R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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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(235.1
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+ ,271
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+ ,466.9
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+ ,588
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+ ,643.7
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+ ,632.6
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+ ,568.8
+ ,647.9
+ ,593.1
+ ,643.8
+ ,632.6
+ ,545.7
+ ,568.8
+ ,579.7
+ ,593.1
+ ,643.8
+ ,632.6
+ ,545.7
+ ,546
+ ,579.7
+ ,593.1
+ ,643.8
+ ,632.6
+ ,562.9
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+ ,579.7
+ ,593.1
+ ,643.8
+ ,572.5
+ ,562.9
+ ,546
+ ,579.7
+ ,593.1)
+ ,dim=c(5
+ ,372)
+ ,dimnames=list(c('werkloosheid'
+ ,'y1'
+ ,'y2'
+ ,'y3'
+ ,'y4')
+ ,1:372))
> y <- array(NA,dim=c(5,372),dimnames=list(c('werkloosheid','y1','y2','y3','y4'),1:372))
> 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 = '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
werkloosheid y1 y2 y3 y4 t
1 235.1 0.0 0.0 0.0 0.0 1
2 280.7 235.1 0.0 0.0 0.0 2
3 264.6 280.7 235.1 0.0 0.0 3
4 240.7 264.6 280.7 235.1 0.0 4
5 201.4 240.7 264.6 280.7 235.1 5
6 240.8 201.4 240.7 264.6 280.7 6
7 241.1 240.8 201.4 240.7 264.6 7
8 223.8 241.1 240.8 201.4 240.7 8
9 206.1 223.8 241.1 240.8 201.4 9
10 174.7 206.1 223.8 241.1 240.8 10
11 203.3 174.7 206.1 223.8 241.1 11
12 220.5 203.3 174.7 206.1 223.8 12
13 299.5 220.5 203.3 174.7 206.1 13
14 347.4 299.5 220.5 203.3 174.7 14
15 338.3 347.4 299.5 220.5 203.3 15
16 327.7 338.3 347.4 299.5 220.5 16
17 351.6 327.7 338.3 347.4 299.5 17
18 396.6 351.6 327.7 338.3 347.4 18
19 438.8 396.6 351.6 327.7 338.3 19
20 395.6 438.8 396.6 351.6 327.7 20
21 363.5 395.6 438.8 396.6 351.6 21
22 378.8 363.5 395.6 438.8 396.6 22
23 357.0 378.8 363.5 395.6 438.8 23
24 369.0 357.0 378.8 363.5 395.6 24
25 464.8 369.0 357.0 378.8 363.5 25
26 479.1 464.8 369.0 357.0 378.8 26
27 431.3 479.1 464.8 369.0 357.0 27
28 366.5 431.3 479.1 464.8 369.0 28
29 326.3 366.5 431.3 479.1 464.8 29
30 355.1 326.3 366.5 431.3 479.1 30
31 331.6 355.1 326.3 366.5 431.3 31
32 261.3 331.6 355.1 326.3 366.5 32
33 249.0 261.3 331.6 355.1 326.3 33
34 205.5 249.0 261.3 331.6 355.1 34
35 235.6 205.5 249.0 261.3 331.6 35
36 240.9 235.6 205.5 249.0 261.3 36
37 264.9 240.9 235.6 205.5 249.0 37
38 253.8 264.9 240.9 235.6 205.5 38
39 232.3 253.8 264.9 240.9 235.6 39
40 193.8 232.3 253.8 264.9 240.9 40
41 177.0 193.8 232.3 253.8 264.9 41
42 213.2 177.0 193.8 232.3 253.8 42
43 207.2 213.2 177.0 193.8 232.3 43
44 180.6 207.2 213.2 177.0 193.8 44
45 188.6 180.6 207.2 213.2 177.0 45
46 175.4 188.6 180.6 207.2 213.2 46
47 199.0 175.4 188.6 180.6 207.2 47
48 179.6 199.0 175.4 188.6 180.6 48
49 225.8 179.6 199.0 175.4 188.6 49
50 234.0 225.8 179.6 199.0 175.4 50
51 200.2 234.0 225.8 179.6 199.0 51
52 183.6 200.2 234.0 225.8 179.6 52
53 178.2 183.6 200.2 234.0 225.8 53
54 203.2 178.2 183.6 200.2 234.0 54
55 208.5 203.2 178.2 183.6 200.2 55
56 191.8 208.5 203.2 178.2 183.6 56
57 172.8 191.8 208.5 203.2 178.2 57
58 148.0 172.8 191.8 208.5 203.2 58
59 159.4 148.0 172.8 191.8 208.5 59
60 154.5 159.4 148.0 172.8 191.8 60
61 213.2 154.5 159.4 148.0 172.8 61
62 196.4 213.2 154.5 159.4 148.0 62
63 182.8 196.4 213.2 154.5 159.4 63
64 176.4 182.8 196.4 213.2 154.5 64
65 153.6 176.4 182.8 196.4 213.2 65
66 173.2 153.6 176.4 182.8 196.4 66
67 171.0 173.2 153.6 176.4 182.8 67
68 151.2 171.0 173.2 153.6 176.4 68
69 161.9 151.2 171.0 173.2 153.6 69
70 157.2 161.9 151.2 171.0 173.2 70
71 201.7 157.2 161.9 151.2 171.0 71
72 236.4 201.7 157.2 161.9 151.2 72
73 356.1 236.4 201.7 157.2 161.9 73
74 398.3 356.1 236.4 201.7 157.2 74
75 403.7 398.3 356.1 236.4 201.7 75
76 384.6 403.7 398.3 356.1 236.4 76
77 365.8 384.6 403.7 398.3 356.1 77
78 368.1 365.8 384.6 403.7 398.3 78
79 367.9 368.1 365.8 384.6 403.7 79
80 347.0 367.9 368.1 365.8 384.6 80
81 343.3 347.0 367.9 368.1 365.8 81
82 292.9 343.3 347.0 367.9 368.1 82
83 311.5 292.9 343.3 347.0 367.9 83
84 300.9 311.5 292.9 343.3 347.0 84
85 366.9 300.9 311.5 292.9 343.3 85
86 356.9 366.9 300.9 311.5 292.9 86
87 329.7 356.9 366.9 300.9 311.5 87
88 316.2 329.7 356.9 366.9 300.9 88
89 269.0 316.2 329.7 356.9 366.9 89
90 289.3 269.0 316.2 329.7 356.9 90
91 266.2 289.3 269.0 316.2 329.7 91
92 253.6 266.2 289.3 269.0 316.2 92
93 233.8 253.6 266.2 289.3 269.0 93
94 228.4 233.8 253.6 266.2 289.3 94
95 253.6 228.4 233.8 253.6 266.2 95
96 260.1 253.6 228.4 233.8 253.6 96
97 306.6 260.1 253.6 228.4 233.8 97
98 309.2 306.6 260.1 253.6 228.4 98
99 309.5 309.2 306.6 260.1 253.6 99
100 271.0 309.5 309.2 306.6 260.1 100
101 279.9 271.0 309.5 309.2 306.6 101
102 317.9 279.9 271.0 309.5 309.2 102
103 298.4 317.9 279.9 271.0 309.5 103
104 246.7 298.4 317.9 279.9 271.0 104
105 227.3 246.7 298.4 317.9 279.9 105
106 209.1 227.3 246.7 298.4 317.9 106
107 259.9 209.1 227.3 246.7 298.4 107
108 266.0 259.9 209.1 227.3 246.7 108
109 320.6 266.0 259.9 209.1 227.3 109
110 308.5 320.6 266.0 259.9 209.1 110
111 282.2 308.5 320.6 266.0 259.9 111
112 262.7 282.2 308.5 320.6 266.0 112
113 263.5 262.7 282.2 308.5 320.6 113
114 313.1 263.5 262.7 282.2 308.5 114
115 284.3 313.1 263.5 262.7 282.2 115
116 252.6 284.3 313.1 263.5 262.7 116
117 250.3 252.6 284.3 313.1 263.5 117
118 246.5 250.3 252.6 284.3 313.1 118
119 312.7 246.5 250.3 252.6 284.3 119
120 333.2 312.7 246.5 250.3 252.6 120
121 446.4 333.2 312.7 246.5 250.3 121
122 511.6 446.4 333.2 312.7 246.5 122
123 515.5 511.6 446.4 333.2 312.7 123
124 506.4 515.5 511.6 446.4 333.2 124
125 483.2 506.4 515.5 511.6 446.4 125
126 522.3 483.2 506.4 515.5 511.6 126
127 509.8 522.3 483.2 506.4 515.5 127
128 460.7 509.8 522.3 483.2 506.4 128
129 405.8 460.7 509.8 522.3 483.2 129
130 375.0 405.8 460.7 509.8 522.3 130
131 378.5 375.0 405.8 460.7 509.8 131
132 406.8 378.5 375.0 405.8 460.7 132
133 467.8 406.8 378.5 375.0 405.8 133
134 469.8 467.8 406.8 378.5 375.0 134
135 429.8 469.8 467.8 406.8 378.5 135
136 355.8 429.8 469.8 467.8 406.8 136
137 332.7 355.8 429.8 469.8 467.8 137
138 378.0 332.7 355.8 429.8 469.8 138
139 360.5 378.0 332.7 355.8 429.8 139
140 334.7 360.5 378.0 332.7 355.8 140
141 319.5 334.7 360.5 378.0 332.7 141
142 323.1 319.5 334.7 360.5 378.0 142
143 363.6 323.1 319.5 334.7 360.5 143
144 352.1 363.6 323.1 319.5 334.7 144
145 411.9 352.1 363.6 323.1 319.5 145
146 388.6 411.9 352.1 363.6 323.1 146
147 416.4 388.6 411.9 352.1 363.6 147
148 360.7 416.4 388.6 411.9 352.1 148
149 338.0 360.7 416.4 388.6 411.9 149
150 417.2 338.0 360.7 416.4 388.6 150
151 388.4 417.2 338.0 360.7 416.4 151
152 371.1 388.4 417.2 338.0 360.7 152
153 331.5 371.1 388.4 417.2 338.0 153
154 353.7 331.5 371.1 388.4 417.2 154
155 396.7 353.7 331.5 371.1 388.4 155
156 447.0 396.7 353.7 331.5 371.1 156
157 533.5 447.0 396.7 353.7 331.5 157
158 565.4 533.5 447.0 396.7 353.7 158
159 542.3 565.4 533.5 447.0 396.7 159
160 488.7 542.3 565.4 533.5 447.0 160
161 467.1 488.7 542.3 565.4 533.5 161
162 531.3 467.1 488.7 542.3 565.4 162
163 496.1 531.3 467.1 488.7 542.3 163
164 444.0 496.1 531.3 467.1 488.7 164
165 403.4 444.0 496.1 531.3 467.1 165
166 386.3 403.4 444.0 496.1 531.3 166
167 394.1 386.3 403.4 444.0 496.1 167
168 404.1 394.1 386.3 403.4 444.0 168
169 462.1 404.1 394.1 386.3 403.4 169
170 448.1 462.1 404.1 394.1 386.3 170
171 432.3 448.1 462.1 404.1 394.1 171
172 386.3 432.3 448.1 462.1 404.1 172
173 395.2 386.3 432.3 448.1 462.1 173
174 421.9 395.2 386.3 432.3 448.1 174
175 382.9 421.9 395.2 386.3 432.3 175
176 384.2 382.9 421.9 395.2 386.3 176
177 345.5 384.2 382.9 421.9 395.2 177
178 323.4 345.5 384.2 382.9 421.9 178
179 372.6 323.4 345.5 384.2 382.9 179
180 376.0 372.6 323.4 345.5 384.2 180
181 462.7 376.0 372.6 323.4 345.5 181
182 487.0 462.7 376.0 372.6 323.4 182
183 444.2 487.0 462.7 376.0 372.6 183
184 399.3 444.2 487.0 462.7 376.0 184
185 394.9 399.3 444.2 487.0 462.7 185
186 455.4 394.9 399.3 444.2 487.0 186
187 414.0 455.4 394.9 399.3 444.2 187
188 375.5 414.0 455.4 394.9 399.3 188
189 347.0 375.5 414.0 455.4 394.9 189
190 339.4 347.0 375.5 414.0 455.4 190
191 385.8 339.4 347.0 375.5 414.0 191
192 378.8 385.8 339.4 347.0 375.5 192
193 451.8 378.8 385.8 339.4 347.0 193
194 446.1 451.8 378.8 385.8 339.4 194
195 422.5 446.1 451.8 378.8 385.8 195
196 383.1 422.5 446.1 451.8 378.8 196
197 352.8 383.1 422.5 446.1 451.8 197
198 445.3 352.8 383.1 422.5 446.1 198
199 367.5 445.3 352.8 383.1 422.5 199
200 355.1 367.5 445.3 352.8 383.1 200
201 326.2 355.1 367.5 445.3 352.8 201
202 319.8 326.2 355.1 367.5 445.3 202
203 331.8 319.8 326.2 355.1 367.5 203
204 340.9 331.8 319.8 326.2 355.1 204
205 394.1 340.9 331.8 319.8 326.2 205
206 417.2 394.1 340.9 331.8 319.8 206
207 369.9 417.2 394.1 340.9 331.8 207
208 349.2 369.9 417.2 394.1 340.9 208
209 321.4 349.2 369.9 417.2 394.1 209
210 405.7 321.4 349.2 369.9 417.2 210
211 342.9 405.7 321.4 349.2 369.9 211
212 316.5 342.9 405.7 321.4 349.2 212
213 284.2 316.5 342.9 405.7 321.4 213
214 270.9 284.2 316.5 342.9 405.7 214
215 288.8 270.9 284.2 316.5 342.9 215
