R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(24 + ,14 + ,11 + ,12 + ,24 + ,26 + ,25 + ,11 + ,7 + ,8 + ,25 + ,23 + ,17 + ,6 + ,17 + ,8 + ,30 + ,25 + ,18 + ,12 + ,10 + ,8 + ,19 + ,23 + ,18 + ,8 + ,12 + ,9 + ,22 + ,19 + ,16 + ,10 + ,12 + ,7 + ,22 + ,29 + ,20 + ,10 + ,11 + ,4 + ,25 + ,25 + ,16 + ,11 + ,11 + ,11 + ,23 + ,21 + ,18 + ,16 + ,12 + ,7 + ,17 + ,22 + ,17 + ,11 + ,13 + ,7 + ,21 + ,25 + ,23 + ,13 + ,14 + ,12 + ,19 + ,24 + ,30 + ,12 + ,16 + ,10 + ,19 + ,18 + ,23 + ,8 + ,11 + ,10 + ,15 + ,22 + ,18 + ,12 + ,10 + ,8 + ,16 + ,15 + ,15 + ,11 + ,11 + ,8 + ,23 + ,22 + ,12 + ,4 + ,15 + ,4 + ,27 + ,28 + ,21 + ,9 + ,9 + ,9 + ,22 + ,20 + ,15 + ,8 + ,11 + ,8 + ,14 + ,12 + ,20 + ,8 + ,17 + ,7 + ,22 + ,24 + ,31 + ,14 + ,17 + ,11 + ,23 + ,20 + ,27 + ,15 + ,11 + ,9 + ,23 + ,21 + ,34 + ,16 + ,18 + ,11 + ,21 + ,20 + ,21 + ,9 + ,14 + ,13 + ,19 + ,21 + ,31 + ,14 + ,10 + ,8 + ,18 + ,23 + ,19 + ,11 + ,11 + ,8 + ,20 + ,28 + ,16 + ,8 + ,15 + ,9 + ,23 + ,24 + ,20 + ,9 + ,15 + ,6 + ,25 + ,24 + ,21 + ,9 + ,13 + ,9 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,21 + ,15 + ,7 + ,5 + ,21 + ,24 + ,21 + ,13 + ,17 + ,11 + ,23 + ,22 + ,29 + ,16 + ,11 + ,6 + ,27 + ,24 + ,31 + ,9 + ,17 + ,9 + ,25 + ,19 + ,20 + ,9 + ,11 + ,7 + ,21 + ,20 + ,16 + ,9 + ,12 + ,9 + ,10 + ,13 + ,22 + ,8 + ,14 + ,10 + ,20 + ,20 + ,20 + ,7 + ,11 + ,9 + ,26 + ,22 + ,28 + ,16 + ,16 + ,8 + ,24 + ,24 + ,38 + ,11 + ,21 + ,7 + ,29 + ,29 + ,22 + ,9 + ,14 + ,6 + ,19 + ,12 + ,20 + ,11 + ,20 + ,13 + ,24 + ,20 + ,17 + ,9 + ,13 + ,6 + ,19 + ,21 + ,28 + ,14 + ,11 + ,8 + ,24 + ,24 + ,22 + ,13 + ,15 + ,10 + ,22 + ,22 + ,31 + ,16 + ,19 + ,16 + ,17 + ,20) + ,dim=c(6 + ,159) + ,dimnames=list(c('Concern(Mistakes)' + ,'Doubts(actions)' + ,'Parental-Expectations' + ,'Parental-Criticism' + ,'Personal-Standards' + ,'Organization') + ,1:159)) > y <- array(NA,dim=c(6,159),dimnames=list(c('Concern(Mistakes)','Doubts(actions)','Parental-Expectations','Parental-Criticism','Personal-Standards','Organization'),1:159)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Include Monthly Dummies' > par1 = '5' > #'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 Personal-Standards Concern(Mistakes) Doubts(actions) Parental-Expectations 1 24 24 14 11 2 25 25 11 7 3 30 17 6 17 4 19 18 12 10 5 22 18 8 12 6 22 16 10 12 7 25 20 10 11 8 23 16 11 11 9 17 18 16 12 10 21 17 11 13 11 19 23 13 14 12 19 30 12 16 13 15 23 8 11 14 16 18 12 10 15 23 15 11 11 16 27 12 4 15 17 22 21 9 9 18 14 15 8 11 19 22 20 8 17 20 23 31 14 17 21 23 27 15 11 22 21 34 16 18 23 19 21 9 14 24 18 31 14 10 25 20 19 11 11 26 23 16 8 15 27 25 20 9 15 28 19 21 9 13 29 24 22 9 16 30 22 17 9 13 31 25 24 10 9 32 26 25 16 18 33 29 26 11 18 34 32 25 8 12 35 25 17 9 17 36 29 32 16 9 37 28 33 11 9 38 17 13 16 12 39 28 32 12 18 40 29 25 12 12 41 26 29 14 18 42 25 22 9 14 43 14 18 10 15 44 25 17 9 16 45 26 20 10 10 46 20 15 12 11 47 18 20 14 14 48 32 33 14 9 49 25 29 10 12 50 25 23 14 17 51 23 26 16 5 52 21 18 9 12 53 20 20 10 12 54 15 11 6 6 55 30 28 8 24 56 24 26 13 12 57 26 22 10 12 58 24 17 8 14 59 22 12 7 7 60 14 14 15 13 61 24 17 9 12 62 24 21 10 13 63 24 19 12 14 64 24 18 13 8 65 19 10 10 11 66 31 29 11 9 67 22 31 8 11 68 27 19 9 13 69 19 9 13 10 70 25 20 11 11 71 20 28 8 12 72 21 19 9 9 73 27 30 9 15 74 23 29 15 18 75 25 26 9 15 76 20 23 10 12 77 21 13 14 13 78 22 21 12 14 79 23 19 12 10 80 25 28 11 13 81 25 23 14 13 82 17 18 6 11 83 19 21 12 13 84 25 20 8 16 85 19 23 14 8 86 20 21 11 16 87 26 21 10 11 88 23 15 14 9 89 27 28 12 16 90 17 19 10 12 91 17 26 14 14 92 19 10 5 8 93 17 16 11 9 94 22 22 10 15 95 21 19 9 11 96 32 31 10 21 97 21 31 16 14 98 21 29 13 18 99 18 19 9 12 100 18 22 10 13 101 23 23 10 15 102 19 15 7 12 103 20 20 9 19 104 21 18 8 15 105 20 23 14 11 106 17 25 14 11 107 18 21 8 10 108 19 24 9 13 109 22 25 14 15 110 15 17 14 12 111 14 13 8 12 112 18 28 8 16 113 24 21 8 9 114 35 25 7 18 115 29 9 6 8 116 21 16 8 13 117 25 19 6 17 118 20 17 11 9 119 22 25 14 15 120 13 20 11 8 121 26 29 11 7 122 17 14 11 12 123 25 22 14 14 124 