R version 2.12.1 (2010-12-16)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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> x <- array(list(1418
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+ ,0
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+ ,1
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+ ,0
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+ ,894
+ ,72535
+ ,14
+ ,329
+ ,44
+ ,0
+ ,17
+ ,16)
+ ,dim=c(8
+ ,289)
+ ,dimnames=list(c('pageviews'
+ ,'time_in_rfc'
+ ,'logins'
+ ,'compendium_views_info'
+ ,'compendium_views_pr'
+ ,'shared_compendiums'
+ ,'blogged_computations'
+ ,'compendiums_reviewed
')
+ ,1:289))
> y <- array(NA,dim=c(8,289),dimnames=list(c('pageviews','time_in_rfc','logins','compendium_views_info','compendium_views_pr','shared_compendiums','blogged_computations','compendiums_reviewed
'),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 = '2'
> #'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
time_in_rfc pageviews logins compendium_views_info compendium_views_pr
1 210907 1418 56 396 81
2 120982 869 56 297 55
3 176508 1530 54 559 50
4 179321 2172 89 967 125
5 123185 901 40 270 40
6 52746 463 25 143 37
7 385534 3201 92 1562 63
8 33170 371 18 109 44
9 101645 1192 63 371 88
10 149061 1583 44 656 66
11 165446 1439 33 511 57
12 237213 1764 84 655 74
13 173326 1495 88 465 49
14 133131 1373 55 525 52
15 258873 2187 60 885 88
16 180083 1491 66 497 36
17 324799 4041 154 1436 108
18 230964 1706 53 612 43
19 236785 2152 119 865 75
20 135473 1036 41 385 32
21 202925 1882 61 567 44
22 215147 1929 58 639 85
23 344297 2242 75 963 86
24 153935 1220 33 398 56
25 132943 1289 40 410 50
26 174724 2515 92 966 135
27 174415 2147 100 801 63
28 225548 2352 112 892 81
29 223632 1638 73 513 52
30 124817 1222 40 469 44
31 221698 1812 45 683 113
32 210767 1677 60 643 39
33 170266 1579 62 535 73
34 260561 1731 75 625 48
35 84853 807 31 264 33
36 294424 2452 77 992 59
37 101011 829 34 238 41
38 215641 1940 46 818 69
39 325107 2662 99 937 64
40 7176 186 17 70 1
41 167542 1499 66 507 59
42 106408 865 30 260 32
43 96560 1793 76 503 129
44 265769 2527 146 927 37
45 269651 2747 67 1269 31
46 149112 1324 56 537 65
47 175824 2702 107 910 107
48 152871 1383 58 532 74
49 111665 1179 34 345 54
50 116408 2099 61 918 76
51 362301 4308 119 1635 715
52 78800 918 42 330 57
53 183167 1831 66 557 66
54 277965 3373 89 1178 106
55 150629 1713 44 740 54
56 168809 1438 66 452 32
57 24188 496 24 218 20
58 329267 2253 259 764 71
59 65029 744 17 255 21
60 101097 1161 64 454 70
61 218946 2352 41 866 112
62 244052 2144 68 574 66
63 341570 4691 168 1276 190
64 103597 1112 43 379 66
65 233328 2694 132 825 165
66 256462 1973 105 798 56
67 206161 1769 71 663 61
68 311473 3148 112 1069 53
69 235800 2474 94 921 127
70 177939 2084 82 858 63
71 207176 1954 70 711 38
72 196553 1226 57 503 50
73 174184 1389 53 382 52
74 143246 1496 103 464 42
75 187559 2269 121 717 76
76 187681 1833 62 690 67
77 119016 1268 52 462 50
78 182192 1943 52 657 53
79 73566 893 32 385 39
80 194979 1762 62 577 50
81 167488 1403 45 619 77
82 143756 1425 46 479 57
83 275541 1857 63 817 73
84 243199 1840 75 752 34
85 182999 1502 88 430 39
86 135649 1441 46 451 46
87 152299 1420 53 537 63
88 120221 1416 37 519 35
89 346485 2970 90 1000 106
90 145790 1317 63 637 43
91 193339 1644 78 465 47
92 80953 870 25 437 31
93 122774 1654 45 711 162
94 130585 1054 46 299 57
95 112611 937 41 248 36
96 286468 3004 144 1162 263
97 241066 2008 82 714 78
98 148446 2547 91 905 63
99 204713 1885 71 649 54
100 182079 1626 63 512 63
101 140344 1468 53 472 77
102 220516 2445 62 905 79
103 243060 1964 63 786 110
104 162765 1381 32 489 56
105 182613 1369 39 479 56
106 232138 1659 62 617 43
107 265318 2888 117 925 111
108 85574 1290 34 351 71
109 310839 2845 92 1144 62
110 225060 1982 93 669 56
111 232317 1904 54 707 74
112 144966 1391 144 458 60
113 43287 602 14 214 43
114 155754 1743 61 599 68
115 164709 1559 109 572 53
116 201940 2014 38 897 87
117 235454 2143 73 819 46
118 220801 2146 75 720 105
119 99466 874 50 273 32
120 92661 1590 61 508 133
121 133328 1590 55 506 79
122 61361 1210 77 451 51
123 125930 2072 75 699 207
124 100750 1281 72 407 67
125 224549 1401 50 465 47
126 82316 834 32 245 34
127 102010 1105 53 370 66
128 101523 1272 42 316 76
129 243511 1944 71 603 65
130 22938 391 10 154 9
131 41566 761 35 229 42
132 152474 1605 65 577 45
133 61857 530 25 192 25
134 99923 1988 66 617 115
135 132487 1386 41 411 97
136 317394 2395 86 975 53
137 21054 387 16 146 2
138 209641 1742 42 705 52
139 22648 620 19 184 44
140 31414 449 19 200 22
141 46698 800 45 274 35
142 131698 1684 65 502 74
143 91735 1050 35 382 103
144 244749 2699 95 964 144
145 184510 1606 49 537 60
146 79863 1502 37 438 134
147 128423 1204 64 369 89
148 97839 1138 38 417 42
149 38214 568 34 276 52
150 151101 1459 32 514 98
151 272458 2158 65 822 99
152 172494 1111 52 389 52
153 108043 1421 62 466 29
154 328107 2833 65 1255 125
155 250579 1955 83 694 106
156 351067 2922 95 1024 95
157 158015 1002 29 400 40
158 98866 1060 18 397 140
159 85439 956 33 350 43
160 229242 2186 247 719 128
161 351619 3604 139 1277 142
162 84207 1035 29 356 73
163 120445 1417 118 457 72
164 324598 3261 110 1402 128
165 131069 1587 67 600 61
166 204271 1424 42 480 73
167 165543 1701 65 595 148
168 141722 1249 94 436 64
169 116048 946 64 230 45
170 250047 1926 81 651 58
171 299775 3352 95 1367 97
172 195838 1641 67 564 50
173 173260 2035 63 716 37
174 254488 2312 83 747 50
175 104389 1369 45 467 105
176 136084 1577 30 671 69
177 199476 2201 70 861 46
178 92499 961 32 319 57
179 224330 1900 83 612 52
180 135781 1254 31 433 98
181 74408 1335 67 434 61
182 81240 1597 66 503 89
183 14688 207 10 85 0
184 181633 1645 70 564 48
185 271856 2429 103 824 91
186 7199 151 5 74 0
187 46660 474 20 259 7
188 17547 141 5 69 3
189 133368 1639 36 535 54
190 95227 872 34 239 70
191 152601 1318 48 438 36
192 98146 1018 40 459 37
193 79619 1383 43 426 123
194 59194 1314 31 288 247
195 139942 1335 42 498 46
196 118612 1403 46 454 72
197 72880 910 33 376 41
198 65475 616 18 225 24
199 99643 1407 55 555 45
200 71965 771 35 252 33
201 77272 766 59 208 27
202 49289 473 19 130 36
203 135131 1376 66 481 87
204 108446 1232 60 389 90
205 89746 1521 36 565 114
206 44296 572 25 173 31
207 77648 1059 47 278 45
208 181528 1544 54 609 69
209 134019 1230 53 422 51
210 124064 1206 40 445 34
211 92630 1205 40 387 60
212 121848 1255 39 339 45
213 52915 613 14 181 54
214 81872 721 45 245 25
215 58981 1109 36 384 38
216 53515 740 28 212 52
217 60812 1126 44 399 67
218 56375 728 30 229 74
219 65490 689 22 224 38
220 80949 592 17 203 30
221 76302 995 31 333 26
222 104011 1613 55 384 67
223 98104 2048 54 636 132
224 67989 705 21 185 42
225 30989 301 14 93 35
226 135458 1803 81 581 118
