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(112285
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+ ,1141
+ ,19546
+ ,62215
+ ,3710
+ ,26
+ ,680
+ ,22818
+ ,69304
+ ,705
+ ,21
+ ,1090
+ ,32689
+ ,53117
+ ,443
+ ,4
+ ,616
+ ,5752
+ ,19764
+ ,2416
+ ,10
+ ,285
+ ,22197
+ ,86680
+ ,7747
+ ,43
+ ,1145
+ ,20055
+ ,84105
+ ,5432
+ ,34
+ ,733
+ ,25272
+ ,77945
+ ,4913
+ ,31
+ ,888
+ ,82206
+ ,89113
+ ,2650
+ ,19
+ ,849
+ ,32073
+ ,91005
+ ,2370
+ ,34
+ ,1182
+ ,5444
+ ,40248
+ ,775
+ ,6
+ ,528
+ ,20154
+ ,64187
+ ,5576
+ ,11
+ ,642
+ ,36944
+ ,50857
+ ,1352
+ ,24
+ ,947
+ ,8019
+ ,56613
+ ,3080
+ ,16
+ ,819
+ ,30884
+ ,62792
+ ,10205
+ ,72
+ ,757
+ ,19540
+ ,72535
+ ,6095
+ ,21
+ ,894)
+ ,dim=c(5
+ ,289)
+ ,dimnames=list(c('totsize'
+ ,'time_in_rfc'
+ ,'totrevisions'
+ ,'totblogs'
+ ,'pageviews')
+ ,1:289))
> y <- array(NA,dim=c(5,289),dimnames=list(c('totsize','time_in_rfc','totrevisions','totblogs','pageviews'),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 = '1'
> library(lattice)
> library(lmtest)
Loading required package: zoo
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
totsize time_in_rfc totrevisions totblogs pageviews
1 112285 210907 24188 145 1418
2 84786 120982 18273 101 869
3 83123 176508 14130 98 1530
4 101193 179321 32287 132 2172
5 38361 123185 8654 60 901
6 68504 52746 9245 38 463
7 119182 385534 33251 144 3201
8 22807 33170 1271 5 371
9 17140 101645 5279 28 1192
10 116174 149061 27101 84 1583
11 57635 165446 16373 79 1439
12 66198 237213 19716 127 1764
13 71701 173326 17753 78 1495
14 57793 133131 9028 60 1373
15 80444 258873 18653 131 2187
16 53855 180083 8828 84 1491
17 97668 324799 29498 133 4041
18 133824 230964 27563 150 1706
19 101481 236785 18293 91 2152
20 99645 135473 22530 132 1036
21 114789 202925 15977 136 1882
22 99052 215147 35082 124 1929
23 67654 344297 16116 118 2242
24 65553 153935 15849 70 1220
25 97500 132943 16026 107 1289
26 69112 174724 26569 119 2515
27 82753 174415 24785 89 2147
28 85323 225548 17569 112 2352
29 72654 223632 23825 108 1638
30 30727 124817 7869 52 1222
31 77873 221698 14975 112 1812
32 117478 210767 37791 116 1677
33 74007 170266 9605 123 1579
34 90183 260561 27295 125 1731
35 61542 84853 2746 27 807
36 101494 294424 34461 162 2452
37 27570 101011 8098 32 829
38 55813 215641 4787 64 1940
39 79215 325107 24919 92 2662
40 1423 7176 603 0 186
41 55461 167542 16329 83 1499
42 31081 106408 12558 41 865
43 22996 96560 7784 47 1793
44 83122 265769 28522 120 2527
45 70106 269651 22265 105 2747
46 60578 149112 14459 79 1324
47 39992 175824 14526 65 2702
48 79892 152871 22240 70 1383
49 49810 111665 11802 55 1179
50 71570 116408 7623 39 2099
51 100708 362301 11912 67 4308
52 33032 78800 7935 21 918
53 82875 183167 18220 127 1831
54 139077 277965 19199 152 3373
55 71595 150629 19918 113 1713
56 72260 168809 21884 99 1438
57 5950 24188 2694 7 496
58 115762 329267 15808 141 2253
59 32551 65029 3597 21 744
60 31701 101097 5296 35 1161
61 80670 218946 25239 109 2352
62 143558 244052 29801 133 2144
63 117105 341570 18450 123 4691
64 23789 103597 7132 26 1112
65 120733 233328 34861 230 2694
66 105195 256462 35940 166 1973
67 73107 206161 16688 68 1769
68 132068 311473 24683 147 3148
69 149193 235800 46230 179 2474
70 46821 177939 10387 61 2084
71 87011 207176 21436 101 1954
72 95260 196553 30546 108 1226
73 55183 174184 19746 90 1389
74 106671 143246 15977 114 1496
75 73511 187559 22583 103 2269
76 92945 187681 17274 142 1833
77 78664 119016 16469 79 1268
78 70054 182192 14251 88 1943
79 22618 73566 3007 25 893
80 74011 194979 16851 83 1762
81 83737 167488 21113 113 1403
82 69094 143756 17401 118 1425
83 93133 275541 23958 110 1857
84 95536 243199 23567 129 1840
85 225920 182999 13065 51 1502
86 62133 135649 15358 93 1441
87 61370 152299 14587 76 1420
88 43836 120221 12770 49 1416
89 106117 346485 24021 118 2970
90 38692 145790 9648 38 1317
91 84651 193339 20537 141 1644
92 56622 80953 7905 58 870
93 15986 122774 4527 27 1654
94 95364 130585 30495 91 1054
95 26706 112611 7117 48 937
96 89691 286468 17719 63 3004
97 67267 241066 27056 56 2008
98 126846 148446 33473 144 2547
99 41140 204713 9758 73 1885
100 102860 182079 21115 168 1626
101 51715 140344 7236 64 1468
102 55801 220516 13790 97 2445
103 111813 243060 32902 117 1964
104 120293 162765 25131 100 1381
105 138599 182613 30910 149 1369
106 161647 232138 35947 187 1659
107 115929 265318 29848 127 2888
108 24266 85574 6943 37 1290
109 162901 310839 42705 245 2845
110 109825 225060 31808 87 1982
111 129838 232317 26675 177 1904
112 37510 144966 8435 49 1391
113 43750 43287 7409 49 602
114 40652 155754 14993 73 1743
115 87771 164709 36867 177 1559
116 85872 201940 33835 94 2014
117 89275 235454 24164 117 2143
118 44418 220801 12607 60 2146
119 192565 99466 22609 55 874
120 35232 92661 5892 39 1590
121 40909 133328 17014 64 1590
122 13294 61361 5394 26 1210
123 32387 125930 9178 64 2072
124 140867 100750 6440 58 1281
125 120662 224549 21916 95 1401
126 21233 82316 4011 25 834
127 44332 102010 5818 26 1105
128 61056 101523 18647 76 1272
129 101338 243511 20556 129 1944
130 1168 22938 238 11 391
131 13497 41566 70 2 761
132 65567 152474 22392 101 1605
133 25162 61857 3913 28 530
134 32334 99923 12237 36 1988
135 40735 132487 8388 89 1386
136 91413 317394 22120 193 2395
137 855 21054 338 4 387
138 97068 209641 11727 84 1742
139 44339 22648 3704 23 620
140 14116 31414 3988 39 449
141 10288 46698 3030 14 800
142 65622 131698 13520 78 1684
143 16563 91735 1421 14 1050
144 76643 244749 20923 101 2699
145 110681 184510 20237 82 1606
146 29011 79863 3219 24 1502
147 92696 128423 3769 36 1204
148 94785 97839 12252 75 1138
149 8773 38214 1888 16 568
150 83209 151101 14497 55 1459
151 93815 272458 28864 131 2158
152 86687 172494 21721 131 1111
153 34553 108043 4821 39 1421
154 105547 328107 33644 144 2833
155 103487 250579 15923 139 1955
156 213688 351067 42935 211 2922
157 71220 158015 18864 78 1002
158 23517 98866 4977 50 1060
159 56926 85439 7785 39 956
160 91721 229242 17939 90 2186
161 115168 351619 23436 166 3604
162 111194 84207 325 12 1035
163 51009 120445 13539 57 1417
164 135777 324598 34538 133 3261
165 51513 131069 12198 69 1587
166 74163 204271 26924 119 1424
167 51633 165543 12716 119 1701
168 75345 141722 8172 65 1249
169 33416 116048 10855 61 946
170 83305 250047 11932 49 1926
171 98952 299775 14300 101 3352
172 102372 195838 25515 196 1641
173 37238 173260 2805 15 2035
174 103772 254488 29402 136 2312
175 123969 104389 16440 89 1369
176 27142 136084 11221 40 1577
177 135400 199476 28732 123 2201
178 21399 92499 5250 21 961
179 130115 224330 28608 163 1900
180 24874 135781 8092 29 1254
181 34988 74408 4473 35 1335
182 45549 81240 1572 13 1597
183 6023 14688 2065 5 207
184 64466 181633 14817 96 1645
185 54990 271856 16714 151 2429
186 1644 7199 556 6 151
187 6179 46660 2089 13 474
188 3926 17547 2658 3 141
