R version 2.12.0 (2010-10-15)
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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+ ,62088
+ ,38
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+ ,40151
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+ ,578
+ ,27634
+ ,20
+ ,0
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+ ,76990
+ ,27
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+ ,0
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+ ,42
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+ ,49
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+ ,27
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+ ,69304
+ ,30
+ ,6
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+ ,53117
+ ,22
+ ,3
+ ,3
+ ,12
+ ,285
+ ,19764
+ ,12
+ ,1
+ ,10
+ ,2
+ ,1145
+ ,86680
+ ,31
+ ,2
+ ,37
+ ,14
+ ,733
+ ,84105
+ ,20
+ ,0
+ ,17
+ ,17
+ ,888
+ ,77945
+ ,20
+ ,0
+ ,28
+ ,19
+ ,849
+ ,89113
+ ,39
+ ,0
+ ,19
+ ,14
+ ,1182
+ ,91005
+ ,29
+ ,3
+ ,29
+ ,11
+ ,528
+ ,40248
+ ,16
+ ,1
+ ,8
+ ,4
+ ,642
+ ,64187
+ ,27
+ ,0
+ ,10
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+ ,50857
+ ,21
+ ,0
+ ,15
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+ ,56613
+ ,19
+ ,1
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+ ,62792
+ ,35
+ ,0
+ ,28
+ ,15
+ ,894
+ ,72535
+ ,14
+ ,0
+ ,17
+ ,16)
+ ,dim=c(6
+ ,289)
+ ,dimnames=list(c('pageviews'
+ ,'time_in_rfc'
+ ,'logins'
+ ,'shared_compendiums'
+ ,'blogged_computations'
+ ,'compendiums_reviewed
')
+ ,1:289))
> y <- array(NA,dim=c(6,289),dimnames=list(c('pageviews','time_in_rfc','logins','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 shared_compendiums blogged_computations
1 210907 1418 56 3 79
2 120982 869 56 4 58
3 176508 1530 54 12 60
4 179321 2172 89 2 108
5 123185 901 40 1 49
6 52746 463 25 3 0
7 385534 3201 92 0 121
8 33170 371 18 0 1
9 101645 1192 63 0 20
10 149061 1583 44 5 43
11 165446 1439 33 0 69
12 237213 1764 84 0 78
13 173326 1495 88 7 86
14 133131 1373 55 7 44
15 258873 2187 60 3 104
16 180083 1491 66 9 63
17 324799 4041 154 0 158
18 230964 1706 53 4 102
19 236785 2152 119 3 77
20 135473 1036 41 0 82
21 202925 1882 61 7 115
22 215147 1929 58 0 101
23 344297 2242 75 1 80
24 153935 1220 33 5 50
25 132943 1289 40 7 83
26 174724 2515 92 0 123
27 174415 2147 100 0 73
28 225548 2352 112 5 81
29 223632 1638 73 0 105
30 124817 1222 40 0 47
31 221698 1812 45 0 105
32 210767 1677 60 3 94
33 170266 1579 62 4 44
34 260561 1731 75 1 114
35 84853 807 31 4 38
36 294424 2452 77 2 107
37 101011 829 34 0 30
38 215641 1940 46 0 71
39 325107 2662 99 0 84
40 7176 186 17 0 0
41 167542 1499 66 2 59
42 106408 865 30 1 33
43 96560 1793 76 0 42
44 265769 2527 146 2 96
45 269651 2747 67 10 106
46 149112 1324 56 6 56
47 175824 2702 107 0 57
48 152871 1383 58 5 59
49 111665 1179 34 4 39
50 116408 2099 61 1 34
51 362301 4308 119 2 76
52 78800 918 42 2 20
53 183167 1831 66 0 91
54 277965 3373 89 8 115
55 150629 1713 44 3 85
56 168809 1438 66 0 76
57 24188 496 24 0 8
58 329267 2253 259 8 79
59 65029 744 17 5 21
60 101097 1161 64 3 30
61 218946 2352 41 1 76
62 244052 2144 68 5 101
63 341570 4691 168 1 94
64 103597 1112 43 1 27
65 233328 2694 132 5 92
66 256462 1973 105 0 123
67 206161 1769 71 12 75
68 311473 3148 112 8 128
69 235800 2474 94 8 105
70 177939 2084 82 8 55
71 207176 1954 70 8 56
72 196553 1226 57 2 41
73 174184 1389 53 0 72
74 143246 1496 103 5 67
75 187559 2269 121 8 75
76 187681 1833 62 2 114
77 119016 1268 52 5 118
78 182192 1943 52 12 77
79 73566 893 32 6 22
80 194979 1762 62 7 66
81 167488 1403 45 2 69
82 143756 1425 46 0 105
83 275541 1857 63 4 116
84 243199 1840 75 3 88
85 182999 1502 88 6 73
86 135649 1441 46 2 99
87 152299 1420 53 0 62
88 120221 1416 37 1 53
89 346485 2970 90 0 118
90 145790 1317 63 5 30
91 193339 1644 78 2 100
92 80953 870 25 0 49
93 122774 1654 45 0 24
94 130585 1054 46 5 67
95 112611 937 41 0 46
96 286468 3004 144 1 57
97 241066 2008 82 0 75
98 148446 2547 91 1 135
99 204713 1885 71 1 68
100 182079 1626 63 2 124
101 140344 1468 53 6 33
102 220516 2445 62 1 98
103 243060 1964 63 4 58
104 162765 1381 32 2 68
105 182613 1369 39 3 81
106 232138 1659 62 0 131
107 265318 2888 117 10 110
108 85574 1290 34 0 37
109 310839 2845 92 9 130
110 225060 1982 93 7 93
111 232317 1904 54 0 118
112 144966 1391 144 0 39
113 43287 602 14 4 13
114 155754 1743 61 4 74
115 164709 1559 109 0 81
116 201940 2014 38 0 109
117 235454 2143 73 0 151
118 220801 2146 75 1 51
119 99466 874 50 0 28
120 92661 1590 61 1 40
121 133328 1590 55 0 56
122 61361 1210 77 0 27
123 125930 2072 75 4 37
124 100750 1281 72 0 83
125 224549 1401 50 4 54
126 82316 834 32 4 27
127 102010 1105 53 3 28
128 101523 1272 42 0 59
129 243511 1944 71 0 133
130 22938 391 10 0 12
131 41566 761 35 5 0
132 152474 1605 65 0 106
133 61857 530 25 4 23
134 99923 1988 66 0 44
135 132487 1386 41 0 71
136 317394 2395 86 1 116
137 21054 387 16 0 4
138 209641 1742 42 5 62
139 22648 620 19 0 12
140 31414 449 19 0 18
141 46698 800 45 0 14
142 131698 1684 65 0 60
143 91735 1050 35 0 7
144 244749 2699 95 2 98
145 184510 1606 49 7 64
146 79863 1502 37 1 29
147 128423 1204 64 8 32
148 97839 1138 38 2 25
149 38214 568 34 0 16
150 151101 1459 32 2 48
151 272458 2158 65 0 100
152 172494 1111 52 0 46
153 108043 1421 62 1 45
154 328107 2833 65 3 129
155 250579 1955 83 0 130
156 351067 2922 95 3 136
157 158015 1002 29 0 59
158 98866 1060 18 0 25
159 85439 956 33 0 32
160 229242 2186 247 4 63
161 351619 3604 139 4 95
162 84207 1035 29 11 14
163 120445 1417 118 0 36
164 324598 3261 110 0 113
165 131069 1587 67 4 47
166 204271 1424 42 0 92
167 165543 1701 65 1 70
168 141722 1249 94 0 19
169 116048 946 64 0 50
170 250047 1926 81 0 41
171 299775 3352 95 9 91
172 195838 1641 67 1 111
173 173260 2035 63 3 41
174 254488 2312 83 10 120
175 104389 1369 45 5 135
176 136084 1577 30 0 27
177 199476 2201 70 2 87
178 92499 961 32 0 25
179 224330 1900 83 1 131
180 135781 1254 31 2 45
181 74408 1335 67 4 29
182 81240 1597 66 0 58
183 14688 207 10 0 4
184 181633 1645 70 2 47
185 271856 2429 103 1 109
186 7199 151 5 0 7
187 46660 474 20 0 12
188 17547 141 5 0 0
189 133368 1639 36 1 37
190 95227 872 34 0 37
191 152601 1318 48 2 46
192 98146 1018 40 0 15
193 79619 1383 43 3 42
194 59194 1314 31 6 7
195 139942 1335 42 0 54
196 118612 1403 46 2 54
197 72880 910 33 0 14
198 65475 616 18 2 16
199 99643 1407 55 1 33
200 71965 771 35 1 32
201 77272 766 59 2 21
202 49289 473 19 1 15
203 135131 1376 66 0 38
204 108446 1232 60 1 22
205 89746 1521 36 3 28
206 44296 572 25 0 10
207 77648 1059 47 0 31
208 181528 1544 54 0 32
209 134019 1230 53 0 32
210 124064 1206 40 1 43
211 92630 1205 40 4 27
212 121848 1255 39 0 37
213 52915 613 14 0 20
214 81872 721 45 0 32
215 58981 1109 36 7 0
216 53515 740 28 2 5
217 60812 1126 44 0 26
218 56375 728 30 7 10
219 65490 689 22 3 27
220 80949 592 17 0 11
