R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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> x <- array(list(1418
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+ ,12
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+ ,50857
+ ,165
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+ ,24
+ ,819
+ ,56613
+ ,234
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+ ,16
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+ ,62792
+ ,176
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+ ,72
+ ,72
+ ,894
+ ,72535
+ ,329
+ ,17
+ ,16
+ ,19540
+ ,27
+ ,21)
+ ,dim=c(8
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'pageviews'
+ ,'compendium_views_info'
+ ,'blogged_computations'
+ ,'compendiums_reviewed'
+ ,'totale_size'
+ ,'totale_hyperlinks'
+ ,'totale_blogs')
+ ,1:289))
> y <- array(NA,dim=c(8,289),dimnames=list(c('time_in_rfc','pageviews','compendium_views_info','blogged_computations','compendiums_reviewed','totale_size','totale_hyperlinks','totale_blogs'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
time_in_rfc pageviews compendium_views_info blogged_computations
1 1418 210907 396 79
2 869 120982 297 58
3 1530 176508 559 60
4 2172 179321 967 108
5 901 123185 270 49
6 463 52746 143 0
7 3201 385534 1562 121
8 371 33170 109 1
9 1192 101645 371 20
10 1583 149061 656 43
11 1439 165446 511 69
12 1764 237213 655 78
13 1495 173326 465 86
14 1373 133131 525 44
15 2187 258873 885 104
16 1491 180083 497 63
17 4041 324799 1436 158
18 1706 230964 612 102
19 2152 236785 865 77
20 1036 135473 385 82
21 1882 202925 567 115
22 1929 215147 639 101
23 2242 344297 963 80
24 1220 153935 398 50
25 1289 132943 410 83
26 2515 174724 966 123
27 2147 174415 801 73
28 2352 225548 892 81
29 1638 223632 513 105
30 1222 124817 469 47
31 1812 221698 683 105
32 1677 210767 643 94
33 1579 170266 535 44
34 1731 260561 625 114
35 807 84853 264 38
36 2452 294424 992 107
37 829 101011 238 30
38 1940 215641 818 71
39 2662 325107 937 84
40 186 7176 70 0
41 1499 167542 507 59
42 865 106408 260 33
43 1793 96560 503 42
44 2527 265769 927 96
45 2747 269651 1269 106
46 1324 149112 537 56
47 2702 175824 910 57
48 1383 152871 532 59
49 1179 111665 345 39
50 2099 116408 918 34
51 4308 362301 1635 76
52 918 78800 330 20
53 1831 183167 557 91
54 3373 277965 1178 115
55 1713 150629 740 85
56 1438 168809 452 76
57 496 24188 218 8
58 2253 329267 764 79
59 744 65029 255 21
60 1161 101097 454 30
61 2352 218946 866 76
62 2144 244052 574 101
63 4691 341570 1276 94
64 1112 103597 379 27
65 2694 233328 825 92
66 1973 256462 798 123
67 1769 206161 663 75
68 3148 311473 1069 128
69 2474 235800 921 105
70 2084 177939 858 55
71 1954 207176 711 56
72 1226 196553 503 41
73 1389 174184 382 72
74 1496 143246 464 67
75 2269 187559 717 75
76 1833 187681 690 114
77 1268 119016 462 118
78 1943 182192 657 77
79 893 73566 385 22
80 1762 194979 577 66
81 1403 167488 619 69
82 1425 143756 479 105
83 1857 275541 817 116
84 1840 243199 752 88
85 1502 182999 430 73
86 1441 135649 451 99
87 1420 152299 537 62
88 1416 120221 519 53
89 2970 346485 1000 118
90 1317 145790 637 30
91 1644 193339 465 100
92 870 80953 437 49
93 1654 122774 711 24
94 1054 130585 299 67
95 937 112611 248 46
96 3004 286468 1162 57
97 2008 241066 714 75
98 2547 148446 905 135
99 1885 204713 649 68
100 1626 182079 512 124
101 1468 140344 472 33
102 2445 220516 905 98
103 1964 243060 786 58
104 1381 162765 489 68
105 1369 182613 479 81
106 1659 232138 617 131
107 2888 265318 925 110
108 1290 85574 351 37
109 2845 310839 1144 130
110 1982 225060 669 93
111 1904 232317 707 118
112 1391 144966 458 39
113 602 43287 214 13
114 1743 155754 599 74
115 1559 164709 572 81
116 2014 201940 897 109
117 2143 235454 819 151
118 2146 220801 720 51
119 874 99466 273 28
120 1590 92661 508 40
121 1590 133328 506 56
122 1210 61361 451 27
123 2072 125930 699 37
124 1281 100750 407 83
125 1401 224549 465 54
126 834 82316 245 27
127 1105 102010 370 28
128 1272 101523 316 59
129 1944 243511 603 133
130 391 22938 154 12
131 761 41566 229 0
132 1605 152474 577 106
133 530 61857 192 23
134 1988 99923 617 44
135 1386 132487 411 71
136 2395 317394 975 116
137 387 21054 146 4
138 1742 209641 705 62
139 620 22648 184 12
140 449 31414 200 18
141 800 46698 274 14
142 1684 131698 502 60
143 1050 91735 382 7
144 2699 244749 964 98
145 1606 184510 537 64
146 1502 79863 438 29
147 1204 128423 369 32
148 1138 97839 417 25
149 568 38214 276 16
150 1459 151101 514 48
151 2158 272458 822 100
152 1111 172494 389 46
153 1421 108043 466 45
154 2833 328107 1255 129
155 1955 250579 694 130
156 2922 351067 1024 136
157 1002 158015 400 59
158 1060 98866 397 25
159 956 85439 350 32
160 2186 229242 719 63
161 3604 351619 1277 95
162 1035 84207 356 14
163 1417 120445 457 36
164 3261 324598 1402 113
165 1587 131069 600 47
166 1424 204271 480 92
167 1701 165543 595 70
168 1249 141722 436 19
169 946 116048 230 50
170 1926 250047 651 41
171 3352 299775 1367 91
172 1641 195838 564 111
173 2035 173260 716 41
174 2312 254488 747 120
175 1369 104389 467 135
176 1577 136084 671 27
177 2201 199476 861 87
178 961 92499 319 25
179 1900 224330 612 131
180 1254 135781 433 45
181 1335 74408 434 29
182 1597 81240 503 58
183 207 14688 85 4
184 1645 181633 564 47
185 2429 271856 824 109
186 151 7199 74 7
187 474 46660 259 12
188 141 17547 69 0
189 1639 133368 535 37
190 872 95227 239 37
191 1318 152601 438 46
192 1018 98146 459 15
193 1383 79619 426 42
194 1314 59194 288 7
195 1335 139942 498 54
196 1403 118612 454 54
197 910 72880 376 14
198 616 65475 225 16
199 1407 99643 555 33
200 771 71965 252 32
201 766 77272 208 21
202 473 49289 130 15
203 1376 135131 481 38
204 1232 108446 389 22
205 1521 89746 565 28
206 572 44296 173 10
207 1059 77648 278 31
208 1544 181528 609 32
209 1230 134019 422 32
210 1206 124064 445 43
211 1205 92630 387 27
212 1255 121848 339 37
213 613 52915 181 20
214 721 81872 245 32
215 1109 58981 384 0
216 740 53515 212 5
217 1126 60812 399 26
218 728 56375 229 10
219 689 65490 224 27
220 592 80949 203 11
221 995 76302 333 29
222 1613 104011 384 25
223 2048 98104 636 55
224 705 67989 185 23
225 301 30989 93 5
226 1803 135458 581 43
227 799 73504 248 23
228 861 63123 304 34
229 1186 61254 344 36
230 1451 74914 407 35
231 628 31774 170 0
232 1161 81437 312 37
233 1463 87186 507 28
234 742 50090 224 16
235 979 65745 340 26
236 675 56653 168 38
237 1241 158399 443 23
238 676 46455 204 22
239 1049 73624 367 30
240 620 38395 210 16
241 1081 91899 335 18
242 1688 139526 364 28
243 736 52164 178 32
244 617 51567 206 21
245 812 70551 279 23
246 1051 84856 387 29
247 1656 102538 490 50
248 705 86678 238 12
249 945 85709 343 21
250 554 34662 232 18
251 1597 150580 530 27
252 982 99611 291 41
253 222 19349 67 13
254 1212 99373 397 12
255 1143 86230 467 21
256 435 30837 178 8
257 532 31706 175 26
258 882 89806 299 27
259 608 62088 154 13
260 459 40151 106 16
261 578 27634 189 2
262 826 76990 194 42
263 509 37460 135 5
264 717 54157 201 37
265 637 49862 207 17
266 857 84337 280 38
267 830 64175 260 37
268 652 59382 227 29
269 707 119308 239 32
270 954 76702 333 35
271 1461 103425 428 17
272 672 70344 230 20
273 778 43410 292 7
274 1141 104838 350 46
275 680 62215 186 24
276 1090 69304 326 40
277 616 53117 155 3
278 285 19764 75 10
279 1145 86680 361 37
280 733 84105 261 17
281 888 77945 299 28
282 849 89113 300 19
283 1182 91005 450 29
284 528 40248 183 8
285 642 64187 238 10
286 947 50857 165 15
287 819 56613 234 15