189 32755 133368 10695 56 1639
190 34777 95227 1669 23 872
191 73224 152601 16267 57 1318
192 27114 98146 7768 14 1018
193 20760 79619 7252 43 1383
194 37636 59194 6387 20 1314
195 65461 139942 18715 72 1335
196 30080 118612 7936 87 1403
197 24094 72880 8643 21 910
198 69008 65475 7294 56 616
199 54968 99643 4570 59 1407
200 46090 71965 7185 82 771
201 27507 77272 10058 43 766
202 10672 49289 2342 25 473
203 34029 135131 8509 38 1376
204 46300 108446 13275 25 1232
205 24760 89746 6816 38 1521
206 18779 44296 1930 12 572
207 21280 77648 8086 29 1059
208 40662 181528 10737 47 1544
209 28987 134019 8033 45 1230
210 22827 124064 7058 40 1206
211 18513 92630 6782 30 1205
212 30594 121848 5401 41 1255
213 24006 52915 6521 25 613
214 27913 81872 10856 23 721
215 42744 58981 2154 14 1109
216 12934 53515 6117 16 740
217 22574 60812 5238 26 1126
218 41385 56375 4820 21 728
219 18653 65490 5615 27 689
220 18472 80949 4272 9 592
221 30976 76302 8702 33 995
222 63339 104011 15340 42 1613
223 25568 98104 8030 68 2048
224 33747 67989 9526 32 705
225 4154 30989 1278 6 301
226 19474 135458 4236 67 1803
227 35130 73504 3023 33 799
228 39067 63123 7196 77 861
229 13310 61254 3394 46 1186
230 65892 74914 6371 30 1451
231 4143 31774 1574 0 628
232 28579 81437 9620 36 1161
233 51776 87186 6978 46 1463
234 21152 50090 4911 18 742
235 38084 65745 8645 48 979
236 27717 56653 8987 29 675
237 32928 158399 5544 28 1241
238 11342 46455 3083 34 676
239 19499 73624 6909 33 1049
240 16380 38395 3189 34 620
241 36874 91899 6745 33 1081
242 48259 139526 16724 80 1688
243 16734 52164 4850 32 736
244 28207 51567 7025 30 617
245 30143 70551 6047 41 812
246 41369 84856 7377 41 1051
247 45833 102538 9078 51 1656
248 29156 86678 4605 18 705
249 35944 85709 3238 34 945
250 36278 34662 8100 31 554
251 45588 150580 9653 39 1597
252 45097 99611 8914 54 982
253 3895 19349 786 14 222
254 28394 99373 6700 24 1212
255 18632 86230 5788 24 1143
256 2325 30837 593 8 435
257 25139 31706 4506 26 532
258 27975 89806 6382 19 882
259 14483 62088 5621 11 608
260 13127 40151 3997 14 459
261 5839 27634 520 1 578
262 24069 76990 8891 39 826
263 3738 37460 999 5 509
264 18625 54157 7067 37 717
265 36341 49862 4639 32 637
266 24548 84337 5654 38 857
267 21792 64175 6928 47 830
268 26263 59382 1514 47 652
269 23686 119308 9238 37 707
270 49303 76702 8204 51 954
271 25659 103425 5926 45 1461
272 28904 70344 5785 21 672
273 2781 43410 4 1 778
274 29236 104838 5930 42 1141
275 19546 62215 3710 26 680
276 22818 69304 705 21 1090
277 32689 53117 443 4 616
278 5752 19764 2416 10 285
279 22197 86680 7747 43 1145
280 20055 84105 5432 34 733
281 25272 77945 4913 31 888
282 82206 89113 2650 19 849
283 32073 91005 2370 34 1182
284 5444 40248 775 6 528
285 20154 64187 5576 11 642
286 36944 50857 1352 24 947
287 8019 56613 3080 16 819
288 30884 62792 10205 72 757
289 19540 72535 6095 21 894
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) time_in_rfc totrevisions totblogs pageviews
7328.2936 0.1058 1.6559 230.3592 -0.7976
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-41626 -12414 -4989 7107 167045
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 7328.29363 2850.80880 2.571 0.010662 *
time_in_rfc 0.10581 0.04453 2.376 0.018172 *
totrevisions 1.65587 0.28432 5.824 1.55e-08 ***
totblogs 230.35921 61.69757 3.734 0.000228 ***
pageviews -0.79761 3.98227 -0.200 0.841397
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 22260 on 284 degrees of freedom
Multiple R-squared: 0.7009, Adjusted R-squared: 0.6966
F-statistic: 166.3 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,] 0.3271146125 6.542292e-01 6.728854e-01
[2,] 0.2211357502 4.422715e-01 7.788642e-01
[3,] 0.1695976318 3.391953e-01 8.304024e-01
[4,] 0.1345347165 2.690694e-01 8.654653e-01
[5,] 0.1260244929 2.520490e-01 8.739755e-01
[6,] 0.0746037148 1.492074e-01 9.253963e-01
[7,] 0.0867190301 1.734381e-01 9.132810e-01
[8,] 0.0578297150 1.156594e-01 9.421703e-01
[9,] 0.0370845642 7.416913e-02 9.629154e-01
[10,] 0.0251794865 5.035897e-02 9.748205e-01
[11,] 0.0275174334 5.503487e-02 9.724826e-01
[12,] 0.0502943356 1.005887e-01 9.497057e-01
[13,] 0.0317606322 6.352126e-02 9.682394e-01
[14,] 0.0794366452 1.588733e-01 9.205634e-01
[15,] 0.0880292571 1.760585e-01 9.119707e-01
[16,] 0.0673288920 1.346578e-01 9.326711e-01
[17,] 0.0460890541 9.217811e-02 9.539109e-01
[18,] 0.0372893077 7.457862e-02 9.627107e-01
[19,] 0.0632807922 1.265616e-01 9.367192e-01
[20,] 0.0443783422 8.875668e-02 9.556217e-01
[21,] 0.0318638133 6.372763e-02 9.681362e-01
[22,] 0.0318154689 6.363094e-02 9.681845e-01
[23,] 0.0279952698 5.599054e-02 9.720047e-01
[24,] 0.0190703002 3.814060e-02 9.809297e-01
[25,] 0.0127804473 2.556089e-02 9.872196e-01
[26,] 0.0085193044 1.703861e-02 9.914807e-01
[27,] 0.0066207983 1.324160e-02 9.933792e-01
[28,] 0.0121652809 2.433056e-02 9.878347e-01
[29,] 0.0126276320 2.525526e-02 9.873724e-01
[30,] 0.0111302268 2.226045e-02 9.888698e-01
[31,] 0.0087945275 1.758905e-02 9.912055e-01
[32,] 0.0063240616 1.264812e-02 9.936759e-01
[33,] 0.0070658444 1.413169e-02 9.929342e-01
[34,] 0.0059581905 1.191638e-02 9.940418e-01
[35,] 0.0056451867 1.129037e-02 9.943548e-01
[36,] 0.0054921248 1.098425e-02 9.945079e-01
[37,] 0.0045370542 9.074108e-03 9.954629e-01
[38,] 0.0034809890 6.961978e-03 9.965190e-01
[39,] 0.0023743893 4.748779e-03 9.976256e-01
[40,] 0.0018128130 3.625626e-03 9.981872e-01
[41,] 0.0013226312 2.645262e-03 9.986774e-01
[42,] 0.0008610609 1.722122e-03 9.991389e-01
[43,] 0.0027323630 5.464726e-03 9.972676e-01
[44,] 0.0127932099 2.558642e-02 9.872068e-01
[45,] 0.0093089241 1.861785e-02 9.906911e-01
[46,] 0.0068334315 1.366686e-02 9.931666e-01
[47,] 0.0125911812 2.518236e-02 9.874088e-01
[48,] 0.0108500395 2.170008e-02 9.891500e-01
[49,] 0.0083386235 1.667725e-02 9.916614e-01
[50,] 0.0071774915 1.435498e-02 9.928225e-01
[51,] 0.0070080083 1.401602e-02 9.929920e-01
[52,] 0.0051793207 1.035864e-02 9.948207e-01
[53,] 0.0037883883 7.576777e-03 9.962116e-01
[54,] 0.0029599860 5.919972e-03 9.970400e-01
[55,] 0.0071656648 1.433133e-02 9.928343e-01
[56,] 0.0062155208 1.243104e-02 9.937845e-01
[57,] 0.0048901650 9.780330e-03 9.951098e-01
[58,] 0.0070304798 1.406096e-02 9.929695e-01
[59,] 0.0066080138 1.321603e-02 9.933920e-01
[60,] 0.0050624325 1.012487e-02 9.949376e-01
[61,] 0.0051544298 1.030886e-02 9.948456e-01
[62,] 0.0042561432 8.512286e-03 9.957439e-01
[63,] 0.0033833795 6.766759e-03 9.966166e-01
[64,] 0.0024757816 4.951563e-03 9.975242e-01
[65,] 0.0018541645 3.708329e-03 9.981458e-01
[66,] 0.0018458657 3.691731e-03 9.981541e-01
[67,] 0.0025132581 5.026516e-03 9.974867e-01
[68,] 0.0020548383 4.109677e-03 9.979452e-01
[69,] 0.0014960276 2.992055e-03 9.985040e-01
[70,] 0.0012471925 2.494385e-03 9.987528e-01
[71,] 0.0008858427 1.771685e-03 9.991142e-01
[72,] 0.0006456732 1.291346e-03 9.993543e-01
[73,] 0.0004548539 9.097078e-04 9.995451e-01
