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(94
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+ ,22197
+ ,86680
+ ,14
+ ,63
+ ,27184
+ ,20055
+ ,84105
+ ,17
+ ,67
+ ,21610
+ ,25272
+ ,77945
+ ,19
+ ,32
+ ,20484
+ ,82206
+ ,89113
+ ,14
+ ,23
+ ,20156
+ ,32073
+ ,91005
+ ,11
+ ,7
+ ,6012
+ ,5444
+ ,40248
+ ,4
+ ,54
+ ,18475
+ ,20154
+ ,64187
+ ,16
+ ,37
+ ,12645
+ ,36944
+ ,50857
+ ,20
+ ,35
+ ,11017
+ ,8019
+ ,56613
+ ,12
+ ,51
+ ,37623
+ ,30884
+ ,62792
+ ,15
+ ,39
+ ,35873
+ ,19540
+ ,72535
+ ,16)
+ ,dim=c(5
+ ,289)
+ ,dimnames=list(c('feedback_messages_p120'
+ ,'totseconds'
+ ,'totsize'
+ ,'time_in_rfc'
+ ,'compendiums_reviewed')
+ ,1:289))
> y <- array(NA,dim=c(5,289),dimnames=list(c('feedback_messages_p120','totseconds','totsize','time_in_rfc','compendiums_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])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '3'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
totsize feedback_messages_p120 totseconds time_in_rfc compendiums_reviewed
1 112285 94 146283 210907 30
2 84786 103 98364 120982 28
3 83123 93 86146 176508 38
4 101193 103 96933 179321 30
5 38361 51 79234 123185 22
6 68504 70 42551 52746 26
7 119182 91 195663 385534 25
8 22807 22 6853 33170 18
9 17140 38 21529 101645 11
10 116174 93 95757 149061 26
11 57635 60 85584 165446 25
12 66198 123 143983 237213 38
13 71701 148 75851 173326 44
14 57793 90 59238 133131 30
15 80444 124 93163 258873 40
16 53855 70 96037 180083 34
17 97668 168 151511 324799 47
18 133824 115 136368 230964 30
19 101481 71 112642 236785 31
20 99645 66 94728 135473 23
21 114789 134 105499 202925 36
22 99052 117 121527 215147 36
23 67654 108 127766 344297 30
24 65553 84 98958 153935 25
25 97500 156 77900 132943 39
26 69112 120 85646 174724 34
27 82753 114 98579 174415 31
28 85323 94 130767 225548 31
29 72654 120 131741 223632 33
30 30727 81 53907 124817 25
31 77873 110 178812 221698 33
32 117478 133 146761 210767 35
33 74007 122 82036 170266 42
34 90183 158 163253 260561 43
35 61542 109 27032 84853 30
36 101494 124 171975 294424 33
37 27570 39 65990 101011 13
38 55813 92 86572 215641 32
39 79215 126 159676 325107 36
40 1423 0 1929 7176 0
41 55461 70 85371 167542 28
42 31081 37 58391 106408 14
43 22996 38 31580 96560 17
44 83122 120 136815 265769 32
45 70106 93 120642 269651 30
46 60578 95 69107 149112 35
47 39992 77 50495 175824 20
48 79892 90 108016 152871 28
49 49810 80 46341 111665 28
50 71570 31 78348 116408 39
51 100708 110 79336 362301 34
52 33032 66 56968 78800 26
53 82875 138 93176 183167 39
54 139077 133 161632 277965 39
55 71595 113 87850 150629 33
56 72260 100 127969 168809 28
57 5950 7 15049 24188 4
58 115762 140 155135 329267 39
59 32551 61 25109 65029 18
60 31701 41 45824 101097 14
61 80670 96 102996 218946 29
62 143558 164 160604 244052 44
63 117105 78 158051 341570 21
64 23789 49 44547 103597 16
65 120733 102 162647 233328 28
66 105195 124 174141 256462 35
67 73107 99 60622 206161 28
68 132068 129 179566 311473 38
69 149193 62 184301 235800 23
70 46821 73 75661 177939 36
71 87011 114 96144 207176 32
72 95260 99 129847 196553 29
73 55183 70 117286 174184 25
74 106671 104 71180 143246 27
75 73511 116 109377 187559 36
76 92945 91 85298 187681 28
77 78664 74 73631 119016 23
78 70054 138 86767 182192 40
79 22618 67 23824 73566 23
80 74011 151 93487 194979 40
81 83737 72 82981 167488 28
82 69094 120 73815 143756 34
83 93133 115 94552 275541 33
84 95536 105 132190 243199 28
85 225920 104 128754 182999 34
86 62133 108 66363 135649 30
87 61370 98 67808 152299 33
88 43836 69 61724 120221 22
89 106117 111 131722 346485 38
90 38692 99 68580 145790 26
91 84651 71 106175 193339 35
92 56622 27 55792 80953 8
93 15986 69 25157 122774 24
94 95364 107 76669 130585 29
95 26706 73 57283 112611 20
96 89691 107 105805 286468 29
97 67267 93 129484 241066 45
98 126846 129 72413 148446 37
99 41140 69 87831 204713 33
100 102860 118 96971 182079 33
101 51715 73 71299 140344 25
102 55801 119 77494 220516 32
103 111813 104 120336 243060 29
104 120293 107 93913 162765 28
105 138599 99 136048 182613 28
106 161647 90 181248 232138 31
107 115929 197 146123 265318 52
108 24266 36 32036 85574 21
109 162901 85 186646 310839 24
110 109825 139 102255 225060 41
111 129838 106 168237 232317 33
112 37510 50 64219 144966 32
113 43750 64 19630 43287 19
114 40652 31 76825 155754 20
115 87771 63 115338 164709 31
116 85872 92 109427 201940 31
117 89275 106 118168 235454 32
118 44418 63 84845 220801 18
119 192565 69 153197 99466 23
120 35232 41 29877 92661 17
121 40909 56 63506 133328 20
122 13294 25 22445 61361 12
123 32387 65 47695 125930 17
124 140867 93 68370 100750 30
125 120662 114 146304 224549 31
126 21233 38 38233 82316 10
127 44332 44 42071 102010 13
128 61056 87 50517 101523 22
129 101338 110 103950 243511 42
130 1168 0 5841 22938 1
131 13497 27 2341 41566 9
132 65567 83 84396 152474 32
133 25162 30 24610 61857 11
134 32334 80 35753 99923 25
135 40735 98 55515 132487 36
136 91413 82 209056 317394 31
137 855 0 6622 21054 0
138 97068 60 115814 209641 24
139 44339 28 11609 22648 13
140 14116 9 13155 31414 8
141 10288 33 18274 46698 13
142 65622 59 72875 131698 19
143 16563 49 10112 91735 18
144 76643 115 142775 244749 33
145 110681 140 68847 184510 40
146 29011 49 17659 79863 22
147 92696 120 20112 128423 38
148 94785 66 61023 97839 24
149 8773 21 13983 38214 8
150 83209 124 65176 151101 35
151 93815 152 132432 272458 43
152 86687 139 112494 172494 43
153 34553 38 45109 108043 14
154 105547 144 170875 328107 41
155 103487 120 180759 250579 38
156 213688 160 214921 351067 45
157 71220 114 100226 158015 31
158 23517 39 32043 98866 13
159 56926 78 54454 85439 28
160 91721 119 78876 229242 31
161 115168 141 170745 351619 40
162 111194 101 6940 84207 30
163 51009 56 49025 120445 16
164 135777 133 122037 324598 37
165 51513 83 53782 131069 30
166 74163 116 127748 204271 35
167 51633 90 86839 165543 32
168 75345 36 44830 141722 27
169 33416 50 77395 116048 20
170 83305 61 89324 250047 18
171 98952 97 103300 299775 31
172 102372 98 112283 195838 31
173 37238 78 10901 173260 21
174 103772 117 120691 254488 39
175 123969 148 58106 104389 41
176 27142 41 57140 136084 13
177 135400 105 122422 199476 32
178 21399 55 25899 92499 18
179 130115 132 139296 224330 39
180 24874 44 52678 135781 14
181 34988 21 23853 74408 7
182 45549 50 17306 81240 17
183 6023 0 7953 14688 0
184 64466 73 89455 181633 30
185 54990 86 147866 271856 37
186 1644 0 4245 7199 0
187 6179 13 21509 46660 5
188 3926 4 7670 17547 1
189 32755 57 66675 133368 16
190 34777 48 14336 95227 32
191 73224 46 53608 152601 24
192 27114 48 30059 98146 17
193 20760 32 29668 79619 11
194 37636 68 22097 59194 24
195 65461 87 96841 139942 22
196 30080 43 41907 118612 12
197 24094 67 27080 72880 19
