 0
60 2467402 0 64 0 2380930 1876694 1920748 1998055 0 0 0 0 0 0
61 2770771 0 65 0 2467402 2380930 1876694 1920748 1 0 0 0 0 0
62 2781340 0 66 0 2770771 2467402 2380930 1876694 0 1 0 0 0 0
63 3143926 0 67 0 2781340 2770771 2467402 2380930 0 0 1 0 0 0
64 3172235 0 68 0 3143926 2781340 2770771 2467402 0 0 0 1 0 0
65 2952540 0 69 0 3172235 3143926 2781340 2770771 0 0 0 0 1 0
66 2920877 0 70 0 2952540 3172235 3143926 2781340 0 0 0 0 0 1
67 2384552 0 71 0 2920877 2952540 3172235 3143926 0 0 0 0 0 0
68 2248987 0 72 0 2384552 2920877 2952540 3172235 0 0 0 0 0 0
69 2208616 0 73 0 2248987 2384552 2920877 2952540 0 0 0 0 0 0
70 2178756 0 74 0 2208616 2248987 2384552 2920877 0 0 0 0 0 0
71 2632870 0 75 0 2178756 2208616 2248987 2384552 0 0 0 0 0 0
72 2706905 0 76 0 2632870 2178756 2208616 2248987 0 0 0 0 0 0
73 3029745 0 77 0 2706905 2632870 2178756 2208616 1 0 0 0 0 0
74 3015402 0 78 0 3029745 2706905 2632870 2178756 0 1 0 0 0 0
75 3391414 0 79 0 3015402 3029745 2706905 2632870 0 0 1 0 0 0
76 3507805 0 80 0 3391414 3015402 3029745 2706905 0 0 0 1 0 0
77 3177852 0 81 0 3507805 3391414 3015402 3029745 0 0 0 0 1 0
78 3142961 0 82 0 3177852 3507805 3391414 3015402 0 0 0 0 0 1
79 2545815 0 83 0 3142961 3177852 3507805 3391414 0 0 0 0 0 0
80 2414007 0 84 0 2545815 3142961 3177852 3507805 0 0 0 0 0 0
81 2372578 0 85 0 2414007 2545815 3142961 3177852 0 0 0 0 0 0
82 2332664 0 86 0 2372578 2414007 2545815 3142961 0 0 0 0 0 0
83 2825328 0 87 0 2332664 2372578 2414007 2545815 0 0 0 0 0 0
84 2901478 0 88 0 2825328 2332664 2372578 2414007 0 0 0 0 0 0
85 3263955 0 89 0 2901478 2825328 2332664 2372578 1 0 0 0 0 0
86 3226738 0 90 0 3263955 2901478 2825328 2332664 0 1 0 0 0 0
87 3610786 0 91 0 3226738 3263955 2901478 2825328 0 0 1 0 0 0
88 3709274 0 92 0 3610786 3226738 3263955 2901478 0 0 0 1 0 0
89 3467185 0 93 0 3709274 3610786 3226738 3263955 0 0 0 0 1 0
90 3449646 0 94 0 3467185 3709274 3610786 3226738 0 0 0 0 0 1
91 2802951 0 95 0 3449646 3467185 3709274 3610786 0 0 0 0 0 0
92 2462530 0 96 0 2802951 3449646 3467185 3709274 0 0 0 0 0 0
93 2490645 0 97 0 2462530 2802951 3449646 3467185 0 0 0 0 0 0
94 2561520 0 98 0 2490645 2462530 2802951 3449646 0 0 0 0 0 0
95 3067554 0 99 0 2561520 2490645 2462530 2802951 0 0 0 0 0 0
96 3226951 0 100 0 3067554 2561520 2490645 2462530 0 0 0 0 0 0
97 3546493 0 101 0 3226951 3067554 2561520 2490645 1 0 0 0 0 0
98 3492787 0 102 0 3546493 3226951 3067554 2561520 0 1 0 0 0 0
99 3952263 0 103 0 3492787 3546493 3226951 3067554 0 0 1 0 0 0
100 3932072 0 104 0 3952263 3492787 3546493 3226951 0 0 0 1 0 0
101 3720284 0 105 0 3932072 3952263 3492787 3546493 0 0 0 0 1 0
102 3651555 0 106 0 3720284 3932072 3952263 3492787 0 0 0 0 0 1
103 2914972 0 107 0 3651555 3720284 3932072 3952263 0 0 0 0 0 0
104 2713514 0 108 0 2914972 3651555 3720284 3932072 0 0 0 0 0 0
105 2703997 0 109 0 2713514 2914972 3651555 3720284 0 0 0 0 0 0
106 2591373 0 110 0 2703997 2713514 2914972 3651555 0 0 0 0 0 0
107 3163748 0 111 0 2591373 2703997 2713514 2914972 0 0 0 0 0 0
108 3355137 0 112 0 3163748 2591373 2703997 2713514 0 0 0 0 0 0
109 3613702 0 113 0 3355137 3163748 2591373 2703997 1 0 0 0 0 0
110 3686773 0 114 0 3613702 3355137 3163748 2591373 0 1 0 0 0 0
111 4098716 0 115 0 3686773 3613702 3355137 3163748 0 0 1 0 0 0
112 4063517 0 116 0 4098716 3686773 3613702 3355137 0 0 0 1 0 0
113 3551489 1 117 117 4063517 4098716 3686773 3613702 0 0 0 0 1 0
114 3226663 1 118 118 3551489 4063517 4098716 3686773 0 0 0 0 0 1
115 2656842 1 119 119 3226663 3551489 4063517 4098716 0 0 0 0 0 0
116 2597484 1 120 120 2656842 3226663 3551489 4063517 0 0 0 0 0 0
117 2572399 1 121 121 2597484 2656842 3226663 3551489 0 0 0 0 0 0
118 2596631 1 122 122 2572399 2597484 2656842 3226663 0 0 0 0 0 0
119 3165225 1 123 123 2596631 2572399 2597484 2656842 0 0 0 0 0 0
120 3303145 1 124 124 3165225 2596631 2572399 2597484 0 0 0 0 0 0
121 3698247 1 125 125 3303145 3165225 2596631 2572399 1 0 0 0 0 0
122 3668631 1 126 126 3698247 3303145 3165225 2596631 0 1 0 0 0 0
123 4130433 1 127 127 3668631 3698247 3303145 3165225 0 0 1 0 0 0
124 4131400 1 128 128 4130433 3668631 3698247 3303145 0 0 0 1 0 0
125 3864358 1 129 129 4131400 4130433 3668631 3698247 0 0 0 0 1 0
126 3721110 1 130 130 3864358 4131400 4130433 3668631 0 0 0 0 0 1
127 2892532 1 131 131 3721110 3864358 4131400 4130433 0 0 0 0 0 0
128 2843451 1 132 132 2892532 3721110 3864358 4131400 0 0 0 0 0 0
129 2747502 1 133 133 2843451 2892532 3721110 3864358 0 0 0 0 0 0
130 2668775 1 134 134 2747502 2843451 2892532 3721110 0 0 0 0 0 0
131 3018602 1 135 135 2668775 2747502 2843451 2892532 0 0 0 0 0 0
132 3013392 1 136 136 3018602 2668775 2747502 2843451 0 0 0 0 0 0
133 3393657 1 137 137 3013392 3018602 2668775 2747502 1 0 0 0 0 0
134 3544233 1 138 138 3393657 3013392 3018602 2668775 0 1 0 0 0 0
135 4075832 1 139 139 3544233 3393657 3013392 3018602 0 0 1 0 0 0
136 4032923 1 140 140 4075832 3544233 3393657 3013392 0 0 0 1 0 0
137 3734509 1 141 141 4032923 4075832 3544233 3393657 0 0 0 0 1 0
138 3761285 1 142 142 3734509 4032923 4075832 3544233 0 0 0 0 0 1
139 2970090 1 143 143 3761285 3734509 4032923 4075832 0 0 0 0 0 0
140 2847849 1 144 144 2970090 3761285 3734509 4032923 0 0 0 0 0 0
141 2741680 1 145 145 2847849 2970090 3761285 3734509 0 0 0 0 0 0
142 2830639 1 146 146 2741680 2847849 2970090 3761285 0 0 0 0 0 0
143 3257673 1 147 147 2830639 2741680 2847849 2970090 0 0 0 0 0 0
144 3480085 1 148 148 3257673 2830639 2741680 2847849 0 0 0 0 0 0
145 3843271 1 149 149 3480085 3257673 2830639 2741680 1 0 0 0 0 0
146 3796961 1 150 150 3843271 3480085 3257673 2830639 0 1 0 0 0 0
147 4337767 1 151 151 3796961 3843271 3480085 3257673 0 0 1 0 0 0
148 4243630 1 152 152 4337767 3796961 3843271 3480085 0 0 0 1 0 0
149 3927202 1 153 153 4243630 4337767 3796961 3843271 0 0 0 0 1 0
150 3915296 1 154 154 3927202 4243630 4337767 3796961 0 0 0 0 0 1
151 3087396 1 155 155 3915296 3927202 4243630 4337767 0 0 0 0 0 0
152 2963792 1 156 156 3087396 3915296 3927202 4243630 0 0 0 0 0 0
153 2955792 1 157 157 2963792 3087396 3915296 3927202 0 0 0 0 0 0
154 2829925 1 158 158 2955792 2963792 3087396 3915296 0 0 0 0 0 0
