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) 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. Type 'q()' to quit R. > x <- array(list(158258 + ,48 + ,20465 + ,37 + ,186739 + ,53 + ,33629 + ,43 + ,7215 + ,0 + ,1423 + ,0 + ,122689 + ,49 + ,25629 + ,54 + ,226968 + ,76 + ,54002 + ,86 + ,494047 + ,125 + ,151036 + ,181 + ,171007 + ,59 + ,33287 + ,42 + ,174432 + ,76 + ,31172 + ,59 + ,149604 + ,55 + ,28113 + ,46 + ,275702 + ,67 + ,57803 + ,77 + ,121844 + ,50 + ,49830 + ,49 + ,176637 + ,73 + ,52143 + ,79 + ,92070 + ,41 + ,21055 + ,37 + ,208880 + ,79 + ,47007 + ,92 + ,157095 + ,51 + ,28735 + ,31 + ,147893 + ,54 + ,59147 + ,28 + ,134175 + ,75 + ,78950 + ,103 + ,68818 + ,1 + ,13497 + ,2 + ,149555 + ,73 + ,46154 + ,48 + ,27997 + ,13 + ,53249 + ,25 + ,69866 + ,19 + ,10726 + ,16 + ,227357 + ,89 + ,83700 + ,106 + ,188137 + ,37 + ,40400 + ,35 + ,127994 + ,48 + ,33797 + ,33 + ,143682 + ,50 + ,36205 + ,45 + ,164820 + ,45 + ,30165 + ,64 + ,187214 + ,59 + ,58534 + ,73 + ,176178 + ,79 + ,44663 + ,78 + ,351374 + ,60 + ,92556 + ,63 + ,192399 + ,52 + ,40078 + ,69 + ,165257 + ,50 + ,34711 + ,36 + ,173687 + ,60 + ,31076 + ,41 + ,126338 + ,53 + ,74608 + ,59 + ,224762 + ,76 + ,58092 + ,33 + ,219428 + ,63 + ,42009 + ,76 + ,0 + ,0 + ,0 + ,0 + ,208669 + ,53 + ,36022 + ,27 + ,99706 + ,44 + ,23333 + ,44 + ,136733 + ,36 + ,53349 + ,43 + ,249965 + ,83 + ,92596 + ,104 + ,232951 + ,105 + ,49598 + ,120 + ,143748 + ,37 + ,44093 + ,44 + ,94332 + ,25 + ,84205 + ,71 + ,189893 + ,63 + ,63369 + ,78 + ,114811 + ,55 + ,60132 + ,106 + ,156861 + ,41 + ,37403 + ,61 + ,81293 + ,23 + ,24460 + ,53 + ,204965 + ,63 + ,46456 + ,51 + ,223771 + ,54 + ,66616 + ,46 + ,160254 + ,68 + ,41554 + ,55 + ,48188 + ,12 + ,22346 + ,14 + ,143776 + ,84 + ,30874 + ,44 + ,286674 + ,66 + ,68701 + ,113 + ,234829 + ,56 + ,35728 + ,55 + ,195583 + ,67 + ,29010 + ,46 + ,145942 + ,40 + ,23110 + ,39 + ,203260 + ,53 + ,38844 + ,51 + ,93764 + ,26 + ,27084 + ,31 + ,151913 + ,67 + ,35139 + ,36 + ,190487 + ,36 + ,57476 + ,47 + ,143389 + ,50 + ,33277 + ,53 + ,124825 + ,48 + ,31141 + ,38 + ,124234 + ,46 + ,61281 + ,52 + ,111501 + ,53 + ,25820 + ,37 + ,153813 + ,27 + ,23284 + ,11 + ,97548 + ,38 + ,35378 + ,45 + ,178613 + ,68 + ,74990 + ,59 + ,138708 + ,93 + ,29653 + ,82 + ,111869 + ,57 + ,64622 + ,49 + ,31970 + ,5 + ,4157 + ,6 + ,224494 + ,53 + ,29245 + ,81 + ,116999 + ,36 + ,50008 + ,56 + ,113504 + ,72 + ,52338 + ,105 + ,105932 + ,49 + ,13310 + ,46 + ,159167 + ,74 + ,92901 + ,46 + ,90204 + ,13 + ,10956 + ,2 + ,165210 + ,82 + ,34241 + ,51 + ,156752 + ,71 + ,75043 + ,95 + ,69233 + ,17 + ,21152 + ,18 + ,84971 + ,34 + ,42249 + ,55 + ,80506 + ,54 + ,42005 + ,48 + ,267162 + ,43 + ,41152 + ,48 + ,62974 + ,26 + ,14399 + ,39 + ,119802 + ,44 + ,28263 + ,40 + ,75132 + ,35 + ,17215 + ,36 + ,154426 + ,32 + ,48140 + ,60 + ,222914 + ,55 + ,62897 + ,114 + ,115019 + ,58 + ,22883 + ,39 + ,99114 + ,44 + ,41622 + ,45 + ,149326 + ,39 + ,40715 + ,59 + ,144425 + ,48 + ,65897 + ,59 + ,159599 + ,72 + ,76542 + ,93 + ,151465 + ,39 + ,37477 + ,35 + ,133686 + ,28 + ,53216 + ,47 + ,58059 + ,24 + ,40911 + ,36 + ,234131 + ,49 + ,57021 + ,59 + ,193233 + ,95 + ,73116 + ,79 + ,19349 + ,13 + ,3895 + ,14 + ,205449 + ,32 + ,46609 + ,42 + ,151538 + ,41 + ,29351 + ,41 + ,59117 + ,24 + ,2325 + ,8 + ,58280 + ,41 + ,31747 + ,41 + ,126653 + ,57 + ,32665 + ,24 + ,112265 + ,28 + ,19249 + ,22 + ,83829 + ,34 + ,15292 + ,18 + ,27676 + ,2 + ,5842 + ,1 + ,134211 + ,80 + ,33994 + ,53 + ,117451 + ,18 + ,13018 + ,6 + ,0 + ,0 + ,0 + ,0 + ,85610 + ,46 + ,98177 + ,49 + ,107205 + ,25 + ,37941 + ,33 + ,144664 + ,51 + ,31032 + ,50 + ,136540 + ,59 + ,32683 + ,64 + ,71894 + ,36 + ,34545 + ,53 + ,3616 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,167611 + ,36 + ,27525 + ,48 + ,138047 + ,68 + ,66856 + ,90 + ,152826 + ,28 + ,28549 + ,46 + ,113245 + ,36 + ,38610 + ,29 + ,43410 + ,7 + ,2781 + ,1 + ,175762 + ,70 + ,41211 + ,64 + ,90591 + ,30 + ,22698 + ,29 + ,114942 + ,55 + ,41194 + ,27 + ,60493 + ,3 + ,32689 + ,4 + ,19764 + ,10 + ,5752 + ,10 + ,164062 + ,46 + ,26757 + ,47 + ,125970 + ,34 + ,22527 + ,44 + ,151495 + ,50 + ,44810 + ,51 + ,11796 + ,1 + ,0 + ,0 + ,10674 + ,0 + ,0 + ,0 + ,138547 + ,35 + ,100674 + ,38 + ,6836 + ,0 + ,0 + ,0 + ,153278 + ,48 + ,57786 + ,57 + ,5118 + ,5 + ,0 + ,0 + ,40248 + ,8 + ,5444 + ,6 + ,0 + ,0 + ,0 + ,0 + ,117954 + ,35 + ,28470 + ,22 + ,88837 + ,21 + ,61849 + ,34 + ,7131 + ,0 + ,0 + ,0 + ,8812 + ,0 + ,2179 + ,10 + ,68916 + ,15 + ,8019 + ,16 + ,132697 + ,50 + ,39644 + ,93 + ,100681 + ,17 + ,23494 + ,22) + ,dim=c(4 + ,144) + ,dimnames=list(c('TimeSpent' + ,'BlogComput' + ,'CharaComp' + ,'Blogscomp') + ,1:144)) > y <- array(NA,dim=c(4,144),dimnames=list(c('TimeSpent','BlogComput','CharaComp','Blogscomp'),1:144)) > 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 TimeSpent BlogComput CharaComp Blogscomp 1 158258 48 20465 37 2 186739 53 33629 43 3 7215 0 1423 0 4 122689 49 25629 54 5 226968 76 54002 86 6 494047 125 151036 181 7 171007 59 33287 42 8 174432 76 31172 59 9 149604 55 28113 46 10 275702 67 57803 77 11 121844 50 49830 49 12 176637 73 52143 79 13 92070 41 21055 37 14 208880 79 47007 92 15 157095 51 28735 31 16 147893 54 59147 28 17 134175 75 78950 103 18 68818 1 13497 2 19 149555 73 46154 48 20 27997 13 53249 25 21 69866 19 10726 16 22 227357 89 83700 106 23 188137 37 40400 35 24 127994 48 33797 33 25 143682 50 36205 45 26 164820 45 30165 64 27 187214 59 58534 73 28 176178 79 44663 78 29 351374 60 92556 63 30 192399 52 40078 69 31 165257 50 34711 36 32 173687 60 31076 41 33 126338 53 74608 59 34 224762 76 58092 33 35 219428 63 42009 76 36 0 0 0 0 37 208669 53 36022 27 38 99706 44 23333 44 39 136733 36 53349 43 40 249965 83 92596 104 41 232951 105 49598 120 42 143748 37 44093 44 43 94332 25 84205 71 44 189893 63 63369 78 45 114811 55 60132 106 46 156861 41 37403 61 47 81293 23 24460 53 48 204965 63 46456 51 49 223771 54 66616 46 50 160254 68 41554 55 51 48188 12 22346 14 52 143776 84 30874 44 53 286674 66 68701 113 54 234829 56 35728 55 55 195583 67 29010 46 56 145942 40 23110 39 57 203260 53 38844 51 58 93764 26 27084 31 59 151913 67 35139 36 60 190487 36 57476 47 61 143389 50 33277 53 62 124825 48 31141 38 63 124234 46 61281 52 64 111501 53 25820 37 65 153813 27 23284 11 66 97548 38 35378 45 67 178613 68 74990 59 68 138708 93 29653 82 69 111869 57 64622 49 70 31970 5 4157 6 71 224494 53 29245 81 72 116999 36 50008 56 73 113504 72 52338 105 74 105932 49 13310 46 75 159167 74 92901 46 76 90204 13 10956 2 77 165210 82 34241 51 78 156752 71 75043 95 79 69233 17 21152 18 80 84971 34 42249 55 81 80506 54 42005 48 82 267162 43 41152 48 83 62974 26 14399 39 84 119802 44 28263 40 85 75132 35 17215 36 86 154426 32 48140 60 87 222914 55 62897 114 88 115019 58 22883 39 89 99114 44 41622 45 90 149326 39 40715 59 91 144425 48 65897 59 92 159599 72 76542 93 93 151465 39 37477 35 94 133686 28 53216 47 95 58059 24 40911 36 96 234131 49 57021 59 97 193233 95 73116 79 98 19349 13 3895 14 99 205449 32 46609 42 100 151538 41 29351 41 101 59117 24 2325 8 102 58280 41 31747 41 103 126653 57 32665 24 104 112265 28 19249 22 105 83829 34 15292 18 106 27676 2 5842 1 107 134211 80 33994 53 108 117451 18 13018 6 109 0 0 0 0 110 85610 46 98177 49 111 107205 25 37941 33 112 144664 51 31032 50 113 136540 59 32683 64 114 71894 36 34545 53 115 3616 0 0 0 116 0 0 0 0 117 167611 36 27525 48 118 138047 68 66856 90 119 152826 28 28549 46 120 113245 36 38610 29 121 43410 7 2781 1 122 175762 70 41211 64 123 90591 30 22698 29 124 114942 55 41194 27 125 60493 3 32689 4 126 19764 10 5752 10 127 164062 46 26757 47 128 125970 34 22527 44 129 151495 50 44810 51 