198 69008 46 35885 65475 13
199 54968 46 41247 99643 17
200 46090 56 28313 71965 15
201 27507 48 36845 77272 16
202 10672 44 16548 49289 24
203 34029 60 36134 135131 15
204 46300 65 55764 108446 17
205 24760 55 28910 89746 18
206 18779 38 13339 44296 20
207 21280 52 25319 77648 16
208 40662 60 66956 181528 16
209 28987 54 47487 134019 18
210 22827 86 52785 124064 22
211 18513 24 44683 92630 8
212 30594 52 35619 121848 17
213 24006 49 21920 52915 18
214 27913 61 45608 81872 16
215 42744 61 7721 58981 23
216 12934 81 20634 53515 22
217 22574 43 29788 60812 13
218 41385 40 31931 56375 13
219 18653 40 37754 65490 16
220 18472 56 32505 80949 16
221 30976 68 40557 76302 20
222 63339 79 94238 104011 22
223 25568 47 44197 98104 17
224 33747 57 43228 67989 18
225 4154 41 4103 30989 17
226 19474 29 44144 135458 12
227 35130 3 32868 73504 7
228 39067 60 27640 63123 17
229 13310 30 14063 61254 14
230 65892 79 28990 74914 23
231 4143 47 4694 31774 17
232 28579 40 42648 81437 14
233 51776 48 64329 87186 15
234 21152 36 21928 50090 17
235 38084 42 25836 65745 21
236 27717 49 22779 56653 18
237 32928 57 40820 158399 18
238 11342 12 27530 46455 17
239 19499 40 32378 73624 17
240 16380 43 10824 38395 16
241 36874 33 39613 91899 15
242 48259 77 60865 139526 21
243 16734 43 19787 52164 16
244 28207 45 20107 51567 14
245 30143 47 36605 70551 15
246 41369 43 40961 84856 17
247 45833 45 48231 102538 15
248 29156 50 39725 86678 15
249 35944 35 21455 85709 10
250 36278 7 23430 34662 6
251 45588 71 62991 150580 22
252 45097 67 49363 99611 21
253 3895 0 9604 19349 1
254 28394 62 24552 99373 18
255 18632 54 31493 86230 17
256 2325 4 3439 30837 4
257 25139 25 19555 31706 10
258 27975 40 21228 89806 16
259 14483 38 23177 62088 16
260 13127 19 22094 40151 9
261 5839 17 2342 27634 16
262 24069 67 38798 76990 17
263 3738 14 3255 37460 7
264 18625 30 24261 54157 15
265 36341 54 18511 49862 14
266 24548 35 40798 84337 14
267 21792 59 28893 64175 18
268 26263 24 21425 59382 12
269 23686 58 50276 119308 16
270 49303 42 37643 76702 21
271 25659 46 30377 103425 19
272 28904 61 27126 70344 16
273 2781 3 13 43410 1
274 29236 52 42097 104838 16
275 19546 25 24451 62215 10
276 22818 40 14335 69304 19
277 32689 32 5084 53117 12
278 5752 4 9927 19764 2
279 22197 49 43527 86680 14
280 20055 63 27184 84105 17
281 25272 67 21610 77945 19
282 82206 32 20484 89113 14
283 32073 23 20156 91005 11
284 5444 7 6012 40248 4
285 20154 54 18475 64187 16
286 36944 37 12645 50857 20
287 8019 35 11017 56613 12
288 30884 51 37623 62792 15
289 19540 39 35873 72535 16
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) feedback_messages_p120 totseconds
1027.30508 288.87172 0.55704
time_in_rfc compendiums_reviewed
-0.07137 349.30534
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-50240 -12340 -3457 9529 124313
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1027.30508 3147.02882 0.326 0.744335
feedback_messages_p120 288.87172 84.61972 3.414 0.000734 ***
totseconds 0.55704 0.05796 9.611 < 2e-16 ***
time_in_rfc -0.07137 0.03647 -1.957 0.051368 .
compendiums_reviewed 349.30534 304.69138 1.146 0.252585
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 21210 on 284 degrees of freedom
Multiple R-squared: 0.7284, Adjusted R-squared: 0.7246
F-statistic: 190.4 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,] 0.30679107 6.135821e-01 6.932089e-01
[2,] 0.20811480 4.162296e-01 7.918852e-01
[3,] 0.33672803 6.734561e-01 6.632720e-01
[4,] 0.22778131 4.555626e-01 7.722187e-01
[5,] 0.77720841 4.455832e-01 2.227916e-01
[6,] 0.72421697 5.515661e-01 2.757830e-01
[7,] 0.63625463 7.274907e-01 3.637454e-01
[8,] 0.55931950 8.813610e-01 4.406805e-01
[9,] 0.48362985 9.672597e-01 5.163701e-01
[10,] 0.43805651 8.761130e-01 5.619435e-01
[11,] 0.49352360 9.870472e-01 5.064764e-01
[12,] 0.59111581 8.177684e-01 4.088842e-01
[13,] 0.57789516 8.442097e-01 4.221048e-01
[14,] 0.55801776 8.839645e-01 4.419822e-01
[15,] 0.48528688 9.705738e-01 5.147131e-01
[16,] 0.44867526 8.973505e-01 5.513247e-01
[17,] 0.45385289 9.077058e-01 5.461471e-01
[18,] 0.38742245 7.748449e-01 6.125775e-01
[19,] 0.34869293 6.973859e-01 6.513071e-01
[20,] 0.29698156 5.939631e-01 7.030184e-01
[21,] 0.25572115 5.114423e-01 7.442789e-01
[22,] 0.32770257 6.554051e-01 6.722974e-01
[23,] 0.35752507 7.150501e-01 6.424749e-01
[24,] 0.57818662 8.436268e-01 4.218134e-01
[25,] 0.52710590 9.457882e-01 4.728941e-01
[26,] 0.47152271 9.430454e-01 5.284773e-01
[27,] 0.52488584 9.502283e-01 4.751142e-01
[28,] 0.47174558 9.434912e-01 5.282544e-01
[29,] 0.43302691 8.660538e-01 5.669731e-01
[30,] 0.47285239 9.457048e-01 5.271476e-01
[31,] 0.43616772 8.723354e-01 5.638323e-01
[32,] 0.44951473 8.990295e-01 5.504853e-01
[33,] 0.43410834 8.682167e-01 5.658917e-01
[34,] 0.39036151 7.807230e-01 6.096385e-01
[35,] 0.36005936 7.201187e-01 6.399406e-01
[36,] 0.32157162 6.431432e-01 6.784284e-01
[37,] 0.29270706 5.854141e-01 7.072929e-01
[38,] 0.25781042 5.156208e-01 7.421896e-01
[39,] 0.22126728 4.425346e-01 7.787327e-01
[40,] 0.18848787 3.769757e-01 8.115121e-01
[41,] 0.15808287 3.161657e-01 8.419171e-01
[42,] 0.13075810 2.615162e-01 8.692419e-01
[43,] 0.11894730 2.378946e-01 8.810527e-01
[44,] 0.21145526 4.229105e-01 7.885447e-01
[45,] 0.21349893 4.269979e-01 7.865011e-01
[46,] 0.18403409 3.680682e-01 8.159659e-01
[47,] 0.21794373 4.358875e-01 7.820563e-01
[48,] 0.19011228 3.802246e-01 8.098877e-01
[49,] 0.18280917 3.656183e-01 8.171908e-01
[50,] 0.15799875 3.159975e-01 8.420013e-01
[51,] 0.13659110 2.731822e-01 8.634089e-01
[52,] 0.11402785 2.280557e-01 8.859722e-01
[53,] 0.09481588 1.896318e-01 9.051841e-01
[54,] 0.07869917 1.573983e-01 9.213008e-01
[55,] 0.08221676 1.644335e-01 9.177832e-01
[56,] 0.09864293 1.972859e-01 9.013571e-01
[57,] 0.08944597 1.788919e-01 9.105540e-01
[58,] 0.08589388 1.717878e-01 9.141061e-01
[59,] 0.07907010 1.581402e-01 9.209299e-01
[60,] 0.07068487 1.413697e-01 9.293151e-01
[61,] 0.06253939 1.250788e-01 9.374606e-01
[62,] 0.12341891 2.468378e-01 8.765811e-01
[63,] 0.11634312 2.326862e-01 8.836569e-01
[64,] 0.09988057 1.997611e-01 9.001194e-01
[65,] 0.08417746 1.683549e-01 9.158225e-01
[66,] 0.09282387 1.856477e-01 9.071761e-01
[67,] 0.14934826 2.986965e-01 8.506517e-01
[68,] 0.14290241 2.858048e-01 8.570976e-01
[69,] 0.14934547 2.986909e-01 8.506545e-01
[70,] 0.14360904 2.872181e-01 8.563910e-01
[71,] 0.13622310 2.724462e-01 8.637769e-01
[72,] 0.12452774 2.490555e-01 8.754723e-01
[73,] 0.12184650 2.436930e-01 8.781535e-01
[74,] 0.11985115 2.397023e-01 8.801488e-01
[75,] 0.10411240 2.082248e-01 8.958876e-01
[76,] 0.09520318 1.904064e-01 9.047968e-01
[77,] 0.08038605 1.607721e-01 9.196139e-01
[78,] 0.97175974 5.648053e-02 2.824026e-02
[79,] 0.96618671 6.762658e-02 3.381329e-02
