R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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> x <- array(list(1418
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+ ,20055
+ ,888
+ ,77945
+ ,20
+ ,0
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+ ,849
+ ,89113
+ ,39
+ ,0
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+ ,14
+ ,82206
+ ,1182
+ ,91005
+ ,29
+ ,3
+ ,29
+ ,11
+ ,32073
+ ,528
+ ,40248
+ ,16
+ ,1
+ ,8
+ ,4
+ ,5444
+ ,642
+ ,64187
+ ,27
+ ,0
+ ,10
+ ,16
+ ,20154
+ ,947
+ ,50857
+ ,21
+ ,0
+ ,15
+ ,20
+ ,36944
+ ,819
+ ,56613
+ ,19
+ ,1
+ ,15
+ ,12
+ ,8019
+ ,757
+ ,62792
+ ,35
+ ,0
+ ,28
+ ,15
+ ,30884
+ ,894
+ ,72535
+ ,14
+ ,0
+ ,17
+ ,16
+ ,19540)
+ ,dim=c(7
+ ,289)
+ ,dimnames=list(c('pageviews'
+ ,'time_in_rfc'
+ ,'logins'
+ ,'shared_compendiums'
+ ,'blogged_computations'
+ ,'compendiums_reviewed'
+ ,'totsize')
+ ,1:289))
> y <- array(NA,dim=c(7,289),dimnames=list(c('pageviews','time_in_rfc','logins','shared_compendiums','blogged_computations','compendiums_reviewed','totsize'),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 = '2'
> #'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
time_in_rfc pageviews logins shared_compendiums blogged_computations
1 210907 1418 56 3 79
2 120982 869 56 4 58
3 176508 1530 54 12 60
4 179321 2172 89 2 108
5 123185 901 40 1 49
6 52746 463 25 3 0
7 385534 3201 92 0 121
8 33170 371 18 0 1
9 101645 1192 63 0 20
10 149061 1583 44 5 43
11 165446 1439 33 0 69
12 237213 1764 84 0 78
13 173326 1495 88 7 86
14 133131 1373 55 7 44
15 258873 2187 60 3 104
16 180083 1491 66 9 63
17 324799 4041 154 0 158
18 230964 1706 53 4 102
19 236785 2152 119 3 77
20 135473 1036 41 0 82
21 202925 1882 61 7 115
22 215147 1929 58 0 101
23 344297 2242 75 1 80
24 153935 1220 33 5 50
25 132943 1289 40 7 83
26 174724 2515 92 0 123
27 174415 2147 100 0 73
28 225548 2352 112 5 81
29 223632 1638 73 0 105
30 124817 1222 40 0 47
31 221698 1812 45 0 105
32 210767 1677 60 3 94
33 170266 1579 62 4 44
34 260561 1731 75 1 114
35 84853 807 31 4 38
36 294424 2452 77 2 107
37 101011 829 34 0 30
38 215641 1940 46 0 71
39 325107 2662 99 0 84
40 7176 186 17 0 0
41 167542 1499 66 2 59
42 106408 865 30 1 33
43 96560 1793 76 0 42
44 265769 2527 146 2 96
45 269651 2747 67 10 106
46 149112 1324 56 6 56
47 175824 2702 107 0 57
48 152871 1383 58 5 59
49 111665 1179 34 4 39
50 116408 2099 61 1 34
51 362301 4308 119 2 76
52 78800 918 42 2 20
53 183167 1831 66 0 91
54 277965 3373 89 8 115
55 150629 1713 44 3 85
56 168809 1438 66 0 76
57 24188 496 24 0 8
58 329267 2253 259 8 79
59 65029 744 17 5 21
60 101097 1161 64 3 30
61 218946 2352 41 1 76
62 244052 2144 68 5 101
63 341570 4691 168 1 94
64 103597 1112 43 1 27
65 233328 2694 132 5 92
66 256462 1973 105 0 123
67 206161 1769 71 12 75
68 311473 3148 112 8 128
69 235800 2474 94 8 105
70 177939 2084 82 8 55
71 207176 1954 70 8 56
72 196553 1226 57 2 41
73 174184 1389 53 0 72
74 143246 1496 103 5 67
75 187559 2269 121 8 75
76 187681 1833 62 2 114
77 119016 1268 52 5 118
78 182192 1943 52 12 77
79 73566 893 32 6 22
80 194979 1762 62 7 66
81 167488 1403 45 2 69
82 143756 1425 46 0 105
83 275541 1857 63 4 116
84 243199 1840 75 3 88
85 182999 1502 88 6 73
86 135649 1441 46 2 99
87 152299 1420 53 0 62
88 120221 1416 37 1 53
89 346485 2970 90 0 118
90 145790 1317 63 5 30
91 193339 1644 78 2 100
92 80953 870 25 0 49
93 122774 1654 45 0 24
94 130585 1054 46 5 67
95 112611 937 41 0 46
96 286468 3004 144 1 57
97 241066 2008 82 0 75
98 148446 2547 91 1 135
99 204713 1885 71 1 68
100 182079 1626 63 2 124
101 140344 1468 53 6 33
102 220516 2445 62 1 98
103 243060 1964 63 4 58
104 162765 1381 32 2 68
105 182613 1369 39 3 81
106 232138 1659 62 0 131
107 265318 2888 117 10 110
108 85574 1290 34 0 37
109 310839 2845 92 9 130
110 225060 1982 93 7 93
111 232317 1904 54 0 118
112 144966 1391 144 0 39
113 43287 602 14 4 13
114 155754 1743 61 4 74
115 164709 1559 109 0 81
116 201940 2014 38 0 109
117 235454 2143 73 0 151
118 220801 2146 75 1 51
119 99466 874 50 0 28
120 92661 1590 61 1 40
121 133328 1590 55 0 56
122 61361 1210 77 0 27
123 125930 2072 75 4 37
124 100750 1281 72 0 83
125 224549 1401 50 4 54
126 82316 834 32 4 27
127 102010 1105 53 3 28
128 101523 1272 42 0 59
129 243511 1944 71 0 133
130 22938 391 10 0 12
131 41566 761 35 5 0
132 152474 1605 65 0 106
133 61857 530 25 4 23
134 99923 1988 66 0 44
135 132487 1386 41 0 71
136 317394 2395 86 1 116
137 21054 387 16 0 4
138 209641 1742 42 5 62
139 22648 620 19 0 12
140 31414 449 19 0 18
141 46698 800 45 0 14
142 131698 1684 65 0 60
143 91735 1050 35 0 7
144 244749 2699 95 2 98
145 184510 1606 49 7 64
146 79863 1502 37 1 29
147 128423 1204 64 8 32
148 97839 1138 38 2 25
149 38214 568 34 0 16
150 151101 1459 32 2 48
151 272458 2158 65 0 100
152 172494 1111 52 0 46
153 108043 1421 62 1 45
154 328107 2833 65 3 129
155 250579 1955 83 0 130
156 351067 2922 95 3 136
157 158015 1002 29 0 59
158 98866 1060 18 0 25
159 85439 956 33 0 32
160 229242 2186 247 4 63
161 351619 3604 139 4 95
162 84207 1035 29 11 14
163 120445 1417 118 0 36
164 324598 3261 110 0 113
165 131069 1587 67 4 47
166 204271 1424 42 0 92
167 165543 1701 65 1 70
168 141722 1249 94 0 19
169 116048 946 64 0 50
170 250047 1926 81 0 41
171 299775 3352 95 9 91
172 195838 1641 67 1 111
173 173260 2035 63 3 41
174 254488 2312 83 10 120
175 104389 1369 45 5 135
176 136084 1577 30 0 27
177 199476 2201 70 2 87
178 92499 961 32 0 25
179 224330 1900 83 1 131
180 135781 1254 31 2 45
181 74408 1335 67 4 29
182 81240 1597 66 0 58
183 14688 207 10 0 4
184 181633 1645 70 2 47
185 271856 2429 103 1 109
186 7199 151 5 0 7
187 46660 474 20 0 12
188 17547 141 5 0 0
189 133368 1639 36 1 37
190 95227 872 34 0 37
191 152601 1318 48 2 46
192 98146 1018 40 0 15
193 79619 1383 43 3 42
194 59194 1314 31 6 7
195 139942 1335 42 0 54
196 118612 1403 46 2 54
197 72880 910 33 0 14
198 65475 616 18 2 16
199 99643 1407 55 1 33
200 71965 771 35 1 32
201 77272 766 59 2 21
202 49289 473 19 1 15
203 135131 1376 66 0 38
204 108446 1232 60 1 22
205 89746 1521 36 3 28
206 44296 572 25 0 10
207 77648 1059 47 0 31
208 181528 1544 54 0 32
209 134019 1230 53 0 32
210 124064 1206 40 1 43
211 92630 1205 40 4 27
212 121848 1255 39 0 37
213 52915 613 14 0 20
214 81872 721 45 0 32
215 58981 1109 36 7 0
216 53515 740 28 2 5
217 60812 1126 44 0 26
218 56375 728 30 7 10
219 65490 689 22 3 27
220 80949 592 17 0 11
221 76302 995 31 0 29
222 104011 1613 55 6 25
223 98104 2048 54 2 55
224 67989 705 21 0 23
225 30989 301 14 0 5
226 135458 1803 81 3 43
227 73504 799 35 0 23
228 63123 861 43 1 34
229 61254 1186 46 1 36
230 74914 1451 30 0 35
231 31774 628 23 1 0
232 81437 1161 38 0 37
233 87186 1463 54 0 28
234 50090 742 20 0 16
235 65745 979 53 0 26
236 56653 675 45 0 38
237 158399 1241 39 0 23