155 3281195 1 159 159 2829925 2955792 2963792 3087396 0 0 0 0 0 0
156 3548011 1 160 160 3281195 2829925 2955792 2963792 0 0 0 0 0 0
157 4059648 1 161 161 3548011 3281195 2829925 2955792 1 0 0 0 0 0
158 3941175 1 162 162 4059648 3548011 3281195 2829925 0 1 0 0 0 0
159 4528594 1 163 163 3941175 4059648 3548011 3281195 0 0 1 0 0 0
160 4433151 1 164 164 4528594 3941175 4059648 3548011 0 0 0 1 0 0
161 4145737 1 165 165 4433151 4528594 3941175 4059648 0 0 0 0 1 0
162 4077132 1 166 166 4145737 4433151 4528594 3941175 0 0 0 0 0 1
163 3198519 1 167 167 4077132 4145737 4433151 4528594 0 0 0 0 0 0
164 3078660 1 168 168 3198519 4077132 4145737 4433151 0 0 0 0 0 0
165 3028202 1 169 169 3078660 3198519 4077132 4145737 0 0 0 0 0 0
166 2858642 1 170 170 3028202 3078660 3198519 4077132 0 0 0 0 0 0
167 3398954 1 171 171 2858642 3028202 3078660 3198519 0 0 0 0 0 0
168 3808883 1 172 172 3398954 2858642 3028202 3078660 0 0 0 0 0 0
169 4175961 1 173 173 3808883 3398954 2858642 3028202 1 0 0 0 0 0
170 4227542 1 174 174 4175961 3808883 3398954 2858642 0 1 0 0 0 0
171 4744616 1 175 175 4227542 4175961 3808883 3398954 0 0 1 0 0 0
172 4608012 1 176 176 4744616 4227542 4175961 3808883 0 0 0 1 0 0
173 4295049 1 177 177 4608012 4744616 4227542 4175961 0 0 0 0 1 0
174 4201144 1 178 178 4295049 4608012 4744616 4227542 0 0 0 0 0 1
175 3353276 1 179 179 4201144 4295049 4608012 4744616 0 0 0 0 0 0
176 3286851 1 180 180 3353276 4201144 4295049 4608012 0 0 0 0 0 0
177 3169889 1 181 181 3286851 3353276 4201144 4295049 0 0 0 0 0 0
178 3051720 1 182 182 3169889 3286851 3353276 4201144 0 0 0 0 0 0
179 3695426 1 183 183 3051720 3169889 3286851 3353276 0 0 0 0 0 0
180 3905501 1 184 184 3695426 3051720 3169889 3286851 0 0 0 0 0 0
181 4296458 1 185 185 3905501 3695426 3051720 3169889 1 0 0 0 0 0
182 4246247 1 186 186 4296458 3905501 3695426 3051720 0 1 0 0 0 0
183 4921849 1 187 187 4246247 4296458 3905501 3695426 0 0 1 0 0 0
184 4821446 1 188 188 4921849 4246247 4296458 3905501 0 0 0 1 0 0
185 4425064 1 189 189 4821446 4921849 4246247 4296458 0 0 0 0 1 0
186 4379099 1 190 190 4425064 4821446 4921849 4246247 0 0 0 0 0 1
187 3472889 1 191 191 4379099 4425064 4821446 4921849 0 0 0 0 0 0
188 3359160 1 192 192 3472889 4379099 4425064 4821446 0 0 0 0 0 0
189 3200944 1 193 193 3359160 3472889 4379099 4425064 0 0 0 0 0 0
190 3153170 1 194 194 3200944 3359160 3472889 4379099 0 0 0 0 0 0
191 3741498 1 195 195 3153170 3200944 3359160 3472889 0 0 0 0 0 0
192 3918719 1 196 196 3741498 3153170 3200944 3359160 0 0 0 0 0 0
193 4403449 1 197 197 3918719 3741498 3153170 3200944 1 0 0 0 0 0
194 4400407 1 198 198 4403449 3918719 3741498 3153170 0 1 0 0 0 0
195 4847473 1 199 199 4400407 4403449 3918719 3741498 0 0 1 0 0 0
196 4716136 1 200 200 4847473 4400407 4403449 3918719 0 0 0 1 0 0
197 4297440 1 201 201 4716136 4847473 4400407 4403449 0 0 0 0 1 0
198 4272253 1 202 202 4297440 4716136 4847473 4400407 0 0 0 0 0 1
199 3271834 1 203 203 4272253 4297440 4716136 4847473 0 0 0 0 0 0
200 3168388 1 204 204 3271834 4272253 4297440 4716136 0 0 0 0 0 0
201 2911748 1 205 205 3168388 3271834 4272253 4297440 0 0 0 0 0 0
202 2720999 1 206 206 2911748 3168388 3271834 4272253 0 0 0 0 0 0
203 3199918 1 207 207 2720999 2911748 3168388 3271834 0 0 0 0 0 0
204 3672623 1 208 208 3199918 2720999 2911748 3168388 0 0 0 0 0 0
205 3892013 1 209 209 3672623 3199918 2720999 2911748 1 0 0 0 0 0
206 3850845 1 210 210 3892013 3672623 3199918 2720999 0 1 0 0 0 0
207 4532467 1 211 211 3850845 3892013 3672623 3199918 0 0 1 0 0 0
208 4484739 1 212 212 4532467 3850845 3892013 3672623 0 0 0 1 0 0
209 4014972 1 213 213 4484739 4532467 3850845 3892013 0 0 0 0 1 0
210 3983758 1 214 214 4014972 4484739 4532467 3850845 0 0 0 0 0 1
211 3158459 1 215 215 3983758 4014972 4484739 4532467 0 0 0 0 0 0
212 3100569 1 216 216 3158459 3983758 4014972 4484739 0 0 0 0 0 0
213 2935404 1 217 217 3100569 3158459 3983758 4014972 0 0 0 0 0 0
214 2855719 1 218 218 2935404 3100569 3158459 3983758 0 0 0 0 0 0
215 3465611 1 219 219 2855719 2935404 3100569 3158459 0 0 0 0 0 0
216 3006985 1 220 220 3465611 2855719 2935404 3100569 0 0 0 0 0 0
217 4095110 1 221 221 3006985 3465611 2855719 2935404 1 0 0 0 0 0
218 4104793 1 222 222 4095110 3006985 3465611 2855719 0 1 0 0 0 0
219 4730788 1 223 223 4104793 4095110 3006985 3465611 0 0 1 0 0 0
220 4642726 1 224 224 4730788 4104793 4095110 3006985 0 0 0 1 0 0
221 4246919 1 225 225 4642726 4730788 4104793 4095110 0 0 0 0 1 0
222 4308117 1 226 226 4246919 4642726 4730788 4104793 0 0 0 0 0 1
M7 M8 M9 M10 M11
1 0 0 0 0 0
2 0 0 0 0 0
3 0 0 0 0 0
4 0 0 0 0 0
5 0 0 0 0 0
6 0 0 0 0 0
7 1 0 0 0 0
8 0 1 0 0 0
9 0 0 1 0 0
10 0 0 0 1 0
11 0 0 0 0 1
12 0 0 0 0 0
13 0 0 0 0 0
14 0 0 0 0 0
15 0 0 0 0 0
16 0 0 0 0 0
17 0 0 0 0 0
18 0 0 0 0 0
19 1 0 0 0 0
20 0 1 0 0 0
21 0 0 1 0 0
22 0 0 0 1 0
23 0 0 0 0 1
24 0 0 0 0 0
25 0 0 0 0 0
26 0 0 0 0 0
27 0 0 0 0 0
28 0 0 0 0 0
29 0 0 0 0 0
30 0 0 0 0 0
31 1 0 0 0 0
32 0 1 0 0 0
33 0 0 1 0 0
34 0 0 0 1 0
35 0 0 0 0 1
36 0 0 0 0 0
37 0 0 0 0 0
38 0 0 0 0 0
39 0 0 0 0 0
40 0 0 0 0 0
41 0 0 0 0 0
42 0 0 0 0 0
43 1 0 0 0 0
44 0 1 0 0 0
45 0 0 1 0 0
46 0 0 0 1 0
47 0 0 0 0 1
48 0 0 0 0 0
49 0 0 0 0 0
50 0 0 0 0 0
51 0 0 0 0 0
52 0 0 0 0 0
53 0 0 0 0 0
54 0 0 0 0 0
55 1 0 0 0 0
56 0 1 0 0 0
57 0 0 1 0 0
58 0 0 0 1 0
59 0 0 0 0 1
60 0 0 0 0 0
61 0 0 0 0 0
62 0 0 0 0 0
63 0 0 0 0 0
64 0 0 0 0 0
65 0 0 0 0 0
66 0 0 0 0 0
67 1 0 0 0 0
68 0 1 0 0 0
69 0 0 1 0 0
70 0 0 0 1 0
71 0 0 0 0 1
72 0 0 0 0 0
73 0 0 0 0 0
74 0 0 0 0 0
75 0 0 0 0 0
76 0 0 0 0 0
77 0 0 0 0 0
78 0 0 0 0 0
79 1 0 0 0 0
80 0 1 0 0 0
81 0 0 1 0 0
82 0 0 0 1 0
83 0 0 0 0 1
84 0 0 0 0 0
85 0 0 0 0 0
86 0 0 0 0 0
87 0 0 0 0 0
88 0 0 0 0 0
89 0 0 0 0 0
90 0 0 0 0 0
91 1 0 0 0 0
92 0 1 0 0 0
93 0 0 1 0 0
94 0 0 0 1 0
95 0 0 0 0 1
96 0 0 0 0 0
97 0 0 0 0 0
98 0 0 0 0 0
99 0 0 0 0 0
100 0 0 0 0 0
101 0 0 0 0 0
102 0 0 0 0 0
103 1 0 0 0 0
104 0 1 0 0 0
105 0 0 1 0 0
106 0 0 0 1 0
107 0 0 0 0 1
108 0 0 0 0 0
109 0 0 0 0 0
110 0 0 0 0 0
111 0 0 0 0 0
112 0 0 0 0 0
113 0 0 0 0 0
114 0 0 0 0 0
115 1 0 0 0 0
116 0 1 0 0 0
117 0 0 1 0 0
118 0 0 0 1 0
