R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(158258 + ,48 + ,18 + ,63 + ,20465 + ,23975 + ,186930 + ,53 + ,20 + ,56 + ,33629 + ,85634 + ,7215 + ,0 + ,0 + ,0 + ,1423 + ,1929 + ,128162 + ,51 + ,27 + ,63 + ,25629 + ,36294 + ,226974 + ,76 + ,31 + ,116 + ,54002 + ,72255 + ,500344 + ,125 + ,36 + ,138 + ,151036 + ,189748 + ,171007 + ,59 + ,23 + ,71 + ,33287 + ,61834 + ,179835 + ,80 + ,30 + ,107 + ,31172 + ,68167 + ,154581 + ,55 + ,30 + ,50 + ,28113 + ,38462 + ,278960 + ,67 + ,26 + ,79 + ,57803 + ,101219 + ,121844 + ,50 + ,24 + ,58 + ,49830 + ,43270 + ,183086 + ,77 + ,30 + ,91 + ,52143 + ,76183 + ,98796 + ,44 + ,22 + ,41 + ,21055 + ,31476 + ,209322 + ,79 + ,25 + ,91 + ,47007 + ,62157 + ,157125 + ,51 + ,18 + ,61 + ,28735 + ,46261 + ,154565 + ,54 + ,22 + ,74 + ,59147 + ,50063 + ,134198 + ,75 + ,33 + ,131 + ,78950 + ,64483 + ,69128 + ,2 + ,15 + ,45 + ,13497 + ,2341 + ,150680 + ,73 + ,34 + ,110 + ,46154 + ,48149 + ,27997 + ,13 + ,18 + ,41 + ,53249 + ,12743 + ,69919 + ,19 + ,15 + ,37 + ,10726 + ,18743 + 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,0 + ,87592 + ,46 + ,25 + ,51 + ,98177 + ,35381 + ,107205 + ,25 + ,21 + ,76 + ,37941 + ,19595 + ,144664 + ,51 + ,23 + ,59 + ,31032 + ,50848 + ,136540 + ,59 + ,21 + ,70 + ,32683 + ,39443 + ,71894 + ,36 + ,21 + ,38 + ,34545 + ,27023 + ,3616 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,175055 + ,38 + ,23 + ,81 + ,27525 + ,61022 + ,144618 + ,68 + ,33 + ,78 + ,66856 + ,63528 + ,152826 + ,28 + ,28 + ,67 + ,28549 + ,34835 + ,113245 + ,36 + ,23 + ,89 + ,38610 + ,37172 + ,43410 + ,7 + ,1 + ,3 + ,2781 + ,13 + ,175762 + ,70 + ,29 + ,87 + ,41211 + ,62548 + ,93634 + ,30 + ,17 + ,48 + ,22698 + ,31334 + ,117426 + ,59 + ,31 + ,66 + ,41194 + ,20839 + ,60493 + ,3 + ,12 + ,32 + ,32689 + ,5084 + ,19764 + ,10 + ,2 + ,4 + ,5752 + ,9927 + ,164062 + ,46 + ,21 + ,70 + ,26757 + ,53229 + ,128144 + ,34 + ,26 + ,94 + ,22527 + ,29877 + ,154959 + ,54 + ,29 + ,91 + ,44810 + ,37310 + ,11796 + ,1 + ,2 + ,1 + ,0 + ,0 + ,10674 + ,0 + ,0 + ,0 + ,0 + ,0 + ,138547 + ,35 + ,18 + ,39 + ,100674 + ,50067 + ,6836 + ,0 + ,1 + ,0 + ,0 + ,0 + ,154135 + ,48 + ,21 + ,45 + ,57786 + ,47708 + ,5118 + ,5 + ,0 + ,0 + ,0 + ,0 + ,40248 + ,8 + ,4 + ,7 + ,5444 + ,6012 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,120460 + ,36 + ,25 + ,75 + ,28470 + ,27749 + ,88837 + ,21 + ,26 + ,52 + ,61849 + ,47555 + ,7131 + ,0 + ,0 + ,0 + ,0 + ,0 + ,9056 + ,0 + ,4 + ,1 + ,2179 + ,1336 + ,68916 + ,15 + ,17 + ,49 + ,8019 + ,11017 + ,132697 + ,50 + ,21 + ,69 + ,39644 + ,55184 + ,100681 + ,17 + ,22 + ,56 + ,23494 + ,43485) + ,dim=c(6 + ,144) + ,dimnames=list(c('A' + ,'B' + ,'C' + ,'D' + ,'E' + ,'F') + ,1:144)) > y <- array(NA,dim=c(6,144),dimnames=list(c('A','B','C','D','E','F'),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 = 'Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '5' > 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 E A B C D F t 1 20465 158258 48 18 63 23975 1 2 33629 186930 53 20 56 85634 2 3 1423 7215 0 0 0 1929 3 4 25629 128162 51 27 63 36294 4 5 