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)
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> x <- array(list(1418
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+ ,0)
+ ,dim=c(4
+ ,289)
+ ,dimnames=list(c('page'
+ ,'time'
+ ,'blog'
+ ,'score')
+ ,1:289))
> y <- array(NA,dim=c(4,289),dimnames=list(c('page','time','blog','score'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
> 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
page time blog score
1 1418 210907 79 2
2 869 120982 58 0
3 1530 176508 60 0
4 2172 179321 108 4
5 901 123185 49 0
6 463 52746 0 0
7 3201 385534 121 0
8 371 33170 1 0
9 1192 101645 20 0
10 1583 149061 43 0
11 1439 165446 69 0
12 1764 237213 78 0
13 1495 173326 86 -4
14 1373 133131 44 4
15 2187 258873 104 4
16 1491 180083 63 0
17 4041 324799 158 0
18 1706 230964 102 -1
19 2152 236785 77 0
20 1036 135473 82 0
21 1882 202925 115 0
22 1929 215147 101 0
23 2242 344297 80 1
24 1220 153935 50 0
25 1289 132943 83 0
26 2515 174724 123 0
27 2147 174415 73 3
28 2352 225548 81 0
29 1638 223632 105 -1
30 1222 124817 47 0
31 1812 221698 105 0
32 1677 210767 94 0
33 1579 170266 44 0
34 1731 260561 114 0
35 807 84853 38 0
36 2452 294424 107 4
37 829 101011 30 0
38 1940 215641 71 0
39 2662 325107 84 3
40 186 7176 0 0
41 1499 167542 59 0
42 865 106408 33 1
43 1793 96560 42 0
44 2527 265769 96 -2
45 2747 269651 106 -3
46 1324 149112 56 -4
47 2702 175824 57 0
48 1383 152871 59 2
49 1179 111665 39 0
50 2099 116408 34 0
51 4308 362301 76 2
52 918 78800 20 0
53 1831 183167 91 -4
54 3373 277965 115 3
55 1713 150629 85 0
56 1438 168809 76 0
57 496 24188 8 0
58 2253 329267 79 0
59 744 65029 21 0
60 1161 101097 30 0
61 2352 218946 76 2
62 2144 244052 101 2
63 4691 341570 94 0
64 1112 103597 27 0
65 2694 233328 92 5
66 1973 256462 123 0
67 1769 206161 75 -2
68 3148 311473 128 0
69 2474 235800 105 0
70 2084 177939 55 0
71 1954 207176 56 -2
72 1226 196553 41 -3
73 1389 174184 72 0
74 1496 143246 67 2
75 2269 187559 75 0
76 1833 187681 114 0
77 1268 119016 118 0
78 1943 182192 77 2
79 893 73566 22 0
80 1762 194979 66 2
81 1403 167488 69 0
82 1425 143756 105 4
83 1857 275541 116 4
84 1840 243199 88 0
85 1502 182999 73 0
86 1441 135649 99 0
87 1420 152299 62 2
88 1416 120221 53 0
89 2970 346485 118 0
90 1317 145790 30 0
91 1644 193339 100 2
92 870 80953 49 0
93 1654 122774 24 0
94 1054 130585 67 -4
95 937 112611 46 3
96 3004 286468 57 0
97 2008 241066 75 0
98 2547 148446 135 3
99 1885 204713 68 0
100 1626 182079 124 2
101 1468 140344 33 0
102 2445 220516 98 0
103 1964 243060 58 -1
104 1381 162765 68 -3
105 1369 182613 81 0
106 1659 232138 131 0
107 2888 265318 110 0
108 1290 85574 37 0
109 2845 310839 130 0
110 1982 225060 93 1
111 1904 232317 118 0
112 1391 144966 39 0
113 602 43287 13 0
114 1743 155754 74 0
115 1559 164709 81 0
116 2014 201940 109 0
117 2143 235454 151 0
118 2146 220801 51 0
119 874 99466 28 0
120 1590 92661 40 0
121 1590 133328 56 -3
122 1210 61361 27 0
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124 1281 100750 83 3
125 1401 224549 54 0
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130 391 22938 12 0
131 761 41566 0 0
132 1605 152474 106 0
133 530 61857 23 0
134 1988 99923 44 0
135 1386 132487 71 3
136 2395 317394 116 -3
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138 1742 209641 62 0
139 620 22648 12 0
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141 800 46698 14 0
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143 1050 91735 7 0
144 2699 244749 98 0
145 1606 184510 64 -4
146 1502 79863 29 0
147 1204 128423 32 2
148 1138 97839 25 -1
149 568 38214 16 0
150 1459 151101 48 0
151 2158 272458 100 0
152 1111 172494 46 3
153 1421 108043 45 0
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155 1955 250579 130 0
156 2922 351067 136 0
157 1002 158015 59 0
158 1060 98866 25 0
159 956 85439 32 0
160 2186 229242 63 2
161 3604 351619 95 5
162 1035 84207 14 0
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164 3261 324598 113 2
165 1587 131069 47 0
166 1424 204271 92 0
167 1701 165543 70 0
168 1249 141722 19 0
169 946 116048 50 0
170 1926 250047 41 0
171 3352 299775 91 0
172 1641 195838 111 -2
173 2035 173260 41 0
174 2312 254488 120 0
175 1369 104389 135 0
176 1577 136084 27 0
177 2201 199476 87 3
178 961 92499 25 -2
179 1900 224330 131 0
180 1254 135781 45 0
181 1335 74408 29 0
182 1597 81240 58 0
183 207 14688 4 0
184 1645 181633 47 6
185 2429 271856 109 -3
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188 141 17547 0 0
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191 1318 152601 46 0
192 1018 98146 15 0
193 1383 79619 42 0
194 1314 59194 7 0
195 1335 139942 54 0
196 1403 118612 54 -2
197 910 72880 14 0
198 616 65475 16 1
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203 1376 135131 38 0
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215 1109 58981 0 0
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217 1126 60812 26 0
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219 689 65490 27 0
220 592 80949 11 0
221 995 76302 29 2
222 1613 104011 25 0
223 2048 98104 55 -3
224 705 67989 23 0
225 301 30989 5 -2
226 1803 135458 43 0
227 799 73504 23 0
228 861 63123 34 0
229 1186 61254 36 0
230 1451 74914 35 0
231 628 31774 0 1
232 1161 81437 37 0
233 1463 87186 28 0
234 742 50090 16 0
235 979 65745 26 0
236 675 56653 38 0
237 1241 158399 23 0
238 676 46455 22 0
239 1049 73624 30 0
240 620 38395 16 0
241 1081 91899 18 0
242 1688 139526 28 0
243 736 52164 32 0
244 617 51567 21 0
245 812 70551 23 0
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250 554 34662 18 0
251 1597 150580 27 -4
252 982 99611 41 0
253 222 19349 13 0
254 1212 99373 12 0
255 1143 86230 21 0
256 435 30837 8 0
257 532 31706 26 0
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260 459 40151 16 0
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268 652 59382 29 1
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274 1141 104838 46 0
275 680 62215 24 0
276 1090 69304 40 0
277 616 53117 3 0
278 285 19764 10 0
279 1145 86680 37 0
280 733 84105 17 0
281 888 77945 28 0
282 849 89113 19 0
283 1182 91005 29 0
284 528 40248 8 0
285 642 64187 10 0
286 947 50857 15 0
287 819 56613 15 0
288 757 62792 28 0
289 894 72535 17 0
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) time blog score
3.158e+02 7.508e-03 1.168e+00 1.973e+01
