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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+ ,dimnames=list(c('Total_size'
+ ,'Time_RFC'
+ ,'PR_views'
+ ,'Blogged'
+ ,'Reviewed')
+ ,1:289))
> y <- array(NA,dim=c(5,289),dimnames=list(c('Total_size','Time_RFC','PR_views','Blogged','Reviewed'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = ''
> par6 = ''
> par5 = ''
> par4 = ''
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '2'
> 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_RFC Total_size PR_views Blogged Reviewed
1 210907 112285 81 79 30
2 120982 84786 55 58 28
3 176508 83123 50 60 38
4 179321 101193 125 108 30
5 123185 38361 40 49 22
6 52746 68504 37 0 26
7 385534 119182 63 121 25
8 33170 22807 44 1 18
9 101645 17140 88 20 11
10 149061 116174 66 43 26
11 165446 57635 57 69 25
12 237213 66198 74 78 38
13 173326 71701 49 86 44
14 133131 57793 52 44 30
15 258873 80444 88 104 40
16 180083 53855 36 63 34
17 324799 97668 108 158 47
18 230964 133824 43 102 30
19 236785 101481 75 77 31
20 135473 99645 32 82 23
21 202925 114789 44 115 36
22 215147 99052 85 101 36
23 344297 67654 86 80 30
24 153935 65553 56 50 25
25 132943 97500 50 83 39
26 174724 69112 135 123 34
27 174415 82753 63 73 31
28 225548 85323 81 81 31
29 223632 72654 52 105 33
30 124817 30727 44 47 25
31 221698 77873 113 105 33
32 210767 117478 39 94 35
33 170266 74007 73 44 42
34 260561 90183 48 114 43
35 84853 61542 33 38 30
36 294424 101494 59 107 33
37 101011 27570 41 30 13
38 215641 55813 69 71 32
39 325107 79215 64 84 36
40 7176 1423 1 0 0
41 167542 55461 59 59 28
42 106408 31081 32 33 14
43 96560 22996 129 42 17
44 265769 83122 37 96 32
45 269651 70106 31 106 30
46 149112 60578 65 56 35
47 175824 39992 107 57 20
48 152871 79892 74 59 28
49 111665 49810 54 39 28
50 116408 71570 76 34 39
51 362301 100708 715 76 34
52 78800 33032 57 20 26
53 183167 82875 66 91 39
54 277965 139077 106 115 39
55 150629 71595 54 85 33
56 168809 72260 32 76 28
57 24188 5950 20 8 4
58 329267 115762 71 79 39
59 65029 32551 21 21 18
60 101097 31701 70 30 14
61 218946 80670 112 76 29
62 244052 143558 66 101 44
63 341570 117105 190 94 21
64 103597 23789 66 27 16
65 233328 120733 165 92 28
66 256462 105195 56 123 35
67 206161 73107 61 75 28
68 311473 132068 53 128 38
69 235800 149193 127 105 23
70 177939 46821 63 55 36
71 207176 87011 38 56 32
72 196553 95260 50 41 29
73 174184 55183 52 72 25
74 143246 106671 42 67 27
75 187559 73511 76 75 36
76 187681 92945 67 114 28
77 119016 78664 50 118 23
78 182192 70054 53 77 40
79 73566 22618 39 22 23
80 194979 74011 50 66 40
81 167488 83737 77 69 28
82 143756 69094 57 105 34
83 275541 93133 73 116 33
84 243199 95536 34 88 28
85 182999 225920 39 73 34
86 135649 62133 46 99 30
87 152299 61370 63 62 33
88 120221 43836 35 53 22
89 346485 106117 106 118 38
90 145790 38692 43 30 26
91 193339 84651 47 100 35
92 80953 56622 31 49 8
93 122774 15986 162 24 24
94 130585 95364 57 67 29
95 112611 26706 36 46 20
96 286468 89691 263 57 29
97 241066 67267 78 75 45
98 148446 126846 63 135 37
99 204713 41140 54 68 33
100 182079 102860 63 124 33
101 140344 51715 77 33 25
102 220516 55801 79 98 32
103 243060 111813 110 58 29
104 162765 120293 56 68 28
105 182613 138599 56 81 28
106 232138 161647 43 131 31
107 265318 115929 111 110 52
108 85574 24266 71 37 21
109 310839 162901 62 130 24
110 225060 109825 56 93 41
111 232317 129838 74 118 33
112 144966 37510 60 39 32
113 43287 43750 43 13 19
114 155754 40652 68 74 20
115 164709 87771 53 81 31
116 201940 85872 87 109 31
117 235454 89275 46 151 32
118 220801 44418 105 51 18
119 99466 192565 32 28 23
120 92661 35232 133 40 17
121 133328 40909 79 56 20
122 61361 13294 51 27 12
123 125930 32387 207 37 17
124 100750 140867 67 83 30
125 224549 120662 47 54 31
126 82316 21233 34 27 10
127 102010 44332 66 28 13
128 101523 61056 76 59 22
129 243511 101338 65 133 42
130 22938 1168 9 12 1
131 41566 13497 42 0 9
132 152474 65567 45 106 32
133 61857 25162 25 23 11
134 99923 32334 115 44 25
135 132487 40735 97 71 36
136 317394 91413 53 116 31
137 21054 855 2 4 0
138 209641 97068 52 62 24
139 22648 44339 44 12 13
140 31414 14116 22 18 8
141 46698 10288 35 14 13
142 131698 65622 74 60 19
143 91735 16563 103 7 18
144 244749 76643 144 98 33
145 184510 110681 60 64 40
146 79863 29011 134 29 22
147 128423 92696 89 32 38
148 97839 94785 42 25 24
149 38214 8773 52 16 8
150 151101 83209 98 48 35
151 272458 93815 99 100 43
152 172494 86687 52 46 43
153 108043 34553 29 45 14
154 328107 105547 125 129 41
155 250579 103487 106 130 38
156 351067 213688 95 136 45
157 158015 71220 40 59 31
158 98866 23517 140 25 13
159 85439 56926 43 32 28
160 229242 91721 128 63 31
161 351619 115168 142 95 40
162 84207 111194 73 14 30
163 120445 51009 72 36 16
164 324598 135777 128 113 37
165 131069 51513 61 47 30
166 204271 74163 73 92 35
167 165543 51633 148 70 32
168 141722 75345 64 19 27
169 116048 33416 45 50 20
170 250047 83305 58 41 18
171 299775 98952 97 91 31
172 195838 102372 50 111 31
173 173260 37238 37 41 21
174 254488 103772 50 120 39
175 104389 123969 105 135 41
176 136084 27142 69 27 13
177 199476 135400 46 87 32
178 92499 21399 57 25 18
179 224330 130115 52 131 39
180 135781 24874 98 45 14
181 74408 34988 61 29 7
182 81240 45549 89 58 17
183 14688 6023 0 4 0
184 181633 64466 48 47 30
185 271856 54990 91 109 37
186 7199 1644 0 7 0
187 46660 6179 7 12 5
188 17547 3926 3 0 1
189 133368 32755 54 37 16
190 95227 34777 70 37 32
191 152601 73224 36 46 24
192 98146 27114 37 15 17
193 79619 20760 123 42 11
194 59194 37636 247 7 24
195 139942 65461 46 54 22
196 118612 30080 72 54 12
197 72880 24094 41 14 19
198 65475 69008 24 16 13
199 99643 54968 45 33 17
200 71965 46090 33 32 15
201 77272 27507 27 21 16
202 49289 10672 36 15 24
203 135131 34029 87 38 15
204 108446 46300 90 22 17
205 89746 24760 114 28 18
206 44296 18779 31 10 20
207 77648 21280 45 31 16
208 181528 40662 69 32 16
209 134019 28987 51 32 18
210 124064 22827 34 43 22
211 92630 18513 60 27 8
212 121848 30594 45 37 17
213 52915 24006 54 20 18
214 81872 27913 25 32 16
215 58981 42744 38 0 23
216 53515 12934 52 5 22
217 60812 22574 67 26 13
218 56375 41385 74 10 13
219 65490 18653 38 27 16
220 80949 18472 30 11 16
221 76302 30976 26 29 20
222 104011 63339 67 25 22
223 98104 25568 132 55 17
224 67989 33747 42 23 18
225 30989 4154 35 5 17
226 135458 19474 118 43 12
227 73504 35130 68 23 7
228 63123 39067 43 34 17
229 61254 13310 76 36 14
230 74914 65892 64 35 23
231 31774 4143 48 0 17
232 81437 28579 64 37 14
233 87186 51776 56 28 15
234 50090 21152 71 16 17
235 65745 38084 75 26 21