288 757 62792 176 28
289 894 72535 329 17
compendiums_reviewed totale_size totale_hyperlinks totale_blogs
1 30 112285 144 145
2 28 84786 103 101
3 38 83123 98 98
4 30 101193 135 132
5 22 38361 61 60
6 26 68504 39 38
7 25 119182 150 144
8 18 22807 5 5
9 11 17140 28 28
10 26 116174 84 84
11 25 57635 80 79
12 38 66198 130 127
13 44 71701 82 78
14 30 57793 60 60
15 40 80444 131 131
16 34 53855 84 84
17 47 97668 140 133
18 30 133824 151 150
19 31 101481 91 91
20 23 99645 138 132
21 36 114789 150 136
22 36 99052 124 124
23 30 67654 119 118
24 25 65553 73 70
25 39 97500 110 107
26 34 69112 123 119
27 31 82753 90 89
28 31 85323 116 112
29 33 72654 113 108
30 25 30727 56 52
31 33 77873 115 112
32 35 117478 119 116
33 42 74007 129 123
34 43 90183 127 125
35 30 61542 27 27
36 33 101494 175 162
37 13 27570 35 32
38 32 55813 64 64
39 36 79215 96 92
40 0 1423 0 0
41 28 55461 84 83
42 14 31081 41 41
43 17 22996 47 47
44 32 83122 126 120
45 30 70106 105 105
46 35 60578 80 79
47 20 39992 70 65
48 28 79892 73 70
49 28 49810 57 55
50 39 71570 40 39
51 34 100708 68 67
52 26 33032 21 21
53 39 82875 127 127
54 39 139077 154 152
55 33 71595 116 113
56 28 72260 102 99
57 4 5950 7 7
58 39 115762 148 141
59 18 32551 21 21
60 14 31701 35 35
61 29 80670 112 109
62 44 143558 137 133
63 21 117105 135 123
64 16 23789 26 26
65 28 120733 230 230
66 35 105195 181 166
67 28 73107 71 68
68 38 132068 147 147
69 23 149193 190 179
70 36 46821 64 61
71 32 87011 105 101
72 29 95260 107 108
73 25 55183 94 90
74 27 106671 116 114
75 36 73511 106 103
76 28 92945 143 142
77 23 78664 81 79
78 40 70054 89 88
79 23 22618 26 25
80 40 74011 84 83
81 28 83737 113 113
82 34 69094 120 118
83 33 93133 110 110
84 28 95536 134 129
85 34 225920 54 51
86 30 62133 96 93
87 33 61370 78 76
88 22 43836 51 49
89 38 106117 121 118
90 26 38692 38 38
91 35 84651 145 141
92 8 56622 59 58
93 24 15986 27 27
94 29 95364 91 91
95 20 26706 48 48
96 29 89691 68 63
97 45 67267 58 56
98 37 126846 150 144
99 33 41140 74 73
100 33 102860 181 168
101 25 51715 65 64
102 32 55801 97 97
103 29 111813 121 117
104 28 120293 99 100
105 28 138599 152 149
106 31 161647 188 187
107 52 115929 138 127
108 21 24266 40 37
109 24 162901 254 245
110 41 109825 87 87
111 33 129838 178 177
112 32 37510 51 49
113 19 43750 49 49
114 20 40652 73 73
115 31 87771 176 177
116 31 85872 94 94
117 32 89275 120 117
118 18 44418 66 60
119 23 192565 56 55
120 17 35232 39 39
121 20 40909 66 64
122 12 13294 27 26
123 17 32387 65 64
124 30 140867 58 58
125 31 120662 98 95
126 10 21233 25 25
127 13 44332 26 26
128 22 61056 77 76
129 42 101338 130 129
130 1 1168 11 11
131 9 13497 2 2
132 32 65567 101 101
133 11 25162 31 28
134 25 32334 36 36
135 36 40735 120 89
136 31 91413 195 193
137 0 855 4 4
138 24 97068 89 84
139 13 44339 24 23
140 8 14116 39 39
141 13 10288 14 14
142 19 65622 78 78
143 18 16563 15 14
144 33 76643 106 101
145 40 110681 83 82
146 22 29011 24 24
147 38 92696 37 36
148 24 94785 77 75
149 8 8773 16 16
150 35 83209 56 55
151 43 93815 132 131
152 43 86687 144 131
153 14 34553 40 39
154 41 105547 153 144
155 38 103487 143 139
156 45 213688 220 211
157 31 71220 79 78
158 13 23517 50 50
159 28 56926 39 39
160 31 91721 95 90
161 40 115168 169 166
162 30 111194 12 12
163 16 51009 63 57
164 37 135777 134 133
165 30 51513 69 69
166 35 74163 119 119
167 32 51633 119 119
168 27 75345 75 65
169 20 33416 63 61
170 18 83305 55 49
171 31 98952 103 101
172 31 102372 197 196
173 21 37238 16 15
174 39 103772 140 136
175 41 123969 89 89
176 13 27142 40 40
177 32 135400 125 123
178 18 21399 21 21
179 39 130115 167 163
180 14 24874 32 29
181 7 34988 36 35
182 17 45549 13 13
183 0 6023 5 5
184 30 64466 96 96
185 37 54990 151 151
186 0 1644 6 6
187 5 6179 13 13
188 1 3926 3 3
189 16 32755 57 56
190 32 34777 23 23
191 24 73224 61 57
192 17 27114 21 14
193 11 20760 43 43
194 24 37636 20 20
195 22 65461 82 72
196 12 30080 90 87
197 19 24094 25 21
198 13 69008 60 56
199 17 54968 61 59
200 15 46090 85 82
201 16 27507 43 43
202 24 10672 25 25
203 15 34029 41 38
204 17 46300 26 25
205 18 24760 38 38
206 20 18779 12 12
207 16 21280 29 29
208 16 40662 49 47
209 18 28987 46 45
210 22 22827 41 40
211 8 18513 31 30
212 17 30594 41 41
213 18 24006 26 25
214 16 27913 23 23
215 23 42744 14 14
216 22 12934 16 16
217 13 22574 25 26
218 13 41385 21 21
219 16 18653 32 27
220 16 18472 9 9
221 20 30976 35 33
222 22 63339 42 42
223 17 25568 68 68
224 18 33747 32 32
225 17 4154 6 6
226 12 19474 68 67
227 7 35130 33 33
228 17 39067 84 77
229 14 13310 46 46
230 23 65892 30 30
231 17 4143 0 0
232 14 28579 36 36
233 15 51776 47 46
234 17 21152 20 18
235 21 38084 50 48
236 18 27717 30 29
237 18 32928 30 28
238 17 11342 34 34
239 17 19499 33 33
240 16 16380 34 34
241 15 36874 37 33
242 21 48259 83 80
243 16 16734 32 32
244 14 28207 30 30
245 15 30143 43 41
246 17 41369 41 41
247 15 45833 51 51
248 15 29156 19 18
249 10 35944 37 34
250 6 36278 33 31
251 22 45588 41 39
252 21 45097 54 54
253 1 3895 14 14
254 18 28394 25 24
255 17 18632 25 24
256 4 2325 8 8
257 10 25139 26 26
258 16 27975 20 19
259 16 14483 11 11
260 9 13127 14 14
261 16 5839 3 1
262 17 24069 40 39
263 7 3738 5 5
264 15 18625 38 37
265 14 36341 32 32
266 14 24548 41 38
267 18 21792 46 47
268 12 26263 47 47
269 16 23686 37 37
270 21 49303 51 51
271 19 25659 49 45
272 16 28904 21 21
273 1 2781 1 1
274 16 29236 44 42
275 10 19546 26 26
276 19 22818 21 21
277 12 32689 4 4
278 2 5752 10 10
279 14 22197 43 43
280 17 20055 34 34
281 19 25272 32 31
282 14 82206 20 19
283 11 32073 34 34
284 4 5444 6 6
285 16 20154 12 11
286 20 36944 24 24
287 12 8019 16 16
288 15 30884 72 72
289 16 19540 27 21
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) pageviews compendium_views_info
1.502e+02 9.761e-04 2.103e+00
blogged_computations compendiums_reviewed totale_size
7.138e-01 2.712e+00 6.220e-05
totale_hyperlinks totale_blogs
5.807e+00 -6.169e+00
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-754.05 -95.28 -12.23 84.04 1368.00
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.502e+02 2.922e+01 5.141 5.13e-07 ***
pageviews 9.761e-04 4.142e-04 2.357 0.0191 *
compendium_views_info 2.103e+00 9.060e-02 23.207 < 2e-16 ***
blogged_computations 7.138e-01 7.627e-01 0.936 0.3501
compendiums_reviewed 2.712e+00 1.856e+00 1.462 0.1449
totale_size 6.220e-05 5.079e-04 0.122 0.9026
totale_hyperlinks 5.807e+00 3.834e+00 1.515 0.1310
totale_blogs -6.169e+00 3.959e+00 -1.558 0.1203
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 191.9 on 281 degrees of freedom
Multiple R-squared: 0.9337, Adjusted R-squared: 0.932
F-statistic: 565.2 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,] 0.06164410 1.232882e-01 9.383559e-01
[2,] 0.01930673 3.861346e-02 9.806933e-01
[3,] 0.13101208 2.620242e-01 8.689879e-01
[4,] 0.07620494 1.524099e-01 9.237951e-01
[5,] 0.07196759 1.439352e-01 9.280324e-01
[6,] 0.03763158 7.526316e-02 9.623684e-01
[7,] 0.74277192 5.144562e-01 2.572281e-01
[8,] 0.66281819 6.743636e-01 3.371818e-01
[9,] 0.58631570 8.273686e-01 4.136843e-01
[10,] 0.50309706 9.938059e-01 4.969029e-01
[11,] 0.46973128 9.394626e-01 5.302687e-01
[12,] 0.39266857 7.853371e-01 6.073314e-01
[13,] 0.34086983 6.817397e-01 6.591302e-01
[14,] 0.27479053 5.495811e-01 7.252095e-01
[15,] 0.23834301 4.766860e-01 7.616570e-01
[16,] 0.18478270 3.695654e-01 8.152173e-01
[17,] 0.18115365 3.623073e-01 8.188464e-01
[18,] 0.20651599 4.130320e-01 7.934840e-01
[19,] 0.17256630 3.451326e-01 8.274337e-01
[20,] 0.14449663 2.889933e-01 8.555034e-01