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-771.89 -190.91 -58.32 136.07 1700.97
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.158e+02 3.816e+01 8.277 4.93e-15 ***
time 7.508e-03 4.265e-04 17.604 < 2e-16 ***
blog 1.168e+00 9.515e-01 1.227 0.221
score 1.973e+01 1.457e+01 1.354 0.177
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 331.3 on 285 degrees of freedom
Multiple R-squared: 0.7995, Adjusted R-squared: 0.7974
F-statistic: 378.9 on 3 and 285 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 0.6320035 7.359930e-01 3.679965e-01
[2,] 0.5086841 9.826318e-01 4.913159e-01
[3,] 0.5327904 9.344193e-01 4.672096e-01
[4,] 0.5207124 9.585752e-01 4.792876e-01
[5,] 0.4056613 8.113225e-01 5.943387e-01
[6,] 0.3385562 6.771124e-01 6.614438e-01
[7,] 0.2883167 5.766335e-01 7.116833e-01
[8,] 0.2086298 4.172596e-01 7.913702e-01
[9,] 0.1609381 3.218762e-01 8.390619e-01
[10,] 0.1113088 2.226175e-01 8.886912e-01
[11,] 0.7189169 5.621663e-01 2.810831e-01
[12,] 0.7779408 4.441183e-01 2.220592e-01
[13,] 0.7313732 5.372536e-01 2.686268e-01
[14,] 0.7546911 4.906178e-01 2.453089e-01
[15,] 0.7079570 5.840860e-01 2.920430e-01
[16,] 0.6500300 6.999400e-01 3.499700e-01
[17,] 0.6999380 6.001240e-01 3.000620e-01
[18,] 0.6457112 7.085776e-01 3.542888e-01
[19,] 0.5932736 8.134529e-01 4.067264e-01
[20,] 0.6758998 6.482003e-01 3.241002e-01
[21,] 0.7176430 5.647139e-01 2.823570e-01
[22,] 0.7407175 5.185649e-01 2.592825e-01
[23,] 0.7817073 4.365853e-01 2.182927e-01
[24,] 0.7420631 5.158738e-01 2.579369e-01
[25,] 0.7333074 5.333852e-01 2.666926e-01
[26,] 0.7191027 5.617946e-01 2.808973e-01
[27,] 0.6990166 6.019668e-01 3.009834e-01
[28,] 0.8042797 3.914405e-01 1.957203e-01
[29,] 0.7674030 4.651940e-01 2.325970e-01
[30,] 0.7411732 5.176535e-01 2.588268e-01
[31,] 0.7022781 5.954439e-01 2.977219e-01
[32,] 0.6691722 6.616556e-01 3.308278e-01
[33,] 0.6325589 7.348822e-01 3.674411e-01
[34,] 0.5863260 8.273479e-01 4.136740e-01
[35,] 0.5406097 9.187806e-01 4.593903e-01
[36,] 0.5017932 9.964136e-01 4.982068e-01
[37,] 0.7414713 5.170575e-01 2.585287e-01
[38,] 0.7436377 5.127246e-01 2.563623e-01
[39,] 0.7718903 4.562193e-01 2.281097e-01
[40,] 0.7357029 5.285942e-01 2.642971e-01
[41,] 0.9634647 7.307053e-02 3.653526e-02
[42,] 0.9547959 9.040820e-02 4.520410e-02
[43,] 0.9441596 1.116807e-01 5.584036e-02
[44,] 0.9903166 1.936683e-02 9.683415e-03
[45,] 0.9998388 3.223525e-04 1.611762e-04
[46,] 0.9997649 4.702415e-04 2.351207e-04
[47,] 0.9996687 6.625782e-04 3.312891e-04
[48,] 0.9999115 1.769517e-04 8.847584e-05
[49,] 0.9998788 2.423104e-04 1.211552e-04
[50,] 0.9998443 3.113484e-04 1.556742e-04
[51,] 0.9997782 4.436871e-04 2.218436e-04
[52,] 0.9998837 2.325240e-04 1.162620e-04
[53,] 0.9998303 3.394566e-04 1.697283e-04
[54,] 0.9997634 4.732123e-04 2.366062e-04
[55,] 0.9997247 5.506912e-04 2.753456e-04
[56,] 0.9996399 7.202125e-04 3.601063e-04
[57,] 1.0000000 4.873914e-08 2.436957e-08
[58,] 1.0000000 8.175021e-08 4.087511e-08
[59,] 1.0000000 6.934457e-08 3.467229e-08
[60,] 1.0000000 5.300056e-08 2.650028e-08
[61,] 1.0000000 8.345251e-08 4.172626e-08
[62,] 1.0000000 9.184354e-08 4.592177e-08
[63,] 0.9999999 1.166013e-07 5.830065e-08
[64,] 0.9999999 1.048051e-07 5.240254e-08
[65,] 0.9999999 1.701997e-07 8.509987e-08
[66,] 1.0000000 9.092423e-08 4.546211e-08
[67,] 0.9999999 1.029732e-07 5.148658e-08
[68,] 0.9999999 1.697537e-07 8.487687e-08
[69,] 0.9999999 1.133001e-07 5.665003e-08
[70,] 0.9999999 1.848674e-07 9.243368e-08
[71,] 0.9999999 2.936738e-07 1.468369e-07
[72,] 0.9999998 4.378124e-07 2.189062e-07
[73,] 0.9999997 6.834865e-07 3.417433e-07
[74,] 0.9999995 1.013600e-06 5.067999e-07
[75,] 0.9999994 1.296777e-06 6.483886e-07
[76,] 0.9999991 1.806856e-06 9.034282e-07
[77,] 0.9999998 3.048624e-07 1.524312e-07
[78,] 0.9999999 2.544502e-07 1.272251e-07
[79,] 0.9999998 3.122104e-07 1.561052e-07
[80,] 0.9999998 4.951896e-07 2.475948e-07
[81,] 0.9999996 7.339653e-07 3.669826e-07
[82,] 0.9999995 1.032547e-06 5.162737e-07
[83,] 0.9999992 1.527037e-06 7.635184e-07
[84,] 0.9999989 2.272477e-06 1.136239e-06
[85,] 0.9999987 2.650527e-06 1.325263e-06
[86,] 0.9999980 3.920634e-06 1.960317e-06
[87,] 0.9999984 3.138615e-06 1.569307e-06
[88,] 0.9999980 3.932682e-06 1.966341e-06
[89,] 0.9999979 4.218013e-06 2.109006e-06
[90,] 0.9999986 2.790663e-06 1.395332e-06
[91,] 0.9999982 3.666052e-06 1.833026e-06
[92,] 0.9999999 2.351326e-07 1.175663e-07
[93,] 0.9999998 3.706263e-07 1.853132e-07
[94,] 0.9999998 4.647048e-07 2.323524e-07
[95,] 0.9999996 7.032403e-07 3.516202e-07
[96,] 0.9999997 6.492513e-07 3.246257e-07
[97,] 0.9999996 8.395162e-07 4.197581e-07
[98,] 0.9999994 1.140023e-06 5.700115e-07
[99,] 0.9999995 9.306076e-07 4.653038e-07
[100,] 0.9999998 4.065658e-07 2.032829e-07
[101,] 0.9999999 2.813209e-07 1.406605e-07
[102,] 0.9999999 2.920409e-07 1.460204e-07
[103,] 0.9999998 4.542085e-07 2.271043e-07
[104,] 0.9999997 6.510735e-07 3.255367e-07
[105,] 0.9999996 7.050200e-07 3.525100e-07
[106,] 0.9999995 1.079971e-06 5.399854e-07
[107,] 0.9999992 1.629055e-06 8.145274e-07
[108,] 0.9999989 2.188004e-06 1.094002e-06
[109,] 0.9999984 3.226300e-06 1.613150e-06
[110,] 0.9999976 4.810359e-06 2.405180e-06
[111,] 0.9999966 6.725694e-06 3.362847e-06
[112,] 0.9999953 9.452137e-06 4.726069e-06
[113,] 0.9999940 1.200685e-05 6.003426e-06
[114,] 0.9999971 5.891629e-06 2.945814e-06
[115,] 0.9999966 6.725422e-06 3.362711e-06
[116,] 0.9999974 5.249396e-06 2.624698e-06
[117,] 0.9999996 7.366373e-07 3.683187e-07
[118,] 0.9999994 1.118391e-06 5.591954e-07
[119,] 0.9999999 2.832040e-07 1.416020e-07
[120,] 0.9999998 4.138911e-07 2.069456e-07
[121,] 0.9999997 6.430311e-07 3.215156e-07
[122,] 0.9999995 9.269798e-07 4.634899e-07
[123,] 0.9999996 8.143381e-07 4.071691e-07
[124,] 0.9999994 1.194940e-06 5.974701e-07
[125,] 0.9999992 1.680348e-06 8.401740e-07
[126,] 0.9999987 2.547237e-06 1.273618e-06
[127,] 0.9999986 2.852140e-06 1.426070e-06
[128,] 0.9999999 1.742621e-07 8.713107e-08
[129,] 0.9999999 2.716825e-07 1.358413e-07
[130,] 0.9999999 1.864388e-07 9.321939e-08
[131,] 0.9999999 2.848520e-07 1.424260e-07
[132,] 0.9999998 3.485625e-07 1.742813e-07
[133,] 0.9999997 5.075509e-07 2.537755e-07
[134,] 0.9999996 7.414104e-07 3.707052e-07
[135,] 0.9999995 1.075834e-06 5.379169e-07
[136,] 0.9999994 1.122717e-06 5.613585e-07
[137,] 0.9999991 1.715166e-06 8.575831e-07
[138,] 0.9999994 1.262731e-06 6.313656e-07
[139,] 0.9999992 1.693380e-06 8.466899e-07
