R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
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Type 'license()' or 'licence()' for distribution details.
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Type 'contributors()' for more information and
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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(1483509
+ ,8036554
+ ,4623093
+ ,5528662
+ ,4221032
+ ,8061847
+ ,7640066
+ ,2935533
+ ,8161548
+ ,2543967
+ ,13163450
+ ,3348436
+ ,3997440
+ ,2322911
+ ,2019457
+ ,3047748
+ ,5728767
+ ,2605173
+ ,5646743
+ ,13121544
+ ,3453409
+ ,1878333
+ ,4247362
+ ,23022552
+ ,7646203
+ ,9016602
+ ,3606568
+ ,3173510
+ ,17568772
+ ,10805045
+ ,31056269
+ ,15623385
+ ,6663443
+ ,35435745
+ ,2823250
+ ,5197089
+ ,4120632
+ ,8832767
+ ,3695374
+ ,8385805
+ ,3777904
+ ,5199532
+ ,5297275
+ ,14847382
+ ,5900158
+ ,4416718
+ ,3926429
+ ,4876884
+ ,2795297
+ ,3385527
+ ,3877941
+ ,3556729
+ ,4982836
+ ,2976325
+ ,2295026
+ ,2218752
+ ,4146062
+ ,3302091
+ ,3864505
+ ,5454794
+ ,1749836
+ ,6684048
+ ,2809918
+ ,4092664
+ ,5070470
+ ,9814477
+ ,6665318
+ ,3912554
+ ,6188129
+ ,3627991
+ ,3308767
+ ,3820332
+ ,4932979
+ ,5567917
+ ,5020814
+ ,3803273
+ ,3999984
+ ,4883104
+ ,13731747
+ ,47531824
+ ,8415570
+ ,22178158
+ ,61211654
+ ,18223748
+ ,17678085
+ ,49299580
+ ,25899948
+ ,34121754
+ ,9859231
+ ,29740892
+ ,21085212
+ ,43003866
+ ,59549247
+ ,18026465
+ ,4680597
+ ,5564728
+ ,11792347
+ ,10371624
+ ,3728446
+ ,5732978
+ ,4067638
+ ,2395508
+ ,5018801
+ ,22068888
+ ,7678580
+ ,15510095
+ ,6471239
+ ,14349204
+ ,35151574
+ ,8210488
+ ,5022664
+ ,13996871
+ ,12822431
+ ,14011552
+ ,20260980
+ ,23718976
+ ,45833049
+ ,30688420
+ ,16576062
+ ,14844405
+ ,16728286
+ ,43477680
+ ,57497427
+ ,24233726
+ ,24921208
+ ,9516725
+ ,27977239
+ ,21632046
+ ,22956809
+ ,9704324
+ ,19871149
+ ,5553842
+ ,5667858
+ ,4348188
+ ,10025042
+ ,10639796
+ ,8639184
+ ,10764378
+ ,12097733
+ ,3988414
+ ,4607102
+ ,7126895
+ ,6009625
+ ,21533237
+ ,5986771
+ ,5455310
+ ,1822874
+ ,3374062
+ ,2920748
+ ,2295942
+ ,6809829
+ ,3318281
+ ,13784645
+ ,7366577
+ ,1628637
+ ,4258976
+ ,7159779
+ ,8098401
+ ,6894240
+ ,3771246
+ ,3249726
+ ,3147380
+ ,4063037
+ ,9621916
+ ,5890158
+ ,2142901
+ ,3145007
+ ,1562168
+ ,3303103
+ ,5886910
+ ,3454270
+ ,6995348
+ ,6487869
+ ,12091976
+ ,3934625
+ ,3999749
+ ,3613526
+ ,4271706
+ ,4253390
+ ,5551591
+ ,4663041
+ ,2104104
+ ,5385399
+ ,6205877
+ ,7529500
+ ,17222705
+ ,6230913
+ ,6508275
+ ,4518884
+ ,4234991
+ ,5625388
+ ,5810139
+ ,6942187
+ ,3711188
+ ,4261281
+ ,1989945
+ ,5033342
+ ,7239565
+ ,11058795
+ ,7384772
+ ,3884771
+ ,3239201
+ ,2316403
+ ,4034947
+ ,3245271
+ ,2387251
+ ,2174886
+ ,3436080
+ ,3738956
+ ,1884730
+ ,1509144
+ ,42728366
+ ,3446317
+ ,4600683
+ ,2953615
+ ,3570060
+ ,2130208
+ ,2442943
+ ,4892020
+ ,3222192
+ ,3121617
+ ,3665542
+ ,5519432
+ ,4113468
+ ,1714614
+ ,3651985
+ ,2419548
+ ,2378854
+ ,2303949
+ ,2555534
+ ,1713005
+ ,1705960
+ ,6115046
+ ,3951044
+ ,3785568
+ ,4670530
+ ,2265100
+ ,1105643
+ ,2814152
+ ,3728673
+ ,2038949
+ ,2402919
+ ,2348814
+ ,2797822
+ ,902505
+ ,1331319
+ ,4204238
+ ,2212485
+ ,6797382
+ ,4532324
+ ,1778808
+ ,1890720
+ ,5463736
+ ,11368931
+ ,2040164
+ ,4276399
+ ,3714445
+ ,2068168
+ ,1003842
+ ,2858535
+ ,2355484
+ ,2719262
+ ,1897741
+ ,3945185
+ ,3799916
+ ,1017654
+ ,3052241
+ ,3932970
+ ,3598151
+ ,2296005
+ ,2202018
+ ,2461777
+ ,2452042
+ ,2185142
+ ,11968502
+ ,20395972
+ ,21756900
+ ,30024300
+ ,10811344
+ ,1819202
+ ,1276885
+ ,2946701
+ ,3587459
+ ,2832691
+ ,6674805
+ ,3868362
+ ,4302909
+ ,23265229
+ ,22348002
+ ,11883953
+ ,6634979
+ ,2935493
+ ,3425669
+ ,1171611
+ ,6875879
+ ,19451908
+ ,13885933
+ ,7643317
+ ,10797966
+ ,7297445
+ ,8739736
+ ,12455537
+ ,24291181
+ ,4215150
+ ,28652176
+ ,6851172
+ ,3746871
+ ,7327861
+ ,16829710
+ ,13778594
+ ,6463717
+ ,8956867
+ ,21204915
+ ,16115855
+ ,2536113
+ ,16645717
+ ,17003730
+ ,15969006
+ ,31020427
+ ,23798897
+ ,20770321
+ ,44410402
+ ,27037491
+ ,29627771
+ ,18189792
+ ,4654610
+ ,12307201
+ ,15300578
+ ,10623864
+ ,6880178
+ ,29947357
+ ,18611399
+ ,42432604
+ ,20208278
+ ,14004392
+ ,25737765
+ ,16735738
+ ,22450825
+ ,6880840
+ ,8510379
+ ,8182481
+ ,10948683
+ ,4805277
+ ,2589229
+ ,5658407
+ ,12862611
+ ,5666188
+ ,6875556
+ ,7098766
+ ,36083309
+ ,10200330
+ ,7784976)
+ ,dim=c(1
+ ,352)
+ ,dimnames=list(c('mr')
+ ,1:352))
> y <- array(NA,dim=c(1,352),dimnames=list(c('mr'),1:352))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Include Monthly Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
mr M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11
1 1483509 1 0 0 0 0 0 0 0 0 0 0
2 8036554 0 1 0 0 0 0 0 0 0 0 0
3 4623093 0 0 1 0 0 0 0 0 0 0 0
4 5528662 0 0 0 1 0 0 0 0 0 0 0
5 4221032 0 0 0 0 1 0 0 0 0 0 0
6 8061847 0 0 0 0 0 1 0 0 0 0 0
7 7640066 0 0 0 0 0 0 1 0 0 0 0
8 2935533 0 0 0 0 0 0 0 1 0 0 0
9 8161548 0 0 0 0 0 0 0 0 1 0 0
10 2543967 0 0 0 0 0 0 0 0 0 1 0
11 13163450 0 0 0 0 0 0 0 0 0 0 1
12 3348436 0 0 0 0 0 0 0 0 0 0 0
13 3997440 1 0 0 0 0 0 0 0 0 0 0
14 2322911 0 1 0 0 0 0 0 0 0 0 0
15 2019457 0 0 1 0 0 0 0 0 0 0 0
16 3047748 0 0 0 1 0 0 0 0 0 0 0
17 5728767 0 0 0 0 1 0 0 0 0 0 0
18 2605173 0 0 0 0 0 1 0 0 0 0 0
19 5646743 0 0 0 0 0 0 1 0 0 0 0
20 13121544 0 0 0 0 0 0 0 1 0 0 0
21 3453409 0 0 0 0 0 0 0 0 1 0 0
22 1878333 0 0 0 0 0 0 0 0 0 1 0
23 4247362 0 0 0 0 0 0 0 0 0 0 1
24 23022552 0 0 0 0 0 0 0 0 0 0 0
25 7646203 1 0 0 0 0 0 0 0 0 0 0
26 9016602 0 1 0 0 0 0 0 0 0 0 0
27 3606568 0 0 1 0 0 0 0 0 0 0 0
28 3173510 0 0 0 1 0 0 0 0 0 0 0
29 17568772 0 0 0 0 1 0 0 0 0 0 0
30 10805045 0 0 0 0 0 1 0 0 0 0 0
31 31056269 0 0 0 0 0 0 1 0 0 0 0
32 15623385 0 0 0 0 0 0 0 1 0 0 0
33 6663443 0 0 0 0 0 0 0 0 1 0 0
34 35435745 0 0 0 0 0 0 0 0 0 1 0
35 2823250 0 0 0 0 0 0 0 0 0 0 1
36 5197089 0 0 0 0 0 0 0 0 0 0 0
37 4120632 1 0 0 0 0 0 0 0 0 0 0
38 8832767 0 1 0 0 0 0 0 0 0 0 0
39 3695374 0 0 1 0 0 0 0 0 0 0 0
40 8385805 0 0 0 1 0 0 0 0 0 0 0
41 3777904 0 0 0 0 1 0 0 0 0 0 0
42 5199532 0 0 0 0 0 1 0 0 0 0 0
43 5297275 0 0 0 0 0 0 1 0 0 0 0
44 14847382 0 0 0 0 0 0 0 1 0 0 0
45 5900158 0 0 0 0 0 0 0 0 1 0 0
46 4416718 0 0 0 0 0 0 0 0 0 1 0
47 3926429 0 0 0 0 0 0 0 0 0 0 1
48 4876884 0 0 0 0 0 0 0 0 0 0 0
49 2795297 1 0 0 0 0 0 0 0 0 0 0
50 3385527 0 1 0 0 0 0 0 0 0 0 0
51 3877941 0 0 1 0 0 0 0 0 0 0 0
52 3556729 0 0 0 1 0 0 0 0 0 0 0
53 4982836 0 0 0 0 1 0 0 0 0 0 0
54 2976325 0 0 0 0 0 1 0 0 0 0 0
55 2295026 0 0 0 0 0 0 1 0 0 0 0
56 2218752 0 0 0 0 0 0 0 1 0 0 0
57 4146062 0 0 0 0 0 0 0 0 1 0 0
58 3302091 0 0 0 0 0 0 0 0 0 1 0
59 3864505 0 0 0 0 0 0 0 0 0 0 1
60 5454794 0 0 0 0 0 0 0 0 0 0 0
61 1749836 1 0 0 0 0 0 0 0 0 0 0
62 6684048 0 1 0 0 0 0 0 0 0 0 0
63 2809918 0 0 1 0 0 0 0 0 0 0 0
64 4092664 0 0 0 1 0 0 0 0 0 0 0
65 5070470 0 0 0 0 1 0 0 0 0 0 0
66 9814477 0 0 0 0 0 1 0 0 0 0 0
67 6665318 0 0 0 0 0 0 1 0 0 0 0
68 3912554 0 0 0 0 0 0 0 1 0 0 0
69 6188129 0 0 0 0 0 0 0 0 1 0 0
70 3627991 0 0 0 0 0 0 0 0 0 1 0
71 3308767 0 0 0 0 0 0 0 0 0 0 1
72 3820332 0 0 0 0 0 0 0 0 0 0 0
73 4932979 1 0 0 0 0 0 0 0 0 0 0
74 5567917 0 1 0 0 0 0 0 0 0 0 0
75 5020814 0 0 1 0 0 0 0 0 0 0 0
76 3803273 0 0 0 1 0 0 0 0 0 0 0
77 3999984 0 0 0 0 1 0 0 0 0 0 0
78 4883104 0 0 0 0 0 1 0 0 0 0 0
79 13731747 0 0 0 0 0 0 1 0 0 0 0
80 47531824 0 0 0 0 0 0 0 1 0 0 0
81 8415570 0 0 0 0 0 0 0 0 1 0 0
82 22178158 0 0 0 0 0 0 0 0 0 1 0
83 61211654 0 0 0 0 0 0 0 0 0 0 1
84 18223748 0 0 0 0 0 0 0 0 0 0 0
85 17678085 1 0 0 0 0 0 0 0 0 0 0
86 49299580 0 1 0 0 0 0 0 0 0 0 0
87 25899948 0 0 1 0 0 0 0 0 0 0 0
88 34121754 0 0 0 1 0 0 0 0 0 0 0
89 9859231 0 0 0 0 1 0 0 0 0 0 0
90 29740892 0 0 0 0 0 1 0 0 0 0 0
91 21085212 0 0 0 0 0 0 1 0 0 0 0
92 43003866 0 0 0 0 0 0 0 1 0 0 0
93 59549247 0 0 0 0 0 0 0 0 1 0 0
94 18026465 0 0 0 0 0 0 0 0 0 1 0
95 4680597 0 0 0 0 0 0 0 0 0 0 1
96 5564728 0 0 0 0 0 0 0 0 0 0 0
97 11792347 1 0 0 0 0 0 0 0 0 0 0
98 10371624 0 1 0 0 0 0 0 0 0 0 0
99 3728446 0 0 1 0 0 0 0 0 0 0 0
100 5732978 0 0 0 1 0 0 0 0 0 0 0
101 4067638 0 0 0 0 1 0 0 0 0 0 0
102 2395508 0 0 0 0 0 1 0 0 0 0 0
103 5018801 0 0 0 0 0 0 1 0 0 0 0
104 22068888 0 0 0 0 0 0 0 1 0 0 0
105 7678580 0 0 0 0 0 0 0 0 1 0 0
106 15510095 0 0 0 0 0 0 0 0 0 1 0
107 6471239 0 0 0 0 0 0 0 0 0 0 1
108 14349204 0 0 0 0 0 0 0 0 0 0 0
109 35151574 1 0 0 0 0 0 0 0 0 0 0
110 8210488 0 1 0 0 0 0 0 0 0 0 0
111 5022664 0 0 1 0 0 0 0 0 0 0 0
112 13996871 0 0 0 1 0 0 0 0 0 0 0
113 12822431 0 0 0 0 1 0 0 0 0 0 0
114 14011552 0 0 0 0 0 1 0 0 0 0 0
115 20260980 0 0 0 0 0 0 1 0 0 0 0
116 23718976 0 0 0 0 0 0 0 1 0 0 0
117 45833049 0 0 0 0 0 0 0 0 1 0 0
118 30688420 0 0 0 0 0 0 0 0 0 1 0
119 16576062 0 0 0 0 0 0 0 0 0 0 1
120 14844405 0 0 0 0 0 0 0 0 0 0 0
121 16728286 1 0 0 0 0 0 0 0 0 0 0
122 43477680 0 1 0 0 0 0 0 0 0 0 0
123 57497427 0 0 1 0 0 0 0 0 0 0 0