236 56653 27717 39 38 18
237 158399 32928 42 23 18
238 46455 11342 39 22 17
239 73624 19499 93 30 17
240 38395 16380 38 16 16
241 91899 36874 60 18 15
242 139526 48259 71 28 21
243 52164 16734 52 32 16
244 51567 28207 27 21 14
245 70551 30143 59 23 15
246 84856 41369 40 29 17
247 102538 45833 79 50 15
248 86678 29156 44 12 15
249 85709 35944 65 21 10
250 34662 36278 10 18 6
251 150580 45588 124 27 22
252 99611 45097 81 41 21
253 19349 3895 15 13 1
254 99373 28394 92 12 18
255 86230 18632 42 21 17
256 30837 2325 10 8 4
257 31706 25139 24 26 10
258 89806 27975 64 27 16
259 62088 14483 45 13 16
260 40151 13127 22 16 9
261 27634 5839 56 2 16
262 76990 24069 94 42 17
263 37460 3738 19 5 7
264 54157 18625 35 37 15
265 49862 36341 32 17 14
266 84337 24548 35 38 14
267 64175 21792 48 37 18
268 59382 26263 49 29 12
269 119308 23686 48 32 16
270 76702 49303 62 35 21
271 103425 25659 96 17 19
272 70344 28904 45 20 16
273 43410 2781 63 7 1
274 104838 29236 71 46 16
275 62215 19546 26 24 10
276 69304 22818 48 40 19
277 53117 32689 29 3 12
278 19764 5752 19 10 2
279 86680 22197 45 37 14
280 84105 20055 45 17 17
281 77945 25272 67 28 19
282 89113 82206 30 19 14
283 91005 32073 36 29 11
284 40248 5444 34 8 4
285 64187 20154 36 10 16
286 50857 36944 34 15 20
287 56613 8019 37 15 12
288 62792 30884 46 28 15
289 72535 19540 44 17 16
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Total_size PR_views Blogged Reviewed
4216.956 0.382 292.736 1119.594 1464.850
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-189126 -21493 -2556 17274 155548
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 4.217e+03 5.940e+03 0.710 0.478
Total_size 3.820e-01 9.544e-02 4.003 8.00e-05 ***
PR_views 2.927e+02 4.592e+01 6.375 7.36e-10 ***
Blogged 1.120e+03 1.097e+02 10.205 < 2e-16 ***
Reviewed 1.465e+03 3.685e+02 3.975 8.94e-05 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 39530 on 284 degrees of freedom
Multiple R-squared: 0.7727, Adjusted R-squared: 0.7695
F-statistic: 241.4 on 4 and 284 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,] 0.6161183 7.677634e-01 3.838817e-01
[2,] 0.7913547 4.172906e-01 2.086453e-01
[3,] 0.6891352 6.217297e-01 3.108648e-01
[4,] 0.5926982 8.146036e-01 4.073018e-01
[5,] 0.8246955 3.506090e-01 1.753045e-01
[6,] 0.7916370 4.167260e-01 2.083630e-01
[7,] 0.7190681 5.618638e-01 2.809319e-01
[8,] 0.6885374 6.229252e-01 3.114626e-01
[9,] 0.6075414 7.849172e-01 3.924586e-01
[10,] 0.5274319 9.451362e-01 4.725681e-01
[11,] 0.5953270 8.093461e-01 4.046730e-01
[12,] 0.5932423 8.135154e-01 4.067577e-01
[13,] 0.8031842 3.936316e-01 1.968158e-01
[14,] 0.8421555 3.156889e-01 1.578445e-01
[15,] 0.8072242 3.855515e-01 1.927758e-01
[16,] 0.9925908 1.481843e-02 7.409216e-03
[17,] 0.9888904 2.221927e-02 1.110963e-02
[18,] 0.9923395 1.532100e-02 7.660499e-03
[19,] 0.9988560 2.288031e-03 1.144015e-03
[20,] 0.9981979 3.604105e-03 1.802053e-03
[21,] 0.9976336 4.732711e-03 2.366356e-03
[22,] 0.9964317 7.136549e-03 3.568275e-03
[23,] 0.9947130 1.057403e-02 5.287013e-03
[24,] 0.9925190 1.496195e-02 7.480973e-03
[25,] 0.9893620 2.127602e-02 1.063801e-02
[26,] 0.9876724 2.465515e-02 1.232757e-02
[27,] 0.9836377 3.272458e-02 1.636229e-02
[28,] 0.9821838 3.563231e-02 1.781615e-02
[29,] 0.9858152 2.836957e-02 1.418478e-02
[30,] 0.9808838 3.823234e-02 1.911617e-02
[31,] 0.9801760 3.964793e-02 1.982397e-02
[32,] 0.9981157 3.768614e-03 1.884307e-03
[33,] 0.9976151 4.769788e-03 2.384894e-03
[34,] 0.9966679 6.664181e-03 3.332090e-03
[35,] 0.9954090 9.181900e-03 4.590950e-03
[36,] 0.9944243 1.115136e-02 5.575682e-03
[37,] 0.9949360 1.012801e-02 5.064003e-03
[38,] 0.9949910 1.001799e-02 5.008993e-03
[39,] 0.9931821 1.363582e-02 6.817912e-03
[40,] 0.9919713 1.605749e-02 8.028744e-03
[41,] 0.9893201 2.135985e-02 1.067993e-02
[42,] 0.9860782 2.784361e-02 1.392180e-02
[43,] 0.9825195 3.496099e-02 1.748050e-02
[44,] 0.9836298 3.274031e-02 1.637015e-02
[45,] 0.9790475 4.190490e-02 2.095245e-02
[46,] 0.9772949 4.541024e-02 2.270512e-02
[47,] 0.9709014 5.819725e-02 2.909863e-02
[48,] 0.9731805 5.363906e-02 2.681953e-02
[49,] 0.9664791 6.704175e-02 3.352087e-02
[50,] 0.9597409 8.051812e-02 4.025906e-02
[51,] 0.9929619 1.407630e-02 7.038149e-03
[52,] 0.9907961 1.840779e-02 9.203896e-03
[53,] 0.9879888 2.402243e-02 1.201122e-02
[54,] 0.9851399 2.972020e-02 1.486010e-02
[55,] 0.9815755 3.684905e-02 1.842453e-02
[56,] 0.9917382 1.652350e-02 8.261752e-03
[57,] 0.9894990 2.100192e-02 1.050096e-02
[58,] 0.9876782 2.464364e-02 1.232182e-02
[59,] 0.9849443 3.011149e-02 1.505575e-02
[60,] 0.9824462 3.510763e-02 1.755382e-02
[61,] 0.9809862 3.802762e-02 1.901381e-02
[62,] 0.9805253 3.894944e-02 1.947472e-02
[63,] 0.9776833 4.463349e-02 2.231675e-02
[64,] 0.9798065 4.038706e-02 2.019353e-02
[65,] 0.9826626 3.467485e-02 1.733743e-02
[66,] 0.9786645 4.267104e-02 2.133552e-02
[67,] 0.9779006 4.419874e-02 2.209937e-02
[68,] 0.9725491 5.490180e-02 2.745090e-02
[69,] 0.9773796 4.524071e-02 2.262036e-02
[70,] 0.9946788 1.064242e-02 5.321211e-03
[71,] 0.9931794 1.364113e-02 6.820565e-03
[72,] 0.9913079 1.738415e-02 8.692074e-03
[73,] 0.9892742 2.145162e-02 1.072581e-02
[74,] 0.9867577 2.648459e-02 1.324230e-02
[75,] 0.9921806 1.563879e-02 7.819397e-03
[76,] 0.9915905 1.681890e-02 8.409452e-03
[77,] 0.9925362 1.492753e-02 7.463763e-03
[78,] 0.9941292 1.174163e-02 5.870816e-03
[79,] 0.9960151 7.969782e-03 3.984891e-03
[80,] 0.9949286 1.014285e-02 5.071426e-03
[81,] 0.9934951 1.300983e-02 6.504913e-03
[82,] 0.9970858 5.828424e-03 2.914212e-03
[83,] 0.9971471 5.705820e-03 2.852910e-03
[84,] 0.9965686 6.862846e-03 3.431423e-03
[85,] 0.9959804 8.039231e-03 4.019615e-03
[86,] 0.9947857 1.042856e-02 5.214281e-03
[87,] 0.9951009 9.798279e-03 4.899140e-03
[88,] 0.9937401 1.251974e-02 6.259868e-03
[89,] 0.9956696 8.660858e-03 4.330429e-03
[90,] 0.9956350 8.729973e-03 4.364987e-03
[91,] 0.9996726 6.547563e-04 3.273781e-04
[92,] 0.9996946 6.107704e-04 3.053852e-04
[93,] 0.9998226 3.547147e-04 1.773574e-04
[94,] 0.9997715 4.569812e-04 2.284906e-04
[95,] 0.9997019 5.962036e-04 2.981018e-04
[96,] 0.9997822 4.355773e-04 2.177887e-04
[97,] 0.9997251 5.498157e-04 2.749079e-04
[98,] 0.9996568 6.864093e-04 3.432046e-04
[99,] 0.9996386 7.227225e-04 3.613613e-04
[100,] 0.9995247 9.506604e-04 4.753302e-04
[101,] 0.9994216 1.156887e-03 5.784434e-04
[102,] 0.9994786 1.042835e-03 5.214173e-04
[103,] 0.9992974 1.405241e-03 7.026207e-04
[104,] 0.9991350 1.729919e-03 8.649594e-04
[105,] 0.9989213 2.157357e-03 1.078679e-03
[106,] 0.9988492 2.301586e-03 1.150793e-03
[107,] 0.9984818 3.036473e-03 1.518236e-03
[108,] 0.9981918 3.616472e-03 1.808236e-03