[140,] 0.9999997 6.870485e-07 3.435243e-07
[141,] 0.9999995 9.884508e-07 4.942254e-07
[142,] 0.9999993 1.499300e-06 7.496499e-07
[143,] 0.9999989 2.273676e-06 1.136838e-06
[144,] 0.9999983 3.415085e-06 1.707542e-06
[145,] 0.9999985 3.096766e-06 1.548383e-06
[146,] 0.9999995 1.024536e-06 5.122678e-07
[147,] 0.9999994 1.239584e-06 6.197920e-07
[148,] 0.9999991 1.712504e-06 8.562522e-07
[149,] 0.9999995 1.048114e-06 5.240569e-07
[150,] 0.9999995 1.028448e-06 5.142240e-07
[151,] 0.9999999 2.603400e-07 1.301700e-07
[152,] 0.9999998 4.100881e-07 2.050440e-07
[153,] 0.9999997 6.388948e-07 3.194474e-07
[154,] 0.9999995 9.950761e-07 4.975381e-07
[155,] 0.9999997 6.831880e-07 3.415940e-07
[156,] 0.9999995 1.044911e-06 5.224553e-07
[157,] 0.9999993 1.488916e-06 7.444578e-07
[158,] 0.9999992 1.500646e-06 7.503232e-07
[159,] 0.9999991 1.878857e-06 9.394287e-07
[160,] 0.9999997 5.129868e-07 2.564934e-07
[161,] 0.9999996 8.055534e-07 4.027767e-07
[162,] 0.9999994 1.114776e-06 5.573882e-07
[163,] 0.9999995 1.005243e-06 5.026216e-07
[164,] 0.9999996 7.478127e-07 3.739063e-07
[165,] 0.9999999 2.056198e-07 1.028099e-07
[166,] 0.9999999 1.305705e-07 6.528526e-08
[167,] 0.9999999 1.082862e-07 5.414311e-08
[168,] 0.9999999 1.406990e-07 7.034950e-08
[169,] 0.9999999 1.976162e-07 9.880811e-08
[170,] 0.9999999 2.492217e-07 1.246108e-07
[171,] 0.9999999 2.915850e-07 1.457925e-07
[172,] 0.9999998 4.232923e-07 2.116462e-07
[173,] 0.9999999 1.428565e-07 7.142827e-08
[174,] 0.9999999 1.874674e-07 9.373372e-08
[175,] 0.9999999 1.189660e-07 5.948299e-08
[176,] 1.0000000 4.592827e-08 2.296413e-08
[177,] 1.0000000 6.196116e-08 3.098058e-08
[178,] 1.0000000 9.016464e-08 4.508232e-08
[179,] 1.0000000 3.365131e-08 1.682565e-08
[180,] 1.0000000 4.678789e-08 2.339395e-08
[181,] 1.0000000 6.553426e-08 3.276713e-08
[182,] 1.0000000 7.736982e-08 3.868491e-08
[183,] 1.0000000 9.072389e-08 4.536194e-08
[184,] 0.9999999 1.372626e-07 6.863128e-08
[185,] 0.9999999 1.387289e-07 6.936446e-08
[186,] 0.9999999 2.326019e-07 1.163010e-07
[187,] 0.9999999 1.846180e-07 9.230900e-08
[188,] 1.0000000 2.481966e-08 1.240983e-08
[189,] 1.0000000 2.827198e-08 1.413599e-08
[190,] 1.0000000 3.940287e-08 1.970144e-08
[191,] 1.0000000 6.590602e-08 3.295301e-08
[192,] 0.9999999 1.003080e-07 5.015400e-08
[193,] 0.9999999 1.098970e-07 5.494852e-08
[194,] 0.9999999 1.520419e-07 7.602096e-08
[195,] 0.9999999 2.234346e-07 1.117173e-07
[196,] 0.9999999 2.885597e-07 1.442799e-07
[197,] 0.9999998 4.700642e-07 2.350321e-07
[198,] 0.9999996 7.605829e-07 3.802914e-07
[199,] 0.9999999 2.774785e-07 1.387392e-07
[200,] 0.9999998 4.719159e-07 2.359579e-07
[201,] 0.9999996 7.679735e-07 3.839867e-07
[202,] 0.9999995 9.630963e-07 4.815482e-07
[203,] 0.9999994 1.269366e-06 6.346831e-07
[204,] 0.9999992 1.532567e-06 7.662833e-07
[205,] 0.9999988 2.313013e-06 1.156507e-06
[206,] 0.9999981 3.843511e-06 1.921756e-06
[207,] 0.9999971 5.860270e-06 2.930135e-06
[208,] 0.9999974 5.149814e-06 2.574907e-06
[209,] 0.9999991 1.745352e-06 8.726758e-07
[210,] 0.9999987 2.597079e-06 1.298539e-06
[211,] 0.9999988 2.301058e-06 1.150529e-06
[212,] 0.9999981 3.777048e-06 1.888524e-06
[213,] 0.9999975 5.081706e-06 2.540853e-06
[214,] 0.9999975 5.016873e-06 2.508436e-06
[215,] 0.9999963 7.468218e-06 3.734109e-06
[216,] 0.9999987 2.514457e-06 1.257228e-06
[217,] 0.9999999 1.100518e-07 5.502590e-08
[218,] 0.9999999 1.693536e-07 8.467680e-08
[219,] 0.9999999 2.486459e-07 1.243230e-07
[220,] 0.9999999 1.700656e-07 8.503282e-08
[221,] 0.9999999 2.954935e-07 1.477468e-07
[222,] 0.9999997 5.515312e-07 2.757656e-07
[223,] 0.9999998 3.809080e-07 1.904540e-07
[224,] 1.0000000 5.183987e-08 2.591993e-08
[225,] 1.0000000 6.828327e-08 3.414164e-08
[226,] 0.9999999 1.005472e-07 5.027361e-08
[227,] 1.0000000 1.491318e-08 7.456590e-09
[228,] 1.0000000 2.858961e-08 1.429480e-08
[229,] 1.0000000 4.252664e-08 2.126332e-08
[230,] 1.0000000 7.376420e-08 3.688210e-08
[231,] 1.0000000 4.534891e-08 2.267446e-08
[232,] 1.0000000 9.343311e-08 4.671655e-08
[233,] 0.9999999 1.428523e-07 7.142613e-08
[234,] 0.9999999 2.752020e-07 1.376010e-07
[235,] 0.9999997 5.311332e-07 2.655666e-07
[236,] 0.9999998 4.458233e-07 2.229117e-07
[237,] 0.9999995 9.145511e-07 4.572756e-07
[238,] 0.9999991 1.765982e-06 8.829908e-07
[239,] 0.9999982 3.512923e-06 1.756462e-06
[240,] 0.9999968 6.424114e-06 3.212057e-06
[241,] 0.9999998 4.724541e-07 2.362271e-07
[242,] 0.9999998 4.714420e-07 2.357210e-07
[243,] 0.9999995 1.029360e-06 5.146799e-07
[244,] 0.9999989 2.196147e-06 1.098074e-06
[245,] 0.9999978 4.417936e-06 2.208968e-06
[246,] 0.9999959 8.152082e-06 4.076041e-06
[247,] 0.9999948 1.037889e-05 5.189445e-06
[248,] 0.9999933 1.348773e-05 6.743866e-06
[249,] 0.9999926 1.482083e-05 7.410413e-06
[250,] 0.9999857 2.855462e-05 1.427731e-05
[251,] 0.9999712 5.763266e-05 2.881633e-05
[252,] 0.9999454 1.092243e-04 5.461217e-05
[253,] 0.9999120 1.759256e-04 8.796281e-05
[254,] 0.9998690 2.620125e-04 1.310063e-04
[255,] 0.9997578 4.844210e-04 2.422105e-04
[256,] 0.9995833 8.333673e-04 4.166836e-04
[257,] 0.9992280 1.544056e-03 7.720279e-04
[258,] 0.9986166 2.766735e-03 1.383367e-03
[259,] 0.9975266 4.946855e-03 2.473427e-03
[260,] 0.9961521 7.695865e-03 3.847932e-03
[261,] 0.9932921 1.341573e-02 6.707867e-03
[262,] 0.9884214 2.315728e-02 1.157864e-02
[263,] 0.9988160 2.368066e-03 1.184033e-03
[264,] 0.9975514 4.897262e-03 2.448631e-03
[265,] 0.9995086 9.828653e-04 4.914327e-04
[266,] 0.9992758 1.448435e-03 7.242173e-04
[267,] 0.9992430 1.514089e-03 7.570444e-04
[268,] 0.9987206 2.558887e-03 1.279443e-03
[269,] 0.9980239 3.952285e-03 1.976143e-03
[270,] 0.9952315 9.537032e-03 4.768516e-03
[271,] 0.9891985 2.160294e-02 1.080147e-02
[272,] 0.9881555 2.368891e-02 1.184446e-02
[273,] 0.9716095 5.678103e-02 2.839051e-02
[274,] 0.9503041 9.939185e-02 4.969592e-02
[275,] 0.8998323 2.003355e-01 1.001677e-01
[276,] 0.8199584 3.600833e-01 1.800416e-01
> postscript(file="/var/wessaorg/rcomp/tmp/12nvm1323606367.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2wdn61323606367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3ky281323606367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4uwxj1323606367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5o0c71323606367.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 = 289
Frequency = 1
1 2 3 4 5 6
-612.9959453 -422.8808991 -181.0899055 304.8161987 -396.9098895 -248.8501534
