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Type 'q()' to quit R. > x <- array(list(4831 + ,0 + ,3695 + ,2462 + ,2146 + ,1579 + ,5134 + ,0 + ,4831 + ,3695 + ,2462 + ,2146 + ,6250 + ,0 + ,5134 + ,4831 + ,3695 + ,2462 + ,5760 + ,0 + ,6250 + ,5134 + ,4831 + ,3695 + ,6249 + ,0 + ,5760 + ,6250 + ,5134 + ,4831 + ,2917 + ,0 + ,6249 + ,5760 + ,6250 + ,5134 + ,1741 + ,0 + ,2917 + ,6249 + ,5760 + ,6250 + ,2359 + ,0 + ,1741 + ,2917 + ,6249 + ,5760 + ,1511 + ,1 + ,2359 + ,1741 + ,2917 + ,6249 + ,2059 + ,0 + ,1511 + ,2359 + ,1741 + ,2917 + ,2635 + ,0 + ,2059 + ,1511 + ,2359 + ,1741 + ,2867 + ,0 + ,2635 + ,2059 + ,1511 + ,2359 + ,4403 + ,0 + ,2867 + ,2635 + ,2059 + ,1511 + ,5720 + ,0 + ,4403 + ,2867 + ,2635 + ,2059 + ,4502 + ,0 + ,5720 + ,4403 + ,2867 + ,2635 + ,5749 + ,0 + ,4502 + ,5720 + ,4403 + ,2867 + ,5627 + ,0 + ,5749 + ,4502 + ,5720 + ,4403 + ,2846 + ,0 + ,5627 + ,5749 + ,4502 + ,5720 + ,1762 + ,0 + ,2846 + ,5627 + ,5749 + ,4502 + ,2429 + ,0 + ,1762 + ,2846 + ,5627 + ,5749 + ,1169 + ,0 + ,2429 + ,1762 + ,2846 + ,5627 + ,2154 + ,1 + 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,2939 + ,5964 + ,0 + ,5657 + ,6415 + ,6208 + ,4500 + ,3163 + ,0 + ,5964 + ,5657 + ,6415 + ,6208 + ,1997 + ,0 + ,3163 + ,5964 + ,5657 + ,6415 + ,2422 + ,0 + ,1997 + ,3163 + ,5964 + ,5657 + ,1376 + ,0 + ,2422 + ,1997 + ,3163 + ,5964 + ,2202 + ,0 + ,1376 + ,2422 + ,1997 + ,3163 + ,2683 + ,0 + ,2202 + ,1376 + ,2422 + ,1997 + ,3303 + ,0 + ,2683 + ,2202 + ,1376 + ,2422 + ,5202 + ,0 + ,3303 + ,2683 + ,2202 + ,1376 + ,5231 + ,0 + ,5202 + ,3303 + ,2683 + ,2202 + ,4880 + ,0 + ,5231 + ,5202 + ,3303 + ,2683 + ,7998 + ,1 + ,4880 + ,5231 + ,5202 + ,3303 + ,4977 + ,0 + ,7998 + ,4880 + ,5231 + ,5202 + ,3531 + ,0 + ,4977 + ,7998 + ,4880 + ,5231 + ,2025 + ,0 + ,3531 + ,4977 + ,7998 + ,4880 + ,2205 + ,0 + ,2025 + ,3531 + ,4977 + ,7998 + ,1442 + ,0 + ,2205 + ,2025 + ,3531 + ,4977 + ,2238 + ,0 + ,1442 + ,2205 + ,2025 + ,3531 + ,2179 + ,0 + ,2238 + ,1442 + ,2205 + ,2025 + ,3218 + ,0 + ,2179 + ,2238 + ,1442 + ,2205 + ,5139 + ,0 + ,3218 + ,2179 + ,2238 + ,1442 + ,4990 + ,0 + ,5139 + ,3218 + ,2179 + ,2238 + ,4914 + ,0 + ,4990 + ,5139 + ,3218 + ,2179 + ,6084 + ,0 + ,4914 + ,4990 + ,5139 + ,3218 + ,5672 + ,1 + ,6084 + ,4914 + ,4990 + ,5139 + ,3548 + ,0 + ,5672 + ,6084 + ,4914 + ,4990 + ,1793 + ,0 + ,3548 + ,5672 + ,6084 + ,4914 + ,2086 + ,0 + ,1793 + ,3548 + ,5672 + ,6084) + ,dim=c(6 + ,116) + ,dimnames=list(c('Y' + ,'X' + ,'Y1' + ,'Y2' + ,'Y3' + ,'Y4') + ,1:116)) > y <- array(NA,dim=c(6,116),dimnames=list(c('Y','X','Y1','Y2','Y3','Y4'),1:116)) > 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 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 Y X Y1 Y2 Y3 Y4 M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 4831 0 3695 2462 2146 1579 1 0 0 0 0 0 0 0 0 0 0 1 2 5134 0 4831 3695 2462 2146 0 1 0 0 0 0 0 0 0 0 0 2 3 6250 0 5134 4831 3695 2462 0 0 1 0 0 0 0 0 0 0 0 3 4 5760 0 6250 5134 4831 3695 0 0 0 1 0 0 0 0 0 0 0 4 5 6249 0 5760 6250 5134 4831 0 0 0 0 1 0 0 0 0 0 0 5 6 2917 0 6249 5760 6250 5134 0 0 0 0 0 1 0 0 0 0 0 6 7 1741 0 2917 6249 5760 6250 0 0 0 0 0 0 1 0 0 0 0 7 8 2359 0 1741 2917 6249 5760 0 0 0 0 0 0 0 1 0 0 0 8 9 1511 1 2359 1741 2917 6249 0 0 0 0 0 0 0 0 1 0 0 9 10 2059 0 1511 2359 1741 2917 0 0 0 0 0 0 0 0 0 1 0 10 11 2635 0 2059 1511 2359 1741 0 0 0 0 0 0 0 0 0 0 1 11 12 2867 0 2635 2059 1511 2359 0 0 0 0 0 0 0 0 0 0 0 12 13 4403 0 2867 2635 2059 1511 1 0 0 0 0 0 0 0 0 0 0 13 14 5720 0 4403 2867 