[74,] 0.0003154213 6.308425e-04 9.996846e-01
[75,] 0.0002529608 5.059215e-04 9.997470e-01
[76,] 0.0001792016 3.584032e-04 9.998208e-01
[77,] 0.0001230937 2.461874e-04 9.998769e-01
[78,] 0.9752965066 4.940699e-02 2.470349e-02
[79,] 0.9700908761 5.981825e-02 2.990912e-02
[80,] 0.9635542969 7.289141e-02 3.644570e-02
[81,] 0.9570067922 8.598642e-02 4.299321e-02
[82,] 0.9480552326 1.038895e-01 5.194477e-02
[83,] 0.9396368913 1.207262e-01 6.036311e-02
[84,] 0.9298976957 1.402046e-01 7.010230e-02
[85,] 0.9209090482 1.581819e-01 7.909095e-02
[86,] 0.9182377960 1.635244e-01 8.176220e-02
[87,] 0.9064499894 1.871000e-01 9.355001e-02
[88,] 0.8998490366 2.003019e-01 1.001510e-01
[89,] 0.8872936115 2.254128e-01 1.127064e-01
[90,] 0.8845683646 2.308633e-01 1.154316e-01
[91,] 0.8780213613 2.439573e-01 1.219786e-01
[92,] 0.8751957449 2.496085e-01 1.248043e-01
[93,] 0.8565638536 2.868723e-01 1.434361e-01
[94,] 0.8361913022 3.276174e-01 1.638087e-01
[95,] 0.8303899333 3.392201e-01 1.696101e-01
[96,] 0.8099361538 3.801277e-01 1.900638e-01
[97,] 0.8342857393 3.314285e-01 1.657143e-01
[98,] 0.8453603560 3.092793e-01 1.546396e-01
[99,] 0.8583607766 2.832784e-01 1.416392e-01
[100,] 0.8389699773 3.220600e-01 1.610300e-01
[101,] 0.8243537345 3.512925e-01 1.756463e-01
[102,] 0.8010901427 3.978197e-01 1.989099e-01
[103,] 0.7809690533 4.380619e-01 2.190309e-01
[104,] 0.7658853192 4.682294e-01 2.341147e-01
[105,] 0.7443703803 5.112592e-01 2.556296e-01
[106,] 0.7194459187 5.611082e-01 2.805541e-01
[107,] 0.7242477553 5.515045e-01 2.757522e-01
[108,] 0.7750044767 4.499910e-01 2.249955e-01
[109,] 0.7740883142 4.518234e-01 2.259117e-01
[110,] 0.7522818254 4.954363e-01 2.477182e-01
[111,] 0.7466330445 5.067339e-01 2.533670e-01
[112,] 0.9992501385 1.499723e-03 7.498615e-04
[113,] 0.9989997441 2.000512e-03 1.000256e-03
[114,] 0.9990247498 1.950500e-03 9.752502e-04
[115,] 0.9988866646 2.226671e-03 1.113335e-03
[116,] 0.9987830365 2.433927e-03 1.216963e-03
[117,] 0.9999983786 3.242753e-06 1.621377e-06
[118,] 0.9999990317 1.936698e-06 9.683488e-07
[119,] 0.9999986179 2.764190e-06 1.382095e-06
[120,] 0.9999980897 3.820680e-06 1.910340e-06
[121,] 0.9999971976 5.604725e-06 2.802363e-06
[122,] 0.9999959766 8.046867e-06 4.023433e-06
[123,] 0.9999948110 1.037792e-05 5.188962e-06
[124,] 0.9999923974 1.520525e-05 7.602626e-06
[125,] 0.9999912091 1.758184e-05 8.790921e-06
[126,] 0.9999873684 2.526323e-05 1.263161e-05
[127,] 0.9999852636 2.947270e-05 1.473635e-05
[128,] 0.9999815687 3.686263e-05 1.843132e-05
[129,] 0.9999849462 3.010752e-05 1.505376e-05
[130,] 0.9999801248 3.975030e-05 1.987515e-05
[131,] 0.9999857901 2.841989e-05 1.420995e-05
[132,] 0.9999867924 2.641512e-05 1.320756e-05
[133,] 0.9999829016 3.419674e-05 1.709837e-05
[134,] 0.9999773487 4.530269e-05 2.265134e-05
[135,] 0.9999678293 6.434137e-05 3.217068e-05
[136,] 0.9999553505 8.929909e-05 4.464954e-05
[137,] 0.9999474965 1.050070e-04 5.250351e-05
[138,] 0.9999663641 6.727183e-05 3.363591e-05
[139,] 0.9999519356 9.612870e-05 4.806435e-05
[140,] 0.9999958756 8.248722e-06 4.124361e-06
[141,] 0.9999986725 2.654998e-06 1.327499e-06
[142,] 0.9999981465 3.707094e-06 1.853547e-06
[143,] 0.9999983717 3.256601e-06 1.628301e-06
[144,] 0.9999981812 3.637556e-06 1.818778e-06
[145,] 0.9999972942 5.411597e-06 2.705799e-06
[146,] 0.9999959438 8.112450e-06 4.056225e-06
[147,] 0.9999967908 6.418495e-06 3.209247e-06
[148,] 0.9999961739 7.652128e-06 3.826064e-06
[149,] 0.9999996622 6.755827e-07 3.377913e-07
[150,] 0.9999994943 1.011416e-06 5.057078e-07
[151,] 0.9999993234 1.353163e-06 6.765815e-07
[152,] 0.9999993286 1.342720e-06 6.713600e-07
[153,] 0.9999991063 1.787447e-06 8.937235e-07
[154,] 0.9999986470 2.706092e-06 1.353046e-06
[155,] 1.0000000000 6.624327e-11 3.312164e-11
[156,] 0.9999999999 1.172818e-10 5.864088e-11
[157,] 0.9999999999 1.959760e-10 9.798798e-11
[158,] 0.9999999998 3.403442e-10 1.701721e-10
[159,] 0.9999999999 2.995395e-10 1.497697e-10
[160,] 0.9999999998 3.429402e-10 1.714701e-10
[161,] 0.9999999999 1.435486e-10 7.177432e-11
[162,] 0.9999999999 1.885373e-10 9.426865e-11
[163,] 0.9999999999 1.056689e-10 5.283447e-11
[164,] 0.9999999999 1.026342e-10 5.131710e-11
[165,] 0.9999999999 1.731671e-10 8.658355e-11
[166,] 0.9999999999 2.404121e-10 1.202061e-10
[167,] 0.9999999998 4.021282e-10 2.010641e-10
[168,] 1.0000000000 1.725526e-12 8.627629e-13
[169,] 1.0000000000 1.507592e-12 7.537960e-13
[170,] 1.0000000000 1.888581e-13 9.442906e-14
[171,] 1.0000000000 3.485157e-13 1.742578e-13
[172,] 1.0000000000 4.141445e-14 2.070722e-14
[173,] 1.0000000000 6.048966e-14 3.024483e-14
[174,] 1.0000000000 1.183133e-13 5.915663e-14
[175,] 1.0000000000 8.578294e-14 4.289147e-14
[176,] 1.0000000000 1.555719e-13 7.778594e-14
[177,] 1.0000000000 2.741054e-13 1.370527e-13
[178,] 1.0000000000 1.151218e-13 5.756088e-14
[179,] 1.0000000000 2.057077e-13 1.028539e-13
[180,] 1.0000000000 3.204482e-13 1.602241e-13
[181,] 1.0000000000 5.417307e-13 2.708654e-13
[182,] 1.0000000000 7.066091e-13 3.533045e-13
[183,] 1.0000000000 1.022820e-12 5.114101e-13
[184,] 1.0000000000 8.052124e-13 4.026062e-13
[185,] 1.0000000000 1.611366e-12 8.056832e-13
[186,] 1.0000000000 2.013982e-12 1.006991e-12
[187,] 1.0000000000 3.365351e-12 1.682676e-12
[188,] 1.0000000000 5.488514e-12 2.744257e-12
[189,] 1.0000000000 5.814727e-12 2.907364e-12
[190,] 1.0000000000 1.093934e-11 5.469671e-12
[191,] 1.0000000000 6.645455e-13 3.322727e-13
[192,] 1.0000000000 4.788126e-13 2.394063e-13
[193,] 1.0000000000 6.037348e-13 3.018674e-13
[194,] 1.0000000000 1.146381e-12 5.731905e-13
[195,] 1.0000000000 2.097178e-12 1.048589e-12
[196,] 1.0000000000 4.148630e-12 2.074315e-12
[197,] 1.0000000000 8.005133e-12 4.002567e-12
[198,] 1.0000000000 1.250610e-11 6.253052e-12
[199,] 1.0000000000 2.564579e-11 1.282290e-11
[200,] 1.0000000000 3.939989e-11 1.969995e-11
[201,] 1.0000000000 7.326343e-11 3.663172e-11
[202,] 0.9999999999 1.199995e-10 5.999976e-11
[203,] 0.9999999999 1.543342e-10 7.716711e-11
[204,] 0.9999999999 1.831913e-10 9.159567e-11
[205,] 0.9999999998 3.520504e-10 1.760252e-10
[206,] 0.9999999996 7.030367e-10 3.515183e-10
[207,] 0.9999999994 1.299576e-09 6.497881e-10
[208,] 0.9999999995 9.164976e-10 4.582488e-10
[209,] 0.9999999993 1.343668e-09 6.718339e-10
[210,] 0.9999999987 2.562588e-09 1.281294e-09
[211,] 0.9999999989 2.241665e-09 1.120833e-09
[212,] 0.9999999980 4.030270e-09 2.015135e-09
[213,] 0.9999999962 7.619105e-09 3.809552e-09
[214,] 0.9999999926 1.480657e-08 7.403287e-09
[215,] 0.9999999918 1.644697e-08 8.223485e-09
[216,] 0.9999999928 1.445861e-08 7.229304e-09
[217,] 0.9999999865 2.691025e-08 1.345513e-08
[218,] 0.9999999766 4.672631e-08 2.336316e-08
[219,] 0.9999999934 1.321923e-08 6.609615e-09
[220,] 0.9999999891 2.173929e-08 1.086965e-08
[221,] 0.9999999792 4.163348e-08 2.081674e-08
[222,] 0.9999999840 3.208061e-08 1.604031e-08