124 24233726 0 0 0 1 0 0 0 0 0 0 0
125 24921208 0 0 0 0 1 0 0 0 0 0 0
126 9516725 0 0 0 0 0 1 0 0 0 0 0
127 27977239 0 0 0 0 0 0 1 0 0 0 0
128 21632046 0 0 0 0 0 0 0 1 0 0 0
129 22956809 0 0 0 0 0 0 0 0 1 0 0
130 9704324 0 0 0 0 0 0 0 0 0 1 0
131 19871149 0 0 0 0 0 0 0 0 0 0 1
132 5553842 0 0 0 0 0 0 0 0 0 0 0
133 5667858 1 0 0 0 0 0 0 0 0 0 0
134 4348188 0 1 0 0 0 0 0 0 0 0 0
135 10025042 0 0 1 0 0 0 0 0 0 0 0
136 10639796 0 0 0 1 0 0 0 0 0 0 0
137 8639184 0 0 0 0 1 0 0 0 0 0 0
138 10764378 0 0 0 0 0 1 0 0 0 0 0
139 12097733 0 0 0 0 0 0 1 0 0 0 0
140 3988414 0 0 0 0 0 0 0 1 0 0 0
141 4607102 0 0 0 0 0 0 0 0 1 0 0
142 7126895 0 0 0 0 0 0 0 0 0 1 0
143 6009625 0 0 0 0 0 0 0 0 0 0 1
144 21533237 0 0 0 0 0 0 0 0 0 0 0
145 5986771 1 0 0 0 0 0 0 0 0 0 0
146 5455310 0 1 0 0 0 0 0 0 0 0 0
147 1822874 0 0 1 0 0 0 0 0 0 0 0
148 3374062 0 0 0 1 0 0 0 0 0 0 0
149 2920748 0 0 0 0 1 0 0 0 0 0 0
150 2295942 0 0 0 0 0 1 0 0 0 0 0
151 6809829 0 0 0 0 0 0 1 0 0 0 0
152 3318281 0 0 0 0 0 0 0 1 0 0 0
153 13784645 0 0 0 0 0 0 0 0 1 0 0
154 7366577 0 0 0 0 0 0 0 0 0 1 0
155 1628637 0 0 0 0 0 0 0 0 0 0 1
156 4258976 0 0 0 0 0 0 0 0 0 0 0
157 7159779 1 0 0 0 0 0 0 0 0 0 0
158 8098401 0 1 0 0 0 0 0 0 0 0 0
159 6894240 0 0 1 0 0 0 0 0 0 0 0
160 3771246 0 0 0 1 0 0 0 0 0 0 0
161 3249726 0 0 0 0 1 0 0 0 0 0 0
162 3147380 0 0 0 0 0 1 0 0 0 0 0
163 4063037 0 0 0 0 0 0 1 0 0 0 0
164 9621916 0 0 0 0 0 0 0 1 0 0 0
165 5890158 0 0 0 0 0 0 0 0 1 0 0
166 2142901 0 0 0 0 0 0 0 0 0 1 0
167 3145007 0 0 0 0 0 0 0 0 0 0 1
168 1562168 0 0 0 0 0 0 0 0 0 0 0
169 3303103 1 0 0 0 0 0 0 0 0 0 0
170 5886910 0 1 0 0 0 0 0 0 0 0 0
171 3454270 0 0 1 0 0 0 0 0 0 0 0
172 6995348 0 0 0 1 0 0 0 0 0 0 0
173 6487869 0 0 0 0 1 0 0 0 0 0 0
174 12091976 0 0 0 0 0 1 0 0 0 0 0
175 3934625 0 0 0 0 0 0 1 0 0 0 0
176 3999749 0 0 0 0 0 0 0 1 0 0 0
177 3613526 0 0 0 0 0 0 0 0 1 0 0
178 4271706 0 0 0 0 0 0 0 0 0 1 0
179 4253390 0 0 0 0 0 0 0 0 0 0 1
180 5551591 0 0 0 0 0 0 0 0 0 0 0
181 4663041 1 0 0 0 0 0 0 0 0 0 0
182 2104104 0 1 0 0 0 0 0 0 0 0 0
183 5385399 0 0 1 0 0 0 0 0 0 0 0
184 6205877 0 0 0 1 0 0 0 0 0 0 0
185 7529500 0 0 0 0 1 0 0 0 0 0 0
186 17222705 0 0 0 0 0 1 0 0 0 0 0
187 6230913 0 0 0 0 0 0 1 0 0 0 0
188 6508275 0 0 0 0 0 0 0 1 0 0 0
189 4518884 0 0 0 0 0 0 0 0 1 0 0
190 4234991 0 0 0 0 0 0 0 0 0 1 0
191 5625388 0 0 0 0 0 0 0 0 0 0 1
192 5810139 0 0 0 0 0 0 0 0 0 0 0
193 6942187 1 0 0 0 0 0 0 0 0 0 0
194 3711188 0 1 0 0 0 0 0 0 0 0 0
195 4261281 0 0 1 0 0 0 0 0 0 0 0
196 1989945 0 0 0 1 0 0 0 0 0 0 0
197 5033342 0 0 0 0 1 0 0 0 0 0 0
198 7239565 0 0 0 0 0 1 0 0 0 0 0
199 11058795 0 0 0 0 0 0 1 0 0 0 0
200 7384772 0 0 0 0 0 0 0 1 0 0 0
201 3884771 0 0 0 0 0 0 0 0 1 0 0
202 3239201 0 0 0 0 0 0 0 0 0 1 0
203 2316403 0 0 0 0 0 0 0 0 0 0 1
204 4034947 0 0 0 0 0 0 0 0 0 0 0
205 3245271 1 0 0 0 0 0 0 0 0 0 0
206 2387251 0 1 0 0 0 0 0 0 0 0 0
207 2174886 0 0 1 0 0 0 0 0 0 0 0
208 3436080 0 0 0 1 0 0 0 0 0 0 0
209 3738956 0 0 0 0 1 0 0 0 0 0 0
210 1884730 0 0 0 0 0 1 0 0 0 0 0
211 1509144 0 0 0 0 0 0 1 0 0 0 0
212 42728366 0 0 0 0 0 0 0 1 0 0 0
213 3446317 0 0 0 0 0 0 0 0 1 0 0
214 4600683 0 0 0 0 0 0 0 0 0 1 0
215 2953615 0 0 0 0 0 0 0 0 0 0 1
216 3570060 0 0 0 0 0 0 0 0 0 0 0
217 2130208 1 0 0 0 0 0 0 0 0 0 0
218 2442943 0 1 0 0 0 0 0 0 0 0 0
219 4892020 0 0 1 0 0 0 0 0 0 0 0
220 3222192 0 0 0 1 0 0 0 0 0 0 0
221 3121617 0 0 0 0 1 0 0 0 0 0 0
222 3665542 0 0 0 0 0 1 0 0 0 0 0
223 5519432 0 0 0 0 0 0 1 0 0 0 0
224 4113468 0 0 0 0 0 0 0 1 0 0 0
225 1714614 0 0 0 0 0 0 0 0 1 0 0
226 3651985 0 0 0 0 0 0 0 0 0 1 0
227 2419548 0 0 0 0 0 0 0 0 0 0 1
228 2378854 0 0 0 0 0 0 0 0 0 0 0
229 2303949 1 0 0 0 0 0 0 0 0 0 0
230 2555534 0 1 0 0 0 0 0 0 0 0 0
231 1713005 0 0 1 0 0 0 0 0 0 0 0
232 1705960 0 0 0 1 0 0 0 0 0 0 0
233 6115046 0 0 0 0 1 0 0 0 0 0 0
234 3951044 0 0 0 0 0 1 0 0 0 0 0
235 3785568 0 0 0 0 0 0 1 0 0 0 0
236 4670530 0 0 0 0 0 0 0 1 0 0 0
237 2265100 0 0 0 0 0 0 0 0 1 0 0
238 1105643 0 0 0 0 0 0 0 0 0 1 0
239 2814152 0 0 0 0 0 0 0 0 0 0 1
240 3728673 0 0 0 0 0 0 0 0 0 0 0
241 2038949 1 0 0 0 0 0 0 0 0 0 0
242 2402919 0 1 0 0 0 0 0 0 0 0 0
243 2348814 0 0 1 0 0 0 0 0 0 0 0
244 2797822 0 0 0 1 0 0 0 0 0 0 0
245 902505 0 0 0 0 1 0 0 0 0 0 0
246 1331319 0 0 0 0 0 1 0 0 0 0 0
247 4204238 0 0 0 0 0 0 1 0 0 0 0
248 2212485 0 0 0 0 0 0 0 1 0 0 0
249 6797382 0 0 0 0 0 0 0 0 1 0 0
250 4532324 0 0 0 0 0 0 0 0 0 1 0
251 1778808 0 0 0 0 0 0 0 0 0 0 1
252 1890720 0 0 0 0 0 0 0 0 0 0 0
253 5463736 1 0 0 0 0 0 0 0 0 0 0
254 11368931 0 1 0 0 0 0 0 0 0 0 0
255 2040164 0 0 1 0 0 0 0 0 0 0 0
256 4276399 0 0 0 1 0 0 0 0 0 0 0
257 3714445 0 0 0 0 1 0 0 0 0 0 0
258 2068168 0 0 0 0 0 1 0 0 0 0 0
259 1003842 0 0 0 0 0 0 1 0 0 0 0
260 2858535 0 0 0 0 0 0 0 1 0 0 0
261 2355484 0 0 0 0 0 0 0 0 1 0 0
262 2719262 0 0 0 0 0 0 0 0 0 1 0
263 1897741 0 0 0 0 0 0 0 0 0 0 1
264 3945185 0 0 0 0 0 0 0 0 0 0 0
265 3799916 1 0 0 0 0 0 0 0 0 0 0
266 1017654 0 1 0 0 0 0 0 0 0 0 0
267 3052241 0 0 1 0 0 0 0 0 0 0 0
268 3932970 0 0 0 1 0 0 0 0 0 0 0
269 3598151 0 0 0 0 1 0 0 0 0 0 0
270 2296005 0 0 0 0 0 1 0 0 0 0 0
271 2202018 0 0 0 0 0 0 1 0 0 0 0
272 2461777 0 0 0 0 0 0 0 1 0 0 0
273 2452042 0 0 0 0 0 0 0 0 1 0 0
274 2185142 0 0 0 0 0 0 0 0 0 1 0
275 11968502 0 0 0 0 0 0 0 0 0 0 1
276 20395972 0 0 0 0 0 0 0 0 0 0 0
277 21756900 1 0 0 0 0 0 0 0 0 0 0
278 30024300 0 1 0 0 0 0 0 0 0 0 0
279 10811344 0 0 1 0 0 0 0 0 0 0 0
280 1819202 0 0 0 1 0 0 0 0 0 0 0
281 1276885 0 0 0 0 1 0 0 0 0 0 0
282 2946701 0 0 0 0 0 1 0 0 0 0 0
283 3587459 0 0 0 0 0 0 1 0 0 0 0
284 2832691 0 0 0 0 0 0 0 1 0 0 0
285 6674805 0 0 0 0 0 0 0 0 1 0 0
286 3868362 0 0 0 0 0 0 0 0 0 1 0
287 4302909 0 0 0 0 0 0 0 0 0 0 1
288 23265229 0 0 0 0 0 0 0 0 0 0 0
289 22348002 1 0 0 0 0 0 0 0 0 0 0
290 11883953 0 1 0 0 0 0 0 0 0 0 0
291 6634979 0 0 1 0 0 0 0 0 0 0 0
292 2935493 0 0 0 1 0 0 0 0 0 0 0
293 3425669 0 0 0 0 1 0 0 0 0 0 0
294 1171611 0 0 0 0 0 1 0 0 0 0 0
295 6875879 0 0 0 0 0 0 1 0 0 0 0
296 19451908 0 0 0 0 0 0 0 1 0 0 0
297 13885933 0 0 0 0 0 0 0 0 1 0 0
298 7643317 0 0 0 0 0 0 0 0 0 1 0
299 10797966 0 0 0 0 0 0 0 0 0 0 1
300 7297445 0 0 0 0 0 0 0 0 0 0 0
301 8739736 1 0 0 0 0 0 0 0 0 0 0
302 12455537 0 1 0 0 0 0 0 0 0 0 0
303 24291181 0 0 1 0 0 0 0 0 0 0 0
304 4215150 0 0 0 1 0 0 0 0 0 0 0
305 28652176 0 0 0 0 1 0 0 0 0 0 0
306 6851172 0 0 0 0 0 1 0 0 0 0 0
307 3746871 0 0 0 0 0 0 1 0 0 0 0
308 7327861 0 0 0 0 0 0 0 1 0 0 0
309 16829710 0 0 0 0 0 0 0 0 1 0 0
310 13778594 0 0 0 0 0 0 0 0 0 1 0
311 6463717 0 0 0 0 0 0 0 0 0 0 1
312 8956867 0 0 0 0 0 0 0 0 0 0 0
313 21204915 1 0 0 0 0 0 0 0 0 0 0
314 16115855 0 1 0 0 0 0 0 0 0 0 0
315 2536113 0 0 1 0 0 0 0 0 0 0 0
316 16645717 0 0 0 1 0 0 0 0 0 0 0
317 17003730 0 0 0 0 1 0 0 0 0 0 0
318 15969006 0 0 0 0 0 1 0 0 0 0 0
319 31020427 0 0 0 0 0 0 1 0 0 0 0
320 23798897 0 0 0 0 0 0 0 1 0 0 0
321 20770321 0 0 0 0 0 0 0 0 1 0 0
322 44410402 0 0 0 0 0 0 0 0 0 1 0
323 27037491 0 0 0 0 0 0 0 0 0 0 1
324 29627771 0 0 0 0 0 0 0 0 0 0 0
325 18189792 1 0 0 0 0 0 0 0 0 0 0
326 4654610 0 1 0 0 0 0 0 0 0 0 0
327 12307201 0 0 1 0 0 0 0 0 0 0 0
328 15300578 0 0 0 1 0 0 0 0 0 0 0
329 10623864 0 0 0 0 1 0 0 0 0 0 0
330 6880178 0 0 0 0 0 1 0 0 0 0 0
331 29947357 0 0 0 0 0 0 1 0 0 0 0
332 18611399 0 0 0 0 0 0 0 1 0 0 0
333 42432604 0 0 0 0 0 0 0 0 1 0 0
334 20208278 0 0 0 0 0 0 0 0 0 1 0
335 14004392 0 0 0 0 0 0 0 0 0 0 1
336 25737765 0 0 0 0 0 0 0 0 0 0 0
337 16735738 1 0 0 0 0 0 0 0 0 0 0
338 22450825 0 1 0 0 0 0 0 0 0 0 0
339 6880840 0 0 1 0 0 0 0 0 0 0 0
340 8510379 0 0 0 1 0 0 0 0 0 0 0
341 8182481 0 0 0 0 1 0 0 0 0 0 0
342 10948683 0 0 0 0 0 1 0 0 0 0 0
343 4805277 0 0 0 0 0 0 1 0 0 0 0
344 2589229 0 0 0 0 0 0 0 1 0 0 0
345 5658407 0 0 0 0 0 0 0 0 1 0 0
346 12862611 0 0 0 0 0 0 0 0 0 1 0
347 5666188 0 0 0 0 0 0 0 0 0 0 1
348 6875556 0 0 0 0 0 0 0 0 0 0 0
349 7098766 1 0 0 0 0 0 0 0 0 0 0
350 36083309 0 1 0 0 0 0 0 0 0 0 0
351 10200330 0 0 1 0 0 0 0 0 0 0 0
352 7784976 0 0 0 1 0 0 0 0 0 0 0
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) M1 M2 M3 M4 M5
9816454 -587961 1538660 -1832192 -2508690 -2187621
M6 M7 M8 M9 M10 M11
-2480720 151722 3255729 1925884 433931 -1015491
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-10859698 -5910202 -3696587 2496858 52410690
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 9816454 1915199 5.126 4.99e-07 ***
M1 -587961 2685835 -0.219 0.827
M2 1538660 2685835 0.573 0.567
M3 -1832192 2685835 -0.682 0.496
M4 -2508690 2685835 -0.934 0.351
M5 -2187621 2708500 -0.808 0.420
M6 -2480720 2708500 -0.916 0.360
M7 151722 2708500 0.056 0.955
M8 3255729 2708500 1.202 0.230
M9 1925884 2708500 0.711 0.478
M10 433931 2708500 0.160 0.873
M11 -1015491 2708500 -0.375 0.708
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 10310000 on 340 degrees of freedom
Multiple R-squared: 0.02981, Adjusted R-squared: -0.001581
F-statistic: 0.9496 on 11 and 340 DF, p-value: 0.4927