[21,] 0.14000416 2.800083e-01 8.599958e-01
[22,] 0.13152155 2.630431e-01 8.684785e-01
[23,] 0.11892712 2.378542e-01 8.810729e-01
[24,] 0.13155990 2.631198e-01 8.684401e-01
[25,] 0.11664092 2.332818e-01 8.833591e-01
[26,] 0.09598236 1.919647e-01 9.040176e-01
[27,] 0.07886305 1.577261e-01 9.211370e-01
[28,] 0.07458398 1.491680e-01 9.254160e-01
[29,] 0.10395182 2.079036e-01 8.960482e-01
[30,] 0.08143447 1.628689e-01 9.185655e-01
[31,] 0.06722689 1.344538e-01 9.327731e-01
[32,] 0.05460887 1.092177e-01 9.453911e-01
[33,] 0.22489655 4.497931e-01 7.751034e-01
[34,] 0.21285122 4.257024e-01 7.871488e-01
[35,] 0.28981795 5.796359e-01 7.101821e-01
[36,] 0.29798356 5.959671e-01 7.020164e-01
[37,] 0.55403204 8.919359e-01 4.459680e-01
[38,] 0.51864655 9.627069e-01 4.813535e-01
[39,] 0.48002950 9.600590e-01 5.199705e-01
[40,] 0.45657385 9.131477e-01 5.434261e-01
[41,] 0.70832950 5.833410e-01 2.916705e-01
[42,] 0.68029893 6.394021e-01 3.197011e-01
[43,] 0.71143043 5.771391e-01 2.885696e-01
[44,] 0.85235431 2.952914e-01 1.476457e-01
[45,] 0.86543551 2.691290e-01 1.345645e-01
[46,] 0.84534843 3.093031e-01 1.546516e-01
[47,] 0.82745634 3.450873e-01 1.725437e-01
[48,] 0.80694984 3.861003e-01 1.930502e-01
[49,] 0.77761194 4.447761e-01 2.223881e-01
[50,] 0.74656570 5.068686e-01 2.534343e-01
[51,] 0.72892063 5.421587e-01 2.710794e-01
[52,] 0.80644444 3.871111e-01 1.935556e-01
[53,] 0.99999967 6.647436e-07 3.323718e-07
[54,] 0.99999946 1.077043e-06 5.385215e-07
[55,] 0.99999999 2.330095e-08 1.165048e-08
[56,] 1.00000000 4.497998e-09 2.248999e-09
[57,] 1.00000000 7.088027e-09 3.544013e-09
[58,] 1.00000000 3.746598e-09 1.873299e-09
[59,] 1.00000000 4.868509e-09 2.434255e-09
[60,] 1.00000000 5.954498e-09 2.977249e-09
[61,] 0.99999999 1.033325e-08 5.166625e-09
[62,] 1.00000000 7.529023e-09 3.764511e-09
[63,] 1.00000000 9.013811e-09 4.506905e-09
[64,] 0.99999999 1.275994e-08 6.379970e-09
[65,] 1.00000000 6.052950e-09 3.026475e-09
[66,] 0.99999999 1.005640e-08 5.028201e-09
[67,] 0.99999999 1.557777e-08 7.788884e-09
[68,] 0.99999999 2.141209e-08 1.070605e-08
[69,] 0.99999999 2.134578e-08 1.067289e-08
[70,] 0.99999998 3.225420e-08 1.612710e-08
[71,] 0.99999999 1.731364e-08 8.656819e-09
[72,] 0.99999999 2.759394e-08 1.379697e-08
[73,] 1.00000000 4.984297e-09 2.492149e-09
[74,] 1.00000000 3.300121e-09 1.650061e-09
[75,] 1.00000000 4.507373e-09 2.253687e-09
[76,] 1.00000000 6.664923e-09 3.332462e-09
[77,] 1.00000000 8.790124e-09 4.395062e-09
[78,] 0.99999999 1.451594e-08 7.257969e-09
[79,] 0.99999999 1.317106e-08 6.585529e-09
[80,] 1.00000000 2.561419e-09 1.280709e-09
[81,] 1.00000000 2.729112e-09 1.364556e-09
[82,] 1.00000000 1.345105e-09 6.725526e-10
[83,] 1.00000000 1.248628e-09 6.243140e-10
[84,] 1.00000000 2.039398e-09 1.019699e-09
[85,] 1.00000000 2.819853e-09 1.409926e-09
[86,] 1.00000000 4.792986e-09 2.396493e-09
[87,] 1.00000000 7.314430e-09 3.657215e-09
[88,] 1.00000000 9.089856e-09 4.544928e-09
[89,] 0.99999999 1.382850e-08 6.914252e-09
[90,] 0.99999999 2.061502e-08 1.030751e-08
[91,] 0.99999999 2.793624e-08 1.396812e-08
[92,] 0.99999998 4.125221e-08 2.062610e-08
[93,] 0.99999998 4.114921e-08 2.057460e-08
[94,] 0.99999997 6.583696e-08 3.291848e-08
[95,] 0.99999995 9.934626e-08 4.967313e-08
[96,] 0.99999994 1.295061e-07 6.475303e-08
[97,] 0.99999996 8.737218e-08 4.368609e-08
[98,] 0.99999997 6.431430e-08 3.215715e-08
[99,] 0.99999996 8.041596e-08 4.020798e-08
[100,] 0.99999994 1.261918e-07 6.309590e-08
[101,] 0.99999991 1.861118e-07 9.305588e-08
[102,] 0.99999985 2.913690e-07 1.456845e-07
[103,] 0.99999980 4.059374e-07 2.029687e-07
[104,] 0.99999974 5.243824e-07 2.621912e-07
[105,] 0.99999964 7.118459e-07 3.559230e-07
[106,] 0.99999990 2.099695e-07 1.049847e-07
[107,] 0.99999987 2.628754e-07 1.314377e-07
[108,] 0.99999987 2.584595e-07 1.292298e-07
[109,] 0.99999980 4.005897e-07 2.002948e-07
[110,] 0.99999984 3.177555e-07 1.588778e-07
[111,] 0.99999983 3.488349e-07 1.744175e-07
[112,] 0.99999973 5.338478e-07 2.669239e-07
[113,] 0.99999984 3.283358e-07 1.641679e-07
[114,] 0.99999975 4.939164e-07 2.469582e-07
[115,] 0.99999963 7.415886e-07 3.707943e-07
[116,] 0.99999946 1.087755e-06 5.438773e-07
[117,] 0.99999918 1.638997e-06 8.194987e-07
[118,] 0.99999951 9.812638e-07 4.906319e-07
[119,] 0.99999935 1.302369e-06 6.511844e-07
[120,] 0.99999911 1.778887e-06 8.894436e-07
[121,] 0.99999872 2.556698e-06 1.278349e-06
[122,] 0.99999821 3.579328e-06 1.789664e-06
[123,] 0.99999777 4.465719e-06 2.232860e-06
[124,] 0.99999916 1.689541e-06 8.447704e-07
[125,] 0.99999944 1.129475e-06 5.647374e-07
[126,] 0.99999968 6.338039e-07 3.169020e-07
[127,] 0.99999955 8.984231e-07 4.492115e-07
[128,] 0.99999957 8.546870e-07 4.273435e-07
[129,] 0.99999934 1.314358e-06 6.571791e-07
[130,] 0.99999936 1.279904e-06 6.399518e-07
[131,] 0.99999903 1.948558e-06 9.742792e-07
[132,] 0.99999937 1.264043e-06 6.320217e-07
[133,] 0.99999906 1.877225e-06 9.386123e-07
[134,] 0.99999891 2.174123e-06 1.087061e-06
[135,] 0.99999835 3.298260e-06 1.649130e-06
[136,] 0.99999905 1.901966e-06 9.509829e-07
[137,] 0.99999855 2.907307e-06 1.453653e-06
[138,] 0.99999798 4.040431e-06 2.020215e-06
[139,] 0.99999845 3.101036e-06 1.550518e-06
[140,] 0.99999772 4.552889e-06 2.276444e-06
[141,] 0.99999787 4.267872e-06 2.133936e-06
[142,] 0.99999767 4.659488e-06 2.329744e-06
[143,] 0.99999716 5.679586e-06 2.839793e-06
[144,] 0.99999978 4.475851e-07 2.237925e-07
[145,] 0.99999970 5.907026e-07 2.953513e-07
[146,] 0.99999955 9.034683e-07 4.517341e-07
[147,] 0.99999980 4.010752e-07 2.005376e-07
[148,] 0.99999972 5.623098e-07 2.811549e-07
[149,] 0.99999966 6.804976e-07 3.402488e-07
[150,] 0.99999962 7.617568e-07 3.808784e-07
[151,] 0.99999969 6.243630e-07 3.121815e-07
[152,] 0.99999952 9.625192e-07 4.812596e-07
[153,] 0.99999943 1.130720e-06 5.653601e-07
[154,] 0.99999992 1.653154e-07 8.265771e-08
[155,] 0.99999990 1.939332e-07 9.696661e-08
[156,] 0.99999990 1.909232e-07 9.546161e-08
[157,] 0.99999988 2.397211e-07 1.198605e-07
[158,] 0.99999981 3.729904e-07 1.864952e-07
[159,] 0.99999975 5.003670e-07 2.501835e-07
[160,] 0.99999969 6.207039e-07 3.103519e-07
[161,] 0.99999983 3.398171e-07 1.699085e-07
[162,] 0.99999985 2.972994e-07 1.486497e-07
[163,] 0.99999979 4.234904e-07 2.117452e-07
[164,] 0.99999970 5.947580e-07 2.973790e-07
[165,] 0.99999974 5.112303e-07 2.556151e-07
[166,] 0.99999984 3.150546e-07 1.575273e-07
[167,] 0.99999996 7.570917e-08 3.785458e-08
[168,] 0.99999994 1.231767e-07 6.158835e-08
[169,] 0.99999995 9.244547e-08 4.622274e-08
[170,] 0.99999992 1.520546e-07 7.602730e-08
[171,] 0.99999991 1.801476e-07 9.007378e-08
[172,] 0.99999990 2.042546e-07 1.021273e-07
[173,] 0.99999984 3.116269e-07 1.558135e-07
[174,] 0.99999988 2.411357e-07 1.205678e-07
[175,] 0.99999997 5.846680e-08 2.923340e-08
[176,] 0.99999995 9.194825e-08 4.597412e-08
[177,] 0.99999997 5.007729e-08 2.503865e-08
[178,] 0.99999996 7.747176e-08 3.873588e-08
[179,] 0.99999994 1.119151e-07 5.595757e-08
[180,] 0.99999992 1.690544e-07 8.452718e-08
[181,] 0.99999987 2.627746e-07 1.313873e-07
[182,] 0.99999985 2.953991e-07 1.476996e-07
[183,] 0.99999985 3.085625e-07 1.542812e-07
[184,] 0.99999999 2.217680e-08 1.108840e-08
[185,] 0.99999998 3.336141e-08 1.668070e-08
[186,] 0.99999997 5.512893e-08 2.756447e-08
[187,] 0.99999997 6.858155e-08 3.429077e-08
[188,] 0.99999996 8.412582e-08 4.206291e-08
[189,] 0.99999997 5.944330e-08 2.972165e-08
[190,] 0.99999997 5.742712e-08 2.871356e-08