[109,] 0.9979030 4.194038e-03 2.097019e-03
[110,] 0.9976707 4.658649e-03 2.329325e-03
[111,] 0.9991271 1.745867e-03 8.729333e-04
[112,] 0.9993735 1.253039e-03 6.265195e-04
[113,] 0.9993304 1.339267e-03 6.696333e-04
[114,] 0.9991083 1.783360e-03 8.916801e-04
[115,] 0.9988517 2.296587e-03 1.148293e-03
[116,] 0.9985713 2.857395e-03 1.428698e-03
[117,] 0.9998787 2.426392e-04 1.213196e-04
[118,] 0.9999021 1.958479e-04 9.792394e-05
[119,] 0.9998680 2.640664e-04 1.320332e-04
[120,] 0.9998191 3.617698e-04 1.808849e-04
[121,] 0.9998457 3.085481e-04 1.542741e-04
[122,] 0.9998165 3.670412e-04 1.835206e-04
[123,] 0.9997477 5.046232e-04 2.523116e-04
[124,] 0.9996568 6.863607e-04 3.431804e-04
[125,] 0.9997486 5.028533e-04 2.514267e-04
[126,] 0.9996570 6.860282e-04 3.430141e-04
[127,] 0.9996305 7.389107e-04 3.694554e-04
[128,] 0.9996621 6.758731e-04 3.379366e-04
[129,] 0.9999028 1.944392e-04 9.721959e-05
[130,] 0.9998660 2.680425e-04 1.340213e-04
[131,] 0.9998808 2.383091e-04 1.191546e-04
[132,] 0.9998979 2.041954e-04 1.020977e-04
[133,] 0.9998676 2.647636e-04 1.323818e-04
[134,] 0.9998181 3.637779e-04 1.818889e-04
[135,] 0.9997619 4.762599e-04 2.381299e-04
[136,] 0.9996997 6.006224e-04 3.003112e-04
[137,] 0.9996107 7.785857e-04 3.892928e-04
[138,] 0.9994829 1.034258e-03 5.171292e-04
[139,] 0.9994622 1.075622e-03 5.378111e-04
[140,] 0.9993853 1.229314e-03 6.146569e-04
[141,] 0.9992686 1.462708e-03 7.313538e-04
[142,] 0.9990580 1.884083e-03 9.420413e-04
[143,] 0.9988265 2.347023e-03 1.173511e-03
[144,] 0.9987257 2.548539e-03 1.274270e-03
[145,] 0.9983278 3.344421e-03 1.672211e-03
[146,] 0.9978494 4.301201e-03 2.150601e-03
[147,] 0.9981972 3.605691e-03 1.802845e-03
[148,] 0.9977958 4.408399e-03 2.204200e-03
[149,] 0.9972380 5.523947e-03 2.761973e-03
[150,] 0.9964286 7.142788e-03 3.571394e-03
[151,] 0.9953996 9.200807e-03 4.600404e-03
[152,] 0.9949156 1.016882e-02 5.084409e-03
[153,] 0.9948615 1.027709e-02 5.138545e-03
[154,] 0.9991278 1.744324e-03 8.721618e-04
[155,] 0.9993236 1.352822e-03 6.764109e-04
[156,] 0.9991123 1.775441e-03 8.877204e-04
[157,] 0.9994530 1.094017e-03 5.470085e-04
[158,] 0.9992618 1.476422e-03 7.382111e-04
[159,] 0.9990489 1.902158e-03 9.510788e-04
[160,] 0.9988058 2.388386e-03 1.194193e-03
[161,] 0.9986183 2.763457e-03 1.381729e-03
[162,] 0.9981827 3.634688e-03 1.817344e-03
[163,] 0.9999326 1.348151e-04 6.740757e-05
[164,] 0.9999955 9.026086e-06 4.513043e-06
[165,] 0.9999938 1.244332e-05 6.221659e-06
[166,] 0.9999982 3.578622e-06 1.789311e-06
[167,] 0.9999983 3.382082e-06 1.691041e-06
[168,] 1.0000000 6.258270e-11 3.129135e-11
[169,] 1.0000000 2.017548e-11 1.008774e-11
[170,] 1.0000000 3.541516e-11 1.770758e-11
[171,] 1.0000000 6.066800e-11 3.033400e-11
[172,] 1.0000000 2.024872e-11 1.012436e-11
[173,] 1.0000000 2.195313e-11 1.097657e-11
[174,] 1.0000000 4.150378e-11 2.075189e-11
[175,] 1.0000000 1.277113e-11 6.385564e-12
[176,] 1.0000000 2.464420e-11 1.232210e-11
[177,] 1.0000000 1.825348e-11 9.126740e-12
[178,] 1.0000000 5.878017e-12 2.939008e-12
[179,] 1.0000000 1.007734e-11 5.038671e-12
[180,] 1.0000000 1.811749e-11 9.058745e-12
[181,] 1.0000000 3.521362e-11 1.760681e-11
[182,] 1.0000000 2.448961e-11 1.224480e-11
[183,] 1.0000000 3.782002e-11 1.891001e-11
[184,] 1.0000000 5.146917e-11 2.573459e-11
[185,] 1.0000000 4.914471e-11 2.457235e-11
[186,] 1.0000000 6.907071e-11 3.453535e-11
[187,] 1.0000000 6.582273e-12 3.291137e-12
[188,] 1.0000000 1.116454e-11 5.582268e-12
[189,] 1.0000000 2.004421e-11 1.002211e-11
[190,] 1.0000000 3.811246e-11 1.905623e-11
[191,] 1.0000000 6.493543e-11 3.246772e-11
[192,] 1.0000000 1.273037e-10 6.365186e-11
[193,] 1.0000000 2.178927e-10 1.089464e-10
[194,] 1.0000000 3.798105e-10 1.899052e-10
[195,] 1.0000000 6.680244e-10 3.340122e-10
[196,] 1.0000000 6.481831e-10 3.240916e-10
[197,] 1.0000000 1.187222e-09 5.936108e-10
[198,] 1.0000000 2.053560e-09 1.026780e-09
[199,] 1.0000000 3.502226e-09 1.751113e-09
[200,] 1.0000000 6.534620e-09 3.267310e-09
[201,] 1.0000000 5.873936e-11 2.936968e-11
[202,] 1.0000000 1.374379e-11 6.871893e-12
[203,] 1.0000000 5.724430e-12 2.862215e-12
[204,] 1.0000000 7.053516e-12 3.526758e-12
[205,] 1.0000000 2.818320e-12 1.409160e-12
[206,] 1.0000000 4.379010e-12 2.189505e-12
[207,] 1.0000000 7.335130e-12 3.667565e-12
[208,] 1.0000000 1.422016e-11 7.110081e-12
[209,] 1.0000000 2.891430e-11 1.445715e-11
[210,] 1.0000000 5.076547e-11 2.538274e-11
[211,] 1.0000000 5.287119e-11 2.643560e-11
[212,] 1.0000000 1.116949e-10 5.584744e-11
[213,] 1.0000000 1.148475e-10 5.742373e-11
[214,] 1.0000000 2.211637e-10 1.105819e-10
[215,] 1.0000000 4.701388e-10 2.350694e-10
[216,] 1.0000000 4.864313e-10 2.432156e-10
[217,] 1.0000000 1.012147e-09 5.060737e-10
[218,] 1.0000000 1.865510e-09 9.327552e-10
[219,] 1.0000000 1.774773e-09 8.873864e-10
[220,] 1.0000000 3.679055e-09 1.839528e-09
[221,] 1.0000000 5.751711e-09 2.875856e-09
[222,] 1.0000000 8.950233e-09 4.475117e-09
[223,] 1.0000000 4.364362e-09 2.182181e-09
[224,] 1.0000000 6.867232e-09 3.433616e-09
[225,] 1.0000000 1.436775e-08 7.183874e-09
[226,] 1.0000000 2.893182e-08 1.446591e-08
[227,] 1.0000000 2.841522e-08 1.420761e-08
[228,] 1.0000000 1.888323e-08 9.441614e-09
[229,] 1.0000000 2.734591e-08 1.367295e-08
[230,] 1.0000000 1.687348e-11 8.436740e-12
[231,] 1.0000000 3.588664e-11 1.794332e-11
[232,] 1.0000000 4.195442e-11 2.097721e-11
[233,] 1.0000000 5.615577e-11 2.807788e-11
[234,] 1.0000000 1.317770e-10 6.588850e-11
[235,] 1.0000000 4.005150e-11 2.002575e-11
[236,] 1.0000000 5.157961e-11 2.578981e-11
[237,] 1.0000000 1.275932e-10 6.379659e-11
[238,] 1.0000000 3.026807e-10 1.513403e-10
[239,] 1.0000000 7.544638e-10 3.772319e-10
[240,] 1.0000000 1.900993e-09 9.504967e-10
[241,] 1.0000000 2.505592e-09 1.252796e-09
[242,] 1.0000000 6.241984e-09 3.120992e-09
[243,] 1.0000000 1.382949e-08 6.914745e-09
[244,] 1.0000000 1.249112e-08 6.245561e-09
[245,] 1.0000000 2.962846e-08 1.481423e-08
[246,] 1.0000000 6.612013e-08 3.306007e-08
[247,] 0.9999999 1.280530e-07 6.402652e-08
[248,] 0.9999999 1.577399e-07 7.886993e-08
[249,] 0.9999998 4.002652e-07 2.001326e-07
[250,] 0.9999998 3.134469e-07 1.567235e-07
[251,] 0.9999997 6.856680e-07 3.428340e-07
[252,] 0.9999992 1.695483e-06 8.477413e-07
[253,] 0.9999980 3.980054e-06 1.990027e-06
[254,] 0.9999980 3.950187e-06 1.975093e-06
[255,] 0.9999981 3.854295e-06 1.927148e-06
[256,] 0.9999951 9.853435e-06 4.926717e-06
[257,] 0.9999923 1.546299e-05 7.731494e-06
[258,] 0.9999857 2.864358e-05 1.432179e-05
[259,] 0.9999681 6.380071e-05 3.190036e-05
[260,] 0.9999518 9.636607e-05 4.818304e-05