> 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,] 2.382922e-02 4.765844e-02 9.761708e-01
[2,] 6.466570e-03 1.293314e-02 9.935334e-01
[3,] 1.470741e-03 2.941482e-03 9.985293e-01
[4,] 1.004337e-03 2.008673e-03 9.989957e-01
[5,] 2.619061e-04 5.238122e-04 9.997381e-01
[6,] 1.049676e-03 2.099353e-03 9.989503e-01
[7,] 4.949814e-04 9.899628e-04 9.995050e-01
[8,] 1.510101e-04 3.020201e-04 9.998490e-01
[9,] 2.110250e-04 4.220500e-04 9.997890e-01
[10,] 5.088311e-03 1.017662e-02 9.949117e-01
[11,] 3.007549e-03 6.015099e-03 9.969925e-01
[12,] 1.612371e-03 3.224743e-03 9.983876e-01
[13,] 7.309581e-04 1.461916e-03 9.992690e-01
[14,] 3.257107e-04 6.514214e-04 9.996743e-01
[15,] 7.916953e-04 1.583391e-03 9.992083e-01
[16,] 4.971316e-04 9.942632e-04 9.995029e-01
[17,] 1.390789e-02 2.781578e-02 9.860921e-01
[18,] 1.102514e-02 2.205028e-02 9.889749e-01
[19,] 6.723316e-03 1.344663e-02 9.932767e-01
[20,] 1.428700e-01 2.857399e-01 8.571300e-01
[21,] 1.169725e-01 2.339451e-01 8.830275e-01
[22,] 1.005209e-01 2.010419e-01 8.994791e-01
[23,] 7.553525e-02 1.510705e-01 9.244648e-01
[24,] 5.641192e-02 1.128238e-01 9.435881e-01
[25,] 4.098682e-02 8.197364e-02 9.590132e-01
[26,] 3.093286e-02 6.186571e-02 9.690671e-01
[27,] 2.384752e-02 4.769505e-02 9.761525e-01
[28,] 1.680669e-02 3.361338e-02 9.831933e-01
[29,] 1.558264e-02 3.116527e-02 9.844174e-01
[30,] 1.138529e-02 2.277058e-02 9.886147e-01
[31,] 7.813258e-03 1.562652e-02 9.921867e-01
[32,] 7.006071e-03 1.401214e-02 9.929939e-01
[33,] 4.864988e-03 9.729976e-03 9.951350e-01
[34,] 3.658298e-03 7.316595e-03 9.963417e-01
[35,] 2.462813e-03 4.925626e-03 9.975372e-01
[36,] 1.734316e-03 3.468633e-03 9.982657e-01
[37,] 1.122143e-03 2.244285e-03 9.988779e-01
[38,] 7.223543e-04 1.444709e-03 9.992776e-01
[39,] 4.713314e-04 9.426629e-04 9.995287e-01
[40,] 3.148638e-04 6.297275e-04 9.996851e-01
[41,] 3.310672e-04 6.621344e-04 9.996689e-01
[42,] 3.330630e-04 6.661260e-04 9.996669e-01
[43,] 2.170703e-04 4.341405e-04 9.997829e-01
[44,] 1.846808e-04 3.693616e-04 9.998153e-01
[45,] 1.178075e-04 2.356149e-04 9.998822e-01
[46,] 7.761895e-05 1.552379e-04 9.999224e-01
[47,] 4.985192e-05 9.970385e-05 9.999501e-01
[48,] 3.028587e-05 6.057175e-05 9.999697e-01
[49,] 1.830387e-05 3.660774e-05 9.999817e-01
[50,] 1.081880e-05 2.163759e-05 9.999892e-01
[51,] 6.483205e-06 1.296641e-05 9.999935e-01
[52,] 4.112532e-06 8.225064e-06 9.999959e-01
[53,] 2.580806e-06 5.161612e-06 9.999974e-01
[54,] 1.936640e-06 3.873280e-06 9.999981e-01
[55,] 1.123559e-06 2.247119e-06 9.999989e-01
[56,] 8.195269e-07 1.639054e-06 9.999992e-01
[57,] 4.844539e-07 9.689077e-07 9.999995e-01
[58,] 3.180069e-07 6.360138e-07 9.999997e-01
[59,] 1.805139e-07 3.610278e-07 9.999998e-01
[60,] 1.019866e-07 2.039732e-07 9.999999e-01
[61,] 5.674143e-08 1.134829e-07 9.999999e-01
[62,] 3.087770e-08 6.175541e-08 1.000000e+00
[63,] 1.770137e-08 3.540275e-08 1.000000e+00
[64,] 9.584563e-09 1.916913e-08 1.000000e+00
[65,] 5.767523e-09 1.153505e-08 1.000000e+00
[66,] 5.842072e-05 1.168414e-04 9.999416e-01
[67,] 3.959918e-05 7.919835e-05 9.999604e-01
[68,] 6.091231e-05 1.218246e-04 9.999391e-01
[69,] 1.694218e-01 3.388437e-01 8.305782e-01
[70,] 1.668821e-01 3.337641e-01 8.331179e-01
[71,] 1.775381e-01 3.550763e-01 8.224619e-01
[72,] 6.483926e-01 7.032149e-01 3.516074e-01
[73,] 7.327393e-01 5.345213e-01 2.672607e-01
[74,] 8.728524e-01 2.542951e-01 1.271476e-01
[75,] 8.543935e-01 2.912129e-01 1.456065e-01
[76,] 9.117982e-01 1.764037e-01 8.820183e-02
[77,] 9.112116e-01 1.775768e-01 8.878841e-02
[78,] 9.695702e-01 6.085954e-02 3.042977e-02
[79,] 9.998220e-01 3.560776e-04 1.780388e-04
[80,] 9.997875e-01 4.250863e-04 2.125431e-04
[81,] 9.997381e-01 5.237635e-04 2.618818e-04
[82,] 9.996542e-01 6.916891e-04 3.458446e-04
[83,] 9.995544e-01 8.911881e-04 4.455941e-04
[84,] 9.993979e-01 1.204117e-03 6.020584e-04
[85,] 9.992164e-01 1.567151e-03 7.835757e-04
[86,] 9.989631e-01 2.073716e-03 1.036858e-03
[87,] 9.986578e-01 2.684463e-03 1.342232e-03
[88,] 9.983621e-01 3.275772e-03 1.637886e-03
[89,] 9.980037e-01 3.992532e-03 1.996266e-03
[90,] 9.977112e-01 4.577549e-03 2.288774e-03
[91,] 9.971563e-01 5.687377e-03 2.843689e-03
[92,] 9.965039e-01 6.992171e-03 3.496086e-03
[93,] 9.956833e-01 8.633414e-03 4.316707e-03
[94,] 9.947658e-01 1.046836e-02 5.234182e-03
[95,] 9.985883e-01 2.823476e-03 1.411738e-03
[96,] 9.981937e-01 3.612654e-03 1.806327e-03
[97,] 9.976860e-01 4.628073e-03 2.314037e-03
[98,] 9.972641e-01 5.471782e-03 2.735891e-03
[99,] 9.967045e-01 6.590927e-03 3.295464e-03
[100,] 9.961148e-01 7.770387e-03 3.885194e-03
[101,] 9.959570e-01 8.085924e-03 4.042962e-03
[102,] 9.957373e-01 8.525353e-03 4.262677e-03
[103,] 9.995982e-01 8.035001e-04 4.017500e-04
[104,] 9.998076e-01 3.847087e-04 1.923544e-04
[105,] 9.997729e-01 4.542396e-04 2.271198e-04
[106,] 9.997134e-01 5.731508e-04 2.865754e-04
[107,] 9.996667e-01 6.666197e-04 3.333098e-04
[108,] 9.999752e-01 4.966916e-05 2.483458e-05
[109,] 1.000000e+00 7.768700e-09 3.884350e-09
[110,] 1.000000e+00 3.569616e-09 1.784808e-09
[111,] 1.000000e+00 1.473206e-09 7.366028e-10
[112,] 1.000000e+00 2.344445e-09 1.172223e-09
[113,] 1.000000e+00 8.485787e-10 4.242893e-10
[114,] 1.000000e+00 9.217478e-10 4.608739e-10
[115,] 1.000000e+00 8.112376e-10 4.056188e-10
[116,] 1.000000e+00 1.289087e-09 6.445434e-10
[117,] 1.000000e+00 1.155581e-09 5.777903e-10
[118,] 1.000000e+00 1.733130e-09 8.665651e-10
[119,] 1.000000e+00 2.652815e-09 1.326408e-09
[120,] 1.000000e+00 3.337754e-09 1.668877e-09
[121,] 1.000000e+00 5.174319e-09 2.587159e-09
[122,] 1.000000e+00 7.732603e-09 3.866301e-09
[123,] 1.000000e+00 1.222155e-08 6.110774e-09
[124,] 1.000000e+00 1.818748e-08 9.093741e-09
[125,] 1.000000e+00 2.720164e-08 1.360082e-08
[126,] 1.000000e+00 2.715551e-08 1.357776e-08
[127,] 1.000000e+00 3.247726e-08 1.623863e-08
[128,] 1.000000e+00 4.752871e-08 2.376435e-08
[129,] 1.000000e+00 6.884775e-08 3.442388e-08
[130,] 1.000000e+00 5.893450e-08 2.946725e-08
[131,] 1.000000e+00 8.729164e-08 4.364582e-08
[132,] 9.999999e-01 1.155701e-07 5.778504e-08
[133,] 9.999999e-01 1.497263e-07 7.486317e-08
[134,] 9.999999e-01 2.118092e-07 1.059046e-07
[135,] 9.999999e-01 2.941821e-07 1.470911e-07
[136,] 9.999998e-01 4.006624e-07 2.003312e-07
[137,] 9.999997e-01 5.683636e-07 2.841818e-07
[138,] 9.999997e-01 5.690987e-07 2.845494e-07
[139,] 9.999996e-01 8.057355e-07 4.028677e-07
[140,] 9.999994e-01 1.149699e-06 5.748497e-07
[141,] 9.999993e-01 1.384120e-06 6.920601e-07
[142,] 9.999991e-01 1.820970e-06 9.104848e-07
[143,] 9.999987e-01 2.638643e-06 1.319321e-06
[144,] 9.999981e-01 3.713706e-06 1.856853e-06
[145,] 9.999973e-01 5.342309e-06 2.671154e-06
[146,] 9.999963e-01 7.361727e-06 3.680864e-06
[147,] 9.999950e-01 9.925638e-06 4.962819e-06
[148,] 9.999933e-01 1.340490e-05 6.702450e-06
[149,] 9.999915e-01 1.693605e-05 8.468025e-06
[150,] 9.999887e-01 2.264896e-05 1.132448e-05
[151,] 9.999858e-01 2.835785e-05 1.417893e-05
[152,] 9.999838e-01 3.232309e-05 1.616154e-05
[153,] 9.999795e-01 4.090896e-05 2.045448e-05
[154,] 9.999771e-01 4.573580e-05 2.286790e-05
[155,] 9.999716e-01 5.681273e-05 2.840636e-05
[156,] 9.999639e-01 7.217303e-05 3.608651e-05
[157,] 9.999530e-01 9.407471e-05 4.703735e-05
[158,] 9.999356e-01 1.288288e-04 6.441440e-05
[159,] 9.999119e-01 1.761963e-04 8.809816e-05
[160,] 9.998891e-01 2.218750e-04 1.109375e-04
[161,] 9.998637e-01 2.726618e-04 1.363309e-04
[162,] 9.998526e-01 2.948034e-04 1.474017e-04
[163,] 9.998333e-01 3.333760e-04 1.666880e-04
[164,] 9.997957e-01 4.085529e-04 2.042765e-04
[165,] 9.997401e-01 5.197124e-04 2.598562e-04
[166,] 9.996712e-01 6.575616e-04 3.287808e-04
[167,] 9.995896e-01 8.207241e-04 4.103621e-04
[168,] 9.995679e-01 8.641335e-04 4.320668e-04
[169,] 9.994373e-01 1.125359e-03 5.626794e-04
[170,] 9.992641e-01 1.471885e-03 7.359423e-04
[171,] 9.990360e-01 1.928054e-03 9.640270e-04
[172,] 9.990592e-01 1.881662e-03 9.408311e-04
[173,] 9.988112e-01 2.377557e-03 1.188779e-03
[174,] 9.985967e-01 2.806647e-03 1.403324e-03
[175,] 9.983807e-01 3.238531e-03 1.619265e-03
[176,] 9.980762e-01 3.847509e-03 1.923754e-03
[177,] 9.975822e-01 4.835604e-03 2.417802e-03
[178,] 9.970489e-01 5.902298e-03 2.951149e-03
[179,] 9.963157e-01 7.368627e-03 3.684314e-03
[180,] 9.959355e-01 8.128981e-03 4.064490e-03
[181,] 9.950039e-01 9.992154e-03 4.996077e-03
[182,] 9.940489e-01 1.190212e-02 5.951061e-03
[183,] 9.926590e-01 1.468203e-02 7.341017e-03
[184,] 9.909475e-01 1.810506e-02 9.052529e-03
[185,] 9.889136e-01 2.217280e-02 1.108640e-02
[186,] 9.870566e-01 2.588679e-02 1.294340e-02
[187,] 9.857163e-01 2.856738e-02 1.428369e-02
[188,] 9.840427e-01 3.191457e-02 1.595728e-02
[189,] 9.818427e-01 3.631459e-02 1.815730e-02
[190,] 9.795698e-01 4.086036e-02 2.043018e-02
[191,] 9.772036e-01 4.559279e-02 2.279640e-02
[192,] 9.765668e-01 4.686631e-02 2.343315e-02
