R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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,71 + ,947 + ,50857 + ,34 + ,15 + ,21 + ,44 + ,819 + ,56613 + ,37 + ,15 + ,19 + ,60 + ,757 + ,62792 + ,46 + ,28 + ,35 + ,64 + ,894 + ,72535 + ,44 + ,17 + ,14) + ,dim=c(6 + ,289) + ,dimnames=list(c('LFM' + ,'PV' + ,'Time' + ,'CV' + ,'blogs' + ,'logins') + ,1:289)) > y <- array(NA,dim=c(6,289),dimnames=list(c('LFM','PV','Time','CV','blogs','logins'),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' > #'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 LFM PV Time CV blogs logins 1 115 1418 210907 81 79 56 2 109 869 120982 55 58 56 3 146 1530 176508 50 60 54 4 116 2172 179321 125 108 89 5 68 901 123185 40 49 40 6 101 463 52746 37 0 25 7 96 3201 385534 63 121 92 8 67 371 33170 44 1 18 9 44 1192 101645 88 20 63 10 100 1583 149061 66 43 44 11 93 1439 165446 57 69 33 12 140 1764 237213 74 78 84 13 166 1495 173326 49 86 88 14 99 1373 133131 52 44 55 15 139 2187 258873 88 104 60 16 130 1491 180083 36 63 66 17 181 4041 324799 108 158 154 18 116 1706 230964 43 102 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115 89 55 122 1713 150629 54 85 44 56 118 1438 168809 32 76 66 57 12 496 24188 20 8 24 58 144 2253 329267 71 79 259 59 67 744 65029 21 21 17 60 52 1161 101097 70 30 64 61 108 2352 218946 112 76 41 62 166 2144 244052 66 101 68 63 80 4691 341570 190 94 168 64 60 1112 103597 66 27 43 65 107 2694 233328 165 92 132 66 127 1973 256462 56 123 105 67 107 1769 206161 61 75 71 68 146 3148 311473 53 128 112 69 84 2474 235800 127 105 94 70 141 2084 177939 63 55 82 71 123 1954 207176 38 56 70 72 111 1226 196553 50 41 57 73 98 1389 174184 52 72 53 74 105 1496 143246 42 67 103 75 135 2269 187559 76 75 121 76 107 1833 187681 67 114 62 77 85 1268 119016 50 118 52 78 155 1943 182192 53 77 52 79 88 893 73566 39 22 32 80 155 1762 194979 50 66 62 81 104 1403 167488 77 69 45 82 132 1425 143756 57 105 46 83 127 1857 275541 73 116 63 84 108 1840 243199 34 88 75 85 129 1502 182999 39 73 88 86 116 1441 135649 46 99 46 87 122 1420 152299 63 62 53 88 85 1416 120221 35 53 37 89 147 2970 346485 106 118 90 90 99 1317 145790 43 30 63 91 87 1644 193339 47 100 78 92 28 870 80953 31 49 25 93 90 1654 122774 162 24 45 94 109 1054 130585 57 67 46 95 78 937 112611 36 46 41 96 111 3004 286468 263 57 144 97 158 2008 241066 78 75 82 98 141 2547 148446 63 135 91 99 122 1885 204713 54 68 71 100 124 1626 182079 63 124 63 101 93 1468 140344 77 33 53 102 124 2445 220516 79 98 62 103 112 1964 243060 110 58 63 104 108 1381 162765 56 68 32 105 99 1369 182613 56 81 39 106 117 1659 232138 43 131 62 107 199 2888 265318 111 110 117 108 78 1290 85574 71 37 34 109 91 2845 310839 62 130 92 110 158 1982 225060 56 93 93 111 126 1904 232317 74 118 54 112 122 1391 144966 60 39 144 113 71 602 43287 43 13 14 114 75 1743 155754 68 74 61 115 115 1559 164709 53 81 109 116 119 2014 201940 87 109 38 117 124 2143 235454 46 151 73 118 72 2146 220801 105 51 75 119 91 874 99466 32 28 50 120 45 1590 92661 133 40 61 121 78 1590 133328 79 56 55 122 39 1210 61361 51 27 77 123 68 2072 125930 207 37 75 124 119 1281 100750 67 83 72 125 117 1401 224549 47 54 50 126 39 834 82316 34 27 32 127 50 1105 102010 66 28 53 128 88 1272 101523 76 59 42 129 155 1944 243511 65 133 71 130 0 391 22938 9 12 10 131 36 761 41566 42 0 35 132 123 1605 152474 45 106 65 133 32 530 61857 25 23 25 134 99 1988 99923 115 44 66 135 136 1386 132487 97 71 41 136 117 2395 317394 53 116 86 137 0 387 21054 2 4 16 138 88 1742 209641 52 62 42 139 39 620 22648 44 12 19 140 25 449 31414 22 18 19 141 52 800 46698 35 14 45 142 75 1684 131698 74 60 65 143 71 1050 91735 103 7 35 144 124 2699 244749 144 98 95 145 151 1606 184510 60 64 49 146 71 1502 79863 134 29 37 147 145 1204 128423 89 32 64 148 87 1138 97839 42 25 38 149 27 568 38214 52 16 34 150 131 1459 151101 98 48 32 151 162 2158 272458 99 100 65 152 165 1111 172494 52 46 52 153 54 1421 108043 29 45 62 154 159 2833 328107 125 129 65 155 147 1955 250579 106 130 83 156 170 2922 351067 95 136 95 157 119 1002 158015 40 59 29 158 49 1060 98866 140 25 18 159 104 956 85439 43 32 33 160 120 2186 229242 128 63 247 161 150 3604 351619 142 95 139 162 112 1035 84207 73 14 29 163 59 1417 120445 72 36 118 164 136 3261 324598 128 113 110 165 107 1587 131069 61 47 67 166 130 1424 204271 73 92 42 167 115 1701 165543 148 70 65 168 107 1249 141722 64 19 94 169 75 946 116048 45 50 64 170 71 1926 250047 58 41 81 171 120 3352 299775 97 91 95 172 116 1641 195838 50 111 67 173 79 2035 173260 37 41 63 174 150 2312 254488 50 120 83 175 156 1369 104389 105 135 45 176 51 1577 136084 69 27 30 177 118 2201 199476 46 87 70 178 71 961 92499 57 25 32 179 144 1900 224330 52 131 83 180 47 1254 135781 98 45 31 181 28 1335 74408 61 29 67 182 68 1597 81240 89 58 66 183 0 207 14688 0 4 10 184 110 1645 181633 48 47 70 185 147 2429 271856 91 109 103 186 0 151 7199 0 7 5 187 15 474 46660 7 12 20 188 4 141 17547 3 0 5 189 64 1639 133368 54 37 36 190 111 872 95227 70 37 34 191 85 1318 152601 36 46 48 192 68 1018 98146 37 15 40 193 40 1383 79619 123 42 43 194 80 1314 59194 247 7 31 195 88 1335 139942 46 54 42 196 48 1403 118612 72 54 46 197 76 910 72880 41 14 33 198 51 616 65475 24 16 18 199 67 1407 99643 45 33 55 200 59 771 71965 33 32 35 201 61 766 77272 27 21 59 202 76 473 49289 36 15 19 203 60 1376 135131 87 38 66 204 68 1232 108446 90 22 60 205 71 1521 89746 114 28 36 206 76 572 44296 31 10 25 207 62 1059 77648 45 31 47 208 61 1544 181528 69 32 54 209 67 1230 134019 51 32 53 210 88 1206 124064 34 43 40 211 30 1205 92630 60 27 40 212 64 1255 121848 45 37 39 213 68 613 52915 54 20 14 214 64 721 81872 25 32 45 215 91 1109 58981 38 0 36 216 88 740 53515 52 5 28 217 52 1126 60812 67 26 44 218 49 728 56375 74 10 30 219 62 689 65490 38 27 22 220 61 592 80949 30 11 17 221 76 995 76302 26 29 31 222 88 1613 104011 67 25 55 223 66 2048 98104 132 55 54 224 71 705 67989 42 23 21 225 68 301 30989 35 5 14 226 48 1803 135458 118 43 81 227 25 799 73504 68 23 35 228 68 861 63123 43 34 43 229 41 1186 61254 76 36 46 230 90 1451 74914 64 35 30 231 66 628 31774 48 0 23 232 54 1161 81437 64 37 38 233 59 1463 87186 56 28 54 234 60 742 50090 71 16 20 235 77 979 65745 75 26 53 236 68 675 56653 39 38 45 237 72 1241 158399 42 23 39 238 67 676 46455 39 22 20 239 64 1049 73624 93 30 24 240 63 620 38395 38 16 31 241 59 1081 91899 60 18 35 242 84 1688 139526 71 28 151 243 64 736 52164 52 32 52 244 56 617 51567 27 21 30 245 54 812 70551 59 23 31 246 67 1051 84856 40 29 29 