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(210907
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+ ,dim=c(6
+ ,245)
+ ,dimnames=list(c('Time_in_rfc'
+ ,'Logins'
+ ,'Blogged_computations'
+ ,'Compendiums_reviewed'
+ ,'Feedback_messages_p120'
+ ,'Total_number_of_characters')
+ ,1:245))
> y <- array(NA,dim=c(6,245),dimnames=list(c('Time_in_rfc','Logins','Blogged_computations','Compendiums_reviewed','Feedback_messages_p120','Total_number_of_characters'),1:245))
> 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'
> 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 Logins Blogged_computations Compendiums_reviewed
1 210907 56 79 30
2 179321 89 108 30
3 149061 44 43 26
4 237213 84 78 38
5 173326 88 86 44
6 133131 55 44 30
7 258873 60 104 40
8 324799 154 158 47
9 230964 53 102 30
10 236785 119 77 31
11 344297 75 80 30
12 174724 92 123 34
13 174415 100 73 31
14 223632 73 105 33
15 294424 77 107 33
16 325107 99 84 36
17 106408 30 33 14
18 96560 76 42 17
19 265769 146 96 32
20 269651 67 106 30
21 149112 56 56 35
22 152871 58 59 28
23 362301 119 76 34
24 183167 66 91 39
25 277965 89 115 39
26 218946 41 76 29
27 244052 68 101 44
28 341570 168 94 21
29 233328 132 92 28
30 206161 71 75 28
31 311473 112 128 38
32 207176 70 56 32
33 196553 57 41 29
34 143246 103 67 27
35 182192 52 77 40
36 194979 62 66 40
37 167488 45 69 28
38 143756 46 105 34
39 275541 63 116 33
40 243199 75 88 28
41 182999 88 73 34
42 135649 46 99 30
43 152299 53 62 33
44 120221 37 53 22
45 346485 90 118 38
46 145790 63 30 26
47 193339 78 100 35
48 80953 25 49 8
49 122774 45 24 24
50 130585 46 67 29
51 112611 41 46 20
52 286468 144 57 29
53 241066 82 75 45
54 148446 91 135 37
55 204713 71 68 33
56 182079 63 124 33
57 140344 53 33 25
58 220516 62 98 32
59 243060 63 58 29
60 162765 32 68 28
61 182613 39 81 28
62 232138 62 131 31
63 265318 117 110 52
64 85574 34 37 21
65 310839 92 130 24
66 225060 93 93 41
67 232317 54 118 33
68 144966 144 39 32
69 43287 14 13 19
70 155754 61 74 20
71 164709 109 81 31
72 201940 38 109 31
73 235454 73 151 32
74 220801 75 51 18
75 99466 50 28 23
76 92661 61 40 17
77 133328 55 56 20
78 61361 77 27 12
79 125930 75 37 17
80 100750 72 83 30
81 224549 50 54 31
82 82316 32 27 10
83 102010 53 28 13
84 101523 42 59 22
85 243511 71 133 42
86 22938 10 12 1
87 41566 35 0 9
88 152474 65 106 32
89 61857 25 23 11
90 99923 66 44 25
91 132487 41 71 36
92 317394 86 116 31
93 21054 16 4 0
94 209641 42 62 24
95 22648 19 12 13
96 31414 19 18 8
97 46698 45 14 13
98 131698 65 60 19
99 91735 35 7 18
100 244749 95 98 33
101 184510 49 64 40
102 79863 37 29 22
103 128423 64 32 38
104 97839 38 25 24
105 38214 34 16 8
106 151101 32 48 35
107 272458 65 100 43
108 172494 52 46 43
109 108043 62 45 14
110 328107 65 129 41
111 250579 83 130 38
112 351067 95 136 45
113 158015 29 59 31
114 98866 18 25 13
115 85439 33 32 28
116 229242 247 63 31
117 351619 139 95 40
118 84207 29 14 30
119 120445 118 36 16
120 324598 110 113 37
121 131069 67 47 30
122 204271 42 92 35
123 165543 65 70 32
124 141722 94 19 27
125 116048 64 50 20
126 250047 81 41 18
127 299775 95 91 31
128 195838 67 111 31
129 173260 63 41 21
130 254488 83 120 39
131 104389 45 135 41
132 136084 30 27 13
133 199476 70 87 32
134 92499 32 25 18
135 224330 83 131 39
136 135781 31 45 14
137 74408 67 29 7
138 81240 66 58 17
139 14688 10 4 0
140 181633 70 47 30
141 271856 103 109 37
142 7199 5 7 0
143 46660 20 12 5
144 17547 5 0 1
145 133368 36 37 16
146 95227 34 37 32
147 152601 48 46 24
148 98146 40 15 17
149 79619 43 42 11
150 59194 31 7 24
151 139942 42 54 22
152 118612 46 54 12
153 72880 33 14 19
154 65475 18 16 13
155 99643 55 33 17
156 71965 35 32 15
157 77272 59 21 16
158 49289 19 15 24
159 135131 66 38 15
160 108446 60 22 17
161 89746 36 28 18
162 44296 25 10 20
163 77648 47 31 16
164 181528 54 32 16
165 134019 53 32 18
166 124064 40 43 22
167 92630 40 27 8
168 121848 39 37 17
169 52915 14 20 18
170 81872 45 32 16
171 58981 36 0 23
172 53515 28 5 22
173 60812 44 26 13
174 56375 30 10 13
175 65490 22 27 16
176 80949 17 11 16
177 76302 31 29 20
178 104011 55 25 22
179 98104 54 55 17
180 67989 21 23 18
181 30989 14 5 17
182 135458 81 43 12
183 73504 35 23 7
184 63123 43 34 17
185 61254 46 36 14
186 74914 30 35 23
187 31774 23 0 17
188 81437 38 37 14
189 87186 54 28 15
190 50090 20 16 17
191 65745 53 26 21
192 56653 45 38 18
193 158399 39 23 18
194 46455 20 22 17
195 73624 24 30 17
196 38395 31 16 16
197 91899 35 18 15
198 139526 151 28 21
199 52164 52 32 16
200 51567 30 21 14
201 70551 31 23 15
202 84856 29 29 17
203 102538 57 50 15
204 86678 40 12 15
205 85709 44 21 10
206 34662 25 18 6
207 150580 77 27 22
208 99611 35 41 21
209 19349 11 13 1
210 99373 63 12 18
211 86230 44 21 17
212 30837 19 8 4
213 31706 13 26 10
214 89806 42 27 16
215 62088 38 13 16
216 40151 29 16 9
217 27634 20 2 16
218 76990 27 42 17
219 37460 20 5 7
220 54157 19 37 15
221 49862 37 17 14
222 84337 26 38 14
223 64175 42 37 18
224 59382 49 29 12
225 119308 30 32 16
226 76702 49 35 21
227 103425 67 17 19
228 70344 28 20 16
229 43410 19 7 1
230 104838 49 46 16
231 62215 27 24 10
232 69304 30 40 19
233 53117 22 3 12
234 19764 12 10 2
235 86680 31 37 14
236 84105 20 17 17
237 77945 20 28 19
238 89113 39 19 14
239 91005 29 29 11
240 40248 16 8 4
241 64187 27 10 16
242 50857 21 15 20
243 56613 19 15 12
244 62792 35 28 15
245 72535 14 17 16
Feedback_messages_p120 Total_number_of_characters
1 94 112285
2 103 101193
3 93 116174
4 123 66198
5 148 71701
6 90 57793
7 124 80444
8 168 97668
9 115 133824
10 71 101481
11 108 67654
12 120 69112
13 114 82753
14 120 72654
15 124 101494
16 126 79215
17 37 31081
18 38 22996
19 120 83122
20 93 70106
21 95 60578
22 90 79892
23 110 100708
24 138 82875
25 133 139077
26 96 80670
27 164 143558
28 78 117105
29 102 120733
30 99 73107
31 129 132068
32 114 87011
33 99 95260
34 104 106671
35 138 70054