20 15 8 6 125 19 19 20 8 126 21 20 11 17 127 22 15 8 10 128 24 20 11 11 129 21 18 10 14 130 26 33 14 11 131 24 22 11 13 132 16 16 9 12 133 23 17 9 11 134 18 16 8 9 135 16 21 10 12 136 26 26 13 20 137 19 18 13 12 138 21 18 12 13 139 21 17 8 12 140 22 22 13 12 141 23 30 14 9 142 29 30 12 15 143 21 24 14 24 144 21 21 15 7 145 23 21 13 17 146 27 29 16 11 147 25 31 9 17 148 21 20 9 11 149 10 16 9 12 150 20 22 8 14 151 26 20 7 11 152 24 28 16 16 153 29 38 11 21 154 19 22 9 14 155 24 20 11 20 156 19 17 9 13 157 24 28 14 11 158 22 22 13 15 159 17 31 16 19 Parental-Criticism Organization M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 12 26 1 0 0 0 0 0 0 0 0 0 0 1 2 8 23 0 1 0 0 0 0 0 0 0 0 0 2 3 8 25 0 0 1 0 0 0 0 0 0 0 0 3 4 8 23 0 0 0 1 0 0 0 0 0 0 0 4 5 9 19 0 0 0 0 1 0 0 0 0 0 0 5 6 7 29 0 0 0 0 0 1 0 0 0 0 0 6 7 4 25 0 0 0 0 0 0 1 0 0 0 0 7 8 11 21 0 0 0 0 0 0 0 1 0 0 0 8 9 7 22 0 0 0 0 0 0 0 0 1 0 0 9 10 7 25 0 0 0 0 0 0 0 0 0 1 0 10 11 12 24 0 0 0 0 0 0 0 0 0 0 1 11 12 10 18 0 0 0 0 0 0 0 0 0 0 0 12 13 10 22 1 0 0 0 0 0 0 0 0 0 0 13 14 8 15 0 1 0 0 0 0 0 0 0 0 0 14 15 8 22 0 0 1 0 0 0 0 0 0 0 0 15 16 4 28 0 0 0 1 0 0 0 0 0 0 0 16 17 9 20 0 0 0 0 1 0 0 0 0 0 0 17 18 8 12 0 0 0 0 0 1 0 0 0 0 0 18 19 7 24 0 0 0 0 0 0 1 0 0 0 0 19 20 11 20 0 0 0 0 0 0 0 1 0 0 0 20 21 9 21 0 0 0 0 0 0 0 0 1 0 0 21 22 11 20 0 0 0 0 0 0 0 0 0 1 0 22 23 13 21 0 0 0 0 0 0 0 0 0 0 1 23 24 8 23 0 0 0 0 0 0 0 0 0 0 0 24 25 8 28 1 0 0 0 0 0 0 0 0 0 0 25 26 9 24 0 1 0 0 0 0 0 0 0 0 0 26 27 6 24 0 0 1 0 0 0 0 0 0 0 0 27 28 9 24 0 0 0 1 0 0 0 0 0 0 0 28 29 9 23 0 0 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0 0 0 0 1 0 118 119 9 24 0 0 0 0 0 0 0 0 0 0 1 119 120 4 13 0 0 0 0 0 0 0 0 0 0 0 120 121 4 22 1 0 0 0 0 0 0 0 0 0 0 121 122 7 16 0 1 0 0 0 0 0 0 0 0 0 122 123 11 19 0 0 1 0 0 0 0 0 0 0 0 123 124 6 25 0 0 0 1 0 0 0 0 0 0 0 124 125 7 25 0 0 0 0 1 0 0 0 0 0 0 125 126 8 23 0 0 0 0 0 1 0 0 0 0 0 126 127 4 24 0 0 0 0 0 0 1 0 0 0 0 127 128 8 26 0 0 0 0 0 0 0 1 0 0 0 128 129 9 26 0 0 0 0 0 0 0 0 1 0 0 129 130 8 25 0 0 0 0 0 0 0 0 0 1 0 130 131 11 18 0 0 0 0 0 0 0 0 0 0 1 131 132 8 21 0 0 0 0 0 0 0 0 0 0 0 132 133 5 26 1 0 0 0 0 0 0 0 0 0 0 133 134 4 23 0 1 0 0 0 0 0 0 0 0 0 134 135 8 23 0 0 1 0 0 0 0 0 0 0 0 135 136 10 22 0 0 0 1 0 0 0 0 0 0 0 136 137 6 20 0 0 0 0 1 0 0 0 0 0 0 137 138 9 13 0 0 0 0 0 1 0 0 0 0 0 138 139 9 24 0 0 0 0 0 0 1 0 0 0 0 139 140 13 15 0 0 0 0 0 0 0 1 0 0 0 140 141 9 14 0 0 0 0 0 0 0 0 1 0 0 141 142 10 22 0 0 0 0 0 0 0 0 0 1 0 142 143 20 10 0 0 0 0 0 0 0 0 0 0 1 143 144 5 24 0 0 0 0 0 0 0 0 0 0 0 144 145 11 22 1 0 0 0 0 0 0 0 0 0 0 145 146 6 24 0 1 0 0 0 0 0 0 0 0 0 146 147 9 19 0 0 1 0 0 0 0 0 0 0 0 147 148 7 20 0 0 0 1 0 0 0 0 0 0 0 148 149 9 13 0 0 0 0 1 0 0 0 0 0 0 149 150 10 20 0 0 0 0 0 1 0 0 0 0 0 150 151 9 22 0 0 0 0 0 0 1 0 0 0 0 151 152 8 24 0 0 0 0 0 0 0 1 0 0 0 152 153 7 29 0 0 0 0 0 0 0 0 1 0 0 153 154 6 12 0 0 0 0 0 0 0 0 0 1 0 154 155 13 20 0 0 0 0 0 0 0 0 0 0 1 155 156 6 21 0 0 0 0 0 0 0 0 0 0 0 156 157 8 24 1 0 0 0 0 0 0 0 0 0 0 157 158 10 22 0 1 0 0 0 0 0 0 0 0 0 158 159 16 20 0 0 1 0 0 0 0 0 0 0 0 159 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) `Concern(Mistakes)` `Doubts(actions)` 7.358069 0.335230 -0.366768 `Parental-Expectations` `Parental-Criticism` Organization 0.161871 0.062092 0.391606 M1 M2 M3 -0.094792 0.289928 0.669864 M4 M5 M6 0.159287 0.365862 1.011994 M7 M8 M9 0.433807 1.671176 1.418630 M10 M11 t 0.923488 -0.528232 -0.003924 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -8.2638 -2.3247 0.1432 2.1717 11.0099 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.358069 2.610736 2.818 0.00552 ** `Concern(Mistakes)` 0.335230 0.059844 5.602 1.08e-07 *** `Doubts(actions)` -0.366768 0.116654 -3.144 0.00203 ** `Parental-Expectations` 0.161871 0.106932 1.514 0.13232 `Parental-Criticism` 0.062092 0.139806 0.444 0.65763 Organization 0.391606 0.078570 4.984 1.80e-06 *** M1 -0.094792 1.371116 -0.069 0.94498 M2 0.289928 1.372927 0.211 0.83306 M3 0.669864 1.365334 0.491 0.62446 M4 