7 8 9 10 11 12
-150.6352352 -195.0469740 89.6734541 97.8275005 -199.5500750 -423.8667043
13 14 15 16 17 18
-143.6453630 -72.6611203 -272.7661465 -250.4334851 1102.1359371 -443.2493404
19 20 21 22 23 24
-31.4855688 -392.7031964 -91.6520496 -120.0616596 -771.8881081 -309.9399350
25 26 27 28 29 30
-121.8765132 743.7303284 377.2528955 248.2072806 -459.7062812 -85.8268115
31 32 33 34 35 36
-290.9160305 -331.0030349 -66.5414130 -674.1988316 -190.2780170 -278.1763955
37 38 39 40 41 42
-280.2449929 -77.7354570 -251.9457448 -183.7236172 -143.6079062 -307.9972963
43 44 45 46 47 48
703.1578377 143.1813380 342.0877222 -97.8185578 999.5488724 -188.9215682
49 50 51 52 53 54
-20.7426840 869.4873964 1143.8846719 -12.8128149 112.6320527 776.7800709
55 56 57 58 59 60
167.0063858 -233.9733543 -10.7875215 -627.1496613 -84.5919164 51.1093437
61 62 63 64 65 66
264.1530415 -161.5314758 1700.9654241 -13.1564405 420.3027497 -411.9352151
67 68 69 70 71 72
-142.7743244 344.2187500 265.2101838 368.0057244 56.7941876 -554.2041892
73 74 75 76 77 78
-318.6559831 -13.0024893 457.4248381 -25.0366205 -79.1907598 129.9237356
79 80 81 82 83 84
-0.8531063 -134.2312344 -250.8808274 -171.6684443 -741.9187322 -404.4862193
85 86 87 88 89 90
-273.0043175 -8.8777283 -151.1306570 135.6716403 -84.9630019 -128.4329272
91 92 93 94 95 96
-279.6249316 -110.8441032 388.3716256 -241.5693084 -337.2088238 470.8653421
97 98 99 100 101 102
-205.2904257 899.8150312 -47.1876549 -241.1160804 59.9505830 359.1329242
103 104 105 106 107 108
-224.6779650 -177.0650538 -412.4490101 -552.6602451 451.7583071 288.4767548
109 110 111 112 113 114
43.6429732 -151.8726288 -293.8222868 -58.7570747 -54.0165239 171.3755221
115 116 117 118 119 120
-88.0308950 54.7500516 -116.9125010 112.8814133 -221.3099069 531.7660829
121 122 123 124 125 126
266.9535346 401.9393766 767.4954404 52.6303244 -663.7610009 -131.3847745
127 128 129 130 131 132
-9.4095318 125.0438778 -355.3811463 -111.0742138 133.0860914 20.6301437
133 134 135 136 137 138
-277.1131145 870.5737272 -66.6279958 -380.0314148 -91.5870100 -220.1786678
139 140 141 142 143 144
120.1030233 -123.7166021 117.2068291 309.3307679 37.2567410 431.1984859
145 146 147 148 149 150
-90.9192954 552.6959809 -152.8414593 78.1383141 -53.4333911 -47.3274054
151 152 153 154 155 156
-320.1684345 -612.7932735 241.4432541 -96.8324019 -393.9421689 -188.3843565
157 158 159 160 161 162
-569.0819130 -27.3017770 -38.6705349 36.0354552 438.7042275 70.5999771
163 164 165 166 167 168
154.8430866 336.7381706 232.2349593 -532.8972559 60.5538429 -153.0453742
169 170 171 172 173 174
-299.4951670 -315.0108585 679.2538406 -235.3142067 370.4839921 -54.6114859
175 176 177 178 179 180
111.7714016 207.9404482 226.7523969 -39.0408235 -253.0400126 -133.8057224
181 182 183 184 185 186
426.6505619 603.4906788 -223.7929014 -207.7631130 4.0297111 -227.0711311
187 188 189 190 191 192
-206.1722102 -306.5861212 278.6530622 -261.1842161 -197.2533091 -52.2178850
193 194 195 196 197 198
420.3460240 545.5652689 -94.5558253 173.0430558 30.6398559 -229.8308566
199 200 201 202 203 204
304.5220588 -122.5115937 -154.5088614 -230.4134921 1.2491283 76.2778223
205 206 207 208 209 210
498.6650752 -88.0883062 123.9899003 -172.0792849 -129.3952909 -91.5021676
211 212 213 214 215 216
162.1806612 -58.3174073 -123.4756327 -246.8905183 350.3392485 16.5372454
217 218 219 220 221 222
323.2289455 -22.7739861 -150.0599753 -344.4363887 32.9716140 487.0710334
223 224 225 226 227 228
990.5730935 -148.1504180 -213.8846473 419.9549368 -95.5554618 31.5359477
229 230 231 232 233 234
368.2321980 531.8446558 53.8719603 190.5361685 459.8848236 31.4049950
235 236 237 238 239 240
139.1933913 -110.5604765 -290.9228591 -14.3114666 145.3687760 -2.7922874
241 242 243 244 245 246
54.1793043 291.9310622 -8.8513447 -110.5230678 -60.3851818 64.2099639
247 248 249 250 251 252
511.9340519 -275.6159171 -38.8514461 -43.1016578 198.0272974 -129.5803646
253 254 255 256 257 258
-254.2968613 136.0736511 155.2370348 -121.7063132 -52.2515249 -139.6175539
259 260 261 262 263 264
-189.1690587 -176.9758335 52.3478981 -116.9161954 -93.9264030 -48.6533881
265 266 267 268 269 270
-73.0510799 -136.4040365 -10.8656689 -163.2681931 -541.9493072 21.4208628
271 272 273 274 275 276
348.8132242 -195.3275836 128.0670299 -15.6623556 -130.9687100 207.1237636
277 278 279 280 281 282
-102.1390167 -190.9090614 135.1732229 -234.1377374 -45.7363895 -158.0720377
283 284 285 286 287 288
149.0450292 -99.3614116 -167.4242494 231.8144120 60.6000090 -62.9719962
289
13.7265159
> postscript(file="/var/wessaorg/rcomp/tmp/6vq6s1323606367.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 = 289
Frequency = 1
lag(myerror, k = 1) myerror
0 -612.9959453 NA
1 -422.8808991 -612.9959453
2 -181.0899055 -422.8808991
3 304.8161987 -181.0899055
4 -396.9098895 304.8161987
5 -248.8501534 -396.9098895
6 -150.6352352 -248.8501534
7 -195.0469740 -150.6352352
8 89.6734541 -195.0469740
9 97.8275005 89.6734541
10 -199.5500750 97.8275005
11 -423.8667043 -199.5500750
12 -143.6453630 -423.8667043
13 -72.6611203 -143.6453630
14 -272.7661465 -72.6611203
15 -250.4334851 -272.7661465
16 1102.1359371 -250.4334851
17 -443.2493404 1102.1359371
18 -31.4855688 -443.2493404
19 -392.7031964 -31.4855688
20 -91.6520496 -392.7031964
21 -120.0616596 -91.6520496
22 -771.8881081 -120.0616596
23 -309.9399350 -771.8881081
24 -121.8765132 -309.9399350
25 743.7303284 -121.8765132
26 377.2528955 743.7303284
27 248.2072806 377.2528955
28 -459.7062812 248.2072806
29 -85.8268115 -459.7062812
30 -290.9160305 -85.8268115
31 -331.0030349 -290.9160305
32 -66.5414130 -331.0030349
33 -674.1988316 -66.5414130
34 -190.2780170 -674.1988316
35 -278.1763955 -190.2780170
36 -280.2449929 -278.1763955
37 -77.7354570 -280.2449929
38 -251.9457448 -77.7354570
39 -183.7236172 -251.9457448
40 -143.6079062 -183.7236172
41 -307.9972963 -143.6079062
42 703.1578377 -307.9972963
43 143.1813380 703.1578377
44 342.0877222 143.1813380
45 -97.8185578 342.0877222
46 999.5488724 -97.8185578
47 -188.9215682 999.5488724
48 -20.7426840 -188.9215682
49 869.4873964 -20.7426840
50 1143.8846719 869.4873964
51 -12.8128149 1143.8846719
52 112.6320527 -12.8128149
53 776.7800709 112.6320527
54 167.0063858 776.7800709
55 -233.9733543 167.0063858
56 -10.7875215 -233.9733543
57 -627.1496613 -10.7875215
58 -84.5919164 -627.1496613
59 51.1093437 -84.5919164