[193,] 9.732043e-01 5.359144e-02 2.679572e-02
[194,] 9.684683e-01 6.306340e-02 3.153170e-02
[195,] 9.632600e-01 7.347997e-02 3.673998e-02
[196,] 9.578812e-01 8.423756e-02 4.211878e-02
[197,] 9.548211e-01 9.035777e-02 4.517888e-02
[198,] 9.915176e-01 1.696482e-02 8.482411e-03
[199,] 9.907455e-01 1.850907e-02 9.254537e-03
[200,] 9.892699e-01 2.146029e-02 1.073014e-02
[201,] 9.875077e-01 2.498458e-02 1.249229e-02
[202,] 9.862400e-01 2.752000e-02 1.376000e-02
[203,] 9.853195e-01 2.936103e-02 1.468052e-02
[204,] 9.852839e-01 2.943216e-02 1.471608e-02
[205,] 9.822079e-01 3.558423e-02 1.779212e-02
[206,] 9.788018e-01 4.239636e-02 2.119818e-02
[207,] 9.753199e-01 4.936023e-02 2.468011e-02
[208,] 9.706002e-01 5.879952e-02 2.939976e-02
[209,] 9.655795e-01 6.884098e-02 3.442049e-02
[210,] 9.623643e-01 7.527146e-02 3.763573e-02
[211,] 9.620874e-01 7.582516e-02 3.791258e-02
[212,] 9.583713e-01 8.325748e-02 4.162874e-02
[213,] 9.534601e-01 9.307976e-02 4.653988e-02
[214,] 9.520979e-01 9.580419e-02 4.790210e-02
[215,] 9.501740e-01 9.965201e-02 4.982600e-02
[216,] 9.511701e-01 9.765982e-02 4.882991e-02
[217,] 9.455869e-01 1.088263e-01 5.441314e-02
[218,] 9.383891e-01 1.232218e-01 6.161088e-02
[219,] 9.278889e-01 1.442221e-01 7.211105e-02
[220,] 9.163530e-01 1.672940e-01 8.364700e-02
[221,] 9.073027e-01 1.853947e-01 9.269734e-02
[222,] 8.987312e-01 2.025377e-01 1.012688e-01
[223,] 8.981772e-01 2.036456e-01 1.018228e-01
[224,] 8.982972e-01 2.034055e-01 1.017028e-01
[225,] 8.882076e-01 2.235848e-01 1.117924e-01
[226,] 8.841293e-01 2.317413e-01 1.158707e-01
[227,] 8.839143e-01 2.321714e-01 1.160857e-01
[228,] 8.901449e-01 2.197101e-01 1.098551e-01
[229,] 8.790363e-01 2.419274e-01 1.209637e-01
[230,] 8.641366e-01 2.717269e-01 1.358634e-01
[231,] 8.559565e-01 2.880870e-01 1.440435e-01
[232,] 8.406795e-01 3.186410e-01 1.593205e-01
[233,] 8.259493e-01 3.481014e-01 1.740507e-01
[234,] 8.204578e-01 3.590844e-01 1.795422e-01
[235,] 8.054449e-01 3.891101e-01 1.945551e-01
[236,] 7.947084e-01 4.105832e-01 2.052916e-01
[237,] 7.837128e-01 4.325743e-01 2.162872e-01
[238,] 7.924402e-01 4.151196e-01 2.075598e-01
[239,] 7.821313e-01 4.357374e-01 2.178687e-01
[240,] 7.605558e-01 4.788883e-01 2.394442e-01
[241,] 7.447350e-01 5.105299e-01 2.552650e-01
[242,] 7.177363e-01 5.645274e-01 2.822637e-01
[243,] 6.962205e-01 6.075590e-01 3.037795e-01
[244,] 6.706478e-01 6.587043e-01 3.293522e-01
[245,] 6.676724e-01 6.646552e-01 3.323276e-01
[246,] 6.577630e-01 6.844739e-01 3.422370e-01
[247,] 6.672337e-01 6.655326e-01 3.327663e-01
[248,] 6.695684e-01 6.608633e-01 3.304316e-01
[249,] 6.588873e-01 6.822253e-01 3.411127e-01
[250,] 6.669266e-01 6.661468e-01 3.330734e-01
[251,] 6.708840e-01 6.582320e-01 3.291160e-01
[252,] 7.159654e-01 5.680691e-01 2.840346e-01
[253,] 6.970385e-01 6.059230e-01 3.029615e-01
[254,] 6.679585e-01 6.640830e-01 3.320415e-01
[255,] 6.483289e-01 7.033421e-01 3.516711e-01
[256,] 6.205459e-01 7.589082e-01 3.794541e-01
[257,] 6.179416e-01 7.641167e-01 3.820584e-01
[258,] 6.144678e-01 7.710644e-01 3.855322e-01
[259,] 6.403746e-01 7.192508e-01 3.596254e-01
[260,] 6.628127e-01 6.743745e-01 3.371873e-01
[261,] 6.271507e-01 7.456986e-01 3.728493e-01
[262,] 6.035780e-01 7.928440e-01 3.964220e-01
[263,] 5.891793e-01 8.216415e-01 4.108207e-01
[264,] 6.224057e-01 7.551885e-01 3.775943e-01
[265,] 5.842988e-01 8.314025e-01 4.157012e-01
[266,] 5.611228e-01 8.777543e-01 4.388772e-01
[267,] 5.631261e-01 8.737478e-01 4.368739e-01
[268,] 5.315701e-01 9.368599e-01 4.684299e-01
[269,] 5.297866e-01 9.404268e-01 4.702134e-01
[270,] 5.321088e-01 9.357824e-01 4.678912e-01
[271,] 5.404025e-01 9.191950e-01 4.595975e-01
[272,] 5.721737e-01 8.556525e-01 4.278263e-01
[273,] 5.518971e-01 8.962058e-01 4.481029e-01
[274,] 5.405611e-01 9.188778e-01 4.594389e-01
[275,] 5.294732e-01 9.410536e-01 4.705268e-01
[276,] 4.986466e-01 9.972933e-01 5.013534e-01
[277,] 4.612735e-01 9.225469e-01 5.387265e-01
[278,] 4.353333e-01 8.706665e-01 5.646667e-01
[279,] 4.378587e-01 8.757174e-01 5.621413e-01
[280,] 4.190799e-01 8.381599e-01 5.809201e-01
[281,] 4.069425e-01 8.138850e-01 5.930575e-01
[282,] 3.771949e-01 7.543898e-01 6.228051e-01
[283,] 3.507362e-01 7.014723e-01 6.492638e-01
[284,] 3.724725e-01 7.449450e-01 6.275275e-01
[285,] 3.312189e-01 6.624377e-01 6.687811e-01
[286,] 3.192944e-01 6.385887e-01 6.807056e-01
[287,] 2.911029e-01 5.822058e-01 7.088971e-01
[288,] 2.652239e-01 5.304479e-01 7.347761e-01
[289,] 3.089269e-01 6.178538e-01 6.910731e-01
[290,] 2.837370e-01 5.674740e-01 7.162630e-01
[291,] 3.389204e-01 6.778407e-01 6.610796e-01
[292,] 2.991615e-01 5.983230e-01 7.008385e-01
[293,] 3.487663e-01 6.975326e-01 6.512337e-01
[294,] 3.203813e-01 6.407627e-01 6.796187e-01
[295,] 2.870396e-01 5.740792e-01 7.129604e-01
[296,] 2.837837e-01 5.675675e-01 7.162163e-01
[297,] 2.620487e-01 5.240973e-01 7.379513e-01
[298,] 2.558577e-01 5.117155e-01 7.441423e-01
[299,] 2.324819e-01 4.649638e-01 7.675181e-01
[300,] 1.987122e-01 3.974245e-01 8.012878e-01
[301,] 1.735329e-01 3.470659e-01 8.264671e-01
[302,] 1.488785e-01 2.977570e-01 8.511215e-01
[303,] 1.286172e-01 2.572344e-01 8.713828e-01
[304,] 1.084473e-01 2.168946e-01 8.915527e-01
[305,] 1.173894e-01 2.347789e-01 8.826106e-01
[306,] 1.162593e-01 2.325186e-01 8.837407e-01
[307,] 9.128462e-02 1.825692e-01 9.087154e-01
[308,] 2.360245e-01 4.720489e-01 7.639755e-01
[309,] 2.784771e-01 5.569542e-01 7.215229e-01
[310,] 2.885511e-01 5.771023e-01 7.114489e-01
[311,] 2.437376e-01 4.874751e-01 7.562624e-01
[312,] 3.998122e-01 7.996243e-01 6.001878e-01
[313,] 3.319670e-01 6.639339e-01 6.680330e-01
[314,] 2.822462e-01 5.644924e-01 7.177538e-01
[315,] 2.175504e-01 4.351008e-01 7.824496e-01
[316,] 1.626604e-01 3.253209e-01 8.373396e-01
[317,] 2.636030e-01 5.272060e-01 7.363970e-01
[318,] 2.650945e-01 5.301890e-01 7.349055e-01
[319,] 8.281102e-01 3.437796e-01 1.718898e-01
[320,] 7.686478e-01 4.627045e-01 2.313522e-01
[321,] 7.007562e-01 5.984876e-01 2.992438e-01
[322,] 8.543534e-01 2.912932e-01 1.456466e-01
[323,] 8.223927e-01 3.552146e-01 1.776073e-01
> postscript(file="/var/wessaorg/rcomp/tmp/13jaw1322762887.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/242y11322762887.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3s67d1322762887.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/43hiy1322762887.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5ngkd1322762887.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 = 352
Frequency = 1
1 2 3 4 5 6
-7744984.50 -3318560.00 -3361169.47 -1779101.73 -3407801.34 726113.03
7 8 9 10 11 12
-2328110.55 -10136649.86 -3580790.24 -7706418.55 4362486.45 -6468018.10
13 14 15 16 17 18
-5231053.50 -9032203.00 -5964805.47 -4260015.73 -1900066.34 -4730560.97
19 20 21 22 23 24
-4321433.55 49361.14 -8288929.24 -8372052.55 -4553601.55 13206097.90
25 26 27 28 29 30
-1582290.50 -2338512.00 -4377694.47 -4134253.73 9939938.66 3469311.03
31 32 33 34 35 36
21088092.45 2551202.14 -5078895.24 25185359.45 -5977713.55 -4619365.10
37 38 39 40 41 42
-5107861.50 -2522347.00 -4288888.47 1078041.27 -3850929.34 -2136201.97
43 44 45 46 47 48
-4670901.55 1775199.14 -5842180.24 -5833667.55 -4874534.55 -4939570.10
49 50 51 52 53 54
-6433196.50 -7969587.00 -4106321.47 -3751034.73 -2645997.34 -4359408.97
55 56 57 58 59 60
-7673150.55 -10853430.86 -7596276.24 -6948294.55 -4936458.55 -4361660.10
61 62 63 64 65 66
-7478657.50 -4671066.00 -5174344.47 -3215099.73 -2558363.34 2478743.03
67 68 69 70 71 72
-3302858.55 -9159628.86 -5554209.24 -6622394.55 -5492196.55 -5996122.10
73 74 75 76 77 78
-4295514.50 -5787197.00 -2963448.47 -3504490.73 -3628849.34 -2452629.97
79 80 81 82 83 84
3763570.45 34459641.14 -3326768.24 11927772.45 52410690.45 8407293.90
85 86 87 88 89 90
8449591.50 37944466.00 17915685.53 26813990.27 2230397.66 22405158.03
91 92 93 94 95 96
11117035.45 29931683.14 47806908.76 7776079.45 -4120366.55 -4251726.10
97 98 99 100 101 102
2563853.50 -983490.00 -4255816.47 -1574785.73 -3561195.34 -4940225.97
103 104 105 106 107 108
-4949375.55 8996705.14 -4063758.24 5259709.45 -2329724.55 4532749.90
109 110 111 112 113 114
25923080.50 -3144626.00 -2961598.47 6689107.27 5193597.66 6675818.03
115 116 117 118 119 120
10292803.45 10646793.14 34090710.76 20438034.45 7775098.45 5027950.90
121 122 123 124 125 126
7499792.50 32122566.00 49513164.53 16925962.27 17292374.66 2180991.03
127 128 129 130 131 132
18009062.45 8559863.14 11214470.76 -546061.55 11070185.45 -4262612.10
133 134 135 136 137 138
-3560635.50 -7006926.00 2040779.53 3332032.27 1010350.66 3428644.03
139 140 141 142 143 144
2129556.45 -9083768.86 -7135236.24 -3123490.55 -2791338.55 11716782.90
145 146 147 148 149 150
-3241722.50 -5899804.00 -6161388.47 -3933701.73 -4708085.34 -5039791.97
151 152 153 154 155 156
-3158347.55 -9753901.86 2042306.76 -2883808.55 -7172326.55 -5557478.10
