R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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> x <- array(list(210907
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+ ,4913
+ ,89113
+ ,30
+ ,32
+ ,82206
+ ,2650
+ ,91005
+ ,36
+ ,23
+ ,32073
+ ,2370
+ ,40248
+ ,34
+ ,7
+ ,5444
+ ,775
+ ,64187
+ ,36
+ ,54
+ ,20154
+ ,5576
+ ,50857
+ ,34
+ ,37
+ ,36944
+ ,1352
+ ,56613
+ ,37
+ ,35
+ ,8019
+ ,3080
+ ,62792
+ ,46
+ ,51
+ ,30884
+ ,10205
+ ,72535
+ ,44
+ ,39
+ ,19540
+ ,6095)
+ ,dim=c(5
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'compendium_views_pr'
+ ,'feedback_messages_p120'
+ ,'totsize'
+ ,'totrevisions')
+ ,1:289))
> y <- array(NA,dim=c(5,289),dimnames=list(c('time_in_rfc','compendium_views_pr','feedback_messages_p120','totsize','totrevisions'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '4'
> 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
totsize time_in_rfc compendium_views_pr feedback_messages_p120 totrevisions
1 112285 210907 81 94 24188
2 84786 120982 55 103 18273
3 83123 176508 50 93 14130
4 101193 179321 125 103 32287
5 38361 123185 40 51 8654
6 68504 52746 37 70 9245
7 119182 385534 63 91 33251
8 22807 33170 44 22 1271
9 17140 101645 88 38 5279
10 116174 149061 66 93 27101
11 57635 165446 57 60 16373
12 66198 237213 74 123 19716
13 71701 173326 49 148 17753
14 57793 133131 52 90 9028
15 80444 258873 88 124 18653
16 53855 180083 36 70 8828
17 97668 324799 108 168 29498
18 133824 230964 43 115 27563
19 101481 236785 75 71 18293
20 99645 135473 32 66 22530
21 114789 202925 44 134 15977
22 99052 215147 85 117 35082
23 67654 344297 86 108 16116
24 65553 153935 56 84 15849
25 97500 132943 50 156 16026
26 69112 174724 135 120 26569
27 82753 174415 63 114 24785
28 85323 225548 81 94 17569
29 72654 223632 52 120 23825
30 30727 124817 44 81 7869
31 77873 221698 113 110 14975
32 117478 210767 39 133 37791
33 74007 170266 73 122 9605
34 90183 260561 48 158 27295
35 61542 84853 33 109 2746
36 101494 294424 59 124 34461
37 27570 101011 41 39 8098
38 55813 215641 69 92 4787
39 79215 325107 64 126 24919
40 1423 7176 1 0 603
41 55461 167542 59 70 16329
42 31081 106408 32 37 12558
43 22996 96560 129 38 7784
44 83122 265769 37 120 28522
45 70106 269651 31 93 22265
46 60578 149112 65 95 14459
47 39992 175824 107 77 14526
48 79892 152871 74 90 22240
49 49810 111665 54 80 11802
50 71570 116408 76 31 7623
51 100708 362301 715 110 11912
52 33032 78800 57 66 7935
53 82875 183167 66 138 18220
54 139077 277965 106 133 19199
55 71595 150629 54 113 19918
56 72260 168809 32 100 21884
57 5950 24188 20 7 2694
58 115762 329267 71 140 15808
59 32551 65029 21 61 3597
60 31701 101097 70 41 5296
61 80670 218946 112 96 25239
62 143558 244052 66 164 29801
63 117105 341570 190 78 18450
64 23789 103597 66 49 7132
65 120733 233328 165 102 34861
66 105195 256462 56 124 35940
67 73107 206161 61 99 16688
68 132068 311473 53 129 24683
69 149193 235800 127 62 46230
70 46821 177939 63 73 10387
71 87011 207176 38 114 21436
72 95260 196553 50 99 30546
73 55183 174184 52 70 19746
74 106671 143246 42 104 15977
75 73511 187559 76 116 22583
76 92945 187681 67 91 17274
77 78664 119016 50 74 16469
78 70054 182192 53 138 14251
79 22618 73566 39 67 3007
80 74011 194979 50 151 16851
81 83737 167488 77 72 21113
82 69094 143756 57 120 17401
83 93133 275541 73 115 23958
84 95536 243199 34 105 23567
85 225920 182999 39 104 13065
86 62133 135649 46 108 15358
87 61370 152299 63 98 14587
88 43836 120221 35 69 12770
89 106117 346485 106 111 24021
90 38692 145790 43 99 9648
91 84651 193339 47 71 20537
92 56622 80953 31 27 7905
93 15986 122774 162 69 4527
94 95364 130585 57 107 30495
95 26706 112611 36 73 7117
96 89691 286468 263 107 17719
97 67267 241066 78 93 27056
98 126846 148446 63 129 33473
99 41140 204713 54 69 9758
100 102860 182079 63 118 21115
101 51715 140344 77 73 7236
102 55801 220516 79 119 13790
103 111813 243060 110 104 32902
104 120293 162765 56 107 25131
105 138599 182613 56 99 30910
106 161647 232138 43 90 35947
107 115929 265318 111 197 29848
108 24266 85574 71 36 6943
109 162901 310839 62 85 42705
110 109825 225060 56 139 31808
111 129838 232317 74 106 26675
112 37510 144966 60 50 8435
113 43750 43287 43 64 7409
114 40652 155754 68 31 14993
115 87771 164709 53 63 36867
116 85872 201940 87 92 33835
117 89275 235454 46 106 24164
118 44418 220801 105 63 12607
119 192565 99466 32 69 22609
120 35232 92661 133 41 5892
121 40909 133328 79 56 17014
122 13294 61361 51 25 5394
123 32387 125930 207 65 9178
124 140867 100750 67 93 6440
125 120662 224549 47 114 21916
126 21233 82316 34 38 4011
127 44332 102010 66 44 5818
128 61056 101523 76 87 18647
129 101338 243511 65 110 20556
130 1168 22938 9 0 238
131 13497 41566 42 27 70
132 65567 152474 45 83 22392
133 25162 61857 25 30 3913
134 32334 99923 115 80 12237
135 40735 132487 97 98 8388
136 91413 317394 53 82 22120
137 855 21054 2 0 338
138 97068 209641 52 60 11727
139 44339 22648 44 28 3704
140 14116 31414 22 9 3988
141 10288 46698 35 33 3030
142 65622 131698 74 59 13520
143 16563 91735 103 49 1421
144 76643 244749 144 115 20923
145 110681 184510 60 140 20237
146 29011 79863 134 49 3219
147 92696 128423 89 120 3769
148 94785 97839 42 66 12252
149 8773 38214 52 21 1888
150 83209 151101 98 124 14497
151 93815 272458 99 152 28864
152 86687 172494 52 139 21721
153 34553 108043 29 38 4821
154 105547 328107 125 144 33644
155 103487 250579 106 120 15923
156 213688 351067 95 160 42935
157 71220 158015 40 114 18864
158 23517 98866 140 39 4977
159 56926 85439 43 78 7785
160 91721 229242 128 119 17939
161 115168 351619 142 141 23436
162 111194 84207 73 101 325
163 51009 120445 72 56 13539
164 135777 324598 128 133 34538
165 51513 131069 61 83 12198
166 74163 204271 73 116 26924
167 51633 165543 148 90 12716
168 75345 141722 64 36 8172
169 33416 116048 45 50 10855
170 83305 250047 58 61 11932
171 98952 299775 97 97 14300
172 102372 195838 50 98 25515
173 37238 173260 37 78 2805
174 103772 254488 50 117 29402
175 123969 104389 105 148 16440
176 27142 136084 69 41 11221
177 135400 199476 46 105 28732
178 21399 92499 57 55 5250
179 130115 224330 52 132 28608
180 24874 135781 98 44 8092
181 34988 74408 61 21 4473
182 45549 81240 89 50 1572
183 6023 14688 0 0 2065
184 64466 181633 48 73 14817
185 54990 271856 91 86 16714
186 1644 7199 0 0 556
187 6179 46660 7 13 2089
188 3926 17547 3 4 2658
189 32755 133368 54 57 10695
190 34777 95227 70 48 1669
191 73224 152601 36 46 16267
192 27114 98146 37 48 7768
193 20760 79619 123 32 7252
194 37636 59194 247 68 6387