221 76302 995 31 0 29
222 104011 1613 55 6 25
223 98104 2048 54 2 55
224 67989 705 21 0 23
225 30989 301 14 0 5
226 135458 1803 81 3 43
227 73504 799 35 0 23
228 63123 861 43 1 34
229 61254 1186 46 1 36
230 74914 1451 30 0 35
231 31774 628 23 1 0
232 81437 1161 38 0 37
233 87186 1463 54 0 28
234 50090 742 20 0 16
235 65745 979 53 0 26
236 56653 675 45 0 38
237 158399 1241 39 0 23
238 46455 676 20 0 22
239 73624 1049 24 0 30
240 38395 620 31 0 16
241 91899 1081 35 0 18
242 139526 1688 151 0 28
243 52164 736 52 0 32
244 51567 617 30 2 21
245 70551 812 31 0 23
246 84856 1051 29 1 29
247 102538 1656 57 1 50
248 86678 705 40 0 12
249 85709 945 44 0 21
250 34662 554 25 0 18
251 150580 1597 77 0 27
252 99611 982 35 0 41
253 19349 222 11 0 13
254 99373 1212 63 1 12
255 86230 1143 44 0 21
256 30837 435 19 0 8
257 31706 532 13 0 26
258 89806 882 42 0 27
259 62088 608 38 1 13
260 40151 459 29 0 16
261 27634 578 20 0 2
262 76990 826 27 0 42
263 37460 509 20 0 5
264 54157 717 19 0 37
265 49862 637 37 0 17
266 84337 857 26 0 38
267 64175 830 42 0 37
268 59382 652 49 0 29
269 119308 707 30 0 32
270 76702 954 49 0 35
271 103425 1461 67 1 17
272 70344 672 28 0 20
273 43410 778 19 0 7
274 104838 1141 49 1 46
275 62215 680 27 0 24
276 69304 1090 30 6 40
277 53117 616 22 3 3
278 19764 285 12 1 10
279 86680 1145 31 2 37
280 84105 733 20 0 17
281 77945 888 20 0 28
282 89113 849 39 0 19
283 91005 1182 29 3 29
284 40248 528 16 1 8
285 64187 642 27 0 10
286 50857 947 21 0 15
287 56613 819 19 1 15
288 62792 757 35 0 28
289 72535 894 14 0 17
compendiums_reviewed\r
1 30
2 28
3 38
4 30
5 22
6 26
7 25
8 18
9 11
10 26
11 25
12 38
13 44
14 30
15 40
16 34
17 47
18 30
19 31
20 23
21 36
22 36
23 30
24 25
25 39
26 34
27 31
28 31
29 33
30 25
31 33
32 35
33 42
34 43
35 30
36 33
37 13
38 32
39 36
40 0
41 28
42 14
43 17
44 32
45 30
46 35
47 20
48 28
49 28
50 39
51 34
52 26
53 39
54 39
55 33
56 28
57 4
58 39
59 18
60 14
61 29
62 44
63 21
64 16
65 28
66 35
67 28
68 38
69 23
70 36
71 32
72 29
73 25
74 27
75 36
76 28
77 23
78 40
79 23
80 40
81 28
82 34
83 33
84 28
85 34
86 30
87 33
88 22
89 38
90 26
91 35
92 8
93 24
94 29
95 20
96 29
97 45
98 37
99 33
100 33
101 25
102 32
103 29
104 28
105 28
106 31
107 52
108 21
109 24
110 41
111 33
112 32
113 19
114 20
115 31
116 31
117 32
118 18
119 23
120 17
121 20
122 12
123 17
124 30
125 31
126 10
127 13
128 22
129 42
130 1
131 9
132 32
133 11
134 25
135 36
136 31
137 0
138 24
139 13
140 8
141 13
142 19
143 18
144 33
145 40
146 22
147 38
148 24
149 8
150 35
151 43
152 43
153 14
154 41
155 38
156 45
157 31
158 13
159 28
160 31
161 40
162 30
163 16
164 37
165 30
166 35
167 32
168 27
169 20
170 18
171 31
172 31
173 21
174 39
175 41
176 13
177 32
178 18
179 39
180 14
181 7
182 17
183 0
184 30
185 37
186 0
187 5
188 1
189 16
190 32
191 24
192 17
193 11
194 24
195 22
196 12
197 19
198 13
199 17
200 15
201 16
202 24
203 15
204 17
205 18
206 20
207 16
208 16
209 18
210 22
211 8
212 17
213 18
214 16
215 23
216 22
217 13
218 13
219 16
220 16
221 20
222 22
223 17
224 18
225 17
226 12
227 7
228 17
229 14
230 23
231 17
232 14
233 15
234 17
235 21
236 18
237 18
238 17
239 17
240 16
241 15
242 21
243 16
244 14
245 15
246 17
247 15
248 15
249 10
250 6
251 22
252 21
253 1
254 18
255 17
256 4
257 10
258 16
259 16
260 9
261 16
262 17
263 7
264 15
265 14
266 14
267 18
268 12
269 16
270 21
271 19
272 16
273 1
274 16
275 10
276 19
277 12
278 2
279 14
280 17
281 19
282 14
283 11
284 4
285 16
286 20
287 12
288 15
289 16
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) pageviews logins
-16456.44 58.63 194.86
shared_compendiums blogged_computations `compendiums_reviewed\r`
-317.02 573.70 1347.53
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-129151 -16403 1181 14455 128686
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -16456.436 4730.697 -3.479 0.000583 ***
pageviews 58.630 4.765 12.305 < 2e-16 ***
logins 194.856 81.449 2.392 0.017393 *
shared_compendiums -317.022 717.691 -0.442 0.659025
blogged_computations 573.695 89.011 6.445 4.96e-10 ***
`compendiums_reviewed\r` 1347.531 280.649 4.801 2.56e-06 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 30250 on 283 degrees of freedom
Multiple R-squared: 0.8674, Adjusted R-squared: 0.865
F-statistic: 370.1 on 5 and 283 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,] 0.8747430 2.505140e-01 1.252570e-01
[2,] 0.8915365 2.169270e-01 1.084635e-01
[3,] 0.8855519 2.288961e-01 1.144481e-01
[4,] 0.8671007 2.657986e-01 1.328993e-01
[5,] 0.8106939 3.786123e-01 1.893061e-01
[6,] 0.7408747 5.182506e-01 2.591253e-01
[7,] 0.6825648 6.348703e-01 3.174352e-01
[8,] 0.6304786 7.390428e-01 3.695214e-01
[9,] 0.8945512 2.108975e-01 1.054488e-01
[10,] 0.8566835 2.866330e-01 1.433165e-01
[11,] 0.8925044 2.149912e-01 1.074956e-01
[12,] 0.8772447 2.455105e-01 1.227553e-01
[13,] 0.8758335 2.483330e-01 1.241665e-01
[14,] 0.8371173 3.257653e-01 1.628827e-01
[15,] 0.9959677 8.064546e-03 4.032273e-03
[16,] 0.9939568 1.208646e-02 6.043229e-03
[17,] 0.9937473 1.250538e-02 6.252691e-03
[18,] 0.9996596 6.808606e-04 3.404303e-04
[19,] 0.9996583 6.833790e-04 3.416895e-04
[20,] 0.9994337 1.132684e-03 5.663420e-04
[21,] 0.9994718 1.056449e-03 5.282244e-04
[22,] 0.9992536 1.492853e-03 7.464265e-04
[23,] 0.9988588 2.282373e-03 1.141186e-03
[24,] 0.9983976 3.204840e-03 1.602420e-03
[25,] 0.9976006 4.798785e-03 2.399392e-03
[26,] 0.9986453 2.709448e-03 1.354724e-03
[27,] 0.9983414 3.317256e-03 1.658628e-03
[28,] 0.9984074 3.185265e-03 1.592632e-03
[29,] 0.9977646 4.470775e-03 2.235388e-03
[30,] 0.9969005 6.199063e-03 3.099532e-03
[31,] 0.9988222 2.355540e-03 1.177770e-03
[32,] 0.9984627 3.074583e-03 1.537292e-03
[33,] 0.9977918 4.416328e-03 2.208164e-03
[34,] 0.9970337 5.932698e-03 2.966349e-03
[35,] 0.9990904 1.819162e-03 9.095808e-04
[36,] 0.9990072 1.985507e-03 9.927535e-04
[37,] 0.9986339 2.732257e-03 1.366128e-03
[38,] 0.9980408 3.918379e-03 1.959189e-03
[39,] 0.9989208 2.158447e-03 1.079223e-03
[40,] 0.9984538 3.092356e-03 1.546178e-03
[41,] 0.9980690 3.862091e-03 1.931046e-03
[42,] 0.9995647 8.705625e-04 4.352812e-04
[43,] 0.9994338 1.132478e-03 5.662388e-04
[44,] 0.9992217 1.556615e-03 7.783075e-04
[45,] 0.9991252 1.749547e-03 8.747735e-04
[46,] 0.9993278 1.344424e-03 6.722121e-04
[47,] 0.9994865 1.026958e-03 5.134789e-04
[48,] 0.9992656 1.468873e-03 7.344363e-04
[49,] 0.9990906 1.818837e-03 9.094185e-04
[50,] 0.9997744 4.512236e-04 2.256118e-04
[51,] 0.9996756 6.488698e-04 3.244349e-04
[52,] 0.9995507 8.985968e-04 4.492984e-04
[53,] 0.9993769 1.246125e-03 6.230626e-04
[54,] 0.9991341 1.731791e-03 8.658957e-04
[55,] 0.9991308 1.738500e-03 8.692500e-04
[56,] 0.9987999 2.400138e-03 1.200069e-03
[57,] 0.9987069 2.586282e-03 1.293141e-03
[58,] 0.9983344 3.331289e-03 1.665645e-03
[59,] 0.9981006 3.798762e-03 1.899381e-03
[60,] 0.9974322 5.135524e-03 2.567762e-03
[61,] 0.9966771 6.645721e-03 3.322860e-03