2635 2059 0 1 0 0 0 0 0 0 0 0 0 14 15 4502 0 5720 4403 2867 2635 0 0 1 0 0 0 0 0 0 0 0 15 16 5749 0 4502 5720 4403 2867 0 0 0 1 0 0 0 0 0 0 0 16 17 5627 0 5749 4502 5720 4403 0 0 0 0 1 0 0 0 0 0 0 17 18 2846 0 5627 5749 4502 5720 0 0 0 0 0 1 0 0 0 0 0 18 19 1762 0 2846 5627 5749 4502 0 0 0 0 0 0 1 0 0 0 0 19 20 2429 0 1762 2846 5627 5749 0 0 0 0 0 0 0 1 0 0 0 20 21 1169 0 2429 1762 2846 5627 0 0 0 0 0 0 0 0 1 0 0 21 22 2154 1 1169 2429 1762 2846 0 0 0 0 0 0 0 0 0 1 0 22 23 2249 0 2154 1169 2429 1762 0 0 0 0 0 0 0 0 0 0 1 23 24 2687 0 2249 2154 1169 2429 0 0 0 0 0 0 0 0 0 0 0 24 25 4359 0 2687 2249 2154 1169 1 0 0 0 0 0 0 0 0 0 0 25 26 5382 0 4359 2687 2249 2154 0 1 0 0 0 0 0 0 0 0 0 26 27 4459 0 5382 4359 2687 2249 0 0 1 0 0 0 0 0 0 0 0 27 28 6398 0 4459 5382 4359 2687 0 0 0 1 0 0 0 0 0 0 0 28 29 4596 0 6398 4459 5382 4359 0 0 0 0 1 0 0 0 0 0 0 29 30 3024 0 4596 6398 4459 5382 0 0 0 0 0 1 0 0 0 0 0 30 31 1887 0 3024 4596 6398 4459 0 0 0 0 0 0 1 0 0 0 0 31 32 2070 0 1887 3024 4596 6398 0 0 0 0 0 0 0 1 0 0 0 32 33 1351 0 2070 1887 3024 4596 0 0 0 0 0 0 0 0 1 0 0 33 34 2218 0 1351 2070 1887 3024 0 0 0 0 0 0 0 0 0 1 0 34 35 2461 1 2218 1351 2070 1887 0 0 0 0 0 0 0 0 0 0 1 35 36 3028 0 2461 2218 1351 2070 0 0 0 0 0 0 0 0 0 0 0 36 37 4784 0 3028 2461 2218 1351 1 0 0 0 0 0 0 0 0 0 0 37 38 4975 0 4784 3028 2461 2218 0 1 0 0 0 0 0 0 0 0 0 38 39 4607 0 4975 4784 3028 2461 0 0 1 0 0 0 0 0 0 0 0 39 40 6249 0 4607 4975 4784 3028 0 0 0 1 0 0 0 0 0 0 0 40 41 4809 0 6249 4607 4975 4784 0 0 0 0 1 0 0 0 0 0 0 41 42 3157 0 4809 6249 4607 4975 0 0 0 0 0 1 0 0 0 0 0 42 43 1910 0 3157 4809 6249 4607 0 0 0 0 0 0 1 0 0 0 0 43 44 2228 0 1910 3157 4809 6249 0 0 0 0 0 0 0 1 0 0 0 44 45 1594 0 2228 1910 3157 4809 0 0 0 0 0 0 0 0 1 0 0 45 46 2467 0 1594 2228 1910 3157 0 0 0 0 0 0 0 0 0 1 0 46 47 2222 0 2467 1594 2228 1910 0 0 0 0 0 0 0 0 0 0 1 47 48 3607 1 2222 2467 1594 2228 0 0 0 0 0 0 0 0 0 0 0 48 49 4685 0 3607 2222 2467 1594 1 0 0 0 0 0 0 0 0 0 0 49 50 4962 0 4685 3607 2222 2467 0 1 0 0 0 0 0 0 0 0 0 50 51 5770 0 4962 4685 3607 2222 0 0 1 0 0 0 0 0 0 0 0 51 52 5480 0 5770 4962 4685 3607 0 0 0 1 0 0 0 0 0 0 0 52 53 5000 0 5480 5770 4962 4685 0 0 0 0 1 0 0 0 0 0 0 53 54 3228 0 5000 5480 5770 4962 0 0 0 0 0 1 0 0 0 0 0 54 55 1993 0 3228 5000 5480 5770 0 0 0 0 0 0 1 0 0 0 0 55 56 2288 0 1993 3228 5000 5480 0 0 0 0 0 0 0 1 0 0 0 56 57 1580 0 2288 1993 3228 5000 0 0 0 0 0 0 0 0 1 0 0 57 58 2111 0 1580 2288 1993 3228 0 0 0 0 0 0 0 0 0 1 0 58 59 2192 0 2111 1580 2288 1993 0 0 0 0 0 0 0 0 0 0 1 59 60 3601 0 2192 2111 1580 2288 0 0 0 0 0 0 0 0 0 0 0 60 61 4665 1 3601 2192 2111 1580 1 0 0 0 0 0 0 0 0 0 0 61 62 4876 0 4665 3601 2192 2111 0 1 0 0 0 0 0 0 0 0 0 62 63 5813 0 4876 4665 3601 2192 0 0 1 0 0 0 0 0 0 0 0 63 64 5589 0 5813 4876 4665 3601 0 0 0 1 0 0 0 0 0 0 0 64 65 5331 0 5589 5813 4876 4665 0 0 0 0 1 0 0 0 0 0 0 65 66 3075 0 5331 5589 5813 4876 0 0 0 0 0 1 0 0 0 0 0 66 67 2002 0 3075 5331 5589 5813 0 0 0 0 0 0 1 0 0 0 0 67 68 2306 0 2002 3075 5331 5589 0 0 0 0 0 0 0 1 0 0 0 68 69 1507 0 2306 2002 3075 5331 0 0 0 0 0 0 0 0 1 0 0 69 70 1992 0 1507 2306 2002 3075 0 0 0 0 0 0 0 0 0 1 0 70 71 2487 0 1992 1507 2306 2002 0 0 0 0 0 0 0 0 0 0 1 71 72 3490 0 2487 1992 1507 2306 0 0 0 0 0 0 0 0 0 0 0 72 73 4647 0 3490 2487 1992 1507 1 0 0 0 0 0 0 0 0 0 0 73 74 5594 1 4647 3490 2487 1992 0 1 0 0 0 0 0 0 0 0 0 74 75 5611 0 5594 4647 3490 2487 0 0 1 0 0 0 0 0 0 0 0 75 76 5788 0 5611 5594 4647 3490 0 0 0 1 0 0 0 0 