195 65461 139942 46 87 18715
196 30080 118612 72 43 7936
197 24094 72880 41 67 8643
198 69008 65475 24 46 7294
199 54968 99643 45 46 4570
200 46090 71965 33 56 7185
201 27507 77272 27 48 10058
202 10672 49289 36 44 2342
203 34029 135131 87 60 8509
204 46300 108446 90 65 13275
205 24760 89746 114 55 6816
206 18779 44296 31 38 1930
207 21280 77648 45 52 8086
208 40662 181528 69 60 10737
209 28987 134019 51 54 8033
210 22827 124064 34 86 7058
211 18513 92630 60 24 6782
212 30594 121848 45 52 5401
213 24006 52915 54 49 6521
214 27913 81872 25 61 10856
215 42744 58981 38 61 2154
216 12934 53515 52 81 6117
217 22574 60812 67 43 5238
218 41385 56375 74 40 4820
219 18653 65490 38 40 5615
220 18472 80949 30 56 4272
221 30976 76302 26 68 8702
222 63339 104011 67 79 15340
223 25568 98104 132 47 8030
224 33747 67989 42 57 9526
225 4154 30989 35 41 1278
226 19474 135458 118 29 4236
227 35130 73504 68 3 3023
228 39067 63123 43 60 7196
229 13310 61254 76 30 3394
230 65892 74914 64 79 6371
231 4143 31774 48 47 1574
232 28579 81437 64 40 9620
233 51776 87186 56 48 6978
234 21152 50090 71 36 4911
235 38084 65745 75 42 8645
236 27717 56653 39 49 8987
237 32928 158399 42 57 5544
238 11342 46455 39 12 3083
239 19499 73624 93 40 6909
240 16380 38395 38 43 3189
241 36874 91899 60 33 6745
242 48259 139526 71 77 16724
243 16734 52164 52 43 4850
244 28207 51567 27 45 7025
245 30143 70551 59 47 6047
246 41369 84856 40 43 7377
247 45833 102538 79 45 9078
248 29156 86678 44 50 4605
249 35944 85709 65 35 3238
250 36278 34662 10 7 8100
251 45588 150580 124 71 9653
252 45097 99611 81 67 8914
253 3895 19349 15 0 786
254 28394 99373 92 62 6700
255 18632 86230 42 54 5788
256 2325 30837 10 4 593
257 25139 31706 24 25 4506
258 27975 89806 64 40 6382
259 14483 62088 45 38 5621
260 13127 40151 22 19 3997
261 5839 27634 56 17 520
262 24069 76990 94 67 8891
263 3738 37460 19 14 999
264 18625 54157 35 30 7067
265 36341 49862 32 54 4639
266 24548 84337 35 35 5654
267 21792 64175 48 59 6928
268 26263 59382 49 24 1514
269 23686 119308 48 58 9238
270 49303 76702 62 42 8204
271 25659 103425 96 46 5926
272 28904 70344 45 61 5785
273 2781 43410 63 3 4
274 29236 104838 71 52 5930
275 19546 62215 26 25 3710
276 22818 69304 48 40 705
277 32689 53117 29 32 443
278 5752 19764 19 4 2416
279 22197 86680 45 49 7747
280 20055 84105 45 63 5432
281 25272 77945 67 67 4913
282 82206 89113 30 32 2650
283 32073 91005 36 23 2370
284 5444 40248 34 7 775
285 20154 64187 36 54 5576
286 36944 50857 34 37 1352
287 8019 56613 37 35 3080
288 30884 62792 46 51 10205
289 19540 72535 44 39 6095
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) time_in_rfc compendium_views_pr
1284.69927 0.08112 -11.57040
feedback_messages_p120 totrevisions
293.82542 1.92670
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-34910 -12531 -5229 8853 154512
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1284.69927 2886.32705 0.445 0.65659
time_in_rfc 0.08112 0.03015 2.690 0.00757 **
compendium_views_pr -11.57040 27.12478 -0.427 0.67002
feedback_messages_p120 293.82542 54.81601 5.360 1.72e-07 ***
totrevisions 1.92670 0.22716 8.482 1.24e-15 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 21730 on 284 degrees of freedom
Multiple R-squared: 0.715, Adjusted R-squared: 0.711
F-statistic: 178.2 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,] 0.247306462 4.946129e-01 7.526935e-01
[2,] 0.137653897 2.753078e-01 8.623461e-01
[3,] 0.073246590 1.464932e-01 9.267534e-01
[4,] 0.047841585 9.568317e-02 9.521584e-01
[5,] 0.072892695 1.457854e-01 9.271073e-01
[6,] 0.061803741 1.236075e-01 9.381963e-01
[7,] 0.043519965 8.703993e-02 9.564800e-01
[8,] 0.036678376 7.335675e-02 9.633216e-01
[9,] 0.020191751 4.038350e-02 9.798082e-01
[10,] 0.011429816 2.285963e-02 9.885702e-01
[11,] 0.009090695 1.818139e-02 9.909093e-01
[12,] 0.031844059 6.368812e-02 9.681559e-01
[13,] 0.022058637 4.411727e-02 9.779414e-01
[14,] 0.056154511 1.123090e-01 9.438455e-01
[15,] 0.090442863 1.808857e-01 9.095571e-01
[16,] 0.064499893 1.289998e-01 9.355001e-01
[17,] 0.047850126 9.570025e-02 9.521499e-01
[18,] 0.035454291 7.090858e-02 9.645457e-01
[19,] 0.025639963 5.127993e-02 9.743600e-01
[20,] 0.026087858 5.217572e-02 9.739121e-01
[21,] 0.022206729 4.441346e-02 9.777933e-01
[22,] 0.044019410 8.803882e-02 9.559806e-01
[23,] 0.052657983 1.053160e-01 9.473420e-01
[24,] 0.058308547 1.166171e-01 9.416915e-01
[25,] 0.061904500 1.238090e-01 9.380955e-01
[26,] 0.053303771 1.066075e-01 9.466962e-01
[27,] 0.062046951 1.240939e-01 9.379530e-01
[28,] 0.051327774 1.026555e-01 9.486722e-01
[29,] 0.050591655 1.011833e-01 9.494083e-01
[30,] 0.053880426 1.077609e-01 9.461196e-01
[31,] 0.041379119 8.275824e-02 9.586209e-01
[32,] 0.043652692 8.730538e-02 9.563473e-01
[33,] 0.053717039 1.074341e-01 9.462830e-01
[34,] 0.044147513 8.829503e-02 9.558525e-01
[35,] 0.045366901 9.073380e-02 9.546331e-01
[36,] 0.035131242 7.026248e-02 9.648688e-01
[37,] 0.039760726 7.952145e-02 9.602393e-01
[38,] 0.036734135 7.346827e-02 9.632659e-01
[39,] 0.028346940 5.669388e-02 9.716531e-01
[40,] 0.026963121 5.392624e-02 9.730369e-01
[41,] 0.020090681 4.018136e-02 9.799093e-01
[42,] 0.015462409 3.092482e-02 9.845376e-01
[43,] 0.032925038 6.585008e-02 9.670750e-01
[44,] 0.042483662 8.496732e-02 9.575163e-01
[45,] 0.036894009 7.378802e-02 9.631060e-01
[46,] 0.028609644 5.721929e-02 9.713904e-01
[47,] 0.091523189 1.830464e-01 9.084768e-01
[48,] 0.078030803 1.560616e-01 9.219692e-01
[49,] 0.066078529 1.321571e-01 9.339215e-01
[50,] 0.056624524 1.132490e-01 9.433755e-01
[51,] 0.062095890 1.241918e-01 9.379041e-01
[52,] 0.049652072 9.930414e-02 9.503479e-01
[53,] 0.039464901 7.892980e-02 9.605351e-01
[54,] 0.032452406 6.490481e-02 9.675476e-01
[55,] 0.038279379 7.655876e-02 9.617206e-01
[56,] 0.056991889 1.139838e-01 9.430081e-01
[57,] 0.051951879 1.039038e-01 9.480481e-01
[58,] 0.044495688 8.899138e-02 9.555043e-01
[59,] 0.039954730 7.990946e-02 9.600453e-01
[60,] 0.031903178 6.380636e-02 9.680968e-01
[61,] 0.037285554 7.457111e-02 9.627144e-01
[62,] 0.047232700 9.446540e-02 9.527673e-01
[63,] 0.039844440 7.968888e-02 9.601556e-01
[64,] 0.032131379 6.426276e-02 9.678686e-01
[65,] 0.026038110 5.207622e-02 9.739619e-01
[66,] 0.024215690 4.843138e-02 9.757843e-01
[67,] 0.038114809 7.622962e-02 9.618852e-01
[68,] 0.035829090 7.165818e-02 9.641709e-01
[69,] 0.034406166 6.881233e-02 9.655938e-01
[70,] 0.031196667 6.239333e-02 9.688033e-01
[71,] 0.026815344 5.363069e-02 9.731847e-01
[72,] 0.022779799 4.555960e-02 9.772202e-01