157 158 159 160 161 162
-2068714.50 -3256713.00 -1090022.47 -3536517.73 -4379107.34 -4188353.97
163 164 165 166 167 168
-5905139.55 -3450266.86 -5852180.24 -8107484.55 -5655956.55 -8254286.10
169 170 171 172 173 174
-5925390.50 -5468204.00 -4529992.47 -312415.73 -1140964.34 4756242.03
175 176 177 178 179 180
-6033551.55 -9072433.86 -8128812.24 -5978679.55 -4547573.55 -4264863.10
181 182 183 184 185 186
-4565452.50 -9251010.00 -2598863.47 -1101886.73 -99333.34 9886971.03
187 188 189 190 191 192
-3737263.55 -6563907.86 -7223454.24 -6015394.55 -3175575.55 -4006315.10
193 194 195 196 197 198
-2286306.50 -7643926.00 -3722981.47 -5317818.73 -2595491.34 -96168.97
199 200 201 202 203 204
1090618.45 -5687410.86 -7857567.24 -7011184.55 -6484560.55 -5781507.10
205 206 207 208 209 210
-5983222.50 -8967863.00 -5809376.47 -3871683.73 -3889877.34 -5451003.97
211 212 213 214 215 216
-8459032.55 29656183.14 -8296021.24 -5649702.55 -5847348.55 -6246394.10
217 218 219 220 221 222
-7098285.50 -8912171.00 -3092242.47 -4085571.73 -4507216.34 -3670191.97
223 224 225 226 227 228
-4448744.55 -8958714.86 -10027724.24 -6598400.55 -6381415.55 -7437600.10
229 230 231 232 233 234
-6924544.50 -8799580.00 -6271257.47 -5601803.73 -1513787.34 -3384689.97
235 236 237 238 239 240
-6182608.55 -8401652.86 -9477238.24 -9144742.55 -5986811.55 -6087781.10
241 242 243 244 245 246
-7189544.50 -8952195.00 -5635448.47 -4509941.73 -6726328.34 -6004414.97
247 248 249 250 251 252
-5763938.55 -10859697.86 -4944956.24 -5718061.55 -7022155.55 -7925734.10
253 254 255 256 257 258
-3764757.50 13817.00 -5944098.47 -3031364.73 -3914388.34 -5267565.97
259 260 261 262 263 264
-8964334.55 -10213647.86 -9386854.24 -7531123.55 -6903222.55 -5871269.10
265 266 267 268 269 270
-5428577.50 -10337460.00 -4932021.47 -3374793.73 -4030682.34 -5039728.97
271 272 273 274 275 276
-7766158.55 -10610405.86 -9290296.24 -8065243.55 3167538.45 10579517.90
277 278 279 280 281 282
12528406.50 18669186.00 2827081.53 -5488561.73 -6351948.34 -4389032.97
283 284 285 286 287 288
-6380717.55 -10239491.86 -5067533.24 -6382023.55 -4498054.55 13448774.90
289 290 291 292 293 294
13119508.50 528839.00 -1349283.47 -4372270.73 -4203164.34 -6164122.97
295 296 297 298 299 300
-3092297.55 6379725.14 2143594.76 -2607068.55 1997002.45 -2519009.10
301 302 303 304 305 306
-488757.50 1100423.00 16306918.53 -3092613.73 21023342.66 -484561.97
307 308 309 310 311 312
-6221305.55 -5744321.86 5087371.76 3528208.45 -2337246.55 -859587.10
313 314 315 316 317 318
11976421.50 4760741.00 -5448149.47 9337953.27 9374896.66 8633272.03
319 320 321 322 323 324
21052250.45 10726714.14 9027982.76 34160016.45 18236527.45 19811316.90
325 326 327 328 329 330
8961298.50 -6700504.00 4322938.53 7992814.27 2995030.66 -455555.97
331 332 333 334 335 336
19979180.45 5539216.14 30690265.76 9957892.45 5203428.45 15921310.90
337 338 339 340 341 342
7507244.50 11095711.00 -1103422.47 1202615.27 553647.66 3612949.03
343 344 345 346 347 348
-5162899.55 -10482953.86 -6083931.24 2612225.45 -3134775.55 -2940898.10
349 350 351 352
-2129727.50 24728195.00 2216067.53 477212.27
> postscript(file="/var/wessaorg/rcomp/tmp/6ka741322762887.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 = 352
Frequency = 1
lag(myerror, k = 1) myerror
0 -7744984.50 NA
1 -3318560.00 -7744984.50
2 -3361169.47 -3318560.00
3 -1779101.73 -3361169.47
4 -3407801.34 -1779101.73
5 726113.03 -3407801.34
6 -2328110.55 726113.03
7 -10136649.86 -2328110.55
8 -3580790.24 -10136649.86
9 -7706418.55 -3580790.24
10 4362486.45 -7706418.55
11 -6468018.10 4362486.45
12 -5231053.50 -6468018.10
13 -9032203.00 -5231053.50
14 -5964805.47 -9032203.00
15 -4260015.73 -5964805.47
16 -1900066.34 -4260015.73
17 -4730560.97 -1900066.34
18 -4321433.55 -4730560.97
19 49361.14 -4321433.55
20 -8288929.24 49361.14
21 -8372052.55 -8288929.24
22 -4553601.55 -8372052.55
23 13206097.90 -4553601.55
24 -1582290.50 13206097.90
25 -2338512.00 -1582290.50
26 -4377694.47 -2338512.00
27 -4134253.73 -4377694.47
28 9939938.66 -4134253.73
29 3469311.03 9939938.66
30 21088092.45 3469311.03
31 2551202.14 21088092.45
32 -5078895.24 2551202.14
33 25185359.45 -5078895.24
34 -5977713.55 25185359.45
35 -4619365.10 -5977713.55
36 -5107861.50 -4619365.10
37 -2522347.00 -5107861.50
38 -4288888.47 -2522347.00
39 1078041.27 -4288888.47
40 -3850929.34 1078041.27
41 -2136201.97 -3850929.34
42 -4670901.55 -2136201.97
43 1775199.14 -4670901.55
44 -5842180.24 1775199.14
45 -5833667.55 -5842180.24
46 -4874534.55 -5833667.55
47 -4939570.10 -4874534.55
48 -6433196.50 -4939570.10
49 -7969587.00 -6433196.50
50 -4106321.47 -7969587.00
51 -3751034.73 -4106321.47
52 -2645997.34 -3751034.73
53 -4359408.97 -2645997.34
54 -7673150.55 -4359408.97
55 -10853430.86 -7673150.55
56 -7596276.24 -10853430.86
57 -6948294.55 -7596276.24
58 -4936458.55 -6948294.55
59 -4361660.10 -4936458.55
60 -7478657.50 -4361660.10
61 -4671066.00 -7478657.50
62 -5174344.47 -4671066.00
63 -3215099.73 -5174344.47
64 -2558363.34 -3215099.73
65 2478743.03 -2558363.34
66 -3302858.55 2478743.03
67 -9159628.86 -3302858.55
68 -5554209.24 -9159628.86
69 -6622394.55 -5554209.24
70 -5492196.55 -6622394.55
71 -5996122.10 -5492196.55
72 -4295514.50 -5996122.10
73 -5787197.00 -4295514.50
74 -2963448.47 -5787197.00
75 -3504490.73 -2963448.47
76 -3628849.34 -3504490.73
77 -2452629.97 -3628849.34
78 3763570.45 -2452629.97
79 34459641.14 3763570.45
80 -3326768.24 34459641.14
81 11927772.45 -3326768.24
82 52410690.45 11927772.45
83 8407293.90 52410690.45
84 8449591.50 8407293.90
85 37944466.00 8449591.50
86 17915685.53 37944466.00
87 26813990.27 17915685.53
88 2230397.66 26813990.27
89 22405158.03 2230397.66
90 11117035.45 22405158.03
91 29931683.14 11117035.45
92 47806908.76 29931683.14
93 7776079.45 47806908.76
94 -4120366.55 7776079.45
95 -4251726.10 -4120366.55
96 2563853.50 -4251726.10
97 -983490.00 2563853.50
98 -4255816.47 -983490.00
99 -1574785.73 -4255816.47
100 -3561195.34 -1574785.73
101 -4940225.97 -3561195.34
102 -4949375.55 -4940225.97
103 8996705.14 -4949375.55
104 -4063758.24 8996705.14
105 5259709.45 -4063758.24
106 -2329724.55 5259709.45
107 4532749.90 -2329724.55
108 25923080.50 4532749.90
109 -3144626.00 25923080.50
110 -2961598.47 -3144626.00
111 6689107.27 -2961598.47
112 5193597.66 6689107.27
113 6675818.03 5193597.66
114 10292803.45 6675818.03
115 10646793.14 10292803.45
116 34090710.76 10646793.14
117 20438034.45 34090710.76
118 7775098.45 20438034.45
119 5027950.90 7775098.45
120 7499792.50 5027950.90
121 32122566.00 7499792.50
122 49513164.53 32122566.00
123 16925962.27 49513164.53
124 17292374.66 16925962.27
125 2180991.03 17292374.66
126 18009062.45 2180991.03
127 8559863.14 18009062.45
128 11214470.76 8559863.14
129 -546061.55 11214470.76
130 11070185.45 -546061.55
131 -4262612.10 11070185.45
132 -3560635.50 -4262612.10
133 -7006926.00 -3560635.50
134 2040779.53 -7006926.00
135 3332032.27 2040779.53
136 1010350.66 3332032.27
137 3428644.03 1010350.66
138 2129556.45 3428644.03
139 -9083768.86 2129556.45
140 -7135236.24 -9083768.86
141 -3123490.55 -7135236.24
142 -2791338.55 -3123490.55
143 11716782.90 -2791338.55
144 -3241722.50 11716782.90
145 -5899804.00 -3241722.50
146 -6161388.47 -5899804.00
147 -3933701.73 -6161388.47
148 -4708085.34 -3933701.73
149 -5039791.97 -4708085.34
150 -3158347.55 -5039791.97
151 -9753901.86 -3158347.55
152 2042306.76 -9753901.86
153 -2883808.55 2042306.76
154 -7172326.55 -2883808.55
155 -5557478.10 -7172326.55
156 -2068714.50 -5557478.10
157 -3256713.00 -2068714.50
158 -1090022.47 -3256713.00
159 -3536517.73 -1090022.47
160 -4379107.34 -3536517.73
161 -4188353.97 -4379107.34
162 -5905139.55 -4188353.97
163 -3450266.86 -5905139.55
164 -5852180.24 -3450266.86
165 -8107484.55 -5852180.24
166 -5655956.55 -8107484.55
167 -8254286.10 -5655956.55
168 -5925390.50 -8254286.10
169 -5468204.00 -5925390.50
170 -4529992.47 -5468204.00
171 -312415.73 -4529992.47
172 -1140964.34 -312415.73
173 4756242.03 -1140964.34
174 -6033551.55 4756242.03
175 -9072433.86 -6033551.55
176 -8128812.24 -9072433.86
177 -5978679.55 -8128812.24
178 -4547573.55 -5978679.55
179 -4264863.10 -4547573.55
180 -4565452.50 -4264863.10
181 -9251010.00 -4565452.50
182 -2598863.47 -9251010.00
183 -1101886.73 -2598863.47
184 -99333.34 -1101886.73
185 9886971.03 -99333.34
186 -3737263.55 9886971.03
187 -6563907.86 -3737263.55
188 -7223454.24 -6563907.86
189 -6015394.55 -7223454.24
190 -3175575.55 -6015394.55
191 -4006315.10 -3175575.55
192 -2286306.50 -4006315.10
193 -7643926.00 -2286306.50
194 -3722981.47 -7643926.00
195 -5317818.73 -3722981.47
196 -2595491.34 -5317818.73
197 -96168.97 -2595491.34
198 1090618.45 -96168.97
199 -5687410.86 1090618.45
200 -7857567.24 -5687410.86
201 -7011184.55 -7857567.24
202 -6484560.55 -7011184.55