216 278.8 288.8 270.9 284.2 316.5 216
217 324.4 278.8 288.8 270.9 284.2 217
218 310.9 324.4 278.8 288.8 270.9 218
219 299.0 310.9 324.4 278.8 288.8 219
220 273.0 299.0 310.9 324.4 278.8 220
221 279.3 273.0 299.0 310.9 324.4 221
222 359.2 279.3 273.0 299.0 310.9 222
223 305.0 359.2 279.3 273.0 299.0 223
224 282.1 305.0 359.2 279.3 273.0 224
225 250.3 282.1 305.0 359.2 279.3 225
226 246.5 250.3 282.1 305.0 359.2 226
227 257.9 246.5 250.3 282.1 305.0 227
228 266.5 257.9 246.5 250.3 282.1 228
229 315.9 266.5 257.9 246.5 250.3 229
230 318.4 315.9 266.5 257.9 246.5 230
231 295.4 318.4 315.9 266.5 257.9 231
232 266.4 295.4 318.4 315.9 266.5 232
233 245.8 266.4 295.4 318.4 315.9 233
234 362.8 245.8 266.4 295.4 318.4 234
235 324.9 362.8 245.8 266.4 295.4 235
236 294.2 324.9 362.8 245.8 266.4 236
237 289.5 294.2 324.9 362.8 245.8 237
238 295.2 289.5 294.2 324.9 362.8 238
239 290.3 295.2 289.5 294.2 324.9 239
240 272.0 290.3 295.2 289.5 294.2 240
241 307.4 272.0 290.3 295.2 289.5 241
242 328.7 307.4 272.0 290.3 295.2 242
243 292.9 328.7 307.4 272.0 290.3 243
244 249.1 292.9 328.7 307.4 272.0 244
245 230.4 249.1 292.9 328.7 307.4 245
246 361.5 230.4 249.1 292.9 328.7 246
247 321.7 361.5 230.4 249.1 292.9 247
248 277.2 321.7 361.5 230.4 249.1 248
249 260.7 277.2 321.7 361.5 230.4 249
250 251.0 260.7 277.2 321.7 361.5 250
251 257.6 251.0 260.7 277.2 321.7 251
252 241.8 257.6 251.0 260.7 277.2 252
253 287.5 241.8 257.6 251.0 260.7 253
254 292.3 287.5 241.8 257.6 251.0 254
255 274.7 292.3 287.5 241.8 257.6 255
256 254.2 274.7 292.3 287.5 241.8 256
257 230.0 254.2 274.7 292.3 287.5 257
258 339.0 230.0 254.2 274.7 292.3 258
259 318.2 339.0 230.0 254.2 274.7 259
260 287.0 318.2 339.0 230.0 254.2 260
261 295.8 287.0 318.2 339.0 230.0 261
262 284.0 295.8 287.0 318.2 339.0 262
263 271.0 284.0 295.8 287.0 318.2 263
264 262.7 271.0 284.0 295.8 287.0 264
265 340.6 262.7 271.0 284.0 295.8 265
266 379.4 340.6 262.7 271.0 284.0 266
267 373.3 379.4 340.6 262.7 271.0 267
268 355.2 373.3 379.4 340.6 262.7 268
269 338.4 355.2 373.3 379.4 340.6 269
270 466.9 338.4 355.2 373.3 379.4 270
271 451.0 466.9 338.4 355.2 373.3 271
272 422.0 451.0 466.9 338.4 355.2 272
273 429.2 422.0 451.0 466.9 338.4 273
274 425.9 429.2 422.0 451.0 466.9 274
275 460.7 425.9 429.2 422.0 451.0 275
276 463.6 460.7 425.9 429.2 422.0 276
277 541.4 463.6 460.7 425.9 429.2 277
278 544.2 541.4 463.6 460.7 425.9 278
279 517.5 544.2 541.4 463.6 460.7 279
280 469.4 517.5 544.2 541.4 463.6 280
281 439.4 469.4 517.5 544.2 541.4 281
282 549.0 439.4 469.4 517.5 544.2 282
283 533.0 549.0 439.4 469.4 517.5 283
284 506.1 533.0 549.0 439.4 469.4 284
285 484.0 506.1 533.0 549.0 439.4 285
286 457.0 484.0 506.1 533.0 549.0 286
287 481.5 457.0 484.0 506.1 533.0 287
288 469.5 481.5 457.0 484.0 506.1 288
289 544.7 469.5 481.5 457.0 484.0 289
290 541.2 544.7 469.5 481.5 457.0 290
291 521.5 541.2 544.7 469.5 481.5 291
292 469.7 521.5 541.2 544.7 469.5 292
293 434.4 469.7 521.5 541.2 544.7 293
294 542.6 434.4 469.7 521.5 541.2 294
295 517.3 542.6 434.4 469.7 521.5 295
296 485.7 517.3 542.6 434.4 469.7 296
297 465.8 485.7 517.3 542.6 434.4 297
298 447.0 465.8 485.7 517.3 542.6 298
299 426.6 447.0 465.8 485.7 517.3 299
300 411.6 426.6 447.0 465.8 485.7 300
301 467.5 411.6 426.6 447.0 465.8 301
302 484.5 467.5 411.6 426.6 447.0 302
303 451.2 484.5 467.5 411.6 426.6 303
304 417.4 451.2 484.5 467.5 411.6 304
305 379.9 417.4 451.2 484.5 467.5 305
306 484.7 379.9 417.4 451.2 484.5 306
307 455.0 484.7 379.9 417.4 451.2 307
308 420.8 455.0 484.7 379.9 417.4 308
309 416.5 420.8 455.0 484.7 379.9 309
310 376.3 416.5 420.8 455.0 484.7 310
311 405.6 376.3 416.5 420.8 455.0 311
312 405.8 405.6 376.3 416.5 420.8 312
313 500.8 405.8 405.6 376.3 416.5 313
314 514.0 500.8 405.8 405.6 376.3 314
315 475.5 514.0 500.8 405.8 405.6 315
316 430.1 475.5 514.0 500.8 405.8 316
317 414.4 430.1 475.5 514.0 500.8 317
318 538.0 414.4 430.1 475.5 514.0 318
319 526.0 538.0 414.4 430.1 475.5 319
320 488.5 526.0 538.0 414.4 430.1 320
321 520.2 488.5 526.0 538.0 414.4 321
322 504.4 520.2 488.5 526.0 538.0 322
323 568.5 504.4 520.2 488.5 526.0 323
324 610.6 568.5 504.4 520.2 488.5 324
325 818.0 610.6 568.5 504.4 520.2 325
326 830.9 818.0 610.6 568.5 504.4 326
327 835.9 830.9 818.0 610.6 568.5 327
328 782.0 835.9 830.9 818.0 610.6 328
329 762.3 782.0 835.9 830.9 818.0 329
330 856.9 762.3 782.0 835.9 830.9 330
331 820.9 856.9 762.3 782.0 835.9 331
332 769.6 820.9 856.9 762.3 782.0 332
333 752.2 769.6 820.9 856.9 762.3 333
334 724.4 752.2 769.6 820.9 856.9 334
335 723.1 724.4 752.2 769.6 820.9 335
336 719.5 723.1 724.4 752.2 769.6 336
337 817.4 719.5 723.1 724.4 752.2 337
338 803.3 817.4 719.5 723.1 724.4 338
339 752.5 803.3 817.4 719.5 723.1 339
340 689.0 752.5 803.3 817.4 719.5 340
341 630.4 689.0 752.5 803.3 817.4 341
342 765.5 630.4 689.0 752.5 803.3 342
343 757.7 765.5 630.4 689.0 752.5 343
344 732.2 757.7 765.5 630.4 689.0 344
345 702.6 732.2 757.7 765.5 630.4 345
346 683.3 702.6 732.2 757.7 765.5 346
347 709.5 683.3 702.6 732.2 757.7 347
348 702.2 709.5 683.3 702.6 732.2 348
349 784.8 702.2 709.5 683.3 702.6 349
350 810.9 784.8 702.2 709.5 683.3 350
351 755.6 810.9 784.8 702.2 709.5 351
352 656.8 755.6 810.9 784.8 702.2 352
353 615.1 656.8 755.6 810.9 784.8 353
354 745.3 615.1 656.8 755.6 810.9 354
355 694.1 745.3 615.1 656.8 755.6 355
356 675.7 694.1 745.3 615.1 656.8 356
357 643.7 675.7 694.1 745.3 615.1 357
358 622.1 643.7 675.7 694.1 745.3 358
359 634.6 622.1 643.7 675.7 694.1 359
360 588.0 634.6 622.1 643.7 675.7 360
361 689.7 588.0 634.6 622.1 643.7 361
362 673.9 689.7 588.0 634.6 622.1 362
363 647.9 673.9 689.7 588.0 634.6 363
364 568.8 647.9 673.9 689.7 588.0 364
365 545.7 568.8 647.9 673.9 689.7 365
366 632.6 545.7 568.8 647.9 673.9 366
367 643.8 632.6 545.7 568.8 647.9 367
368 593.1 643.8 632.6 545.7 568.8 368
369 579.7 593.1 643.8 632.6 545.7 369
370 546.0 579.7 593.1 643.8 632.6 370
371 562.9 546.0 579.7 593.1 643.8 371
372 572.5 562.9 546.0 579.7 593.1 372
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) y1 y2 y3 y4 t
17.80199 0.98008 -0.14821 -0.10894 0.20890 0.05803
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-92.52 -28.50 -10.03 17.08 217.24
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 17.80199 6.06700 2.934 0.00355 **
y1 0.98008 0.05109 19.182 < 2e-16 ***
y2 -0.14821 0.07214 -2.054 0.04065 *
y3 -0.10894 0.07221 -1.509 0.13223
y4 0.20890 0.05091 4.103 5.03e-05 ***
t 0.05803 0.02996 1.937 0.05350 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 42.6 on 366 degrees of freedom
Multiple R-squared: 0.9255, Adjusted R-squared: 0.9245
F-statistic: 909.7 on 5 and 366 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,] 1.466043e-01 2.932086e-01 0.85339571
[2,] 1.145403e-01 2.290806e-01 0.88545970
[3,] 6.664177e-02 1.332835e-01 0.93335823
[4,] 4.192886e-02 8.385773e-02 0.95807114
[5,] 2.941216e-01 5.882431e-01 0.70587845
[6,] 4.957160e-01 9.914320e-01 0.50428401
[7,] 4.564226e-01 9.128451e-01 0.54357744
[8,] 4.056519e-01 8.113039e-01 0.59434806
[9,] 4.766307e-01 9.532614e-01 0.52336930
[10,] 6.347074e-01 7.305851e-01 0.36529257
[11,] 7.342669e-01 5.314663e-01 0.26573313
[12,] 6.677369e-01 6.645262e-01 0.33226309
[13,] 5.966241e-01 8.067518e-01 0.40337592
[14,] 5.354898e-01 9.290204e-01 0.46451019
[15,] 4.946833e-01 9.893665e-01 0.50531674
[16,] 4.321256e-01 8.642513e-01 0.56787436
[17,] 4.905204e-01 9.810408e-01 0.50947960
[18,] 4.262458e-01 8.524917e-01 0.57375415
[19,] 4.014770e-01 8.029541e-01 0.59852297
[20,] 4.791732e-01 9.583465e-01 0.52082677
[21,] 5.540037e-01 8.919925e-01 0.44599627
[22,] 5.231787e-01 9.536425e-01 0.47682127
[23,] 6.872557e-01 6.254887e-01 0.31274433
[24,] 8.810891e-01 2.378219e-01 0.11891095
[25,] 8.796172e-01 2.407656e-01 0.12038279
[26,] 9.272008e-01 1.455984e-01 0.07279918
[27,] 9.072112e-01 1.855776e-01 0.09278881
[28,] 8.908279e-01 2.183442e-01 0.10917210
[29,] 8.657956e-01 2.684088e-01 0.13420442
[30,] 8.406720e-01 3.186560e-01 0.15932801
[31,] 8.145642e-01 3.708716e-01 0.18543578
[32,] 8.021623e-01 3.956754e-01 0.19783768
[33,] 7.735956e-01 4.528088e-01 0.22640441
[34,] 7.459358e-01 5.081284e-01 0.25406420
[35,] 7.142502e-01 5.714996e-01 0.28574981
[36,] 6.821015e-01 6.357969e-01 0.31789845
[37,] 6.443014e-01 7.113971e-01 0.35569857
[38,] 6.070208e-01 7.859583e-01 0.39297917
[39,] 5.734063e-01 8.531873e-01 0.42659366
[40,] 5.360276e-01 9.279448e-01 0.46397238
[41,] 5.540517e-01 8.918966e-01 0.44594829
[42,] 5.113186e-01 9.773627e-01 0.48868136
[43,] 4.791616e-01 9.583231e-01 0.52083843
[44,] 4.346401e-01 8.692802e-01 0.56535988
[45,] 3.912836e-01 7.825671e-01 0.60871643
[46,] 3.591936e-01 7.183873e-01 0.64080636
[47,] 3.193021e-01 6.386043e-01 0.68069786
[48,] 2.823528e-01 5.647055e-01 0.71764725
[49,] 2.474555e-01 4.949110e-01 0.75254450
[50,] 2.216693e-01 4.433387e-01 0.77833067
[51,] 1.929688e-01 3.859377e-01 0.80703117
[52,] 1.665096e-01 3.330191e-01 0.83349045
[53,] 1.955160e-01 3.910320e-01 0.80448401
[54,] 1.697102e-01 3.394203e-01 0.83028985
[55,] 1.452150e-01 2.904301e-01 0.85478496
[56,] 1.245092e-01 2.490184e-01 0.87549082
[57,] 1.091246e-01 2.182491e-01 0.89087543