0.159287 1.407608 0.113 0.91006 M5 0.365862 1.402591 0.261 0.79459 M6 1.011994 1.405064 0.720 0.47256 M7 0.433807 1.426762 0.304 0.76154 M8 1.671176 1.400483 1.193 0.23476 M9 1.418630 1.385153 1.024 0.30751 M10 0.923488 1.374666 0.672 0.50282 M11 -0.528232 1.425316 -0.371 0.71149 t -0.003924 0.006235 -0.629 0.53015 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.488 on 141 degrees of freedom Multiple R-squared: 0.3894, Adjusted R-squared: 0.3158 F-statistic: 5.29 on 17 and 141 DF, p-value: 6.342e-09 > 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,] 0.79485807 0.4102839 0.20514193 [2,] 0.67901911 0.6419618 0.32098089 [3,] 0.55409826 0.8918035 0.44590174 [4,] 0.45651878 0.9130376 0.54348122 [5,] 0.37105488 0.7421098 0.62894512 [6,] 0.26787508 0.5357502 0.73212492 [7,] 0.18820793 0.3764159 0.81179207 [8,] 0.17108478 0.3421696 0.82891522 [9,] 0.11665805 0.2333161 0.88334195 [10,] 0.11474560 0.2294912 0.88525440 [11,] 0.07548555 0.1509711 0.92451445 [12,] 0.05686782 0.1137356 0.94313218 [13,] 0.18723453 0.3744691 0.81276547 [14,] 0.31974363 0.6394873 0.68025637 [15,] 0.40323856 0.8064771 0.59676144 [16,] 0.52514425 0.9497115 0.47485575 [17,] 0.49177070 0.9835414 0.50822930 [18,] 0.44013752 0.8802750 0.55986248 [19,] 0.37793066 0.7558613 0.62206934 [20,] 0.48340406 0.9668081 0.51659594 [21,] 0.44927983 0.8985597 0.55072017 [22,] 0.39999589 0.7999918 0.60000411 [23,] 0.39513030 0.7902606 0.60486970 [24,] 0.40894179 0.8178836 0.59105821 [25,] 0.35950630 0.7190126 0.64049370 [26,] 0.30957524 0.6191505 0.69042476 [27,] 0.29015150 0.5803030 0.70984850 [28,] 0.40547584 0.8109517 0.59452416 [29,] 0.34854812 0.6970962 0.65145188 [30,] 0.33670966 0.6734193 0.66329034 [31,] 0.37480207 0.7496041 0.62519793 [32,] 0.33403505 0.6680701 0.66596495 [33,] 0.39770504 0.7954101 0.60229496 [34,] 0.36817220 0.7363444 0.63182780 [35,] 0.47664761 0.9532952 0.52335239 [36,] 0.52500191 0.9499962 0.47499809 [37,] 0.49388164 0.9877633 0.50611836 [38,] 0.44846347 0.8969269 0.55153653 [39,] 0.40127642 0.8025528 0.59872358 [40,] 0.35798183 0.7159637 0.64201817 [41,] 0.33349653 0.6669931 0.66650347 [42,] 0.30757116 0.6151423 0.69242884 [43,] 0.28553857 0.5710771 0.71446143 [44,] 0.30954469 0.6190894 0.69045531 [45,] 0.26967857 0.5393571 0.73032143 [46,] 0.26539868 0.5307974 0.73460132 [47,] 0.33211622 0.6642324 0.66788378 [48,] 0.34049331 0.6809866 0.65950669 [49,] 0.30053559 0.6010712 0.69946441 [50,] 0.27436292 0.5487258 0.72563708 [51,] 0.30905289 0.6181058 0.69094711 [52,] 0.27185067 0.5437013 0.72814933 [53,] 0.23265981 0.4653196 0.76734019 [54,] 0.20511875 0.4102375 0.79488125 [55,] 0.21049952 0.4209990 0.78950048 [56,] 0.18953912 0.3790782 0.81046088 [57,] 0.18278147 0.3655629 0.81721853 [58,] 0.15099850 0.3019970 0.84900150 [59,] 0.12347320 0.2469464 0.87652680 [60,] 0.10503528 0.2100706 0.89496472 [61,] 0.08860353 0.1772071 0.91139647 [62,] 0.18551062 0.3710212 0.81448938 [63,] 0.15393519 0.3078704 0.84606481 [64,] 0.13368774 0.2673755 0.86631226 [65,] 0.11902560 0.2380512 0.88097440 [66,] 0.10995307 0.2199061 0.89004693 [67,] 0.14991520 0.2998304 0.85008480 [68,] 0.16081520 0.3216304 0.83918480 [69,] 0.15658273 0.3131655 0.84341727 [70,] 0.16020691 0.3204138 0.83979309 [71,] 0.22250211 0.4450042 0.77749789 [72,] 0.19852216 0.3970443 0.80147784 [73,] 0.18742275 0.3748455 0.81257725 [74,] 0.15560827 0.3112165 0.84439173 [75,] 0.13137896 0.2627579 0.86862104 [76,] 0.17762060 0.3552412 0.82237940 [77,] 0.16740658 0.3348132 0.83259342 [78,] 0.15192951 0.3038590 0.84807049 [79,] 0.13836108 0.2767222 0.86163892 [80,] 0.11737430 0.2347486 0.88262570 [81,] 0.09953958 0.1990792 0.90046042 [82,] 0.08641271 0.1728254 0.91358729 [83,] 0.08283893 0.1656779 0.91716107 [84,] 0.06792131 0.1358426 0.93207869 [85,] 0.08203834 0.1640767 0.91796166 [86,] 0.07842286 0.1568457 0.92157714 [87,] 0.07478805 0.1495761 0.92521195 [88,] 0.05833687 0.1166737 0.94166313 [89,] 0.05517558 0.1103512 0.94482442 [90,] 0.06575833 0.1315167 0.93424167 [91,] 0.06417704 0.1283541 