238 46455 676 20 0 22
239 73624 1049 24 0 30
240 38395 620 31 0 16
241 91899 1081 35 0 18
242 139526 1688 151 0 28
243 52164 736 52 0 32
244 51567 617 30 2 21
245 70551 812 31 0 23
246 84856 1051 29 1 29
247 102538 1656 57 1 50
248 86678 705 40 0 12
249 85709 945 44 0 21
250 34662 554 25 0 18
251 150580 1597 77 0 27
252 99611 982 35 0 41
253 19349 222 11 0 13
254 99373 1212 63 1 12
255 86230 1143 44 0 21
256 30837 435 19 0 8
257 31706 532 13 0 26
258 89806 882 42 0 27
259 62088 608 38 1 13
260 40151 459 29 0 16
261 27634 578 20 0 2
262 76990 826 27 0 42
263 37460 509 20 0 5
264 54157 717 19 0 37
265 49862 637 37 0 17
266 84337 857 26 0 38
267 64175 830 42 0 37
268 59382 652 49 0 29
269 119308 707 30 0 32
270 76702 954 49 0 35
271 103425 1461 67 1 17
272 70344 672 28 0 20
273 43410 778 19 0 7
274 104838 1141 49 1 46
275 62215 680 27 0 24
276 69304 1090 30 6 40
277 53117 616 22 3 3
278 19764 285 12 1 10
279 86680 1145 31 2 37
280 84105 733 20 0 17
281 77945 888 20 0 28
282 89113 849 39 0 19
283 91005 1182 29 3 29
284 40248 528 16 1 8
285 64187 642 27 0 10
286 50857 947 21 0 15
287 56613 819 19 1 15
288 62792 757 35 0 28
289 72535 894 14 0 17
compendiums_reviewed totsize
1 30 112285
2 28 84786
3 38 83123
4 30 101193
5 22 38361
6 26 68504
7 25 119182
8 18 22807
9 11 17140
10 26 116174
11 25 57635
12 38 66198
13 44 71701
14 30 57793
15 40 80444
16 34 53855
17 47 97668
18 30 133824
19 31 101481
20 23 99645
21 36 114789
22 36 99052
23 30 67654
24 25 65553
25 39 97500
26 34 69112
27 31 82753
28 31 85323
29 33 72654
30 25 30727
31 33 77873
32 35 117478
33 42 74007
34 43 90183
35 30 61542
36 33 101494
37 13 27570
38 32 55813
39 36 79215
40 0 1423
41 28 55461
42 14 31081
43 17 22996
44 32 83122
45 30 70106
46 35 60578
47 20 39992
48 28 79892
49 28 49810
50 39 71570
51 34 100708
52 26 33032
53 39 82875
54 39 139077
55 33 71595
56 28 72260
57 4 5950
58 39 115762
59 18 32551
60 14 31701
61 29 80670
62 44 143558
63 21 117105
64 16 23789
65 28 120733
66 35 105195
67 28 73107
68 38 132068
69 23 149193
70 36 46821
71 32 87011
72 29 95260
73 25 55183
74 27 106671
75 36 73511
76 28 92945
77 23 78664
78 40 70054
79 23 22618
80 40 74011
81 28 83737
82 34 69094
83 33 93133
84 28 95536
85 34 225920
86 30 62133
87 33 61370
88 22 43836
89 38 106117
90 26 38692
91 35 84651
92 8 56622
93 24 15986
94 29 95364
95 20 26706
96 29 89691
97 45 67267
98 37 126846
99 33 41140
100 33 102860
101 25 51715
102 32 55801
103 29 111813
104 28 120293
105 28 138599
106 31 161647
107 52 115929
108 21 24266
109 24 162901
110 41 109825
111 33 129838
112 32 37510
113 19 43750
114 20 40652
115 31 87771
116 31 85872
117 32 89275
118 18 44418
119 23 192565
120 17 35232
121 20 40909
122 12 13294
123 17 32387
124 30 140867
125 31 120662
126 10 21233
127 13 44332
128 22 61056
129 42 101338
130 1 1168
131 9 13497
132 32 65567
133 11 25162
134 25 32334
135 36 40735
136 31 91413
137 0 855
138 24 97068
139 13 44339
140 8 14116
141 13 10288
142 19 65622
143 18 16563
144 33 76643
145 40 110681
146 22 29011
147 38 92696
148 24 94785
149 8 8773
150 35 83209
151 43 93815
152 43 86687
153 14 34553
154 41 105547
155 38 103487
156 45 213688
157 31 71220
158 13 23517
159 28 56926
160 31 91721
161 40 115168
162 30 111194
163 16 51009
164 37 135777
165 30 51513
166 35 74163
167 32 51633
168 27 75345
169 20 33416
170 18 83305
171 31 98952
172 31 102372
173 21 37238
174 39 103772
175 41 123969
176 13 27142
177 32 135400
178 18 21399
179 39 130115
180 14 24874
181 7 34988
182 17 45549
183 0 6023
184 30 64466
185 37 54990
186 0 1644
187 5 6179
188 1 3926
189 16 32755
190 32 34777
191 24 73224
192 17 27114
193 11 20760
194 24 37636
195 22 65461
196 12 30080
197 19 24094
198 13 69008
199 17 54968
200 15 46090
201 16 27507
202 24 10672
203 15 34029
204 17 46300
205 18 24760
206 20 18779
207 16 21280
208 16 40662
209 18 28987
210 22 22827
211 8 18513
212 17 30594
213 18 24006
214 16 27913
215 23 42744
216 22 12934
217 13 22574
218 13 41385
219 16 18653
220 16 18472
221 20 30976
222 22 63339
223 17 25568
224 18 33747
225 17 4154
226 12 19474
227 7 35130
228 17 39067
229 14 13310
230 23 65892
231 17 4143
232 14 28579
233 15 51776
234 17 21152
235 21 38084
236 18 27717
237 18 32928
238 17 11342
239 17 19499
240 16 16380
241 15 36874
242 21 48259
243 16 16734
244 14 28207
245 15 30143
246 17 41369
247 15 45833
248 15 29156
249 10 35944
250 6 36278
251 22 45588
252 21 45097
253 1 3895
254 18 28394
255 17 18632
256 4 2325
257 10 25139
258 16 27975
259 16 14483
260 9 13127
261 16 5839
262 17 24069
263 7 3738
264 15 18625
265 14 36341
266 14 24548
267 18 21792
268 12 26263
269 16 23686
270 21 49303
271 19 25659
272 16 28904
273 1 2781
274 16 29236
275 10 19546
276 19 22818
277 12 32689
278 2 5752
279 14 22197
280 17 20055
281 19 25272
282 14 82206
283 11 32073
284 4 5444
285 16 20154
286 20 36944
287 12 8019
288 15 30884
289 16 19540
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) pageviews logins
-1.558e+04 5.878e+01 1.654e+02
shared_compendiums blogged_computations compendiums_reviewed
-9.285e+02 4.281e+02 1.055e+03
totsize
2.804e-01
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-132180 -13923 513 13572 131768
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -1.558e+04 4.628e+03 -3.366 0.000869 ***
pageviews 5.878e+01 4.656e+00 12.624 < 2e-16 ***
logins 1.654e+02 7.996e+01 2.068 0.039563 *
shared_compendiums -9.285e+02 7.195e+02 -1.290 0.197965
blogged_computations 4.281e+02 9.506e+01 4.503 9.8e-06 ***
compendiums_reviewed 1.055e+03 2.849e+02 3.703 0.000256 ***
totsize 2.804e-01 7.385e-02 3.797 0.000180 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 29560 on 282 degrees of freedom
Multiple R-squared: 0.8738, Adjusted R-squared: 0.8711
F-statistic: 325.5 on 6 and 282 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,] 0.9496879 1.006241e-01 5.031205e-02
[2,] 0.9320825 1.358349e-01 6.791747e-02
[3,] 0.9310501 1.378998e-01 6.894988e-02
[4,] 0.8904781 2.190438e-01 1.095219e-01
[5,] 0.8354278 3.291443e-01 1.645722e-01
[6,] 0.7801021 4.397959e-01 2.198979e-01
[7,] 0.7447675 5.104651e-01 2.552325e-01
[8,] 0.9362075 1.275850e-01 6.379250e-02
[9,] 0.9081858 1.836285e-01 9.181424e-02
[10,] 0.9162109 1.675782e-01 8.378910e-02
[11,] 0.9080803 1.838394e-01 9.191968e-02
[12,] 0.9043856 1.912288e-01 9.561438e-02
[13,] 0.8721012 2.557977e-01 1.278988e-01
[14,] 0.9982860 3.428066e-03 1.714033e-03
[15,] 0.9973231 5.353812e-03 2.676906e-03
[16,] 0.9972306 5.538860e-03 2.769430e-03
[17,] 0.9997733 4.534405e-04 2.267203e-04
[18,] 0.9998144 3.711059e-04 1.855529e-04
[19,] 0.9996834 6.331091e-04 3.165545e-04
[20,] 0.9997517 4.965662e-04 2.482831e-04
[21,] 0.9996101 7.798538e-04 3.899269e-04
[22,] 0.9994040 1.192039e-03 5.960194e-04
[23,] 0.9990791 1.841826e-03 9.209132e-04