[191,] 0.99999995 9.909689e-08 4.954845e-08
[192,] 0.99999993 1.453789e-07 7.268947e-08
[193,] 0.99999987 2.534091e-07 1.267046e-07
[194,] 0.99999980 3.968162e-07 1.984081e-07
[195,] 0.99999971 5.798237e-07 2.899119e-07
[196,] 0.99999952 9.666440e-07 4.833220e-07
[197,] 0.99999954 9.271686e-07 4.635843e-07
[198,] 0.99999976 4.892215e-07 2.446107e-07
[199,] 0.99999968 6.392071e-07 3.196035e-07
[200,] 0.99999976 4.737294e-07 2.368647e-07
[201,] 0.99999966 6.702606e-07 3.351303e-07
[202,] 0.99999959 8.293151e-07 4.146575e-07
[203,] 0.99999929 1.418787e-06 7.093933e-07
[204,] 0.99999903 1.935258e-06 9.676289e-07
[205,] 0.99999842 3.169795e-06 1.584898e-06
[206,] 0.99999732 5.360166e-06 2.680083e-06
[207,] 0.99999565 8.705770e-06 4.352885e-06
[208,] 0.99999274 1.452096e-05 7.260481e-06
[209,] 0.99998815 2.370703e-05 1.185351e-05
[210,] 0.99998366 3.268535e-05 1.634268e-05
[211,] 0.99997478 5.044748e-05 2.522374e-05
[212,] 0.99999719 5.626426e-06 2.813213e-06
[213,] 0.99999830 3.391818e-06 1.695909e-06
[214,] 0.99999704 5.929317e-06 2.964659e-06
[215,] 0.99999562 8.757622e-06 4.378811e-06
[216,] 0.99999492 1.015660e-05 5.078298e-06
[217,] 0.99999136 1.727469e-05 8.637347e-06
[218,] 0.99999117 1.765279e-05 8.826396e-06
[219,] 0.99999095 1.809949e-05 9.049745e-06
[220,] 0.99999612 7.762545e-06 3.881273e-06
[221,] 0.99999468 1.064782e-05 5.323910e-06
[222,] 0.99999648 7.048905e-06 3.524453e-06
[223,] 0.99999462 1.075121e-05 5.375607e-06
[224,] 0.99999054 1.891600e-05 9.458000e-06
[225,] 0.99998672 2.655064e-05 1.327532e-05
[226,] 0.99997709 4.582558e-05 2.291279e-05
[227,] 0.99997394 5.211491e-05 2.605745e-05
[228,] 0.99995545 8.910441e-05 4.455220e-05
[229,] 0.99992365 1.527081e-04 7.635405e-05
[230,] 0.99988873 2.225433e-04 1.112716e-04
[231,] 0.99981747 3.650551e-04 1.825276e-04
[232,] 0.99999620 7.596591e-06 3.798295e-06
[233,] 0.99999356 1.288271e-05 6.441355e-06
[234,] 0.99998934 2.132098e-05 1.066049e-05
[235,] 0.99998171 3.657393e-05 1.828697e-05
[236,] 0.99997474 5.052036e-05 2.526018e-05
[237,] 0.99999666 6.689037e-06 3.344519e-06
[238,] 0.99999470 1.060273e-05 5.301364e-06
[239,] 0.99998922 2.156314e-05 1.078157e-05
[240,] 0.99998384 3.231367e-05 1.615683e-05
[241,] 0.99997577 4.845077e-05 2.422538e-05
[242,] 0.99995193 9.614125e-05 4.807062e-05
[243,] 0.99991125 1.774998e-04 8.874992e-05
[244,] 0.99986391 2.721854e-04 1.360927e-04
[245,] 0.99983642 3.271574e-04 1.635787e-04
[246,] 0.99975694 4.861236e-04 2.430618e-04
[247,] 0.99960223 7.955403e-04 3.977702e-04
[248,] 0.99926594 1.468112e-03 7.340561e-04
[249,] 0.99864553 2.708931e-03 1.354466e-03
[250,] 0.99757874 4.842520e-03 2.421260e-03
[251,] 0.99680155 6.396908e-03 3.198454e-03
[252,] 0.99576550 8.468995e-03 4.234498e-03
[253,] 0.99276078 1.447843e-02 7.239217e-03
[254,] 0.98752035 2.495929e-02 1.247965e-02
[255,] 0.98199614 3.600772e-02 1.800386e-02
[256,] 0.97027450 5.945100e-02 2.972550e-02
[257,] 0.95673046 8.653908e-02 4.326954e-02
[258,] 0.94938654 1.012269e-01 5.061346e-02
[259,] 0.92405055 1.518989e-01 7.594945e-02
[260,] 0.94013713 1.197257e-01 5.986287e-02
[261,] 0.98284619 3.430762e-02 1.715381e-02
[262,] 0.97863449 4.273101e-02 2.136551e-02
[263,] 0.96689967 6.620066e-02 3.310033e-02
[264,] 0.96419931 7.160138e-02 3.580069e-02
[265,] 0.95346939 9.306122e-02 4.653061e-02
[266,] 0.91702578 1.659484e-01 8.297422e-02
[267,] 0.87278056 2.544389e-01 1.272194e-01
[268,] 0.79323103 4.135379e-01 2.067690e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1f5261323894286.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/23b041323894286.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3ilmc1323894286.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/47je61323894286.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5yptd1323894286.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
142.8296984 -121.4651624 -83.4509880 -320.8414141 -18.2925455 -106.2241415
7 8 9 10 11 12
-754.0520916 -89.9391601 127.4570714 -170.0467897 -44.9929939 -129.2694727
13 14 15 16 17 18
17.7039966 -105.6827493 -216.9997787 9.8790824 315.6156085 -70.4606037
19 20 21 22 23 24
-160.4899013 -170.1360536 122.5935243 94.2076777 -374.8390507 -16.9701838
25 26 27 28 29 30
-2.8368492 -1.3259878 27.4401486 -23.7683932 31.9448398 -143.8444259
31 32 33 34 35 36
-136.8639433 -175.6806066 -2.5519867 -157.6511215 -83.6883154 -260.4078691
37 38 39 40 41 42
15.5299982 -258.3933167 71.8777699 -118.5101028 21.9554746 15.6121898
43 44 45 46 47 48
430.4173377 16.3821919 -457.9703930 -216.7434691 363.8897930 -150.1270925
49 50 51 52 53 54
95.7955810 -221.2003873 232.1645391 -82.2482026 200.9246906 321.5177833
55 56 57 58 59 60
-271.3118343 56.3560115 -150.6009148 16.0314556 -64.1000250 -91.1674682
61 62 63 64 65 66
51.3465590 373.2221857 1367.9991769 9.0350198 515.5280778 -321.7020823
67 68 69 70 71 72
-103.2993511 296.6624474 11.4464878 -179.0713626 -12.2270617 -242.6272975
73 74 75 76 77 78
152.2784688 132.3094954 292.2631526 -68.7065517 -104.3172231 91.7774047
79 80 81 82 83 84
-214.7817353 72.2968930 -301.7094167 -13.0544230 -418.2645207 -255.7887667
85 86 87 88 89 90
111.6986554 70.4401791 -129.6544881 -36.9188724 210.3994960 -395.4557761
91 92 93 94 95 96
183.5845494 -323.0830027 -184.4405525 48.1562972 84.0395316 -0.1760682
97 98 99 100 101 102
-49.8832469 161.7191116 50.3964373 22.4246513 111.1451202 51.5974741
103 104 105 106 107 108
-183.9857073 -46.2257955 -72.4848503 -140.8717597 289.2435567 229.3283428
109 110 111 112 113 114
-145.5747535 52.5422524 -83.0619827 25.4469271 -86.2376867 98.1271241
115 116 117 118 119 120
-32.1601747 -352.5465533 -134.2613176 165.2896442 -27.5711637 218.4814222
121 122 123 124 125 126
160.5153680 2.5720520 271.9812053 48.2939602 -59.2742783 49.6201238
127 128 129 130 131 132
28.6527122 274.3748331 113.9574495 -112.7905013 64.1784268 -37.2223805
133 134 135 136 137 138
-139.4118857 354.7549078 -56.3715377 -229.3603985 -92.2221562 -209.1869491
139 140 141 142 143 144
16.7182493 -173.7219929 -12.7461075 279.5177242 -48.5433841 126.2978656
145 146 147 148 149 150
9.4024231 279.3997426 28.1129443 -57.8080556 -227.7177331 -39.7095669
151 152 153 154 155 156
-138.7195007 -208.4365076 121.5779233 -486.1984482 -74.2176860 67.7576429
157 158 159 160 161 162
-251.6996259 -57.9247597 -101.7414668 169.0488379 284.7852708 -39.8775758
163 164 165 166 167 168
101.8517266 -300.9827943 -45.8548975 -56.9957083 41.2551409 -82.3099789
169 170 171 172 173 174
117.3491881 62.5579548 -95.2842473 9.2156758 121.2987400 170.8540811
175 176 177 178 179 180
-48.0960911 -158.6236368 -78.6559068 -10.6376845 72.4164727 -17.7435337
181 182 183 184 185 186
164.6231829 224.2407211 -137.7123727 47.4496192 153.9734598 -164.7817410
187 188 189 190 191 192
-284.1501400 -173.3126538 176.3335774 19.2556407 -7.1916869 -287.1939630
193 194 195 196 197 198
213.8151727 435.2522112 -133.2046935 123.5299477 -180.5894059 -125.1552386
199 200 201 202 203 204
-70.7592832 -33.4622456 58.4710244 -66.1007167 8.9409567 96.5642821
205 206 207 208 209 210
38.6242851 -43.4274622 192.1072312 -127.2497879 -1.3161829 -84.0865139
211 212 213 214 215 216
113.5873772 213.4778301 -30.8010864 -83.9295205 33.8351746 33.5303084
217 218 219 220 221 222
37.4788257 3.8780637 -79.2281212 -113.2108027 -6.4105757 487.6025220
223 224 225 226 227 228
402.4318374 43.6686321 -122.7903933 252.9502146 29.9373637 -75.6179030
229 230 231 232 233 234
204.8448496 291.2917288 42.9452120 222.1435625 108.6164335 7.9513203