119 0 0 0 0 1
120 0 0 0 0 0
121 0 0 0 0 0
122 0 0 0 0 0
123 0 0 0 0 0
124 0 0 0 0 0
125 0 0 0 0 0
126 0 0 0 0 0
127 1 0 0 0 0
128 0 1 0 0 0
129 0 0 1 0 0
130 0 0 0 1 0
131 0 0 0 0 1
132 0 0 0 0 0
133 0 0 0 0 0
134 0 0 0 0 0
135 0 0 0 0 0
136 0 0 0 0 0
137 0 0 0 0 0
138 0 0 0 0 0
139 1 0 0 0 0
140 0 1 0 0 0
141 0 0 1 0 0
142 0 0 0 1 0
143 0 0 0 0 1
144 0 0 0 0 0
145 0 0 0 0 0
146 0 0 0 0 0
147 0 0 0 0 0
148 0 0 0 0 0
149 0 0 0 0 0
150 0 0 0 0 0
151 1 0 0 0 0
152 0 1 0 0 0
153 0 0 1 0 0
154 0 0 0 1 0
155 0 0 0 0 1
156 0 0 0 0 0
157 0 0 0 0 0
158 0 0 0 0 0
159 0 0 0 0 0
160 0 0 0 0 0
161 0 0 0 0 0
162 0 0 0 0 0
163 1 0 0 0 0
164 0 1 0 0 0
165 0 0 1 0 0
166 0 0 0 1 0
167 0 0 0 0 1
168 0 0 0 0 0
169 0 0 0 0 0
170 0 0 0 0 0
171 0 0 0 0 0
172 0 0 0 0 0
173 0 0 0 0 0
174 0 0 0 0 0
175 1 0 0 0 0
176 0 1 0 0 0
177 0 0 1 0 0
178 0 0 0 1 0
179 0 0 0 0 1
180 0 0 0 0 0
181 0 0 0 0 0
182 0 0 0 0 0
183 0 0 0 0 0
184 0 0 0 0 0
185 0 0 0 0 0
186 0 0 0 0 0
187 1 0 0 0 0
188 0 1 0 0 0
189 0 0 1 0 0
190 0 0 0 1 0
191 0 0 0 0 1
192 0 0 0 0 0
193 0 0 0 0 0
194 0 0 0 0 0
195 0 0 0 0 0
196 0 0 0 0 0
197 0 0 0 0 0
198 0 0 0 0 0
199 1 0 0 0 0
200 0 1 0 0 0
201 0 0 1 0 0
202 0 0 0 1 0
203 0 0 0 0 1
204 0 0 0 0 0
205 0 0 0 0 0
206 0 0 0 0 0
207 0 0 0 0 0
208 0 0 0 0 0
209 0 0 0 0 0
210 0 0 0 0 0
211 1 0 0 0 0
212 0 1 0 0 0
213 0 0 1 0 0
214 0 0 0 1 0
215 0 0 0 0 1
216 0 0 0 0 0
217 0 0 0 0 0
218 0 0 0 0 0
219 0 0 0 0 0
220 0 0 0 0 0
221 0 0 0 0 0
222 0 0 0 0 0
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) `9/11` t `9/11_t` `Yt-1` `Yt-2`
5.261e+05 3.819e+05 5.463e+03 -3.715e+03 6.583e-01 2.668e-01
`Yt-3` `Yt-4` M1 M2 M3 M4
-7.407e-03 -2.169e-01 1.350e+05 -1.580e+05 2.916e+05 8.277e+03
M5 M6 M7 M8 M9 M10
-3.090e+05 -1.925e+05 -6.645e+05 -2.959e+05 -1.711e+05 -2.088e+05
M11
1.867e+05
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-635000 -50325 -1851 66640 419149
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 5.261e+05 6.584e+04 7.991 9.90e-14 ***
`9/11` 3.819e+05 9.303e+04 4.106 5.84e-05 ***
t 5.463e+03 9.827e+02 5.559 8.46e-08 ***
`9/11_t` -3.715e+03 7.932e+02 -4.684 5.15e-06 ***
`Yt-1` 6.583e-01 6.859e-02 9.598 < 2e-16 ***
`Yt-2` 2.668e-01 8.235e-02 3.241 0.001394 **
`Yt-3` -7.407e-03 8.179e-02 -0.091 0.927935
`Yt-4` -2.169e-01 6.754e-02 -3.211 0.001538 **
M1 1.350e+05 5.295e+04 2.549 0.011527 *
M2 -1.580e+05 5.568e+04 -2.838 0.005002 **
M3 2.916e+05 6.095e+04 4.784 3.29e-06 ***
M4 8.277e+03 5.949e+04 0.139 0.889494
M5 -3.090e+05 7.294e+04 -4.236 3.45e-05 ***
M6 -1.925e+05 8.195e+04 -2.349 0.019783 *
M7 -6.645e+05 7.222e+04 -9.201 < 2e-16 ***
M8 -2.959e+05 8.962e+04 -3.302 0.001134 **
M9 -1.711e+05 7.288e+04 -2.348 0.019834 *
M10 -2.088e+05 6.499e+04 -3.213 0.001529 **
M11 1.867e+05 5.251e+04 3.556 0.000468 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 112500 on 203 degrees of freedom
Multiple R-squared: 0.9854, Adjusted R-squared: 0.9841
F-statistic: 760.8 on 18 and 203 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,] 7.901454e-02 1.580291e-01 0.9209855
[2,] 6.284469e-02 1.256894e-01 0.9371553
[3,] 4.890776e-02 9.781552e-02 0.9510922
[4,] 2.606674e-02 5.213348e-02 0.9739333
[5,] 1.233721e-02 2.467443e-02 0.9876628
[6,] 5.588552e-03 1.117710e-02 0.9944114
[7,] 3.019322e-03 6.038644e-03 0.9969807
[8,] 1.322037e-03 2.644075e-03 0.9986780
[9,] 4.869680e-04 9.739360e-04 0.9995130
[10,] 2.083021e-04 4.166042e-04 0.9997917
[11,] 9.637114e-05 1.927423e-04 0.9999036
[12,] 3.736690e-05 7.473379e-05 0.9999626
[13,] 2.027183e-05 4.054367e-05 0.9999797
[14,] 7.778395e-06 1.555679e-05 0.9999922
[15,] 2.508939e-06 5.017878e-06 0.9999975
[16,] 1.494117e-06 2.988234e-06 0.9999985
[17,] 7.610503e-07 1.522101e-06 0.9999992
[18,] 3.697273e-07 7.394546e-07 0.9999996
[19,] 1.822103e-07 3.644206e-07 0.9999998
[20,] 6.269526e-08 1.253905e-07 0.9999999
[21,] 2.464477e-08 4.928954e-08 1.0000000
[22,] 1.101522e-08 2.203044e-08 1.0000000
[23,] 3.880311e-09 7.760622e-09 1.0000000
[24,] 3.912324e-09 7.824649e-09 1.0000000
[25,] 1.215037e-09 2.430074e-09 1.0000000
[26,] 1.645905e-09 3.291810e-09 1.0000000
[27,] 1.060655e-09 2.121309e-09 1.0000000
[28,] 5.025545e-10 1.005109e-09 1.0000000
[29,] 2.557244e-10 5.114488e-10 1.0000000
[30,] 2.167473e-10 4.334946e-10 1.0000000
[31,] 7.270863e-11 1.454173e-10 1.0000000
[32,] 4.410024e-11 8.820048e-11 1.0000000
[33,] 4.357319e-11 8.714638e-11 1.0000000
[34,] 2.297223e-11 4.594445e-11 1.0000000
[35,] 7.851902e-12 1.570380e-11 1.0000000
[36,] 1.053561e-11 2.107121e-11 1.0000000
[37,] 4.575675e-12 9.151350e-12 1.0000000
[38,] 5.917256e-11 1.183451e-10 1.0000000
[39,] 5.170726e-11 1.034145e-10 1.0000000
[40,] 3.696001e-10 7.392002e-10 1.0000000
[41,] 2.051313e-10 4.102626e-10 1.0000000
[42,] 3.307014e-10 6.614028e-10 1.0000000
[43,] 1.343609e-10 2.687217e-10 1.0000000
[44,] 8.824232e-11 1.764846e-10 1.0000000
[45,] 8.473189e-11 1.694638e-10 1.0000000
[46,] 5.737688e-11 1.147538e-10 1.0000000
[47,] 1.025179e-10 2.050358e-10 1.0000000
[48,] 8.271272e-11 1.654254e-10 1.0000000
[49,] 4.789001e-11 9.578001e-11 1.0000000
[50,] 3.321352e-11 6.642704e-11 1.0000000
[51,] 1.447886e-11 2.895772e-11 1.0000000
[52,] 2.136834e-11 4.273668e-11 1.0000000
[53,] 9.153962e-12 1.830792e-11 1.0000000
[54,] 1.194633e-11 2.389267e-11 1.0000000
[55,] 1.993584e-11 3.987168e-11 1.0000000
[56,] 5.030943e-11 1.006189e-10 1.0000000
[57,] 2.600333e-11 5.200666e-11 1.0000000
[58,] 4.234010e-11 8.468019e-11 1.0000000
[59,] 6.756008e-11 1.351202e-10 1.0000000
[60,] 5.681166e-11 1.136233e-10 1.0000000
[61,] 2.823997e-11 5.647993e-11 1.0000000
[62,] 2.593769e-11 5.187539e-11 1.0000000
[63,] 1.247925e-11 2.495850e-11 1.0000000
[64,] 1.930357e-11 3.860714e-11 1.0000000
[65,] 1.021168e-11 2.042336e-11 1.0000000
[66,] 1.693520e-11 3.387039e-11 1.0000000
[67,] 1.360821e-11 2.721643e-11 1.0000000
[68,] 6.506433e-12 1.301287e-11 1.0000000
[69,] 6.398113e-12 1.279623e-11 1.0000000
[70,] 1.043665e-11 2.087329e-11 1.0000000
[71,] 1.031698e-08 2.063397e-08 1.0000000
[72,] 5.757012e-09 1.151402e-08 1.0000000
[73,] 1.054839e-08 2.109678e-08 1.0000000
[74,] 8.466102e-09 1.693220e-08 1.0000000