[24,] 0.9985667 2.866655e-03 1.433328e-03
[25,] 0.9992634 1.473199e-03 7.365993e-04
[26,] 0.9990853 1.829374e-03 9.146870e-04
[27,] 0.9991052 1.789569e-03 8.947844e-04
[28,] 0.9987308 2.538315e-03 1.269157e-03
[29,] 0.9982471 3.505807e-03 1.752903e-03
[30,] 0.9993678 1.264430e-03 6.322151e-04
[31,] 0.9990853 1.829334e-03 9.146670e-04
[32,] 0.9986868 2.626422e-03 1.313211e-03
[33,] 0.9982465 3.506933e-03 1.753466e-03
[34,] 0.9993054 1.389268e-03 6.946340e-04
[35,] 0.9992223 1.555380e-03 7.776899e-04
[36,] 0.9989407 2.118655e-03 1.059327e-03
[37,] 0.9984627 3.074506e-03 1.537253e-03
[38,] 0.9990946 1.810758e-03 9.053788e-04
[39,] 0.9986931 2.613805e-03 1.306903e-03
[40,] 0.9983020 3.396006e-03 1.698003e-03
[41,] 0.9997624 4.751115e-04 2.375557e-04
[42,] 0.9996599 6.802957e-04 3.401479e-04
[43,] 0.9995123 9.753246e-04 4.876623e-04
[44,] 0.9994405 1.118910e-03 5.594550e-04
[45,] 0.9996724 6.552176e-04 3.276088e-04
[46,] 0.9997219 5.561454e-04 2.780727e-04
[47,] 0.9995960 8.080115e-04 4.040057e-04
[48,] 0.9994717 1.056548e-03 5.282738e-04
[49,] 0.9998484 3.031571e-04 1.515786e-04
[50,] 0.9997767 4.465133e-04 2.232567e-04
[51,] 0.9996820 6.359721e-04 3.179861e-04
[52,] 0.9995467 9.066134e-04 4.533067e-04
[53,] 0.9993644 1.271215e-03 6.356074e-04
[54,] 0.9995341 9.318277e-04 4.659139e-04
[55,] 0.9993586 1.282843e-03 6.414217e-04
[56,] 0.9994307 1.138663e-03 5.693313e-04
[57,] 0.9992636 1.472714e-03 7.363570e-04
[58,] 0.9992745 1.450963e-03 7.254813e-04
[59,] 0.9989983 2.003370e-03 1.001685e-03
[60,] 0.9988205 2.359079e-03 1.179540e-03
[61,] 0.9984034 3.193114e-03 1.596557e-03
[62,] 0.9981563 3.687383e-03 1.843691e-03
[63,] 0.9990514 1.897292e-03 9.486458e-04
[64,] 0.9988900 2.220006e-03 1.110003e-03
[65,] 0.9990378 1.924341e-03 9.621704e-04
[66,] 0.9990731 1.853890e-03 9.269448e-04
[67,] 0.9989642 2.071559e-03 1.035780e-03
[68,] 0.9993129 1.374267e-03 6.871337e-04
[69,] 0.9990567 1.886517e-03 9.432583e-04
[70,] 0.9987203 2.559498e-03 1.279749e-03
[71,] 0.9983621 3.275842e-03 1.637921e-03
[72,] 0.9978674 4.265215e-03 2.132608e-03
[73,] 0.9980336 3.932748e-03 1.966374e-03
[74,] 0.9993051 1.389834e-03 6.949170e-04
[75,] 0.9995183 9.633991e-04 4.816995e-04
[76,] 0.9995608 8.784772e-04 4.392386e-04
[77,] 0.9995880 8.240631e-04 4.120315e-04
[78,] 0.9994380 1.123924e-03 5.619621e-04
[79,] 0.9992732 1.453545e-03 7.267723e-04
[80,] 0.9995954 8.091580e-04 4.045790e-04
[81,] 0.9995652 8.695052e-04 4.347526e-04
[82,] 0.9994185 1.163045e-03 5.815226e-04
[83,] 0.9992276 1.544711e-03 7.723556e-04
[84,] 0.9989782 2.043647e-03 1.021823e-03
[85,] 0.9986601 2.679773e-03 1.339886e-03
[86,] 0.9983545 3.291007e-03 1.645504e-03
[87,] 0.9980674 3.865103e-03 1.932551e-03
[88,] 0.9979243 4.151374e-03 2.075687e-03
[89,] 0.9999957 8.596473e-06 4.298236e-06
[90,] 0.9999949 1.021071e-05 5.105354e-06
[91,] 0.9999938 1.249829e-05 6.249144e-06
[92,] 0.9999913 1.733349e-05 8.666743e-06
[93,] 0.9999876 2.481174e-05 1.240587e-05
[94,] 0.9999936 1.272076e-05 6.360380e-06
[95,] 0.9999906 1.887800e-05 9.439000e-06
[96,] 0.9999869 2.629853e-05 1.314927e-05
[97,] 0.9999811 3.778766e-05 1.889383e-05
[98,] 0.9999799 4.014955e-05 2.007478e-05
[99,] 0.9999792 4.163381e-05 2.081691e-05
[100,] 0.9999787 4.267235e-05 2.133618e-05
[101,] 0.9999701 5.976660e-05 2.988330e-05
[102,] 0.9999577 8.468433e-05 4.234216e-05
[103,] 0.9999431 1.138646e-04 5.693230e-05
[104,] 0.9999266 1.467241e-04 7.336203e-05
[105,] 0.9998968 2.063758e-04 1.031879e-04
[106,] 0.9998784 2.432103e-04 1.216051e-04
[107,] 0.9998380 3.240759e-04 1.620379e-04
[108,] 0.9997819 4.362397e-04 2.181198e-04
[109,] 0.9998450 3.099716e-04 1.549858e-04
[110,] 0.9998744 2.511901e-04 1.255951e-04
[111,] 0.9999101 1.798104e-04 8.990522e-05
[112,] 0.9998809 2.382812e-04 1.191406e-04
[113,] 0.9999012 1.976118e-04 9.880591e-05
[114,] 0.9999082 1.836875e-04 9.184373e-05
[115,] 0.9999907 1.852867e-05 9.264336e-06
[116,] 0.9999979 4.223982e-06 2.111991e-06
[117,] 0.9999974 5.110688e-06 2.555344e-06
[118,] 0.9999963 7.356868e-06 3.678434e-06
[119,] 0.9999966 6.757318e-06 3.378659e-06
[120,] 0.9999950 9.993569e-06 4.996784e-06
[121,] 0.9999927 1.462716e-05 7.313582e-06
[122,] 0.9999895 2.090517e-05 1.045259e-05
[123,] 0.9999911 1.777144e-05 8.885720e-06
[124,] 0.9999894 2.113912e-05 1.056956e-05
[125,] 0.9999985 3.079590e-06 1.539795e-06
[126,] 0.9999981 3.778409e-06 1.889204e-06
[127,] 0.9999998 4.539506e-07 2.269753e-07
[128,] 0.9999997 6.796236e-07 3.398118e-07
[129,] 0.9999998 3.361968e-07 1.680984e-07
[130,] 0.9999999 2.733214e-07 1.366607e-07
[131,] 0.9999998 4.291140e-07 2.145570e-07
[132,] 0.9999997 5.879696e-07 2.939848e-07
[133,] 0.9999997 5.700530e-07 2.850265e-07
[134,] 0.9999996 8.314376e-07 4.157188e-07
[135,] 0.9999994 1.197652e-06 5.988259e-07
[136,] 0.9999992 1.626188e-06 8.130940e-07
[137,] 0.9999996 8.502270e-07 4.251135e-07
[138,] 0.9999994 1.205546e-06 6.027730e-07
[139,] 0.9999992 1.509056e-06 7.545279e-07
[140,] 0.9999988 2.313991e-06 1.156996e-06
[141,] 0.9999982 3.523579e-06 1.761790e-06
[142,] 0.9999986 2.890858e-06 1.445429e-06
[143,] 0.9999985 2.972562e-06 1.486281e-06
[144,] 0.9999980 4.071923e-06 2.035961e-06
[145,] 0.9999989 2.129289e-06 1.064645e-06
[146,] 0.9999986 2.731788e-06 1.365894e-06
[147,] 0.9999984 3.122159e-06 1.561080e-06
[148,] 0.9999989 2.110259e-06 1.055129e-06
[149,] 0.9999986 2.807771e-06 1.403885e-06
[150,] 0.9999982 3.672488e-06 1.836244e-06
[151,] 0.9999972 5.600077e-06 2.800039e-06
[152,] 0.9999970 6.073732e-06 3.036866e-06
[153,] 0.9999960 7.967097e-06 3.983548e-06
[154,] 0.9999948 1.035976e-05 5.179880e-06
[155,] 0.9999924 1.518611e-05 7.593056e-06
[156,] 0.9999897 2.059533e-05 1.029766e-05
[157,] 0.9999943 1.134516e-05 5.672582e-06
[158,] 0.9999916 1.682415e-05 8.412076e-06
[159,] 0.9999881 2.371234e-05 1.185617e-05
[160,] 0.9999847 3.053166e-05 1.526583e-05
[161,] 0.9999994 1.180056e-06 5.900281e-07
[162,] 0.9999996 8.738610e-07 4.369305e-07
[163,] 0.9999994 1.162392e-06 5.811961e-07
[164,] 0.9999993 1.470155e-06 7.350777e-07
[165,] 0.9999998 3.418065e-07 1.709033e-07
[166,] 1.0000000 1.640877e-08 8.204384e-09
[167,] 1.0000000 1.650302e-08 8.251510e-09
[168,] 1.0000000 2.238014e-08 1.119007e-08
[169,] 1.0000000 3.465520e-08 1.732760e-08
[170,] 1.0000000 5.565740e-08 2.782870e-08
[171,] 1.0000000 2.763733e-08 1.381866e-08
[172,] 1.0000000 3.528053e-08 1.764026e-08
[173,] 1.0000000 2.534010e-09 1.267005e-09
[174,] 1.0000000 4.361329e-09 2.180664e-09
[175,] 1.0000000 3.080162e-09 1.540081e-09
[176,] 1.0000000 5.793946e-10 2.896973e-10
[177,] 1.0000000 1.017944e-09 5.089721e-10
[178,] 1.0000000 1.677082e-09 8.385408e-10
[179,] 1.0000000 2.806434e-09 1.403217e-09
[180,] 1.0000000 3.863792e-09 1.931896e-09
[181,] 1.0000000 6.725659e-09 3.362829e-09