[62,] 0.9959565 8.087093e-03 4.043547e-03
[63,] 0.9954364 9.127215e-03 4.563608e-03
[64,] 0.9983126 3.374726e-03 1.687363e-03
[65,] 0.9979484 4.103272e-03 2.051636e-03
[66,] 0.9978560 4.288091e-03 2.144046e-03
[67,] 0.9982452 3.509538e-03 1.754769e-03
[68,] 0.9980658 3.868446e-03 1.934223e-03
[69,] 0.9988984 2.203237e-03 1.101618e-03
[70,] 0.9986140 2.771978e-03 1.385989e-03
[71,] 0.9982136 3.572710e-03 1.786355e-03
[72,] 0.9976445 4.710911e-03 2.355455e-03
[73,] 0.9970351 5.929879e-03 2.964940e-03
[74,] 0.9975908 4.818315e-03 2.409157e-03
[75,] 0.9989092 2.181629e-03 1.090814e-03
[76,] 0.9992794 1.441274e-03 7.206371e-04
[77,] 0.9990515 1.897048e-03 9.485239e-04
[78,] 0.9992281 1.543898e-03 7.719488e-04
[79,] 0.9989670 2.066059e-03 1.033030e-03
[80,] 0.9987097 2.580568e-03 1.290284e-03
[81,] 0.9992479 1.504292e-03 7.521462e-04
[82,] 0.9991137 1.772556e-03 8.862779e-04
[83,] 0.9988367 2.326615e-03 1.163307e-03
[84,] 0.9984587 3.082547e-03 1.541273e-03
[85,] 0.9980795 3.841090e-03 1.920545e-03
[86,] 0.9974913 5.017392e-03 2.508696e-03
[87,] 0.9968170 6.365967e-03 3.182983e-03
[88,] 0.9965043 6.991404e-03 3.495702e-03
[89,] 0.9959083 8.183347e-03 4.091674e-03
[90,] 0.9999765 4.709750e-05 2.354875e-05
[91,] 0.9999679 6.426014e-05 3.213007e-05
[92,] 0.9999618 7.631225e-05 3.815613e-05
[93,] 0.9999471 1.057057e-04 5.285283e-05
[94,] 0.9999334 1.331384e-04 6.656921e-05
[95,] 0.9999764 4.729083e-05 2.364541e-05
[96,] 0.9999688 6.243339e-05 3.121670e-05
[97,] 0.9999671 6.570691e-05 3.285346e-05
[98,] 0.9999619 7.629263e-05 3.814631e-05
[99,] 0.9999653 6.933535e-05 3.466767e-05
[100,] 0.9999678 6.440704e-05 3.220352e-05
[101,] 0.9999762 4.752113e-05 2.376057e-05
[102,] 0.9999664 6.710760e-05 3.355380e-05
[103,] 0.9999562 8.763901e-05 4.381950e-05
[104,] 0.9999438 1.124848e-04 5.624238e-05
[105,] 0.9999254 1.492697e-04 7.463484e-05
[106,] 0.9998999 2.002644e-04 1.001322e-04
[107,] 0.9998782 2.436031e-04 1.218015e-04
[108,] 0.9998381 3.237812e-04 1.618906e-04
[109,] 0.9997949 4.101138e-04 2.050569e-04
[110,] 0.9998402 3.196941e-04 1.598471e-04
[111,] 0.9997829 4.341943e-04 2.170971e-04
[112,] 0.9998520 2.959218e-04 1.479609e-04
[113,] 0.9998120 3.759920e-04 1.879960e-04
[114,] 0.9998644 2.712834e-04 1.356417e-04
[115,] 0.9998893 2.214423e-04 1.107212e-04
[116,] 0.9999586 8.279398e-05 4.139699e-05
[117,] 0.9999957 8.532243e-06 4.266122e-06
[118,] 0.9999945 1.101179e-05 5.505894e-06
[119,] 0.9999924 1.529052e-05 7.645261e-06
[120,] 0.9999923 1.540847e-05 7.704235e-06
[121,] 0.9999887 2.260635e-05 1.130317e-05
[122,] 0.9999838 3.249004e-05 1.624502e-05
[123,] 0.9999772 4.569199e-05 2.284599e-05
[124,] 0.9999843 3.149763e-05 1.574882e-05
[125,] 0.9999807 3.862774e-05 1.931387e-05
[126,] 0.9999979 4.178648e-06 2.089324e-06
[127,] 0.9999980 3.952630e-06 1.976315e-06
[128,] 0.9999997 6.291409e-07 3.145705e-07
[129,] 0.9999995 9.232158e-07 4.616079e-07
[130,] 0.9999998 3.123743e-07 1.561871e-07
[131,] 0.9999998 3.344205e-07 1.672103e-07
[132,] 0.9999997 5.196623e-07 2.598312e-07
[133,] 0.9999997 6.678130e-07 3.339065e-07
[134,] 0.9999996 7.376970e-07 3.688485e-07
[135,] 0.9999994 1.101434e-06 5.507172e-07
[136,] 0.9999993 1.439775e-06 7.198874e-07
[137,] 0.9999991 1.836277e-06 9.181385e-07
[138,] 0.9999996 8.221698e-07 4.110849e-07
[139,] 0.9999994 1.161843e-06 5.809217e-07
[140,] 0.9999991 1.770023e-06 8.850115e-07
[141,] 0.9999987 2.677714e-06 1.338857e-06
[142,] 0.9999980 4.069899e-06 2.034950e-06
[143,] 0.9999981 3.720185e-06 1.860093e-06
[144,] 0.9999983 3.484713e-06 1.742356e-06
[145,] 0.9999977 4.608955e-06 2.304477e-06
[146,] 0.9999984 3.146125e-06 1.573062e-06
[147,] 0.9999979 4.243094e-06 2.121547e-06
[148,] 0.9999990 1.912178e-06 9.560891e-07
[149,] 0.9999994 1.156777e-06 5.783887e-07
[150,] 0.9999992 1.567556e-06 7.837778e-07
[151,] 0.9999989 2.178221e-06 1.089110e-06
[152,] 0.9999983 3.338741e-06 1.669370e-06
[153,] 0.9999982 3.598245e-06 1.799123e-06
[154,] 0.9999978 4.440216e-06 2.220108e-06
[155,] 0.9999970 5.912639e-06 2.956320e-06
[156,] 0.9999960 8.011947e-06 4.005973e-06
[157,] 0.9999948 1.043738e-05 5.218690e-06
[158,] 0.9999969 6.135488e-06 3.067744e-06
[159,] 0.9999955 9.045775e-06 4.522887e-06
[160,] 0.9999942 1.152495e-05 5.762475e-06
[161,] 0.9999921 1.588793e-05 7.943964e-06
[162,] 0.9999999 2.657637e-07 1.328818e-07
[163,] 0.9999999 1.911708e-07 9.558540e-08
[164,] 0.9999999 2.499971e-07 1.249986e-07
[165,] 0.9999998 3.343519e-07 1.671759e-07
[166,] 1.0000000 8.205698e-08 4.102849e-08
[167,] 1.0000000 4.696884e-09 2.348442e-09
[168,] 1.0000000 4.838264e-09 2.419132e-09
[169,] 1.0000000 7.871074e-09 3.935537e-09
[170,] 1.0000000 1.276489e-08 6.382443e-09
[171,] 1.0000000 2.112443e-08 1.056222e-08
[172,] 1.0000000 1.216641e-08 6.083203e-09
[173,] 1.0000000 1.596819e-08 7.984096e-09
[174,] 1.0000000 1.287959e-09 6.439797e-10
[175,] 1.0000000 2.227902e-09 1.113951e-09
[176,] 1.0000000 1.350774e-09 6.753872e-10
[177,] 1.0000000 4.542280e-10 2.271140e-10
[178,] 1.0000000 8.008546e-10 4.004273e-10
[179,] 1.0000000 1.367235e-09 6.836177e-10
[180,] 1.0000000 2.280031e-09 1.140016e-09
[181,] 1.0000000 3.276115e-09 1.638057e-09
[182,] 1.0000000 5.743283e-09 2.871641e-09
[183,] 1.0000000 1.927688e-09 9.638442e-10
[184,] 1.0000000 2.759625e-09 1.379812e-09
[185,] 1.0000000 3.261759e-09 1.630880e-09
[186,] 1.0000000 3.217745e-09 1.608872e-09
[187,] 1.0000000 3.009860e-09 1.504930e-09
[188,] 1.0000000 4.699377e-09 2.349689e-09
[189,] 1.0000000 8.466682e-09 4.233341e-09
[190,] 1.0000000 1.151957e-08 5.759784e-09
[191,] 1.0000000 1.851731e-08 9.258655e-09
[192,] 1.0000000 3.266444e-08 1.633222e-08
[193,] 1.0000000 5.561971e-08 2.780986e-08
[194,] 1.0000000 9.732246e-08 4.866123e-08
[195,] 0.9999999 1.088261e-07 5.441306e-08
[196,] 0.9999999 1.729483e-07 8.647417e-08
[197,] 0.9999999 2.338406e-07 1.169203e-07
[198,] 0.9999998 3.619101e-07 1.809550e-07
[199,] 0.9999997 5.494079e-07 2.747039e-07
[200,] 1.0000000 1.455034e-08 7.275168e-09
[201,] 1.0000000 6.995928e-09 3.497964e-09
[202,] 1.0000000 5.652800e-09 2.826400e-09
[203,] 1.0000000 8.107615e-09 4.053808e-09
[204,] 1.0000000 6.369051e-09 3.184526e-09
[205,] 1.0000000 1.204912e-08 6.024561e-09
[206,] 1.0000000 1.960726e-08 9.803628e-09
[207,] 1.0000000 2.778564e-08 1.389282e-08
[208,] 1.0000000 4.514517e-08 2.257258e-08
[209,] 1.0000000 4.398386e-08 2.199193e-08
[210,] 1.0000000 7.836945e-08 3.918473e-08
[211,] 0.9999999 1.287304e-07 6.436519e-08
[212,] 1.0000000 9.764252e-08 4.882126e-08
[213,] 0.9999999 1.754780e-07 8.773899e-08
[214,] 0.9999998 3.026875e-07 1.513437e-07
[215,] 1.0000000 6.865701e-08 3.432850e-08
[216,] 0.9999999 1.243100e-07 6.215500e-08
[217,] 0.9999999 2.351988e-07 1.175994e-07
[218,] 0.9999998 4.119382e-07 2.059691e-07
[219,] 0.9999997 6.687172e-07 3.343586e-07
[220,] 0.9999995 1.067769e-06 5.338845e-07