[58,] 9.678201e-02 1.935640e-01 0.90321799
[59,] 8.047583e-02 1.609517e-01 0.91952417
[60,] 6.817446e-02 1.363489e-01 0.93182554
[61,] 5.893750e-02 1.178750e-01 0.94106250
[62,] 4.812099e-02 9.624198e-02 0.95187901
[63,] 5.294794e-02 1.058959e-01 0.94705206
[64,] 5.417318e-02 1.083464e-01 0.94582682
[65,] 2.518340e-01 5.036681e-01 0.74816596
[66,] 2.836671e-01 5.673342e-01 0.71633290
[67,] 2.834629e-01 5.669259e-01 0.71653707
[68,] 2.670161e-01 5.340321e-01 0.73298393
[69,] 2.439261e-01 4.878522e-01 0.75607391
[70,] 2.313917e-01 4.627834e-01 0.76860829
[71,] 2.099187e-01 4.198374e-01 0.79008128
[72,] 1.847487e-01 3.694975e-01 0.81525127
[73,] 1.661756e-01 3.323513e-01 0.83382436
[74,] 1.591181e-01 3.182362e-01 0.84088191
[75,] 1.554331e-01 3.108662e-01 0.84456688
[76,] 1.349384e-01 2.698767e-01 0.86506164
[77,] 1.782632e-01 3.565263e-01 0.82173684
[78,] 1.554974e-01 3.109949e-01 0.84450257
[79,] 1.358483e-01 2.716966e-01 0.86415168
[80,] 1.188781e-01 2.377562e-01 0.88112190
[81,] 1.156820e-01 2.313641e-01 0.88431796
[82,] 1.076935e-01 2.153871e-01 0.89230647
[83,] 9.691637e-02 1.938327e-01 0.90308363
[84,] 8.368370e-02 1.673674e-01 0.91631630
[85,] 7.200344e-02 1.440069e-01 0.92799656
[86,] 6.094118e-02 1.218824e-01 0.93905882
[87,] 5.412752e-02 1.082550e-01 0.94587248
[88,] 4.507580e-02 9.015161e-02 0.95492420
[89,] 4.836580e-02 9.673161e-02 0.95163420
[90,] 4.035947e-02 8.071894e-02 0.95964053
[91,] 3.369365e-02 6.738731e-02 0.96630635
[92,] 2.945338e-02 5.890677e-02 0.97054662
[93,] 2.536944e-02 5.073889e-02 0.97463056
[94,] 2.526853e-02 5.053706e-02 0.97473147
[95,] 2.198011e-02 4.396022e-02 0.97801989
[96,] 2.169357e-02 4.338715e-02 0.97830643
[97,] 1.774813e-02 3.549627e-02 0.98225187
[98,] 1.531070e-02 3.062139e-02 0.98468930
[99,] 1.549465e-02 3.098929e-02 0.98450535
[100,] 1.248699e-02 2.497398e-02 0.98751301
[101,] 1.480961e-02 2.961922e-02 0.98519039
[102,] 1.194438e-02 2.388876e-02 0.98805562
[103,] 9.843721e-03 1.968744e-02 0.99015628
[104,] 7.857621e-03 1.571524e-02 0.99214238
[105,] 6.266274e-03 1.253255e-02 0.99373373
[106,] 6.749614e-03 1.349923e-02 0.99325039
[107,] 6.223846e-03 1.244769e-02 0.99377615
[108,] 5.255422e-03 1.051084e-02 0.99474458
[109,] 4.208401e-03 8.416802e-03 0.99579160
[110,] 3.345199e-03 6.690398e-03 0.99665480
[111,] 4.555424e-03 9.110849e-03 0.99544458
[112,] 3.710894e-03 7.421788e-03 0.99628911
[113,] 1.985197e-02 3.970394e-02 0.98014803
[114,] 3.288706e-02 6.577412e-02 0.96711294
[115,] 2.950632e-02 5.901264e-02 0.97049368
[116,] 2.823129e-02 5.646258e-02 0.97176871
[117,] 2.382719e-02 4.765437e-02 0.97617281
[118,] 3.095748e-02 6.191496e-02 0.96904252
[119,] 2.573341e-02 5.146683e-02 0.97426659
[120,] 2.352225e-02 4.704451e-02 0.97647775
[121,] 2.096114e-02 4.192229e-02 0.97903886
[122,] 1.812418e-02 3.624836e-02 0.98187582
[123,] 1.527326e-02 3.054653e-02 0.98472674
[124,] 1.346083e-02 2.692165e-02 0.98653917
[125,] 1.685123e-02 3.370246e-02 0.98314877
[126,] 1.405305e-02 2.810610e-02 0.98594695
[127,] 1.204484e-02 2.408968e-02 0.98795516
[128,] 1.265780e-02 2.531559e-02 0.98734220
[129,] 1.066570e-02 2.133139e-02 0.98933430
[130,] 1.071523e-02 2.143046e-02 0.98928477
[131,] 1.017197e-02 2.034394e-02 0.98982803
[132,] 8.757006e-03 1.751401e-02 0.99124299
[133,] 7.069919e-03 1.413984e-02 0.99293008
[134,] 5.683661e-03 1.136732e-02 0.99431634
[135,] 5.291593e-03 1.058319e-02 0.99470841
[136,] 4.428370e-03 8.856740e-03 0.99557163
[137,] 6.353835e-03 1.270767e-02 0.99364616
[138,] 5.385455e-03 1.077091e-02 0.99461455
[139,] 5.143281e-03 1.028656e-02 0.99485672
[140,] 5.166614e-03 1.033323e-02 0.99483339
[141,] 4.282772e-03 8.565544e-03 0.99571723
[142,] 9.038773e-03 1.807755e-02 0.99096123
[143,] 9.310045e-03 1.862009e-02 0.99068996
[144,] 7.642007e-03 1.528401e-02 0.99235799
[145,] 6.523567e-03 1.304713e-02 0.99347643
[146,] 5.564711e-03 1.112942e-02 0.99443529
[147,] 5.284382e-03 1.056876e-02 0.99471562
[148,] 5.418908e-03 1.083782e-02 0.99458109
[149,] 1.376087e-02 2.752173e-02 0.98623913
[150,] 1.567716e-02 3.135433e-02 0.98432284
[151,] 1.351458e-02 2.702916e-02 0.98648542
[152,] 1.133200e-02 2.266400e-02 0.98866800
[153,] 9.348446e-03 1.869689e-02 0.99065155
[154,] 1.409289e-02 2.818577e-02 0.98590711
[155,] 1.376499e-02 2.752999e-02 0.98623501
[156,] 1.293223e-02 2.586446e-02 0.98706777
[157,] 1.091411e-02 2.182823e-02 0.98908589
[158,] 9.351922e-03 1.870384e-02 0.99064808
[159,] 7.639869e-03 1.527974e-02 0.99236013
[160,] 6.191884e-03 1.238377e-02 0.99380812
[161,] 7.641600e-03 1.528320e-02 0.99235840
[162,] 6.439220e-03 1.287844e-02 0.99356078
[163,] 5.240513e-03 1.048103e-02 0.99475949
[164,] 4.621405e-03 9.242810e-03 0.99537859
[165,] 3.794413e-03 7.588826e-03 0.99620559
[166,] 3.240062e-03 6.480124e-03 0.99675994
[167,] 3.429885e-03 6.859770e-03 0.99657012
[168,] 2.773337e-03 5.546673e-03 0.99722666
[169,] 2.592419e-03 5.184838e-03 0.99740758
[170,] 2.282152e-03 4.564304e-03 0.99771785
[171,] 2.383800e-03 4.767600e-03 0.99761620
[172,] 1.935746e-03 3.871491e-03 0.99806425
[173,] 4.222268e-03 8.444535e-03 0.99577773
[174,] 4.243344e-03 8.486687e-03 0.99575666
[175,] 3.898130e-03 7.796259e-03 0.99610187
[176,] 3.194377e-03 6.388754e-03 0.99680562
[177,] 2.558381e-03 5.116762e-03 0.99744162
[178,] 2.968200e-03 5.936399e-03 0.99703180
[179,] 3.264505e-03 6.529010e-03 0.99673550
[180,] 2.841892e-03 5.683784e-03 0.99715811
[181,] 2.318868e-03 4.637736e-03 0.99768113
[182,] 1.918089e-03 3.836177e-03 0.99808191
[183,] 1.780117e-03 3.560234e-03 0.99821988
[184,] 1.482253e-03 2.964507e-03 0.99851775
[185,] 2.712841e-03 5.425682e-03 0.99728716
[186,] 2.295851e-03 4.591702e-03 0.99770415
[187,] 1.886882e-03 3.773764e-03 0.99811312
[188,] 1.545961e-03 3.091922e-03 0.99845404
[189,] 1.341598e-03 2.683195e-03 0.99865840
[190,] 3.025425e-03 6.050850e-03 0.99697457
[191,] 6.425915e-03 1.285183e-02 0.99357408
[192,] 5.231079e-03 1.046216e-02 0.99476892
[193,] 4.340840e-03 8.681679e-03 0.99565916
[194,] 3.767349e-03 7.534698e-03 0.99623265
[195,] 3.014897e-03 6.029793e-03 0.99698510
[196,] 2.413078e-03 4.826157e-03 0.99758692
[197,] 2.706251e-03 5.412502e-03 0.99729375
[198,] 2.457215e-03 4.914431e-03 0.99754278
[199,] 2.412805e-03 4.825610e-03 0.99758720
[200,] 1.920154e-03 3.840307e-03 0.99807985
[201,] 1.656243e-03 3.312486e-03 0.99834376
[202,] 2.612910e-03 5.225820e-03 0.99738709
[203,] 3.961748e-03 7.923496e-03 0.99603825
[204,] 3.406863e-03 6.813727e-03 0.99659314
[205,] 2.894634e-03 5.789269e-03 0.99710537
[206,] 2.691118e-03 5.382236e-03 0.99730888
[207,] 2.129741e-03 4.259482e-03 0.99787026
[208,] 1.857316e-03 3.714633e-03 0.99814268
[209,] 1.756918e-03 3.513836e-03 0.99824308
[210,] 1.460374e-03 2.920748e-03 0.99853963
[211,] 1.186568e-03 2.373136e-03 0.99881343
[212,] 9.967079e-04 1.993416e-03 0.99900329
[213,] 7.742169e-04 1.548434e-03 0.99922578
[214,] 1.132266e-03 2.264532e-03 0.99886773
[215,] 1.584963e-03 3.169927e-03 0.99841504
[216,] 1.297073e-03 2.594146e-03 0.99870293
[217,] 1.112435e-03 2.224869e-03 0.99888757
[218,] 9.619221e-04 1.923844e-03 0.99903808
[219,] 7.504940e-04 1.500988e-03 0.99924951
[220,] 5.856074e-04 1.171215e-03 0.99941439
[221,] 5.672685e-04 1.134537e-03 0.99943273
[222,] 4.401376e-04 8.802751e-04 0.99955986
[223,] 3.615776e-04 7.231551e-04 0.99963842
[224,] 2.986223e-04 5.972447e-04 0.99970138
[225,] 2.624100e-04 5.248201e-04 0.99973759
[226,] 8.451900e-04 1.690380e-03 0.99915481
[227,] 9.676111e-04 1.935222e-03 0.99903239
[228,] 8.296344e-04 1.659269e-03 0.99917037
[229,] 6.480435e-04 1.296087e-03 0.99935196
[230,] 5.099317e-04 1.019863e-03 0.99949007
[231,] 4.115717e-04 8.231435e-04 0.99958843
[232,] 3.476503e-04 6.953006e-04 0.99965235
[233,] 2.924546e-04 5.849091e-04 0.99970755
[234,] 2.232399e-04 4.464799e-04 0.99977676
[235,] 2.201498e-04 4.402996e-04 0.99977985
[236,] 2.146987e-04 4.293974e-04 0.99978530
[237,] 1.865582e-04 3.731163e-04 0.99981344
[238,] 7.284748e-04 1.456950e-03 0.99927153
[239,] 9.099637e-04 1.819927e-03 0.99909004
[240,] 8.711769e-04 1.742354e-03 0.99912882
[241,] 6.686904e-04 1.337381e-03 0.99933131
[242,] 6.233180e-04 1.246636e-03 0.99937668
[243,] 5.044092e-04 1.008818e-03 0.99949559
[244,] 4.599758e-04 9.199517e-04 0.99954002
[245,] 3.943189e-04 7.886378e-04 0.99960568
[246,] 2.995282e-04 5.990564e-04 0.99970047
[247,] 2.518261e-04 5.036523e-04 0.99974817
[248,] 2.043064e-04 4.086127e-04 0.99979569
[249,] 2.008470e-04 4.016940e-04 0.99979915
[250,] 4.541193e-04 9.082385e-04 0.99954588
[251,] 4.306843e-04 8.613687e-04 0.99956932
[252,] 3.856579e-04 7.713159e-04 0.99961434
[253,] 3.034873e-04 6.069745e-04 0.99969651
[254,] 2.754220e-04 5.508440e-04 0.99972458
[255,] 2.512337e-04 5.024675e-04 0.99974877
[256,] 2.101079e-04 4.202157e-04 0.99978989
[257,] 2.527056e-04 5.054111e-04 0.99974729
[258,] 2.019178e-04 4.038355e-04 0.99979808
[259,] 1.495942e-04 2.991884e-04 0.99985041
[260,] 1.097192e-04 2.194384e-04 0.99989028
[261,] 8.583859e-05 1.716772e-04 0.99991416
[262,] 4.881633e-04 9.763266e-04 0.99951184
[263,] 3.973496e-04 7.946992e-04 0.99960265
[264,] 3.113265e-04 6.226530e-04 0.99968867