203 -5781507.10 -6484560.55
204 -5983222.50 -5781507.10
205 -8967863.00 -5983222.50
206 -5809376.47 -8967863.00
207 -3871683.73 -5809376.47
208 -3889877.34 -3871683.73
209 -5451003.97 -3889877.34
210 -8459032.55 -5451003.97
211 29656183.14 -8459032.55
212 -8296021.24 29656183.14
213 -5649702.55 -8296021.24
214 -5847348.55 -5649702.55
215 -6246394.10 -5847348.55
216 -7098285.50 -6246394.10
217 -8912171.00 -7098285.50
218 -3092242.47 -8912171.00
219 -4085571.73 -3092242.47
220 -4507216.34 -4085571.73
221 -3670191.97 -4507216.34
222 -4448744.55 -3670191.97
223 -8958714.86 -4448744.55
224 -10027724.24 -8958714.86
225 -6598400.55 -10027724.24
226 -6381415.55 -6598400.55
227 -7437600.10 -6381415.55
228 -6924544.50 -7437600.10
229 -8799580.00 -6924544.50
230 -6271257.47 -8799580.00
231 -5601803.73 -6271257.47
232 -1513787.34 -5601803.73
233 -3384689.97 -1513787.34
234 -6182608.55 -3384689.97
235 -8401652.86 -6182608.55
236 -9477238.24 -8401652.86
237 -9144742.55 -9477238.24
238 -5986811.55 -9144742.55
239 -6087781.10 -5986811.55
240 -7189544.50 -6087781.10
241 -8952195.00 -7189544.50
242 -5635448.47 -8952195.00
243 -4509941.73 -5635448.47
244 -6726328.34 -4509941.73
245 -6004414.97 -6726328.34
246 -5763938.55 -6004414.97
247 -10859697.86 -5763938.55
248 -4944956.24 -10859697.86
249 -5718061.55 -4944956.24
250 -7022155.55 -5718061.55
251 -7925734.10 -7022155.55
252 -3764757.50 -7925734.10
253 13817.00 -3764757.50
254 -5944098.47 13817.00
255 -3031364.73 -5944098.47
256 -3914388.34 -3031364.73
257 -5267565.97 -3914388.34
258 -8964334.55 -5267565.97
259 -10213647.86 -8964334.55
260 -9386854.24 -10213647.86
261 -7531123.55 -9386854.24
262 -6903222.55 -7531123.55
263 -5871269.10 -6903222.55
264 -5428577.50 -5871269.10
265 -10337460.00 -5428577.50
266 -4932021.47 -10337460.00
267 -3374793.73 -4932021.47
268 -4030682.34 -3374793.73
269 -5039728.97 -4030682.34
270 -7766158.55 -5039728.97
271 -10610405.86 -7766158.55
272 -9290296.24 -10610405.86
273 -8065243.55 -9290296.24
274 3167538.45 -8065243.55
275 10579517.90 3167538.45
276 12528406.50 10579517.90
277 18669186.00 12528406.50
278 2827081.53 18669186.00
279 -5488561.73 2827081.53
280 -6351948.34 -5488561.73
281 -4389032.97 -6351948.34
282 -6380717.55 -4389032.97
283 -10239491.86 -6380717.55
284 -5067533.24 -10239491.86
285 -6382023.55 -5067533.24
286 -4498054.55 -6382023.55
287 13448774.90 -4498054.55
288 13119508.50 13448774.90
289 528839.00 13119508.50
290 -1349283.47 528839.00
291 -4372270.73 -1349283.47
292 -4203164.34 -4372270.73
293 -6164122.97 -4203164.34
294 -3092297.55 -6164122.97
295 6379725.14 -3092297.55
296 2143594.76 6379725.14
297 -2607068.55 2143594.76
298 1997002.45 -2607068.55
299 -2519009.10 1997002.45
300 -488757.50 -2519009.10
301 1100423.00 -488757.50
302 16306918.53 1100423.00
303 -3092613.73 16306918.53
304 21023342.66 -3092613.73
305 -484561.97 21023342.66
306 -6221305.55 -484561.97
307 -5744321.86 -6221305.55
308 5087371.76 -5744321.86
309 3528208.45 5087371.76
310 -2337246.55 3528208.45
311 -859587.10 -2337246.55
312 11976421.50 -859587.10
313 4760741.00 11976421.50
314 -5448149.47 4760741.00
315 9337953.27 -5448149.47
316 9374896.66 9337953.27
317 8633272.03 9374896.66
318 21052250.45 8633272.03
319 10726714.14 21052250.45
320 9027982.76 10726714.14
321 34160016.45 9027982.76
322 18236527.45 34160016.45
323 19811316.90 18236527.45
324 8961298.50 19811316.90
325 -6700504.00 8961298.50
326 4322938.53 -6700504.00
327 7992814.27 4322938.53
328 2995030.66 7992814.27
329 -455555.97 2995030.66
330 19979180.45 -455555.97
331 5539216.14 19979180.45
332 30690265.76 5539216.14
333 9957892.45 30690265.76
334 5203428.45 9957892.45
335 15921310.90 5203428.45
336 7507244.50 15921310.90
337 11095711.00 7507244.50
338 -1103422.47 11095711.00
339 1202615.27 -1103422.47
340 553647.66 1202615.27
341 3612949.03 553647.66
342 -5162899.55 3612949.03
343 -10482953.86 -5162899.55
344 -6083931.24 -10482953.86
345 2612225.45 -6083931.24
346 -3134775.55 2612225.45
347 -2940898.10 -3134775.55
348 -2129727.50 -2940898.10
349 24728195.00 -2129727.50
350 2216067.53 24728195.00
351 477212.27 2216067.53
352 NA 477212.27
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -3318560.00 -7744984.50
[2,] -3361169.47 -3318560.00
[3,] -1779101.73 -3361169.47
[4,] -3407801.34 -1779101.73
[5,] 726113.03 -3407801.34
[6,] -2328110.55 726113.03
[7,] -10136649.86 -2328110.55
[8,] -3580790.24 -10136649.86
[9,] -7706418.55 -3580790.24
[10,] 4362486.45 -7706418.55
[11,] -6468018.10 4362486.45
[12,] -5231053.50 -6468018.10
[13,] -9032203.00 -5231053.50
[14,] -5964805.47 -9032203.00
[15,] -4260015.73 -5964805.47
[16,] -1900066.34 -4260015.73
[17,] -4730560.97 -1900066.34
[18,] -4321433.55 -4730560.97
[19,] 49361.14 -4321433.55
[20,] -8288929.24 49361.14
[21,] -8372052.55 -8288929.24
[22,] -4553601.55 -8372052.55
[23,] 13206097.90 -4553601.55
[24,] -1582290.50 13206097.90
[25,] -2338512.00 -1582290.50
[26,] -4377694.47 -2338512.00
[27,] -4134253.73 -4377694.47
[28,] 9939938.66 -4134253.73
[29,] 3469311.03 9939938.66
[30,] 21088092.45 3469311.03
[31,] 2551202.14 21088092.45
[32,] -5078895.24 2551202.14
[33,] 25185359.45 -5078895.24
[34,] -5977713.55 25185359.45
[35,] -4619365.10 -5977713.55
[36,] -5107861.50 -4619365.10
[37,] -2522347.00 -5107861.50
[38,] -4288888.47 -2522347.00
[39,] 1078041.27 -4288888.47
[40,] -3850929.34 1078041.27
[41,] -2136201.97 -3850929.34
[42,] -4670901.55 -2136201.97
[43,] 1775199.14 -4670901.55
[44,] -5842180.24 1775199.14
[45,] -5833667.55 -5842180.24
[46,] -4874534.55 -5833667.55
[47,] -4939570.10 -4874534.55
[48,] -6433196.50 -4939570.10
[49,] -7969587.00 -6433196.50
[50,] -4106321.47 -7969587.00
[51,] -3751034.73 -4106321.47
[52,] -2645997.34 -3751034.73
[53,] -4359408.97 -2645997.34
[54,] -7673150.55 -4359408.97
[55,] -10853430.86 -7673150.55
[56,] -7596276.24 -10853430.86
[57,] -6948294.55 -7596276.24
[58,] -4936458.55 -6948294.55
[59,] -4361660.10 -4936458.55
[60,] -7478657.50 -4361660.10
[61,] -4671066.00 -7478657.50
[62,] -5174344.47 -4671066.00
[63,] -3215099.73 -5174344.47
[64,] -2558363.34 -3215099.73
[65,] 2478743.03 -2558363.34
[66,] -3302858.55 2478743.03
[67,] -9159628.86 -3302858.55
[68,] -5554209.24 -9159628.86
[69,] -6622394.55 -5554209.24
[70,] -5492196.55 -6622394.55
[71,] -5996122.10 -5492196.55
[72,] -4295514.50 -5996122.10
[73,] -5787197.00 -4295514.50
[74,] -2963448.47 -5787197.00
[75,] -3504490.73 -2963448.47
[76,] -3628849.34 -3504490.73
[77,] -2452629.97 -3628849.34
[78,] 3763570.45 -2452629.97
[79,] 34459641.14 3763570.45
[80,] -3326768.24 34459641.14
[81,] 11927772.45 -3326768.24
[82,] 52410690.45 11927772.45
[83,] 8407293.90 52410690.45
[84,] 8449591.50 8407293.90
[85,] 37944466.00 8449591.50
[86,] 17915685.53 37944466.00
[87,] 26813990.27 17915685.53
[88,] 2230397.66 26813990.27
[89,] 22405158.03 2230397.66
[90,] 11117035.45 22405158.03
[91,] 29931683.14 11117035.45
[92,] 47806908.76 29931683.14
[93,] 7776079.45 47806908.76
[94,] -4120366.55 7776079.45
[95,] -4251726.10 -4120366.55
[96,] 2563853.50 -4251726.10
[97,] -983490.00 2563853.50
[98,] -4255816.47 -983490.00
[99,] -1574785.73 -4255816.47
[100,] -3561195.34 -1574785.73
[101,] -4940225.97 -3561195.34
[102,] -4949375.55 -4940225.97
[103,] 8996705.14 -4949375.55
[104,] -4063758.24 8996705.14
[105,] 5259709.45 -4063758.24
[106,] -2329724.55 5259709.45
[107,] 4532749.90 -2329724.55
[108,] 25923080.50 4532749.90
[109,] -3144626.00 25923080.50
[110,] -2961598.47 -3144626.00
[111,] 6689107.27 -2961598.47
[112,] 5193597.66 6689107.27
[113,] 6675818.03 5193597.66
[114,] 10292803.45 6675818.03
[115,] 10646793.14 10292803.45
[116,] 34090710.76 10646793.14
[117,] 20438034.45 34090710.76
[118,] 7775098.45 20438034.45
[119,] 5027950.90 7775098.45
[120,] 7499792.50 5027950.90
[121,] 32122566.00 7499792.50
[122,] 49513164.53 32122566.00
[123,] 16925962.27 49513164.53
[124,] 17292374.66 16925962.27
[125,] 2180991.03 17292374.66
[126,] 18009062.45 2180991.03
[127,] 8559863.14 18009062.45
[128,] 11214470.76 8559863.14
[129,] -546061.55 11214470.76
[130,] 11070185.45 -546061.55
[131,] -4262612.10 11070185.45
[132,] -3560635.50 -4262612.10
[133,] -7006926.00 -3560635.50
[134,] 2040779.53 -7006926.00
[135,] 3332032.27 2040779.53
[136,] 1010350.66 3332032.27
[137,] 3428644.03 1010350.66
[138,] 2129556.45 3428644.03
[139,] -9083768.86 2129556.45
[140,] -7135236.24 -9083768.86
[141,] -3123490.55 -7135236.24
[142,] -2791338.55 -3123490.55
[143,] 11716782.90 -2791338.55
[144,] -3241722.50 11716782.90
[145,] -5899804.00 -3241722.50
[146,] -6161388.47 -5899804.00
[147,] -3933701.73 -6161388.47
[148,] -4708085.34 -3933701.73
[149,] -5039791.97 -4708085.34
[150,] -3158347.55 -5039791.97
[151,] -9753901.86 -3158347.55
[152,] 2042306.76 -9753901.86
[153,] -2883808.55 2042306.76
[154,] -7172326.55 -2883808.55
