R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
Natural language support but running in an English locale
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(465,0,459,0,465,0,468,0,467,0,463,0,460,0,462,0,461,0,476,0,476,0,471,0,453,0,443,0,442,0,444,0,438,0,427,0,424,0,416,0,406,0,431,0,434,0,418,0,412,0,404,0,409,0,412,0,406,0,398,0,397,0,385,0,390,0,413,1,413,1,401,1,397,1,397,1,409,1,419,1,424,1,428,1,430,1,424,1,433,1,456,1,459,1,446,1,441,1,439,1,454,1,460,1,457,1,451,1,444,1,437,1,443,1,471,1,469,1,454,1,444,1),dim=c(2,61),dimnames=list(c('Y','X'),1:61))
> y <- array(NA,dim=c(2,61),dimnames=list(c('Y','X'),1:61))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from package:base :
as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
Y X
1 465 0
2 459 0
3 465 0
4 468 0
5 467 0
6 463 0
7 460 0
8 462 0
9 461 0
10 476 0
11 476 0
12 471 0
13 453 0
14 443 0
15 442 0
16 444 0
17 438 0
18 427 0
19 424 0
20 416 0
21 406 0
22 431 0
23 434 0
24 418 0
25 412 0
26 404 0
27 409 0
28 412 0
29 406 0
30 398 0
31 397 0
32 385 0
33 390 0
34 413 1
35 413 1
36 401 1
37 397 1
38 397 1
39 409 1
40 419 1
41 424 1
42 428 1
43 430 1
44 424 1
45 433 1
46 456 1
47 459 1
48 446 1
49 441 1
50 439 1
51 454 1
52 460 1
53 457 1
54 451 1
55 444 1
56 437 1
57 443 1
58 471 1
59 469 1
60 454 1
61 444 1
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) X
435.8182 0.3604
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-50.818 -23.179 2.821 22.821 40.182
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 435.8182 4.3721 99.682 <2e-16 ***
X 0.3604 6.4532 0.056 0.956
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 25.12 on 59 degrees of freedom
Multiple R-squared: 5.286e-05, Adjusted R-squared: -0.0169
F-statistic: 0.003119 on 1 and 59 DF, p-value: 0.9557
> 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,] 6.146448e-03 1.229290e-02 0.9938535518
[2,] 9.663019e-04 1.932604e-03 0.9990336981
[3,] 2.645188e-04 5.290376e-04 0.9997354812
[4,] 4.481758e-05 8.963515e-05 0.9999551824
[5,] 8.772390e-06 1.754478e-05 0.9999912276
[6,] 9.556157e-05 1.911231e-04 0.9999044384
[7,] 2.039836e-04 4.079672e-04 0.9997960164
[8,] 1.329516e-04 2.659033e-04 0.9998670484
[9,] 2.938311e-04 5.876623e-04 0.9997061689
[10,] 2.654516e-03 5.309033e-03 0.9973454837
[11,] 8.374067e-03 1.674813e-02 0.9916259335
[12,] 1.412580e-02 2.825159e-02 0.9858742044
[13,] 3.104038e-02 6.208075e-02 0.9689596242
[14,] 9.961161e-02 1.992232e-01 0.9003883879
[15,] 2.047856e-01 4.095712e-01 0.7952143887
[16,] 3.771812e-01 7.543624e-01 0.6228187866
[17,] 6.078289e-01 7.843421e-01 0.3921710653
[18,] 6.187997e-01 7.624005e-01 0.3812002716
[19,] 6.365401e-01 7.269198e-01 0.3634599043
[20,] 6.847816e-01 6.304369e-01 0.3152184344
[21,] 7.394731e-01 5.210538e-01 0.2605269205
[22,] 8.032455e-01 3.935091e-01 0.1967545461
[23,] 8.258540e-01 3.482919e-01 0.1741459557
[24,] 8.361701e-01 3.276597e-01 0.1638298683
[25,] 8.514341e-01 2.971317e-01 0.1485658606
[26,] 8.734265e-01 2.531469e-01 0.1265734653
[27,] 8.874422e-01 2.251156e-01 0.1125578220
[28,] 9.138228e-01 1.723544e-01 0.0861772123