[223,] 0.9999999983 3.443254e-09 1.721627e-09
[224,] 0.9999999968 6.418013e-09 3.209007e-09
[225,] 0.9999999935 1.307323e-08 6.536614e-09
[226,] 0.9999999932 1.351212e-08 6.756059e-09
[227,] 0.9999999860 2.809621e-08 1.404810e-08
[228,] 0.9999999756 4.886032e-08 2.443016e-08
[229,] 0.9999999542 9.168229e-08 4.584115e-08
[230,] 0.9999999357 1.285388e-07 6.426939e-08
[231,] 0.9999999050 1.900526e-07 9.502632e-08
[232,] 0.9999998351 3.298674e-07 1.649337e-07
[233,] 0.9999996824 6.352350e-07 3.176175e-07
[234,] 0.9999994058 1.188346e-06 5.941729e-07
[235,] 0.9999989129 2.174203e-06 1.087101e-06
[236,] 0.9999980679 3.864122e-06 1.932061e-06
[237,] 0.9999966602 6.679528e-06 3.339764e-06
[238,] 0.9999935619 1.287618e-05 6.438091e-06
[239,] 0.9999899150 2.017009e-05 1.008505e-05
[240,] 0.9999839650 3.206994e-05 1.603497e-05
[241,] 0.9999701405 5.971897e-05 2.985949e-05
[242,] 0.9999467492 1.065017e-04 5.325085e-05
[243,] 0.9999685943 6.281146e-05 3.140573e-05
[244,] 0.9999408874 1.182252e-04 5.911260e-05
[245,] 0.9999050636 1.898728e-04 9.493641e-05
[246,] 0.9998512089 2.975823e-04 1.487911e-04
[247,] 0.9997317110 5.365780e-04 2.682890e-04
[248,] 0.9995533982 8.932037e-04 4.466018e-04
[249,] 0.9993972521 1.205496e-03 6.027479e-04
[250,] 0.9991729231 1.654154e-03 8.270769e-04
[251,] 0.9985753610 2.849278e-03 1.424639e-03
[252,] 0.9975798689 4.840262e-03 2.420131e-03
[253,] 0.9959401719 8.119656e-03 4.059828e-03
[254,] 0.9934474141 1.310517e-02 6.552586e-03
[255,] 0.9895146369 2.097073e-02 1.048536e-02
[256,] 0.9861847821 2.763044e-02 1.381522e-02
[257,] 0.9784503660 4.309927e-02 2.154963e-02
[258,] 0.9753366252 4.932675e-02 2.466337e-02
[259,] 0.9638911086 7.221778e-02 3.610889e-02
[260,] 0.9460446681 1.079107e-01 5.395533e-02
[261,] 0.9325002943 1.349994e-01 6.749971e-02
[262,] 0.9441190756 1.117618e-01 5.588092e-02
[263,] 0.9588488895 8.230222e-02 4.115111e-02
[264,] 0.9360812738 1.278375e-01 6.391873e-02
[265,] 0.9042361990 1.915276e-01 9.576380e-02
[266,] 0.8706264928 2.587470e-01 1.293735e-01
[267,] 0.8451227091 3.097546e-01 1.548773e-01
[268,] 0.7917985482 4.164029e-01 2.082015e-01
[269,] 0.7218463731 5.563073e-01 2.781536e-01
[270,] 0.6269756245 7.460488e-01 3.730244e-01
[271,] 0.5101921915 9.796156e-01 4.898078e-01
[272,] 0.3896970104 7.793940e-01 6.103030e-01
[273,] 0.4484969040 8.969938e-01 5.515031e-01
[274,] 0.3468834473 6.937669e-01 6.531166e-01
> postscript(file="/var/wessaorg/rcomp/tmp/17m1r1324296997.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/2otpz1324296997.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3u3ow1324296997.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4rvts1324296997.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/52i3r1324296997.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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
10318.02190 11826.09271 12366.64125 -7246.80378 -9433.91836 31901.93272
7 8 9 10 11 12
-14616.36182 9008.60062 -15183.67478 30110.70917 -11360.80229 -26724.83342
13 14 15 16 17 18
-138.63712 8702.90344 -13594.46394 -5306.26384 -20285.75876 23224.20436
19 20 21 22 23 24
19562.16139 11094.86650 29706.25793 -16157.54342 -28183.41503 541.37236
25 26 27 28 29 30
25948.12276 -26104.88577 -2859.86044 1113.94155 -21359.52274 -13841.82930
31 32 33 34 35 36
-2064.08043 -111.99034 5684.00924 -17325.66399 35112.63475 -29411.78892
37 38 39 40 41 42
-10565.46485 4546.14827 -22844.28683 -7514.69813 -14557.29513 -17055.21073
43 44 45 46 47 48
-16835.06766 -25182.76681 -24617.85695 -3611.94144 -22811.05971 4540.28490
49 50 51 52 53 54
-605.17726 31992.41752 23323.10620 121.45454 -1798.77779 38222.78933
55 56 57 58 59 60
-9316.79695 -10825.12126 -9615.36581 16735.38085 8141.90678 -2230.08286
61 62 63 64 65 66
-14849.98082 32133.02425 18492.86546 -11412.63023 -19842.17294 -25446.67920
67 68 69 70 71 72
2078.83873 19559.95001 1103.51255 -8923.67386 559.06984 -7346.11081
73 74 75 76 77 78
-22896.42880 32662.72426 -12974.07536 5906.27229 14285.45022 1128.88008
79 80 81 82 83 84
-2519.99412 435.09134 -1184.61869 -8304.26564 -6879.11822 -4797.05474
85 86 87 88 89 90
167044.90272 -5252.80241 -2601.45098 -7516.15491 -2460.92637 -7740.90826
91 92 93 94 95 96
-8309.88079 14971.75279 -16729.19520 3601.11608 -14632.01848 10595.45622
97 98 99 100 101 102
-21667.48480 17243.90893 -19319.03533 3899.35378 3983.37757 -18088.53379
103 104 105 106 107 108
-1099.69610 32194.93628 27534.42865 28479.38030 4151.68877 -11107.69216
109 110 111 112 113 114
-2198.96693 7553.48231 14503.69002 -9302.07926 8765.85573 -23408.59168
115 116 117 118 119 120
-37561.74715 -18896.70855 -8221.15065 -19257.98706 125302.28256 627.34107
121 122 123 124 125 126
-22174.08765 -14482.70547 -16553.47056 99875.76621 32518.14781 -6540.35738
127 128 129 130 131 132
11468.51727 -4383.89284 6040.71473 -11203.47226 1801.09449 -16958.46842
133 134 135 136 137 138
-1217.93260 -12537.00739 -13897.24721 -28674.65619 -9873.39549 30179.12810
139 140 141 142 143 144
23677.30241 -11765.60573 -9585.48979 5346.93958 -5212.00841 -12340.72581
145 146 147 148 149 150
32711.93264 3571.79947 58206.09600 40447.67845 -8957.58367 24381.98411
151 152 153 154 155 156
-18592.08556 -4150.42507 -40.53579 -23119.47548 12818.70797 51844.41760
157 158 159 160 161 162
-1232.52503 -13185.75161 19445.22770 11443.91824 -3536.01071 92479.09450
163 164 165 166 167 168
-3482.29704 8876.77932 -4510.58082 -25638.18448 -20322.93721 25512.64420
169 170 171 172 173 174
-17462.81603 20010.77927 15633.82950 -11768.37060 5100.65607 -8653.56138
175 176 177 178 179 180
58963.07235 -21121.97406 32810.64870 -8480.67934 15646.80697 -15900.36862
181 182 183 184 185 186
5382.36005 25301.04852 -7265.44915 -7417.75870 -41625.58032 -8628.37730
187 188 189 190 191 192
-12161.95539 -10238.80641 -17986.90992 10006.65083 10734.19964 -5874.67687
193 194 195 196 197 198
-15803.25487 9909.40378 -3184.79545 -21861.44674 -9368.90756 30265.29287
199 200 201 202 203 204
17060.51403 975.38717 -13946.42768 -11131.16499 -9343.01723 739.36517
205 206 207 208 209 210
-10890.93359 1259.98033 -13489.10341 -13247.64972 -15208.13065 -17567.69610
211 212 213 214 215 216
-15795.95162 -7013.72522 -4989.04287 -10777.23265 23267.89091 -13281.02544
217 218 219 220 221 222
-4953.30079 15853.66553 -10572.44306 -6096.17629 -5643.18836 11216.02575
223 224 225 226 227 228
-19467.93062 -3358.00275 -9711.41784 -23196.91383 8054.22298 -3906.70322
229 230 231 232 233 234
-15769.96749 34334.29605 -8652.64056 -10662.27069 14238.54545 -3162.77921
235 236 237 238 239 240
-791.95168 -6628.91322 -5800.35427 -13299.62772 -13824.78895 -7629.01385
241 242 243 244 245 246
1913.67915 -18607.25667 -10929.02881 -2628.58032 -3460.19053 4240.56321
247 248 249 250 251 252
2196.01221 1447.14857 7106.93096 5170.41208 -1367.03045 812.60497
253 254 255 256 257 258
-9830.02320 -5104.88654 -12021.14846 -10743.90180 1429.62845 -3096.48130