0 0 0 76 77 6204 0 5788 5611 5594 4647 0 0 0 0 1 0 0 0 0 0 0 77 78 3013 0 6204 5788 5611 5594 0 0 0 0 0 1 0 0 0 0 0 78 79 1931 0 3013 6204 5788 5611 0 0 0 0 0 0 1 0 0 0 0 79 80 2549 0 1931 3013 6204 5788 0 0 0 0 0 0 0 1 0 0 0 80 81 1504 0 2549 1931 3013 6204 0 0 0 0 0 0 0 0 1 0 0 81 82 2090 0 1504 2549 1931 3013 0 0 0 0 0 0 0 0 0 1 0 82 83 2702 0 2090 1504 2549 1931 0 0 0 0 0 0 0 0 0 0 1 83 84 2939 0 2702 2090 1504 2549 0 0 0 0 0 0 0 0 0 0 0 84 85 4500 0 2939 2702 2090 1504 1 0 0 0 0 0 0 0 0 0 0 85 86 6208 0 4500 2939 2702 2090 0 1 0 0 0 0 0 0 0 0 0 86 87 6415 1 6208 4500 2939 2702 0 0 1 0 0 0 0 0 0 0 0 87 88 5657 0 6415 6208 4500 2939 0 0 0 1 0 0 0 0 0 0 0 88 89 5964 0 5657 6415 6208 4500 0 0 0 0 1 0 0 0 0 0 0 89 90 3163 0 5964 5657 6415 6208 0 0 0 0 0 1 0 0 0 0 0 90 91 1997 0 3163 5964 5657 6415 0 0 0 0 0 0 1 0 0 0 0 91 92 2422 0 1997 3163 5964 5657 0 0 0 0 0 0 0 1 0 0 0 92 93 1376 0 2422 1997 3163 5964 0 0 0 0 0 0 0 0 1 0 0 93 94 2202 0 1376 2422 1997 3163 0 0 0 0 0 0 0 0 0 1 0 94 95 2683 0 2202 1376 2422 1997 0 0 0 0 0 0 0 0 0 0 1 95 96 3303 0 2683 2202 1376 2422 0 0 0 0 0 0 0 0 0 0 0 96 97 5202 0 3303 2683 2202 1376 1 0 0 0 0 0 0 0 0 0 0 97 98 5231 0 5202 3303 2683 2202 0 1 0 0 0 0 0 0 0 0 0 98 99 4880 0 5231 5202 3303 2683 0 0 1 0 0 0 0 0 0 0 0 99 100 7998 1 4880 5231 5202 3303 0 0 0 1 0 0 0 0 0 0 0 100 101 4977 0 7998 4880 5231 5202 0 0 0 0 1 0 0 0 0 0 0 101 102 3531 0 4977 7998 4880 5231 0 0 0 0 0 1 0 0 0 0 0 102 103 2025 0 3531 4977 7998 4880 0 0 0 0 0 0 1 0 0 0 0 103 104 2205 0 2025 3531 4977 7998 0 0 0 0 0 0 0 1 0 0 0 104 105 1442 0 2205 2025 3531 4977 0 0 0 0 0 0 0 0 1 0 0 105 106 2238 0 1442 2205 2025 3531 0 0 0 0 0 0 0 0 0 1 0 106 107 2179 0 2238 1442 2205 2025 0 0 0 0 0 0 0 0 0 0 1 107 108 3218 0 2179 2238 1442 2205 0 0 0 0 0 0 0 0 0 0 0 108 109 5139 0 3218 2179 2238 1442 1 0 0 0 0 0 0 0 0 0 0 109 110 4990 0 5139 3218 2179 2238 0 1 0 0 0 0 0 0 0 0 0 110 111 4914 0 4990 5139 3218 2179 0 0 1 0 0 0 0 0 0 0 0 111 112 6084 0 4914 4990 5139 3218 0 0 0 1 0 0 0 0 0 0 0 112 113 5672 1 6084 4914 4990 5139 0 0 0 0 1 0 0 0 0 0 0 113 114 3548 0 5672 6084 4914 4990 0 0 0 0 0 1 0 0 0 0 0 114 115 1793 0 3548 5672 6084 4914 0 0 0 0 0 0 1 0 0 0 0 115 116 2086 0 1793 3548 5672 6084 0 0 0 0 0 0 0 1 0 0 0 116 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) X Y1 Y2 Y3 Y4 2.965e+03 5.283e+02 -2.984e-01 1.048e-01 3.438e-01 2.545e-02 M1 M2 M3 M4 M5 M6 1.535e+03 2.367e+03 2.113e+03 2.279e+03 1.629e+03 -9.006e+02 M7 M8 M9 M10 M11 t -3.026e+03 -2.571e+03 -2.394e+03 -1.507e+03 -1.057e+03 1.802e+00 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -662.3 -214.2 -22.8 161.1 1081.0 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.965e+03 3.976e+02 7.458 3.57e-11 *** X 5.283e+02 1.233e+02 4.287 4.25e-05 *** Y1 -2.984e-01 9.227e-02 -3.234 0.001665 ** Y2 1.048e-01 9.134e-02 1.148 0.253905 Y3 3.438e-01 9.124e-02 3.768 0.000281 *** Y4 2.545e-02 9.271e-02 0.275 0.784259 M1 1.535e+03 2.115e+02 7.258 9.35e-11 *** M2 2.367e+03 3.203e+02 7.392 4.91e-11 *** M3 2.113e+03 4.705e+02 4.491 1.93e-05 *** M4 2.279e+03 5.807e+02 3.924 0.000162 *** M5 1.629e+03 6.742e+02 2.416 0.017555 * M6 -9.006e+02 7.129e+02 -1.263 0.209487 M7 -3.026e+03 6.867e+02 -4.406 2.69e-05 *** M8 -2.571e+03 6.161e+02 -4.172 6.53e-05 *** M9 -2.394e+03 3.994e+02 -5.992 3.44e-08 *** M10 -1.507e+03 2.199e+02 -6.853 6.44e-10 *** M11 -1.057e+03 1.883e+02 -5.611 1.87e-07 *** t 1.802e+00 1.044e+00 1.726 0.087583 