R version 2.11.1 (2010-05-31)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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> x <- array(list(264.6
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+ ,dim=c(3
+ ,370)
+ ,dimnames=list(c('Y'
+ ,'Y1'
+ ,'Y2')
+ ,1:370))
> y <- array(NA,dim=c(3,370),dimnames=list(c('Y','Y1','Y2'),1:370))
> 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 = 'Include Monthly Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
> 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
Y Y1 Y2 M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t
1 264.6 280.7 235.1 1 0 0 0 0 0 0 0 0 0 0 1
2 240.7 264.6 280.7 0 1 0 0 0 0 0 0 0 0 0 2
3 201.4 240.7 264.6 0 0 1 0 0 0 0 0 0 0 0 3
4 240.8 201.4 240.7 0 0 0 1 0 0 0 0 0 0 0 4
5 241.1 240.8 201.4 0 0 0 0 1 0 0 0 0 0 0 5
6 223.8 241.1 240.8 0 0 0 0 0 1 0 0 0 0 0 6
7 206.1 223.8 241.1 0 0 0 0 0 0 1 0 0 0 0 7
8 174.7 206.1 223.8 0 0 0 0 0 0 0 1 0 0 0 8
9 203.3 174.7 206.1 0 0 0 0 0 0 0 0 1 0 0 9
10 220.5 203.3 174.7 0 0 0 0 0 0 0 0 0 1 0 10
11 299.5 220.5 203.3 0 0 0 0 0 0 0 0 0 0 1 11
12 347.4 299.5 220.5 0 0 0 0 0 0 0 0 0 0 0 12
13 338.3 347.4 299.5 1 0 0 0 0 0 0 0 0 0 0 13
14 327.7 338.3 347.4 0 1 0 0 0 0 0 0 0 0 0 14
15 351.6 327.7 338.3 0 0 1 0 0 0 0 0 0 0 0 15
16 396.6 351.6 327.7 0 0 0 1 0 0 0 0 0 0 0 16
17 438.8 396.6 351.6 0 0 0 0 1 0 0 0 0 0 0 17
18 395.6 438.8 396.6 0 0 0 0 0 1 0 0 0 0 0 18
19 363.5 395.6 438.8 0 0 0 0 0 0 1 0 0 0 0 19
20 378.8 363.5 395.6 0 0 0 0 0 0 0 1 0 0 0 20
21 357.0 378.8 363.5 0 0 0 0 0 0 0 0 1 0 0 21
22 369.0 357.0 378.8 0 0 0 0 0 0 0 0 0 1 0 22
23 464.8 369.0 357.0 0 0 0 0 0 0 0 0 0 0 1 23
24 479.1 464.8 369.0 0 0 0 0 0 0 0 0 0 0 0 24
25 431.3 479.1 464.8 1 0 0 0 0 0 0 0 0 0 0 25
26 366.5 431.3 479.1 0 1 0 0 0 0 0 0 0 0 0 26
27 326.3 366.5 431.3 0 0 1 0 0 0 0 0 0 0 0 27
28 355.1 326.3 366.5 0 0 0 1 0 0 0 0 0 0 0 28
29 331.6 355.1 326.3 0 0 0 0 1 0 0 0 0 0 0 29
30 261.3 331.6 355.1 0 0 0 0 0 1 0 0 0 0 0 30
31 249.0 261.3 331.6 0 0 0 0 0 0 1 0 0 0 0 31
32 205.5 249.0 261.3 0 0 0 0 0 0 0 1 0 0 0 32
33 235.6 205.5 249.0 0 0 0 0 0 0 0 0 1 0 0 33
34 240.9 235.6 205.5 0 0 0 0 0 0 0 0 0 1 0 34
35 264.9 240.9 235.6 0 0 0 0 0 0 0 0 0 0 1 35
36 253.8 264.9 240.9 0 0 0 0 0 0 0 0 0 0 0 36
37 232.3 253.8 264.9 1 0 0 0 0 0 0 0 0 0 0 37
38 193.8 232.3 253.8 0 1 0 0 0 0 0 0 0 0 0 38
39 177.0 193.8 232.3 0 0 1 0 0 0 0 0 0 0 0 39
40 213.2 177.0 193.8 0 0 0 1 0 0 0 0 0 0 0 40
41 207.2 213.2 177.0 0 0 0 0 1 0 0 0 0 0 0 41
42 180.6 207.2 213.2 0 0 0 0 0 1 0 0 0 0 0 42
43 188.6 180.6 207.2 0 0 0 0 0 0 1 0 0 0 0 43
44 175.4 188.6 180.6 0 0 0 0 0 0 0 1 0 0 0 44
45 199.0 175.4 188.6 0 0 0 0 0 0 0 0 1 0 0 45
46 179.6 199.0 175.4 0 0 0 0 0 0 0 0 0 1 0 46
47 225.8 179.6 199.0 0 0 0 0 0 0 0 0 0 0 1 47
48 234.0 225.8 179.6 0 0 0 0 0 0 0 0 0 0 0 48
49 200.2 234.0 225.8 1 0 0 0 0 0 0 0 0 0 0 49
50 183.6 200.2 234.0 0 1 0 0 0 0 0 0 0 0 0 50
51 178.2 183.6 200.2 0 0 1 0 0 0 0 0 0 0 0 51
52 203.2 178.2 183.6 0 0 0 1 0 0 0 0 0 0 0 52
53 208.5 203.2 178.2 0 0 0 0 1 0 0 0 0 0 0 53
54 191.8 208.5 203.2 0 0 0 0 0 1 0 0 0 0 0 54
55 172.8 191.8 208.5 0 0 0 0 0 0 1 0 0 0 0 55
56 148.0 172.8 191.8 0 0 0 0 0 0 0 1 0 0 0 56
57 159.4 148.0 172.8 0 0 0 0 0 0 0 0 1 0 0 57
58 154.5 159.4 148.0 0 0 0 0 0 0 0 0 0 1 0 58
59 213.2 154.5 159.4 0 0 0 0 0 0 0 0 0 0 1 59
60 196.4 213.2 154.5 0 0 0 0 0 0 0 0 0 0 0 60
61 182.8 196.4 213.2 1 0 0 0 0 0 0 0 0 0 0 61
62 176.4 182.8 196.4 0 1 0 0 0 0 0 0 0 0 0 62
63 153.6 176.4 182.8 0 0 1 0 0 0 0 0 0 0 0 63
64 173.2 153.6 176.4 0 0 0 1 0 0 0 0 0 0 0 64
65 171.0 173.2 153.6 0 0 0 0 1 0 0 0 0 0 0 65
66 151.2 171.0 173.2 0 0 0 0 0 1 0 0 0 0 0 66
67 161.9 151.2 171.0 0 0 0 0 0 0 1 0 0 0 0 67
68 157.2 161.9 151.2 0 0 0 0 0 0 0 1 0 0 0 68
69 201.7 157.2 161.9 0 0 0 0 0 0 0 0 1 0 0 69
70 236.4 201.7 157.2 0 0 0 0 0 0 0 0 0 1 0 70
71 356.1 236.4 201.7 0 0 0 0 0 0 0 0 0 0 1 71
72 398.3 356.1 236.4 0 0 0 0 0 0 0 0 0 0 0 72
73 403.7 398.3 356.1 1 0 0 0 0 0 0 0 0 0 0 73
74 384.6 403.7 398.3 0 1 0 0 0 0 0 0 0 0 0 74
75 365.8 384.6 403.7 0 0 1 0 0 0 0 0 0 0 0 75
76 368.1 365.8 384.6 0 0 0 1 0 0 0 0 0 0 0 76
77 367.9 368.1 365.8 0 0 0 0 1 0 0 0 0 0 0 77
78 347.0 367.9 368.1 0 0 0 0 0 1 0 0 0 0 0 78
79 343.3 347.0 367.9 0 0 0 0 0 0 1 0 0 0 0 79
80 292.9 343.3 347.0 0 0 0 0 0 0 0 1 0 0 0 80
81 311.5 292.9 343.3 0 0 0 0 0 0 0 0 1 0 0 81
82 300.9 311.5 292.9 0 0 0 0 0 0 0 0 0 1 0 82
83 366.9 300.9 311.5 0 0 0 0 0 0 0 0 0 0 1 83
84 356.9 366.9 300.9 0 0 0 0 0 0 0 0 0 0 0 84
85 329.7 356.9 366.9 1 0 0 0 0 0 0 0 0 0 0 85
86 316.2 329.7 356.9 0 1 0 0 0 0 0 0 0 0 0 86
87 269.0 316.2 329.7 0 0 1 0 0 0 0 0 0 0 0 87
88 289.3 269.0 316.2 0 0 0 1 0 0 0 0 0 0 0 88
89 266.2 289.3 269.0 0 0 0 0 1 0 0 0 0 0 0 89
90 253.6 266.2 289.3 0 0 0 0 0 1 0 0 0 0 0 90
91 233.8 253.6 266.2 0 0 0 0 0 0 1 0 0 0 0 91
92 228.4 233.8 253.6 0 0 0 0 0 0 0 1 0 0 0 92
93 253.6 228.4 233.8 0 0 0 0 0 0 0 0 1 0 0 93
94 260.1 253.6 228.4 0 0 0 0 0 0 0 0 0 1 0 94
95 306.6 260.1 253.6 0 0 0 0 0 0 0 0 0 0 1 95
96 309.2 306.6 260.1 0 0 0 0 0 0 0 0 0 0 0 96
97 309.5 309.2 306.6 1 0 0 0 0 0 0 0 0 0 0 97
98 271.0 309.5 309.2 0 1 0 0 0 0 0 0 0 0 0 98
99 279.9 271.0 309.5 0 0 1 0 0 0 0 0 0 0 0 99
100 317.9 279.9 271.0 0 0 0 1 0 0 0 0 0 0 0 100
101 298.4 317.9 279.9 0 0 0 0 1 0 0 0 0 0 0 101
102 246.7 298.4 317.9 0 0 0 0 0 1 0 0 0 0 0 102
103 227.3 246.7 298.4 0 0 0 0 0 0 1 0 0 0 0 103
104 209.1 227.3 246.7 0 0 0 0 0 0 0 1 0 0 0 104
105 259.9 209.1 227.3 0 0 0 0 0 0 0 0 1 0 0 105
106 266.0 259.9 209.1 0 0 0 0 0 0 0 0 0 1 0 106
107 320.6 266.0 259.9 0 0 0 0 0 0 0 0 0 0 1 107
108 308.5 320.6 266.0 0 0 0 0 0 0 0 0 0 0 0 108
109 282.2 308.5 320.6 1 0 0 0 0 0 0 0 0 0 0 109
110 262.7 282.2 308.5 0 1 0 0 0 0 0 0 0 0 0 110
111 263.5 262.7 282.2 0 0 1 0 0 0 0 0 0 0 0 111
112 313.1 263.5 262.7 0 0 0 1 0 0 0 0 0 0 0 112
113 284.3 313.1 263.5 0 0 0 0 1 0 0 0 0 0 0 113
114 252.6 284.3 313.1 0 0 0 0 0 1 0 0 0 0 0 114
115 250.3 252.6 284.3 0 0 0 0 0 0 1 0 0 0 0 115
116 246.5 250.3 252.6 0 0 0 0 0 0 0 1 0 0 0 116
117 312.7 246.5 250.3 0 0 0 0 0 0 0 0 1 0 0 117
118 333.2 312.7 246.5 0 0 0 0 0 0 0 0 0 1 0 118
119 446.4 333.2 312.7 0 0 0 0 0 0 0 0 0 0 1 119
120 511.6 446.4 333.2 0 0 0 0 0 0 0 0 0 0 0 120
121 515.5 511.6 446.4 1 0 0 0 0 0 0 0 0 0 0 121
122 506.4 515.5 511.6 0 1 0 0 0 0 0 0 0 0 0 122
123 483.2 506.4 515.5 0 0 1 0 0 0 0 0 0 0 0 123
124 522.3 483.2 506.4 0 0 0 1 0 0 0 0 0 0 0 124
125 509.8 522.3 483.2 0 0 0 0 1 0 0 0 0 0 0 125
126 460.7 509.8 522.3 0 0 0 0 0 1 0 0 0 0 0 126
127 405.8 460.7 509.8 0 0 0 0 0 0 1 0 0 0 0 127
128 375.0 405.8 460.7 0 0 0 0 0 0 0 1 0 0 0 128
129 378.5 375.0 405.8 0 0 0 0 0 0 0 0 1 0 0 129
130 406.8 378.5 375.0 0 0 0 0 0 0 0 0 0 1 0 130
131 467.8 406.8 378.5 0 0 0 0 0 0 0 0 0 0 1 131
132 469.8 467.8 406.8 0 0 0 0 0 0 0 0 0 0 0 132
133 429.8 469.8 467.8 1 0 0 0 0 0 0 0 0 0 0 133
134 355.8 429.8 469.8 0 1 0 0 0 0 0 0 0 0 0 134
135 332.7 355.8 429.8 0 0 1 0 0 0 0 0 0 0 0 135
136 378.0 332.7 355.8 0 0 0 1 0 0 0 0 0 0 0 136
137 360.5 378.0 332.7 0 0 0 0 1 0 0 0 0 0 0 137
138 334.7 360.5 378.0 0 0 0 0 0 1 0 0 0 0 0 138
139 319.5 334.7 360.5 0 0 0 0 0 0 1 0 0 0 0 139
140 323.1 319.5 334.7 0 0 0 0 0 0 0 1 0 0 0 140
141 363.6 323.1 319.5 0 0 0 0 0 0 0 0 1 0 0 141
142 352.1 363.6 323.1 0 0 0 0 0 0 0 0 0 1 0 142
143 411.9 352.1 363.6 0 0 0 0 0 0 0 0 0 0 1 143
144 388.6 411.9 352.1 0 0 0 0 0 0 0 0 0 0 0 144
145 416.4 388.6 411.9 1 0 0 0 0 0 0 0 0 0 0 145
146 360.7 416.4 388.6 0 1 0 0 0 0 0 0 0 0 0 146
147 338.0 360.7 416.4 0 0 1 0 0 0 0 0 0 0 0 147
148 417.2 338.0 360.7 0 0 0 1 0 0 0 0 0 0 0 148
149 388.4 417.2 338.0 0 0 0 0 1 0 0 0 0 0 0 149
150 371.1 388.4 417.2 0 0 0 0 0 1 0 0 0 0 0 150
151 331.5 371.1 388.4 0 0 0 0 0 0 1 0 0 0 0 151
152 353.7 331.5 371.1 0 0 0 0 0 0 0 1 0 0 0 152
153 396.7 353.7 331.5 0 0 0 0 0 0 0 0 1 0 0 153
154 447.0 396.7 353.7 0 0 0 0 0 0 0 0 0 1 0 154
155 533.5 447.0 396.7 0 0 0 0 0 0 0 0 0 0 1 155
156 565.4 533.5 447.0 0 0 0 0 0 0 0 0 0 0 0 156
157 542.3 565.4 533.5 1 0 0 0 0 0 0 0 0 0 0 157
158 488.7 542.3 565.4 0 1 0 0 0 0 0 0 0 0 0 158
159 467.1 488.7 542.3 0 0 1 0 0 0 0 0 0 0 0 159
160 531.3 467.1 488.7 0 0 0 1 0 0 0 0 0 0 0 160
161 496.1 531.3 467.1 0 0 0 0 1 0 0 0 0 0 0 161
162 444.0 496.1 531.3 0 0 0 0 0 1 0 0 0 0 0 162
163 403.4 444.0 496.1 0 0 0 0 0 0 1 0 0 0 0 163
164 386.3 403.4 444.0 0 0 0 0 0 0 0 1 0 0 0 164
165 394.1 386.3 403.4 0 0 0 0 0 0 0 0 1 0 0 165
166 404.1 394.1 386.3 0 0 0 0 0 0 0 0 0 1 0 166
167 462.1 404.1 394.1 0 0 0 0 0 0 0 0 0 0 1 167
168 448.1 462.1 404.1 0 0 0 0 0 0 0 0 0 0 0 168
169 432.3 448.1 462.1 1 0 0 0 0 0 0 0 0 0 0 169
170 386.3 432.3 448.1 0 1 0 0 0 0 0 0 0 0 0 170
171 395.2 386.3 432.3 0 0 1 0 0 0 0 0 0 0 0 171
172 421.9 395.2 386.3 0 0 0 1 0 0 0 0 0 0 0 172
173 382.9 421.9 395.2 0 0 0 0 1 0 0 0 0 0 0 173
174 384.2 382.9 421.9 0 0 0 0 0 1 0 0 0 0 0 174
175 345.5 384.2 382.9 0 0 0 0 0 0 1 0 0 0 0 175
176 323.4 345.5 384.2 0 0 0 0 0 0 0 1 0 0 0 176
177 372.6 323.4 345.5 0 0 0 0 0 0 0 0 1 0 0 177
178 376.0 372.6 323.4 0 0 0 0 0 0 0 0 0 1 0 178
179 462.7 376.0 372.6 0 0 0 0 0 0 0 0 0 0 1 179
180 487.0 462.7 376.0 0 0 0 0 0 0 0 0 0 0 0 180
181 444.2 487.0 462.7 1 0 0 0 0 0 0 0 0 0 0 181
182 399.3 444.2 487.0 0 1 0 0 0 0 0 0 0 0 0 182