259 260 261 262 263 264
-10771.28278 -7926.98586 -5043.55150 -14452.89445 -9953.84309 -14086.91991
265 266 267 268 269 270
9191.96391 -9136.11476 -13963.18796 -162.14118 -19522.20917 9286.94532
271 272 273 274 275 276
-11625.90933 252.06866 -8756.80705 -7769.19524 -5955.30959 3021.33692
277 278 279 280 281 282
18576.90873 -9744.31767 -16122.84395 -12414.43084 -4871.55670 57361.23495
283 284 285 286 287 288
4301.90857 -8387.12167 -5220.73819 17222.66924 -13431.92115 -15968.35458
289
-9680.00482
> postscript(file="/var/wessaorg/rcomp/tmp/6e2b51324296997.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 10318.02190 NA
1 11826.09271 10318.02190
2 12366.64125 11826.09271
3 -7246.80378 12366.64125
4 -9433.91836 -7246.80378
5 31901.93272 -9433.91836
6 -14616.36182 31901.93272
7 9008.60062 -14616.36182
8 -15183.67478 9008.60062
9 30110.70917 -15183.67478
10 -11360.80229 30110.70917
11 -26724.83342 -11360.80229
12 -138.63712 -26724.83342
13 8702.90344 -138.63712
14 -13594.46394 8702.90344
15 -5306.26384 -13594.46394
16 -20285.75876 -5306.26384
17 23224.20436 -20285.75876
18 19562.16139 23224.20436
19 11094.86650 19562.16139
20 29706.25793 11094.86650
21 -16157.54342 29706.25793
22 -28183.41503 -16157.54342
23 541.37236 -28183.41503
24 25948.12276 541.37236
25 -26104.88577 25948.12276
26 -2859.86044 -26104.88577
27 1113.94155 -2859.86044
28 -21359.52274 1113.94155
29 -13841.82930 -21359.52274
30 -2064.08043 -13841.82930
31 -111.99034 -2064.08043
32 5684.00924 -111.99034
33 -17325.66399 5684.00924
34 35112.63475 -17325.66399
35 -29411.78892 35112.63475
36 -10565.46485 -29411.78892
37 4546.14827 -10565.46485
38 -22844.28683 4546.14827
39 -7514.69813 -22844.28683
40 -14557.29513 -7514.69813
41 -17055.21073 -14557.29513
42 -16835.06766 -17055.21073
43 -25182.76681 -16835.06766
44 -24617.85695 -25182.76681
45 -3611.94144 -24617.85695
46 -22811.05971 -3611.94144
47 4540.28490 -22811.05971
48 -605.17726 4540.28490
49 31992.41752 -605.17726
50 23323.10620 31992.41752
51 121.45454 23323.10620
52 -1798.77779 121.45454
53 38222.78933 -1798.77779
54 -9316.79695 38222.78933
55 -10825.12126 -9316.79695
56 -9615.36581 -10825.12126
57 16735.38085 -9615.36581
58 8141.90678 16735.38085
59 -2230.08286 8141.90678
60 -14849.98082 -2230.08286
61 32133.02425 -14849.98082
62 18492.86546 32133.02425
63 -11412.63023 18492.86546
64 -19842.17294 -11412.63023
65 -25446.67920 -19842.17294
66 2078.83873 -25446.67920
67 19559.95001 2078.83873
68 1103.51255 19559.95001
69 -8923.67386 1103.51255
70 559.06984 -8923.67386
71 -7346.11081 559.06984
72 -22896.42880 -7346.11081
73 32662.72426 -22896.42880
74 -12974.07536 32662.72426
75 5906.27229 -12974.07536
76 14285.45022 5906.27229
77 1128.88008 14285.45022
78 -2519.99412 1128.88008
79 435.09134 -2519.99412
80 -1184.61869 435.09134
81 -8304.26564 -1184.61869
82 -6879.11822 -8304.26564
83 -4797.05474 -6879.11822
84 167044.90272 -4797.05474
85 -5252.80241 167044.90272
86 -2601.45098 -5252.80241
87 -7516.15491 -2601.45098
88 -2460.92637 -7516.15491
89 -7740.90826 -2460.92637
90 -8309.88079 -7740.90826
91 14971.75279 -8309.88079
92 -16729.19520 14971.75279
93 3601.11608 -16729.19520
94 -14632.01848 3601.11608
95 10595.45622 -14632.01848
96 -21667.48480 10595.45622
97 17243.90893 -21667.48480
98 -19319.03533 17243.90893
99 3899.35378 -19319.03533
100 3983.37757 3899.35378
101 -18088.53379 3983.37757
102 -1099.69610 -18088.53379
103 32194.93628 -1099.69610
104 27534.42865 32194.93628
105 28479.38030 27534.42865
106 4151.68877 28479.38030
107 -11107.69216 4151.68877
108 -2198.96693 -11107.69216
109 7553.48231 -2198.96693
110 14503.69002 7553.48231
111 -9302.07926 14503.69002
112 8765.85573 -9302.07926
113 -23408.59168 8765.85573
114 -37561.74715 -23408.59168
115 -18896.70855 -37561.74715
116 -8221.15065 -18896.70855
117 -19257.98706 -8221.15065
118 125302.28256 -19257.98706
119 627.34107 125302.28256
120 -22174.08765 627.34107
121 -14482.70547 -22174.08765
122 -16553.47056 -14482.70547
123 99875.76621 -16553.47056
124 32518.14781 99875.76621
125 -6540.35738 32518.14781
126 11468.51727 -6540.35738
127 -4383.89284 11468.51727
128 6040.71473 -4383.89284
129 -11203.47226 6040.71473
130 1801.09449 -11203.47226
131 -16958.46842 1801.09449
132 -1217.93260 -16958.46842
133 -12537.00739 -1217.93260
134 -13897.24721 -12537.00739
135 -28674.65619 -13897.24721
136 -9873.39549 -28674.65619
137 30179.12810 -9873.39549
138 23677.30241 30179.12810
139 -11765.60573 23677.30241
140 -9585.48979 -11765.60573
141 5346.93958 -9585.48979
142 -5212.00841 5346.93958
143 -12340.72581 -5212.00841
144 32711.93264 -12340.72581
145 3571.79947 32711.93264
146 58206.09600 3571.79947
147 40447.67845 58206.09600
148 -8957.58367 40447.67845
149 24381.98411 -8957.58367
150 -18592.08556 24381.98411
151 -4150.42507 -18592.08556
152 -40.53579 -4150.42507
153 -23119.47548 -40.53579
154 12818.70797 -23119.47548
155 51844.41760 12818.70797
156 -1232.52503 51844.41760
157 -13185.75161 -1232.52503
158 19445.22770 -13185.75161
159 11443.91824 19445.22770
160 -3536.01071 11443.91824
161 92479.09450 -3536.01071
162 -3482.29704 92479.09450
163 8876.77932 -3482.29704
164 -4510.58082 8876.77932
165 -25638.18448 -4510.58082
166 -20322.93721 -25638.18448
167 25512.64420 -20322.93721
168 -17462.81603 25512.64420
169 20010.77927 -17462.81603
170 15633.82950 20010.77927
171 -11768.37060 15633.82950
172 5100.65607 -11768.37060
173 -8653.56138 5100.65607
174 58963.07235 -8653.56138
175 -21121.97406 58963.07235
176 32810.64870 -21121.97406
177 -8480.67934 32810.64870
178 15646.80697 -8480.67934
179 -15900.36862 15646.80697
180 5382.36005 -15900.36862
181 25301.04852 5382.36005
182 -7265.44915 25301.04852
183 -7417.75870 -7265.44915
184 -41625.58032 -7417.75870
185 -8628.37730 -41625.58032
186 -12161.95539 -8628.37730
187 -10238.80641 -12161.95539
188 -17986.90992 -10238.80641
189 10006.65083 -17986.90992
190 10734.19964 10006.65083
191 -5874.67687 10734.19964
192 -15803.25487 -5874.67687
193 9909.40378 -15803.25487
194 -3184.79545 9909.40378
195 -21861.44674 -3184.79545
196 -9368.90756 -21861.44674
197 30265.29287 -9368.90756
198 17060.51403 30265.29287
199 975.38717 17060.51403
200 -13946.42768 975.38717
201 -11131.16499 -13946.42768
202 -9343.01723 -11131.16499
203 739.36517 -9343.01723
204 -10890.93359 739.36517
205 1259.98033 -10890.93359
206 -13489.10341 1259.98033
207 -13247.64972 -13489.10341
208 -15208.13065 -13247.64972
209 -17567.69610 -15208.13065
210 -15795.95162 -17567.69610
211 -7013.72522 -15795.95162
212 -4989.04287 -7013.72522
213 -10777.23265 -4989.04287
214 23267.89091 -10777.23265
215 -13281.02544 23267.89091
216 -4953.30079 -13281.02544
217 15853.66553 -4953.30079
218 -10572.44306 15853.66553
219 -6096.17629 -10572.44306
220 -5643.18836 -6096.17629
221 11216.02575 -5643.18836
222 -19467.93062 11216.02575
223 -3358.00275 -19467.93062
224 -9711.41784 -3358.00275