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 347 on 98 degrees of freedom Multiple R-squared: 0.9614, Adjusted R-squared: 0.9547 F-statistic: 143.5 on 17 and 98 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,] 0.97799669 0.04400662 0.02200331 [2,] 0.96716327 0.06567346 0.03283673 [3,] 0.93629836 0.12740328 0.06370164 [4,] 0.89481445 0.21037110 0.10518555 [5,] 0.84163711 0.31672578 0.15836289 [6,] 0.81842368 0.36315264 0.18157632 [7,] 0.79596752 0.40806496 0.20403248 [8,] 0.85273788 0.29452423 0.14726212 [9,] 0.84766192 0.30467616 0.15233808 [10,] 0.79047869 0.41904262 0.20952131 [11,] 0.79276269 0.41447461 0.20723731 [12,] 0.81056222 0.37887556 0.18943778 [13,] 0.76257715 0.47484570 0.23742285 [14,] 0.74042003 0.51915994 0.25957997 [15,] 0.72884097 0.54231805 0.27115903 [16,] 0.70212667 0.59574667 0.29787333 [17,] 0.65569581 0.68860837 0.34430419 [18,] 0.60621350 0.78757301 0.39378650 [19,] 0.68969805 0.62060390 0.31030195 [20,] 0.64064696 0.71870609 0.35935304 [21,] 0.60118890 0.79762221 0.39881110 [22,] 0.55137957 0.89724086 0.44862043 [23,] 0.53109823 0.93780354 0.46890177 [24,] 0.49715961 0.99431922 0.50284039 [25,] 0.44782300 0.89564600 0.55217700 [26,] 0.46237861 0.92475721 0.53762139 [27,] 0.40030770 0.80061541 0.59969230 [28,] 0.38879644 0.77759288 0.61120356 [29,] 0.33431504 0.66863007 0.66568496 [30,] 0.31543500 0.63086999 0.68456500 [31,] 0.29896445 0.59792889 0.70103555 [32,] 0.27903548 0.55807096 0.72096452 [33,] 0.34509312 0.69018625 0.65490688 [34,] 0.30554532 0.61109063 0.69445468 [35,] 0.32876357 0.65752715 0.67123643 [36,] 0.28975824 0.57951648 0.71024176 [37,] 0.24070565 0.48141130 0.75929435 [38,] 0.19636581 0.39273162 0.80363419 [39,] 0.17185744 0.34371489 0.82814256 [40,] 0.16880289 0.33760578 0.83119711 [41,] 0.23031414 0.46062828 0.76968586 [42,] 0.22525901 0.45051803 0.77474099 [43,] 0.20939811 0.41879621 0.79060189 [44,] 0.19530497 0.39060993 0.80469503 [45,] 0.16778287 0.33556574 0.83221713 [46,] 0.17580816 0.35161631 0.82419184 [47,] 0.14395609 0.28791218 0.85604391 [48,] 0.11169693 0.22339386 0.88830307 [49,] 0.08400442 0.16800884 0.91599558 [50,] 0.07108334 0.14216667 0.92891666 [51,] 0.05375431 0.10750863 0.94624569 [52,] 0.04727812 0.09455625 0.95272188 [53,] 0.03798868 0.07597735 0.96201132 [54,] 0.13344687 0.26689374 0.86655313 [55,] 0.13491316 0.26982632 0.86508684 [56,] 0.13048801 0.26097603 0.86951199 [57,] 0.19282723 0.38565447 0.80717277 [58,] 0.18104880 0.36209759 0.81895120 [59,] 0.15065376 0.30130751 0.84934624 [60,] 0.11870412 0.23740824 0.88129588 [61,] 0.08651975 0.17303949 0.91348025 [62,] 0.07117435 0.14234871 0.92882565 [63,] 0.04898635 0.09797269 0.95101365 [64,] 0.04760656 0.09521311 0.95239344 [65,] 0.21450498 0.42900995 0.78549502 [66,] 0.30429260 0.60858520 0.69570740 [67,] 0.47871092 0.95742183 0.52128908 [68,] 0.75282922 0.49434156 0.24717078 [69,] 0.95141759 0.09716482 0.04858241 [70,] 0.98502987 0.02994025 0.01497013 [71,] 0.97846095 0.04307810 0.02153905 [72,] 0.95214281 0.09571437 0.04785719 [73,] 0.91412638 0.17174724 0.08587362 [74,] 0.84987890 0.30024220 0.15012110 [75,] 0.95031446 0.09937107 0.04968554 > postscript(file="/var/www/html/rcomp/tmp/1nmiv1290869068.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/285ka1290869069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/385ka1290869069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/485ka1290869069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/585ka1290869069.