36 151 74011
37 72 83737
38 120 69094
39 115 93133
40 105 95536
41 104 225920
42 108 62133
43 98 61370
44 69 43836
45 111 106117
46 99 38692
47 71 84651
48 27 56622
49 69 15986
50 107 95364
51 73 26706
52 107 89691
53 93 67267
54 129 126846
55 69 41140
56 118 102860
57 73 51715
58 119 55801
59 104 111813
60 107 120293
61 99 138599
62 90 161647
63 197 115929
64 36 24266
65 85 162901
66 139 109825
67 106 129838
68 50 37510
69 64 43750
70 31 40652
71 63 87771
72 92 85872
73 106 89275
74 63 44418
75 69 192565
76 41 35232
77 56 40909
78 25 13294
79 65 32387
80 93 140867
81 114 120662
82 38 21233
83 44 44332
84 87 61056
85 110 101338
86 0 1168
87 27 13497
88 83 65567
89 30 25162
90 80 32334
91 98 40735
92 82 91413
93 0 855
94 60 97068
95 28 44339
96 9 14116
97 33 10288
98 59 65622
99 49 16563
100 115 76643
101 140 110681
102 49 29011
103 120 92696
104 66 94785
105 21 8773
106 124 83209
107 152 93815
108 139 86687
109 38 34553
110 144 105547
111 120 103487
112 160 213688
113 114 71220
114 39 23517
115 78 56926
116 119 91721
117 141 115168
118 101 111194
119 56 51009
120 133 135777
121 83 51513
122 116 74163
123 90 51633
124 36 75345
125 50 33416
126 61 83305
127 97 98952
128 98 102372
129 78 37238
130 117 103772
131 148 123969
132 41 27142
133 105 135400
134 55 21399
135 132 130115
136 44 24874
137 21 34988
138 50 45549
139 0 6023
140 73 64466
141 86 54990
142 0 1644
143 13 6179
144 4 3926
145 57 32755
146 48 34777
147 46 73224
148 48 27114
149 32 20760
150 68 37636
151 87 65461
152 43 30080
153 67 24094
154 46 69008
155 46 54968
156 56 46090
157 48 27507
158 44 10672
159 60 34029
160 65 46300
161 55 24760
162 38 18779
163 52 21280
164 60 40662
165 54 28987
166 86 22827
167 24 18513
168 52 30594
169 49 24006
170 61 27913
171 61 42744
172 81 12934
173 43 22574
174 40 41385
175 40 18653
176 56 18472
177 68 30976
178 79 63339
179 47 25568
180 57 33747
181 41 4154
182 29 19474
183 3 35130
184 60 39067
185 30 13310
186 79 65892
187 47 4143
188 40 28579
189 48 51776
190 36 21152
191 42 38084
192 49 27717
193 57 32928
194 12 11342
195 40 19499
196 43 16380
197 33 36874
198 77 48259
199 43 16734
200 45 28207
201 47 30143
202 43 41369
203 45 45833
204 50 29156
205 35 35944
206 7 36278
207 71 45588
208 67 45097
209 0 3895
210 62 28394
211 54 18632
212 4 2325
213 25 25139
214 40 27975
215 38 14483
216 19 13127
217 17 5839
218 67 24069
219 14 3738
220 30 18625
221 54 36341
222 35 24548
223 59 21792
224 24 26263
225 58 23686
226 42 49303
227 46 25659
228 61 28904
229 3 2781
230 52 29236
231 25 19546
232 40 22818
233 32 32689
234 4 5752
235 49 22197
236 63 20055
237 67 25272
238 32 82206
239 23 32073
240 7 5444
241 54 20154
242 37 36944
243 35 8019
244 51 30884
245 39 19540
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Logins
1855.7631 757.9304
Blogged_computations Compendiums_reviewed
884.4615 371.8017
Feedback_messages_p120 Total_number_of_characters
368.8044 0.2366
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-150139 -18036 -2953 14906 147845
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.856e+03 6.078e+03 0.305 0.7604
Logins 7.579e+02 9.422e+01 8.044 4.03e-14 ***
Blogged_computations 8.845e+02 1.186e+02 7.457 1.62e-12 ***
Compendiums_reviewed 3.718e+02 6.453e+02 0.576 0.5651
Feedback_messages_p120 3.688e+02 1.772e+02 2.082 0.0385 *
Total_number_of_characters 2.366e-01 9.716e-02 2.436 0.0156 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 37330 on 239 degrees of freedom
Multiple R-squared: 0.8029, Adjusted R-squared: 0.7988
F-statistic: 194.7 on 5 and 239 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,] 0.7545344 4.909311e-01 2.454656e-01
[2,] 0.6155153 7.689694e-01 3.844847e-01
[3,] 0.9953198 9.360494e-03 4.680247e-03
[4,] 0.9996809 6.381230e-04 3.190615e-04
[5,] 0.9995430 9.139934e-04 4.569967e-04
[6,] 0.9990232 1.953553e-03 9.767767e-04
[7,] 0.9993428 1.314394e-03 6.571972e-04
[8,] 0.9999237 1.525400e-04 7.627001e-05
[9,] 0.9998594 2.812120e-04 1.406060e-04
[10,] 0.9997971 4.057768e-04 2.028884e-04
[11,] 0.9996149 7.702914e-04 3.851457e-04
[12,] 0.9997289 5.422298e-04 2.711149e-04
[13,] 0.9995739 8.521545e-04 4.260772e-04
[14,] 0.9993541 1.291791e-03 6.458954e-04
[15,] 0.9999822 3.550139e-05 1.775070e-05
[16,] 0.9999802 3.954046e-05 1.977023e-05
[17,] 0.9999638 7.231727e-05 3.615863e-05
[18,] 0.9999618 7.636897e-05 3.818449e-05
[19,] 0.9999425 1.149362e-04 5.746810e-05
[20,] 0.9999381 1.237538e-04 6.187689e-05
[21,] 0.9999477 1.045801e-04 5.229007e-05
[22,] 0.9999129 1.742204e-04 8.711021e-05
[23,] 0.9998608 2.784190e-04 1.392095e-04
[24,] 0.9997871 4.257712e-04 2.128856e-04
[25,] 0.9997184 5.631712e-04 2.815856e-04
[26,] 0.9999377 1.245265e-04 6.226323e-05
[27,] 0.9998997 2.005187e-04 1.002594e-04
[28,] 0.9998362 3.275181e-04 1.637591e-04
[29,] 0.9997491 5.017400e-04 2.508700e-04
[30,] 0.9998316 3.368542e-04 1.684271e-04
[31,] 0.9998457 3.086965e-04 1.543483e-04
[32,] 0.9998032 3.935091e-04 1.967546e-04
[33,] 0.9999056 1.887342e-04 9.436709e-05
[34,] 0.9999436 1.128391e-04 5.641955e-05
[35,] 0.9999148 1.703481e-04 8.517403e-05
[36,] 0.9998725 2.549144e-04 1.274572e-04
[37,] 0.9999752 4.963541e-05 2.481770e-05
[38,] 0.9999614 7.724866e-05 3.862433e-05
[39,] 0.9999522 9.551686e-05 4.775843e-05
[40,] 0.9999337 1.326900e-04 6.634501e-05
[41,] 0.9999060 1.879535e-04 9.397677e-05
[42,] 0.9999028 1.944396e-04 9.721980e-05
[43,] 0.9998535 2.930539e-04 1.465270e-04
[44,] 0.9998694 2.612150e-04 1.306075e-04
[45,] 0.9998511 2.977086e-04 1.488543e-04
[46,] 0.9999977 4.666349e-06 2.333174e-06
[47,] 0.9999973 5.474204e-06 2.737102e-06
[48,] 0.9999979 4.291678e-06 2.145839e-06
[49,] 0.9999968 6.458953e-06 3.229476e-06
[50,] 0.9999953 9.349246e-06 4.674623e-06
[51,] 0.9999979 4.186695e-06 2.093347e-06
[52,] 0.9999966 6.771713e-06 3.385857e-06
[53,] 0.9999946 1.073910e-05 5.369548e-06
[54,] 0.9999919 1.622543e-05 8.112717e-06