[221,] 0.9999997 6.985756e-07 3.492878e-07
[222,] 0.9999999 2.101851e-07 1.050925e-07
[223,] 0.9999999 2.419256e-07 1.209628e-07
[224,] 0.9999998 3.986150e-07 1.993075e-07
[225,] 0.9999999 2.772122e-07 1.386061e-07
[226,] 0.9999998 4.086234e-07 2.043117e-07
[227,] 0.9999998 3.880631e-07 1.940315e-07
[228,] 0.9999997 6.494535e-07 3.247267e-07
[229,] 1.0000000 6.441510e-09 3.220755e-09
[230,] 1.0000000 9.319113e-09 4.659556e-09
[231,] 1.0000000 1.608720e-08 8.043600e-09
[232,] 1.0000000 1.539243e-08 7.696214e-09
[233,] 1.0000000 3.190621e-08 1.595310e-08
[234,] 1.0000000 5.809135e-08 2.904567e-08
[235,] 1.0000000 3.793044e-08 1.896522e-08
[236,] 1.0000000 8.350683e-08 4.175341e-08
[237,] 0.9999999 1.887226e-07 9.436130e-08
[238,] 0.9999998 4.143881e-07 2.071941e-07
[239,] 0.9999999 2.759538e-07 1.379769e-07
[240,] 0.9999999 2.399385e-07 1.199693e-07
[241,] 0.9999998 4.949357e-07 2.474679e-07
[242,] 0.9999996 8.505138e-07 4.252569e-07
[243,] 0.9999995 1.039684e-06 5.198422e-07
[244,] 0.9999990 2.087186e-06 1.043593e-06
[245,] 0.9999977 4.599355e-06 2.299678e-06
[246,] 0.9999952 9.512269e-06 4.756134e-06
[247,] 0.9999899 2.022027e-05 1.011013e-05
[248,] 0.9999791 4.188669e-05 2.094335e-05
[249,] 0.9999763 4.732794e-05 2.366397e-05
[250,] 0.9999596 8.073890e-05 4.036945e-05
[251,] 0.9999236 1.528716e-04 7.643578e-05
[252,] 0.9998496 3.008482e-04 1.504241e-04
[253,] 0.9998410 3.180313e-04 1.590156e-04
[254,] 0.9996788 6.424179e-04 3.212089e-04
[255,] 0.9993794 1.241162e-03 6.205812e-04
[256,] 0.9992692 1.461650e-03 7.308248e-04
[257,] 0.9988017 2.396689e-03 1.198344e-03
[258,] 0.9976710 4.658040e-03 2.329020e-03
[259,] 0.9976107 4.778688e-03 2.389344e-03
[260,] 0.9967547 6.490558e-03 3.245279e-03
[261,] 0.9998437 3.125593e-04 1.562796e-04
[262,] 0.9998164 3.671956e-04 1.835978e-04
[263,] 0.9996933 6.133772e-04 3.066886e-04
[264,] 0.9991957 1.608617e-03 8.043085e-04
[265,] 0.9986047 2.790504e-03 1.395252e-03
[266,] 0.9963661 7.267791e-03 3.633896e-03
[267,] 0.9909395 1.812095e-02 9.060477e-03
[268,] 0.9814451 3.710989e-02 1.855495e-02
[269,] 0.9578715 8.425695e-02 4.212848e-02
[270,] 0.9202744 1.594512e-01 7.972559e-02
[271,] 0.8408874 3.182252e-01 1.591126e-01
[272,] 0.8388476 3.223048e-01 1.611524e-01
> postscript(file="/var/www/rcomp/tmp/1sqnr1323886151.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/2hm6k1323886151.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/38nhm1323886151.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/4p90e1323886151.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/5bc1w1323886151.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
48517.11187 5839.76344 10914.40326 -50660.47557 21581.67197
6 7 8 9 10
3100.51319 93283.07677 -462.02949 9641.58151 6012.60084
11 12 13 14 15
17830.10874 37923.47631 -21427.02164 -5078.25403 22799.38759
16 17 18 19 20
17155.67977 -79654.76107 39395.22275 18884.48605 5163.24817
21 22 23 24 25
-15113.69496 749.82936 128685.83851 31644.43817 -31920.37052
26 27 28 29 30
-90581.79285 -38146.38441 -4375.29277 25121.18378 1181.15816
31 32 33 34 35
18441.50292 17069.38720 1493.49264 37886.31755 -13003.92327
36 37 38 39 40
46895.44831 27509.14882 25538.15008 69497.62603 9414.66939
41 42 43 44 45
12306.44958 28823.29241 -53919.76654 8056.29307 13927.57550
46 47 48 49 50
-358.25234 -46639.15919 6946.46653 -6465.55060 -73828.86644
51 52 53 54 55
14207.89830 -12625.69708 -25348.90441 -36672.83402 -34203.28293
56 57 58 59 60
6763.02811 -3092.36531 67822.45767 -166.02058 1887.78298
61 62 63 64 65
7152.93755 5905.64161 -31652.03573 9744.61721 -22811.98818
66 67 68 69 70
19053.10383 28112.12351 -565.23909 193.86985 -21296.23789
71 72 73 74 75
22717.38870 68056.17443 23881.41062 -21314.29722 -41596.11111
76 77 78 79 80
-17910.83872 -46107.28292 -19674.02871 -10282.08797 6502.00696
81 82 83 84 85
16235.97311 -38353.00518 61096.17880 49896.71713 8451.89507
86 87 88 89 90
-37931.74676 -4864.42441 -13287.08262 52370.53805 22092.99977
91 92 93 94 95
-5690.41973 2638.46533 -12621.84004 350.97598 12801.25509
96 97 98 99 100
27278.09188 20148.79065 -129151.01579 13653.98443 -24045.85594
101 102 103 104 105
9685.87198 -17485.53406 61006.19329 15909.66127 27956.21650
106 107 108 109 110
22318.35596 -40355.55443 -29752.48067 38497.89813 806.52878
111 112 113 114 115
14454.78485 -13686.53314 -10072.95961 -10004.16496 -19721.10493
116 117 118 119 120
-11395.51854 -17707.50187 43625.87116 7880.17010 -41529.58614
121 122 123 124 125
-13232.18849 -39789.14422 -36576.16474 -59971.09897 77636.83109
126 127 128 129 130
15942.47959 10722.41157 -28275.81058 -742.18511 6289.60218
131 132 133 134 135
-3957.76289 -41769.33543 15618.29585 -71968.73182 -29550.57569
136 137 138 139 140
68668.44772 9408.07889 49454.96955 -25350.78994 -3263.54334
141 142 143 144 145
-18067.87063 -23269.23537 11538.35459 -15605.35917 8859.83427
146 147 148 149 150
-44918.59463 -5210.34519 -5879.32515 -5215.98562 1713.69060
151 152 153 154 155
34411.50136 29345.96569 -15259.82356 37494.10152 10453.82080
156 157 158 159 160
39984.34165 34451.68462 17806.75046 -16674.38856 -7244.76416
161 162 163 164 165
22553.07192 -10640.05107 -11384.07243 13741.04132 -24697.53829
166 167 168 169 170
29110.55481 -13358.78503 19349.31609 8934.11301 90021.30300
171 172 173 174 175
10065.22004 -2109.65589 7259.49637 991.49188 -99300.32035
176 177 178 179 180
21227.28455 -19150.94994 7778.49623 -14174.72335 28626.97743
181 182 183 184 185
-25263.99927 -64978.81285 14764.64764 21247.29807 13755.14605
186 187 188 189 190
9812.13266 17806.61103 23414.76909 4244.55394 -10414.91075
191 192 193 194 195
24333.08380 15609.21014 -31355.88667 -41884.64156 9317.96384
196 197 198 199 200
-2668.95406 -4082.10551 16244.85129 -18633.26086 -1856.58738
201 202 203 204 205
4347.15522 -6318.06150 16038.42230 5766.38664 -29356.84637
206 207 208 209 210
-10343.00708 -16488.21070 57018.46468 25419.13430 8020.63818
211 212 213 214 215
5640.89718 12989.42064 -5026.31621 7368.80689 -25372.31539
216 217 218 219 220
-10750.98745 -29756.79466 3267.28157 1164.20574 31512.66830
221 222 223 224 225
-15206.91706 -26906.06095 -69863.62025 1568.62930 1293.25818
226 227 228 229 230
-9467.31958 13667.25227 -21376.60517 -39989.77785 -50620.18762
231 232 233 234 235
-15662.01695 -17672.89235 -28932.17888 -12941.43389 -28739.11396
236 237 238 239 240
-21290.43844 57045.44377 -16149.01292 -16218.05522 -18279.43758
241 242 243 244 245
7616.76656 -16770.19740 -24582.63838 -4276.05895 -48.76662
246 247 248 249 250
-5186.87835 -37784.64232 26908.60437 12663.33757 -4645.78593
251 252 253 254 255
13264.66282 -147.02213 11840.55123 1670.84203 -7857.15744
256 257 258 259 260
8107.35603 -13953.33557 9316.39200 6791.23991 2738.45296
261 262 263 264 265
-16402.82116 -7246.43521 7875.35803 -16566.35858 -6856.91955
266 267 268 269 270