247 58 1656 102538 79 50 57 248 59 705 86678 44 12 40 249 40 945 85709 65 21 44 250 22 554 34662 10 18 25 251 83 1597 150580 124 27 77 252 81 982 99611 81 41 35 253 2 222 19349 15 13 11 254 72 1212 99373 92 12 63 255 61 1143 86230 42 21 44 256 15 435 30837 10 8 19 257 32 532 31706 24 26 13 258 62 882 89806 64 27 42 259 58 608 62088 45 13 38 260 36 459 40151 22 16 29 261 59 578 27634 56 2 20 262 68 826 76990 94 42 27 263 21 509 37460 19 5 20 264 55 717 54157 35 37 19 265 54 637 49862 32 17 37 266 55 857 84337 35 38 26 267 72 830 64175 48 37 42 268 41 652 59382 49 29 49 269 61 707 119308 48 32 30 270 67 954 76702 62 35 49 271 76 1461 103425 96 17 67 272 64 672 70344 45 20 28 273 3 778 43410 63 7 19 274 63 1141 104838 71 46 49 275 40 680 62215 26 24 27 276 69 1090 69304 48 40 30 277 48 616 53117 29 3 22 278 8 285 19764 19 10 12 279 52 1145 86680 45 37 31 280 66 733 84105 45 17 20 281 76 888 77945 67 28 20 282 43 849 89113 30 19 39 283 39 1182 91005 36 29 29 284 14 528 40248 34 8 16 285 61 642 64187 36 10 27 286 71 947 50857 34 15 21 287 44 819 56613 37 15 19 288 60 757 62792 46 28 35 289 64 894 72535 44 17 14 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) PV Time CV blogs logins 36.9421598 -0.0126444 0.0002448 0.0375444 0.5093704 0.1016905 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -68.218 -16.151 -0.528 14.057 69.200 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.694e+01 3.112e+00 11.870 < 2e-16 *** PV -1.264e-02 5.486e-03 -2.305 0.0219 * Time 2.448e-04 4.577e-05 5.349 1.83e-07 *** CV 3.754e-02 3.557e-02 1.056 0.2921 blogs 5.094e-01 7.242e-02 7.034 1.51e-11 *** logins 1.017e-01 6.543e-02 1.554 0.1213 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 24.08 on 283 degrees of freedom Multiple R-squared: 0.6476, Adjusted R-squared: 0.6414 F-statistic: 104 on 5 and 283 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,] 0.9649711 7.005772e-02 3.502886e-02 [2,] 0.9300509 1.398982e-01 6.994909e-02 [3,] 0.9154503 1.690994e-01 8.454969e-02 [4,] 0.9279123 1.441753e-01 7.208766e-02 [5,] 0.9088746 1.822507e-01 9.112537e-02 [6,] 0.8622644 2.754711e-01 1.377356e-01 [7,] 0.8732871 2.534257e-01 1.267129e-01 [8,] 0.8258051 3.483899e-01 1.741949e-01 [9,] 0.7784828 4.430344e-01 2.215172e-01 [10,] 0.7590370 4.819259e-01 2.409630e-01 [11,] 0.7203367 5.593265e-01 2.796633e-01 [12,] 0.8098157 3.803686e-01 1.901843e-01 [13,] 0.7556305 4.887391e-01 2.443695e-01 [14,] 0.7273213 5.453574e-01 2.726787e-01 [15,] 0.6787030 6.425940e-01 3.212970e-01 [16,] 0.6144006 7.711988e-01 3.855994e-01 [17,] 0.7048912 5.902177e-01 2.951088e-01 [18,] 0.6519557 6.960886e-01 3.480443e-01 [19,] 0.6000073 7.999855e-01 3.999927e-01 [20,] 0.5424712 9.150576e-01 4.575288e-01 [21,] 0.4994123 9.988245e-01 5.005877e-01 [22,] 0.4415067 8.830134e-01 5.584933e-01 [23,] 0.3961075 7.922150e-01 6.038925e-01 [24,] 0.3430795 6.861591e-01 6.569205e-01 [25,] 0.6396029 7.207941e-01 3.603971e-01 [26,] 0.6318693 7.362614e-01 3.681307e-01 [27,] 0.6110091 7.779818e-01 3.889909e-01 [28,] 0.5619844 8.760313e-01 4.380156e-01 [29,] 0.6505061 6.989878e-01 3.494939e-01 [30,] 0.6235807 7.528385e-01 3.764193e-01 [31,] 0.5856626 8.286748e-01 4.143374e-01 [32,] 0.8629318 2.741364e-01 1.370682e-01 [33,] 0.8343005 3.313990e-01 1.656995e-01 [34,] 0.8645195 2.709611e-01 1.354805e-01 [35,] 0.8762254 2.475491e-01 1.237746e-01 [36,] 0.8676471 2.647058e-01 1.323529e-01 [37,] 0.8456300 3.087400e-01 1.543700e-01 [38,] 0.8540124 2.919753e-01 1.459876e-01 [39,] 0.8310854 3.378292e-01 1.689146e-01 [40,] 0.8017180 3.965641e-01 1.982820e-01 [41,] 0.7982197 4.035606e-01 2.017803e-01 [42,] 0.7679728 4.640544e-01 2.320272e-01 [43,] 0.7500037 4.999925e-01 2.499963e-01 [44,] 0.7219315 5.561369e-01 2.780685e-01 [45,] 0.7366144 5.267712e-01 2.633856e-01 [46,] 0.7291110 5.417779e-01 2.708890e-01 [47,] 0.7016312 5.967376e-01 2.983688e-01 [48,] 0.6653644 6.692712e-01 3.346356e-01 [49,] 0.7557452 4.885096e-01 2.442548e-01 [50,] 0.7285628 5.428743e-01 2.714372e-01 [51,] 0.6940716 6.118568e-01 3.059284e-01 [52,] 0.6987220 6.025560e-01 3.012780e-01 [53,] 0.6609943 6.780113e-01 3.390057e-01 [54,] 0.6957768 6.084464e-01 3.042232e-01 [55,] 0.7532091 4.935817e-01 2.467909e-01 [56,] 0.7287266 5.425469e-01 2.712734e-01 [57,] 0.7202825 5.594349e-01 2.797175e-01 [58,] 0.7399597 5.200805e-01 2.600403e-01 [59,] 0.7087337 5.825327e-01 2.912663e-01 [60,] 0.6737783 6.524435e-01 3.262217e-01 [61,] 0.7820538 4.358923e-01 2.179462e-01 [62,] 0.8634658 2.730685e-01 1.365342e-01 [63,] 0.8649967 2.700065e-01 1.350033e-01 [64,] 0.8493082 3.013837e-01 1.506918e-01 [65,] 0.8326726 3.346548e-01 1.673274e-01 [66,] 0.8079882 3.840237e-01 1.920118e-01 [67,] 0.8134512 3.730977e-01 1.865488e-01 [68,] 0.8188157 3.623685e-01 1.811843e-01 [69,] 0.8634320 2.731360e-01 1.365680e-01 [70,] 0.9176532 1.646936e-01 8.234678e-02 [71,] 0.9152215 1.695571e-01 8.477853e-02 [72,] 0.9514766 9.704688e-02 4.852344e-02 [73,] 0.9415529 1.168943e-01 5.844713e-02 [74,] 0.9341469 1.317061e-01 6.585307e-02 [75,] 0.9311935 1.376130e-01 6.880648e-02 [76,] 0.9257781 1.484438e-01 7.422192e-02 [77,] 0.9194360 1.611280e-01 8.056401e-02 [78,] 0.9062837 1.874326e-01 9.371631e-02 [79,] 0.9046452 1.907096e-01 9.535482e-02 [80,] 0.8900259 2.199482e-01 1.099741e-01 [81,] 0.8739920 2.520160e-01 1.260080e-01 [82,] 0.8634889 2.730223e-01 1.365111e-01 [83,] 0.8915058 2.169884e-01 1.084942e-01 [84,] 0.9439416 1.121168e-01 5.605839e-02 [85,] 0.9368017 1.263966e-01 6.319831e-02 [86,] 0.9269401 1.461198e-01 7.305988e-02 [87,] 0.9162311 1.675378e-01 8.376892e-02 [88,] 0.9138540 1.722920e-01 8.614600e-02 [89,] 0.9323763 1.352473e-01 6.762367e-02 [90,] 0.9301437 1.397126e-01 6.985628e-02 [91,] 0.9220748 1.558503e-01 7.792516e-02 [92,] 0.9101681 1.796638e-01 8.983189e-02 [93,] 0.8979532 2.040935e-01 1.020468e-01 [94,] 0.8822100 2.355801e-01 1.177900e-01 [95,] 0.8644337 2.711326e-01 1.355663e-01 [96,] 0.8463156 3.073688e-01 1.536844e-01 [97,] 0.8327550 3.344901e-01 1.672450e-01 [98,] 0.8389428 3.221144e-01 1.610572e-01 [99,] 0.9355242 1.289515e-01 6.447577e-02 [100,] 0.9257634 1.484732e-01 7.423662e-02 [101,] 0.9706329 5.873415e-02 2.936707e-02 [102,] 0.9757282 4.854365e-02 2.427182e-02 [103,] 0.9714454 5.710925e-02 2.855462e-02 [104,] 0.9735182 5.296368e-02 2.648184e-02 [105,] 0.9709275 5.814495e-02 2.907247e-02 [106,] 0.9723724 5.525527e-02 2.762763e-02 [107,] 0.9669390 6.612201e-02 3.306100e-02 [108,] 0.9603490 7.930191e-02 3.965095e-02 [109,] 0.9607412 7.851761e-02 3.925881e-02 [110,] 0.9673159 