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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+ ,dim=c(5
+ ,289)
+ ,dimnames=list(c('pageviews'
+ ,'time_in_rfc'
+ ,'logins'
+ ,'compendium_views_info'
+ ,'compendium_views_pr
')
+ ,1:289))
> y <- array(NA,dim=c(5,289),dimnames=list(c('pageviews','time_in_rfc','logins','compendium_views_info','compendium_views_pr
'),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
pageviews time_in_rfc logins compendium_views_info compendium_views_pr\r
1 1418 210907 56 396 81
2 869 120982 56 297 55
3 1530 176508 54 559 50
4 2172 179321 89 967 125
5 901 123185 40 270 40
6 463 52746 25 143 37
7 3201 385534 92 1562 63
8 371 33170 18 109 44
9 1192 101645 63 371 88
10 1583 149061 44 656 66
11 1439 165446 33 511 57
12 1764 237213 84 655 74
13 1495 173326 88 465 49
14 1373 133131 55 525 52
15 2187 258873 60 885 88
16 1491 180083 66 497 36
17 4041 324799 154 1436 108
18 1706 230964 53 612 43
19 2152 236785 119 865 75
20 1036 135473 41 385 32
21 1882 202925 61 567 44
22 1929 215147 58 639 85
23 2242 344297 75 963 86
24 1220 153935 33 398 56
25 1289 132943 40 410 50
26 2515 174724 92 966 135
27 2147 174415 100 801 63
28 2352 225548 112 892 81
29 1638 223632 73 513 52
30 1222 124817 40 469 44
31 1812 221698 45 683 113
32 1677 210767 60 643 39
33 1579 170266 62 535 73
34 1731 260561 75 625 48
35 807 84853 31 264 33
36 2452 294424 77 992 59
37 829 101011 34 238 41
38 1940 215641 46 818 69
39 2662 325107 99 937 64
40 186 7176 17 70 1
41 1499 167542 66 507 59
42 865 106408 30 260 32
43 1793 96560 76 503 129
44 2527 265769 146 927 37
45 2747 269651 67 1269 31
46 1324 149112 56 537 65
47 2702 175824 107 910 107
48 1383 152871 58 532 74
49 1179 111665 34 345 54
50 2099 116408 61 918 76
51 4308 362301 119 1635 715
52 918 78800 42 330 57
53 1831 183167 66 557 66
54 3373 277965 89 1178 106
55 1713 150629 44 740 54
56 1438 168809 66 452 32
57 496 24188 24 218 20
58 2253 329267 259 764 71
59 744 65029 17 255 21
60 1161 101097 64 454 70
61 2352 218946 41 866 112
62 2144 244052 68 574 66
63 4691 341570 168 1276 190
64 1112 103597 43 379 66
65 2694 233328 132 825 165
66 1973 256462 105 798 56
67 1769 206161 71 663 61
68 3148 311473 112 1069 53
69 2474 235800 94 921 127
70 2084 177939 82 858 63
71 1954 207176 70 711 38
72 1226 196553 57 503 50
73 1389 174184 53 382 52
74 1496 143246 103 464 42
75 2269 187559 121 717 76
76 1833 187681 62 690 67
77 1268 119016 52 462 50
78 1943 182192 52 657 53
79 893 73566 32 385 39
80 1762 194979 62 577 50
81 1403 167488 45 619 77
82 1425 143756 46 479 57
83 1857 275541 63 817 73
84 1840 243199 75 752 34
85 1502 182999 88 430 39
86 1441 135649 46 451 46
87 1420 152299 53 537 63
88 1416 120221 37 519 35
89 2970 346485 90 1000 106
90 1317 145790 63 637 43
91 1644 193339 78 465 47
92 870 80953 25 437 31
93 1654 122774 45 711 162
94 1054 130585 46 299 57
95 937 112611 41 248 36
96 3004 286468 144 1162 263
97 2008 241066 82 714 78
98 2547 148446 91 905 63
99 1885 204713 71 649 54
100 1626 182079 63 512 63
101 1468 140344 53 472 77
102 2445 220516 62 905 79
103 1964 243060 63 786 110
104 1381 162765 32 489 56
105 1369 182613 39 479 56
106 1659 232138 62 617 43
107 2888 265318 117 925 111
108 1290 85574 34 351 71
109 2845 310839 92 1144 62
110 1982 225060 93 669 56
111 1904 232317 54 707 74
112 1391 144966 144 458 60
113 602 43287 14 214 43
114 1743 155754 61 599 68
115 1559 164709 109 572 53
116 2014 201940 38 897 87
117 2143 235454 73 819 46
118 2146 220801 75 720 105
119 874 99466 50 273 32
120 1590 92661 61 508 133
121 1590 133328 55 506 79
122 1210 61361 77 451 51
123 2072 125930 75 699 207
124 1281 100750 72 407 67
125 1401 224549 50 465 47
126 834 82316 32 245 34
127 1105 102010 53 370 66
128 1272 101523 42 316 76
129 1944 243511 71 603 65
130 391 22938 10 154 9
131 761 41566 35 229 42
132 1605 152474 65 577 45
133 530 61857 25 192 25
134 1988 99923 66 617 115
135 1386 132487 41 411 97
136 2395 317394 86 975 53
137 387 21054 16 146 2
138 1742 209641 42 705 52
139 620 22648 19 184 44
140 449 31414 19 200 22
141 800 46698 45 274 35
142 1684 131698 65 502 74
143 1050 91735 35 382 103
144 2699 244749 95 964 144
145 1606 184510 49 537 60
146 1502 79863 37 438 134
147 1204 128423 64 369 89
148 1138 97839 38 417 42
149 568 38214 34 276 52
150 1459 151101 32 514 98
151 2158 272458 65 822 99
152 1111 172494 52 389 52
153 1421 108043 62 466 29
154 2833 328107 65 1255 125
155 1955 250579 83 694 106
156 2922 351067 95 1024 95
157 1002 158015 29 400 40
158 1060 98866 18 397 140
159 956 85439 33 350 43
160 2186 229242 247 719 128
161 3604 351619 139 1277 142
162 1035 84207 29 356 73
163 1417 120445 118 457 72
164 3261 324598 110 1402 128
165 1587 131069 67 600 61
166 1424 204271 42 480 73
167 1701 165543 65 595 148
168 1249 141722 94 436 64
169 946 116048 64 230 45
170 1926 250047 81 651 58
171 3352 299775 95 1367 97
172 1641 195838 67 564 50
173 2035 173260 63 716 37
174 2312 254488 83 747 50
175 1369 104389 45 467 105
176 1577 136084 30 671 69
177 2201 199476 70 861 46
178 961 92499 32 319 57
179 1900 224330 83 612 52
180 1254 135781 31 433 98
181 1335 74408 67 434 61
182 1597 81240 66 503 89
183 207 14688 10 85 0
184 1645 181633 70 564 48
185 2429 271856 103 824 91
186 151 7199 5 74 0
187 474 46660 20 259 7
188 141 17547 5 69 3
189 1639 133368 36 535 54
190 872 95227 34 239 70
191 1318 152601 48 438 36
192 1018 98146 40 459 37
193 1383 79619 43 426 123
194 1314 59194 31 288 247
195 1335 139942 42 498 46
196 1403 118612 46 454 72
197 910 72880 33 376 41
198 616 65475 18 225 24
199 1407 99643 55 555 45
200 771 71965 35 252 33
201 766 77272 59 208 27
202 473 49289 19 130 36
203 1376 135131 66 481 87
204 1232 108446 60 389 90
205 1521 89746 36 565 114
206 572 44296 25 173 31
207 1059 77648 47 278 45
208 1544 181528 54 609 69
209 1230 134019 53 422 51
210 1206 124064 40 445 34
211 1205 92630 40 387 60
212 1255 121848 39 339 45
213 613 52915 14 181 54
214 721 81872 45 245 25
215 1109 58981 36 384 38
216 740 53515 28 212 52
217 1126 60812 44 399 67
218 728 56375 30 229 74
219 689 65490 22 224 38
220 592 80949 17 203 30
221 995 76302 31 333 26
222 1613 104011 55 384 67
223 2048 98104 54 636 132
224 705 67989 21 185 42
225 301 30989 14 93 35
226 1803 135458 81 581 118
227 799 73504 35 248 68
228 861 63123 43 304 43
229 1186 61254 46 344 76
230 1451 74914 30 407 64
231 628 31774 23 170 48
232 1161 81437 38 312 64
233 1463 87186 54 507 56
234 742 50090 20 224 71
235 979 65745 53 340 75
236 675 56653 45 168 39
237 1241 158399 39 443 42