[29,] 9.197837e-01 1.604326e-01 0.0802163090
[30,] 9.079860e-01 1.840280e-01 0.0920140134
[31,] 8.973536e-01 2.052928e-01 0.1026464010
[32,] 9.224116e-01 1.551769e-01 0.0775884351
[33,] 9.605184e-01 7.896327e-02 0.0394816332
[34,] 9.882739e-01 2.345220e-02 0.0117261016
[35,] 9.951347e-01 9.730545e-03 0.0048652727
[36,] 9.968741e-01 6.251851e-03 0.0031259253
[37,] 9.975965e-01 4.807002e-03 0.0024035009
[38,] 9.978394e-01 4.321266e-03 0.0021606331
[39,] 9.979827e-01 4.034628e-03 0.0020173140
[40,] 9.992304e-01 1.539173e-03 0.0007695863
[41,] 9.994063e-01 1.187320e-03 0.0005936599
[42,] 9.989780e-01 2.043960e-03 0.0010219802
[43,] 9.984255e-01 3.148906e-03 0.0015744530
[44,] 9.967329e-01 6.534124e-03 0.0032670621
[45,] 9.946184e-01 1.076313e-02 0.0053815654
[46,] 9.927898e-01 1.442043e-02 0.0072102168
[47,] 9.844044e-01 3.119124e-02 0.0155956185
[48,] 9.720512e-01 5.589770e-02 0.0279488475
[49,] 9.455119e-01 1.089762e-01 0.0544881135
[50,] 8.901961e-01 2.196078e-01 0.1098039222
[51,] 8.104119e-01 3.791763e-01 0.1895881449
[52,] 7.709563e-01 4.580874e-01 0.2290437141
> postscript(file="/var/www/html/freestat/rcomp/tmp/1xdn31290954694.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/2k1xi1290954694.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/freestat/rcomp/tmp/3k1xi1290954694.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/4k1xi1290954694.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/5dse31290954694.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 = 61
Frequency = 1
1 2 3 4 5 6
29.1818182 23.1818182 29.1818182 32.1818182 31.1818182 27.1818182
7 8 9 10 11 12
24.1818182 26.1818182 25.1818182 40.1818182 40.1818182 35.1818182
13 14 15 16 17 18
17.1818182 7.1818182 6.1818182 8.1818182 2.1818182 -8.8181818
19 20 21 22 23 24
-11.8181818 -19.8181818 -29.8181818 -4.8181818 -1.8181818 -17.8181818
25 26 27 28 29 30
-23.8181818 -31.8181818 -26.8181818 -23.8181818 -29.8181818 -37.8181818
31 32 33 34 35 36
-38.8181818 -50.8181818 -45.8181818 -23.1785714 -23.1785714 -35.1785714
37 38 39 40 41 42
-39.1785714 -39.1785714 -27.1785714 -17.1785714 -12.1785714 -8.1785714
43 44 45 46 47 48
-6.1785714 -12.1785714 -3.1785714 19.8214286 22.8214286 9.8214286
49 50 51 52 53 54
4.8214286 2.8214286 17.8214286 23.8214286 20.8214286 14.8214286
55 56 57 58 59 60
7.8214286 0.8214286 6.8214286 34.8214286 32.8214286 17.8214286
61
7.8214286
> postscript(file="/var/www/html/freestat/rcomp/tmp/6dse31290954694.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 = 61
Frequency = 1
lag(myerror, k = 1) myerror
0 29.1818182 NA
1 23.1818182 29.1818182
2 29.1818182 23.1818182
3 32.1818182 29.1818182
4 31.1818182 32.1818182
5 27.1818182 31.1818182
6 24.1818182 27.1818182
7 26.1818182 24.1818182
8 25.1818182 26.1818182
9 40.1818182 25.1818182
10 40.1818182 40.1818182
11 35.1818182 40.1818182
12 17.1818182 35.1818182
13 7.1818182 17.1818182
14 6.1818182 7.1818182
15 8.1818182 6.1818182
16 2.1818182 8.1818182
17 -8.8181818 2.1818182
18 -11.8181818 -8.8181818
19 -19.8181818 -11.8181818
20 -29.8181818 -19.8181818
21 -4.8181818 -29.8181818
22 -1.8181818 -4.8181818