[261,] 0.9999205 1.589858e-04 7.949291e-05
[262,] 0.9999912 1.767129e-05 8.835644e-06
[263,] 0.9999941 1.180402e-05 5.902011e-06
[264,] 0.9999842 3.159853e-05 1.579926e-05
[265,] 0.9999476 1.048075e-04 5.240374e-05
[266,] 0.9998568 2.864470e-04 1.432235e-04
[267,] 0.9995630 8.739587e-04 4.369793e-04
[268,] 0.9987891 2.421802e-03 1.210901e-03
[269,] 0.9979369 4.126289e-03 2.063145e-03
[270,] 0.9941535 1.169300e-02 5.846498e-03
[271,] 0.9924426 1.511480e-02 7.557399e-03
[272,] 0.9778503 4.429948e-02 2.214974e-02
[273,] 0.9705585 5.888300e-02 2.944150e-02
[274,] 0.9141264 1.717473e-01 8.587364e-02
> postscript(file="/var/wessaorg/rcomp/tmp/1qzwp1324044291.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/2s7ka1324044291.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3aez41324044291.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/44g191324044291.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5a7jk1324044291.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 289
Frequency = 1
1 2 3 4 5
7691.76498 -37676.22100 3061.03830 -65005.64327 5517.77400
6 7 8 9 10
-26557.05140 145254.63601 -20126.57749 26614.53621 -5084.03055
11 12 13 14 15
8653.10334 43053.10233 -33363.52496 -1592.97903 23133.63921
16 17 18 19 20
24415.43587 5913.27512 4894.08588 40227.68239 -41674.49364
21 22 23 24 25
-39510.03518 -17604.29252 155547.69206 15682.41917 -73211.53629
26 27 28 29 30
-82928.25436 -6996.95235 28928.30585 10541.28795 6739.68323
31 32 33 34 35
-11243.26262 -6255.24228 5622.56382 17220.24273 -39023.56963
36 37 38 39 40
66027.96908 21629.17510 43538.14618 125114.05611 2122.71768
41 42 43 44 45
17795.49581 23495.94952 -26129.80529 64611.70510 66956.03840
46 47 48 49 50
-11240.80045 31893.38762 -10599.26687 -12067.24611 -32592.21065
51 52 53 54 55
-24586.79703 -15199.21329 -31041.25624 3707.70256 -40250.76364
56 57 58 59 60
1515.98472 -2972.74184 114467.24250 -7648.77799 10182.93462
61 62 63 64 65
23556.63341 -11857.56643 100995.06718 17305.37016 -9329.21482
66 67 68 69 70
6687.17801 31174.68800 42318.28391 -13835.54984 23081.63689
71 72 73 74 75
49024.11369 52925.59829 16432.67250 -28578.29952 -3691.47843
76 77 78 79 80
-40304.07375 -95691.29965 -9103.56146 -9030.42395 15365.59041
81 82 83 84 85
-9525.21633 -70903.30802 36164.25645 52993.87268 -50472.14605
86 87 88 89 90
-60554.12486 -11558.73875 -2552.39266 82924.60724 42531.00679
91 92 93 94 95
-20202.66119 -20547.46738 3000.50129 -44240.72093 6855.44991
96 97 98 99 100
64701.78170 38431.62761 -128013.55711 44500.24989 -67042.88657
101 102 103 104 105
20263.23168 15261.33854 56512.05918 -20945.69468 -22645.37184
106 107 108 109 110
-38493.47146 -15005.44249 -20883.71420 45540.06489 -1684.78313
111 112 113 114 115
-23613.10626 18316.58217 -32617.11868 3954.85908 -24649.24078
116 117 118 119 120
-27994.45709 -32266.04776 85412.37530 -52719.19039 -33634.75516
121 122 123 124 125
-1636.71772 -10671.06706 -17582.61098 -113763.73628 54611.73049
126 127 128 129 130
15157.41350 11145.82880 -46548.21804 -28874.94625 740.26637
131 132 133 134 135
6714.59315 -55515.04720 -1154.33226 -36193.64535 -47912.00389
136 137 138 139 140
87458.71595 11446.58445 48550.24426 -43865.15872 -16506.99405
141 142 143 144 145
-6412.12381 -14257.01785 16834.68621 11039.95408 -9799.64736
146 147 148 149 150
-39357.76549 -28748.94231 -18027.31104 -14208.83071 -18600.44717
151 152 153 154 155
28474.60276 5450.16956 11247.71344 42492.28827 -25411.85027
156 157 158 159 160
19227.55621 3415.92862 -2350.42374 -29954.33382 36572.36229
161 162 163 164 165
96883.56931 -43475.98064 11922.47535 50330.01844 -7249.39938
166 167 168 169 170
-3918.58377 -26969.60095 29164.66579 616.20990 124757.91852
171 172 173 174 175
82069.27059 -31807.48423 67321.57237 4512.56339 -189125.83115
176 177 178 179 180
52027.85631 -14209.95072 9064.46656 -48609.55956 22484.36620
181 182 183 184 185
-3753.54420 -56269.20740 3691.86153 42172.07235 43758.53133
186 187 188 189 190
-5483.12674 17274.11682 9487.24129 35968.21531 -31066.57083
191 192 193 194 195
23216.00889 31043.81856 -31671.12978 -74699.30829 4568.09521
196 197 198 199 200
3791.13808 3950.41994 -9085.46635 -594.08285 -17318.53338
201 202 203 204 205
7694.33451 -21493.49596 27929.52302 10662.55265 -15017.16059
206 207 208 209 210
-16662.34962 -6016.11011 82314.64831 41605.08040 20804.79395
211 212 213 214 215
21829.03697 26443.49540 -25039.24020 409.17948 -6379.82543
216 217 218 219 220
-8689.71863 -19794.08642 -15552.60179 -10643.06176 25140.46839
221 222 223 224 225
-9124.25244 -4231.51876 -41001.24596 -13532.29049 -15560.97031
226 227 228 229 230
23538.36076 -43.37481 -31573.96746 -31108.61585 -46086.35610
231 232 233 234 235
-12979.36213 -14365.19382 -6524.14959 -25807.28218 -34846.64855
236 237 238 239 240
-38480.51080 77190.57039 -23044.85046 -23756.32907 -24554.23488
241 242 243 244 245
13906.46331 33979.22039 -32932.26549 -15348.36736 -10175.50483
246 247 248 249 250
-4244.16315 -20265.88819 23035.10016 10573.51816 -15282.42780
251 252 253 254 255
30193.30635 -22209.96158 -6766.46499 17575.32512 14186.73083
256 257 258 259 260
7988.37735 -32897.74194 2500.77470 1173.05800 -6617.85507
261 262 263 264 265
-20883.46274 -35863.94759 10401.21640 -30818.24742 -17145.88663
266 267 268 269 270
-2555.59789 -30210.16682 -19257.98724 32726.98859 -34446.12780
271 272 273 274 275
14438.34239 -3916.97208 10386.33949 -6270.36530 1401.52027
276 277 278 279 280
-30296.73442 6986.41233 -6337.85670 -1122.27013 15118.30849
281 282 283 284 285
-14720.02149 2930.80532 15415.98594 9182.25295 7099.11851
286 287 288 289
-23516.62002 4129.42730 -20009.97558 5502.62624
> postscript(file="/var/wessaorg/rcomp/tmp/6t4v41324044291.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 289
Frequency = 1
lag(myerror, k = 1) myerror
0 7691.76498 NA
1 -37676.22100 7691.76498
2 3061.03830 -37676.22100
3 -65005.64327 3061.03830
4 5517.77400 -65005.64327
5 -26557.05140 5517.77400
6 145254.63601 -26557.05140
7 -20126.57749 145254.63601
8 26614.53621 -20126.57749
9 -5084.03055 26614.53621
10 8653.10334 -5084.03055
11 43053.10233 8653.10334
12 -33363.52496 43053.10233
13 -1592.97903 -33363.52496
14 23133.63921 -1592.97903
15 24415.43587 23133.63921
16 5913.27512 24415.43587
17 4894.08588 5913.27512
18 40227.68239 4894.08588
19 -41674.49364 40227.68239
20 -39510.03518 -41674.49364
21 -17604.29252 -39510.03518
22 155547.69206 -17604.29252
23 15682.41917 155547.69206
24 -73211.53629 15682.41917
25 -82928.25436 -73211.53629
26 -6996.95235 -82928.25436
27 28928.30585 -6996.95235
28 10541.28795 28928.30585
29 6739.68323 10541.28795