[80,] 0.95937787 8.124426e-02 4.062213e-02
[81,] 0.95299098 9.401804e-02 4.700902e-02
[82,] 0.94581339 1.083732e-01 5.418661e-02
[83,] 0.95125358 9.749283e-02 4.874642e-02
[84,] 0.94195146 1.160971e-01 5.804854e-02
[85,] 0.93913849 1.217230e-01 6.086151e-02
[86,] 0.93630604 1.273879e-01 6.369396e-02
[87,] 0.93665358 1.266928e-01 6.334642e-02
[88,] 0.94176822 1.164636e-01 5.823178e-02
[89,] 0.93270830 1.345834e-01 6.729170e-02
[90,] 0.94396349 1.120730e-01 5.603651e-02
[91,] 0.97318825 5.362351e-02 2.681175e-02
[92,] 0.97528778 4.942444e-02 2.471222e-02
[93,] 0.97285707 5.428586e-02 2.714293e-02
[94,] 0.96801431 6.397138e-02 3.198569e-02
[95,] 0.96635853 6.728294e-02 3.364147e-02
[96,] 0.96579577 6.840846e-02 3.420423e-02
[97,] 0.97729941 4.540117e-02 2.270059e-02
[98,] 0.98443864 3.112273e-02 1.556136e-02
[99,] 0.99054578 1.890845e-02 9.454224e-03
[100,] 0.99096053 1.807894e-02 9.039468e-03
[101,] 0.98884295 2.231411e-02 1.115705e-02
[102,] 0.99534288 9.314243e-03 4.657121e-03
[103,] 0.99470746 1.058508e-02 5.292540e-03
[104,] 0.99356507 1.286986e-02 6.434931e-03
[105,] 0.99273153 1.453694e-02 7.268472e-03
[106,] 0.99119644 1.760712e-02 8.803559e-03
[107,] 0.98931522 2.136956e-02 1.068478e-02
[108,] 0.98680804 2.638392e-02 1.319196e-02
[109,] 0.98361235 3.277530e-02 1.638765e-02
[110,] 0.97984373 4.031253e-02 2.015627e-02
[111,] 0.97716908 4.566185e-02 2.283092e-02
[112,] 0.99975525 4.895019e-04 2.447509e-04
[113,] 0.99967143 6.571477e-04 3.285738e-04
[114,] 0.99957897 8.420549e-04 4.210274e-04
[115,] 0.99945310 1.093809e-03 5.469045e-04
[116,] 0.99933361 1.332787e-03 6.663934e-04
[117,] 0.99998767 2.465070e-05 1.232535e-05
[118,] 0.99998639 2.721240e-05 1.360620e-05
[119,] 0.99998191 3.618084e-05 1.809042e-05
[120,] 0.99997608 4.784695e-05 2.392347e-05
[121,] 0.99996708 6.584791e-05 3.292396e-05
[122,] 0.99995992 8.016412e-05 4.008206e-05
[123,] 0.99994435 1.113048e-04 5.565238e-05
[124,] 0.99992166 1.566730e-04 7.833650e-05
[125,] 0.99989275 2.145059e-04 1.072530e-04
[126,] 0.99985209 2.958112e-04 1.479056e-04
[127,] 0.99982998 3.400306e-04 1.700153e-04
[128,] 0.99986228 2.754331e-04 1.377166e-04
[129,] 0.99991877 1.624517e-04 8.122583e-05
[130,] 0.99988977 2.204615e-04 1.102307e-04
[131,] 0.99990289 1.942210e-04 9.711052e-05
[132,] 0.99992625 1.475069e-04 7.375343e-05
[133,] 0.99989949 2.010132e-04 1.005066e-04
[134,] 0.99987339 2.532218e-04 1.266109e-04
[135,] 0.99984650 3.070087e-04 1.535044e-04
[136,] 0.99980822 3.835570e-04 1.917785e-04
[137,] 0.99985821 2.835792e-04 1.417896e-04
[138,] 0.99988584 2.283271e-04 1.141636e-04
[139,] 0.99984384 3.123135e-04 1.561568e-04
[140,] 0.99991765 1.646966e-04 8.234831e-05
[141,] 0.99997485 5.030551e-05 2.515275e-05
[142,] 0.99996497 7.005710e-05 3.502855e-05
[143,] 0.99995172 9.655357e-05 4.827679e-05
[144,] 0.99995720 8.559550e-05 4.279775e-05
[145,] 0.99995406 9.187464e-05 4.593732e-05
[146,] 0.99993469 1.306148e-04 6.530741e-05
[147,] 0.99994657 1.068678e-04 5.343390e-05
[148,] 0.99995170 9.660903e-05 4.830451e-05
[149,] 0.99999843 3.147322e-06 1.573661e-06
[150,] 0.99999805 3.896841e-06 1.948421e-06
[151,] 0.99999713 5.733060e-06 2.866530e-06
[152,] 0.99999571 8.570168e-06 4.285084e-06
[153,] 0.99999454 1.091258e-05 5.456289e-06
[154,] 0.99999289 1.422798e-05 7.113992e-06
[155,] 0.99999993 1.437375e-07 7.186874e-08
[156,] 0.99999990 2.071286e-07 1.035643e-07
[157,] 0.99999996 8.348940e-08 4.174470e-08
[158,] 0.99999993 1.301947e-07 6.509735e-08
[159,] 0.99999995 9.880633e-08 4.940316e-08
[160,] 0.99999996 7.855099e-08 3.927549e-08
[161,] 0.99999999 2.541974e-08 1.270987e-08
[162,] 0.99999999 2.300426e-08 1.150213e-08
[163,] 0.99999999 1.761552e-08 8.807760e-09
[164,] 0.99999999 1.675147e-08 8.375737e-09
[165,] 0.99999999 1.805174e-08 9.025869e-09
[166,] 0.99999999 2.775977e-08 1.387989e-08
[167,] 0.99999998 4.148869e-08 2.074434e-08
[168,] 1.00000000 2.299089e-09 1.149545e-09
[169,] 1.00000000 3.178243e-09 1.589121e-09
[170,] 1.00000000 5.482763e-11 2.741382e-11
[171,] 1.00000000 8.677276e-11 4.338638e-11
[172,] 1.00000000 5.951533e-12 2.975767e-12
[173,] 1.00000000 8.403356e-12 4.201678e-12
[174,] 1.00000000 1.004090e-11 5.020452e-12
[175,] 1.00000000 8.429784e-12 4.214892e-12
[176,] 1.00000000 1.622834e-11 8.114169e-12
[177,] 1.00000000 2.871550e-11 1.435775e-11
[178,] 1.00000000 2.699168e-12 1.349584e-12
[179,] 1.00000000 5.278706e-12 2.639353e-12
[180,] 1.00000000 8.171508e-12 4.085754e-12
[181,] 1.00000000 1.570327e-11 7.851637e-12
[182,] 1.00000000 1.950949e-11 9.754743e-12
[183,] 1.00000000 3.706529e-11 1.853265e-11
[184,] 1.00000000 1.160969e-11 5.804847e-12
[185,] 1.00000000 2.255832e-11 1.127916e-11
[186,] 1.00000000 4.201849e-11 2.100925e-11
[187,] 1.00000000 7.139460e-11 3.569730e-11
[188,] 1.00000000 1.250516e-10 6.252580e-11
[189,] 1.00000000 2.380668e-10 1.190334e-10
[190,] 1.00000000 4.046681e-10 2.023340e-10
[191,] 1.00000000 1.682467e-11 8.412336e-12
[192,] 1.00000000 1.040027e-11 5.200134e-12
[193,] 1.00000000 7.901501e-12 3.950750e-12
[194,] 1.00000000 1.552808e-11 7.764041e-12
[195,] 1.00000000 1.411025e-11 7.055127e-12
[196,] 1.00000000 2.817871e-11 1.408935e-11
[197,] 1.00000000 4.781618e-11 2.390809e-11
[198,] 1.00000000 9.005110e-11 4.502555e-11
[199,] 1.00000000 1.638375e-10 8.191874e-11
[200,] 1.00000000 3.017670e-10 1.508835e-10
[201,] 1.00000000 5.729527e-10 2.864763e-10
[202,] 1.00000000 8.986381e-10 4.493190e-10
[203,] 1.00000000 5.692513e-10 2.846256e-10
[204,] 1.00000000 8.740380e-10 4.370190e-10
[205,] 1.00000000 1.668150e-09 8.340751e-10
[206,] 1.00000000 3.211102e-09 1.605551e-09
[207,] 1.00000000 5.390002e-09 2.695001e-09
[208,] 1.00000000 4.492390e-09 2.246195e-09
[209,] 1.00000000 4.585462e-09 2.292731e-09
[210,] 1.00000000 8.632847e-09 4.316424e-09
[211,] 1.00000000 9.519631e-09 4.759815e-09
[212,] 0.99999999 1.267152e-08 6.335760e-09
[213,] 0.99999999 1.708004e-08 8.540022e-09
[214,] 0.99999998 3.010502e-08 1.505251e-08
[215,] 0.99999997 5.192872e-08 2.596436e-08
[216,] 0.99999996 7.640684e-08 3.820342e-08
[217,] 0.99999993 1.427732e-07 7.138661e-08
[218,] 0.99999991 1.706825e-07 8.534127e-08
[219,] 0.99999991 1.800722e-07 9.003608e-08
[220,] 0.99999988 2.359568e-07 1.179784e-07
[221,] 0.99999983 3.403059e-07 1.701530e-07
[222,] 0.99999973 5.492521e-07 2.746261e-07
[223,] 0.99999997 5.611514e-08 2.805757e-08
[224,] 0.99999996 7.712546e-08 3.856273e-08
[225,] 0.99999993 1.490819e-07 7.454094e-08
[226,] 0.99999992 1.647275e-07 8.236373e-08
[227,] 0.99999984 3.171403e-07 1.585701e-07
[228,] 0.99999974 5.271055e-07 2.635527e-07
[229,] 0.99999950 1.002626e-06 5.013132e-07
[230,] 0.99999937 1.256902e-06 6.284508e-07
[231,] 0.99999939 1.225925e-06 6.129624e-07
[232,] 0.99999916 1.675556e-06 8.377779e-07
[233,] 0.99999840 3.209538e-06 1.604769e-06