227 73504 799 35 248 68
228 63123 861 43 304 43
229 61254 1186 46 344 76
230 74914 1451 30 407 64
231 31774 628 23 170 48
232 81437 1161 38 312 64
233 87186 1463 54 507 56
234 50090 742 20 224 71
235 65745 979 53 340 75
236 56653 675 45 168 39
237 158399 1241 39 443 42
238 46455 676 20 204 39
239 73624 1049 24 367 93
240 38395 620 31 210 38
241 91899 1081 35 335 60
242 139526 1688 151 364 71
243 52164 736 52 178 52
244 51567 617 30 206 27
245 70551 812 31 279 59
246 84856 1051 29 387 40
247 102538 1656 57 490 79
248 86678 705 40 238 44
249 85709 945 44 343 65
250 34662 554 25 232 10
251 150580 1597 77 530 124
252 99611 982 35 291 81
253 19349 222 11 67 15
254 99373 1212 63 397 92
255 86230 1143 44 467 42
256 30837 435 19 178 10
257 31706 532 13 175 24
258 89806 882 42 299 64
259 62088 608 38 154 45
260 40151 459 29 106 22
261 27634 578 20 189 56
262 76990 826 27 194 94
263 37460 509 20 135 19
264 54157 717 19 201 35
265 49862 637 37 207 32
266 84337 857 26 280 35
267 64175 830 42 260 48
268 59382 652 49 227 49
269 119308 707 30 239 48
270 76702 954 49 333 62
271 103425 1461 67 428 96
272 70344 672 28 230 45
273 43410 778 19 292 63
274 104838 1141 49 350 71
275 62215 680 27 186 26
276 69304 1090 30 326 48
277 53117 616 22 155 29
278 19764 285 12 75 19
279 86680 1145 31 361 45
280 84105 733 20 261 45
281 77945 888 20 299 67
282 89113 849 39 300 30
283 91005 1182 29 450 36
284 40248 528 16 183 34
285 64187 642 27 238 36
286 50857 947 21 165 34
287 56613 819 19 234 37
288 62792 757 35 176 46
289 72535 894 14 329 44
shared_compendiums blogged_computations compendiums_reviewed\r
1 3 79 30
2 4 58 28
3 12 60 38
4 2 108 30
5 1 49 22
6 3 0 26
7 0 121 25
8 0 1 18
9 0 20 11
10 5 43 26
11 0 69 25
12 0 78 38
13 7 86 44
14 7 44 30
15 3 104 40
16 9 63 34
17 0 158 47
18 4 102 30
19 3 77 31
20 0 82 23
21 7 115 36
22 0 101 36
23 1 80 30
24 5 50 25
25 7 83 39
26 0 123 34
27 0 73 31
28 5 81 31
29 0 105 33
30 0 47 25
31 0 105 33
32 3 94 35
33 4 44 42
34 1 114 43
35 4 38 30
36 2 107 33
37 0 30 13
38 0 71 32
39 0 84 36
40 0 0 0
41 2 59 28
42 1 33 14
43 0 42 17
44 2 96 32
45 10 106 30
46 6 56 35
47 0 57 20
48 5 59 28
49 4 39 28
50 1 34 39
51 2 76 34
52 2 20 26
53 0 91 39
54 8 115 39
55 3 85 33
56 0 76 28
57 0 8 4
58 8 79 39
59 5 21 18
60 3 30 14
61 1 76 29
62 5 101 44
63 1 94 21
64 1 27 16
65 5 92 28
66 0 123 35
67 12 75 28
68 8 128 38
69 8 105 23
70 8 55 36
71 8 56 32
72 2 41 29
73 0 72 25
74 5 67 27
75 8 75 36
76 2 114 28
77 5 118 23
78 12 77 40
79 6 22 23
80 7 66 40
81 2 69 28
82 0 105 34
83 4 116 33
84 3 88 28
85 6 73 34
86 2 99 30
87 0 62 33
88 1 53 22
89 0 118 38
90 5 30 26
91 2 100 35
92 0 49 8
93 0 24 24
94 5 67 29
95 0 46 20
96 1 57 29
97 0 75 45
98 1 135 37
99 1 68 33
100 2 124 33
101 6 33 25
102 1 98 32
103 4 58 29
104 2 68 28
105 3 81 28
106 0 131 31
107 10 110 52
108 0 37 21
109 9 130 24
110 7 93 41
111 0 118 33
112 0 39 32
113 4 13 19
114 4 74 20
115 0 81 31
116 0 109 31
117 0 151 32
118 1 51 18
119 0 28 23
120 1 40 17
121 0 56 20
122 0 27 12
123 4 37 17
124 0 83 30
125 4 54 31
126 4 27 10
127 3 28 13
128 0 59 22
129 0 133 42
130 0 12 1
131 5 0 9
132 0 106 32
133 4 23 11
134 0 44 25
135 0 71 36
136 1 116 31
137 0 4 0
138 5 62 24
139 0 12 13
140 0 18 8
141 0 14 13
142 0 60 19
143 0 7 18
144 2 98 33
145 7 64 40
146 1 29 22
147 8 32 38
148 2 25 24
149 0 16 8
150 2 48 35
151 0 100 43
152 0 46 43
153 1 45 14
154 3 129 41
155 0 130 38
156 3 136 45
157 0 59 31
158 0 25 13
159 0 32 28
160 4 63 31
161 4 95 40
162 11 14 30
163 0 36 16
164 0 113 37
165 4 47 30
166 0 92 35
167 1 70 32
168 0 19 27
169 0 50 20
170 0 41 18
171 9 91 31
172 1 111 31
173 3 41 21
174 10 120 39
175 5 135 41
176 0 27 13
177 2 87 32
178 0 25 18
179 1 131 39
180 2 45 14
181 4 29 7
182 0 58 17
183 0 4 0
184 2 47 30
185 1 109 37
186 0 7 0
187 0 12 5
188 0 0 1
189 1 37 16
190 0 37 32
191 2 46 24
192 0 15 17
193 3 42 11
194 6 7 24
195 0 54 22
196 2 54 12
197 0 14 19
198 2 16 13
199 1 33 17
200 1 32 15
201 2 21 16
202 1 15 24
203 0 38 15
204 1 22 17
205 3 28 18
206 0 10 20
207 0 31 16
208 0 32 16
209 0 32 18
210 1 43 22
211 4 27 8
212 0 37 17
213 0 20 18
214 0 32 16
215 7 0 23
216 2 5 22
217 0 26 13
218 7 10 13
219 3 27 16
220 0 11 16
221 0 29 20
222 6 25 22
223 2 55 17
224 0 23 18
225 0 5 17
226 3 43 12
227 0 23 7
228 1 34 17
229 1 36 14
230 0 35 23
231 1 0 17
232 0 37 14
233 0 28 15
234 0 16 17
235 0 26 21
236 0 38 18
237 0 23 18
238 0 22 17
239 0 30 17
240 0 16 16
241 0 18 15
242 0 28 21
243 0 32 16
244 2 21 14
245 0 23 15
246 1 29 17
247 1 50 15
248 0 12 15
249 0 21 10
250 0 18 6
251 0 27 22
252 0 41 21
253 0 13 1
254 1 12 18
255 0 21 17
256 0 8 4
257 0 26 10
258 0 27 16
259 1 13 16
260 0 16 9
261 0 2 16
262 0 42 17
263 0 5 7
264 0 37 15
265 0 17 14
266 0 38 14
267 0 37 18
268 0 29 12
269 0 32 16
270 0 35 21
271 1 17 19
272 0 20 16
273 0 7 1
274 1 46 16
275 0 24 10
276 6 40 19
277 3 3 12
278 1 10 2
279 2 37 14
280 0 17 17
281 0 28 19
282 0 19 14
283 3 29 11
284 1 8 4
285 0 10 16
286 0 15 20
287 1 15 12
288 0 28 15
289 0 17 16
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) pageviews logins
-12696.81 14.23 275.80
compendium_views_info compendium_views_pr shared_compendiums
129.56 -85.77 -547.18
blogged_computations `compendiums_reviewed\r`
457.53 1464.45
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-127441 -14832 1425 13485 107036
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -12696.81 4476.17 -2.837 0.004892 **
pageviews 14.23 10.50 1.355 0.176567
logins 275.80 78.59 3.509 0.000523 ***
compendium_views_info 129.56 22.23 5.829 1.53e-08 ***
compendium_views_pr -85.77 42.25 -2.030 0.043323 *
shared_compendiums -547.18 680.54 -0.804 0.422048
blogged_computations 457.53 89.53 5.110 5.95e-07 ***
`compendiums_reviewed\r` 1464.45 264.20 5.543 6.85e-08 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 28370 on 281 degrees of freedom
Multiple R-squared: 0.8842, Adjusted R-squared: 0.8813
F-statistic: 306.4 on 7 and 281 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,] 0.3529043 7.058086e-01 6.470957e-01
[2,] 0.3297122 6.594244e-01 6.702878e-01
[3,] 0.6539800 6.920401e-01 3.460200e-01
[4,] 0.5581548 8.836904e-01 4.418452e-01
[5,] 0.4429573 8.859145e-01 5.570427e-01
[6,] 0.3440376 6.880752e-01 6.559624e-01
[7,] 0.8868398 2.263204e-01 1.131602e-01
[8,] 0.8489733 3.020534e-01 1.510267e-01
[9,] 0.8402955 3.194091e-01 1.597045e-01
[10,] 0.8867789 2.264422e-01 1.132211e-01
[11,] 0.8637593 2.724814e-01 1.362407e-01
[12,] 0.8235102 3.529796e-01 1.764898e-01
[13,] 0.9958025 8.395032e-03 4.197516e-03
[14,] 0.9942087 1.158269e-02 5.791347e-03
[15,] 0.9942056 1.158884e-02 5.794421e-03
[16,] 0.9987587 2.482650e-03 1.241325e-03
[17,] 0.9993325 1.335056e-03 6.675280e-04
[18,] 0.9989288 2.142395e-03 1.071198e-03
[19,] 0.9988859 2.228211e-03 1.114105e-03
