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Type 'q()' to quit R. > x <- array(list(0 + ,210907 + ,0 + ,2 + ,0 + ,120982 + ,0 + ,0 + ,176508 + ,1 + ,0 + ,179321 + ,4 + ,0 + ,123185 + ,0 + ,52746 + ,0 + ,385534 + ,0 + ,0 + ,33170 + ,0 + ,101645 + ,0 + ,149061 + ,0 + ,0 + ,0 + ,165446 + ,1 + ,0 + ,237213 + ,1 + ,0 + ,0 + ,173326 + ,-4 + ,0 + ,133131 + ,1 + ,4 + ,0 + ,258873 + ,4 + ,0 + ,180083 + ,0 + ,324799 + ,1 + ,0 + ,0 + ,230964 + ,0 + ,-1 + ,0 + ,236785 + ,1 + ,0 + ,0 + ,135473 + ,0 + ,0 + ,202925 + ,0 + ,215147 + ,0 + ,0 + ,344297 + ,1 + ,1 + ,0 + ,153935 + ,0 + ,0 + ,132943 + ,0 + ,174724 + ,1 + ,0 + ,0 + ,174415 + ,1 + ,3 + ,0 + ,225548 + ,0 + ,0 + ,223632 + ,1 + ,-1 + ,0 + ,124817 + ,1 + ,0 + ,221698 + ,0 + ,210767 + ,0 + ,0 + ,170266 + ,0 + ,0 + ,260561 + ,0 + ,84853 + ,0 + ,294424 + ,0 + ,4 + ,0 + ,101011 + ,0 + ,215641 + ,0 + ,325107 + ,1 + ,3 + ,0 + ,7176 + ,1 + ,0 + ,167542 + ,0 + ,106408 + ,0 + ,1 + ,0 + ,96560 + ,0 + ,0 + ,0 + ,265769 + ,1 + ,-2 + ,0 + ,269651 + ,-3 + ,0 + ,149112 + ,0 + ,-4 + ,0 + ,175824 + ,1 + ,0 + ,152871 + ,0 + ,2 + ,0 + ,111665 + ,1 + ,0 + ,116408 + ,0 + ,362301 + ,1 + ,2 + ,0 + ,78800 + ,0 + ,183167 + ,0 + ,-4 + ,0 + ,277965 + ,3 + ,0 + ,150629 + ,0 + ,168809 + ,1 + ,0 + ,24188 + ,1 + ,0 + ,329267 + ,1 + ,0 + ,65029 + ,0 + ,101097 + ,0 + ,218946 + ,1 + ,2 + ,0 + ,244052 + ,1 + ,2 + ,0 + ,341570 + ,1 + ,0 + ,0 + ,103597 + ,0 + ,0 + ,233328 + ,5 + ,0 + ,256462 + ,1 + ,0 + ,206161 + ,-2 + ,0 + ,311473 + ,0 + ,0 + ,235800 + ,0 + ,0 + ,177939 + ,0 + ,207176 + ,-2 + ,0 + ,196553 + ,1 + ,-3 + ,0 + ,174184 + ,1 + ,0 + ,143246 + ,0 + ,2 + ,0 + ,187559 + ,1 + ,0 + ,187681 + ,0 + ,0 + ,119016 + ,0 + ,182192 + ,2 + ,0 + ,73566 + ,1 + ,0 + ,194979 + ,2 + ,0 + ,167488 + ,0 + ,0 + ,0 + ,143756 + ,0 + ,4 + ,0 + ,275541 + ,4 + ,0 + ,243199 + ,0 + ,0 + ,182999 + ,1 + ,0 + ,135649 + ,0 + ,152299 + ,1 + ,2 + ,0 + ,120221 + ,0 + ,346485 + ,1 + ,0 + ,145790 + ,0 + ,193339 + ,1 + ,2 + ,0 + ,80953 + ,0 + ,122774 + ,1 + ,0 + ,130585 + ,0 + ,-4 + ,0 + ,112611 + ,1 + ,3 + ,0 + ,286468 + ,1 + ,0 + ,241066 + ,0 + ,148446 + ,1 + ,3 + ,0 + ,204713 + ,0 + ,182079 + ,0 + ,2 + ,0 + ,140344 + ,1 + ,0 + ,220516 + ,1 + ,0 + ,243060 + ,1 + ,-1 + ,0 + ,162765 + ,1 + ,-3 + ,0 + ,182613 + ,0 + ,232138 + ,1 + ,0 + ,265318 + ,0 + ,0 + ,85574 + ,1 + ,0 + ,0 + ,310839 + ,0 + ,0 + ,225060 + ,0 + ,1 + ,0 + ,232317 + ,1 + ,0 + ,144966 + ,0 + ,0 + ,43287 + ,0 + ,155754 + ,0 + ,164709 + ,1 + ,0 + ,201940 + ,0 + ,235454 + ,0 + ,220801 + ,1 + ,0 + ,99466 + ,0 + ,0 + ,92661 + ,1 + ,0 + ,133328 + ,1 + ,-3 + ,0 + ,61361 + ,1 + ,0 + ,125930 + ,0 + ,100750 + ,1 + ,3 + ,0 + ,224549 + ,0 + ,82316 + ,0 + ,102010 + ,0 + ,0 + ,101523 + ,1 + ,0 + ,0 + ,243511 + ,1 + ,0 + ,0 + ,22938 + ,1 + ,0 + ,41566 + ,0 + ,152474 + ,1 + ,0 + ,0 + ,61857 + ,0 + ,99923 + ,0 + ,0 + ,132487 + ,1 + ,3 + ,0 + ,317394 + ,0 + ,-3 + ,0 + ,21054 + ,1 + ,0 + ,209641 + ,1 + ,0 + ,22648 + ,0 + ,0 + ,31414 + ,0 + ,0 + ,46698 + ,1 + ,0 + ,131698 + ,1 + ,0 + ,91735 + ,0 + ,244749 + ,1 + ,0 + ,0 + ,184510 + ,-4 + ,0 + ,79863 + ,0 + ,128423 + ,0 + ,2 + ,0 + ,97839 + ,0 + ,-1 + ,0 + ,38214 + ,1 + ,151101 + ,1 + ,272458 + ,1 + ,1 + ,172494 + ,3 + ,1 + ,108043 + ,1 + ,1 + ,328107 + ,0 + ,1 + ,250579 + ,1 + ,351067 + ,1 + ,1 + ,158015 + ,0 + ,1 + ,98866 + ,1 + ,85439 + ,1 + ,229242 + ,1 + ,2 + ,1 + ,351619 + ,5 + ,1 + ,84207 + ,1 + ,1 + ,120445 + ,0 + ,1 + ,324598 + ,0 + ,2 + ,1 + ,131069 + ,0 + ,1 + ,204271 + ,0 + ,1 + ,165543 + ,1 + ,141722 + ,1 + ,116048 + ,0 + ,1 + ,250047 + ,1 + ,1 + ,299775 + ,1 + ,1 + ,195838 + ,0 + ,-2 + ,1 + ,173260 + ,1 + ,1 + ,254488 + ,0 + ,0 + ,1 + ,104389 + ,1 + ,136084 + ,1 + ,199476 + ,3 + ,1 + ,92499 + ,1 + ,-2 + ,1 + ,224330 + ,0 + ,0 + ,1 + ,135781 + ,0 + ,1 + ,74408 + ,1 + ,1 + ,81240 + ,0 + ,1 + ,14688 + ,1 + ,181633 + ,1 + ,6 + ,1 + ,271856 + ,1 + ,-3 + ,1 + ,7199 + ,1 + ,46660 + ,1 + ,17547 + ,1 + ,133368 + ,1 + ,95227 + ,1 + ,3 + ,1 + ,152601 + ,1 + ,98146 + ,0 + ,0 + ,1 + ,79619 + ,1 + ,59194 + ,0 + ,1 + ,139942 + ,1 + ,1 + ,118612 + ,0 + ,-2 + ,1 + ,72880 + ,1 + ,1 + ,65475 + ,1 + ,1 + ,1 + ,99643 + ,1 + ,71965 + ,1 + ,1 + ,77272 + ,1 + ,49289 + ,1 + ,135131 + ,0 + ,1 + ,108446 + ,0 + ,0 + ,1 + ,89746 + ,1 + ,44296 + ,1 + ,77648 + ,1 + ,181528 + ,1 + ,1 + ,134019 + ,1 + ,1 + ,124064 + ,1 + ,92630 + ,1 + ,121848 + ,0 + ,2 + ,1 + ,52915 + ,1 + ,81872 + ,0 + ,1 + ,58981 + ,0 + ,1 + ,53515 + ,0 + ,1 + ,60812 + ,1 + ,56375 + ,1 + ,1 + ,65490 + ,1 + ,1 + ,80949 + ,1 + ,76302 + ,1 + ,2 + ,1 + ,104011 + ,1 + ,1 + ,98104 + ,0 + ,-3 + ,1 + ,67989 + ,1 + ,30989 + ,1 + ,-2 + ,1 + ,135458 + ,0 + ,1 + ,73504 + ,1 + ,63123 + ,1 + ,1 + ,61254 + ,1 + ,74914 + ,1 + ,1 + ,31774 + ,0 + ,1 + ,1 + ,81437 + ,1 + ,1 + ,87186 + ,1 + ,50090 + ,1 + ,65745 + ,1 + ,1 + ,56653 + ,1 + ,1 + ,158399 + ,1 + ,1 + ,46455 + ,1 + ,73624 + ,1 + ,1 + ,38395 + ,1 + ,91899 + ,1 + ,1 + ,139526 + ,1 + ,1 + ,52164 + ,1 + ,51567 + ,0 + ,1 + ,70551 + ,1 + ,84856 + ,1 + ,102538 + ,0 + ,1 + ,86678 + ,1 + ,1 + ,85709 + ,1 + ,34662 + ,1 + ,150580 + ,1 + ,-4 + ,1 + ,99611 + ,1 + ,1 + ,19349 + ,1 + ,99373 + ,0 + ,1 + ,86230 + ,0 + ,1 + ,30837 + ,0 + ,1 + ,31706 + ,1 + ,1 + ,89806 + ,1 + ,1 + ,62088 + ,1 + ,40151 + ,1 + ,27634 + ,1 + ,76990 + ,1 + ,37460 + ,1 + ,54157 + ,0 + ,1 + ,49862 + ,1 + ,84337 + ,1 + ,64175 + ,0 + ,1 + ,59382 + ,0 + ,1 + ,1 + ,119308 + ,0 + ,1 + ,76702 + ,0 + ,1 + ,103425 + ,1 + ,70344 + ,1 + ,43410 + ,1 + ,104838 + ,1 + ,62215 + ,1 + ,69304 + ,1 + ,53117 + ,1 + ,19764 + ,1 + ,1 + ,86680 + ,1 + ,84105 + ,0 + ,0 + ,1 + ,77945 + ,1 + ,89113 + ,1 + ,91005 + ,1 + ,40248 + ,1 + ,64187 + ,1 + ,1 + ,50857 + ,1 + ,56613 + ,1 + ,62792 + ,1 + ,72535 + ,1) + ,dim=c(4 + ,289) + ,dimnames=list(c('pop' + ,'time_in_rfc' + ,'gender' + ,'total_tests') + ,1:289)) > y <- array(NA,dim=c(4,289),dimnames=list(c('pop','time_in_rfc','gender','total_tests'),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 = '4' > 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 total_tests pop time_in_rfc gender 1 2 0 210907 0 2 0 0 120982 0 3 179321 176508 1 0 4 0 4 0 123185 5 0 52746 0 385534 6 101645 0 33170 0 7 0 0 149061 0 8 0 0 165446 