238 676 46455 20 204 39
239 1049 73624 24 367 93
240 620 38395 31 210 38
241 1081 91899 35 335 60
242 1688 139526 151 364 71
243 736 52164 52 178 52
244 617 51567 30 206 27
245 812 70551 31 279 59
246 1051 84856 29 387 40
247 1656 102538 57 490 79
248 705 86678 40 238 44
249 945 85709 44 343 65
250 554 34662 25 232 10
251 1597 150580 77 530 124
252 982 99611 35 291 81
253 222 19349 11 67 15
254 1212 99373 63 397 92
255 1143 86230 44 467 42
256 435 30837 19 178 10
257 532 31706 13 175 24
258 882 89806 42 299 64
259 608 62088 38 154 45
260 459 40151 29 106 22
261 578 27634 20 189 56
262 826 76990 27 194 94
263 509 37460 20 135 19
264 717 54157 19 201 35
265 637 49862 37 207 32
266 857 84337 26 280 35
267 830 64175 42 260 48
268 652 59382 49 227 49
269 707 119308 30 239 48
270 954 76702 49 333 62
271 1461 103425 67 428 96
272 672 70344 28 230 45
273 778 43410 19 292 63
274 1141 104838 49 350 71
275 680 62215 27 186 26
276 1090 69304 30 326 48
277 616 53117 22 155 29
278 285 19764 12 75 19
279 1145 86680 31 361 45
280 733 84105 20 261 45
281 888 77945 20 299 67
282 849 89113 39 300 30
283 1182 91005 29 450 36
284 528 40248 16 183 34
285 642 64187 27 238 36
286 947 50857 21 165 34
287 819 56613 19 234 37
288 757 62792 35 176 46
289 894 72535 14 329 44
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) time_in_rfc logins
1.107e+02 1.142e-03 3.230e+00
compendium_views_info `compendium_views_pr\r`
1.788e+00 1.322e+00
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-529.86 -84.86 -8.12 77.85 1115.44
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.107e+02 2.063e+01 5.364 1.69e-07 ***
time_in_rfc 1.142e-03 2.808e-04 4.067 6.17e-05 ***
logins 3.230e+00 4.194e-01 7.701 2.25e-13 ***
compendium_views_info 1.788e+00 8.281e-02 21.588 < 2e-16 ***
`compendium_views_pr\r` 1.322e+00 2.211e-01 5.977 6.82e-09 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 164.9 on 284 degrees of freedom
Multiple R-squared: 0.9506, Adjusted R-squared: 0.9499
F-statistic: 1365 on 4 and 284 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,] 0.22605152 4.521030e-01 7.739485e-01
[2,] 0.14541837 2.908367e-01 8.545816e-01
[3,] 0.10694076 2.138815e-01 8.930592e-01
[4,] 0.06424677 1.284935e-01 9.357532e-01
[5,] 0.03089438 6.178877e-02 9.691056e-01
[6,] 0.06849230 1.369846e-01 9.315077e-01
[7,] 0.04742373 9.484747e-02 9.525763e-01
[8,] 0.02707687 5.415373e-02 9.729231e-01
[9,] 0.02344937 4.689874e-02 9.765506e-01
[10,] 0.63959158 7.208168e-01 3.604084e-01
[11,] 0.58948794 8.210241e-01 4.105121e-01
[12,] 0.74672402 5.065520e-01 2.532760e-01
[13,] 0.68385476 6.322905e-01 3.161452e-01
[14,] 0.81430534 3.713893e-01 1.856947e-01
[15,] 0.81283441 3.743312e-01 1.871656e-01
[16,] 0.87510146 2.497971e-01 1.248985e-01
[17,] 0.85404545 2.919091e-01 1.459545e-01
[18,] 0.84431592 3.113682e-01 1.556841e-01
[19,] 0.81736453 3.652709e-01 1.826355e-01
[20,] 0.77386687 4.522663e-01 2.261331e-01
[21,] 0.73369878 5.326024e-01 2.663012e-01
[22,] 0.68462471 6.307506e-01 3.153753e-01
[23,] 0.63113984 7.377203e-01 3.688602e-01
[24,] 0.57716751 8.456650e-01 4.228325e-01
[25,] 0.52106856 9.578629e-01 4.789314e-01
[26,] 0.46718071 9.343614e-01 5.328193e-01
[27,] 0.42606954 8.521391e-01 5.739305e-01
[28,] 0.37220851 7.444170e-01 6.277915e-01
[29,] 0.32719426 6.543885e-01 6.728057e-01
[30,] 0.27986897 5.597379e-01 7.201310e-01
[31,] 0.24110437 4.822087e-01 7.588956e-01
[32,] 0.23347206 4.669441e-01 7.665279e-01
[33,] 0.20411208 4.082242e-01 7.958879e-01
[34,] 0.16880665 3.376133e-01 8.311934e-01
[35,] 0.14233029 2.846606e-01 8.576697e-01
[36,] 0.16445710 3.289142e-01 8.355429e-01
[37,] 0.14265174 2.853035e-01 8.573483e-01
[38,] 0.13407460 2.681492e-01 8.659254e-01
[39,] 0.13474940 2.694988e-01 8.652506e-01
[40,] 0.19434995 3.886999e-01 8.056501e-01
[41,] 0.18406137 3.681227e-01 8.159386e-01
[42,] 0.19008502 3.801700e-01 8.099150e-01
[43,] 0.16277126 3.255425e-01 8.372287e-01
[44,] 0.30363200 6.072640e-01 6.963680e-01
[45,] 0.27567521 5.513504e-01 7.243248e-01
[46,] 0.32208183 6.441637e-01 6.779182e-01
[47,] 0.71035117 5.792977e-01 2.896488e-01
[48,] 0.67648807 6.470239e-01 3.235119e-01
[49,] 0.64154130 7.169174e-01 3.584587e-01
[50,] 0.62648293 7.470341e-01 3.735171e-01
[51,] 0.92564041 1.487192e-01 7.435959e-02
[52,] 0.91004768 1.799046e-01 8.995232e-02
[53,] 0.90911696 1.817661e-01 9.088304e-02
[54,] 0.91314259 1.737148e-01 8.685741e-02
[55,] 0.97613476 4.773049e-02 2.386524e-02
[56,] 1.00000000 1.496137e-09 7.480684e-10
[57,] 1.00000000 2.670852e-09 1.335426e-09
[58,] 1.00000000 2.428333e-09 1.214166e-09
[59,] 1.00000000 1.147620e-09 5.738099e-10
[60,] 1.00000000 1.890833e-09 9.454166e-10
[61,] 1.00000000 3.816815e-10 1.908407e-10
[62,] 1.00000000 6.797935e-10 3.398967e-10
[63,] 1.00000000 9.908202e-10 4.954101e-10
[64,] 1.00000000 1.621124e-09 8.105618e-10
[65,] 1.00000000 8.698108e-10 4.349054e-10
[66,] 1.00000000 9.324049e-10 4.662025e-10
[67,] 1.00000000 1.638127e-09 8.190635e-10
[68,] 1.00000000 1.620042e-09 8.100209e-10
[69,] 1.00000000 2.830398e-09 1.415199e-09
[70,] 1.00000000 4.833397e-09 2.416698e-09
[71,] 1.00000000 3.454343e-09 1.727171e-09
[72,] 1.00000000 4.330611e-09 2.165306e-09
[73,] 1.00000000 5.284636e-09 2.642318e-09
[74,] 1.00000000 2.910879e-09 1.455439e-09
[75,] 1.00000000 4.466693e-09 2.233347e-09
[76,] 1.00000000 1.001274e-09 5.006368e-10
[77,] 1.00000000 9.823292e-10 4.911646e-10
[78,] 1.00000000 1.485871e-09 7.429353e-10
[79,] 1.00000000 1.498614e-09 7.493072e-10
[80,] 1.00000000 2.321382e-09 1.160691e-09
[81,] 1.00000000 3.473719e-09 1.736859e-09
[82,] 1.00000000 1.998946e-09 9.994728e-10
[83,] 1.00000000 3.155059e-10 1.577529e-10
[84,] 1.00000000 2.995900e-10 1.497950e-10
[85,] 1.00000000 1.867827e-10 9.339135e-11
[86,] 1.00000000 9.035310e-11 4.517655e-11
[87,] 1.00000000 1.534066e-10 7.670331e-11
[88,] 1.00000000 2.290485e-10 1.145243e-10
[89,] 1.00000000 1.744639e-11 8.723194e-12
[90,] 1.00000000 3.119582e-11 1.559791e-11
[91,] 1.00000000 9.716315e-12 4.858157e-12
[92,] 1.00000000 1.475145e-11 7.375723e-12
[93,] 1.00000000 2.016482e-11 1.008241e-11
[94,] 1.00000000 3.127975e-11 1.563987e-11
[95,] 1.00000000 3.207778e-11 1.603889e-11
[96,] 1.00000000 2.312917e-11 1.156458e-11
[97,] 1.00000000 4.012391e-11 2.006195e-11
[98,] 1.00000000 7.124214e-11 3.562107e-11
[99,] 1.00000000 1.139492e-10 5.697459e-11
[100,] 1.00000000 3.082410e-11 1.541205e-11
[101,] 1.00000000 1.311224e-11 6.556118e-12
[102,] 1.00000000 2.292542e-11 1.146271e-11
[103,] 1.00000000 3.727380e-11 1.863690e-11
