R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(129404 + ,20 + ,18158 + ,5636 + ,22622 + ,30 + ,28 + ,130358 + ,38 + ,30461 + ,9079 + ,73570 + ,42 + ,39 + ,7215 + ,0 + ,1423 + ,603 + ,1929 + ,0 + ,0 + ,112861 + ,49 + ,25629 + ,8874 + ,36294 + ,54 + ,54 + ,219904 + ,76 + ,48758 + ,17988 + ,62378 + ,86 + ,80 + ,396382 + ,104 + ,129230 + ,21325 + ,167760 + ,157 + ,144 + ,117604 + ,37 + ,27376 + ,8325 + ,52443 + ,36 + ,36 + ,126737 + ,53 + ,26706 + ,7117 + ,57283 + ,48 + ,48 + ,99729 + ,42 + ,26505 + ,7996 + ,36614 + ,45 + ,42 + ,256310 + ,62 + ,49801 + ,14218 + ,93268 + ,77 + ,71 + ,113066 + ,50 + ,46580 + ,6321 + ,35439 + ,49 + ,49 + ,157228 + ,65 + ,48352 + ,19690 + ,72405 + ,77 + ,74 + ,69952 + ,28 + ,13899 + ,5659 + ,24044 + ,28 + ,27 + ,152673 + ,48 + ,39342 + ,11370 + ,55909 + ,84 + ,83 + ,130642 + ,42 + ,27465 + ,4778 + ,44689 + ,31 + ,31 + ,125769 + ,47 + ,55211 + ,5954 + ,49319 + ,28 + ,28 + ,123467 + ,71 + ,74098 + ,22924 + ,62075 + ,99 + ,98 + ,56232 + ,0 + ,13497 + ,70 + ,2341 + ,2 + 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,33 + ,32 + ,6836 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,139563 + ,46 + ,46037 + ,5331 + ,40389 + ,53 + ,53 + ,5118 + ,5 + ,0 + ,0 + ,0 + ,0 + ,0 + ,40248 + ,8 + ,5444 + ,775 + ,6012 + ,6 + ,6 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,95079 + ,21 + ,23924 + ,6676 + ,22205 + ,19 + ,18 + ,80763 + ,21 + ,52230 + ,1489 + ,17231 + ,26 + ,26 + ,7131 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,4194 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,60378 + ,15 + ,8019 + ,3080 + ,11017 + ,16 + ,16 + ,109173 + ,47 + ,34542 + ,11409 + ,46741 + ,84 + ,84 + ,83484 + ,17 + ,21157 + ,6769 + ,39869 + ,28 + ,22) + ,dim=c(7 + ,144) + ,dimnames=list(c('timeRFC' + ,'blogcomp' + ,'characters' + ,'revisions' + ,'seconds' + ,'inclhyper' + ,'inclblogs') + ,1:144)) > y <- array(NA,dim=c(7,144),dimnames=list(c('timeRFC','blogcomp','characters','revisions','seconds','inclhyper','inclblogs'),1:144)) > 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 timeRFC blogcomp characters revisions seconds inclhyper inclblogs 1 129404 20 18158 5636 22622 30 28 2 130358 38 30461 9079 73570 42 39 3 7215 0 1423 603 1929 0 0 4 112861 49 25629 8874 36294 54 54 5 219904 76 48758 17988 62378 86 80 6 396382 104 129230 21325 167760 157 144 7 117604 37 27376 8325 52443 36 36 8 126737 53 26706 7117 57283 48 48 9 99729 42 26505 7996 36614 45 42 10 256310 62 49801 14218 93268 77 71 11 113066 50 46580 6321 35439 49 49 12 157228 65 48352 19690 72405 77 74 13 69952 28 13899 5659 24044 28 27 14 152673 48 39342 11370 55909 84 83 15 130642 42 27465 4778 44689 31 31 16 125769 47 55211 5954 49319 28 28 17 123467 71 74098 22924 62075 99 98 18 56232 0 13497 70 2341 2 2 19 108330 50 38338 14369 40551 41 43 20 22762 12 52505 3706 11621 25 24 21 48554 16 10663 3147 18741 16 16 22 182081 77 74484 16801 84202 96 95 23 140857 29 28895 2162 15334 23 22 24 93773 38 32827 4721 28024 33 33 25 133398 50 36188 5290 53306 46 45 26 113933 33 28173 6446 37918 59 59 27 153851 49 54926 14711 54819 72 66 28 140711 59 38900 13311 89058 72 70 29 303804 55 88530 13577 103354 62 56 30 161651 40 35482 14634 70239 55 55 31 123344 40 26730 6931 33045 27 27 32 157640 51 29806 9992 63852 41 37 33 91279 41 41799 6185 30905 51 48 34 189374 73 54289 3445 24242 26 26 35 178768 51 36805 12327 78907 65 64 36 0 0 0 0 0 0 0 37 175403 46 33146 9898 36005 28 21 38 92342 44 23333 8022 31972 44 44 39 100023 31 47686 10765 35853 36 36 40 178277 71 77783 22717 115301 100 89 41 145062 61 36042 10090 47689 104 101 42 110980 28 34541 12385 34223 35 31 43 86039 21 75620 8513 43431 69 65 44 