54002 226974 76 31 116 72255 5 6 151036 500344 125 36 138 189748 6 7 33287 171007 59 23 71 61834 7 8 31172 179835 80 30 107 68167 8 9 28113 154581 55 30 50 38462 9 10 57803 278960 67 26 79 101219 10 11 49830 121844 50 24 58 43270 11 12 52143 183086 77 30 91 76183 12 13 21055 98796 44 22 41 31476 13 14 47007 209322 79 25 91 62157 14 15 28735 157125 51 18 61 46261 15 16 59147 154565 54 22 74 50063 16 17 78950 134198 75 33 131 64483 17 18 13497 69128 2 15 45 2341 18 19 46154 150680 73 34 110 48149 19 20 53249 27997 13 18 41 12743 20 21 10726 69919 19 15 37 18743 21 22 83700 233044 93 30 84 97057 22 23 40400 195820 38 25 67 17675 23 24 33797 127994 48 34 69 33106 24 25 36205 145433 50 21 58 53311 25 26 30165 170864 48 21 60 42754 26 27 58534 199655 60 25 88 59056 27 28 44663 188633 81 31 75 101621 28 29 92556 354266 60 31 98 118120 29 30 40078 192399 52 20 67 79572 30 31 34711 165753 50 28 84 42744 31 32 31076 173721 60 20 58 65931 32 33 74608 126739 53 17 35 38575 33 34 58092 224762 76 25 74 28795 34 35 42009 219428 63 24 89 94440 35 36 0 0 0 0 0 0 36 37 36022 217267 54 27 75 38229 37 38 23333 99706 44 14 39 31972 38 39 53349 136733 36 35 101 40071 39 40 92596 249965 83 34 135 132480 40 41 49598 232951 105 22 76 62797 41 42 44093 143755 37 34 118 40429 42 43 84205 95734 25 23 76 45545 43 44 63369 191416 63 24 65 57568 44 45 60132 114820 55 26 97 39019 45 46 37403 157625 41 22 67 53866 46 47 24460 81293 23 35 63 38345 47 48 46456 210040 63 24 96 50210 48 49 66616 223771 54 31 112 80947 49 50 41554 160344 68 26 75 43461 50 51 22346 48188 12 22 39 14812 51 52 30874 145235 84 21 63 37819 52 53 68701 287839 66 27 93 102738 53 54 35728 235223 56 30 76 54509 54 55 29010 195583 67 33 117 62956 55 56 23110 145942 40 11 30 55411 56 57 38844 207309 53 26 65 50611 57 58 27084 93764 26 26 78 26692 58 59 35139 151985 67 23 87 60056 59 60 57476 190545 36 38 85 25155 60 61 33277 146414 50 30 111 42840 61 62 31141 130794 48 19 60 39358 62 63 61281 124234 46 19 53 47241 63 64 25820 112718 53 26 67 49611 64 65 23284 160817 27 26 90 41833 65 66 35378 99070 38 33 100 48930 66 67 74990 178653 68 36 135 110600 67 68 29653 138708 93 25 71 52235 68 69 64622 114408 59 24 75 53986 69 70 4157 31970 5 21 42 4105 70 71 29245 224494 53 19 42 59331 71 72 50008 123328 36 12 8 47796 72 73 52338 113504 72 30 86 38302 73 74 13310 105932 49 21 41 14063 74 75 92901 162203 81 34 118 54414 75 76 10956 100098 27 32 91 9903 76 77 34241 174768 94 28 102 53987 77 78 75043 156752 71 28 89 88937 78 79 21152 77269 18 21 46 21928 79 80 42249 84971 34 31 60 29487 80 81 42005 80522 54 26 69 35334 81 82 41152 276525 44 29 95 57596 82 83 14399 62974 26 23 17 29750 83 84 28263 120296 44 25 61 41029 84 85 17215 75555 35 22 55 12416 85 86 48140 157988 32 26 55 51158 86 87 62897 223247 55 33 124 79935 87 88 22883 115019 58 24 73 26552 88 89 41622 99602 44 24 73 25807 89 90 40715 151804 39 21 67 50620 90 91 65897 146005 49 28 66 61467 91 92 76542 163444 72 27 75 65292 92 93 37477 151517 39 25 83 55516 93 94 53216 133686 28 15 55 42006 