183 394.9 399.3 444.2 0 0 1 0 0 0 0 0 0 0 0 183
184 455.4 394.9 399.3 0 0 0 1 0 0 0 0 0 0 0 184
185 414.0 455.4 394.9 0 0 0 0 1 0 0 0 0 0 0 185
186 375.5 414.0 455.4 0 0 0 0 0 1 0 0 0 0 0 186
187 347.0 375.5 414.0 0 0 0 0 0 0 1 0 0 0 0 187
188 339.4 347.0 375.5 0 0 0 0 0 0 0 1 0 0 0 188
189 385.8 339.4 347.0 0 0 0 0 0 0 0 0 1 0 0 189
190 378.8 385.8 339.4 0 0 0 0 0 0 0 0 0 1 0 190
191 451.8 378.8 385.8 0 0 0 0 0 0 0 0 0 0 1 191
192 446.1 451.8 378.8 0 0 0 0 0 0 0 0 0 0 0 192
193 422.5 446.1 451.8 1 0 0 0 0 0 0 0 0 0 0 193
194 383.1 422.5 446.1 0 1 0 0 0 0 0 0 0 0 0 194
195 352.8 383.1 422.5 0 0 1 0 0 0 0 0 0 0 0 195
196 445.3 352.8 383.1 0 0 0 1 0 0 0 0 0 0 0 196
197 367.5 445.3 352.8 0 0 0 0 1 0 0 0 0 0 0 197
198 355.1 367.5 445.3 0 0 0 0 0 1 0 0 0 0 0 198
199 326.2 355.1 367.5 0 0 0 0 0 0 1 0 0 0 0 199
200 319.8 326.2 355.1 0 0 0 0 0 0 0 1 0 0 0 200
201 331.8 319.8 326.2 0 0 0 0 0 0 0 0 1 0 0 201
202 340.9 331.8 319.8 0 0 0 0 0 0 0 0 0 1 0 202
203 394.1 340.9 331.8 0 0 0 0 0 0 0 0 0 0 1 203
204 417.2 394.1 340.9 0 0 0 0 0 0 0 0 0 0 0 204
205 369.9 417.2 394.1 1 0 0 0 0 0 0 0 0 0 0 205
206 349.2 369.9 417.2 0 1 0 0 0 0 0 0 0 0 0 206
207 321.4 349.2 369.9 0 0 1 0 0 0 0 0 0 0 0 207
208 405.7 321.4 349.2 0 0 0 1 0 0 0 0 0 0 0 208
209 342.9 405.7 321.4 0 0 0 0 1 0 0 0 0 0 0 209
210 316.5 342.9 405.7 0 0 0 0 0 1 0 0 0 0 0 210
211 284.2 316.5 342.9 0 0 0 0 0 0 1 0 0 0 0 211
212 270.9 284.2 316.5 0 0 0 0 0 0 0 1 0 0 0 212
213 288.8 270.9 284.2 0 0 0 0 0 0 0 0 1 0 0 213
214 278.8 288.8 270.9 0 0 0 0 0 0 0 0 0 1 0 214
215 324.4 278.8 288.8 0 0 0 0 0 0 0 0 0 0 1 215
216 310.9 324.4 278.8 0 0 0 0 0 0 0 0 0 0 0 216
217 299.0 310.9 324.4 1 0 0 0 0 0 0 0 0 0 0 217
218 273.0 299.0 310.9 0 1 0 0 0 0 0 0 0 0 0 218
219 279.3 273.0 299.0 0 0 1 0 0 0 0 0 0 0 0 219
220 359.2 279.3 273.0 0 0 0 1 0 0 0 0 0 0 0 220
221 305.0 359.2 279.3 0 0 0 0 1 0 0 0 0 0 0 221
222 282.1 305.0 359.2 0 0 0 0 0 1 0 0 0 0 0 222
223 250.3 282.1 305.0 0 0 0 0 0 0 1 0 0 0 0 223
224 246.5 250.3 282.1 0 0 0 0 0 0 0 1 0 0 0 224
225 257.9 246.5 250.3 0 0 0 0 0 0 0 0 1 0 0 225
226 266.5 257.9 246.5 0 0 0 0 0 0 0 0 0 1 0 226
227 315.9 266.5 257.9 0 0 0 0 0 0 0 0 0 0 1 227
228 318.4 315.9 266.5 0 0 0 0 0 0 0 0 0 0 0 228
229 295.4 318.4 315.9 1 0 0 0 0 0 0 0 0 0 0 229
230 266.4 295.4 318.4 0 1 0 0 0 0 0 0 0 0 0 230
231 245.8 266.4 295.4 0 0 1 0 0 0 0 0 0 0 0 231
232 362.8 245.8 266.4 0 0 0 1 0 0 0 0 0 0 0 232
233 324.9 362.8 245.8 0 0 0 0 1 0 0 0 0 0 0 233
234 294.2 324.9 362.8 0 0 0 0 0 1 0 0 0 0 0 234
235 289.5 294.2 324.9 0 0 0 0 0 0 1 0 0 0 0 235
236 295.2 289.5 294.2 0 0 0 0 0 0 0 1 0 0 0 236
237 290.3 295.2 289.5 0 0 0 0 0 0 0 0 1 0 0 237
238 272.0 290.3 295.2 0 0 0 0 0 0 0 0 0 1 0 238
239 307.4 272.0 290.3 0 0 0 0 0 0 0 0 0 0 1 239
240 328.7 307.4 272.0 0 0 0 0 0 0 0 0 0 0 0 240
241 292.9 328.7 307.4 1 0 0 0 0 0 0 0 0 0 0 241
242 249.1 292.9 328.7 0 1 0 0 0 0 0 0 0 0 0 242
243 230.4 249.1 292.9 0 0 1 0 0 0 0 0 0 0 0 243
244 361.5 230.4 249.1 0 0 0 1 0 0 0 0 0 0 0 244
245 321.7 361.5 230.4 0 0 0 0 1 0 0 0 0 0 0 245
246 277.2 321.7 361.5 0 0 0 0 0 1 0 0 0 0 0 246
247 260.7 277.2 321.7 0 0 0 0 0 0 1 0 0 0 0 247
248 251.0 260.7 277.2 0 0 0 0 0 0 0 1 0 0 0 248
249 257.6 251.0 260.7 0 0 0 0 0 0 0 0 1 0 0 249
250 241.8 257.6 251.0 0 0 0 0 0 0 0 0 0 1 0 250
251 287.5 241.8 257.6 0 0 0 0 0 0 0 0 0 0 1 251
252 292.3 287.5 241.8 0 0 0 0 0 0 0 0 0 0 0 252
253 274.7 292.3 287.5 1 0 0 0 0 0 0 0 0 0 0 253
254 254.2 274.7 292.3 0 1 0 0 0 0 0 0 0 0 0 254
255 230.0 254.2 274.7 0 0 1 0 0 0 0 0 0 0 0 255
256 339.0 230.0 254.2 0 0 0 1 0 0 0 0 0 0 0 256
257 318.2 339.0 230.0 0 0 0 0 1 0 0 0 0 0 0 257
258 287.0 318.2 339.0 0 0 0 0 0 1 0 0 0 0 0 258
259 295.8 287.0 318.2 0 0 0 0 0 0 1 0 0 0 0 259
260 284.0 295.8 287.0 0 0 0 0 0 0 0 1 0 0 0 260
261 271.0 284.0 295.8 0 0 0 0 0 0 0 0 1 0 0 261
262 262.7 271.0 284.0 0 0 0 0 0 0 0 0 0 1 0 262
263 340.6 262.7 271.0 0 0 0 0 0 0 0 0 0 0 1 263
264 379.4 340.6 262.7 0 0 0 0 0 0 0 0 0 0 0 264
265 373.3 379.4 340.6 1 0 0 0 0 0 0 0 0 0 0 265
266 355.2 373.3 379.4 0 1 0 0 0 0 0 0 0 0 0 266
267 338.4 355.2 373.3 0 0 1 0 0 0 0 0 0 0 0 267
268 466.9 338.4 355.2 0 0 0 1 0 0 0 0 0 0 0 268
269 451.0 466.9 338.4 0 0 0 0 1 0 0 0 0 0 0 269
270 422.0 451.0 466.9 0 0 0 0 0 1 0 0 0 0 0 270
271 429.2 422.0 451.0 0 0 0 0 0 0 1 0 0 0 0 271
272 425.9 429.2 422.0 0 0 0 0 0 0 0 1 0 0 0 272
273 460.7 425.9 429.2 0 0 0 0 0 0 0 0 1 0 0 273
274 463.6 460.7 425.9 0 0 0 0 0 0 0 0 0 1 0 274
275 541.4 463.6 460.7 0 0 0 0 0 0 0 0 0 0 1 275
276 544.2 541.4 463.6 0 0 0 0 0 0 0 0 0 0 0 276
277 517.5 544.2 541.4 1 0 0 0 0 0 0 0 0 0 0 277
278 469.4 517.5 544.2 0 1 0 0 0 0 0 0 0 0 0 278
279 439.4 469.4 517.5 0 0 1 0 0 0 0 0 0 0 0 279
280 549.0 439.4 469.4 0 0 0 1 0 0 0 0 0 0 0 280
281 533.0 549.0 439.4 0 0 0 0 1 0 0 0 0 0 0 281
282 506.1 533.0 549.0 0 0 0 0 0 1 0 0 0 0 0 282
283 484.0 506.1 533.0 0 0 0 0 0 0 1 0 0 0 0 283
284 457.0 484.0 506.1 0 0 0 0 0 0 0 1 0 0 0 284
285 481.5 457.0 484.0 0 0 0 0 0 0 0 0 1 0 0 285
286 469.5 481.5 457.0 0 0 0 0 0 0 0 0 0 1 0 286
287 544.7 469.5 481.5 0 0 0 0 0 0 0 0 0 0 1 287
288 541.2 544.7 469.5 0 0 0 0 0 0 0 0 0 0 0 288
289 521.5 541.2 544.7 1 0 0 0 0 0 0 0 0 0 0 289
290 469.7 521.5 541.2 0 1 0 0 0 0 0 0 0 0 0 290
291 434.4 469.7 521.5 0 0 1 0 0 0 0 0 0 0 0 291
292 542.6 434.4 469.7 0 0 0 1 0 0 0 0 0 0 0 292
293 517.3 542.6 434.4 0 0 0 0 1 0 0 0 0 0 0 293
294 485.7 517.3 542.6 0 0 0 0 0 1 0 0 0 0 0 294
295 465.8 485.7 517.3 0 0 0 0 0 0 1 0 0 0 0 295
296 447.0 465.8 485.7 0 0 0 0 0 0 0 1 0 0 0 296
297 426.6 447.0 465.8 0 0 0 0 0 0 0 0 1 0 0 297
298 411.6 426.6 447.0 0 0 0 0 0 0 0 0 0 1 0 298
299 467.5 411.6 426.6 0 0 0 0 0 0 0 0 0 0 1 299
300 484.5 467.5 411.6 0 0 0 0 0 0 0 0 0 0 0 300
301 451.2 484.5 467.5 1 0 0 0 0 0 0 0 0 0 0 301
302 417.4 451.2 484.5 0 1 0 0 0 0 0 0 0 0 0 302
303 379.9 417.4 451.2 0 0 1 0 0 0 0 0 0 0 0 303
304 484.7 379.9 417.4 0 0 0 1 0 0 0 0 0 0 0 304
305 455.0 484.7 379.9 0 0 0 0 1 0 0 0 0 0 0 305
306 420.8 455.0 484.7 0 0 0 0 0 1 0 0 0 0 0 306
307 416.5 420.8 455.0 0 0 0 0 0 0 1 0 0 0 0 307
308 376.3 416.5 420.8 0 0 0 0 0 0 0 1 0 0 0 308
309 405.6 376.3 416.5 0 0 0 0 0 0 0 0 1 0 0 309
310 405.8 405.6 376.3 0 0 0 0 0 0 0 0 0 1 0 310
311 500.8 405.8 405.6 0 0 0 0 0 0 0 0 0 0 1 311
312 514.0 500.8 405.8 0 0 0 0 0 0 0 0 0 0 0 312
313 475.5 514.0 500.8 1 0 0 0 0 0 0 0 0 0 0 313
314 430.1 475.5 514.0 0 1 0 0 0 0 0 0 0 0 0 314
315 414.4 430.1 475.5 0 0 1 0 0 0 0 0 0 0 0 315
316 538.0 414.4 430.1 0 0 0 1 0 0 0 0 0 0 0 316
317 526.0 538.0 414.4 0 0 0 0 1 0 0 0 0 0 0 317
318 488.5 526.0 538.0 0 0 0 0 0 1 0 0 0 0 0 318
319 520.2 488.5 526.0 0 0 0 0 0 0 1 0 0 0 0 319
320 504.4 520.2 488.5 0 0 0 0 0 0 0 1 0 0 0 320
321 568.5 504.4 520.2 0 0 0 0 0 0 0 0 1 0 0 321
322 610.6 568.5 504.4 0 0 0 0 0 0 0 0 0 1 0 322
323 818.0 610.6 568.5 0 0 0 0 0 0 0 0 0 0 1 323
324 830.9 818.0 610.6 0 0 0 0 0 0 0 0 0 0 0 324
325 835.9 830.9 818.0 1 0 0 0 0 0 0 0 0 0 0 325
326 782.0 835.9 830.9 0 1 0 0 0 0 0 0 0 0 0 326
327 762.3 782.0 835.9 0 0 1 0 0 0 0 0 0 0 0 327
328 856.9 762.3 782.0 0 0 0 1 0 0 0 0 0 0 0 328
329 820.9 856.9 762.3 0 0 0 0 1 0 0 0 0 0 0 329
330 769.6 820.9 856.9 0 0 0 0 0 1 0 0 0 0 0 330
331 752.2 769.6 820.9 0 0 0 0 0 0 1 0 0 0 0 331
332 724.4 752.2 769.6 0 0 0 0 0 0 0 1 0 0 0 332
333 723.1 724.4 752.2 0 0 0 0 0 0 0 0 1 0 0 333
334 719.5 723.1 724.4 0 0 0 0 0 0 0 0 0 1 0 334
335 817.4 719.5 723.1 0 0 0 0 0 0 0 0 0 0 1 335
336 803.3 817.4 719.5 0 0 0 0 0 0 0 0 0 0 0 336
337 752.5 803.3 817.4 1 0 0 0 0 0 0 0 0 0 0 337
338 689.0 752.5 803.3 0 1 0 0 0 0 0 0 0 0 0 338
339 630.4 689.0 752.5 0 0 1 0 0 0 0 0 0 0 0 339
340 765.5 630.4 689.0 0 0 0 1 0 0 0 0 0 0 0 340
341 757.7 765.5 630.4 0 0 0 0 1 0 0 0 0 0 0 341
342 732.2 757.7 765.5 0 0 0 0 0 1 0 0 0 0 0 342
343 702.6 732.2 757.7 0 0 0 0 0 0 1 0 0 0 0 343
344 683.3 702.6 732.2 0 0 0 0 0 0 0 1 0 0 0 344
345 709.5 683.3 702.6 0 0 0 0 0 0 0 0 1 0 0 345
346 702.2 709.5 683.3 0 0 0 0 0 0 0 0 0 1 0 346
347 784.8 702.2 709.5 0 0 0 0 0 0 0 0 0 0 1 347
348 810.9 784.8 702.2 0 0 0 0 0 0 0 0 0 0 0 348
349 755.6 810.9 784.8 1 0 0 0 0 0 0 0 0 0 0 349
350 656.8 755.6 810.9 0 1 0 0 0 0 0 0 0 0 0 350
351 615.1 656.8 755.6 0 0 1 0 0 0 0 0 0 0 0 351
352 745.3 615.1 656.8 0 0 0 1 0 0 0 0 0 0 0 352
353 694.1 745.3 615.1 0 0 0 0 1 0 0 0 0 0 0 353
354 675.7 694.1 745.3 0 0 0 0 0 1 0 0 0 0 0 354
355 643.7 675.7 694.1 0 0 0 0 0 0 1 0 0 0 0 355
356 622.1 643.7 675.7 0 0 0 0 0 0 0 1 0 0 0 356
357 634.6 622.1 643.7 0 0 0 0 0 0 0 0 1 0 0 357
358 588.0 634.6 622.1 0 0 0 0 0 0 0 0 0 1 0 358
359 689.7 588.0 634.6 0 0 0 0 0 0 0 0 0 0 1 359
360 673.9 689.7 588.0 0 0 0 0 0 0 0 0 0 0 0 360
361 647.9 673.9 689.7 1 0 0 0 0 0 0 0 0 0 0 361
362 568.8 647.9 673.9 0 1 0 0 0 0 0 0 0 0 0 362
363 545.7 568.8 647.9 0 0 1 0 0 0 0 0 0 0 0 363
364 632.6 545.7 568.8 0 0 0 1 0 0 0 0 0 0 0 364
365 643.8 632.6 545.7 0 0 0 0 1 0 0 0 0 0 0 365
366 593.1 643.8 632.6 0 0 0 0 0 1 0 0 0 0 0 366
367 579.7 593.1 643.8 0 0 0 0 0 0 1 0 0 0 0 367
368 546.0 579.7 593.1 0 0 0 0 0 0 0 1 0 0 0 368
369 562.9 546.0 579.7 0 0 0 0 0 0 0 0 1 0 0 369
370 572.5 562.9 546.0 0 0 0 0 0 0 0 0 0 1 0 370
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Y1 Y2 M1 M2 M3
9.58965 1.04581 -0.07196 -26.11096 -41.06185 -22.52572