30 -11243.26262 6739.68323
31 -6255.24228 -11243.26262
32 5622.56382 -6255.24228
33 17220.24273 5622.56382
34 -39023.56963 17220.24273
35 66027.96908 -39023.56963
36 21629.17510 66027.96908
37 43538.14618 21629.17510
38 125114.05611 43538.14618
39 2122.71768 125114.05611
40 17795.49581 2122.71768
41 23495.94952 17795.49581
42 -26129.80529 23495.94952
43 64611.70510 -26129.80529
44 66956.03840 64611.70510
45 -11240.80045 66956.03840
46 31893.38762 -11240.80045
47 -10599.26687 31893.38762
48 -12067.24611 -10599.26687
49 -32592.21065 -12067.24611
50 -24586.79703 -32592.21065
51 -15199.21329 -24586.79703
52 -31041.25624 -15199.21329
53 3707.70256 -31041.25624
54 -40250.76364 3707.70256
55 1515.98472 -40250.76364
56 -2972.74184 1515.98472
57 114467.24250 -2972.74184
58 -7648.77799 114467.24250
59 10182.93462 -7648.77799
60 23556.63341 10182.93462
61 -11857.56643 23556.63341
62 100995.06718 -11857.56643
63 17305.37016 100995.06718
64 -9329.21482 17305.37016
65 6687.17801 -9329.21482
66 31174.68800 6687.17801
67 42318.28391 31174.68800
68 -13835.54984 42318.28391
69 23081.63689 -13835.54984
70 49024.11369 23081.63689
71 52925.59829 49024.11369
72 16432.67250 52925.59829
73 -28578.29952 16432.67250
74 -3691.47843 -28578.29952
75 -40304.07375 -3691.47843
76 -95691.29965 -40304.07375
77 -9103.56146 -95691.29965
78 -9030.42395 -9103.56146
79 15365.59041 -9030.42395
80 -9525.21633 15365.59041
81 -70903.30802 -9525.21633
82 36164.25645 -70903.30802
83 52993.87268 36164.25645
84 -50472.14605 52993.87268
85 -60554.12486 -50472.14605
86 -11558.73875 -60554.12486
87 -2552.39266 -11558.73875
88 82924.60724 -2552.39266
89 42531.00679 82924.60724
90 -20202.66119 42531.00679
91 -20547.46738 -20202.66119
92 3000.50129 -20547.46738
93 -44240.72093 3000.50129
94 6855.44991 -44240.72093
95 64701.78170 6855.44991
96 38431.62761 64701.78170
97 -128013.55711 38431.62761
98 44500.24989 -128013.55711
99 -67042.88657 44500.24989
100 20263.23168 -67042.88657
101 15261.33854 20263.23168
102 56512.05918 15261.33854
103 -20945.69468 56512.05918
104 -22645.37184 -20945.69468
105 -38493.47146 -22645.37184
106 -15005.44249 -38493.47146
107 -20883.71420 -15005.44249
108 45540.06489 -20883.71420
109 -1684.78313 45540.06489
110 -23613.10626 -1684.78313
111 18316.58217 -23613.10626
112 -32617.11868 18316.58217
113 3954.85908 -32617.11868
114 -24649.24078 3954.85908
115 -27994.45709 -24649.24078
116 -32266.04776 -27994.45709
117 85412.37530 -32266.04776
118 -52719.19039 85412.37530
119 -33634.75516 -52719.19039
120 -1636.71772 -33634.75516
121 -10671.06706 -1636.71772
122 -17582.61098 -10671.06706
123 -113763.73628 -17582.61098
124 54611.73049 -113763.73628
125 15157.41350 54611.73049
126 11145.82880 15157.41350
127 -46548.21804 11145.82880
128 -28874.94625 -46548.21804
129 740.26637 -28874.94625
130 6714.59315 740.26637
131 -55515.04720 6714.59315
132 -1154.33226 -55515.04720
133 -36193.64535 -1154.33226
134 -47912.00389 -36193.64535
135 87458.71595 -47912.00389
136 11446.58445 87458.71595
137 48550.24426 11446.58445
138 -43865.15872 48550.24426
139 -16506.99405 -43865.15872
140 -6412.12381 -16506.99405
141 -14257.01785 -6412.12381
142 16834.68621 -14257.01785
143 11039.95408 16834.68621
144 -9799.64736 11039.95408
145 -39357.76549 -9799.64736
146 -28748.94231 -39357.76549
147 -18027.31104 -28748.94231
148 -14208.83071 -18027.31104
149 -18600.44717 -14208.83071
150 28474.60276 -18600.44717
151 5450.16956 28474.60276
152 11247.71344 5450.16956
153 42492.28827 11247.71344
154 -25411.85027 42492.28827
155 19227.55621 -25411.85027
156 3415.92862 19227.55621
157 -2350.42374 3415.92862
158 -29954.33382 -2350.42374
159 36572.36229 -29954.33382
160 96883.56931 36572.36229
161 -43475.98064 96883.56931
162 11922.47535 -43475.98064
163 50330.01844 11922.47535
164 -7249.39938 50330.01844
165 -3918.58377 -7249.39938
166 -26969.60095 -3918.58377
167 29164.66579 -26969.60095
168 616.20990 29164.66579
169 124757.91852 616.20990
170 82069.27059 124757.91852
171 -31807.48423 82069.27059
172 67321.57237 -31807.48423
173 4512.56339 67321.57237
174 -189125.83115 4512.56339
175 52027.85631 -189125.83115
176 -14209.95072 52027.85631
177 9064.46656 -14209.95072
178 -48609.55956 9064.46656
179 22484.36620 -48609.55956
180 -3753.54420 22484.36620
181 -56269.20740 -3753.54420
182 3691.86153 -56269.20740
183 42172.07235 3691.86153
184 43758.53133 42172.07235
185 -5483.12674 43758.53133
186 17274.11682 -5483.12674
187 9487.24129 17274.11682
188 35968.21531 9487.24129
189 -31066.57083 35968.21531
190 23216.00889 -31066.57083
191 31043.81856 23216.00889
192 -31671.12978 31043.81856
193 -74699.30829 -31671.12978
194 4568.09521 -74699.30829
195 3791.13808 4568.09521
196 3950.41994 3791.13808
197 -9085.46635 3950.41994
198 -594.08285 -9085.46635
199 -17318.53338 -594.08285
200 7694.33451 -17318.53338
201 -21493.49596 7694.33451
202 27929.52302 -21493.49596
203 10662.55265 27929.52302
204 -15017.16059 10662.55265
205 -16662.34962 -15017.16059
206 -6016.11011 -16662.34962
207 82314.64831 -6016.11011
208 41605.08040 82314.64831
209 20804.79395 41605.08040
210 21829.03697 20804.79395
211 26443.49540 21829.03697
212 -25039.24020 26443.49540
213 409.17948 -25039.24020
214 -6379.82543 409.17948
215 -8689.71863 -6379.82543
216 -19794.08642 -8689.71863
217 -15552.60179 -19794.08642
218 -10643.06176 -15552.60179
219 25140.46839 -10643.06176
220 -9124.25244 25140.46839
221 -4231.51876 -9124.25244
222 -41001.24596 -4231.51876
223 -13532.29049 -41001.24596
224 -15560.97031 -13532.29049
225 23538.36076 -15560.97031
226 -43.37481 23538.36076
227 -31573.96746 -43.37481
228 -31108.61585 -31573.96746
229 -46086.35610 -31108.61585
230 -12979.36213 -46086.35610
231 -14365.19382 -12979.36213
232 -6524.14959 -14365.19382
233 -25807.28218 -6524.14959
234 -34846.64855 -25807.28218
235 -38480.51080 -34846.64855
236 77190.57039 -38480.51080
237 -23044.85046 77190.57039
238 -23756.32907 -23044.85046
239 -24554.23488 -23756.32907
240 13906.46331 -24554.23488
241 33979.22039 13906.46331
242 -32932.26549 33979.22039
243 -15348.36736 -32932.26549
244 -10175.50483 -15348.36736
245 -4244.16315 -10175.50483
246 -20265.88819 -4244.16315
247 23035.10016 -20265.88819
248 10573.51816 23035.10016
249 -15282.42780 10573.51816
250 30193.30635 -15282.42780
251 -22209.96158 30193.30635
252 -6766.46499 -22209.96158
253 17575.32512 -6766.46499
254 14186.73083 17575.32512
255 7988.37735 14186.73083
256 -32897.74194 7988.37735
257 2500.77470 -32897.74194
258 1173.05800 2500.77470
259 -6617.85507 1173.05800
260 -20883.46274 -6617.85507
261 -35863.94759 -20883.46274