0.93582296 [92,] 0.31590324 0.6318065 0.68409676 [93,] 0.29106787 0.5821357 0.70893213 [94,] 0.69530915 0.6093817 0.30469085 [95,] 0.90381761 0.1923648 0.09618239 [96,] 0.87599170 0.2480166 0.12400830 [97,] 0.91007998 0.1798400 0.08992002 [98,] 0.88278443 0.2344311 0.11721557 [99,] 0.90480240 0.1903952 0.09519760 [100,] 0.93726038 0.1254792 0.06273962 [101,] 0.92210787 0.1557843 0.07789213 [102,] 0.90465072 0.1906986 0.09534928 [103,] 0.96694365 0.0661127 0.03305635 [104,] 0.94962586 0.1007483 0.05037414 [105,] 0.92925433 0.1414913 0.07074567 [106,] 0.90756196 0.1848761 0.09243804 [107,] 0.88554761 0.2289048 0.11445239 [108,] 0.84324046 0.3135191 0.15675954 [109,] 0.81656058 0.3668788 0.18343942 [110,] 0.80513792 0.3897242 0.19486208 [111,] 0.75670580 0.4865884 0.24329420 [112,] 0.72996540 0.5400692 0.27003460 [113,] 0.63856443 0.7228711 0.36143557 [114,] 0.64974185 0.7005163 0.35025815 [115,] 0.73794757 0.5241049 0.26205243 [116,] 0.62603673 0.7479265 0.37396327 [117,] 0.59539457 0.8092109 0.40460543 [118,] 0.69254411 0.6149118 0.30745589 > postscript(file="/var/www/html/rcomp/tmp/1c7cm1291054671.ps",horizontal=F,onefile=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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/25zup1291054671.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/35zup1291054671.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/45zup1291054671.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/55zup1291054671.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 159 Frequency = 1 1 2 3 4 5 6 1.122449042 2.376786160 5.446849934 -1.256959668 1.253906133 -1.776183883 7 8 9 10 11 12 2.379578033 1.985603776 -2.899654573 -1.235890043 -3.138811389 -4.226418603 13 14 15 16 17 18 -8.005238677 -1.215514318 3.144281018 3.348338142 0.756076751 -3.370321330 19 20 21 22 23 24 -2.072767589 -2.475072261 0.192887394 -4.153559748 -2.775613406 -5.643648689 25 26 27 28 29 30 -2.742382469 0.639055087 1.475167523 -4.208094533 0.160017517 -0.134153806 31 32 33 34 35 36 -0.234037104 1.278175229 5.398217613 6.238007165 4.375145159 4.912979248 37 38 39 40 41 42 3.409047078 0.143169173 1.524850014 6.276037083 -1.432740455 0.888636454 43 44 45 46 47 48 -5.571707033 1.838075842 3.240574597 -0.795756002 -2.500914341 7.674510088 49 50 51 52 53 54 0.428881181 3.562487604 1.868230238 -0.884271979 -3.957039621 -2.130386979 55 56 57 58 59 60 3.012786836 -2.553262156 0.727033681 1.927184892 1.599851522 -1.181086386 61 62 63 64 65 66 2.286652103 1.347715219 0.585313050 4.215279012 0.748520788 3.686212582 67 68 69 70 71 72 -4.662821270 4.344336746 0.463549721 2.255496815 -3.995964406 -0.042429374 73 74 75 76 77 78 0.098530578 -1.181402257 -0.739476703 -1.924663660 2.087944653 -0.926178698 79 80 81 82 83 84 0.077935958 -0.159532577 0.666994102 -7.252406783 -1.359158848 1.591680390 85 86 87 88 89 90 -2.684076449 -2.739050037 3.451707551 2.624097369 2.565518166 -4.319427129 91 92 93 94 95 96 -6.177503307 -2.252778962 -3.515250749 -0.252830115 -1.500391774 3.968024307 97 98 99 100 101 102 -3.021672392 -3.099647949 -3.308751554 -2.873921799 0.357059296 -1.969636274 103 104 105 106 107 108 -0.753569469 -2.385477302 -4.698306015 -2.076754462 -1.226327049 -1.278231722 109 110 111 112 113 114 0.583625598 -3.319261055 -4.833843326 -8.263762630 2.641807071 11.009891887 115 116 117 118 119 120 9.857983302 -1.816944816 3.782601682 1.247089503 0.005668742 -3.191573615 121 122 123 124 125 126 3.527488269 0.529147617 4.824675882 -0.259037070 1.212780160 -1.801291085 127 128 129 130 131 132 1.346519945 0.343780943 -2.643762581 0.233240532 4.507333706 -3.565805423 133 134 135 136 137 138 1.587794868 -2.263888021 -6.316491005 2.594622096 0.400355042 3.784476038 139 140 141 142 143 144 -0.911054397 2.289282458 2.356267002 3.955630191 2.777709902 1.826552135 145 146 147 148 149 150 1.983684353 4.519825832 -0.293493911 0.612337637 -6.794205500 -2.941637777 151 152 153 154 155 156 3.708656094 -0.436186920 -3.071151875 -0.089451943 3.231472183 -0.844552355 157 158 159 1.425216916 0.700576946 -6.829018712 > postscript(file="/var/www/html/rcomp/tmp/6y8ts1291054671.