[73,] 0.021165493 4.233099e-02 9.788345e-01
[74,] 0.017348551 3.469710e-02 9.826514e-01
[75,] 0.014477934 2.895587e-02 9.855221e-01
[76,] 0.011687993 2.337599e-02 9.883120e-01
[77,] 0.009214021 1.842804e-02 9.907860e-01
[78,] 0.991698312 1.660338e-02 8.301688e-03
[79,] 0.990094462 1.981108e-02 9.905538e-03
[80,] 0.987923251 2.415350e-02 1.207675e-02
[81,] 0.985938020 2.812396e-02 1.406198e-02
[82,] 0.982354871 3.529026e-02 1.764513e-02
[83,] 0.982723012 3.455398e-02 1.727699e-02
[84,] 0.979010422 4.197916e-02 2.098958e-02
[85,] 0.979492128 4.101574e-02 2.050787e-02
[86,] 0.980352658 3.929468e-02 1.964734e-02
[87,] 0.976279684 4.744063e-02 2.372032e-02
[88,] 0.975502727 4.899455e-02 2.449727e-02
[89,] 0.971038225 5.792355e-02 2.896177e-02
[90,] 0.976731085 4.653783e-02 2.326892e-02
[91,] 0.974095946 5.180811e-02 2.590405e-02
[92,] 0.971663585 5.667283e-02 2.833641e-02
[93,] 0.967583106 6.483379e-02 3.241689e-02
[94,] 0.960843921 7.831216e-02 3.915608e-02
[95,] 0.962774944 7.445011e-02 3.722506e-02
[96,] 0.955165972 8.966806e-02 4.483403e-02
[97,] 0.958723655 8.255269e-02 4.127634e-02
[98,] 0.968599462 6.280108e-02 3.140054e-02
[99,] 0.984239873 3.152025e-02 1.576013e-02
[100,] 0.984296615 3.140677e-02 1.570338e-02
[101,] 0.981209146 3.758171e-02 1.879085e-02
[102,] 0.984679688 3.064062e-02 1.532031e-02
[103,] 0.982322807 3.535439e-02 1.767719e-02
[104,] 0.984475895 3.104821e-02 1.552411e-02
[105,] 0.981200128 3.759974e-02 1.879987e-02
[106,] 0.977084284 4.583143e-02 2.291572e-02
[107,] 0.973622464 5.275507e-02 2.637754e-02
[108,] 0.971042026 5.791595e-02 2.895797e-02
[109,] 0.971083097 5.783381e-02 2.891690e-02
[110,] 0.966371187 6.725763e-02 3.362881e-02
[111,] 0.963378286 7.324343e-02 3.662171e-02
[112,] 0.999993196 1.360832e-05 6.804162e-06
[113,] 0.999990572 1.885609e-05 9.428044e-06
[114,] 0.999989422 2.115637e-05 1.057819e-05
[115,] 0.999985965 2.807096e-05 1.403548e-05
[116,] 0.999981704 3.659156e-05 1.829578e-05
[117,] 0.999999986 2.782083e-08 1.391041e-08
[118,] 0.999999988 2.329414e-08 1.164707e-08
[119,] 0.999999982 3.578410e-08 1.789205e-08
[120,] 0.999999974 5.115065e-08 2.557533e-08
[121,] 0.999999962 7.683389e-08 3.841695e-08
[122,] 0.999999942 1.151855e-07 5.759275e-08
[123,] 0.999999911 1.788569e-07 8.942845e-08
[124,] 0.999999859 2.814232e-07 1.407116e-07
[125,] 0.999999818 3.641843e-07 1.820922e-07
[126,] 0.999999717 5.659311e-07 2.829656e-07
[127,] 0.999999724 5.514328e-07 2.757164e-07
[128,] 0.999999683 6.338603e-07 3.169302e-07
[129,] 0.999999519 9.616423e-07 4.808212e-07
[130,] 0.999999273 1.454247e-06 7.271233e-07
[131,] 0.999999724 5.526165e-07 2.763082e-07
[132,] 0.999999800 4.006204e-07 2.003102e-07
[133,] 0.999999694 6.110081e-07 3.055040e-07
[134,] 0.999999577 8.451661e-07 4.225831e-07
[135,] 0.999999446 1.108133e-06 5.540667e-07
[136,] 0.999999216 1.567431e-06 7.837155e-07
[137,] 0.999999094 1.812880e-06 9.064398e-07
[138,] 0.999998821 2.357816e-06 1.178908e-06
[139,] 0.999998228 3.544793e-06 1.772396e-06
[140,] 0.999999201 1.598545e-06 7.992725e-07
[141,] 0.999999833 3.344004e-07 1.672002e-07
[142,] 0.999999745 5.092633e-07 2.546317e-07
[143,] 0.999999616 7.682160e-07 3.841080e-07
[144,] 0.999999762 4.751181e-07 2.375591e-07
[145,] 0.999999686 6.288543e-07 3.144272e-07
[146,] 0.999999515 9.698823e-07 4.849412e-07
[147,] 0.999999717 5.655962e-07 2.827981e-07
[148,] 0.999999637 7.262276e-07 3.631138e-07
[149,] 0.999999987 2.658475e-08 1.329238e-08
[150,] 0.999999982 3.631493e-08 1.815747e-08
[151,] 0.999999971 5.809027e-08 2.904514e-08
[152,] 0.999999958 8.360571e-08 4.180285e-08
[153,] 0.999999933 1.341026e-07 6.705130e-08
[154,] 0.999999893 2.133880e-07 1.066940e-07
[155,] 1.000000000 2.536141e-10 1.268070e-10
[156,] 1.000000000 4.483764e-10 2.241882e-10
[157,] 1.000000000 7.564705e-10 3.782352e-10
[158,] 0.999999999 1.255726e-09 6.278630e-10
[159,] 1.000000000 6.982698e-10 3.491349e-10
[160,] 0.999999999 1.033628e-09 5.168142e-10
[161,] 1.000000000 2.086648e-10 1.043324e-10
[162,] 1.000000000 2.948681e-10 1.474340e-10
[163,] 1.000000000 2.447794e-10 1.223897e-10
[164,] 1.000000000 1.806779e-10 9.033893e-11
[165,] 1.000000000 2.865922e-10 1.432961e-10
[166,] 1.000000000 5.044492e-10 2.522246e-10
[167,] 1.000000000 8.434066e-10 4.217033e-10
[168,] 1.000000000 3.013981e-11 1.506990e-11
[169,] 1.000000000 2.982787e-11 1.491393e-11
[170,] 1.000000000 3.141228e-12 1.570614e-12
[171,] 1.000000000 4.858919e-12 2.429460e-12
[172,] 1.000000000 5.911218e-13 2.955609e-13
[173,] 1.000000000 7.924905e-13 3.962452e-13
[174,] 1.000000000 1.151455e-12 5.757273e-13
[175,] 1.000000000 7.570481e-13 3.785240e-13
[176,] 1.000000000 1.444096e-12 7.220479e-13
[177,] 1.000000000 2.450563e-12 1.225282e-12
[178,] 1.000000000 2.561975e-12 1.280988e-12
[179,] 1.000000000 4.749424e-12 2.374712e-12
[180,] 1.000000000 7.465993e-12 3.732997e-12
[181,] 1.000000000 1.222390e-11 6.111951e-12
[182,] 1.000000000 1.730619e-11 8.653096e-12
[183,] 1.000000000 2.688819e-11 1.344410e-11
[184,] 1.000000000 2.167831e-11 1.083915e-11
[185,] 1.000000000 3.722194e-11 1.861097e-11
[186,] 1.000000000 6.324277e-11 3.162138e-11
[187,] 1.000000000 8.023693e-11 4.011846e-11
[188,] 1.000000000 1.373446e-10 6.867232e-11
[189,] 1.000000000 2.457863e-10 1.228932e-10
[190,] 1.000000000 3.445298e-10 1.722649e-10
[191,] 1.000000000 2.110562e-11 1.055281e-11
[192,] 1.000000000 8.452039e-12 4.226019e-12
[193,] 1.000000000 9.298574e-12 4.649287e-12
[194,] 1.000000000 1.642161e-11 8.210805e-12
[195,] 1.000000000 2.607993e-11 1.303997e-11
[196,] 1.000000000 4.836109e-11 2.418054e-11
[197,] 1.000000000 9.108640e-11 4.554320e-11
[198,] 1.000000000 1.629286e-10 8.146432e-11
[199,] 1.000000000 3.232725e-10 1.616362e-10
[200,] 1.000000000 4.735364e-10 2.367682e-10
[201,] 1.000000000 7.874413e-10 3.937207e-10
[202,] 0.999999999 1.148784e-09 5.743922e-10
[203,] 1.000000000 8.181316e-10 4.090658e-10
[204,] 0.999999999 1.213680e-09 6.068401e-10
[205,] 0.999999999 2.122241e-09 1.061120e-09
[206,] 0.999999998 4.046034e-09 2.023017e-09
[207,] 0.999999997 5.534234e-09 2.767117e-09
[208,] 0.999999998 4.378304e-09 2.189152e-09
[209,] 0.999999998 4.381449e-09 2.190725e-09
[210,] 0.999999996 8.467806e-09 4.233903e-09
[211,] 0.999999997 6.501512e-09 3.250756e-09
[212,] 0.999999995 1.075548e-08 5.377741e-09
[213,] 0.999999993 1.432909e-08 7.164546e-09
[214,] 0.999999988 2.394299e-08 1.197149e-08
[215,] 0.999999986 2.892739e-08 1.446370e-08
[216,] 0.999999973 5.399832e-08 2.699916e-08
[217,] 0.999999949 1.022625e-07 5.113123e-08