M4 M5 M6 M7 M8 M9
68.85038 -31.48426 -33.61011 -19.81163 -19.63308 17.32786
M10 M11 t
-4.42598 68.87875 0.02832
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-67.3723 -14.3522 -0.5514 12.5765 132.7249
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 9.58965 6.65904 1.440 0.150722
Y1 1.04581 0.05277 19.818 < 2e-16 ***
Y2 -0.07196 0.05277 -1.364 0.173514
M1 -26.11096 6.91759 -3.775 0.000188 ***
M2 -41.06185 7.87540 -5.214 3.15e-07 ***
M3 -22.52572 8.45462 -2.664 0.008067 **
M4 68.85038 7.81489 8.810 < 2e-16 ***
M5 -31.48426 6.01838 -5.231 2.88e-07 ***
M6 -33.61011 7.88608 -4.262 2.60e-05 ***
M7 -19.81163 8.17368 -2.424 0.015857 *
M8 -19.63308 7.70379 -2.548 0.011239 *
M9 17.32786 7.66267 2.261 0.024343 *
M10 -4.42598 6.63594 -0.667 0.505224
M11 68.87875 7.16146 9.618 < 2e-16 ***
t 0.02832 0.01650 1.716 0.087062 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 23.5 on 355 degrees of freedom
Multiple R-squared: 0.9779, Adjusted R-squared: 0.9771
F-statistic: 1124 on 14 and 355 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,] 0.65111280 0.69777440 0.34888720
[2,] 0.57707205 0.84585590 0.42292795
[3,] 0.59615326 0.80769347 0.40384674
[4,] 0.61052137 0.77895725 0.38947863
[5,] 0.55525126 0.88949748 0.44474874
[6,] 0.45662976 0.91325952 0.54337024
[7,] 0.44701195 0.89402389 0.55298805
[8,] 0.70003897 0.59992207 0.29996103
[9,] 0.83136945 0.33726110 0.16863055
[10,] 0.81154078 0.37691844 0.18845922
[11,] 0.76109219 0.47781562 0.23890781
[12,] 0.75894812 0.48210375 0.24105188
[13,] 0.71412930 0.57174140 0.28587070
[14,] 0.74012648 0.51974703 0.25987352
[15,] 0.70825652 0.58348695 0.29174348
[16,] 0.76514465 0.46971070 0.23485535
[17,] 0.71101008 0.57797984 0.28898992
[18,] 0.79779409 0.40441182 0.20220591
[19,] 0.76973717 0.46052566 0.23026283
[20,] 0.77153856 0.45692288 0.22846144
[21,] 0.73446377 0.53107245 0.26553623
[22,] 0.70242593 0.59514815 0.29757407
[23,] 0.66990869 0.66018261 0.33009131
[24,] 0.61983910 0.76032179 0.38016090
[25,] 0.61693256 0.76613487 0.38306744
[26,] 0.63475151 0.73049698 0.36524849
[27,] 0.58390499 0.83219002 0.41609501
[28,] 0.54320774 0.91358452 0.45679226
[29,] 0.54547240 0.90905520 0.45452760
[30,] 0.50538767 0.98922466 0.49461233
[31,] 0.45284037 0.90568074 0.54715963
[32,] 0.40313507 0.80627015 0.59686493
[33,] 0.40252842 0.80505684 0.59747158
[34,] 0.36809562 0.73619123 0.63190438
[35,] 0.35535845 0.71071689 0.64464155
[36,] 0.32643186 0.65286373 0.67356814
[37,] 0.32487657 0.64975314 0.67512343
[38,] 0.28432403 0.56864806 0.71567597
[39,] 0.24553335 0.49106671 0.75446665
[40,] 0.21028092 0.42056184 0.78971908
[41,] 0.17861650 0.35723300 0.82138350
[42,] 0.15166630 0.30333259 0.84833370
[43,] 0.15938503 0.31877006 0.84061497
[44,] 0.15562284 0.31124569 0.84437716
[45,] 0.16248946 0.32497891 0.83751054
[46,] 0.13842061 0.27684122 0.86157939
[47,] 0.14157731 0.28315463 0.85842269
[48,] 0.12240209 0.24480418 0.87759791
[49,] 0.11318617 0.22637233 0.88681383
[50,] 0.11645727 0.23291454 0.88354273
[51,] 0.10118106 0.20236213 0.89881894
[52,] 0.11089486 0.22178973 0.88910514
[53,] 0.12099240 0.24198480 0.87900760
[54,] 0.21371614 0.42743228 0.78628386
[55,] 0.20439055 0.40878110 0.79560945
[56,] 0.20208401 0.40416803 0.79791599
[57,] 0.17931424 0.35862849 0.82068576
[58,] 0.15399246 0.30798493 0.84600754
[59,] 0.20599973 0.41199946 0.79400027
[60,] 0.19798050 0.39596100 0.80201950
[61,] 0.18103802 0.36207603 0.81896198
[62,] 0.15916253 0.31832506 0.84083747
[63,] 0.18643260 0.37286520 0.81356740
[64,] 0.16835398 0.33670796 0.83164602
[65,] 0.15348810 0.30697620 0.84651190
[66,] 0.13214182 0.26428365 0.86785818
[67,] 0.12615665 0.25231330 0.87384335
[68,] 0.10761995 0.21523990 0.89238005
[69,] 0.10417541 0.20835082 0.89582459
[70,] 0.12138308 0.24276616 0.87861692
[71,] 0.13373519 0.26747037 0.86626481
[72,] 0.12931069 0.25862139 0.87068931
[73,] 0.13542398 0.27084797 0.86457602
[74,] 0.12267575 0.24535149 0.87732425
[75,] 0.11675431 0.23350863 0.88324569
[76,] 0.09947096 0.19894192 0.90052904
[77,] 0.08426263 0.16852526 0.91573737
[78,] 0.08699971 0.17399942 0.91300029
[79,] 0.07327870 0.14655740 0.92672130
[80,] 0.07684588 0.15369176 0.92315412
[81,] 0.07172686 0.14345371 0.92827314
[82,] 0.08933809 0.17867619 0.91066191
[83,] 0.09475484 0.18950967 0.90524516
[84,] 0.09121317 0.18242634 0.90878683
[85,] 0.08616697 0.17233394 0.91383303
[86,] 0.07291729 0.14583457 0.92708271
[87,] 0.06176975 0.12353950 0.93823025
[88,] 0.07193681 0.14387361 0.92806319
[89,] 0.06130759 0.12261518 0.93869241
[90,] 0.05589546 0.11179092 0.94410454
[91,] 0.05245515 0.10491031 0.94754485
[92,] 0.04366476 0.08732951 0.95633524
[93,] 0.03928277 0.07856554 0.96071723
[94,] 0.03681945 0.07363891 0.96318055
[95,] 0.04043621 0.08087242 0.95956379
[96,] 0.04454585 0.08909170 0.95545415
[97,] 0.03760000 0.07520001 0.96240000
[98,] 0.03299738 0.06599476 0.96700262
[99,] 0.02902276 0.05804553 0.97097724
[100,] 0.04667497 0.09334994 0.95332503
[101,] 0.04018742 0.08037484 0.95981258
[102,] 0.06635116 0.13270231 0.93364884
[103,] 0.12077895 0.24155789 0.87922105
[104,] 0.11399679 0.22799357 0.88600321
[105,] 0.11871676 0.23743352 0.88128324
[106,] 0.10581428 0.21162855 0.89418572
[107,] 0.11718550 0.23437100 0.88281450
[108,] 0.11145181 0.22290361 0.88854819
[109,] 0.10163796 0.20327592 0.89836204
[110,] 0.12180312 0.24360625 0.87819688
[111,] 0.10786872 0.21573743 0.89213128
[112,] 0.10051775 0.20103551 0.89948225
[113,] 0.12133876 0.24267751 0.87866124
[114,] 0.11249900 0.22499799 0.88750100
[115,] 0.09828870 0.19657739 0.90171130
[116,] 0.09105506 0.18211013 0.90894494
[117,] 0.11678181 0.23356362 0.88321819
[118,] 0.10500857 0.21001715 0.89499143
[119,] 0.12285660 0.24571320 0.87714340
[120,] 0.11772833 0.23545666 0.88227167
[121,] 0.10531929 0.21063858 0.89468071
[122,] 0.09171704 0.18343408 0.90828296
[123,] 0.09224548 0.18449096 0.90775452
[124,] 0.08512372 0.17024745 0.91487628
[125,] 0.08436151 0.16872302 0.91563849
[126,] 0.07439295 0.14878589 0.92560705
[127,] 0.08646149 0.17292297 0.91353851
[128,] 0.20047551 0.40095102 0.79952449
[129,] 0.23586728 0.47173455 0.76413272
[130,] 0.21261146 0.42522293 0.78738854
[131,] 0.26846738 0.53693475 0.73153262
[132,] 0.28304088 0.56608176 0.71695912
[133,] 0.27683617 0.55367234 0.72316383
[134,] 0.28573924 0.57147848 0.71426076
[135,] 0.37452421 0.74904843 0.62547579
[136,] 0.36249147 0.72498294 0.63750853
[137,] 0.47594755 0.95189510 0.52405245
[138,] 0.45168760 0.90337520 0.54831240
[139,] 0.46529667 0.93059334 0.53470333
[140,] 0.44232183 0.88464365 0.55767817
[141,] 0.42430309 0.84860618 0.57569691
[142,] 0.39860891 0.79721782 0.60139109
[143,] 0.42441489 0.84882977 0.57558511
[144,] 0.43042148 0.86084296 0.56957852
[145,] 0.41034701 0.82069401 0.58965299
[146,] 0.39675457 0.79350913 0.60324543
[147,] 0.36930030 0.73860060 0.63069970
[148,] 0.35238595 0.70477189 0.64761405
[149,] 0.33636629 0.67273258 0.66363371
[150,] 0.31883900 0.63767800 0.68116100
[151,] 0.31219561 0.62439121 0.68780439
[152,] 0.29577201 0.59154403 0.70422799
[153,] 0.27681380 0.55362761 0.72318620
[154,] 0.31613731 0.63227462 0.68386269
[155,] 0.46277875 0.92555750 0.53722125
[156,] 0.45753047 0.91506094 0.54246953
[157,] 0.52518860 0.94962280 0.47481140
[158,] 0.54011326 0.91977349 0.45988674
[159,] 0.51008644 0.97982711 0.48991356
[160,] 0.54318563 0.91362874 0.45681437
[161,] 0.52080243 0.95839513 0.47919757
[162,] 0.50712099 0.98575801 0.49287901
[163,] 0.49737316 0.99474632 0.50262684
[164,] 0.49960193 0.99920386 0.50039807
[165,] 0.47319061 0.94638121 0.52680939
[166,] 0.47706111 0.95412221 0.52293889
[167,] 0.52242719 0.95514561 0.47757281
[168,] 0.52984422 0.94031156 0.47015578
[169,] 0.49947827 0.99895654 0.50052173
[170,] 0.47337654 0.94675309 0.52662346
[171,] 0.45349729 0.90699458 0.54650271
[172,] 0.47698945 0.95397890 0.52301055
[173,] 0.46106385 0.92212770 0.53893615
[174,] 0.43165741 0.86331482 0.56834259
[175,] 0.41223809 0.82447618 0.58776191
[176,] 0.38846443 0.77692885 0.61153557
[177,] 0.36566229 0.73132458 0.63433771
[178,] 0.34457752 0.68915504 0.65542248
[179,] 0.40859727 0.81719453 0.59140273
[180,] 0.59714191 0.80571619 0.40285809
[181,] 0.62003733 0.75992535 0.37996267
[182,] 0.60210111 0.79579779 0.39789889
[183,] 0.58506069 0.82987863 0.41493931
[184,] 0.56614128 0.86771743 0.43385872
[185,] 0.55054694 0.89890613 0.44945306
[186,] 0.55163224 0.89673553 0.44836776
[187,] 0.54996564 0.90006873 0.45003436
[188,] 0.56235681 0.87528639 0.43764319
[189,] 0.58289887 0.83420225 0.41710113
[190,] 0.55917771 0.88164458 0.44082229
[191,] 0.59162485 0.81675030 0.40837515
[192,] 0.65472725 0.69054549 0.34527275
[193,] 0.63613994 0.72772013 0.36386006
[194,] 0.62553537 0.74892927 0.37446463
[195,] 0.59972014 0.80055972 0.40027986
[196,] 0.57469312 0.85061376 0.42530688
[197,] 0.55538829 0.88922343 0.44461171
[198,] 0.58818599 0.82362801 0.41181401
[199,] 0.58159839 0.83680323 0.41840161
[200,] 0.56565231 0.86869539 0.43434769
[201,] 0.55064055 0.89871889 0.44935945
[202,] 0.56944095 0.86111810 0.43055905
[203,] 0.62140512 0.75718977 0.37859488
[204,] 0.64957937 0.70084127 0.35042063
[205,] 0.63179105 0.73641789 0.36820895