6.536822e-02 3.268411e-02 [111,] 0.9648620 7.027597e-02 3.513799e-02 [112,] 0.9712646 5.747073e-02 2.873537e-02 [113,] 0.9669643 6.607137e-02 3.303568e-02 [114,] 0.9688585 6.228309e-02 3.114155e-02 [115,] 0.9670910 6.581800e-02 3.290900e-02 [116,] 0.9660075 6.798503e-02 3.399251e-02 [117,] 0.9596507 8.069864e-02 4.034932e-02 [118,] 0.9639943 7.201137e-02 3.600568e-02 [119,] 0.9644546 7.109085e-02 3.554543e-02 [120,] 0.9574294 8.514128e-02 4.257064e-02 [121,] 0.9502641 9.947175e-02 4.973588e-02 [122,] 0.9720633 5.587340e-02 2.793670e-02 [123,] 0.9677622 6.447564e-02 3.223782e-02 [124,] 0.9626422 7.471568e-02 3.735784e-02 [125,] 0.9667790 6.644201e-02 3.322101e-02 [126,] 0.9681837 6.363252e-02 3.181626e-02 [127,] 0.9763733 4.725343e-02 2.362672e-02 [128,] 0.9816885 3.662295e-02 1.831147e-02 [129,] 0.9884283 2.314349e-02 1.157175e-02 [130,] 0.9872528 2.549447e-02 1.274723e-02 [131,] 0.9846621 3.067572e-02 1.533786e-02 [132,] 0.9854271 2.914581e-02 1.457291e-02 [133,] 0.9823228 3.535441e-02 1.767721e-02 [134,] 0.9795133 4.097348e-02 2.048674e-02 [135,] 0.9755967 4.880667e-02 2.440333e-02 [136,] 0.9709796 5.804078e-02 2.902039e-02 [137,] 0.9846649 3.067030e-02 1.533515e-02 [138,] 0.9812334 3.753329e-02 1.876664e-02 [139,] 0.9953245 9.351074e-03 4.675537e-03 [140,] 0.9952350 9.530005e-03 4.765002e-03 [141,] 0.9955835 8.832934e-03 4.416467e-03 [142,] 0.9973573 5.285349e-03 2.642675e-03 [143,] 0.9973179 5.364294e-03 2.682147e-03 [144,] 0.9997448 5.104059e-04 2.552029e-04 [145,] 0.9997261 5.478053e-04 2.739027e-04 [146,] 0.9996263 7.474058e-04 3.737029e-04 [147,] 0.9994941 1.011773e-03 5.058863e-04 [148,] 0.9993192 1.361606e-03 6.808032e-04 [149,] 0.9993535 1.293015e-03 6.465074e-04 [150,] 0.9993694 1.261128e-03 6.305638e-04 [151,] 0.9996405 7.190117e-04 3.595059e-04 [152,] 0.9995171 9.657440e-04 4.828720e-04 [153,] 0.9993502 1.299526e-03 6.497628e-04 [154,] 0.9998467 3.066352e-04 1.533176e-04 [155,] 0.9998487 3.026388e-04 1.513194e-04 [156,] 0.9998160 3.679413e-04 1.839706e-04 [157,] 0.9998321 3.358493e-04 1.679247e-04 [158,] 0.9997835 4.330249e-04 2.165124e-04 [159,] 0.9997102 5.795319e-04 2.897659e-04 [160,] 0.9997896 4.208454e-04 2.104227e-04 [161,] 0.9997249 5.502297e-04 2.751148e-04 [162,] 0.9997966 4.067140e-04 2.033570e-04 [163,] 0.9997406 5.188818e-04 2.594409e-04 [164,] 0.9996617 6.766490e-04 3.383245e-04 [165,] 0.9995384 9.231033e-04 4.615517e-04 [166,] 0.9994153 1.169401e-03 5.847005e-04 [167,] 0.9997515 4.969052e-04 2.484526e-04 [168,] 0.9997643 4.713848e-04 2.356924e-04 [169,] 0.9996972 6.055338e-04 3.027669e-04 [170,] 0.9995936 8.128978e-04 4.064489e-04 [171,] 0.9996078 7.844588e-04 3.922294e-04 [172,] 0.9997823 4.353566e-04 2.176783e-04 [173,] 0.9998634 2.732976e-04 1.366488e-04 [174,] 0.9998104 3.791369e-04 1.895685e-04 [175,] 0.9998991 2.018501e-04 1.009251e-04 [176,] 0.9998886 2.227326e-04 1.113663e-04 [177,] 0.9998948 2.103736e-04 1.051868e-04 [178,] 0.9999499 1.001639e-04 5.008195e-05 [179,] 0.9999707 5.858477e-05 2.929238e-05 [180,] 0.9999868 2.636763e-05 1.318382e-05 [181,] 0.9999814 3.714581e-05 1.857290e-05 [182,] 0.9999961 7.744370e-06 3.872185e-06 [183,] 0.9999947 1.053157e-05 5.265783e-06 [184,] 0.9999920 1.596733e-05 7.983664e-06 [185,] 0.9999940 1.198570e-05 5.992852e-06 [186,] 0.9999921 1.571094e-05 7.855469e-06 [187,] 0.9999909 1.825046e-05 9.125230e-06 [188,] 0.9999919 1.610646e-05 8.053229e-06 [189,] 0.9999910 1.792128e-05 8.960639e-06 [190,] 0.9999863 2.741084e-05 1.370542e-05 [191,] 0.9999790 4.204444e-05 2.102222e-05 [192,] 0.9999688 6.243126e-05 3.121563e-05 [193,] 0.9999538 9.239678e-05 4.619839e-05 [194,] 0.9999618 7.639072e-05 3.819536e-05 [195,] 0.9999538 9.231018e-05 4.615509e-05 [196,] 0.9999305 1.389069e-04 6.945343e-05 [197,] 0.9998970 2.059272e-04 1.029636e-04 [198,] 0.9999192 1.615797e-04 8.078987e-05 [199,] 0.9998804 2.392569e-04 1.196284e-04 [200,] 0.9998882 2.236105e-04 1.118052e-04 [201,] 0.9998408 3.184919e-04 1.592459e-04 [202,] 0.9998258 3.484708e-04 1.742354e-04 [203,] 0.9999128 1.744811e-04 8.724054e-05 [204,] 0.9998741 2.517709e-04 1.258855e-04 [205,] 0.9998513 2.974911e-04 1.487456e-04 [206,] 0.9997938 4.124844e-04 2.062422e-04 [207,] 0.9999171 1.657726e-04 8.288631e-05 [208,] 0.9999710 5.804794e-05 2.902397e-05 [209,] 0.9999556 8.885272e-05 4.442636e-05 [210,] 0.9999318 1.364829e-04 6.824144e-05 [211,] 0.9999021 1.957925e-04 9.789624e-05 [212,] 0.9998590 2.819612e-04 1.409806e-04 [213,] 0.9998579 2.841928e-04 1.420964e-04 [214,] 0.9998688 2.623340e-04 1.311670e-04 [215,] 0.9998322 3.356936e-04 1.678468e-04 [216,] 0.9998143 3.714040e-04 1.857020e-04 [217,] 0.9998754 2.492505e-04 1.246252e-04 [218,] 0.9999735 5.309117e-05 2.654558e-05 [219,] 0.9999912 1.763989e-05 8.819945e-06 [220,] 0.9999880 2.402846e-05 1.201423e-05 [221,] 0.9999917 1.662866e-05 8.314331e-06 [222,] 0.9999946 1.074036e-05 5.370179e-06 [223,] 0.9999968 6.461757e-06 3.230879e-06 [224,] 0.9999953 9.377029e-06 4.688514e-06 [225,] 0.9999919 1.629374e-05 8.146872e-06 [226,] 0.9999869 2.623590e-05 1.311795e-05 [227,] 0.9999836 3.283341e-05 1.641671e-05 [228,] 0.9999786 4.289045e-05 2.144523e-05 [229,] 0.9999632 7.367317e-05 3.683659e-05 [230,] 0.9999698 6.046138e-05 3.023069e-05 [231,] 0.9999480 1.040916e-04 5.204581e-05 [232,] 0.9999587 8.250444e-05 4.125222e-05 [233,] 0.9999288 1.424135e-04 7.120674e-05 [234,] 0.9998783 2.434833e-04 1.217417e-04 [235,] 0.9998454 3.092664e-04 1.546332e-04 [236,] 0.9998145 3.710199e-04 1.855100e-04 [237,] 0.9996905 6.190147e-04 3.095073e-04 [238,] 0.9995511 8.978603e-04 4.489301e-04 [239,] 0.9995875 8.249888e-04 4.124944e-04 [240,] 0.9993843 1.231339e-03 6.156695e-04 [241,] 0.9994308 1.138318e-03 5.691591e-04 [242,] 0.9991992 1.601574e-03 8.007871e-04 [243,] 0.9991720 1.656079e-03 8.280396e-04 [244,] 0.9986663 2.667330e-03 1.333665e-03 [245,] 0.9989105 2.178985e-03 1.089492e-03 [246,] 0.9981989 3.602257e-03 1.801128e-03 [247,] 0.9970591 5.881737e-03 2.940869e-03 [248,] 0.9962754 7.449116e-03 3.724558e-03 [249,] 0.9943341 1.133188e-02 5.665938e-03 [250,] 0.9910850 1.782991e-02 8.914957e-03 [251,] 0.9877122 2.457554e-02 1.228777e-02 [252,] 0.9813868 3.722632e-02 1.861316e-02 [253,] 0.9841404 3.171916e-02 1.585958e-02 [254,] 0.9756013 4.879738e-02 2.439869e-02 [255,] 0.9667894 6.642120e-02 3.321060e-02 [256,] 0.9521075 9.578500e-02 4.789250e-02 [257,] 0.9391668 1.216665e-01 6.083325e-02 [258,] 0.9146042 1.707916e-01 8.539581e-02 [259,] 0.9080593 1.838814e-01 9.194068e-02 [260,] 0.8729454 2.541092e-01 1.270546e-01 [261,] 0.8444150 3.111700e-01 1.555850e-01 [262,] 0.8001215 3.997570e-01 1.998785e-01 [263,] 0.7560182 4.879636e-01 2.439818e-01 [264,] 0.7101999 5.796003e-01 2.898001e-01 [265,] 0.9421704 1.156593e-01 5.782965e-02 [266,] 0.9483923 1.032154e-01 5.160769e-02 [267,] 0.9360727 1.278547e-01 6.392734e-02 [268,] 0.9144495 1.711009e-01 8.555045e-02 [269,] 0.8495430 3.009140e-01 1.504570e-01 [270,] 0.8403262 3.193476e-01 1.596738e-01 [271,] 0.7367476 5.265047e-01 2.632524e-01 [272,] 0.7717442 4.565117e-01 2.282558e-01 > postscript(file="/var/www/rcomp/tmp/1ybrx1324309741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/23qpm1324309741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/3n95y1324309741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4va441324309741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5cfu71324309741.