60 264.1530415 51.1093437
61 -161.5314758 264.1530415
62 1700.9654241 -161.5314758
63 -13.1564405 1700.9654241
64 420.3027497 -13.1564405
65 -411.9352151 420.3027497
66 -142.7743244 -411.9352151
67 344.2187500 -142.7743244
68 265.2101838 344.2187500
69 368.0057244 265.2101838
70 56.7941876 368.0057244
71 -554.2041892 56.7941876
72 -318.6559831 -554.2041892
73 -13.0024893 -318.6559831
74 457.4248381 -13.0024893
75 -25.0366205 457.4248381
76 -79.1907598 -25.0366205
77 129.9237356 -79.1907598
78 -0.8531063 129.9237356
79 -134.2312344 -0.8531063
80 -250.8808274 -134.2312344
81 -171.6684443 -250.8808274
82 -741.9187322 -171.6684443
83 -404.4862193 -741.9187322
84 -273.0043175 -404.4862193
85 -8.8777283 -273.0043175
86 -151.1306570 -8.8777283
87 135.6716403 -151.1306570
88 -84.9630019 135.6716403
89 -128.4329272 -84.9630019
90 -279.6249316 -128.4329272
91 -110.8441032 -279.6249316
92 388.3716256 -110.8441032
93 -241.5693084 388.3716256
94 -337.2088238 -241.5693084
95 470.8653421 -337.2088238
96 -205.2904257 470.8653421
97 899.8150312 -205.2904257
98 -47.1876549 899.8150312
99 -241.1160804 -47.1876549
100 59.9505830 -241.1160804
101 359.1329242 59.9505830
102 -224.6779650 359.1329242
103 -177.0650538 -224.6779650
104 -412.4490101 -177.0650538
105 -552.6602451 -412.4490101
106 451.7583071 -552.6602451
107 288.4767548 451.7583071
108 43.6429732 288.4767548
109 -151.8726288 43.6429732
110 -293.8222868 -151.8726288
111 -58.7570747 -293.8222868
112 -54.0165239 -58.7570747
113 171.3755221 -54.0165239
114 -88.0308950 171.3755221
115 54.7500516 -88.0308950
116 -116.9125010 54.7500516
117 112.8814133 -116.9125010
118 -221.3099069 112.8814133
119 531.7660829 -221.3099069
120 266.9535346 531.7660829
121 401.9393766 266.9535346
122 767.4954404 401.9393766
123 52.6303244 767.4954404
124 -663.7610009 52.6303244
125 -131.3847745 -663.7610009
126 -9.4095318 -131.3847745
127 125.0438778 -9.4095318
128 -355.3811463 125.0438778
129 -111.0742138 -355.3811463
130 133.0860914 -111.0742138
131 20.6301437 133.0860914
132 -277.1131145 20.6301437
133 870.5737272 -277.1131145
134 -66.6279958 870.5737272
135 -380.0314148 -66.6279958
136 -91.5870100 -380.0314148
137 -220.1786678 -91.5870100
138 120.1030233 -220.1786678
139 -123.7166021 120.1030233
140 117.2068291 -123.7166021
141 309.3307679 117.2068291
142 37.2567410 309.3307679
143 431.1984859 37.2567410
144 -90.9192954 431.1984859
145 552.6959809 -90.9192954
146 -152.8414593 552.6959809
147 78.1383141 -152.8414593
148 -53.4333911 78.1383141
149 -47.3274054 -53.4333911
150 -320.1684345 -47.3274054
151 -612.7932735 -320.1684345
152 241.4432541 -612.7932735
153 -96.8324019 241.4432541
154 -393.9421689 -96.8324019
155 -188.3843565 -393.9421689
156 -569.0819130 -188.3843565
157 -27.3017770 -569.0819130
158 -38.6705349 -27.3017770
159 36.0354552 -38.6705349
160 438.7042275 36.0354552
161 70.5999771 438.7042275
162 154.8430866 70.5999771
163 336.7381706 154.8430866
164 232.2349593 336.7381706
165 -532.8972559 232.2349593
166 60.5538429 -532.8972559
167 -153.0453742 60.5538429
168 -299.4951670 -153.0453742
169 -315.0108585 -299.4951670
170 679.2538406 -315.0108585
171 -235.3142067 679.2538406
172 370.4839921 -235.3142067
173 -54.6114859 370.4839921
174 111.7714016 -54.6114859
175 207.9404482 111.7714016
176 226.7523969 207.9404482
177 -39.0408235 226.7523969
178 -253.0400126 -39.0408235
179 -133.8057224 -253.0400126
180 426.6505619 -133.8057224
181 603.4906788 426.6505619
182 -223.7929014 603.4906788
183 -207.7631130 -223.7929014
184 4.0297111 -207.7631130
185 -227.0711311 4.0297111
186 -206.1722102 -227.0711311
187 -306.5861212 -206.1722102
188 278.6530622 -306.5861212
189 -261.1842161 278.6530622
190 -197.2533091 -261.1842161
191 -52.2178850 -197.2533091
192 420.3460240 -52.2178850
193 545.5652689 420.3460240
194 -94.5558253 545.5652689
195 173.0430558 -94.5558253
196 30.6398559 173.0430558
197 -229.8308566 30.6398559
198 304.5220588 -229.8308566
199 -122.5115937 304.5220588
200 -154.5088614 -122.5115937
201 -230.4134921 -154.5088614
202 1.2491283 -230.4134921
203 76.2778223 1.2491283
204 498.6650752 76.2778223
205 -88.0883062 498.6650752
206 123.9899003 -88.0883062
207 -172.0792849 123.9899003
208 -129.3952909 -172.0792849
209 -91.5021676 -129.3952909
210 162.1806612 -91.5021676
211 -58.3174073 162.1806612
212 -123.4756327 -58.3174073
213 -246.8905183 -123.4756327
214 350.3392485 -246.8905183
215 16.5372454 350.3392485
216 323.2289455 16.5372454
217 -22.7739861 323.2289455
218 -150.0599753 -22.7739861
219 -344.4363887 -150.0599753
220 32.9716140 -344.4363887
221 487.0710334 32.9716140
222 990.5730935 487.0710334
223 -148.1504180 990.5730935
224 -213.8846473 -148.1504180
225 419.9549368 -213.8846473
226 -95.5554618 419.9549368
227 31.5359477 -95.5554618
228 368.2321980 31.5359477
229 531.8446558 368.2321980
230 53.8719603 531.8446558
231 190.5361685 53.8719603
232 459.8848236 190.5361685
233 31.4049950 459.8848236
234 139.1933913 31.4049950
235 -110.5604765 139.1933913
236 -290.9228591 -110.5604765
237 -14.3114666 -290.9228591
238 145.3687760 -14.3114666
239 -2.7922874 145.3687760
240 54.1793043 -2.7922874
241 291.9310622 54.1793043
242 -8.8513447 291.9310622
243 -110.5230678 -8.8513447
244 -60.3851818 -110.5230678
245 64.2099639 -60.3851818
246 511.9340519 64.2099639
247 -275.6159171 511.9340519
248 -38.8514461 -275.6159171
249 -43.1016578 -38.8514461
250 198.0272974 -43.1016578
251 -129.5803646 198.0272974
252 -254.2968613 -129.5803646
253 136.0736511 -254.2968613
254 155.2370348 136.0736511
255 -121.7063132 155.2370348
256 -52.2515249 -121.7063132
257 -139.6175539 -52.2515249
258 -189.1690587 -139.6175539
259 -176.9758335 -189.1690587
260 52.3478981 -176.9758335
261 -116.9161954 52.3478981
262 -93.9264030 -116.9161954
263 -48.6533881 -93.9264030
264 -73.0510799 -48.6533881
265 -136.4040365 -73.0510799
266 -10.8656689 -136.4040365
267 -163.2681931 -10.8656689
268 -541.9493072 -163.2681931
269 21.4208628 -541.9493072
270 348.8132242 21.4208628
271 -195.3275836 348.8132242
272 128.0670299 -195.3275836
273 -15.6623556 128.0670299
274 -130.9687100 -15.6623556
275 207.1237636 -130.9687100
276 -102.1390167 207.1237636
277 -190.9090614 -102.1390167
278 135.1732229 -190.9090614
279 -234.1377374 135.1732229
280 -45.7363895 -234.1377374
281 -158.0720377 -45.7363895
282 149.0450292 -158.0720377
283 -99.3614116 149.0450292
284 -167.4242494 -99.3614116