[265,] 2.682960e-04 5.365919e-04 0.99973170
[266,] 2.074673e-04 4.149346e-04 0.99979253
[267,] 1.701198e-04 3.402395e-04 0.99982988
[268,] 1.246222e-04 2.492444e-04 0.99987538
[269,] 2.576458e-04 5.152915e-04 0.99974235
[270,] 1.970995e-04 3.941991e-04 0.99980290
[271,] 1.454871e-04 2.909742e-04 0.99985451
[272,] 1.170531e-04 2.341062e-04 0.99988295
[273,] 1.038616e-04 2.077232e-04 0.99989614
[274,] 3.203345e-04 6.406690e-04 0.99967967
[275,] 2.613570e-04 5.227140e-04 0.99973864
[276,] 1.986475e-04 3.972949e-04 0.99980135
[277,] 1.443695e-04 2.887391e-04 0.99985563
[278,] 1.289109e-04 2.578218e-04 0.99987109
[279,] 9.664012e-05 1.932802e-04 0.99990336
[280,] 7.635058e-05 1.527012e-04 0.99992365
[281,] 1.209471e-04 2.418942e-04 0.99987905
[282,] 8.621237e-05 1.724247e-04 0.99991379
[283,] 6.202996e-05 1.240599e-04 0.99993797
[284,] 5.344656e-05 1.068931e-04 0.99994655
[285,] 5.329711e-05 1.065942e-04 0.99994670
[286,] 1.484802e-04 2.969604e-04 0.99985152
[287,] 1.423581e-04 2.847161e-04 0.99985764
[288,] 1.153927e-04 2.307853e-04 0.99988461
[289,] 8.185521e-05 1.637104e-04 0.99991814
[290,] 7.354178e-05 1.470836e-04 0.99992646
[291,] 7.093919e-05 1.418784e-04 0.99992906
[292,] 6.425948e-05 1.285190e-04 0.99993574
[293,] 5.530026e-05 1.106005e-04 0.99994470
[294,] 3.861472e-05 7.722943e-05 0.99996139
[295,] 3.587574e-05 7.175148e-05 0.99996412
[296,] 3.015716e-05 6.031432e-05 0.99996984
[297,] 3.951121e-05 7.902242e-05 0.99996049
[298,] 6.612658e-05 1.322532e-04 0.99993387
[299,] 8.536040e-05 1.707208e-04 0.99991464
[300,] 9.356705e-05 1.871341e-04 0.99990643
[301,] 6.657351e-05 1.331470e-04 0.99993343
[302,] 1.581451e-04 3.162902e-04 0.99984185
[303,] 1.280565e-04 2.561129e-04 0.99987194
[304,] 1.381051e-04 2.762103e-04 0.99986189
[305,] 1.597640e-04 3.195280e-04 0.99984024
[306,] 1.150355e-04 2.300710e-04 0.99988496
[307,] 1.406194e-04 2.812387e-04 0.99985938
[308,] 1.935781e-04 3.871562e-04 0.99980642
[309,] 4.028812e-04 8.057624e-04 0.99959712
[310,] 5.121504e-04 1.024301e-03 0.99948785
[311,] 9.674147e-04 1.934829e-03 0.99903259
[312,] 2.977287e-03 5.954574e-03 0.99702271
[313,] 2.952149e-03 5.904299e-03 0.99704785
[314,] 2.227900e-02 4.455799e-02 0.97772100
[315,] 6.489744e-02 1.297949e-01 0.93510256
[316,] 3.573072e-01 7.146144e-01 0.64269281
[317,] 4.668690e-01 9.337380e-01 0.53313100
[318,] 4.937800e-01 9.875600e-01 0.50622002
[319,] 4.569819e-01 9.139638e-01 0.54301812
[320,] 4.191651e-01 8.383303e-01 0.58083487
[321,] 3.820764e-01 7.641527e-01 0.61792364
[322,] 5.083059e-01 9.833882e-01 0.49169412
[323,] 4.622473e-01 9.244945e-01 0.53775273
[324,] 4.207098e-01 8.414197e-01 0.57929015
[325,] 3.731207e-01 7.462415e-01 0.62687926
[326,] 3.619471e-01 7.238942e-01 0.63805288
[327,] 3.638662e-01 7.277324e-01 0.63613381
[328,] 4.039289e-01 8.078579e-01 0.59607107
[329,] 4.171924e-01 8.343848e-01 0.58280762
[330,] 3.642164e-01 7.284327e-01 0.63578364
[331,] 3.206084e-01 6.412168e-01 0.67939158
[332,] 3.045153e-01 6.090306e-01 0.69548472
[333,] 5.483088e-01 9.033824e-01 0.45169118
[334,] 5.491110e-01 9.017781e-01 0.45088903
[335,] 5.617155e-01 8.765691e-01 0.43828454
[336,] 5.694895e-01 8.610210e-01 0.43051049
[337,] 5.470649e-01 9.058702e-01 0.45293510
[338,] 5.903206e-01 8.193589e-01 0.40967944
[339,] 5.950164e-01 8.099672e-01 0.40498358
[340,] 7.676503e-01 4.646994e-01 0.23234969
[341,] 7.203201e-01 5.593597e-01 0.27967985
[342,] 7.673007e-01 4.653986e-01 0.23269931
[343,] 8.459715e-01 3.080570e-01 0.15402850
[344,] 8.326352e-01 3.347296e-01 0.16736478
[345,] 7.786270e-01 4.427461e-01 0.22137304
[346,] 9.592991e-01 8.140187e-02 0.04070093
[347,] 9.365031e-01 1.269938e-01 0.06349688
[348,] 8.982328e-01 2.035343e-01 0.10176716
[349,] 8.498952e-01 3.002096e-01 0.15010480
[350,] 7.901389e-01 4.197221e-01 0.20986106
[351,] 6.971166e-01 6.057669e-01 0.30288343
[352,] 9.725720e-01 5.485601e-02 0.02742801
[353,] 9.400209e-01 1.199582e-01 0.05997911
[354,] 8.696318e-01 2.607364e-01 0.13036818
[355,] 9.313878e-01 1.372244e-01 0.06861222
> postscript(file="/var/www/html/rcomp/tmp/1udag1291142351.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/2mm911291142351.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3mm911291142351.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/4mm911291142351.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/5xv841291142351.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 = 372
Frequency = 1
1 2 3 4 5 6
217.23998510 32.36463872 6.35825130 30.54901669 -31.91585437 31.12150069
7 8 9 10 11 12
-12.31661767 -23.41788359 -11.67413932 -36.54664137 18.19936127 4.34305581
13 14 15 16 17 18
70.94320081 53.58289299 5.08646225 15.45928855 37.05651659 46.00592232
19 20 21 22 23 24
48.33258077 -24.79767135 -8.45232749 27.04445307 -28.08792617 13.01495190
25 26 27 28 29 30
102.13744801 18.69502676 -23.11871962 -31.08002786 -33.36775902 16.97524280
31 32 33 34 35 36
-37.84083186 -71.74119324 -7.14714250 -57.64542511 10.45799580 -6.90180457
37 38 39 40 41 42
14.13742595 -7.39093316 -20.22358984 -37.84760764 -26.38170799 20.49631065
43 44 45 46 47 48
-23.23332824 -32.43330971 8.14266081 -25.11410445 10.90625961 -27.20981154
49 50 51 52 53 54
38.33425987 3.64962668 -38.44134257 -11.67173072 -14.62764116 7.75147592
55 56 57 58 59 60
-7.05648963 -22.42432064 -20.47798279 -33.83461501 -3.92895752 -22.31664422
61 62 63 64 65 66
44.08471986 -24.60775090 -16.01591422 -4.21644862 -36.91010617 6.05717342
67 68 69 70 71 72
-16.64574708 -32.58956666 4.03006120 -18.48342821 30.45335403 26.08693831
73 74 75 76 77 78
115.56802558 51.36648639 27.57344496 15.16832633 -4.57789879 5.03158148
79 80 81 82 83 84
-3.47568687 -21.95487371 -1.08096124 -51.51246060 13.64227069 -18.75197469
85 86 87 88 89 90
55.61798133 -8.14169267 -20.85752613 0.16483363 -52.77004029 10.85690902
91 92 93 94 95 96
-34.98073798 -24.31198930 -23.17307190 -17.84999394 13.10289011 -5.47835867
97 98 99 100 101 102
41.87583097 3.68061116 3.70981078 -31.04914863 6.13986708 29.14269404
103 104 105 106 107 108
-30.59618724 -48.59858926 -17.99597178 -34.96515030 29.18056762 -8.57629039
109 110 111 112 113 114
49.58606088 -5.84439112 -22.19890803 -13.10036483 -9.86867623 35.66182141
115 116 117 118 119 120
-38.31994858 -30.33987187 -0.66145809 -20.46226119 51.62612487 12.99502459
121 122 123 124 125 126
115.92309885 81.16349712 26.28519159 31.01722549 0.71128087 47.94709780
127 128 129 130 131 132
-8.17657805 -39.91506808 -39.49771697 -33.35586668 -10.60150762 13.92169142
133 134 135 136 137 138
55.75935542 8.92594554 -21.69985172 -55.52483326 -24.61003238 27.52923882
139 140 141 142 143 144
-37.55549915 -26.60623535 -9.41130853 -6.16536940 29.34071217 -17.64334909
145 146 147 148 149 150
62.93938366 -17.07199684 32.65544155 -44.88527092 -23.96300555 77.06754246
151 152 153 154 155 156
-44.65251505 -12.88339973 -26.48447941 12.22253769 31.66938106 42.35803474
157 158 159 160 161 162
96.56559083 51.13200469 6.02612494 -21.34874104 -8.49262085 59.69489916
163 164 165 166 167 168
-42.69915238 -41.99946839 -25.30606554 -27.64026913 -7.47847822 -1.25469442
169 170 171 172 173 174
54.66094735 -10.33788716 -4.41881627 -32.83704792 5.10574885 17.41085853
175 176 177 178 179 180
-48.20684721 5.79436289 -38.96840039 -32.83076153 40.52412206 -12.11677313
181 182 183 184 185 186
84.16156990 33.91072940 -29.82123724 -20.49568804 -2.75566027 45.60540737
187 188 189 190 191 192
-51.75011051 -31.86597814 -21.31671238 -23.89678551 30.12425375 -18.59805626
193 194 195 196 197 198
73.20698552 1.50785535 -16.20011111 -23.95823246 -35.06929762 79.84961872
199 200 201 202 203 204
-92.51879167 -10.08748702 -22.01658997 -29.78654665 -0.95367908 -5.17916254
205 206 207 208 209 210
46.16253186 21.05702094 -42.57176989 -9.65383719 -32.83132491 65.61072658
211 212 213 214 215 216
-76.36244428 -27.48174054 -28.28213037 -38.34766128 -2.01474705 -29.59113849
217 218 219 220 221 222
33.70313258 -21.30036342 -18.09773316 -27.43702204 -8.47304190 62.86482202
223 224 225 226 227 228
-69.11454660 -20.99271774 -31.05161143 -29.73243898 -10.55145461 -12.42602749
229 230 231 232 233 234
36.40583005 -6.25797287 -25.88938554 -28.45002043 -34.14170258 95.66415397
235 236 237 238 239 240
-58.37105277 -30.82982122 5.93267483 -16.93887344 -23.60704225 -30.41668659
241 242 243 244 245 246
23.73734814 5.84770838 -46.60950638 -44.54453898 -30.75543123 103.77310053
247 248 249 250 251 252
-64.63803798 -43.64624432 -4.30109459 -36.20538768 -19.13556083 -35.40118629
253 254 255 256 257 258
29.09439190 -10.54974433 -29.23907295 -23.55720145 -39.35578181 87.34592215
259 260 261 262 263 264
-42.48425752 -35.55590453 17.61150292 -32.53122901 -31.77381755 -21.66330476
265 266 267 268 269 270
59.26288377 21.47516194 -9.35324599 -5.56224488 -17.63132406 115.82367312
271 272 273 274 275 276
-29.26227167 -21.74151097 28.97435776 -14.31393079 24.89170761 -0.01982954
277 278 279 280 281 282
78.17392656 9.57570380 -15.34985370 -29.05516640 -31.87570403 96.44643839
283 284 285 286 287 288
-31.13708487 -19.39041871 0.65100625 -33.37233672 14.66845280 -22.19129840
289 290 291 292 293 294
70.01808155 -0.71135031 -12.31923545 -34.68946297 -38.28941890 95.35742396