235 236 237 238 239 240
-22.4079747 43.2513795 -64.0468742 1.2824931 -1.5321519 -52.7835859
241 242 243 244 245 246
69.5939960 567.8298440 104.8912270 -60.5578896 -49.4670290 -50.2972785
247 248 249 250 251 252
314.6570547 -80.6074858 -59.5371949 -149.6369813 106.1519928 53.2033126
253 254 255 256 257 258
-95.1630810 73.7774737 -132.6775757 -133.4013683 -54.9695465 -47.9008406
259 260 261 262 263 264
23.7681588 15.1181958 -53.0351488 123.4380432 17.3743866 30.6155390
265 266 267 268 269 270
-37.9229140 -34.5656810 16.6859365 -71.3514724 -116.5243490 -37.8074141
271 272 273 274 275 276
237.7115356 -82.3585696 -36.0751627 78.0729817 41.8990006 112.7761669
277 278 279 280 281 282
52.7440651 -51.5227075 100.9315287 -95.2846857 -34.6633764 -74.5643946
283 284 285 286 287 288
-43.4407575 -61.0177871 -124.9131022 341.6332228 83.5417689 138.8878697
289
-102.7678120
> postscript(file="/var/wessaorg/rcomp/tmp/6lfr21323894286.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
0 142.8296984 NA
1 -121.4651624 142.8296984
2 -83.4509880 -121.4651624
3 -320.8414141 -83.4509880
4 -18.2925455 -320.8414141
5 -106.2241415 -18.2925455
6 -754.0520916 -106.2241415
7 -89.9391601 -754.0520916
8 127.4570714 -89.9391601
9 -170.0467897 127.4570714
10 -44.9929939 -170.0467897
11 -129.2694727 -44.9929939
12 17.7039966 -129.2694727
13 -105.6827493 17.7039966
14 -216.9997787 -105.6827493
15 9.8790824 -216.9997787
16 315.6156085 9.8790824
17 -70.4606037 315.6156085
18 -160.4899013 -70.4606037
19 -170.1360536 -160.4899013
20 122.5935243 -170.1360536
21 94.2076777 122.5935243
22 -374.8390507 94.2076777
23 -16.9701838 -374.8390507
24 -2.8368492 -16.9701838
25 -1.3259878 -2.8368492
26 27.4401486 -1.3259878
27 -23.7683932 27.4401486
28 31.9448398 -23.7683932
29 -143.8444259 31.9448398
30 -136.8639433 -143.8444259
31 -175.6806066 -136.8639433
32 -2.5519867 -175.6806066
33 -157.6511215 -2.5519867
34 -83.6883154 -157.6511215
35 -260.4078691 -83.6883154
36 15.5299982 -260.4078691
37 -258.3933167 15.5299982
38 71.8777699 -258.3933167
39 -118.5101028 71.8777699
40 21.9554746 -118.5101028
41 15.6121898 21.9554746
42 430.4173377 15.6121898
43 16.3821919 430.4173377
44 -457.9703930 16.3821919
45 -216.7434691 -457.9703930
46 363.8897930 -216.7434691
47 -150.1270925 363.8897930
48 95.7955810 -150.1270925
49 -221.2003873 95.7955810
50 232.1645391 -221.2003873
51 -82.2482026 232.1645391
52 200.9246906 -82.2482026
53 321.5177833 200.9246906
54 -271.3118343 321.5177833
55 56.3560115 -271.3118343
56 -150.6009148 56.3560115
57 16.0314556 -150.6009148
58 -64.1000250 16.0314556
59 -91.1674682 -64.1000250
60 51.3465590 -91.1674682
61 373.2221857 51.3465590
62 1367.9991769 373.2221857
63 9.0350198 1367.9991769
64 515.5280778 9.0350198
65 -321.7020823 515.5280778
66 -103.2993511 -321.7020823
67 296.6624474 -103.2993511
68 11.4464878 296.6624474
69 -179.0713626 11.4464878
70 -12.2270617 -179.0713626
71 -242.6272975 -12.2270617
72 152.2784688 -242.6272975
73 132.3094954 152.2784688
74 292.2631526 132.3094954
75 -68.7065517 292.2631526
76 -104.3172231 -68.7065517
77 91.7774047 -104.3172231
78 -214.7817353 91.7774047
79 72.2968930 -214.7817353
80 -301.7094167 72.2968930
81 -13.0544230 -301.7094167
82 -418.2645207 -13.0544230
83 -255.7887667 -418.2645207
84 111.6986554 -255.7887667
85 70.4401791 111.6986554
86 -129.6544881 70.4401791
87 -36.9188724 -129.6544881
88 210.3994960 -36.9188724
89 -395.4557761 210.3994960
90 183.5845494 -395.4557761
91 -323.0830027 183.5845494
92 -184.4405525 -323.0830027
93 48.1562972 -184.4405525
94 84.0395316 48.1562972
95 -0.1760682 84.0395316
96 -49.8832469 -0.1760682
97 161.7191116 -49.8832469
98 50.3964373 161.7191116
99 22.4246513 50.3964373
100 111.1451202 22.4246513
101 51.5974741 111.1451202
102 -183.9857073 51.5974741
103 -46.2257955 -183.9857073
104 -72.4848503 -46.2257955
105 -140.8717597 -72.4848503
106 289.2435567 -140.8717597
107 229.3283428 289.2435567
108 -145.5747535 229.3283428
109 52.5422524 -145.5747535
110 -83.0619827 52.5422524
111 25.4469271 -83.0619827
112 -86.2376867 25.4469271
113 98.1271241 -86.2376867
114 -32.1601747 98.1271241
115 -352.5465533 -32.1601747
116 -134.2613176 -352.5465533
117 165.2896442 -134.2613176
118 -27.5711637 165.2896442
119 218.4814222 -27.5711637
120 160.5153680 218.4814222
121 2.5720520 160.5153680
122 271.9812053 2.5720520
123 48.2939602 271.9812053
124 -59.2742783 48.2939602
125 49.6201238 -59.2742783
126 28.6527122 49.6201238
127 274.3748331 28.6527122
128 113.9574495 274.3748331
129 -112.7905013 113.9574495
130 64.1784268 -112.7905013
131 -37.2223805 64.1784268
132 -139.4118857 -37.2223805
133 354.7549078 -139.4118857
134 -56.3715377 354.7549078
135 -229.3603985 -56.3715377
136 -92.2221562 -229.3603985
137 -209.1869491 -92.2221562
138 16.7182493 -209.1869491
139 -173.7219929 16.7182493
140 -12.7461075 -173.7219929
141 279.5177242 -12.7461075
142 -48.5433841 279.5177242
143 126.2978656 -48.5433841
144 9.4024231 126.2978656
145 279.3997426 9.4024231
146 28.1129443 279.3997426
147 -57.8080556 28.1129443
148 -227.7177331 -57.8080556
149 -39.7095669 -227.7177331
150 -138.7195007 -39.7095669
151 -208.4365076 -138.7195007
152 121.5779233 -208.4365076
153 -486.1984482 121.5779233
154 -74.2176860 -486.1984482
155 67.7576429 -74.2176860
156 -251.6996259 67.7576429
157 -57.9247597 -251.6996259
158 -101.7414668 -57.9247597
159 169.0488379 -101.7414668
160 284.7852708 169.0488379
161 -39.8775758 284.7852708
162 101.8517266 -39.8775758
163 -300.9827943 101.8517266
164 -45.8548975 -300.9827943
165 -56.9957083 -45.8548975
166 41.2551409 -56.9957083
167 -82.3099789 41.2551409
168 117.3491881 -82.3099789
169 62.5579548 117.3491881
170 -95.2842473 62.5579548
171 9.2156758 -95.2842473
172 121.2987400 9.2156758
173 170.8540811 121.2987400
174 -48.0960911 170.8540811
175 -158.6236368 -48.0960911
176 -78.6559068 -158.6236368
177 -10.6376845 -78.6559068
178 72.4164727 -10.6376845
179 -17.7435337 72.4164727
180 164.6231829 -17.7435337
181 224.2407211 164.6231829
182 -137.7123727 224.2407211
183 47.4496192 -137.7123727
184 153.9734598 47.4496192
185 -164.7817410 153.9734598
186 -284.1501400 -164.7817410
187 -173.3126538 -284.1501400
188 176.3335774 -173.3126538
189 19.2556407 176.3335774
190 -7.1916869 19.2556407
191 -287.1939630 -7.1916869
192 213.8151727 -287.1939630
193 435.2522112 213.8151727
194 -133.2046935 435.2522112
195 123.5299477 -133.2046935
196 -180.5894059 123.5299477
197 -125.1552386 -180.5894059
198 -70.7592832 -125.1552386
199 -33.4622456 -70.7592832
200 58.4710244 -33.4622456
201 -66.1007167 58.4710244
202 8.9409567 -66.1007167
203 96.5642821 8.9409567
204 38.6242851 96.5642821
205 -43.4274622 38.6242851
206 192.1072312 -43.4274622
207 -127.2497879 192.1072312
208 -1.3161829 -127.2497879
209 -84.0865139 -1.3161829
210 113.5873772 -84.0865139
211 213.4778301 113.5873772
212 -30.8010864 213.4778301
213 -83.9295205 -30.8010864
214 33.8351746 -83.9295205
215 33.5303084 33.8351746
216 37.4788257 33.5303084
217 3.8780637 37.4788257
218 -79.2281212 3.8780637
219 -113.2108027 -79.2281212
220 -6.4105757 -113.2108027
221 487.6025220 -6.4105757
222 402.4318374 487.6025220
223 43.6686321 402.4318374
224 -122.7903933 43.6686321
225 252.9502146 -122.7903933
226 29.9373637 252.9502146
227 -75.6179030 29.9373637
228 204.8448496 -75.6179030
229 291.2917288 204.8448496
230 42.9452120 291.2917288
231 222.1435625 42.9452120
232 108.6164335 222.1435625
233 7.9513203 108.6164335
234 -22.4079747 7.9513203