[75,] 6.324488e-09 1.264898e-08 1.0000000
[76,] 5.386887e-09 1.077377e-08 1.0000000
[77,] 3.635300e-09 7.270601e-09 1.0000000
[78,] 1.676178e-08 3.352357e-08 1.0000000
[79,] 1.067934e-08 2.135869e-08 1.0000000
[80,] 6.033443e-09 1.206689e-08 1.0000000
[81,] 3.699479e-09 7.398957e-09 1.0000000
[82,] 1.185427e-08 2.370853e-08 1.0000000
[83,] 1.814756e-08 3.629513e-08 1.0000000
[84,] 1.078619e-08 2.157238e-08 1.0000000
[85,] 7.861958e-09 1.572392e-08 1.0000000
[86,] 6.032352e-09 1.206470e-08 1.0000000
[87,] 4.807035e-09 9.614070e-09 1.0000000
[88,] 3.173938e-09 6.347876e-09 1.0000000
[89,] 2.191773e-09 4.383546e-09 1.0000000
[90,] 1.521457e-09 3.042913e-09 1.0000000
[91,] 9.551689e-10 1.910338e-09 1.0000000
[92,] 8.581934e-10 1.716387e-09 1.0000000
[93,] 6.169012e-09 1.233802e-08 1.0000000
[94,] 4.988467e-09 9.976933e-09 1.0000000
[95,] 2.836110e-09 5.672221e-09 1.0000000
[96,] 3.379582e-09 6.759163e-09 1.0000000
[97,] 2.482713e-09 4.965427e-09 1.0000000
[98,] 1.657538e-09 3.315076e-09 1.0000000
[99,] 1.134322e-09 2.268645e-09 1.0000000
[100,] 6.816137e-10 1.363227e-09 1.0000000
[101,] 8.051087e-10 1.610217e-09 1.0000000
[102,] 7.958553e-10 1.591711e-09 1.0000000
[103,] 6.694547e-10 1.338909e-09 1.0000000
[104,] 6.716753e-10 1.343351e-09 1.0000000
[105,] 5.957222e-10 1.191444e-09 1.0000000
[106,] 1.594151e-08 3.188302e-08 1.0000000
[107,] 8.986588e-09 1.797318e-08 1.0000000
[108,] 1.015398e-08 2.030797e-08 1.0000000
[109,] 6.537031e-09 1.307406e-08 1.0000000
[110,] 3.673593e-08 7.347186e-08 1.0000000
[111,] 4.324465e-07 8.648930e-07 0.9999996
[112,] 1.658080e-06 3.316160e-06 0.9999983
[113,] 1.166986e-06 2.333971e-06 0.9999988
[114,] 1.089229e-06 2.178458e-06 0.9999989
[115,] 1.201215e-06 2.402430e-06 0.9999988
[116,] 9.225011e-07 1.845002e-06 0.9999991
[117,] 1.031790e-06 2.063580e-06 0.9999990
[118,] 1.745425e-06 3.490849e-06 0.9999983
[119,] 1.040288e-06 2.080577e-06 0.9999990
[120,] 7.940001e-07 1.588000e-06 0.9999992
[121,] 2.040626e-06 4.081251e-06 0.9999980
[122,] 1.268376e-06 2.536752e-06 0.9999987
[123,] 9.877181e-07 1.975436e-06 0.9999990
[124,] 1.193401e-06 2.386802e-06 0.9999988
[125,] 1.074890e-06 2.149780e-06 0.9999989
[126,] 3.061075e-06 6.122150e-06 0.9999969
[127,] 2.492890e-06 4.985780e-06 0.9999975
[128,] 1.535744e-06 3.071488e-06 0.9999985
[129,] 1.346100e-06 2.692201e-06 0.9999987
[130,] 1.523723e-06 3.047447e-06 0.9999985
[131,] 9.187004e-07 1.837401e-06 0.9999991
[132,] 6.603529e-07 1.320706e-06 0.9999993
[133,] 4.256350e-07 8.512701e-07 0.9999996
[134,] 3.488892e-07 6.977784e-07 0.9999997
[135,] 2.620522e-07 5.241045e-07 0.9999997
[136,] 4.132903e-07 8.265805e-07 0.9999996
[137,] 4.939271e-07 9.878543e-07 0.9999995
[138,] 9.377984e-07 1.875597e-06 0.9999991
[139,] 7.083427e-07 1.416685e-06 0.9999993
[140,] 4.109836e-07 8.219672e-07 0.9999996
[141,] 2.693202e-07 5.386404e-07 0.9999997
[142,] 2.832684e-07 5.665368e-07 0.9999997
[143,] 1.890063e-07 3.780127e-07 0.9999998
[144,] 1.057213e-07 2.114425e-07 0.9999999
[145,] 7.724177e-08 1.544835e-07 0.9999999
[146,] 5.547735e-08 1.109547e-07 0.9999999
[147,] 3.154729e-07 6.309458e-07 0.9999997
[148,] 1.898550e-07 3.797099e-07 0.9999998
[149,] 1.025859e-07 2.051719e-07 0.9999999
[150,] 1.003208e-07 2.006417e-07 0.9999999
[151,] 8.326069e-08 1.665214e-07 0.9999999
[152,] 4.225362e-08 8.450724e-08 1.0000000
[153,] 3.372870e-08 6.745740e-08 1.0000000
[154,] 2.032271e-08 4.064542e-08 1.0000000
[155,] 1.040528e-08 2.081056e-08 1.0000000
[156,] 6.166003e-09 1.233201e-08 1.0000000
[157,] 3.062869e-09 6.125739e-09 1.0000000
[158,] 2.377619e-09 4.755238e-09 1.0000000
[159,] 4.886614e-09 9.773228e-09 1.0000000
[160,] 2.425210e-09 4.850421e-09 1.0000000
[161,] 1.489577e-09 2.979155e-09 1.0000000
[162,] 3.953264e-09 7.906527e-09 1.0000000
[163,] 1.753104e-09 3.506209e-09 1.0000000
[164,] 1.009472e-09 2.018943e-09 1.0000000
[165,] 4.520037e-10 9.040074e-10 1.0000000
[166,] 2.801837e-10 5.603673e-10 1.0000000
[167,] 1.100049e-10 2.200098e-10 1.0000000
[168,] 7.732481e-11 1.546496e-10 1.0000000
[169,] 7.338201e-11 1.467640e-10 1.0000000
[170,] 1.064750e-10 2.129499e-10 1.0000000
[171,] 5.081127e-09 1.016225e-08 1.0000000
[172,] 1.051910e-08 2.103821e-08 1.0000000
[173,] 4.272968e-08 8.545935e-08 1.0000000
[174,] 1.836732e-08 3.673463e-08 1.0000000
[175,] 7.652433e-09 1.530487e-08 1.0000000
[176,] 4.483021e-09 8.966043e-09 1.0000000
[177,] 2.446184e-09 4.892367e-09 1.0000000
[178,] 4.746826e-09 9.493652e-09 1.0000000
[179,] 2.624682e-09 5.249365e-09 1.0000000
> postscript(file="/var/www/html/rcomp/tmp/1see81290736759.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/2k5vb1290736759.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3k5vb1290736759.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/4k5vb1290736759.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/5dwve1290736759.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 = 222
Frequency = 1
1 2 3 4 5
-31834.44151 28476.68232 -196446.48660 59084.34810 107247.11046
6 7 8 9 10
-68696.77691 199066.53956 136192.71022 82500.28183 -34262.50027
11 12 13 14 15
-158063.39440 50987.52700 -120934.35959 57112.06374 -90688.05582
16 17 18 19 20
44528.68712 55566.10901 -31942.88842 119196.18272 103795.84871
21 22 23 24 25
121582.50985 -45797.75624 -94155.91036 -35222.49394 -50379.05985
26 27 28 29 30
9839.35461 -104085.49438 -35715.37778 123973.49935 -77424.85172
31 32 33 34 35
128440.41341 67975.20368 104763.09793 -84303.26540 -84286.81460
36 37 38 39 40
-11517.74381 -132781.21200 -35485.83513 -143708.11439 -22616.17784
41 42 43 44 45
99874.89159 -52496.67040 77625.30421 50944.64601 18924.05206
46 47 48 49 50
-37592.24030 -46002.08867 -102162.18124 -98365.81798 12926.91108
51 52 53 54 55
-216933.49228 -30676.55890 128790.42336 -30918.72025 87470.12092
56 57 58 59 60
28311.54217 -35696.45849 -8646.00072 35773.87667 -28978.52381
61 62 63 64 65
-74629.36379 -5123.27166 -75552.13195 10126.03638 52734.25042
66 67 68 69 70
41157.62451 129704.34348 -13921.51971 -72.54109 54203.35231
71 72 73 74 75
20445.85626 -44941.64762 -41444.24811 -3642.30586 -60403.08669