[234,] 0.99999695 6.104993e-06 3.052497e-06
[235,] 0.99999436 1.128085e-05 5.640427e-06
[236,] 0.99999046 1.908785e-05 9.543926e-06
[237,] 0.99998483 3.034765e-05 1.517383e-05
[238,] 0.99997278 5.443162e-05 2.721581e-05
[239,] 0.99995609 8.782779e-05 4.391390e-05
[240,] 0.99993864 1.227244e-04 6.136220e-05
[241,] 0.99989109 2.178191e-04 1.089095e-04
[242,] 0.99986307 2.738610e-04 1.369305e-04
[243,] 0.99991874 1.625192e-04 8.125961e-05
[244,] 0.99985475 2.905077e-04 1.452538e-04
[245,] 0.99978648 4.270330e-04 2.135165e-04
[246,] 0.99962304 7.539291e-04 3.769645e-04
[247,] 0.99936287 1.274260e-03 6.371299e-04
[248,] 0.99913875 1.722496e-03 8.612482e-04
[249,] 0.99863003 2.739938e-03 1.369969e-03
[250,] 0.99830892 3.382151e-03 1.691076e-03
[251,] 0.99730552 5.388954e-03 2.694477e-03
[252,] 0.99637234 7.255323e-03 3.627661e-03
[253,] 0.99404859 1.190281e-02 5.951407e-03
[254,] 0.99472664 1.054672e-02 5.273362e-03
[255,] 0.99153521 1.692959e-02 8.464794e-03
[256,] 0.98890846 2.218308e-02 1.109154e-02
[257,] 0.98430083 3.139834e-02 1.569917e-02
[258,] 0.98699453 2.601093e-02 1.300547e-02
[259,] 0.97978830 4.042340e-02 2.021170e-02
[260,] 0.96821387 6.357225e-02 3.178613e-02
[261,] 0.95085321 9.829358e-02 4.914679e-02
[262,] 0.93426024 1.314795e-01 6.573976e-02
[263,] 0.91222022 1.755596e-01 8.777978e-02
[264,] 0.91832134 1.633573e-01 8.167866e-02
[265,] 0.89323636 2.135273e-01 1.067636e-01
[266,] 0.85574155 2.885169e-01 1.442585e-01
[267,] 0.80878554 3.824289e-01 1.912145e-01
[268,] 0.73592094 5.281581e-01 2.640791e-01
[269,] 0.72619677 5.476065e-01 2.738032e-01
[270,] 0.65017041 6.996592e-01 3.498296e-01
[271,] 0.59214321 8.157136e-01 4.078568e-01
[272,] 0.47638090 9.527618e-01 5.236191e-01
[273,] 0.36493760 7.298752e-01 6.350624e-01
[274,] 0.24480161 4.896032e-01 7.551984e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1licw1324284225.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/26on01324284225.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3zo9e1324284225.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4owc71324284225.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/57ip31324284225.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
7191.37002 -1933.87653 6567.32996 18735.06434 -20428.40197 18235.59085
7 8 9 10 11 12
1657.55535 7686.87236 -3445.19264 36497.53534 -5323.33283 -46908.81082
13 14 15 16 17 18
-17330.85111 -3208.54706 -3795.94562 -19913.90528 -29524.47013 29618.46525
19 20 21 22 23 24
23268.16779 28419.45343 18193.16907 -688.94245 -21649.66455 -12609.54629
25 26 27 28 29 30
3880.35394 -13694.78451 -4498.83334 -10432.09633 -31989.66215 -23551.95612
31 32 33 34 35 36
-50240.19575 -904.40805 -10479.22231 -43848.66775 9546.36483 -21664.76744
37 38 39 40 41 42
-18814.28652 -15802.48951 -36528.71507 -166.70306 -11165.73385 -10456.77052
43 44 45 46 47 48
-5646.68795 -20991.59799 -16223.46853 -7971.31449 -5844.16027 -6173.25586
49 50 51 52 53 54
-1952.07657 12629.72637 37691.48800 -22252.33101 -10469.93623 15809.35904
55 56 57 58 59 60
-11787.65275 -26671.07215 -5153.25316 -2247.45250 -1730.71266 -4371.01541
61 62 63 64 65 66
34.05026 7741.19944 22546.79255 -14402.84969 6511.77622 -22578.12164
67 68 69 70 71 72
14645.15518 2706.61162 36387.53739 -17315.98038 3104.27177 -2797.63468
73 74 75 76 77 78
-27699.59855 36742.91354 -21141.93775 21729.86782 15704.78859 -20139.78168
79 80 81 82 83 84
-13818.42544 -22768.83432 17859.98431 -9332.56372 14353.84665 -1881.74603
85 86 87 88 89 90
124313.02242 -7857.41739 -6396.28544 -10610.92683 11104.79350 -27812.57400
91 92 93 94 95 96
5542.72000 19699.88765 -18608.21429 19909.55101 -26267.10424 9131.53737
97 98 99 100 101 102
-31267.36172 45887.34641 -25661.94328 15196.73319 -8832.84451 -18209.34532
103 104 105 106 107 108
20928.00191 37878.89704 36441.64715 39397.97352 -22630.90184 -6234.20338
109 110 111 112 113 114
47151.18293 13424.99875 9528.78170 -14565.26485 9752.72139 -7995.13171
115 116 117 118 119 120
5223.58214 896.97591 -2570.81552 -12599.68452 85333.83337 6393.07188
121 122 123 124 125 126
-9141.22453 -7270.32685 -10935.82937 71601.07825 10403.51043 -9687.04953
127 128 129 130 131 132
9898.38720 6317.67617 13338.57565 -1825.25792 3188.79777 -6744.52381
133 134 135 136 137 138
2332.03520 -13320.24836 -22645.46871 -37930.70437 -2358.45142 20773.81233
139 140 141 142 143 144
25831.99159 2608.49994 -11659.65270 9719.27104 -3992.48125 -31195.59543
145 146 147 148 149 150
30056.98193 2007.08910 41692.44623 39299.24112 -6176.89602 8614.06051
151 152 153 154 155 156
-20465.99559 -19866.53700 241.58999 -23167.07715 -28284.86064 56058.12674
157 158 159 160 161 162
-18119.67705 -4110.67534 -649.21423 17912.87822 -10579.77963 72655.19775
163 164 165 166 167 168
9503.02025 38591.81975 -4574.41526 -29181.26355 -23128.77909 39629.31957
169 170 171 172 173 174
-23870.87152 26457.27214 22927.68853 13637.37495 12635.95213 6256.44152
175 176 177 178 179 180
40949.89129 -12387.23666 38905.81266 -9629.11074 15750.45390 -13407.28772
181 182 183 184 185 186
17472.49541 20297.64899 1613.81673 -4995.27230 -46769.88195 -1234.15637
187 188 189 190 191 192
-9001.49807 -1626.29838 -17949.26643 7516.40757 31554.25186 -3456.96698
193 194 195 196 197 198
-4197.58827 497.72300 -12339.62819 -2439.26003 -12807.86960 34835.10220
199 200 201 202 203 204
18849.49600 13010.81555 -7984.40436 -17149.24687 -54.32958 -2765.31747
205 206 207 208 209 210
-8141.81648 -4480.59904 -8919.66379 -7628.41186 -10814.40110 -31277.14336
211 212 213 214 215 216
-10521.04409 -2538.05052 -5897.39542 -15886.75616 15969.87492 -26851.34410
217 218 219 220 221 222
-7668.81648 10498.41923 -15874.61280 -16650.42950 -13827.00193 -13264.94982
223 224 225 226 227 228
-12592.46370 -9260.91208 -14729.18641 -9044.90968 17727.99423 3877.58298
229 230 231 232 233 234
-4735.85888 23207.66905 -16746.60235 -6838.05796 2031.85579 -4852.82357
235 236 237 238 239 240
7889.06718 -2398.12220 -2286.35084 -11109.83264 -11802.80132 -5946.92343
241 242 243 244 245 246
5566.97545 -6293.37683 -9602.99325 1770.01694 -5056.19103 5221.13120
247 248 249 250 251 252
7018.24610 -7496.83475 15478.65655 20555.10946 -7975.82770 -3008.21710
253 254 255 256 257 258
-1450.51668 -3415.31431 -15321.38630 -969.93931 4766.75207 4388.30037
259 260 261 262 263 264
-11589.74747 -5974.33832 -5020.45356 -18368.28839 -2918.41953 -5957.30054
265 266 267 268 269 270
8071.52111 -8187.22127 -14080.73915 6414.48757 -19175.71826 13313.10598
271 272 273 274 275 276
-4833.22936 -5423.33161 3628.54021 -8369.16186 -1376.18308 559.88151
277 278 279 280 281 282
19184.92527 -1248.61446 -15935.36477 -14249.61803 -8221.41433 61993.86260
283 284 285 286 287 288
15826.35669 520.82004 -7771.71531 14828.08918 -9407.08656 -6591.47071