262 10401.21640 -35863.94759
263 -30818.24742 10401.21640
264 -17145.88663 -30818.24742
265 -2555.59789 -17145.88663
266 -30210.16682 -2555.59789
267 -19257.98724 -30210.16682
268 32726.98859 -19257.98724
269 -34446.12780 32726.98859
270 14438.34239 -34446.12780
271 -3916.97208 14438.34239
272 10386.33949 -3916.97208
273 -6270.36530 10386.33949
274 1401.52027 -6270.36530
275 -30296.73442 1401.52027
276 6986.41233 -30296.73442
277 -6337.85670 6986.41233
278 -1122.27013 -6337.85670
279 15118.30849 -1122.27013
280 -14720.02149 15118.30849
281 2930.80532 -14720.02149
282 15415.98594 2930.80532
283 9182.25295 15415.98594
284 7099.11851 9182.25295
285 -23516.62002 7099.11851
286 4129.42730 -23516.62002
287 -20009.97558 4129.42730
288 5502.62624 -20009.97558
289 NA 5502.62624
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -37676.22100 7691.76498
[2,] 3061.03830 -37676.22100
[3,] -65005.64327 3061.03830
[4,] 5517.77400 -65005.64327
[5,] -26557.05140 5517.77400
[6,] 145254.63601 -26557.05140
[7,] -20126.57749 145254.63601
[8,] 26614.53621 -20126.57749
[9,] -5084.03055 26614.53621
[10,] 8653.10334 -5084.03055
[11,] 43053.10233 8653.10334
[12,] -33363.52496 43053.10233
[13,] -1592.97903 -33363.52496
[14,] 23133.63921 -1592.97903
[15,] 24415.43587 23133.63921
[16,] 5913.27512 24415.43587
[17,] 4894.08588 5913.27512
[18,] 40227.68239 4894.08588
[19,] -41674.49364 40227.68239
[20,] -39510.03518 -41674.49364
[21,] -17604.29252 -39510.03518
[22,] 155547.69206 -17604.29252
[23,] 15682.41917 155547.69206
[24,] -73211.53629 15682.41917
[25,] -82928.25436 -73211.53629
[26,] -6996.95235 -82928.25436
[27,] 28928.30585 -6996.95235
[28,] 10541.28795 28928.30585
[29,] 6739.68323 10541.28795
[30,] -11243.26262 6739.68323
[31,] -6255.24228 -11243.26262
[32,] 5622.56382 -6255.24228
[33,] 17220.24273 5622.56382
[34,] -39023.56963 17220.24273
[35,] 66027.96908 -39023.56963
[36,] 21629.17510 66027.96908
[37,] 43538.14618 21629.17510
[38,] 125114.05611 43538.14618
[39,] 2122.71768 125114.05611
[40,] 17795.49581 2122.71768
[41,] 23495.94952 17795.49581
[42,] -26129.80529 23495.94952
[43,] 64611.70510 -26129.80529
[44,] 66956.03840 64611.70510
[45,] -11240.80045 66956.03840
[46,] 31893.38762 -11240.80045
[47,] -10599.26687 31893.38762
[48,] -12067.24611 -10599.26687
[49,] -32592.21065 -12067.24611
[50,] -24586.79703 -32592.21065
[51,] -15199.21329 -24586.79703
[52,] -31041.25624 -15199.21329
[53,] 3707.70256 -31041.25624
[54,] -40250.76364 3707.70256
[55,] 1515.98472 -40250.76364
[56,] -2972.74184 1515.98472
[57,] 114467.24250 -2972.74184
[58,] -7648.77799 114467.24250
[59,] 10182.93462 -7648.77799
[60,] 23556.63341 10182.93462
[61,] -11857.56643 23556.63341
[62,] 100995.06718 -11857.56643
[63,] 17305.37016 100995.06718
[64,] -9329.21482 17305.37016
[65,] 6687.17801 -9329.21482
[66,] 31174.68800 6687.17801
[67,] 42318.28391 31174.68800
[68,] -13835.54984 42318.28391
[69,] 23081.63689 -13835.54984
[70,] 49024.11369 23081.63689
[71,] 52925.59829 49024.11369
[72,] 16432.67250 52925.59829
[73,] -28578.29952 16432.67250
[74,] -3691.47843 -28578.29952
[75,] -40304.07375 -3691.47843
[76,] -95691.29965 -40304.07375
[77,] -9103.56146 -95691.29965
[78,] -9030.42395 -9103.56146
[79,] 15365.59041 -9030.42395
[80,] -9525.21633 15365.59041
[81,] -70903.30802 -9525.21633
[82,] 36164.25645 -70903.30802
[83,] 52993.87268 36164.25645
[84,] -50472.14605 52993.87268
[85,] -60554.12486 -50472.14605
[86,] -11558.73875 -60554.12486
[87,] -2552.39266 -11558.73875
[88,] 82924.60724 -2552.39266
[89,] 42531.00679 82924.60724
[90,] -20202.66119 42531.00679
[91,] -20547.46738 -20202.66119
[92,] 3000.50129 -20547.46738
[93,] -44240.72093 3000.50129
[94,] 6855.44991 -44240.72093
[95,] 64701.78170 6855.44991
[96,] 38431.62761 64701.78170
[97,] -128013.55711 38431.62761
[98,] 44500.24989 -128013.55711
[99,] -67042.88657 44500.24989
[100,] 20263.23168 -67042.88657
[101,] 15261.33854 20263.23168
[102,] 56512.05918 15261.33854
[103,] -20945.69468 56512.05918
[104,] -22645.37184 -20945.69468
[105,] -38493.47146 -22645.37184
[106,] -15005.44249 -38493.47146
[107,] -20883.71420 -15005.44249
[108,] 45540.06489 -20883.71420
[109,] -1684.78313 45540.06489
[110,] -23613.10626 -1684.78313
[111,] 18316.58217 -23613.10626
[112,] -32617.11868 18316.58217
[113,] 3954.85908 -32617.11868
[114,] -24649.24078 3954.85908
[115,] -27994.45709 -24649.24078
[116,] -32266.04776 -27994.45709
[117,] 85412.37530 -32266.04776
[118,] -52719.19039 85412.37530
[119,] -33634.75516 -52719.19039
[120,] -1636.71772 -33634.75516
[121,] -10671.06706 -1636.71772
[122,] -17582.61098 -10671.06706
[123,] -113763.73628 -17582.61098
[124,] 54611.73049 -113763.73628
[125,] 15157.41350 54611.73049
[126,] 11145.82880 15157.41350
[127,] -46548.21804 11145.82880
[128,] -28874.94625 -46548.21804
[129,] 740.26637 -28874.94625
[130,] 6714.59315 740.26637
[131,] -55515.04720 6714.59315
[132,] -1154.33226 -55515.04720
[133,] -36193.64535 -1154.33226
[134,] -47912.00389 -36193.64535
[135,] 87458.71595 -47912.00389
[136,] 11446.58445 87458.71595
[137,] 48550.24426 11446.58445
[138,] -43865.15872 48550.24426
[139,] -16506.99405 -43865.15872
[140,] -6412.12381 -16506.99405
[141,] -14257.01785 -6412.12381
[142,] 16834.68621 -14257.01785
[143,] 11039.95408 16834.68621
[144,] -9799.64736 11039.95408
[145,] -39357.76549 -9799.64736
[146,] -28748.94231 -39357.76549
[147,] -18027.31104 -28748.94231
[148,] -14208.83071 -18027.31104
[149,] -18600.44717 -14208.83071
[150,] 28474.60276 -18600.44717
[151,] 5450.16956 28474.60276
[152,] 11247.71344 5450.16956
[153,] 42492.28827 11247.71344
[154,] -25411.85027 42492.28827
[155,] 19227.55621 -25411.85027
[156,] 3415.92862 19227.55621
[157,] -2350.42374 3415.92862
[158,] -29954.33382 -2350.42374
[159,] 36572.36229 -29954.33382
[160,] 96883.56931 36572.36229
[161,] -43475.98064 96883.56931
[162,] 11922.47535 -43475.98064
[163,] 50330.01844 11922.47535
[164,] -7249.39938 50330.01844
[165,] -3918.58377 -7249.39938
[166,] -26969.60095 -3918.58377
[167,] 29164.66579 -26969.60095
[168,] 616.20990 29164.66579
[169,] 124757.91852 616.20990
[170,] 82069.27059 124757.91852
[171,] -31807.48423 82069.27059
[172,] 67321.57237 -31807.48423
[173,] 4512.56339 67321.57237
[174,] -189125.83115 4512.56339
[175,] 52027.85631 -189125.83115
[176,] -14209.95072 52027.85631
[177,] 9064.46656 -14209.95072
[178,] -48609.55956 9064.46656
[179,] 22484.36620 -48609.55956
[180,] -3753.54420 22484.36620
[181,] -56269.20740 -3753.54420
[182,] 3691.86153 -56269.20740
[183,] 42172.07235 3691.86153
[184,] 43758.53133 42172.07235
[185,] -5483.12674 43758.53133