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 -4.62768789 16.12104377 47.25615143 -6.13967832 -18.23918018 53.06626091 7 8 9 10 11 12 -68.21768552 22.63568898 -22.65500623 17.72201645 -6.89767120 16.23125814 13 14 15 16 17 18 50.92912980 16.86471250 3.94783587 27.66492979 15.43315593 -14.88069662 19 20 21 22 23 24 -5.84527142 -16.15138553 9.73700030 9.23574396 -36.49762288 -1.13281299 25 26 27 28 29 30 54.58361665 4.00181736 15.78253533 -0.11600352 -8.84514054 13.28864252 31 32 33 34 35 36 -4.61436683 12.21103020 63.87692095 18.65142002 41.73869270 -15.57390148 37 38 39 40 41 42 -19.46977755 12.35598630 -2.14051257 -38.11358601 10.01062898 -27.11945079 43 44 45 46 47 48 -17.87815149 -11.19717063 -15.20078241 34.63008043 -9.75868175 1.38633987 49 50 51 52 53 54 29.27477936 -6.27845622 -23.83482919 20.77326300 34.82021730 15.04161370 55 56 57 58 59 60 20.03884734 11.28350744 -31.85924891 -14.31704315 10.32937221 -19.43240273 61 62 63 64 65 66 0.10345217 35.57351891 -53.35687509 -8.85029783 -19.48712268 -23.22042955 67 68 69 70 71 72 -5.76447217 -5.97843287 -47.20502918 48.12220581 22.96946943 12.87733718 73 74 75 76 77 78 -8.04353167 5.72216087 27.46460725 -19.60601917 -32.32022689 51.51803849 79 80 81 82 83 84 28.41262791 50.79739419 1.17598738 17.57665597 -22.16021102 -18.95011723 85 86 87 88 89 90 18.64652699 7.23312363 26.38756173 4.45370106 -10.46055481 19.71271340 91 92 93 94 95 96 -37.12610537 -46.42766422 21.02805614 12.46650234 -3.61840816 -11.65002842 97 98 99 100 101 102 37.95441762 19.53287971 14.88521219 -8.89700748 15.16771643 4.79229161 103 104 105 106 107 108 0.29984154 8.67398600 -12.67105047 -30.44938359 61.51742621 11.44700560 109 110 111 112 113 114 -63.97727867 32.08334548 -12.12387638 30.39063326 21.41131848 -24.48793001 115 116 117 118 119 120 3.10936186 -4.57207732 -29.56004333 -29.41587933 20.20709564 -26.09639429 121 122 123 124 125 126 -8.56583542 -21.16424420 -7.82134780 21.47236264 8.43811263 -25.83490168 127 128 129 130 131 132 -20.07651659 5.10700233 5.60972540 -45.08168055 -6.63299043 6.72714048 133 134 135 136 137 138 -28.58232202 29.28787780 40.16793737 -37.19296962 -40.94334170 -16.04918841 139 140 141 142 143 144 -5.34438187 -25.88311466 0.71832371 -12.84483324 13.88187451 -3.72550279 145 146 147 148 149 150 49.35341225 9.93050991 65.68862482 22.31652380 -25.67631841 44.12664616 151 152 153 154 155 156 24.37098952 69.20043806 -21.74340371 0.53274554 -5.21323545 1.54651106 157 158 159 160 161 162 21.53489012 -18.56673292 36.95662361 -7.44355325 4.68003984 54.70627339 163 164 165 166 167 168 -22.55527260 -12.73508361 24.98918008 7.17516718 11.21140063 29.51115748 169 170 171 172 173 174 -12.06039778 -34.11019054 -7.61131147 -13.37301493 -3.31228724 8.53990225 175 176 177 178 179 180 33.52577775 -18.71555509 6.88708902 5.43291123 -0.96374952 -37.08464502 181 182 183 184 185 186 -34.15545199 -8.23669068 -40.97542322 16.52528738 4.79679531 -40.86953327 187 188 189 190 191 192 -35.78219328 -36.07665921 -9.40728926 36.83572604 -2.30403044 6.80207664 193 194 195 196 197 198 -29.33339815 29.18781486 0.17013499 -35.13044938 20.69372875 -5.06577976 199 200 201 202 203 204 -0.64017121 -6.91149996 -2.88633735 22.04626052 -21.96346803 -0.60317077 205 206 207 208 209 210 9.11291230 26.64498882 -2.82281406 -25.24691516 -10.80748441 8.68362516 211 212 213 214 215 216 -34.45883343 -11.40930264 12.21447144 -5.68593375 48.55178765 39.96537886 217 218 219 220 221 222 -5.82750734 -3.46281572 0.31812953 3.26532127 14.05663693 25.14407951 223 224 225 226 227 228 -7.52913247 10.89756974 21.99176650 -33.88046873 -37.66399207 3.18369263 229 230 231 232 233 234 -21.81204990 29.78109608 25.07783547 -13.31515182 -2.64651538 7.32636309 235 236 237 238 239 240 14.89038684 0.32529222 -5.29178414 12.52703911 1.08211301 11.76756521 241 242 243 244 245 246 -1.75496956 1.95621439 0.05201401 -0.52762102 -7.03193069 3.34808915 247 248 249 250 251 252 -17.33973071 -2.08244576 -23.59006978 -28.51031741 3.14368655 4.60105264 253 254 255 256 257 258 -45.17616334 10.07895137 0.64947386 -30.37462472 -21.44503493 -6.20508658 259 260 261 262 263 264 1.36822034 -16.89403332 17.44524477 -5.01678638 -23.97201904 -8.22901459 265 266 267 268 269 270 -0.71934883 -15.06938576 4.91999892 -23.83157896 -17.36708439 -1.79796839 271 272 273 274 275 276 13.13150311 3.60734344 -42.59650518 -16.26336368 -19.52361551 3.64390783 277 278 279 280 281 282 0.98732863 -37.20493472 -15.37600023 5.35099220 12.39005619 -19.79613069 283 284 285 286 287 288 -24.35086355 -33.09891505 7.26880800 22.52748721 -7.40956481 -2.29316637 289 8.86726418 > postscript(file="/var/www/rcomp/tmp/64l061324309741.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 -4.62768789 NA 1 16.12104377 -4.62768789 2 47.25615143 16.12104377 3 -6.13967832 47.25615143 4 -18.23918018 -6.13967832 5 53.06626091 -18.23918018 6 -68.21768552 53.06626091 7 22.63568898 -68.21768552 8 -22.65500623 22.63568898 9 17.72201645 -22.65500623 10 -6.89767120 17.72201645 11 16.23125814 -6.89767120 12 50.92912980 16.23125814 13 16.86471250 50.92912980 14 3.94783587 16.86471250 15 27.66492979 3.94783587 16 15.43315593 27.66492979 17 -14.88069662 15.43315593 18 -5.84527142 -14.88069662 19 -16.15138553 -5.84527142 20 9.73700030 -16.15138553 21 9.23574396 9.73700030 22 -36.49762288 9.23574396 23 -1.13281299 -36.49762288 24 54.58361665 -1.13281299 25 4.00181736 54.58361665 26 15.78253533 4.00181736 27 -0.11600352 15.78253533 28 -8.84514054 -0.11600352 29 13.28864252 -8.84514054 30 -4.61436683 13.28864252 31 12.21103020 -4.61436683 32 63.87692095 12.21103020 33 18.65142002 63.87692095 34 41.73869270 18.65142002 35 -15.57390148 41.73869270 36 -19.46977755 -15.57390148 37 12.35598630 -19.46977755 38 -2.14051257 12.35598630 39 -38.11358601 -2.14051257 40 10.01062898 -38.11358601 41 -27.11945079 10.01062898 42 -17.87815149 -27.11945079 43 -11.19717063 -17.87815149 44 -15.20078241 -11.19717063 45 34.63008043 -15.20078241 46 -9.75868175 34.63008043 47 1.38633987 -9.75868175 48 29.27477936 1.38633987 49 -6.27845622 29.27477936 50 -23.83482919 -6.27845622 51 20.77326300 -23.83482919 52 34.82021730 20.77326300 53 15.04161370 34.82021730 54 20.03884734 15.04161370 55 11.28350744 20.03884734 56 -31.85924891 11.28350744 57 -14.31704315 -31.85924891 58 10.32937221 -14.31704315 59 -19.43240273 10.32937221 60 0.10345217 -19.43240273 61 35.57351891 0.10345217 62 -53.35687509 35.57351891 63 -8.85029783 -53.35687509 64 -19.48712268 -8.85029783 65 -23.22042955 -19.48712268 66 -5.76447217 -23.22042955 67 -5.97843287 -5.76447217 68 -47.20502918 -5.97843287 69 48.12220581 -47.20502918 70 22.96946943 48.12220581 71 12.87733718 22.96946943 72 -8.04353167 12.87733718 73 5.72216087 -8.04353167 74 27.46460725 5.72216087 75 -19.60601917 27.46460725 76 -32.32022689 -19.60601917 77 51.51803849 -32.32022689 78 28.41262791 51.51803849 79 50.79739419 28.41262791 80 1.17598738 50.79739419 81 17.57665597 1.17598738 82 -22.16021102 17.57665597 83 -18.95011723 -22.16021102 84 18.64652699 -18.95011723 85 7.23312363 18.64652699 86 26.38756173 7.23312363 87 4.45370106 26.38756173 88 -10.46055481 4.45370106 89 19.71271340 -10.46055481 90 -37.12610537 19.71271340 91 -46.42766422 -37.12610537 92 21.02805614 -46.42766422 93 12.46650234 21.02805614 94 -3.61840816 12.46650234 95 -11.65002842 -3.61840816 96 37.95441762 -11.65002842 97 19.53287971 37.95441762 98 14.88521219 19.53287971 99 -8.89700748 14.88521219 100 15.16771643 -8.89700748 101 4.79229161 15.16771643 102 0.29984154 4.79229161 103 8.67398600 0.29984154 104 -12.67105047 8.67398600 105 -30.44938359 -12.67105047 106 61.51742621 -30.44938359 107 11.44700560 61.51742621 108 -63.97727867 11.44700560 109 32.08334548 -63.97727867 110 -12.12387638 32.08334548 111 30.39063326 -12.12387638 112 21.41131848 30.39063326 113 -24.48793001 21.41131848 114 3.10936186 -24.48793001 115 -4.57207732 3.10936186 116 -29.56004333 -4.57207732 117 -29.41587933 -29.56004333 118 20.20709564 -29.41587933 119 -26.09639429 20.20709564 120 -8.56583542 -26.09639429 121 -21.16424420 -8.56583542 122 -7.82134780 -21.16424420 123 21.47236264 -7.82134780 124 8.43811263 21.47236264 125 -25.83490168 8.43811263 126 -20.07651659 -25.83490168 127 5.10700233 -20.07651659 128 5.60972540 5.10700233 129 -45.08168055 5.60972540 130 -6.63299043 -45.08168055 131 6.72714048 -6.63299043 132 -28.58232202 6.72714048 133 29.28787780 -28.58232202 134 40.16793737 29.28787780 135 -37.19296962 40.16793737 136 -40.94334170 -37.19296962 137 -16.04918841 -40.94334170 138 -5.34438187 -16.04918841 139 -25.88311466 -5.34438187 140 0.71832371 -25.88311466 141 -12.84483324 0.71832371 142 13.88187451 -12.84483324 143 -3.72550279 13.88187451 144 49.35341225 -3.72550279 145 9.93050991 49.35341225 146 65.68862482 9.93050991 147 22.31652380 65.68862482 148 -25.67631841 22.31652380 149 44.12664616 -25.67631841 150 24.37098952 44.12664616 151 69.20043806 24.37098952 152 -21.74340371 69.20043806 153 0.53274554 -21.74340371 154 -5.21323545 0.53274554 155 1.54651106 -5.21323545 156 21.53489012 1.54651106 157 -18.56673292 21.53489012 158 36.95662361 -18.56673292 159 -7.44355325 36.95662361 160 4.68003984 -7.44355325 161 54.70627339 4.68003984 162 -22.55527260 54.70627339 163 -12.73508361 -22.55527260 164 24.98918008 -12.73508361 165 7.17516718 24.98918008 166 11.21140063 7.17516718 167 29.51115748 11.21140063 168 -12.06039778 29.51115748 169 -34.11019054 -12.06039778 170 -7.61131147 -34.11019054 171 -13.37301493 -7.61131147 172 -3.31228724 -13.37301493 173 8.53990225 -3.31228724 174 33.52577775 8.53990225 175 -18.71555509 33.52577775 176 6.88708902 -18.71555509 177 5.43291123 6.88708902 178 -0.96374952 5.43291123 179 -37.08464502 -0.96374952 180 -34.15545199 -37.08464502 181 -8.23669068 -34.15545199 182 -40.97542322 -8.23669068 183 16.52528738 -40.97542322 184 4.79679531 16.52528738 185 -40.86953327 4.79679531 186 -35.78219328 -40.86953327 187 -36.07665921 -35.78219328 188 -9.40728926 -36.07665921 189 36.83572604 -9.40728926 190 -2.30403044 36.83572604 191 6.80207664 -2.30403044 192 -29.33339815 6.80207664 193 29.18781486 -29.33339815 194 0.17013499 29.18781486 195 -35.13044938 0.17013499 196 20.69372875 -35.13044938 197 -5.06577976 20.69372875 198 -0.64017121 -5.06577976 199 -6.91149996 -0.64017121 200 -2.88633735 -6.91149996 201 22.04626052 -2.88633735 202 -21.96346803 22.04626052 203 -0.60317077 -21.96346803 204 9.11291230 -0.60317077 205 26.64498882 9.11291230 206 -2.82281406 26.64498882 207 -25.24691516 -2.82281406 208 -10.80748441 -25.24691516 209 8.68362516 -10.80748441 210 -34.45883343 8.68362516 211 -11.40930264 -34.45883343 212 12.21447144 -11.40930264 213 -5.68593375 12.21447144 214 48.55178765 -5.68593375 215 39.96537886 48.55178765 216 -5.82750734 39.96537886 217 -3.46281572 -5.82750734 218 0.31812953 -3.46281572 219 3.26532127 0.31812953 220 14.05663693 3.26532127 221 25.14407951 14.05663693 222 -7.52913247 25.14407951 223 10.89756974 -7.52913247 224 21.99176650 10.89756974 225 -33.88046873 21.99176650 226 -37.66399207 -33.88046873 227 3.18369263 -37.66399207 228 -21.81204990 3.18369263 229 29.78109608 -21.81204990 230 25.07783547 29.78109608 231 -13.31515182 25.07783547 232 -2.64651538 -13.31515182 233 7.32636309 -2.64651538 234 14.89038684 7.32636309 235 0.32529222 14.89038684 236 -5.29178414 0.32529222 237 12.52703911 -5.29178414 238 1.08211301 12.52703911 239 11.76756521 1.08211301 240 -1.75496956 11.76756521 241 1.95621439 -1.75496956 242 0.05201401 1.95621439 243 -0.52762102 0.05201401 244 -7.03193069 -0.52762102 245 3.34808915 -7.03193069 246 -17.33973071 3.34808915 247 -2.08244576 -17.33973071 248 -23.59006978 -2.08244576 249 -28.51031741 -23.59006978 250 3.14368655 -28.51031741 251 4.60105264 3.14368655 252 -45.17616334 4.60105264 253 10.07895137 -45.17616334 254 0.64947386 10.07895137 255 -30.37462472 0.64947386 256 -21.44503493 -30.37462472 257 -6.20508658 -21.44503493 258 1.36822034 -6.20508658 259 -16.89403332 1.36822034 260 17.44524477 -16.89403332 261 -5.01678638 17.44524477 262 -23.97201904 -5.01678638 263 -8.22901459 -23.97201904 264 -0.71934883 -8.22901459 265 -15.06938576 -0.71934883 266 