[20,] 0.9988625 2.275037e-03 1.137518e-03
[21,] 0.9987059 2.588129e-03 1.294064e-03
[22,] 0.9980385 3.922904e-03 1.961452e-03
[23,] 0.9971311 5.737858e-03 2.868929e-03
[24,] 0.9970887 5.822641e-03 2.911320e-03
[25,] 0.9972922 5.415529e-03 2.707764e-03
[26,] 0.9965522 6.895546e-03 3.447773e-03
[27,] 0.9953656 9.268820e-03 4.634410e-03
[28,] 0.9936015 1.279696e-02 6.398480e-03
[29,] 0.9977401 4.519754e-03 2.259877e-03
[30,] 0.9980522 3.895683e-03 1.947842e-03
[31,] 0.9972404 5.519215e-03 2.759607e-03
[32,] 0.9963968 7.206301e-03 3.603151e-03
[33,] 0.9954759 9.048138e-03 4.524069e-03
[34,] 0.9936442 1.271169e-02 6.355844e-03
[35,] 0.9949761 1.004771e-02 5.023853e-03
[36,] 0.9931005 1.379901e-02 6.899504e-03
[37,] 0.9931741 1.365174e-02 6.825872e-03
[38,] 0.9909291 1.814175e-02 9.070877e-03
[39,] 0.9881958 2.360830e-02 1.180415e-02
[40,] 0.9995454 9.092608e-04 4.546304e-04
[41,] 0.9999717 5.650530e-05 2.825265e-05
[42,] 0.9999613 7.730209e-05 3.865104e-05
[43,] 0.9999463 1.073128e-04 5.365639e-05
[44,] 0.9999389 1.221822e-04 6.109108e-05
[45,] 0.9999775 4.499156e-05 2.249578e-05
[46,] 0.9999657 6.858160e-05 3.429080e-05
[47,] 0.9999607 7.865519e-05 3.932760e-05
[48,] 0.9999870 2.601655e-05 1.300827e-05
[49,] 0.9999798 4.030015e-05 2.015007e-05
[50,] 0.9999717 5.666051e-05 2.833026e-05
[51,] 0.9999618 7.646753e-05 3.823377e-05
[52,] 0.9999633 7.331945e-05 3.665973e-05
[53,] 0.9999542 9.159419e-05 4.579710e-05
[54,] 0.9999326 1.348078e-04 6.740391e-05
[55,] 0.9999123 1.753120e-04 8.765602e-05
[56,] 0.9998723 2.554363e-04 1.277181e-04
[57,] 0.9998447 3.106188e-04 1.553094e-04
[58,] 0.9997753 4.494233e-04 2.247117e-04
[59,] 0.9997031 5.938205e-04 2.969103e-04
[60,] 0.9997430 5.140553e-04 2.570277e-04
[61,] 0.9996881 6.237196e-04 3.118598e-04
[62,] 0.9998742 2.516126e-04 1.258063e-04
[63,] 0.9998803 2.393246e-04 1.196623e-04
[64,] 0.9998688 2.623408e-04 1.311704e-04
[65,] 0.9998861 2.278720e-04 1.139360e-04
[66,] 0.9998768 2.463476e-04 1.231738e-04
[67,] 0.9999384 1.231966e-04 6.159830e-05
[68,] 0.9999174 1.652438e-04 8.262191e-05
[69,] 0.9999052 1.895570e-04 9.477852e-05
[70,] 0.9998695 2.609869e-04 1.304935e-04
[71,] 0.9998135 3.729128e-04 1.864564e-04
[72,] 0.9998384 3.232179e-04 1.616089e-04
[73,] 0.9999018 1.964897e-04 9.824484e-05
[74,] 0.9999118 1.764414e-04 8.822070e-05
[75,] 0.9998853 2.294909e-04 1.147455e-04
[76,] 0.9998891 2.218559e-04 1.109280e-04
[77,] 0.9998504 2.992433e-04 1.496216e-04
[78,] 0.9998183 3.634870e-04 1.817435e-04
[79,] 0.9999472 1.055131e-04 5.275654e-05
[80,] 0.9999263 1.473598e-04 7.367991e-05
[81,] 0.9998983 2.034790e-04 1.017395e-04
[82,] 0.9998706 2.587401e-04 1.293701e-04
[83,] 0.9998555 2.890645e-04 1.445322e-04
[84,] 0.9998071 3.858250e-04 1.929125e-04
[85,] 0.9997675 4.650342e-04 2.325171e-04
[86,] 0.9997423 5.154768e-04 2.577384e-04
[87,] 0.9996749 6.502451e-04 3.251225e-04
[88,] 0.9999998 4.016822e-07 2.008411e-07
[89,] 0.9999997 5.971055e-07 2.985527e-07
[90,] 0.9999996 8.707968e-07 4.353984e-07
[91,] 0.9999994 1.232796e-06 6.163980e-07
[92,] 0.9999993 1.463697e-06 7.318483e-07
[93,] 0.9999997 5.155152e-07 2.577576e-07
[94,] 0.9999996 7.031141e-07 3.515571e-07
[95,] 0.9999997 6.508560e-07 3.254280e-07
[96,] 0.9999996 7.748212e-07 3.874106e-07
[97,] 0.9999996 8.451386e-07 4.225693e-07
[98,] 0.9999995 1.062672e-06 5.313362e-07
[99,] 0.9999994 1.163897e-06 5.819485e-07
[100,] 0.9999991 1.791345e-06 8.956723e-07
[101,] 0.9999988 2.392765e-06 1.196382e-06
[102,] 0.9999986 2.791464e-06 1.395732e-06
[103,] 0.9999981 3.825311e-06 1.912656e-06
[104,] 0.9999972 5.607152e-06 2.803576e-06
[105,] 0.9999971 5.709197e-06 2.854599e-06
[106,] 0.9999971 5.791380e-06 2.895690e-06
[107,] 0.9999966 6.747926e-06 3.373963e-06
[108,] 0.9999985 3.020981e-06 1.510490e-06
[109,] 0.9999977 4.551839e-06 2.275919e-06
[110,] 0.9999979 4.186174e-06 2.093087e-06
[111,] 0.9999969 6.148094e-06 3.074047e-06
[112,] 0.9999988 2.390705e-06 1.195352e-06
[113,] 0.9999986 2.849957e-06 1.424978e-06
[114,] 0.9999996 8.800253e-07 4.400127e-07
[115,] 1.0000000 3.391259e-08 1.695630e-08
[116,] 1.0000000 4.133989e-08 2.066995e-08
[117,] 1.0000000 5.978068e-08 2.989034e-08
[118,] 1.0000000 9.112469e-08 4.556235e-08
[119,] 0.9999999 1.305170e-07 6.525852e-08
[120,] 0.9999999 2.079726e-07 1.039863e-07
[121,] 0.9999998 3.233039e-07 1.616520e-07
[122,] 0.9999999 1.472827e-07 7.364134e-08
[123,] 0.9999999 2.077565e-07 1.038782e-07
[124,] 1.0000000 2.964831e-08 1.482415e-08
[125,] 1.0000000 4.072312e-08 2.036156e-08
[126,] 1.0000000 1.333413e-08 6.667066e-09
[127,] 1.0000000 2.198602e-08 1.099301e-08
[128,] 1.0000000 1.223049e-08 6.115246e-09
[129,] 1.0000000 1.350871e-08 6.754353e-09
[130,] 1.0000000 2.037042e-08 1.018521e-08
[131,] 1.0000000 2.260627e-08 1.130313e-08
[132,] 1.0000000 3.306215e-08 1.653107e-08
[133,] 1.0000000 5.007817e-08 2.503909e-08
[134,] 1.0000000 7.518038e-08 3.759019e-08
[135,] 0.9999999 1.015965e-07 5.079824e-08
[136,] 1.0000000 9.659615e-08 4.829807e-08
[137,] 0.9999999 1.403684e-07 7.018420e-08
[138,] 0.9999999 2.032426e-07 1.016213e-07
[139,] 0.9999999 2.777295e-07 1.388647e-07
[140,] 0.9999998 4.343027e-07 2.171513e-07
[141,] 0.9999998 4.174134e-07 2.087067e-07
[142,] 0.9999998 4.440199e-07 2.220100e-07
[143,] 0.9999997 5.641933e-07 2.820967e-07
[144,] 0.9999996 7.332270e-07 3.666135e-07
[145,] 0.9999996 8.753154e-07 4.376577e-07
[146,] 0.9999999 2.812750e-07 1.406375e-07
[147,] 0.9999999 2.204164e-07 1.102082e-07
[148,] 0.9999999 2.045361e-07 1.022680e-07
[149,] 0.9999999 2.473051e-07 1.236525e-07
[150,] 0.9999998 3.796517e-07 1.898258e-07
[151,] 0.9999998 3.933036e-07 1.966518e-07
[152,] 0.9999997 5.574310e-07 2.787155e-07
[153,] 0.9999996 7.224131e-07 3.612065e-07
[154,] 0.9999995 1.054174e-06 5.270870e-07
[155,] 0.9999995 9.635869e-07 4.817934e-07
[156,] 0.9999998 3.533584e-07 1.766792e-07
[157,] 0.9999997 5.229396e-07 2.614698e-07
[158,] 0.9999996 7.928653e-07 3.964326e-07
[159,] 0.9999995 9.585522e-07 4.792761e-07
[160,] 1.0000000 5.929870e-09 2.964935e-09
[161,] 1.0000000 1.001447e-08 5.007236e-09
[162,] 1.0000000 1.412784e-08 7.063922e-09
[163,] 1.0000000 2.407936e-08 1.203968e-08
[164,] 1.0000000 1.094602e-08 5.473009e-09
[165,] 1.0000000 4.740848e-10 2.370424e-10
[166,] 1.0000000 7.966551e-10 3.983276e-10
[167,] 1.0000000 7.506425e-10 3.753212e-10
[168,] 1.0000000 1.244920e-09 6.224601e-10
[169,] 1.0000000 2.233409e-09 1.116705e-09
[170,] 1.0000000 8.347289e-10 4.173644e-10
[171,] 1.0000000 9.612681e-10 4.806340e-10
[172,] 1.0000000 7.702529e-11 3.851264e-11
[173,] 1.0000000 1.430218e-10 7.151090e-11
[174,] 1.0000000 1.559446e-10 7.797228e-11
[175,] 1.0000000 1.016374e-10 5.081870e-11
[176,] 1.0000000 1.843953e-10 9.219764e-11
[177,] 1.0000000 3.325986e-10 1.662993e-10
[178,] 1.0000000 5.803386e-10 2.901693e-10