[104,] 1.00000000 6.583103e-11 3.291551e-11
[105,] 1.00000000 3.659314e-11 1.829657e-11
[106,] 1.00000000 6.247721e-11 3.123860e-11
[107,] 1.00000000 8.804045e-11 4.402022e-11
[108,] 1.00000000 8.400640e-11 4.200320e-11
[109,] 1.00000000 6.552310e-11 3.276155e-11
[110,] 1.00000000 1.149692e-10 5.748460e-11
[111,] 1.00000000 1.588090e-10 7.940450e-11
[112,] 1.00000000 2.735945e-10 1.367972e-10
[113,] 1.00000000 4.085187e-10 2.042594e-10
[114,] 1.00000000 4.674575e-10 2.337287e-10
[115,] 1.00000000 7.002395e-10 3.501197e-10
[116,] 1.00000000 1.021932e-09 5.109661e-10
[117,] 1.00000000 1.734775e-09 8.673874e-10
[118,] 1.00000000 2.920291e-09 1.460145e-09
[119,] 1.00000000 4.590372e-09 2.295186e-09
[120,] 1.00000000 7.372493e-09 3.686246e-09
[121,] 1.00000000 3.734043e-09 1.867021e-09
[122,] 1.00000000 3.235279e-09 1.617640e-09
[123,] 1.00000000 5.150529e-09 2.575265e-09
[124,] 1.00000000 8.414055e-09 4.207027e-09
[125,] 0.99999999 1.361848e-08 6.809241e-09
[126,] 0.99999999 1.878797e-08 9.393985e-09
[127,] 1.00000000 6.902250e-09 3.451125e-09
[128,] 1.00000000 8.703831e-09 4.351915e-09
[129,] 1.00000000 8.850571e-09 4.425285e-09
[130,] 0.99999999 1.401147e-08 7.005734e-09
[131,] 0.99999999 2.062834e-08 1.031417e-08
[132,] 0.99999998 3.294209e-08 1.647105e-08
[133,] 0.99999998 3.656507e-08 1.828253e-08
[134,] 0.99999997 5.785609e-08 2.892804e-08
[135,] 0.99999998 3.630714e-08 1.815357e-08
[136,] 0.99999998 4.321970e-08 2.160985e-08
[137,] 0.99999997 6.436651e-08 3.218325e-08
[138,] 0.99999996 8.830495e-08 4.415248e-08
[139,] 0.99999996 7.065574e-08 3.532787e-08
[140,] 0.99999994 1.103424e-07 5.517122e-08
[141,] 0.99999991 1.767218e-07 8.836090e-08
[142,] 0.99999996 7.116243e-08 3.558122e-08
[143,] 0.99999994 1.136943e-07 5.684717e-08
[144,] 0.99999992 1.582461e-07 7.912307e-08
[145,] 0.99999991 1.895816e-07 9.479080e-08
[146,] 0.99999989 2.136074e-07 1.068037e-07
[147,] 0.99999998 3.496738e-08 1.748369e-08
[148,] 0.99999998 4.187740e-08 2.093870e-08
[149,] 0.99999997 5.168534e-08 2.584267e-08
[150,] 0.99999998 4.770362e-08 2.385181e-08
[151,] 0.99999998 3.214947e-08 1.607473e-08
[152,] 0.99999997 5.074490e-08 2.537245e-08
[153,] 1.00000000 1.244473e-09 6.222363e-10
[154,] 1.00000000 1.589965e-09 7.949827e-10
[155,] 1.00000000 2.721830e-09 1.360915e-09
[156,] 1.00000000 2.386006e-09 1.193003e-09
[157,] 1.00000000 1.682762e-10 8.413808e-11
[158,] 1.00000000 2.478004e-10 1.239002e-10
[159,] 1.00000000 4.336469e-10 2.168234e-10
[160,] 1.00000000 3.321893e-10 1.660947e-10
[161,] 1.00000000 1.096430e-10 5.482149e-11
[162,] 1.00000000 1.977512e-10 9.887560e-11
[163,] 1.00000000 3.493122e-10 1.746561e-10
[164,] 1.00000000 3.711526e-10 1.855763e-10
[165,] 1.00000000 6.493144e-10 3.246572e-10
[166,] 1.00000000 5.660185e-10 2.830092e-10
[167,] 1.00000000 2.978857e-10 1.489428e-10
[168,] 1.00000000 4.867158e-10 2.433579e-10
[169,] 1.00000000 5.657271e-10 2.828635e-10
[170,] 1.00000000 9.890467e-10 4.945234e-10
[171,] 1.00000000 1.755761e-09 8.778803e-10
[172,] 1.00000000 2.594658e-09 1.297329e-09
[173,] 1.00000000 4.057491e-09 2.028746e-09
[174,] 1.00000000 6.859560e-09 3.429780e-09
[175,] 1.00000000 9.022590e-09 4.511295e-09
[176,] 0.99999999 1.446814e-08 7.234069e-09
[177,] 0.99999999 2.489409e-08 1.244704e-08
[178,] 0.99999998 4.127913e-08 2.063956e-08
[179,] 0.99999997 6.312188e-08 3.156094e-08
[180,] 0.99999998 3.749564e-08 1.874782e-08
[181,] 0.99999997 5.277169e-08 2.638584e-08
[182,] 0.99999999 2.530927e-08 1.265463e-08
[183,] 0.99999998 4.343326e-08 2.171663e-08
[184,] 0.99999997 6.564833e-08 3.282417e-08
[185,] 0.99999998 3.134106e-08 1.567053e-08
[186,] 0.99999998 4.950638e-08 2.475319e-08
[187,] 0.99999997 6.891149e-08 3.445574e-08
[188,] 0.99999994 1.161176e-07 5.805880e-08
[189,] 0.99999991 1.717165e-07 8.585824e-08
[190,] 0.99999991 1.781966e-07 8.909829e-08
[191,] 0.99999985 2.904994e-07 1.452497e-07
[192,] 0.99999982 3.614905e-07 1.807452e-07
[193,] 0.99999970 6.004520e-07 3.002260e-07
[194,] 0.99999950 9.930199e-07 4.965099e-07
[195,] 0.99999918 1.642049e-06 8.210245e-07
[196,] 0.99999912 1.762513e-06 8.812564e-07
[197,] 0.99999870 2.608391e-06 1.304195e-06
[198,] 0.99999829 3.429706e-06 1.714853e-06
[199,] 0.99999721 5.589576e-06 2.794788e-06
[200,] 0.99999723 5.535013e-06 2.767507e-06
[201,] 0.99999816 3.681366e-06 1.840683e-06
[202,] 0.99999728 5.437434e-06 2.718717e-06
[203,] 0.99999593 8.143916e-06 4.071958e-06
[204,] 0.99999375 1.250575e-05 6.252876e-06
[205,] 0.99999647 7.062264e-06 3.531132e-06
[206,] 0.99999425 1.150899e-05 5.754497e-06
[207,] 0.99999221 1.557302e-05 7.786508e-06
[208,] 0.99998788 2.424618e-05 1.212309e-05
[209,] 0.99998098 3.804199e-05 1.902099e-05
[210,] 0.99997350 5.299184e-05 2.649592e-05
[211,] 0.99996280 7.439408e-05 3.719704e-05
[212,] 0.99994171 1.165867e-04 5.829337e-05
[213,] 0.99991201 1.759811e-04 8.799054e-05
[214,] 0.99987317 2.536653e-04 1.268327e-04
[215,] 0.99999543 9.135213e-06 4.567607e-06
[216,] 0.99999774 4.513887e-06 2.256944e-06
[217,] 0.99999682 6.363940e-06 3.181970e-06
[218,] 0.99999543 9.141727e-06 4.570864e-06
[219,] 0.99999241 1.518256e-05 7.591280e-06
[220,] 0.99998815 2.370291e-05 1.185146e-05
[221,] 0.99998342 3.315531e-05 1.657766e-05
[222,] 0.99997873 4.254520e-05 2.127260e-05
[223,] 0.99999843 3.142659e-06 1.571330e-06
[224,] 0.99999736 5.272707e-06 2.636354e-06
[225,] 0.99999853 2.934599e-06 1.467299e-06
[226,] 0.99999784 4.319679e-06 2.159840e-06
[227,] 0.99999614 7.715769e-06 3.857885e-06
[228,] 0.99999525 9.507709e-06 4.753855e-06
[229,] 0.99999149 1.702296e-05 8.511482e-06
[230,] 0.99998514 2.971586e-05 1.485793e-05
[231,] 0.99997562 4.875291e-05 2.437645e-05
[232,] 0.99995801 8.398458e-05 4.199229e-05
[233,] 0.99993447 1.310575e-04 6.552873e-05
[234,] 0.99990420 1.916091e-04 9.580456e-05
[235,] 0.99994778 1.044471e-04 5.222353e-05
[236,] 0.99991741 1.651888e-04 8.259442e-05
[237,] 0.99986154 2.769225e-04 1.384613e-04
[238,] 0.99979596 4.080891e-04 2.040446e-04
[239,] 0.99965826 6.834775e-04 3.417387e-04
[240,] 0.99993810 1.238026e-04 6.190128e-05
[241,] 0.99991678 1.664485e-04 8.322423e-05
[242,] 0.99989010 2.197910e-04 1.098955e-04
[243,] 0.99983842 3.231631e-04 1.615816e-04
[244,] 0.99973172 5.365619e-04 2.682809e-04
[245,] 0.99953614 9.277123e-04 4.638562e-04
[246,] 0.99936422 1.271570e-03 6.357848e-04
[247,] 0.99896228 2.075436e-03 1.037718e-03
[248,] 0.99860712 2.785769e-03 1.392884e-03
[249,] 0.99827874 3.442511e-03 1.721256e-03
[250,] 0.99718367 5.632652e-03 2.816326e-03