125481 42 60610 5508 52220 73 71 45 95535 44 55041 9628 33863 106 102 46 126456 40 32087 11872 46879 53 53 47 61554 15 16356 4186 23228 43 41 48 164752 46 40161 10877 42827 49 46 49 159121 43 55459 17066 65765 38 37 50 129362 47 36679 9175 38167 51 51 51 48188 12 22346 2102 14812 14 14 52 95461 46 27377 10807 32615 40 40 53 229864 56 50273 13662 82188 79 77 54 191094 47 32104 9224 51763 52 51 55 150640 48 27016 9001 59325 44 43 56 111388 35 19715 7204 48976 34 33 57 165098 44 33629 6572 43384 47 47 58 63205 25 27084 7509 26692 32 31 59 109102 47 32352 12920 53279 31 31 60 137303 28 51845 5438 20652 40 40 61 125304 48 26591 11489 38338 42 42 62 85332 32 29677 6661 36735 34 35 63 95808 28 54237 7941 42764 40 40 64 83419 31 20284 6173 44331 35 30 65 101723 13 22741 5562 41354 11 11 66 94982 38 34178 9492 47879 43 41 67 129700 39 69551 17456 103793 53 53 68 113325 68 29653 9422 52235 82 82 69 81518 32 38071 10913 49825 41 41 70 31970 5 4157 1283 4105 6 6 71 192268 53 28321 6198 58687 82 81 72 91086 33 40195 4501 40745 47 47 73 80820 54 48158 9560 33187 108 100 74 83261 36 13310 3394 14063 46 46 75 116290 52 78474 9871 37407 38 38 76 56544 0 6386 2419 7190 0 0 77 116173 52 31588 10630 49562 45 45 78 111488 45 61254 8536 76324 57 56 79 60138 16 21152 4911 21928 20 18 80 73422 33 41272 9775 27860 56 54 81 67751 48 34165 11227 28078 38 37 82 213351 33 37054 6916 49577 42 40 83 51185 24 12368 3424 28145 37 37 84 97181 37 23168 8637 36241 36 36 85 45100 17 16380 3189 10824 34 34 86 115801 32 41242 8178 46892 53 49 87 186310 55 48450 16739 61264 85 82 88 71960 39 20790 6094 22933 36 36 89 80105 31 34585 7237 20787 33 33 90 103613 26 35672 7355 43978 57 55 91 98707 37 52168 9734 51305 50 50 92 136234 66 53933 11225 55593 71 71 93 136781 35 34474 6213 51648 32 31 94 105863 24 43753 4875 30552 45 42 95 38775 18 36456 8159 23470 33 31 96 179997 37 51183 11893 77530 53 51 97 169406 86 52742 10754 57299 64 64 98 19349 13 3895 786 9604 14 14 99 153069 21 37076 9706 34684 38 37 100 109510 32 24079 7796 41094 39 37 101 43803 8 2325 593 3439 8 8 102 47062 38 29354 5600 25171 38 38 103 110845 45 30341 7245 23437 24 23 104 92517 24 18992 7360 34086 22 22 105 58660 23 15292 4574 24649 18 18 106 27676 2 5842 522 2342 3 1 107 98550 52 28918 10905 45571 49 48 108 43646 5 3738 999 3255 5 5 109 0 0 0 0 0 0 0 110 67312 43 95352 9016 30002 47 46 111 57359 18 37478 5134 19360 33 33 112 104330 44 26839 6608 43320 44 41 113 70369 45 26783 8577 35513 56 57 114 65494 29 33392 1543 23536 49 49 115 3616 0 0 0 0 0 0 116 0 0 0 0 0 0 0 117 143931 32 25446 9803 54438 45 45 118 117946 65 59847 12140 56812 78 78 119 131175 26 28162 6678 33838 51 46 120 84336 24 33298 6420 32366 25 25 121 43410 7 2781 4 13 1 1 122 136250 62 37121 7979 55082 62 59 123 79015 30 22698 5141 31334 29 29 124 92937 49 27615 1311 16612 26 26 125 57586 3 32689 443 5084 4 4 126 19764 10 5752 2416 9927 10 10 127 105757 42 23164 8396 47413 43 43 128 97213 18 20304 5462 27389 36 36 129 113402 40 34409 7271 30425 43 41 130 11796 1 0 0 0 0 0 131 7627 0 0 0 0 0 0 132 121085 29 92538 4423 33510 33 32 133 6836 0 0 0 0 0 0 134 139563 46 46037 5331 40389 53 53 135 5118 5 0 0 0 0 0 136 40248 8 5444 775 6012 6 6 137 0 0 0 0 0 0 0 138 95079 21 23924 6676 22205 19 18 139 80763 21 52230 1489 17231 26 26 140 7131 0 0 0 0 0 0 141 4194 0 0 0 0 0 0 142 60378 15 8019 3080 11017 16 16 143 109173 47 34542 11409 46741 84 84 144 83484 17 21157 6769 39869 28 22 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) blogcomp characters revisions seconds inclhyper 20273.9296 1278.0742 0.2443 -1.8252 1.4153 3673.4083 inclblogs -4004.0651 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -84444 -16928 -5378 14639 90185 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 20273.9296 4815.6237 4.210 4.60e-05 *** blogcomp 1278.0742 242.6633 5.267 5.25e-07 *** characters 0.2443 0.1701 1.436 0.15332 revisions -1.8252 0.9814 -1.860 0.06504 . seconds 1.4153 0.1961 7.218 3.29e-11 *** inclhyper 3673.4083 1331.4487 2.759 0.00659 ** inclblogs -4004.0651 1378.4618 -2.905 0.00429 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 28290 on 137 degrees of freedom Multiple R-squared: 0.7895, Adjusted R-squared: 0.7803 F-statistic: 85.64 on 6 and 137 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,] 0.6616173 0.6767653017 0.3383826509 [2,] 0.6640857 0.6718286626 0.3359143313 [3,] 0.7100413 0.5799174224 0.2899587112 [4,] 0.6251117 0.7497766804 0.3748883402 [5,] 0.5279043 0.9441914309 0.4720957154 [6,] 0.5079405 0.9841189137 0.4920594568 [7,] 0.4300019 0.8600037745 0.5699981128 [8,] 0.3773513 0.7547026512 0.6226486744 [9,] 0.3480249 0.6960497476 0.6519751262 [10,] 0.3640529 0.7281057511 0.6359471244 [11,] 0.3792704 0.7585407397 0.6207296302 [12,] 0.3190994 0.6381988456 0.6809005772 [13,] 0.2513699 0.5027397259 0.7486301371 [14,] 0.4429014 0.8858027061 0.5570986470 [15,] 0.3745770 0.7491540609 0.6254229695 [16,] 0.3298862 0.6597724841 0.6701137579 [17,] 0.2832687 0.5665373438 0.7167313281 [18,] 0.2406270 0.4812540499 0.7593729750 [19,] 0.3045737 0.6091474203 0.6954262899 [20,] 0.6955264 0.6089472550 0.3044736275 [21,] 0.7321549 0.5356902136 0.2678451068 [22,] 0.7020497 0.5959006766 0.2979503383 [23,] 0.6684466 0.6631067674 0.3315533837 [24,] 0.6686177 0.6627646144 0.3313823072 [25,] 0.7176101 0.5647797021 0.2823898511 [26,] 0.6890266 0.6219467130 0.3109733565 [27,] 0.6747530 0.6504939593 0.3252469797 [28,] 0.6852187 0.6295625839 0.3147812920 [29,] 0.6342117 0.7315765917 0.3657882959 [30,] 0.5807917 0.8384166760 0.4192083380 [31,] 0.9092972 0.1814055612 0.0907027806 [32,] 0.8859283 0.2281434946 0.1140717473 [33,] 0.8659200 0.2681599716 0.1340799858 [34,] 0.8515972 0.2968055690 0.1484027845 [35,] 0.8245891 0.3508218222 0.1754109111 [36,] 0.7914322 0.4171356707 0.2085678353 [37,] 0.7730303 0.4539394760 0.2269697380 [38,] 0.7313221 0.5373558194 0.2686779097 [39,] 0.7610095 0.4779810255 0.2389905127 [40,] 0.7356272 0.5287456589 0.2643728294 [41,] 0.7077631 0.5844738070 0.2922369035 [42,] 0.6652195 0.6695609135 0.3347804567 [43,] 0.6219415 0.7561169272 0.3780584636 [44,] 0.7394215 0.5211569076 0.2605784538 [45,] 0.8548238 0.2903524813 0.1451762406 [46,] 0.8280276 0.3439447198 0.1719723599 [47,] 0.7973175 0.4053649482 0.2026824741 [48,] 0.8485910 0.3028180812 0.1514090406 [49,] 0.8257696 0.3484607622 0.1742303811 [50,] 0.8108588 0.3782824586 0.1891412293 [51,] 0.9023199 0.1953601644 0.0976800822 [52,] 0.8913329 0.2173342367 0.1086671183 [53,] 0.8697032 0.2605936376 0.1302968188 [54,] 0.8441044 0.3117911386 0.1558955693 [55,] 0.8689129 0.2621741670 0.1310870835 [56,] 0.8496972 0.3006055152 0.1503027576 [57,] 0.8442810 0.3114379021 0.1557189511 [58,] 0.9250575 0.1498849055 0.0749424528 [59,] 0.9300238 0.1399523398 0.0699761699 [60,] 0.9342464 0.1315071616 0.0657535808 [61,] 0.9170081 0.1659838858 0.0829919429 [62,] 0.9538681 0.0922637672 0.0461318836 [63,] 0.9452242 0.1095516087 0.0547758044 [64,] 0.9627055 0.0745889010 0.0372944505 [65,] 0.9602854 0.0794291799 0.0397145899 [66,] 0.9531820 0.0936360270 0.0468180135 [67,] 0.9527733 0.0944534548 0.0472267274 [68,] 0.9426607 0.1146786078 0.0573393039 [69,] 0.9872506 0.0254988505 0.0127494252 [70,] 0.9833541 0.0332918635 0.0166459317 [71,] 0.9781015 0.0437970373 0.0218985187 [72,] 0.9787881 0.0424237342 0.0212118671 [73,] 