[55,] 0.9999914 1.718571e-05 8.592855e-06
[56,] 0.9999885 2.298498e-05 1.149249e-05
[57,] 0.9999914 1.726433e-05 8.632165e-06
[58,] 0.9999882 2.363977e-05 1.181988e-05
[59,] 0.9999821 3.572886e-05 1.786443e-05
[60,] 0.9999912 1.767577e-05 8.837884e-06
[61,] 0.9999897 2.055087e-05 1.027544e-05
[62,] 0.9999848 3.049410e-05 1.524705e-05
[63,] 0.9999886 2.284086e-05 1.142043e-05
[64,] 0.9999830 3.405138e-05 1.702569e-05
[65,] 0.9999781 4.380723e-05 2.190361e-05
[66,] 0.9999916 1.683485e-05 8.417424e-06
[67,] 0.9999935 1.297175e-05 6.485873e-06
[68,] 0.9999924 1.520320e-05 7.601601e-06
[69,] 0.9999885 2.302409e-05 1.151205e-05
[70,] 0.9999913 1.740615e-05 8.703074e-06
[71,] 0.9999873 2.548178e-05 1.274089e-05
[72,] 0.9999995 9.177820e-07 4.588910e-07
[73,] 0.9999997 6.147251e-07 3.073625e-07
[74,] 0.9999995 9.806431e-07 4.903215e-07
[75,] 0.9999992 1.563505e-06 7.817523e-07
[76,] 0.9999993 1.399140e-06 6.995701e-07
[77,] 0.9999989 2.166304e-06 1.083152e-06
[78,] 0.9999983 3.411177e-06 1.705589e-06
[79,] 0.9999974 5.166725e-06 2.583363e-06
[80,] 0.9999982 3.555772e-06 1.777886e-06
[81,] 0.9999972 5.553529e-06 2.776764e-06
[82,] 0.9999973 5.430129e-06 2.715065e-06
[83,] 0.9999964 7.259322e-06 3.629661e-06
[84,] 0.9999994 1.206606e-06 6.033031e-07
[85,] 0.9999990 1.921329e-06 9.606644e-07
[86,] 0.9999996 7.265082e-07 3.632541e-07
[87,] 0.9999996 8.155047e-07 4.077523e-07
[88,] 0.9999994 1.243767e-06 6.218837e-07
[89,] 0.9999992 1.678511e-06 8.392556e-07
[90,] 0.9999988 2.401901e-06 1.200950e-06
[91,] 0.9999986 2.894013e-06 1.447007e-06
[92,] 0.9999978 4.317646e-06 2.158823e-06
[93,] 0.9999967 6.693862e-06 3.346931e-06
[94,] 0.9999950 1.007430e-05 5.037149e-06
[95,] 0.9999942 1.154629e-05 5.773144e-06
[96,] 0.9999916 1.671880e-05 8.359398e-06
[97,] 0.9999884 2.318541e-05 1.159270e-05
[98,] 0.9999826 3.478848e-05 1.739424e-05
[99,] 0.9999838 3.235690e-05 1.617845e-05
[100,] 0.9999759 4.818072e-05 2.409036e-05
[101,] 0.9999650 7.009849e-05 3.504924e-05
[102,] 0.9999896 2.084389e-05 1.042195e-05
[103,] 0.9999846 3.084373e-05 1.542187e-05
[104,] 0.9999831 3.371682e-05 1.685841e-05
[105,] 0.9999766 4.672320e-05 2.336160e-05
[106,] 0.9999765 4.697700e-05 2.348850e-05
[107,] 0.9999693 6.134055e-05 3.067027e-05
[108,] 0.9999977 4.560075e-06 2.280037e-06
[109,] 0.9999993 1.435940e-06 7.179698e-07
[110,] 0.9999991 1.801635e-06 9.008173e-07
[111,] 0.9999994 1.133875e-06 5.669375e-07
[112,] 0.9999997 6.693217e-07 3.346609e-07
[113,] 0.9999995 9.978099e-07 4.989050e-07
[114,] 0.9999995 1.004975e-06 5.024876e-07
[115,] 0.9999992 1.578827e-06 7.894134e-07
[116,] 0.9999988 2.414354e-06 1.207177e-06
[117,] 0.9999982 3.644602e-06 1.822301e-06
[118,] 1.0000000 9.486885e-08 4.743442e-08
[119,] 1.0000000 3.527189e-09 1.763595e-09
[120,] 1.0000000 5.511795e-09 2.755897e-09
[121,] 1.0000000 3.015555e-09 1.507777e-09
[122,] 1.0000000 2.851423e-09 1.425711e-09
[123,] 1.0000000 3.752889e-13 1.876444e-13
[124,] 1.0000000 4.323684e-14 2.161842e-14
[125,] 1.0000000 8.924538e-14 4.462269e-14
[126,] 1.0000000 1.648947e-13 8.244736e-14
[127,] 1.0000000 7.189463e-14 3.594732e-14
[128,] 1.0000000 3.492541e-14 1.746270e-14
[129,] 1.0000000 5.531261e-14 2.765631e-14
[130,] 1.0000000 7.669587e-15 3.834794e-15
[131,] 1.0000000 1.690849e-14 8.454244e-15
[132,] 1.0000000 1.245798e-14 6.228988e-15
[133,] 1.0000000 2.785975e-15 1.392988e-15
[134,] 1.0000000 5.454463e-15 2.727231e-15
[135,] 1.0000000 1.166572e-14 5.832862e-15
[136,] 1.0000000 2.598397e-14 1.299198e-14
[137,] 1.0000000 1.408321e-14 7.041606e-15
[138,] 1.0000000 2.633252e-14 1.316626e-14
[139,] 1.0000000 8.993984e-15 4.496992e-15
[140,] 1.0000000 1.069108e-14 5.345541e-15
[141,] 1.0000000 2.206015e-14 1.103007e-14
[142,] 1.0000000 4.448138e-14 2.224069e-14
[143,] 1.0000000 9.095991e-14 4.547995e-14
[144,] 1.0000000 1.746286e-13 8.731431e-14
[145,] 1.0000000 3.796256e-13 1.898128e-13
[146,] 1.0000000 8.031878e-13 4.015939e-13
[147,] 1.0000000 1.712635e-12 8.563173e-13
[148,] 1.0000000 2.444148e-12 1.222074e-12
[149,] 1.0000000 4.419896e-12 2.209948e-12
[150,] 1.0000000 9.027740e-12 4.513870e-12
[151,] 1.0000000 1.413047e-11 7.065235e-12
[152,] 1.0000000 2.956064e-11 1.478032e-11
[153,] 1.0000000 5.806820e-11 2.903410e-11
[154,] 1.0000000 1.164135e-10 5.820675e-11
[155,] 1.0000000 2.089707e-10 1.044854e-10
[156,] 1.0000000 1.530136e-12 7.650681e-13
[157,] 1.0000000 6.053800e-13 3.026900e-13
[158,] 1.0000000 8.675082e-13 4.337541e-13
[159,] 1.0000000 1.112010e-12 5.560050e-13
[160,] 1.0000000 6.015332e-13 3.007666e-13
[161,] 1.0000000 1.351576e-12 6.757879e-13
[162,] 1.0000000 2.805729e-12 1.402864e-12
[163,] 1.0000000 5.654934e-12 2.827467e-12
[164,] 1.0000000 9.497037e-12 4.748518e-12
[165,] 1.0000000 1.492403e-11 7.462016e-12
[166,] 1.0000000 3.020633e-11 1.510316e-11
[167,] 1.0000000 6.635094e-11 3.317547e-11
[168,] 1.0000000 8.713317e-11 4.356659e-11
[169,] 1.0000000 1.807606e-10 9.038028e-11
[170,] 1.0000000 3.765233e-10 1.882616e-10
[171,] 1.0000000 7.764034e-10 3.882017e-10
[172,] 1.0000000 1.649102e-09 8.245510e-10
[173,] 1.0000000 3.090033e-09 1.545017e-09
[174,] 1.0000000 1.492842e-09 7.464210e-10
[175,] 1.0000000 2.211006e-09 1.105503e-09
[176,] 1.0000000 1.753882e-09 8.769408e-10
[177,] 1.0000000 3.380577e-09 1.690289e-09
[178,] 1.0000000 1.890882e-09 9.454409e-10
[179,] 1.0000000 2.463791e-09 1.231896e-09
[180,] 1.0000000 5.306036e-09 2.653018e-09
[181,] 1.0000000 1.043072e-08 5.215360e-09
[182,] 1.0000000 2.126421e-08 1.063210e-08
[183,] 1.0000000 2.987469e-08 1.493734e-08
[184,] 1.0000000 2.310212e-08 1.155106e-08
[185,] 1.0000000 5.322433e-11 2.661217e-11
[186,] 1.0000000 1.323822e-10 6.619111e-11
[187,] 1.0000000 3.036462e-10 1.518231e-10
[188,] 1.0000000 2.525407e-10 1.262704e-10
[189,] 1.0000000 2.661962e-10 1.330981e-10
[190,] 1.0000000 2.121755e-10 1.060878e-10