[251,] 0.99626265 7.474701e-03 3.737351e-03
[252,] 0.99399244 1.201513e-02 6.007563e-03
[253,] 0.99041916 1.916167e-02 9.580835e-03
[254,] 0.98729618 2.540764e-02 1.270382e-02
[255,] 0.98082177 3.835645e-02 1.917823e-02
[256,] 0.97099314 5.801373e-02 2.900686e-02
[257,] 0.95978012 8.043975e-02 4.021988e-02
[258,] 0.94567777 1.086445e-01 5.432223e-02
[259,] 0.92200076 1.559985e-01 7.799924e-02
[260,] 0.89175881 2.164824e-01 1.082412e-01
[261,] 0.91709552 1.658090e-01 8.290448e-02
[262,] 0.89930390 2.013922e-01 1.006961e-01
[263,] 0.89810513 2.037897e-01 1.018949e-01
[264,] 0.85626010 2.874798e-01 1.437399e-01
[265,] 0.83573925 3.285215e-01 1.642608e-01
[266,] 0.81951924 3.609615e-01 1.804808e-01
[267,] 0.76375694 4.724861e-01 2.362431e-01
[268,] 0.68194921 6.361016e-01 3.180508e-01
[269,] 0.60037283 7.992543e-01 3.996272e-01
[270,] 0.49501278 9.900256e-01 5.049872e-01
[271,] 0.44580927 8.916185e-01 5.541907e-01
[272,] 0.40041641 8.008328e-01 5.995836e-01
[273,] 0.31358338 6.271668e-01 6.864166e-01
[274,] 0.19411203 3.882241e-01 8.058880e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1fou51323869937.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2adey1323869937.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3sao21323869937.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4dxhg1323869937.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5zsi11323869937.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
70.5954459 -164.3476282 -22.0701060 -324.8028002 -15.0990021 -93.1979751
7 8 9 10 11 12
-522.7540610 -88.7005650 -17.7662830 -99.9696923 43.9443417 -157.6335772
13 14 15 16 17 18
6.1171819 -74.6149503 -111.5254486 25.4272513 352.1547356 9.4622565
19 20 21 22 23 24
-258.9108540 -92.3718311 270.7756007 130.6073420 -339.3403582 41.4190834
25 26 27 28 29 30
98.2676571 2.3308636 -1.0357362 -79.6638761 50.3273158 -56.9921363
31 32 33 34 35 36
-67.5515898 -69.2058389 20.7294827 -100.2450781 -16.2698544 -94.9903271
37 38 39 40 41 42
13.4906515 -119.0450360 100.6221148 -114.2317559 -0.5209707 28.8105582
43 44 45 46 47 48
256.9010713 -64.8323253 -197.5710892 -183.7317019 276.7428609 -138.4409170
49 50 51 52 53 54
142.8615280 -83.1561082 -468.5985827 -83.5853071 214.9974380 411.4360006
55 56 57 58 59 60
-106.0642414 71.0358063 -135.9542422 -529.8616782 20.5375379 -175.9562054
61 62 63 64 65 66
162.6919801 421.6014788 1115.4356612 -20.6289226 197.6144565 -270.2889644
67 68 69 70 71 72
-72.2989939 338.7778884 -23.8760976 -111.8234292 59.3608241 -258.5472343
73 74 75 76 77 78
156.5851992 4.0704708 171.1095578 -14.3193114 -38.5377547 211.7419797
79 80 81 82 83 84
-144.8421841 130.8162436 -252.6423122 69.9393420 -328.8693396 -179.9424133
85 86 87 88 89 90
77.8518795 159.7914906 -79.0399302 74.4585064 245.1404853 -359.2345727
91 92 93 94 95 96
167.1968313 -236.0575521 -227.3671767 35.7612583 74.3643428 -323.7964043
97 98 99 100 101 102
-22.3332200 271.7788132 79.6333190 105.3382756 80.3107169 159.9703505
103 104 105 106 107 108
-178.2495827 32.8863211 -6.5163410 -76.8838871 296.1196242 250.4711554
109 110 111 112 113 114
-44.8731002 43.9431467 -8.1093426 -248.3728782 -42.7199744 96.7339674
115 116 117 118 119 120
-184.4277219 -168.5709347 2.7318792 115.0131555 -42.0923788 92.5748801
121 122 123 124 125 126
140.4421806 -93.0794268 52.1180580 6.5873400 -21.0228746 43.0421799
127 128 129 130 131 132
-42.0238201 244.3757921 162.0102041 -65.3640054 24.9299875 19.2871096
133 134 135 136 137 138
-108.3408148 295.0663581 128.6560006 -168.9752739 -63.0374884 -72.8010783
139 140 141 142 143 144
35.0148273 -145.5254420 -45.4217183 217.7661476 -97.5043690 88.3359481
145 146 147 148 149 150
87.0500995 220.5191779 -37.3297100 -8.1158465 -258.2471047 24.0111601
151 152 153 154 155 156
-74.1069215 -128.7682838 115.3027603 -271.0871502 -90.6809984 147.3923606
157 158 159 160 161 162
-150.7524267 -116.4597258 -41.3525213 -438.7380807 172.2661751 1.5994334
163 164 165 166 167 168
-124.4640737 -251.1628296 -42.9836727 -10.1992562 -67.9436766 -191.1428309
169 170 171 172 173 174
25.4396951 27.6918101 20.1737174 15.9262418 194.0926755 241.1180240
175 176 177 178 179 180
20.1513878 -76.7109971 36.4357734 -4.2724585 102.2560361 -15.4600064
181 182 183 184 185 186
66.4880775 163.5610625 -104.6980208 29.1063084 81.8514231 -116.3312004
187 188 189 190 191 192
-226.8174171 -133.1778677 231.9580215 22.9834256 47.4240389 -203.3991680
193 194 195 196 197 198
118.4093925 194.3132963 -22.2132272 101.5276318 -116.8425868 -61.5368329
199 200 201 202 203 204
-46.7412284 -29.0151870 -31.0025808 -35.3101975 -77.0250228 -10.6667652
205 206 207 208 209 210
30.8601862 -20.2457950 151.3993765 -128.2972211 -26.7203132 -16.0123828
211 212 213 214 215 216
88.2156107 213.7019281 1.7372122 -99.5417352 78.0083397 30.0627370
217 218 219 220 221 222
1.9384575 -51.1287151 -18.1873334 -68.5838131 67.4009032 430.8824942
223 224 225 226 227 228
339.4673839 62.6197974 -102.7938609 81.4219466 -41.8785409 -60.9263927
229 230 231 232 233 234
141.4006767 345.7090165 39.4126521 192.2476755 97.9872200 15.2499807
235 236 237 238 239 240
-84.8645828 2.4116800 -23.9997778 31.4463385 -2.2599230 -60.2775189
241 242 243 244 245 246
74.1567220 185.7350499 10.8744060 -53.4055238 -56.1096109 5.0537397
247 248 249 250 251 252
263.7555213 -117.4800329 -104.7487643 -104.9590506 -45.6921189 17.2506381
253 254 255 256 257 258
-85.8980424 -46.9363947 -98.6158025 -103.6788277 -1.4329912 -85.9910568
259 260 261 262 263 264
-31.0914308 -9.7627061 -40.7076022 69.1483007 24.5009135 77.5276490
265 266 267 268 269 270
-62.4611899 19.2221975 -17.8497549 -155.3115796 -127.5295498 -79.7673666
271 272 273 274 275 276
123.8129666 -80.0868958 -48.8775287 32.8094937 44.1952563 157.0624473
277 278 279 280 281 282
58.1881950 -46.1893440 130.3818748 -64.3855172 0.6448614 -65.3637455
283 284 285 286 287 288
21.6943594 -52.3963596 -102.2311436 370.5148452 115.0865689 86.1434511
289
8.9696911
> postscript(file="/var/wessaorg/rcomp/tmp/6zfnw1323869937.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 70.5954459 NA
1 -164.3476282 70.5954459
2 -22.0701060 -164.3476282
3 -324.8028002 -22.0701060
4 -15.0990021 -324.8028002
5 -93.1979751 -15.0990021
6 -522.7540610 -93.1979751
7 -88.7005650 -522.7540610
8 -17.7662830 -88.7005650
9 -99.9696923 -17.7662830
10 43.9443417 -99.9696923
11 -157.6335772 43.9443417
12 6.1171819 -157.6335772
13 -74.6149503 6.1171819
14 -111.5254486 -74.6149503
15 25.4272513 -111.5254486
16 352.1547356 25.4272513