[218,] 0.999999931 1.388426e-07 6.942132e-08
[219,] 0.999999905 1.897843e-07 9.489214e-08
[220,] 0.999999908 1.834712e-07 9.173561e-08
[221,] 0.999999850 3.000216e-07 1.500108e-07
[222,] 0.999999738 5.233774e-07 2.616887e-07
[223,] 0.999999973 5.386325e-08 2.693162e-08
[224,] 0.999999958 8.350081e-08 4.175040e-08
[225,] 0.999999920 1.599373e-07 7.996863e-08
[226,] 0.999999946 1.077790e-07 5.388951e-08
[227,] 0.999999893 2.132503e-07 1.066251e-07
[228,] 0.999999858 2.845280e-07 1.422640e-07
[229,] 0.999999723 5.540292e-07 2.770146e-07
[230,] 0.999999799 4.026720e-07 2.013360e-07
[231,] 0.999999629 7.414235e-07 3.707117e-07
[232,] 0.999999289 1.422954e-06 7.114771e-07
[233,] 0.999998623 2.754512e-06 1.377256e-06
[234,] 0.999997499 5.001552e-06 2.500776e-06
[235,] 0.999995755 8.490797e-06 4.245398e-06
[236,] 0.999992188 1.562410e-05 7.812050e-06
[237,] 0.999985965 2.806911e-05 1.403455e-05
[238,] 0.999975508 4.898462e-05 2.449231e-05
[239,] 0.999961047 7.790527e-05 3.895263e-05
[240,] 0.999947771 1.044575e-04 5.222875e-05
[241,] 0.999907593 1.848138e-04 9.240688e-05
[242,] 0.999863441 2.731174e-04 1.365587e-04
[243,] 0.999905461 1.890774e-04 9.453871e-05
[244,] 0.999831961 3.360786e-04 1.680393e-04
[245,] 0.999790803 4.183939e-04 2.091970e-04
[246,] 0.999640539 7.189229e-04 3.594615e-04
[247,] 0.999378601 1.242798e-03 6.213992e-04
[248,] 0.999273901 1.452197e-03 7.260986e-04
[249,] 0.999049518 1.900963e-03 9.504817e-04
[250,] 0.998715563 2.568874e-03 1.284437e-03
[251,] 0.997813130 4.373739e-03 2.186870e-03
[252,] 0.996625423 6.749155e-03 3.374577e-03
[253,] 0.994497312 1.100538e-02 5.502688e-03
[254,] 0.991107639 1.778472e-02 8.892361e-03
[255,] 0.986733357 2.653329e-02 1.326664e-02
[256,] 0.984883360 3.023328e-02 1.511664e-02
[257,] 0.976444269 4.711146e-02 2.355573e-02
[258,] 0.970677001 5.864600e-02 2.932300e-02
[259,] 0.958892743 8.221451e-02 4.110726e-02
[260,] 0.939070955 1.218581e-01 6.092905e-02
[261,] 0.913889791 1.722204e-01 8.611021e-02
[262,] 0.936881183 1.262376e-01 6.311882e-02
[263,] 0.968951316 6.209737e-02 3.104868e-02
[264,] 0.954382412 9.123518e-02 4.561759e-02
[265,] 0.928174533 1.436509e-01 7.182547e-02
[266,] 0.897119406 2.057612e-01 1.028806e-01
[267,] 0.846229975 3.075400e-01 1.537700e-01
[268,] 0.806430967 3.871381e-01 1.935690e-01
[269,] 0.724024759 5.519505e-01 2.759752e-01
[270,] 0.624383215 7.512336e-01 3.756168e-01
[271,] 0.506029053 9.879419e-01 4.939709e-01
[272,] 0.420999224 8.419984e-01 5.790008e-01
[273,] 0.431814518 8.636290e-01 5.681855e-01
[274,] 0.429521617 8.590432e-01 5.704784e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1bq2i1324138735.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/25pga1324138735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3i4dm1324138735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4unec1324138735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5ya4l1324138735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 289
Frequency = 1
1 2 3 4 5 6
20606.6700 8853.3032 13548.9448 -5662.8812 -4112.0629 24988.6534
7 8 9 10 11 12
-3450.0412 10427.7506 -12708.0686 24020.2051 -5586.1063 -27599.8993
13 14 15 16 17 18
-20767.3593 2472.2145 -13194.6443 802.3371 -34910.3750 27406.0727
19 20 21 22 23 24
25750.0111 24940.2796 27397.1925 -20671.4852 -23347.8590 -2788.1571
25 26 27 28 29 30
9295.7695 -31233.4199 -13200.2304 5209.8933 -27332.1512 -19134.4638
31 32 33 34 35 36
-1260.8898 -12343.0801 5402.7953 -30696.0282 16438.4116 -25821.3139
37 38 39 40 41 42
-8495.6540 1579.4586 -32734.4100 -1594.0264 -10760.4657 -13532.0257
43 44 45 46 47 48
-10791.5972 -29505.4596 -22917.1027 -7821.7574 -24928.8268 -2231.1012
49 50 51 52 53 54
-6152.8130 37926.1410 23035.7061 -8666.0738 -8156.4506 40401.5298
55 56 57 58 59 60
-12861.8224 -13894.2464 -4312.6660 16996.7835 1380.6229 774.8861
61 62 63 64 65 66
-13914.3634 17635.1242 31845.5028 -13274.2202 5293.5433 -21925.2613
67 68 69 70 71 72
-5436.6021 20670.4893 22961.6629 -9630.5558 -5436.4281 -9331.7734
73 74 75 76 77 78
-18241.7854 32911.7892 -19703.0636 17191.4151 14829.6387 -13401.6875
79 80 81 82 83 84
-9662.8019 -19345.8019 7923.1776 -11977.8580 -9607.9941 -1341.1615
85 86 87 88 89 90
154512.0012 -10946.3559 -8439.5122 -11673.6568 -943.0085 -21598.7632
91 92 93 94 95 96
7796.7200 25965.4436 -22379.4844 -6048.0030 -18458.4292 2633.3284
97 98 99 100 101 102
-32124.4080 11852.7060 -15200.3143 12180.7928 4546.0645 -23991.6873
103 104 105 106 107 108
-1865.4953 26593.9269 34506.0981 46325.9881 -20985.0337 -7093.5209
109 110 111 112 113 114
29864.3047 -11194.2678 28024.3460 -5782.6883 6371.7421 -10475.8579
115 116 117 118 119 120
-15803.9587 -23008.7979 -8279.1343 -16363.4606 119747.3696 4570.8074
121 122 123 124 125 126
-19511.9610 -10116.3010 -13499.6214 92451.2510 25984.6436 -5228.9006
127 128 129 130 131 132
11398.3289 -9074.6456 9126.3918 -2331.7806 1258.3971 -15095.5205
133 134 135 136 137 138
2794.9567 -22808.6606 -15130.3909 -1716.8660 -2765.6196 39155.5489
139 140 141 142 143 144
26362.6384 209.5180 -9913.8848 11125.8361 -8106.4987 -16931.1971
145 146 147 148 149 150
14997.3736 2198.9890 39502.9928 43051.4033 -4817.7910 6435.5723
151 152 153 154 155 156
-28699.0322 -10679.8927 4385.7227 -28039.3189 17164.6107 55289.9091
157 158 159 160 161 162
-12261.0164 -5215.9449 11290.5062 3793.5401 420.4312 73620.7835
163 164 165 166 167 168
-1752.6275 4019.6375 -7587.2635 -28805.2236 -12311.8735 36982.0155
169 170 171 172 173 174
-12367.1304 21495.5623 18419.8762 7825.2999 -5995.6953 -8603.9883
175 176 177 178 179 180
40270.3008 -18049.4439 32256.9294 -13005.0135 17330.8976 -14810.1425
181 182 183 184 185 186
13584.8672 20984.0797 -431.7885 -994.0575 -24765.8282 -1295.9074
187 188 189 190 191 192
-6654.2363 -5043.8278 -16077.4466 9258.4208 15119.6484 -10774.1520
193 194 195 196 197 198
-8934.8591 2121.5667 -8264.2032 -7917.8856 -18966.9202 35120.5115
199 200 201 202 203 204
23800.2303 9051.9530 -13215.7748 -11634.9953 -11234.3333 -7415.8176
205 206 207 208 209 210
-11778.4050 -624.0760 -16640.8484 -12865.8780 -13922.6018 -26995.6566
211 212 213 214 215 216
-9710.0516 -5739.0140 -7907.6823 -18563.2938 15041.1489 -27675.5181
217 218 219 220 221 222
-5594.9331 15343.8139 -10075.8307 -13717.0228 -12943.5592 1624.6165
223 224 225 226 227 228
-11428.5285 -7668.6328 -13748.6370 -8115.7808 21963.7684 1665.3971
229 230 231 232 233 234
-7418.0801 23783.7742 -16006.1555 -8859.0221 16518.8231 -3414.1060
235 236 237 238 239 240
3337.0243 -9424.7060 -8149.2745 -2725.6733 -11746.4190 -6358.2602