[191,] 1.0000000 6.130762e-11 3.065381e-11
[192,] 1.0000000 7.520950e-11 3.760475e-11
[193,] 1.0000000 2.037372e-10 1.018686e-10
[194,] 1.0000000 4.579376e-10 2.289688e-10
[195,] 1.0000000 1.199146e-09 5.995730e-10
[196,] 1.0000000 2.958930e-09 1.479465e-09
[197,] 1.0000000 7.380506e-09 3.690253e-09
[198,] 1.0000000 1.467251e-08 7.336254e-09
[199,] 1.0000000 1.048661e-08 5.243306e-09
[200,] 1.0000000 2.801854e-08 1.400927e-08
[201,] 1.0000000 6.302704e-08 3.151352e-08
[202,] 0.9999999 1.600243e-07 8.001215e-08
[203,] 0.9999998 3.908130e-07 1.954065e-07
[204,] 0.9999995 9.827705e-07 4.913853e-07
[205,] 0.9999995 1.005189e-06 5.025946e-07
[206,] 0.9999991 1.852221e-06 9.261105e-07
[207,] 0.9999977 4.683382e-06 2.341691e-06
[208,] 0.9999954 9.147452e-06 4.573726e-06
[209,] 0.9999900 2.006704e-05 1.003352e-05
[210,] 0.9999811 3.770198e-05 1.885099e-05
[211,] 0.9999553 8.938778e-05 4.469389e-05
[212,] 0.9999185 1.630246e-04 8.151231e-05
[213,] 0.9999496 1.008273e-04 5.041363e-05
[214,] 0.9998984 2.031100e-04 1.015550e-04
[215,] 0.9999393 1.214954e-04 6.074771e-05
[216,] 0.9999152 1.695836e-04 8.479182e-05
[217,] 0.9999787 4.255048e-05 2.127524e-05
[218,] 0.9999716 5.670510e-05 2.835255e-05
[219,] 0.9999391 1.218662e-04 6.093312e-05
[220,] 0.9998432 3.135599e-04 1.567800e-04
[221,] 0.9995836 8.328779e-04 4.164389e-04
[222,] 0.9989803 2.039303e-03 1.019652e-03
[223,] 0.9970514 5.897175e-03 2.948587e-03
[224,] 0.9930979 1.380428e-02 6.902142e-03
[225,] 0.9816953 3.660932e-02 1.830466e-02
[226,] 0.9858546 2.829075e-02 1.414538e-02
[227,] 0.9580683 8.386348e-02 4.193174e-02
[228,] 0.9124829 1.750341e-01 8.751707e-02
> postscript(file="/var/wessaorg/rcomp/tmp/11yfp1323948421.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/249ri1323948421.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/33o9l1323948421.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4y2mz1323948421.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5ob6m1323948421.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 245
Frequency = 1
1 2 3 4 5
24341.60951 -58599.88026 4367.09759 27546.41845 -59201.15915
6 7 8 9 10
-7349.96868 39917.13363 -36069.18478 13487.85158 14906.29964
11 12 13 14 15
147844.79755 -78902.74906 -40951.92562 -140.14948 57551.21950
16 17 18 19 20
95321.50798 26421.02293 -25822.88607 -7477.28978 61218.06078
21 22 23 24 25
-7102.51688 -7636.64101 125990.90870 -34205.18735 10477.57878
26 27 28 29 30
53518.59492 -9488.76085 64955.94643 -26544.09110 19935.25855
31 32 33 34 35
18560.82538 28203.40796 45395.83382 -69572.71150 -9524.50876
36 37 38 39 40
-318.58818 13717.42881 -59081.38207 46616.89946 34923.05697
41 42 43 44 45
-54579.51251 -54321.48523 -7498.72530 -555.24943 91871.49808
46 47 48 49 50
14316.12351 -15311.68096 -9520.93992 27430.57992 -38205.97659
51 52 53 54 55
-1683.66959 53586.92787 43777.21369 -133133.31728 41448.36264
56 57 58 59 60
-57329.02705 20674.96501 16001.05741 66558.24084 -1826.87016
61 62 63 64 65
-163.92444 -15544.70067 -41928.27043 -1603.63379 45452.73171
66 67 68 69 70
-22035.15438 3078.62857 -39740.07831 -21698.61070 13725.36892
71 72 73 74 75
-46933.43853 9099.75676 -27401.54968 76554.62405 -44619.20585
76 77 78 79 80
-20585.97683 2486.33128 -39563.52305 -3452.67656 -107875.03401
81 82 83 84 85
54912.48601 9568.78832 3667.35184 -39063.13327 -9956.23408
86 87 88 89 90
2241.19431 -3315.22606 -50424.51744 -397.98717 -37323.47064
91 92 93 94 95
-22408.00139 84358.67325 3331.17447 67093.62965 -29874.41497
96 97 98 99 100
-10396.84671 -21085.63906 -16843.57587 28477.08550 11393.66662
101 102 103 104 105
-3786.39996 -8801.86057 -30563.88215 -10624.14459 -16358.15258
106 107 108 109 110
4101.72229 38644.25256 2775.51444 -8001.71631 69561.61816
111 112 113 114 115
-12039.39693 30613.64467 11572.79433 36474.03671 -22379.53560
116 117 118 119 120
-92662.31713 66259.93447 -26727.72463 -41359.93859 44487.48599
121 122 123 124 125
-17092.77296 15867.21461 -4799.15804 10670.57649 -12322.28522
126 127 128 129 130
101632.94988 74713.72324 -26868.57614 42005.02609 1381.38659
131 132 133 134 135
-150139.18711 61232.51065 -15046.55109 12237.34031 -50271.62851
136 137 138 139 140
43309.76329 -22505.63719 -57477.61612 289.78888 31820.25002
141 142 143 144 145
37040.28698 -5026.68609 10916.41048 9125.50704 36779.76320
146 147 148 149 150
-2953.45404 30463.19571 22266.53272 -12779.41245 -15257.05318
151 152 153 154 155
2735.76422 6692.10022 -3845.71961 -2303.54284 -9379.56131
156 157 158 159 160
-21858.01997 -18036.11352 -7910.44672 13884.29439 406.79608
161 162 163 164 165
3003.87871 -11247.14911 -17411.20832 72741.77760 30222.73190
166 167 168 169 170
8560.52079 20369.87739 24969.57662 -7685.70464 -17444.69809
171 172 173 174 175
-11323.81198 -15098.65076 -23422.68009 -6442.33792 -2035.78857
176 177 178 179 180
25506.20944 -14543.96082 -13946.35725 -23030.30005 -5826.17176
181 182 183 184 185
-8324.71894 14412.70303 12755.78215 -39089.26750 -26726.24459
186 187 188 189 190
-33915.66115 -12149.00879 -8665.60042 -15894.96608 -5678.80466
191 192 193 194 195
-31586.98761 -44242.03562 71134.89047 -3447.80528 1356.96483
196 197 198 199 200
-26791.61090 21121.83950 -49168.08535 -43174.30570 -20076.76386
201 202 203 204 205
-5187.16761 3401.99026 -19762.13115 12974.68786 6798.55804
206 207 208 209 210
-15459.68742 21330.32565 -8224.84612 -3635.52163 2876.55130
211 212 213 214 215
1806.41681 3992.24837 -21885.93989 4915.62157 -3457.80667
216 217 218 219 220
-11296.03450 -4749.55207 -19203.53972 7372.87751 -15873.14053
221 222 223 224 225
-28793.52041 5243.03119 -35847.72031 -24789.60536 33466.95945
226 227 228 229 230
-28213.31118 5650.80804 -5708.85519 18826.01034 -6886.71922
231 232 233 234 235
1104.49823 -17884.25255 7934.41597 -3611.53192 73.92515
236 237 238 239 240
17753.61151 -1588.84977 4432.78625 21357.71685 13832.53862