1 9 0 237213 1 0 10 133131 173326 -4 0 11 258873 1 4 0 12 0 4 0 180083 13 0 324799 1 0 14 0 230964 0 -1 15 0 236785 1 0 16 202925 135473 0 0 17 0 0 215147 0 18 0 344297 1 1 19 132943 153935 0 0 20 0 0 174724 1 21 3 0 174415 1 22 0 0 225548 0 23 0 223632 1 -1 24 221698 124817 1 0 25 0 0 210767 0 26 260561 170266 0 0 27 294424 0 84853 0 28 101011 0 4 0 29 325107 0 215641 0 30 7176 1 3 0 31 0 1 0 167542 32 0 106408 0 1 33 0 96560 0 0 34 0 265769 1 -2 35 149112 269651 -3 0 36 175824 0 -4 0 37 0 1 0 152871 38 1 2 0 111665 39 362301 0 116408 0 40 78800 1 2 0 41 -4 0 183167 0 42 0 0 277965 3 43 1 150629 0 168809 44 0 0 24188 1 45 65029 329267 1 0 46 218946 0 101097 0 47 244052 1 2 0 48 341570 1 2 0 49 103597 1 0 0 50 5 0 0 233328 51 0 0 256462 1 52 311473 206161 -2 0 53 0 0 0 235800 54 207176 0 177939 0 55 1 -2 0 196553 56 1 -3 0 174184 57 2 0 143246 0 58 0 0 187559 1 59 119016 187681 0 0 60 0 0 182192 2 61 194979 73566 1 0 62 0 2 0 167488 63 0 0 0 143756 64 4 4 0 275541 65 0 0 243199 0 66 135649 182999 1 0 67 2 0 152299 1 68 346485 0 120221 0 69 0 1 0 145790 70 0 193339 1 2 71 1 80953 0 122774 72 -4 0 130585 0 73 3 0 112611 1 74 0 0 286468 1 75 1 241066 0 148446 76 0 3 0 204713 77 0 182079 0 2 78 220516 140344 1 0 79 1 1 0 243060 80 1 -1 0 162765 81 0 -3 0 182613 82 265318 232138 1 0 83 1 0 0 85574 84 0 0 0 310839 85 1 0 225060 0 86 0 0 232317 1 87 43287 144966 0 0 88 164709 0 155754 0 89 0 1 0 201940 90 1 235454 0 220801 91 0 0 99466 0 92 133328 92661 1 0 93 61361 1 -3 0 94 0 1 0 125930 95 0 100750 1 3 96 0 224549 0 82316 97 101523 102010 0 0 98 243511 1 0 0 99 22938 1 0 0 100 0 1 0 41566 101 0 152474 1 0 102 0 61857 0 99923 103 3 0 132487 1 104 -3 0 317394 0 105 0 0 21054 1 106 22648 209641 1 0 107 0 0 0 31414 108 0 0 46698 1 109 91735 131698 1 0 110 0 0 244749 1 111 0 0 184510 -4 112 0 79863 0 128423 113 0 2 0 97839 114 1 -1 0 38214 115 1 151101 1 272458 116 1 1 172494 3 117 328107 108043 1 1 118 1 0 1 250579 119 158015 351067 1 1 120 1 0 1 98866 121 1 85439 1 229242 122 5 2 1 351619 123 1 1 84207 1 124 324598 120445 0 1 125 131069 0 2 1 126 0 0 1 204271 127 141722 1 165543 1 128 1 1 116048 0 129 299775 250047 1 1 130 0 1 1 195838 131 1 -2 1 173260 132 0 1 254488 0 133 136084 1 104389 1 134 1 1 199476 3 135 1 92499 1 -2 136 1 224330 0 0 137 74408 135781 0 1 138 0 1 1 81240 139 181633 1 14688 1 140 271856 1 6 1 141 7199 1 -3 1 142 17547 1 46660 1 143 95227 1 133368 1 144 152601 1 3 1 145 0 1 98146 0 146 59194 1 79619 1 147 1 0 1 139942 148 -2 1 118612 0 149 1 1 72880 1 150 1 65475 1 1 151 1 99643 1 71965 152 49289 1 77272 1 153 1 1 135131 0 154 1 108446 0 0 155 1 89746 1 44296 156 1 77648 1 181528 157 1 1 134019 1 158 1 124064 1 92630 159 1 121848 0 2 160 0 52915 1 81872 161 1 1 58981 0 162 60812 53515 0 1 163 1 1 56375 1 164 80949 65490 1 1 165 2 1 76302 1 166 1 1 104011 1 167 1 98104 0 -3 168 1 67989 1 30989 169 0 -2 1 135458 170 63123 1 73504 1 171 1 1 1 61254 172 31774 74914 1 1 173 81437 0 1 1 174 1 1 1 87186 175 1 50090 1 65745 176 1 1 56653 1 177 46455 158399 1 1 178 1 1 73624 1 179 1 38395 1 91899 180 1 1 139526 1 181 0 52164 1 51567 182 84856 1 70551 1 183 1 1 102538 0 184 85709 86678 1 1 185 150580 1 34662 1 186 99611 1 -4 1 187 1 1 1 19349 188 86230 99373 0 1 189 0 0 1 30837 190 1 1 31706 1 191 62088 89806 1 1 192 27634 1 40151 1 193 37460 1 76990 1 194 1 1 54157 0 195 1 49862 1 84337 196 59382 64175 0 1 197 119308 0 1 1 198 0 0 1 76702 199 70344 1 103425 1 200 104838 1 43410 1 201 69304 1 62215 1 202 19764 1 53117 1 203 1 1 1 86680 204 1 84105 0 0 205 1 77945 1 89113 206 1 91005 1 40248 207 50857 64187 1 1 208 62792 1 56613 1 209 0 1 72535 1 210 0 210907 0 2 211 176508 120982 0 0 212 4 1 0 179321 213 52746 0 123185 0 214 0 0 385534 0 215 0 33170 0 101645 216 0 149061 0 0 217 237213 165446 1 0 218 173326 1 0 0 219 1 -4 0 133131 220 4 4 0 258873 221 324799 0 180083 0 222 230964 1 0 0 223 236785 0 -1 0 224 135473 1 0 0 225 0 0 0 202925 226 344297 215147 0 0 227 153935 1 1 0 228 0 0 0 132943 229 0 174724 1 0 230 0 174415 1 3 231 223632 225548 0 0 232 124817 1 -1 0 233 0 1 0 221698 234 170266 210767 0 0 235 0 0 0 260561 236 0 84853 0 294424 237 0 4 0 101011 238 1 215641 0 325107 239 1 3 0 7176 240 106408 0 167542 0 241 96560 0 1 0 242 265769 0 0 0 243 269651 1 -2 0 244 0 -3 0 149112 245 1 -4 0 175824 246 2 0 152871 0 247 0 0 111665 1 248 1 116408 0 362301 249 0 2 0 78800 250 0 183167 0 -4 251 150629 277965 3 0 252 0 0 168809 1 253 329267 24188 1 0 254 0 1 0 65029 255 1 101097 0 218946 256 1 2 0 244052 257 1 2 0 341570 258 0 0 0 103597 259 0 0 233328 5 260 206161 256462 1 0 261 0 -2 0 311473 262 0 0 235800 0 263 -2 177939 0 207176 264 -3 0 196553 1 265 0 0 174184 1 266 0 143246 0 2 267 187681 187559 1 0 268 0 0 0 119016 269 73566 182192 2 0 270 2 1 0 194979 271 0 0 167488 0 272 4 0 143756 0 273 0 0 275541 4 274 182999 243199 0 0 275 0 1 0 135649 276 0 152299 1 2 277 1 120221 0 346485 278 193339 0 145790 0 279 80953 1 2 0 280 0 0 122774 1 281 0 130585 0 -4 282 0 112611 1 3 283 241066 286468 1 0 284 3 0 148446 1 285 182079 0 204713 0 286 140344 0 2 0 287 1 1 0 220516 288 -1 0 243060 1 289 -3 0 162765 1 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) pop time_in_rfc gender 8.441e+04 6.299e-02 -2.565e-01 -4.175e-01 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -106094 -53546 -24386 30642 307751 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 8.441e+04 9.118e+03 9.257 < 2e-16 *** pop 6.299e-02 6.601e-02 0.954 0.340786 time_in_rfc -2.565e-01 7.435e-02 -3.450 0.000645 *** gender -4.175e-01 6.171e-02 -6.767 7.49e-11 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 84750 on 285 degrees of freedom Multiple R-squared: 0.1677, Adjusted R-squared: 0.159 F-statistic: 19.15 on 3 and 285 DF, p-value: 2.442e-11 > 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,] 0.09330212 0.186604246 0.9066978769 [2,] 0.03222307 0.064446143 0.9677769284 [3,] 0.28768105 0.575362094 0.7123189530 [4,] 0.21666916 0.433338313 0.7833308437 [5,] 0.40309004 0.806180070 0.5969099649 [6,] 0.36769080 0.735381599 0.6323092003 [7,] 0.30774123 0.615482454 0.6922587731 [8,] 0.27540571 