235 43.2513795 -22.4079747
236 -64.0468742 43.2513795
237 1.2824931 -64.0468742
238 -1.5321519 1.2824931
239 -52.7835859 -1.5321519
240 69.5939960 -52.7835859
241 567.8298440 69.5939960
242 104.8912270 567.8298440
243 -60.5578896 104.8912270
244 -49.4670290 -60.5578896
245 -50.2972785 -49.4670290
246 314.6570547 -50.2972785
247 -80.6074858 314.6570547
248 -59.5371949 -80.6074858
249 -149.6369813 -59.5371949
250 106.1519928 -149.6369813
251 53.2033126 106.1519928
252 -95.1630810 53.2033126
253 73.7774737 -95.1630810
254 -132.6775757 73.7774737
255 -133.4013683 -132.6775757
256 -54.9695465 -133.4013683
257 -47.9008406 -54.9695465
258 23.7681588 -47.9008406
259 15.1181958 23.7681588
260 -53.0351488 15.1181958
261 123.4380432 -53.0351488
262 17.3743866 123.4380432
263 30.6155390 17.3743866
264 -37.9229140 30.6155390
265 -34.5656810 -37.9229140
266 16.6859365 -34.5656810
267 -71.3514724 16.6859365
268 -116.5243490 -71.3514724
269 -37.8074141 -116.5243490
270 237.7115356 -37.8074141
271 -82.3585696 237.7115356
272 -36.0751627 -82.3585696
273 78.0729817 -36.0751627
274 41.8990006 78.0729817
275 112.7761669 41.8990006
276 52.7440651 112.7761669
277 -51.5227075 52.7440651
278 100.9315287 -51.5227075
279 -95.2846857 100.9315287
280 -34.6633764 -95.2846857
281 -74.5643946 -34.6633764
282 -43.4407575 -74.5643946
283 -61.0177871 -43.4407575
284 -124.9131022 -61.0177871
285 341.6332228 -124.9131022
286 83.5417689 341.6332228
287 138.8878697 83.5417689
288 -102.7678120 138.8878697
289 NA -102.7678120
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -121.4651624 142.8296984
[2,] -83.4509880 -121.4651624
[3,] -320.8414141 -83.4509880
[4,] -18.2925455 -320.8414141
[5,] -106.2241415 -18.2925455
[6,] -754.0520916 -106.2241415
[7,] -89.9391601 -754.0520916
[8,] 127.4570714 -89.9391601
[9,] -170.0467897 127.4570714
[10,] -44.9929939 -170.0467897
[11,] -129.2694727 -44.9929939
[12,] 17.7039966 -129.2694727
[13,] -105.6827493 17.7039966
[14,] -216.9997787 -105.6827493
[15,] 9.8790824 -216.9997787
[16,] 315.6156085 9.8790824
[17,] -70.4606037 315.6156085
[18,] -160.4899013 -70.4606037
[19,] -170.1360536 -160.4899013
[20,] 122.5935243 -170.1360536
[21,] 94.2076777 122.5935243
[22,] -374.8390507 94.2076777
[23,] -16.9701838 -374.8390507
[24,] -2.8368492 -16.9701838
[25,] -1.3259878 -2.8368492
[26,] 27.4401486 -1.3259878
[27,] -23.7683932 27.4401486
[28,] 31.9448398 -23.7683932
[29,] -143.8444259 31.9448398
[30,] -136.8639433 -143.8444259
[31,] -175.6806066 -136.8639433
[32,] -2.5519867 -175.6806066
[33,] -157.6511215 -2.5519867
[34,] -83.6883154 -157.6511215
[35,] -260.4078691 -83.6883154
[36,] 15.5299982 -260.4078691
[37,] -258.3933167 15.5299982
[38,] 71.8777699 -258.3933167
[39,] -118.5101028 71.8777699
[40,] 21.9554746 -118.5101028
[41,] 15.6121898 21.9554746
[42,] 430.4173377 15.6121898
[43,] 16.3821919 430.4173377
[44,] -457.9703930 16.3821919
[45,] -216.7434691 -457.9703930
[46,] 363.8897930 -216.7434691
[47,] -150.1270925 363.8897930
[48,] 95.7955810 -150.1270925
[49,] -221.2003873 95.7955810
[50,] 232.1645391 -221.2003873
[51,] -82.2482026 232.1645391
[52,] 200.9246906 -82.2482026
[53,] 321.5177833 200.9246906
[54,] -271.3118343 321.5177833
[55,] 56.3560115 -271.3118343
[56,] -150.6009148 56.3560115
[57,] 16.0314556 -150.6009148
[58,] -64.1000250 16.0314556
[59,] -91.1674682 -64.1000250
[60,] 51.3465590 -91.1674682
[61,] 373.2221857 51.3465590
[62,] 1367.9991769 373.2221857
[63,] 9.0350198 1367.9991769
[64,] 515.5280778 9.0350198
[65,] -321.7020823 515.5280778
[66,] -103.2993511 -321.7020823
[67,] 296.6624474 -103.2993511
[68,] 11.4464878 296.6624474
[69,] -179.0713626 11.4464878
[70,] -12.2270617 -179.0713626
[71,] -242.6272975 -12.2270617
[72,] 152.2784688 -242.6272975
[73,] 132.3094954 152.2784688
[74,] 292.2631526 132.3094954
[75,] -68.7065517 292.2631526
[76,] -104.3172231 -68.7065517
[77,] 91.7774047 -104.3172231
[78,] -214.7817353 91.7774047
[79,] 72.2968930 -214.7817353
[80,] -301.7094167 72.2968930
[81,] -13.0544230 -301.7094167
[82,] -418.2645207 -13.0544230
[83,] -255.7887667 -418.2645207
[84,] 111.6986554 -255.7887667
[85,] 70.4401791 111.6986554
[86,] -129.6544881 70.4401791
[87,] -36.9188724 -129.6544881
[88,] 210.3994960 -36.9188724
[89,] -395.4557761 210.3994960
[90,] 183.5845494 -395.4557761
[91,] -323.0830027 183.5845494
[92,] -184.4405525 -323.0830027
[93,] 48.1562972 -184.4405525
[94,] 84.0395316 48.1562972
[95,] -0.1760682 84.0395316
[96,] -49.8832469 -0.1760682
[97,] 161.7191116 -49.8832469
[98,] 50.3964373 161.7191116
[99,] 22.4246513 50.3964373
[100,] 111.1451202 22.4246513
[101,] 51.5974741 111.1451202
[102,] -183.9857073 51.5974741
[103,] -46.2257955 -183.9857073
[104,] -72.4848503 -46.2257955
[105,] -140.8717597 -72.4848503
[106,] 289.2435567 -140.8717597
[107,] 229.3283428 289.2435567
[108,] -145.5747535 229.3283428
[109,] 52.5422524 -145.5747535
[110,] -83.0619827 52.5422524
[111,] 25.4469271 -83.0619827
[112,] -86.2376867 25.4469271
[113,] 98.1271241 -86.2376867
[114,] -32.1601747 98.1271241
[115,] -352.5465533 -32.1601747
[116,] -134.2613176 -352.5465533
[117,] 165.2896442 -134.2613176
[118,] -27.5711637 165.2896442
[119,] 218.4814222 -27.5711637
[120,] 160.5153680 218.4814222
[121,] 2.5720520 160.5153680
[122,] 271.9812053 2.5720520
[123,] 48.2939602 271.9812053
[124,] -59.2742783 48.2939602
[125,] 49.6201238 -59.2742783
[126,] 28.6527122 49.6201238
[127,] 274.3748331 28.6527122
[128,] 113.9574495 274.3748331
[129,] -112.7905013 113.9574495
[130,] 64.1784268 -112.7905013
[131,] -37.2223805 64.1784268
[132,] -139.4118857 -37.2223805
[133,] 354.7549078 -139.4118857
[134,] -56.3715377 354.7549078
[135,] -229.3603985 -56.3715377
[136,] -92.2221562 -229.3603985
[137,] -209.1869491 -92.2221562
[138,] 16.7182493 -209.1869491
[139,] -173.7219929 16.7182493
[140,] -12.7461075 -173.7219929
[141,] 279.5177242 -12.7461075
[142,] -48.5433841 279.5177242
[143,] 126.2978656 -48.5433841
[144,] 9.4024231 126.2978656
[145,] 279.3997426 9.4024231
[146,] 28.1129443 279.3997426
[147,] -57.8080556 28.1129443
[148,] -227.7177331 -57.8080556
[149,] -39.7095669 -227.7177331
[150,] -138.7195007 -39.7095669
[151,] -208.4365076 -138.7195007
[152,] 121.5779233 -208.4365076
[153,] -486.1984482 121.5779233
[154,] -74.2176860 -486.1984482
[155,] 67.7576429 -74.2176860
[156,] -251.6996259 67.7576429
[157,] -57.9247597 -251.6996259
[158,] -101.7414668 -57.9247597
[159,] 169.0488379 -101.7414668
[160,] 284.7852708 169.0488379
[161,] -39.8775758 284.7852708
[162,] 101.8517266 -39.8775758
[163,] -300.9827943 101.8517266
[164,] -45.8548975 -300.9827943
[165,] -56.9957083 -45.8548975
[166,] 41.2551409 -56.9957083
[167,] -82.3099789 41.2551409
[168,] 117.3491881 -82.3099789
[169,] 62.5579548 117.3491881
[170,] -95.2842473 62.5579548
[171,] 9.2156758 -95.2842473
[172,] 121.2987400 9.2156758
[173,] 170.8540811 121.2987400
[174,] -48.0960911 170.8540811
[175,] -158.6236368 -48.0960911
[176,] -78.6559068 -158.6236368
[177,] -10.6376845 -78.6559068
[178,] 72.4164727 -10.6376845
[179,] -17.7435337 72.4164727
[180,] 164.6231829 -17.7435337
[181,] 224.2407211 164.6231829
[182,] -137.7123727 224.2407211
[183,] 47.4496192 -137.7123727
[184,] 153.9734598 47.4496192
[185,] -164.7817410 153.9734598
[186,] -284.1501400 -164.7817410
[187,] -173.3126538 -284.1501400
[188,] 176.3335774 -173.3126538
[189,] 19.2556407 176.3335774
[190,] -7.1916869 19.2556407
[191,] -287.1939630 -7.1916869
[192,] 213.8151727 -287.1939630
[193,] 435.2522112 213.8151727