[206,] 0.63001478 0.73997044 0.36998522
[207,] 0.61490999 0.77018002 0.38509001
[208,] 0.59505307 0.80989386 0.40494693
[209,] 0.57323138 0.85353724 0.42676862
[210,] 0.62072482 0.75855035 0.37927518
[211,] 0.59137210 0.81725580 0.40862790
[212,] 0.56171369 0.87657262 0.43828631
[213,] 0.54552678 0.90894643 0.45447322
[214,] 0.51568171 0.96863659 0.48431829
[215,] 0.59604515 0.80790970 0.40395485
[216,] 0.58754331 0.82491339 0.41245669
[217,] 0.55765331 0.88469338 0.44234669
[218,] 0.53201636 0.93596728 0.46798364
[219,] 0.53300174 0.93399651 0.46699826
[220,] 0.55718348 0.88563305 0.44281652
[221,] 0.54372225 0.91255550 0.45627775
[222,] 0.66597923 0.66804154 0.33402077
[223,] 0.65788706 0.68422588 0.34211294
[224,] 0.64505446 0.70989108 0.35494554
[225,] 0.61887835 0.76224329 0.38112165
[226,] 0.58959315 0.82081370 0.41040685
[227,] 0.68988336 0.62023329 0.31011664
[228,] 0.69759717 0.60480565 0.30240283
[229,] 0.67676099 0.64647803 0.32323901
[230,] 0.65013174 0.69973652 0.34986826
[231,] 0.62304111 0.75391778 0.37695889
[232,] 0.61261382 0.77477235 0.38738618
[233,] 0.59986751 0.80026497 0.40013249
[234,] 0.70534435 0.58931130 0.29465565
[235,] 0.67630088 0.64739825 0.32369912
[236,] 0.64589260 0.70821479 0.35410740
[237,] 0.64364561 0.71270879 0.35635439
[238,] 0.61594004 0.76811993 0.38405996
[239,] 0.64379661 0.71240678 0.35620339
[240,] 0.61340600 0.77318799 0.38659400
[241,] 0.58126620 0.83746760 0.41873380
[242,] 0.57077572 0.85844857 0.42922428
[243,] 0.53699133 0.92601734 0.46300867
[244,] 0.61499154 0.77001693 0.38500846
[245,] 0.58616398 0.82767205 0.41383602
[246,] 0.59617878 0.80764243 0.40382122
[247,] 0.61740488 0.76519024 0.38259512
[248,] 0.59061032 0.81877937 0.40938968
[249,] 0.60347230 0.79305540 0.39652770
[250,] 0.56965164 0.86069673 0.43034836
[251,] 0.63093358 0.73813284 0.36906642
[252,] 0.59763323 0.80473354 0.40236677
[253,] 0.56306252 0.87387496 0.43693748
[254,] 0.55555685 0.88888631 0.44444315
[255,] 0.53465109 0.93069782 0.46534891
[256,] 0.50793022 0.98413956 0.49206978
[257,] 0.47254074 0.94508147 0.52745926
[258,] 0.47762546 0.95525092 0.52237454
[259,] 0.44194149 0.88388298 0.55805851
[260,] 0.40687591 0.81375181 0.59312409
[261,] 0.37932171 0.75864342 0.62067829
[262,] 0.34637460 0.69274921 0.65362540
[263,] 0.35738270 0.71476541 0.64261730
[264,] 0.32528988 0.65057976 0.67471012
[265,] 0.29507586 0.59015173 0.70492414
[266,] 0.27018513 0.54037026 0.72981487
[267,] 0.24182666 0.48365332 0.75817334
[268,] 0.21493968 0.42987935 0.78506032
[269,] 0.19506405 0.39012809 0.80493595
[270,] 0.20718699 0.41437398 0.79281301
[271,] 0.18446339 0.36892679 0.81553661
[272,] 0.16422626 0.32845252 0.83577374
[273,] 0.14476782 0.28953564 0.85523218
[274,] 0.12725757 0.25451513 0.87274243
[275,] 0.12856025 0.25712051 0.87143975
[276,] 0.11059320 0.22118640 0.88940680
[277,] 0.09329844 0.18659687 0.90670156
[278,] 0.08163629 0.16327259 0.91836371
[279,] 0.06817580 0.13635161 0.93182420
[280,] 0.11754474 0.23508948 0.88245526
[281,] 0.10509279 0.21018558 0.89490721
[282,] 0.23258503 0.46517007 0.76741497
[283,] 0.20639713 0.41279425 0.79360287
[284,] 0.18694130 0.37388259 0.81305870
[285,] 0.17858975 0.35717949 0.82141025
[286,] 0.17249218 0.34498436 0.82750782
[287,] 0.17660235 0.35320469 0.82339765
[288,] 0.16873241 0.33746483 0.83126759
[289,] 0.14730453 0.29460906 0.85269547
[290,] 0.12761756 0.25523512 0.87238244
[291,] 0.14801630 0.29603261 0.85198370
[292,] 0.12944615 0.25889229 0.87055385
[293,] 0.12013266 0.24026531 0.87986734
[294,] 0.19338524 0.38677048 0.80661476
[295,] 0.17393949 0.34787897 0.82606051
[296,] 0.21523826 0.43047652 0.78476174
[297,] 0.18725630 0.37451260 0.81274370
[298,] 0.17285696 0.34571391 0.82714304
[299,] 0.20840227 0.41680455 0.79159773
[300,] 0.24550391 0.49100782 0.75449609
[301,] 0.42372718 0.84745436 0.57627282
[302,] 0.42255675 0.84511351 0.57744325
[303,] 0.67906917 0.64186166 0.32093083
[304,] 0.79238703 0.41522594 0.20761297
[305,] 0.90619203 0.18761594 0.09380797
[306,] 0.96589039 0.06821923 0.03410961
[307,] 0.95425179 0.09149641 0.04574821
[308,] 0.96288082 0.07423836 0.03711918
[309,] 0.97553928 0.04892144 0.02446072
[310,] 0.98731718 0.02536565 0.01268282
[311,] 0.98191062 0.03617877 0.01808938
[312,] 0.97917731 0.04164537 0.02082269
[313,] 0.98082051 0.03835898 0.01917949
[314,] 0.97193996 0.05612009 0.02806004
[315,] 0.95953033 0.08093934 0.04046967
[316,] 0.96189991 0.07620018 0.03810009
[317,] 0.94706563 0.10586874 0.05293437
[318,] 0.93096984 0.13806031 0.06903016
[319,] 0.92535262 0.14929477 0.07464738
[320,] 0.94101596 0.11796807 0.05898404
[321,] 0.91639392 0.16721216 0.08360608
[322,] 0.92487884 0.15024232 0.07512116
[323,] 0.90790114 0.18419771 0.09209886
[324,] 0.87242935 0.25514129 0.12757065
[325,] 0.82448696 0.35102608 0.17551304
[326,] 0.76925864 0.46148272 0.23074136
[327,] 0.69632465 0.60735070 0.30367535
[328,] 0.61970963 0.76058073 0.38029037
[329,] 0.57735909 0.84528181 0.42264091
[330,] 0.50384620 0.99230760 0.49615380
[331,] 0.61846973 0.76306055 0.38153027
[332,] 0.63733782 0.72532436 0.36266218
[333,] 0.52579332 0.94841337 0.47420668
[334,] 0.38506343 0.77012685 0.61493657
[335,] 0.50433761 0.99132479 0.49566239
> postscript(file="/var/www/rcomp/tmp/12r901290857723.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/22r901290857723.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/rcomp/tmp/3diq21290857723.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/4diq21290857723.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/5diq21290857723.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 = 370
Frequency = 1
1 2 3 4 5 6
4.45271821 15.59431303 -18.43388581 -31.05789592 25.51540059 12.83451726
7 8 9 10 11 12
-0.57818372 -14.91917624 8.25623567 15.01198729 4.74915190 40.11840531
13 14 15 16 17 18
12.69182527 29.97826865 45.74454366 -26.41751441 70.74728495 -11.25001927
19 20 21 22 23 24
-8.96102617 36.59380494 -40.50634051 17.11885442 25.46731348 9.29276455
25 26 27 28 29 30
-20.48565029 -19.34432819 -13.78013886 -39.00619016 4.78791903 -36.76550537
31 32 33 34 35 36
8.93697923 -26.96540055 10.75290231 3.16919269 -49.54056768 -16.50815530
37 38 39 40 41 42
1.41007374 -0.48123938 2.87078020 -37.53459376 17.70445073 2.08188598
43 44 45 46 47 48
23.64184760 -0.04569697 0.94542329 -22.36005939 -27.50608585 -0.16811657
49 50 51 52 53 54
-13.13643849 21.12458110 12.08823638 -49.86338352 29.20909901 10.86290780
55 56 57 58 59 60
-4.11746587 -10.45572870 -11.47620980 -8.35758448 -17.04578986 -26.73697991
61 62 63 64 65 66
7.53946395 29.07607033 -6.57388551 -54.99440456 20.97329948 6.98208039
67 68 69 70 71 72
24.40399630 6.88211207 20.07815192 29.62693596 42.90664217 31.27080062
73 74 75 76 77 78
27.23421088 20.44623212 3.44534395 -67.37233724 28.97571871 10.54792827
79 80 81 82 83 84
14.86415962 -33.37722895 0.67603656 -11.27740747 -6.18636902 -17.12215396
85 86 87 88 89 90
-3.03188677 26.11707219 -27.48632845 -50.20003393 2.37971658 17.49628650
91 92 93 94 95 96
-4.61564278 9.57778844 2.01103608 3.49356659 -28.32378164 -5.03572430
97 98 99 100 101 102
21.97407486 -1.72999451 28.89080936 -36.59186464 5.11416138 -21.36044463
103 104 105 106 107 108
-1.92216343 -3.76079288 27.68759935 1.07628970 -20.38049270 -20.29227605
109 110 111 112 113 114
-3.92618268 18.13042645 18.86664818 -25.17768111 -5.48594035 -1.39975355
115 116 117 118 119 120
13.55308885 9.67037131 42.68966919 15.40915688 38.60094374 55.74099424
121 122 123 124 125 126
25.68303290 32.11890752 0.15198208 -28.54451220 16.70112468 -14.41498787
127 128 129 130 131 132
-32.69207288 -9.81736805 -15.04644978 29.10229383 -12.57528604 -3.48267985
133 134 135 136 137 138
-15.10193766 -32.20306816 0.64387523 -26.62757153 7.14124369 5.00034585
139 140 141 142 143 144
1.69609031 19.12889250 17.78088395 -14.08980521 -12.68155782 -30.49809118
145 146 147 148 149 150
52.05527223 -19.47238485 -0.48468935 7.04245540 -5.91288097 14.70339824
151 152 153 154 155 156
-22.70341386 39.45881817 19.40286891 48.05616041 11.71329704 25.62094185
157 158 159 160 161 162
1.46703061 -10.75659655 3.47200393 -5.00012017 -8.58915761 -17.15913733
163 164 165 166 167 168
-19.63234493 1.77139860 -12.45620618 9.88144464 -15.34838520 -20.43526624
169 170 171 172 173 174
8.66253765 -6.89858019 30.40719616 -46.91519720 -12.89152564 33.21397331
175 176 177 178 179 180
-23.47891085 -5.21940321 27.31876762 -0.59990115 12.75186153 15.47529939
181 182 183 184 185 186
-20.41606835 -3.88416713 17.02822924 -12.50574106 -17.18752753 -5.93975090
187 188 189 190 191 192
-10.98213352 8.24600810 23.55396183 -10.79298336 -0.46629876 -14.16368379
193 194 195 196 197 198
-0.46665870 -0.67317426 -10.03104769 19.91723812 -56.49427810 21.22376112
199 200 201 202 203 204
-14.13368325 8.59100549 -11.78479702 6.03045419 -22.75590440 14.21233307
205 206 207 208 209 210
-27.33480995 18.01687820 -10.10314308 10.37631966 -42.27965351 5.16115243
211 212 213 214 215 216
-17.87552245 0.49744190 -7.00694894 -14.95851465 -30.94533561 -24.00343247
217 218 219 220 221 222
7.57913074 7.97533776 22.04558138 2.08154394 -34.91894411 6.71126616
223 224 225 226 227 228