225 -23196.91383 -9711.41784
226 8054.22298 -23196.91383
227 -3906.70322 8054.22298
228 -15769.96749 -3906.70322
229 34334.29605 -15769.96749
230 -8652.64056 34334.29605
231 -10662.27069 -8652.64056
232 14238.54545 -10662.27069
233 -3162.77921 14238.54545
234 -791.95168 -3162.77921
235 -6628.91322 -791.95168
236 -5800.35427 -6628.91322
237 -13299.62772 -5800.35427
238 -13824.78895 -13299.62772
239 -7629.01385 -13824.78895
240 1913.67915 -7629.01385
241 -18607.25667 1913.67915
242 -10929.02881 -18607.25667
243 -2628.58032 -10929.02881
244 -3460.19053 -2628.58032
245 4240.56321 -3460.19053
246 2196.01221 4240.56321
247 1447.14857 2196.01221
248 7106.93096 1447.14857
249 5170.41208 7106.93096
250 -1367.03045 5170.41208
251 812.60497 -1367.03045
252 -9830.02320 812.60497
253 -5104.88654 -9830.02320
254 -12021.14846 -5104.88654
255 -10743.90180 -12021.14846
256 1429.62845 -10743.90180
257 -3096.48130 1429.62845
258 -10771.28278 -3096.48130
259 -7926.98586 -10771.28278
260 -5043.55150 -7926.98586
261 -14452.89445 -5043.55150
262 -9953.84309 -14452.89445
263 -14086.91991 -9953.84309
264 9191.96391 -14086.91991
265 -9136.11476 9191.96391
266 -13963.18796 -9136.11476
267 -162.14118 -13963.18796
268 -19522.20917 -162.14118
269 9286.94532 -19522.20917
270 -11625.90933 9286.94532
271 252.06866 -11625.90933
272 -8756.80705 252.06866
273 -7769.19524 -8756.80705
274 -5955.30959 -7769.19524
275 3021.33692 -5955.30959
276 18576.90873 3021.33692
277 -9744.31767 18576.90873
278 -16122.84395 -9744.31767
279 -12414.43084 -16122.84395
280 -4871.55670 -12414.43084
281 57361.23495 -4871.55670
282 4301.90857 57361.23495
283 -8387.12167 4301.90857
284 -5220.73819 -8387.12167
285 17222.66924 -5220.73819
286 -13431.92115 17222.66924
287 -15968.35458 -13431.92115
288 -9680.00482 -15968.35458
289 NA -9680.00482
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 11826.09271 10318.02190
[2,] 12366.64125 11826.09271
[3,] -7246.80378 12366.64125
[4,] -9433.91836 -7246.80378
[5,] 31901.93272 -9433.91836
[6,] -14616.36182 31901.93272
[7,] 9008.60062 -14616.36182
[8,] -15183.67478 9008.60062
[9,] 30110.70917 -15183.67478
[10,] -11360.80229 30110.70917
[11,] -26724.83342 -11360.80229
[12,] -138.63712 -26724.83342
[13,] 8702.90344 -138.63712
[14,] -13594.46394 8702.90344
[15,] -5306.26384 -13594.46394
[16,] -20285.75876 -5306.26384
[17,] 23224.20436 -20285.75876
[18,] 19562.16139 23224.20436
[19,] 11094.86650 19562.16139
[20,] 29706.25793 11094.86650
[21,] -16157.54342 29706.25793
[22,] -28183.41503 -16157.54342
[23,] 541.37236 -28183.41503
[24,] 25948.12276 541.37236
[25,] -26104.88577 25948.12276
[26,] -2859.86044 -26104.88577
[27,] 1113.94155 -2859.86044
[28,] -21359.52274 1113.94155
[29,] -13841.82930 -21359.52274
[30,] -2064.08043 -13841.82930
[31,] -111.99034 -2064.08043
[32,] 5684.00924 -111.99034
[33,] -17325.66399 5684.00924
[34,] 35112.63475 -17325.66399
[35,] -29411.78892 35112.63475
[36,] -10565.46485 -29411.78892
[37,] 4546.14827 -10565.46485
[38,] -22844.28683 4546.14827
[39,] -7514.69813 -22844.28683
[40,] -14557.29513 -7514.69813
[41,] -17055.21073 -14557.29513
[42,] -16835.06766 -17055.21073
[43,] -25182.76681 -16835.06766
[44,] -24617.85695 -25182.76681
[45,] -3611.94144 -24617.85695
[46,] -22811.05971 -3611.94144
[47,] 4540.28490 -22811.05971
[48,] -605.17726 4540.28490
[49,] 31992.41752 -605.17726
[50,] 23323.10620 31992.41752
[51,] 121.45454 23323.10620
[52,] -1798.77779 121.45454
[53,] 38222.78933 -1798.77779
[54,] -9316.79695 38222.78933
[55,] -10825.12126 -9316.79695
[56,] -9615.36581 -10825.12126
[57,] 16735.38085 -9615.36581
[58,] 8141.90678 16735.38085
[59,] -2230.08286 8141.90678
[60,] -14849.98082 -2230.08286
[61,] 32133.02425 -14849.98082
[62,] 18492.86546 32133.02425
[63,] -11412.63023 18492.86546
[64,] -19842.17294 -11412.63023
[65,] -25446.67920 -19842.17294
[66,] 2078.83873 -25446.67920
[67,] 19559.95001 2078.83873
[68,] 1103.51255 19559.95001
[69,] -8923.67386 1103.51255
[70,] 559.06984 -8923.67386
[71,] -7346.11081 559.06984
[72,] -22896.42880 -7346.11081
[73,] 32662.72426 -22896.42880
[74,] -12974.07536 32662.72426
[75,] 5906.27229 -12974.07536
[76,] 14285.45022 5906.27229
[77,] 1128.88008 14285.45022
[78,] -2519.99412 1128.88008
[79,] 435.09134 -2519.99412
[80,] -1184.61869 435.09134
[81,] -8304.26564 -1184.61869
[82,] -6879.11822 -8304.26564
[83,] -4797.05474 -6879.11822
[84,] 167044.90272 -4797.05474
[85,] -5252.80241 167044.90272
[86,] -2601.45098 -5252.80241
[87,] -7516.15491 -2601.45098
[88,] -2460.92637 -7516.15491
[89,] -7740.90826 -2460.92637
[90,] -8309.88079 -7740.90826
[91,] 14971.75279 -8309.88079
[92,] -16729.19520 14971.75279
[93,] 3601.11608 -16729.19520
[94,] -14632.01848 3601.11608
[95,] 10595.45622 -14632.01848
[96,] -21667.48480 10595.45622
[97,] 17243.90893 -21667.48480
[98,] -19319.03533 17243.90893
[99,] 3899.35378 -19319.03533
[100,] 3983.37757 3899.35378
[101,] -18088.53379 3983.37757
[102,] -1099.69610 -18088.53379
[103,] 32194.93628 -1099.69610
[104,] 27534.42865 32194.93628
[105,] 28479.38030 27534.42865
[106,] 4151.68877 28479.38030
[107,] -11107.69216 4151.68877
[108,] -2198.96693 -11107.69216
[109,] 7553.48231 -2198.96693
[110,] 14503.69002 7553.48231
[111,] -9302.07926 14503.69002
[112,] 8765.85573 -9302.07926
[113,] -23408.59168 8765.85573
[114,] -37561.74715 -23408.59168
[115,] -18896.70855 -37561.74715
[116,] -8221.15065 -18896.70855
[117,] -19257.98706 -8221.15065
[118,] 125302.28256 -19257.98706
[119,] 627.34107 125302.28256
[120,] -22174.08765 627.34107
[121,] -14482.70547 -22174.08765
[122,] -16553.47056 -14482.70547
[123,] 99875.76621 -16553.47056
[124,] 32518.14781 99875.76621
[125,] -6540.35738 32518.14781
[126,] 11468.51727 -6540.35738
[127,] -4383.89284 11468.51727
[128,] 6040.71473 -4383.89284
[129,] -11203.47226 6040.71473
[130,] 1801.09449 -11203.47226
[131,] -16958.46842 1801.09449
[132,] -1217.93260 -16958.46842
[133,] -12537.00739 -1217.93260
[134,] -13897.24721 -12537.00739
[135,] -28674.65619 -13897.24721
[136,] -9873.39549 -28674.65619
[137,] 30179.12810 -9873.39549
[138,] 23677.30241 30179.12810
[139,] -11765.60573 23677.30241
[140,] -9585.48979 -11765.60573
[141,] 5346.93958 -9585.48979
[142,] -5212.00841 5346.93958
[143,] -12340.72581 -5212.00841
[144,] 32711.93264 -12340.72581
[145,] 3571.79947 32711.93264
[146,] 58206.09600 3571.79947
[147,] 40447.67845 58206.09600
[148,] -8957.58367 40447.67845
[149,] 24381.98411 -8957.58367
[150,] -18592.08556 24381.98411
[151,] -4150.42507 -18592.08556
[152,] -40.53579 -4150.42507
[153,] -23119.47548 -40.53579
[154,] 12818.70797 -23119.47548
[155,] 51844.41760 12818.70797
[156,] -1232.52503 51844.41760
[157,] -13185.75161 -1232.52503
[158,] 19445.22770 -13185.75161
[159,] 11443.91824 19445.22770
[160,] -3536.01071 11443.91824
[161,] 92479.09450 -3536.01071
[162,] -3482.29704 92479.09450
[163,] 8876.77932 -3482.29704