76 77 78 79 80
108613.32504 -16565.59800 12405.83266 75242.02515 -5441.52618
81 82 83 84 85
-2829.34827 39935.96834 38467.18029 -46693.13086 -15541.69637
86 87 88 89 90
-29166.09711 -65033.81271 87645.47191 68398.29560 56756.82623
91 92 93 94 95
36785.51710 -227754.79385 14136.82249 180972.82519 89093.46394
96 97 98 99 100
4089.55996 -50161.05196 -50098.58879 15289.38748 21770.61687
101 102 103 104 105
81390.52186 27263.09886 -41504.53717 -119761.74566 23196.13458
106 107 108 109 110
-17541.88996 69295.00617 51433.43991 -112077.37975 7063.27210
111 112 113 114 115
-27644.09801 -32222.81768 -209842.74860 -287557.02637 52438.77104
116 117 118 119 120
73075.56035 -872.04332 16987.71663 55037.77348 -15906.17837
121 122 123 124 125
-5319.70656 -31114.45225 17701.61497 36998.53289 47095.31467
126 127 128 129 130
-41866.48050 -134452.78042 28006.59245 -49.18717 -3779.28143
131 132 133 134 135
-153848.09011 -194729.58470 -62511.74845 115897.07962 71345.14365
136 137 138 139 140
-78414.13013 -91313.39069 61703.52969 -82244.02511 -72671.02889
141 142 143 144 145
-78304.91138 149050.30295 -23907.28182 51320.44751 -4961.22868
146 147 148 149 150
-35996.99541 81255.54943 -24018.36053 -28827.07566 68406.56713
151 152 153 154 155
-80357.39949 -48905.48698 50128.17829 -10264.48397 -51731.30813
156 157 158 159 160
109701.84386 185871.06761 -73311.15549 104031.43746 -3248.56091
161 162 163 164 165
41037.66449 47516.36355 -112278.54536 -28635.81209 44879.03638
166 167 168 169 170
-44927.45384 31770.30214 289856.67299 93963.81525 52994.64146
171 172 173 174 175
106989.81765 -10554.74162 23959.46876 69298.51080 -51839.12775
176 177 178 179 180
62633.52381 20536.48703 6383.34748 177453.63674 165003.65837
181 182 183 184 185
82922.55899 -10318.07630 283785.47673 82080.19030 -28533.08303
186 187 188 189 190
89099.93004 -65031.59352 34984.25327 -19394.03666 86592.53647
191 192 193 194 195
153949.12732 115752.11766 155423.85478 71244.14043 68484.73385
196 197 198 199 200
-32725.73341 -63620.61669 106270.85413 -199584.40534 -39685.78356
201 202 203 204 205
-178803.77101 -149935.11439 -91957.67946 277006.22214 -136388.85469
206 207 208 209 210
-194684.79887 111475.48834 11753.93429 -245666.89102 -77023.51838
211 212 213 214 215
-138676.80342 -29142.18376 -164624.30306 -97076.06285 32666.34455
216 217 218 219 220
-635000.00504 419148.87267 113387.43150 120136.12326 -192408.68411
221 222
-145698.14589 88047.79534
> postscript(file="/var/www/html/rcomp/tmp/6dwve1290736759.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 = 222
Frequency = 1
lag(myerror, k = 1) myerror
0 -31834.44151 NA
1 28476.68232 -31834.44151
2 -196446.48660 28476.68232
3 59084.34810 -196446.48660
4 107247.11046 59084.34810
5 -68696.77691 107247.11046
6 199066.53956 -68696.77691
7 136192.71022 199066.53956
8 82500.28183 136192.71022
9 -34262.50027 82500.28183
10 -158063.39440 -34262.50027
11 50987.52700 -158063.39440
12 -120934.35959 50987.52700
13 57112.06374 -120934.35959
14 -90688.05582 57112.06374
15 44528.68712 -90688.05582
16 55566.10901 44528.68712
17 -31942.88842 55566.10901
18 119196.18272 -31942.88842
19 103795.84871 119196.18272
20 121582.50985 103795.84871
21 -45797.75624 121582.50985
22 -94155.91036 -45797.75624
23 -35222.49394 -94155.91036
24 -50379.05985 -35222.49394
25 9839.35461 -50379.05985
26 -104085.49438 9839.35461
27 -35715.37778 -104085.49438
28 123973.49935 -35715.37778
29 -77424.85172 123973.49935
30 128440.41341 -77424.85172
31 67975.20368 128440.41341
32 104763.09793 67975.20368
33 -84303.26540 104763.09793
34 -84286.81460 -84303.26540
35 -11517.74381 -84286.81460
36 -132781.21200 -11517.74381
37 -35485.83513 -132781.21200
38 -143708.11439 -35485.83513
39 -22616.17784 -143708.11439
40 99874.89159 -22616.17784
41 -52496.67040 99874.89159
42 77625.30421 -52496.67040
43 50944.64601 77625.30421
44 18924.05206 50944.64601
45 -37592.24030 18924.05206
46 -46002.08867 -37592.24030
47 -102162.18124 -46002.08867
48 -98365.81798 -102162.18124
49 12926.91108 -98365.81798
50 -216933.49228 12926.91108
51 -30676.55890 -216933.49228
52 128790.42336 -30676.55890
53 -30918.72025 128790.42336
54 87470.12092 -30918.72025
55 28311.54217 87470.12092
56 -35696.45849 28311.54217
57 -8646.00072 -35696.45849
58 35773.87667 -8646.00072
59 -28978.52381 35773.87667
60 -74629.36379 -28978.52381
61 -5123.27166 -74629.36379
62 -75552.13195 -5123.27166
63 10126.03638 -75552.13195
64 52734.25042 10126.03638
65 41157.62451 52734.25042
66 129704.34348 41157.62451
67 -13921.51971 129704.34348
68 -72.54109 -13921.51971
69 54203.35231 -72.54109
70 20445.85626 54203.35231
71 -44941.64762 20445.85626
72 -41444.24811 -44941.64762
73 -3642.30586 -41444.24811
74 -60403.08669 -3642.30586
75 108613.32504 -60403.08669
76 -16565.59800 108613.32504
77 12405.83266 -16565.59800
78 75242.02515 12405.83266
79 -5441.52618 75242.02515
80 -2829.34827 -5441.52618
81 39935.96834 -2829.34827
82 38467.18029 39935.96834
83 -46693.13086 38467.18029
84 -15541.69637 -46693.13086
85 -29166.09711 -15541.69637
86 -65033.81271 -29166.09711
87 87645.47191 -65033.81271
88 68398.29560 87645.47191
89 56756.82623 68398.29560
90 36785.51710 56756.82623
91 -227754.79385 36785.51710
92 14136.82249 -227754.79385
93 180972.82519 14136.82249
94 89093.46394 180972.82519
95 4089.55996 89093.46394
96 -50161.05196 4089.55996
97 -50098.58879 -50161.05196
98 15289.38748 -50098.58879
99 21770.61687 15289.38748
100 81390.52186 21770.61687
101 27263.09886 81390.52186
102 -41504.53717 27263.09886
103 -119761.74566 -41504.53717
104 23196.13458 -119761.74566
105 -17541.88996 23196.13458
106 69295.00617 -17541.88996
107 51433.43991 69295.00617
108 -112077.37975 51433.43991
109 7063.27210 -112077.37975
110 -27644.09801 7063.27210
111 -32222.81768 -27644.09801
112 -209842.74860 -32222.81768
113 -287557.02637 -209842.74860
114 52438.77104 -287557.02637
115 73075.56035 52438.77104
116 -872.04332 73075.56035
117 16987.71663 -872.04332
118 55037.77348 16987.71663
119 -15906.17837 55037.77348
120 -5319.70656 -15906.17837
121 -31114.45225 -5319.70656
122 17701.61497 -31114.45225