[182,] 1.0000000 3.883113e-09 1.941557e-09
[183,] 1.0000000 5.420993e-09 2.710497e-09
[184,] 1.0000000 7.237232e-09 3.618616e-09
[185,] 1.0000000 7.156219e-09 3.578110e-09
[186,] 1.0000000 8.508576e-09 4.254288e-09
[187,] 1.0000000 1.282470e-08 6.412348e-09
[188,] 1.0000000 2.288302e-08 1.144151e-08
[189,] 1.0000000 3.854598e-08 1.927299e-08
[190,] 1.0000000 5.606070e-08 2.803035e-08
[191,] 1.0000000 9.832311e-08 4.916155e-08
[192,] 0.9999999 1.635103e-07 8.175514e-08
[193,] 0.9999999 2.797583e-07 1.398791e-07
[194,] 0.9999998 3.044563e-07 1.522282e-07
[195,] 0.9999998 4.951851e-07 2.475925e-07
[196,] 0.9999996 7.063702e-07 3.531851e-07
[197,] 0.9999994 1.100404e-06 5.502020e-07
[198,] 0.9999991 1.704276e-06 8.521380e-07
[199,] 1.0000000 5.390051e-08 2.695026e-08
[200,] 1.0000000 2.419315e-08 1.209657e-08
[201,] 1.0000000 1.606720e-08 8.033601e-09
[202,] 1.0000000 2.128827e-08 1.064414e-08
[203,] 1.0000000 1.580729e-08 7.903643e-09
[204,] 1.0000000 2.953005e-08 1.476503e-08
[205,] 1.0000000 4.729910e-08 2.364955e-08
[206,] 1.0000000 6.265215e-08 3.132608e-08
[207,] 0.9999999 1.091974e-07 5.459870e-08
[208,] 0.9999999 1.122368e-07 5.611842e-08
[209,] 0.9999999 2.057731e-07 1.028866e-07
[210,] 0.9999998 3.242605e-07 1.621302e-07
[211,] 0.9999999 2.308992e-07 1.154496e-07
[212,] 0.9999998 4.118327e-07 2.059164e-07
[213,] 0.9999997 6.582742e-07 3.291371e-07
[214,] 0.9999999 2.240660e-07 1.120330e-07
[215,] 0.9999998 4.037912e-07 2.018956e-07
[216,] 0.9999996 7.495034e-07 3.747517e-07
[217,] 0.9999994 1.207716e-06 6.038582e-07
[218,] 0.9999990 2.031460e-06 1.015730e-06
[219,] 0.9999985 3.056026e-06 1.528013e-06
[220,] 0.9999988 2.490717e-06 1.245359e-06
[221,] 0.9999998 4.812604e-07 2.406302e-07
[222,] 0.9999997 6.392786e-07 3.196393e-07
[223,] 0.9999995 1.063615e-06 5.318073e-07
[224,] 0.9999997 5.452330e-07 2.726165e-07
[225,] 0.9999996 8.148416e-07 4.074208e-07
[226,] 0.9999996 7.127230e-07 3.563615e-07
[227,] 0.9999994 1.214840e-06 6.074202e-07
[228,] 1.0000000 1.067164e-08 5.335821e-09
[229,] 1.0000000 1.832742e-08 9.163709e-09
[230,] 1.0000000 3.492224e-08 1.746112e-08
[231,] 1.0000000 3.777278e-08 1.888639e-08
[232,] 1.0000000 8.040975e-08 4.020487e-08
[233,] 0.9999999 1.515603e-07 7.578017e-08
[234,] 0.9999999 1.289714e-07 6.448572e-08
[235,] 0.9999999 2.730721e-07 1.365360e-07
[236,] 0.9999997 6.000784e-07 3.000392e-07
[237,] 0.9999994 1.296928e-06 6.484639e-07
[238,] 0.9999996 7.850151e-07 3.925075e-07
[239,] 0.9999996 7.036257e-07 3.518129e-07
[240,] 0.9999993 1.484708e-06 7.423538e-07
[241,] 0.9999990 2.019425e-06 1.009712e-06
[242,] 0.9999988 2.485467e-06 1.242734e-06
[243,] 0.9999974 5.174954e-06 2.587477e-06
[244,] 0.9999944 1.117402e-05 5.587010e-06
[245,] 0.9999890 2.196768e-05 1.098384e-05
[246,] 0.9999767 4.669190e-05 2.334595e-05
[247,] 0.9999520 9.605055e-05 4.802527e-05
[248,] 0.9999544 9.116332e-05 4.558166e-05
[249,] 0.9999257 1.485769e-04 7.428843e-05
[250,] 0.9998784 2.432785e-04 1.216393e-04
[251,] 0.9997556 4.888583e-04 2.444292e-04
[252,] 0.9996631 6.738725e-04 3.369362e-04
[253,] 0.9993323 1.335366e-03 6.676831e-04
[254,] 0.9987032 2.593511e-03 1.296755e-03
[255,] 0.9984398 3.120411e-03 1.560205e-03
[256,] 0.9975860 4.828046e-03 2.414023e-03
[257,] 0.9954261 9.147839e-03 4.573920e-03
[258,] 0.9946669 1.066613e-02 5.333065e-03
[259,] 0.9925036 1.499275e-02 7.496377e-03
[260,] 0.9996686 6.628553e-04 3.314276e-04
[261,] 0.9996501 6.998484e-04 3.499242e-04
[262,] 0.9991349 1.730272e-03 8.651360e-04
[263,] 0.9978437 4.312679e-03 2.156340e-03
[264,] 0.9958948 8.210449e-03 4.105224e-03
[265,] 0.9902115 1.957706e-02 9.788532e-03
[266,] 0.9771196 4.576083e-02 2.288041e-02
[267,] 0.9565459 8.690821e-02 4.345410e-02
[268,] 0.9083379 1.833242e-01 9.166209e-02
[269,] 0.8965936 2.068128e-01 1.034064e-01
[270,] 0.7854445 4.291110e-01 2.145555e-01
> postscript(file="/var/wessaorg/rcomp/tmp/18zlp1324479095.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2xjez1324479096.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/38w9j1324479096.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4un4x1324479096.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/54tww1324479096.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
39721.5975 1802.3628 15298.1681 -51870.3788 25183.2897 -6870.2890
7 8 9 10 11 12
86174.7375 -1843.5596 11774.9991 -9441.8602 18921.9826 43187.6352
13 14 15 16 17 18
-10347.2182 -1268.9498 29505.6477 27537.1656 -67196.0238 28390.8919
19 20 21 22 23 24
14871.5414 -3921.6152 -15086.6450 -1224.9345 131767.6695 30838.4309
25 26 27 28 29 30
-31360.8398 -80625.6255 -39884.8896 -2287.9320 30737.2931 6852.0034
31 32 33 34 35 36
21742.9221 10546.1240 2611.3860 43482.2478 -13579.5944 45938.9259
37 38 39 40 41 42
27957.0920 29791.7955 71712.1826 8611.8188 15617.4949 29504.6007
43 44 45 46 47 48
-48172.1374 12381.1210 25301.7675 5306.4490 -41812.1536 5022.5877
49 50 51 52 53 54
-4157.1383 -76301.5874 10219.1179 -9914.1977 -23115.6814 -41357.1025
55 56 57 58 59 60
-30234.8534 6625.4558 -2667.2418 69611.0328 1606.3713 4141.2587
61 62 63 64 65 66
4690.9789 -2885.3121 -40643.9961 12529.7729 -29389.1423 19647.1320
67 68 69 70 71 72
35028.2181 -972.5900 -13188.2458 -9747.7804 21636.7272 57653.7317
73 74 75 76 77 78
26694.9714 -28563.2646 -33495.0400 -17267.0015 -40718.7756 -8683.8876
79 80 81 82 83 84
-3083.0997 12044.8509 12469.4818 -32211.5460 64691.0564 47021.7443
85 86 87 88 89 90
-29142.1604 -30662.5588 -2904.6521 -10801.5069 52268.5115 27069.6037
91 92 93 94 95 96
-2211.2763 -4027.5768 -6375.2586 -4759.4854 18061.2878 22463.6405
97 98 99 100 101 102
26630.8598 -132179.7791 23234.5793 -23202.5986 11449.6233 -8286.6155
103 104 105 106 107 108
49730.6887 1367.3837 10994.0106 5855.2153 -33352.7221 -25084.0814
109 110 111 112 113 114
25704.0763 1414.7288 5331.1342 -5989.9991 -12992.2162 -1658.3082
115 116 117 118 119 120
-21350.5346 -10575.7445 -10419.0997 45500.9888 -34833.0238 -39305.5646
121 122 123 124 125 126
-10180.2182 -34854.8582 -31814.0645 -77540.5509 63581.4959 19238.2875
127 128 129 130 131 132
8533.9767 -30187.7485 3439.7557 7362.1483 -2006.9212 -34544.4206
133 134 135 136 137 138
17360.3911 -66529.7506 -19965.2903 70926.0620 9288.2503 41456.9178
139 140 141 142 143 144
-32638.0465 -2641.6032 -14775.5547 -26575.3566 13184.0620 -10409.5169
145 146 147 148 149 150
3468.7957 -41783.8098 -9691.6292 -20489.9084 -2961.9804 -3305.5437
151 152 153 154 155 156
35981.7166 24819.7768 -12941.3540 41148.6903 12777.8762 16379.8894
157 158 159 160 161 162
31980.1072 18157.3489 -19823.4648 -6177.2259 20948.4324 -24444.5506
163 164 165 166 167 168
-13363.6594 4849.5658 -20201.9968 32112.4496 -6872.0009 10606.8785
169 170 171 172 173 174
13572.4691 79134.2928 11586.2508 -4103.7719 11454.7258 8134.6819