285 231.8144120 -167.4242494
286 60.6000090 231.8144120
287 -62.9719962 60.6000090
288 13.7265159 -62.9719962
289 NA 13.7265159
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -422.8808991 -612.9959453
[2,] -181.0899055 -422.8808991
[3,] 304.8161987 -181.0899055
[4,] -396.9098895 304.8161987
[5,] -248.8501534 -396.9098895
[6,] -150.6352352 -248.8501534
[7,] -195.0469740 -150.6352352
[8,] 89.6734541 -195.0469740
[9,] 97.8275005 89.6734541
[10,] -199.5500750 97.8275005
[11,] -423.8667043 -199.5500750
[12,] -143.6453630 -423.8667043
[13,] -72.6611203 -143.6453630
[14,] -272.7661465 -72.6611203
[15,] -250.4334851 -272.7661465
[16,] 1102.1359371 -250.4334851
[17,] -443.2493404 1102.1359371
[18,] -31.4855688 -443.2493404
[19,] -392.7031964 -31.4855688
[20,] -91.6520496 -392.7031964
[21,] -120.0616596 -91.6520496
[22,] -771.8881081 -120.0616596
[23,] -309.9399350 -771.8881081
[24,] -121.8765132 -309.9399350
[25,] 743.7303284 -121.8765132
[26,] 377.2528955 743.7303284
[27,] 248.2072806 377.2528955
[28,] -459.7062812 248.2072806
[29,] -85.8268115 -459.7062812
[30,] -290.9160305 -85.8268115
[31,] -331.0030349 -290.9160305
[32,] -66.5414130 -331.0030349
[33,] -674.1988316 -66.5414130
[34,] -190.2780170 -674.1988316
[35,] -278.1763955 -190.2780170
[36,] -280.2449929 -278.1763955
[37,] -77.7354570 -280.2449929
[38,] -251.9457448 -77.7354570
[39,] -183.7236172 -251.9457448
[40,] -143.6079062 -183.7236172
[41,] -307.9972963 -143.6079062
[42,] 703.1578377 -307.9972963
[43,] 143.1813380 703.1578377
[44,] 342.0877222 143.1813380
[45,] -97.8185578 342.0877222
[46,] 999.5488724 -97.8185578
[47,] -188.9215682 999.5488724
[48,] -20.7426840 -188.9215682
[49,] 869.4873964 -20.7426840
[50,] 1143.8846719 869.4873964
[51,] -12.8128149 1143.8846719
[52,] 112.6320527 -12.8128149
[53,] 776.7800709 112.6320527
[54,] 167.0063858 776.7800709
[55,] -233.9733543 167.0063858
[56,] -10.7875215 -233.9733543
[57,] -627.1496613 -10.7875215
[58,] -84.5919164 -627.1496613
[59,] 51.1093437 -84.5919164
[60,] 264.1530415 51.1093437
[61,] -161.5314758 264.1530415
[62,] 1700.9654241 -161.5314758
[63,] -13.1564405 1700.9654241
[64,] 420.3027497 -13.1564405
[65,] -411.9352151 420.3027497
[66,] -142.7743244 -411.9352151
[67,] 344.2187500 -142.7743244
[68,] 265.2101838 344.2187500
[69,] 368.0057244 265.2101838
[70,] 56.7941876 368.0057244
[71,] -554.2041892 56.7941876
[72,] -318.6559831 -554.2041892
[73,] -13.0024893 -318.6559831
[74,] 457.4248381 -13.0024893
[75,] -25.0366205 457.4248381
[76,] -79.1907598 -25.0366205
[77,] 129.9237356 -79.1907598
[78,] -0.8531063 129.9237356
[79,] -134.2312344 -0.8531063
[80,] -250.8808274 -134.2312344
[81,] -171.6684443 -250.8808274
[82,] -741.9187322 -171.6684443
[83,] -404.4862193 -741.9187322
[84,] -273.0043175 -404.4862193
[85,] -8.8777283 -273.0043175
[86,] -151.1306570 -8.8777283
[87,] 135.6716403 -151.1306570
[88,] -84.9630019 135.6716403
[89,] -128.4329272 -84.9630019
[90,] -279.6249316 -128.4329272
[91,] -110.8441032 -279.6249316
[92,] 388.3716256 -110.8441032
[93,] -241.5693084 388.3716256
[94,] -337.2088238 -241.5693084
[95,] 470.8653421 -337.2088238
[96,] -205.2904257 470.8653421
[97,] 899.8150312 -205.2904257
[98,] -47.1876549 899.8150312
[99,] -241.1160804 -47.1876549
[100,] 59.9505830 -241.1160804
[101,] 359.1329242 59.9505830
[102,] -224.6779650 359.1329242
[103,] -177.0650538 -224.6779650
[104,] -412.4490101 -177.0650538
[105,] -552.6602451 -412.4490101
[106,] 451.7583071 -552.6602451
[107,] 288.4767548 451.7583071
[108,] 43.6429732 288.4767548
[109,] -151.8726288 43.6429732
[110,] -293.8222868 -151.8726288
[111,] -58.7570747 -293.8222868
[112,] -54.0165239 -58.7570747
[113,] 171.3755221 -54.0165239
[114,] -88.0308950 171.3755221
[115,] 54.7500516 -88.0308950
[116,] -116.9125010 54.7500516
[117,] 112.8814133 -116.9125010
[118,] -221.3099069 112.8814133
[119,] 531.7660829 -221.3099069
[120,] 266.9535346 531.7660829
[121,] 401.9393766 266.9535346
[122,] 767.4954404 401.9393766
[123,] 52.6303244 767.4954404
[124,] -663.7610009 52.6303244
[125,] -131.3847745 -663.7610009
[126,] -9.4095318 -131.3847745
[127,] 125.0438778 -9.4095318
[128,] -355.3811463 125.0438778
[129,] -111.0742138 -355.3811463
[130,] 133.0860914 -111.0742138
[131,] 20.6301437 133.0860914
[132,] -277.1131145 20.6301437
[133,] 870.5737272 -277.1131145
[134,] -66.6279958 870.5737272
[135,] -380.0314148 -66.6279958
[136,] -91.5870100 -380.0314148
[137,] -220.1786678 -91.5870100
[138,] 120.1030233 -220.1786678
[139,] -123.7166021 120.1030233
[140,] 117.2068291 -123.7166021
[141,] 309.3307679 117.2068291
[142,] 37.2567410 309.3307679
[143,] 431.1984859 37.2567410
[144,] -90.9192954 431.1984859
[145,] 552.6959809 -90.9192954
[146,] -152.8414593 552.6959809
[147,] 78.1383141 -152.8414593
[148,] -53.4333911 78.1383141
[149,] -47.3274054 -53.4333911
[150,] -320.1684345 -47.3274054
[151,] -612.7932735 -320.1684345
[152,] 241.4432541 -612.7932735
[153,] -96.8324019 241.4432541
[154,] -393.9421689 -96.8324019
[155,] -188.3843565 -393.9421689
[156,] -569.0819130 -188.3843565
[157,] -27.3017770 -569.0819130
[158,] -38.6705349 -27.3017770
[159,] 36.0354552 -38.6705349
[160,] 438.7042275 36.0354552
[161,] 70.5999771 438.7042275
[162,] 154.8430866 70.5999771
[163,] 336.7381706 154.8430866
[164,] 232.2349593 336.7381706
[165,] -532.8972559 232.2349593
[166,] 60.5538429 -532.8972559
[167,] -153.0453742 60.5538429
[168,] -299.4951670 -153.0453742
[169,] -315.0108585 -299.4951670
[170,] 679.2538406 -315.0108585
[171,] -235.3142067 679.2538406
[172,] 370.4839921 -235.3142067
[173,] -54.6114859 370.4839921
[174,] 111.7714016 -54.6114859
[175,] 207.9404482 111.7714016
[176,] 226.7523969 207.9404482
[177,] -39.0408235 226.7523969
[178,] -253.0400126 -39.0408235
[179,] -133.8057224 -253.0400126
[180,] 426.6505619 -133.8057224
[181,] 603.4906788 426.6505619
[182,] -223.7929014 603.4906788
[183,] -207.7631130 -223.7929014
[184,] 4.0297111 -207.7631130
[185,] -227.0711311 4.0297111
[186,] -206.1722102 -227.0711311
[187,] -306.5861212 -206.1722102
[188,] 278.6530622 -306.5861212
[189,] -261.1842161 278.6530622
[190,] -197.2533091 -261.1842161
[191,] -52.2178850 -197.2533091
[192,] 420.3460240 -52.2178850
[193,] 545.5652689 420.3460240
[194,] -94.5558253 545.5652689
[195,] 173.0430558 -94.5558253
[196,] 30.6398559 173.0430558
[197,] -229.8308566 30.6398559
[198,] 304.5220588 -229.8308566