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 = 116 Frequency = 1 1 2 3 4 5 6 395.1795484 -49.1253413 858.7856354 80.8349256 821.6756645 -176.9003539 7 8 9 10 11 12 -135.1374693 -131.2033845 -245.7326198 113.5782798 307.2755906 -128.9675954 13 14 15 16 17 18 -288.0023953 417.0837492 -410.8781982 -366.5839948 167.4554151 132.0342355 19 20 21 22 23 24 -43.4704059 144.9880207 -22.0872974 -456.1882179 -60.7488869 -339.9378805 25 26 27 28 29 30 -390.8247874 193.4784623 -500.0396591 303.1013668 -569.6955378 -63.8725993 31 32 33 34 35 36 -0.9164763 120.9130836 -16.8851111 158.9702828 -278.4679126 -17.4434073 37 38 39 40 41 42 65.4417142 -218.5890069 -662.2810545 64.5210989 -309.1954011 86.1591122 43 44 45 46 47 48 65.2705398 180.7779717 198.0809257 430.9979479 -16.8250613 -173.3872314 49 50 51 52 53 54 50.8512915 -267.6258634 292.6325551 -358.4244061 -484.2050099 -126.3363309 55 56 57 58 59 60 362.5692126 190.3886996 142.3894801 12.5662622 -195.9448936 358.9873912 61 62 63 64 65 66 -395.0239514 -361.2146123 293.2701883 -242.1746106 -116.7397287 -226.2157018 67 68 69 70 71 72 231.0278411 88.9258533 96.3651986 -150.9266500 43.1589312 351.4981793 73 74 75 76 77 78 72.4183650 -285.3027991 316.4221623 -191.3273148 568.8192185 -19.0455443 79 80 81 82 83 84 -34.8825167 -9.5627484 150.7850625 -74.9339274 184.3610101 -172.4007050 85 86 87 88 89 90 -316.7667621 772.9117967 953.0165939 -103.8588143 -23.5118467 -240.5699062 91 92 93 94 95 96 103.9806029 -68.3785735 -89.1100052 -35.9445661 232.5532299 199.8001174 97 98 99 100 101 102 438.9674619 -50.7249045 -565.0233126 1080.9803385 145.2914263 118.4520814 103 104 105 106 107 108 -442.0741172 -57.5055972 -213.8056334 1.8805888 -215.3620075 -78.1488682 109 110 111 112 113 114 367.7595153 -150.8914809 -575.9049106 -267.0685893 -199.8942002 516.2950072 115 116 -106.3672109 -459.3433253 > postscript(file="/var/www/html/rcomp/tmp/6jxjd1290869069.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 = 116 Frequency = 1 lag(myerror, k = 1) myerror 0 395.1795484 NA 1 -49.1253413 395.1795484 2 858.7856354 -49.1253413 3 80.8349256 858.7856354 4 821.6756645 80.8349256 5 -176.9003539 821.6756645 6 -135.1374693 -176.9003539 7 -131.2033845 -135.1374693 8 -245.7326198 -131.2033845 9 113.5782798 -245.7326198 10 307.2755906 113.5782798 11 -128.9675954 307.2755906 12 -288.0023953 -128.9675954 13 417.0837492 -288.0023953 14 -410.8781982 417.0837492 15 -366.5839948 -410.8781982 16 167.4554151 -366.5839948 17 132.0342355 167.4554151 18 -43.4704059 132.0342355 19 144.9880207 -43.4704059 20 -22.0872974 144.9880207 21 -456.1882179 -22.0872974 22 -60.7488869 -456.1882179 23 -339.9378805 -60.7488869 24 -390.8247874 -339.9378805 25 193.4784623 -390.8247874 26 -500.0396591 193.4784623 27 303.1013668 -500.0396591 28 -569.6955378 303.1013668 29 -63.8725993 -569.6955378 30 -0.9164763 -63.8725993 31 120.9130836 -0.9164763 32 -16.8851111 120.9130836 33 158.9702828 -16.8851111 34 -278.4679126 158.9702828 35 -17.4434073 -278.4679126 36 65.4417142 -17.4434073 37 -218.5890069 65.4417142 38 -662.2810545 -218.5890069 39 64.5210989 -662.2810545 40 -309.1954011 64.5210989 41 86.1591122 -309.1954011 42 65.2705398 86.1591122 43 180.7779717 65.2705398 44 198.0809257 180.7779717 45 430.9979479 198.0809257 46 -16.8250613 430.9979479 47 -173.3872314 -16.8250613 48 50.8512915 -173.3872314 49 -267.6258634 50.8512915 50 292.6325551 -267.6258634 51 -358.4244061 292.6325551 