175 176 177 178 179 180
-99091.4152 21131.5336 -32989.5217 10613.9617 -18259.0288 33380.5258
181 182 183 184 185 186
-25452.1617 -63491.2452 13044.9550 20968.1420 27458.8104 9617.7753
187 188 189 190 191 192
18927.9428 21855.3575 5688.8404 -5412.9639 19094.9077 15321.0015
193 194 195 196 197 198
-25817.1536 -40878.9324 5433.6239 1770.9391 -3274.5324 3817.2054
199 200 201 202 203 204
-23112.7338 -5075.3423 6349.8816 124.0935 17290.2493 2288.3910
205 206 207 208 209 210
-25155.9905 -8521.7999 -12902.7958 55450.9877 27726.7944 15059.6683
211 212 213 214 215 216
9295.9622 14865.2565 -4130.3472 9230.2065 -26322.1435 -6146.6426
217 218 219 220 221 222
-28238.7340 1106.0060 6054.3469 32155.7916 -13923.2312 -30406.7855
223 224 225 226 227 228
-62407.2289 363.3467 5323.7608 -2069.7180 9253.6455 -21526.5952
229 230 231 232 233 234
-33463.5040 -57470.4417 -11527.1677 -16126.0542 -34479.3200 -11962.2195
235 236 237 238 239 240
-28941.2279 -17908.2002 56522.8451 -11535.8398 -12663.2527 -15912.6696
241 242 243 244 245 246
4286.7482 -16746.0234 -19382.4606 -3888.8985 -842.2384 -7151.1084
247 248 249 250 251 252
-37789.7895 25071.0661 8852.6669 -10661.4955 12014.9895 -662.5621
253 254 255 256 257 258
12348.1936 2141.3351 -4793.5431 9410.2521 -14860.7459 10320.3519
259 260 261 262 263 264
10072.7316 3932.7193 -13437.6566 -3104.5462 9242.0765 -12431.7578
265 266 267 268 269 270
-10352.2404 7328.1762 -16910.9975 -3899.5898 51154.5861 -22851.7065
271 272 273 274 275 276
-11531.5226 8252.2115 5287.8564 1413.5657 7058.8346 -22135.2601
277 278 279 280 281 282
8529.3664 9532.1611 -5138.7773 22461.2773 -1090.1194 2391.5008
283 284 285 286 287 288
2090.5963 13905.1268 10757.9177 -30573.8359 513.3525 -8378.1094
289
3619.7392
> postscript(file="/var/wessaorg/rcomp/tmp/6ni2l1324479096.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 39721.5975 NA
1 1802.3628 39721.5975
2 15298.1681 1802.3628
3 -51870.3788 15298.1681
4 25183.2897 -51870.3788
5 -6870.2890 25183.2897
6 86174.7375 -6870.2890
7 -1843.5596 86174.7375
8 11774.9991 -1843.5596
9 -9441.8602 11774.9991
10 18921.9826 -9441.8602
11 43187.6352 18921.9826
12 -10347.2182 43187.6352
13 -1268.9498 -10347.2182
14 29505.6477 -1268.9498
15 27537.1656 29505.6477
16 -67196.0238 27537.1656
17 28390.8919 -67196.0238
18 14871.5414 28390.8919
19 -3921.6152 14871.5414
20 -15086.6450 -3921.6152
21 -1224.9345 -15086.6450
22 131767.6695 -1224.9345
23 30838.4309 131767.6695
24 -31360.8398 30838.4309
25 -80625.6255 -31360.8398
26 -39884.8896 -80625.6255
27 -2287.9320 -39884.8896
28 30737.2931 -2287.9320
29 6852.0034 30737.2931
30 21742.9221 6852.0034
31 10546.1240 21742.9221
32 2611.3860 10546.1240
33 43482.2478 2611.3860
34 -13579.5944 43482.2478
35 45938.9259 -13579.5944
36 27957.0920 45938.9259
37 29791.7955 27957.0920
38 71712.1826 29791.7955
39 8611.8188 71712.1826
40 15617.4949 8611.8188
41 29504.6007 15617.4949
42 -48172.1374 29504.6007
43 12381.1210 -48172.1374
44 25301.7675 12381.1210
45 5306.4490 25301.7675
46 -41812.1536 5306.4490
47 5022.5877 -41812.1536
48 -4157.1383 5022.5877
49 -76301.5874 -4157.1383
50 10219.1179 -76301.5874
51 -9914.1977 10219.1179
52 -23115.6814 -9914.1977
53 -41357.1025 -23115.6814
54 -30234.8534 -41357.1025
55 6625.4558 -30234.8534
56 -2667.2418 6625.4558
57 69611.0328 -2667.2418
58 1606.3713 69611.0328
59 4141.2587 1606.3713
60 4690.9789 4141.2587
61 -2885.3121 4690.9789
62 -40643.9961 -2885.3121
63 12529.7729 -40643.9961
64 -29389.1423 12529.7729
65 19647.1320 -29389.1423
66 35028.2181 19647.1320
67 -972.5900 35028.2181
68 -13188.2458 -972.5900
69 -9747.7804 -13188.2458
70 21636.7272 -9747.7804
71 57653.7317 21636.7272
72 26694.9714 57653.7317
73 -28563.2646 26694.9714
74 -33495.0400 -28563.2646
75 -17267.0015 -33495.0400
76 -40718.7756 -17267.0015
77 -8683.8876 -40718.7756
78 -3083.0997 -8683.8876
79 12044.8509 -3083.0997
80 12469.4818 12044.8509
81 -32211.5460 12469.4818
82 64691.0564 -32211.5460
83 47021.7443 64691.0564
84 -29142.1604 47021.7443
85 -30662.5588 -29142.1604
86 -2904.6521 -30662.5588
87 -10801.5069 -2904.6521
88 52268.5115 -10801.5069
89 27069.6037 52268.5115
90 -2211.2763 27069.6037
91 -4027.5768 -2211.2763
92 -6375.2586 -4027.5768
93 -4759.4854 -6375.2586
94 18061.2878 -4759.4854
95 22463.6405 18061.2878
96 26630.8598 22463.6405
97 -132179.7791 26630.8598
98 23234.5793 -132179.7791
99 -23202.5986 23234.5793
100 11449.6233 -23202.5986
101 -8286.6155 11449.6233
102 49730.6887 -8286.6155
103 1367.3837 49730.6887
104 10994.0106 1367.3837
105 5855.2153 10994.0106
106 -33352.7221 5855.2153
107 -25084.0814 -33352.7221
108 25704.0763 -25084.0814
109 1414.7288 25704.0763
110 5331.1342 1414.7288
111 -5989.9991 5331.1342
112 -12992.2162 -5989.9991
113 -1658.3082 -12992.2162
114 -21350.5346 -1658.3082
115 -10575.7445 -21350.5346
116 -10419.0997 -10575.7445
117 45500.9888 -10419.0997
118 -34833.0238 45500.9888
119 -39305.5646 -34833.0238
120 -10180.2182 -39305.5646
121 -34854.8582 -10180.2182
122 -31814.0645 -34854.8582
123 -77540.5509 -31814.0645
124 63581.4959 -77540.5509
125 19238.2875 63581.4959
126 8533.9767 19238.2875
127 -30187.7485 8533.9767
128 3439.7557 -30187.7485
129 7362.1483 3439.7557
130 -2006.9212 7362.1483
131 -34544.4206 -2006.9212
132 17360.3911 -34544.4206
133 -66529.7506 17360.3911
134 -19965.2903 -66529.7506
135 70926.0620 -19965.2903
136 9288.2503 70926.0620
137 41456.9178 9288.2503
138 -32638.0465 41456.9178
139 -2641.6032 -32638.0465
140 -14775.5547 -2641.6032
141 -26575.3566 -14775.5547
142 13184.0620 -26575.3566
143 -10409.5169 13184.0620
144 3468.7957 -10409.5169
145 -41783.8098 3468.7957
146 -9691.6292 -41783.8098
147 -20489.9084 -9691.6292
148 -2961.9804 -20489.9084
149 -3305.5437 -2961.9804
150 35981.7166 -3305.5437
151 24819.7768 35981.7166
152 -12941.3540 24819.7768
153 41148.6903 -12941.3540
154 12777.8762 41148.6903
155 16379.8894 12777.8762
156 31980.1072 16379.8894
157 18157.3489 31980.1072
158 -19823.4648 18157.3489
159 -6177.2259 -19823.4648
160 20948.4324 -6177.2259
161 -24444.5506 20948.4324
162 -13363.6594 -24444.5506
163 4849.5658 -13363.6594
164 -20201.9968 4849.5658
165 32112.4496 -20201.9968
166 -6872.0009 32112.4496
167 10606.8785 -6872.0009
168 13572.4691 10606.8785
169 79134.2928 13572.4691
170 11586.2508 79134.2928
171 -4103.7719 11586.2508
172 11454.7258 -4103.7719
173 8134.6819 11454.7258
174 -99091.4152 8134.6819
175 21131.5336 -99091.4152
176 -32989.5217 21131.5336
177 10613.9617 -32989.5217
178 -18259.0288 10613.9617
179 33380.5258 -18259.0288
180 -25452.1617 33380.5258
181 -63491.2452 -25452.1617
182 13044.9550 -63491.2452
183 20968.1420 13044.9550
184 27458.8104 20968.1420
185 9617.7753 27458.8104
186 18927.9428 9617.7753
187 21855.3575 18927.9428
188 5688.8404 21855.3575
189 -5412.9639 5688.8404