295 296 297 298 299 300
-42.80484444 -26.65534548 -0.23120251 -29.62795884 -32.76703154 -26.18430877
301 302 303 304 305 306
43.44454864 5.08180658 -34.02538390 -23.50405620 -42.69612217 86.61063247
307 308 309 310 311 312
-48.14350198 -34.78539532 9.22404244 -57.01640105 13.46622793 -14.39018991
313 314 315 316 317 318
81.21719386 12.87062862 -30.64381406 -26.10505161 -21.48076684 103.76834078
319 320 321 322 323 324
-28.65783348 -28.36282220 54.99816711 -24.61342757 58.03362365 46.19771297
325 326 327 328 329 330
213.43494835 39.53089325 53.76369568 10.61613308 2.50513802 106.21627612
331 332 333 334 335 336
-32.39343381 -25.33455000 16.57101820 -25.52021682 -0.27888237 2.03807231
337 338 339 340 341 342
103.82205292 -1.15378064 -23.80382372 -28.24635583 -54.18533230 126.28977869
343 344 345 346 347 348
-18.96771640 -9.97702139 11.16001523 -12.03886667 27.48327820 -6.31091298
349 350 351 352 353 354
91.34959730 42.24079775 -32.72391214 -62.99198520 -30.52553661 114.36651689
355 356 357 358 359 360
-69.88933558 -2.77409330 -1.49200308 -27.29070852 10.26961862 -51.48295795
361 362 363 364 365 366
102.01515210 -14.54971653 -17.73756547 -52.94145152 -25.39463234 72.83232070
367 368 369 370 371 372
-7.80400862 -42.65231905 9.53199228 -35.54026436 4.48169482 1.59714572
> postscript(file="/var/www/html/rcomp/tmp/6xv841291142351.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 = 372
Frequency = 1
lag(myerror, k = 1) myerror
0 217.23998510 NA
1 32.36463872 217.23998510
2 6.35825130 32.36463872
3 30.54901669 6.35825130
4 -31.91585437 30.54901669
5 31.12150069 -31.91585437
6 -12.31661767 31.12150069
7 -23.41788359 -12.31661767
8 -11.67413932 -23.41788359
9 -36.54664137 -11.67413932
10 18.19936127 -36.54664137
11 4.34305581 18.19936127
12 70.94320081 4.34305581
13 53.58289299 70.94320081
14 5.08646225 53.58289299
15 15.45928855 5.08646225
16 37.05651659 15.45928855
17 46.00592232 37.05651659
18 48.33258077 46.00592232
19 -24.79767135 48.33258077
20 -8.45232749 -24.79767135
21 27.04445307 -8.45232749
22 -28.08792617 27.04445307
23 13.01495190 -28.08792617
24 102.13744801 13.01495190
25 18.69502676 102.13744801
26 -23.11871962 18.69502676
27 -31.08002786 -23.11871962
28 -33.36775902 -31.08002786
29 16.97524280 -33.36775902
30 -37.84083186 16.97524280
31 -71.74119324 -37.84083186
32 -7.14714250 -71.74119324
33 -57.64542511 -7.14714250
34 10.45799580 -57.64542511
35 -6.90180457 10.45799580
36 14.13742595 -6.90180457
37 -7.39093316 14.13742595
38 -20.22358984 -7.39093316
39 -37.84760764 -20.22358984
40 -26.38170799 -37.84760764
41 20.49631065 -26.38170799
42 -23.23332824 20.49631065
43 -32.43330971 -23.23332824
44 8.14266081 -32.43330971
45 -25.11410445 8.14266081
46 10.90625961 -25.11410445
47 -27.20981154 10.90625961
48 38.33425987 -27.20981154
49 3.64962668 38.33425987
50 -38.44134257 3.64962668
51 -11.67173072 -38.44134257
52 -14.62764116 -11.67173072
53 7.75147592 -14.62764116
54 -7.05648963 7.75147592
55 -22.42432064 -7.05648963
56 -20.47798279 -22.42432064
57 -33.83461501 -20.47798279
58 -3.92895752 -33.83461501
59 -22.31664422 -3.92895752
60 44.08471986 -22.31664422
61 -24.60775090 44.08471986
62 -16.01591422 -24.60775090
63 -4.21644862 -16.01591422
64 -36.91010617 -4.21644862
65 6.05717342 -36.91010617
66 -16.64574708 6.05717342
67 -32.58956666 -16.64574708
68 4.03006120 -32.58956666
69 -18.48342821 4.03006120
70 30.45335403 -18.48342821
71 26.08693831 30.45335403
72 115.56802558 26.08693831
73 51.36648639 115.56802558
74 27.57344496 51.36648639
75 15.16832633 27.57344496
76 -4.57789879 15.16832633
77 5.03158148 -4.57789879
78 -3.47568687 5.03158148
79 -21.95487371 -3.47568687
80 -1.08096124 -21.95487371
81 -51.51246060 -1.08096124
82 13.64227069 -51.51246060
83 -18.75197469 13.64227069
84 55.61798133 -18.75197469
85 -8.14169267 55.61798133
86 -20.85752613 -8.14169267
87 0.16483363 -20.85752613
88 -52.77004029 0.16483363
89 10.85690902 -52.77004029
90 -34.98073798 10.85690902
91 -24.31198930 -34.98073798
92 -23.17307190 -24.31198930
93 -17.84999394 -23.17307190
94 13.10289011 -17.84999394
95 -5.47835867 13.10289011
96 41.87583097 -5.47835867
97 3.68061116 41.87583097
98 3.70981078 3.68061116
99 -31.04914863 3.70981078
100 6.13986708 -31.04914863
101 29.14269404 6.13986708
102 -30.59618724 29.14269404
103 -48.59858926 -30.59618724
104 -17.99597178 -48.59858926
105 -34.96515030 -17.99597178
106 29.18056762 -34.96515030
107 -8.57629039 29.18056762
108 49.58606088 -8.57629039
109 -5.84439112 49.58606088
110 -22.19890803 -5.84439112
111 -13.10036483 -22.19890803
112 -9.86867623 -13.10036483
113 35.66182141 -9.86867623
114 -38.31994858 35.66182141
115 -30.33987187 -38.31994858
116 -0.66145809 -30.33987187
117 -20.46226119 -0.66145809
118 51.62612487 -20.46226119
119 12.99502459 51.62612487
120 115.92309885 12.99502459
121 81.16349712 115.92309885
122 26.28519159 81.16349712
123 31.01722549 26.28519159
124 0.71128087 31.01722549
125 47.94709780 0.71128087
126 -8.17657805 47.94709780
127 -39.91506808 -8.17657805
128 -39.49771697 -39.91506808
129 -33.35586668 -39.49771697
130 -10.60150762 -33.35586668
131 13.92169142 -10.60150762
132 55.75935542 13.92169142
133 8.92594554 55.75935542
134 -21.69985172 8.92594554
135 -55.52483326 -21.69985172
136 -24.61003238 -55.52483326
137 27.52923882 -24.61003238
138 -37.55549915 27.52923882
139 -26.60623535 -37.55549915
140 -9.41130853 -26.60623535
141 -6.16536940 -9.41130853
142 29.34071217 -6.16536940
143 -17.64334909 29.34071217
144 62.93938366 -17.64334909
145 -17.07199684 62.93938366
146 32.65544155 -17.07199684
147 -44.88527092 32.65544155
148 -23.96300555 -44.88527092
149 77.06754246 -23.96300555
150 -44.65251505 77.06754246
151 -12.88339973 -44.65251505
152 -26.48447941 -12.88339973
153 12.22253769 -26.48447941
154 31.66938106 12.22253769
155 42.35803474 31.66938106
156 96.56559083 42.35803474
157 51.13200469 96.56559083
158 6.02612494 51.13200469
159 -21.34874104 6.02612494
160 -8.49262085 -21.34874104
161 59.69489916 -8.49262085
162 -42.69915238 59.69489916
163 -41.99946839 -42.69915238
164 -25.30606554 -41.99946839
165 -27.64026913 -25.30606554
166 -7.47847822 -27.64026913
167 -1.25469442 -7.47847822
168 54.66094735 -1.25469442
169 -10.33788716 54.66094735
170 -4.41881627 -10.33788716
171 -32.83704792 -4.41881627
172 5.10574885 -32.83704792
173 17.41085853 5.10574885
174 -48.20684721 17.41085853
175 5.79436289 -48.20684721
176 -38.96840039 5.79436289
177 -32.83076153 -38.96840039
178 40.52412206 -32.83076153
179 -12.11677313 40.52412206
180 84.16156990 -12.11677313
181 33.91072940 84.16156990
182 -29.82123724 33.91072940
183 -20.49568804 -29.82123724
184 -2.75566027 -20.49568804
185 45.60540737 -2.75566027
186 -51.75011051 45.60540737
187 -31.86597814 -51.75011051
188 -21.31671238 -31.86597814
189 -23.89678551 -21.31671238
190 30.12425375 -23.89678551
191 -18.59805626 30.12425375
192 73.20698552 -18.59805626
193 1.50785535 73.20698552
194 -16.20011111 1.50785535
195 -23.95823246 -16.20011111
196 -35.06929762 -23.95823246
197 79.84961872 -35.06929762
198 -92.51879167 79.84961872
199 -10.08748702 -92.51879167
200 -22.01658997 -10.08748702
201 -29.78654665 -22.01658997
202 -0.95367908 -29.78654665
203 -5.17916254 -0.95367908
204 46.16253186 -5.17916254
205 21.05702094 46.16253186
206 -42.57176989 21.05702094
207 -9.65383719 -42.57176989
208 -32.83132491 -9.65383719
209 65.61072658 -32.83132491
210 -76.36244428 65.61072658
211 -27.48174054 -76.36244428
212 -28.28213037 -27.48174054
213 -38.34766128 -28.28213037
214 -2.01474705 -38.34766128
215 -29.59113849 -2.01474705
216 33.70313258 -29.59113849
217 -21.30036342 33.70313258
218 -18.09773316 -21.30036342
219 -27.43702204 -18.09773316
220 -8.47304190 -27.43702204
221 62.86482202 -8.47304190
222 -69.11454660 62.86482202
223 -20.99271774 -69.11454660
224 -31.05161143 -20.99271774
225 -29.73243898 -31.05161143
226 -10.55145461 -29.73243898
227 -12.42602749 -10.55145461
228 36.40583005 -12.42602749
229 -6.25797287 36.40583005
230 -25.88938554 -6.25797287
231 -28.45002043 -25.88938554
232 -34.14170258 -28.45002043
233 95.66415397 -34.14170258
234 -58.37105277 95.66415397
235 -30.82982122 -58.37105277
236 5.93267483 -30.82982122
237 -16.93887344 5.93267483
238 -23.60704225 -16.93887344
239 -30.41668659 -23.60704225
240 23.73734814 -30.41668659
241 5.84770838 23.73734814
242 -46.60950638 5.84770838
243 -44.54453898 -46.60950638
244 -30.75543123 -44.54453898
245 103.77310053 -30.75543123
246 -64.63803798 103.77310053
247 -43.64624432 -64.63803798
248 -4.30109459 -43.64624432
249 -36.20538768 -4.30109459
250 -19.13556083 -36.20538768
251 -35.40118629 -19.13556083
252 29.09439190 -35.40118629
253 -10.54974433 29.09439190
254 -29.23907295 -10.54974433
255 -23.55720145 -29.23907295
256 -39.35578181 -23.55720145
257 87.34592215 -39.35578181
258 -42.48425752 87.34592215
259 -35.55590453 -42.48425752
260 17.61150292 -35.55590453
261 -32.53122901 17.61150292
262 -31.77381755 -32.53122901
263 -21.66330476 -31.77381755
264 59.26288377 -21.66330476
265 21.47516194 59.26288377
266 -9.35324599 21.47516194