[179,] 1.0000000 8.301516e-10 4.150758e-10
[180,] 1.0000000 1.464288e-09 7.321438e-10
[181,] 1.0000000 6.970613e-10 3.485307e-10
[182,] 1.0000000 1.292642e-09 6.463212e-10
[183,] 1.0000000 1.992574e-09 9.962870e-10
[184,] 1.0000000 3.229530e-09 1.614765e-09
[185,] 1.0000000 4.752539e-09 2.376269e-09
[186,] 1.0000000 7.370386e-09 3.685193e-09
[187,] 1.0000000 1.036940e-08 5.184698e-09
[188,] 1.0000000 1.592557e-08 7.962786e-09
[189,] 1.0000000 1.201124e-08 6.005621e-09
[190,] 1.0000000 2.186052e-08 1.093026e-08
[191,] 1.0000000 3.848108e-08 1.924054e-08
[192,] 1.0000000 6.846912e-08 3.423456e-08
[193,] 1.0000000 9.142418e-08 4.571209e-08
[194,] 0.9999999 1.381586e-07 6.907929e-08
[195,] 0.9999999 1.536821e-07 7.684103e-08
[196,] 0.9999999 2.350169e-07 1.175085e-07
[197,] 0.9999998 4.016206e-07 2.008103e-07
[198,] 1.0000000 5.089476e-08 2.544738e-08
[199,] 1.0000000 3.530550e-08 1.765275e-08
[200,] 1.0000000 4.629674e-08 2.314837e-08
[201,] 1.0000000 6.419112e-08 3.209556e-08
[202,] 1.0000000 3.107340e-08 1.553670e-08
[203,] 1.0000000 5.813497e-08 2.906749e-08
[204,] 0.9999999 1.012378e-07 5.061892e-08
[205,] 1.0000000 9.743306e-08 4.871653e-08
[206,] 0.9999999 1.572001e-07 7.860007e-08
[207,] 0.9999999 1.096908e-07 5.484540e-08
[208,] 0.9999999 2.016664e-07 1.008332e-07
[209,] 0.9999998 3.505663e-07 1.752831e-07
[210,] 0.9999999 2.724053e-07 1.362027e-07
[211,] 0.9999998 4.599203e-07 2.299602e-07
[212,] 0.9999996 7.092063e-07 3.546032e-07
[213,] 0.9999999 2.333580e-07 1.166790e-07
[214,] 0.9999998 3.651412e-07 1.825706e-07
[215,] 0.9999997 6.768328e-07 3.384164e-07
[216,] 0.9999994 1.234604e-06 6.173019e-07
[217,] 0.9999991 1.856347e-06 9.281734e-07
[218,] 0.9999989 2.277101e-06 1.138551e-06
[219,] 0.9999991 1.834573e-06 9.172866e-07
[220,] 0.9999994 1.177032e-06 5.885161e-07
[221,] 0.9999992 1.556078e-06 7.780388e-07
[222,] 0.9999986 2.879317e-06 1.439659e-06
[223,] 0.9999993 1.460509e-06 7.302546e-07
[224,] 0.9999988 2.385494e-06 1.192747e-06
[225,] 0.9999993 1.399987e-06 6.999933e-07
[226,] 0.9999988 2.374925e-06 1.187463e-06
[227,] 1.0000000 2.444055e-08 1.222028e-08
[228,] 1.0000000 3.887602e-08 1.943801e-08
[229,] 1.0000000 4.784536e-08 2.392268e-08
[230,] 1.0000000 3.430679e-08 1.715340e-08
[231,] 1.0000000 6.185402e-08 3.092701e-08
[232,] 0.9999999 1.093573e-07 5.467866e-08
[233,] 0.9999999 1.182164e-07 5.910818e-08
[234,] 0.9999999 2.486490e-07 1.243245e-07
[235,] 0.9999997 5.301923e-07 2.650962e-07
[236,] 0.9999994 1.160426e-06 5.802130e-07
[237,] 0.9999992 1.606726e-06 8.033630e-07
[238,] 0.9999993 1.439616e-06 7.198078e-07
[239,] 0.9999985 3.052142e-06 1.526071e-06
[240,] 0.9999977 4.598774e-06 2.299387e-06
[241,] 0.9999971 5.835445e-06 2.917723e-06
[242,] 0.9999943 1.133587e-05 5.667933e-06
[243,] 0.9999879 2.412167e-05 1.206084e-05
[244,] 0.9999756 4.884990e-05 2.442495e-05
[245,] 0.9999646 7.080834e-05 3.540417e-05
[246,] 0.9999346 1.308338e-04 6.541689e-05
[247,] 0.9999373 1.253276e-04 6.266380e-05
[248,] 0.9998847 2.306313e-04 1.153156e-04
[249,] 0.9998077 3.845175e-04 1.922588e-04
[250,] 0.9996087 7.825663e-04 3.912831e-04
[251,] 0.9997061 5.877973e-04 2.938987e-04
[252,] 0.9994331 1.133862e-03 5.669309e-04
[253,] 0.9988544 2.291270e-03 1.145635e-03
[254,] 0.9983133 3.373342e-03 1.686671e-03
[255,] 0.9975983 4.803411e-03 2.401706e-03
[256,] 0.9953958 9.208360e-03 4.604180e-03
[257,] 0.9955080 8.984047e-03 4.492023e-03
[258,] 0.9950637 9.872502e-03 4.936251e-03
[259,] 0.9999086 1.828493e-04 9.142464e-05
[260,] 0.9999945 1.109612e-05 5.548058e-06
[261,] 0.9999803 3.945391e-05 1.972696e-05
[262,] 0.9999265 1.469247e-04 7.346236e-05
[263,] 0.9998672 2.655913e-04 1.327957e-04
[264,] 0.9994808 1.038425e-03 5.192127e-04
[265,] 0.9985464 2.907104e-03 1.453552e-03
[266,] 0.9971385 5.723048e-03 2.861524e-03
[267,] 0.9909826 1.803485e-02 9.017424e-03
[268,] 0.9711324 5.773519e-02 2.886760e-02
> postscript(file="/var/www/rcomp/tmp/14tyv1323879543.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/239wd1323879543.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/33pdu1323879543.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/42l0v1323879543.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/5hx9t1323879543.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
65190.3605 6756.6315 7875.4428 -70242.6898 26391.6265 173.2536
7 8 9 10 11 12
38379.8820 -1541.4701 14229.9802 -7241.0431 19072.7726 31796.4527
13 14 15 16 17 18
-15511.8532 -12666.9907 12277.1291 18371.0941 -80368.9842 40758.0820
19 20 21 22 23 24
1424.6015 3787.8357 831.3178 9975.6066 107035.7545 36660.6657
25 26 27 28 29 30
-23819.4718 -93375.0807 -48183.1221 -14446.4671 34520.7487 -6007.3188
31 32 33 34 35 36
21040.7999 10474.6461 897.1216 36506.5905 -12984.9945 31351.0168
37 38 39 40 41 42
32454.3719 8643.8754 65568.6390 3554.8078 13179.8742 32530.4029
43 44 45 46 47 48
-35428.5115 -4369.5737 -23921.0112 -10064.2214 -43519.2966 2054.7914
49 50 51 52 53 54
1485.4495 -102118.6373 46915.2856 -17144.2613 -13640.4911 -30751.2603
55 56 57 58 59 60
-49996.4413 11252.1747 -12837.0398 56705.0390 -2015.9760 -5776.7954
61 62 63 64 65 66
7588.2747 30875.6024 18959.7624 9935.0653 -1803.2699 6014.2114
67 68 69 70 71 72
24690.6329 4707.0162 1598.5786 -40892.2220 15804.7240 55074.6671
73 74 75 76 77 78
37917.3852 -17719.4120 -34428.8933 -18516.8419 -41171.0539 -14911.0202
79 80 81 82 83 84
-22266.8903 10097.2581 2741.6995 -31508.9725 45643.9929 34896.5814
85 86 87 88 89 90
17783.6210 -27462.0947 -10686.6000 -17590.3752 62001.8376 -5530.8231
91 92 93 94 95 96
9006.3670 -13714.8620 -24819.9369 11362.8880 21291.1218 20721.9730
97 98 99 100 101 102
16550.2994 -127441.3561 12667.1398 -10629.3552 14564.5256 -20298.6933
103 104 105 106 107 108
51225.0221 17415.7687 31398.6875 22549.0994 -26669.7923 -16526.6313
109 110 111 112 113 114
25089.5563 3276.0446 15466.5567 -20739.3849 -12063.0313 -5900.8895
115 116 117 118 119 120
-26855.3205 -28516.5487 -20582.8224 48859.0258 6820.5879 -31144.8204
121 122 123 124 125 126
-5456.3300 -48376.2460 -23978.9392 -53527.7839 79394.7866 20687.2815
127 128 129 130 131 132
11885.8499 -9094.8841 14061.6763 1179.3721 -2727.4257 -41846.3438
133 134 135 136 137 138
12944.2541 -60682.5775 -15976.4396 52601.5415 3258.3050 38315.2010
139 140 141 142 143 144
-23309.1892 -11492.9788 -22337.8514 -11457.9925 9620.8185 -11767.1325
145 146 147 148 149 150
12388.0652 -29206.3479 253.2152 -12048.6745 -16881.2192 3904.8266
151 152 153 154 155 156
29796.3761 25087.3187 -15006.7577 13276.1825 16620.8170 44989.7781
157 158 159 160 161 162
27673.6476 21614.7323 -21869.2221 -11491.0945 21585.3165 -10000.6157
163 164 165 166 167 168
-12496.9684 -15983.6633 -33042.1792 35849.6433 -6622.9172 11493.0999
169 170 171 172 173 174