[199,] -122.5115937 304.5220588
[200,] -154.5088614 -122.5115937
[201,] -230.4134921 -154.5088614
[202,] 1.2491283 -230.4134921
[203,] 76.2778223 1.2491283
[204,] 498.6650752 76.2778223
[205,] -88.0883062 498.6650752
[206,] 123.9899003 -88.0883062
[207,] -172.0792849 123.9899003
[208,] -129.3952909 -172.0792849
[209,] -91.5021676 -129.3952909
[210,] 162.1806612 -91.5021676
[211,] -58.3174073 162.1806612
[212,] -123.4756327 -58.3174073
[213,] -246.8905183 -123.4756327
[214,] 350.3392485 -246.8905183
[215,] 16.5372454 350.3392485
[216,] 323.2289455 16.5372454
[217,] -22.7739861 323.2289455
[218,] -150.0599753 -22.7739861
[219,] -344.4363887 -150.0599753
[220,] 32.9716140 -344.4363887
[221,] 487.0710334 32.9716140
[222,] 990.5730935 487.0710334
[223,] -148.1504180 990.5730935
[224,] -213.8846473 -148.1504180
[225,] 419.9549368 -213.8846473
[226,] -95.5554618 419.9549368
[227,] 31.5359477 -95.5554618
[228,] 368.2321980 31.5359477
[229,] 531.8446558 368.2321980
[230,] 53.8719603 531.8446558
[231,] 190.5361685 53.8719603
[232,] 459.8848236 190.5361685
[233,] 31.4049950 459.8848236
[234,] 139.1933913 31.4049950
[235,] -110.5604765 139.1933913
[236,] -290.9228591 -110.5604765
[237,] -14.3114666 -290.9228591
[238,] 145.3687760 -14.3114666
[239,] -2.7922874 145.3687760
[240,] 54.1793043 -2.7922874
[241,] 291.9310622 54.1793043
[242,] -8.8513447 291.9310622
[243,] -110.5230678 -8.8513447
[244,] -60.3851818 -110.5230678
[245,] 64.2099639 -60.3851818
[246,] 511.9340519 64.2099639
[247,] -275.6159171 511.9340519
[248,] -38.8514461 -275.6159171
[249,] -43.1016578 -38.8514461
[250,] 198.0272974 -43.1016578
[251,] -129.5803646 198.0272974
[252,] -254.2968613 -129.5803646
[253,] 136.0736511 -254.2968613
[254,] 155.2370348 136.0736511
[255,] -121.7063132 155.2370348
[256,] -52.2515249 -121.7063132
[257,] -139.6175539 -52.2515249
[258,] -189.1690587 -139.6175539
[259,] -176.9758335 -189.1690587
[260,] 52.3478981 -176.9758335
[261,] -116.9161954 52.3478981
[262,] -93.9264030 -116.9161954
[263,] -48.6533881 -93.9264030
[264,] -73.0510799 -48.6533881
[265,] -136.4040365 -73.0510799
[266,] -10.8656689 -136.4040365
[267,] -163.2681931 -10.8656689
[268,] -541.9493072 -163.2681931
[269,] 21.4208628 -541.9493072
[270,] 348.8132242 21.4208628
[271,] -195.3275836 348.8132242
[272,] 128.0670299 -195.3275836
[273,] -15.6623556 128.0670299
[274,] -130.9687100 -15.6623556
[275,] 207.1237636 -130.9687100
[276,] -102.1390167 207.1237636
[277,] -190.9090614 -102.1390167
[278,] 135.1732229 -190.9090614
[279,] -234.1377374 135.1732229
[280,] -45.7363895 -234.1377374
[281,] -158.0720377 -45.7363895
[282,] 149.0450292 -158.0720377
[283,] -99.3614116 149.0450292
[284,] -167.4242494 -99.3614116
[285,] 231.8144120 -167.4242494
[286,] 60.6000090 231.8144120
[287,] -62.9719962 60.6000090
[288,] 13.7265159 -62.9719962
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -422.8808991 -612.9959453
2 -181.0899055 -422.8808991
3 304.8161987 -181.0899055
4 -396.9098895 304.8161987
5 -248.8501534 -396.9098895
6 -150.6352352 -248.8501534
7 -195.0469740 -150.6352352
8 89.6734541 -195.0469740
9 97.8275005 89.6734541
10 -199.5500750 97.8275005
11 -423.8667043 -199.5500750
12 -143.6453630 -423.8667043
13 -72.6611203 -143.6453630
14 -272.7661465 -72.6611203
15 -250.4334851 -272.7661465
16 1102.1359371 -250.4334851
17 -443.2493404 1102.1359371
18 -31.4855688 -443.2493404
19 -392.7031964 -31.4855688
20 -91.6520496 -392.7031964
21 -120.0616596 -91.6520496
22 -771.8881081 -120.0616596
23 -309.9399350 -771.8881081
24 -121.8765132 -309.9399350
25 743.7303284 -121.8765132
26 377.2528955 743.7303284
27 248.2072806 377.2528955
28 -459.7062812 248.2072806
29 -85.8268115 -459.7062812
30 -290.9160305 -85.8268115
31 -331.0030349 -290.9160305
32 -66.5414130 -331.0030349
33 -674.1988316 -66.5414130
34 -190.2780170 -674.1988316
35 -278.1763955 -190.2780170
36 -280.2449929 -278.1763955
37 -77.7354570 -280.2449929
38 -251.9457448 -77.7354570
39 -183.7236172 -251.9457448
40 -143.6079062 -183.7236172
41 -307.9972963 -143.6079062
42 703.1578377 -307.9972963
43 143.1813380 703.1578377
44 342.0877222 143.1813380
45 -97.8185578 342.0877222
46 999.5488724 -97.8185578
47 -188.9215682 999.5488724
48 -20.7426840 -188.9215682
49 869.4873964 -20.7426840
50 1143.8846719 869.4873964
51 -12.8128149 1143.8846719
52 112.6320527 -12.8128149
53 776.7800709 112.6320527
54 167.0063858 776.7800709
55 -233.9733543 167.0063858
56 -10.7875215 -233.9733543
57 -627.1496613 -10.7875215
58 -84.5919164 -627.1496613
59 51.1093437 -84.5919164
60 264.1530415 51.1093437
61 -161.5314758 264.1530415
62 1700.9654241 -161.5314758
63 -13.1564405 1700.9654241
64 420.3027497 -13.1564405
65 -411.9352151 420.3027497
66 -142.7743244 -411.9352151
67 344.2187500 -142.7743244
68 265.2101838 344.2187500
69 368.0057244 265.2101838
70 56.7941876 368.0057244
71 -554.2041892 56.7941876
72 -318.6559831 -554.2041892
73 -13.0024893 -318.6559831
74 457.4248381 -13.0024893
75 -25.0366205 457.4248381
76 -79.1907598 -25.0366205
77 129.9237356 -79.1907598
78 -0.8531063 129.9237356
79 -134.2312344 -0.8531063
80 -250.8808274 -134.2312344
81 -171.6684443 -250.8808274
82 -741.9187322 -171.6684443
83 -404.4862193 -741.9187322
84 -273.0043175 -404.4862193
85 -8.8777283 -273.0043175
86 -151.1306570 -8.8777283
87 135.6716403 -151.1306570
88 -84.9630019 135.6716403
89 -128.4329272 -84.9630019
90 -279.6249316 -128.4329272
91 -110.8441032 -279.6249316
92 388.3716256 -110.8441032
93 -241.5693084 388.3716256
94 -337.2088238 -241.5693084
95 470.8653421 -337.2088238
96 -205.2904257 470.8653421
97 899.8150312 -205.2904257
98 -47.1876549 899.8150312
99 -241.1160804 -47.1876549
100 59.9505830 -241.1160804
101 359.1329242 59.9505830
102 -224.6779650 359.1329242
103 -177.0650538 -224.6779650
104 -412.4490101 -177.0650538
105 -552.6602451 -412.4490101
106 451.7583071 -552.6602451
107 288.4767548 451.7583071
108 43.6429732 288.4767548
109 -151.8726288 43.6429732
110 -293.8222868 -151.8726288
111 -58.7570747 -293.8222868
112 -54.0165239 -58.7570747
113 171.3755221 -54.0165239
114 -88.0308950 171.3755221
115 54.7500516 -88.0308950
116 -116.9125010 54.7500516
117 112.8814133 -116.9125010
118 -221.3099069 112.8814133
119 531.7660829 -221.3099069
120 266.9535346 531.7660829
121 401.9393766 266.9535346
122 767.4954404 401.9393766
123 52.6303244 767.4954404
124 -663.7610009 52.6303244
125 -131.3847745 -663.7610009