267 -5.56224488 -9.35324599
268 -17.63132406 -5.56224488
269 115.82367312 -17.63132406
270 -29.26227167 115.82367312
271 -21.74151097 -29.26227167
272 28.97435776 -21.74151097
273 -14.31393079 28.97435776
274 24.89170761 -14.31393079
275 -0.01982954 24.89170761
276 78.17392656 -0.01982954
277 9.57570380 78.17392656
278 -15.34985370 9.57570380
279 -29.05516640 -15.34985370
280 -31.87570403 -29.05516640
281 96.44643839 -31.87570403
282 -31.13708487 96.44643839
283 -19.39041871 -31.13708487
284 0.65100625 -19.39041871
285 -33.37233672 0.65100625
286 14.66845280 -33.37233672
287 -22.19129840 14.66845280
288 70.01808155 -22.19129840
289 -0.71135031 70.01808155
290 -12.31923545 -0.71135031
291 -34.68946297 -12.31923545
292 -38.28941890 -34.68946297
293 95.35742396 -38.28941890
294 -42.80484444 95.35742396
295 -26.65534548 -42.80484444
296 -0.23120251 -26.65534548
297 -29.62795884 -0.23120251
298 -32.76703154 -29.62795884
299 -26.18430877 -32.76703154
300 43.44454864 -26.18430877
301 5.08180658 43.44454864
302 -34.02538390 5.08180658
303 -23.50405620 -34.02538390
304 -42.69612217 -23.50405620
305 86.61063247 -42.69612217
306 -48.14350198 86.61063247
307 -34.78539532 -48.14350198
308 9.22404244 -34.78539532
309 -57.01640105 9.22404244
310 13.46622793 -57.01640105
311 -14.39018991 13.46622793
312 81.21719386 -14.39018991
313 12.87062862 81.21719386
314 -30.64381406 12.87062862
315 -26.10505161 -30.64381406
316 -21.48076684 -26.10505161
317 103.76834078 -21.48076684
318 -28.65783348 103.76834078
319 -28.36282220 -28.65783348
320 54.99816711 -28.36282220
321 -24.61342757 54.99816711
322 58.03362365 -24.61342757
323 46.19771297 58.03362365
324 213.43494835 46.19771297
325 39.53089325 213.43494835
326 53.76369568 39.53089325
327 10.61613308 53.76369568
328 2.50513802 10.61613308
329 106.21627612 2.50513802
330 -32.39343381 106.21627612
331 -25.33455000 -32.39343381
332 16.57101820 -25.33455000
333 -25.52021682 16.57101820
334 -0.27888237 -25.52021682
335 2.03807231 -0.27888237
336 103.82205292 2.03807231
337 -1.15378064 103.82205292
338 -23.80382372 -1.15378064
339 -28.24635583 -23.80382372
340 -54.18533230 -28.24635583
341 126.28977869 -54.18533230
342 -18.96771640 126.28977869
343 -9.97702139 -18.96771640
344 11.16001523 -9.97702139
345 -12.03886667 11.16001523
346 27.48327820 -12.03886667
347 -6.31091298 27.48327820
348 91.34959730 -6.31091298
349 42.24079775 91.34959730
350 -32.72391214 42.24079775
351 -62.99198520 -32.72391214
352 -30.52553661 -62.99198520
353 114.36651689 -30.52553661
354 -69.88933558 114.36651689
355 -2.77409330 -69.88933558
356 -1.49200308 -2.77409330
357 -27.29070852 -1.49200308
358 10.26961862 -27.29070852
359 -51.48295795 10.26961862
360 102.01515210 -51.48295795
361 -14.54971653 102.01515210
362 -17.73756547 -14.54971653
363 -52.94145152 -17.73756547
364 -25.39463234 -52.94145152
365 72.83232070 -25.39463234
366 -7.80400862 72.83232070
367 -42.65231905 -7.80400862
368 9.53199228 -42.65231905
369 -35.54026436 9.53199228
370 4.48169482 -35.54026436
371 1.59714572 4.48169482
372 NA 1.59714572
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 32.36463872 217.23998510
[2,] 6.35825130 32.36463872
[3,] 30.54901669 6.35825130
[4,] -31.91585437 30.54901669
[5,] 31.12150069 -31.91585437
[6,] -12.31661767 31.12150069
[7,] -23.41788359 -12.31661767
[8,] -11.67413932 -23.41788359
[9,] -36.54664137 -11.67413932
[10,] 18.19936127 -36.54664137
[11,] 4.34305581 18.19936127
[12,] 70.94320081 4.34305581
[13,] 53.58289299 70.94320081
[14,] 5.08646225 53.58289299
[15,] 15.45928855 5.08646225
[16,] 37.05651659 15.45928855
[17,] 46.00592232 37.05651659
[18,] 48.33258077 46.00592232
[19,] -24.79767135 48.33258077
[20,] -8.45232749 -24.79767135
[21,] 27.04445307 -8.45232749
[22,] -28.08792617 27.04445307
[23,] 13.01495190 -28.08792617
[24,] 102.13744801 13.01495190
[25,] 18.69502676 102.13744801
[26,] -23.11871962 18.69502676
[27,] -31.08002786 -23.11871962
[28,] -33.36775902 -31.08002786
[29,] 16.97524280 -33.36775902
[30,] -37.84083186 16.97524280
[31,] -71.74119324 -37.84083186
[32,] -7.14714250 -71.74119324
[33,] -57.64542511 -7.14714250
[34,] 10.45799580 -57.64542511
[35,] -6.90180457 10.45799580
[36,] 14.13742595 -6.90180457
[37,] -7.39093316 14.13742595
[38,] -20.22358984 -7.39093316
[39,] -37.84760764 -20.22358984
[40,] -26.38170799 -37.84760764
[41,] 20.49631065 -26.38170799
[42,] -23.23332824 20.49631065
[43,] -32.43330971 -23.23332824
[44,] 8.14266081 -32.43330971
[45,] -25.11410445 8.14266081
[46,] 10.90625961 -25.11410445
[47,] -27.20981154 10.90625961
[48,] 38.33425987 -27.20981154
[49,] 3.64962668 38.33425987
[50,] -38.44134257 3.64962668
[51,] -11.67173072 -38.44134257
[52,] -14.62764116 -11.67173072
[53,] 7.75147592 -14.62764116
[54,] -7.05648963 7.75147592
[55,] -22.42432064 -7.05648963
[56,] -20.47798279 -22.42432064
[57,] -33.83461501 -20.47798279
[58,] -3.92895752 -33.83461501
[59,] -22.31664422 -3.92895752
[60,] 44.08471986 -22.31664422
[61,] -24.60775090 44.08471986
[62,] -16.01591422 -24.60775090
[63,] -4.21644862 -16.01591422
[64,] -36.91010617 -4.21644862
[65,] 6.05717342 -36.91010617
[66,] -16.64574708 6.05717342
[67,] -32.58956666 -16.64574708
[68,] 4.03006120 -32.58956666
[69,] -18.48342821 4.03006120
[70,] 30.45335403 -18.48342821
[71,] 26.08693831 30.45335403
[72,] 115.56802558 26.08693831
[73,] 51.36648639 115.56802558
[74,] 27.57344496 51.36648639
[75,] 15.16832633 27.57344496
[76,] -4.57789879 15.16832633
[77,] 5.03158148 -4.57789879
[78,] -3.47568687 5.03158148
[79,] -21.95487371 -3.47568687
[80,] -1.08096124 -21.95487371
[81,] -51.51246060 -1.08096124
[82,] 13.64227069 -51.51246060
[83,] -18.75197469 13.64227069
[84,] 55.61798133 -18.75197469
[85,] -8.14169267 55.61798133
[86,] -20.85752613 -8.14169267
[87,] 0.16483363 -20.85752613
[88,] -52.77004029 0.16483363
[89,] 10.85690902 -52.77004029
[90,] -34.98073798 10.85690902
[91,] -24.31198930 -34.98073798
[92,] -23.17307190 -24.31198930
[93,] -17.84999394 -23.17307190
[94,] 13.10289011 -17.84999394
[95,] -5.47835867 13.10289011
[96,] 41.87583097 -5.47835867
[97,] 3.68061116 41.87583097
[98,] 3.70981078 3.68061116
[99,] -31.04914863 3.70981078
[100,] 6.13986708 -31.04914863
[101,] 29.14269404 6.13986708
[102,] -30.59618724 29.14269404
[103,] -48.59858926 -30.59618724
[104,] -17.99597178 -48.59858926
[105,] -34.96515030 -17.99597178
[106,] 29.18056762 -34.96515030
[107,] -8.57629039 29.18056762
[108,] 49.58606088 -8.57629039
[109,] -5.84439112 49.58606088
[110,] -22.19890803 -5.84439112
[111,] -13.10036483 -22.19890803
[112,] -9.86867623 -13.10036483
[113,] 35.66182141 -9.86867623
[114,] -38.31994858 35.66182141
[115,] -30.33987187 -38.31994858
[116,] -0.66145809 -30.33987187
[117,] -20.46226119 -0.66145809
[118,] 51.62612487 -20.46226119
[119,] 12.99502459 51.62612487
[120,] 115.92309885 12.99502459
[121,] 81.16349712 115.92309885
[122,] 26.28519159 81.16349712
[123,] 31.01722549 26.28519159
[124,] 0.71128087 31.01722549
[125,] 47.94709780 0.71128087
[126,] -8.17657805 47.94709780
[127,] -39.91506808 -8.17657805
[128,] -39.49771697 -39.91506808
[129,] -33.35586668 -39.49771697
[130,] -10.60150762 -33.35586668
[131,] 13.92169142 -10.60150762
[132,] 55.75935542 13.92169142
[133,] 8.92594554 55.75935542
[134,] -21.69985172 8.92594554
[135,] -55.52483326 -21.69985172
[136,] -24.61003238 -55.52483326
[137,] 27.52923882 -24.61003238
[138,] -37.55549915 27.52923882
[139,] -26.60623535 -37.55549915
[140,] -9.41130853 -26.60623535
[141,] -6.16536940 -9.41130853
[142,] 29.34071217 -6.16536940
[143,] -17.64334909 29.34071217
[144,] 62.93938366 -17.64334909
[145,] -17.07199684 62.93938366
[146,] 32.65544155 -17.07199684
[147,] -44.88527092 32.65544155
[148,] -23.96300555 -44.88527092
[149,] 77.06754246 -23.96300555
[150,] -44.65251505 77.06754246
[151,] -12.88339973 -44.65251505
[152,] -26.48447941 -12.88339973
[153,] 12.22253769 -26.48447941
[154,] 31.66938106 12.22253769
[155,] 42.35803474 31.66938106
[156,] 96.56559083 42.35803474
[157,] 51.13200469 96.56559083
[158,] 6.02612494 51.13200469
[159,] -21.34874104 6.02612494
[160,] -8.49262085 -21.34874104
[161,] 59.69489916 -8.49262085
[162,] -42.69915238 59.69489916
[163,] -41.99946839 -42.69915238
[164,] -25.30606554 -41.99946839
[165,] -27.64026913 -25.30606554
[166,] -7.47847822 -27.64026913
[167,] -1.25469442 -7.47847822
[168,] 54.66094735 -1.25469442
[169,] -10.33788716 54.66094735
[170,] -4.41881627 -10.33788716
[171,] -32.83704792 -4.41881627
[172,] 5.10574885 -32.83704792
[173,] 17.41085853 5.10574885
[174,] -48.20684721 17.41085853
[175,] 5.79436289 -48.20684721
[176,] -38.96840039 5.79436289
[177,] -32.83076153 -38.96840039
[178,] 40.52412206 -32.83076153
[179,] -12.11677313 40.52412206
[180,] 84.16156990 -12.11677313
[181,] 33.91072940 84.16156990
[182,] -29.82123724 33.91072940
[183,] -20.49568804 -29.82123724
[184,] -2.75566027 -20.49568804
[185,] 45.60540737 -2.75566027
[186,] -51.75011051 45.60540737
[187,] -31.86597814 -51.75011051
[188,] -21.31671238 -31.86597814
[189,] -23.89678551 -21.31671238
[190,] 30.12425375 -23.89678551
[191,] -18.59805626 30.12425375
[192,] 73.20698552 -18.59805626