123 36998.53289 17701.61497
124 47095.31467 36998.53289
125 -41866.48050 47095.31467
126 -134452.78042 -41866.48050
127 28006.59245 -134452.78042
128 -49.18717 28006.59245
129 -3779.28143 -49.18717
130 -153848.09011 -3779.28143
131 -194729.58470 -153848.09011
132 -62511.74845 -194729.58470
133 115897.07962 -62511.74845
134 71345.14365 115897.07962
135 -78414.13013 71345.14365
136 -91313.39069 -78414.13013
137 61703.52969 -91313.39069
138 -82244.02511 61703.52969
139 -72671.02889 -82244.02511
140 -78304.91138 -72671.02889
141 149050.30295 -78304.91138
142 -23907.28182 149050.30295
143 51320.44751 -23907.28182
144 -4961.22868 51320.44751
145 -35996.99541 -4961.22868
146 81255.54943 -35996.99541
147 -24018.36053 81255.54943
148 -28827.07566 -24018.36053
149 68406.56713 -28827.07566
150 -80357.39949 68406.56713
151 -48905.48698 -80357.39949
152 50128.17829 -48905.48698
153 -10264.48397 50128.17829
154 -51731.30813 -10264.48397
155 109701.84386 -51731.30813
156 185871.06761 109701.84386
157 -73311.15549 185871.06761
158 104031.43746 -73311.15549
159 -3248.56091 104031.43746
160 41037.66449 -3248.56091
161 47516.36355 41037.66449
162 -112278.54536 47516.36355
163 -28635.81209 -112278.54536
164 44879.03638 -28635.81209
165 -44927.45384 44879.03638
166 31770.30214 -44927.45384
167 289856.67299 31770.30214
168 93963.81525 289856.67299
169 52994.64146 93963.81525
170 106989.81765 52994.64146
171 -10554.74162 106989.81765
172 23959.46876 -10554.74162
173 69298.51080 23959.46876
174 -51839.12775 69298.51080
175 62633.52381 -51839.12775
176 20536.48703 62633.52381
177 6383.34748 20536.48703
178 177453.63674 6383.34748
179 165003.65837 177453.63674
180 82922.55899 165003.65837
181 -10318.07630 82922.55899
182 283785.47673 -10318.07630
183 82080.19030 283785.47673
184 -28533.08303 82080.19030
185 89099.93004 -28533.08303
186 -65031.59352 89099.93004
187 34984.25327 -65031.59352
188 -19394.03666 34984.25327
189 86592.53647 -19394.03666
190 153949.12732 86592.53647
191 115752.11766 153949.12732
192 155423.85478 115752.11766
193 71244.14043 155423.85478
194 68484.73385 71244.14043
195 -32725.73341 68484.73385
196 -63620.61669 -32725.73341
197 106270.85413 -63620.61669
198 -199584.40534 106270.85413
199 -39685.78356 -199584.40534
200 -178803.77101 -39685.78356
201 -149935.11439 -178803.77101
202 -91957.67946 -149935.11439
203 277006.22214 -91957.67946
204 -136388.85469 277006.22214
205 -194684.79887 -136388.85469
206 111475.48834 -194684.79887
207 11753.93429 111475.48834
208 -245666.89102 11753.93429
209 -77023.51838 -245666.89102
210 -138676.80342 -77023.51838
211 -29142.18376 -138676.80342
212 -164624.30306 -29142.18376
213 -97076.06285 -164624.30306
214 32666.34455 -97076.06285
215 -635000.00504 32666.34455
216 419148.87267 -635000.00504
217 113387.43150 419148.87267
218 120136.12326 113387.43150
219 -192408.68411 120136.12326
220 -145698.14589 -192408.68411
221 88047.79534 -145698.14589
222 NA 88047.79534
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 28476.68232 -31834.44151
[2,] -196446.48660 28476.68232
[3,] 59084.34810 -196446.48660
[4,] 107247.11046 59084.34810
[5,] -68696.77691 107247.11046
[6,] 199066.53956 -68696.77691
[7,] 136192.71022 199066.53956
[8,] 82500.28183 136192.71022
[9,] -34262.50027 82500.28183
[10,] -158063.39440 -34262.50027
[11,] 50987.52700 -158063.39440
[12,] -120934.35959 50987.52700
[13,] 57112.06374 -120934.35959
[14,] -90688.05582 57112.06374
[15,] 44528.68712 -90688.05582
[16,] 55566.10901 44528.68712
[17,] -31942.88842 55566.10901
[18,] 119196.18272 -31942.88842
[19,] 103795.84871 119196.18272
[20,] 121582.50985 103795.84871
[21,] -45797.75624 121582.50985
[22,] -94155.91036 -45797.75624
[23,] -35222.49394 -94155.91036
[24,] -50379.05985 -35222.49394
[25,] 9839.35461 -50379.05985
[26,] -104085.49438 9839.35461
[27,] -35715.37778 -104085.49438
[28,] 123973.49935 -35715.37778
[29,] -77424.85172 123973.49935
[30,] 128440.41341 -77424.85172
[31,] 67975.20368 128440.41341
[32,] 104763.09793 67975.20368
[33,] -84303.26540 104763.09793
[34,] -84286.81460 -84303.26540
[35,] -11517.74381 -84286.81460
[36,] -132781.21200 -11517.74381
[37,] -35485.83513 -132781.21200
[38,] -143708.11439 -35485.83513
[39,] -22616.17784 -143708.11439
[40,] 99874.89159 -22616.17784
[41,] -52496.67040 99874.89159
[42,] 77625.30421 -52496.67040
[43,] 50944.64601 77625.30421
[44,] 18924.05206 50944.64601
[45,] -37592.24030 18924.05206
[46,] -46002.08867 -37592.24030
[47,] -102162.18124 -46002.08867
[48,] -98365.81798 -102162.18124
[49,] 12926.91108 -98365.81798
[50,] -216933.49228 12926.91108
[51,] -30676.55890 -216933.49228
[52,] 128790.42336 -30676.55890
[53,] -30918.72025 128790.42336
[54,] 87470.12092 -30918.72025
[55,] 28311.54217 87470.12092
[56,] -35696.45849 28311.54217
[57,] -8646.00072 -35696.45849
[58,] 35773.87667 -8646.00072
[59,] -28978.52381 35773.87667
[60,] -74629.36379 -28978.52381
[61,] -5123.27166 -74629.36379
[62,] -75552.13195 -5123.27166
[63,] 10126.03638 -75552.13195
[64,] 52734.25042 10126.03638
[65,] 41157.62451 52734.25042
[66,] 129704.34348 41157.62451
[67,] -13921.51971 129704.34348
[68,] -72.54109 -13921.51971
[69,] 54203.35231 -72.54109
[70,] 20445.85626 54203.35231
[71,] -44941.64762 20445.85626
[72,] -41444.24811 -44941.64762
[73,] -3642.30586 -41444.24811
[74,] -60403.08669 -3642.30586
[75,] 108613.32504 -60403.08669
[76,] -16565.59800 108613.32504
[77,] 12405.83266 -16565.59800
[78,] 75242.02515 12405.83266
[79,] -5441.52618 75242.02515
[80,] -2829.34827 -5441.52618
[81,] 39935.96834 -2829.34827
[82,] 38467.18029 39935.96834
[83,] -46693.13086 38467.18029
[84,] -15541.69637 -46693.13086
[85,] -29166.09711 -15541.69637
[86,] -65033.81271 -29166.09711
[87,] 87645.47191 -65033.81271
[88,] 68398.29560 87645.47191
[89,] 56756.82623 68398.29560
[90,] 36785.51710 56756.82623
[91,] -227754.79385 36785.51710
[92,] 14136.82249 -227754.79385
[93,] 180972.82519 14136.82249
[94,] 89093.46394 180972.82519
[95,] 4089.55996 89093.46394
[96,] -50161.05196 4089.55996
[97,] -50098.58879 -50161.05196
[98,] 15289.38748 -50098.58879
[99,] 21770.61687 15289.38748