19530.4398 88516.7933 -12311.5207 2290.8773 2169.4153 12364.0779
175 176 177 178 179 180
-85373.3272 5664.9701 -31623.3370 8459.6227 -4228.2476 34397.3070
181 182 183 184 185 186
-22693.6683 -55953.1126 8839.3888 18323.9143 19129.2177 3578.6253
187 188 189 190 191 192
1329.8480 16712.2667 8323.6233 -2611.0784 24550.9074 -2724.0019
193 194 195 196 197 198
-17545.4615 -6548.2234 4563.4129 4831.9608 -15898.0481 12087.6700
199 200 201 202 203 204
-30338.1052 -1838.9219 6221.5037 -5201.2618 15840.4384 9974.2234
205 206 207 208 209 210
-30077.0123 -11658.9891 -7456.3686 46310.7078 23299.1152 2489.6752
211 212 213 214 215 216
10278.4345 24048.9060 -1299.8162 4230.5899 -30371.4655 -8456.0458
217 218 219 220 221 222
-31526.5593 7335.7765 2412.0870 28343.6937 -17176.8487 -5786.1877
223 224 225 226 227 228
-53272.0912 7614.6580 -688.0426 -594.2548 18107.9489 -23890.9866
229 230 231 232 233 234
-30084.9820 -38243.3431 -13063.5662 -5228.0295 -31484.5702 -8433.2349
235 236 237 238 239 240
-30370.0312 -14831.5764 52009.0651 -14027.8115 -13415.3376 -20978.3039
241 242 243 244 245 246
11105.4395 1927.9492 -16625.5393 -6177.4233 -430.5216 -9722.7330
247 248 249 250 251 252
-25049.4037 23794.8016 9710.2065 -13639.7088 16718.2125 8417.4551
253 254 255 256 257 258
11047.3889 2604.3604 -20874.4540 383.3955 -13905.8239 9337.8943
259 260 261 262 263 264
10730.0826 5972.5889 -17438.0336 9304.4209 8999.7922 -10521.8547
265 266 267 268 269 270
-9062.5234 6507.7460 -19377.1106 -6760.1446 48752.6929 -22280.0232
271 272 273 274 275 276
-5414.7484 7237.3746 2703.5080 4601.4447 10297.8199 -22742.2624
277 278 279 280 281 282
16083.7716 10052.2177 -4710.1850 18228.8299 -1134.4803 13485.4062
283 284 285 286 287 288
-4061.5087 11256.4138 4550.0160 -10324.0111 1385.4540 1431.3808
289
-1408.0764
> postscript(file="/var/www/rcomp/tmp/6trl81323879543.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 65190.3605 NA
1 6756.6315 65190.3605
2 7875.4428 6756.6315
3 -70242.6898 7875.4428
4 26391.6265 -70242.6898
5 173.2536 26391.6265
6 38379.8820 173.2536
7 -1541.4701 38379.8820
8 14229.9802 -1541.4701
9 -7241.0431 14229.9802
10 19072.7726 -7241.0431
11 31796.4527 19072.7726
12 -15511.8532 31796.4527
13 -12666.9907 -15511.8532
14 12277.1291 -12666.9907
15 18371.0941 12277.1291
16 -80368.9842 18371.0941
17 40758.0820 -80368.9842
18 1424.6015 40758.0820
19 3787.8357 1424.6015
20 831.3178 3787.8357
21 9975.6066 831.3178
22 107035.7545 9975.6066
23 36660.6657 107035.7545
24 -23819.4718 36660.6657
25 -93375.0807 -23819.4718
26 -48183.1221 -93375.0807
27 -14446.4671 -48183.1221
28 34520.7487 -14446.4671
29 -6007.3188 34520.7487
30 21040.7999 -6007.3188
31 10474.6461 21040.7999
32 897.1216 10474.6461
33 36506.5905 897.1216
34 -12984.9945 36506.5905
35 31351.0168 -12984.9945
36 32454.3719 31351.0168
37 8643.8754 32454.3719
38 65568.6390 8643.8754
39 3554.8078 65568.6390
40 13179.8742 3554.8078
41 32530.4029 13179.8742
42 -35428.5115 32530.4029
43 -4369.5737 -35428.5115
44 -23921.0112 -4369.5737
45 -10064.2214 -23921.0112
46 -43519.2966 -10064.2214
47 2054.7914 -43519.2966
48 1485.4495 2054.7914
49 -102118.6373 1485.4495
50 46915.2856 -102118.6373
51 -17144.2613 46915.2856
52 -13640.4911 -17144.2613
53 -30751.2603 -13640.4911
54 -49996.4413 -30751.2603
55 11252.1747 -49996.4413
56 -12837.0398 11252.1747
57 56705.0390 -12837.0398
58 -2015.9760 56705.0390
59 -5776.7954 -2015.9760
60 7588.2747 -5776.7954
61 30875.6024 7588.2747
62 18959.7624 30875.6024
63 9935.0653 18959.7624
64 -1803.2699 9935.0653
65 6014.2114 -1803.2699
66 24690.6329 6014.2114
67 4707.0162 24690.6329
68 1598.5786 4707.0162
69 -40892.2220 1598.5786
70 15804.7240 -40892.2220
71 55074.6671 15804.7240
72 37917.3852 55074.6671
73 -17719.4120 37917.3852
74 -34428.8933 -17719.4120
75 -18516.8419 -34428.8933
76 -41171.0539 -18516.8419
77 -14911.0202 -41171.0539
78 -22266.8903 -14911.0202
79 10097.2581 -22266.8903
80 2741.6995 10097.2581
81 -31508.9725 2741.6995
82 45643.9929 -31508.9725
83 34896.5814 45643.9929
84 17783.6210 34896.5814
85 -27462.0947 17783.6210
86 -10686.6000 -27462.0947
87 -17590.3752 -10686.6000
88 62001.8376 -17590.3752
89 -5530.8231 62001.8376
90 9006.3670 -5530.8231
91 -13714.8620 9006.3670
92 -24819.9369 -13714.8620
93 11362.8880 -24819.9369
94 21291.1218 11362.8880
95 20721.9730 21291.1218
96 16550.2994 20721.9730
97 -127441.3561 16550.2994
98 12667.1398 -127441.3561
99 -10629.3552 12667.1398
100 14564.5256 -10629.3552
101 -20298.6933 14564.5256
102 51225.0221 -20298.6933
103 17415.7687 51225.0221
104 31398.6875 17415.7687
105 22549.0994 31398.6875
106 -26669.7923 22549.0994
107 -16526.6313 -26669.7923
108 25089.5563 -16526.6313
109 3276.0446 25089.5563
110 15466.5567 3276.0446
111 -20739.3849 15466.5567
112 -12063.0313 -20739.3849
113 -5900.8895 -12063.0313
114 -26855.3205 -5900.8895
115 -28516.5487 -26855.3205
116 -20582.8224 -28516.5487
117 48859.0258 -20582.8224
118 6820.5879 48859.0258
119 -31144.8204 6820.5879
120 -5456.3300 -31144.8204
121 -48376.2460 -5456.3300
122 -23978.9392 -48376.2460
123 -53527.7839 -23978.9392
124 79394.7866 -53527.7839
125 20687.2815 79394.7866
126 11885.8499 20687.2815
127 -9094.8841 11885.8499
128 14061.6763 -9094.8841
129 1179.3721 14061.6763
130 -2727.4257 1179.3721
131 -41846.3438 -2727.4257
132 12944.2541 -41846.3438
133 -60682.5775 12944.2541
134 -15976.4396 -60682.5775
135 52601.5415 -15976.4396
136 3258.3050 52601.5415
137 38315.2010 3258.3050
138 -23309.1892 38315.2010
139 -11492.9788 -23309.1892
140 -22337.8514 -11492.9788
141 -11457.9925 -22337.8514
142 9620.8185 -11457.9925
143 -11767.1325 9620.8185
144 12388.0652 -11767.1325
145 -29206.3479 12388.0652
146 253.2152 -29206.3479
147 -12048.6745 253.2152
148 -16881.2192 -12048.6745
149 3904.8266 -16881.2192
150 29796.3761 3904.8266
151 25087.3187 29796.3761
152 -15006.7577 25087.3187
153 13276.1825 -15006.7577
154 16620.8170 13276.1825
155 44989.7781 16620.8170
156 27673.6476 44989.7781
157 21614.7323 27673.6476
158 -21869.2221 21614.7323
159 -11491.0945 -21869.2221
160 21585.3165 -11491.0945
161 -10000.6157 21585.3165
162 -12496.9684 -10000.6157
163 -15983.6633 -12496.9684
164 -33042.1792 -15983.6633
165 35849.6433 -33042.1792
166 -6622.9172 35849.6433
167 11493.0999 -6622.9172
168 19530.4398 11493.0999
169 88516.7933 19530.4398
170 -12311.5207 88516.7933
171 2290.8773 -12311.5207
172 2169.4153 2290.8773
173 12364.0779 2169.4153
174 -85373.3272 12364.0779
175 5664.9701 -85373.3272
176 -31623.3370 5664.9701
177 8459.6227 -31623.3370
178 -4228.2476 8459.6227
179 34397.3070 -4228.2476
180 -22693.6683 34397.3070
181 -55953.1126 -22693.6683
182 8839.3888 -55953.1126
183 18323.9143 8839.3888
184 19129.2177 18323.9143
185 3578.6253 19129.2177
186 1329.8480 3578.6253
187 16712.2667 1329.8480
188 8323.6233 16712.2667