4815.25997 -21697.85282 -4743.92421 48548.47064 -20700.19142
271 272 273 274 275
-13871.50398 8910.58078 5186.49380 -2784.00218 6297.80303
276 277 278 279 280
-30640.90821 12230.01766 9057.57043 -9493.77191 21027.54258
281 282 283 284 285
-3225.84448 18427.38002 2000.80135 12967.34011 10444.29366
286 287 288 289
-27857.37565 -3109.72716 -8231.00680 2534.75159
> postscript(file="/var/www/rcomp/tmp/63px01323886151.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 48517.11187 NA
1 5839.76344 48517.11187
2 10914.40326 5839.76344
3 -50660.47557 10914.40326
4 21581.67197 -50660.47557
5 3100.51319 21581.67197
6 93283.07677 3100.51319
7 -462.02949 93283.07677
8 9641.58151 -462.02949
9 6012.60084 9641.58151
10 17830.10874 6012.60084
11 37923.47631 17830.10874
12 -21427.02164 37923.47631
13 -5078.25403 -21427.02164
14 22799.38759 -5078.25403
15 17155.67977 22799.38759
16 -79654.76107 17155.67977
17 39395.22275 -79654.76107
18 18884.48605 39395.22275
19 5163.24817 18884.48605
20 -15113.69496 5163.24817
21 749.82936 -15113.69496
22 128685.83851 749.82936
23 31644.43817 128685.83851
24 -31920.37052 31644.43817
25 -90581.79285 -31920.37052
26 -38146.38441 -90581.79285
27 -4375.29277 -38146.38441
28 25121.18378 -4375.29277
29 1181.15816 25121.18378
30 18441.50292 1181.15816
31 17069.38720 18441.50292
32 1493.49264 17069.38720
33 37886.31755 1493.49264
34 -13003.92327 37886.31755
35 46895.44831 -13003.92327
36 27509.14882 46895.44831
37 25538.15008 27509.14882
38 69497.62603 25538.15008
39 9414.66939 69497.62603
40 12306.44958 9414.66939
41 28823.29241 12306.44958
42 -53919.76654 28823.29241
43 8056.29307 -53919.76654
44 13927.57550 8056.29307
45 -358.25234 13927.57550
46 -46639.15919 -358.25234
47 6946.46653 -46639.15919
48 -6465.55060 6946.46653
49 -73828.86644 -6465.55060
50 14207.89830 -73828.86644
51 -12625.69708 14207.89830
52 -25348.90441 -12625.69708
53 -36672.83402 -25348.90441
54 -34203.28293 -36672.83402
55 6763.02811 -34203.28293
56 -3092.36531 6763.02811
57 67822.45767 -3092.36531
58 -166.02058 67822.45767
59 1887.78298 -166.02058
60 7152.93755 1887.78298
61 5905.64161 7152.93755
62 -31652.03573 5905.64161
63 9744.61721 -31652.03573
64 -22811.98818 9744.61721
65 19053.10383 -22811.98818
66 28112.12351 19053.10383
67 -565.23909 28112.12351
68 193.86985 -565.23909
69 -21296.23789 193.86985
70 22717.38870 -21296.23789
71 68056.17443 22717.38870
72 23881.41062 68056.17443
73 -21314.29722 23881.41062
74 -41596.11111 -21314.29722
75 -17910.83872 -41596.11111
76 -46107.28292 -17910.83872
77 -19674.02871 -46107.28292
78 -10282.08797 -19674.02871
79 6502.00696 -10282.08797
80 16235.97311 6502.00696
81 -38353.00518 16235.97311
82 61096.17880 -38353.00518
83 49896.71713 61096.17880
84 8451.89507 49896.71713
85 -37931.74676 8451.89507
86 -4864.42441 -37931.74676
87 -13287.08262 -4864.42441
88 52370.53805 -13287.08262
89 22092.99977 52370.53805
90 -5690.41973 22092.99977
91 2638.46533 -5690.41973
92 -12621.84004 2638.46533
93 350.97598 -12621.84004
94 12801.25509 350.97598
95 27278.09188 12801.25509
96 20148.79065 27278.09188
97 -129151.01579 20148.79065
98 13653.98443 -129151.01579
99 -24045.85594 13653.98443
100 9685.87198 -24045.85594
101 -17485.53406 9685.87198
102 61006.19329 -17485.53406
103 15909.66127 61006.19329
104 27956.21650 15909.66127
105 22318.35596 27956.21650
106 -40355.55443 22318.35596
107 -29752.48067 -40355.55443
108 38497.89813 -29752.48067
109 806.52878 38497.89813
110 14454.78485 806.52878
111 -13686.53314 14454.78485
112 -10072.95961 -13686.53314
113 -10004.16496 -10072.95961
114 -19721.10493 -10004.16496
115 -11395.51854 -19721.10493
116 -17707.50187 -11395.51854
117 43625.87116 -17707.50187
118 7880.17010 43625.87116
119 -41529.58614 7880.17010
120 -13232.18849 -41529.58614
121 -39789.14422 -13232.18849
122 -36576.16474 -39789.14422
123 -59971.09897 -36576.16474
124 77636.83109 -59971.09897
125 15942.47959 77636.83109
126 10722.41157 15942.47959
127 -28275.81058 10722.41157
128 -742.18511 -28275.81058
129 6289.60218 -742.18511
130 -3957.76289 6289.60218
131 -41769.33543 -3957.76289
132 15618.29585 -41769.33543
133 -71968.73182 15618.29585
134 -29550.57569 -71968.73182
135 68668.44772 -29550.57569
136 9408.07889 68668.44772
137 49454.96955 9408.07889
138 -25350.78994 49454.96955
139 -3263.54334 -25350.78994
140 -18067.87063 -3263.54334
141 -23269.23537 -18067.87063
142 11538.35459 -23269.23537
143 -15605.35917 11538.35459
144 8859.83427 -15605.35917
145 -44918.59463 8859.83427
146 -5210.34519 -44918.59463
147 -5879.32515 -5210.34519
148 -5215.98562 -5879.32515
149 1713.69060 -5215.98562
150 34411.50136 1713.69060
151 29345.96569 34411.50136
152 -15259.82356 29345.96569
153 37494.10152 -15259.82356
154 10453.82080 37494.10152
155 39984.34165 10453.82080
156 34451.68462 39984.34165
157 17806.75046 34451.68462
158 -16674.38856 17806.75046
159 -7244.76416 -16674.38856
160 22553.07192 -7244.76416
161 -10640.05107 22553.07192
162 -11384.07243 -10640.05107
163 13741.04132 -11384.07243
164 -24697.53829 13741.04132
165 29110.55481 -24697.53829
166 -13358.78503 29110.55481
167 19349.31609 -13358.78503
168 8934.11301 19349.31609
169 90021.30300 8934.11301
170 10065.22004 90021.30300
171 -2109.65589 10065.22004
172 7259.49637 -2109.65589
173 991.49188 7259.49637
174 -99300.32035 991.49188
175 21227.28455 -99300.32035
176 -19150.94994 21227.28455
177 7778.49623 -19150.94994
178 -14174.72335 7778.49623
179 28626.97743 -14174.72335
180 -25263.99927 28626.97743
181 -64978.81285 -25263.99927
182 14764.64764 -64978.81285
183 21247.29807 14764.64764
184 13755.14605 21247.29807
185 9812.13266 13755.14605
186 17806.61103 9812.13266
187 23414.76909 17806.61103
188 4244.55394 23414.76909
189 -10414.91075 4244.55394
190 24333.08380 -10414.91075
191 15609.21014 24333.08380
192 -31355.88667 15609.21014
193 -41884.64156 -31355.88667
194 9317.96384 -41884.64156
195 -2668.95406 9317.96384
196 -4082.10551 -2668.95406
197 16244.85129 -4082.10551
198 -18633.26086 16244.85129
199 -1856.58738 -18633.26086
200 4347.15522 -1856.58738
201 -6318.06150 4347.15522
202 16038.42230 -6318.06150
203 5766.38664 16038.42230
204 -29356.84637 5766.38664
205 -10343.00708 -29356.84637
206 -16488.21070 -10343.00708
207 57018.46468 -16488.21070
208 25419.13430 57018.46468
209 8020.63818 25419.13430
210 5640.89718 8020.63818
211 12989.42064 5640.89718
212 -5026.31621 12989.42064
213 7368.80689 -5026.31621
214 -25372.31539 7368.80689
215 -10750.98745 -25372.31539
216 -29756.79466 -10750.98745
217 3267.28157 -29756.79466
218 1164.20574 3267.28157
219 31512.66830 1164.20574
220 -15206.91706 31512.66830
221 -26906.06095 -15206.91706
222 -69863.62025 -26906.06095
223 1568.62930 -69863.62025
224 1293.25818 1568.62930
225 -9467.31958 1293.25818
226 13667.25227 -9467.31958
227 -21376.60517 13667.25227
228 -39989.77785 -21376.60517