17 9.4622565 352.1547356
18 -258.9108540 9.4622565
19 -92.3718311 -258.9108540
20 270.7756007 -92.3718311
21 130.6073420 270.7756007
22 -339.3403582 130.6073420
23 41.4190834 -339.3403582
24 98.2676571 41.4190834
25 2.3308636 98.2676571
26 -1.0357362 2.3308636
27 -79.6638761 -1.0357362
28 50.3273158 -79.6638761
29 -56.9921363 50.3273158
30 -67.5515898 -56.9921363
31 -69.2058389 -67.5515898
32 20.7294827 -69.2058389
33 -100.2450781 20.7294827
34 -16.2698544 -100.2450781
35 -94.9903271 -16.2698544
36 13.4906515 -94.9903271
37 -119.0450360 13.4906515
38 100.6221148 -119.0450360
39 -114.2317559 100.6221148
40 -0.5209707 -114.2317559
41 28.8105582 -0.5209707
42 256.9010713 28.8105582
43 -64.8323253 256.9010713
44 -197.5710892 -64.8323253
45 -183.7317019 -197.5710892
46 276.7428609 -183.7317019
47 -138.4409170 276.7428609
48 142.8615280 -138.4409170
49 -83.1561082 142.8615280
50 -468.5985827 -83.1561082
51 -83.5853071 -468.5985827
52 214.9974380 -83.5853071
53 411.4360006 214.9974380
54 -106.0642414 411.4360006
55 71.0358063 -106.0642414
56 -135.9542422 71.0358063
57 -529.8616782 -135.9542422
58 20.5375379 -529.8616782
59 -175.9562054 20.5375379
60 162.6919801 -175.9562054
61 421.6014788 162.6919801
62 1115.4356612 421.6014788
63 -20.6289226 1115.4356612
64 197.6144565 -20.6289226
65 -270.2889644 197.6144565
66 -72.2989939 -270.2889644
67 338.7778884 -72.2989939
68 -23.8760976 338.7778884
69 -111.8234292 -23.8760976
70 59.3608241 -111.8234292
71 -258.5472343 59.3608241
72 156.5851992 -258.5472343
73 4.0704708 156.5851992
74 171.1095578 4.0704708
75 -14.3193114 171.1095578
76 -38.5377547 -14.3193114
77 211.7419797 -38.5377547
78 -144.8421841 211.7419797
79 130.8162436 -144.8421841
80 -252.6423122 130.8162436
81 69.9393420 -252.6423122
82 -328.8693396 69.9393420
83 -179.9424133 -328.8693396
84 77.8518795 -179.9424133
85 159.7914906 77.8518795
86 -79.0399302 159.7914906
87 74.4585064 -79.0399302
88 245.1404853 74.4585064
89 -359.2345727 245.1404853
90 167.1968313 -359.2345727
91 -236.0575521 167.1968313
92 -227.3671767 -236.0575521
93 35.7612583 -227.3671767
94 74.3643428 35.7612583
95 -323.7964043 74.3643428
96 -22.3332200 -323.7964043
97 271.7788132 -22.3332200
98 79.6333190 271.7788132
99 105.3382756 79.6333190
100 80.3107169 105.3382756
101 159.9703505 80.3107169
102 -178.2495827 159.9703505
103 32.8863211 -178.2495827
104 -6.5163410 32.8863211
105 -76.8838871 -6.5163410
106 296.1196242 -76.8838871
107 250.4711554 296.1196242
108 -44.8731002 250.4711554
109 43.9431467 -44.8731002
110 -8.1093426 43.9431467
111 -248.3728782 -8.1093426
112 -42.7199744 -248.3728782
113 96.7339674 -42.7199744
114 -184.4277219 96.7339674
115 -168.5709347 -184.4277219
116 2.7318792 -168.5709347
117 115.0131555 2.7318792
118 -42.0923788 115.0131555
119 92.5748801 -42.0923788
120 140.4421806 92.5748801
121 -93.0794268 140.4421806
122 52.1180580 -93.0794268
123 6.5873400 52.1180580
124 -21.0228746 6.5873400
125 43.0421799 -21.0228746
126 -42.0238201 43.0421799
127 244.3757921 -42.0238201
128 162.0102041 244.3757921
129 -65.3640054 162.0102041
130 24.9299875 -65.3640054
131 19.2871096 24.9299875
132 -108.3408148 19.2871096
133 295.0663581 -108.3408148
134 128.6560006 295.0663581
135 -168.9752739 128.6560006
136 -63.0374884 -168.9752739
137 -72.8010783 -63.0374884
138 35.0148273 -72.8010783
139 -145.5254420 35.0148273
140 -45.4217183 -145.5254420
141 217.7661476 -45.4217183
142 -97.5043690 217.7661476
143 88.3359481 -97.5043690
144 87.0500995 88.3359481
145 220.5191779 87.0500995
146 -37.3297100 220.5191779
147 -8.1158465 -37.3297100
148 -258.2471047 -8.1158465
149 24.0111601 -258.2471047
150 -74.1069215 24.0111601
151 -128.7682838 -74.1069215
152 115.3027603 -128.7682838
153 -271.0871502 115.3027603
154 -90.6809984 -271.0871502
155 147.3923606 -90.6809984
156 -150.7524267 147.3923606
157 -116.4597258 -150.7524267
158 -41.3525213 -116.4597258
159 -438.7380807 -41.3525213
160 172.2661751 -438.7380807
161 1.5994334 172.2661751
162 -124.4640737 1.5994334
163 -251.1628296 -124.4640737
164 -42.9836727 -251.1628296
165 -10.1992562 -42.9836727
166 -67.9436766 -10.1992562
167 -191.1428309 -67.9436766
168 25.4396951 -191.1428309
169 27.6918101 25.4396951
170 20.1737174 27.6918101
171 15.9262418 20.1737174
172 194.0926755 15.9262418
173 241.1180240 194.0926755
174 20.1513878 241.1180240
175 -76.7109971 20.1513878
176 36.4357734 -76.7109971
177 -4.2724585 36.4357734
178 102.2560361 -4.2724585
179 -15.4600064 102.2560361
180 66.4880775 -15.4600064
181 163.5610625 66.4880775
182 -104.6980208 163.5610625
183 29.1063084 -104.6980208
184 81.8514231 29.1063084
185 -116.3312004 81.8514231
186 -226.8174171 -116.3312004
187 -133.1778677 -226.8174171
188 231.9580215 -133.1778677
189 22.9834256 231.9580215
190 47.4240389 22.9834256
191 -203.3991680 47.4240389
192 118.4093925 -203.3991680
193 194.3132963 118.4093925
194 -22.2132272 194.3132963
195 101.5276318 -22.2132272
196 -116.8425868 101.5276318
197 -61.5368329 -116.8425868
198 -46.7412284 -61.5368329
199 -29.0151870 -46.7412284
200 -31.0025808 -29.0151870
201 -35.3101975 -31.0025808
202 -77.0250228 -35.3101975
203 -10.6667652 -77.0250228
204 30.8601862 -10.6667652
205 -20.2457950 30.8601862
206 151.3993765 -20.2457950
207 -128.2972211 151.3993765
208 -26.7203132 -128.2972211
209 -16.0123828 -26.7203132
210 88.2156107 -16.0123828
211 213.7019281 88.2156107
212 1.7372122 213.7019281
213 -99.5417352 1.7372122
214 78.0083397 -99.5417352
215 30.0627370 78.0083397
216 1.9384575 30.0627370
217 -51.1287151 1.9384575
218 -18.1873334 -51.1287151
219 -68.5838131 -18.1873334
220 67.4009032 -68.5838131
221 430.8824942 67.4009032
222 339.4673839 430.8824942
223 62.6197974 339.4673839
224 -102.7938609 62.6197974
225 81.4219466 -102.7938609
226 -41.8785409 81.4219466
227 -60.9263927 -41.8785409
228 141.4006767 -60.9263927
229 345.7090165 141.4006767
230 39.4126521 345.7090165
231 192.2476755 39.4126521
232 97.9872200 192.2476755
233 15.2499807 97.9872200
234 -84.8645828 15.2499807
235 2.4116800 -84.8645828
236 -23.9997778 2.4116800
237 31.4463385 -23.9997778
238 -2.2599230 31.4463385
239 -60.2775189 -2.2599230
240 74.1567220 -60.2775189
241 185.7350499 74.1567220
242 10.8744060 185.7350499
243 -53.4055238 10.8744060
244 -56.1096109 -53.4055238
245 5.0537397 -56.1096109
246 263.7555213 5.0537397
247 -117.4800329 263.7555213
248 -104.7487643 -117.4800329
249 -104.9590506 -104.7487643
250 -45.6921189 -104.9590506
251 17.2506381 -45.6921189
252 -85.8980424 17.2506381
253 -46.9363947 -85.8980424