189 -2611.0784 8323.6233
190 24550.9074 -2611.0784
191 -2724.0019 24550.9074
192 -17545.4615 -2724.0019
193 -6548.2234 -17545.4615
194 4563.4129 -6548.2234
195 4831.9608 4563.4129
196 -15898.0481 4831.9608
197 12087.6700 -15898.0481
198 -30338.1052 12087.6700
199 -1838.9219 -30338.1052
200 6221.5037 -1838.9219
201 -5201.2618 6221.5037
202 15840.4384 -5201.2618
203 9974.2234 15840.4384
204 -30077.0123 9974.2234
205 -11658.9891 -30077.0123
206 -7456.3686 -11658.9891
207 46310.7078 -7456.3686
208 23299.1152 46310.7078
209 2489.6752 23299.1152
210 10278.4345 2489.6752
211 24048.9060 10278.4345
212 -1299.8162 24048.9060
213 4230.5899 -1299.8162
214 -30371.4655 4230.5899
215 -8456.0458 -30371.4655
216 -31526.5593 -8456.0458
217 7335.7765 -31526.5593
218 2412.0870 7335.7765
219 28343.6937 2412.0870
220 -17176.8487 28343.6937
221 -5786.1877 -17176.8487
222 -53272.0912 -5786.1877
223 7614.6580 -53272.0912
224 -688.0426 7614.6580
225 -594.2548 -688.0426
226 18107.9489 -594.2548
227 -23890.9866 18107.9489
228 -30084.9820 -23890.9866
229 -38243.3431 -30084.9820
230 -13063.5662 -38243.3431
231 -5228.0295 -13063.5662
232 -31484.5702 -5228.0295
233 -8433.2349 -31484.5702
234 -30370.0312 -8433.2349
235 -14831.5764 -30370.0312
236 52009.0651 -14831.5764
237 -14027.8115 52009.0651
238 -13415.3376 -14027.8115
239 -20978.3039 -13415.3376
240 11105.4395 -20978.3039
241 1927.9492 11105.4395
242 -16625.5393 1927.9492
243 -6177.4233 -16625.5393
244 -430.5216 -6177.4233
245 -9722.7330 -430.5216
246 -25049.4037 -9722.7330
247 23794.8016 -25049.4037
248 9710.2065 23794.8016
249 -13639.7088 9710.2065
250 16718.2125 -13639.7088
251 8417.4551 16718.2125
252 11047.3889 8417.4551
253 2604.3604 11047.3889
254 -20874.4540 2604.3604
255 383.3955 -20874.4540
256 -13905.8239 383.3955
257 9337.8943 -13905.8239
258 10730.0826 9337.8943
259 5972.5889 10730.0826
260 -17438.0336 5972.5889
261 9304.4209 -17438.0336
262 8999.7922 9304.4209
263 -10521.8547 8999.7922
264 -9062.5234 -10521.8547
265 6507.7460 -9062.5234
266 -19377.1106 6507.7460
267 -6760.1446 -19377.1106
268 48752.6929 -6760.1446
269 -22280.0232 48752.6929
270 -5414.7484 -22280.0232
271 7237.3746 -5414.7484
272 2703.5080 7237.3746
273 4601.4447 2703.5080
274 10297.8199 4601.4447
275 -22742.2624 10297.8199
276 16083.7716 -22742.2624
277 10052.2177 16083.7716
278 -4710.1850 10052.2177
279 18228.8299 -4710.1850
280 -1134.4803 18228.8299
281 13485.4062 -1134.4803
282 -4061.5087 13485.4062
283 11256.4138 -4061.5087
284 4550.0160 11256.4138
285 -10324.0111 4550.0160
286 1385.4540 -10324.0111
287 1431.3808 1385.4540
288 -1408.0764 1431.3808
289 NA -1408.0764
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 6756.6315 65190.3605
[2,] 7875.4428 6756.6315
[3,] -70242.6898 7875.4428
[4,] 26391.6265 -70242.6898
[5,] 173.2536 26391.6265
[6,] 38379.8820 173.2536
[7,] -1541.4701 38379.8820
[8,] 14229.9802 -1541.4701
[9,] -7241.0431 14229.9802
[10,] 19072.7726 -7241.0431
[11,] 31796.4527 19072.7726
[12,] -15511.8532 31796.4527
[13,] -12666.9907 -15511.8532
[14,] 12277.1291 -12666.9907
[15,] 18371.0941 12277.1291
[16,] -80368.9842 18371.0941
[17,] 40758.0820 -80368.9842
[18,] 1424.6015 40758.0820
[19,] 3787.8357 1424.6015
[20,] 831.3178 3787.8357
[21,] 9975.6066 831.3178
[22,] 107035.7545 9975.6066
[23,] 36660.6657 107035.7545
[24,] -23819.4718 36660.6657
[25,] -93375.0807 -23819.4718
[26,] -48183.1221 -93375.0807
[27,] -14446.4671 -48183.1221
[28,] 34520.7487 -14446.4671
[29,] -6007.3188 34520.7487
[30,] 21040.7999 -6007.3188
[31,] 10474.6461 21040.7999
[32,] 897.1216 10474.6461
[33,] 36506.5905 897.1216
[34,] -12984.9945 36506.5905
[35,] 31351.0168 -12984.9945
[36,] 32454.3719 31351.0168
[37,] 8643.8754 32454.3719
[38,] 65568.6390 8643.8754
[39,] 3554.8078 65568.6390
[40,] 13179.8742 3554.8078
[41,] 32530.4029 13179.8742
[42,] -35428.5115 32530.4029
[43,] -4369.5737 -35428.5115
[44,] -23921.0112 -4369.5737
[45,] -10064.2214 -23921.0112
[46,] -43519.2966 -10064.2214
[47,] 2054.7914 -43519.2966
[48,] 1485.4495 2054.7914
[49,] -102118.6373 1485.4495
[50,] 46915.2856 -102118.6373
[51,] -17144.2613 46915.2856
[52,] -13640.4911 -17144.2613
[53,] -30751.2603 -13640.4911
[54,] -49996.4413 -30751.2603
[55,] 11252.1747 -49996.4413
[56,] -12837.0398 11252.1747
[57,] 56705.0390 -12837.0398
[58,] -2015.9760 56705.0390
[59,] -5776.7954 -2015.9760
[60,] 7588.2747 -5776.7954
[61,] 30875.6024 7588.2747
[62,] 18959.7624 30875.6024
[63,] 9935.0653 18959.7624
[64,] -1803.2699 9935.0653
[65,] 6014.2114 -1803.2699
[66,] 24690.6329 6014.2114
[67,] 4707.0162 24690.6329
[68,] 1598.5786 4707.0162
[69,] -40892.2220 1598.5786
[70,] 15804.7240 -40892.2220
[71,] 55074.6671 15804.7240
[72,] 37917.3852 55074.6671
[73,] -17719.4120 37917.3852
[74,] -34428.8933 -17719.4120
[75,] -18516.8419 -34428.8933
[76,] -41171.0539 -18516.8419
[77,] -14911.0202 -41171.0539
[78,] -22266.8903 -14911.0202
[79,] 10097.2581 -22266.8903
[80,] 2741.6995 10097.2581
[81,] -31508.9725 2741.6995
[82,] 45643.9929 -31508.9725
[83,] 34896.5814 45643.9929
[84,] 17783.6210 34896.5814
[85,] -27462.0947 17783.6210
[86,] -10686.6000 -27462.0947
[87,] -17590.3752 -10686.6000
[88,] 62001.8376 -17590.3752
[89,] -5530.8231 62001.8376
[90,] 9006.3670 -5530.8231
[91,] -13714.8620 9006.3670
[92,] -24819.9369 -13714.8620
[93,] 11362.8880 -24819.9369
[94,] 21291.1218 11362.8880
[95,] 20721.9730 21291.1218
[96,] 16550.2994 20721.9730
[97,] -127441.3561 16550.2994
[98,] 12667.1398 -127441.3561
[99,] -10629.3552 12667.1398
[100,] 14564.5256 -10629.3552
[101,] -20298.6933 14564.5256
[102,] 51225.0221 -20298.6933
[103,] 17415.7687 51225.0221
[104,] 31398.6875 17415.7687
[105,] 22549.0994 31398.6875
[106,] -26669.7923 22549.0994
[107,] -16526.6313 -26669.7923
[108,] 25089.5563 -16526.6313
[109,] 3276.0446 25089.5563
[110,] 15466.5567 3276.0446
[111,] -20739.3849 15466.5567
[112,] -12063.0313 -20739.3849
[113,] -5900.8895 -12063.0313
[114,] -26855.3205 -5900.8895
[115,] -28516.5487 -26855.3205
[116,] -20582.8224 -28516.5487
[117,] 48859.0258 -20582.8224
[118,] 6820.5879 48859.0258
[119,] -31144.8204 6820.5879
[120,] -5456.3300 -31144.8204
[121,] -48376.2460 -5456.3300
[122,] -23978.9392 -48376.2460
[123,] -53527.7839 -23978.9392
[124,] 79394.7866 -53527.7839
[125,] 20687.2815 79394.7866
[126,] 11885.8499 20687.2815
[127,] -9094.8841 11885.8499
[128,] 14061.6763 -9094.8841
[129,] 1179.3721 14061.6763
[130,] -2727.4257 1179.3721
[131,] -41846.3438 -2727.4257
[132,] 12944.2541 -41846.3438
[133,] -60682.5775 12944.2541
[134,] -15976.4396 -60682.5775
[135,] 52601.5415 -15976.4396
[136,] 3258.3050 52601.5415
[137,] 38315.2010 3258.3050
[138,] -23309.1892 38315.2010
[139,] -11492.9788 -23309.1892
[140,] -22337.8514 -11492.9788
[141,] -11457.9925 -22337.8514
[142,] 9620.8185 -11457.9925