94 95 40911 58128 24 13 27 26273 95 96 57021 234325 49 36 115 90248 96 97 73116 195576 96 24 76 61476 97 98 3895 19349 13 1 0 9604 98 99 46609 213189 32 24 83 45108 99 100 29351 151672 41 31 90 47232 100 101 2325 59117 24 4 4 3439 101 102 31747 71931 52 20 56 30553 102 103 32665 126653 57 23 63 24751 103 104 19249 113552 28 23 52 34458 104 105 15292 85338 36 12 24 24649 105 106 5842 27676 2 16 17 2342 106 107 33994 138522 80 29 105 52739 107 108 13018 122417 29 26 20 6245 108 109 0 0 0 0 0 0 109 110 98177 87592 46 25 51 35381 110 111 37941 107205 25 21 76 19595 111 112 31032 144664 51 23 59 50848 112 113 32683 136540 59 21 70 39443 113 114 34545 71894 36 21 38 27023 114 115 0 3616 0 0 0 0 115 116 0 0 0 0 0 0 116 117 27525 175055 38 23 81 61022 117 118 66856 144618 68 33 78 63528 118 119 28549 152826 28 28 67 34835 119 120 38610 113245 36 23 89 37172 120 121 2781 43410 7 1 3 13 121 122 41211 175762 70 29 87 62548 122 123 22698 93634 30 17 48 31334 123 124 41194 117426 59 31 66 20839 124 125 32689 60493 3 12 32 5084 125 126 5752 19764 10 2 4 9927 126 127 26757 164062 46 21 70 53229 127 128 22527 128144 34 26 94 29877 128 129 44810 154959 54 29 91 37310 129 130 0 11796 1 2 1 0 130 131 0 10674 0 0 0 0 131 132 100674 138547 35 18 39 50067 132 133 0 6836 0 1 0 0 133 134 57786 154135 48 21 45 47708 134 135 0 5118 5 0 0 0 135 136 5444 40248 8 4 7 6012 136 137 0 0 0 0 0 0 137 138 28470 120460 36 25 75 27749 138 139 61849 88837 21 26 52 47555 139 140 0 7131 0 0 0 0 140 141 2179 9056 0 4 1 1336 141 142 8019 68916 15 17 49 11017 142 143 39644 132697 50 21 69 55184 143 144 23494 100681 17 22 56 43485 144 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) A B C D F -2.763e+03 1.135e-03 1.182e+02 6.281e+02 -2.470e+01 4.750e-01 t 3.644e+01 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -29271 -10445 -3308 6312 60208 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.763e+03 5.340e+03 -0.517 0.6057 A 1.135e-03 3.947e-02 0.029 0.9771 B 1.182e+02 9.356e+01 1.263 0.2088 C 6.281e+02 3.034e+02 2.070 0.0403 * D -2.470e+01 9.580e+01 -0.258 0.7969 F 4.750e-01 9.465e-02 5.019 1.59e-06 *** t 3.644e+01 3.621e+01 1.006 0.3160 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 15930 on 137 degrees of freedom Multiple R-squared: 0.6144, Adjusted R-squared: 0.5975 F-statistic: 36.38 on 6 and 137 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,] 0.5484142 0.90317170 0.45158585 [2,] 0.7233818 0.55323635 0.27661818 [3,] 0.5962160 0.80756801 0.40378400 [4,] 0.4856138 0.97122755 0.51438622 [5,] 0.4098133 0.81962658 0.59018671 [6,] 0.3391631 0.67832613 0.66083694 [7,] 0.3864978 0.77299563 0.61350218 [8,] 0.4299250 0.85985003 0.57007498 [9,] 0.4134593 0.82691854 0.58654073 [10,] 0.3390187 0.67803735 0.66098133 [11,] 0.5096851 0.98062970 0.49031485 [12,] 0.5517081 0.89658371 0.44829186 [13,] 0.4916744 0.98334875 0.50832562 [14,] 0.4241374 0.84827472 0.57586264 [15,] 0.3813907 0.76278138 0.61860931 [16,] 0.3819832 0.76396642 0.61801679 [17,] 0.3683555 0.73671101 0.63164450 [18,] 0.3088626 