289
-13148.18192
> postscript(file="/var/wessaorg/rcomp/tmp/6e7l21324284225.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 7191.37002 NA
1 -1933.87653 7191.37002
2 6567.32996 -1933.87653
3 18735.06434 6567.32996
4 -20428.40197 18735.06434
5 18235.59085 -20428.40197
6 1657.55535 18235.59085
7 7686.87236 1657.55535
8 -3445.19264 7686.87236
9 36497.53534 -3445.19264
10 -5323.33283 36497.53534
11 -46908.81082 -5323.33283
12 -17330.85111 -46908.81082
13 -3208.54706 -17330.85111
14 -3795.94562 -3208.54706
15 -19913.90528 -3795.94562
16 -29524.47013 -19913.90528
17 29618.46525 -29524.47013
18 23268.16779 29618.46525
19 28419.45343 23268.16779
20 18193.16907 28419.45343
21 -688.94245 18193.16907
22 -21649.66455 -688.94245
23 -12609.54629 -21649.66455
24 3880.35394 -12609.54629
25 -13694.78451 3880.35394
26 -4498.83334 -13694.78451
27 -10432.09633 -4498.83334
28 -31989.66215 -10432.09633
29 -23551.95612 -31989.66215
30 -50240.19575 -23551.95612
31 -904.40805 -50240.19575
32 -10479.22231 -904.40805
33 -43848.66775 -10479.22231
34 9546.36483 -43848.66775
35 -21664.76744 9546.36483
36 -18814.28652 -21664.76744
37 -15802.48951 -18814.28652
38 -36528.71507 -15802.48951
39 -166.70306 -36528.71507
40 -11165.73385 -166.70306
41 -10456.77052 -11165.73385
42 -5646.68795 -10456.77052
43 -20991.59799 -5646.68795
44 -16223.46853 -20991.59799
45 -7971.31449 -16223.46853
46 -5844.16027 -7971.31449
47 -6173.25586 -5844.16027
48 -1952.07657 -6173.25586
49 12629.72637 -1952.07657
50 37691.48800 12629.72637
51 -22252.33101 37691.48800
52 -10469.93623 -22252.33101
53 15809.35904 -10469.93623
54 -11787.65275 15809.35904
55 -26671.07215 -11787.65275
56 -5153.25316 -26671.07215
57 -2247.45250 -5153.25316
58 -1730.71266 -2247.45250
59 -4371.01541 -1730.71266
60 34.05026 -4371.01541
61 7741.19944 34.05026
62 22546.79255 7741.19944
63 -14402.84969 22546.79255
64 6511.77622 -14402.84969
65 -22578.12164 6511.77622
66 14645.15518 -22578.12164
67 2706.61162 14645.15518
68 36387.53739 2706.61162
69 -17315.98038 36387.53739
70 3104.27177 -17315.98038
71 -2797.63468 3104.27177
72 -27699.59855 -2797.63468
73 36742.91354 -27699.59855
74 -21141.93775 36742.91354
75 21729.86782 -21141.93775
76 15704.78859 21729.86782
77 -20139.78168 15704.78859
78 -13818.42544 -20139.78168
79 -22768.83432 -13818.42544
80 17859.98431 -22768.83432
81 -9332.56372 17859.98431
82 14353.84665 -9332.56372
83 -1881.74603 14353.84665
84 124313.02242 -1881.74603
85 -7857.41739 124313.02242
86 -6396.28544 -7857.41739
87 -10610.92683 -6396.28544
88 11104.79350 -10610.92683
89 -27812.57400 11104.79350
90 5542.72000 -27812.57400
91 19699.88765 5542.72000
92 -18608.21429 19699.88765
93 19909.55101 -18608.21429
94 -26267.10424 19909.55101
95 9131.53737 -26267.10424
96 -31267.36172 9131.53737
97 45887.34641 -31267.36172
98 -25661.94328 45887.34641
99 15196.73319 -25661.94328
100 -8832.84451 15196.73319
101 -18209.34532 -8832.84451
102 20928.00191 -18209.34532
103 37878.89704 20928.00191
104 36441.64715 37878.89704
105 39397.97352 36441.64715
106 -22630.90184 39397.97352
107 -6234.20338 -22630.90184
108 47151.18293 -6234.20338
109 13424.99875 47151.18293
110 9528.78170 13424.99875
111 -14565.26485 9528.78170
112 9752.72139 -14565.26485
113 -7995.13171 9752.72139
114 5223.58214 -7995.13171
115 896.97591 5223.58214
116 -2570.81552 896.97591
117 -12599.68452 -2570.81552
118 85333.83337 -12599.68452
119 6393.07188 85333.83337
120 -9141.22453 6393.07188
121 -7270.32685 -9141.22453
122 -10935.82937 -7270.32685
123 71601.07825 -10935.82937
124 10403.51043 71601.07825
125 -9687.04953 10403.51043
126 9898.38720 -9687.04953
127 6317.67617 9898.38720
128 13338.57565 6317.67617
129 -1825.25792 13338.57565
130 3188.79777 -1825.25792
131 -6744.52381 3188.79777
132 2332.03520 -6744.52381
133 -13320.24836 2332.03520
134 -22645.46871 -13320.24836
135 -37930.70437 -22645.46871
136 -2358.45142 -37930.70437
137 20773.81233 -2358.45142
138 25831.99159 20773.81233
139 2608.49994 25831.99159
140 -11659.65270 2608.49994
141 9719.27104 -11659.65270
142 -3992.48125 9719.27104
143 -31195.59543 -3992.48125
144 30056.98193 -31195.59543
145 2007.08910 30056.98193
146 41692.44623 2007.08910
147 39299.24112 41692.44623
148 -6176.89602 39299.24112
149 8614.06051 -6176.89602
150 -20465.99559 8614.06051
151 -19866.53700 -20465.99559
152 241.58999 -19866.53700
153 -23167.07715 241.58999
154 -28284.86064 -23167.07715
155 56058.12674 -28284.86064
156 -18119.67705 56058.12674
157 -4110.67534 -18119.67705
158 -649.21423 -4110.67534
159 17912.87822 -649.21423
160 -10579.77963 17912.87822
161 72655.19775 -10579.77963
162 9503.02025 72655.19775
163 38591.81975 9503.02025
164 -4574.41526 38591.81975
165 -29181.26355 -4574.41526
166 -23128.77909 -29181.26355
167 39629.31957 -23128.77909
168 -23870.87152 39629.31957
169 26457.27214 -23870.87152
170 22927.68853 26457.27214
171 13637.37495 22927.68853
172 12635.95213 13637.37495
173 6256.44152 12635.95213
174 40949.89129 6256.44152
175 -12387.23666 40949.89129
176 38905.81266 -12387.23666
177 -9629.11074 38905.81266
178 15750.45390 -9629.11074
179 -13407.28772 15750.45390
180 17472.49541 -13407.28772
181 20297.64899 17472.49541
182 1613.81673 20297.64899
183 -4995.27230 1613.81673
184 -46769.88195 -4995.27230
185 -1234.15637 -46769.88195
186 -9001.49807 -1234.15637
187 -1626.29838 -9001.49807
188 -17949.26643 -1626.29838
189 7516.40757 -17949.26643
190 31554.25186 7516.40757
191 -3456.96698 31554.25186
192 -4197.58827 -3456.96698
193 497.72300 -4197.58827
194 -12339.62819 497.72300
195 -2439.26003 -12339.62819
196 -12807.86960 -2439.26003
197 34835.10220 -12807.86960
198 18849.49600 34835.10220
199 13010.81555 18849.49600
200 -7984.40436 13010.81555
201 -17149.24687 -7984.40436
202 -54.32958 -17149.24687
203 -2765.31747 -54.32958
204 -8141.81648 -2765.31747
205 -4480.59904 -8141.81648
206 -8919.66379 -4480.59904
207 -7628.41186 -8919.66379
208 -10814.40110 -7628.41186
209 -31277.14336 -10814.40110
210 -10521.04409 -31277.14336
211 -2538.05052 -10521.04409
212 -5897.39542 -2538.05052
213 -15886.75616 -5897.39542
214 15969.87492 -15886.75616
215 -26851.34410 15969.87492
216 -7668.81648 -26851.34410
217 10498.41923 -7668.81648
218 -15874.61280 10498.41923
219 -16650.42950 -15874.61280
220 -13827.00193 -16650.42950
221 -13264.94982 -13827.00193
222 -12592.46370 -13264.94982
223 -9260.91208 -12592.46370
224 -14729.18641 -9260.91208
225 -9044.90968 -14729.18641
226 17727.99423 -9044.90968
227 3877.58298 17727.99423
228 -4735.85888 3877.58298
229 23207.66905 -4735.85888
230 -16746.60235 23207.66905
231 -6838.05796 -16746.60235
232 2031.85579 -6838.05796
233 -4852.82357 2031.85579
234 7889.06718 -4852.82357
235 -2398.12220 7889.06718
236 -2286.35084 -2398.12220