4.91999892 -15.06938576 267 -23.83157896 4.91999892 268 -17.36708439 -23.83157896 269 -1.79796839 -17.36708439 270 13.13150311 -1.79796839 271 3.60734344 13.13150311 272 -42.59650518 3.60734344 273 -16.26336368 -42.59650518 274 -19.52361551 -16.26336368 275 3.64390783 -19.52361551 276 0.98732863 3.64390783 277 -37.20493472 0.98732863 278 -15.37600023 -37.20493472 279 5.35099220 -15.37600023 280 12.39005619 5.35099220 281 -19.79613069 12.39005619 282 -24.35086355 -19.79613069 283 -33.09891505 -24.35086355 284 7.26880800 -33.09891505 285 22.52748721 7.26880800 286 -7.40956481 22.52748721 287 -2.29316637 -7.40956481 288 8.86726418 -2.29316637 289 NA 8.86726418 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 16.12104377 -4.62768789 [2,] 47.25615143 16.12104377 [3,] -6.13967832 47.25615143 [4,] -18.23918018 -6.13967832 [5,] 53.06626091 -18.23918018 [6,] -68.21768552 53.06626091 [7,] 22.63568898 -68.21768552 [8,] -22.65500623 22.63568898 [9,] 17.72201645 -22.65500623 [10,] -6.89767120 17.72201645 [11,] 16.23125814 -6.89767120 [12,] 50.92912980 16.23125814 [13,] 16.86471250 50.92912980 [14,] 3.94783587 16.86471250 [15,] 27.66492979 3.94783587 [16,] 15.43315593 27.66492979 [17,] -14.88069662 15.43315593 [18,] -5.84527142 -14.88069662 [19,] -16.15138553 -5.84527142 [20,] 9.73700030 -16.15138553 [21,] 9.23574396 9.73700030 [22,] -36.49762288 9.23574396 [23,] -1.13281299 -36.49762288 [24,] 54.58361665 -1.13281299 [25,] 4.00181736 54.58361665 [26,] 15.78253533 4.00181736 [27,] -0.11600352 15.78253533 [28,] -8.84514054 -0.11600352 [29,] 13.28864252 -8.84514054 [30,] -4.61436683 13.28864252 [31,] 12.21103020 -4.61436683 [32,] 63.87692095 12.21103020 [33,] 18.65142002 63.87692095 [34,] 41.73869270 18.65142002 [35,] -15.57390148 41.73869270 [36,] -19.46977755 -15.57390148 [37,] 12.35598630 -19.46977755 [38,] -2.14051257 12.35598630 [39,] -38.11358601 -2.14051257 [40,] 10.01062898 -38.11358601 [41,] -27.11945079 10.01062898 [42,] -17.87815149 -27.11945079 [43,] -11.19717063 -17.87815149 [44,] -15.20078241 -11.19717063 [45,] 34.63008043 -15.20078241 [46,] -9.75868175 34.63008043 [47,] 1.38633987 -9.75868175 [48,] 29.27477936 1.38633987 [49,] -6.27845622 29.27477936 [50,] -23.83482919 -6.27845622 [51,] 20.77326300 -23.83482919 [52,] 34.82021730 20.77326300 [53,] 15.04161370 34.82021730 [54,] 20.03884734 15.04161370 [55,] 11.28350744 20.03884734 [56,] -31.85924891 11.28350744 [57,] -14.31704315 -31.85924891 [58,] 10.32937221 -14.31704315 [59,] -19.43240273 10.32937221 [60,] 0.10345217 -19.43240273 [61,] 35.57351891 0.10345217 [62,] -53.35687509 35.57351891 [63,] -8.85029783 -53.35687509 [64,] -19.48712268 -8.85029783 [65,] -23.22042955 -19.48712268 [66,] -5.76447217 -23.22042955 [67,] -5.97843287 -5.76447217 [68,] -47.20502918 -5.97843287 [69,] 48.12220581 -47.20502918 [70,] 22.96946943 48.12220581 [71,] 12.87733718 22.96946943 [72,] -8.04353167 12.87733718 [73,] 5.72216087 -8.04353167 [74,] 27.46460725 5.72216087 [75,] -19.60601917 27.46460725 [76,] -32.32022689 -19.60601917 [77,] 51.51803849 -32.32022689 [78,] 28.41262791 51.51803849 [79,] 50.79739419 28.41262791 [80,] 1.17598738 50.79739419 [81,] 17.57665597 1.17598738 [82,] -22.16021102 17.57665597 [83,] -18.95011723 -22.16021102 [84,] 18.64652699 -18.95011723 [85,] 7.23312363 18.64652699 [86,] 26.38756173 7.23312363 [87,] 4.45370106 26.38756173 [88,] -10.46055481 4.45370106 [89,] 19.71271340 -10.46055481 [90,] -37.12610537 19.71271340 [91,] -46.42766422 -37.12610537 [92,] 21.02805614 -46.42766422 [93,] 12.46650234 21.02805614 [94,] -3.61840816 12.46650234 [95,] -11.65002842 -3.61840816 [96,] 37.95441762 -11.65002842 [97,] 19.53287971 37.95441762 [98,] 14.88521219 19.53287971 [99,] -8.89700748 14.88521219 [100,] 15.16771643 -8.89700748 [101,] 4.79229161 15.16771643 [102,] 0.29984154 4.79229161 [103,] 8.67398600 0.29984154 [104,] -12.67105047 8.67398600 [105,] -30.44938359 -12.67105047 [106,] 61.51742621 -30.44938359 [107,] 11.44700560 61.51742621 [108,] -63.97727867 11.44700560 [109,] 32.08334548 -63.97727867 [110,] -12.12387638 32.08334548 [111,] 30.39063326 -12.12387638 [112,] 21.41131848 30.39063326 [113,] -24.48793001 21.41131848 [114,] 3.10936186 -24.48793001 [115,] -4.57207732 3.10936186 [116,] -29.56004333 -4.57207732 [117,] -29.41587933 -29.56004333 [118,] 20.20709564 -29.41587933 [119,] -26.09639429 20.20709564 [120,] -8.56583542 -26.09639429 [121,] -21.16424420 -8.56583542 [122,] -7.82134780 -21.16424420 [123,] 21.47236264 -7.82134780 [124,] 8.43811263 21.47236264 [125,] -25.83490168 8.43811263 [126,] -20.07651659 -25.83490168 [127,] 5.10700233 -20.07651659 [128,] 5.60972540 5.10700233 [129,] -45.08168055 5.60972540 [130,] -6.63299043 -45.08168055 [131,] 6.72714048 -6.63299043 [132,] -28.58232202 6.72714048 [133,] 29.28787780 -28.58232202 [134,] 40.16793737 29.28787780 [135,] -37.19296962 40.16793737 [136,] -40.94334170 -37.19296962 [137,] -16.04918841 -40.94334170 [138,] -5.34438187 -16.04918841 [139,] -25.88311466 -5.34438187 [140,] 0.71832371 -25.88311466 [141,] -12.84483324 0.71832371 [142,] 13.88187451 -12.84483324 [143,] -3.72550279 13.88187451 [144,] 49.35341225 -3.72550279 [145,] 9.93050991 49.35341225 [146,] 65.68862482 9.93050991 [147,] 22.31652380 65.68862482 [148,] -25.67631841 22.31652380 [149,] 44.12664616 -25.67631841 [150,] 24.37098952 44.12664616 [151,] 69.20043806 24.37098952 [152,] -21.74340371 69.20043806 [153,] 0.53274554 -21.74340371 [154,] -5.21323545 0.53274554 [155,] 1.54651106 -5.21323545 [156,] 21.53489012 1.54651106 [157,] -18.56673292 21.53489012 [158,] 36.95662361 -18.56673292 [159,] -7.44355325 36.95662361 [160,] 4.68003984 -7.44355325 [161,] 54.70627339 4.68003984 [162,] -22.55527260 54.70627339 [163,] -12.73508361 -22.55527260 [164,] 24.98918008 -12.73508361 [165,] 7.17516718 24.98918008 [166,] 11.21140063 7.17516718 [167,] 29.51115748 11.21140063 [168,] -12.06039778 29.51115748 [169,] -34.11019054 -12.06039778 [170,] -7.61131147 -34.11019054 [171,] -13.37301493 -7.61131147 [172,] -3.31228724 -13.37301493 [173,] 8.53990225 -3.31228724 [174,] 33.52577775 8.53990225 [175,] -18.71555509 33.52577775 [176,] 6.88708902 -18.71555509 [177,] 5.43291123 6.88708902 [178,] -0.96374952 5.43291123 [179,] -37.08464502 -0.96374952 [180,] -34.15545199 -37.08464502 [181,] -8.23669068 -34.15545199 [182,] -40.97542322 -8.23669068 [183,] 16.52528738 -40.97542322 [184,] 4.79679531 16.52528738 [185,] -40.86953327 4.79679531 [186,] -35.78219328 -40.86953327 [187,] -36.07665921 -35.78219328 [188,] -9.40728926 -36.07665921 [189,] 36.83572604 -9.40728926 [190,] -2.30403044 36.83572604 [191,] 6.80207664 -2.30403044 [192,] -29.33339815 6.80207664 [193,] 29.18781486 -29.33339815 [194,] 0.17013499 29.18781486 [195,] -35.13044938 0.17013499 [196,] 20.69372875 -35.13044938 [197,] -5.06577976 20.69372875 [198,] -0.64017121 -5.06577976 [199,] -6.91149996 -0.64017121 [200,] -2.88633735 -6.91149996 [201,] 22.04626052 -2.88633735 [202,] -21.96346803 22.04626052 [203,] -0.60317077 -21.96346803 [204,] 9.11291230 -0.60317077 [205,] 26.64498882 9.11291230 [206,] -2.82281406 26.64498882 [207,] -25.24691516 -2.82281406 [208,] -10.80748441 -25.24691516 [209,] 8.68362516 -10.80748441 [210,] -34.45883343 8.68362516 [211,] -11.40930264 -34.45883343 [212,] 12.21447144 -11.40930264 [213,] -5.68593375 12.21447144 [214,] 48.55178765 -5.68593375 [215,] 39.96537886 48.55178765 [216,] -5.82750734 39.96537886 [217,] -3.46281572 -5.82750734 [218,] 0.31812953 -3.46281572 [219,] 3.26532127 0.31812953 [220,] 14.05663693 3.26532127 [221,] 25.14407951 14.05663693 [222,] -7.52913247 25.14407951 [223,] 10.89756974 -7.52913247 [224,] 21.99176650 10.89756974 [225,] -33.88046873 21.99176650 [226,] -37.66399207 -33.88046873 [227,] 3.18369263 -37.66399207 [228,] -21.81204990 3.18369263 [229,] 29.78109608 -21.81204990 [230,] 25.07783547 29.78109608 [231,] -13.31515182 25.07783547 [232,] -2.64651538 -13.31515182 [233,] 7.32636309 -2.64651538 [234,] 14.89038684 7.32636309 [235,] 0.32529222 14.89038684 [236,] -5.29178414 0.32529222 [237,] 12.52703911 -5.29178414 [238,] 1.08211301 12.52703911 [239,] 11.76756521 1.08211301 [240,] -1.75496956 11.76756521 [241,] 1.95621439 -1.75496956 [242,] 0.05201401 1.95621439 [243,] -0.52762102 0.05201401 [244,] -7.03193069 -0.52762102 [245,] 3.34808915 -7.03193069 [246,] -17.33973071 3.34808915 [247,] -2.08244576 -17.33973071 [248,] -23.59006978 -2.08244576 [249,] -28.51031741 -23.59006978 [250,] 3.14368655 -28.51031741 [251,] 4.60105264 3.14368655 [252,] -45.17616334 4.60105264 [253,] 10.07895137 -45.17616334 [254,] 0.64947386 10.07895137 [255,] -30.37462472 0.64947386 [256,] -21.44503493 -30.37462472 [257,] -6.20508658 -21.44503493 [258,] 1.36822034 -6.20508658 [259,] -16.89403332 1.36822034 [260,] 17.44524477 -16.89403332 [261,] -5.01678638 17.44524477 [262,] -23.97201904 -5.01678638 [263,] -8.22901459 -23.97201904 [264,] -0.71934883 -8.22901459 [265,] -15.06938576 -0.71934883 [266,] 4.91999892 -15.06938576 [267,] -23.83157896 4.91999892 [268,] -17.36708439 -23.83157896 [269,] -1.79796839 -17.36708439 [270,] 13.13150311 -1.79796839 [271,] 3.60734344 13.13150311 [272,] -42.59650518 3.60734344 [273,] -16.26336368 -42.59650518 [274,] -19.52361551 -16.26336368 [275,] 3.64390783 -19.52361551 [276,] 0.98732863 3.64390783 [277,] -37.20493472 0.98732863 [278,] -15.37600023 -37.20493472 [279,] 5.35099220 -15.37600023 [280,] 12.39005619 5.35099220 [281,] -19.79613069 12.39005619 [282,] -24.35086355 -19.79613069 [283,] -33.09891505 -24.35086355 [284,] 7.26880800 -33.09891505 [285,] 22.52748721 7.26880800 [286,] -7.40956481 22.52748721 [287,] -2.29316637 -7.40956481 [288,] 8.86726418 -2.29316637 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 16.12104377 -4.62768789 2 47.25615143 16.12104377 3 -6.13967832 47.25615143 4 -18.23918018 -6.13967832 5 53.06626091 -18.23918018 6 -68.21768552 53.06626091 7 22.63568898 -68.21768552 8 -22.65500623 22.63568898 9 17.72201645 -22.65500623 10 -6.89767120 17.72201645 11 16.23125814 -6.89767120 12 50.92912980 16.23125814 13 16.86471250 50.92912980 14 3.94783587 16.86471250 15 27.66492979 3.94783587 16 15.43315593 27.66492979 17 -14.88069662 15.43315593 18 -5.84527142 -14.88069662 19 -16.15138553 -5.84527142 20 9.73700030 -16.15138553 21 9.23574396 9.73700030 22 -36.49762288 9.23574396 23 -1.13281299 -36.49762288 24 54.58361665 -1.13281299 25 4.00181736 54.58361665 26 15.78253533 4.00181736 27 -0.11600352 15.78253533 28 -8.84514054 -0.11600352 29 13.28864252 -8.84514054 30 -4.61436683 13.28864252 31 12.21103020 -4.61436683 32 63.87692095 12.21103020 33 18.65142002 63.87692095 34 41.73869270 18.65142002 35 -15.57390148 41.73869270 36 -19.46977755 -15.57390148 37 12.35598630 -19.46977755 38 -2.14051257 12.35598630 39 -38.11358601 -2.14051257 40 10.01062898 -38.11358601 41 -27.11945079 10.01062898 42 -17.87815149 -27.11945079 43 -11.19717063 -17.87815149 44 -15.20078241 -11.19717063 45 34.63008043 -15.20078241 46 -9.75868175 34.63008043 47 1.38633987 -9.75868175 48 29.27477936 1.38633987 49 -6.27845622 29.27477936 50 -23.83482919 -6.27845622 51 20.77326300 -23.83482919 52 34.82021730 20.77326300 53 15.04161370 34.82021730 54 20.03884734 15.04161370 55 11.28350744 20.03884734 56 -31.85924891 11.28350744 57 -14.31704315 -31.85924891 58 10.32937221 -14.31704315 59 -19.43240273 10.32937221 60 0.10345217 -19.43240273 61 35.57351891 0.10345217 62 -53.35687509 35.57351891 63 -8.85029783 -53.35687509 64 -19.48712268 -8.85029783 65 -23.22042955 -19.48712268 66 -5.76447217 -23.22042955 67 -5.97843287 -5.76447217 68 -47.20502918 -5.97843287 69 48.12220581 -47.20502918 70 22.96946943 48.12220581 71 12.87733718 22.96946943 72 -8.04353167 12.87733718 73 5.72216087 -8.04353167 74 27.46460725 5.72216087 75 -19.60601917 27.46460725 76 -32.32022689 -19.60601917 77 51.51803849 -32.32022689 78 28.41262791 51.51803849 79 50.79739419 28.41262791 80 1.17598738 50.79739419 81 17.57665597 1.17598738 82 -22.16021102 17.57665597 83 -18.95011723 -22.16021102 84 18.64652699 -18.95011723 85 7.23312363 18.64652699 86 26.38756173 7.23312363 87 4.45370106 26.38756173 88 -10.46055481 4.45370106 89 19.71271340 -10.46055481 90 -37.12610537 19.71271340 91 -46.42766422 -37.12610537 92 21.02805614 -46.42766422 93 12.46650234 21.02805614 94 -3.61840816 12.46650234 95 -11.65002842 -3.61840816 96 37.95441762 -11.65002842 97 19.53287971 37.95441762 98 14.88521219 19.53287971 99 -8.89700748 14.88521219 100 15.16771643 -8.89700748 101 4.79229161 15.16771643 102 0.29984154 4.79229161 103 8.67398600 0.29984154 104 -12.67105047 8.67398600 105 -30.44938359 -12.67105047 106 61.51742621 -30.44938359 107 11.44700560 61.51742621 108 -63.97727867 11.44700560 109 32.08334548 -63.97727867 110 -12.12387638 32.08334548 111 30.39063326 -12.12387638 112 21.41131848 30.39063326 113 -24.48793001 21.41131848 114 3.10936186 -24.48793001 115 -4.57207732 3.10936186 116 -29.56004333 -4.57207732 117 -29.41587933 -29.56004333 118 20.20709564 -29.41587933 119 -26.09639429 20.20709564 120 -8.56583542 -26.09639429 121 -21.16424420 -8.56583542 122 -7.82134780 -21.16424420 123 21.47236264 -7.82134780 124 8.43811263 21.47236264 125 -25.83490168 8.43811263 126 -20.07651659 -25.83490168 127 5.10700233 -20.07651659 128 5.60972540 5.10700233 129 -45.08168055 5.60972540 130 -6.63299043 -45.08168055 131 6.72714048 -6.63299043 132 -28.58232202 6.72714048 133 29.28787780 -28.58232202 134 40.16793737 29.28787780 135 -37.19296962 40.16793737 136 -40.94334170 -37.19296962 137 -16.04918841 -40.94334170 138 -5.34438187 -16.04918841 139 -25.88311466 -5.34438187 140 0.71832371 -25.88311466 141 -12.84483324 0.71832371 142 13.88187451 -12.84483324 143 -3.72550279 13.88187451 144 49.35341225 -3.72550279 145 9.93050991 49.35341225 146 65.68862482 9.93050991 147 22.31652380 65.68862482 148 -25.67631841 22.31652380 149 44.12664616 -25.67631841 150 24.37098952 44.12664616 151 69.20043806 24.37098952 152 -21.74340371 69.20043806 153 0.53274554 -21.74340371 154 -5.21323545 0.53274554 155 1.54651106 -5.21323545 156 21.53489012 1.54651106 157 -18.56673292 21.53489012 158 36.95662361 -18.56673292 159 -7.44355325 36.95662361 160 4.68003984 -7.44355325 161 54.70627339 4.68003984 162 -22.55527260 54.70627339 163 -12.73508361 -22.55527260 164 24.98918008 -12.73508361 165 7.17516718 24.98918008 166 11.21140063 7.17516718 167 29.51115748 11.21140063 168 -12.06039778 29.51115748 169 -34.11019054 -12.06039778 170 -7.61131147 -34.11019054 171 -13.37301493 -7.61131147 172 -3.31228724 -13.37301493 173 8.53990225 -3.31228724 174 33.52577775 8.53990225 175 -18.71555509 33.52577775 176 6.88708902 -18.71555509 177 5.43291123 6.88708902 178 -0.96374952 5.43291123 179 -37.08464502 -0.96374952 180 -34.15545199 -37.08464502 181 -8.23669068 -34.15545199 182 -40.97542322 -8.23669068 183 16.52528738 -40.97542322 184 4.79679531 16.52528738 185 -40.86953327 4.79679531 186 -35.78219328 -40.86953327 187 -36.07665921 -35.78219328 188 -9.40728926 -36.07665921 189 36.83572604 -9.40728926 190 -2.30403044 36.83572604 191 6.80207664 -2.30403044 192 -29.33339815 6.80207664 193 29.18781486 -29.33339815 194 0.17013499 29.18781486 195 -35.13044938 0.17013499 196 20.69372875 -35.13044938 197 -5.06577976 20.69372875 198 -0.64017121 -5.06577976 199 -6.91149996 -0.64017121 200 -2.88633735 -6.91149996 201 22.04626052 -2.88633735 202 -21.96346803 22.04626052 203 -0.60317077 -21.96346803 204 9.11291230 -0.60317077 205 26.64498882 9.11291230 206 -2.82281406 26.64498882 207 -25.24691516 -2.82281406 208 -10.80748441 -25.24691516 209 8.68362516 -10.80748441 210 -34.45883343 8.68362516 211 -11.40930264 -34.45883343 212 12.21447144 -11.40930264 213 -5.68593375 12.21447144 214 48.55178765 -5.68593375 215 39.96537886 48.55178765 216 -5.82750734 39.96537886 217 -3.46281572 -5.82750734 218 0.31812953 -3.46281572 219 3.26532127 0.31812953 220 14.05663693 3.26532127 221 25.14407951 14.05663693 222 -7.52913247 25.14407951 223 10.89756974 -7.52913247 224 21.99176650 10.89756974 225 -33.88046873 21.99176650 226 -37.66399207 -33.88046873 227 3.18369263 -37.66399207 228 -21.81204990 3.18369263 229 29.78109608 -21.81204990 230 25.07783547 29.78109608 231 -13.31515182 25.07783547 232 -2.64651538 -13.31515182 233 7.32636309 -2.64651538 234 14.89038684 7.32636309 235 0.32529222 14.89038684 236 -5.29178414 0.32529222 237 12.52703911 -5.29178414 238 1.08211301 12.52703911 239 11.76756521 1.08211301 240 -1.75496956 11.76756521 241 1.95621439 -1.75496956 242 0.05201401 1.95621439 243 -0.52762102 0.05201401 244 -7.03193069 -0.52762102 245 3.34808915 -7.03193069 246 -17.33973071 3.34808915 247 -2.08244576 -17.33973071 248 -23.59006978 -2.08244576 249 -28.51031741 -23.59006978 250 3.14368655 -28.51031741 251 4.60105264 3.14368655 252 -45.17616334 4.60105264 253 10.07895137 -45.17616334 254 0.64947386 10.07895137 255 -30.37462472 0.64947386 256 -21.44503493 -30.37462472 257 -6.20508658 -21.44503493 258 1.36822034 -6.20508658 259 -16.89403332 1.36822034 260 17.44524477 -16.89403332 261 -5.01678638 17.44524477 262 -23.97201904 -5.01678638 263 -8.22901459 -23.97201904 264 -0.71934883 -8.22901459 265 -15.06938576 -0.71934883 266 4.91999892 -15.06938576 267 -23.83157896 4.91999892 268 -17.36708439 -23.83157896 269 -1.79796839 -17.36708439 270 13.13150311 -1.79796839 271 3.60734344 13.13150311 272 -42.59650518 3.60734344 273 -16.26336368 -42.59650518 274 -19.52361551 -16.26336368 275 3.64390783 -19.52361551 276 0.98732863 3.64390783 277 -37.20493472 0.98732863 278 -15.37600023 -37.20493472 279 5.35099220 -15.37600023 280 12.39005619 5.35099220 281 -19.79613069 12.39005619 282 -24.35086355 -19.79613069 283 -33.09891505 -24.35086355 284 7.26880800 -33.09891505 285 22.52748721 7.26880800 286 -7.40956481 22.52748721 287 -2.29316637 -7.40956481 288 8.86726418 -2.29316637 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/7vg8y1324309741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8gu1f1324309741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/95sc91324309741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10i2w51324309741.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/11c2481324309741.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/12d8cp1324309741.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/13n6xs1324309741.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/14syyo1324309741.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/15e6mv1324309741.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/161na71324309741.tab") + } > > try(system("convert tmp/1ybrx1324309741.ps tmp/1ybrx1324309741.png",intern=TRUE)) character(0) > try(system("convert tmp/23qpm1324309741.ps tmp/23qpm1324309741.png",intern=TRUE)) character(0) > try(system("convert tmp/3n95y1324309741.ps tmp/3n95y1324309741.png",intern=TRUE)) character(0) > try(system("convert tmp/4va441324309741.ps tmp/4va441324309741.png",intern=TRUE)) character(0) > try(system("convert tmp/5cfu71324309741.ps tmp/5cfu71324309741.png",intern=TRUE)) character(0) > try(system("convert tmp/64l061324309741.ps tmp/64l061324309741.png",intern=TRUE)) character(0) > try(system("convert tmp/7vg8y1324309741.ps tmp/7vg8y1324309741.png",intern=TRUE)) character(0) > try(system("convert tmp/8gu1f1324309741.ps tmp/8gu1f1324309741.png",intern=TRUE)) character(0) > try(system("convert tmp/95sc91324309741.ps tmp/95sc91324309741.png",intern=TRUE)) character(0) > try(system("convert tmp/10i2w51324309741.ps tmp/10i2w51324309741.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.940 0.290 7.233