254 -98.6158025 -46.9363947
255 -103.6788277 -98.6158025
256 -1.4329912 -103.6788277
257 -85.9910568 -1.4329912
258 -31.0914308 -85.9910568
259 -9.7627061 -31.0914308
260 -40.7076022 -9.7627061
261 69.1483007 -40.7076022
262 24.5009135 69.1483007
263 77.5276490 24.5009135
264 -62.4611899 77.5276490
265 19.2221975 -62.4611899
266 -17.8497549 19.2221975
267 -155.3115796 -17.8497549
268 -127.5295498 -155.3115796
269 -79.7673666 -127.5295498
270 123.8129666 -79.7673666
271 -80.0868958 123.8129666
272 -48.8775287 -80.0868958
273 32.8094937 -48.8775287
274 44.1952563 32.8094937
275 157.0624473 44.1952563
276 58.1881950 157.0624473
277 -46.1893440 58.1881950
278 130.3818748 -46.1893440
279 -64.3855172 130.3818748
280 0.6448614 -64.3855172
281 -65.3637455 0.6448614
282 21.6943594 -65.3637455
283 -52.3963596 21.6943594
284 -102.2311436 -52.3963596
285 370.5148452 -102.2311436
286 115.0865689 370.5148452
287 86.1434511 115.0865689
288 8.9696911 86.1434511
289 NA 8.9696911
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -164.3476282 70.5954459
[2,] -22.0701060 -164.3476282
[3,] -324.8028002 -22.0701060
[4,] -15.0990021 -324.8028002
[5,] -93.1979751 -15.0990021
[6,] -522.7540610 -93.1979751
[7,] -88.7005650 -522.7540610
[8,] -17.7662830 -88.7005650
[9,] -99.9696923 -17.7662830
[10,] 43.9443417 -99.9696923
[11,] -157.6335772 43.9443417
[12,] 6.1171819 -157.6335772
[13,] -74.6149503 6.1171819
[14,] -111.5254486 -74.6149503
[15,] 25.4272513 -111.5254486
[16,] 352.1547356 25.4272513
[17,] 9.4622565 352.1547356
[18,] -258.9108540 9.4622565
[19,] -92.3718311 -258.9108540
[20,] 270.7756007 -92.3718311
[21,] 130.6073420 270.7756007
[22,] -339.3403582 130.6073420
[23,] 41.4190834 -339.3403582
[24,] 98.2676571 41.4190834
[25,] 2.3308636 98.2676571
[26,] -1.0357362 2.3308636
[27,] -79.6638761 -1.0357362
[28,] 50.3273158 -79.6638761
[29,] -56.9921363 50.3273158
[30,] -67.5515898 -56.9921363
[31,] -69.2058389 -67.5515898
[32,] 20.7294827 -69.2058389
[33,] -100.2450781 20.7294827
[34,] -16.2698544 -100.2450781
[35,] -94.9903271 -16.2698544
[36,] 13.4906515 -94.9903271
[37,] -119.0450360 13.4906515
[38,] 100.6221148 -119.0450360
[39,] -114.2317559 100.6221148
[40,] -0.5209707 -114.2317559
[41,] 28.8105582 -0.5209707
[42,] 256.9010713 28.8105582
[43,] -64.8323253 256.9010713
[44,] -197.5710892 -64.8323253
[45,] -183.7317019 -197.5710892
[46,] 276.7428609 -183.7317019
[47,] -138.4409170 276.7428609
[48,] 142.8615280 -138.4409170
[49,] -83.1561082 142.8615280
[50,] -468.5985827 -83.1561082
[51,] -83.5853071 -468.5985827
[52,] 214.9974380 -83.5853071
[53,] 411.4360006 214.9974380
[54,] -106.0642414 411.4360006
[55,] 71.0358063 -106.0642414
[56,] -135.9542422 71.0358063
[57,] -529.8616782 -135.9542422
[58,] 20.5375379 -529.8616782
[59,] -175.9562054 20.5375379
[60,] 162.6919801 -175.9562054
[61,] 421.6014788 162.6919801
[62,] 1115.4356612 421.6014788
[63,] -20.6289226 1115.4356612
[64,] 197.6144565 -20.6289226
[65,] -270.2889644 197.6144565
[66,] -72.2989939 -270.2889644
[67,] 338.7778884 -72.2989939
[68,] -23.8760976 338.7778884
[69,] -111.8234292 -23.8760976
[70,] 59.3608241 -111.8234292
[71,] -258.5472343 59.3608241
[72,] 156.5851992 -258.5472343
[73,] 4.0704708 156.5851992
[74,] 171.1095578 4.0704708
[75,] -14.3193114 171.1095578
[76,] -38.5377547 -14.3193114
[77,] 211.7419797 -38.5377547
[78,] -144.8421841 211.7419797
[79,] 130.8162436 -144.8421841
[80,] -252.6423122 130.8162436
[81,] 69.9393420 -252.6423122
[82,] -328.8693396 69.9393420
[83,] -179.9424133 -328.8693396
[84,] 77.8518795 -179.9424133
[85,] 159.7914906 77.8518795
[86,] -79.0399302 159.7914906
[87,] 74.4585064 -79.0399302
[88,] 245.1404853 74.4585064
[89,] -359.2345727 245.1404853
[90,] 167.1968313 -359.2345727
[91,] -236.0575521 167.1968313
[92,] -227.3671767 -236.0575521
[93,] 35.7612583 -227.3671767
[94,] 74.3643428 35.7612583
[95,] -323.7964043 74.3643428
[96,] -22.3332200 -323.7964043
[97,] 271.7788132 -22.3332200
[98,] 79.6333190 271.7788132
[99,] 105.3382756 79.6333190
[100,] 80.3107169 105.3382756
[101,] 159.9703505 80.3107169
[102,] -178.2495827 159.9703505
[103,] 32.8863211 -178.2495827
[104,] -6.5163410 32.8863211
[105,] -76.8838871 -6.5163410
[106,] 296.1196242 -76.8838871
[107,] 250.4711554 296.1196242
[108,] -44.8731002 250.4711554
[109,] 43.9431467 -44.8731002
[110,] -8.1093426 43.9431467
[111,] -248.3728782 -8.1093426
[112,] -42.7199744 -248.3728782
[113,] 96.7339674 -42.7199744
[114,] -184.4277219 96.7339674
[115,] -168.5709347 -184.4277219
[116,] 2.7318792 -168.5709347
[117,] 115.0131555 2.7318792
[118,] -42.0923788 115.0131555
[119,] 92.5748801 -42.0923788
[120,] 140.4421806 92.5748801
[121,] -93.0794268 140.4421806
[122,] 52.1180580 -93.0794268
[123,] 6.5873400 52.1180580
[124,] -21.0228746 6.5873400
[125,] 43.0421799 -21.0228746
[126,] -42.0238201 43.0421799
[127,] 244.3757921 -42.0238201
[128,] 162.0102041 244.3757921
[129,] -65.3640054 162.0102041
[130,] 24.9299875 -65.3640054
[131,] 19.2871096 24.9299875
[132,] -108.3408148 19.2871096
[133,] 295.0663581 -108.3408148
[134,] 128.6560006 295.0663581
[135,] -168.9752739 128.6560006
[136,] -63.0374884 -168.9752739
[137,] -72.8010783 -63.0374884
[138,] 35.0148273 -72.8010783
[139,] -145.5254420 35.0148273
[140,] -45.4217183 -145.5254420
[141,] 217.7661476 -45.4217183
[142,] -97.5043690 217.7661476
[143,] 88.3359481 -97.5043690
[144,] 87.0500995 88.3359481
[145,] 220.5191779 87.0500995
[146,] -37.3297100 220.5191779
[147,] -8.1158465 -37.3297100
[148,] -258.2471047 -8.1158465
[149,] 24.0111601 -258.2471047
[150,] -74.1069215 24.0111601
[151,] -128.7682838 -74.1069215
[152,] 115.3027603 -128.7682838
[153,] -271.0871502 115.3027603
[154,] -90.6809984 -271.0871502
[155,] 147.3923606 -90.6809984
[156,] -150.7524267 147.3923606
[157,] -116.4597258 -150.7524267
[158,] -41.3525213 -116.4597258
[159,] -438.7380807 -41.3525213
[160,] 172.2661751 -438.7380807
[161,] 1.5994334 172.2661751
[162,] -124.4640737 1.5994334
[163,] -251.1628296 -124.4640737
[164,] -42.9836727 -251.1628296
[165,] -10.1992562 -42.9836727
[166,] -67.9436766 -10.1992562
[167,] -191.1428309 -67.9436766
[168,] 25.4396951 -191.1428309
[169,] 27.6918101 25.4396951
[170,] 20.1737174 27.6918101
[171,] 15.9262418 20.1737174
[172,] 194.0926755 15.9262418
[173,] 241.1180240 194.0926755
[174,] 20.1513878 241.1180240
[175,] -76.7109971 20.1513878
[176,] 36.4357734 -76.7109971
[177,] -4.2724585 36.4357734
[178,] 102.2560361 -4.2724585
[179,] -15.4600064 102.2560361
[180,] 66.4880775 -15.4600064