241 242 243 244 245 246
6137.1041 -18368.8762 -10159.4289 -3705.4948 -1642.4992 6816.0711
247 248 249 250 251 252
6432.0329 -2214.3959 11936.3708 14634.2483 -5936.6328 -191.5769
253 254 255 256 257 258
-300.0636 -11013.1463 -16179.7892 -3663.2342 5532.7331 -3903.2209
259 260 261 262 263 264
-13312.7877 -4443.7948 -3036.2596 -19189.9023 -6403.8339 -9078.5646
265 266 267 268 269 270
6577.3492 -4350.3663 -14826.9037 10759.5266 -21561.9828 14366.4880
271 272 273 274 275 276
-7838.0745 -6635.4529 -2185.2316 -6435.6119 -978.2647 3355.6115
277 278 279 280 281 282
17175.2129 -2746.2752 -14921.8672 -16508.2266 -10712.3400 59531.6633
283 284 285 286 287 288
12498.5185 -2262.0722 -12530.6906 18450.8878 -13648.0040 -9609.0665
289
-10321.8695
> postscript(file="/var/wessaorg/rcomp/tmp/6qz5h1324138735.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 20606.6700 NA
1 8853.3032 20606.6700
2 13548.9448 8853.3032
3 -5662.8812 13548.9448
4 -4112.0629 -5662.8812
5 24988.6534 -4112.0629
6 -3450.0412 24988.6534
7 10427.7506 -3450.0412
8 -12708.0686 10427.7506
9 24020.2051 -12708.0686
10 -5586.1063 24020.2051
11 -27599.8993 -5586.1063
12 -20767.3593 -27599.8993
13 2472.2145 -20767.3593
14 -13194.6443 2472.2145
15 802.3371 -13194.6443
16 -34910.3750 802.3371
17 27406.0727 -34910.3750
18 25750.0111 27406.0727
19 24940.2796 25750.0111
20 27397.1925 24940.2796
21 -20671.4852 27397.1925
22 -23347.8590 -20671.4852
23 -2788.1571 -23347.8590
24 9295.7695 -2788.1571
25 -31233.4199 9295.7695
26 -13200.2304 -31233.4199
27 5209.8933 -13200.2304
28 -27332.1512 5209.8933
29 -19134.4638 -27332.1512
30 -1260.8898 -19134.4638
31 -12343.0801 -1260.8898
32 5402.7953 -12343.0801
33 -30696.0282 5402.7953
34 16438.4116 -30696.0282
35 -25821.3139 16438.4116
36 -8495.6540 -25821.3139
37 1579.4586 -8495.6540
38 -32734.4100 1579.4586
39 -1594.0264 -32734.4100
40 -10760.4657 -1594.0264
41 -13532.0257 -10760.4657
42 -10791.5972 -13532.0257
43 -29505.4596 -10791.5972
44 -22917.1027 -29505.4596
45 -7821.7574 -22917.1027
46 -24928.8268 -7821.7574
47 -2231.1012 -24928.8268
48 -6152.8130 -2231.1012
49 37926.1410 -6152.8130
50 23035.7061 37926.1410
51 -8666.0738 23035.7061
52 -8156.4506 -8666.0738
53 40401.5298 -8156.4506
54 -12861.8224 40401.5298
55 -13894.2464 -12861.8224
56 -4312.6660 -13894.2464
57 16996.7835 -4312.6660
58 1380.6229 16996.7835
59 774.8861 1380.6229
60 -13914.3634 774.8861
61 17635.1242 -13914.3634
62 31845.5028 17635.1242
63 -13274.2202 31845.5028
64 5293.5433 -13274.2202
65 -21925.2613 5293.5433
66 -5436.6021 -21925.2613
67 20670.4893 -5436.6021
68 22961.6629 20670.4893
69 -9630.5558 22961.6629
70 -5436.4281 -9630.5558
71 -9331.7734 -5436.4281
72 -18241.7854 -9331.7734
73 32911.7892 -18241.7854
74 -19703.0636 32911.7892
75 17191.4151 -19703.0636
76 14829.6387 17191.4151
77 -13401.6875 14829.6387
78 -9662.8019 -13401.6875
79 -19345.8019 -9662.8019
80 7923.1776 -19345.8019
81 -11977.8580 7923.1776
82 -9607.9941 -11977.8580
83 -1341.1615 -9607.9941
84 154512.0012 -1341.1615
85 -10946.3559 154512.0012
86 -8439.5122 -10946.3559
87 -11673.6568 -8439.5122
88 -943.0085 -11673.6568
89 -21598.7632 -943.0085
90 7796.7200 -21598.7632
91 25965.4436 7796.7200
92 -22379.4844 25965.4436
93 -6048.0030 -22379.4844
94 -18458.4292 -6048.0030
95 2633.3284 -18458.4292
96 -32124.4080 2633.3284
97 11852.7060 -32124.4080
98 -15200.3143 11852.7060
99 12180.7928 -15200.3143
100 4546.0645 12180.7928
101 -23991.6873 4546.0645
102 -1865.4953 -23991.6873
103 26593.9269 -1865.4953
104 34506.0981 26593.9269
105 46325.9881 34506.0981
106 -20985.0337 46325.9881
107 -7093.5209 -20985.0337
108 29864.3047 -7093.5209
109 -11194.2678 29864.3047
110 28024.3460 -11194.2678
111 -5782.6883 28024.3460
112 6371.7421 -5782.6883
113 -10475.8579 6371.7421
114 -15803.9587 -10475.8579
115 -23008.7979 -15803.9587
116 -8279.1343 -23008.7979
117 -16363.4606 -8279.1343
118 119747.3696 -16363.4606
119 4570.8074 119747.3696
120 -19511.9610 4570.8074
121 -10116.3010 -19511.9610
122 -13499.6214 -10116.3010
123 92451.2510 -13499.6214
124 25984.6436 92451.2510
125 -5228.9006 25984.6436
126 11398.3289 -5228.9006
127 -9074.6456 11398.3289
128 9126.3918 -9074.6456
129 -2331.7806 9126.3918
130 1258.3971 -2331.7806
131 -15095.5205 1258.3971
132 2794.9567 -15095.5205
133 -22808.6606 2794.9567
134 -15130.3909 -22808.6606
135 -1716.8660 -15130.3909
136 -2765.6196 -1716.8660
137 39155.5489 -2765.6196
138 26362.6384 39155.5489
139 209.5180 26362.6384
140 -9913.8848 209.5180
141 11125.8361 -9913.8848
142 -8106.4987 11125.8361
143 -16931.1971 -8106.4987
144 14997.3736 -16931.1971
145 2198.9890 14997.3736
146 39502.9928 2198.9890
147 43051.4033 39502.9928
148 -4817.7910 43051.4033
149 6435.5723 -4817.7910
150 -28699.0322 6435.5723
151 -10679.8927 -28699.0322
152 4385.7227 -10679.8927
153 -28039.3189 4385.7227
154 17164.6107 -28039.3189
155 55289.9091 17164.6107
156 -12261.0164 55289.9091
157 -5215.9449 -12261.0164
158 11290.5062 -5215.9449
159 3793.5401 11290.5062
160 420.4312 3793.5401
161 73620.7835 420.4312
162 -1752.6275 73620.7835
163 4019.6375 -1752.6275
164 -7587.2635 4019.6375
165 -28805.2236 -7587.2635
166 -12311.8735 -28805.2236
167 36982.0155 -12311.8735
168 -12367.1304 36982.0155
169 21495.5623 -12367.1304
170 18419.8762 21495.5623
171 7825.2999 18419.8762
172 -5995.6953 7825.2999
173 -8603.9883 -5995.6953
174 40270.3008 -8603.9883
175 -18049.4439 40270.3008
176 32256.9294 -18049.4439
177 -13005.0135 32256.9294
178 17330.8976 -13005.0135
179 -14810.1425 17330.8976
180 13584.8672 -14810.1425
181 20984.0797 13584.8672
182 -431.7885 20984.0797
183 -994.0575 -431.7885
184 -24765.8282 -994.0575
185 -1295.9074 -24765.8282
186 -6654.2363 -1295.9074
187 -5043.8278 -6654.2363
188 -16077.4466 -5043.8278
189 9258.4208 -16077.4466
190 15119.6484 9258.4208
191 -10774.1520 15119.6484
192 -8934.8591 -10774.1520
193 2121.5667 -8934.8591
194 -8264.2032 2121.5667
195 -7917.8856 -8264.2032
196 -18966.9202 -7917.8856
197 35120.5115 -18966.9202
198 23800.2303 35120.5115
199 9051.9530 23800.2303
200 -13215.7748 9051.9530
201 -11634.9953 -13215.7748
202 -11234.3333 -11634.9953
203 -7415.8176 -11234.3333
204 -11778.4050 -7415.8176
205 -624.0760 -11778.4050
206 -16640.8484 -624.0760
207 -12865.8780 -16640.8484
208 -13922.6018 -12865.8780
209 -26995.6566 -13922.6018
210 -9710.0516 -26995.6566
211 -5739.0140 -9710.0516
212 -7907.6823 -5739.0140
213 -18563.2938 -7907.6823
214 15041.1489 -18563.2938
215 -27675.5181 15041.1489
216 -5594.9331 -27675.5181
217 15343.8139 -5594.9331
218 -10075.8307 15343.8139