[143,] -11767.1325 9620.8185
[144,] 12388.0652 -11767.1325
[145,] -29206.3479 12388.0652
[146,] 253.2152 -29206.3479
[147,] -12048.6745 253.2152
[148,] -16881.2192 -12048.6745
[149,] 3904.8266 -16881.2192
[150,] 29796.3761 3904.8266
[151,] 25087.3187 29796.3761
[152,] -15006.7577 25087.3187
[153,] 13276.1825 -15006.7577
[154,] 16620.8170 13276.1825
[155,] 44989.7781 16620.8170
[156,] 27673.6476 44989.7781
[157,] 21614.7323 27673.6476
[158,] -21869.2221 21614.7323
[159,] -11491.0945 -21869.2221
[160,] 21585.3165 -11491.0945
[161,] -10000.6157 21585.3165
[162,] -12496.9684 -10000.6157
[163,] -15983.6633 -12496.9684
[164,] -33042.1792 -15983.6633
[165,] 35849.6433 -33042.1792
[166,] -6622.9172 35849.6433
[167,] 11493.0999 -6622.9172
[168,] 19530.4398 11493.0999
[169,] 88516.7933 19530.4398
[170,] -12311.5207 88516.7933
[171,] 2290.8773 -12311.5207
[172,] 2169.4153 2290.8773
[173,] 12364.0779 2169.4153
[174,] -85373.3272 12364.0779
[175,] 5664.9701 -85373.3272
[176,] -31623.3370 5664.9701
[177,] 8459.6227 -31623.3370
[178,] -4228.2476 8459.6227
[179,] 34397.3070 -4228.2476
[180,] -22693.6683 34397.3070
[181,] -55953.1126 -22693.6683
[182,] 8839.3888 -55953.1126
[183,] 18323.9143 8839.3888
[184,] 19129.2177 18323.9143
[185,] 3578.6253 19129.2177
[186,] 1329.8480 3578.6253
[187,] 16712.2667 1329.8480
[188,] 8323.6233 16712.2667
[189,] -2611.0784 8323.6233
[190,] 24550.9074 -2611.0784
[191,] -2724.0019 24550.9074
[192,] -17545.4615 -2724.0019
[193,] -6548.2234 -17545.4615
[194,] 4563.4129 -6548.2234
[195,] 4831.9608 4563.4129
[196,] -15898.0481 4831.9608
[197,] 12087.6700 -15898.0481
[198,] -30338.1052 12087.6700
[199,] -1838.9219 -30338.1052
[200,] 6221.5037 -1838.9219
[201,] -5201.2618 6221.5037
[202,] 15840.4384 -5201.2618
[203,] 9974.2234 15840.4384
[204,] -30077.0123 9974.2234
[205,] -11658.9891 -30077.0123
[206,] -7456.3686 -11658.9891
[207,] 46310.7078 -7456.3686
[208,] 23299.1152 46310.7078
[209,] 2489.6752 23299.1152
[210,] 10278.4345 2489.6752
[211,] 24048.9060 10278.4345
[212,] -1299.8162 24048.9060
[213,] 4230.5899 -1299.8162
[214,] -30371.4655 4230.5899
[215,] -8456.0458 -30371.4655
[216,] -31526.5593 -8456.0458
[217,] 7335.7765 -31526.5593
[218,] 2412.0870 7335.7765
[219,] 28343.6937 2412.0870
[220,] -17176.8487 28343.6937
[221,] -5786.1877 -17176.8487
[222,] -53272.0912 -5786.1877
[223,] 7614.6580 -53272.0912
[224,] -688.0426 7614.6580
[225,] -594.2548 -688.0426
[226,] 18107.9489 -594.2548
[227,] -23890.9866 18107.9489
[228,] -30084.9820 -23890.9866
[229,] -38243.3431 -30084.9820
[230,] -13063.5662 -38243.3431
[231,] -5228.0295 -13063.5662
[232,] -31484.5702 -5228.0295
[233,] -8433.2349 -31484.5702
[234,] -30370.0312 -8433.2349
[235,] -14831.5764 -30370.0312
[236,] 52009.0651 -14831.5764
[237,] -14027.8115 52009.0651
[238,] -13415.3376 -14027.8115
[239,] -20978.3039 -13415.3376
[240,] 11105.4395 -20978.3039
[241,] 1927.9492 11105.4395
[242,] -16625.5393 1927.9492
[243,] -6177.4233 -16625.5393
[244,] -430.5216 -6177.4233
[245,] -9722.7330 -430.5216
[246,] -25049.4037 -9722.7330
[247,] 23794.8016 -25049.4037
[248,] 9710.2065 23794.8016
[249,] -13639.7088 9710.2065
[250,] 16718.2125 -13639.7088
[251,] 8417.4551 16718.2125
[252,] 11047.3889 8417.4551
[253,] 2604.3604 11047.3889
[254,] -20874.4540 2604.3604
[255,] 383.3955 -20874.4540
[256,] -13905.8239 383.3955
[257,] 9337.8943 -13905.8239
[258,] 10730.0826 9337.8943
[259,] 5972.5889 10730.0826
[260,] -17438.0336 5972.5889
[261,] 9304.4209 -17438.0336
[262,] 8999.7922 9304.4209
[263,] -10521.8547 8999.7922
[264,] -9062.5234 -10521.8547
[265,] 6507.7460 -9062.5234
[266,] -19377.1106 6507.7460
[267,] -6760.1446 -19377.1106
[268,] 48752.6929 -6760.1446
[269,] -22280.0232 48752.6929
[270,] -5414.7484 -22280.0232
[271,] 7237.3746 -5414.7484
[272,] 2703.5080 7237.3746
[273,] 4601.4447 2703.5080
[274,] 10297.8199 4601.4447
[275,] -22742.2624 10297.8199
[276,] 16083.7716 -22742.2624
[277,] 10052.2177 16083.7716
[278,] -4710.1850 10052.2177
[279,] 18228.8299 -4710.1850
[280,] -1134.4803 18228.8299
[281,] 13485.4062 -1134.4803
[282,] -4061.5087 13485.4062
[283,] 11256.4138 -4061.5087
[284,] 4550.0160 11256.4138
[285,] -10324.0111 4550.0160
[286,] 1385.4540 -10324.0111
[287,] 1431.3808 1385.4540
[288,] -1408.0764 1431.3808
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 6756.6315 65190.3605
2 7875.4428 6756.6315
3 -70242.6898 7875.4428
4 26391.6265 -70242.6898
5 173.2536 26391.6265
6 38379.8820 173.2536
7 -1541.4701 38379.8820
8 14229.9802 -1541.4701
9 -7241.0431 14229.9802
10 19072.7726 -7241.0431
11 31796.4527 19072.7726
12 -15511.8532 31796.4527
13 -12666.9907 -15511.8532
14 12277.1291 -12666.9907
15 18371.0941 12277.1291
16 -80368.9842 18371.0941
17 40758.0820 -80368.9842
18 1424.6015 40758.0820
19 3787.8357 1424.6015
20 831.3178 3787.8357
21 9975.6066 831.3178
22 107035.7545 9975.6066
23 36660.6657 107035.7545
24 -23819.4718 36660.6657
25 -93375.0807 -23819.4718
26 -48183.1221 -93375.0807
27 -14446.4671 -48183.1221
28 34520.7487 -14446.4671
29 -6007.3188 34520.7487
30 21040.7999 -6007.3188
31 10474.6461 21040.7999
32 897.1216 10474.6461
33 36506.5905 897.1216
34 -12984.9945 36506.5905
35 31351.0168 -12984.9945
36 32454.3719 31351.0168
37 8643.8754 32454.3719
38 65568.6390 8643.8754
39 3554.8078 65568.6390
40 13179.8742 3554.8078
41 32530.4029 13179.8742
42 -35428.5115 32530.4029
43 -4369.5737 -35428.5115
44 -23921.0112 -4369.5737
45 -10064.2214 -23921.0112
46 -43519.2966 -10064.2214
47 2054.7914 -43519.2966
48 1485.4495 2054.7914
49 -102118.6373 1485.4495
50 46915.2856 -102118.6373
51 -17144.2613 46915.2856
52 -13640.4911 -17144.2613
53 -30751.2603 -13640.4911
54 -49996.4413 -30751.2603
55 11252.1747 -49996.4413
56 -12837.0398 11252.1747
57 56705.0390 -12837.0398
58 -2015.9760 56705.0390
59 -5776.7954 -2015.9760
60 7588.2747 -5776.7954
61 30875.6024 7588.2747
62 18959.7624 30875.6024
63 9935.0653 18959.7624
64 -1803.2699 9935.0653
65 6014.2114 -1803.2699
66 24690.6329 6014.2114
67 4707.0162 24690.6329
68 1598.5786 4707.0162
69 -40892.2220 1598.5786
70 15804.7240 -40892.2220
71 55074.6671 15804.7240
72 37917.3852 55074.6671
73 -17719.4120 37917.3852
74 -34428.8933 -17719.4120
75 -18516.8419 -34428.8933
76 -41171.0539 -18516.8419
77 -14911.0202 -41171.0539
78 -22266.8903 -14911.0202
79 10097.2581 -22266.8903
80 2741.6995 10097.2581
81 -31508.9725 2741.6995
82 45643.9929 -31508.9725
83 34896.5814 45643.9929
84 17783.6210 34896.5814
85 -27462.0947 17783.6210
86 -10686.6000 -27462.0947
87 -17590.3752 -10686.6000
88 62001.8376 -17590.3752
89 -5530.8231 62001.8376
90 9006.3670 -5530.8231
91 -13714.8620 9006.3670
92 -24819.9369 -13714.8620
93 11362.8880 -24819.9369
94 21291.1218 11362.8880
95 20721.9730 21291.1218
96 16550.2994 20721.9730
97 -127441.3561 16550.2994