190 19094.9077 -5412.9639
191 15321.0015 19094.9077
192 -25817.1536 15321.0015
193 -40878.9324 -25817.1536
194 5433.6239 -40878.9324
195 1770.9391 5433.6239
196 -3274.5324 1770.9391
197 3817.2054 -3274.5324
198 -23112.7338 3817.2054
199 -5075.3423 -23112.7338
200 6349.8816 -5075.3423
201 124.0935 6349.8816
202 17290.2493 124.0935
203 2288.3910 17290.2493
204 -25155.9905 2288.3910
205 -8521.7999 -25155.9905
206 -12902.7958 -8521.7999
207 55450.9877 -12902.7958
208 27726.7944 55450.9877
209 15059.6683 27726.7944
210 9295.9622 15059.6683
211 14865.2565 9295.9622
212 -4130.3472 14865.2565
213 9230.2065 -4130.3472
214 -26322.1435 9230.2065
215 -6146.6426 -26322.1435
216 -28238.7340 -6146.6426
217 1106.0060 -28238.7340
218 6054.3469 1106.0060
219 32155.7916 6054.3469
220 -13923.2312 32155.7916
221 -30406.7855 -13923.2312
222 -62407.2289 -30406.7855
223 363.3467 -62407.2289
224 5323.7608 363.3467
225 -2069.7180 5323.7608
226 9253.6455 -2069.7180
227 -21526.5952 9253.6455
228 -33463.5040 -21526.5952
229 -57470.4417 -33463.5040
230 -11527.1677 -57470.4417
231 -16126.0542 -11527.1677
232 -34479.3200 -16126.0542
233 -11962.2195 -34479.3200
234 -28941.2279 -11962.2195
235 -17908.2002 -28941.2279
236 56522.8451 -17908.2002
237 -11535.8398 56522.8451
238 -12663.2527 -11535.8398
239 -15912.6696 -12663.2527
240 4286.7482 -15912.6696
241 -16746.0234 4286.7482
242 -19382.4606 -16746.0234
243 -3888.8985 -19382.4606
244 -842.2384 -3888.8985
245 -7151.1084 -842.2384
246 -37789.7895 -7151.1084
247 25071.0661 -37789.7895
248 8852.6669 25071.0661
249 -10661.4955 8852.6669
250 12014.9895 -10661.4955
251 -662.5621 12014.9895
252 12348.1936 -662.5621
253 2141.3351 12348.1936
254 -4793.5431 2141.3351
255 9410.2521 -4793.5431
256 -14860.7459 9410.2521
257 10320.3519 -14860.7459
258 10072.7316 10320.3519
259 3932.7193 10072.7316
260 -13437.6566 3932.7193
261 -3104.5462 -13437.6566
262 9242.0765 -3104.5462
263 -12431.7578 9242.0765
264 -10352.2404 -12431.7578
265 7328.1762 -10352.2404
266 -16910.9975 7328.1762
267 -3899.5898 -16910.9975
268 51154.5861 -3899.5898
269 -22851.7065 51154.5861
270 -11531.5226 -22851.7065
271 8252.2115 -11531.5226
272 5287.8564 8252.2115
273 1413.5657 5287.8564
274 7058.8346 1413.5657
275 -22135.2601 7058.8346
276 8529.3664 -22135.2601
277 9532.1611 8529.3664
278 -5138.7773 9532.1611
279 22461.2773 -5138.7773
280 -1090.1194 22461.2773
281 2391.5008 -1090.1194
282 2090.5963 2391.5008
283 13905.1268 2090.5963
284 10757.9177 13905.1268
285 -30573.8359 10757.9177
286 513.3525 -30573.8359
287 -8378.1094 513.3525
288 3619.7392 -8378.1094
289 NA 3619.7392
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 1802.3628 39721.5975
[2,] 15298.1681 1802.3628
[3,] -51870.3788 15298.1681
[4,] 25183.2897 -51870.3788
[5,] -6870.2890 25183.2897
[6,] 86174.7375 -6870.2890
[7,] -1843.5596 86174.7375
[8,] 11774.9991 -1843.5596
[9,] -9441.8602 11774.9991
[10,] 18921.9826 -9441.8602
[11,] 43187.6352 18921.9826
[12,] -10347.2182 43187.6352
[13,] -1268.9498 -10347.2182
[14,] 29505.6477 -1268.9498
[15,] 27537.1656 29505.6477
[16,] -67196.0238 27537.1656
[17,] 28390.8919 -67196.0238
[18,] 14871.5414 28390.8919
[19,] -3921.6152 14871.5414
[20,] -15086.6450 -3921.6152
[21,] -1224.9345 -15086.6450
[22,] 131767.6695 -1224.9345
[23,] 30838.4309 131767.6695
[24,] -31360.8398 30838.4309
[25,] -80625.6255 -31360.8398
[26,] -39884.8896 -80625.6255
[27,] -2287.9320 -39884.8896
[28,] 30737.2931 -2287.9320
[29,] 6852.0034 30737.2931
[30,] 21742.9221 6852.0034
[31,] 10546.1240 21742.9221
[32,] 2611.3860 10546.1240
[33,] 43482.2478 2611.3860
[34,] -13579.5944 43482.2478
[35,] 45938.9259 -13579.5944
[36,] 27957.0920 45938.9259
[37,] 29791.7955 27957.0920
[38,] 71712.1826 29791.7955
[39,] 8611.8188 71712.1826
[40,] 15617.4949 8611.8188
[41,] 29504.6007 15617.4949
[42,] -48172.1374 29504.6007
[43,] 12381.1210 -48172.1374
[44,] 25301.7675 12381.1210
[45,] 5306.4490 25301.7675
[46,] -41812.1536 5306.4490
[47,] 5022.5877 -41812.1536
[48,] -4157.1383 5022.5877
[49,] -76301.5874 -4157.1383
[50,] 10219.1179 -76301.5874
[51,] -9914.1977 10219.1179
[52,] -23115.6814 -9914.1977
[53,] -41357.1025 -23115.6814
[54,] -30234.8534 -41357.1025
[55,] 6625.4558 -30234.8534
[56,] -2667.2418 6625.4558
[57,] 69611.0328 -2667.2418
[58,] 1606.3713 69611.0328
[59,] 4141.2587 1606.3713
[60,] 4690.9789 4141.2587
[61,] -2885.3121 4690.9789
[62,] -40643.9961 -2885.3121
[63,] 12529.7729 -40643.9961
[64,] -29389.1423 12529.7729
[65,] 19647.1320 -29389.1423
[66,] 35028.2181 19647.1320
[67,] -972.5900 35028.2181
[68,] -13188.2458 -972.5900
[69,] -9747.7804 -13188.2458
[70,] 21636.7272 -9747.7804
[71,] 57653.7317 21636.7272
[72,] 26694.9714 57653.7317
[73,] -28563.2646 26694.9714
[74,] -33495.0400 -28563.2646
[75,] -17267.0015 -33495.0400
[76,] -40718.7756 -17267.0015
[77,] -8683.8876 -40718.7756
[78,] -3083.0997 -8683.8876
[79,] 12044.8509 -3083.0997
[80,] 12469.4818 12044.8509
[81,] -32211.5460 12469.4818
[82,] 64691.0564 -32211.5460
[83,] 47021.7443 64691.0564
[84,] -29142.1604 47021.7443
[85,] -30662.5588 -29142.1604
[86,] -2904.6521 -30662.5588
[87,] -10801.5069 -2904.6521
[88,] 52268.5115 -10801.5069
[89,] 27069.6037 52268.5115
[90,] -2211.2763 27069.6037
[91,] -4027.5768 -2211.2763
[92,] -6375.2586 -4027.5768
[93,] -4759.4854 -6375.2586
[94,] 18061.2878 -4759.4854
[95,] 22463.6405 18061.2878
[96,] 26630.8598 22463.6405
[97,] -132179.7791 26630.8598
[98,] 23234.5793 -132179.7791
[99,] -23202.5986 23234.5793
[100,] 11449.6233 -23202.5986
[101,] -8286.6155 11449.6233
[102,] 49730.6887 -8286.6155
[103,] 1367.3837 49730.6887
[104,] 10994.0106 1367.3837
[105,] 5855.2153 10994.0106
[106,] -33352.7221 5855.2153
[107,] -25084.0814 -33352.7221
[108,] 25704.0763 -25084.0814
[109,] 1414.7288 25704.0763
[110,] 5331.1342 1414.7288
[111,] -5989.9991 5331.1342
[112,] -12992.2162 -5989.9991
[113,] -1658.3082 -12992.2162
[114,] -21350.5346 -1658.3082
[115,] -10575.7445 -21350.5346
[116,] -10419.0997 -10575.7445
[117,] 45500.9888 -10419.0997
[118,] -34833.0238 45500.9888
[119,] -39305.5646 -34833.0238
[120,] -10180.2182 -39305.5646
[121,] -34854.8582 -10180.2182
[122,] -31814.0645 -34854.8582
[123,] -77540.5509 -31814.0645
[124,] 63581.4959 -77540.5509
[125,] 19238.2875 63581.4959
[126,] 8533.9767 19238.2875
[127,] -30187.7485 8533.9767
[128,] 3439.7557 -30187.7485
[129,] 7362.1483 3439.7557
[130,] -2006.9212 7362.1483
[131,] -34544.4206 -2006.9212
[132,] 17360.3911 -34544.4206
[133,] -66529.7506 17360.3911
[134,] -19965.2903 -66529.7506
[135,] 70926.0620 -19965.2903
[136,] 9288.2503 70926.0620
[137,] 41456.9178 9288.2503
[138,] -32638.0465 41456.9178
[139,] -2641.6032 -32638.0465
[140,] -14775.5547 -2641.6032
[141,] -26575.3566 -14775.5547
[142,] 13184.0620 -26575.3566
[143,] -10409.5169 13184.0620