-18.86686322 8.73506550 -15.16853278 2.96130675 -29.14532472 -8.83899305
229 230 231 232 233 234
-4.81592147 5.34017053 -5.15094249 39.90140357 -21.53440443 -2.08107463
235 236 237 238 239 240
8.77109892 16.97028639 -31.21831466 -22.25813836 -41.40548867 10.40638032
241 242 243 244 245 246
-19.03923984 -8.94389175 -2.97814758 53.12211453 -24.82287627 -16.16783632
247 248 249 250 251 252
-2.82022277 1.32643128 -20.10586440 -21.78071927 -32.41502323 -7.69508400
253 254 255 256 257 258
-0.94363545 12.23060005 -10.36129442 31.06764721 -5.16075137 -4.66646194
259 260 261 262 263 264
21.43917644 -2.01604348 -39.03148623 -12.85959945 -0.54794007 25.03665778
265 266 267 268 269 270
10.04778389 16.04193976 -0.83232743 52.53033527 1.34117767 0.31427168
271 272 273 274 275 276
22.87174615 9.74813886 11.52817659 -0.47794115 3.46046503 -6.04437527
277 278 279 280 281 282
-3.99130917 -9.04413384 -9.22655002 36.88191853 4.40865138 4.22623352
283 284 285 286 287 288
-4.71968787 -10.74996008 3.40725537 -14.43253935 1.74721140 -12.41076708
289 290 291 292 293 294
3.04379515 -13.48305916 -14.59224271 35.39275379 -5.29778198 -0.55492058
295 296 297 298 299 300
-3.05479009 -3.52406697 -42.68417043 -15.97703262 -19.19097376 7.11928028
301 302 303 304 305 306
-13.85412679 3.31725885 -19.79518393 30.38591958 -11.30718210 -4.80743239
307 308 309 310 311 312
10.69516703 -27.67583828 6.36699441 -5.24259121 18.32370598 1.03664606
313 314 315 316 317 318
-18.34894858 -7.61281218 2.83192796 48.17962192 6.09408892 -7.86409015
319 320 321 322 323 324
48.36341778 -3.49420028 42.42153745 38.07367378 132.72485747 0.60405989
325 326 327 328 329 330
33.12080223 -10.15735644 8.30713540 28.22638477 -7.81852770 -12.56419747
331 332 333 334 335 336
7.26837740 -6.23308570 -16.70099864 0.78351754 29.02183524 -18.87152958
337 338 339 340 341 342
-21.79783775 -18.26282495 -32.67407550 67.73631641 14.73678125 9.21377264
343 344 345 346 347 348
-8.10618866 1.50785680 8.77262096 -5.59093776 13.19584549 21.23710202
349 350 351 352 353 354
-29.33176911 -53.49771850 -14.41573097 60.88020397 -29.17869780 17.43380230
355 356 357 358 359 360
-12.83458136 -2.49965916 -6.70224370 -46.20372840 31.79747454 -24.86435678
361 362 363 364 365 366
-0.93933126 -39.06272648 0.12532069 14.08686476 33.05001144 -21.01197106
367 368 369 370
5.58975206 -17.95177085 -3.76155837 7.46464860
> postscript(file="/var/www/rcomp/tmp/6os8o1290857723.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 = 370
Frequency = 1
lag(myerror, k = 1) myerror
0 4.45271821 NA
1 15.59431303 4.45271821
2 -18.43388581 15.59431303
3 -31.05789592 -18.43388581
4 25.51540059 -31.05789592
5 12.83451726 25.51540059
6 -0.57818372 12.83451726
7 -14.91917624 -0.57818372
8 8.25623567 -14.91917624
9 15.01198729 8.25623567
10 4.74915190 15.01198729
11 40.11840531 4.74915190
12 12.69182527 40.11840531
13 29.97826865 12.69182527
14 45.74454366 29.97826865
15 -26.41751441 45.74454366
16 70.74728495 -26.41751441
17 -11.25001927 70.74728495
18 -8.96102617 -11.25001927
19 36.59380494 -8.96102617
20 -40.50634051 36.59380494
21 17.11885442 -40.50634051
22 25.46731348 17.11885442
23 9.29276455 25.46731348
24 -20.48565029 9.29276455
25 -19.34432819 -20.48565029
26 -13.78013886 -19.34432819
27 -39.00619016 -13.78013886
28 4.78791903 -39.00619016
29 -36.76550537 4.78791903
30 8.93697923 -36.76550537
31 -26.96540055 8.93697923
32 10.75290231 -26.96540055
33 3.16919269 10.75290231
34 -49.54056768 3.16919269
35 -16.50815530 -49.54056768
36 1.41007374 -16.50815530
37 -0.48123938 1.41007374
38 2.87078020 -0.48123938
39 -37.53459376 2.87078020
40 17.70445073 -37.53459376
41 2.08188598 17.70445073
42 23.64184760 2.08188598
43 -0.04569697 23.64184760
44 0.94542329 -0.04569697
45 -22.36005939 0.94542329
46 -27.50608585 -22.36005939
47 -0.16811657 -27.50608585
48 -13.13643849 -0.16811657
49 21.12458110 -13.13643849
50 12.08823638 21.12458110
51 -49.86338352 12.08823638
52 29.20909901 -49.86338352
53 10.86290780 29.20909901
54 -4.11746587 10.86290780
55 -10.45572870 -4.11746587
56 -11.47620980 -10.45572870
57 -8.35758448 -11.47620980
58 -17.04578986 -8.35758448
59 -26.73697991 -17.04578986
60 7.53946395 -26.73697991
61 29.07607033 7.53946395
62 -6.57388551 29.07607033
63 -54.99440456 -6.57388551
64 20.97329948 -54.99440456
65 6.98208039 20.97329948
66 24.40399630 6.98208039
67 6.88211207 24.40399630
68 20.07815192 6.88211207
69 29.62693596 20.07815192
70 42.90664217 29.62693596
71 31.27080062 42.90664217
72 27.23421088 31.27080062
73 20.44623212 27.23421088
74 3.44534395 20.44623212
75 -67.37233724 3.44534395
76 28.97571871 -67.37233724
77 10.54792827 28.97571871
78 14.86415962 10.54792827
79 -33.37722895 14.86415962
80 0.67603656 -33.37722895
81 -11.27740747 0.67603656
82 -6.18636902 -11.27740747
83 -17.12215396 -6.18636902
84 -3.03188677 -17.12215396
85 26.11707219 -3.03188677
86 -27.48632845 26.11707219
87 -50.20003393 -27.48632845
88 2.37971658 -50.20003393
89 17.49628650 2.37971658
90 -4.61564278 17.49628650
91 9.57778844 -4.61564278
92 2.01103608 9.57778844
93 3.49356659 2.01103608
94 -28.32378164 3.49356659
95 -5.03572430 -28.32378164
96 21.97407486 -5.03572430
97 -1.72999451 21.97407486
98 28.89080936 -1.72999451
99 -36.59186464 28.89080936
100 5.11416138 -36.59186464
101 -21.36044463 5.11416138
102 -1.92216343 -21.36044463
103 -3.76079288 -1.92216343
104 27.68759935 -3.76079288
105 1.07628970 27.68759935
106 -20.38049270 1.07628970
107 -20.29227605 -20.38049270
108 -3.92618268 -20.29227605
109 18.13042645 -3.92618268
110 18.86664818 18.13042645
111 -25.17768111 18.86664818
112 -5.48594035 -25.17768111
113 -1.39975355 -5.48594035
114 13.55308885 -1.39975355
115 9.67037131 13.55308885
116 42.68966919 9.67037131
117 15.40915688 42.68966919
118 38.60094374 15.40915688
119 55.74099424 38.60094374
120 25.68303290 55.74099424
121 32.11890752 25.68303290
122 0.15198208 32.11890752
123 -28.54451220 0.15198208
124 16.70112468 -28.54451220
125 -14.41498787 16.70112468
126 -32.69207288 -14.41498787
127 -9.81736805 -32.69207288
128 -15.04644978 -9.81736805
129 29.10229383 -15.04644978
130 -12.57528604 29.10229383
131 -3.48267985 -12.57528604
132 -15.10193766 -3.48267985
133 -32.20306816 -15.10193766
134 0.64387523 -32.20306816
135 -26.62757153 0.64387523
136 7.14124369 -26.62757153
137 5.00034585 7.14124369
138 1.69609031 5.00034585
139 19.12889250 1.69609031
140 17.78088395 19.12889250
141 -14.08980521 17.78088395
142 -12.68155782 -14.08980521
143 -30.49809118 -12.68155782
144 52.05527223 -30.49809118
145 -19.47238485 52.05527223
146 -0.48468935 -19.47238485
147 7.04245540 -0.48468935
148 -5.91288097 7.04245540
149 14.70339824 -5.91288097
150 -22.70341386 14.70339824
151 39.45881817 -22.70341386
152 19.40286891 39.45881817
153 48.05616041 19.40286891
154 11.71329704 48.05616041
155 25.62094185 11.71329704
156 1.46703061 25.62094185
157 -10.75659655 1.46703061
158 3.47200393 -10.75659655
159 -5.00012017 3.47200393
160 -8.58915761 -5.00012017
161 -17.15913733 -8.58915761
162 -19.63234493 -17.15913733
163 1.77139860 -19.63234493
164 -12.45620618 1.77139860
165 9.88144464 -12.45620618
166 -15.34838520 9.88144464
167 -20.43526624 -15.34838520
168 8.66253765 -20.43526624
169 -6.89858019 8.66253765
170 30.40719616 -6.89858019
171 -46.91519720 30.40719616
172 -12.89152564 -46.91519720
173 33.21397331 -12.89152564
174 -23.47891085 33.21397331
175 -5.21940321 -23.47891085
176 27.31876762 -5.21940321
177 -0.59990115 27.31876762
178 12.75186153 -0.59990115
179 15.47529939 12.75186153
180 -20.41606835 15.47529939
181 -3.88416713 -20.41606835
182 17.02822924 -3.88416713
183 -12.50574106 17.02822924
184 -17.18752753 -12.50574106
185 -5.93975090 -17.18752753
186 -10.98213352 -5.93975090
187 8.24600810 -10.98213352
188 23.55396183 8.24600810
189 -10.79298336 23.55396183
190 -0.46629876 -10.79298336
191 -14.16368379 -0.46629876
192 -0.46665870 -14.16368379
193 -0.67317426 -0.46665870
194 -10.03104769 -0.67317426
195 19.91723812 -10.03104769
196 -56.49427810 19.91723812
197 21.22376112 -56.49427810
198 -14.13368325 21.22376112
199 8.59100549 -14.13368325
200 -11.78479702 8.59100549
201 6.03045419 -11.78479702
202 -22.75590440 6.03045419
203 14.21233307 -22.75590440
204 -27.33480995 14.21233307
205 18.01687820 -27.33480995
206 -10.10314308 18.01687820
207 10.37631966 -10.10314308
208 -42.27965351 10.37631966
209 5.16115243 -42.27965351
210 -17.87552245 5.16115243
211 0.49744190 -17.87552245
212 -7.00694894 0.49744190
213 -14.95851465 -7.00694894
214 -30.94533561 -14.95851465
215 -24.00343247 -30.94533561
216 7.57913074 -24.00343247
217 7.97533776 7.57913074
218 22.04558138 7.97533776
219 2.08154394 22.04558138
220 -34.91894411 2.08154394
221 6.71126616 -34.91894411
222 -18.86686322 6.71126616
223 8.73506550 -18.86686322
224 -15.16853278 8.73506550
225 2.96130675 -15.16853278
226 -29.14532472 2.96130675
227 -8.83899305 -29.14532472
228 -4.81592147 -8.83899305
229 5.34017053 -4.81592147
230 -5.15094249 5.34017053
231 39.90140357 -5.15094249
232 -21.53440443 39.90140357
233 -2.08107463 -21.53440443
234 8.77109892 -2.08107463
235 16.97028639 8.77109892
236 -31.21831466 16.97028639
237 -22.25813836 -31.21831466