52 -484.2050099 -358.4244061 53 -126.3363309 -484.2050099 54 362.5692126 -126.3363309 55 190.3886996 362.5692126 56 142.3894801 190.3886996 57 12.5662622 142.3894801 58 -195.9448936 12.5662622 59 358.9873912 -195.9448936 60 -395.0239514 358.9873912 61 -361.2146123 -395.0239514 62 293.2701883 -361.2146123 63 -242.1746106 293.2701883 64 -116.7397287 -242.1746106 65 -226.2157018 -116.7397287 66 231.0278411 -226.2157018 67 88.9258533 231.0278411 68 96.3651986 88.9258533 69 -150.9266500 96.3651986 70 43.1589312 -150.9266500 71 351.4981793 43.1589312 72 72.4183650 351.4981793 73 -285.3027991 72.4183650 74 316.4221623 -285.3027991 75 -191.3273148 316.4221623 76 568.8192185 -191.3273148 77 -19.0455443 568.8192185 78 -34.8825167 -19.0455443 79 -9.5627484 -34.8825167 80 150.7850625 -9.5627484 81 -74.9339274 150.7850625 82 184.3610101 -74.9339274 83 -172.4007050 184.3610101 84 -316.7667621 -172.4007050 85 772.9117967 -316.7667621 86 953.0165939 772.9117967 87 -103.8588143 953.0165939 88 -23.5118467 -103.8588143 89 -240.5699062 -23.5118467 90 103.9806029 -240.5699062 91 -68.3785735 103.9806029 92 -89.1100052 -68.3785735 93 -35.9445661 -89.1100052 94 232.5532299 -35.9445661 95 199.8001174 232.5532299 96 438.9674619 199.8001174 97 -50.7249045 438.9674619 98 -565.0233126 -50.7249045 99 1080.9803385 -565.0233126 100 145.2914263 1080.9803385 101 118.4520814 145.2914263 102 -442.0741172 118.4520814 103 -57.5055972 -442.0741172 104 -213.8056334 -57.5055972 105 1.8805888 -213.8056334 106 -215.3620075 1.8805888 107 -78.1488682 -215.3620075 108 367.7595153 -78.1488682 109 -150.8914809 367.7595153 110 -575.9049106 -150.8914809 111 -267.0685893 -575.9049106 112 -199.8942002 -267.0685893 113 516.2950072 -199.8942002 114 -106.3672109 516.2950072 115 -459.3433253 -106.3672109 116 NA -459.3433253 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -49.1253413 395.1795484 [2,] 858.7856354 -49.1253413 [3,] 80.8349256 858.7856354 [4,] 821.6756645 80.8349256 [5,] -176.9003539 821.6756645 [6,] -135.1374693 -176.9003539 [7,] -131.2033845 -135.1374693 [8,] -245.7326198 -131.2033845 [9,] 113.5782798 -245.7326198 [10,] 307.2755906 113.5782798 [11,] -128.9675954 307.2755906 [12,] -288.0023953 -128.9675954 [13,] 417.0837492 -288.0023953 [14,] -410.8781982 417.0837492 [15,] -366.5839948 -410.8781982 [16,] 167.4554151 -366.5839948 [17,] 132.0342355 167.4554151 [18,] -43.4704059 132.0342355 [19,] 144.9880207 -43.4704059 [20,] -22.0872974 144.9880207 [21,] -456.1882179 -22.0872974 [22,] -60.7488869 -456.1882179 [23,] -339.9378805 -60.7488869 [24,] -390.8247874 -339.9378805 [25,] 193.4784623 -390.8247874 [26,] -500.0396591 193.4784623 [27,] 303.1013668 -500.0396591 [28,] -569.6955378 303.1013668 [29,] -63.8725993 -569.6955378 [30,] -0.9164763 -63.8725993 [31,] 120.9130836 -0.9164763 [32,] -16.8851111 120.9130836 [33,] 158.9702828 -16.8851111 [34,] -278.4679126 158.9702828 [35,] -17.4434073 -278.4679126 [36,] 65.4417142 -17.4434073 [37,] -218.5890069 65.4417142 [38,] -662.2810545 -218.5890069 [39,] 64.5210989 -662.2810545 [40,] -309.1954011 64.5210989 [41,] 86.1591122 -309.1954011 [42,] 65.2705398 86.1591122 [43,] 180.7779717 65.2705398 [44,] 198.0809257 180.7779717 [45,] 430.9979479 198.0809257 [46,] -16.8250613 430.9979479 [47,] -173.3872314 -16.8250613 [48,] 50.8512915 -173.3872314 [49,] -267.6258634 50.8512915 [50,] 292.6325551 -267.6258634 [51,] -358.4244061 292.6325551 [52,] -484.2050099 -358.4244061 [53,] -126.3363309 -484.2050099 [54,] 362.5692126 -126.3363309 [55,] 190.3886996 362.5692126 [56,] 142.3894801 190.3886996 [57,] 12.5662622 142.3894801 [58,] -195.9448936 12.5662622 [59,] 358.9873912 -195.9448936 [60,] -395.0239514 358.9873912 [61,] -361.2146123 -395.0239514 [62,] 293.2701883 -361.2146123 [63,] -242.1746106 293.2701883 [64,] -116.7397287 -242.1746106 [65,] -226.2157018 -116.7397287 [66,] 231.0278411 -226.2157018 [67,] 88.9258533 231.0278411 [68,] 96.3651986 88.9258533 [69,] -150.9266500 96.3651986 [70,] 43.1589312 -150.9266500 [71,] 351.4981793 43.1589312 [72,] 72.4183650 351.4981793 [73,] -285.3027991 72.4183650 [74,] 316.4221623 -285.3027991 [75,] -191.3273148 316.4221623 [76,] 568.8192185 -191.3273148 [77,] -19.0455443 568.8192185 [78,] -34.8825167 -19.0455443 [79,] -9.5627484 -34.8825167 [80,] 150.7850625 -9.5627484 [81,] -74.9339274 150.7850625 [82,] 184.3610101 -74.9339274 [83,] -172.4007050 184.3610101 [84,] -316.7667621 -172.4007050 [85,] 772.9117967 -316.7667621 [86,] 953.0165939 772.9117967 [87,] -103.8588143 953.0165939 [88,] -23.5118467 -103.8588143 [89,] -240.5699062 -23.5118467 [90,] 103.9806029 -240.5699062 [91,] -68.3785735 103.9806029 [92,] -89.1100052 -68.3785735 [93,] -35.9445661 -89.1100052 [94,] 232.5532299 -35.9445661 [95,] 199.8001174 232.5532299 [96,] 438.9674619 199.8001174 [97,] -50.7249045 438.9674619 [98,] -565.0233126 -50.7249045 [99,] 1080.9803385 -565.0233126 [100,] 145.2914263 1080.9803385 [101,] 118.4520814 145.2914263 [102,] -442.0741172 118.4520814 [103,] -57.5055972 -442.0741172 [104,] -213.8056334 -57.5055972 [105,] 1.8805888 -213.8056334 [106,] -215.3620075 1.8805888 [107,] -78.1488682 -215.3620075 [108,] 367.7595153 -78.1488682 [109,] -150.8914809 367.7595153 [110,] -575.9049106 -150.8914809 [111,] -267.0685893 -575.9049106 [112,] -199.8942002 -267.0685893 [113,] 516.2950072 -199.8942002 [114,] -106.3672109 516.2950072 [115,] -459.3433253 -106.3672109 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -49.1253413 395.1795484 2 858.7856354 -49.1253413 3 80.8349256 858.7856354 4 821.6756645 80.8349256 5 -176.9003539 821.6756645 6 -135.1374693 -176.9003539 7 -131.2033845 -135.1374693 8 -245.7326198 -131.2033845 9 113.5782798 -245.7326198 10 307.2755906 113.5782798 11 -128.9675954 307.2755906 12 -288.0023953 -128.9675954 13 417.0837492 -288.0023953 14 -410.8781982 417.0837492 15 -366.5839948 -410.8781982 16 167.4554151 -366.5839948 17 132.0342355 167.4554151 18 -43.4704059 132.0342355 19 144.9880207 -43.4704059 20 -22.0872974 144.9880207 21 -456.1882179 -22.0872974 22 -60.7488869 -456.1882179 23 -339.9378805 -60.7488869 24 -390.8247874 -339.9378805 25 193.4784623 -390.8247874 26 -500.0396591 193.4784623 27 303.1013668 -500.0396591 28 -569.6955378 303.1013668 29 -63.8725993 -569.6955378 30 -0.9164763 -63.8725993 31 120.9130836 -0.9164763 32 -16.8851111 120.9130836 33 158.9702828 -16.8851111 34 -278.4679126 158.9702828 35 -17.4434073 -278.4679126 36 65.4417142 -17.4434073 37 -218.5890069 65.4417142 38 -662.2810545 -218.5890069 39 64.5210989 -662.2810545 40 -309.1954011 64.5210989 41 86.1591122 -309.1954011 42 65.2705398 86.1591122 43 180.7779717 65.2705398 44 198.0809257 180.7779717 45 430.9979479 198.0809257 46 -16.8250613 430.9979479 47 -173.3872314 -16.8250613 48 50.8512915 -173.3872314 49 -267.6258634 50.8512915 50 292.6325551 -267.6258634 51 -358.4244061 292.6325551 52 -484.2050099 -358.4244061 53 -126.3363309 -484.2050099 54 