219 -13717.0228 -10075.8307
220 -12943.5592 -13717.0228
221 1624.6165 -12943.5592
222 -11428.5285 1624.6165
223 -7668.6328 -11428.5285
224 -13748.6370 -7668.6328
225 -8115.7808 -13748.6370
226 21963.7684 -8115.7808
227 1665.3971 21963.7684
228 -7418.0801 1665.3971
229 23783.7742 -7418.0801
230 -16006.1555 23783.7742
231 -8859.0221 -16006.1555
232 16518.8231 -8859.0221
233 -3414.1060 16518.8231
234 3337.0243 -3414.1060
235 -9424.7060 3337.0243
236 -8149.2745 -9424.7060
237 -2725.6733 -8149.2745
238 -11746.4190 -2725.6733
239 -6358.2602 -11746.4190
240 6137.1041 -6358.2602
241 -18368.8762 6137.1041
242 -10159.4289 -18368.8762
243 -3705.4948 -10159.4289
244 -1642.4992 -3705.4948
245 6816.0711 -1642.4992
246 6432.0329 6816.0711
247 -2214.3959 6432.0329
248 11936.3708 -2214.3959
249 14634.2483 11936.3708
250 -5936.6328 14634.2483
251 -191.5769 -5936.6328
252 -300.0636 -191.5769
253 -11013.1463 -300.0636
254 -16179.7892 -11013.1463
255 -3663.2342 -16179.7892
256 5532.7331 -3663.2342
257 -3903.2209 5532.7331
258 -13312.7877 -3903.2209
259 -4443.7948 -13312.7877
260 -3036.2596 -4443.7948
261 -19189.9023 -3036.2596
262 -6403.8339 -19189.9023
263 -9078.5646 -6403.8339
264 6577.3492 -9078.5646
265 -4350.3663 6577.3492
266 -14826.9037 -4350.3663
267 10759.5266 -14826.9037
268 -21561.9828 10759.5266
269 14366.4880 -21561.9828
270 -7838.0745 14366.4880
271 -6635.4529 -7838.0745
272 -2185.2316 -6635.4529
273 -6435.6119 -2185.2316
274 -978.2647 -6435.6119
275 3355.6115 -978.2647
276 17175.2129 3355.6115
277 -2746.2752 17175.2129
278 -14921.8672 -2746.2752
279 -16508.2266 -14921.8672
280 -10712.3400 -16508.2266
281 59531.6633 -10712.3400
282 12498.5185 59531.6633
283 -2262.0722 12498.5185
284 -12530.6906 -2262.0722
285 18450.8878 -12530.6906
286 -13648.0040 18450.8878
287 -9609.0665 -13648.0040
288 -10321.8695 -9609.0665
289 NA -10321.8695
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 8853.3032 20606.6700
[2,] 13548.9448 8853.3032
[3,] -5662.8812 13548.9448
[4,] -4112.0629 -5662.8812
[5,] 24988.6534 -4112.0629
[6,] -3450.0412 24988.6534
[7,] 10427.7506 -3450.0412
[8,] -12708.0686 10427.7506
[9,] 24020.2051 -12708.0686
[10,] -5586.1063 24020.2051
[11,] -27599.8993 -5586.1063
[12,] -20767.3593 -27599.8993
[13,] 2472.2145 -20767.3593
[14,] -13194.6443 2472.2145
[15,] 802.3371 -13194.6443
[16,] -34910.3750 802.3371
[17,] 27406.0727 -34910.3750
[18,] 25750.0111 27406.0727
[19,] 24940.2796 25750.0111
[20,] 27397.1925 24940.2796
[21,] -20671.4852 27397.1925
[22,] -23347.8590 -20671.4852
[23,] -2788.1571 -23347.8590
[24,] 9295.7695 -2788.1571
[25,] -31233.4199 9295.7695
[26,] -13200.2304 -31233.4199
[27,] 5209.8933 -13200.2304
[28,] -27332.1512 5209.8933
[29,] -19134.4638 -27332.1512
[30,] -1260.8898 -19134.4638
[31,] -12343.0801 -1260.8898
[32,] 5402.7953 -12343.0801
[33,] -30696.0282 5402.7953
[34,] 16438.4116 -30696.0282
[35,] -25821.3139 16438.4116
[36,] -8495.6540 -25821.3139
[37,] 1579.4586 -8495.6540
[38,] -32734.4100 1579.4586
[39,] -1594.0264 -32734.4100
[40,] -10760.4657 -1594.0264
[41,] -13532.0257 -10760.4657
[42,] -10791.5972 -13532.0257
[43,] -29505.4596 -10791.5972
[44,] -22917.1027 -29505.4596
[45,] -7821.7574 -22917.1027
[46,] -24928.8268 -7821.7574
[47,] -2231.1012 -24928.8268
[48,] -6152.8130 -2231.1012
[49,] 37926.1410 -6152.8130
[50,] 23035.7061 37926.1410
[51,] -8666.0738 23035.7061
[52,] -8156.4506 -8666.0738
[53,] 40401.5298 -8156.4506
[54,] -12861.8224 40401.5298
[55,] -13894.2464 -12861.8224
[56,] -4312.6660 -13894.2464
[57,] 16996.7835 -4312.6660
[58,] 1380.6229 16996.7835
[59,] 774.8861 1380.6229
[60,] -13914.3634 774.8861
[61,] 17635.1242 -13914.3634
[62,] 31845.5028 17635.1242
[63,] -13274.2202 31845.5028
[64,] 5293.5433 -13274.2202
[65,] -21925.2613 5293.5433
[66,] -5436.6021 -21925.2613
[67,] 20670.4893 -5436.6021
[68,] 22961.6629 20670.4893
[69,] -9630.5558 22961.6629
[70,] -5436.4281 -9630.5558
[71,] -9331.7734 -5436.4281
[72,] -18241.7854 -9331.7734
[73,] 32911.7892 -18241.7854
[74,] -19703.0636 32911.7892
[75,] 17191.4151 -19703.0636
[76,] 14829.6387 17191.4151
[77,] -13401.6875 14829.6387
[78,] -9662.8019 -13401.6875
[79,] -19345.8019 -9662.8019
[80,] 7923.1776 -19345.8019
[81,] -11977.8580 7923.1776
[82,] -9607.9941 -11977.8580
[83,] -1341.1615 -9607.9941
[84,] 154512.0012 -1341.1615
[85,] -10946.3559 154512.0012
[86,] -8439.5122 -10946.3559
[87,] -11673.6568 -8439.5122
[88,] -943.0085 -11673.6568
[89,] -21598.7632 -943.0085
[90,] 7796.7200 -21598.7632
[91,] 25965.4436 7796.7200
[92,] -22379.4844 25965.4436
[93,] -6048.0030 -22379.4844
[94,] -18458.4292 -6048.0030
[95,] 2633.3284 -18458.4292
[96,] -32124.4080 2633.3284
[97,] 11852.7060 -32124.4080
[98,] -15200.3143 11852.7060
[99,] 12180.7928 -15200.3143
[100,] 4546.0645 12180.7928
[101,] -23991.6873 4546.0645
[102,] -1865.4953 -23991.6873
[103,] 26593.9269 -1865.4953
[104,] 34506.0981 26593.9269
[105,] 46325.9881 34506.0981
[106,] -20985.0337 46325.9881
[107,] -7093.5209 -20985.0337
[108,] 29864.3047 -7093.5209
[109,] -11194.2678 29864.3047
[110,] 28024.3460 -11194.2678
[111,] -5782.6883 28024.3460
[112,] 6371.7421 -5782.6883
[113,] -10475.8579 6371.7421
[114,] -15803.9587 -10475.8579
[115,] -23008.7979 -15803.9587
[116,] -8279.1343 -23008.7979
[117,] -16363.4606 -8279.1343
[118,] 119747.3696 -16363.4606
[119,] 4570.8074 119747.3696
[120,] -19511.9610 4570.8074
[121,] -10116.3010 -19511.9610
[122,] -13499.6214 -10116.3010
[123,] 92451.2510 -13499.6214
[124,] 25984.6436 92451.2510
[125,] -5228.9006 25984.6436
[126,] 11398.3289 -5228.9006
[127,] -9074.6456 11398.3289
[128,] 9126.3918 -9074.6456
[129,] -2331.7806 9126.3918
[130,] 1258.3971 -2331.7806
[131,] -15095.5205 1258.3971
[132,] 2794.9567 -15095.5205
[133,] -22808.6606 2794.9567
[134,] -15130.3909 -22808.6606
[135,] -1716.8660 -15130.3909
[136,] -2765.6196 -1716.8660
[137,] 39155.5489 -2765.6196
[138,] 26362.6384 39155.5489
[139,] 209.5180 26362.6384
[140,] -9913.8848 209.5180
[141,] 11125.8361 -9913.8848
[142,] -8106.4987 11125.8361
[143,] -16931.1971 -8106.4987
[144,] 14997.3736 -16931.1971
[145,] 2198.9890 14997.3736
[146,] 39502.9928 2198.9890
[147,] 43051.4033 39502.9928
[148,] -4817.7910 43051.4033
[149,] 6435.5723 -4817.7910
[150,] -28699.0322 6435.5723
[151,] -10679.8927 -28699.0322
[152,] 4385.7227 -10679.8927
[153,] -28039.3189 4385.7227
[154,] 17164.6107 -28039.3189
[155,] 55289.9091 17164.6107
[156,] -12261.0164 55289.9091
[157,] -5215.9449 -12261.0164
[158,] 11290.5062 -5215.9449
[159,] 3793.5401 11290.5062
[160,] 420.4312 3793.5401