[193,] 1.50785535 73.20698552
[194,] -16.20011111 1.50785535
[195,] -23.95823246 -16.20011111
[196,] -35.06929762 -23.95823246
[197,] 79.84961872 -35.06929762
[198,] -92.51879167 79.84961872
[199,] -10.08748702 -92.51879167
[200,] -22.01658997 -10.08748702
[201,] -29.78654665 -22.01658997
[202,] -0.95367908 -29.78654665
[203,] -5.17916254 -0.95367908
[204,] 46.16253186 -5.17916254
[205,] 21.05702094 46.16253186
[206,] -42.57176989 21.05702094
[207,] -9.65383719 -42.57176989
[208,] -32.83132491 -9.65383719
[209,] 65.61072658 -32.83132491
[210,] -76.36244428 65.61072658
[211,] -27.48174054 -76.36244428
[212,] -28.28213037 -27.48174054
[213,] -38.34766128 -28.28213037
[214,] -2.01474705 -38.34766128
[215,] -29.59113849 -2.01474705
[216,] 33.70313258 -29.59113849
[217,] -21.30036342 33.70313258
[218,] -18.09773316 -21.30036342
[219,] -27.43702204 -18.09773316
[220,] -8.47304190 -27.43702204
[221,] 62.86482202 -8.47304190
[222,] -69.11454660 62.86482202
[223,] -20.99271774 -69.11454660
[224,] -31.05161143 -20.99271774
[225,] -29.73243898 -31.05161143
[226,] -10.55145461 -29.73243898
[227,] -12.42602749 -10.55145461
[228,] 36.40583005 -12.42602749
[229,] -6.25797287 36.40583005
[230,] -25.88938554 -6.25797287
[231,] -28.45002043 -25.88938554
[232,] -34.14170258 -28.45002043
[233,] 95.66415397 -34.14170258
[234,] -58.37105277 95.66415397
[235,] -30.82982122 -58.37105277
[236,] 5.93267483 -30.82982122
[237,] -16.93887344 5.93267483
[238,] -23.60704225 -16.93887344
[239,] -30.41668659 -23.60704225
[240,] 23.73734814 -30.41668659
[241,] 5.84770838 23.73734814
[242,] -46.60950638 5.84770838
[243,] -44.54453898 -46.60950638
[244,] -30.75543123 -44.54453898
[245,] 103.77310053 -30.75543123
[246,] -64.63803798 103.77310053
[247,] -43.64624432 -64.63803798
[248,] -4.30109459 -43.64624432
[249,] -36.20538768 -4.30109459
[250,] -19.13556083 -36.20538768
[251,] -35.40118629 -19.13556083
[252,] 29.09439190 -35.40118629
[253,] -10.54974433 29.09439190
[254,] -29.23907295 -10.54974433
[255,] -23.55720145 -29.23907295
[256,] -39.35578181 -23.55720145
[257,] 87.34592215 -39.35578181
[258,] -42.48425752 87.34592215
[259,] -35.55590453 -42.48425752
[260,] 17.61150292 -35.55590453
[261,] -32.53122901 17.61150292
[262,] -31.77381755 -32.53122901
[263,] -21.66330476 -31.77381755
[264,] 59.26288377 -21.66330476
[265,] 21.47516194 59.26288377
[266,] -9.35324599 21.47516194
[267,] -5.56224488 -9.35324599
[268,] -17.63132406 -5.56224488
[269,] 115.82367312 -17.63132406
[270,] -29.26227167 115.82367312
[271,] -21.74151097 -29.26227167
[272,] 28.97435776 -21.74151097
[273,] -14.31393079 28.97435776
[274,] 24.89170761 -14.31393079
[275,] -0.01982954 24.89170761
[276,] 78.17392656 -0.01982954
[277,] 9.57570380 78.17392656
[278,] -15.34985370 9.57570380
[279,] -29.05516640 -15.34985370
[280,] -31.87570403 -29.05516640
[281,] 96.44643839 -31.87570403
[282,] -31.13708487 96.44643839
[283,] -19.39041871 -31.13708487
[284,] 0.65100625 -19.39041871
[285,] -33.37233672 0.65100625
[286,] 14.66845280 -33.37233672
[287,] -22.19129840 14.66845280
[288,] 70.01808155 -22.19129840
[289,] -0.71135031 70.01808155
[290,] -12.31923545 -0.71135031
[291,] -34.68946297 -12.31923545
[292,] -38.28941890 -34.68946297
[293,] 95.35742396 -38.28941890
[294,] -42.80484444 95.35742396
[295,] -26.65534548 -42.80484444
[296,] -0.23120251 -26.65534548
[297,] -29.62795884 -0.23120251
[298,] -32.76703154 -29.62795884
[299,] -26.18430877 -32.76703154
[300,] 43.44454864 -26.18430877
[301,] 5.08180658 43.44454864
[302,] -34.02538390 5.08180658
[303,] -23.50405620 -34.02538390
[304,] -42.69612217 -23.50405620
[305,] 86.61063247 -42.69612217
[306,] -48.14350198 86.61063247
[307,] -34.78539532 -48.14350198
[308,] 9.22404244 -34.78539532
[309,] -57.01640105 9.22404244
[310,] 13.46622793 -57.01640105
[311,] -14.39018991 13.46622793
[312,] 81.21719386 -14.39018991
[313,] 12.87062862 81.21719386
[314,] -30.64381406 12.87062862
[315,] -26.10505161 -30.64381406
[316,] -21.48076684 -26.10505161
[317,] 103.76834078 -21.48076684
[318,] -28.65783348 103.76834078
[319,] -28.36282220 -28.65783348
[320,] 54.99816711 -28.36282220
[321,] -24.61342757 54.99816711
[322,] 58.03362365 -24.61342757
[323,] 46.19771297 58.03362365
[324,] 213.43494835 46.19771297
[325,] 39.53089325 213.43494835
[326,] 53.76369568 39.53089325
[327,] 10.61613308 53.76369568
[328,] 2.50513802 10.61613308
[329,] 106.21627612 2.50513802
[330,] -32.39343381 106.21627612
[331,] -25.33455000 -32.39343381
[332,] 16.57101820 -25.33455000
[333,] -25.52021682 16.57101820
[334,] -0.27888237 -25.52021682
[335,] 2.03807231 -0.27888237
[336,] 103.82205292 2.03807231
[337,] -1.15378064 103.82205292
[338,] -23.80382372 -1.15378064
[339,] -28.24635583 -23.80382372
[340,] -54.18533230 -28.24635583
[341,] 126.28977869 -54.18533230
[342,] -18.96771640 126.28977869
[343,] -9.97702139 -18.96771640
[344,] 11.16001523 -9.97702139
[345,] -12.03886667 11.16001523
[346,] 27.48327820 -12.03886667
[347,] -6.31091298 27.48327820
[348,] 91.34959730 -6.31091298
[349,] 42.24079775 91.34959730
[350,] -32.72391214 42.24079775
[351,] -62.99198520 -32.72391214
[352,] -30.52553661 -62.99198520
[353,] 114.36651689 -30.52553661
[354,] -69.88933558 114.36651689
[355,] -2.77409330 -69.88933558
[356,] -1.49200308 -2.77409330
[357,] -27.29070852 -1.49200308
[358,] 10.26961862 -27.29070852
[359,] -51.48295795 10.26961862
[360,] 102.01515210 -51.48295795
[361,] -14.54971653 102.01515210
[362,] -17.73756547 -14.54971653
[363,] -52.94145152 -17.73756547
[364,] -25.39463234 -52.94145152
[365,] 72.83232070 -25.39463234
[366,] -7.80400862 72.83232070
[367,] -42.65231905 -7.80400862
[368,] 9.53199228 -42.65231905
[369,] -35.54026436 9.53199228
[370,] 4.48169482 -35.54026436
[371,] 1.59714572 4.48169482
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 32.36463872 217.23998510
2 6.35825130 32.36463872
3 30.54901669 6.35825130
4 -31.91585437 30.54901669
5 31.12150069 -31.91585437
6 -12.31661767 31.12150069
7 -23.41788359 -12.31661767
8 -11.67413932 -23.41788359
9 -36.54664137 -11.67413932
10 18.19936127 -36.54664137
11 4.34305581 18.19936127
12 70.94320081 4.34305581
13 53.58289299 70.94320081
14 5.08646225 53.58289299
15 15.45928855 5.08646225
16 37.05651659 15.45928855
17 46.00592232 37.05651659
18 48.33258077 46.00592232
19 -24.79767135 48.33258077
20 -8.45232749 -24.79767135
21 27.04445307 -8.45232749
22 -28.08792617 27.04445307
23 13.01495190 -28.08792617
24 102.13744801 13.01495190
25 18.69502676 102.13744801
26 -23.11871962 18.69502676
27 -31.08002786 -23.11871962
28 -33.36775902 -31.08002786
29 16.97524280 -33.36775902
30 -37.84083186 16.97524280
31 -71.74119324 -37.84083186
32 -7.14714250 -71.74119324
33 -57.64542511 -7.14714250
34 10.45799580 -57.64542511
35 -6.90180457 10.45799580
36 14.13742595 -6.90180457
37 -7.39093316 14.13742595
38 -20.22358984 -7.39093316
39 -37.84760764 -20.22358984
40 -26.38170799 -37.84760764
41 20.49631065 -26.38170799
42 -23.23332824 20.49631065
43 -32.43330971 -23.23332824
44 8.14266081 -32.43330971
45 -25.11410445 8.14266081
46 10.90625961 -25.11410445
47 -27.20981154 10.90625961
48 38.33425987 -27.20981154
49 3.64962668 38.33425987
50 -38.44134257 3.64962668
51 -11.67173072 -38.44134257
52 -14.62764116 -11.67173072
53 7.75147592 -14.62764116
54 -7.05648963 7.75147592
55 -22.42432064 -7.05648963
56 -20.47798279 -22.42432064
57 -33.83461501 -20.47798279
58 -3.92895752 -33.83461501
59 -22.31664422 -3.92895752
60 44.08471986 -22.31664422
61 -24.60775090 44.08471986
62 -16.01591422 -24.60775090
63 -4.21644862 -16.01591422
64 -36.91010617 -4.21644862
65 6.05717342 -36.91010617
66 -16.64574708 6.05717342
67 -32.58956666 -16.64574708
68 4.03006120 -32.58956666
69 -18.48342821 4.03006120
70 30.45335403 -18.48342821
71 26.08693831 30.45335403
72 115.56802558 26.08693831
73 51.36648639 115.56802558
74 27.57344496 51.36648639
75 15.16832633 27.57344496
76 -4.57789879 15.16832633
77 5.03158148 -4.57789879
78 -3.47568687 5.03158148
79 -21.95487371 -3.47568687
80 -1.08096124 -21.95487371
81 -51.51246060 -1.08096124
82 13.64227069 -51.51246060
83 -18.75197469 13.64227069
84 55.61798133 -18.75197469
85 -8.14169267 55.61798133
86 -20.85752613 -8.14169267
87 0.16483363 -20.85752613
88 -52.77004029 0.16483363
89 10.85690902 -52.77004029
90 -34.98073798 10.85690902
91 -24.31198930 -34.98073798
92 -23.17307190 -24.31198930
93 -17.84999394 -23.17307190
94 13.10289011 -17.84999394
95 -5.47835867 13.10289011
96 41.87583097 -5.47835867
97 3.68061116 41.87583097
98 3.70981078 3.68061116
99 -31.04914863 3.70981078
100 6.13986708 -31.04914863
101 29.14269404 6.13986708
102 -30.59618724 29.14269404
103 -48.59858926 -30.59618724
104 -17.99597178 -48.59858926
105 -34.96515030 -17.99597178
106 29.18056762 -34.96515030
107 -8.57629039 29.18056762
108 49.58606088 -8.57629039
109 -5.84439112 49.58606088
110 -22.19890803 -5.84439112
111 -13.10036483 -22.19890803
112 -9.86867623 -13.10036483
113 35.66182141 -9.86867623
114 -38.31994858 35.66182141
115 -30.33987187 -38.31994858
116 -0.66145809 -30.33987187
117 -20.46226119 -0.66145809
118 51.62612487 -20.46226119
119 12.99502459 51.62612487