229 -50620.18762 -39989.77785
230 -15662.01695 -50620.18762
231 -17672.89235 -15662.01695
232 -28932.17888 -17672.89235
233 -12941.43389 -28932.17888
234 -28739.11396 -12941.43389
235 -21290.43844 -28739.11396
236 57045.44377 -21290.43844
237 -16149.01292 57045.44377
238 -16218.05522 -16149.01292
239 -18279.43758 -16218.05522
240 7616.76656 -18279.43758
241 -16770.19740 7616.76656
242 -24582.63838 -16770.19740
243 -4276.05895 -24582.63838
244 -48.76662 -4276.05895
245 -5186.87835 -48.76662
246 -37784.64232 -5186.87835
247 26908.60437 -37784.64232
248 12663.33757 26908.60437
249 -4645.78593 12663.33757
250 13264.66282 -4645.78593
251 -147.02213 13264.66282
252 11840.55123 -147.02213
253 1670.84203 11840.55123
254 -7857.15744 1670.84203
255 8107.35603 -7857.15744
256 -13953.33557 8107.35603
257 9316.39200 -13953.33557
258 6791.23991 9316.39200
259 2738.45296 6791.23991
260 -16402.82116 2738.45296
261 -7246.43521 -16402.82116
262 7875.35803 -7246.43521
263 -16566.35858 7875.35803
264 -6856.91955 -16566.35858
265 4815.25997 -6856.91955
266 -21697.85282 4815.25997
267 -4743.92421 -21697.85282
268 48548.47064 -4743.92421
269 -20700.19142 48548.47064
270 -13871.50398 -20700.19142
271 8910.58078 -13871.50398
272 5186.49380 8910.58078
273 -2784.00218 5186.49380
274 6297.80303 -2784.00218
275 -30640.90821 6297.80303
276 12230.01766 -30640.90821
277 9057.57043 12230.01766
278 -9493.77191 9057.57043
279 21027.54258 -9493.77191
280 -3225.84448 21027.54258
281 18427.38002 -3225.84448
282 2000.80135 18427.38002
283 12967.34011 2000.80135
284 10444.29366 12967.34011
285 -27857.37565 10444.29366
286 -3109.72716 -27857.37565
287 -8231.00680 -3109.72716
288 2534.75159 -8231.00680
289 NA 2534.75159
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 5839.76344 48517.11187
[2,] 10914.40326 5839.76344
[3,] -50660.47557 10914.40326
[4,] 21581.67197 -50660.47557
[5,] 3100.51319 21581.67197
[6,] 93283.07677 3100.51319
[7,] -462.02949 93283.07677
[8,] 9641.58151 -462.02949
[9,] 6012.60084 9641.58151
[10,] 17830.10874 6012.60084
[11,] 37923.47631 17830.10874
[12,] -21427.02164 37923.47631
[13,] -5078.25403 -21427.02164
[14,] 22799.38759 -5078.25403
[15,] 17155.67977 22799.38759
[16,] -79654.76107 17155.67977
[17,] 39395.22275 -79654.76107
[18,] 18884.48605 39395.22275
[19,] 5163.24817 18884.48605
[20,] -15113.69496 5163.24817
[21,] 749.82936 -15113.69496
[22,] 128685.83851 749.82936
[23,] 31644.43817 128685.83851
[24,] -31920.37052 31644.43817
[25,] -90581.79285 -31920.37052
[26,] -38146.38441 -90581.79285
[27,] -4375.29277 -38146.38441
[28,] 25121.18378 -4375.29277
[29,] 1181.15816 25121.18378
[30,] 18441.50292 1181.15816
[31,] 17069.38720 18441.50292
[32,] 1493.49264 17069.38720
[33,] 37886.31755 1493.49264
[34,] -13003.92327 37886.31755
[35,] 46895.44831 -13003.92327
[36,] 27509.14882 46895.44831
[37,] 25538.15008 27509.14882
[38,] 69497.62603 25538.15008
[39,] 9414.66939 69497.62603
[40,] 12306.44958 9414.66939
[41,] 28823.29241 12306.44958
[42,] -53919.76654 28823.29241
[43,] 8056.29307 -53919.76654
[44,] 13927.57550 8056.29307
[45,] -358.25234 13927.57550
[46,] -46639.15919 -358.25234
[47,] 6946.46653 -46639.15919
[48,] -6465.55060 6946.46653
[49,] -73828.86644 -6465.55060
[50,] 14207.89830 -73828.86644
[51,] -12625.69708 14207.89830
[52,] -25348.90441 -12625.69708
[53,] -36672.83402 -25348.90441
[54,] -34203.28293 -36672.83402
[55,] 6763.02811 -34203.28293
[56,] -3092.36531 6763.02811
[57,] 67822.45767 -3092.36531
[58,] -166.02058 67822.45767
[59,] 1887.78298 -166.02058
[60,] 7152.93755 1887.78298
[61,] 5905.64161 7152.93755
[62,] -31652.03573 5905.64161
[63,] 9744.61721 -31652.03573
[64,] -22811.98818 9744.61721
[65,] 19053.10383 -22811.98818
[66,] 28112.12351 19053.10383
[67,] -565.23909 28112.12351
[68,] 193.86985 -565.23909
[69,] -21296.23789 193.86985
[70,] 22717.38870 -21296.23789
[71,] 68056.17443 22717.38870
[72,] 23881.41062 68056.17443
[73,] -21314.29722 23881.41062
[74,] -41596.11111 -21314.29722
[75,] -17910.83872 -41596.11111
[76,] -46107.28292 -17910.83872
[77,] -19674.02871 -46107.28292
[78,] -10282.08797 -19674.02871
[79,] 6502.00696 -10282.08797
[80,] 16235.97311 6502.00696
[81,] -38353.00518 16235.97311
[82,] 61096.17880 -38353.00518
[83,] 49896.71713 61096.17880
[84,] 8451.89507 49896.71713
[85,] -37931.74676 8451.89507
[86,] -4864.42441 -37931.74676
[87,] -13287.08262 -4864.42441
[88,] 52370.53805 -13287.08262
[89,] 22092.99977 52370.53805
[90,] -5690.41973 22092.99977
[91,] 2638.46533 -5690.41973
[92,] -12621.84004 2638.46533
[93,] 350.97598 -12621.84004
[94,] 12801.25509 350.97598
[95,] 27278.09188 12801.25509
[96,] 20148.79065 27278.09188
[97,] -129151.01579 20148.79065
[98,] 13653.98443 -129151.01579
[99,] -24045.85594 13653.98443
[100,] 9685.87198 -24045.85594
[101,] -17485.53406 9685.87198
[102,] 61006.19329 -17485.53406
[103,] 15909.66127 61006.19329
[104,] 27956.21650 15909.66127
[105,] 22318.35596 27956.21650
[106,] -40355.55443 22318.35596
[107,] -29752.48067 -40355.55443
[108,] 38497.89813 -29752.48067
[109,] 806.52878 38497.89813
[110,] 14454.78485 806.52878
[111,] -13686.53314 14454.78485
[112,] -10072.95961 -13686.53314
[113,] -10004.16496 -10072.95961
[114,] -19721.10493 -10004.16496
[115,] -11395.51854 -19721.10493
[116,] -17707.50187 -11395.51854
[117,] 43625.87116 -17707.50187
[118,] 7880.17010 43625.87116
[119,] -41529.58614 7880.17010
[120,] -13232.18849 -41529.58614
[121,] -39789.14422 -13232.18849
[122,] -36576.16474 -39789.14422
[123,] -59971.09897 -36576.16474
[124,] 77636.83109 -59971.09897
[125,] 15942.47959 77636.83109
[126,] 10722.41157 15942.47959
[127,] -28275.81058 10722.41157
[128,] -742.18511 -28275.81058
[129,] 6289.60218 -742.18511
[130,] -3957.76289 6289.60218
[131,] -41769.33543 -3957.76289
[132,] 15618.29585 -41769.33543
[133,] -71968.73182 15618.29585
[134,] -29550.57569 -71968.73182
[135,] 68668.44772 -29550.57569
[136,] 9408.07889 68668.44772
[137,] 49454.96955 9408.07889
[138,] -25350.78994 49454.96955
[139,] -3263.54334 -25350.78994
[140,] -18067.87063 -3263.54334
[141,] -23269.23537 -18067.87063
[142,] 11538.35459 -23269.23537
[143,] -15605.35917 11538.35459
[144,] 8859.83427 -15605.35917
[145,] -44918.59463 8859.83427
[146,] -5210.34519 -44918.59463
[147,] -5879.32515 -5210.34519
[148,] -5215.98562 -5879.32515
[149,] 1713.69060 -5215.98562
[150,] 34411.50136 1713.69060
[151,] 29345.96569 34411.50136
[152,] -15259.82356 29345.96569
[153,] 37494.10152 -15259.82356
[154,] 10453.82080 37494.10152
[155,] 39984.34165 10453.82080
[156,] 34451.68462 39984.34165
[157,] 17806.75046 34451.68462
[158,] -16674.38856 17806.75046
[159,] -7244.76416 -16674.38856
[160,] 22553.07192 -7244.76416
[161,] -10640.05107 22553.07192
[162,] -11384.07243 -10640.05107
[163,] 13741.04132 -11384.07243
[164,] -24697.53829 13741.04132
[165,] 29110.55481 -24697.53829
[166,] -13358.78503 29110.55481