[181,] 163.5610625 66.4880775
[182,] -104.6980208 163.5610625
[183,] 29.1063084 -104.6980208
[184,] 81.8514231 29.1063084
[185,] -116.3312004 81.8514231
[186,] -226.8174171 -116.3312004
[187,] -133.1778677 -226.8174171
[188,] 231.9580215 -133.1778677
[189,] 22.9834256 231.9580215
[190,] 47.4240389 22.9834256
[191,] -203.3991680 47.4240389
[192,] 118.4093925 -203.3991680
[193,] 194.3132963 118.4093925
[194,] -22.2132272 194.3132963
[195,] 101.5276318 -22.2132272
[196,] -116.8425868 101.5276318
[197,] -61.5368329 -116.8425868
[198,] -46.7412284 -61.5368329
[199,] -29.0151870 -46.7412284
[200,] -31.0025808 -29.0151870
[201,] -35.3101975 -31.0025808
[202,] -77.0250228 -35.3101975
[203,] -10.6667652 -77.0250228
[204,] 30.8601862 -10.6667652
[205,] -20.2457950 30.8601862
[206,] 151.3993765 -20.2457950
[207,] -128.2972211 151.3993765
[208,] -26.7203132 -128.2972211
[209,] -16.0123828 -26.7203132
[210,] 88.2156107 -16.0123828
[211,] 213.7019281 88.2156107
[212,] 1.7372122 213.7019281
[213,] -99.5417352 1.7372122
[214,] 78.0083397 -99.5417352
[215,] 30.0627370 78.0083397
[216,] 1.9384575 30.0627370
[217,] -51.1287151 1.9384575
[218,] -18.1873334 -51.1287151
[219,] -68.5838131 -18.1873334
[220,] 67.4009032 -68.5838131
[221,] 430.8824942 67.4009032
[222,] 339.4673839 430.8824942
[223,] 62.6197974 339.4673839
[224,] -102.7938609 62.6197974
[225,] 81.4219466 -102.7938609
[226,] -41.8785409 81.4219466
[227,] -60.9263927 -41.8785409
[228,] 141.4006767 -60.9263927
[229,] 345.7090165 141.4006767
[230,] 39.4126521 345.7090165
[231,] 192.2476755 39.4126521
[232,] 97.9872200 192.2476755
[233,] 15.2499807 97.9872200
[234,] -84.8645828 15.2499807
[235,] 2.4116800 -84.8645828
[236,] -23.9997778 2.4116800
[237,] 31.4463385 -23.9997778
[238,] -2.2599230 31.4463385
[239,] -60.2775189 -2.2599230
[240,] 74.1567220 -60.2775189
[241,] 185.7350499 74.1567220
[242,] 10.8744060 185.7350499
[243,] -53.4055238 10.8744060
[244,] -56.1096109 -53.4055238
[245,] 5.0537397 -56.1096109
[246,] 263.7555213 5.0537397
[247,] -117.4800329 263.7555213
[248,] -104.7487643 -117.4800329
[249,] -104.9590506 -104.7487643
[250,] -45.6921189 -104.9590506
[251,] 17.2506381 -45.6921189
[252,] -85.8980424 17.2506381
[253,] -46.9363947 -85.8980424
[254,] -98.6158025 -46.9363947
[255,] -103.6788277 -98.6158025
[256,] -1.4329912 -103.6788277
[257,] -85.9910568 -1.4329912
[258,] -31.0914308 -85.9910568
[259,] -9.7627061 -31.0914308
[260,] -40.7076022 -9.7627061
[261,] 69.1483007 -40.7076022
[262,] 24.5009135 69.1483007
[263,] 77.5276490 24.5009135
[264,] -62.4611899 77.5276490
[265,] 19.2221975 -62.4611899
[266,] -17.8497549 19.2221975
[267,] -155.3115796 -17.8497549
[268,] -127.5295498 -155.3115796
[269,] -79.7673666 -127.5295498
[270,] 123.8129666 -79.7673666
[271,] -80.0868958 123.8129666
[272,] -48.8775287 -80.0868958
[273,] 32.8094937 -48.8775287
[274,] 44.1952563 32.8094937
[275,] 157.0624473 44.1952563
[276,] 58.1881950 157.0624473
[277,] -46.1893440 58.1881950
[278,] 130.3818748 -46.1893440
[279,] -64.3855172 130.3818748
[280,] 0.6448614 -64.3855172
[281,] -65.3637455 0.6448614
[282,] 21.6943594 -65.3637455
[283,] -52.3963596 21.6943594
[284,] -102.2311436 -52.3963596
[285,] 370.5148452 -102.2311436
[286,] 115.0865689 370.5148452
[287,] 86.1434511 115.0865689
[288,] 8.9696911 86.1434511
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -164.3476282 70.5954459
2 -22.0701060 -164.3476282
3 -324.8028002 -22.0701060
4 -15.0990021 -324.8028002
5 -93.1979751 -15.0990021
6 -522.7540610 -93.1979751
7 -88.7005650 -522.7540610
8 -17.7662830 -88.7005650
9 -99.9696923 -17.7662830
10 43.9443417 -99.9696923
11 -157.6335772 43.9443417
12 6.1171819 -157.6335772
13 -74.6149503 6.1171819
14 -111.5254486 -74.6149503
15 25.4272513 -111.5254486
16 352.1547356 25.4272513
17 9.4622565 352.1547356
18 -258.9108540 9.4622565
19 -92.3718311 -258.9108540
20 270.7756007 -92.3718311
21 130.6073420 270.7756007
22 -339.3403582 130.6073420
23 41.4190834 -339.3403582
24 98.2676571 41.4190834
25 2.3308636 98.2676571
26 -1.0357362 2.3308636
27 -79.6638761 -1.0357362
28 50.3273158 -79.6638761
29 -56.9921363 50.3273158
30 -67.5515898 -56.9921363
31 -69.2058389 -67.5515898
32 20.7294827 -69.2058389
33 -100.2450781 20.7294827
34 -16.2698544 -100.2450781
35 -94.9903271 -16.2698544
36 13.4906515 -94.9903271
37 -119.0450360 13.4906515
38 100.6221148 -119.0450360
39 -114.2317559 100.6221148
40 -0.5209707 -114.2317559
41 28.8105582 -0.5209707
42 256.9010713 28.8105582
43 -64.8323253 256.9010713
44 -197.5710892 -64.8323253
45 -183.7317019 -197.5710892
46 276.7428609 -183.7317019
47 -138.4409170 276.7428609
48 142.8615280 -138.4409170
49 -83.1561082 142.8615280
50 -468.5985827 -83.1561082
51 -83.5853071 -468.5985827
52 214.9974380 -83.5853071
53 411.4360006 214.9974380
54 -106.0642414 411.4360006
55 71.0358063 -106.0642414
56 -135.9542422 71.0358063
57 -529.8616782 -135.9542422
58 20.5375379 -529.8616782
59 -175.9562054 20.5375379
60 162.6919801 -175.9562054
61 421.6014788 162.6919801
62 1115.4356612 421.6014788
63 -20.6289226 1115.4356612
64 197.6144565 -20.6289226
65 -270.2889644 197.6144565
66 -72.2989939 -270.2889644
67 338.7778884 -72.2989939
68 -23.8760976 338.7778884
69 -111.8234292 -23.8760976
70 59.3608241 -111.8234292
71 -258.5472343 59.3608241
72 156.5851992 -258.5472343
73 4.0704708 156.5851992
74 171.1095578 4.0704708
75 -14.3193114 171.1095578
76 -38.5377547 -14.3193114
77 211.7419797 -38.5377547
78 -144.8421841 211.7419797
79 130.8162436 -144.8421841
80 -252.6423122 130.8162436
81 69.9393420 -252.6423122
82 -328.8693396 69.9393420
83 -179.9424133 -328.8693396
84 77.8518795 -179.9424133
85 159.7914906 77.8518795
86 -79.0399302 159.7914906
87 74.4585064 -79.0399302
88 245.1404853 74.4585064
89 -359.2345727 245.1404853
90 167.1968313 -359.2345727
91 -236.0575521 167.1968313
92 -227.3671767 -236.0575521
93 35.7612583 -227.3671767
94 74.3643428 35.7612583
95 -323.7964043 74.3643428
96 -22.3332200 -323.7964043
97 271.7788132 -22.3332200
98 79.6333190 271.7788132
99 105.3382756 79.6333190
100 80.3107169 105.3382756
101 159.9703505 80.3107169
102 -178.2495827 159.9703505
103 32.8863211 -178.2495827
104 -6.5163410 32.8863211
105 -76.8838871 -6.5163410
106 296.1196242 -76.8838871
107 250.4711554 296.1196242
108 -44.8731002 250.4711554
109 43.9431467 -44.8731002
110 -8.1093426 43.9431467
111 -248.3728782 -8.1093426
112 -42.7199744 -248.3728782
113 96.7339674 -42.7199744
114 -184.4277219 96.7339674
115 -168.5709347 -184.4277219
116 2.7318792 -168.5709347