[155,] -5557478.10 -7172326.55
[156,] -2068714.50 -5557478.10
[157,] -3256713.00 -2068714.50
[158,] -1090022.47 -3256713.00
[159,] -3536517.73 -1090022.47
[160,] -4379107.34 -3536517.73
[161,] -4188353.97 -4379107.34
[162,] -5905139.55 -4188353.97
[163,] -3450266.86 -5905139.55
[164,] -5852180.24 -3450266.86
[165,] -8107484.55 -5852180.24
[166,] -5655956.55 -8107484.55
[167,] -8254286.10 -5655956.55
[168,] -5925390.50 -8254286.10
[169,] -5468204.00 -5925390.50
[170,] -4529992.47 -5468204.00
[171,] -312415.73 -4529992.47
[172,] -1140964.34 -312415.73
[173,] 4756242.03 -1140964.34
[174,] -6033551.55 4756242.03
[175,] -9072433.86 -6033551.55
[176,] -8128812.24 -9072433.86
[177,] -5978679.55 -8128812.24
[178,] -4547573.55 -5978679.55
[179,] -4264863.10 -4547573.55
[180,] -4565452.50 -4264863.10
[181,] -9251010.00 -4565452.50
[182,] -2598863.47 -9251010.00
[183,] -1101886.73 -2598863.47
[184,] -99333.34 -1101886.73
[185,] 9886971.03 -99333.34
[186,] -3737263.55 9886971.03
[187,] -6563907.86 -3737263.55
[188,] -7223454.24 -6563907.86
[189,] -6015394.55 -7223454.24
[190,] -3175575.55 -6015394.55
[191,] -4006315.10 -3175575.55
[192,] -2286306.50 -4006315.10
[193,] -7643926.00 -2286306.50
[194,] -3722981.47 -7643926.00
[195,] -5317818.73 -3722981.47
[196,] -2595491.34 -5317818.73
[197,] -96168.97 -2595491.34
[198,] 1090618.45 -96168.97
[199,] -5687410.86 1090618.45
[200,] -7857567.24 -5687410.86
[201,] -7011184.55 -7857567.24
[202,] -6484560.55 -7011184.55
[203,] -5781507.10 -6484560.55
[204,] -5983222.50 -5781507.10
[205,] -8967863.00 -5983222.50
[206,] -5809376.47 -8967863.00
[207,] -3871683.73 -5809376.47
[208,] -3889877.34 -3871683.73
[209,] -5451003.97 -3889877.34
[210,] -8459032.55 -5451003.97
[211,] 29656183.14 -8459032.55
[212,] -8296021.24 29656183.14
[213,] -5649702.55 -8296021.24
[214,] -5847348.55 -5649702.55
[215,] -6246394.10 -5847348.55
[216,] -7098285.50 -6246394.10
[217,] -8912171.00 -7098285.50
[218,] -3092242.47 -8912171.00
[219,] -4085571.73 -3092242.47
[220,] -4507216.34 -4085571.73
[221,] -3670191.97 -4507216.34
[222,] -4448744.55 -3670191.97
[223,] -8958714.86 -4448744.55
[224,] -10027724.24 -8958714.86
[225,] -6598400.55 -10027724.24
[226,] -6381415.55 -6598400.55
[227,] -7437600.10 -6381415.55
[228,] -6924544.50 -7437600.10
[229,] -8799580.00 -6924544.50
[230,] -6271257.47 -8799580.00
[231,] -5601803.73 -6271257.47
[232,] -1513787.34 -5601803.73
[233,] -3384689.97 -1513787.34
[234,] -6182608.55 -3384689.97
[235,] -8401652.86 -6182608.55
[236,] -9477238.24 -8401652.86
[237,] -9144742.55 -9477238.24
[238,] -5986811.55 -9144742.55
[239,] -6087781.10 -5986811.55
[240,] -7189544.50 -6087781.10
[241,] -8952195.00 -7189544.50
[242,] -5635448.47 -8952195.00
[243,] -4509941.73 -5635448.47
[244,] -6726328.34 -4509941.73
[245,] -6004414.97 -6726328.34
[246,] -5763938.55 -6004414.97
[247,] -10859697.86 -5763938.55
[248,] -4944956.24 -10859697.86
[249,] -5718061.55 -4944956.24
[250,] -7022155.55 -5718061.55
[251,] -7925734.10 -7022155.55
[252,] -3764757.50 -7925734.10
[253,] 13817.00 -3764757.50
[254,] -5944098.47 13817.00
[255,] -3031364.73 -5944098.47
[256,] -3914388.34 -3031364.73
[257,] -5267565.97 -3914388.34
[258,] -8964334.55 -5267565.97
[259,] -10213647.86 -8964334.55
[260,] -9386854.24 -10213647.86
[261,] -7531123.55 -9386854.24
[262,] -6903222.55 -7531123.55
[263,] -5871269.10 -6903222.55
[264,] -5428577.50 -5871269.10
[265,] -10337460.00 -5428577.50
[266,] -4932021.47 -10337460.00
[267,] -3374793.73 -4932021.47
[268,] -4030682.34 -3374793.73
[269,] -5039728.97 -4030682.34
[270,] -7766158.55 -5039728.97
[271,] -10610405.86 -7766158.55
[272,] -9290296.24 -10610405.86
[273,] -8065243.55 -9290296.24
[274,] 3167538.45 -8065243.55
[275,] 10579517.90 3167538.45
[276,] 12528406.50 10579517.90
[277,] 18669186.00 12528406.50
[278,] 2827081.53 18669186.00
[279,] -5488561.73 2827081.53
[280,] -6351948.34 -5488561.73
[281,] -4389032.97 -6351948.34
[282,] -6380717.55 -4389032.97
[283,] -10239491.86 -6380717.55
[284,] -5067533.24 -10239491.86
[285,] -6382023.55 -5067533.24
[286,] -4498054.55 -6382023.55
[287,] 13448774.90 -4498054.55
[288,] 13119508.50 13448774.90
[289,] 528839.00 13119508.50
[290,] -1349283.47 528839.00
[291,] -4372270.73 -1349283.47
[292,] -4203164.34 -4372270.73
[293,] -6164122.97 -4203164.34
[294,] -3092297.55 -6164122.97
[295,] 6379725.14 -3092297.55
[296,] 2143594.76 6379725.14
[297,] -2607068.55 2143594.76
[298,] 1997002.45 -2607068.55
[299,] -2519009.10 1997002.45
[300,] -488757.50 -2519009.10
[301,] 1100423.00 -488757.50
[302,] 16306918.53 1100423.00
[303,] -3092613.73 16306918.53
[304,] 21023342.66 -3092613.73
[305,] -484561.97 21023342.66
[306,] -6221305.55 -484561.97
[307,] -5744321.86 -6221305.55
[308,] 5087371.76 -5744321.86
[309,] 3528208.45 5087371.76
[310,] -2337246.55 3528208.45
[311,] -859587.10 -2337246.55
[312,] 11976421.50 -859587.10
[313,] 4760741.00 11976421.50
[314,] -5448149.47 4760741.00
[315,] 9337953.27 -5448149.47
[316,] 9374896.66 9337953.27
[317,] 8633272.03 9374896.66
[318,] 21052250.45 8633272.03
[319,] 10726714.14 21052250.45
[320,] 9027982.76 10726714.14
[321,] 34160016.45 9027982.76
[322,] 18236527.45 34160016.45
[323,] 19811316.90 18236527.45
[324,] 8961298.50 19811316.90
[325,] -6700504.00 8961298.50
[326,] 4322938.53 -6700504.00
[327,] 7992814.27 4322938.53
[328,] 2995030.66 7992814.27
[329,] -455555.97 2995030.66
[330,] 19979180.45 -455555.97
[331,] 5539216.14 19979180.45
[332,] 30690265.76 5539216.14
[333,] 9957892.45 30690265.76
[334,] 5203428.45 9957892.45
[335,] 15921310.90 5203428.45
[336,] 7507244.50 15921310.90
[337,] 11095711.00 7507244.50
[338,] -1103422.47 11095711.00
[339,] 1202615.27 -1103422.47
[340,] 553647.66 1202615.27
[341,] 3612949.03 553647.66
[342,] -5162899.55 3612949.03
[343,] -10482953.86 -5162899.55
[344,] -6083931.24 -10482953.86
[345,] 2612225.45 -6083931.24
[346,] -3134775.55 2612225.45
[347,] -2940898.10 -3134775.55
[348,] -2129727.50 -2940898.10
[349,] 24728195.00 -2129727.50
[350,] 2216067.53 24728195.00
[351,] 477212.27 2216067.53
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -3318560.00 -7744984.50
2 -3361169.47 -3318560.00
3 -1779101.73 -3361169.47
4 -3407801.34 -1779101.73
5 726113.03 -3407801.34
6 -2328110.55 726113.03
7 -10136649.86 -2328110.55
8 -3580790.24 -10136649.86
9 -7706418.55 -3580790.24
10 4362486.45 -7706418.55
11 -6468018.10 4362486.45
12 -5231053.50 -6468018.10
13 -9032203.00 -5231053.50
14 -5964805.47 -9032203.00
15 -4260015.73 -5964805.47
16 -1900066.34 -4260015.73
17 -4730560.97 -1900066.34
18 -4321433.55 -4730560.97
19 49361.14 -4321433.55
20 -8288929.24 49361.14
21 -8372052.55 -8288929.24
22 -4553601.55 -8372052.55
23 13206097.90 -4553601.55
24 -1582290.50 13206097.90
25 -2338512.00 -1582290.50
26 -4377694.47 -2338512.00
27 -4134253.73 -4377694.47
28 9939938.66 -4134253.73
29 3469311.03 9939938.66
30 21088092.45 3469311.03
31 2551202.14 21088092.45
32 -5078895.24 2551202.14
33 25185359.45 -5078895.24
34 -5977713.55 25185359.45
35 -4619365.10 -5977713.55
36 -5107861.50 -4619365.10
37 -2522347.00 -5107861.50
38 -4288888.47 -2522347.00
39 1078041.27 -4288888.47
40 -3850929.34 1078041.27
41 -2136201.97 -3850929.34
42 -4670901.55 -2136201.97
43 1775199.14 -4670901.55
44 -5842180.24 1775199.14
45 -5833667.55 -5842180.24
46 -4874534.55 -5833667.55
47 -4939570.10 -4874534.55
48 -6433196.50 -4939570.10
49 -7969587.00 -6433196.50
50 -4106321.47 -7969587.00
51 -3751034.73 -4106321.47
52 -2645997.34 -3751034.73
53 -4359408.97 -2645997.34
54 -7673150.55 -4359408.97
55 -10853430.86 -7673150.55
56 -7596276.24 -10853430.86
57 -6948294.55 -7596276.24
58 -4936458.55 -6948294.55
59 -4361660.10 -4936458.55
60 -7478657.50 -4361660.10
61 -4671066.00 -7478657.50
62 -5174344.47 -4671066.00
63 -3215099.73 -5174344.47
64 -2558363.34 -3215099.73
65 2478743.03 -2558363.34
66 -3302858.55 2478743.03
67 -9159628.86 -3302858.55
68 -5554209.24 -9159628.86
69 -6622394.55 -5554209.24
70 -5492196.55 -6622394.55
71 -5996122.10 -5492196.55
72 -4295514.50 -5996122.10
73 -5787197.00 -4295514.50
74 -2963448.47 -5787197.00
75 -3504490.73 -2963448.47
76 -3628849.34 -3504490.73
77 -2452629.97 -3628849.34
78 3763570.45 -2452629.97
79 34459641.14 3763570.45
80 -3326768.24 34459641.14
81 11927772.45 -3326768.24
82 52410690.45 11927772.45
83 8407293.90 52410690.45
84 8449591.50 8407293.90
85 37944466.00 8449591.50
86 17915685.53 37944466.00
87 26813990.27 17915685.53
88 2230397.66 26813990.27
89 22405158.03 2230397.66
90 11117035.45 22405158.03
91 29931683.14 11117035.45
92 47806908.76 29931683.14
93 7776079.45 47806908.76
94 -4120366.55 7776079.45
95 -4251726.10 -4120366.55
96 2563853.50 -4251726.10
97 -983490.00 2563853.50
98 -4255816.47 -983490.00
99 -1574785.73 -4255816.47
100 -3561195.34 -1574785.73