[167,] 19349.31609 -13358.78503
[168,] 8934.11301 19349.31609
[169,] 90021.30300 8934.11301
[170,] 10065.22004 90021.30300
[171,] -2109.65589 10065.22004
[172,] 7259.49637 -2109.65589
[173,] 991.49188 7259.49637
[174,] -99300.32035 991.49188
[175,] 21227.28455 -99300.32035
[176,] -19150.94994 21227.28455
[177,] 7778.49623 -19150.94994
[178,] -14174.72335 7778.49623
[179,] 28626.97743 -14174.72335
[180,] -25263.99927 28626.97743
[181,] -64978.81285 -25263.99927
[182,] 14764.64764 -64978.81285
[183,] 21247.29807 14764.64764
[184,] 13755.14605 21247.29807
[185,] 9812.13266 13755.14605
[186,] 17806.61103 9812.13266
[187,] 23414.76909 17806.61103
[188,] 4244.55394 23414.76909
[189,] -10414.91075 4244.55394
[190,] 24333.08380 -10414.91075
[191,] 15609.21014 24333.08380
[192,] -31355.88667 15609.21014
[193,] -41884.64156 -31355.88667
[194,] 9317.96384 -41884.64156
[195,] -2668.95406 9317.96384
[196,] -4082.10551 -2668.95406
[197,] 16244.85129 -4082.10551
[198,] -18633.26086 16244.85129
[199,] -1856.58738 -18633.26086
[200,] 4347.15522 -1856.58738
[201,] -6318.06150 4347.15522
[202,] 16038.42230 -6318.06150
[203,] 5766.38664 16038.42230
[204,] -29356.84637 5766.38664
[205,] -10343.00708 -29356.84637
[206,] -16488.21070 -10343.00708
[207,] 57018.46468 -16488.21070
[208,] 25419.13430 57018.46468
[209,] 8020.63818 25419.13430
[210,] 5640.89718 8020.63818
[211,] 12989.42064 5640.89718
[212,] -5026.31621 12989.42064
[213,] 7368.80689 -5026.31621
[214,] -25372.31539 7368.80689
[215,] -10750.98745 -25372.31539
[216,] -29756.79466 -10750.98745
[217,] 3267.28157 -29756.79466
[218,] 1164.20574 3267.28157
[219,] 31512.66830 1164.20574
[220,] -15206.91706 31512.66830
[221,] -26906.06095 -15206.91706
[222,] -69863.62025 -26906.06095
[223,] 1568.62930 -69863.62025
[224,] 1293.25818 1568.62930
[225,] -9467.31958 1293.25818
[226,] 13667.25227 -9467.31958
[227,] -21376.60517 13667.25227
[228,] -39989.77785 -21376.60517
[229,] -50620.18762 -39989.77785
[230,] -15662.01695 -50620.18762
[231,] -17672.89235 -15662.01695
[232,] -28932.17888 -17672.89235
[233,] -12941.43389 -28932.17888
[234,] -28739.11396 -12941.43389
[235,] -21290.43844 -28739.11396
[236,] 57045.44377 -21290.43844
[237,] -16149.01292 57045.44377
[238,] -16218.05522 -16149.01292
[239,] -18279.43758 -16218.05522
[240,] 7616.76656 -18279.43758
[241,] -16770.19740 7616.76656
[242,] -24582.63838 -16770.19740
[243,] -4276.05895 -24582.63838
[244,] -48.76662 -4276.05895
[245,] -5186.87835 -48.76662
[246,] -37784.64232 -5186.87835
[247,] 26908.60437 -37784.64232
[248,] 12663.33757 26908.60437
[249,] -4645.78593 12663.33757
[250,] 13264.66282 -4645.78593
[251,] -147.02213 13264.66282
[252,] 11840.55123 -147.02213
[253,] 1670.84203 11840.55123
[254,] -7857.15744 1670.84203
[255,] 8107.35603 -7857.15744
[256,] -13953.33557 8107.35603
[257,] 9316.39200 -13953.33557
[258,] 6791.23991 9316.39200
[259,] 2738.45296 6791.23991
[260,] -16402.82116 2738.45296
[261,] -7246.43521 -16402.82116
[262,] 7875.35803 -7246.43521
[263,] -16566.35858 7875.35803
[264,] -6856.91955 -16566.35858
[265,] 4815.25997 -6856.91955
[266,] -21697.85282 4815.25997
[267,] -4743.92421 -21697.85282
[268,] 48548.47064 -4743.92421
[269,] -20700.19142 48548.47064
[270,] -13871.50398 -20700.19142
[271,] 8910.58078 -13871.50398
[272,] 5186.49380 8910.58078
[273,] -2784.00218 5186.49380
[274,] 6297.80303 -2784.00218
[275,] -30640.90821 6297.80303
[276,] 12230.01766 -30640.90821
[277,] 9057.57043 12230.01766
[278,] -9493.77191 9057.57043
[279,] 21027.54258 -9493.77191
[280,] -3225.84448 21027.54258
[281,] 18427.38002 -3225.84448
[282,] 2000.80135 18427.38002
[283,] 12967.34011 2000.80135
[284,] 10444.29366 12967.34011
[285,] -27857.37565 10444.29366
[286,] -3109.72716 -27857.37565
[287,] -8231.00680 -3109.72716
[288,] 2534.75159 -8231.00680
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 5839.76344 48517.11187
2 10914.40326 5839.76344
3 -50660.47557 10914.40326
4 21581.67197 -50660.47557
5 3100.51319 21581.67197
6 93283.07677 3100.51319
7 -462.02949 93283.07677
8 9641.58151 -462.02949
9 6012.60084 9641.58151
10 17830.10874 6012.60084
11 37923.47631 17830.10874
12 -21427.02164 37923.47631
13 -5078.25403 -21427.02164
14 22799.38759 -5078.25403
15 17155.67977 22799.38759
16 -79654.76107 17155.67977
17 39395.22275 -79654.76107
18 18884.48605 39395.22275
19 5163.24817 18884.48605
20 -15113.69496 5163.24817
21 749.82936 -15113.69496
22 128685.83851 749.82936
23 31644.43817 128685.83851
24 -31920.37052 31644.43817
25 -90581.79285 -31920.37052
26 -38146.38441 -90581.79285
27 -4375.29277 -38146.38441
28 25121.18378 -4375.29277
29 1181.15816 25121.18378
30 18441.50292 1181.15816
31 17069.38720 18441.50292
32 1493.49264 17069.38720
33 37886.31755 1493.49264
34 -13003.92327 37886.31755
35 46895.44831 -13003.92327
36 27509.14882 46895.44831
37 25538.15008 27509.14882
38 69497.62603 25538.15008
39 9414.66939 69497.62603
40 12306.44958 9414.66939
41 28823.29241 12306.44958
42 -53919.76654 28823.29241
43 8056.29307 -53919.76654
44 13927.57550 8056.29307
45 -358.25234 13927.57550
46 -46639.15919 -358.25234
47 6946.46653 -46639.15919
48 -6465.55060 6946.46653
49 -73828.86644 -6465.55060
50 14207.89830 -73828.86644
51 -12625.69708 14207.89830
52 -25348.90441 -12625.69708
53 -36672.83402 -25348.90441
54 -34203.28293 -36672.83402
55 6763.02811 -34203.28293
56 -3092.36531 6763.02811
57 67822.45767 -3092.36531
58 -166.02058 67822.45767
59 1887.78298 -166.02058
60 7152.93755 1887.78298
61 5905.64161 7152.93755
62 -31652.03573 5905.64161
63 9744.61721 -31652.03573
64 -22811.98818 9744.61721
65 19053.10383 -22811.98818
66 28112.12351 19053.10383
67 -565.23909 28112.12351
68 193.86985 -565.23909
69 -21296.23789 193.86985
70 22717.38870 -21296.23789
71 68056.17443 22717.38870
72 23881.41062 68056.17443
73 -21314.29722 23881.41062
74 -41596.11111 -21314.29722
75 -17910.83872 -41596.11111
76 -46107.28292 -17910.83872
77 -19674.02871 -46107.28292
78 -10282.08797 -19674.02871
79 6502.00696 -10282.08797
80 16235.97311 6502.00696
81 -38353.00518 16235.97311
82 61096.17880 -38353.00518
83 49896.71713 61096.17880
84 8451.89507 49896.71713
85 -37931.74676 8451.89507
86 -4864.42441 -37931.74676
87 -13287.08262 -4864.42441
88 52370.53805 -13287.08262
89 22092.99977 52370.53805
90 -5690.41973 22092.99977
91 2638.46533 -5690.41973
92 -12621.84004 2638.46533
93 350.97598 -12621.84004
94 12801.25509 350.97598
95 27278.09188 12801.25509
96 20148.79065 27278.09188
97 -129151.01579 20148.79065
98 13653.98443 -129151.01579
99 -24045.85594 13653.98443
100 9685.87198 -24045.85594
101 -17485.53406 9685.87198
102 61006.19329 -17485.53406
103 15909.66127 61006.19329
104 27956.21650 15909.66127
105 22318.35596 27956.21650
106 -40355.55443 22318.35596
107 -29752.48067 -40355.55443
108 38497.89813 -29752.48067
109 806.52878 38497.89813