23 -17.8181818 -1.8181818
24 -23.8181818 -17.8181818
25 -31.8181818 -23.8181818
26 -26.8181818 -31.8181818
27 -23.8181818 -26.8181818
28 -29.8181818 -23.8181818
29 -37.8181818 -29.8181818
30 -38.8181818 -37.8181818
31 -50.8181818 -38.8181818
32 -45.8181818 -50.8181818
33 -23.1785714 -45.8181818
34 -23.1785714 -23.1785714
35 -35.1785714 -23.1785714
36 -39.1785714 -35.1785714
37 -39.1785714 -39.1785714
38 -27.1785714 -39.1785714
39 -17.1785714 -27.1785714
40 -12.1785714 -17.1785714
41 -8.1785714 -12.1785714
42 -6.1785714 -8.1785714
43 -12.1785714 -6.1785714
44 -3.1785714 -12.1785714
45 19.8214286 -3.1785714
46 22.8214286 19.8214286
47 9.8214286 22.8214286
48 4.8214286 9.8214286
49 2.8214286 4.8214286
50 17.8214286 2.8214286
51 23.8214286 17.8214286
52 20.8214286 23.8214286
53 14.8214286 20.8214286
54 7.8214286 14.8214286
55 0.8214286 7.8214286
56 6.8214286 0.8214286
57 34.8214286 6.8214286
58 32.8214286 34.8214286
59 17.8214286 32.8214286
60 7.8214286 17.8214286
61 NA 7.8214286
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 23.1818182 29.1818182
[2,] 29.1818182 23.1818182
[3,] 32.1818182 29.1818182
[4,] 31.1818182 32.1818182
[5,] 27.1818182 31.1818182
[6,] 24.1818182 27.1818182
[7,] 26.1818182 24.1818182
[8,] 25.1818182 26.1818182
[9,] 40.1818182 25.1818182
[10,] 40.1818182 40.1818182
[11,] 35.1818182 40.1818182
[12,] 17.1818182 35.1818182
[13,] 7.1818182 17.1818182
[14,] 6.1818182 7.1818182
[15,] 8.1818182 6.1818182
[16,] 2.1818182 8.1818182
[17,] -8.8181818 2.1818182
[18,] -11.8181818 -8.8181818
[19,] -19.8181818 -11.8181818
[20,] -29.8181818 -19.8181818
[21,] -4.8181818 -29.8181818
[22,] -1.8181818 -4.8181818
[23,] -17.8181818 -1.8181818
[24,] -23.8181818 -17.8181818
[25,] -31.8181818 -23.8181818
[26,] -26.8181818 -31.8181818
[27,] -23.8181818 -26.8181818
[28,] -29.8181818 -23.8181818
[29,] -37.8181818 -29.8181818
[30,] -38.8181818 -37.8181818
[31,] -50.8181818 -38.8181818
[32,] -45.8181818 -50.8181818
[33,] -23.1785714 -45.8181818
[34,] -23.1785714 -23.1785714
[35,] -35.1785714 -23.1785714
[36,] -39.1785714 -35.1785714
[37,] -39.1785714 -39.1785714
[38,] -27.1785714 -39.1785714
[39,] -17.1785714 -27.1785714
[40,] -12.1785714 -17.1785714
[41,] -8.1785714 -12.1785714
[42,] -6.1785714 -8.1785714
[43,] -12.1785714 -6.1785714
[44,] -3.1785714 -12.1785714
[45,] 19.8214286 -3.1785714
[46,] 22.8214286 19.8214286
[47,] 9.8214286 22.8214286
[48,] 4.8214286 9.8214286
[49,] 2.8214286 4.8214286
[50,] 17.8214286 2.8214286
[51,] 23.8214286 17.8214286
[52,] 20.8214286 23.8214286
[53,] 14.8214286 20.8214286
[54,] 7.8214286 14.8214286
[55,] 0.8214286 7.8214286
[56,] 6.8214286 0.8214286
[57,] 34.8214286 6.8214286
[58,] 32.8214286 34.8214286
[59,] 17.8214286 32.8214286
[60,] 7.8214286 17.8214286
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 23.1818182 29.1818182
2 29.1818182 23.1818182
3 32.1818182 29.1818182
4 31.1818182 32.1818182
5 27.1818182 31.1818182
6 24.1818182 27.1818182
7 26.1818182 24.1818182
8 25.1818182 26.1818182
9 40.1818182 25.1818182
10 40.1818182 40.1818182
11 35.1818182 40.1818182
12 17.1818182 35.1818182
13 7.1818182 17.1818182