[100,] 81390.52186 21770.61687
[101,] 27263.09886 81390.52186
[102,] -41504.53717 27263.09886
[103,] -119761.74566 -41504.53717
[104,] 23196.13458 -119761.74566
[105,] -17541.88996 23196.13458
[106,] 69295.00617 -17541.88996
[107,] 51433.43991 69295.00617
[108,] -112077.37975 51433.43991
[109,] 7063.27210 -112077.37975
[110,] -27644.09801 7063.27210
[111,] -32222.81768 -27644.09801
[112,] -209842.74860 -32222.81768
[113,] -287557.02637 -209842.74860
[114,] 52438.77104 -287557.02637
[115,] 73075.56035 52438.77104
[116,] -872.04332 73075.56035
[117,] 16987.71663 -872.04332
[118,] 55037.77348 16987.71663
[119,] -15906.17837 55037.77348
[120,] -5319.70656 -15906.17837
[121,] -31114.45225 -5319.70656
[122,] 17701.61497 -31114.45225
[123,] 36998.53289 17701.61497
[124,] 47095.31467 36998.53289
[125,] -41866.48050 47095.31467
[126,] -134452.78042 -41866.48050
[127,] 28006.59245 -134452.78042
[128,] -49.18717 28006.59245
[129,] -3779.28143 -49.18717
[130,] -153848.09011 -3779.28143
[131,] -194729.58470 -153848.09011
[132,] -62511.74845 -194729.58470
[133,] 115897.07962 -62511.74845
[134,] 71345.14365 115897.07962
[135,] -78414.13013 71345.14365
[136,] -91313.39069 -78414.13013
[137,] 61703.52969 -91313.39069
[138,] -82244.02511 61703.52969
[139,] -72671.02889 -82244.02511
[140,] -78304.91138 -72671.02889
[141,] 149050.30295 -78304.91138
[142,] -23907.28182 149050.30295
[143,] 51320.44751 -23907.28182
[144,] -4961.22868 51320.44751
[145,] -35996.99541 -4961.22868
[146,] 81255.54943 -35996.99541
[147,] -24018.36053 81255.54943
[148,] -28827.07566 -24018.36053
[149,] 68406.56713 -28827.07566
[150,] -80357.39949 68406.56713
[151,] -48905.48698 -80357.39949
[152,] 50128.17829 -48905.48698
[153,] -10264.48397 50128.17829
[154,] -51731.30813 -10264.48397
[155,] 109701.84386 -51731.30813
[156,] 185871.06761 109701.84386
[157,] -73311.15549 185871.06761
[158,] 104031.43746 -73311.15549
[159,] -3248.56091 104031.43746
[160,] 41037.66449 -3248.56091
[161,] 47516.36355 41037.66449
[162,] -112278.54536 47516.36355
[163,] -28635.81209 -112278.54536
[164,] 44879.03638 -28635.81209
[165,] -44927.45384 44879.03638
[166,] 31770.30214 -44927.45384
[167,] 289856.67299 31770.30214
[168,] 93963.81525 289856.67299
[169,] 52994.64146 93963.81525
[170,] 106989.81765 52994.64146
[171,] -10554.74162 106989.81765
[172,] 23959.46876 -10554.74162
[173,] 69298.51080 23959.46876
[174,] -51839.12775 69298.51080
[175,] 62633.52381 -51839.12775
[176,] 20536.48703 62633.52381
[177,] 6383.34748 20536.48703
[178,] 177453.63674 6383.34748
[179,] 165003.65837 177453.63674
[180,] 82922.55899 165003.65837
[181,] -10318.07630 82922.55899
[182,] 283785.47673 -10318.07630
[183,] 82080.19030 283785.47673
[184,] -28533.08303 82080.19030
[185,] 89099.93004 -28533.08303
[186,] -65031.59352 89099.93004
[187,] 34984.25327 -65031.59352
[188,] -19394.03666 34984.25327
[189,] 86592.53647 -19394.03666
[190,] 153949.12732 86592.53647
[191,] 115752.11766 153949.12732
[192,] 155423.85478 115752.11766
[193,] 71244.14043 155423.85478
[194,] 68484.73385 71244.14043
[195,] -32725.73341 68484.73385
[196,] -63620.61669 -32725.73341
[197,] 106270.85413 -63620.61669
[198,] -199584.40534 106270.85413
[199,] -39685.78356 -199584.40534
[200,] -178803.77101 -39685.78356
[201,] -149935.11439 -178803.77101
[202,] -91957.67946 -149935.11439
[203,] 277006.22214 -91957.67946
[204,] -136388.85469 277006.22214
[205,] -194684.79887 -136388.85469
[206,] 111475.48834 -194684.79887
[207,] 11753.93429 111475.48834
[208,] -245666.89102 11753.93429
[209,] -77023.51838 -245666.89102
[210,] -138676.80342 -77023.51838
[211,] -29142.18376 -138676.80342
[212,] -164624.30306 -29142.18376
[213,] -97076.06285 -164624.30306
[214,] 32666.34455 -97076.06285
[215,] -635000.00504 32666.34455
[216,] 419148.87267 -635000.00504
[217,] 113387.43150 419148.87267
[218,] 120136.12326 113387.43150
[219,] -192408.68411 120136.12326
[220,] -145698.14589 -192408.68411
[221,] 88047.79534 -145698.14589
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 28476.68232 -31834.44151
2 -196446.48660 28476.68232
3 59084.34810 -196446.48660
4 107247.11046 59084.34810
5 -68696.77691 107247.11046
6 199066.53956 -68696.77691
7 136192.71022 199066.53956
8 82500.28183 136192.71022
9 -34262.50027 82500.28183
10 -158063.39440 -34262.50027
11 50987.52700 -158063.39440
12 -120934.35959 50987.52700
13 57112.06374 -120934.35959
14 -90688.05582 57112.06374
15 44528.68712 -90688.05582
16 55566.10901 44528.68712
17 -31942.88842 55566.10901
18 119196.18272 -31942.88842
19 103795.84871 119196.18272
20 121582.50985 103795.84871
21 -45797.75624 121582.50985
22 -94155.91036 -45797.75624
23 -35222.49394 -94155.91036
24 -50379.05985 -35222.49394
25 9839.35461 -50379.05985
26 -104085.49438 9839.35461
27 -35715.37778 -104085.49438
28 123973.49935 -35715.37778
29 -77424.85172 123973.49935
30 128440.41341 -77424.85172
31 67975.20368 128440.41341
32 104763.09793 67975.20368
33 -84303.26540 104763.09793
34 -84286.81460 -84303.26540
35 -11517.74381 -84286.81460
36 -132781.21200 -11517.74381
37 -35485.83513 -132781.21200
38 -143708.11439 -35485.83513
39 -22616.17784 -143708.11439
40 99874.89159 -22616.17784
41 -52496.67040 99874.89159
42 77625.30421 -52496.67040
43 50944.64601 77625.30421
44 18924.05206 50944.64601
45 -37592.24030 18924.05206
46 -46002.08867 -37592.24030
47 -102162.18124 -46002.08867
48 -98365.81798 -102162.18124
49 12926.91108 -98365.81798
50 -216933.49228 12926.91108
51 -30676.55890 -216933.49228
52 128790.42336 -30676.55890
53 -30918.72025 128790.42336
54 87470.12092 -30918.72025
55 28311.54217 87470.12092
56 -35696.45849 28311.54217
57 -8646.00072 -35696.45849
58 35773.87667 -8646.00072
59 -28978.52381 35773.87667
60 -74629.36379 -28978.52381
61 -5123.27166 -74629.36379
62 -75552.13195 -5123.27166
63 10126.03638 -75552.13195
64 52734.25042 10126.03638
65 41157.62451 52734.25042
66 129704.34348 41157.62451
67 -13921.51971 129704.34348
68 -72.54109 -13921.51971
69 54203.35231 -72.54109
70 20445.85626 54203.35231
71 -44941.64762 20445.85626
72 -41444.24811 -44941.64762
73 -3642.30586 -41444.24811