110 14454.78485 806.52878
111 -13686.53314 14454.78485
112 -10072.95961 -13686.53314
113 -10004.16496 -10072.95961
114 -19721.10493 -10004.16496
115 -11395.51854 -19721.10493
116 -17707.50187 -11395.51854
117 43625.87116 -17707.50187
118 7880.17010 43625.87116
119 -41529.58614 7880.17010
120 -13232.18849 -41529.58614
121 -39789.14422 -13232.18849
122 -36576.16474 -39789.14422
123 -59971.09897 -36576.16474
124 77636.83109 -59971.09897
125 15942.47959 77636.83109
126 10722.41157 15942.47959
127 -28275.81058 10722.41157
128 -742.18511 -28275.81058
129 6289.60218 -742.18511
130 -3957.76289 6289.60218
131 -41769.33543 -3957.76289
132 15618.29585 -41769.33543
133 -71968.73182 15618.29585
134 -29550.57569 -71968.73182
135 68668.44772 -29550.57569
136 9408.07889 68668.44772
137 49454.96955 9408.07889
138 -25350.78994 49454.96955
139 -3263.54334 -25350.78994
140 -18067.87063 -3263.54334
141 -23269.23537 -18067.87063
142 11538.35459 -23269.23537
143 -15605.35917 11538.35459
144 8859.83427 -15605.35917
145 -44918.59463 8859.83427
146 -5210.34519 -44918.59463
147 -5879.32515 -5210.34519
148 -5215.98562 -5879.32515
149 1713.69060 -5215.98562
150 34411.50136 1713.69060
151 29345.96569 34411.50136
152 -15259.82356 29345.96569
153 37494.10152 -15259.82356
154 10453.82080 37494.10152
155 39984.34165 10453.82080
156 34451.68462 39984.34165
157 17806.75046 34451.68462
158 -16674.38856 17806.75046
159 -7244.76416 -16674.38856
160 22553.07192 -7244.76416
161 -10640.05107 22553.07192
162 -11384.07243 -10640.05107
163 13741.04132 -11384.07243
164 -24697.53829 13741.04132
165 29110.55481 -24697.53829
166 -13358.78503 29110.55481
167 19349.31609 -13358.78503
168 8934.11301 19349.31609
169 90021.30300 8934.11301
170 10065.22004 90021.30300
171 -2109.65589 10065.22004
172 7259.49637 -2109.65589
173 991.49188 7259.49637
174 -99300.32035 991.49188
175 21227.28455 -99300.32035
176 -19150.94994 21227.28455
177 7778.49623 -19150.94994
178 -14174.72335 7778.49623
179 28626.97743 -14174.72335
180 -25263.99927 28626.97743
181 -64978.81285 -25263.99927
182 14764.64764 -64978.81285
183 21247.29807 14764.64764
184 13755.14605 21247.29807
185 9812.13266 13755.14605
186 17806.61103 9812.13266
187 23414.76909 17806.61103
188 4244.55394 23414.76909
189 -10414.91075 4244.55394
190 24333.08380 -10414.91075
191 15609.21014 24333.08380
192 -31355.88667 15609.21014
193 -41884.64156 -31355.88667
194 9317.96384 -41884.64156
195 -2668.95406 9317.96384
196 -4082.10551 -2668.95406
197 16244.85129 -4082.10551
198 -18633.26086 16244.85129
199 -1856.58738 -18633.26086
200 4347.15522 -1856.58738
201 -6318.06150 4347.15522
202 16038.42230 -6318.06150
203 5766.38664 16038.42230
204 -29356.84637 5766.38664
205 -10343.00708 -29356.84637
206 -16488.21070 -10343.00708
207 57018.46468 -16488.21070
208 25419.13430 57018.46468
209 8020.63818 25419.13430
210 5640.89718 8020.63818
211 12989.42064 5640.89718
212 -5026.31621 12989.42064
213 7368.80689 -5026.31621
214 -25372.31539 7368.80689
215 -10750.98745 -25372.31539
216 -29756.79466 -10750.98745
217 3267.28157 -29756.79466
218 1164.20574 3267.28157
219 31512.66830 1164.20574
220 -15206.91706 31512.66830
221 -26906.06095 -15206.91706
222 -69863.62025 -26906.06095
223 1568.62930 -69863.62025
224 1293.25818 1568.62930
225 -9467.31958 1293.25818
226 13667.25227 -9467.31958
227 -21376.60517 13667.25227
228 -39989.77785 -21376.60517
229 -50620.18762 -39989.77785
230 -15662.01695 -50620.18762
231 -17672.89235 -15662.01695
232 -28932.17888 -17672.89235
233 -12941.43389 -28932.17888
234 -28739.11396 -12941.43389
235 -21290.43844 -28739.11396
236 57045.44377 -21290.43844
237 -16149.01292 57045.44377
238 -16218.05522 -16149.01292
239 -18279.43758 -16218.05522
240 7616.76656 -18279.43758
241 -16770.19740 7616.76656
242 -24582.63838 -16770.19740
243 -4276.05895 -24582.63838
244 -48.76662 -4276.05895
245 -5186.87835 -48.76662
246 -37784.64232 -5186.87835
247 26908.60437 -37784.64232
248 12663.33757 26908.60437
249 -4645.78593 12663.33757
250 13264.66282 -4645.78593
251 -147.02213 13264.66282
252 11840.55123 -147.02213
253 1670.84203 11840.55123
254 -7857.15744 1670.84203
255 8107.35603 -7857.15744
256 -13953.33557 8107.35603
257 9316.39200 -13953.33557
258 6791.23991 9316.39200
259 2738.45296 6791.23991
260 -16402.82116 2738.45296
261 -7246.43521 -16402.82116
262 7875.35803 -7246.43521
263 -16566.35858 7875.35803
264 -6856.91955 -16566.35858
265 4815.25997 -6856.91955
266 -21697.85282 4815.25997
267 -4743.92421 -21697.85282
268 48548.47064 -4743.92421
269 -20700.19142 48548.47064
270 -13871.50398 -20700.19142
271 8910.58078 -13871.50398
272 5186.49380 8910.58078
273 -2784.00218 5186.49380
274 6297.80303 -2784.00218
275 -30640.90821 6297.80303
276 12230.01766 -30640.90821
277 9057.57043 12230.01766
278 -9493.77191 9057.57043
279 21027.54258 -9493.77191
280 -3225.84448 21027.54258
281 18427.38002 -3225.84448
282 2000.80135 18427.38002
283 12967.34011 2000.80135
284 10444.29366 12967.34011
285 -27857.37565 10444.29366
286 -3109.72716 -27857.37565
287 -8231.00680 -3109.72716
288 2534.75159 -8231.00680
> 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/7lx821323886151.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/8opjg1323886151.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/9f78w1323886151.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/rcomp/tmp/10ueh21323886151.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/112zps1323886151.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/129p6l1323886151.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/1328h51323886151.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/14yf6j1323886151.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/15cfm11323886151.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/1646hk1323886151.tab")
+ }
>
> try(system("convert tmp/1sqnr1323886151.ps tmp/1sqnr1323886151.png",intern=TRUE))
character(0)
> try(system("convert tmp/2hm6k1323886151.ps tmp/2hm6k1323886151.png",intern=TRUE))
character(0)
> try(system("convert tmp/38nhm1323886151.ps tmp/38nhm1323886151.png",intern=TRUE))
character(0)
> try(system("convert tmp/4p90e1323886151.ps tmp/4p90e1323886151.png",intern=TRUE))
character(0)
> try(system("convert tmp/5bc1w1323886151.ps tmp/5bc1w1323886151.png",intern=TRUE))
character(0)
> try(system("convert tmp/63px01323886151.ps tmp/63px01323886151.png",intern=TRUE))
character(0)
> try(system("convert tmp/7lx821323886151.ps tmp/7lx821323886151.png",intern=TRUE))
character(0)
> try(system("convert tmp/8opjg1323886151.ps tmp/8opjg1323886151.png",intern=TRUE))
character(0)
> try(system("convert tmp/9f78w1323886151.ps tmp/9f78w1323886151.png",intern=TRUE))
character(0)
> try(system("convert tmp/10ueh21323886151.ps tmp/10ueh21323886151.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
8.630 0.370 8.967