0.9994910 0.0010180856 0.0005090428 [74,] 0.9994219 0.0011562355 0.0005781177 [75,] 0.9990907 0.0018186803 0.0009093401 [76,] 0.9986060 0.0027880766 0.0013940383 [77,] 0.9980151 0.0039698153 0.0019849077 [78,] 0.9988084 0.0023832035 0.0011916017 [79,] 0.9982644 0.0034712752 0.0017356376 [80,] 0.9975965 0.0048069375 0.0024034687 [81,] 0.9964258 0.0071483778 0.0035741889 [82,] 0.9966266 0.0067467333 0.0033733666 [83,] 0.9953432 0.0093135578 0.0046567789 [84,] 0.9931372 0.0137256115 0.0068628058 [85,] 0.9908283 0.0183434549 0.0091717274 [86,] 0.9930603 0.0138794599 0.0069397300 [87,] 0.9906777 0.0186445273 0.0093222637 [88,] 0.9888402 0.0223196516 0.0111598258 [89,] 0.9872119 0.0255761390 0.0127880695 [90,] 0.9988461 0.0023078685 0.0011539343 [91,] 0.9981547 0.0036905219 0.0018452609 [92,] 0.9976509 0.0046981345 0.0023490672 [93,] 0.9983152 0.0033696289 0.0016848144 [94,] 0.9989564 0.0020872117 0.0010436058 [95,] 0.9984492 0.0031015744 0.0015507872 [96,] 0.9976560 0.0046880594 0.0023440297 [97,] 0.9962403 0.0075193321 0.0037596661 [98,] 0.9947664 0.0104672080 0.0052336040 [99,] 0.9939507 0.0120985636 0.0060492818 [100,] 0.9922561 0.0154877530 0.0077438765 [101,] 0.9975091 0.0049818697 0.0024909348 [102,] 0.9962518 0.0074963905 0.0037481952 [103,] 0.9949269 0.0101462709 0.0050731354 [104,] 0.9948633 0.0102733667 0.0051366834 [105,] 0.9926141 0.0147717277 0.0073858638 [106,] 0.9894370 0.0211260699 0.0105630350 [107,] 0.9865902 0.0268195426 0.0134097713 [108,] 0.9929688 0.0140624071 0.0070312036 [109,] 0.9986092 0.0027815872 0.0013907936 [110,] 0.9993689 0.0012622207 0.0006311103 [111,] 0.9988281 0.0023437553 0.0011718776 [112,] 0.9988980 0.0022040498 0.0011020249 [113,] 0.9980431 0.0039137395 0.0019568698 [114,] 0.9964908 0.0070184786 0.0035092393 [115,] 0.9929178 0.0141644755 0.0070822377 [116,] 0.9913108 0.0173784306 0.0086892153 [117,] 0.9892575 0.0214850806 0.0107425403 [118,] 0.9993007 0.0013985792 0.0006992896 [119,] 0.9998365 0.0003269297 0.0001634649 [120,] 0.9994838 0.0010323028 0.0005161514 [121,] 0.9982636 0.0034727600 0.0017363800 [122,] 0.9943942 0.0112115303 0.0056057651 [123,] 0.9918503 0.0162993077 0.0081496539 [124,] 0.9727761 0.0544477431 0.0272238715 [125,] 0.9603349 0.0793301336 0.0396650668 > postscript(file="/var/www/rcomp/tmp/1tamv1323979394.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2dz6j1323979394.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/3ak921323979394.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4wuz51323979394.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5bixy1323979394.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 = 144 Frequency = 1 1 2 3 4 5 6 59314.2878 -31601.9385 -15036.0683 6385.9111 39545.6877 12970.3004 7 8 9 10 11 12 -3770.8032 -20010.4645 -15057.1105 40013.7259 -4907.9113 -11020.9056 13 14 15 16 17 18 -7949.8002 26836.1952 5702.1056 -17737.2866 -22933.7854 30136.9392 19 20 21 22 23 24 5186.5762 -31095.1350 -10263.7932 -15567.1209 62305.3385 -3220.8196 25 26 27 28 29 30 -14202.7802 22208.8228 6581.9494 -50422.2459 66589.0767 27072.7177 31 32 33 34 35 36 20226.8565 -9689.1229 -19206.4318 43114.1528 12631.4471 -20273.9296 37 38 39 40 41 42 36578.4628 -5926.5202 9289.1610 -84443.5208 11318.9688 16208.2689 43 44 45 46 47 48 -18677.8964 -11002.2103 -5739.5119 20066.2869 -910.8861 39305.5335 49 50 51 52 53 54 16974.5185 19650.3764 -5379.2216 -3500.9274 52465.3576 59673.2734 55 56 57 58 59 60 5429.1357 -7363.8286 46508.2178 -13131.7810 -20718.6185 62501.3616 61 62 63 64 65 66 17784.1699 -7677.0977 -6304.9312 -41352.7786 14539.1323 -26436.3967 67 68 69 70 71 72 -54922.4746 -30719.4386 -25996.6519 2806.0801 