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 159 Frequency = 1 lag(myerror, k = 1) myerror 0 1.122449042 NA 1 2.376786160 1.122449042 2 5.446849934 2.376786160 3 -1.256959668 5.446849934 4 1.253906133 -1.256959668 5 -1.776183883 1.253906133 6 2.379578033 -1.776183883 7 1.985603776 2.379578033 8 -2.899654573 1.985603776 9 -1.235890043 -2.899654573 10 -3.138811389 -1.235890043 11 -4.226418603 -3.138811389 12 -8.005238677 -4.226418603 13 -1.215514318 -8.005238677 14 3.144281018 -1.215514318 15 3.348338142 3.144281018 16 0.756076751 3.348338142 17 -3.370321330 0.756076751 18 -2.072767589 -3.370321330 19 -2.475072261 -2.072767589 20 0.192887394 -2.475072261 21 -4.153559748 0.192887394 22 -2.775613406 -4.153559748 23 -5.643648689 -2.775613406 24 -2.742382469 -5.643648689 25 0.639055087 -2.742382469 26 1.475167523 0.639055087 27 -4.208094533 1.475167523 28 0.160017517 -4.208094533 29 -0.134153806 0.160017517 30 -0.234037104 -0.134153806 31 1.278175229 -0.234037104 32 5.398217613 1.278175229 33 6.238007165 5.398217613 34 4.375145159 6.238007165 35 4.912979248 4.375145159 36 3.409047078 4.912979248 37 0.143169173 3.409047078 38 1.524850014 0.143169173 39 6.276037083 1.524850014 40 -1.432740455 6.276037083 41 0.888636454 -1.432740455 42 -5.571707033 0.888636454 43 1.838075842 -5.571707033 44 3.240574597 1.838075842 45 -0.795756002 3.240574597 46 -2.500914341 -0.795756002 47 7.674510088 -2.500914341 48 0.428881181 7.674510088 49 3.562487604 0.428881181 50 1.868230238 3.562487604 51 -0.884271979 1.868230238 52 -3.957039621 -0.884271979 53 -2.130386979 -3.957039621 54 3.012786836 -2.130386979 55 -2.553262156 3.012786836 56 0.727033681 -2.553262156 57 1.927184892 0.727033681 58 1.599851522 1.927184892 59 -1.181086386 1.599851522 60 2.286652103 -1.181086386 61 1.347715219 2.286652103 62 0.585313050 1.347715219 63 4.215279012 0.585313050 64 0.748520788 4.215279012 65 3.686212582 0.748520788 66 -4.662821270 3.686212582 67 4.344336746 -4.662821270 68 0.463549721 4.344336746 69 2.255496815 0.463549721 70 -3.995964406 2.255496815 71 -0.042429374 -3.995964406 72 0.098530578 -0.042429374 73 -1.181402257 0.098530578 74 -0.739476703 -1.181402257 75 -1.924663660 -0.739476703 76 2.087944653 -1.924663660 77 -0.926178698 2.087944653 78 0.077935958 -0.926178698 79 -0.159532577 0.077935958 80 0.666994102 -0.159532577 81 -7.252406783 0.666994102 82 -1.359158848 -7.252406783 83 1.591680390 -1.359158848 84 -2.684076449 1.591680390 85 -2.739050037 -2.684076449 86 3.451707551 -2.739050037 87 2.624097369 3.451707551 88 2.565518166 2.624097369 89 -4.319427129 2.565518166 90 -6.177503307 -4.319427129 91 -2.252778962 -6.177503307 92 -3.515250749 -2.252778962 93 -0.252830115 -3.515250749 94 -1.500391774 -0.252830115 95 3.968024307 -1.500391774 96 -3.021672392 3.968024307 97 -3.099647949 -3.021672392 98 -3.308751554 -3.099647949 99 -2.873921799 -3.308751554 100 0.357059296 -2.873921799 101 -1.969636274 0.357059296 102 -0.753569469 -1.969636274 103 -2.385477302 -0.753569469 104 -4.698306015 -2.385477302 105 -2.076754462 -4.698306015 106 -1.226327049 -2.076754462 107 -1.278231722 -1.226327049 108 0.583625598 -1.278231722 109 -3.319261055 0.583625598 110 -4.833843326 -3.319261055 111 -8.263762630 -4.833843326 112 2.641807071 -8.263762630 113 11.009891887 2.641807071 114 9.857983302 11.009891887 115 -1.816944816 9.857983302 116 3.782601682 -1.816944816 117 1.247089503 3.782601682 118 0.005668742 1.247089503 119 -3.191573615 0.005668742 120 3.527488269 -3.191573615 121 0.529147617 3.527488269 122 4.824675882 0.529147617 123 -0.259037070 4.824675882 124 1.212780160 -0.259037070 125 -1.801291085 1.212780160 126 1.346519945 -1.801291085 127 0.343780943 1.346519945 128 -2.643762581 0.343780943 129 0.233240532 -2.643762581 130 4.507333706 0.233240532 131 -3.565805423 4.507333706 132 1.587794868 -3.565805423 133 -2.263888021 1.587794868 134 -6.316491005 -2.263888021 135 2.594622096 -6.316491005 136 0.400355042 2.594622096 137 3.784476038 0.400355042 138 -0.911054397 3.784476038 139 2.289282458 -0.911054397 140 2.356267002 2.289282458 141 3.955630191 2.356267002 142 2.777709902 3.955630191 143 1.826552135 2.777709902 144 1.983684353 1.826552135 145 4.519825832 1.983684353 146 -0.293493911 4.519825832 147 0.612337637 -0.293493911 148 -6.794205500 0.612337637 149 -2.941637777 -6.794205500 150 3.708656094 -2.941637777 151 -0.436186920 3.708656094 152 -3.071151875 -0.436186920 153 -0.089451943 -3.071151875 154 3.231472183 -0.089451943 155 -0.844552355 3.231472183 156 1.425216916 -0.844552355 157 0.700576946 1.425216916 158 -6.829018712 0.700576946 159 NA -6.829018712 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 2.376786160 1.122449042 [2,] 5.446849934 2.376786160 [3,] -1.256959668 5.446849934 [4,] 1.253906133 -1.256959668 [5,] -1.776183883 1.253906133 [6,] 2.379578033 -1.776183883 [7,] 1.985603776 2.379578033 [8,] -2.899654573 1.985603776 [9,] -1.235890043 -2.899654573 [10,] -3.138811389 -1.235890043 [11,] -4.226418603 -3.138811389 [12,] -8.005238677 -4.226418603 [13,] -1.215514318 -8.005238677 [14,] 3.144281018 -1.215514318 [15,] 3.348338142 3.144281018 [16,] 0.756076751 3.348338142 [17,] -3.370321330 0.756076751 [18,] -2.072767589 -3.370321330 [19,] -2.475072261 -2.072767589 [20,] 0.192887394 -2.475072261 [21,] -4.153559748 0.192887394 [22,] -2.775613406 -4.153559748 [23,] -5.643648689 -2.775613406 [24,] -2.742382469 -5.643648689 [25,] 0.639055087 -2.742382469 [26,] 1.475167523 0.639055087 [27,] -4.208094533 1.475167523 [28,] 0.160017517 -4.208094533 [29,] -0.134153806 0.160017517 [30,] -0.234037104 -0.134153806 [31,] 1.278175229 -0.234037104 [32,] 5.398217613 1.278175229 [33,] 6.238007165 5.398217613 [34,] 4.375145159 6.238007165 [35,] 4.912979248 4.375145159 [36,] 3.409047078 4.912979248 [37,] 0.143169173 3.409047078 [38,] 1.524850014 0.143169173 [39,] 6.276037083 1.524850014 [40,] -1.432740455 6.276037083 [41,] 0.888636454 -1.432740455 [42,] -5.571707033 0.888636454 [43,] 1.838075842 -5.571707033 [44,] 3.240574597 1.838075842 [45,] -0.795756002 3.240574597 [46,] -2.500914341 -0.795756002 [47,] 7.674510088 -2.500914341 [48,] 0.428881181 7.674510088 [49,] 3.562487604 0.428881181 [50,] 1.868230238 3.562487604 [51,] -0.884271979 1.868230238 [52,] -3.957039621 -0.884271979 [53,] -2.130386979 -3.957039621 [54,] 3.012786836 -2.130386979 [55,] -2.553262156 3.012786836 [56,] 0.727033681 -2.553262156 [57,] 1.927184892 0.727033681 [58,] 1.599851522 1.927184892 [59,] -1.181086386 1.599851522 [60,] 2.286652103 -1.181086386 [61,] 1.347715219 2.286652103 [62,] 0.585313050 1.347715219 [63,] 4.215279012 0.585313050 [64,] 0.748520788 4.215279012 [65,] 3.686212582 0.748520788 [66,] -4.662821270 3.686212582 [67,] 4.344336746 -4.662821270 [68,] 0.463549721 4.344336746 [69,] 2.255496815 0.463549721 [70,] -3.995964406 2.255496815 [71,] -0.042429374 -3.995964406 [72,] 0.098530578 -0.042429374 [73,] -1.181402257 0.098530578 [74,] -0.739476703 -1.181402257 [75,] -1.924663660 -0.739476703 [76,] 2.087944653 -1.924663660 [77,] -0.926178698 2.087944653 [78,] 0.077935958 -0.926178698 [79,] -0.159532577 0.077935958 [80,] 0.666994102 -0.159532577 [81,] -7.252406783 0.666994102 [82,] -1.359158848 -7.252406783 [83,] 1.591680390 -1.359158848 [84,] -2.684076449 1.591680390 [85,] -2.739050037 -2.684076449 [86,] 3.451707551 -2.739050037 [87,] 2.624097369 3.451707551 [88,] 2.565518166 2.624097369 [89,] -4.319427129 2.565518166 [90,] -6.177503307 -4.319427129 [91,] -2.252778962 -6.177503307 [92,] -3.515250749 -2.252778962 [93,] -0.252830115 -3.515250749 [94,] -1.500391774 -0.252830115 [95,] 3.968024307 -1.500391774 [96,] -3.021672392 3.968024307 [97,] -3.099647949 -3.021672392 [98,] -3.308751554 -3.099647949 [99,] -2.873921799 -3.308751554 [100,] 0.357059296 -2.873921799 [101,] -1.969636274 0.357059296 [102,] -0.753569469 -1.969636274 [103,] -2.385477302 -0.753569469 [104,] -4.698306015 -2.385477302 [105,] -2.076754462 -4.698306015 [106,] -1.226327049 -2.076754462 [107,] -1.278231722 -1.226327049 [108,] 0.583625598 -1.278231722 [109,] -3.319261055 0.583625598 [110,] -4.833843326 -3.319261055 [111,] -8.263762630 -4.833843326 [112,] 2.641807071 -8.263762630 [113,] 11.009891887 2.641807071 [114,] 9.857983302 11.009891887 [115,] -1.816944816 9.857983302 [116,] 3.782601682 -1.816944816 [117,] 1.247089503 3.782601682 [118,] 0.005668742 1.247089503 [119,] -3.191573615 0.005668742 [120,] 3.527488269 -3.191573615 [121,] 0.529147617 3.527488269 [122,] 4.824675882 0.529147617 [123,] -0.259037070 4.824675882 [124,] 1.212780160 -0.259037070 [125,] -1.801291085 1.212780160 [126,] 1.346519945 -1.801291085 [127,] 0.343780943 1.346519945 [128,] -2.643762581 0.343780943 [129,] 0.233240532 -2.643762581 [130,] 4.507333706 0.233240532 [131,] -3.565805423 4.507333706 [132,] 1.587794868 -3.565805423 [133,] -2.263888021 1.587794868 [134,] -6.316491005 -2.263888021 [135,] 2.594622096 -6.316491005 [136,] 0.400355042 2.594622096 [137,] 3.784476038 0.400355042 [138,] -0.911054397 3.784476038 [139,] 2.289282458 -0.911054397 [140,] 2.356267002 2.289282458 [141,] 3.955630191 2.356267002 [142,] 2.777709902 3.955630191 [143,] 1.826552135 2.777709902 [144,] 1.983684353 1.826552135 [145,] 4.519825832 1.983684353 [146,] -0.293493911 4.519825832 [147,] 0.612337637 -0.293493911 [148,] -6.794205500 0.612337637 [149,] -2.941637777 -6.794205500 [150,] 3.708656094 -2.941637777 [151,] -0.436186920 3.708656094 [152,] -3.071151875 -0.436186920 [153,] -0.089451943 -3.071151875 [154,] 3.231472183 -0.089451943 [155,] -0.844552355 3.231472183 [156,] 1.425216916 -0.844552355 [157,] 0.700576946 1.425216916 [158,] -6.829018712 0.700576946 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 2.376786160 1.122449042 2 5.446849934 2.376786160 3 -1.256959668 5.446849934 4 1.253906133 -1.256959668 5 -1.776183883 1.253906133 6 2.379578033 -1.776183883 7 1.985603776 2.379578033 8 -2.899654573 1.985603776 9 -1.235890043 -2.899654573 10 -3.138811389 -1.235890043 11 -4.226418603 -3.138811389 12 -8.005238677 -4.226418603 13 -1.215514318 -8.005238677 14 3.144281018 -1.215514318 15 3.348338142 3.144281018 16 0.756076751 3.348338142 17 -3.370321330 0.756076751 18 -2.072767589 -3.370321330 19 -2.475072261 -2.072767589 20 0.192887394 -2.475072261 21 -4.153559748 0.192887394 22 -2.775613406 -4.153559748 23 -5.643648689 -2.775613406 24 -2.742382469 -5.643648689 25 0.639055087 -2.742382469 26 1.475167523 0.639055087 27 -4.208094533 1.475167523 28 0.160017517 -4.208094533 29 -0.134153806 0.160017517 30 -0.234037104 -0.134153806 31 1.278175229 -0.234037104 32 5.398217613 1.278175229 33 6.238007165 5.398217613 34 4.375145159 6.238007165 35 4.912979248 4.375145159 36 3.409047078 4.912979248 37 0.143169173 3.409047078 38 1.524850014 0.143169173 39 6.276037083 1.524850014 40 -1.432740455 6.276037083 41 0.888636454 -1.432740455 42 -5.571707033 0.888636454 43 1.838075842 -5.571707033 44 3.240574597 1.838075842 45 -0.795756002 3.240574597 46 -2.500914341 -0.795756002 47 7.674510088 -2.500914341 48 0.428881181 7.674510088 49 3.562487604 0.428881181 50 1.868230238 3.562487604 51 -0.884271979 1.868230238 52 -3.957039621 -0.884271979 53 -2.130386979 -3.957039621 54 3.012786836 -2.130386979 55 -2.553262156 3.012786836 56 0.727033681 -2.553262156 57 1.927184892 0.727033681 58 1.599851522 1.927184892 59 -1.181086386 1.599851522 60 2.286652103 -1.181086386 61 1.347715219 2.286652103 62 0.585313050 1.347715219 63 4.215279012 0.585313050 64 0.748520788 4.215279012 65 3.686212582 0.748520788 66 -4.662821270 3.686212582 67 4.344336746 -4.662821270 68 0.463549721 4.344336746 69 2.255496815 0.463549721 70 -3.995964406 2.255496815 71 -0.042429374 -3.995964406 72 0.098530578 -0.042429374 73 -1.181402257 0.098530578 74 -0.739476703 -1.181402257 75 -1.924663660 -0.739476703 76 2.087944653 -1.924663660 77 -0.926178698 2.087944653 78 0.077935958 -0.926178698 79 -0.159532577 0.077935958 80 0.666994102 -0.159532577 