[194,] -133.2046935 435.2522112
[195,] 123.5299477 -133.2046935
[196,] -180.5894059 123.5299477
[197,] -125.1552386 -180.5894059
[198,] -70.7592832 -125.1552386
[199,] -33.4622456 -70.7592832
[200,] 58.4710244 -33.4622456
[201,] -66.1007167 58.4710244
[202,] 8.9409567 -66.1007167
[203,] 96.5642821 8.9409567
[204,] 38.6242851 96.5642821
[205,] -43.4274622 38.6242851
[206,] 192.1072312 -43.4274622
[207,] -127.2497879 192.1072312
[208,] -1.3161829 -127.2497879
[209,] -84.0865139 -1.3161829
[210,] 113.5873772 -84.0865139
[211,] 213.4778301 113.5873772
[212,] -30.8010864 213.4778301
[213,] -83.9295205 -30.8010864
[214,] 33.8351746 -83.9295205
[215,] 33.5303084 33.8351746
[216,] 37.4788257 33.5303084
[217,] 3.8780637 37.4788257
[218,] -79.2281212 3.8780637
[219,] -113.2108027 -79.2281212
[220,] -6.4105757 -113.2108027
[221,] 487.6025220 -6.4105757
[222,] 402.4318374 487.6025220
[223,] 43.6686321 402.4318374
[224,] -122.7903933 43.6686321
[225,] 252.9502146 -122.7903933
[226,] 29.9373637 252.9502146
[227,] -75.6179030 29.9373637
[228,] 204.8448496 -75.6179030
[229,] 291.2917288 204.8448496
[230,] 42.9452120 291.2917288
[231,] 222.1435625 42.9452120
[232,] 108.6164335 222.1435625
[233,] 7.9513203 108.6164335
[234,] -22.4079747 7.9513203
[235,] 43.2513795 -22.4079747
[236,] -64.0468742 43.2513795
[237,] 1.2824931 -64.0468742
[238,] -1.5321519 1.2824931
[239,] -52.7835859 -1.5321519
[240,] 69.5939960 -52.7835859
[241,] 567.8298440 69.5939960
[242,] 104.8912270 567.8298440
[243,] -60.5578896 104.8912270
[244,] -49.4670290 -60.5578896
[245,] -50.2972785 -49.4670290
[246,] 314.6570547 -50.2972785
[247,] -80.6074858 314.6570547
[248,] -59.5371949 -80.6074858
[249,] -149.6369813 -59.5371949
[250,] 106.1519928 -149.6369813
[251,] 53.2033126 106.1519928
[252,] -95.1630810 53.2033126
[253,] 73.7774737 -95.1630810
[254,] -132.6775757 73.7774737
[255,] -133.4013683 -132.6775757
[256,] -54.9695465 -133.4013683
[257,] -47.9008406 -54.9695465
[258,] 23.7681588 -47.9008406
[259,] 15.1181958 23.7681588
[260,] -53.0351488 15.1181958
[261,] 123.4380432 -53.0351488
[262,] 17.3743866 123.4380432
[263,] 30.6155390 17.3743866
[264,] -37.9229140 30.6155390
[265,] -34.5656810 -37.9229140
[266,] 16.6859365 -34.5656810
[267,] -71.3514724 16.6859365
[268,] -116.5243490 -71.3514724
[269,] -37.8074141 -116.5243490
[270,] 237.7115356 -37.8074141
[271,] -82.3585696 237.7115356
[272,] -36.0751627 -82.3585696
[273,] 78.0729817 -36.0751627
[274,] 41.8990006 78.0729817
[275,] 112.7761669 41.8990006
[276,] 52.7440651 112.7761669
[277,] -51.5227075 52.7440651
[278,] 100.9315287 -51.5227075
[279,] -95.2846857 100.9315287
[280,] -34.6633764 -95.2846857
[281,] -74.5643946 -34.6633764
[282,] -43.4407575 -74.5643946
[283,] -61.0177871 -43.4407575
[284,] -124.9131022 -61.0177871
[285,] 341.6332228 -124.9131022
[286,] 83.5417689 341.6332228
[287,] 138.8878697 83.5417689
[288,] -102.7678120 138.8878697
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -121.4651624 142.8296984
2 -83.4509880 -121.4651624
3 -320.8414141 -83.4509880
4 -18.2925455 -320.8414141
5 -106.2241415 -18.2925455
6 -754.0520916 -106.2241415
7 -89.9391601 -754.0520916
8 127.4570714 -89.9391601
9 -170.0467897 127.4570714
10 -44.9929939 -170.0467897
11 -129.2694727 -44.9929939
12 17.7039966 -129.2694727
13 -105.6827493 17.7039966
14 -216.9997787 -105.6827493
15 9.8790824 -216.9997787
16 315.6156085 9.8790824
17 -70.4606037 315.6156085
18 -160.4899013 -70.4606037
19 -170.1360536 -160.4899013
20 122.5935243 -170.1360536
21 94.2076777 122.5935243
22 -374.8390507 94.2076777
23 -16.9701838 -374.8390507
24 -2.8368492 -16.9701838
25 -1.3259878 -2.8368492
26 27.4401486 -1.3259878
27 -23.7683932 27.4401486
28 31.9448398 -23.7683932
29 -143.8444259 31.9448398
30 -136.8639433 -143.8444259
31 -175.6806066 -136.8639433
32 -2.5519867 -175.6806066
33 -157.6511215 -2.5519867
34 -83.6883154 -157.6511215
35 -260.4078691 -83.6883154
36 15.5299982 -260.4078691
37 -258.3933167 15.5299982
38 71.8777699 -258.3933167
39 -118.5101028 71.8777699
40 21.9554746 -118.5101028
41 15.6121898 21.9554746
42 430.4173377 15.6121898
43 16.3821919 430.4173377
44 -457.9703930 16.3821919
45 -216.7434691 -457.9703930
46 363.8897930 -216.7434691
47 -150.1270925 363.8897930
48 95.7955810 -150.1270925
49 -221.2003873 95.7955810
50 232.1645391 -221.2003873
51 -82.2482026 232.1645391
52 200.9246906 -82.2482026
53 321.5177833 200.9246906
54 -271.3118343 321.5177833
55 56.3560115 -271.3118343
56 -150.6009148 56.3560115
57 16.0314556 -150.6009148
58 -64.1000250 16.0314556
59 -91.1674682 -64.1000250
60 51.3465590 -91.1674682
61 373.2221857 51.3465590
62 1367.9991769 373.2221857
63 9.0350198 1367.9991769
64 515.5280778 9.0350198
65 -321.7020823 515.5280778
66 -103.2993511 -321.7020823
67 296.6624474 -103.2993511
68 11.4464878 296.6624474
69 -179.0713626 11.4464878
70 -12.2270617 -179.0713626
71 -242.6272975 -12.2270617
72 152.2784688 -242.6272975
73 132.3094954 152.2784688
74 292.2631526 132.3094954
75 -68.7065517 292.2631526
76 -104.3172231 -68.7065517
77 91.7774047 -104.3172231
78 -214.7817353 91.7774047
79 72.2968930 -214.7817353
80 -301.7094167 72.2968930
81 -13.0544230 -301.7094167
82 -418.2645207 -13.0544230
83 -255.7887667 -418.2645207
84 111.6986554 -255.7887667
85 70.4401791 111.6986554
86 -129.6544881 70.4401791
87 -36.9188724 -129.6544881
88 210.3994960 -36.9188724
89 -395.4557761 210.3994960
90 183.5845494 -395.4557761
91 -323.0830027 183.5845494
92 -184.4405525 -323.0830027
93 48.1562972 -184.4405525
94 84.0395316 48.1562972
95 -0.1760682 84.0395316
96 -49.8832469 -0.1760682
97 161.7191116 -49.8832469
98 50.3964373 161.7191116
99 22.4246513 50.3964373
100 111.1451202 22.4246513
101 51.5974741 111.1451202
102 -183.9857073 51.5974741
103 -46.2257955 -183.9857073
104 -72.4848503 -46.2257955
105 -140.8717597 -72.4848503
106 289.2435567 -140.8717597
107 229.3283428 289.2435567
108 -145.5747535 229.3283428
109 52.5422524 -145.5747535
110 -83.0619827 52.5422524
111 25.4469271 -83.0619827
112 -86.2376867 25.4469271
113 98.1271241 -86.2376867
114 -32.1601747 98.1271241
115 -352.5465533 -32.1601747
116 -134.2613176 -352.5465533
117 165.2896442 -134.2613176
118 -27.5711637 165.2896442
119 218.4814222 -27.5711637
120 160.5153680 218.4814222
121 2.5720520 160.5153680
122 271.9812053 2.5720520
123 48.2939602 271.9812053
124 -59.2742783 48.2939602
125 49.6201238 -59.2742783
126 28.6527122 49.6201238
127 274.3748331 28.6527122
128 113.9574495 274.3748331
129 -112.7905013 113.9574495
130 64.1784268 -112.7905013
131 -37.2223805 64.1784268
132 -139.4118857 -37.2223805
133 354.7549078 -139.4118857
134 -56.3715377 354.7549078
135 -229.3603985 -56.3715377
136 -92.2221562 -229.3603985
137 -209.1869491 -92.2221562
138 16.7182493 -209.1869491
139 -173.7219929 16.7182493
140 -12.7461075 -173.7219929
141 279.5177242 -12.7461075
142 -48.5433841 279.5177242
143 126.2978656 -48.5433841
144 9.4024231 126.2978656
145 279.3997426 9.4024231
146 28.1129443 279.3997426
147 -57.8080556 28.1129443
148 -227.7177331 -57.8080556
149 -39.7095669 -227.7177331
150 -138.7195007 -39.7095669
151 -208.4365076 -138.7195007
152 121.5779233 -208.4365076
153 -486.1984482 121.5779233
154 -74.2176860 -486.1984482
155 67.7576429 -74.2176860
156 -251.6996259 67.7576429
157 -57.9247597 -251.6996259
158 -101.7414668 -57.9247597
159 169.0488379 -101.7414668
160 284.7852708 169.0488379
161 -39.8775758 284.7852708
162 101.8517266 -39.8775758
163 -300.9827943 101.8517266