[186,] 17274.11682 -5483.12674
[187,] 9487.24129 17274.11682
[188,] 35968.21531 9487.24129
[189,] -31066.57083 35968.21531
[190,] 23216.00889 -31066.57083
[191,] 31043.81856 23216.00889
[192,] -31671.12978 31043.81856
[193,] -74699.30829 -31671.12978
[194,] 4568.09521 -74699.30829
[195,] 3791.13808 4568.09521
[196,] 3950.41994 3791.13808
[197,] -9085.46635 3950.41994
[198,] -594.08285 -9085.46635
[199,] -17318.53338 -594.08285
[200,] 7694.33451 -17318.53338
[201,] -21493.49596 7694.33451
[202,] 27929.52302 -21493.49596
[203,] 10662.55265 27929.52302
[204,] -15017.16059 10662.55265
[205,] -16662.34962 -15017.16059
[206,] -6016.11011 -16662.34962
[207,] 82314.64831 -6016.11011
[208,] 41605.08040 82314.64831
[209,] 20804.79395 41605.08040
[210,] 21829.03697 20804.79395
[211,] 26443.49540 21829.03697
[212,] -25039.24020 26443.49540
[213,] 409.17948 -25039.24020
[214,] -6379.82543 409.17948
[215,] -8689.71863 -6379.82543
[216,] -19794.08642 -8689.71863
[217,] -15552.60179 -19794.08642
[218,] -10643.06176 -15552.60179
[219,] 25140.46839 -10643.06176
[220,] -9124.25244 25140.46839
[221,] -4231.51876 -9124.25244
[222,] -41001.24596 -4231.51876
[223,] -13532.29049 -41001.24596
[224,] -15560.97031 -13532.29049
[225,] 23538.36076 -15560.97031
[226,] -43.37481 23538.36076
[227,] -31573.96746 -43.37481
[228,] -31108.61585 -31573.96746
[229,] -46086.35610 -31108.61585
[230,] -12979.36213 -46086.35610
[231,] -14365.19382 -12979.36213
[232,] -6524.14959 -14365.19382
[233,] -25807.28218 -6524.14959
[234,] -34846.64855 -25807.28218
[235,] -38480.51080 -34846.64855
[236,] 77190.57039 -38480.51080
[237,] -23044.85046 77190.57039
[238,] -23756.32907 -23044.85046
[239,] -24554.23488 -23756.32907
[240,] 13906.46331 -24554.23488
[241,] 33979.22039 13906.46331
[242,] -32932.26549 33979.22039
[243,] -15348.36736 -32932.26549
[244,] -10175.50483 -15348.36736
[245,] -4244.16315 -10175.50483
[246,] -20265.88819 -4244.16315
[247,] 23035.10016 -20265.88819
[248,] 10573.51816 23035.10016
[249,] -15282.42780 10573.51816
[250,] 30193.30635 -15282.42780
[251,] -22209.96158 30193.30635
[252,] -6766.46499 -22209.96158
[253,] 17575.32512 -6766.46499
[254,] 14186.73083 17575.32512
[255,] 7988.37735 14186.73083
[256,] -32897.74194 7988.37735
[257,] 2500.77470 -32897.74194
[258,] 1173.05800 2500.77470
[259,] -6617.85507 1173.05800
[260,] -20883.46274 -6617.85507
[261,] -35863.94759 -20883.46274
[262,] 10401.21640 -35863.94759
[263,] -30818.24742 10401.21640
[264,] -17145.88663 -30818.24742
[265,] -2555.59789 -17145.88663
[266,] -30210.16682 -2555.59789
[267,] -19257.98724 -30210.16682
[268,] 32726.98859 -19257.98724
[269,] -34446.12780 32726.98859
[270,] 14438.34239 -34446.12780
[271,] -3916.97208 14438.34239
[272,] 10386.33949 -3916.97208
[273,] -6270.36530 10386.33949
[274,] 1401.52027 -6270.36530
[275,] -30296.73442 1401.52027
[276,] 6986.41233 -30296.73442
[277,] -6337.85670 6986.41233
[278,] -1122.27013 -6337.85670
[279,] 15118.30849 -1122.27013
[280,] -14720.02149 15118.30849
[281,] 2930.80532 -14720.02149
[282,] 15415.98594 2930.80532
[283,] 9182.25295 15415.98594
[284,] 7099.11851 9182.25295
[285,] -23516.62002 7099.11851
[286,] 4129.42730 -23516.62002
[287,] -20009.97558 4129.42730
[288,] 5502.62624 -20009.97558
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -37676.22100 7691.76498
2 3061.03830 -37676.22100
3 -65005.64327 3061.03830
4 5517.77400 -65005.64327
5 -26557.05140 5517.77400
6 145254.63601 -26557.05140
7 -20126.57749 145254.63601
8 26614.53621 -20126.57749
9 -5084.03055 26614.53621
10 8653.10334 -5084.03055
11 43053.10233 8653.10334
12 -33363.52496 43053.10233
13 -1592.97903 -33363.52496
14 23133.63921 -1592.97903
15 24415.43587 23133.63921
16 5913.27512 24415.43587
17 4894.08588 5913.27512
18 40227.68239 4894.08588
19 -41674.49364 40227.68239
20 -39510.03518 -41674.49364
21 -17604.29252 -39510.03518
22 155547.69206 -17604.29252
23 15682.41917 155547.69206
24 -73211.53629 15682.41917
25 -82928.25436 -73211.53629
26 -6996.95235 -82928.25436
27 28928.30585 -6996.95235
28 10541.28795 28928.30585
29 6739.68323 10541.28795
30 -11243.26262 6739.68323
31 -6255.24228 -11243.26262
32 5622.56382 -6255.24228
33 17220.24273 5622.56382
34 -39023.56963 17220.24273
35 66027.96908 -39023.56963
36 21629.17510 66027.96908
37 43538.14618 21629.17510
38 125114.05611 43538.14618
39 2122.71768 125114.05611
40 17795.49581 2122.71768
41 23495.94952 17795.49581
42 -26129.80529 23495.94952
43 64611.70510 -26129.80529
44 66956.03840 64611.70510
45 -11240.80045 66956.03840
46 31893.38762 -11240.80045
47 -10599.26687 31893.38762
48 -12067.24611 -10599.26687
49 -32592.21065 -12067.24611
50 -24586.79703 -32592.21065
51 -15199.21329 -24586.79703
52 -31041.25624 -15199.21329
53 3707.70256 -31041.25624
54 -40250.76364 3707.70256
55 1515.98472 -40250.76364
56 -2972.74184 1515.98472
57 114467.24250 -2972.74184
58 -7648.77799 114467.24250
59 10182.93462 -7648.77799
60 23556.63341 10182.93462
61 -11857.56643 23556.63341
62 100995.06718 -11857.56643
63 17305.37016 100995.06718
64 -9329.21482 17305.37016
65 6687.17801 -9329.21482
66 31174.68800 6687.17801
67 42318.28391 31174.68800
68 -13835.54984 42318.28391
69 23081.63689 -13835.54984
70 49024.11369 23081.63689
71 52925.59829 49024.11369
72 16432.67250 52925.59829
73 -28578.29952 16432.67250
74 -3691.47843 -28578.29952
75 -40304.07375 -3691.47843
76 -95691.29965 -40304.07375
77 -9103.56146 -95691.29965
78 -9030.42395 -9103.56146
79 15365.59041 -9030.42395
80 -9525.21633 15365.59041
81 -70903.30802 -9525.21633
82 36164.25645 -70903.30802
83 52993.87268 36164.25645
84 -50472.14605 52993.87268
85 -60554.12486 -50472.14605
86 -11558.73875 -60554.12486
87 -2552.39266 -11558.73875
88 82924.60724 -2552.39266
89 42531.00679 82924.60724
90 -20202.66119 42531.00679
91 -20547.46738 -20202.66119
92 3000.50129 -20547.46738
93 -44240.72093 3000.50129
94 6855.44991 -44240.72093
95 64701.78170 6855.44991
96 38431.62761 64701.78170
97 -128013.55711 38431.62761
98 44500.24989 -128013.55711
99 -67042.88657 44500.24989
100 20263.23168 -67042.88657
101 15261.33854 20263.23168
102 56512.05918 15261.33854
103 -20945.69468 56512.05918
104 -22645.37184 -20945.69468
105 -38493.47146 -22645.37184
106 -15005.44249 -38493.47146
107 -20883.71420 -15005.44249
108 45540.06489 -20883.71420
109 -1684.78313 45540.06489
110 -23613.10626 -1684.78313
111 18316.58217 -23613.10626
112 -32617.11868 18316.58217
113 3954.85908 -32617.11868
114 -24649.24078 3954.85908
115 -27994.45709 -24649.24078
116 -32266.04776 -27994.45709
117 85412.37530 -32266.04776
118 -52719.19039 85412.37530