48699.8095 -15093.8789 73 74 75 76 77 78 -46076.2313 15226.5311 -11973.9100 28949.2248 -14141.1987 -58861.2520 79 80 81 82 83 84 -9218.3941 -10190.5458 -32902.6795 90184.7925 -24134.1517 334.5671 85 86 87 88 89 90 841.1887 -5377.4846 43844.9769 -12668.1866 6463.2038 3416.3949 91 92 93 94 95 96 -19912.2389 -16284.2134 8172.1044 12752.1399 -28831.4382 21426.1319 97 98 99 100 101 102 -13971.5821 -26020.2371 74086.4773 3411.6863 11596.8746 -41787.8966 103 104 105 106 107 108 9630.8885 9395.6168 -15330.8434 -5959.1878 -27642.9526 14938.4303 109 110 111 112 113 114 -20273.9296 -45680.3623 -2193.3049 -25449.0477 -26047.0324 -14293.2767 115 116 117 118 119 120 -16657.9296 -20273.9296 32268.0492 -32479.3617 31932.4036 -569.3427 121 122 123 124 125 126 13829.7873 -27238.7695 -10520.7260 -9229.4866 20428.5379 -21029.2841 127 128 129 130 131 132 -11416.0537 32082.8823 10020.1782 -9756.0038 -12646.9296 8695.6573 133 134 135 136 137 138 -13437.9296 19343.8484 -21546.3005 3309.2497 -20273.9296 25158.0017 139 140 141 142 143 144 7818.6258 -13142.9296 -16079.9296 14293.7725 2837.6728 -22523.6637 > postscript(file="/var/www/rcomp/tmp/6oajv1323979394.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 = 144 Frequency = 1 lag(myerror, k = 1) myerror 0 59314.2878 NA 1 -31601.9385 59314.2878 2 -15036.0683 -31601.9385 3 6385.9111 -15036.0683 4 39545.6877 6385.9111 5 12970.3004 39545.6877 6 -3770.8032 12970.3004 7 -20010.4645 -3770.8032 8 -15057.1105 -20010.4645 9 40013.7259 -15057.1105 10 -4907.9113 40013.7259 11 -11020.9056 -4907.9113 12 -7949.8002 -11020.9056 13 26836.1952 -7949.8002 14 5702.1056 26836.1952 15 -17737.2866 5702.1056 16 -22933.7854 -17737.2866 17 30136.9392 -22933.7854 18 5186.5762 30136.9392 19 -31095.1350 5186.5762 20 -10263.7932 -31095.1350 21 -15567.1209 -10263.7932 22 62305.3385 -15567.1209 23 -3220.8196 62305.3385 24 -14202.7802 -3220.8196 25 22208.8228 -14202.7802 26 6581.9494 22208.8228 27 -50422.2459 6581.9494 28 66589.0767 -50422.2459 29 27072.7177 66589.0767 30 20226.8565 27072.7177 31 -9689.1229 20226.8565 32 -19206.4318 -9689.1229 33 43114.1528 -19206.4318 34 12631.4471 43114.1528 35 -20273.9296 12631.4471 36 36578.4628 -20273.9296 37 -5926.5202 36578.4628 38 9289.1610 -5926.5202 39 -84443.5208 9289.1610 40 11318.9688 -84443.5208 41 16208.2689 11318.9688 42 -18677.8964 16208.2689 43 -11002.2103 -18677.8964 44 -5739.5119 -11002.2103 45 20066.2869 -5739.5119 46 -910.8861 20066.2869 47 39305.5335 -910.8861 48 16974.5185 39305.5335 49 19650.3764 16974.5185 50 -5379.2216 19650.3764 51 -3500.9274 -5379.2216 52 52465.3576 -3500.9274 53 59673.2734 52465.3576 54 5429.1357 59673.2734 55 -7363.8286 5429.1357 56 46508.2178 -7363.8286 57 -13131.7810 46508.2178 58 -20718.6185 -13131.7810 59 62501.3616 -20718.6185 60 17784.1699 62501.3616 61 -7677.0977 17784.1699 62 -6304.9312 -7677.0977 63 -41352.7786 -6304.9312 64 14539.1323 -41352.7786 65 -26436.3967 14539.1323 66 -54922.4746 -26436.3967 67 -30719.4386 -54922.4746 68 -25996.6519 -30719.4386 69 2806.0801 -25996.6519 70 48699.8095 2806.0801 71 -15093.8789 48699.8095 72 -46076.2313 -15093.8789 73 15226.5311 -46076.2313 74 -11973.9100 15226.5311 75 28949.2248 -11973.9100 76 -14141.1987 28949.2248 77 -58861.2520 -14141.1987 78 -9218.3941 -58861.2520 79 -10190.5458 -9218.3941 80 -32902.6795 -10190.5458 81 90184.7925 -32902.6795 82 -24134.1517 90184.7925 83 334.5671 -24134.1517 84 841.1887 334.5671 85 -5377.4846 841.1887 86 43844.9769 -5377.4846 87 -12668.1866 43844.9769 88 6463.2038 -12668.1866 89 3416.3949 6463.2038 90 -19912.2389 3416.3949 91 -16284.2134 -19912.2389 92 8172.1044 -16284.2134 93 12752.1399 8172.1044 94 -28831.4382 12752.1399 