[164,] -4510.58082 8876.77932
[165,] -25638.18448 -4510.58082
[166,] -20322.93721 -25638.18448
[167,] 25512.64420 -20322.93721
[168,] -17462.81603 25512.64420
[169,] 20010.77927 -17462.81603
[170,] 15633.82950 20010.77927
[171,] -11768.37060 15633.82950
[172,] 5100.65607 -11768.37060
[173,] -8653.56138 5100.65607
[174,] 58963.07235 -8653.56138
[175,] -21121.97406 58963.07235
[176,] 32810.64870 -21121.97406
[177,] -8480.67934 32810.64870
[178,] 15646.80697 -8480.67934
[179,] -15900.36862 15646.80697
[180,] 5382.36005 -15900.36862
[181,] 25301.04852 5382.36005
[182,] -7265.44915 25301.04852
[183,] -7417.75870 -7265.44915
[184,] -41625.58032 -7417.75870
[185,] -8628.37730 -41625.58032
[186,] -12161.95539 -8628.37730
[187,] -10238.80641 -12161.95539
[188,] -17986.90992 -10238.80641
[189,] 10006.65083 -17986.90992
[190,] 10734.19964 10006.65083
[191,] -5874.67687 10734.19964
[192,] -15803.25487 -5874.67687
[193,] 9909.40378 -15803.25487
[194,] -3184.79545 9909.40378
[195,] -21861.44674 -3184.79545
[196,] -9368.90756 -21861.44674
[197,] 30265.29287 -9368.90756
[198,] 17060.51403 30265.29287
[199,] 975.38717 17060.51403
[200,] -13946.42768 975.38717
[201,] -11131.16499 -13946.42768
[202,] -9343.01723 -11131.16499
[203,] 739.36517 -9343.01723
[204,] -10890.93359 739.36517
[205,] 1259.98033 -10890.93359
[206,] -13489.10341 1259.98033
[207,] -13247.64972 -13489.10341
[208,] -15208.13065 -13247.64972
[209,] -17567.69610 -15208.13065
[210,] -15795.95162 -17567.69610
[211,] -7013.72522 -15795.95162
[212,] -4989.04287 -7013.72522
[213,] -10777.23265 -4989.04287
[214,] 23267.89091 -10777.23265
[215,] -13281.02544 23267.89091
[216,] -4953.30079 -13281.02544
[217,] 15853.66553 -4953.30079
[218,] -10572.44306 15853.66553
[219,] -6096.17629 -10572.44306
[220,] -5643.18836 -6096.17629
[221,] 11216.02575 -5643.18836
[222,] -19467.93062 11216.02575
[223,] -3358.00275 -19467.93062
[224,] -9711.41784 -3358.00275
[225,] -23196.91383 -9711.41784
[226,] 8054.22298 -23196.91383
[227,] -3906.70322 8054.22298
[228,] -15769.96749 -3906.70322
[229,] 34334.29605 -15769.96749
[230,] -8652.64056 34334.29605
[231,] -10662.27069 -8652.64056
[232,] 14238.54545 -10662.27069
[233,] -3162.77921 14238.54545
[234,] -791.95168 -3162.77921
[235,] -6628.91322 -791.95168
[236,] -5800.35427 -6628.91322
[237,] -13299.62772 -5800.35427
[238,] -13824.78895 -13299.62772
[239,] -7629.01385 -13824.78895
[240,] 1913.67915 -7629.01385
[241,] -18607.25667 1913.67915
[242,] -10929.02881 -18607.25667
[243,] -2628.58032 -10929.02881
[244,] -3460.19053 -2628.58032
[245,] 4240.56321 -3460.19053
[246,] 2196.01221 4240.56321
[247,] 1447.14857 2196.01221
[248,] 7106.93096 1447.14857
[249,] 5170.41208 7106.93096
[250,] -1367.03045 5170.41208
[251,] 812.60497 -1367.03045
[252,] -9830.02320 812.60497
[253,] -5104.88654 -9830.02320
[254,] -12021.14846 -5104.88654
[255,] -10743.90180 -12021.14846
[256,] 1429.62845 -10743.90180
[257,] -3096.48130 1429.62845
[258,] -10771.28278 -3096.48130
[259,] -7926.98586 -10771.28278
[260,] -5043.55150 -7926.98586
[261,] -14452.89445 -5043.55150
[262,] -9953.84309 -14452.89445
[263,] -14086.91991 -9953.84309
[264,] 9191.96391 -14086.91991
[265,] -9136.11476 9191.96391
[266,] -13963.18796 -9136.11476
[267,] -162.14118 -13963.18796
[268,] -19522.20917 -162.14118
[269,] 9286.94532 -19522.20917
[270,] -11625.90933 9286.94532
[271,] 252.06866 -11625.90933
[272,] -8756.80705 252.06866
[273,] -7769.19524 -8756.80705
[274,] -5955.30959 -7769.19524
[275,] 3021.33692 -5955.30959
[276,] 18576.90873 3021.33692
[277,] -9744.31767 18576.90873
[278,] -16122.84395 -9744.31767
[279,] -12414.43084 -16122.84395
[280,] -4871.55670 -12414.43084
[281,] 57361.23495 -4871.55670
[282,] 4301.90857 57361.23495
[283,] -8387.12167 4301.90857
[284,] -5220.73819 -8387.12167
[285,] 17222.66924 -5220.73819
[286,] -13431.92115 17222.66924
[287,] -15968.35458 -13431.92115
[288,] -9680.00482 -15968.35458
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 11826.09271 10318.02190
2 12366.64125 11826.09271
3 -7246.80378 12366.64125
4 -9433.91836 -7246.80378
5 31901.93272 -9433.91836
6 -14616.36182 31901.93272
7 9008.60062 -14616.36182
8 -15183.67478 9008.60062
9 30110.70917 -15183.67478
10 -11360.80229 30110.70917
11 -26724.83342 -11360.80229
12 -138.63712 -26724.83342
13 8702.90344 -138.63712
14 -13594.46394 8702.90344
15 -5306.26384 -13594.46394
16 -20285.75876 -5306.26384
17 23224.20436 -20285.75876
18 19562.16139 23224.20436
19 11094.86650 19562.16139
20 29706.25793 11094.86650
21 -16157.54342 29706.25793
22 -28183.41503 -16157.54342
23 541.37236 -28183.41503
24 25948.12276 541.37236
25 -26104.88577 25948.12276
26 -2859.86044 -26104.88577
27 1113.94155 -2859.86044
28 -21359.52274 1113.94155
29 -13841.82930 -21359.52274
30 -2064.08043 -13841.82930
31 -111.99034 -2064.08043
32 5684.00924 -111.99034
33 -17325.66399 5684.00924
34 35112.63475 -17325.66399
35 -29411.78892 35112.63475
36 -10565.46485 -29411.78892
37 4546.14827 -10565.46485
38 -22844.28683 4546.14827
39 -7514.69813 -22844.28683
40 -14557.29513 -7514.69813
41 -17055.21073 -14557.29513
42 -16835.06766 -17055.21073
43 -25182.76681 -16835.06766
44 -24617.85695 -25182.76681
45 -3611.94144 -24617.85695
46 -22811.05971 -3611.94144
47 4540.28490 -22811.05971
48 -605.17726 4540.28490
49 31992.41752 -605.17726
50 23323.10620 31992.41752
51 121.45454 23323.10620
52 -1798.77779 121.45454
53 38222.78933 -1798.77779
54 -9316.79695 38222.78933
55 -10825.12126 -9316.79695
56 -9615.36581 -10825.12126
57 16735.38085 -9615.36581
58 8141.90678 16735.38085
59 -2230.08286 8141.90678
60 -14849.98082 -2230.08286
61 32133.02425 -14849.98082
62 18492.86546 32133.02425
63 -11412.63023 18492.86546
64 -19842.17294 -11412.63023
65 -25446.67920 -19842.17294
66 2078.83873 -25446.67920
67 19559.95001 2078.83873
68 1103.51255 19559.95001
69 -8923.67386 1103.51255
70 559.06984 -8923.67386
71 -7346.11081 559.06984
72 -22896.42880 -7346.11081
73 32662.72426 -22896.42880
74 -12974.07536 32662.72426
75 5906.27229 -12974.07536
76 14285.45022 5906.27229
77 1128.88008 14285.45022
78 -2519.99412 1128.88008
79 435.09134 -2519.99412
80 -1184.61869 435.09134
81 -8304.26564 -1184.61869
82 -6879.11822 -8304.26564
83 -4797.05474 -6879.11822
84 167044.90272 -4797.05474
85 -5252.80241 167044.90272
86 -2601.45098 -5252.80241
87 -7516.15491 -2601.45098
88 -2460.92637 -7516.15491
89 -7740.90826 -2460.92637
90 -8309.88079 -7740.90826
91 14971.75279 -8309.88079
92 -16729.19520 14971.75279
93 3601.11608 -16729.19520
94 -14632.01848 3601.11608
95 10595.45622 -14632.01848
96 -21667.48480 10595.45622
97 17243.90893 -21667.48480
98 -19319.03533 17243.90893
99 3899.35378 -19319.03533
100 3983.37757 3899.35378
101 -18088.53379 3983.37757
102 -1099.69610 -18088.53379
103 32194.93628 -1099.69610
104 27534.42865 32194.93628
105 28479.38030 27534.42865
106 4151.68877 28479.38030
107 -11107.69216 4151.68877