119 -33634.75516 -52719.19039
120 -1636.71772 -33634.75516
121 -10671.06706 -1636.71772
122 -17582.61098 -10671.06706
123 -113763.73628 -17582.61098
124 54611.73049 -113763.73628
125 15157.41350 54611.73049
126 11145.82880 15157.41350
127 -46548.21804 11145.82880
128 -28874.94625 -46548.21804
129 740.26637 -28874.94625
130 6714.59315 740.26637
131 -55515.04720 6714.59315
132 -1154.33226 -55515.04720
133 -36193.64535 -1154.33226
134 -47912.00389 -36193.64535
135 87458.71595 -47912.00389
136 11446.58445 87458.71595
137 48550.24426 11446.58445
138 -43865.15872 48550.24426
139 -16506.99405 -43865.15872
140 -6412.12381 -16506.99405
141 -14257.01785 -6412.12381
142 16834.68621 -14257.01785
143 11039.95408 16834.68621
144 -9799.64736 11039.95408
145 -39357.76549 -9799.64736
146 -28748.94231 -39357.76549
147 -18027.31104 -28748.94231
148 -14208.83071 -18027.31104
149 -18600.44717 -14208.83071
150 28474.60276 -18600.44717
151 5450.16956 28474.60276
152 11247.71344 5450.16956
153 42492.28827 11247.71344
154 -25411.85027 42492.28827
155 19227.55621 -25411.85027
156 3415.92862 19227.55621
157 -2350.42374 3415.92862
158 -29954.33382 -2350.42374
159 36572.36229 -29954.33382
160 96883.56931 36572.36229
161 -43475.98064 96883.56931
162 11922.47535 -43475.98064
163 50330.01844 11922.47535
164 -7249.39938 50330.01844
165 -3918.58377 -7249.39938
166 -26969.60095 -3918.58377
167 29164.66579 -26969.60095
168 616.20990 29164.66579
169 124757.91852 616.20990
170 82069.27059 124757.91852
171 -31807.48423 82069.27059
172 67321.57237 -31807.48423
173 4512.56339 67321.57237
174 -189125.83115 4512.56339
175 52027.85631 -189125.83115
176 -14209.95072 52027.85631
177 9064.46656 -14209.95072
178 -48609.55956 9064.46656
179 22484.36620 -48609.55956
180 -3753.54420 22484.36620
181 -56269.20740 -3753.54420
182 3691.86153 -56269.20740
183 42172.07235 3691.86153
184 43758.53133 42172.07235
185 -5483.12674 43758.53133
186 17274.11682 -5483.12674
187 9487.24129 17274.11682
188 35968.21531 9487.24129
189 -31066.57083 35968.21531
190 23216.00889 -31066.57083
191 31043.81856 23216.00889
192 -31671.12978 31043.81856
193 -74699.30829 -31671.12978
194 4568.09521 -74699.30829
195 3791.13808 4568.09521
196 3950.41994 3791.13808
197 -9085.46635 3950.41994
198 -594.08285 -9085.46635
199 -17318.53338 -594.08285
200 7694.33451 -17318.53338
201 -21493.49596 7694.33451
202 27929.52302 -21493.49596
203 10662.55265 27929.52302
204 -15017.16059 10662.55265
205 -16662.34962 -15017.16059
206 -6016.11011 -16662.34962
207 82314.64831 -6016.11011
208 41605.08040 82314.64831
209 20804.79395 41605.08040
210 21829.03697 20804.79395
211 26443.49540 21829.03697
212 -25039.24020 26443.49540
213 409.17948 -25039.24020
214 -6379.82543 409.17948
215 -8689.71863 -6379.82543
216 -19794.08642 -8689.71863
217 -15552.60179 -19794.08642
218 -10643.06176 -15552.60179
219 25140.46839 -10643.06176
220 -9124.25244 25140.46839
221 -4231.51876 -9124.25244
222 -41001.24596 -4231.51876
223 -13532.29049 -41001.24596
224 -15560.97031 -13532.29049
225 23538.36076 -15560.97031
226 -43.37481 23538.36076
227 -31573.96746 -43.37481
228 -31108.61585 -31573.96746
229 -46086.35610 -31108.61585
230 -12979.36213 -46086.35610
231 -14365.19382 -12979.36213
232 -6524.14959 -14365.19382
233 -25807.28218 -6524.14959
234 -34846.64855 -25807.28218
235 -38480.51080 -34846.64855
236 77190.57039 -38480.51080
237 -23044.85046 77190.57039
238 -23756.32907 -23044.85046
239 -24554.23488 -23756.32907
240 13906.46331 -24554.23488
241 33979.22039 13906.46331
242 -32932.26549 33979.22039
243 -15348.36736 -32932.26549
244 -10175.50483 -15348.36736
245 -4244.16315 -10175.50483
246 -20265.88819 -4244.16315
247 23035.10016 -20265.88819
248 10573.51816 23035.10016
249 -15282.42780 10573.51816
250 30193.30635 -15282.42780
251 -22209.96158 30193.30635
252 -6766.46499 -22209.96158
253 17575.32512 -6766.46499
254 14186.73083 17575.32512
255 7988.37735 14186.73083
256 -32897.74194 7988.37735
257 2500.77470 -32897.74194
258 1173.05800 2500.77470
259 -6617.85507 1173.05800
260 -20883.46274 -6617.85507
261 -35863.94759 -20883.46274
262 10401.21640 -35863.94759
263 -30818.24742 10401.21640
264 -17145.88663 -30818.24742
265 -2555.59789 -17145.88663
266 -30210.16682 -2555.59789
267 -19257.98724 -30210.16682
268 32726.98859 -19257.98724
269 -34446.12780 32726.98859
270 14438.34239 -34446.12780
271 -3916.97208 14438.34239
272 10386.33949 -3916.97208
273 -6270.36530 10386.33949
274 1401.52027 -6270.36530
275 -30296.73442 1401.52027
276 6986.41233 -30296.73442
277 -6337.85670 6986.41233
278 -1122.27013 -6337.85670
279 15118.30849 -1122.27013
280 -14720.02149 15118.30849
281 2930.80532 -14720.02149
282 15415.98594 2930.80532
283 9182.25295 15415.98594
284 7099.11851 9182.25295
285 -23516.62002 7099.11851
286 4129.42730 -23516.62002
287 -20009.97558 4129.42730
288 5502.62624 -20009.97558
> 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/7fd0g1324044291.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/8lfrb1324044291.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/9en161324044291.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/10vlh51324044291.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11zga41324044291.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12xbd71324044291.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13ixsc1324044291.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/141nhh1324044291.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/150hxl1324044291.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/16wowb1324044291.tab")
+ }
>
> try(system("convert tmp/1qzwp1324044291.ps tmp/1qzwp1324044291.png",intern=TRUE))
character(0)
> try(system("convert tmp/2s7ka1324044291.ps tmp/2s7ka1324044291.png",intern=TRUE))
character(0)
> try(system("convert tmp/3aez41324044291.ps tmp/3aez41324044291.png",intern=TRUE))
character(0)
> try(system("convert tmp/44g191324044291.ps tmp/44g191324044291.png",intern=TRUE))
character(0)
> try(system("convert tmp/5a7jk1324044291.ps tmp/5a7jk1324044291.png",intern=TRUE))
character(0)
> try(system("convert tmp/6t4v41324044291.ps tmp/6t4v41324044291.png",intern=TRUE))
character(0)
> try(system("convert tmp/7fd0g1324044291.ps tmp/7fd0g1324044291.png",intern=TRUE))
character(0)
> try(system("convert tmp/8lfrb1324044291.ps tmp/8lfrb1324044291.png",intern=TRUE))
character(0)
> try(system("convert tmp/9en161324044291.ps tmp/9en161324044291.png",intern=TRUE))
character(0)
> try(system("convert tmp/10vlh51324044291.ps tmp/10vlh51324044291.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
8.085 0.654 8.771