0.61772529 0.69113736 [19,] 0.4462219 0.89244373 0.55377814 [20,] 0.4078402 0.81568039 0.59215981 [21,] 0.4329378 0.86587556 0.56706222 [22,] 0.4061350 0.81226996 0.59386502 [23,] 0.3823823 0.76476462 0.61761769 [24,] 0.7941249 0.41175020 0.20587510 [25,] 0.7857914 0.42841716 0.21420858 [26,] 0.8456607 0.30867858 0.15433929 [27,] 0.8087725 0.38245498 0.19122749 [28,] 0.7920945 0.41581104 0.20790552 [29,] 0.7536297 0.49274052 0.24637026 [30,] 0.7206016 0.55879683 0.27939842 [31,] 0.6723529 0.65529426 0.32764713 [32,] 0.6291734 0.74165323 0.37082662 [33,] 0.5876290 0.82474198 0.41237099 [34,] 0.8631291 0.27374175 0.13687087 [35,] 0.8528642 0.29427150 0.14713575 [36,] 0.8624602 0.27507969 0.13753984 [37,] 0.8486214 0.30275728 0.15137864 [38,] 0.8483877 0.30322454 0.15161227 [39,] 0.8383051 0.32338976 0.16169488 [40,] 0.8150105 0.36997897 0.18498948 [41,] 0.7818674 0.43626511 0.21813255 [42,] 0.7425916 0.51481683 0.25740842 [43,] 0.7100754 0.57984924 0.28992462 [44,] 0.6746712 0.65065750 0.32532875 [45,] 0.6692614 0.66147711 0.33073856 [46,] 0.7659191 0.46816171 0.23408085 [47,] 0.7525500 0.49490001 0.24745001 [48,] 0.7146970 0.57060600 0.28530300 [49,] 0.6759230 0.64815403 0.32407701 [50,] 0.6573628 0.68527432 0.34263716 [51,] 0.6935537 0.61289254 0.30644627 [52,] 0.6705229 0.65895413 0.32947706 [53,] 0.6241355 0.75172903 0.37586452 [54,] 0.6912658 0.61746831 0.30873415 [55,] 0.6940630 0.61187409 0.30593705 [56,] 0.6915599 0.61688029 0.30844014 [57,] 0.6587533 0.68249339 0.34124669 [58,] 0.6274683 0.74506341 0.37253171 [59,] 0.6515867 0.69682660 0.34841330 [60,] 0.6798623 0.64027533 0.32013766 [61,] 0.6465610 0.70687803 0.35343902 [62,] 0.6452486 0.70950278 0.35475139 [63,] 0.6516035 0.69679300 0.34839650 [64,] 0.6264782 0.74704366 0.37352183 [65,] 0.5970798 0.80584033 0.40292016 [66,] 0.8238966 0.35220680 0.17610340 [67,] 0.8114283 0.37714340 0.18857170 [68,] 0.8159510 0.36809807 0.18404904 [69,] 0.7916028 0.41679444 0.20839722 [70,] 0.7542317 0.49153661 0.24576830 [71,] 0.7238936 0.55221275 0.27610638 [72,] 0.6848633 0.63027343 0.31513671 [73,] 0.6496532 0.70069369 0.35034684 [74,] 0.6910606 0.61787873 0.30893937 [75,] 0.6765961 0.64680779 0.32340390 [76,] 0.6332496 0.73350089 0.36675044 [77,] 0.5910505 0.81789908 0.40894954 [78,] 0.5436958 0.91260831 0.45630415 [79,] 0.5099366 0.98012673 0.49006337 [80,] 0.4881406 0.97628125 0.51185938 [81,] 0.4368927 0.87378532 0.56310734 [82,] 0.4140306 0.82806113 0.58596943 [83,] 0.4281470 0.85629398 0.57185301 [84,] 0.3875612 0.77512235 0.61243883 [85,] 0.4362394 0.87247884 0.56376058 [86,] 0.4356122 0.87122432 0.56438784 [87,] 0.4053027 0.81060541 0.59469729 [88,] 0.4176149 0.83522986 0.58238507 [89,] 0.3702141 0.74042820 0.62978590 [90,] 0.3838408 0.76768165 0.61615917 [91,] 0.3653572 0.73071437 0.63464282 [92,] 0.3188028 0.63760566 0.68119717 [93,] 0.2722285 0.54445690 0.72777155 [94,] 0.2316069 0.46321387 0.76839307 [95,] 0.2295118 0.45902366 0.77048817 [96,] 0.2028302 0.40566043 0.79716978 [97,] 0.1982978 0.39659552 0.80170224 [98,] 0.1967680 0.39353598 0.80323201 [99,] 0.2783613 0.55672268 0.72163866 [100,] 0.2352683 0.47053654 0.76473173 [101,] 0.7538626 0.49227477 0.24613738 [102,] 0.8027403 0.39451934 0.19725967 [103,] 0.8131635 0.37367299 0.18683649 [104,] 0.7676954 0.46460926 0.23230463 [105,] 0.7212186 0.55756271 0.27878135 [106,] 0.6621198 0.67576033 0.33788016 [107,] 0.5978962 0.80420755 0.40210377 [108,] 0.6273806 0.74523880 0.37261940 [109,] 0.5622428 0.87551443 0.43775722 [110,] 0.7170359 0.56592813 0.28296407 [111,] 0.7826494 0.43470112 0.21735056 [112,] 0.7481308 0.50373843 0.25186921 [113,] 0.7143114 0.57137722 0.28568861 [114,] 0.6831501 0.63369974 0.31684987 [115,] 0.6644504 0.67109912 0.33554956 [116,] 0.6536972 0.69260550 0.34630275 [117,] 0.5943238 0.81135236 0.40567618 [118,] 0.8147434 0.37051327 0.18525663 [119,] 0.7431286 0.51374281 0.25687140 [120,] 0.6483366 0.70332680 0.35166340 [121,] 0.6026276 0.79474479 0.39737240 [122,] 0.5572239 0.88555222 0.44277611 [123,] 0.9961191 0.00776182 0.00388091 [124,] 0.9875443 0.02491137 0.01245568 [125,] 0.9547869 0.09042612 0.04521306 > postscript(file="/var/www/rcomp/tmp/1t0qn1324507210.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/23kj71324507210.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/3p1ig1324507210.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4mk7c1324507210.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5aiot1324507210.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 -3798.3109 -22012.8465 3151.7677 -10568.6447 -3583.9377 28904.3815 7 8 9 10 11 12 -13436.0588 -24594.6351 -12004.6301 -10492.7726 11949.6042 -7621.5964 13 14 15 16 17 18 -9724.3876 -3293.3438 -7027.4973 18999.1384 23956.3985 5866.8437 19 20 21 22 23 24 -2082.5023 37368.6601 -7011.9359 11535.2772 15168.7172 -5508.8789 25 26 27 28 29 30 -5097.7908 -5902.5240 11414.7707 -29270.5298 13609.8071 -13320.9282 31 32 33 34 35 36 -5568.4120 -17062.2455 41624.8094 22827.8294 -21934.2309 1450.7761 37 38 39 40 41 42 -2456.5418 -3618.6670 11758.0673 2857.9326 -3575.1675 3144.5060 43 44 45 46 47 48 48133.9134 16052.1012 22156.1946 -4284.9537 -15942.1379 3233.0606 49 50 51 52 53 54 5801.9707 -845.0411 1886.6700 -7946.9923 -2057.5071 -13219.7321 55 56 57 58 59 60 -26113.1366 -13549.6038 -5734.5486 -2528.7880 -13162.8028 19864.8543 61 62 63 64 65 66 -8708.6341 -3323.4976 23106.2905 -18381.8640 -13674.1426 -10367.1466 67 68 69 70 71 72 -4741.3137 -19969.7893 18902.6231 -10360.9087 -16176.8137 15709.5470 73 74 75 76 77 78 8891.3493 -11391.3111 38887.1113 -14910.3066 -17819.7505 8760.4750 79 80 81 82 83 84 -3648.8789 5986.5893 3933.4103 -7814.1651 -17164.6913 -11056.2860 85 86 87 88 89 90 -5698.5161 4535.0568 101.6085 -10428.7540 10299.3257 -163.3535 91 92 93 94 95 96 14233.2875 21137.9446 -7953.3105 21076.2121 17331.4138 -12411.5200 97 98 99 100 101 102 18379.3185 -3661.6742 7289.3138 -16231.4245 -5542.7427 -1125.1553 103 104 105 106 107 108 148.2532 -14745.6683 -8775.2358 -6267.8809 -17425.8482 -10523.2582 109 110 111 112 113 114 -1209.3164 