237 -11109.83264 -2286.35084
238 -11802.80132 -11109.83264
239 -5946.92343 -11802.80132
240 5566.97545 -5946.92343
241 -6293.37683 5566.97545
242 -9602.99325 -6293.37683
243 1770.01694 -9602.99325
244 -5056.19103 1770.01694
245 5221.13120 -5056.19103
246 7018.24610 5221.13120
247 -7496.83475 7018.24610
248 15478.65655 -7496.83475
249 20555.10946 15478.65655
250 -7975.82770 20555.10946
251 -3008.21710 -7975.82770
252 -1450.51668 -3008.21710
253 -3415.31431 -1450.51668
254 -15321.38630 -3415.31431
255 -969.93931 -15321.38630
256 4766.75207 -969.93931
257 4388.30037 4766.75207
258 -11589.74747 4388.30037
259 -5974.33832 -11589.74747
260 -5020.45356 -5974.33832
261 -18368.28839 -5020.45356
262 -2918.41953 -18368.28839
263 -5957.30054 -2918.41953
264 8071.52111 -5957.30054
265 -8187.22127 8071.52111
266 -14080.73915 -8187.22127
267 6414.48757 -14080.73915
268 -19175.71826 6414.48757
269 13313.10598 -19175.71826
270 -4833.22936 13313.10598
271 -5423.33161 -4833.22936
272 3628.54021 -5423.33161
273 -8369.16186 3628.54021
274 -1376.18308 -8369.16186
275 559.88151 -1376.18308
276 19184.92527 559.88151
277 -1248.61446 19184.92527
278 -15935.36477 -1248.61446
279 -14249.61803 -15935.36477
280 -8221.41433 -14249.61803
281 61993.86260 -8221.41433
282 15826.35669 61993.86260
283 520.82004 15826.35669
284 -7771.71531 520.82004
285 14828.08918 -7771.71531
286 -9407.08656 14828.08918
287 -6591.47071 -9407.08656
288 -13148.18192 -6591.47071
289 NA -13148.18192
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -1933.87653 7191.37002
[2,] 6567.32996 -1933.87653
[3,] 18735.06434 6567.32996
[4,] -20428.40197 18735.06434
[5,] 18235.59085 -20428.40197
[6,] 1657.55535 18235.59085
[7,] 7686.87236 1657.55535
[8,] -3445.19264 7686.87236
[9,] 36497.53534 -3445.19264
[10,] -5323.33283 36497.53534
[11,] -46908.81082 -5323.33283
[12,] -17330.85111 -46908.81082
[13,] -3208.54706 -17330.85111
[14,] -3795.94562 -3208.54706
[15,] -19913.90528 -3795.94562
[16,] -29524.47013 -19913.90528
[17,] 29618.46525 -29524.47013
[18,] 23268.16779 29618.46525
[19,] 28419.45343 23268.16779
[20,] 18193.16907 28419.45343
[21,] -688.94245 18193.16907
[22,] -21649.66455 -688.94245
[23,] -12609.54629 -21649.66455
[24,] 3880.35394 -12609.54629
[25,] -13694.78451 3880.35394
[26,] -4498.83334 -13694.78451
[27,] -10432.09633 -4498.83334
[28,] -31989.66215 -10432.09633
[29,] -23551.95612 -31989.66215
[30,] -50240.19575 -23551.95612
[31,] -904.40805 -50240.19575
[32,] -10479.22231 -904.40805
[33,] -43848.66775 -10479.22231
[34,] 9546.36483 -43848.66775
[35,] -21664.76744 9546.36483
[36,] -18814.28652 -21664.76744
[37,] -15802.48951 -18814.28652
[38,] -36528.71507 -15802.48951
[39,] -166.70306 -36528.71507
[40,] -11165.73385 -166.70306
[41,] -10456.77052 -11165.73385
[42,] -5646.68795 -10456.77052
[43,] -20991.59799 -5646.68795
[44,] -16223.46853 -20991.59799
[45,] -7971.31449 -16223.46853
[46,] -5844.16027 -7971.31449
[47,] -6173.25586 -5844.16027
[48,] -1952.07657 -6173.25586
[49,] 12629.72637 -1952.07657
[50,] 37691.48800 12629.72637
[51,] -22252.33101 37691.48800
[52,] -10469.93623 -22252.33101
[53,] 15809.35904 -10469.93623
[54,] -11787.65275 15809.35904
[55,] -26671.07215 -11787.65275
[56,] -5153.25316 -26671.07215
[57,] -2247.45250 -5153.25316
[58,] -1730.71266 -2247.45250
[59,] -4371.01541 -1730.71266
[60,] 34.05026 -4371.01541
[61,] 7741.19944 34.05026
[62,] 22546.79255 7741.19944
[63,] -14402.84969 22546.79255
[64,] 6511.77622 -14402.84969
[65,] -22578.12164 6511.77622
[66,] 14645.15518 -22578.12164
[67,] 2706.61162 14645.15518
[68,] 36387.53739 2706.61162
[69,] -17315.98038 36387.53739
[70,] 3104.27177 -17315.98038
[71,] -2797.63468 3104.27177
[72,] -27699.59855 -2797.63468
[73,] 36742.91354 -27699.59855
[74,] -21141.93775 36742.91354
[75,] 21729.86782 -21141.93775
[76,] 15704.78859 21729.86782
[77,] -20139.78168 15704.78859
[78,] -13818.42544 -20139.78168
[79,] -22768.83432 -13818.42544
[80,] 17859.98431 -22768.83432
[81,] -9332.56372 17859.98431
[82,] 14353.84665 -9332.56372
[83,] -1881.74603 14353.84665
[84,] 124313.02242 -1881.74603
[85,] -7857.41739 124313.02242
[86,] -6396.28544 -7857.41739
[87,] -10610.92683 -6396.28544
[88,] 11104.79350 -10610.92683
[89,] -27812.57400 11104.79350
[90,] 5542.72000 -27812.57400
[91,] 19699.88765 5542.72000
[92,] -18608.21429 19699.88765
[93,] 19909.55101 -18608.21429
[94,] -26267.10424 19909.55101
[95,] 9131.53737 -26267.10424
[96,] -31267.36172 9131.53737
[97,] 45887.34641 -31267.36172
[98,] -25661.94328 45887.34641
[99,] 15196.73319 -25661.94328
[100,] -8832.84451 15196.73319
[101,] -18209.34532 -8832.84451
[102,] 20928.00191 -18209.34532
[103,] 37878.89704 20928.00191
[104,] 36441.64715 37878.89704
[105,] 39397.97352 36441.64715
[106,] -22630.90184 39397.97352
[107,] -6234.20338 -22630.90184
[108,] 47151.18293 -6234.20338
[109,] 13424.99875 47151.18293
[110,] 9528.78170 13424.99875
[111,] -14565.26485 9528.78170
[112,] 9752.72139 -14565.26485
[113,] -7995.13171 9752.72139
[114,] 5223.58214 -7995.13171
[115,] 896.97591 5223.58214
[116,] -2570.81552 896.97591
[117,] -12599.68452 -2570.81552
[118,] 85333.83337 -12599.68452
[119,] 6393.07188 85333.83337
[120,] -9141.22453 6393.07188
[121,] -7270.32685 -9141.22453
[122,] -10935.82937 -7270.32685
[123,] 71601.07825 -10935.82937
[124,] 10403.51043 71601.07825
[125,] -9687.04953 10403.51043
[126,] 9898.38720 -9687.04953
[127,] 6317.67617 9898.38720
[128,] 13338.57565 6317.67617
[129,] -1825.25792 13338.57565
[130,] 3188.79777 -1825.25792
[131,] -6744.52381 3188.79777
[132,] 2332.03520 -6744.52381
[133,] -13320.24836 2332.03520
[134,] -22645.46871 -13320.24836
[135,] -37930.70437 -22645.46871
[136,] -2358.45142 -37930.70437
[137,] 20773.81233 -2358.45142
[138,] 25831.99159 20773.81233
[139,] 2608.49994 25831.99159
[140,] -11659.65270 2608.49994
[141,] 9719.27104 -11659.65270
[142,] -3992.48125 9719.27104
[143,] -31195.59543 -3992.48125
[144,] 30056.98193 -31195.59543
[145,] 2007.08910 30056.98193
[146,] 41692.44623 2007.08910
[147,] 39299.24112 41692.44623
[148,] -6176.89602 39299.24112
[149,] 8614.06051 -6176.89602
[150,] -20465.99559 8614.06051
[151,] -19866.53700 -20465.99559
[152,] 241.58999 -19866.53700
[153,] -23167.07715 241.58999
[154,] -28284.86064 -23167.07715
[155,] 56058.12674 -28284.86064
[156,] -18119.67705 56058.12674
[157,] -4110.67534 -18119.67705
[158,] -649.21423 -4110.67534
[159,] 17912.87822 -649.21423
[160,] -10579.77963 17912.87822
[161,] 72655.19775 -10579.77963
[162,] 9503.02025 72655.19775
[163,] 38591.81975 9503.02025
[164,] -4574.41526 38591.81975
[165,] -29181.26355 -4574.41526
[166,] -23128.77909 -29181.26355
[167,] 39629.31957 -23128.77909
[168,] -23870.87152 39629.31957
[169,] 26457.27214 -23870.87152
[170,] 22927.68853 26457.27214