241 242 243 244 245
2388.94273 -10006.54078 7822.22551 -22050.76662 20076.17257
> postscript(file="/var/wessaorg/rcomp/tmp/6ei6c1323948421.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 = 245
Frequency = 1
lag(myerror, k = 1) myerror
0 24341.60951 NA
1 -58599.88026 24341.60951
2 4367.09759 -58599.88026
3 27546.41845 4367.09759
4 -59201.15915 27546.41845
5 -7349.96868 -59201.15915
6 39917.13363 -7349.96868
7 -36069.18478 39917.13363
8 13487.85158 -36069.18478
9 14906.29964 13487.85158
10 147844.79755 14906.29964
11 -78902.74906 147844.79755
12 -40951.92562 -78902.74906
13 -140.14948 -40951.92562
14 57551.21950 -140.14948
15 95321.50798 57551.21950
16 26421.02293 95321.50798
17 -25822.88607 26421.02293
18 -7477.28978 -25822.88607
19 61218.06078 -7477.28978
20 -7102.51688 61218.06078
21 -7636.64101 -7102.51688
22 125990.90870 -7636.64101
23 -34205.18735 125990.90870
24 10477.57878 -34205.18735
25 53518.59492 10477.57878
26 -9488.76085 53518.59492
27 64955.94643 -9488.76085
28 -26544.09110 64955.94643
29 19935.25855 -26544.09110
30 18560.82538 19935.25855
31 28203.40796 18560.82538
32 45395.83382 28203.40796
33 -69572.71150 45395.83382
34 -9524.50876 -69572.71150
35 -318.58818 -9524.50876
36 13717.42881 -318.58818
37 -59081.38207 13717.42881
38 46616.89946 -59081.38207
39 34923.05697 46616.89946
40 -54579.51251 34923.05697
41 -54321.48523 -54579.51251
42 -7498.72530 -54321.48523
43 -555.24943 -7498.72530
44 91871.49808 -555.24943
45 14316.12351 91871.49808
46 -15311.68096 14316.12351
47 -9520.93992 -15311.68096
48 27430.57992 -9520.93992
49 -38205.97659 27430.57992
50 -1683.66959 -38205.97659
51 53586.92787 -1683.66959
52 43777.21369 53586.92787
53 -133133.31728 43777.21369
54 41448.36264 -133133.31728
55 -57329.02705 41448.36264
56 20674.96501 -57329.02705
57 16001.05741 20674.96501
58 66558.24084 16001.05741
59 -1826.87016 66558.24084
60 -163.92444 -1826.87016
61 -15544.70067 -163.92444
62 -41928.27043 -15544.70067
63 -1603.63379 -41928.27043
64 45452.73171 -1603.63379
65 -22035.15438 45452.73171
66 3078.62857 -22035.15438
67 -39740.07831 3078.62857
68 -21698.61070 -39740.07831
69 13725.36892 -21698.61070
70 -46933.43853 13725.36892
71 9099.75676 -46933.43853
72 -27401.54968 9099.75676
73 76554.62405 -27401.54968
74 -44619.20585 76554.62405
75 -20585.97683 -44619.20585
76 2486.33128 -20585.97683
77 -39563.52305 2486.33128
78 -3452.67656 -39563.52305
79 -107875.03401 -3452.67656
80 54912.48601 -107875.03401
81 9568.78832 54912.48601
82 3667.35184 9568.78832
83 -39063.13327 3667.35184
84 -9956.23408 -39063.13327
85 2241.19431 -9956.23408
86 -3315.22606 2241.19431
87 -50424.51744 -3315.22606
88 -397.98717 -50424.51744
89 -37323.47064 -397.98717
90 -22408.00139 -37323.47064
91 84358.67325 -22408.00139
92 3331.17447 84358.67325
93 67093.62965 3331.17447
94 -29874.41497 67093.62965
95 -10396.84671 -29874.41497
96 -21085.63906 -10396.84671
97 -16843.57587 -21085.63906
98 28477.08550 -16843.57587
99 11393.66662 28477.08550
100 -3786.39996 11393.66662
101 -8801.86057 -3786.39996
102 -30563.88215 -8801.86057
103 -10624.14459 -30563.88215
104 -16358.15258 -10624.14459
105 4101.72229 -16358.15258
106 38644.25256 4101.72229
107 2775.51444 38644.25256
108 -8001.71631 2775.51444
109 69561.61816 -8001.71631
110 -12039.39693 69561.61816
111 30613.64467 -12039.39693
112 11572.79433 30613.64467
113 36474.03671 11572.79433
114 -22379.53560 36474.03671
115 -92662.31713 -22379.53560
116 66259.93447 -92662.31713
117 -26727.72463 66259.93447
118 -41359.93859 -26727.72463
119 44487.48599 -41359.93859
120 -17092.77296 44487.48599
121 15867.21461 -17092.77296
122 -4799.15804 15867.21461
123 10670.57649 -4799.15804
124 -12322.28522 10670.57649
125 101632.94988 -12322.28522
126 74713.72324 101632.94988
127 -26868.57614 74713.72324
128 42005.02609 -26868.57614
129 1381.38659 42005.02609
130 -150139.18711 1381.38659
131 61232.51065 -150139.18711
132 -15046.55109 61232.51065
133 12237.34031 -15046.55109
134 -50271.62851 12237.34031
135 43309.76329 -50271.62851
136 -22505.63719 43309.76329
137 -57477.61612 -22505.63719
138 289.78888 -57477.61612
139 31820.25002 289.78888
140 37040.28698 31820.25002
141 -5026.68609 37040.28698
142 10916.41048 -5026.68609
143 9125.50704 10916.41048
144 36779.76320 9125.50704
145 -2953.45404 36779.76320
146 30463.19571 -2953.45404
147 22266.53272 30463.19571
148 -12779.41245 22266.53272
149 -15257.05318 -12779.41245
150 2735.76422 -15257.05318
151 6692.10022 2735.76422
152 -3845.71961 6692.10022
153 -2303.54284 -3845.71961
154 -9379.56131 -2303.54284
155 -21858.01997 -9379.56131
156 -18036.11352 -21858.01997
157 -7910.44672 -18036.11352
158 13884.29439 -7910.44672
159 406.79608 13884.29439
160 3003.87871 406.79608
161 -11247.14911 3003.87871
162 -17411.20832 -11247.14911
163 72741.77760 -17411.20832
164 30222.73190 72741.77760
165 8560.52079 30222.73190
166 20369.87739 8560.52079
167 24969.57662 20369.87739
168 -7685.70464 24969.57662
169 -17444.69809 -7685.70464
170 -11323.81198 -17444.69809
171 -15098.65076 -11323.81198
172 -23422.68009 -15098.65076
173 -6442.33792 -23422.68009
174 -2035.78857 -6442.33792
175 25506.20944 -2035.78857
176 -14543.96082 25506.20944
177 -13946.35725 -14543.96082
178 -23030.30005 -13946.35725
179 -5826.17176 -23030.30005
180 -8324.71894 -5826.17176
181 14412.70303 -8324.71894
182 12755.78215 14412.70303
183 -39089.26750 12755.78215
184 -26726.24459 -39089.26750
185 -33915.66115 -26726.24459
186 -12149.00879 -33915.66115
187 -8665.60042 -12149.00879
188 -15894.96608 -8665.60042
189 -5678.80466 -15894.96608
190 -31586.98761 -5678.80466
191 -44242.03562 -31586.98761
192 71134.89047 -44242.03562
193 -3447.80528 71134.89047
194 1356.96483 -3447.80528
195 -26791.61090 1356.96483
196 21121.83950 -26791.61090
197 -49168.08535 21121.83950
198 -43174.30570 -49168.08535
199 -20076.76386 -43174.30570