130 11796 1 0 0 131 10674 0 0 0 132 138547 35 100674 38 133 6836 0 0 0 134 153278 48 57786 57 135 5118 5 0 0 136 40248 8 5444 6 137 0 0 0 0 138 117954 35 28470 22 139 88837 21 61849 34 140 7131 0 0 0 141 8812 0 2179 10 142 68916 15 8019 16 143 132697 50 39644 93 144 100681 17 23494 22 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) BlogComput CharaComp Blogscomp 2.388e+04 1.426e+03 7.243e-01 3.987e+02 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -94916 -23883 -3901 26280 149766 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.388e+04 7.396e+03 3.229 0.00155 ** BlogComput 1.426e+03 2.495e+02 5.717 6.3e-08 *** CharaComp 7.243e-01 2.203e-01 3.288 0.00128 ** Blogscomp 3.987e+02 2.336e+02 1.706 0.09014 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 43010 on 140 degrees of freedom Multiple R-squared: 0.67, Adjusted R-squared: 0.6629 F-statistic: 94.73 on 3 and 140 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,] 0.11229466 2.245893e-01 8.877053e-01 [2,] 0.08203232 1.640646e-01 9.179677e-01 [3,] 0.03407956 6.815912e-02 9.659204e-01 [4,] 0.08898177 1.779635e-01 9.110182e-01 [5,] 0.30368708 6.073742e-01 6.963129e-01 [6,] 0.35964574 7.192915e-01 6.403543e-01 [7,] 0.28615498 5.723100e-01 7.138450e-01 [8,] 0.21127271 4.225454e-01 7.887273e-01 [9,] 0.15308638 3.061728e-01 8.469136e-01 [10,] 0.16078271 3.215654e-01 8.392173e-01 [11,] 0.73047647 5.390471e-01 2.695235e-01 [12,] 0.74000767 5.199847e-01 2.599923e-01 [13,] 0.72763693 5.447261e-01 2.723631e-01 [14,] 0.77598395 4.480321e-01 2.240160e-01 [15,] 0.72453381 5.509324e-01 2.754662e-01 [16,] 0.71811914 5.637617e-01 2.818809e-01 [17,] 0.79501732 4.099654e-01 2.049827e-01 [18,] 0.74345493 5.130901e-01 2.565451e-01 [19,] 0.68650015 6.269997e-01 3.134998e-01 [20,] 0.64334659 7.133068e-01 3.566534e-01 [21,] 0.58167006 8.366599e-01 4.183299e-01 [22,] 0.55504835 8.899033e-01 4.449516e-01 [23,] 0.90366993 1.926601e-01 9.633007e-02 [24,] 0.89539106 2.092179e-01 1.046089e-01 [25,] 0.87555138 2.488972e-01 1.244486e-01 [26,] 0.85107150 2.978570e-01 1.489285e-01 [27,] 0.89905394 2.018921e-01 1.009461e-01 [28,] 0.88193732 2.361254e-01 1.180627e-01 [29,] 0.87984092 2.403182e-01 1.201591e-01 [30,] 0.85598718 2.880256e-01 1.440128e-01 [31,] 0.89015300 2.196940e-01 1.098470e-01 [32,] 0.86896450 2.620710e-01 1.310355e-01 [33,] 0.83921855 3.215629e-01 1.607815e-01 [34,] 0.81746179 3.650764e-01 1.825382e-01 [35,] 0.79202553 4.159489e-01 2.079745e-01 [36,] 0.75645587 4.870883e-01 2.435441e-01 [37,] 0.78525258 4.294948e-01 2.147474e-01 [38,] 0.74669816 5.066037e-01 2.533018e-01 [39,] 0.78545144 4.290971e-01 2.145486e-01 [40,] 0.76700348 4.659930e-01 2.329965e-01 [41,] 0.73140329 5.371934e-01 2.685967e-01 [42,] 0.71383342 5.723332e-01 2.861666e-01 [43,] 0.73021056 5.395789e-01 2.697894e-01 [44,] 0.70208965 5.958207e-01 2.979103e-01 [45,] 0.66051400 6.789720e-01 3.394860e-01 [46,] 0.69231326 6.153735e-01 3.076867e-01 [47,] 0.79274760 4.145048e-01 2.072524e-01 [48,] 0.88257476 2.348505e-01 1.174252e-01 [49,] 0.87933157 2.413369e-01 1.206684e-01 [50,] 0.87119884 2.576023e-01 1.288012e-01 [51,] 0.89234001 2.153200e-01 1.076600e-01 [52,] 0.86769607 2.646079e-01 1.323039e-01 [53,] 0.84936206 3.012759e-01 1.506379e-01 [54,] 0.86871051 2.625790e-01 1.312895e-01 [55,] 0.84252171 3.149566e-01 1.574783e-01 [56,] 0.81415069 3.716986e-01 1.858493e-01 [57,] 0.80510178 3.897964e-01 1.948982e-01 [58,] 0.78004645 4.399071e-01 2.199535e-01 [59,] 0.84297299 3.140540e-01 1.570270e-01 [60,] 0.82188404 3.562319e-01 1.781160e-01 [61,] 0.81129562 3.774088e-01 1.887044e-01 [62,] 0.85081981 2.983604e-01 1.491802e-01 [63,] 0.87966198 2.406760e-01 1.203380e-01 [64,] 0.85412640 2.917472e-01 1.458736e-01 [65,] 0.90880136 1.823973e-01 9.119864e-02 [66,] 0.89075810 2.184838e-01 1.092419e-01 [67,] 