74 -60403.08669 -3642.30586
75 108613.32504 -60403.08669
76 -16565.59800 108613.32504
77 12405.83266 -16565.59800
78 75242.02515 12405.83266
79 -5441.52618 75242.02515
80 -2829.34827 -5441.52618
81 39935.96834 -2829.34827
82 38467.18029 39935.96834
83 -46693.13086 38467.18029
84 -15541.69637 -46693.13086
85 -29166.09711 -15541.69637
86 -65033.81271 -29166.09711
87 87645.47191 -65033.81271
88 68398.29560 87645.47191
89 56756.82623 68398.29560
90 36785.51710 56756.82623
91 -227754.79385 36785.51710
92 14136.82249 -227754.79385
93 180972.82519 14136.82249
94 89093.46394 180972.82519
95 4089.55996 89093.46394
96 -50161.05196 4089.55996
97 -50098.58879 -50161.05196
98 15289.38748 -50098.58879
99 21770.61687 15289.38748
100 81390.52186 21770.61687
101 27263.09886 81390.52186
102 -41504.53717 27263.09886
103 -119761.74566 -41504.53717
104 23196.13458 -119761.74566
105 -17541.88996 23196.13458
106 69295.00617 -17541.88996
107 51433.43991 69295.00617
108 -112077.37975 51433.43991
109 7063.27210 -112077.37975
110 -27644.09801 7063.27210
111 -32222.81768 -27644.09801
112 -209842.74860 -32222.81768
113 -287557.02637 -209842.74860
114 52438.77104 -287557.02637
115 73075.56035 52438.77104
116 -872.04332 73075.56035
117 16987.71663 -872.04332
118 55037.77348 16987.71663
119 -15906.17837 55037.77348
120 -5319.70656 -15906.17837
121 -31114.45225 -5319.70656
122 17701.61497 -31114.45225
123 36998.53289 17701.61497
124 47095.31467 36998.53289
125 -41866.48050 47095.31467
126 -134452.78042 -41866.48050
127 28006.59245 -134452.78042
128 -49.18717 28006.59245
129 -3779.28143 -49.18717
130 -153848.09011 -3779.28143
131 -194729.58470 -153848.09011
132 -62511.74845 -194729.58470
133 115897.07962 -62511.74845
134 71345.14365 115897.07962
135 -78414.13013 71345.14365
136 -91313.39069 -78414.13013
137 61703.52969 -91313.39069
138 -82244.02511 61703.52969
139 -72671.02889 -82244.02511
140 -78304.91138 -72671.02889
141 149050.30295 -78304.91138
142 -23907.28182 149050.30295
143 51320.44751 -23907.28182
144 -4961.22868 51320.44751
145 -35996.99541 -4961.22868
146 81255.54943 -35996.99541
147 -24018.36053 81255.54943
148 -28827.07566 -24018.36053
149 68406.56713 -28827.07566
150 -80357.39949 68406.56713
151 -48905.48698 -80357.39949
152 50128.17829 -48905.48698
153 -10264.48397 50128.17829
154 -51731.30813 -10264.48397
155 109701.84386 -51731.30813
156 185871.06761 109701.84386
157 -73311.15549 185871.06761
158 104031.43746 -73311.15549
159 -3248.56091 104031.43746
160 41037.66449 -3248.56091
161 47516.36355 41037.66449
162 -112278.54536 47516.36355
163 -28635.81209 -112278.54536
164 44879.03638 -28635.81209
165 -44927.45384 44879.03638
166 31770.30214 -44927.45384
167 289856.67299 31770.30214
168 93963.81525 289856.67299
169 52994.64146 93963.81525
170 106989.81765 52994.64146
171 -10554.74162 106989.81765
172 23959.46876 -10554.74162
173 69298.51080 23959.46876
174 -51839.12775 69298.51080
175 62633.52381 -51839.12775
176 20536.48703 62633.52381
177 6383.34748 20536.48703
178 177453.63674 6383.34748
179 165003.65837 177453.63674
180 82922.55899 165003.65837
181 -10318.07630 82922.55899
182 283785.47673 -10318.07630
183 82080.19030 283785.47673
184 -28533.08303 82080.19030
185 89099.93004 -28533.08303
186 -65031.59352 89099.93004
187 34984.25327 -65031.59352
188 -19394.03666 34984.25327
189 86592.53647 -19394.03666
190 153949.12732 86592.53647
191 115752.11766 153949.12732
192 155423.85478 115752.11766
193 71244.14043 155423.85478
194 68484.73385 71244.14043
195 -32725.73341 68484.73385
196 -63620.61669 -32725.73341
197 106270.85413 -63620.61669
198 -199584.40534 106270.85413
199 -39685.78356 -199584.40534
200 -178803.77101 -39685.78356
201 -149935.11439 -178803.77101
202 -91957.67946 -149935.11439
203 277006.22214 -91957.67946
204 -136388.85469 277006.22214
205 -194684.79887 -136388.85469
206 111475.48834 -194684.79887
207 11753.93429 111475.48834
208 -245666.89102 11753.93429
209 -77023.51838 -245666.89102
210 -138676.80342 -77023.51838
211 -29142.18376 -138676.80342
212 -164624.30306 -29142.18376
213 -97076.06285 -164624.30306
214 32666.34455 -97076.06285
215 -635000.00504 32666.34455
216 419148.87267 -635000.00504
217 113387.43150 419148.87267
218 120136.12326 113387.43150
219 -192408.68411 120136.12326
220 -145698.14589 -192408.68411
221 88047.79534 -145698.14589
> 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/765uh1290736759.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/865uh1290736759.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/9yfb21290736759.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/rcomp/tmp/10yfb21290736759.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11kf971290736759.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/125f8d1290736759.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/1317641290736759.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/145qma1290736759.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/158q3y1290736759.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/16urjm1290736759.tab")
+ }
> try(system("convert tmp/1see81290736759.ps tmp/1see81290736759.png",intern=TRUE))
character(0)
> try(system("convert tmp/2k5vb1290736759.ps tmp/2k5vb1290736759.png",intern=TRUE))
character(0)
> try(system("convert tmp/3k5vb1290736759.ps tmp/3k5vb1290736759.png",intern=TRUE))
character(0)
> try(system("convert tmp/4k5vb1290736759.ps tmp/4k5vb1290736759.png",intern=TRUE))
character(0)
> try(system("convert tmp/5dwve1290736759.ps tmp/5dwve1290736759.png",intern=TRUE))
character(0)
> try(system("convert tmp/6dwve1290736759.ps tmp/6dwve1290736759.png",intern=TRUE))
character(0)
> try(system("convert tmp/765uh1290736759.ps tmp/765uh1290736759.png",intern=TRUE))
character(0)
> try(system("convert tmp/865uh1290736759.ps tmp/865uh1290736759.png",intern=TRUE))
character(0)
> try(system("convert tmp/9yfb21290736759.ps tmp/9yfb21290736759.png",intern=TRUE))
character(0)
> try(system("convert tmp/10yfb21290736759.ps tmp/10yfb21290736759.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
6.239 1.859 15.652