164 -45.8548975 -300.9827943
165 -56.9957083 -45.8548975
166 41.2551409 -56.9957083
167 -82.3099789 41.2551409
168 117.3491881 -82.3099789
169 62.5579548 117.3491881
170 -95.2842473 62.5579548
171 9.2156758 -95.2842473
172 121.2987400 9.2156758
173 170.8540811 121.2987400
174 -48.0960911 170.8540811
175 -158.6236368 -48.0960911
176 -78.6559068 -158.6236368
177 -10.6376845 -78.6559068
178 72.4164727 -10.6376845
179 -17.7435337 72.4164727
180 164.6231829 -17.7435337
181 224.2407211 164.6231829
182 -137.7123727 224.2407211
183 47.4496192 -137.7123727
184 153.9734598 47.4496192
185 -164.7817410 153.9734598
186 -284.1501400 -164.7817410
187 -173.3126538 -284.1501400
188 176.3335774 -173.3126538
189 19.2556407 176.3335774
190 -7.1916869 19.2556407
191 -287.1939630 -7.1916869
192 213.8151727 -287.1939630
193 435.2522112 213.8151727
194 -133.2046935 435.2522112
195 123.5299477 -133.2046935
196 -180.5894059 123.5299477
197 -125.1552386 -180.5894059
198 -70.7592832 -125.1552386
199 -33.4622456 -70.7592832
200 58.4710244 -33.4622456
201 -66.1007167 58.4710244
202 8.9409567 -66.1007167
203 96.5642821 8.9409567
204 38.6242851 96.5642821
205 -43.4274622 38.6242851
206 192.1072312 -43.4274622
207 -127.2497879 192.1072312
208 -1.3161829 -127.2497879
209 -84.0865139 -1.3161829
210 113.5873772 -84.0865139
211 213.4778301 113.5873772
212 -30.8010864 213.4778301
213 -83.9295205 -30.8010864
214 33.8351746 -83.9295205
215 33.5303084 33.8351746
216 37.4788257 33.5303084
217 3.8780637 37.4788257
218 -79.2281212 3.8780637
219 -113.2108027 -79.2281212
220 -6.4105757 -113.2108027
221 487.6025220 -6.4105757
222 402.4318374 487.6025220
223 43.6686321 402.4318374
224 -122.7903933 43.6686321
225 252.9502146 -122.7903933
226 29.9373637 252.9502146
227 -75.6179030 29.9373637
228 204.8448496 -75.6179030
229 291.2917288 204.8448496
230 42.9452120 291.2917288
231 222.1435625 42.9452120
232 108.6164335 222.1435625
233 7.9513203 108.6164335
234 -22.4079747 7.9513203
235 43.2513795 -22.4079747
236 -64.0468742 43.2513795
237 1.2824931 -64.0468742
238 -1.5321519 1.2824931
239 -52.7835859 -1.5321519
240 69.5939960 -52.7835859
241 567.8298440 69.5939960
242 104.8912270 567.8298440
243 -60.5578896 104.8912270
244 -49.4670290 -60.5578896
245 -50.2972785 -49.4670290
246 314.6570547 -50.2972785
247 -80.6074858 314.6570547
248 -59.5371949 -80.6074858
249 -149.6369813 -59.5371949
250 106.1519928 -149.6369813
251 53.2033126 106.1519928
252 -95.1630810 53.2033126
253 73.7774737 -95.1630810
254 -132.6775757 73.7774737
255 -133.4013683 -132.6775757
256 -54.9695465 -133.4013683
257 -47.9008406 -54.9695465
258 23.7681588 -47.9008406
259 15.1181958 23.7681588
260 -53.0351488 15.1181958
261 123.4380432 -53.0351488
262 17.3743866 123.4380432
263 30.6155390 17.3743866
264 -37.9229140 30.6155390
265 -34.5656810 -37.9229140
266 16.6859365 -34.5656810
267 -71.3514724 16.6859365
268 -116.5243490 -71.3514724
269 -37.8074141 -116.5243490
270 237.7115356 -37.8074141
271 -82.3585696 237.7115356
272 -36.0751627 -82.3585696
273 78.0729817 -36.0751627
274 41.8990006 78.0729817
275 112.7761669 41.8990006
276 52.7440651 112.7761669
277 -51.5227075 52.7440651
278 100.9315287 -51.5227075
279 -95.2846857 100.9315287
280 -34.6633764 -95.2846857
281 -74.5643946 -34.6633764
282 -43.4407575 -74.5643946
283 -61.0177871 -43.4407575
284 -124.9131022 -61.0177871
285 341.6332228 -124.9131022
286 83.5417689 341.6332228
287 138.8878697 83.5417689
288 -102.7678120 138.8878697
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/7y8zh1323894286.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8o5941323894286.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9bbbf1323894286.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10nbj51323894286.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11w6i41323894286.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
+ a<-table.element(a,mysum$coefficients[i,1])
+ a<-table.element(a, round(mysum$coefficients[i,2],6))
+ a<-table.element(a, round(mysum$coefficients[i,3],4))
+ a<-table.element(a, round(mysum$coefficients[i,4],6))
+ a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12pwbo1323894286.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$r.squared))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'R-squared',1,TRUE)
> a<-table.element(a, mysum$r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Adjusted R-squared',1,TRUE)
> a<-table.element(a, mysum$adj.r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (value)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[1])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[3])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'p-value',1,TRUE)
> a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
> a<-table.element(a, mysum$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13m4271323894286.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/14kt9i1323894286.tab")
> if (n > n25) {
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-values',header=TRUE)
+ a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'breakpoint index',header=TRUE)
+ a<-table.element(a,'greater',header=TRUE)
+ a<-table.element(a,'2-sided',header=TRUE)
+ a<-table.element(a,'less',header=TRUE)
+ a<-table.row.end(a)
+ for (mypoint in kp3:nmkm3) {
+ a<-table.row.start(a)
+ a<-table.element(a,mypoint,header=TRUE)
+ a<-table.element(a,gqarr[mypoint-kp3+1,1])
+ a<-table.element(a,gqarr[mypoint-kp3+1,2])
+ a<-table.element(a,gqarr[mypoint-kp3+1,3])
+ a<-table.row.end(a)
+ }
+ a<-table.end(a)
+ table.save(a,file="/var/wessaorg/rcomp/tmp/15280q1323894286.tab")
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'Description',header=TRUE)
+ a<-table.element(a,'# significant tests',header=TRUE)
+ a<-table.element(a,'% significant tests',header=TRUE)
+ a<-table.element(a,'OK/NOK',header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'1% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant1)
+ a<-table.element(a,numsignificant1/numgqtests)
+ if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'5% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant5)
+ a<-table.element(a,numsignificant5/numgqtests)
+ if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'10% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant10)
+ a<-table.element(a,numsignificant10/numgqtests)
+ if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.end(a)
+ table.save(a,file="/var/wessaorg/rcomp/tmp/16eavp1323894286.tab")
+ }
>
> try(system("convert tmp/1f5261323894286.ps tmp/1f5261323894286.png",intern=TRUE))
character(0)
> try(system("convert tmp/23b041323894286.ps tmp/23b041323894286.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ilmc1323894286.ps tmp/3ilmc1323894286.png",intern=TRUE))
character(0)
> try(system("convert tmp/47je61323894286.ps tmp/47je61323894286.png",intern=TRUE))
character(0)
> try(system("convert tmp/5yptd1323894286.ps tmp/5yptd1323894286.png",intern=TRUE))
character(0)
> try(system("convert tmp/6lfr21323894286.ps tmp/6lfr21323894286.png",intern=TRUE))
character(0)
> try(system("convert tmp/7y8zh1323894286.ps tmp/7y8zh1323894286.png",intern=TRUE))
character(0)
> try(system("convert tmp/8o5941323894286.ps tmp/8o5941323894286.png",intern=TRUE))
character(0)
> try(system("convert tmp/9bbbf1323894286.ps tmp/9bbbf1323894286.png",intern=TRUE))
character(0)
> try(system("convert tmp/10nbj51323894286.ps tmp/10nbj51323894286.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
9.109 0.813 9.944