238 -41.40548867 -22.25813836
239 10.40638032 -41.40548867
240 -19.03923984 10.40638032
241 -8.94389175 -19.03923984
242 -2.97814758 -8.94389175
243 53.12211453 -2.97814758
244 -24.82287627 53.12211453
245 -16.16783632 -24.82287627
246 -2.82022277 -16.16783632
247 1.32643128 -2.82022277
248 -20.10586440 1.32643128
249 -21.78071927 -20.10586440
250 -32.41502323 -21.78071927
251 -7.69508400 -32.41502323
252 -0.94363545 -7.69508400
253 12.23060005 -0.94363545
254 -10.36129442 12.23060005
255 31.06764721 -10.36129442
256 -5.16075137 31.06764721
257 -4.66646194 -5.16075137
258 21.43917644 -4.66646194
259 -2.01604348 21.43917644
260 -39.03148623 -2.01604348
261 -12.85959945 -39.03148623
262 -0.54794007 -12.85959945
263 25.03665778 -0.54794007
264 10.04778389 25.03665778
265 16.04193976 10.04778389
266 -0.83232743 16.04193976
267 52.53033527 -0.83232743
268 1.34117767 52.53033527
269 0.31427168 1.34117767
270 22.87174615 0.31427168
271 9.74813886 22.87174615
272 11.52817659 9.74813886
273 -0.47794115 11.52817659
274 3.46046503 -0.47794115
275 -6.04437527 3.46046503
276 -3.99130917 -6.04437527
277 -9.04413384 -3.99130917
278 -9.22655002 -9.04413384
279 36.88191853 -9.22655002
280 4.40865138 36.88191853
281 4.22623352 4.40865138
282 -4.71968787 4.22623352
283 -10.74996008 -4.71968787
284 3.40725537 -10.74996008
285 -14.43253935 3.40725537
286 1.74721140 -14.43253935
287 -12.41076708 1.74721140
288 3.04379515 -12.41076708
289 -13.48305916 3.04379515
290 -14.59224271 -13.48305916
291 35.39275379 -14.59224271
292 -5.29778198 35.39275379
293 -0.55492058 -5.29778198
294 -3.05479009 -0.55492058
295 -3.52406697 -3.05479009
296 -42.68417043 -3.52406697
297 -15.97703262 -42.68417043
298 -19.19097376 -15.97703262
299 7.11928028 -19.19097376
300 -13.85412679 7.11928028
301 3.31725885 -13.85412679
302 -19.79518393 3.31725885
303 30.38591958 -19.79518393
304 -11.30718210 30.38591958
305 -4.80743239 -11.30718210
306 10.69516703 -4.80743239
307 -27.67583828 10.69516703
308 6.36699441 -27.67583828
309 -5.24259121 6.36699441
310 18.32370598 -5.24259121
311 1.03664606 18.32370598
312 -18.34894858 1.03664606
313 -7.61281218 -18.34894858
314 2.83192796 -7.61281218
315 48.17962192 2.83192796
316 6.09408892 48.17962192
317 -7.86409015 6.09408892
318 48.36341778 -7.86409015
319 -3.49420028 48.36341778
320 42.42153745 -3.49420028
321 38.07367378 42.42153745
322 132.72485747 38.07367378
323 0.60405989 132.72485747
324 33.12080223 0.60405989
325 -10.15735644 33.12080223
326 8.30713540 -10.15735644
327 28.22638477 8.30713540
328 -7.81852770 28.22638477
329 -12.56419747 -7.81852770
330 7.26837740 -12.56419747
331 -6.23308570 7.26837740
332 -16.70099864 -6.23308570
333 0.78351754 -16.70099864
334 29.02183524 0.78351754
335 -18.87152958 29.02183524
336 -21.79783775 -18.87152958
337 -18.26282495 -21.79783775
338 -32.67407550 -18.26282495
339 67.73631641 -32.67407550
340 14.73678125 67.73631641
341 9.21377264 14.73678125
342 -8.10618866 9.21377264
343 1.50785680 -8.10618866
344 8.77262096 1.50785680
345 -5.59093776 8.77262096
346 13.19584549 -5.59093776
347 21.23710202 13.19584549
348 -29.33176911 21.23710202
349 -53.49771850 -29.33176911
350 -14.41573097 -53.49771850
351 60.88020397 -14.41573097
352 -29.17869780 60.88020397
353 17.43380230 -29.17869780
354 -12.83458136 17.43380230
355 -2.49965916 -12.83458136
356 -6.70224370 -2.49965916
357 -46.20372840 -6.70224370
358 31.79747454 -46.20372840
359 -24.86435678 31.79747454
360 -0.93933126 -24.86435678
361 -39.06272648 -0.93933126
362 0.12532069 -39.06272648
363 14.08686476 0.12532069
364 33.05001144 14.08686476
365 -21.01197106 33.05001144
366 5.58975206 -21.01197106
367 -17.95177085 5.58975206
368 -3.76155837 -17.95177085
369 7.46464860 -3.76155837
370 NA 7.46464860
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 15.59431303 4.45271821
[2,] -18.43388581 15.59431303
[3,] -31.05789592 -18.43388581
[4,] 25.51540059 -31.05789592
[5,] 12.83451726 25.51540059
[6,] -0.57818372 12.83451726
[7,] -14.91917624 -0.57818372
[8,] 8.25623567 -14.91917624
[9,] 15.01198729 8.25623567
[10,] 4.74915190 15.01198729
[11,] 40.11840531 4.74915190
[12,] 12.69182527 40.11840531
[13,] 29.97826865 12.69182527
[14,] 45.74454366 29.97826865
[15,] -26.41751441 45.74454366
[16,] 70.74728495 -26.41751441
[17,] -11.25001927 70.74728495
[18,] -8.96102617 -11.25001927
[19,] 36.59380494 -8.96102617
[20,] -40.50634051 36.59380494
[21,] 17.11885442 -40.50634051
[22,] 25.46731348 17.11885442
[23,] 9.29276455 25.46731348
[24,] -20.48565029 9.29276455
[25,] -19.34432819 -20.48565029
[26,] -13.78013886 -19.34432819
[27,] -39.00619016 -13.78013886
[28,] 4.78791903 -39.00619016
[29,] -36.76550537 4.78791903
[30,] 8.93697923 -36.76550537
[31,] -26.96540055 8.93697923
[32,] 10.75290231 -26.96540055
[33,] 3.16919269 10.75290231
[34,] -49.54056768 3.16919269
[35,] -16.50815530 -49.54056768
[36,] 1.41007374 -16.50815530
[37,] -0.48123938 1.41007374
[38,] 2.87078020 -0.48123938
[39,] -37.53459376 2.87078020
[40,] 17.70445073 -37.53459376
[41,] 2.08188598 17.70445073
[42,] 23.64184760 2.08188598
[43,] -0.04569697 23.64184760
[44,] 0.94542329 -0.04569697
[45,] -22.36005939 0.94542329
[46,] -27.50608585 -22.36005939
[47,] -0.16811657 -27.50608585
[48,] -13.13643849 -0.16811657
[49,] 21.12458110 -13.13643849
[50,] 12.08823638 21.12458110
[51,] -49.86338352 12.08823638
[52,] 29.20909901 -49.86338352
[53,] 10.86290780 29.20909901
[54,] -4.11746587 10.86290780
[55,] -10.45572870 -4.11746587
[56,] -11.47620980 -10.45572870
[57,] -8.35758448 -11.47620980
[58,] -17.04578986 -8.35758448
[59,] -26.73697991 -17.04578986
[60,] 7.53946395 -26.73697991
[61,] 29.07607033 7.53946395
[62,] -6.57388551 29.07607033
[63,] -54.99440456 -6.57388551
[64,] 20.97329948 -54.99440456
[65,] 6.98208039 20.97329948
[66,] 24.40399630 6.98208039
[67,] 6.88211207 24.40399630
[68,] 20.07815192 6.88211207
[69,] 29.62693596 20.07815192
[70,] 42.90664217 29.62693596
[71,] 31.27080062 42.90664217
[72,] 27.23421088 31.27080062
[73,] 20.44623212 27.23421088
[74,] 3.44534395 20.44623212
[75,] -67.37233724 3.44534395
[76,] 28.97571871 -67.37233724
[77,] 10.54792827 28.97571871
[78,] 14.86415962 10.54792827
[79,] -33.37722895 14.86415962
[80,] 0.67603656 -33.37722895
[81,] -11.27740747 0.67603656
[82,] -6.18636902 -11.27740747
[83,] -17.12215396 -6.18636902
[84,] -3.03188677 -17.12215396
[85,] 26.11707219 -3.03188677
[86,] -27.48632845 26.11707219
[87,] -50.20003393 -27.48632845
[88,] 2.37971658 -50.20003393
[89,] 17.49628650 2.37971658
[90,] -4.61564278 17.49628650
[91,] 9.57778844 -4.61564278
[92,] 2.01103608 9.57778844
[93,] 3.49356659 2.01103608
[94,] -28.32378164 3.49356659
[95,] -5.03572430 -28.32378164
[96,] 21.97407486 -5.03572430
[97,] -1.72999451 21.97407486
[98,] 28.89080936 -1.72999451
[99,] -36.59186464 28.89080936
[100,] 5.11416138 -36.59186464
[101,] -21.36044463 5.11416138
[102,] -1.92216343 -21.36044463
[103,] -3.76079288 -1.92216343
[104,] 27.68759935 -3.76079288
[105,] 1.07628970 27.68759935
[106,] -20.38049270 1.07628970
[107,] -20.29227605 -20.38049270
[108,] -3.92618268 -20.29227605
[109,] 18.13042645 -3.92618268
[110,] 18.86664818 18.13042645
[111,] -25.17768111 18.86664818
[112,] -5.48594035 -25.17768111
[113,] -1.39975355 -5.48594035
[114,] 13.55308885 -1.39975355
[115,] 9.67037131 13.55308885
[116,] 42.68966919 9.67037131
[117,] 15.40915688 42.68966919
[118,] 38.60094374 15.40915688
[119,] 55.74099424 38.60094374
[120,] 25.68303290 55.74099424
[121,] 32.11890752 25.68303290
[122,] 0.15198208 32.11890752
[123,] -28.54451220 0.15198208
[124,] 16.70112468 -28.54451220
[125,] -14.41498787 16.70112468
[126,] -32.69207288 -14.41498787
[127,] -9.81736805 -32.69207288
[128,] -15.04644978 -9.81736805
[129,] 29.10229383 -15.04644978
[130,] -12.57528604 29.10229383
[131,] -3.48267985 -12.57528604
[132,] -15.10193766 -3.48267985
[133,] -32.20306816 -15.10193766
[134,] 0.64387523 -32.20306816
[135,] -26.62757153 0.64387523
[136,] 7.14124369 -26.62757153
[137,] 5.00034585 7.14124369
[138,] 1.69609031 5.00034585
[139,] 19.12889250 1.69609031
[140,] 17.78088395 19.12889250
[141,] -14.08980521 17.78088395
[142,] -12.68155782 -14.08980521
[143,] -30.49809118 -12.68155782
[144,] 52.05527223 -30.49809118
[145,] -19.47238485 52.05527223
[146,] -0.48468935 -19.47238485
[147,] 7.04245540 -0.48468935
[148,] -5.91288097 7.04245540
[149,] 14.70339824 -5.91288097
[150,] -22.70341386 14.70339824
[151,] 39.45881817 -22.70341386
[152,] 19.40286891 39.45881817
[153,] 48.05616041 19.40286891
[154,] 11.71329704 48.05616041
[155,] 25.62094185 11.71329704
[156,] 1.46703061 25.62094185
[157,] -10.75659655 1.46703061
[158,] 3.47200393 -10.75659655
[159,] -5.00012017 3.47200393
[160,] -8.58915761 -5.00012017
[161,] -17.15913733 -8.58915761
[162,] -19.63234493 -17.15913733
[163,] 1.77139860 -19.63234493
[164,] -12.45620618 1.77139860
[165,] 9.88144464 -12.45620618
[166,] -15.34838520 9.88144464
[167,] -20.43526624 -15.34838520
[168,] 8.66253765 -20.43526624
[169,] -6.89858019 8.66253765
[170,] 30.40719616 -6.89858019
[171,] -46.91519720 30.40719616
[172,] -12.89152564 -46.91519720
[173,] 33.21397331 -12.89152564
[174,] -23.47891085 33.21397331
[175,] -5.21940321 -23.47891085