120 115.92309885 12.99502459
121 81.16349712 115.92309885
122 26.28519159 81.16349712
123 31.01722549 26.28519159
124 0.71128087 31.01722549
125 47.94709780 0.71128087
126 -8.17657805 47.94709780
127 -39.91506808 -8.17657805
128 -39.49771697 -39.91506808
129 -33.35586668 -39.49771697
130 -10.60150762 -33.35586668
131 13.92169142 -10.60150762
132 55.75935542 13.92169142
133 8.92594554 55.75935542
134 -21.69985172 8.92594554
135 -55.52483326 -21.69985172
136 -24.61003238 -55.52483326
137 27.52923882 -24.61003238
138 -37.55549915 27.52923882
139 -26.60623535 -37.55549915
140 -9.41130853 -26.60623535
141 -6.16536940 -9.41130853
142 29.34071217 -6.16536940
143 -17.64334909 29.34071217
144 62.93938366 -17.64334909
145 -17.07199684 62.93938366
146 32.65544155 -17.07199684
147 -44.88527092 32.65544155
148 -23.96300555 -44.88527092
149 77.06754246 -23.96300555
150 -44.65251505 77.06754246
151 -12.88339973 -44.65251505
152 -26.48447941 -12.88339973
153 12.22253769 -26.48447941
154 31.66938106 12.22253769
155 42.35803474 31.66938106
156 96.56559083 42.35803474
157 51.13200469 96.56559083
158 6.02612494 51.13200469
159 -21.34874104 6.02612494
160 -8.49262085 -21.34874104
161 59.69489916 -8.49262085
162 -42.69915238 59.69489916
163 -41.99946839 -42.69915238
164 -25.30606554 -41.99946839
165 -27.64026913 -25.30606554
166 -7.47847822 -27.64026913
167 -1.25469442 -7.47847822
168 54.66094735 -1.25469442
169 -10.33788716 54.66094735
170 -4.41881627 -10.33788716
171 -32.83704792 -4.41881627
172 5.10574885 -32.83704792
173 17.41085853 5.10574885
174 -48.20684721 17.41085853
175 5.79436289 -48.20684721
176 -38.96840039 5.79436289
177 -32.83076153 -38.96840039
178 40.52412206 -32.83076153
179 -12.11677313 40.52412206
180 84.16156990 -12.11677313
181 33.91072940 84.16156990
182 -29.82123724 33.91072940
183 -20.49568804 -29.82123724
184 -2.75566027 -20.49568804
185 45.60540737 -2.75566027
186 -51.75011051 45.60540737
187 -31.86597814 -51.75011051
188 -21.31671238 -31.86597814
189 -23.89678551 -21.31671238
190 30.12425375 -23.89678551
191 -18.59805626 30.12425375
192 73.20698552 -18.59805626
193 1.50785535 73.20698552
194 -16.20011111 1.50785535
195 -23.95823246 -16.20011111
196 -35.06929762 -23.95823246
197 79.84961872 -35.06929762
198 -92.51879167 79.84961872
199 -10.08748702 -92.51879167
200 -22.01658997 -10.08748702
201 -29.78654665 -22.01658997
202 -0.95367908 -29.78654665
203 -5.17916254 -0.95367908
204 46.16253186 -5.17916254
205 21.05702094 46.16253186
206 -42.57176989 21.05702094
207 -9.65383719 -42.57176989
208 -32.83132491 -9.65383719
209 65.61072658 -32.83132491
210 -76.36244428 65.61072658
211 -27.48174054 -76.36244428
212 -28.28213037 -27.48174054
213 -38.34766128 -28.28213037
214 -2.01474705 -38.34766128
215 -29.59113849 -2.01474705
216 33.70313258 -29.59113849
217 -21.30036342 33.70313258
218 -18.09773316 -21.30036342
219 -27.43702204 -18.09773316
220 -8.47304190 -27.43702204
221 62.86482202 -8.47304190
222 -69.11454660 62.86482202
223 -20.99271774 -69.11454660
224 -31.05161143 -20.99271774
225 -29.73243898 -31.05161143
226 -10.55145461 -29.73243898
227 -12.42602749 -10.55145461
228 36.40583005 -12.42602749
229 -6.25797287 36.40583005
230 -25.88938554 -6.25797287
231 -28.45002043 -25.88938554
232 -34.14170258 -28.45002043
233 95.66415397 -34.14170258
234 -58.37105277 95.66415397
235 -30.82982122 -58.37105277
236 5.93267483 -30.82982122
237 -16.93887344 5.93267483
238 -23.60704225 -16.93887344
239 -30.41668659 -23.60704225
240 23.73734814 -30.41668659
241 5.84770838 23.73734814
242 -46.60950638 5.84770838
243 -44.54453898 -46.60950638
244 -30.75543123 -44.54453898
245 103.77310053 -30.75543123
246 -64.63803798 103.77310053
247 -43.64624432 -64.63803798
248 -4.30109459 -43.64624432
249 -36.20538768 -4.30109459
250 -19.13556083 -36.20538768
251 -35.40118629 -19.13556083
252 29.09439190 -35.40118629
253 -10.54974433 29.09439190
254 -29.23907295 -10.54974433
255 -23.55720145 -29.23907295
256 -39.35578181 -23.55720145
257 87.34592215 -39.35578181
258 -42.48425752 87.34592215
259 -35.55590453 -42.48425752
260 17.61150292 -35.55590453
261 -32.53122901 17.61150292
262 -31.77381755 -32.53122901
263 -21.66330476 -31.77381755
264 59.26288377 -21.66330476
265 21.47516194 59.26288377
266 -9.35324599 21.47516194
267 -5.56224488 -9.35324599
268 -17.63132406 -5.56224488
269 115.82367312 -17.63132406
270 -29.26227167 115.82367312
271 -21.74151097 -29.26227167
272 28.97435776 -21.74151097
273 -14.31393079 28.97435776
274 24.89170761 -14.31393079
275 -0.01982954 24.89170761
276 78.17392656 -0.01982954
277 9.57570380 78.17392656
278 -15.34985370 9.57570380
279 -29.05516640 -15.34985370
280 -31.87570403 -29.05516640
281 96.44643839 -31.87570403
282 -31.13708487 96.44643839
283 -19.39041871 -31.13708487
284 0.65100625 -19.39041871
285 -33.37233672 0.65100625
286 14.66845280 -33.37233672
287 -22.19129840 14.66845280
288 70.01808155 -22.19129840
289 -0.71135031 70.01808155
290 -12.31923545 -0.71135031
291 -34.68946297 -12.31923545
292 -38.28941890 -34.68946297
293 95.35742396 -38.28941890
294 -42.80484444 95.35742396
295 -26.65534548 -42.80484444
296 -0.23120251 -26.65534548
297 -29.62795884 -0.23120251
298 -32.76703154 -29.62795884
299 -26.18430877 -32.76703154
300 43.44454864 -26.18430877
301 5.08180658 43.44454864
302 -34.02538390 5.08180658
303 -23.50405620 -34.02538390
304 -42.69612217 -23.50405620
305 86.61063247 -42.69612217
306 -48.14350198 86.61063247
307 -34.78539532 -48.14350198
308 9.22404244 -34.78539532
309 -57.01640105 9.22404244
310 13.46622793 -57.01640105
311 -14.39018991 13.46622793
312 81.21719386 -14.39018991
313 12.87062862 81.21719386
314 -30.64381406 12.87062862
315 -26.10505161 -30.64381406
316 -21.48076684 -26.10505161
317 103.76834078 -21.48076684
318 -28.65783348 103.76834078
319 -28.36282220 -28.65783348
320 54.99816711 -28.36282220
321 -24.61342757 54.99816711
322 58.03362365 -24.61342757
323 46.19771297 58.03362365
324 213.43494835 46.19771297
325 39.53089325 213.43494835
326 53.76369568 39.53089325
327 10.61613308 53.76369568
328 2.50513802 10.61613308
329 106.21627612 2.50513802
330 -32.39343381 106.21627612
331 -25.33455000 -32.39343381
332 16.57101820 -25.33455000
333 -25.52021682 16.57101820
334 -0.27888237 -25.52021682
335 2.03807231 -0.27888237
336 103.82205292 2.03807231
337 -1.15378064 103.82205292
338 -23.80382372 -1.15378064
339 -28.24635583 -23.80382372
340 -54.18533230 -28.24635583
341 126.28977869 -54.18533230
342 -18.96771640 126.28977869
343 -9.97702139 -18.96771640
344 11.16001523 -9.97702139
345 -12.03886667 11.16001523
346 27.48327820 -12.03886667
347 -6.31091298 27.48327820
348 91.34959730 -6.31091298
349 42.24079775 91.34959730
350 -32.72391214 42.24079775
351 -62.99198520 -32.72391214
352 -30.52553661 -62.99198520
353 114.36651689 -30.52553661
354 -69.88933558 114.36651689
355 -2.77409330 -69.88933558
356 -1.49200308 -2.77409330
357 -27.29070852 -1.49200308
358 10.26961862 -27.29070852
359 -51.48295795 10.26961862
360 102.01515210 -51.48295795
361 -14.54971653 102.01515210
362 -17.73756547 -14.54971653
363 -52.94145152 -17.73756547
364 -25.39463234 -52.94145152
365 72.83232070 -25.39463234
366 -7.80400862 72.83232070
367 -42.65231905 -7.80400862
368 9.53199228 -42.65231905
369 -35.54026436 9.53199228
370 4.48169482 -35.54026436
371 1.59714572 4.48169482
> 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/78m7p1291142351.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/88m7p1291142351.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/html/rcomp/tmp/91w7s1291142351.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/html/rcomp/tmp/101w7s1291142351.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/114eny1291142351.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/12pxm41291142351.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/13l7kc1291142351.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/147p001291142351.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/15apg61291142351.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/16e8fc1291142351.tab")
+ }
>
> try(system("convert tmp/1udag1291142351.ps tmp/1udag1291142351.png",intern=TRUE))
character(0)
> try(system("convert tmp/2mm911291142351.ps tmp/2mm911291142351.png",intern=TRUE))
character(0)
> try(system("convert tmp/3mm911291142351.ps tmp/3mm911291142351.png",intern=TRUE))
character(0)
> try(system("convert tmp/4mm911291142351.ps tmp/4mm911291142351.png",intern=TRUE))
character(0)
> try(system("convert tmp/5xv841291142351.ps tmp/5xv841291142351.png",intern=TRUE))
character(0)
> try(system("convert tmp/6xv841291142351.ps tmp/6xv841291142351.png",intern=TRUE))
character(0)
> try(system("convert tmp/78m7p1291142351.ps tmp/78m7p1291142351.png",intern=TRUE))
character(0)
> try(system("convert tmp/88m7p1291142351.ps tmp/88m7p1291142351.png",intern=TRUE))
character(0)
> try(system("convert tmp/91w7s1291142351.ps tmp/91w7s1291142351.png",intern=TRUE))
character(0)
> try(system("convert tmp/101w7s1291142351.ps tmp/101w7s1291142351.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
10.312 2.218 44.969