[171,] 13637.37495 22927.68853
[172,] 12635.95213 13637.37495
[173,] 6256.44152 12635.95213
[174,] 40949.89129 6256.44152
[175,] -12387.23666 40949.89129
[176,] 38905.81266 -12387.23666
[177,] -9629.11074 38905.81266
[178,] 15750.45390 -9629.11074
[179,] -13407.28772 15750.45390
[180,] 17472.49541 -13407.28772
[181,] 20297.64899 17472.49541
[182,] 1613.81673 20297.64899
[183,] -4995.27230 1613.81673
[184,] -46769.88195 -4995.27230
[185,] -1234.15637 -46769.88195
[186,] -9001.49807 -1234.15637
[187,] -1626.29838 -9001.49807
[188,] -17949.26643 -1626.29838
[189,] 7516.40757 -17949.26643
[190,] 31554.25186 7516.40757
[191,] -3456.96698 31554.25186
[192,] -4197.58827 -3456.96698
[193,] 497.72300 -4197.58827
[194,] -12339.62819 497.72300
[195,] -2439.26003 -12339.62819
[196,] -12807.86960 -2439.26003
[197,] 34835.10220 -12807.86960
[198,] 18849.49600 34835.10220
[199,] 13010.81555 18849.49600
[200,] -7984.40436 13010.81555
[201,] -17149.24687 -7984.40436
[202,] -54.32958 -17149.24687
[203,] -2765.31747 -54.32958
[204,] -8141.81648 -2765.31747
[205,] -4480.59904 -8141.81648
[206,] -8919.66379 -4480.59904
[207,] -7628.41186 -8919.66379
[208,] -10814.40110 -7628.41186
[209,] -31277.14336 -10814.40110
[210,] -10521.04409 -31277.14336
[211,] -2538.05052 -10521.04409
[212,] -5897.39542 -2538.05052
[213,] -15886.75616 -5897.39542
[214,] 15969.87492 -15886.75616
[215,] -26851.34410 15969.87492
[216,] -7668.81648 -26851.34410
[217,] 10498.41923 -7668.81648
[218,] -15874.61280 10498.41923
[219,] -16650.42950 -15874.61280
[220,] -13827.00193 -16650.42950
[221,] -13264.94982 -13827.00193
[222,] -12592.46370 -13264.94982
[223,] -9260.91208 -12592.46370
[224,] -14729.18641 -9260.91208
[225,] -9044.90968 -14729.18641
[226,] 17727.99423 -9044.90968
[227,] 3877.58298 17727.99423
[228,] -4735.85888 3877.58298
[229,] 23207.66905 -4735.85888
[230,] -16746.60235 23207.66905
[231,] -6838.05796 -16746.60235
[232,] 2031.85579 -6838.05796
[233,] -4852.82357 2031.85579
[234,] 7889.06718 -4852.82357
[235,] -2398.12220 7889.06718
[236,] -2286.35084 -2398.12220
[237,] -11109.83264 -2286.35084
[238,] -11802.80132 -11109.83264
[239,] -5946.92343 -11802.80132
[240,] 5566.97545 -5946.92343
[241,] -6293.37683 5566.97545
[242,] -9602.99325 -6293.37683
[243,] 1770.01694 -9602.99325
[244,] -5056.19103 1770.01694
[245,] 5221.13120 -5056.19103
[246,] 7018.24610 5221.13120
[247,] -7496.83475 7018.24610
[248,] 15478.65655 -7496.83475
[249,] 20555.10946 15478.65655
[250,] -7975.82770 20555.10946
[251,] -3008.21710 -7975.82770
[252,] -1450.51668 -3008.21710
[253,] -3415.31431 -1450.51668
[254,] -15321.38630 -3415.31431
[255,] -969.93931 -15321.38630
[256,] 4766.75207 -969.93931
[257,] 4388.30037 4766.75207
[258,] -11589.74747 4388.30037
[259,] -5974.33832 -11589.74747
[260,] -5020.45356 -5974.33832
[261,] -18368.28839 -5020.45356
[262,] -2918.41953 -18368.28839
[263,] -5957.30054 -2918.41953
[264,] 8071.52111 -5957.30054
[265,] -8187.22127 8071.52111
[266,] -14080.73915 -8187.22127
[267,] 6414.48757 -14080.73915
[268,] -19175.71826 6414.48757
[269,] 13313.10598 -19175.71826
[270,] -4833.22936 13313.10598
[271,] -5423.33161 -4833.22936
[272,] 3628.54021 -5423.33161
[273,] -8369.16186 3628.54021
[274,] -1376.18308 -8369.16186
[275,] 559.88151 -1376.18308
[276,] 19184.92527 559.88151
[277,] -1248.61446 19184.92527
[278,] -15935.36477 -1248.61446
[279,] -14249.61803 -15935.36477
[280,] -8221.41433 -14249.61803
[281,] 61993.86260 -8221.41433
[282,] 15826.35669 61993.86260
[283,] 520.82004 15826.35669
[284,] -7771.71531 520.82004
[285,] 14828.08918 -7771.71531
[286,] -9407.08656 14828.08918
[287,] -6591.47071 -9407.08656
[288,] -13148.18192 -6591.47071
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -1933.87653 7191.37002
2 6567.32996 -1933.87653
3 18735.06434 6567.32996
4 -20428.40197 18735.06434
5 18235.59085 -20428.40197
6 1657.55535 18235.59085
7 7686.87236 1657.55535
8 -3445.19264 7686.87236
9 36497.53534 -3445.19264
10 -5323.33283 36497.53534
11 -46908.81082 -5323.33283
12 -17330.85111 -46908.81082
13 -3208.54706 -17330.85111
14 -3795.94562 -3208.54706
15 -19913.90528 -3795.94562
16 -29524.47013 -19913.90528
17 29618.46525 -29524.47013
18 23268.16779 29618.46525
19 28419.45343 23268.16779
20 18193.16907 28419.45343
21 -688.94245 18193.16907
22 -21649.66455 -688.94245
23 -12609.54629 -21649.66455
24 3880.35394 -12609.54629
25 -13694.78451 3880.35394
26 -4498.83334 -13694.78451
27 -10432.09633 -4498.83334
28 -31989.66215 -10432.09633
29 -23551.95612 -31989.66215
30 -50240.19575 -23551.95612
31 -904.40805 -50240.19575
32 -10479.22231 -904.40805
33 -43848.66775 -10479.22231
34 9546.36483 -43848.66775
35 -21664.76744 9546.36483
36 -18814.28652 -21664.76744
37 -15802.48951 -18814.28652
38 -36528.71507 -15802.48951
39 -166.70306 -36528.71507
40 -11165.73385 -166.70306
41 -10456.77052 -11165.73385
42 -5646.68795 -10456.77052
43 -20991.59799 -5646.68795
44 -16223.46853 -20991.59799
45 -7971.31449 -16223.46853
46 -5844.16027 -7971.31449
47 -6173.25586 -5844.16027
48 -1952.07657 -6173.25586
49 12629.72637 -1952.07657
50 37691.48800 12629.72637
51 -22252.33101 37691.48800
52 -10469.93623 -22252.33101
53 15809.35904 -10469.93623
54 -11787.65275 15809.35904
55 -26671.07215 -11787.65275
56 -5153.25316 -26671.07215
57 -2247.45250 -5153.25316
58 -1730.71266 -2247.45250
59 -4371.01541 -1730.71266
60 34.05026 -4371.01541
61 7741.19944 34.05026
62 22546.79255 7741.19944
63 -14402.84969 22546.79255
64 6511.77622 -14402.84969
65 -22578.12164 6511.77622
66 14645.15518 -22578.12164
67 2706.61162 14645.15518
68 36387.53739 2706.61162
69 -17315.98038 36387.53739
70 3104.27177 -17315.98038
71 -2797.63468 3104.27177
72 -27699.59855 -2797.63468
73 36742.91354 -27699.59855
74 -21141.93775 36742.91354
75 21729.86782 -21141.93775
76 15704.78859 21729.86782
77 -20139.78168 15704.78859
78 -13818.42544 -20139.78168
79 -22768.83432 -13818.42544
80 17859.98431 -22768.83432
81 -9332.56372 17859.98431
82 14353.84665 -9332.56372
83 -1881.74603 14353.84665
84 124313.02242 -1881.74603
85 -7857.41739 124313.02242
86 -6396.28544 -7857.41739
87 -10610.92683 -6396.28544
88 11104.79350 -10610.92683
89 -27812.57400 11104.79350
90 5542.72000 -27812.57400
91 19699.88765 5542.72000
92 -18608.21429 19699.88765
93 19909.55101 -18608.21429
94 -26267.10424 19909.55101
95 9131.53737 -26267.10424
96 -31267.36172 9131.53737
97 45887.34641 -31267.36172
98 -25661.94328 45887.34641
99 15196.73319 -25661.94328
100 -8832.84451 15196.73319
101 -18209.34532 -8832.84451
102 20928.00191 -18209.34532
103 37878.89704 20928.00191
104 36441.64715 37878.89704
105 39397.97352 36441.64715
106 -22630.90184 39397.97352
107 -6234.20338 -22630.90184
108 47151.18293 -6234.20338
109 13424.99875 47151.18293
110 9528.78170 13424.99875