0.550811412 0.7245942940 [9,] 0.23021912 0.460438248 0.7697808761 [10,] 0.29122241 0.582444830 0.7087775850 [11,] 0.23813877 0.476277547 0.7618612263 [12,] 0.18186518 0.363730355 0.8181348225 [13,] 0.14385173 0.287703450 0.8561482749 [14,] 0.10326090 0.206521804 0.8967390978 [15,] 0.07231511 0.144630218 0.9276848908 [16,] 0.05565150 0.111302990 0.9443485049 [17,] 0.05009018 0.100180359 0.9499098205 [18,] 0.08067109 0.161342190 0.9193289051 [19,] 0.05944572 0.118891446 0.9405542769 [20,] 0.17314670 0.346293390 0.8268533049 [21,] 0.40280844 0.805616888 0.5971915559 [22,] 0.42937513 0.858750260 0.5706248701 [23,] 0.94603107 0.107937858 0.0539689289 [24,] 0.96725976 0.065480471 0.0327402353 [25,] 0.96089693 0.078206136 0.0391030682 [26,] 0.96466211 0.070675787 0.0353378933 [27,] 0.96725614 0.065487713 0.0327438567 [28,] 0.96206797 0.075864059 0.0379320296 [29,] 0.96190940 0.076181192 0.0380905962 [30,] 0.95473391 0.090532190 0.0452660949 [31,] 0.94609072 0.107818557 0.0539092787 [32,] 0.93949024 0.121019512 0.0605097562 [33,] 0.99525899 0.009482018 0.0047410088 [34,] 0.99397596 0.012048074 0.0060240369 [35,] 0.99265541 0.014689182 0.0073445910 [36,] 0.99004835 0.019903299 0.0099516496 [37,] 0.98661736 0.026765279 0.0133826393 [38,] 0.98837923 0.023241547 0.0116207737 [39,] 0.98506594 0.029868118 0.0149340592 [40,] 0.98987250 0.020255006 0.0101275032 [41,] 0.99236678 0.015266436 0.0076332179 [42,] 0.99835730 0.003285403 0.0016427013 [43,] 0.99786462 0.004270753 0.0021353765 [44,] 0.99702785 0.005944305 0.0029721527 [45,] 0.99598460 0.008030805 0.0040154026 [46,] 0.99926278 0.001474450 0.0007372248 [47,] 0.99895073 0.002098540 0.0010492698 [48,] 0.99945210 0.001095795 0.0005478973 [49,] 0.99923105 0.001537899 0.0007689495 [50,] 0.99895660 0.002086803 0.0010434017 [51,] 0.99883704 0.002325914 0.0011629571 [52,] 0.99855430 0.002891391 0.0014456954 [53,] 0.99803286 0.003934289 0.0019671443 [54,] 0.99758414 0.004831712 0.0024158559 [55,] 0.99746594 0.005068129 0.0025340647 [56,] 0.99670808 0.006583842 0.0032919210 [57,] 0.99590532 0.008189357 0.0040946786 [58,] 0.99478065 0.010438701 0.0052193507 [59,] 0.99323747 0.013525051 0.0067625255 [60,] 0.99151802 0.016963960 0.0084819798 [61,] 0.99036104 0.019277921 0.0096389603 [62,] 0.99924969 0.001500623 0.0007503114 [63,] 0.99904404 0.001911924 0.0009559619 [64,] 0.99912396 0.001752083 0.0008760415 [65,] 0.99887631 0.002247377 0.0011236885 [66,] 0.99876846 0.002463090 0.0012315448 [67,] 0.99870055 0.002598891 0.0012994456 [68,] 0.99823690 0.003526195 0.0017630975 [69,] 0.99777145 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0.1223618888 [255,] 0.85118124 0.297637512 0.1488187561 [256,] 0.81618154 0.367636925 0.1838184626 [257,] 0.78859537 0.422809258 0.2114046289 [258,] 0.74708517 0.505829651 0.2529148256 [259,] 0.70299252 0.594014951 0.2970074753 [260,] 0.72553779 0.548924419 0.2744622095 [261,] 0.71694714 0.566105729 0.2830528644 [262,] 0.65443907 0.691121863 0.3455609315 [263,] 0.59612368 0.807752644 0.4038763218 [264,] 0.52109322 0.957813550 0.4789067750 [265,] 0.46283400 0.925668005 0.5371659976 [266,] 0.40744736 0.814894714 0.5925526432 [267,] 0.36620552 0.732411035 0.6337944826 [268,] 0.32203987 0.644079746 0.6779601271 [269,] 0.24881476 0.497629526 0.7511852368 [270,] 0.25933049 0.518660975 0.7406695125 [271,] 0.18841288 0.376825759 0.8115871203 [272,] 0.29406491 0.588129820 0.7059350901 [273,] 0.22682434 0.453648686 0.7731756572 [274,] 0.15825210 0.316504206 0.8417478970 [275,] 0.16878248 0.337564965 0.8312175175 [276,] 0.27360317 0.547206338 0.7263968312 > postscript(file="/var/www/rcomp/tmp/1y61c1323609326.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/26fht1323609326.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/37tom1323609326.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4wy2a1323609326.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5ijy81323609326.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 -30310.02521 -53377.26225 83795.32300 -32975.14319 73241.68123 6 7 8 9 10 25744.47287 -46175.16282 -41972.08854 -99349.22917 37804.46130 11 12 13 14 15 174465.52469 -9218.46859 -104865.90227 -98956.30502 -99322.27126 16 17 18 19 20 109983.68825 -29224.48999 -106093.58160 38838.84466 -39592.33575 21 22 23 24 25 -39668.59245 -26556.69427 -98494.23674 129428.12128 -30347.93440 26 27 28 29 30 165428.22378 231779.86037 16603.58768 296009.21812 -77231.73180 31 32 33 34 35 -14454.53497 -91110.21234 -90490.34584 -101148.68635 47718.61191 36 37 38 39 40 91414.53572 -20580.13118 -37783.97348 307750.53348 -5607.98830 41 42 43 44 45 -37431.17312 -13110.78747 -23411.94633 -78203.94011 -40118.32276 46 47 48 49 50 160468.35145 159644.01170 257162.01170 19188.49871 13018.21748 51 52 53 54 55 -18627.01638 214078.83599 14045.35393 168407.87543 -2340.35633 56 57 58 59 60 -11680.04262 -47664.67634 -36300.23325 22786.32631 -37676.41986 61 62 63 64 65 105937.20583 -14477.14463 -24385.86258 30642.19849 -22029.31591 66 67 68 69 70 39714.48226 -45342.21721 292912.54570 -23536.66766 -96584.95572 71 72 73 74 75 -38244.38483 -50918.14886 -55520.95730 -10930.65271 -37610.37414 76 77 78 79 80 1065.38109 -95875.99225 127268.14098 17077.56546 -16447.95423 81 82 83 84 85 -8161.67445 166288.42369 -48677.64688 45376.45704 -26680.86341 86 87 88 89 90 -24820.06779 -50252.23582 120250.55257 -92.30620 -7046.44779 91 92 93 94 95 -58895.99052 43083.49223 -23048.27077 -31828.83184 -90752.74720 96 97 98 99 100 -64182.35801 10689.38162 159102.49871 -61470.50129 -67053.41084 101 102 103 104 105 -94011.87661 -46583.60743 -50422.87944 -3001.73196 -79007.79280 106 107 108 109 110 -74964.58507 -71292.12181 -72430.25665 -968.28391 -21631.33243 111 112 113 114 115 -37084.37159 -35818.09812 -43557.75606 -68451.84853 19835.24377 116 117 118 119 120 -40162.54564 236894.06240 20217.29997 51495.00463 -43127.56933 121 122 123 124 125 5927.00000 62408.49871 -62808.48031 232603.65618 46661.49222 126 127 128 129 130 881.27787 99774.72841 -54641.86740 199617.82877 -2639.82341 131 132 133 134 135 -12065.64769 -19133.81636 78451.08476 -33241.82031 -90234.13913 136 137 138 139 140 -98537.03978 -18552.29384 -50488.03241 100992.30242 187449.45521 141 142 143 144 145 -77209.85324 -54893.06641 45027.02892 68193.68573 -59234.62579 146 147 148 149 150 -4792.27550 -25977.06903 -53987.21638 -65713.78962 -88530.75865 151 152 153 154 155 -60635.66148 -15299.26729 -49747.18941 -91237.99490 -71564.95432 156 157 158 159 160 -13504.34831 -50031.99338 -53545.56079 -92081.29535 -53556.98277 161 162 163 164 165 -69279.21944 -26966.70513 -69947.22568 -7583.70343 -64835.06662 166 167 168 169 170 -57728.87003 -90587.84849 -75750.65659 -27850.15173 -2431.73727 171 172 173 174 175 -58831.80548 -57352.28148 -2970.76428 -48004.39352 -60111.56916 176 177 178 179 180 -69875.92030 -47929.64987 -65522.95797 -48454.84656 -48619.48006 181 182 183 184 185 -66162.95514 18543.83549 -58107.10346 -4158.24628 75062.51670 186 187 188 189 190 15201.89027 -76328.43892 -4437.10733 -71532.78066 -76274.68003 191 192 193 194 195 -27976.26582 -46475.58687 -27200.59864 -70516.54725 -52334.47343 196 197 198 199 200 -29068.13362 34900.23572 -52382.72476 12463.82439 31564.32758 201 202 203 204 205 853.70020 -51019.88364 -48215.66417 -89704.85787 -52109.17557 206 207 208 209 210 -73334.41862 -37593.63295 -7095.18007 -65803.28011 -97691.74651 211 212 213 214 215 84479.41528 -9532.43820 -66.20562 14478.77987 -44057.74592 216 217 218 219 220 -93797.16262 142384.07176 88917.49871 -28820.87672 23682.79303 221 222 223 224 225 286580.79890 146555.49871 152376.30520 51064.49871 319.02475 226 227 228 229 230 246337.35870 69526.75521 -28900.62448 -95413.31036 -95392.59516 231 232 233 234 235 125017.24353 40408.24222 8157.26983 72582.23644 24383.83717 236 237 238 239 240 33178.15396 -42233.47393 37752.47031 -81411.42534 64973.10569 241 242 243 244 245 12151.81819 181360.56170 185241.98572 -22149.37798 -10995.22892 246 247 248 249 250 -45195.92009 -55766.60077 59532.38410 -51507.12735 -95947.02597 251 252 253 254 255 48713.48705 -41109.49869 243335.31799 -57256.88273 641.61365 256 257 258 259 260 17491.69315 58208.47394 -41153.48701 -24559.08207 105599.35742 261 262 263 264 265 45641.29762 -23927.11617 -9115.67914 -33996.32481 -39730.84260 266 267 268 269 270 -93430.06521 91459.26707 -34715.57767 -22317.43172 -2996.73897 271 272 273 274 275 -41448.74500 -47531.86432 -13732.11177 83272.48142 -27770.84878 276 277 278 279 280 -94000.01904 52688.55018 146324.84479 -3454.98830 -52917.20719 281 282 283 284 285 -92635.10735 -91499.82161 138614.40592 -46329.48920 150178.24998 286 287 288 289 55936.07469 7664.74828 -22065.55107 -42662.74937 > postscript(file="/var/www/rcomp/tmp/6xho61323609326.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 -30310.02521 NA 1 -53377.26225 -30310.02521 2 83795.32300 -53377.26225 3 -32975.14319 83795.32300 4 73241.68123 -32975.14319 5 25744.47287 73241.68123 6 -46175.16282 25744.47287 7 -41972.08854 -46175.16282 8 -99349.22917 -41972.08854 9 37804.46130 -99349.22917 10 174465.52469 37804.46130 11 -9218.46859 174465.52469 12 -104865.90227 -9218.46859 13 -98956.30502 -104865.90227 14 -99322.27126 -98956.30502 15 109983.68825 -99322.27126 16 -29224.48999 109983.68825 17 -106093.58160 -29224.48999 18 38838.84466 -106093.58160 19 -39592.33575 38838.84466 20 -39668.59245 -39592.33575 21 -26556.69427 -39668.59245 22 -98494.23674 -26556.69427 23 129428.12128 -98494.23674 24 -30347.93440 129428.12128 25 165428.22378 -30347.93440 26 231779.86037 165428.22378 27 16603.58768 231779.86037 28 296009.21812 16603.58768 29 -77231.73180 296009.21812 30 -14454.53497 -77231.73180 31 -91110.21234 -14454.53497 32 -90490.34584 -91110.21234 33 -101148.68635 -90490.34584 34 47718.61191 -101148.68635 35 91414.53572 47718.61191 36 -20580.13118 91414.53572 37 -37783.97348 -20580.13118 38 307750.53348 -37783.97348 39 -5607.98830 307750.53348 40 -37431.17312 -5607.98830 41 -13110.78747 -37431.17312 42 -23411.94633 -13110.78747 43 -78203.94011 -23411.94633 44 -40118.32276 -78203.94011 45 160468.35145 -40118.32276 46 159644.01170 160468.35145 47 257162.01170 159644.01170 48 19188.49871 257162.01170 49 13018.21748 19188.49871 50 -18627.01638 13018.21748 51 214078.83599 -18627.01638 52 14045.35393 214078.83599 53 168407.87543 14045.35393 54 -2340.35633 168407.87543 55 -11680.04262 -2340.35633 56 -47664.67634 -11680.04262 57 -36300.23325 -47664.67634 58 22786.32631 -36300.23325 59 -37676.41986 22786.32631 60 105937.20583 -37676.41986 61 -14477.14463 105937.20583 62 -24385.86258 -14477.14463 63 30642.19849 -24385.86258 64 -22029.31591 30642.19849 65 39714.48226 -22029.31591 66 -45342.21721 39714.48226 67 292912.54570 -45342.21721 68 -23536.66766 292912.54570 69 -96584.95572 -23536.66766 70 -38244.38483 -96584.95572 71 -50918.14886 -38244.38483 72 -55520.95730 -50918.14886 73 -10930.65271 -55520.95730 74 -37610.37414 -10930.65271 75 1065.38109 -37610.37414 76 -95875.99225 1065.38109 77 127268.14098 -95875.99225 78 17077.56546 127268.14098 79 -16447.95423 17077.56546 80 -8161.67445 -16447.95423 81 166288.42369 -8161.67445 82 -48677.64688 166288.42369 83 45376.45704 -48677.64688 84 -26680.86341 45376.45704 85 -24820.06779 -26680.86341 86 -50252.23582 -24820.06779 87 120250.55257 -50252.23582 88 -92.30620 120250.55257 89 -7046.44779 -92.30620 90 -58895.99052 -7046.44779 91 43083.49223 -58895.99052 92 -23048.27077 43083.49223 93 -31828.83184 -23048.27077 94 -90752.74720 -31828.83184 95 -64182.35801 -90752.74720 96 10689.38162 -64182.35801 97 159102.49871 10689.38162 98 -61470.50129 159102.49871 99 -67053.41084 -61470.50129 100 -94011.87661 -67053.41084 101 -46583.60743 -94011.87661 102 -50422.87944 -46583.60743 103 -3001.73196 -50422.87944 104 -79007.79280 -3001.73196 105 -74964.58507 -79007.79280 106 -71292.12181 -74964.58507 107 -72430.25665 -71292.12181 108 -968.28391 -72430.25665 109 -21631.33243 -968.28391 110 -37084.37159 -21631.33243 111 -35818.09812 -37084.37159 112 -43557.75606 -35818.09812 113 -68451.84853 -43557.75606 114 19835.24377 -68451.84853 115 -40162.54564 19835.24377 116 236894.06240 -40162.54564 117 20217.29997 236894.06240 118 51495.00463 20217.29997 119 -43127.56933 