98 12667.1398 -127441.3561
99 -10629.3552 12667.1398
100 14564.5256 -10629.3552
101 -20298.6933 14564.5256
102 51225.0221 -20298.6933
103 17415.7687 51225.0221
104 31398.6875 17415.7687
105 22549.0994 31398.6875
106 -26669.7923 22549.0994
107 -16526.6313 -26669.7923
108 25089.5563 -16526.6313
109 3276.0446 25089.5563
110 15466.5567 3276.0446
111 -20739.3849 15466.5567
112 -12063.0313 -20739.3849
113 -5900.8895 -12063.0313
114 -26855.3205 -5900.8895
115 -28516.5487 -26855.3205
116 -20582.8224 -28516.5487
117 48859.0258 -20582.8224
118 6820.5879 48859.0258
119 -31144.8204 6820.5879
120 -5456.3300 -31144.8204
121 -48376.2460 -5456.3300
122 -23978.9392 -48376.2460
123 -53527.7839 -23978.9392
124 79394.7866 -53527.7839
125 20687.2815 79394.7866
126 11885.8499 20687.2815
127 -9094.8841 11885.8499
128 14061.6763 -9094.8841
129 1179.3721 14061.6763
130 -2727.4257 1179.3721
131 -41846.3438 -2727.4257
132 12944.2541 -41846.3438
133 -60682.5775 12944.2541
134 -15976.4396 -60682.5775
135 52601.5415 -15976.4396
136 3258.3050 52601.5415
137 38315.2010 3258.3050
138 -23309.1892 38315.2010
139 -11492.9788 -23309.1892
140 -22337.8514 -11492.9788
141 -11457.9925 -22337.8514
142 9620.8185 -11457.9925
143 -11767.1325 9620.8185
144 12388.0652 -11767.1325
145 -29206.3479 12388.0652
146 253.2152 -29206.3479
147 -12048.6745 253.2152
148 -16881.2192 -12048.6745
149 3904.8266 -16881.2192
150 29796.3761 3904.8266
151 25087.3187 29796.3761
152 -15006.7577 25087.3187
153 13276.1825 -15006.7577
154 16620.8170 13276.1825
155 44989.7781 16620.8170
156 27673.6476 44989.7781
157 21614.7323 27673.6476
158 -21869.2221 21614.7323
159 -11491.0945 -21869.2221
160 21585.3165 -11491.0945
161 -10000.6157 21585.3165
162 -12496.9684 -10000.6157
163 -15983.6633 -12496.9684
164 -33042.1792 -15983.6633
165 35849.6433 -33042.1792
166 -6622.9172 35849.6433
167 11493.0999 -6622.9172
168 19530.4398 11493.0999
169 88516.7933 19530.4398
170 -12311.5207 88516.7933
171 2290.8773 -12311.5207
172 2169.4153 2290.8773
173 12364.0779 2169.4153
174 -85373.3272 12364.0779
175 5664.9701 -85373.3272
176 -31623.3370 5664.9701
177 8459.6227 -31623.3370
178 -4228.2476 8459.6227
179 34397.3070 -4228.2476
180 -22693.6683 34397.3070
181 -55953.1126 -22693.6683
182 8839.3888 -55953.1126
183 18323.9143 8839.3888
184 19129.2177 18323.9143
185 3578.6253 19129.2177
186 1329.8480 3578.6253
187 16712.2667 1329.8480
188 8323.6233 16712.2667
189 -2611.0784 8323.6233
190 24550.9074 -2611.0784
191 -2724.0019 24550.9074
192 -17545.4615 -2724.0019
193 -6548.2234 -17545.4615
194 4563.4129 -6548.2234
195 4831.9608 4563.4129
196 -15898.0481 4831.9608
197 12087.6700 -15898.0481
198 -30338.1052 12087.6700
199 -1838.9219 -30338.1052
200 6221.5037 -1838.9219
201 -5201.2618 6221.5037
202 15840.4384 -5201.2618
203 9974.2234 15840.4384
204 -30077.0123 9974.2234
205 -11658.9891 -30077.0123
206 -7456.3686 -11658.9891
207 46310.7078 -7456.3686
208 23299.1152 46310.7078
209 2489.6752 23299.1152
210 10278.4345 2489.6752
211 24048.9060 10278.4345
212 -1299.8162 24048.9060
213 4230.5899 -1299.8162
214 -30371.4655 4230.5899
215 -8456.0458 -30371.4655
216 -31526.5593 -8456.0458
217 7335.7765 -31526.5593
218 2412.0870 7335.7765
219 28343.6937 2412.0870
220 -17176.8487 28343.6937
221 -5786.1877 -17176.8487
222 -53272.0912 -5786.1877
223 7614.6580 -53272.0912
224 -688.0426 7614.6580
225 -594.2548 -688.0426
226 18107.9489 -594.2548
227 -23890.9866 18107.9489
228 -30084.9820 -23890.9866
229 -38243.3431 -30084.9820
230 -13063.5662 -38243.3431
231 -5228.0295 -13063.5662
232 -31484.5702 -5228.0295
233 -8433.2349 -31484.5702
234 -30370.0312 -8433.2349
235 -14831.5764 -30370.0312
236 52009.0651 -14831.5764
237 -14027.8115 52009.0651
238 -13415.3376 -14027.8115
239 -20978.3039 -13415.3376
240 11105.4395 -20978.3039
241 1927.9492 11105.4395
242 -16625.5393 1927.9492
243 -6177.4233 -16625.5393
244 -430.5216 -6177.4233
245 -9722.7330 -430.5216
246 -25049.4037 -9722.7330
247 23794.8016 -25049.4037
248 9710.2065 23794.8016
249 -13639.7088 9710.2065
250 16718.2125 -13639.7088
251 8417.4551 16718.2125
252 11047.3889 8417.4551
253 2604.3604 11047.3889
254 -20874.4540 2604.3604
255 383.3955 -20874.4540
256 -13905.8239 383.3955
257 9337.8943 -13905.8239
258 10730.0826 9337.8943
259 5972.5889 10730.0826
260 -17438.0336 5972.5889
261 9304.4209 -17438.0336
262 8999.7922 9304.4209
263 -10521.8547 8999.7922
264 -9062.5234 -10521.8547
265 6507.7460 -9062.5234
266 -19377.1106 6507.7460
267 -6760.1446 -19377.1106
268 48752.6929 -6760.1446
269 -22280.0232 48752.6929
270 -5414.7484 -22280.0232
271 7237.3746 -5414.7484
272 2703.5080 7237.3746
273 4601.4447 2703.5080
274 10297.8199 4601.4447
275 -22742.2624 10297.8199
276 16083.7716 -22742.2624
277 10052.2177 16083.7716
278 -4710.1850 10052.2177
279 18228.8299 -4710.1850
280 -1134.4803 18228.8299
281 13485.4062 -1134.4803
282 -4061.5087 13485.4062
283 11256.4138 -4061.5087
284 4550.0160 11256.4138
285 -10324.0111 4550.0160
286 1385.4540 -10324.0111
287 1431.3808 1385.4540
288 -1408.0764 1431.3808
> 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/7ndww1323879543.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/8vo8z1323879543.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/9i6ul1323879543.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/rcomp/tmp/10gqzj1323879543.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11fdei1323879543.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/12yedf1323879543.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/13cn861323879543.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/14eue21323879543.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/157bz21323879543.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/16072i1323879543.tab")
+ }
>
> try(system("convert tmp/14tyv1323879543.ps tmp/14tyv1323879543.png",intern=TRUE))
character(0)
> try(system("convert tmp/239wd1323879543.ps tmp/239wd1323879543.png",intern=TRUE))
character(0)
> try(system("convert tmp/33pdu1323879543.ps tmp/33pdu1323879543.png",intern=TRUE))
character(0)
> try(system("convert tmp/42l0v1323879543.ps tmp/42l0v1323879543.png",intern=TRUE))
character(0)
> try(system("convert tmp/5hx9t1323879543.ps tmp/5hx9t1323879543.png",intern=TRUE))
character(0)
> try(system("convert tmp/6trl81323879543.ps tmp/6trl81323879543.png",intern=TRUE))
character(0)
> try(system("convert tmp/7ndww1323879543.ps tmp/7ndww1323879543.png",intern=TRUE))
character(0)
> try(system("convert tmp/8vo8z1323879543.ps tmp/8vo8z1323879543.png",intern=TRUE))
character(0)
> try(system("convert tmp/9i6ul1323879543.ps tmp/9i6ul1323879543.png",intern=TRUE))
character(0)
> try(system("convert tmp/10gqzj1323879543.ps tmp/10gqzj1323879543.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
11.052 0.740 12.087