[176,] 27.31876762 -5.21940321
[177,] -0.59990115 27.31876762
[178,] 12.75186153 -0.59990115
[179,] 15.47529939 12.75186153
[180,] -20.41606835 15.47529939
[181,] -3.88416713 -20.41606835
[182,] 17.02822924 -3.88416713
[183,] -12.50574106 17.02822924
[184,] -17.18752753 -12.50574106
[185,] -5.93975090 -17.18752753
[186,] -10.98213352 -5.93975090
[187,] 8.24600810 -10.98213352
[188,] 23.55396183 8.24600810
[189,] -10.79298336 23.55396183
[190,] -0.46629876 -10.79298336
[191,] -14.16368379 -0.46629876
[192,] -0.46665870 -14.16368379
[193,] -0.67317426 -0.46665870
[194,] -10.03104769 -0.67317426
[195,] 19.91723812 -10.03104769
[196,] -56.49427810 19.91723812
[197,] 21.22376112 -56.49427810
[198,] -14.13368325 21.22376112
[199,] 8.59100549 -14.13368325
[200,] -11.78479702 8.59100549
[201,] 6.03045419 -11.78479702
[202,] -22.75590440 6.03045419
[203,] 14.21233307 -22.75590440
[204,] -27.33480995 14.21233307
[205,] 18.01687820 -27.33480995
[206,] -10.10314308 18.01687820
[207,] 10.37631966 -10.10314308
[208,] -42.27965351 10.37631966
[209,] 5.16115243 -42.27965351
[210,] -17.87552245 5.16115243
[211,] 0.49744190 -17.87552245
[212,] -7.00694894 0.49744190
[213,] -14.95851465 -7.00694894
[214,] -30.94533561 -14.95851465
[215,] -24.00343247 -30.94533561
[216,] 7.57913074 -24.00343247
[217,] 7.97533776 7.57913074
[218,] 22.04558138 7.97533776
[219,] 2.08154394 22.04558138
[220,] -34.91894411 2.08154394
[221,] 6.71126616 -34.91894411
[222,] -18.86686322 6.71126616
[223,] 8.73506550 -18.86686322
[224,] -15.16853278 8.73506550
[225,] 2.96130675 -15.16853278
[226,] -29.14532472 2.96130675
[227,] -8.83899305 -29.14532472
[228,] -4.81592147 -8.83899305
[229,] 5.34017053 -4.81592147
[230,] -5.15094249 5.34017053
[231,] 39.90140357 -5.15094249
[232,] -21.53440443 39.90140357
[233,] -2.08107463 -21.53440443
[234,] 8.77109892 -2.08107463
[235,] 16.97028639 8.77109892
[236,] -31.21831466 16.97028639
[237,] -22.25813836 -31.21831466
[238,] -41.40548867 -22.25813836
[239,] 10.40638032 -41.40548867
[240,] -19.03923984 10.40638032
[241,] -8.94389175 -19.03923984
[242,] -2.97814758 -8.94389175
[243,] 53.12211453 -2.97814758
[244,] -24.82287627 53.12211453
[245,] -16.16783632 -24.82287627
[246,] -2.82022277 -16.16783632
[247,] 1.32643128 -2.82022277
[248,] -20.10586440 1.32643128
[249,] -21.78071927 -20.10586440
[250,] -32.41502323 -21.78071927
[251,] -7.69508400 -32.41502323
[252,] -0.94363545 -7.69508400
[253,] 12.23060005 -0.94363545
[254,] -10.36129442 12.23060005
[255,] 31.06764721 -10.36129442
[256,] -5.16075137 31.06764721
[257,] -4.66646194 -5.16075137
[258,] 21.43917644 -4.66646194
[259,] -2.01604348 21.43917644
[260,] -39.03148623 -2.01604348
[261,] -12.85959945 -39.03148623
[262,] -0.54794007 -12.85959945
[263,] 25.03665778 -0.54794007
[264,] 10.04778389 25.03665778
[265,] 16.04193976 10.04778389
[266,] -0.83232743 16.04193976
[267,] 52.53033527 -0.83232743
[268,] 1.34117767 52.53033527
[269,] 0.31427168 1.34117767
[270,] 22.87174615 0.31427168
[271,] 9.74813886 22.87174615
[272,] 11.52817659 9.74813886
[273,] -0.47794115 11.52817659
[274,] 3.46046503 -0.47794115
[275,] -6.04437527 3.46046503
[276,] -3.99130917 -6.04437527
[277,] -9.04413384 -3.99130917
[278,] -9.22655002 -9.04413384
[279,] 36.88191853 -9.22655002
[280,] 4.40865138 36.88191853
[281,] 4.22623352 4.40865138
[282,] -4.71968787 4.22623352
[283,] -10.74996008 -4.71968787
[284,] 3.40725537 -10.74996008
[285,] -14.43253935 3.40725537
[286,] 1.74721140 -14.43253935
[287,] -12.41076708 1.74721140
[288,] 3.04379515 -12.41076708
[289,] -13.48305916 3.04379515
[290,] -14.59224271 -13.48305916
[291,] 35.39275379 -14.59224271
[292,] -5.29778198 35.39275379
[293,] -0.55492058 -5.29778198
[294,] -3.05479009 -0.55492058
[295,] -3.52406697 -3.05479009
[296,] -42.68417043 -3.52406697
[297,] -15.97703262 -42.68417043
[298,] -19.19097376 -15.97703262
[299,] 7.11928028 -19.19097376
[300,] -13.85412679 7.11928028
[301,] 3.31725885 -13.85412679
[302,] -19.79518393 3.31725885
[303,] 30.38591958 -19.79518393
[304,] -11.30718210 30.38591958
[305,] -4.80743239 -11.30718210
[306,] 10.69516703 -4.80743239
[307,] -27.67583828 10.69516703
[308,] 6.36699441 -27.67583828
[309,] -5.24259121 6.36699441
[310,] 18.32370598 -5.24259121
[311,] 1.03664606 18.32370598
[312,] -18.34894858 1.03664606
[313,] -7.61281218 -18.34894858
[314,] 2.83192796 -7.61281218
[315,] 48.17962192 2.83192796
[316,] 6.09408892 48.17962192
[317,] -7.86409015 6.09408892
[318,] 48.36341778 -7.86409015
[319,] -3.49420028 48.36341778
[320,] 42.42153745 -3.49420028
[321,] 38.07367378 42.42153745
[322,] 132.72485747 38.07367378
[323,] 0.60405989 132.72485747
[324,] 33.12080223 0.60405989
[325,] -10.15735644 33.12080223
[326,] 8.30713540 -10.15735644
[327,] 28.22638477 8.30713540
[328,] -7.81852770 28.22638477
[329,] -12.56419747 -7.81852770
[330,] 7.26837740 -12.56419747
[331,] -6.23308570 7.26837740
[332,] -16.70099864 -6.23308570
[333,] 0.78351754 -16.70099864
[334,] 29.02183524 0.78351754
[335,] -18.87152958 29.02183524
[336,] -21.79783775 -18.87152958
[337,] -18.26282495 -21.79783775
[338,] -32.67407550 -18.26282495
[339,] 67.73631641 -32.67407550
[340,] 14.73678125 67.73631641
[341,] 9.21377264 14.73678125
[342,] -8.10618866 9.21377264
[343,] 1.50785680 -8.10618866
[344,] 8.77262096 1.50785680
[345,] -5.59093776 8.77262096
[346,] 13.19584549 -5.59093776
[347,] 21.23710202 13.19584549
[348,] -29.33176911 21.23710202
[349,] -53.49771850 -29.33176911
[350,] -14.41573097 -53.49771850
[351,] 60.88020397 -14.41573097
[352,] -29.17869780 60.88020397
[353,] 17.43380230 -29.17869780
[354,] -12.83458136 17.43380230
[355,] -2.49965916 -12.83458136
[356,] -6.70224370 -2.49965916
[357,] -46.20372840 -6.70224370
[358,] 31.79747454 -46.20372840
[359,] -24.86435678 31.79747454
[360,] -0.93933126 -24.86435678
[361,] -39.06272648 -0.93933126
[362,] 0.12532069 -39.06272648
[363,] 14.08686476 0.12532069
[364,] 33.05001144 14.08686476
[365,] -21.01197106 33.05001144
[366,] 5.58975206 -21.01197106
[367,] -17.95177085 5.58975206
[368,] -3.76155837 -17.95177085
[369,] 7.46464860 -3.76155837
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 15.59431303 4.45271821
2 -18.43388581 15.59431303
3 -31.05789592 -18.43388581
4 25.51540059 -31.05789592
5 12.83451726 25.51540059
6 -0.57818372 12.83451726
7 -14.91917624 -0.57818372
8 8.25623567 -14.91917624
9 15.01198729 8.25623567
10 4.74915190 15.01198729
11 40.11840531 4.74915190
12 12.69182527 40.11840531
13 29.97826865 12.69182527
14 45.74454366 29.97826865
15 -26.41751441 45.74454366
16 70.74728495 -26.41751441
17 -11.25001927 70.74728495
18 -8.96102617 -11.25001927
19 36.59380494 -8.96102617
20 -40.50634051 36.59380494
21 17.11885442 -40.50634051
22 25.46731348 17.11885442
23 9.29276455 25.46731348
24 -20.48565029 9.29276455
25 -19.34432819 -20.48565029
26 -13.78013886 -19.34432819
27 -39.00619016 -13.78013886
28 4.78791903 -39.00619016
29 -36.76550537 4.78791903
30 8.93697923 -36.76550537
31 -26.96540055 8.93697923
32 10.75290231 -26.96540055
33 3.16919269 10.75290231
34 -49.54056768 3.16919269
35 -16.50815530 -49.54056768
36 1.41007374 -16.50815530
37 -0.48123938 1.41007374
38 2.87078020 -0.48123938
39 -37.53459376 2.87078020
40 17.70445073 -37.53459376
41 2.08188598 17.70445073
42 23.64184760 2.08188598
43 -0.04569697 23.64184760
44 0.94542329 -0.04569697
45 -22.36005939 0.94542329
46 -27.50608585 -22.36005939
47 -0.16811657 -27.50608585
48 -13.13643849 -0.16811657
49 21.12458110 -13.13643849
50 12.08823638 21.12458110
51 -49.86338352 12.08823638
52 29.20909901 -49.86338352
53 10.86290780 29.20909901
54 -4.11746587 10.86290780
55 -10.45572870 -4.11746587
56 -11.47620980 -10.45572870
57 -8.35758448 -11.47620980
58 -17.04578986 -8.35758448
59 -26.73697991 -17.04578986
60 7.53946395 -26.73697991
61 29.07607033 7.53946395
62 -6.57388551 29.07607033
63 -54.99440456 -6.57388551
64 20.97329948 -54.99440456
65 6.98208039 20.97329948
66 24.40399630 6.98208039
67 6.88211207 24.40399630
68 20.07815192 6.88211207
69 29.62693596 20.07815192
70 42.90664217 29.62693596
71 31.27080062 42.90664217
72 27.23421088 31.27080062
73 20.44623212 27.23421088
74 3.44534395 20.44623212
75 -67.37233724 3.44534395
76 28.97571871 -67.37233724
77 10.54792827 28.97571871
78 14.86415962 10.54792827
79 -33.37722895 14.86415962
80 0.67603656 -33.37722895
81 -11.27740747 0.67603656
82 -6.18636902 -11.27740747
83 -17.12215396 -6.18636902
84 -3.03188677 -17.12215396
85 26.11707219 -3.03188677
86 -27.48632845 26.11707219
87 -50.20003393 -27.48632845
88 2.37971658 -50.20003393
89 17.49628650 2.37971658
90 -4.61564278 17.49628650
91 9.57778844 -4.61564278
92 2.01103608 9.57778844
93 3.49356659 2.01103608
94 -28.32378164 3.49356659
95 -5.03572430 -28.32378164
96 21.97407486 -5.03572430
97 -1.72999451 21.97407486
98 28.89080936 -1.72999451
99 -36.59186464 28.89080936
100 5.11416138 -36.59186464
101 -21.36044463 5.11416138
102 -1.92216343 -21.36044463
103 -3.76079288 -1.92216343
104 27.68759935 -3.76079288
105 1.07628970 27.68759935
106 -20.38049270 1.07628970
107 -20.29227605 -20.38049270
108 -3.92618268 -20.29227605
109 18.13042645 -3.92618268
110 18.86664818 18.13042645