200 -5187.16761 -20076.76386
201 3401.99026 -5187.16761
202 -19762.13115 3401.99026
203 12974.68786 -19762.13115
204 6798.55804 12974.68786
205 -15459.68742 6798.55804
206 21330.32565 -15459.68742
207 -8224.84612 21330.32565
208 -3635.52163 -8224.84612
209 2876.55130 -3635.52163
210 1806.41681 2876.55130
211 3992.24837 1806.41681
212 -21885.93989 3992.24837
213 4915.62157 -21885.93989
214 -3457.80667 4915.62157
215 -11296.03450 -3457.80667
216 -4749.55207 -11296.03450
217 -19203.53972 -4749.55207
218 7372.87751 -19203.53972
219 -15873.14053 7372.87751
220 -28793.52041 -15873.14053
221 5243.03119 -28793.52041
222 -35847.72031 5243.03119
223 -24789.60536 -35847.72031
224 33466.95945 -24789.60536
225 -28213.31118 33466.95945
226 5650.80804 -28213.31118
227 -5708.85519 5650.80804
228 18826.01034 -5708.85519
229 -6886.71922 18826.01034
230 1104.49823 -6886.71922
231 -17884.25255 1104.49823
232 7934.41597 -17884.25255
233 -3611.53192 7934.41597
234 73.92515 -3611.53192
235 17753.61151 73.92515
236 -1588.84977 17753.61151
237 4432.78625 -1588.84977
238 21357.71685 4432.78625
239 13832.53862 21357.71685
240 2388.94273 13832.53862
241 -10006.54078 2388.94273
242 7822.22551 -10006.54078
243 -22050.76662 7822.22551
244 20076.17257 -22050.76662
245 NA 20076.17257
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -58599.88026 24341.60951
[2,] 4367.09759 -58599.88026
[3,] 27546.41845 4367.09759
[4,] -59201.15915 27546.41845
[5,] -7349.96868 -59201.15915
[6,] 39917.13363 -7349.96868
[7,] -36069.18478 39917.13363
[8,] 13487.85158 -36069.18478
[9,] 14906.29964 13487.85158
[10,] 147844.79755 14906.29964
[11,] -78902.74906 147844.79755
[12,] -40951.92562 -78902.74906
[13,] -140.14948 -40951.92562
[14,] 57551.21950 -140.14948
[15,] 95321.50798 57551.21950
[16,] 26421.02293 95321.50798
[17,] -25822.88607 26421.02293
[18,] -7477.28978 -25822.88607
[19,] 61218.06078 -7477.28978
[20,] -7102.51688 61218.06078
[21,] -7636.64101 -7102.51688
[22,] 125990.90870 -7636.64101
[23,] -34205.18735 125990.90870
[24,] 10477.57878 -34205.18735
[25,] 53518.59492 10477.57878
[26,] -9488.76085 53518.59492
[27,] 64955.94643 -9488.76085
[28,] -26544.09110 64955.94643
[29,] 19935.25855 -26544.09110
[30,] 18560.82538 19935.25855
[31,] 28203.40796 18560.82538
[32,] 45395.83382 28203.40796
[33,] -69572.71150 45395.83382
[34,] -9524.50876 -69572.71150
[35,] -318.58818 -9524.50876
[36,] 13717.42881 -318.58818
[37,] -59081.38207 13717.42881
[38,] 46616.89946 -59081.38207
[39,] 34923.05697 46616.89946
[40,] -54579.51251 34923.05697
[41,] -54321.48523 -54579.51251
[42,] -7498.72530 -54321.48523
[43,] -555.24943 -7498.72530
[44,] 91871.49808 -555.24943
[45,] 14316.12351 91871.49808
[46,] -15311.68096 14316.12351
[47,] -9520.93992 -15311.68096
[48,] 27430.57992 -9520.93992
[49,] -38205.97659 27430.57992
[50,] -1683.66959 -38205.97659
[51,] 53586.92787 -1683.66959
[52,] 43777.21369 53586.92787
[53,] -133133.31728 43777.21369
[54,] 41448.36264 -133133.31728
[55,] -57329.02705 41448.36264
[56,] 20674.96501 -57329.02705
[57,] 16001.05741 20674.96501
[58,] 66558.24084 16001.05741
[59,] -1826.87016 66558.24084
[60,] -163.92444 -1826.87016
[61,] -15544.70067 -163.92444
[62,] -41928.27043 -15544.70067
[63,] -1603.63379 -41928.27043
[64,] 45452.73171 -1603.63379
[65,] -22035.15438 45452.73171
[66,] 3078.62857 -22035.15438
[67,] -39740.07831 3078.62857
[68,] -21698.61070 -39740.07831
[69,] 13725.36892 -21698.61070
[70,] -46933.43853 13725.36892
[71,] 9099.75676 -46933.43853
[72,] -27401.54968 9099.75676
[73,] 76554.62405 -27401.54968
[74,] -44619.20585 76554.62405
[75,] -20585.97683 -44619.20585
[76,] 2486.33128 -20585.97683
[77,] -39563.52305 2486.33128
[78,] -3452.67656 -39563.52305
[79,] -107875.03401 -3452.67656
[80,] 54912.48601 -107875.03401
[81,] 9568.78832 54912.48601
[82,] 3667.35184 9568.78832
[83,] -39063.13327 3667.35184
[84,] -9956.23408 -39063.13327
[85,] 2241.19431 -9956.23408
[86,] -3315.22606 2241.19431
[87,] -50424.51744 -3315.22606
[88,] -397.98717 -50424.51744
[89,] -37323.47064 -397.98717
[90,] -22408.00139 -37323.47064
[91,] 84358.67325 -22408.00139
[92,] 3331.17447 84358.67325
[93,] 67093.62965 3331.17447
[94,] -29874.41497 67093.62965
[95,] -10396.84671 -29874.41497
[96,] -21085.63906 -10396.84671
[97,] -16843.57587 -21085.63906
[98,] 28477.08550 -16843.57587
[99,] 11393.66662 28477.08550
[100,] -3786.39996 11393.66662
[101,] -8801.86057 -3786.39996
[102,] -30563.88215 -8801.86057
[103,] -10624.14459 -30563.88215
[104,] -16358.15258 -10624.14459
[105,] 4101.72229 -16358.15258
[106,] 38644.25256 4101.72229
[107,] 2775.51444 38644.25256
[108,] -8001.71631 2775.51444
[109,] 69561.61816 -8001.71631
[110,] -12039.39693 69561.61816
[111,] 30613.64467 -12039.39693
[112,] 11572.79433 30613.64467
[113,] 36474.03671 11572.79433
[114,] -22379.53560 36474.03671
[115,] -92662.31713 -22379.53560
[116,] 66259.93447 -92662.31713
[117,] -26727.72463 66259.93447
[118,] -41359.93859 -26727.72463
[119,] 44487.48599 -41359.93859
[120,] -17092.77296 44487.48599
[121,] 15867.21461 -17092.77296
[122,] -4799.15804 15867.21461
[123,] 10670.57649 -4799.15804
[124,] -12322.28522 10670.57649
[125,] 101632.94988 -12322.28522
[126,] 74713.72324 101632.94988
[127,] -26868.57614 74713.72324
[128,] 42005.02609 -26868.57614
[129,] 1381.38659 42005.02609
[130,] -150139.18711 1381.38659
[131,] 61232.51065 -150139.18711
[132,] -15046.55109 61232.51065
[133,] 12237.34031 -15046.55109
[134,] -50271.62851 12237.34031
[135,] 43309.76329 -50271.62851
[136,] -22505.63719 43309.76329
[137,] -57477.61612 -22505.63719
[138,] 289.78888 -57477.61612
[139,] 31820.25002 289.78888
[140,] 37040.28698 31820.25002
[141,] -5026.68609 37040.28698
[142,] 10916.41048 -5026.68609
[143,] 9125.50704 10916.41048
[144,] 36779.76320 9125.50704
[145,] -2953.45404 36779.76320
[146,] 30463.19571 -2953.45404
[147,] 22266.53272 30463.19571