362.5692126 -126.3363309 55 190.3886996 362.5692126 56 142.3894801 190.3886996 57 12.5662622 142.3894801 58 -195.9448936 12.5662622 59 358.9873912 -195.9448936 60 -395.0239514 358.9873912 61 -361.2146123 -395.0239514 62 293.2701883 -361.2146123 63 -242.1746106 293.2701883 64 -116.7397287 -242.1746106 65 -226.2157018 -116.7397287 66 231.0278411 -226.2157018 67 88.9258533 231.0278411 68 96.3651986 88.9258533 69 -150.9266500 96.3651986 70 43.1589312 -150.9266500 71 351.4981793 43.1589312 72 72.4183650 351.4981793 73 -285.3027991 72.4183650 74 316.4221623 -285.3027991 75 -191.3273148 316.4221623 76 568.8192185 -191.3273148 77 -19.0455443 568.8192185 78 -34.8825167 -19.0455443 79 -9.5627484 -34.8825167 80 150.7850625 -9.5627484 81 -74.9339274 150.7850625 82 184.3610101 -74.9339274 83 -172.4007050 184.3610101 84 -316.7667621 -172.4007050 85 772.9117967 -316.7667621 86 953.0165939 772.9117967 87 -103.8588143 953.0165939 88 -23.5118467 -103.8588143 89 -240.5699062 -23.5118467 90 103.9806029 -240.5699062 91 -68.3785735 103.9806029 92 -89.1100052 -68.3785735 93 -35.9445661 -89.1100052 94 232.5532299 -35.9445661 95 199.8001174 232.5532299 96 438.9674619 199.8001174 97 -50.7249045 438.9674619 98 -565.0233126 -50.7249045 99 1080.9803385 -565.0233126 100 145.2914263 1080.9803385 101 118.4520814 145.2914263 102 -442.0741172 118.4520814 103 -57.5055972 -442.0741172 104 -213.8056334 -57.5055972 105 1.8805888 -213.8056334 106 -215.3620075 1.8805888 107 -78.1488682 -215.3620075 108 367.7595153 -78.1488682 109 -150.8914809 367.7595153 110 -575.9049106 -150.8914809 111 -267.0685893 -575.9049106 112 -199.8942002 -267.0685893 113 516.2950072 -199.8942002 114 -106.3672109 516.2950072 115 -459.3433253 -106.3672109 > 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/7bo0g1290869069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8bo0g1290869069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9bo0g1290869069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/104fhj1290869069.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/117yy71290869069.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/12tywv1290869069.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/1378c41290869069.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/14sqta1290869069.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/15liad1290869069.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/16za8l1290869069.tab") + } > > try(system("convert tmp/1nmiv1290869068.ps tmp/1nmiv1290869068.png",intern=TRUE)) character(0) > try(system("convert tmp/285ka1290869069.ps tmp/285ka1290869069.png",intern=TRUE)) character(0) > try(system("convert tmp/385ka1290869069.ps tmp/385ka1290869069.png",intern=TRUE)) character(0) > try(system("convert tmp/485ka1290869069.ps tmp/485ka1290869069.png",intern=TRUE)) character(0) > try(system("convert tmp/585ka1290869069.ps tmp/585ka1290869069.png",intern=TRUE)) character(0) > try(system("convert tmp/6jxjd1290869069.ps tmp/6jxjd1290869069.png",intern=TRUE)) character(0) > try(system("convert tmp/7bo0g1290869069.ps tmp/7bo0g1290869069.png",intern=TRUE)) character(0) > try(system("convert tmp/8bo0g1290869069.ps tmp/8bo0g1290869069.png",intern=TRUE)) character(0) > try(system("convert tmp/9bo0g1290869069.ps tmp/9bo0g1290869069.png",intern=TRUE)) character(0) > try(system("convert tmp/104fhj1290869069.ps tmp/104fhj1290869069.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.318 1.705 8.098