108 -2198.96693 -11107.69216
109 7553.48231 -2198.96693
110 14503.69002 7553.48231
111 -9302.07926 14503.69002
112 8765.85573 -9302.07926
113 -23408.59168 8765.85573
114 -37561.74715 -23408.59168
115 -18896.70855 -37561.74715
116 -8221.15065 -18896.70855
117 -19257.98706 -8221.15065
118 125302.28256 -19257.98706
119 627.34107 125302.28256
120 -22174.08765 627.34107
121 -14482.70547 -22174.08765
122 -16553.47056 -14482.70547
123 99875.76621 -16553.47056
124 32518.14781 99875.76621
125 -6540.35738 32518.14781
126 11468.51727 -6540.35738
127 -4383.89284 11468.51727
128 6040.71473 -4383.89284
129 -11203.47226 6040.71473
130 1801.09449 -11203.47226
131 -16958.46842 1801.09449
132 -1217.93260 -16958.46842
133 -12537.00739 -1217.93260
134 -13897.24721 -12537.00739
135 -28674.65619 -13897.24721
136 -9873.39549 -28674.65619
137 30179.12810 -9873.39549
138 23677.30241 30179.12810
139 -11765.60573 23677.30241
140 -9585.48979 -11765.60573
141 5346.93958 -9585.48979
142 -5212.00841 5346.93958
143 -12340.72581 -5212.00841
144 32711.93264 -12340.72581
145 3571.79947 32711.93264
146 58206.09600 3571.79947
147 40447.67845 58206.09600
148 -8957.58367 40447.67845
149 24381.98411 -8957.58367
150 -18592.08556 24381.98411
151 -4150.42507 -18592.08556
152 -40.53579 -4150.42507
153 -23119.47548 -40.53579
154 12818.70797 -23119.47548
155 51844.41760 12818.70797
156 -1232.52503 51844.41760
157 -13185.75161 -1232.52503
158 19445.22770 -13185.75161
159 11443.91824 19445.22770
160 -3536.01071 11443.91824
161 92479.09450 -3536.01071
162 -3482.29704 92479.09450
163 8876.77932 -3482.29704
164 -4510.58082 8876.77932
165 -25638.18448 -4510.58082
166 -20322.93721 -25638.18448
167 25512.64420 -20322.93721
168 -17462.81603 25512.64420
169 20010.77927 -17462.81603
170 15633.82950 20010.77927
171 -11768.37060 15633.82950
172 5100.65607 -11768.37060
173 -8653.56138 5100.65607
174 58963.07235 -8653.56138
175 -21121.97406 58963.07235
176 32810.64870 -21121.97406
177 -8480.67934 32810.64870
178 15646.80697 -8480.67934
179 -15900.36862 15646.80697
180 5382.36005 -15900.36862
181 25301.04852 5382.36005
182 -7265.44915 25301.04852
183 -7417.75870 -7265.44915
184 -41625.58032 -7417.75870
185 -8628.37730 -41625.58032
186 -12161.95539 -8628.37730
187 -10238.80641 -12161.95539
188 -17986.90992 -10238.80641
189 10006.65083 -17986.90992
190 10734.19964 10006.65083
191 -5874.67687 10734.19964
192 -15803.25487 -5874.67687
193 9909.40378 -15803.25487
194 -3184.79545 9909.40378
195 -21861.44674 -3184.79545
196 -9368.90756 -21861.44674
197 30265.29287 -9368.90756
198 17060.51403 30265.29287
199 975.38717 17060.51403
200 -13946.42768 975.38717
201 -11131.16499 -13946.42768
202 -9343.01723 -11131.16499
203 739.36517 -9343.01723
204 -10890.93359 739.36517
205 1259.98033 -10890.93359
206 -13489.10341 1259.98033
207 -13247.64972 -13489.10341
208 -15208.13065 -13247.64972
209 -17567.69610 -15208.13065
210 -15795.95162 -17567.69610
211 -7013.72522 -15795.95162
212 -4989.04287 -7013.72522
213 -10777.23265 -4989.04287
214 23267.89091 -10777.23265
215 -13281.02544 23267.89091
216 -4953.30079 -13281.02544
217 15853.66553 -4953.30079
218 -10572.44306 15853.66553
219 -6096.17629 -10572.44306
220 -5643.18836 -6096.17629
221 11216.02575 -5643.18836
222 -19467.93062 11216.02575
223 -3358.00275 -19467.93062
224 -9711.41784 -3358.00275
225 -23196.91383 -9711.41784
226 8054.22298 -23196.91383
227 -3906.70322 8054.22298
228 -15769.96749 -3906.70322
229 34334.29605 -15769.96749
230 -8652.64056 34334.29605
231 -10662.27069 -8652.64056
232 14238.54545 -10662.27069
233 -3162.77921 14238.54545
234 -791.95168 -3162.77921
235 -6628.91322 -791.95168
236 -5800.35427 -6628.91322
237 -13299.62772 -5800.35427
238 -13824.78895 -13299.62772
239 -7629.01385 -13824.78895
240 1913.67915 -7629.01385
241 -18607.25667 1913.67915
242 -10929.02881 -18607.25667
243 -2628.58032 -10929.02881
244 -3460.19053 -2628.58032
245 4240.56321 -3460.19053
246 2196.01221 4240.56321
247 1447.14857 2196.01221
248 7106.93096 1447.14857
249 5170.41208 7106.93096
250 -1367.03045 5170.41208
251 812.60497 -1367.03045
252 -9830.02320 812.60497
253 -5104.88654 -9830.02320
254 -12021.14846 -5104.88654
255 -10743.90180 -12021.14846
256 1429.62845 -10743.90180
257 -3096.48130 1429.62845
258 -10771.28278 -3096.48130
259 -7926.98586 -10771.28278
260 -5043.55150 -7926.98586
261 -14452.89445 -5043.55150
262 -9953.84309 -14452.89445
263 -14086.91991 -9953.84309
264 9191.96391 -14086.91991
265 -9136.11476 9191.96391
266 -13963.18796 -9136.11476
267 -162.14118 -13963.18796
268 -19522.20917 -162.14118
269 9286.94532 -19522.20917
270 -11625.90933 9286.94532
271 252.06866 -11625.90933
272 -8756.80705 252.06866
273 -7769.19524 -8756.80705
274 -5955.30959 -7769.19524
275 3021.33692 -5955.30959
276 18576.90873 3021.33692
277 -9744.31767 18576.90873
278 -16122.84395 -9744.31767
279 -12414.43084 -16122.84395
280 -4871.55670 -12414.43084
281 57361.23495 -4871.55670
282 4301.90857 57361.23495
283 -8387.12167 4301.90857
284 -5220.73819 -8387.12167
285 17222.66924 -5220.73819
286 -13431.92115 17222.66924
287 -15968.35458 -13431.92115
288 -9680.00482 -15968.35458
> 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/7p4ta1324296997.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/89uug1324296997.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/9gv851324296997.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/10px4j1324296997.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/111sgt1324296997.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12oalq1324296997.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13tpi71324296997.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/14sudh1324296997.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/15z6r81324296997.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/161mph1324296997.tab")
+ }
>
> try(system("convert tmp/17m1r1324296997.ps tmp/17m1r1324296997.png",intern=TRUE))
character(0)
> try(system("convert tmp/2otpz1324296997.ps tmp/2otpz1324296997.png",intern=TRUE))
character(0)
> try(system("convert tmp/3u3ow1324296997.ps tmp/3u3ow1324296997.png",intern=TRUE))
character(0)
> try(system("convert tmp/4rvts1324296997.ps tmp/4rvts1324296997.png",intern=TRUE))
character(0)
> try(system("convert tmp/52i3r1324296997.ps tmp/52i3r1324296997.png",intern=TRUE))
character(0)
> try(system("convert tmp/6e2b51324296997.ps tmp/6e2b51324296997.png",intern=TRUE))
character(0)
> try(system("convert tmp/7p4ta1324296997.ps tmp/7p4ta1324296997.png",intern=TRUE))
character(0)
> try(system("convert tmp/89uug1324296997.ps tmp/89uug1324296997.png",intern=TRUE))
character(0)
> try(system("convert tmp/9gv851324296997.ps tmp/9gv851324296997.png",intern=TRUE))
character(0)
> try(system("convert tmp/10px4j1324296997.ps tmp/10px4j1324296997.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
7.892 0.757 8.659