[148,] -12779.41245 22266.53272
[149,] -15257.05318 -12779.41245
[150,] 2735.76422 -15257.05318
[151,] 6692.10022 2735.76422
[152,] -3845.71961 6692.10022
[153,] -2303.54284 -3845.71961
[154,] -9379.56131 -2303.54284
[155,] -21858.01997 -9379.56131
[156,] -18036.11352 -21858.01997
[157,] -7910.44672 -18036.11352
[158,] 13884.29439 -7910.44672
[159,] 406.79608 13884.29439
[160,] 3003.87871 406.79608
[161,] -11247.14911 3003.87871
[162,] -17411.20832 -11247.14911
[163,] 72741.77760 -17411.20832
[164,] 30222.73190 72741.77760
[165,] 8560.52079 30222.73190
[166,] 20369.87739 8560.52079
[167,] 24969.57662 20369.87739
[168,] -7685.70464 24969.57662
[169,] -17444.69809 -7685.70464
[170,] -11323.81198 -17444.69809
[171,] -15098.65076 -11323.81198
[172,] -23422.68009 -15098.65076
[173,] -6442.33792 -23422.68009
[174,] -2035.78857 -6442.33792
[175,] 25506.20944 -2035.78857
[176,] -14543.96082 25506.20944
[177,] -13946.35725 -14543.96082
[178,] -23030.30005 -13946.35725
[179,] -5826.17176 -23030.30005
[180,] -8324.71894 -5826.17176
[181,] 14412.70303 -8324.71894
[182,] 12755.78215 14412.70303
[183,] -39089.26750 12755.78215
[184,] -26726.24459 -39089.26750
[185,] -33915.66115 -26726.24459
[186,] -12149.00879 -33915.66115
[187,] -8665.60042 -12149.00879
[188,] -15894.96608 -8665.60042
[189,] -5678.80466 -15894.96608
[190,] -31586.98761 -5678.80466
[191,] -44242.03562 -31586.98761
[192,] 71134.89047 -44242.03562
[193,] -3447.80528 71134.89047
[194,] 1356.96483 -3447.80528
[195,] -26791.61090 1356.96483
[196,] 21121.83950 -26791.61090
[197,] -49168.08535 21121.83950
[198,] -43174.30570 -49168.08535
[199,] -20076.76386 -43174.30570
[200,] -5187.16761 -20076.76386
[201,] 3401.99026 -5187.16761
[202,] -19762.13115 3401.99026
[203,] 12974.68786 -19762.13115
[204,] 6798.55804 12974.68786
[205,] -15459.68742 6798.55804
[206,] 21330.32565 -15459.68742
[207,] -8224.84612 21330.32565
[208,] -3635.52163 -8224.84612
[209,] 2876.55130 -3635.52163
[210,] 1806.41681 2876.55130
[211,] 3992.24837 1806.41681
[212,] -21885.93989 3992.24837
[213,] 4915.62157 -21885.93989
[214,] -3457.80667 4915.62157
[215,] -11296.03450 -3457.80667
[216,] -4749.55207 -11296.03450
[217,] -19203.53972 -4749.55207
[218,] 7372.87751 -19203.53972
[219,] -15873.14053 7372.87751
[220,] -28793.52041 -15873.14053
[221,] 5243.03119 -28793.52041
[222,] -35847.72031 5243.03119
[223,] -24789.60536 -35847.72031
[224,] 33466.95945 -24789.60536
[225,] -28213.31118 33466.95945
[226,] 5650.80804 -28213.31118
[227,] -5708.85519 5650.80804
[228,] 18826.01034 -5708.85519
[229,] -6886.71922 18826.01034
[230,] 1104.49823 -6886.71922
[231,] -17884.25255 1104.49823
[232,] 7934.41597 -17884.25255
[233,] -3611.53192 7934.41597
[234,] 73.92515 -3611.53192
[235,] 17753.61151 73.92515
[236,] -1588.84977 17753.61151
[237,] 4432.78625 -1588.84977
[238,] 21357.71685 4432.78625
[239,] 13832.53862 21357.71685
[240,] 2388.94273 13832.53862
[241,] -10006.54078 2388.94273
[242,] 7822.22551 -10006.54078
[243,] -22050.76662 7822.22551
[244,] 20076.17257 -22050.76662
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -58599.88026 24341.60951
2 4367.09759 -58599.88026
3 27546.41845 4367.09759
4 -59201.15915 27546.41845
5 -7349.96868 -59201.15915
6 39917.13363 -7349.96868
7 -36069.18478 39917.13363
8 13487.85158 -36069.18478
9 14906.29964 13487.85158
10 147844.79755 14906.29964
11 -78902.74906 147844.79755
12 -40951.92562 -78902.74906
13 -140.14948 -40951.92562
14 57551.21950 -140.14948
15 95321.50798 57551.21950
16 26421.02293 95321.50798
17 -25822.88607 26421.02293
18 -7477.28978 -25822.88607
19 61218.06078 -7477.28978
20 -7102.51688 61218.06078
21 -7636.64101 -7102.51688
22 125990.90870 -7636.64101
23 -34205.18735 125990.90870
24 10477.57878 -34205.18735
25 53518.59492 10477.57878
26 -9488.76085 53518.59492
27 64955.94643 -9488.76085
28 -26544.09110 64955.94643
29 19935.25855 -26544.09110
30 18560.82538 19935.25855
31 28203.40796 18560.82538
32 45395.83382 28203.40796
33 -69572.71150 45395.83382
34 -9524.50876 -69572.71150
35 -318.58818 -9524.50876
36 13717.42881 -318.58818
37 -59081.38207 13717.42881
38 46616.89946 -59081.38207
39 34923.05697 46616.89946
40 -54579.51251 34923.05697
41 -54321.48523 -54579.51251
42 -7498.72530 -54321.48523
43 -555.24943 -7498.72530
44 91871.49808 -555.24943
45 14316.12351 91871.49808
46 -15311.68096 14316.12351
47 -9520.93992 -15311.68096
48 27430.57992 -9520.93992
49 -38205.97659 27430.57992
50 -1683.66959 -38205.97659
51 53586.92787 -1683.66959
52 43777.21369 53586.92787
53 -133133.31728 43777.21369
54 41448.36264 -133133.31728
55 -57329.02705 41448.36264
56 20674.96501 -57329.02705
57 16001.05741 20674.96501
58 66558.24084 16001.05741
59 -1826.87016 66558.24084
60 -163.92444 -1826.87016
61 -15544.70067 -163.92444
62 -41928.27043 -15544.70067
63 -1603.63379 -41928.27043
64 45452.73171 -1603.63379
65 -22035.15438 45452.73171
66 3078.62857 -22035.15438
67 -39740.07831 3078.62857
68 -21698.61070 -39740.07831
69 13725.36892 -21698.61070
70 -46933.43853 13725.36892
71 9099.75676 -46933.43853
72 -27401.54968 9099.75676
73 76554.62405 -27401.54968
74 -44619.20585 76554.62405
75 -20585.97683 -44619.20585
76 2486.33128 -20585.97683
77 -39563.52305 2486.33128
78 -3452.67656 -39563.52305
79 -107875.03401 -3452.67656
80 54912.48601 -107875.03401
81 9568.78832 54912.48601
82 3667.35184 9568.78832
83 -39063.13327 3667.35184
84 -9956.23408 -39063.13327
85 2241.19431 -9956.23408
86 -3315.22606 2241.19431
87 -50424.51744 -3315.22606
88 -397.98717 -50424.51744
89 -37323.47064 -397.98717
90 -22408.00139 -37323.47064
91 84358.67325 -22408.00139
92 3331.17447 84358.67325
93 67093.62965 3331.17447
94 -29874.41497 67093.62965
95 -10396.84671 -29874.41497
96 -21085.63906 -10396.84671
97 -16843.57587 -21085.63906
98 28477.08550 -16843.57587
99 11393.66662 28477.08550