95 21426.1319 -28831.4382 96 -13971.5821 21426.1319 97 -26020.2371 -13971.5821 98 74086.4773 -26020.2371 99 3411.6863 74086.4773 100 11596.8746 3411.6863 101 -41787.8966 11596.8746 102 9630.8885 -41787.8966 103 9395.6168 9630.8885 104 -15330.8434 9395.6168 105 -5959.1878 -15330.8434 106 -27642.9526 -5959.1878 107 14938.4303 -27642.9526 108 -20273.9296 14938.4303 109 -45680.3623 -20273.9296 110 -2193.3049 -45680.3623 111 -25449.0477 -2193.3049 112 -26047.0324 -25449.0477 113 -14293.2767 -26047.0324 114 -16657.9296 -14293.2767 115 -20273.9296 -16657.9296 116 32268.0492 -20273.9296 117 -32479.3617 32268.0492 118 31932.4036 -32479.3617 119 -569.3427 31932.4036 120 13829.7873 -569.3427 121 -27238.7695 13829.7873 122 -10520.7260 -27238.7695 123 -9229.4866 -10520.7260 124 20428.5379 -9229.4866 125 -21029.2841 20428.5379 126 -11416.0537 -21029.2841 127 32082.8823 -11416.0537 128 10020.1782 32082.8823 129 -9756.0038 10020.1782 130 -12646.9296 -9756.0038 131 8695.6573 -12646.9296 132 -13437.9296 8695.6573 133 19343.8484 -13437.9296 134 -21546.3005 19343.8484 135 3309.2497 -21546.3005 136 -20273.9296 3309.2497 137 25158.0017 -20273.9296 138 7818.6258 25158.0017 139 -13142.9296 7818.6258 140 -16079.9296 -13142.9296 141 14293.7725 -16079.9296 142 2837.6728 14293.7725 143 -22523.6637 2837.6728 144 NA -22523.6637 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -31601.9385 59314.2878 [2,] -15036.0683 -31601.9385 [3,] 6385.9111 -15036.0683 [4,] 39545.6877 6385.9111 [5,] 12970.3004 39545.6877 [6,] -3770.8032 12970.3004 [7,] -20010.4645 -3770.8032 [8,] -15057.1105 -20010.4645 [9,] 40013.7259 -15057.1105 [10,] -4907.9113 40013.7259 [11,] -11020.9056 -4907.9113 [12,] -7949.8002 -11020.9056 [13,] 26836.1952 -7949.8002 [14,] 5702.1056 26836.1952 [15,] -17737.2866 5702.1056 [16,] -22933.7854 -17737.2866 [17,] 30136.9392 -22933.7854 [18,] 5186.5762 30136.9392 [19,] -31095.1350 5186.5762 [20,] -10263.7932 -31095.1350 [21,] -15567.1209 -10263.7932 [22,] 62305.3385 -15567.1209 [23,] -3220.8196 62305.3385 [24,] -14202.7802 -3220.8196 [25,] 22208.8228 -14202.7802 [26,] 6581.9494 22208.8228 [27,] -50422.2459 6581.9494 [28,] 66589.0767 -50422.2459 [29,] 27072.7177 66589.0767 [30,] 20226.8565 27072.7177 [31,] -9689.1229 20226.8565 [32,] -19206.4318 -9689.1229 [33,] 43114.1528 -19206.4318 [34,] 12631.4471 43114.1528 [35,] -20273.9296 12631.4471 [36,] 36578.4628 -20273.9296 [37,] -5926.5202 36578.4628 [38,] 9289.1610 -5926.5202 [39,] -84443.5208 9289.1610 [40,] 11318.9688 -84443.5208 [41,] 16208.2689 11318.9688 [42,] -18677.8964 16208.2689 [43,] -11002.2103 -18677.8964 [44,] -5739.5119 -11002.2103 [45,] 20066.2869 -5739.5119 [46,] -910.8861 20066.2869 [47,] 39305.5335 -910.8861 [48,] 16974.5185 39305.5335 [49,] 19650.3764 16974.5185 [50,] -5379.2216 19650.3764 [51,] -3500.9274 -5379.2216 [52,] 52465.3576 -3500.9274 [53,] 59673.2734 52465.3576 [54,] 5429.1357 59673.2734 [55,] -7363.8286 5429.1357 [56,] 46508.2178 -7363.8286 [57,] -13131.7810 46508.2178 [58,] -20718.6185 -13131.7810 [59,] 62501.3616 -20718.6185 [60,] 17784.1699 62501.3616 [61,] -7677.0977 17784.1699 [62,] -6304.9312 -7677.0977 [63,] -41352.7786 -6304.9312 [64,] 14539.1323 -41352.7786 [65,] -26436.3967 14539.1323 [66,] -54922.4746 -26436.3967 [67,] -30719.4386 -54922.4746 [68,] -25996.6519 -30719.4386 [69,] 2806.0801 -25996.6519 [70,] 48699.8095 2806.0801 [71,] -15093.8789 48699.8095 [72,] -46076.2313 -15093.8789 [73,] 15226.5311 -46076.2313 [74,] -11973.9100 15226.5311 [75,] 28949.2248 -11973.9100 [76,] -14141.1987 28949.2248 [77,] -58861.2520 -14141.1987 [78,] -9218.3941 -58861.2520 [79,] -10190.5458 -9218.3941 [80,] -32902.6795 -10190.5458 [81,] 90184.7925 -32902.6795 [82,] -24134.1517 90184.7925 [83,] 334.5671 -24134.1517 [84,] 841.1887 334.5671 [85,] -5377.4846 841.1887 [86,] 43844.9769 -5377.4846 [87,] -12668.1866 43844.9769 [88,] 6463.2038 -12668.1866 [89,] 3416.3949 6463.2038 [90,] -19912.2389 3416.3949 [91,] -16284.2134 -19912.2389 [92,] 8172.1044 -16284.2134 [93,] 12752.1399 8172.1044 [94,] -28831.4382 12752.1399 [95,] 21426.1319 -28831.4382 [96,] -13971.5821 21426.1319 [97,] -26020.2371 -13971.5821 [98,] 74086.4773 -26020.2371 [99,] 3411.6863 74086.4773 [100,] 11596.8746 3411.6863 [101,] -41787.8966 11596.8746 [102,] 9630.8885 -41787.8966 [103,] 9395.6168 9630.8885 [104,] -15330.8434 9395.6168 [105,] -5959.1878 -15330.8434 [106,] -27642.9526 -5959.1878 [107,] 14938.4303 -27642.9526 [108,] -20273.9296 14938.4303 [109,] -45680.3623 -20273.9296 [110,] -2193.3049 -45680.3623 [111,] -25449.0477 -2193.3049 [112,] -26047.0324 -25449.0477 [113,] -14293.2767 -26047.0324 [114,] -16657.9296 -14293.2767 [115,] -20273.9296 -16657.9296 [116,] 32268.0492 -20273.9296 [117,] -32479.3617 32268.0492 [118,] 31932.4036 -32479.3617 [119,] -569.3427 31932.4036 [120,] 13829.7873 -569.3427 [121,] -27238.7695 13829.7873 [122,] -10520.7260 -27238.7695 [123,] -9229.4866 -10520.7260 [124,] 20428.5379 -9229.4866 [125,] -21029.2841 20428.5379 [126,] -11416.0537 -21029.2841 [127,] 32082.8823 -11416.0537 [128,] 10020.1782 32082.8823 [129,] -9756.0038 10020.1782 [130,] -12646.9296 -9756.0038 [131,] 8695.6573 -12646.9296 [132,] -13437.9296 8695.6573 [133,] 19343.8484 -13437.9296 [134,] -21546.3005 19343.8484 [135,] 3309.2497 -21546.3005 [136,] -20273.9296 3309.2497 [137,] 25158.0017 -20273.9296 [138,] 7818.6258 25158.0017 [139,] -13142.9296 7818.6258 [140,] -16079.9296 -13142.9296 [141,] 14293.7725 -16079.9296 [142,] 2837.6728 14293.7725 [143,] -22523.6637 2837.6728 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -31601.9385 59314.2878 2 -15036.0683 -31601.9385 3 6385.9111 -15036.0683 4 39545.6877 6385.9111 5 12970.3004 39545.6877 6 -3770.8032 12970.3004 7 -20010.4645 -3770.8032 8 -15057.1105 -20010.4645 9 40013.7259 -15057.1105 10 -4907.9113 40013.7259 11 -11020.9056 -4907.9113 12 -7949.8002 -11020.9056 13 26836.1952 -7949.8002 14 5702.1056 26836.1952 15 -17737.2866 5702.1056 16 -22933.7854 -17737.2866 17 30136.9392 -22933.7854 18 5186.5762 30136.9392 19 -31095.1350 5186.5762 20 -10263.7932 -31095.1350 21 -15567.1209 -10263.7932 22 62305.3385 -15567.1209 23 -3220.8196 62305.3385 24 -14202.7802 -3220.8196 25 22208.8228 -14202.7802 26 6581.9494 22208.8228 27 -50422.2459 6581.9494 28 66589.0767 -50422.2459 29 27072.7177 66589.0767 30 20226.8565 27072.7177 31 -9689.1229 20226.8565 32 -19206.4318 -9689.1229 33 43114.1528 -19206.4318 34 12631.4471 43114.1528 35 -20273.9296 12631.4471 36 36578.4628 -20273.9296 37 -5926.5202 36578.4628 38 9289.1610 -5926.5202 39 -84443.5208 9289.1610 40 11318.9688 -84443.5208 41 16208.2689 11318.9688 42 -18677.8964 16208.2689 43 -11002.2103 -18677.8964 44 -5739.5119 -11002.2103 45 20066.2869 -5739.5119 46 -910.8861 20066.2869 47 39305.5335 -910.8861 48 16974.5185 39305.5335 49 19650.3764 16974.5185 50 -5379.2216 19650.3764 51 -3500.9274 -5379.2216 52 52465.3576 -3500.9274 53 59673.2734 52465.3576 54 5429.1357 59673.2734 55 -7363.8286 5429.1357 56 46508.2178 -7363.8286 57 -13131.7810 46508.2178 58 -20718.6185 -13131.7810 59 62501.3616 -20718.6185 60 17784.1699 62501.3616 61 -7677.0977 17784.1699 62 -6304.9312 -7677.0977 63 -41352.7786 -6304.9312 64 14539.1323 -41352.7786 65 -26436.3967 14539.1323 66 -54922.4746 -26436.3967 67 -30719.4386 -54922.4746 68 -25996.6519 -30719.4386 69 2806.0801 -25996.6519 70 48699.8095 