101 -4940225.97 -3561195.34
102 -4949375.55 -4940225.97
103 8996705.14 -4949375.55
104 -4063758.24 8996705.14
105 5259709.45 -4063758.24
106 -2329724.55 5259709.45
107 4532749.90 -2329724.55
108 25923080.50 4532749.90
109 -3144626.00 25923080.50
110 -2961598.47 -3144626.00
111 6689107.27 -2961598.47
112 5193597.66 6689107.27
113 6675818.03 5193597.66
114 10292803.45 6675818.03
115 10646793.14 10292803.45
116 34090710.76 10646793.14
117 20438034.45 34090710.76
118 7775098.45 20438034.45
119 5027950.90 7775098.45
120 7499792.50 5027950.90
121 32122566.00 7499792.50
122 49513164.53 32122566.00
123 16925962.27 49513164.53
124 17292374.66 16925962.27
125 2180991.03 17292374.66
126 18009062.45 2180991.03
127 8559863.14 18009062.45
128 11214470.76 8559863.14
129 -546061.55 11214470.76
130 11070185.45 -546061.55
131 -4262612.10 11070185.45
132 -3560635.50 -4262612.10
133 -7006926.00 -3560635.50
134 2040779.53 -7006926.00
135 3332032.27 2040779.53
136 1010350.66 3332032.27
137 3428644.03 1010350.66
138 2129556.45 3428644.03
139 -9083768.86 2129556.45
140 -7135236.24 -9083768.86
141 -3123490.55 -7135236.24
142 -2791338.55 -3123490.55
143 11716782.90 -2791338.55
144 -3241722.50 11716782.90
145 -5899804.00 -3241722.50
146 -6161388.47 -5899804.00
147 -3933701.73 -6161388.47
148 -4708085.34 -3933701.73
149 -5039791.97 -4708085.34
150 -3158347.55 -5039791.97
151 -9753901.86 -3158347.55
152 2042306.76 -9753901.86
153 -2883808.55 2042306.76
154 -7172326.55 -2883808.55
155 -5557478.10 -7172326.55
156 -2068714.50 -5557478.10
157 -3256713.00 -2068714.50
158 -1090022.47 -3256713.00
159 -3536517.73 -1090022.47
160 -4379107.34 -3536517.73
161 -4188353.97 -4379107.34
162 -5905139.55 -4188353.97
163 -3450266.86 -5905139.55
164 -5852180.24 -3450266.86
165 -8107484.55 -5852180.24
166 -5655956.55 -8107484.55
167 -8254286.10 -5655956.55
168 -5925390.50 -8254286.10
169 -5468204.00 -5925390.50
170 -4529992.47 -5468204.00
171 -312415.73 -4529992.47
172 -1140964.34 -312415.73
173 4756242.03 -1140964.34
174 -6033551.55 4756242.03
175 -9072433.86 -6033551.55
176 -8128812.24 -9072433.86
177 -5978679.55 -8128812.24
178 -4547573.55 -5978679.55
179 -4264863.10 -4547573.55
180 -4565452.50 -4264863.10
181 -9251010.00 -4565452.50
182 -2598863.47 -9251010.00
183 -1101886.73 -2598863.47
184 -99333.34 -1101886.73
185 9886971.03 -99333.34
186 -3737263.55 9886971.03
187 -6563907.86 -3737263.55
188 -7223454.24 -6563907.86
189 -6015394.55 -7223454.24
190 -3175575.55 -6015394.55
191 -4006315.10 -3175575.55
192 -2286306.50 -4006315.10
193 -7643926.00 -2286306.50
194 -3722981.47 -7643926.00
195 -5317818.73 -3722981.47
196 -2595491.34 -5317818.73
197 -96168.97 -2595491.34
198 1090618.45 -96168.97
199 -5687410.86 1090618.45
200 -7857567.24 -5687410.86
201 -7011184.55 -7857567.24
202 -6484560.55 -7011184.55
203 -5781507.10 -6484560.55
204 -5983222.50 -5781507.10
205 -8967863.00 -5983222.50
206 -5809376.47 -8967863.00
207 -3871683.73 -5809376.47
208 -3889877.34 -3871683.73
209 -5451003.97 -3889877.34
210 -8459032.55 -5451003.97
211 29656183.14 -8459032.55
212 -8296021.24 29656183.14
213 -5649702.55 -8296021.24
214 -5847348.55 -5649702.55
215 -6246394.10 -5847348.55
216 -7098285.50 -6246394.10
217 -8912171.00 -7098285.50
218 -3092242.47 -8912171.00
219 -4085571.73 -3092242.47
220 -4507216.34 -4085571.73
221 -3670191.97 -4507216.34
222 -4448744.55 -3670191.97
223 -8958714.86 -4448744.55
224 -10027724.24 -8958714.86
225 -6598400.55 -10027724.24
226 -6381415.55 -6598400.55
227 -7437600.10 -6381415.55
228 -6924544.50 -7437600.10
229 -8799580.00 -6924544.50
230 -6271257.47 -8799580.00
231 -5601803.73 -6271257.47
232 -1513787.34 -5601803.73
233 -3384689.97 -1513787.34
234 -6182608.55 -3384689.97
235 -8401652.86 -6182608.55
236 -9477238.24 -8401652.86
237 -9144742.55 -9477238.24
238 -5986811.55 -9144742.55
239 -6087781.10 -5986811.55
240 -7189544.50 -6087781.10
241 -8952195.00 -7189544.50
242 -5635448.47 -8952195.00
243 -4509941.73 -5635448.47
244 -6726328.34 -4509941.73
245 -6004414.97 -6726328.34
246 -5763938.55 -6004414.97
247 -10859697.86 -5763938.55
248 -4944956.24 -10859697.86
249 -5718061.55 -4944956.24
250 -7022155.55 -5718061.55
251 -7925734.10 -7022155.55
252 -3764757.50 -7925734.10
253 13817.00 -3764757.50
254 -5944098.47 13817.00
255 -3031364.73 -5944098.47
256 -3914388.34 -3031364.73
257 -5267565.97 -3914388.34
258 -8964334.55 -5267565.97
259 -10213647.86 -8964334.55
260 -9386854.24 -10213647.86
261 -7531123.55 -9386854.24
262 -6903222.55 -7531123.55
263 -5871269.10 -6903222.55
264 -5428577.50 -5871269.10
265 -10337460.00 -5428577.50
266 -4932021.47 -10337460.00
267 -3374793.73 -4932021.47
268 -4030682.34 -3374793.73
269 -5039728.97 -4030682.34
270 -7766158.55 -5039728.97
271 -10610405.86 -7766158.55
272 -9290296.24 -10610405.86
273 -8065243.55 -9290296.24
274 3167538.45 -8065243.55
275 10579517.90 3167538.45
276 12528406.50 10579517.90
277 18669186.00 12528406.50
278 2827081.53 18669186.00
279 -5488561.73 2827081.53
280 -6351948.34 -5488561.73
281 -4389032.97 -6351948.34
282 -6380717.55 -4389032.97
283 -10239491.86 -6380717.55
284 -5067533.24 -10239491.86
285 -6382023.55 -5067533.24
286 -4498054.55 -6382023.55
287 13448774.90 -4498054.55
288 13119508.50 13448774.90
289 528839.00 13119508.50
290 -1349283.47 528839.00
291 -4372270.73 -1349283.47
292 -4203164.34 -4372270.73
293 -6164122.97 -4203164.34
294 -3092297.55 -6164122.97
295 6379725.14 -3092297.55
296 2143594.76 6379725.14
297 -2607068.55 2143594.76
298 1997002.45 -2607068.55
299 -2519009.10 1997002.45
300 -488757.50 -2519009.10
301 1100423.00 -488757.50
302 16306918.53 1100423.00
303 -3092613.73 16306918.53
304 21023342.66 -3092613.73
305 -484561.97 21023342.66
306 -6221305.55 -484561.97
307 -5744321.86 -6221305.55
308 5087371.76 -5744321.86
309 3528208.45 5087371.76
310 -2337246.55 3528208.45
311 -859587.10 -2337246.55
312 11976421.50 -859587.10
313 4760741.00 11976421.50
314 -5448149.47 4760741.00
315 9337953.27 -5448149.47
316 9374896.66 9337953.27
317 8633272.03 9374896.66
318 21052250.45 8633272.03
319 10726714.14 21052250.45
320 9027982.76 10726714.14
321 34160016.45 9027982.76
322 18236527.45 34160016.45
323 19811316.90 18236527.45
324 8961298.50 19811316.90
325 -6700504.00 8961298.50
326 4322938.53 -6700504.00
327 7992814.27 4322938.53
328 2995030.66 7992814.27
329 -455555.97 2995030.66
330 19979180.45 -455555.97
331 5539216.14 19979180.45
332 30690265.76 5539216.14
333 9957892.45 30690265.76
334 5203428.45 9957892.45
335 15921310.90 5203428.45
336 7507244.50 15921310.90
337 11095711.00 7507244.50
338 -1103422.47 11095711.00
339 1202615.27 -1103422.47
340 553647.66 1202615.27
341 3612949.03 553647.66
342 -5162899.55 3612949.03
343 -10482953.86 -5162899.55
344 -6083931.24 -10482953.86
345 2612225.45 -6083931.24
346 -3134775.55 2612225.45
347 -2940898.10 -3134775.55
348 -2129727.50 -2940898.10
349 24728195.00 -2129727.50
350 2216067.53 24728195.00
351 477212.27 2216067.53
> 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/wessaorg/rcomp/tmp/75ksg1322762887.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8cseg1322762887.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9bpdg1322762887.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10rbhk1322762887.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/wessaorg/rcomp/tmp/11hpyl1322762887.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/wessaorg/rcomp/tmp/127gkv1322762887.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/wessaorg/rcomp/tmp/13w48g1322762887.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/wessaorg/rcomp/tmp/14eflk1322762887.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/wessaorg/rcomp/tmp/15zd0c1322762887.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/wessaorg/rcomp/tmp/166eth1322762887.tab")
+ }
>
> try(system("convert tmp/13jaw1322762887.ps tmp/13jaw1322762887.png",intern=TRUE))
character(0)
> try(system("convert tmp/242y11322762887.ps tmp/242y11322762887.png",intern=TRUE))
character(0)
> try(system("convert tmp/3s67d1322762887.ps tmp/3s67d1322762887.png",intern=TRUE))
character(0)
> try(system("convert tmp/43hiy1322762887.ps tmp/43hiy1322762887.png",intern=TRUE))
character(0)
> try(system("convert tmp/5ngkd1322762887.ps tmp/5ngkd1322762887.png",intern=TRUE))
character(0)
> try(system("convert tmp/6ka741322762887.ps tmp/6ka741322762887.png",intern=TRUE))
character(0)
> try(system("convert tmp/75ksg1322762887.ps tmp/75ksg1322762887.png",intern=TRUE))
character(0)
> try(system("convert tmp/8cseg1322762887.ps tmp/8cseg1322762887.png",intern=TRUE))
character(0)
> try(system("convert tmp/9bpdg1322762887.ps tmp/9bpdg1322762887.png",intern=TRUE))
character(0)
> try(system("convert tmp/10rbhk1322762887.ps tmp/10rbhk1322762887.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
9.449 0.611 10.081