100 -3786.39996 11393.66662
101 -8801.86057 -3786.39996
102 -30563.88215 -8801.86057
103 -10624.14459 -30563.88215
104 -16358.15258 -10624.14459
105 4101.72229 -16358.15258
106 38644.25256 4101.72229
107 2775.51444 38644.25256
108 -8001.71631 2775.51444
109 69561.61816 -8001.71631
110 -12039.39693 69561.61816
111 30613.64467 -12039.39693
112 11572.79433 30613.64467
113 36474.03671 11572.79433
114 -22379.53560 36474.03671
115 -92662.31713 -22379.53560
116 66259.93447 -92662.31713
117 -26727.72463 66259.93447
118 -41359.93859 -26727.72463
119 44487.48599 -41359.93859
120 -17092.77296 44487.48599
121 15867.21461 -17092.77296
122 -4799.15804 15867.21461
123 10670.57649 -4799.15804
124 -12322.28522 10670.57649
125 101632.94988 -12322.28522
126 74713.72324 101632.94988
127 -26868.57614 74713.72324
128 42005.02609 -26868.57614
129 1381.38659 42005.02609
130 -150139.18711 1381.38659
131 61232.51065 -150139.18711
132 -15046.55109 61232.51065
133 12237.34031 -15046.55109
134 -50271.62851 12237.34031
135 43309.76329 -50271.62851
136 -22505.63719 43309.76329
137 -57477.61612 -22505.63719
138 289.78888 -57477.61612
139 31820.25002 289.78888
140 37040.28698 31820.25002
141 -5026.68609 37040.28698
142 10916.41048 -5026.68609
143 9125.50704 10916.41048
144 36779.76320 9125.50704
145 -2953.45404 36779.76320
146 30463.19571 -2953.45404
147 22266.53272 30463.19571
148 -12779.41245 22266.53272
149 -15257.05318 -12779.41245
150 2735.76422 -15257.05318
151 6692.10022 2735.76422
152 -3845.71961 6692.10022
153 -2303.54284 -3845.71961
154 -9379.56131 -2303.54284
155 -21858.01997 -9379.56131
156 -18036.11352 -21858.01997
157 -7910.44672 -18036.11352
158 13884.29439 -7910.44672
159 406.79608 13884.29439
160 3003.87871 406.79608
161 -11247.14911 3003.87871
162 -17411.20832 -11247.14911
163 72741.77760 -17411.20832
164 30222.73190 72741.77760
165 8560.52079 30222.73190
166 20369.87739 8560.52079
167 24969.57662 20369.87739
168 -7685.70464 24969.57662
169 -17444.69809 -7685.70464
170 -11323.81198 -17444.69809
171 -15098.65076 -11323.81198
172 -23422.68009 -15098.65076
173 -6442.33792 -23422.68009
174 -2035.78857 -6442.33792
175 25506.20944 -2035.78857
176 -14543.96082 25506.20944
177 -13946.35725 -14543.96082
178 -23030.30005 -13946.35725
179 -5826.17176 -23030.30005
180 -8324.71894 -5826.17176
181 14412.70303 -8324.71894
182 12755.78215 14412.70303
183 -39089.26750 12755.78215
184 -26726.24459 -39089.26750
185 -33915.66115 -26726.24459
186 -12149.00879 -33915.66115
187 -8665.60042 -12149.00879
188 -15894.96608 -8665.60042
189 -5678.80466 -15894.96608
190 -31586.98761 -5678.80466
191 -44242.03562 -31586.98761
192 71134.89047 -44242.03562
193 -3447.80528 71134.89047
194 1356.96483 -3447.80528
195 -26791.61090 1356.96483
196 21121.83950 -26791.61090
197 -49168.08535 21121.83950
198 -43174.30570 -49168.08535
199 -20076.76386 -43174.30570
200 -5187.16761 -20076.76386
201 3401.99026 -5187.16761
202 -19762.13115 3401.99026
203 12974.68786 -19762.13115
204 6798.55804 12974.68786
205 -15459.68742 6798.55804
206 21330.32565 -15459.68742
207 -8224.84612 21330.32565
208 -3635.52163 -8224.84612
209 2876.55130 -3635.52163
210 1806.41681 2876.55130
211 3992.24837 1806.41681
212 -21885.93989 3992.24837
213 4915.62157 -21885.93989
214 -3457.80667 4915.62157
215 -11296.03450 -3457.80667
216 -4749.55207 -11296.03450
217 -19203.53972 -4749.55207
218 7372.87751 -19203.53972
219 -15873.14053 7372.87751
220 -28793.52041 -15873.14053
221 5243.03119 -28793.52041
222 -35847.72031 5243.03119
223 -24789.60536 -35847.72031
224 33466.95945 -24789.60536
225 -28213.31118 33466.95945
226 5650.80804 -28213.31118
227 -5708.85519 5650.80804
228 18826.01034 -5708.85519
229 -6886.71922 18826.01034
230 1104.49823 -6886.71922
231 -17884.25255 1104.49823
232 7934.41597 -17884.25255
233 -3611.53192 7934.41597
234 73.92515 -3611.53192
235 17753.61151 73.92515
236 -1588.84977 17753.61151
237 4432.78625 -1588.84977
238 21357.71685 4432.78625
239 13832.53862 21357.71685
240 2388.94273 13832.53862
241 -10006.54078 2388.94273
242 7822.22551 -10006.54078
243 -22050.76662 7822.22551
244 20076.17257 -22050.76662
> 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/796xu1323948421.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/8idqj1323948421.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/9b59g1323948421.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/10e1zi1323948421.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11p84o1323948421.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12brnz1323948421.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/133tmh1323948421.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/14cstl1323948421.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/15zrfh1323948421.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/16451g1323948421.tab")
+ }
>
> try(system("convert tmp/11yfp1323948421.ps tmp/11yfp1323948421.png",intern=TRUE))
character(0)
> try(system("convert tmp/249ri1323948421.ps tmp/249ri1323948421.png",intern=TRUE))
character(0)
> try(system("convert tmp/33o9l1323948421.ps tmp/33o9l1323948421.png",intern=TRUE))
character(0)
> try(system("convert tmp/4y2mz1323948421.ps tmp/4y2mz1323948421.png",intern=TRUE))
character(0)
> try(system("convert tmp/5ob6m1323948421.ps tmp/5ob6m1323948421.png",intern=TRUE))
character(0)
> try(system("convert tmp/6ei6c1323948421.ps tmp/6ei6c1323948421.png",intern=TRUE))
character(0)
> try(system("convert tmp/796xu1323948421.ps tmp/796xu1323948421.png",intern=TRUE))
character(0)
> try(system("convert tmp/8idqj1323948421.ps tmp/8idqj1323948421.png",intern=TRUE))
character(0)
> try(system("convert tmp/9b59g1323948421.ps tmp/9b59g1323948421.png",intern=TRUE))
character(0)
> try(system("convert tmp/10e1zi1323948421.ps tmp/10e1zi1323948421.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
6.992 0.663 7.690