[161,] 73620.7835 420.4312
[162,] -1752.6275 73620.7835
[163,] 4019.6375 -1752.6275
[164,] -7587.2635 4019.6375
[165,] -28805.2236 -7587.2635
[166,] -12311.8735 -28805.2236
[167,] 36982.0155 -12311.8735
[168,] -12367.1304 36982.0155
[169,] 21495.5623 -12367.1304
[170,] 18419.8762 21495.5623
[171,] 7825.2999 18419.8762
[172,] -5995.6953 7825.2999
[173,] -8603.9883 -5995.6953
[174,] 40270.3008 -8603.9883
[175,] -18049.4439 40270.3008
[176,] 32256.9294 -18049.4439
[177,] -13005.0135 32256.9294
[178,] 17330.8976 -13005.0135
[179,] -14810.1425 17330.8976
[180,] 13584.8672 -14810.1425
[181,] 20984.0797 13584.8672
[182,] -431.7885 20984.0797
[183,] -994.0575 -431.7885
[184,] -24765.8282 -994.0575
[185,] -1295.9074 -24765.8282
[186,] -6654.2363 -1295.9074
[187,] -5043.8278 -6654.2363
[188,] -16077.4466 -5043.8278
[189,] 9258.4208 -16077.4466
[190,] 15119.6484 9258.4208
[191,] -10774.1520 15119.6484
[192,] -8934.8591 -10774.1520
[193,] 2121.5667 -8934.8591
[194,] -8264.2032 2121.5667
[195,] -7917.8856 -8264.2032
[196,] -18966.9202 -7917.8856
[197,] 35120.5115 -18966.9202
[198,] 23800.2303 35120.5115
[199,] 9051.9530 23800.2303
[200,] -13215.7748 9051.9530
[201,] -11634.9953 -13215.7748
[202,] -11234.3333 -11634.9953
[203,] -7415.8176 -11234.3333
[204,] -11778.4050 -7415.8176
[205,] -624.0760 -11778.4050
[206,] -16640.8484 -624.0760
[207,] -12865.8780 -16640.8484
[208,] -13922.6018 -12865.8780
[209,] -26995.6566 -13922.6018
[210,] -9710.0516 -26995.6566
[211,] -5739.0140 -9710.0516
[212,] -7907.6823 -5739.0140
[213,] -18563.2938 -7907.6823
[214,] 15041.1489 -18563.2938
[215,] -27675.5181 15041.1489
[216,] -5594.9331 -27675.5181
[217,] 15343.8139 -5594.9331
[218,] -10075.8307 15343.8139
[219,] -13717.0228 -10075.8307
[220,] -12943.5592 -13717.0228
[221,] 1624.6165 -12943.5592
[222,] -11428.5285 1624.6165
[223,] -7668.6328 -11428.5285
[224,] -13748.6370 -7668.6328
[225,] -8115.7808 -13748.6370
[226,] 21963.7684 -8115.7808
[227,] 1665.3971 21963.7684
[228,] -7418.0801 1665.3971
[229,] 23783.7742 -7418.0801
[230,] -16006.1555 23783.7742
[231,] -8859.0221 -16006.1555
[232,] 16518.8231 -8859.0221
[233,] -3414.1060 16518.8231
[234,] 3337.0243 -3414.1060
[235,] -9424.7060 3337.0243
[236,] -8149.2745 -9424.7060
[237,] -2725.6733 -8149.2745
[238,] -11746.4190 -2725.6733
[239,] -6358.2602 -11746.4190
[240,] 6137.1041 -6358.2602
[241,] -18368.8762 6137.1041
[242,] -10159.4289 -18368.8762
[243,] -3705.4948 -10159.4289
[244,] -1642.4992 -3705.4948
[245,] 6816.0711 -1642.4992
[246,] 6432.0329 6816.0711
[247,] -2214.3959 6432.0329
[248,] 11936.3708 -2214.3959
[249,] 14634.2483 11936.3708
[250,] -5936.6328 14634.2483
[251,] -191.5769 -5936.6328
[252,] -300.0636 -191.5769
[253,] -11013.1463 -300.0636
[254,] -16179.7892 -11013.1463
[255,] -3663.2342 -16179.7892
[256,] 5532.7331 -3663.2342
[257,] -3903.2209 5532.7331
[258,] -13312.7877 -3903.2209
[259,] -4443.7948 -13312.7877
[260,] -3036.2596 -4443.7948
[261,] -19189.9023 -3036.2596
[262,] -6403.8339 -19189.9023
[263,] -9078.5646 -6403.8339
[264,] 6577.3492 -9078.5646
[265,] -4350.3663 6577.3492
[266,] -14826.9037 -4350.3663
[267,] 10759.5266 -14826.9037
[268,] -21561.9828 10759.5266
[269,] 14366.4880 -21561.9828
[270,] -7838.0745 14366.4880
[271,] -6635.4529 -7838.0745
[272,] -2185.2316 -6635.4529
[273,] -6435.6119 -2185.2316
[274,] -978.2647 -6435.6119
[275,] 3355.6115 -978.2647
[276,] 17175.2129 3355.6115
[277,] -2746.2752 17175.2129
[278,] -14921.8672 -2746.2752
[279,] -16508.2266 -14921.8672
[280,] -10712.3400 -16508.2266
[281,] 59531.6633 -10712.3400
[282,] 12498.5185 59531.6633
[283,] -2262.0722 12498.5185
[284,] -12530.6906 -2262.0722
[285,] 18450.8878 -12530.6906
[286,] -13648.0040 18450.8878
[287,] -9609.0665 -13648.0040
[288,] -10321.8695 -9609.0665
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 8853.3032 20606.6700
2 13548.9448 8853.3032
3 -5662.8812 13548.9448
4 -4112.0629 -5662.8812
5 24988.6534 -4112.0629
6 -3450.0412 24988.6534
7 10427.7506 -3450.0412
8 -12708.0686 10427.7506
9 24020.2051 -12708.0686
10 -5586.1063 24020.2051
11 -27599.8993 -5586.1063
12 -20767.3593 -27599.8993
13 2472.2145 -20767.3593
14 -13194.6443 2472.2145
15 802.3371 -13194.6443
16 -34910.3750 802.3371
17 27406.0727 -34910.3750
18 25750.0111 27406.0727
19 24940.2796 25750.0111
20 27397.1925 24940.2796
21 -20671.4852 27397.1925
22 -23347.8590 -20671.4852
23 -2788.1571 -23347.8590
24 9295.7695 -2788.1571
25 -31233.4199 9295.7695
26 -13200.2304 -31233.4199
27 5209.8933 -13200.2304
28 -27332.1512 5209.8933
29 -19134.4638 -27332.1512
30 -1260.8898 -19134.4638
31 -12343.0801 -1260.8898
32 5402.7953 -12343.0801
33 -30696.0282 5402.7953
34 16438.4116 -30696.0282
35 -25821.3139 16438.4116
36 -8495.6540 -25821.3139
37 1579.4586 -8495.6540
38 -32734.4100 1579.4586
39 -1594.0264 -32734.4100
40 -10760.4657 -1594.0264
41 -13532.0257 -10760.4657
42 -10791.5972 -13532.0257
43 -29505.4596 -10791.5972
44 -22917.1027 -29505.4596
45 -7821.7574 -22917.1027
46 -24928.8268 -7821.7574
47 -2231.1012 -24928.8268
48 -6152.8130 -2231.1012
49 37926.1410 -6152.8130
50 23035.7061 37926.1410
51 -8666.0738 23035.7061
52 -8156.4506 -8666.0738
53 40401.5298 -8156.4506
54 -12861.8224 40401.5298
55 -13894.2464 -12861.8224
56 -4312.6660 -13894.2464
57 16996.7835 -4312.6660
58 1380.6229 16996.7835
59 774.8861 1380.6229
60 -13914.3634 774.8861
61 17635.1242 -13914.3634
62 31845.5028 17635.1242
63 -13274.2202 31845.5028
64 5293.5433 -13274.2202
65 -21925.2613 5293.5433
66 -5436.6021 -21925.2613
67 20670.4893 -5436.6021
68 22961.6629 20670.4893
69 -9630.5558 22961.6629
70 -5436.4281 -9630.5558
71 -9331.7734 -5436.4281
72 -18241.7854 -9331.7734
73 32911.7892 -18241.7854
74 -19703.0636 32911.7892
75 17191.4151 -19703.0636
76 14829.6387 17191.4151
77 -13401.6875 14829.6387
78 -9662.8019 -13401.6875
79 -19345.8019 -9662.8019
80 7923.1776 -19345.8019
81 -11977.8580 7923.1776
82 -9607.9941 -11977.8580
83 -1341.1615 -9607.9941
84 154512.0012 -1341.1615
85 -10946.3559 154512.0012
86 -8439.5122 -10946.3559
87 -11673.6568 -8439.5122
88 -943.0085 -11673.6568
89 -21598.7632 -943.0085
90 7796.7200 -21598.7632
91 25965.4436 7796.7200
92 -22379.4844 25965.4436
93 -6048.0030 -22379.4844
94 -18458.4292 -6048.0030
95 2633.3284 -18458.4292
96 -32124.4080 2633.3284
97 11852.7060 -32124.4080
98 -15200.3143 11852.7060
99 12180.7928 -15200.3143
100 4546.0645 12180.7928
101 -23991.6873 4546.0645
102 -1865.4953 -23991.6873
103 26593.9269 -1865.4953
104 34506.0981 26593.9269
105 46325.9881 34506.0981
106 -20985.0337 46325.9881