51495.00463 120 5927.00000 -43127.56933 121 62408.49871 5927.00000 122 -62808.48031 62408.49871 123 232603.65618 -62808.48031 124 46661.49222 232603.65618 125 881.27787 46661.49222 126 99774.72841 881.27787 127 -54641.86740 99774.72841 128 199617.82877 -54641.86740 129 -2639.82341 199617.82877 130 -12065.64769 -2639.82341 131 -19133.81636 -12065.64769 132 78451.08476 -19133.81636 133 -33241.82031 78451.08476 134 -90234.13913 -33241.82031 135 -98537.03978 -90234.13913 136 -18552.29384 -98537.03978 137 -50488.03241 -18552.29384 138 100992.30242 -50488.03241 139 187449.45521 100992.30242 140 -77209.85324 187449.45521 141 -54893.06641 -77209.85324 142 45027.02892 -54893.06641 143 68193.68573 45027.02892 144 -59234.62579 68193.68573 145 -4792.27550 -59234.62579 146 -25977.06903 -4792.27550 147 -53987.21638 -25977.06903 148 -65713.78962 -53987.21638 149 -88530.75865 -65713.78962 150 -60635.66148 -88530.75865 151 -15299.26729 -60635.66148 152 -49747.18941 -15299.26729 153 -91237.99490 -49747.18941 154 -71564.95432 -91237.99490 155 -13504.34831 -71564.95432 156 -50031.99338 -13504.34831 157 -53545.56079 -50031.99338 158 -92081.29535 -53545.56079 159 -53556.98277 -92081.29535 160 -69279.21944 -53556.98277 161 -26966.70513 -69279.21944 162 -69947.22568 -26966.70513 163 -7583.70343 -69947.22568 164 -64835.06662 -7583.70343 165 -57728.87003 -64835.06662 166 -90587.84849 -57728.87003 167 -75750.65659 -90587.84849 168 -27850.15173 -75750.65659 169 -2431.73727 -27850.15173 170 -58831.80548 -2431.73727 171 -57352.28148 -58831.80548 172 -2970.76428 -57352.28148 173 -48004.39352 -2970.76428 174 -60111.56916 -48004.39352 175 -69875.92030 -60111.56916 176 -47929.64987 -69875.92030 177 -65522.95797 -47929.64987 178 -48454.84656 -65522.95797 179 -48619.48006 -48454.84656 180 -66162.95514 -48619.48006 181 18543.83549 -66162.95514 182 -58107.10346 18543.83549 183 -4158.24628 -58107.10346 184 75062.51670 -4158.24628 185 15201.89027 75062.51670 186 -76328.43892 15201.89027 187 -4437.10733 -76328.43892 188 -71532.78066 -4437.10733 189 -76274.68003 -71532.78066 190 -27976.26582 -76274.68003 191 -46475.58687 -27976.26582 192 -27200.59864 -46475.58687 193 -70516.54725 -27200.59864 194 -52334.47343 -70516.54725 195 -29068.13362 -52334.47343 196 34900.23572 -29068.13362 197 -52382.72476 34900.23572 198 12463.82439 -52382.72476 199 31564.32758 12463.82439 200 853.70020 31564.32758 201 -51019.88364 853.70020 202 -48215.66417 -51019.88364 203 -89704.85787 -48215.66417 204 -52109.17557 -89704.85787 205 -73334.41862 -52109.17557 206 -37593.63295 -73334.41862 207 -7095.18007 -37593.63295 208 -65803.28011 -7095.18007 209 -97691.74651 -65803.28011 210 84479.41528 -97691.74651 211 -9532.43820 84479.41528 212 -66.20562 -9532.43820 213 14478.77987 -66.20562 214 -44057.74592 14478.77987 215 -93797.16262 -44057.74592 216 142384.07176 -93797.16262 217 88917.49871 142384.07176 218 -28820.87672 88917.49871 219 23682.79303 -28820.87672 220 286580.79890 23682.79303 221 146555.49871 286580.79890 222 152376.30520 146555.49871 223 51064.49871 152376.30520 224 319.02475 51064.49871 225 246337.35870 319.02475 226 69526.75521 246337.35870 227 -28900.62448 69526.75521 228 -95413.31036 -28900.62448 229 -95392.59516 -95413.31036 230 125017.24353 -95392.59516 231 40408.24222 125017.24353 232 8157.26983 40408.24222 233 72582.23644 8157.26983 234 24383.83717 72582.23644 235 33178.15396 24383.83717 236 -42233.47393 33178.15396 237 37752.47031 -42233.47393 238 -81411.42534 37752.47031 239 64973.10569 -81411.42534 240 12151.81819 64973.10569 241 181360.56170 12151.81819 242 185241.98572 181360.56170 243 -22149.37798 185241.98572 244 -10995.22892 -22149.37798 245 -45195.92009 -10995.22892 246 -55766.60077 -45195.92009 247 59532.38410 -55766.60077 248 -51507.12735 59532.38410 249 -95947.02597 -51507.12735 250 48713.48705 -95947.02597 251 -41109.49869 48713.48705 252 243335.31799 -41109.49869 253 -57256.88273 243335.31799 254 641.61365 -57256.88273 255 17491.69315 641.61365 256 58208.47394 17491.69315 257 -41153.48701 58208.47394 258 -24559.08207 -41153.48701 259 105599.35742 -24559.08207 260 45641.29762 105599.35742 261 -23927.11617 45641.29762 262 -9115.67914 -23927.11617 263 -33996.32481 -9115.67914 264 -39730.84260 -33996.32481 265 -93430.06521 -39730.84260 266 91459.26707 -93430.06521 267 -34715.57767 91459.26707 268 -22317.43172 -34715.57767 269 -2996.73897 -22317.43172 270 -41448.74500 -2996.73897 271 -47531.86432 -41448.74500 272 -13732.11177 -47531.86432 273 83272.48142 -13732.11177 274 -27770.84878 83272.48142 275 -94000.01904 -27770.84878 276 52688.55018 -94000.01904 277 146324.84479 52688.55018 278 -3454.98830 146324.84479 279 -52917.20719 -3454.98830 280 -92635.10735 -52917.20719 281 -91499.82161 -92635.10735 282 138614.40592 -91499.82161 283 -46329.48920 138614.40592 284 150178.24998 -46329.48920 285 55936.07469 150178.24998 286 7664.74828 55936.07469 287 -22065.55107 7664.74828 288 -42662.74937 -22065.55107 289 NA -42662.74937 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -53377.26225 -30310.02521 [2,] 83795.32300 -53377.26225 [3,] -32975.14319 83795.32300 [4,] 73241.68123 -32975.14319 [5,] 25744.47287 73241.68123 [6,] -46175.16282 25744.47287 [7,] -41972.08854 -46175.16282 [8,] -99349.22917 -41972.08854 [9,] 37804.46130 -99349.22917 [10,] 174465.52469 37804.46130 [11,] -9218.46859 174465.52469 [12,] -104865.90227 -9218.46859 [13,] -98956.30502 -104865.90227 [14,] -99322.27126 -98956.30502 [15,] 109983.68825 -99322.27126 [16,] -29224.48999 109983.68825 [17,] -106093.58160 -29224.48999 [18,] 38838.84466 -106093.58160 [19,] -39592.33575 38838.84466 [20,] -39668.59245 -39592.33575 [21,] -26556.69427 -39668.59245 [22,] -98494.23674 -26556.69427 [23,] 129428.12128 -98494.23674 [24,] -30347.93440 129428.12128 [25,] 165428.22378 -30347.93440 [26,] 231779.86037 165428.22378 [27,] 16603.58768 231779.86037 [28,] 296009.21812 16603.58768 [29,] -77231.73180 296009.21812 [30,] -14454.53497 -77231.73180 [31,] -91110.21234 -14454.53497 [32,] -90490.34584 -91110.21234 [33,] -101148.68635 -90490.34584 [34,] 47718.61191 -101148.68635 [35,] 91414.53572 47718.61191 [36,] -20580.13118 91414.53572 [37,] -37783.97348 -20580.13118 [38,] 307750.53348 -37783.97348 [39,] -5607.98830 307750.53348 [40,] -37431.17312 -5607.98830 [41,] -13110.78747 -37431.17312 [42,] -23411.94633 -13110.78747 [43,] -78203.94011 -23411.94633 [44,] -40118.32276 -78203.94011 [45,] 160468.35145 -40118.32276 [46,] 159644.01170 160468.35145 [47,] 257162.01170 159644.01170 [48,] 19188.49871 257162.01170 [49,] 13018.21748 19188.49871 [50,] -18627.01638 13018.21748 [51,] 214078.83599 -18627.01638 [52,] 14045.35393 214078.83599 [53,] 168407.87543 14045.35393 [54,] -2340.35633 168407.87543 [55,] -11680.04262 -2340.35633 [56,] -47664.67634 -11680.04262 [57,] -36300.23325 -47664.67634 [58,] 22786.32631 -36300.23325 [59,] -37676.41986 22786.32631 [60,] 105937.20583 -37676.41986 [61,] -14477.14463 105937.20583 [62,] -24385.86258 -14477.14463 [63,] 30642.19849 -24385.86258 [64,] -22029.31591 30642.19849 [65,] 39714.48226 -22029.31591 [66,] -45342.21721 39714.48226 [67,] 292912.54570 -45342.21721 [68,] -23536.66766 292912.54570 [69,] -96584.95572 -23536.66766 [70,] -38244.38483 -96584.95572 [71,] -50918.14886 -38244.38483 [72,] -55520.95730 -50918.14886 [73,] -10930.65271 -55520.95730 [74,] -37610.37414 -10930.65271 [75,] 1065.38109 -37610.37414 [76,] -95875.99225 1065.38109 [77,] 127268.14098 -95875.99225 [78,] 17077.56546 127268.14098 [79,] -16447.95423 17077.56546 [80,] -8161.67445 -16447.95423 [81,] 166288.42369 -8161.67445 [82,] -48677.64688 166288.42369 [83,] 45376.45704 -48677.64688 [84,] -26680.86341 45376.45704 [85,] -24820.06779 -26680.86341 [86,] -50252.23582 -24820.06779 [87,] 120250.55257 -50252.23582 [88,] -92.30620 120250.55257 [89,] -7046.44779 -92.30620 [90,] -58895.99052 -7046.44779 [91,] 43083.49223 -58895.99052 [92,] -23048.27077 43083.49223 [93,] -31828.83184 -23048.27077 [94,] -90752.74720 -31828.83184 [95,] -64182.35801 -90752.74720 [96,] 10689.38162 -64182.35801 [97,] 159102.49871 10689.38162 [98,] -61470.50129 159102.49871 [99,] -67053.41084 -61470.50129 [100,] -94011.87661 -67053.41084 [101,] -46583.60743 -94011.87661 [102,] -50422.87944 -46583.60743 [103,] -3001.73196 -50422.87944 [104,] -79007.79280 -3001.73196 [105,] -74964.58507 -79007.79280 [106,] -71292.12181 -74964.58507 [107,] -72430.25665 -71292.12181 [108,] -968.28391 -72430.25665 [109,] -21631.33243 -968.28391 [110,] -37084.37159 -21631.33243 [111,] -35818.09812 -37084.37159 [112,] -43557.75606 -35818.09812 [113,] -68451.84853 -43557.75606 [114,] 19835.24377 -68451.84853 [115,] -40162.54564 19835.24377 [116,] 236894.06240 -40162.54564 [117,] 20217.29997 236894.06240 [118,] 51495.00463 20217.29997 [119,] -43127.56933 51495.00463 [120,] 5927.00000 -43127.56933 [121,] 62408.49871 5927.00000 [122,] -62808.48031 62408.49871 [123,] 232603.65618 -62808.48031 [124,] 46661.49222 232603.65618 [125,] 881.27787 46661.49222 [126,] 99774.72841 881.27787 [127,] -54641.86740 99774.72841 [128,] 199617.82877 -54641.86740 [129,] -2639.82341 199617.82877 [130,] -12065.64769 -2639.82341 [131,] -19133.81636 -12065.64769 [132,] 78451.08476 -19133.81636 [133,] -33241.82031 78451.08476 [134,] -90234.13913 -33241.82031 [135,] -98537.03978 -90234.13913 [136,] -18552.29384 -98537.03978 [137,] -50488.03241 -18552.29384 [138,] 100992.30242 -50488.03241 [139,] 187449.45521 100992.30242 [140,] -77209.85324 187449.45521 [141,] -54893.06641 -77209.85324 [142,] 45027.02892 -54893.06641 [143,] 68193.68573 45027.02892 [144,] -59234.62579 68193.68573 [145,] -4792.27550 -59234.62579 [146,] -25977.06903 -4792.27550 [147,] -53987.21638 -25977.06903 [148,] -65713.78962 -53987.21638 [149,] -88530.75865 -65713.78962 [150,] -60635.66148 -88530.75865 [151,] -15299.26729 -60635.66148 [152,] -49747.18941 -15299.26729 [153,] -91237.99490 -49747.18941 [154,] -71564.95432 -91237.99490 [155,] -13504.34831 -71564.95432 [156,] -50031.99338 -13504.34831 [157,] -53545.56079 -50031.99338 [158,] -92081.29535 -53545.56079 [159,] -53556.98277 -92081.29535 [160,] -69279.21944 -53556.98277 [161,] -26966.70513 -69279.21944 [162,] -69947.22568 -26966.70513 [163,] -7583.70343 -69947.22568 [164,] -64835.06662 -7583.70343 [165,] -57728.87003 -64835.06662 [166,] -90587.84849 -57728.87003 [167,] -75750.65659 -90587.84849 [168,] -27850.15173 -75750.65659 [169,] -2431.73727 -27850.15173 [170,] -58831.80548 -2431.73727 [171,] -57352.28148 -58831.80548 [172,] -2970.76428 -57352.28148 [173,] -48004.39352 -2970.76428 [174,] -60111.56916 -48004.39352 [175,] -69875.92030 -60111.56916 [176,] -47929.64987 -69875.92030 [177,] -65522.95797 -47929.64987 [178,] -48454.84656 -65522.95797 [179,] -48619.48006 -48454.84656 [180,] -66162.95514 -48619.48006 [181,] 18543.83549 -66162.95514 [182,] -58107.10346 18543.83549 [183,] -4158.24628 -58107.10346 [184,] 75062.51670 -4158.24628 [185,] 15201.89027 75062.51670 [186,] -76328.43892 15201.89027 [187,] -4437.10733 -76328.43892 [188,] -71532.78066 -4437.10733 [189,] -76274.68003 -71532.78066 [190,] -27976.26582 -76274.68003 [191,] -46475.58687 -27976.26582 [192,] -27200.59864 -46475.58687 [193,] -70516.54725 -27200.59864 [194,] -52334.47343 -70516.54725 [195,] -29068.13362 -52334.47343 [196,] 34900.23572 -29068.13362 [197,] -52382.72476 34900.23572 [198,] 12463.82439 -52382.72476 [199,] 31564.32758 12463.82439 [200,] 853.70020 31564.32758 [201,] -51019.88364 853.70020 [202,] -48215.66417 -51019.88364 [203,] -89704.85787 -48215.66417 [204,] -52109.17557 -89704.85787 [205,] -73334.41862 -52109.17557 [206,] -37593.63295 -73334.41862 [207,] -7095.18007 -37593.63295 [208,] -65803.28011 -7095.18007 [209,] -97691.74651 -65803.28011 [210,] 84479.41528 -97691.74651 [211,] -9532.43820 84479.41528 [212,] -66.20562 -9532.43820 [213,] 14478.77987 -66.20562 [214,] -44057.74592 14478.77987 [215,] -93797.16262 -44057.74592 [216,] 142384.07176 -93797.16262 [217,] 88917.49871 142384.07176 [218,] -28820.87672 88917.49871 [219,] 23682.79303 -28820.87672 [220,] 286580.79890 23682.79303 [221,] 146555.49871 286580.79890 [222,] 152376.30520 146555.49871 [223,] 51064.49871 152376.30520 [224,] 319.02475 51064.49871 [225,] 246337.35870 319.02475 [226,] 69526.75521 246337.35870 [227,] -28900.62448 69526.75521 [228,] -95413.31036 -28900.62448 [229,] -95392.59516 -95413.31036 [230,] 125017.24353 -95392.59516 [231,] 40408.24222 125017.24353 [232,] 8157.26983 40408.24222 [233,] 72582.23644 8157.26983 [234,] 24383.83717 72582.23644 [235,] 33178.15396 24383.83717 [236,] -42233.47393 33178.15396 [237,] 37752.47031 -42233.47393 [238,] -81411.42534 37752.47031 [239,] 64973.10569 -81411.42534 [240,] 12151.81819 64973.10569 [241,] 181360.56170 12151.81819 [242,] 185241.98572 181360.56170 [243,] -22149.37798 185241.98572 [244,] -10995.22892 -22149.37798 [245,] -45195.92009 -10995.22892 [246,] -55766.60077 -45195.92009 [247,] 59532.38410 -55766.60077 [248,] -51507.12735 59532.38410 [249,] -95947.02597 -51507.12735 [250,] 48713.48705 -95947.02597 [251,] -41109.49869 48713.48705 [252,] 243335.31799 -41109.49869 [253,] -57256.88273 243335.31799 [254,] 641.61365 -57256.88273 [255,] 17491.69315 641.61365 [256,] 58208.47394 17491.69315 [257,] -41153.48701 58208.47394 [258,] -24559.08207 -41153.48701 [259,] 105599.35742 -24559.08207 [260,] 45641.29762 105599.35742 [261,] -23927.11617 45641.29762 [262,] -9115.67914 -23927.11617 [263,] -33996.32481 -9115.67914 [264,] -39730.84260 -33996.32481 [265,] -93430.06521 -39730.84260 [266,] 91459.26707 -93430.06521 [267,] -34715.57767 91459.26707 [268,] -22317.43172 -34715.57767 [269,] -2996.73897 -22317.43172 [270,] -41448.74500 -2996.73897 [271,] -47531.86432 -41448.74500 [272,] -13732.11177 -47531.86432 [273,] 83272.48142 -13732.11177 [274,] -27770.84878 83272.48142 [275,] -94000.01904 -27770.84878 [276,] 52688.55018 -94000.01904 [277,] 146324.84479 52688.55018 [278,] -3454.98830 146324.84479 [279,] -52917.20719 -3454.98830 [280,] -92635.10735 -52917.20719 [281,] -91499.82161 -92635.10735 [282,] 138614.40592 -91499.82161 [283,] -46329.48920 138614.40592 [284,] 150178.24998 -46329.48920 [285,] 55936.07469 150178.24998 [286,] 7664.74828 55936.07469 [287,] -22065.55107 7664.74828 [288,] -42662.74937 -22065.55107 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -53377.26225 -30310.02521 2 83795.32300 -53377.26225 3 -32975.14319 83795.32300 4 73241.68123 -32975.14319 5 25744.47287 73241.68123 6 -46175.16282 25744.47287 7 -41972.08854 -46175.16282 8 -99349.22917 -41972.08854 9 37804.46130 -99349.22917 10 174465.52469 37804.46130 11 -9218.46859 174465.52469 12 -104865.90227 -9218.46859 13 -98956.30502 -104865.90227 14 -99322.27126 -98956.30502 15 109983.68825 -99322.27126 16 -29224.48999 109983.68825 17 -106093.58160 -29224.48999 18 38838.84466 -106093.58160 19 -39592.33575 38838.84466 20 -39668.59245 -39592.33575 21 -26556.69427 -39668.59245 22 -98494.23674 -26556.69427 23 129428.12128 -98494.23674 24 -30347.93440 129428.12128 25 165428.22378 -30347.93440 26 231779.86037 165428.22378 27 16603.58768 231779.86037 28 296009.21812 16603.58768 29 -77231.73180 296009.21812 30 -14454.53497 -77231.73180 31 -91110.21234 -14454.53497 32 -90490.34584 -91110.21234 33 -101148.68635 -90490.34584 34 47718.61191 -101148.68635 35 91414.53572 47718.61191 36 -20580.13118 91414.53572 37 -37783.97348 -20580.13118 38 307750.53348 -37783.97348 39 -5607.98830 307750.53348 40 -37431.17312 -5607.98830 41 -13110.78747 -37431.17312 42 -23411.94633 -13110.78747 43 -78203.94011 -23411.94633 44 -40118.32276 -78203.94011 45 160468.35145 -40118.32276 46 159644.01170 160468.35145 47 257162.01170 159644.01170 48 19188.49871 257162.01170 49 13018.21748 19188.49871 50 -18627.01638 13018.21748 51 214078.83599 -18627.01638 52 14045.35393 214078.83599 53 168407.87543 14045.35393 54 -2340.35633 168407.87543 55 -11680.04262 -2340.35633 56 -47664.67634 -11680.04262 57 -36300.23325 -47664.67634 58 22786.32631 -36300.23325 59 -37676.41986 22786.32631 60 105937.20583 -37676.41986 61 -14477.14463 105937.20583 62 -24385.86258 -14477.14463 63 30642.19849 -24385.86258 64 -22029.31591 30642.19849 65 39714.48226 -22029.31591 66 -45342.21721 39714.48226 67 292912.54570 -45342.21721 68 -23536.66766 292912.54570 69 -96584.95572 -23536.66766 70 -38244.38483 -96584.95572 71 -50918.14886 -38244.38483 72 -55520.95730 -50918.14886 73 -10930.65271 -55520.95730 74 -37610.37414 -10930.65271 75 1065.38109 -37610.37414 76 -95875.99225 1065.38109 77 127268.14098 -95875.99225 78 17077.56546 127268.14098 79 -16447.95423 17077.56546 80 -8161.67445 -16447.95423 81 166288.42369 -8161.67445 82 -48677.64688 166288.42369 83 45376.45704 -48677.64688 84 -26680.86341 45376.45704 85 -24820.06779 -26680.86341 86 -50252.23582 -24820.06779 87 120250.55257 -50252.23582 88 -92.30620 120250.55257 89 -7046.44779 -92.30620 90 -58895.99052 -7046.44779 91 43083.49223 -58895.99052 92 -23048.27077 43083.49223 93 -31828.83184 -23048.27077 94 -90752.74720 -31828.83184 95 -64182.35801 -90752.74720 96 10689.38162 -64182.35801 97 159102.49871 10689.38162 98 -61470.50129 159102.49871 99 -67053.41084 -61470.50129 100 -94011.87661 -67053.41084 101 -46583.60743 -94011.87661 102 -50422.87944 -46583.60743 103 -3001.73196 -50422.87944 104 -79007.79280 -3001.73196 105 -74964.58507 -79007.79280 106 -71292.12181 -74964.58507 107 -72430.25665 -71292.12181 108 -968.28391 -72430.25665 109 -21631.33243 -968.28391 110 -37084.37159 -21631.33243 111 -35818.09812 -37084.37159 112 -43557.75606 -35818.09812 113 -68451.84853 -43557.75606 114 19835.24377 -68451.84853 115 -40162.54564 19835.24377 116 236894.06240 -40162.54564 117 20217.29997 236894.06240 118 51495.00463 20217.29997 119 -43127.56933 51495.00463 120 5927.00000 -43127.56933 121 62408.49871 5927.00000 122 -62808.48031 62408.49871 123 232603.65618 -62808.48031 124 46661.49222 232603.65618 125 881.27787 46661.49222 126 99774.72841 881.27787 127 -54641.86740 99774.72841 128 199617.82877 -54641.86740 129 -2639.82341 199617.82877 130 -12065.64769 -2639.82341 131 -19133.81636 -12065.64769 132 78451.08476 -19133.81636 133 -33241.82031 78451.08476 134 -90234.13913 -33241.82031 135 -98537.03978 -90234.13913 136 -18552.29384 -98537.03978 137 -50488.03241 -18552.29384 138 100992.30242 -50488.03241 139 187449.45521 100992.30242 