0.94823911 1.035218e-01 5.176089e-02 [68,] 0.93519704 1.296059e-01 6.480296e-02 [69,] 0.94423592 1.115282e-01 5.576408e-02 [70,] 0.94269879 1.146024e-01 5.730121e-02 [71,] 0.92967475 1.406505e-01 7.032525e-02 [72,] 0.94142396 1.171521e-01 5.857604e-02 [73,] 0.92573386 1.485323e-01 7.426614e-02 [74,] 0.92430951 1.513810e-01 7.569049e-02 [75,] 0.94557950 1.088410e-01 5.442050e-02 [76,] 0.99785002 4.299959e-03 2.149979e-03 [77,] 0.99729497 5.410061e-03 2.705030e-03 [78,] 0.99605283 7.894339e-03 3.947170e-03 [79,] 0.99497242 1.005517e-02 5.027584e-03 [80,] 0.99376589 1.246823e-02 6.234113e-03 [81,] 0.99250229 1.499542e-02 7.497709e-03 [82,] 0.99004671 1.990659e-02 9.953293e-03 [83,] 0.98840637 2.318726e-02 1.159363e-02 [84,] 0.98516469 2.967062e-02 1.483531e-02 [85,] 0.98026308 3.947384e-02 1.973692e-02 [86,] 0.98354296 3.291408e-02 1.645704e-02 [87,] 0.98265395 3.469210e-02 1.734605e-02 [88,] 0.97764383 4.471234e-02 2.235617e-02 [89,] 0.97750291 4.499419e-02 2.249709e-02 [90,] 0.99340933 1.318134e-02 6.590672e-03 [91,] 0.99285841 1.428318e-02 7.141588e-03 [92,] 0.99188979 1.622043e-02 8.110213e-03 [93,] 0.99916904 1.661916e-03 8.309582e-04 [94,] 0.99920040 1.599209e-03 7.996043e-04 [95,] 0.99870797 2.584051e-03 1.292025e-03 [96,] 0.99932186 1.356273e-03 6.781367e-04 [97,] 0.99889272 2.214563e-03 1.107281e-03 [98,] 0.99869533 2.609339e-03 1.304669e-03 [99,] 0.99789205 4.215894e-03 2.107947e-03 [100,] 0.99664454 6.710925e-03 3.355463e-03 [101,] 0.99790577 4.188464e-03 2.094232e-03 [102,] 0.99904448 1.911039e-03 9.555196e-04 [103,] 0.99865051 2.698977e-03 1.349489e-03 [104,] 0.99974011 5.197751e-04 2.598876e-04 [105,] 0.99958281 8.343748e-04 4.171874e-04 [106,] 0.99926770 1.464598e-03 7.322989e-04 [107,] 0.99890205 2.195902e-03 1.097951e-03 [108,] 0.99922577 1.548455e-03 7.742275e-04 [109,] 0.99876715 2.465697e-03 1.232849e-03 [110,] 0.99821427 3.571459e-03 1.785730e-03 [111,] 0.99941539 1.169219e-03 5.846093e-04 [112,] 0.99993674 1.265223e-04 6.326115e-05 [113,] 0.99999201 1.598607e-05 7.993037e-06 [114,] 0.99997975 4.050496e-05 2.025248e-05 [115,] 0.99995930 8.139837e-05 4.069918e-05 [116,] 0.99991374 1.725279e-04 8.626395e-05 [117,] 0.99979412 4.117671e-04 2.058835e-04 [118,] 0.99997740 4.520807e-05 2.260404e-05 [119,] 0.99998393 3.214528e-05 1.607264e-05 [120,] 0.99997851 4.298195e-05 2.149098e-05 [121,] 0.99996427 7.146609e-05 3.573304e-05 [122,] 0.99995379 9.242565e-05 4.621282e-05 [123,] 0.99986455 2.709098e-04 1.354549e-04 [124,] 0.99957901 8.419892e-04 4.209946e-04 [125,] 0.99873734 2.525320e-03 1.262660e-03 [126,] 0.99693678 6.126431e-03 3.063215e-03 [127,] 0.99177477 1.645047e-02 8.225234e-03 [128,] 0.98034469 3.931063e-02 1.965531e-02 [129,] 0.97369744 5.260512e-02 2.630256e-02 [130,] 0.93113532 1.377294e-01 6.886468e-02 [131,] 0.87346985 2.530603e-01 1.265302e-01 > postscript(file="/var/wessaorg/rcomp/tmp/1b2ga1324389497.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2uxh31324389497.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/37bwl1324389497.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/49u841324389497.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5oydr1324389497.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 = 144 Frequency = 1 1 2 3 4 5 6 36347.2570 45770.5055 -17698.6790 -11165.5820 21299.3824 110340.2905 7 8 9 10 11 12 22128.1699 -3936.1336 8582.7306 83703.2034 -28973.1002 -20616.0860 13 14 15 16 17 18 -20285.2621 1607.8002 27307.5881 -7005.3556 -94915.5191 32935.2221 19 20 21 22 23 24 -31001.5336 -62962.3055 4738.9475 -26335.7882 68271.2219 -1978.9727 25 26 27 28 29 30 4328.6489 29397.6907 7689.3168 -23815.0971 149766.3804 37820.1829 31 32 33 34 35 36 30573.7592 25382.2222 -50691.7172 37259.8750 44972.5386 -23882.9460 37 38 39 40 41 42 72345.7413 -21368.2914 5724.6012 -817.4565 -24439.5895 17619.2924 43 44 45 46 47 48 -54501.7602 -831.6427 -73322.5094 23096.3957 -14237.0489 37254.9335 49 50 51 52 53 54 56286.6654 -12630.6060 -14575.6975 -39805.3256 73855.6908 83277.8275 55 56 57 58 59 60 36798.5590 32727.0213 55324.7946 825.4710 -7324.2981 54894.6142 61 62 63 64 65 66 2967.2222 -5217.4363 -30368.9974 -21419.1730 70174.0560 -24092.8832 67 68 69 70 71 72 -20085.2148 -71973.1087 -59645.3479 -4446.5854 71551.8838 -16771.9791 73 74 75 76 77 78 -92829.3988 -15810.1741 -55878.9591 39048.3245 -20748.5587 -60614.7622 79 80 81 82 83 84 -1391.0823 -39928.9396 -69948.9747 133012.2060 -23965.5900 -3248.6335 85 86 87 88 89 90 -25486.4230 26117.9202 29588.4078 -23701.7146 -35606.3697 16811.9505 91 92 93 94 95 96 -19164.4088 -59482.3428 30864.2218 12588.2543 -44036.0153 75544.6950 97 98 99 100 101 102 -50586.2672 -31476.0575 85425.7803 31578.9859 -3866.2010 -63414.5279 103 104 105 106 107 108 -11747.1531 25737.3683 -6794.5024 -3689.4296 -49513.7293 56076.4953 109 110 111 112 113 114 -23882.9460 -94522.1884 7031.1315 5638.2240 -20671.8728 -49480.5579 115 116 117 118 119 120 -20266.9460 -23882.9460 53314.5999 -67117.9419 49994.1602 -1506.1268 121 122 123 124 125 126 7131.1687 -3314.3475 -4077.7407 -27979.7748 7059.1655 -26533.1488 127 128 129 130 131 132 36459.3522 19740.7254 3516.7543 -13513.0661 -13208.9460 -23321.2685 133 134 135 136 137 138 -17046.9460 -3638.9814 -25895.5462 -1379.1685 -23882.9460 14764.4076 139 140 141 142 143 144 -23348.5218 -16751.9460 -20635.8889 11454.2105 -28283.0792 26765.8740 > postscript(file="/var/wessaorg/rcomp/tmp/69j5x1324389497.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 = 144 Frequency = 1 lag(myerror, k = 1) myerror 0 36347.2570 NA 1 45770.5055 36347.2570 2 -17698.6790 45770.5055 3 -11165.5820 -17698.6790 4 21299.3824 -11165.5820 5 110340.2905 21299.3824 6 22128.1699 110340.2905 7 -3936.1336 22128.1699 8 8582.7306 -3936.1336 9 83703.2034 8582.7306 10 -28973.1002 83703.2034 11 -20616.0860 -28973.1002 12 -20285.2621 -20616.0860 13 1607.8002 -20285.2621 14 27307.5881 1607.8002 15 -7005.3556 27307.5881 16 -94915.5191 -7005.3556 17 32935.2221 -94915.5191 18 -31001.5336 32935.2221 19 -62962.3055 -31001.5336 20 4738.9475 -62962.3055 21 -26335.7882 4738.9475 22 68271.2219 -26335.7882 23 -1978.9727 68271.2219 24 4328.6489 -1978.9727 25 29397.6907 4328.6489 26 7689.3168 29397.6907 27 -23815.0971 7689.3168 28 149766.3804 -23815.0971 29 37820.1829 149766.3804 30 30573.7592 37820.1829 31 25382.2222 30573.7592 32 -50691.7172 25382.2222 33 37259.8750 -50691.7172 34 44972.5386 37259.8750 35 -23882.9460 44972.5386 36 72345.7413 -23882.9460 37 -21368.2914 72345.7413 38 5724.6012 -21368.2914 39 -817.4565 5724.6012 40 -24439.5895 -817.4565 41 17619.2924 -24439.5895 42 -54501.7602 17619.2924 43 -831.6427 -54501.7602 44 -73322.5094 -831.6427 45 23096.3957 -73322.5094 46 -14237.0489 23096.3957 47 37254.9335 -14237.0489 48 56286.6654 37254.9335 49 -12630.6060 56286.6654 50 -14575.6975 -12630.6060 51 -39805.3256 -14575.6975 52 73855.6908 -39805.3256 53 83277.8275 73855.6908 54 36798.5590 83277.8275 55 32727.0213 36798.5590 56 55324.7946 32727.0213 57 825.4710 55324.7946 58 -7324.2981 825.4710 59 54894.6142 -7324.2981 60 2967.2222 54894.6142 61 -5217.4363 2967.2222 62 -30368.9974 -5217.4363 63 -21419.1730 -30368.9974 64 70174.0560 -21419.1730 65 -24092.8832 70174.0560 66 -20085.2148 -24092.8832 67 -71973.1087 -20085.2148 68 -59645.3479 -71973.1087 69 -4446.5854 -59645.3479 70 71551.8838 -4446.5854 71 -16771.9791 71551.8838 72 -92829.3988 -16771.9791 73 -15810.1741 -92829.3988 74 -55878.9591 -15810.1741 75 39048.3245 -55878.9591 76 -20748.5587 39048.3245 77 -60614.7622 -20748.5587 78 -1391.0823 -60614.7622 79 -39928.9396 -1391.0823 80 -69948.9747 -39928.9396 81 133012.2060 -69948.9747 82 -23965.5900 133012.2060 83 -3248.6335 -23965.5900 84 -25486.4230 -3248.6335 85 26117.9202 -25486.4230 86 29588.4078 26117.9202 87 -23701.7146 29588.4078 88 -35606.3697 -23701.7146 89 16811.9505 -35606.3697 90 -19164.4088 16811.9505 91 -59482.3428 -19164.4088 92 30864.2218 -59482.3428 93 12588.2543 30864.2218 94 -44036.0153 12588.2543 95 75544.6950 -44036.0153 96 -50586.2672 75544.6950 97 -31476.0575 -50586.2672 98 85425.7803 -31476.0575 99 31578.9859 85425.7803 100 -3866.2010 31578.9859 101 -63414.5279 -3866.2010 102 -11747.1531 -63414.5279 103 25737.3683 -11747.1531 104 -6794.5024 25737.3683 105 -3689.4296 -6794.5024 106 -49513.7293 -3689.4296 107 56076.4953 -49513.7293 108 -23882.9460 56076.4953 109 -94522.1884 -23882.9460 110 7031.1315 -94522.1884 111 5638.2240 7031.1315 112 -20671.8728 5638.2240 113 -49480.5579 -20671.8728 114 -20266.9460 -49480.5579 115 -23882.9460 -20266.9460 116 53314.5999 -23882.9460 117 -67117.9419 53314.5999 118 49994.1602 -67117.9419 119 -1506.1268 49994.1602 120 7131.1687 -1506.1268 121 -3314.3475 7131.1687 122 -4077.7407 -3314.3475 123 -27979.7748 -4077.7407 124 7059.1655 -27979.7748 125 -26533.1488 7059.1655 126 36459.3522 -26533.1488 127 19740.7254 36459.3522 128 3516.7543 19740.7254 129 -13513.0661 3516.7543 130 -13208.9460 -13513.0661 131 -23321.2685 -13208.9460 132 -17046.9460 -23321.2685 133 -3638.9814 -17046.9460 134 -25895.5462 -3638.9814 135 -1379.1685 -25895.5462 136 -23882.9460 -1379.1685 137 14764.4076 -23882.9460 138 -23348.5218 14764.4076 139 -16751.9460 -23348.5218 140 -20635.8889 -16751.9460 141 11454.2105 -20635.8889 142 -28283.0792 11454.2105 143 26765.8740 -28283.0792 144 NA 26765.8740 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 45770.5055 36347.2570 [2,] -17698.6790 45770.5055 [3,] -11165.5820 -17698.6790 [4,] 21299.3824 -11165.5820 [5,] 110340.2905 21299.3824 [6,] 22128.1699 110340.2905 [7,] -3936.1336 22128.1699 [8,] 8582.7306 -3936.1336 [9,] 83703.2034 8582.7306 [10,] -28973.1002 83703.2034 [11,] -20616.0860 -28973.1002 [12,] -20285.2621 -20616.0860 [13,] 1607.8002 -20285.2621 [14,] 27307.5881 1607.8002 [15,] -7005.3556 27307.5881 [16,] -94915.5191 -7005.3556 [17,] 32935.2221 -94915.5191 [18,] -31001.5336 32935.2221 [19,] -62962.3055 -31001.5336 [20,] 4738.9475 -62962.3055 [21,] -26335.7882 4738.9475 [22,] 68271.2219 -26335.7882 [23,] -1978.9727 68271.2219 [24,] 4328.6489 -1978.9727 [25,] 29397.6907 4328.6489 [26,] 7689.3168 29397.6907 [27,] -23815.0971 7689.3168 [28,] 149766.3804 -23815.0971 [29,] 37820.1829 149766.3804 [30,] 30573.7592 37820.1829 [31,] 25382.2222 30573.7592 [32,] -50691.7172 25382.2222 [33,] 37259.8750 -50691.7172 [34,] 44972.5386 37259.8750 [35,] -23882.9460 44972.5386 [36,] 72345.7413 -23882.9460 [37,] -21368.2914 72345.7413 [38,] 5724.6012 -21368.2914 [39,] -817.4565 5724.6012 [40,] -24439.5895 -817.4565 [41,] 17619.2924 -24439.5895 [42,] -54501.7602 17619.2924 [43,] -831.6427 -54501.7602 [44,] -73322.5094 -831.6427 [45,] 23096.3957 -73322.5094 [46,] -14237.0489 23096.3957 [47,] 37254.9335 -14237.0489 [48,] 56286.6654 37254.9335 [49,] -12630.6060 56286.6654 [50,] -14575.6975 -12630.6060 [51,] -39805.3256 -14575.6975 [52,] 73855.6908 -39805.3256 [53,] 83277.8275 73855.6908 [54,] 36798.5590 83277.8275 [55,] 32727.0213 36798.5590 [56,] 55324.7946 32727.0213 [57,] 825.4710 55324.7946 [58,] -7324.2981 825.4710 [59,] 54894.6142 -7324.2981 [60,] 2967.2222 54894.6142 [61,] -5217.4363 2967.2222 [62,] -30368.9974 -5217.4363 [63,] -21419.1730 -30368.9974 [64,] 70174.0560 -21419.1730 [65,] -24092.8832 70174.0560 [66,] -20085.2148 -24092.8832 [67,] -71973.1087 -20085.2148 [68,] -59645.3479 -71973.1087 [69,] -4446.5854 -59645.3479 [70,] 71551.8838 -4446.5854 [71,] -16771.9791 71551.8838 [72,] -92829.3988 -16771.9791 [73,] -15810.1741 -92829.3988 [74,] -55878.9591 -15810.1741 [75,] 39048.3245 -55878.9591 [76,] -20748.5587 39048.3245 [77,] -60614.7622 -20748.5587 [78,] -1391.0823 -60614.7622 [79,] -39928.9396 -1391.0823 [80,] -69948.9747 -39928.9396 [81,] 133012.2060 -69948.9747 [82,] -23965.5900 133012.2060 [83,] -3248.6335 -23965.5900 [84,] -25486.4230 -3248.6335 [85,] 26117.9202 -25486.4230 [86,] 29588.4078 26117.9202 [87,] -23701.7146 29588.4078 [88,] -35606.3697 -23701.7146 [89,] 16811.9505 -35606.3697 [90,] -19164.4088 16811.9505 [91,] -59482.3428 -19164.4088 [92,] 30864.2218 -59482.3428 [93,] 12588.2543 30864.2218 [94,] -44036.0153 12588.2543 [95,] 75544.6950 -44036.0153 [96,] -50586.2672 75544.6950 [97,] -31476.0575 -50586.2672 [98,] 85425.7803 -31476.0575 [99,] 31578.9859 85425.7803 [100,] -3866.2010 31578.9859 [101,] -63414.5279 -3866.2010 [102,] -11747.1531 -63414.5279 [103,] 25737.3683 -11747.1531 [104,] -6794.5024 25737.3683 [105,] -3689.4296 -6794.5024 [106,] -49513.7293 -3689.4296 [107,] 56076.4953 -49513.7293 [108,] -23882.9460 56076.4953 [109,] -94522.1884 -23882.9460 [110,] 7031.1315 -94522.1884 [111,] 5638.2240 7031.1315 [112,] -20671.8728 5638.2240 [113,] -49480.5579 -20671.8728 [114,] -20266.9460 -49480.5579 [115,] -23882.9460 -20266.9460 [116,] 53314.5999 -23882.9460 [117,] -67117.9419 53314.5999 [118,] 49994.1602 -67117.9419 [119,] -1506.1268 49994.1602 [120,] 7131.1687 -1506.1268 [121,] -3314.3475 7131.1687 [122,] -4077.7407 -3314.3475 [123,] -27979.7748 -4077.7407 [124,] 7059.1655 -27979.7748 [125,] -26533.1488 7059.1655 [126,] 36459.3522 -26533.1488 [127,] 19740.7254 36459.3522 [128,] 3516.7543 19740.7254 [129,] -13513.0661 3516.7543 [130,] -13208.9460 -13513.0661 [131,] -23321.2685 -13208.9460 [132,] -17046.9460 -23321.2685 [133,] -3638.9814 -17046.9460 [134,] -25895.5462 -3638.9814 [135,] -1379.1685 -25895.5462 [136,] -23882.9460 -1379.1685 [137,] 14764.4076 -23882.9460 [138,] -23348.5218 14764.4076 [139,] -16751.9460 -23348.5218 [140,] -20635.8889 -16751.9460 [141,] 11454.2105 -20635.8889 [142,] -28283.0792 11454.2105 [143,] 26765.8740 -28283.0792 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 45770.5055 36347.2570 2 -17698.6790 45770.5055 3 -11165.5820 -17698.6790 4 21299.3824 -11165.5820 5 110340.2905 21299.3824 6 22128.1699 110340.2905 7 -3936.1336 22128.1699 8 8582.7306 -3936.1336 9 83703.2034 8582.7306 10 -28973.1002 83703.2034 11 -20616.0860 -28973.1002 12 -20285.2621 -20616.0860 13 1607.8002 -20285.2621 14 27307.5881 1607.8002 15 -7005.3556 27307.5881 16 -94915.5191 -7005.3556 17 32935.2221 -94915.5191 18 -31001.5336 32935.2221 19 -62962.3055 -31001.5336 20 4738.9475 -62962.3055 21 -26335.7882 4738.9475 22 68271.2219 -26335.7882 23 -1978.9727 68271.2219 24 4328.6489 -1978.9727 25 29397.6907 4328.6489 26 7689.3168 29397.6907 27 -23815.0971 7689.3168 28 149766.3804 -23815.0971 29 37820.1829 149766.3804 30 30573.7592 37820.1829 31 25382.2222 30573.7592 32 -50691.7172 25382.2222 33 37259.8750 -50691.7172 34 44972.5386 37259.8750 35 -23882.9460 44972.5386 36 72345.7413 -23882.9460 37 -21368.2914 72345.7413 38 5724.6012 -21368.2914 39 -817.4565 5724.6012 40 -24439.5895 -817.4565 41 17619.2924 -24439.5895 42 -54501.7602 17619.2924 43 -831.6427 -54501.7602 44 -73322.5094 -831.6427 45 23096.3957 -73322.5094 46 -14237.0489 23096.3957 47 37254.9335 -14237.0489 48 56286.6654 37254.9335 49 -12630.6060 56286.6654 50 -14575.6975 -12630.6060 51 -39805.3256 -14575.6975 52 73855.6908 -39805.3256 53 83277.8275 73855.6908 54 36798.5590 83277.8275 55 32727.0213 36798.5590 56 55324.7946 32727.0213 57 825.4710 55324.7946 58 -7324.2981 825.4710 59 54894.6142 -7324.2981 60 2967.2222 54894.6142 61 -5217.4363 2967.2222 62 -30368.9974 -5217.4363 63 -21419.1730 -30368.9974 64 70174.0560 -21419.1730 65 -24092.8832 70174.0560 66 -20085.2148 -24092.8832 67 -71973.1087 -20085.2148 68 -59645.3479 -71973.1087 69 -4446.5854 -59645.3479 70 71551.8838 -4446.5854 71 -16771.9791 71551.8838 72 -92829.3988 -16771.9791 73 -15810.1741 -92829.3988 74 -55878.9591 -15810.1741 75 39048.3245 -55878.9591 76 -20748.5587 39048.3245 77 -60614.7622 -20748.5587 78 -1391.0823 -60614.7622 79 -39928.9396 -1391.0823 80 -69948.9747 -39928.9396 81 133012.2060 -69948.9747 82 -23965.5900 133012.2060 83 -3248.6335 -23965.5900 84 -25486.4230 -3248.6335 85 26117.9202 -25486.4230 86 29588.4078 26117.9202 87 -23701.7146 29588.4078 88 -35606.3697 -23701.7146 89 16811.9505 -35606.3697 90 -19164.4088 16811.9505 91 -59482.3428 -19164.4088 92 30864.2218 -59482.3428 93 12588.2543 30864.2218 94 -44036.0153 12588.2543 95 75544.6950 -44036.0153 96 -50586.2672 75544.6950 97 -31476.0575 -50586.2672 98 85425.7803 -31476.0575 99 31578.9859 85425.7803 100 -3866.2010 31578.9859 101 -63414.5279 -3866.2010 102 -11747.1531 -63414.5279 103 25737.3683 -11747.1531 104 -6794.5024 25737.3683 105 -3689.4296 -6794.5024 106 -49513.7293 -3689.4296 107 56076.4953 -49513.7293 108 -23882.9460 56076.4953 109 -94522.1884 -23882.9460 110 7031.1315 -94522.1884 111 5638.2240 7031.1315 112 -20671.8728 5638.2240 113 -49480.5579 -20671.8728 114 -20266.9460 -49480.5579 115 -23882.9460 -20266.9460 116 53314.5999 -23882.9460 117 -67117.9419 53314.5999 118 49994.1602 -67117.9419 119 -1506.1268 49994.1602 120 7131.1687 -1506.1268 121 -3314.3475 7131.1687 122 -4077.7407 -3314.3475 123 -27979.7748 -4077.7407 124 7059.1655 -27979.7748 125 -26533.1488 7059.1655 126 36459.3522 -26533.1488 127 19740.7254 36459.3522 128 3516.7543 19740.7254 129 -13513.0661 3516.7543 130 -13208.9460 -13513.0661 131 -23321.2685 -13208.9460 132 -17046.9460 -23321.2685 133 -3638.9814 -17046.9460 134 -25895.5462 -3638.9814 135 -1379.1685 -25895.5462 136 -23882.9460 -1379.1685 137 14764.4076 -23882.9460 138 -23348.5218 14764.4076 139 -16751.9460 -23348.5218 140 -20635.8889 -16751.9460 141 11454.2105 -20635.8889 142 -28283.0792 11454.2105 143 26765.8740 -28283.0792 > 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/7ivkd1324389497.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8gm2s1324389497.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9pj3k1324389497.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10hkoo1324389497.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11wka51324389497.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/12ei931324389497.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/13hmuq1324389497.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/1460oo1324389497.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/15v92c1324389497.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/16w54l1324389497.tab") + } > > try(system("convert tmp/1b2ga1324389497.ps tmp/1b2ga1324389497.png",intern=TRUE)) character(0) > try(system("convert tmp/2uxh31324389497.ps tmp/2uxh31324389497.png",intern=TRUE)) character(0) > try(system("convert tmp/37bwl1324389497.ps tmp/37bwl1324389497.png",intern=TRUE)) character(0) > try(system("convert tmp/49u841324389497.ps tmp/49u841324389497.png",intern=TRUE)) character(0) > try(system("convert tmp/5oydr1324389497.ps tmp/5oydr1324389497.png",intern=TRUE)) character(0) > try(system("convert tmp/69j5x1324389497.ps tmp/69j5x1324389497.png",intern=TRUE)) character(0) > try(system("convert tmp/7ivkd1324389497.ps tmp/7ivkd1324389497.png",intern=TRUE)) character(0) > try(system("convert tmp/8gm2s1324389497.ps tmp/8gm2s1324389497.png",intern=TRUE)) character(0) > try(system("convert tmp/9pj3k1324389497.ps tmp/9pj3k1324389497.png",intern=TRUE)) character(0) > try(system("convert tmp/10hkoo1324389497.ps tmp/10hkoo1324389497.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.548 0.608 5.187