111 -14565.26485 9528.78170
112 9752.72139 -14565.26485
113 -7995.13171 9752.72139
114 5223.58214 -7995.13171
115 896.97591 5223.58214
116 -2570.81552 896.97591
117 -12599.68452 -2570.81552
118 85333.83337 -12599.68452
119 6393.07188 85333.83337
120 -9141.22453 6393.07188
121 -7270.32685 -9141.22453
122 -10935.82937 -7270.32685
123 71601.07825 -10935.82937
124 10403.51043 71601.07825
125 -9687.04953 10403.51043
126 9898.38720 -9687.04953
127 6317.67617 9898.38720
128 13338.57565 6317.67617
129 -1825.25792 13338.57565
130 3188.79777 -1825.25792
131 -6744.52381 3188.79777
132 2332.03520 -6744.52381
133 -13320.24836 2332.03520
134 -22645.46871 -13320.24836
135 -37930.70437 -22645.46871
136 -2358.45142 -37930.70437
137 20773.81233 -2358.45142
138 25831.99159 20773.81233
139 2608.49994 25831.99159
140 -11659.65270 2608.49994
141 9719.27104 -11659.65270
142 -3992.48125 9719.27104
143 -31195.59543 -3992.48125
144 30056.98193 -31195.59543
145 2007.08910 30056.98193
146 41692.44623 2007.08910
147 39299.24112 41692.44623
148 -6176.89602 39299.24112
149 8614.06051 -6176.89602
150 -20465.99559 8614.06051
151 -19866.53700 -20465.99559
152 241.58999 -19866.53700
153 -23167.07715 241.58999
154 -28284.86064 -23167.07715
155 56058.12674 -28284.86064
156 -18119.67705 56058.12674
157 -4110.67534 -18119.67705
158 -649.21423 -4110.67534
159 17912.87822 -649.21423
160 -10579.77963 17912.87822
161 72655.19775 -10579.77963
162 9503.02025 72655.19775
163 38591.81975 9503.02025
164 -4574.41526 38591.81975
165 -29181.26355 -4574.41526
166 -23128.77909 -29181.26355
167 39629.31957 -23128.77909
168 -23870.87152 39629.31957
169 26457.27214 -23870.87152
170 22927.68853 26457.27214
171 13637.37495 22927.68853
172 12635.95213 13637.37495
173 6256.44152 12635.95213
174 40949.89129 6256.44152
175 -12387.23666 40949.89129
176 38905.81266 -12387.23666
177 -9629.11074 38905.81266
178 15750.45390 -9629.11074
179 -13407.28772 15750.45390
180 17472.49541 -13407.28772
181 20297.64899 17472.49541
182 1613.81673 20297.64899
183 -4995.27230 1613.81673
184 -46769.88195 -4995.27230
185 -1234.15637 -46769.88195
186 -9001.49807 -1234.15637
187 -1626.29838 -9001.49807
188 -17949.26643 -1626.29838
189 7516.40757 -17949.26643
190 31554.25186 7516.40757
191 -3456.96698 31554.25186
192 -4197.58827 -3456.96698
193 497.72300 -4197.58827
194 -12339.62819 497.72300
195 -2439.26003 -12339.62819
196 -12807.86960 -2439.26003
197 34835.10220 -12807.86960
198 18849.49600 34835.10220
199 13010.81555 18849.49600
200 -7984.40436 13010.81555
201 -17149.24687 -7984.40436
202 -54.32958 -17149.24687
203 -2765.31747 -54.32958
204 -8141.81648 -2765.31747
205 -4480.59904 -8141.81648
206 -8919.66379 -4480.59904
207 -7628.41186 -8919.66379
208 -10814.40110 -7628.41186
209 -31277.14336 -10814.40110
210 -10521.04409 -31277.14336
211 -2538.05052 -10521.04409
212 -5897.39542 -2538.05052
213 -15886.75616 -5897.39542
214 15969.87492 -15886.75616
215 -26851.34410 15969.87492
216 -7668.81648 -26851.34410
217 10498.41923 -7668.81648
218 -15874.61280 10498.41923
219 -16650.42950 -15874.61280
220 -13827.00193 -16650.42950
221 -13264.94982 -13827.00193
222 -12592.46370 -13264.94982
223 -9260.91208 -12592.46370
224 -14729.18641 -9260.91208
225 -9044.90968 -14729.18641
226 17727.99423 -9044.90968
227 3877.58298 17727.99423
228 -4735.85888 3877.58298
229 23207.66905 -4735.85888
230 -16746.60235 23207.66905
231 -6838.05796 -16746.60235
232 2031.85579 -6838.05796
233 -4852.82357 2031.85579
234 7889.06718 -4852.82357
235 -2398.12220 7889.06718
236 -2286.35084 -2398.12220
237 -11109.83264 -2286.35084
238 -11802.80132 -11109.83264
239 -5946.92343 -11802.80132
240 5566.97545 -5946.92343
241 -6293.37683 5566.97545
242 -9602.99325 -6293.37683
243 1770.01694 -9602.99325
244 -5056.19103 1770.01694
245 5221.13120 -5056.19103
246 7018.24610 5221.13120
247 -7496.83475 7018.24610
248 15478.65655 -7496.83475
249 20555.10946 15478.65655
250 -7975.82770 20555.10946
251 -3008.21710 -7975.82770
252 -1450.51668 -3008.21710
253 -3415.31431 -1450.51668
254 -15321.38630 -3415.31431
255 -969.93931 -15321.38630
256 4766.75207 -969.93931
257 4388.30037 4766.75207
258 -11589.74747 4388.30037
259 -5974.33832 -11589.74747
260 -5020.45356 -5974.33832
261 -18368.28839 -5020.45356
262 -2918.41953 -18368.28839
263 -5957.30054 -2918.41953
264 8071.52111 -5957.30054
265 -8187.22127 8071.52111
266 -14080.73915 -8187.22127
267 6414.48757 -14080.73915
268 -19175.71826 6414.48757
269 13313.10598 -19175.71826
270 -4833.22936 13313.10598
271 -5423.33161 -4833.22936
272 3628.54021 -5423.33161
273 -8369.16186 3628.54021
274 -1376.18308 -8369.16186
275 559.88151 -1376.18308
276 19184.92527 559.88151
277 -1248.61446 19184.92527
278 -15935.36477 -1248.61446
279 -14249.61803 -15935.36477
280 -8221.41433 -14249.61803
281 61993.86260 -8221.41433
282 15826.35669 61993.86260
283 520.82004 15826.35669
284 -7771.71531 520.82004
285 14828.08918 -7771.71531
286 -9407.08656 14828.08918
287 -6591.47071 -9407.08656
288 -13148.18192 -6591.47071
> 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/7pi651324284225.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8ts4e1324284225.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9bhai1324284225.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/105xi51324284225.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11msja1324284225.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/12owhw1324284225.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/13f7zt1324284225.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/14fkw41324284225.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/1532aw1324284225.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/16vea61324284225.tab")
+ }
>
> try(system("convert tmp/1licw1324284225.ps tmp/1licw1324284225.png",intern=TRUE))
character(0)
> try(system("convert tmp/26on01324284225.ps tmp/26on01324284225.png",intern=TRUE))
character(0)
> try(system("convert tmp/3zo9e1324284225.ps tmp/3zo9e1324284225.png",intern=TRUE))
character(0)
> try(system("convert tmp/4owc71324284225.ps tmp/4owc71324284225.png",intern=TRUE))
character(0)
> try(system("convert tmp/57ip31324284225.ps tmp/57ip31324284225.png",intern=TRUE))
character(0)
> try(system("convert tmp/6e7l21324284225.ps tmp/6e7l21324284225.png",intern=TRUE))
character(0)
> try(system("convert tmp/7pi651324284225.ps tmp/7pi651324284225.png",intern=TRUE))
character(0)
> try(system("convert tmp/8ts4e1324284225.ps tmp/8ts4e1324284225.png",intern=TRUE))
character(0)
> try(system("convert tmp/9bhai1324284225.ps tmp/9bhai1324284225.png",intern=TRUE))
character(0)
> try(system("convert tmp/105xi51324284225.ps tmp/105xi51324284225.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
7.640 0.635 8.765