107 -7093.5209 -20985.0337
108 29864.3047 -7093.5209
109 -11194.2678 29864.3047
110 28024.3460 -11194.2678
111 -5782.6883 28024.3460
112 6371.7421 -5782.6883
113 -10475.8579 6371.7421
114 -15803.9587 -10475.8579
115 -23008.7979 -15803.9587
116 -8279.1343 -23008.7979
117 -16363.4606 -8279.1343
118 119747.3696 -16363.4606
119 4570.8074 119747.3696
120 -19511.9610 4570.8074
121 -10116.3010 -19511.9610
122 -13499.6214 -10116.3010
123 92451.2510 -13499.6214
124 25984.6436 92451.2510
125 -5228.9006 25984.6436
126 11398.3289 -5228.9006
127 -9074.6456 11398.3289
128 9126.3918 -9074.6456
129 -2331.7806 9126.3918
130 1258.3971 -2331.7806
131 -15095.5205 1258.3971
132 2794.9567 -15095.5205
133 -22808.6606 2794.9567
134 -15130.3909 -22808.6606
135 -1716.8660 -15130.3909
136 -2765.6196 -1716.8660
137 39155.5489 -2765.6196
138 26362.6384 39155.5489
139 209.5180 26362.6384
140 -9913.8848 209.5180
141 11125.8361 -9913.8848
142 -8106.4987 11125.8361
143 -16931.1971 -8106.4987
144 14997.3736 -16931.1971
145 2198.9890 14997.3736
146 39502.9928 2198.9890
147 43051.4033 39502.9928
148 -4817.7910 43051.4033
149 6435.5723 -4817.7910
150 -28699.0322 6435.5723
151 -10679.8927 -28699.0322
152 4385.7227 -10679.8927
153 -28039.3189 4385.7227
154 17164.6107 -28039.3189
155 55289.9091 17164.6107
156 -12261.0164 55289.9091
157 -5215.9449 -12261.0164
158 11290.5062 -5215.9449
159 3793.5401 11290.5062
160 420.4312 3793.5401
161 73620.7835 420.4312
162 -1752.6275 73620.7835
163 4019.6375 -1752.6275
164 -7587.2635 4019.6375
165 -28805.2236 -7587.2635
166 -12311.8735 -28805.2236
167 36982.0155 -12311.8735
168 -12367.1304 36982.0155
169 21495.5623 -12367.1304
170 18419.8762 21495.5623
171 7825.2999 18419.8762
172 -5995.6953 7825.2999
173 -8603.9883 -5995.6953
174 40270.3008 -8603.9883
175 -18049.4439 40270.3008
176 32256.9294 -18049.4439
177 -13005.0135 32256.9294
178 17330.8976 -13005.0135
179 -14810.1425 17330.8976
180 13584.8672 -14810.1425
181 20984.0797 13584.8672
182 -431.7885 20984.0797
183 -994.0575 -431.7885
184 -24765.8282 -994.0575
185 -1295.9074 -24765.8282
186 -6654.2363 -1295.9074
187 -5043.8278 -6654.2363
188 -16077.4466 -5043.8278
189 9258.4208 -16077.4466
190 15119.6484 9258.4208
191 -10774.1520 15119.6484
192 -8934.8591 -10774.1520
193 2121.5667 -8934.8591
194 -8264.2032 2121.5667
195 -7917.8856 -8264.2032
196 -18966.9202 -7917.8856
197 35120.5115 -18966.9202
198 23800.2303 35120.5115
199 9051.9530 23800.2303
200 -13215.7748 9051.9530
201 -11634.9953 -13215.7748
202 -11234.3333 -11634.9953
203 -7415.8176 -11234.3333
204 -11778.4050 -7415.8176
205 -624.0760 -11778.4050
206 -16640.8484 -624.0760
207 -12865.8780 -16640.8484
208 -13922.6018 -12865.8780
209 -26995.6566 -13922.6018
210 -9710.0516 -26995.6566
211 -5739.0140 -9710.0516
212 -7907.6823 -5739.0140
213 -18563.2938 -7907.6823
214 15041.1489 -18563.2938
215 -27675.5181 15041.1489
216 -5594.9331 -27675.5181
217 15343.8139 -5594.9331
218 -10075.8307 15343.8139
219 -13717.0228 -10075.8307
220 -12943.5592 -13717.0228
221 1624.6165 -12943.5592
222 -11428.5285 1624.6165
223 -7668.6328 -11428.5285
224 -13748.6370 -7668.6328
225 -8115.7808 -13748.6370
226 21963.7684 -8115.7808
227 1665.3971 21963.7684
228 -7418.0801 1665.3971
229 23783.7742 -7418.0801
230 -16006.1555 23783.7742
231 -8859.0221 -16006.1555
232 16518.8231 -8859.0221
233 -3414.1060 16518.8231
234 3337.0243 -3414.1060
235 -9424.7060 3337.0243
236 -8149.2745 -9424.7060
237 -2725.6733 -8149.2745
238 -11746.4190 -2725.6733
239 -6358.2602 -11746.4190
240 6137.1041 -6358.2602
241 -18368.8762 6137.1041
242 -10159.4289 -18368.8762
243 -3705.4948 -10159.4289
244 -1642.4992 -3705.4948
245 6816.0711 -1642.4992
246 6432.0329 6816.0711
247 -2214.3959 6432.0329
248 11936.3708 -2214.3959
249 14634.2483 11936.3708
250 -5936.6328 14634.2483
251 -191.5769 -5936.6328
252 -300.0636 -191.5769
253 -11013.1463 -300.0636
254 -16179.7892 -11013.1463
255 -3663.2342 -16179.7892
256 5532.7331 -3663.2342
257 -3903.2209 5532.7331
258 -13312.7877 -3903.2209
259 -4443.7948 -13312.7877
260 -3036.2596 -4443.7948
261 -19189.9023 -3036.2596
262 -6403.8339 -19189.9023
263 -9078.5646 -6403.8339
264 6577.3492 -9078.5646
265 -4350.3663 6577.3492
266 -14826.9037 -4350.3663
267 10759.5266 -14826.9037
268 -21561.9828 10759.5266
269 14366.4880 -21561.9828
270 -7838.0745 14366.4880
271 -6635.4529 -7838.0745
272 -2185.2316 -6635.4529
273 -6435.6119 -2185.2316
274 -978.2647 -6435.6119
275 3355.6115 -978.2647
276 17175.2129 3355.6115
277 -2746.2752 17175.2129
278 -14921.8672 -2746.2752
279 -16508.2266 -14921.8672
280 -10712.3400 -16508.2266
281 59531.6633 -10712.3400
282 12498.5185 59531.6633
283 -2262.0722 12498.5185
284 -12530.6906 -2262.0722
285 18450.8878 -12530.6906
286 -13648.0040 18450.8878
287 -9609.0665 -13648.0040
288 -10321.8695 -9609.0665
> 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/79bbw1324138735.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/8gwss1324138735.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/9muas1324138735.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/10jr211324138735.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11vfnq1324138735.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/1232311324138735.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13c7n31324138736.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/147skg1324138736.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/154vck1324138736.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/16s4df1324138736.tab")
+ }
>
> try(system("convert tmp/1bq2i1324138735.ps tmp/1bq2i1324138735.png",intern=TRUE))
character(0)
> try(system("convert tmp/25pga1324138735.ps tmp/25pga1324138735.png",intern=TRUE))
character(0)
> try(system("convert tmp/3i4dm1324138735.ps tmp/3i4dm1324138735.png",intern=TRUE))
character(0)
> try(system("convert tmp/4unec1324138735.ps tmp/4unec1324138735.png",intern=TRUE))
character(0)
> try(system("convert tmp/5ya4l1324138735.ps tmp/5ya4l1324138735.png",intern=TRUE))
character(0)
> try(system("convert tmp/6qz5h1324138735.ps tmp/6qz5h1324138735.png",intern=TRUE))
character(0)
> try(system("convert tmp/79bbw1324138735.ps tmp/79bbw1324138735.png",intern=TRUE))
character(0)
> try(system("convert tmp/8gwss1324138735.ps tmp/8gwss1324138735.png",intern=TRUE))
character(0)
> try(system("convert tmp/9muas1324138735.ps tmp/9muas1324138735.png",intern=TRUE))
character(0)
> try(system("convert tmp/10jr211324138735.ps tmp/10jr211324138735.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
8.053 0.666 8.783