14 6.1818182 7.1818182
15 8.1818182 6.1818182
16 2.1818182 8.1818182
17 -8.8181818 2.1818182
18 -11.8181818 -8.8181818
19 -19.8181818 -11.8181818
20 -29.8181818 -19.8181818
21 -4.8181818 -29.8181818
22 -1.8181818 -4.8181818
23 -17.8181818 -1.8181818
24 -23.8181818 -17.8181818
25 -31.8181818 -23.8181818
26 -26.8181818 -31.8181818
27 -23.8181818 -26.8181818
28 -29.8181818 -23.8181818
29 -37.8181818 -29.8181818
30 -38.8181818 -37.8181818
31 -50.8181818 -38.8181818
32 -45.8181818 -50.8181818
33 -23.1785714 -45.8181818
34 -23.1785714 -23.1785714
35 -35.1785714 -23.1785714
36 -39.1785714 -35.1785714
37 -39.1785714 -39.1785714
38 -27.1785714 -39.1785714
39 -17.1785714 -27.1785714
40 -12.1785714 -17.1785714
41 -8.1785714 -12.1785714
42 -6.1785714 -8.1785714
43 -12.1785714 -6.1785714
44 -3.1785714 -12.1785714
45 19.8214286 -3.1785714
46 22.8214286 19.8214286
47 9.8214286 22.8214286
48 4.8214286 9.8214286
49 2.8214286 4.8214286
50 17.8214286 2.8214286
51 23.8214286 17.8214286
52 20.8214286 23.8214286
53 14.8214286 20.8214286
54 7.8214286 14.8214286
55 0.8214286 7.8214286
56 6.8214286 0.8214286
57 34.8214286 6.8214286
58 32.8214286 34.8214286
59 17.8214286 32.8214286
60 7.8214286 17.8214286
> 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/freestat/rcomp/tmp/76jdo1290954694.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/86jdo1290954694.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/freestat/rcomp/tmp/9ysvr1290954694.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/freestat/rcomp/tmp/10ysvr1290954694.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/freestat/rcomp/tmp/112bbw1290954694.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/freestat/rcomp/tmp/125bak1290954694.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/freestat/rcomp/tmp/13j3pt1290954694.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/freestat/rcomp/tmp/145moz1290954694.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/freestat/rcomp/tmp/15qmmn1290954694.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/freestat/rcomp/tmp/16mw2e1290954694.tab")
+ }
>
> try(system("convert tmp/1xdn31290954694.ps tmp/1xdn31290954694.png",intern=TRUE))
character(0)
> try(system("convert tmp/2k1xi1290954694.ps tmp/2k1xi1290954694.png",intern=TRUE))
character(0)
> try(system("convert tmp/3k1xi1290954694.ps tmp/3k1xi1290954694.png",intern=TRUE))
character(0)
> try(system("convert tmp/4k1xi1290954694.ps tmp/4k1xi1290954694.png",intern=TRUE))
character(0)
> try(system("convert tmp/5dse31290954694.ps tmp/5dse31290954694.png",intern=TRUE))
character(0)
> try(system("convert tmp/6dse31290954694.ps tmp/6dse31290954694.png",intern=TRUE))
character(0)
> try(system("convert tmp/76jdo1290954694.ps tmp/76jdo1290954694.png",intern=TRUE))
character(0)
> try(system("convert tmp/86jdo1290954694.ps tmp/86jdo1290954694.png",intern=TRUE))
character(0)
> try(system("convert tmp/9ysvr1290954694.ps tmp/9ysvr1290954694.png",intern=TRUE))
character(0)
> try(system("convert tmp/10ysvr1290954694.ps tmp/10ysvr1290954694.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
3.807 2.439 4.126