[144,] 3468.7957 -10409.5169
[145,] -41783.8098 3468.7957
[146,] -9691.6292 -41783.8098
[147,] -20489.9084 -9691.6292
[148,] -2961.9804 -20489.9084
[149,] -3305.5437 -2961.9804
[150,] 35981.7166 -3305.5437
[151,] 24819.7768 35981.7166
[152,] -12941.3540 24819.7768
[153,] 41148.6903 -12941.3540
[154,] 12777.8762 41148.6903
[155,] 16379.8894 12777.8762
[156,] 31980.1072 16379.8894
[157,] 18157.3489 31980.1072
[158,] -19823.4648 18157.3489
[159,] -6177.2259 -19823.4648
[160,] 20948.4324 -6177.2259
[161,] -24444.5506 20948.4324
[162,] -13363.6594 -24444.5506
[163,] 4849.5658 -13363.6594
[164,] -20201.9968 4849.5658
[165,] 32112.4496 -20201.9968
[166,] -6872.0009 32112.4496
[167,] 10606.8785 -6872.0009
[168,] 13572.4691 10606.8785
[169,] 79134.2928 13572.4691
[170,] 11586.2508 79134.2928
[171,] -4103.7719 11586.2508
[172,] 11454.7258 -4103.7719
[173,] 8134.6819 11454.7258
[174,] -99091.4152 8134.6819
[175,] 21131.5336 -99091.4152
[176,] -32989.5217 21131.5336
[177,] 10613.9617 -32989.5217
[178,] -18259.0288 10613.9617
[179,] 33380.5258 -18259.0288
[180,] -25452.1617 33380.5258
[181,] -63491.2452 -25452.1617
[182,] 13044.9550 -63491.2452
[183,] 20968.1420 13044.9550
[184,] 27458.8104 20968.1420
[185,] 9617.7753 27458.8104
[186,] 18927.9428 9617.7753
[187,] 21855.3575 18927.9428
[188,] 5688.8404 21855.3575
[189,] -5412.9639 5688.8404
[190,] 19094.9077 -5412.9639
[191,] 15321.0015 19094.9077
[192,] -25817.1536 15321.0015
[193,] -40878.9324 -25817.1536
[194,] 5433.6239 -40878.9324
[195,] 1770.9391 5433.6239
[196,] -3274.5324 1770.9391
[197,] 3817.2054 -3274.5324
[198,] -23112.7338 3817.2054
[199,] -5075.3423 -23112.7338
[200,] 6349.8816 -5075.3423
[201,] 124.0935 6349.8816
[202,] 17290.2493 124.0935
[203,] 2288.3910 17290.2493
[204,] -25155.9905 2288.3910
[205,] -8521.7999 -25155.9905
[206,] -12902.7958 -8521.7999
[207,] 55450.9877 -12902.7958
[208,] 27726.7944 55450.9877
[209,] 15059.6683 27726.7944
[210,] 9295.9622 15059.6683
[211,] 14865.2565 9295.9622
[212,] -4130.3472 14865.2565
[213,] 9230.2065 -4130.3472
[214,] -26322.1435 9230.2065
[215,] -6146.6426 -26322.1435
[216,] -28238.7340 -6146.6426
[217,] 1106.0060 -28238.7340
[218,] 6054.3469 1106.0060
[219,] 32155.7916 6054.3469
[220,] -13923.2312 32155.7916
[221,] -30406.7855 -13923.2312
[222,] -62407.2289 -30406.7855
[223,] 363.3467 -62407.2289
[224,] 5323.7608 363.3467
[225,] -2069.7180 5323.7608
[226,] 9253.6455 -2069.7180
[227,] -21526.5952 9253.6455
[228,] -33463.5040 -21526.5952
[229,] -57470.4417 -33463.5040
[230,] -11527.1677 -57470.4417
[231,] -16126.0542 -11527.1677
[232,] -34479.3200 -16126.0542
[233,] -11962.2195 -34479.3200
[234,] -28941.2279 -11962.2195
[235,] -17908.2002 -28941.2279
[236,] 56522.8451 -17908.2002
[237,] -11535.8398 56522.8451
[238,] -12663.2527 -11535.8398
[239,] -15912.6696 -12663.2527
[240,] 4286.7482 -15912.6696
[241,] -16746.0234 4286.7482
[242,] -19382.4606 -16746.0234
[243,] -3888.8985 -19382.4606
[244,] -842.2384 -3888.8985
[245,] -7151.1084 -842.2384
[246,] -37789.7895 -7151.1084
[247,] 25071.0661 -37789.7895
[248,] 8852.6669 25071.0661
[249,] -10661.4955 8852.6669
[250,] 12014.9895 -10661.4955
[251,] -662.5621 12014.9895
[252,] 12348.1936 -662.5621
[253,] 2141.3351 12348.1936
[254,] -4793.5431 2141.3351
[255,] 9410.2521 -4793.5431
[256,] -14860.7459 9410.2521
[257,] 10320.3519 -14860.7459
[258,] 10072.7316 10320.3519
[259,] 3932.7193 10072.7316
[260,] -13437.6566 3932.7193
[261,] -3104.5462 -13437.6566
[262,] 9242.0765 -3104.5462
[263,] -12431.7578 9242.0765
[264,] -10352.2404 -12431.7578
[265,] 7328.1762 -10352.2404
[266,] -16910.9975 7328.1762
[267,] -3899.5898 -16910.9975
[268,] 51154.5861 -3899.5898
[269,] -22851.7065 51154.5861
[270,] -11531.5226 -22851.7065
[271,] 8252.2115 -11531.5226
[272,] 5287.8564 8252.2115
[273,] 1413.5657 5287.8564
[274,] 7058.8346 1413.5657
[275,] -22135.2601 7058.8346
[276,] 8529.3664 -22135.2601
[277,] 9532.1611 8529.3664
[278,] -5138.7773 9532.1611
[279,] 22461.2773 -5138.7773
[280,] -1090.1194 22461.2773
[281,] 2391.5008 -1090.1194
[282,] 2090.5963 2391.5008
[283,] 13905.1268 2090.5963
[284,] 10757.9177 13905.1268
[285,] -30573.8359 10757.9177
[286,] 513.3525 -30573.8359
[287,] -8378.1094 513.3525
[288,] 3619.7392 -8378.1094
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 1802.3628 39721.5975
2 15298.1681 1802.3628
3 -51870.3788 15298.1681
4 25183.2897 -51870.3788
5 -6870.2890 25183.2897
6 86174.7375 -6870.2890
7 -1843.5596 86174.7375
8 11774.9991 -1843.5596
9 -9441.8602 11774.9991
10 18921.9826 -9441.8602
11 43187.6352 18921.9826
12 -10347.2182 43187.6352
13 -1268.9498 -10347.2182
14 29505.6477 -1268.9498
15 27537.1656 29505.6477
16 -67196.0238 27537.1656
17 28390.8919 -67196.0238
18 14871.5414 28390.8919
19 -3921.6152 14871.5414
20 -15086.6450 -3921.6152
21 -1224.9345 -15086.6450
22 131767.6695 -1224.9345
23 30838.4309 131767.6695
24 -31360.8398 30838.4309
25 -80625.6255 -31360.8398
26 -39884.8896 -80625.6255
27 -2287.9320 -39884.8896
28 30737.2931 -2287.9320
29 6852.0034 30737.2931
30 21742.9221 6852.0034
31 10546.1240 21742.9221
32 2611.3860 10546.1240
33 43482.2478 2611.3860
34 -13579.5944 43482.2478
35 45938.9259 -13579.5944
36 27957.0920 45938.9259
37 29791.7955 27957.0920
38 71712.1826 29791.7955
39 8611.8188 71712.1826
40 15617.4949 8611.8188
41 29504.6007 15617.4949
42 -48172.1374 29504.6007
43 12381.1210 -48172.1374
44 25301.7675 12381.1210
45 5306.4490 25301.7675
46 -41812.1536 5306.4490
47 5022.5877 -41812.1536
48 -4157.1383 5022.5877
49 -76301.5874 -4157.1383
50 10219.1179 -76301.5874
51 -9914.1977 10219.1179
52 -23115.6814 -9914.1977
53 -41357.1025 -23115.6814
54 -30234.8534 -41357.1025
55 6625.4558 -30234.8534
56 -2667.2418 6625.4558
57 69611.0328 -2667.2418
58 1606.3713 69611.0328
59 4141.2587 1606.3713
60 4690.9789 4141.2587
61 -2885.3121 4690.9789
62 -40643.9961 -2885.3121
63 12529.7729 -40643.9961
64 -29389.1423 12529.7729
65 19647.1320 -29389.1423
66 35028.2181 19647.1320
67 -972.5900 35028.2181
68 -13188.2458 -972.5900
69 -9747.7804 -13188.2458
70 21636.7272 -9747.7804
71 57653.7317 21636.7272
72 26694.9714 57653.7317
73 -28563.2646 26694.9714
74 -33495.0400 -28563.2646
75 -17267.0015 -33495.0400
76 -40718.7756 -17267.0015
77 -8683.8876 -40718.7756
78 -3083.0997 -8683.8876
79 12044.8509 -3083.0997
80 12469.4818 12044.8509
81 -32211.5460 12469.4818
82 64691.0564 -32211.5460
83 47021.7443 64691.0564
84 -29142.1604 47021.7443
85 -30662.5588 -29142.1604
86 -2904.6521 -30662.5588
87 -10801.5069 -2904.6521
88 52268.5115 -10801.5069
89 27069.6037 52268.5115
90 -2211.2763 27069.6037
91 -4027.5768 -2211.2763
92 -6375.2586 -4027.5768
93 -4759.4854 -6375.2586
94 18061.2878 -4759.4854
95 22463.6405 18061.2878
96 26630.8598 22463.6405
97 -132179.7791 26630.8598