2806.0801 71 -15093.8789 48699.8095 72 -46076.2313 -15093.8789 73 15226.5311 -46076.2313 74 -11973.9100 15226.5311 75 28949.2248 -11973.9100 76 -14141.1987 28949.2248 77 -58861.2520 -14141.1987 78 -9218.3941 -58861.2520 79 -10190.5458 -9218.3941 80 -32902.6795 -10190.5458 81 90184.7925 -32902.6795 82 -24134.1517 90184.7925 83 334.5671 -24134.1517 84 841.1887 334.5671 85 -5377.4846 841.1887 86 43844.9769 -5377.4846 87 -12668.1866 43844.9769 88 6463.2038 -12668.1866 89 3416.3949 6463.2038 90 -19912.2389 3416.3949 91 -16284.2134 -19912.2389 92 8172.1044 -16284.2134 93 12752.1399 8172.1044 94 -28831.4382 12752.1399 95 21426.1319 -28831.4382 96 -13971.5821 21426.1319 97 -26020.2371 -13971.5821 98 74086.4773 -26020.2371 99 3411.6863 74086.4773 100 11596.8746 3411.6863 101 -41787.8966 11596.8746 102 9630.8885 -41787.8966 103 9395.6168 9630.8885 104 -15330.8434 9395.6168 105 -5959.1878 -15330.8434 106 -27642.9526 -5959.1878 107 14938.4303 -27642.9526 108 -20273.9296 14938.4303 109 -45680.3623 -20273.9296 110 -2193.3049 -45680.3623 111 -25449.0477 -2193.3049 112 -26047.0324 -25449.0477 113 -14293.2767 -26047.0324 114 -16657.9296 -14293.2767 115 -20273.9296 -16657.9296 116 32268.0492 -20273.9296 117 -32479.3617 32268.0492 118 31932.4036 -32479.3617 119 -569.3427 31932.4036 120 13829.7873 -569.3427 121 -27238.7695 13829.7873 122 -10520.7260 -27238.7695 123 -9229.4866 -10520.7260 124 20428.5379 -9229.4866 125 -21029.2841 20428.5379 126 -11416.0537 -21029.2841 127 32082.8823 -11416.0537 128 10020.1782 32082.8823 129 -9756.0038 10020.1782 130 -12646.9296 -9756.0038 131 8695.6573 -12646.9296 132 -13437.9296 8695.6573 133 19343.8484 -13437.9296 134 -21546.3005 19343.8484 135 3309.2497 -21546.3005 136 -20273.9296 3309.2497 137 25158.0017 -20273.9296 138 7818.6258 25158.0017 139 -13142.9296 7818.6258 140 -16079.9296 -13142.9296 141 14293.7725 -16079.9296 142 2837.6728 14293.7725 143 -22523.6637 2837.6728 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/7njt91323979394.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8v1up1323979394.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9cgkq1323979394.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10frap1323979394.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/11cjs81323979394.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/12drdp1323979394.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/13abny1323979394.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/14l7t81323979394.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/15rmim1323979394.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/16ocb01323979394.tab") + } > > try(system("convert tmp/1tamv1323979394.ps tmp/1tamv1323979394.png",intern=TRUE)) character(0) > try(system("convert tmp/2dz6j1323979394.ps tmp/2dz6j1323979394.png",intern=TRUE)) character(0) > try(system("convert tmp/3ak921323979394.ps tmp/3ak921323979394.png",intern=TRUE)) character(0) > try(system("convert tmp/4wuz51323979394.ps tmp/4wuz51323979394.png",intern=TRUE)) character(0) > try(system("convert tmp/5bixy1323979394.ps tmp/5bixy1323979394.png",intern=TRUE)) character(0) > try(system("convert tmp/6oajv1323979394.ps tmp/6oajv1323979394.png",intern=TRUE)) character(0) > try(system("convert tmp/7njt91323979394.ps tmp/7njt91323979394.png",intern=TRUE)) character(0) > try(system("convert tmp/8v1up1323979394.ps tmp/8v1up1323979394.png",intern=TRUE)) character(0) > try(system("convert tmp/9cgkq1323979394.ps tmp/9cgkq1323979394.png",intern=TRUE)) character(0) > try(system("convert tmp/10frap1323979394.ps tmp/10frap1323979394.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.260 0.230 4.466