117 115.0131555 2.7318792
118 -42.0923788 115.0131555
119 92.5748801 -42.0923788
120 140.4421806 92.5748801
121 -93.0794268 140.4421806
122 52.1180580 -93.0794268
123 6.5873400 52.1180580
124 -21.0228746 6.5873400
125 43.0421799 -21.0228746
126 -42.0238201 43.0421799
127 244.3757921 -42.0238201
128 162.0102041 244.3757921
129 -65.3640054 162.0102041
130 24.9299875 -65.3640054
131 19.2871096 24.9299875
132 -108.3408148 19.2871096
133 295.0663581 -108.3408148
134 128.6560006 295.0663581
135 -168.9752739 128.6560006
136 -63.0374884 -168.9752739
137 -72.8010783 -63.0374884
138 35.0148273 -72.8010783
139 -145.5254420 35.0148273
140 -45.4217183 -145.5254420
141 217.7661476 -45.4217183
142 -97.5043690 217.7661476
143 88.3359481 -97.5043690
144 87.0500995 88.3359481
145 220.5191779 87.0500995
146 -37.3297100 220.5191779
147 -8.1158465 -37.3297100
148 -258.2471047 -8.1158465
149 24.0111601 -258.2471047
150 -74.1069215 24.0111601
151 -128.7682838 -74.1069215
152 115.3027603 -128.7682838
153 -271.0871502 115.3027603
154 -90.6809984 -271.0871502
155 147.3923606 -90.6809984
156 -150.7524267 147.3923606
157 -116.4597258 -150.7524267
158 -41.3525213 -116.4597258
159 -438.7380807 -41.3525213
160 172.2661751 -438.7380807
161 1.5994334 172.2661751
162 -124.4640737 1.5994334
163 -251.1628296 -124.4640737
164 -42.9836727 -251.1628296
165 -10.1992562 -42.9836727
166 -67.9436766 -10.1992562
167 -191.1428309 -67.9436766
168 25.4396951 -191.1428309
169 27.6918101 25.4396951
170 20.1737174 27.6918101
171 15.9262418 20.1737174
172 194.0926755 15.9262418
173 241.1180240 194.0926755
174 20.1513878 241.1180240
175 -76.7109971 20.1513878
176 36.4357734 -76.7109971
177 -4.2724585 36.4357734
178 102.2560361 -4.2724585
179 -15.4600064 102.2560361
180 66.4880775 -15.4600064
181 163.5610625 66.4880775
182 -104.6980208 163.5610625
183 29.1063084 -104.6980208
184 81.8514231 29.1063084
185 -116.3312004 81.8514231
186 -226.8174171 -116.3312004
187 -133.1778677 -226.8174171
188 231.9580215 -133.1778677
189 22.9834256 231.9580215
190 47.4240389 22.9834256
191 -203.3991680 47.4240389
192 118.4093925 -203.3991680
193 194.3132963 118.4093925
194 -22.2132272 194.3132963
195 101.5276318 -22.2132272
196 -116.8425868 101.5276318
197 -61.5368329 -116.8425868
198 -46.7412284 -61.5368329
199 -29.0151870 -46.7412284
200 -31.0025808 -29.0151870
201 -35.3101975 -31.0025808
202 -77.0250228 -35.3101975
203 -10.6667652 -77.0250228
204 30.8601862 -10.6667652
205 -20.2457950 30.8601862
206 151.3993765 -20.2457950
207 -128.2972211 151.3993765
208 -26.7203132 -128.2972211
209 -16.0123828 -26.7203132
210 88.2156107 -16.0123828
211 213.7019281 88.2156107
212 1.7372122 213.7019281
213 -99.5417352 1.7372122
214 78.0083397 -99.5417352
215 30.0627370 78.0083397
216 1.9384575 30.0627370
217 -51.1287151 1.9384575
218 -18.1873334 -51.1287151
219 -68.5838131 -18.1873334
220 67.4009032 -68.5838131
221 430.8824942 67.4009032
222 339.4673839 430.8824942
223 62.6197974 339.4673839
224 -102.7938609 62.6197974
225 81.4219466 -102.7938609
226 -41.8785409 81.4219466
227 -60.9263927 -41.8785409
228 141.4006767 -60.9263927
229 345.7090165 141.4006767
230 39.4126521 345.7090165
231 192.2476755 39.4126521
232 97.9872200 192.2476755
233 15.2499807 97.9872200
234 -84.8645828 15.2499807
235 2.4116800 -84.8645828
236 -23.9997778 2.4116800
237 31.4463385 -23.9997778
238 -2.2599230 31.4463385
239 -60.2775189 -2.2599230
240 74.1567220 -60.2775189
241 185.7350499 74.1567220
242 10.8744060 185.7350499
243 -53.4055238 10.8744060
244 -56.1096109 -53.4055238
245 5.0537397 -56.1096109
246 263.7555213 5.0537397
247 -117.4800329 263.7555213
248 -104.7487643 -117.4800329
249 -104.9590506 -104.7487643
250 -45.6921189 -104.9590506
251 17.2506381 -45.6921189
252 -85.8980424 17.2506381
253 -46.9363947 -85.8980424
254 -98.6158025 -46.9363947
255 -103.6788277 -98.6158025
256 -1.4329912 -103.6788277
257 -85.9910568 -1.4329912
258 -31.0914308 -85.9910568
259 -9.7627061 -31.0914308
260 -40.7076022 -9.7627061
261 69.1483007 -40.7076022
262 24.5009135 69.1483007
263 77.5276490 24.5009135
264 -62.4611899 77.5276490
265 19.2221975 -62.4611899
266 -17.8497549 19.2221975
267 -155.3115796 -17.8497549
268 -127.5295498 -155.3115796
269 -79.7673666 -127.5295498
270 123.8129666 -79.7673666
271 -80.0868958 123.8129666
272 -48.8775287 -80.0868958
273 32.8094937 -48.8775287
274 44.1952563 32.8094937
275 157.0624473 44.1952563
276 58.1881950 157.0624473
277 -46.1893440 58.1881950
278 130.3818748 -46.1893440
279 -64.3855172 130.3818748
280 0.6448614 -64.3855172
281 -65.3637455 0.6448614
282 21.6943594 -65.3637455
283 -52.3963596 21.6943594
284 -102.2311436 -52.3963596
285 370.5148452 -102.2311436
286 115.0865689 370.5148452
287 86.1434511 115.0865689
288 8.9696911 86.1434511
> 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/70rt31323869937.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8pj241323869937.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/98wai1323869937.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/109oh11323869937.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11z63c1323869937.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/123lt21323869937.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/13eb4d1323869938.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/14rras1323869938.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/15j3w91323869938.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/16mydu1323869938.tab")
+ }
>
> try(system("convert tmp/1fou51323869937.ps tmp/1fou51323869937.png",intern=TRUE))
character(0)
> try(system("convert tmp/2adey1323869937.ps tmp/2adey1323869937.png",intern=TRUE))
character(0)
> try(system("convert tmp/3sao21323869937.ps tmp/3sao21323869937.png",intern=TRUE))
character(0)
> try(system("convert tmp/4dxhg1323869937.ps tmp/4dxhg1323869937.png",intern=TRUE))
character(0)
> try(system("convert tmp/5zsi11323869937.ps tmp/5zsi11323869937.png",intern=TRUE))
character(0)
> try(system("convert tmp/6zfnw1323869937.ps tmp/6zfnw1323869937.png",intern=TRUE))
character(0)
> try(system("convert tmp/70rt31323869937.ps tmp/70rt31323869937.png",intern=TRUE))
character(0)
> try(system("convert tmp/8pj241323869937.ps tmp/8pj241323869937.png",intern=TRUE))
character(0)
> try(system("convert tmp/98wai1323869937.ps tmp/98wai1323869937.png",intern=TRUE))
character(0)
> try(system("convert tmp/109oh11323869937.ps tmp/109oh11323869937.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
8.230 0.714 9.078