98 23234.5793 -132179.7791
99 -23202.5986 23234.5793
100 11449.6233 -23202.5986
101 -8286.6155 11449.6233
102 49730.6887 -8286.6155
103 1367.3837 49730.6887
104 10994.0106 1367.3837
105 5855.2153 10994.0106
106 -33352.7221 5855.2153
107 -25084.0814 -33352.7221
108 25704.0763 -25084.0814
109 1414.7288 25704.0763
110 5331.1342 1414.7288
111 -5989.9991 5331.1342
112 -12992.2162 -5989.9991
113 -1658.3082 -12992.2162
114 -21350.5346 -1658.3082
115 -10575.7445 -21350.5346
116 -10419.0997 -10575.7445
117 45500.9888 -10419.0997
118 -34833.0238 45500.9888
119 -39305.5646 -34833.0238
120 -10180.2182 -39305.5646
121 -34854.8582 -10180.2182
122 -31814.0645 -34854.8582
123 -77540.5509 -31814.0645
124 63581.4959 -77540.5509
125 19238.2875 63581.4959
126 8533.9767 19238.2875
127 -30187.7485 8533.9767
128 3439.7557 -30187.7485
129 7362.1483 3439.7557
130 -2006.9212 7362.1483
131 -34544.4206 -2006.9212
132 17360.3911 -34544.4206
133 -66529.7506 17360.3911
134 -19965.2903 -66529.7506
135 70926.0620 -19965.2903
136 9288.2503 70926.0620
137 41456.9178 9288.2503
138 -32638.0465 41456.9178
139 -2641.6032 -32638.0465
140 -14775.5547 -2641.6032
141 -26575.3566 -14775.5547
142 13184.0620 -26575.3566
143 -10409.5169 13184.0620
144 3468.7957 -10409.5169
145 -41783.8098 3468.7957
146 -9691.6292 -41783.8098
147 -20489.9084 -9691.6292
148 -2961.9804 -20489.9084
149 -3305.5437 -2961.9804
150 35981.7166 -3305.5437
151 24819.7768 35981.7166
152 -12941.3540 24819.7768
153 41148.6903 -12941.3540
154 12777.8762 41148.6903
155 16379.8894 12777.8762
156 31980.1072 16379.8894
157 18157.3489 31980.1072
158 -19823.4648 18157.3489
159 -6177.2259 -19823.4648
160 20948.4324 -6177.2259
161 -24444.5506 20948.4324
162 -13363.6594 -24444.5506
163 4849.5658 -13363.6594
164 -20201.9968 4849.5658
165 32112.4496 -20201.9968
166 -6872.0009 32112.4496
167 10606.8785 -6872.0009
168 13572.4691 10606.8785
169 79134.2928 13572.4691
170 11586.2508 79134.2928
171 -4103.7719 11586.2508
172 11454.7258 -4103.7719
173 8134.6819 11454.7258
174 -99091.4152 8134.6819
175 21131.5336 -99091.4152
176 -32989.5217 21131.5336
177 10613.9617 -32989.5217
178 -18259.0288 10613.9617
179 33380.5258 -18259.0288
180 -25452.1617 33380.5258
181 -63491.2452 -25452.1617
182 13044.9550 -63491.2452
183 20968.1420 13044.9550
184 27458.8104 20968.1420
185 9617.7753 27458.8104
186 18927.9428 9617.7753
187 21855.3575 18927.9428
188 5688.8404 21855.3575
189 -5412.9639 5688.8404
190 19094.9077 -5412.9639
191 15321.0015 19094.9077
192 -25817.1536 15321.0015
193 -40878.9324 -25817.1536
194 5433.6239 -40878.9324
195 1770.9391 5433.6239
196 -3274.5324 1770.9391
197 3817.2054 -3274.5324
198 -23112.7338 3817.2054
199 -5075.3423 -23112.7338
200 6349.8816 -5075.3423
201 124.0935 6349.8816
202 17290.2493 124.0935
203 2288.3910 17290.2493
204 -25155.9905 2288.3910
205 -8521.7999 -25155.9905
206 -12902.7958 -8521.7999
207 55450.9877 -12902.7958
208 27726.7944 55450.9877
209 15059.6683 27726.7944
210 9295.9622 15059.6683
211 14865.2565 9295.9622
212 -4130.3472 14865.2565
213 9230.2065 -4130.3472
214 -26322.1435 9230.2065
215 -6146.6426 -26322.1435
216 -28238.7340 -6146.6426
217 1106.0060 -28238.7340
218 6054.3469 1106.0060
219 32155.7916 6054.3469
220 -13923.2312 32155.7916
221 -30406.7855 -13923.2312
222 -62407.2289 -30406.7855
223 363.3467 -62407.2289
224 5323.7608 363.3467
225 -2069.7180 5323.7608
226 9253.6455 -2069.7180
227 -21526.5952 9253.6455
228 -33463.5040 -21526.5952
229 -57470.4417 -33463.5040
230 -11527.1677 -57470.4417
231 -16126.0542 -11527.1677
232 -34479.3200 -16126.0542
233 -11962.2195 -34479.3200
234 -28941.2279 -11962.2195
235 -17908.2002 -28941.2279
236 56522.8451 -17908.2002
237 -11535.8398 56522.8451
238 -12663.2527 -11535.8398
239 -15912.6696 -12663.2527
240 4286.7482 -15912.6696
241 -16746.0234 4286.7482
242 -19382.4606 -16746.0234
243 -3888.8985 -19382.4606
244 -842.2384 -3888.8985
245 -7151.1084 -842.2384
246 -37789.7895 -7151.1084
247 25071.0661 -37789.7895
248 8852.6669 25071.0661
249 -10661.4955 8852.6669
250 12014.9895 -10661.4955
251 -662.5621 12014.9895
252 12348.1936 -662.5621
253 2141.3351 12348.1936
254 -4793.5431 2141.3351
255 9410.2521 -4793.5431
256 -14860.7459 9410.2521
257 10320.3519 -14860.7459
258 10072.7316 10320.3519
259 3932.7193 10072.7316
260 -13437.6566 3932.7193
261 -3104.5462 -13437.6566
262 9242.0765 -3104.5462
263 -12431.7578 9242.0765
264 -10352.2404 -12431.7578
265 7328.1762 -10352.2404
266 -16910.9975 7328.1762
267 -3899.5898 -16910.9975
268 51154.5861 -3899.5898
269 -22851.7065 51154.5861
270 -11531.5226 -22851.7065
271 8252.2115 -11531.5226
272 5287.8564 8252.2115
273 1413.5657 5287.8564
274 7058.8346 1413.5657
275 -22135.2601 7058.8346
276 8529.3664 -22135.2601
277 9532.1611 8529.3664
278 -5138.7773 9532.1611
279 22461.2773 -5138.7773
280 -1090.1194 22461.2773
281 2391.5008 -1090.1194
282 2090.5963 2391.5008
283 13905.1268 2090.5963
284 10757.9177 13905.1268
285 -30573.8359 10757.9177
286 513.3525 -30573.8359
287 -8378.1094 513.3525
288 3619.7392 -8378.1094
> 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/75yvn1324479096.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8y7v61324479096.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/96hw31324479096.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/101a2a1324479096.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/116ct11324479096.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/12zxy41324479096.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/13rv0e1324479096.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/14d3zj1324479096.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/152v711324479096.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/16338a1324479096.tab")
+ }
>
> try(system("convert tmp/18zlp1324479095.ps tmp/18zlp1324479095.png",intern=TRUE))
character(0)
> try(system("convert tmp/2xjez1324479096.ps tmp/2xjez1324479096.png",intern=TRUE))
character(0)
> try(system("convert tmp/38w9j1324479096.ps tmp/38w9j1324479096.png",intern=TRUE))
character(0)
> try(system("convert tmp/4un4x1324479096.ps tmp/4un4x1324479096.png",intern=TRUE))
character(0)
> try(system("convert tmp/54tww1324479096.ps tmp/54tww1324479096.png",intern=TRUE))
character(0)
> try(system("convert tmp/6ni2l1324479096.ps tmp/6ni2l1324479096.png",intern=TRUE))
character(0)
> try(system("convert tmp/75yvn1324479096.ps tmp/75yvn1324479096.png",intern=TRUE))
character(0)
> try(system("convert tmp/8y7v61324479096.ps tmp/8y7v61324479096.png",intern=TRUE))
character(0)
> try(system("convert tmp/96hw31324479096.ps tmp/96hw31324479096.png",intern=TRUE))
character(0)
> try(system("convert tmp/101a2a1324479096.ps tmp/101a2a1324479096.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
9.406 1.021 10.438