81 -7.252406783 0.666994102 82 -1.359158848 -7.252406783 83 1.591680390 -1.359158848 84 -2.684076449 1.591680390 85 -2.739050037 -2.684076449 86 3.451707551 -2.739050037 87 2.624097369 3.451707551 88 2.565518166 2.624097369 89 -4.319427129 2.565518166 90 -6.177503307 -4.319427129 91 -2.252778962 -6.177503307 92 -3.515250749 -2.252778962 93 -0.252830115 -3.515250749 94 -1.500391774 -0.252830115 95 3.968024307 -1.500391774 96 -3.021672392 3.968024307 97 -3.099647949 -3.021672392 98 -3.308751554 -3.099647949 99 -2.873921799 -3.308751554 100 0.357059296 -2.873921799 101 -1.969636274 0.357059296 102 -0.753569469 -1.969636274 103 -2.385477302 -0.753569469 104 -4.698306015 -2.385477302 105 -2.076754462 -4.698306015 106 -1.226327049 -2.076754462 107 -1.278231722 -1.226327049 108 0.583625598 -1.278231722 109 -3.319261055 0.583625598 110 -4.833843326 -3.319261055 111 -8.263762630 -4.833843326 112 2.641807071 -8.263762630 113 11.009891887 2.641807071 114 9.857983302 11.009891887 115 -1.816944816 9.857983302 116 3.782601682 -1.816944816 117 1.247089503 3.782601682 118 0.005668742 1.247089503 119 -3.191573615 0.005668742 120 3.527488269 -3.191573615 121 0.529147617 3.527488269 122 4.824675882 0.529147617 123 -0.259037070 4.824675882 124 1.212780160 -0.259037070 125 -1.801291085 1.212780160 126 1.346519945 -1.801291085 127 0.343780943 1.346519945 128 -2.643762581 0.343780943 129 0.233240532 -2.643762581 130 4.507333706 0.233240532 131 -3.565805423 4.507333706 132 1.587794868 -3.565805423 133 -2.263888021 1.587794868 134 -6.316491005 -2.263888021 135 2.594622096 -6.316491005 136 0.400355042 2.594622096 137 3.784476038 0.400355042 138 -0.911054397 3.784476038 139 2.289282458 -0.911054397 140 2.356267002 2.289282458 141 3.955630191 2.356267002 142 2.777709902 3.955630191 143 1.826552135 2.777709902 144 1.983684353 1.826552135 145 4.519825832 1.983684353 146 -0.293493911 4.519825832 147 0.612337637 -0.293493911 148 -6.794205500 0.612337637 149 -2.941637777 -6.794205500 150 3.708656094 -2.941637777 151 -0.436186920 3.708656094 152 -3.071151875 -0.436186920 153 -0.089451943 -3.071151875 154 3.231472183 -0.089451943 155 -0.844552355 3.231472183 156 1.425216916 -0.844552355 157 0.700576946 1.425216916 158 -6.829018712 0.700576946 > 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/7qzsc1291054671.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8qzsc1291054671.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9qzsc1291054671.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/html/rcomp/tmp/1018ax1291054671.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11n98l1291054671.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/12q9691291054671.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/13m1m01291054671.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/1472lo1291054671.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/15tk1u1291054671.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/16pch21291054671.tab") + } > > try(system("convert tmp/1c7cm1291054671.ps tmp/1c7cm1291054671.png",intern=TRUE)) character(0) > try(system("convert tmp/25zup1291054671.ps tmp/25zup1291054671.png",intern=TRUE)) character(0) > try(system("convert tmp/35zup1291054671.ps tmp/35zup1291054671.png",intern=TRUE)) character(0) > try(system("convert tmp/45zup1291054671.ps tmp/45zup1291054671.png",intern=TRUE)) character(0) > try(system("convert tmp/55zup1291054671.ps tmp/55zup1291054671.png",intern=TRUE)) character(0) > try(system("convert tmp/6y8ts1291054671.ps tmp/6y8ts1291054671.png",intern=TRUE)) character(0) > try(system("convert tmp/7qzsc1291054671.ps tmp/7qzsc1291054671.png",intern=TRUE)) character(0) > try(system("convert tmp/8qzsc1291054671.ps tmp/8qzsc1291054671.png",intern=TRUE)) character(0) > try(system("convert tmp/9qzsc1291054671.ps tmp/9qzsc1291054671.png",intern=TRUE)) character(0) > try(system("convert tmp/1018ax1291054671.ps tmp/1018ax1291054671.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.269 1.748 9.419