111 -25.17768111 18.86664818
112 -5.48594035 -25.17768111
113 -1.39975355 -5.48594035
114 13.55308885 -1.39975355
115 9.67037131 13.55308885
116 42.68966919 9.67037131
117 15.40915688 42.68966919
118 38.60094374 15.40915688
119 55.74099424 38.60094374
120 25.68303290 55.74099424
121 32.11890752 25.68303290
122 0.15198208 32.11890752
123 -28.54451220 0.15198208
124 16.70112468 -28.54451220
125 -14.41498787 16.70112468
126 -32.69207288 -14.41498787
127 -9.81736805 -32.69207288
128 -15.04644978 -9.81736805
129 29.10229383 -15.04644978
130 -12.57528604 29.10229383
131 -3.48267985 -12.57528604
132 -15.10193766 -3.48267985
133 -32.20306816 -15.10193766
134 0.64387523 -32.20306816
135 -26.62757153 0.64387523
136 7.14124369 -26.62757153
137 5.00034585 7.14124369
138 1.69609031 5.00034585
139 19.12889250 1.69609031
140 17.78088395 19.12889250
141 -14.08980521 17.78088395
142 -12.68155782 -14.08980521
143 -30.49809118 -12.68155782
144 52.05527223 -30.49809118
145 -19.47238485 52.05527223
146 -0.48468935 -19.47238485
147 7.04245540 -0.48468935
148 -5.91288097 7.04245540
149 14.70339824 -5.91288097
150 -22.70341386 14.70339824
151 39.45881817 -22.70341386
152 19.40286891 39.45881817
153 48.05616041 19.40286891
154 11.71329704 48.05616041
155 25.62094185 11.71329704
156 1.46703061 25.62094185
157 -10.75659655 1.46703061
158 3.47200393 -10.75659655
159 -5.00012017 3.47200393
160 -8.58915761 -5.00012017
161 -17.15913733 -8.58915761
162 -19.63234493 -17.15913733
163 1.77139860 -19.63234493
164 -12.45620618 1.77139860
165 9.88144464 -12.45620618
166 -15.34838520 9.88144464
167 -20.43526624 -15.34838520
168 8.66253765 -20.43526624
169 -6.89858019 8.66253765
170 30.40719616 -6.89858019
171 -46.91519720 30.40719616
172 -12.89152564 -46.91519720
173 33.21397331 -12.89152564
174 -23.47891085 33.21397331
175 -5.21940321 -23.47891085
176 27.31876762 -5.21940321
177 -0.59990115 27.31876762
178 12.75186153 -0.59990115
179 15.47529939 12.75186153
180 -20.41606835 15.47529939
181 -3.88416713 -20.41606835
182 17.02822924 -3.88416713
183 -12.50574106 17.02822924
184 -17.18752753 -12.50574106
185 -5.93975090 -17.18752753
186 -10.98213352 -5.93975090
187 8.24600810 -10.98213352
188 23.55396183 8.24600810
189 -10.79298336 23.55396183
190 -0.46629876 -10.79298336
191 -14.16368379 -0.46629876
192 -0.46665870 -14.16368379
193 -0.67317426 -0.46665870
194 -10.03104769 -0.67317426
195 19.91723812 -10.03104769
196 -56.49427810 19.91723812
197 21.22376112 -56.49427810
198 -14.13368325 21.22376112
199 8.59100549 -14.13368325
200 -11.78479702 8.59100549
201 6.03045419 -11.78479702
202 -22.75590440 6.03045419
203 14.21233307 -22.75590440
204 -27.33480995 14.21233307
205 18.01687820 -27.33480995
206 -10.10314308 18.01687820
207 10.37631966 -10.10314308
208 -42.27965351 10.37631966
209 5.16115243 -42.27965351
210 -17.87552245 5.16115243
211 0.49744190 -17.87552245
212 -7.00694894 0.49744190
213 -14.95851465 -7.00694894
214 -30.94533561 -14.95851465
215 -24.00343247 -30.94533561
216 7.57913074 -24.00343247
217 7.97533776 7.57913074
218 22.04558138 7.97533776
219 2.08154394 22.04558138
220 -34.91894411 2.08154394
221 6.71126616 -34.91894411
222 -18.86686322 6.71126616
223 8.73506550 -18.86686322
224 -15.16853278 8.73506550
225 2.96130675 -15.16853278
226 -29.14532472 2.96130675
227 -8.83899305 -29.14532472
228 -4.81592147 -8.83899305
229 5.34017053 -4.81592147
230 -5.15094249 5.34017053
231 39.90140357 -5.15094249
232 -21.53440443 39.90140357
233 -2.08107463 -21.53440443
234 8.77109892 -2.08107463
235 16.97028639 8.77109892
236 -31.21831466 16.97028639
237 -22.25813836 -31.21831466
238 -41.40548867 -22.25813836
239 10.40638032 -41.40548867
240 -19.03923984 10.40638032
241 -8.94389175 -19.03923984
242 -2.97814758 -8.94389175
243 53.12211453 -2.97814758
244 -24.82287627 53.12211453
245 -16.16783632 -24.82287627
246 -2.82022277 -16.16783632
247 1.32643128 -2.82022277
248 -20.10586440 1.32643128
249 -21.78071927 -20.10586440
250 -32.41502323 -21.78071927
251 -7.69508400 -32.41502323
252 -0.94363545 -7.69508400
253 12.23060005 -0.94363545
254 -10.36129442 12.23060005
255 31.06764721 -10.36129442
256 -5.16075137 31.06764721
257 -4.66646194 -5.16075137
258 21.43917644 -4.66646194
259 -2.01604348 21.43917644
260 -39.03148623 -2.01604348
261 -12.85959945 -39.03148623
262 -0.54794007 -12.85959945
263 25.03665778 -0.54794007
264 10.04778389 25.03665778
265 16.04193976 10.04778389
266 -0.83232743 16.04193976
267 52.53033527 -0.83232743
268 1.34117767 52.53033527
269 0.31427168 1.34117767
270 22.87174615 0.31427168
271 9.74813886 22.87174615
272 11.52817659 9.74813886
273 -0.47794115 11.52817659
274 3.46046503 -0.47794115
275 -6.04437527 3.46046503
276 -3.99130917 -6.04437527
277 -9.04413384 -3.99130917
278 -9.22655002 -9.04413384
279 36.88191853 -9.22655002
280 4.40865138 36.88191853
281 4.22623352 4.40865138
282 -4.71968787 4.22623352
283 -10.74996008 -4.71968787
284 3.40725537 -10.74996008
285 -14.43253935 3.40725537
286 1.74721140 -14.43253935
287 -12.41076708 1.74721140
288 3.04379515 -12.41076708
289 -13.48305916 3.04379515
290 -14.59224271 -13.48305916
291 35.39275379 -14.59224271
292 -5.29778198 35.39275379
293 -0.55492058 -5.29778198
294 -3.05479009 -0.55492058
295 -3.52406697 -3.05479009
296 -42.68417043 -3.52406697
297 -15.97703262 -42.68417043
298 -19.19097376 -15.97703262
299 7.11928028 -19.19097376
300 -13.85412679 7.11928028
301 3.31725885 -13.85412679
302 -19.79518393 3.31725885
303 30.38591958 -19.79518393
304 -11.30718210 30.38591958
305 -4.80743239 -11.30718210
306 10.69516703 -4.80743239
307 -27.67583828 10.69516703
308 6.36699441 -27.67583828
309 -5.24259121 6.36699441
310 18.32370598 -5.24259121
311 1.03664606 18.32370598
312 -18.34894858 1.03664606
313 -7.61281218 -18.34894858
314 2.83192796 -7.61281218
315 48.17962192 2.83192796
316 6.09408892 48.17962192
317 -7.86409015 6.09408892
318 48.36341778 -7.86409015
319 -3.49420028 48.36341778
320 42.42153745 -3.49420028
321 38.07367378 42.42153745
322 132.72485747 38.07367378
323 0.60405989 132.72485747
324 33.12080223 0.60405989
325 -10.15735644 33.12080223
326 8.30713540 -10.15735644
327 28.22638477 8.30713540
328 -7.81852770 28.22638477
329 -12.56419747 -7.81852770
330 7.26837740 -12.56419747
331 -6.23308570 7.26837740
332 -16.70099864 -6.23308570
333 0.78351754 -16.70099864
334 29.02183524 0.78351754
335 -18.87152958 29.02183524
336 -21.79783775 -18.87152958
337 -18.26282495 -21.79783775
338 -32.67407550 -18.26282495
339 67.73631641 -32.67407550
340 14.73678125 67.73631641
341 9.21377264 14.73678125
342 -8.10618866 9.21377264
343 1.50785680 -8.10618866
344 8.77262096 1.50785680
345 -5.59093776 8.77262096
346 13.19584549 -5.59093776
347 21.23710202 13.19584549
348 -29.33176911 21.23710202
349 -53.49771850 -29.33176911
350 -14.41573097 -53.49771850
351 60.88020397 -14.41573097
352 -29.17869780 60.88020397
353 17.43380230 -29.17869780
354 -12.83458136 17.43380230
355 -2.49965916 -12.83458136
356 -6.70224370 -2.49965916
357 -46.20372840 -6.70224370
358 31.79747454 -46.20372840
359 -24.86435678 31.79747454
360 -0.93933126 -24.86435678
361 -39.06272648 -0.93933126
362 0.12532069 -39.06272648
363 14.08686476 0.12532069
364 33.05001144 14.08686476
365 -21.01197106 33.05001144
366 5.58975206 -21.01197106
367 -17.95177085 5.58975206
368 -3.76155837 -17.95177085
369 7.46464860 -3.76155837
> 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/rcomp/tmp/7y1p81290857723.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/8y1p81290857723.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/9y1p81290857723.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/rcomp/tmp/10rsot1290857723.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/rcomp/tmp/11cb5h1290857723.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/rcomp/tmp/12gt3n1290857723.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/rcomp/tmp/13cl1w1290857723.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/rcomp/tmp/14f3ik1290857723.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/rcomp/tmp/15jmyq1290857723.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/rcomp/tmp/16mmxv1290857723.tab")
+ }
>
> try(system("convert tmp/12r901290857723.ps tmp/12r901290857723.png",intern=TRUE))
character(0)
> try(system("convert tmp/22r901290857723.ps tmp/22r901290857723.png",intern=TRUE))
character(0)
> try(system("convert tmp/3diq21290857723.ps tmp/3diq21290857723.png",intern=TRUE))
character(0)
> try(system("convert tmp/4diq21290857723.ps tmp/4diq21290857723.png",intern=TRUE))
character(0)
> try(system("convert tmp/5diq21290857723.ps tmp/5diq21290857723.png",intern=TRUE))
character(0)
> try(system("convert tmp/6os8o1290857723.ps tmp/6os8o1290857723.png",intern=TRUE))
character(0)
> try(system("convert tmp/7y1p81290857723.ps tmp/7y1p81290857723.png",intern=TRUE))
character(0)
> try(system("convert tmp/8y1p81290857723.ps tmp/8y1p81290857723.png",intern=TRUE))
character(0)
> try(system("convert tmp/9y1p81290857723.ps tmp/9y1p81290857723.png",intern=TRUE))
character(0)
> try(system("convert tmp/10rsot1290857723.ps tmp/10rsot1290857723.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.500 1.340 13.775