140 -77209.85324 187449.45521 141 -54893.06641 -77209.85324 142 45027.02892 -54893.06641 143 68193.68573 45027.02892 144 -59234.62579 68193.68573 145 -4792.27550 -59234.62579 146 -25977.06903 -4792.27550 147 -53987.21638 -25977.06903 148 -65713.78962 -53987.21638 149 -88530.75865 -65713.78962 150 -60635.66148 -88530.75865 151 -15299.26729 -60635.66148 152 -49747.18941 -15299.26729 153 -91237.99490 -49747.18941 154 -71564.95432 -91237.99490 155 -13504.34831 -71564.95432 156 -50031.99338 -13504.34831 157 -53545.56079 -50031.99338 158 -92081.29535 -53545.56079 159 -53556.98277 -92081.29535 160 -69279.21944 -53556.98277 161 -26966.70513 -69279.21944 162 -69947.22568 -26966.70513 163 -7583.70343 -69947.22568 164 -64835.06662 -7583.70343 165 -57728.87003 -64835.06662 166 -90587.84849 -57728.87003 167 -75750.65659 -90587.84849 168 -27850.15173 -75750.65659 169 -2431.73727 -27850.15173 170 -58831.80548 -2431.73727 171 -57352.28148 -58831.80548 172 -2970.76428 -57352.28148 173 -48004.39352 -2970.76428 174 -60111.56916 -48004.39352 175 -69875.92030 -60111.56916 176 -47929.64987 -69875.92030 177 -65522.95797 -47929.64987 178 -48454.84656 -65522.95797 179 -48619.48006 -48454.84656 180 -66162.95514 -48619.48006 181 18543.83549 -66162.95514 182 -58107.10346 18543.83549 183 -4158.24628 -58107.10346 184 75062.51670 -4158.24628 185 15201.89027 75062.51670 186 -76328.43892 15201.89027 187 -4437.10733 -76328.43892 188 -71532.78066 -4437.10733 189 -76274.68003 -71532.78066 190 -27976.26582 -76274.68003 191 -46475.58687 -27976.26582 192 -27200.59864 -46475.58687 193 -70516.54725 -27200.59864 194 -52334.47343 -70516.54725 195 -29068.13362 -52334.47343 196 34900.23572 -29068.13362 197 -52382.72476 34900.23572 198 12463.82439 -52382.72476 199 31564.32758 12463.82439 200 853.70020 31564.32758 201 -51019.88364 853.70020 202 -48215.66417 -51019.88364 203 -89704.85787 -48215.66417 204 -52109.17557 -89704.85787 205 -73334.41862 -52109.17557 206 -37593.63295 -73334.41862 207 -7095.18007 -37593.63295 208 -65803.28011 -7095.18007 209 -97691.74651 -65803.28011 210 84479.41528 -97691.74651 211 -9532.43820 84479.41528 212 -66.20562 -9532.43820 213 14478.77987 -66.20562 214 -44057.74592 14478.77987 215 -93797.16262 -44057.74592 216 142384.07176 -93797.16262 217 88917.49871 142384.07176 218 -28820.87672 88917.49871 219 23682.79303 -28820.87672 220 286580.79890 23682.79303 221 146555.49871 286580.79890 222 152376.30520 146555.49871 223 51064.49871 152376.30520 224 319.02475 51064.49871 225 246337.35870 319.02475 226 69526.75521 246337.35870 227 -28900.62448 69526.75521 228 -95413.31036 -28900.62448 229 -95392.59516 -95413.31036 230 125017.24353 -95392.59516 231 40408.24222 125017.24353 232 8157.26983 40408.24222 233 72582.23644 8157.26983 234 24383.83717 72582.23644 235 33178.15396 24383.83717 236 -42233.47393 33178.15396 237 37752.47031 -42233.47393 238 -81411.42534 37752.47031 239 64973.10569 -81411.42534 240 12151.81819 64973.10569 241 181360.56170 12151.81819 242 185241.98572 181360.56170 243 -22149.37798 185241.98572 244 -10995.22892 -22149.37798 245 -45195.92009 -10995.22892 246 -55766.60077 -45195.92009 247 59532.38410 -55766.60077 248 -51507.12735 59532.38410 249 -95947.02597 -51507.12735 250 48713.48705 -95947.02597 251 -41109.49869 48713.48705 252 243335.31799 -41109.49869 253 -57256.88273 243335.31799 254 641.61365 -57256.88273 255 17491.69315 641.61365 256 58208.47394 17491.69315 257 -41153.48701 58208.47394 258 -24559.08207 -41153.48701 259 105599.35742 -24559.08207 260 45641.29762 105599.35742 261 -23927.11617 45641.29762 262 -9115.67914 -23927.11617 263 -33996.32481 -9115.67914 264 -39730.84260 -33996.32481 265 -93430.06521 -39730.84260 266 91459.26707 -93430.06521 267 -34715.57767 91459.26707 268 -22317.43172 -34715.57767 269 -2996.73897 -22317.43172 270 -41448.74500 -2996.73897 271 -47531.86432 -41448.74500 272 -13732.11177 -47531.86432 273 83272.48142 -13732.11177 274 -27770.84878 83272.48142 275 -94000.01904 -27770.84878 276 52688.55018 -94000.01904 277 146324.84479 52688.55018 278 -3454.98830 146324.84479 279 -52917.20719 -3454.98830 280 -92635.10735 -52917.20719 281 -91499.82161 -92635.10735 282 138614.40592 -91499.82161 283 -46329.48920 138614.40592 284 150178.24998 -46329.48920 285 55936.07469 150178.24998 286 7664.74828 55936.07469 287 -22065.55107 7664.74828 288 -42662.74937 -22065.55107 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/7nrr81323609326.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8kmdj1323609326.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9tewz1323609326.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10uds11323609326.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/117hn41323609326.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/12fqey1323609326.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/139c671323609326.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/14uveh1323609326.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/15m5p61323609326.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/16s2pl1323609326.tab") + } > > try(system("convert tmp/1y61c1323609326.ps tmp/1y61c1323609326.png",intern=TRUE)) character(0) > try(system("convert tmp/26fht1323609326.ps tmp/26fht1323609326.png",intern=TRUE)) character(0) > try(system("convert tmp/37tom1323609326.ps tmp/37tom1323609326.png",intern=TRUE)) character(0) > try(system("convert tmp/4wy2a1323609326.ps tmp/4wy2a1323609326.png",intern=TRUE)) character(0) > try(system("convert tmp/5ijy81323609326.ps tmp/5ijy81323609326.png",intern=TRUE)) character(0) > try(system("convert tmp/6xho61323609326.ps tmp/6xho61323609326.png",intern=TRUE)) character(0) > try(system("convert tmp/7nrr81323609326.ps tmp/7nrr81323609326.png",intern=TRUE)) character(0) > try(system("convert tmp/8kmdj1323609326.ps tmp/8kmdj1323609326.png",intern=TRUE)) character(0) > try(system("convert tmp/9tewz1323609326.ps tmp/9tewz1323609326.png",intern=TRUE)) character(0) > try(system("convert tmp/10uds11323609326.ps tmp/10uds11323609326.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.690 0.270 7.979