126 -9.4095318 -131.3847745
127 125.0438778 -9.4095318
128 -355.3811463 125.0438778
129 -111.0742138 -355.3811463
130 133.0860914 -111.0742138
131 20.6301437 133.0860914
132 -277.1131145 20.6301437
133 870.5737272 -277.1131145
134 -66.6279958 870.5737272
135 -380.0314148 -66.6279958
136 -91.5870100 -380.0314148
137 -220.1786678 -91.5870100
138 120.1030233 -220.1786678
139 -123.7166021 120.1030233
140 117.2068291 -123.7166021
141 309.3307679 117.2068291
142 37.2567410 309.3307679
143 431.1984859 37.2567410
144 -90.9192954 431.1984859
145 552.6959809 -90.9192954
146 -152.8414593 552.6959809
147 78.1383141 -152.8414593
148 -53.4333911 78.1383141
149 -47.3274054 -53.4333911
150 -320.1684345 -47.3274054
151 -612.7932735 -320.1684345
152 241.4432541 -612.7932735
153 -96.8324019 241.4432541
154 -393.9421689 -96.8324019
155 -188.3843565 -393.9421689
156 -569.0819130 -188.3843565
157 -27.3017770 -569.0819130
158 -38.6705349 -27.3017770
159 36.0354552 -38.6705349
160 438.7042275 36.0354552
161 70.5999771 438.7042275
162 154.8430866 70.5999771
163 336.7381706 154.8430866
164 232.2349593 336.7381706
165 -532.8972559 232.2349593
166 60.5538429 -532.8972559
167 -153.0453742 60.5538429
168 -299.4951670 -153.0453742
169 -315.0108585 -299.4951670
170 679.2538406 -315.0108585
171 -235.3142067 679.2538406
172 370.4839921 -235.3142067
173 -54.6114859 370.4839921
174 111.7714016 -54.6114859
175 207.9404482 111.7714016
176 226.7523969 207.9404482
177 -39.0408235 226.7523969
178 -253.0400126 -39.0408235
179 -133.8057224 -253.0400126
180 426.6505619 -133.8057224
181 603.4906788 426.6505619
182 -223.7929014 603.4906788
183 -207.7631130 -223.7929014
184 4.0297111 -207.7631130
185 -227.0711311 4.0297111
186 -206.1722102 -227.0711311
187 -306.5861212 -206.1722102
188 278.6530622 -306.5861212
189 -261.1842161 278.6530622
190 -197.2533091 -261.1842161
191 -52.2178850 -197.2533091
192 420.3460240 -52.2178850
193 545.5652689 420.3460240
194 -94.5558253 545.5652689
195 173.0430558 -94.5558253
196 30.6398559 173.0430558
197 -229.8308566 30.6398559
198 304.5220588 -229.8308566
199 -122.5115937 304.5220588
200 -154.5088614 -122.5115937
201 -230.4134921 -154.5088614
202 1.2491283 -230.4134921
203 76.2778223 1.2491283
204 498.6650752 76.2778223
205 -88.0883062 498.6650752
206 123.9899003 -88.0883062
207 -172.0792849 123.9899003
208 -129.3952909 -172.0792849
209 -91.5021676 -129.3952909
210 162.1806612 -91.5021676
211 -58.3174073 162.1806612
212 -123.4756327 -58.3174073
213 -246.8905183 -123.4756327
214 350.3392485 -246.8905183
215 16.5372454 350.3392485
216 323.2289455 16.5372454
217 -22.7739861 323.2289455
218 -150.0599753 -22.7739861
219 -344.4363887 -150.0599753
220 32.9716140 -344.4363887
221 487.0710334 32.9716140
222 990.5730935 487.0710334
223 -148.1504180 990.5730935
224 -213.8846473 -148.1504180
225 419.9549368 -213.8846473
226 -95.5554618 419.9549368
227 31.5359477 -95.5554618
228 368.2321980 31.5359477
229 531.8446558 368.2321980
230 53.8719603 531.8446558
231 190.5361685 53.8719603
232 459.8848236 190.5361685
233 31.4049950 459.8848236
234 139.1933913 31.4049950
235 -110.5604765 139.1933913
236 -290.9228591 -110.5604765
237 -14.3114666 -290.9228591
238 145.3687760 -14.3114666
239 -2.7922874 145.3687760
240 54.1793043 -2.7922874
241 291.9310622 54.1793043
242 -8.8513447 291.9310622
243 -110.5230678 -8.8513447
244 -60.3851818 -110.5230678
245 64.2099639 -60.3851818
246 511.9340519 64.2099639
247 -275.6159171 511.9340519
248 -38.8514461 -275.6159171
249 -43.1016578 -38.8514461
250 198.0272974 -43.1016578
251 -129.5803646 198.0272974
252 -254.2968613 -129.5803646
253 136.0736511 -254.2968613
254 155.2370348 136.0736511
255 -121.7063132 155.2370348
256 -52.2515249 -121.7063132
257 -139.6175539 -52.2515249
258 -189.1690587 -139.6175539
259 -176.9758335 -189.1690587
260 52.3478981 -176.9758335
261 -116.9161954 52.3478981
262 -93.9264030 -116.9161954
263 -48.6533881 -93.9264030
264 -73.0510799 -48.6533881
265 -136.4040365 -73.0510799
266 -10.8656689 -136.4040365
267 -163.2681931 -10.8656689
268 -541.9493072 -163.2681931
269 21.4208628 -541.9493072
270 348.8132242 21.4208628
271 -195.3275836 348.8132242
272 128.0670299 -195.3275836
273 -15.6623556 128.0670299
274 -130.9687100 -15.6623556
275 207.1237636 -130.9687100
276 -102.1390167 207.1237636
277 -190.9090614 -102.1390167
278 135.1732229 -190.9090614
279 -234.1377374 135.1732229
280 -45.7363895 -234.1377374
281 -158.0720377 -45.7363895
282 149.0450292 -158.0720377
283 -99.3614116 149.0450292
284 -167.4242494 -99.3614116
285 231.8144120 -167.4242494
286 60.6000090 231.8144120
287 -62.9719962 60.6000090
288 13.7265159 -62.9719962
> 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/7i04w1323606367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8otyr1323606367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9gtdd1323606367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/1071jr1323606367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11zm0u1323606367.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/12iyd71323606367.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/13yqeu1323606367.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/14glmz1323606367.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/15lqva1323606367.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/16kt111323606367.tab")
+ }
>
> try(system("convert tmp/12nvm1323606367.ps tmp/12nvm1323606367.png",intern=TRUE))
character(0)
> try(system("convert tmp/2wdn61323606367.ps tmp/2wdn61323606367.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ky281323606367.ps tmp/3ky281323606367.png",intern=TRUE))
character(0)
> try(system("convert tmp/4uwxj1323606367.ps tmp/4uwxj1323606367.png",intern=TRUE))
character(0)
> try(system("convert tmp/5o0c71323606367.ps tmp/5o0c71323606367.png",intern=TRUE))
character(0)
> try(system("convert tmp/6vq6s1323606367.ps tmp/6vq6s1323606367.png",intern=TRUE))
character(0)
> try(system("convert tmp/7i04w1323606367.ps tmp/7i04w1323606367.png",intern=TRUE))
character(0)
> try(system("convert tmp/8otyr1323606367.ps tmp/8otyr1323606367.png",intern=TRUE))
character(0)
> try(system("convert tmp/9gtdd1323606367.ps tmp/9gtdd1323606367.png",intern=TRUE))
character(0)
> try(system("convert tmp/1071jr1323606367.ps tmp/1071jr1323606367.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
7.626 0.557 8.238