60147.0812 12962.1590 -13619.8152 -5995.7093 3730.2570 115 116 117 118 119 120 -1432.0575 -1464.3938 -20097.1284 8141.9618 -8985.9345 2711.9830 121 122 123 124 125 126 -302.0964 -14720.2695 -7048.9595 4593.8353 21311.6741 -3153.7395 127 128 129 130 131 132 -17475.8513 -11738.6079 2625.2294 -3337.5775 -2023.1008 60208.2983 133 134 135 136 137 138 -2719.7186 15078.2424 -2753.3147 -2935.4407 -2229.6258 -5217.8732 139 140 141 142 143 144 19328.3357 -2347.0369 -3328.9768 -10944.1470 -6562.2767 -14205.1694 > postscript(file="/var/www/rcomp/tmp/6klmo1324507210.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 -3798.3109 NA 1 -22012.8465 -3798.3109 2 3151.7677 -22012.8465 3 -10568.6447 3151.7677 4 -3583.9377 -10568.6447 5 28904.3815 -3583.9377 6 -13436.0588 28904.3815 7 -24594.6351 -13436.0588 8 -12004.6301 -24594.6351 9 -10492.7726 -12004.6301 10 11949.6042 -10492.7726 11 -7621.5964 11949.6042 12 -9724.3876 -7621.5964 13 -3293.3438 -9724.3876 14 -7027.4973 -3293.3438 15 18999.1384 -7027.4973 16 23956.3985 18999.1384 17 5866.8437 23956.3985 18 -2082.5023 5866.8437 19 37368.6601 -2082.5023 20 -7011.9359 37368.6601 21 11535.2772 -7011.9359 22 15168.7172 11535.2772 23 -5508.8789 15168.7172 24 -5097.7908 -5508.8789 25 -5902.5240 -5097.7908 26 11414.7707 -5902.5240 27 -29270.5298 11414.7707 28 13609.8071 -29270.5298 29 -13320.9282 13609.8071 30 -5568.4120 -13320.9282 31 -17062.2455 -5568.4120 32 41624.8094 -17062.2455 33 22827.8294 41624.8094 34 -21934.2309 22827.8294 35 1450.7761 -21934.2309 36 -2456.5418 1450.7761 37 -3618.6670 -2456.5418 38 11758.0673 -3618.6670 39 2857.9326 11758.0673 40 -3575.1675 2857.9326 41 3144.5060 -3575.1675 42 48133.9134 3144.5060 43 16052.1012 48133.9134 44 22156.1946 16052.1012 45 -4284.9537 22156.1946 46 -15942.1379 -4284.9537 47 3233.0606 -15942.1379 48 5801.9707 3233.0606 49 -845.0411 5801.9707 50 1886.6700 -845.0411 51 -7946.9923 1886.6700 52 -2057.5071 -7946.9923 53 -13219.7321 -2057.5071 54 -26113.1366 -13219.7321 55 -13549.6038 -26113.1366 56 -5734.5486 -13549.6038 57 -2528.7880 -5734.5486 58 -13162.8028 -2528.7880 59 19864.8543 -13162.8028 60 -8708.6341 19864.8543 61 -3323.4976 -8708.6341 62 23106.2905 -3323.4976 63 -18381.8640 23106.2905 64 -13674.1426 -18381.8640 65 -10367.1466 -13674.1426 66 -4741.3137 -10367.1466 67 -19969.7893 -4741.3137 68 18902.6231 -19969.7893 69 -10360.9087 18902.6231 70 -16176.8137 -10360.9087 71 15709.5470 -16176.8137 72 8891.3493 15709.5470 73 -11391.3111 8891.3493 74 38887.1113 -11391.3111 75 -14910.3066 38887.1113 76 -17819.7505 -14910.3066 77 8760.4750 -17819.7505 78 -3648.8789 8760.4750 79 5986.5893 -3648.8789 80 3933.4103 5986.5893 81 -7814.1651 3933.4103 82 -17164.6913 -7814.1651 83 -11056.2860 -17164.6913 84 -5698.5161 -11056.2860 85 4535.0568 -5698.5161 86 101.6085 4535.0568 87 -10428.7540 101.6085 88 10299.3257 -10428.7540 89 -163.3535 10299.3257 90 14233.2875 -163.3535 91 21137.9446 14233.2875 92 -7953.3105 21137.9446 93 21076.2121 -7953.3105 94 17331.4138 21076.2121 95 -12411.5200 17331.4138 96 18379.3185 -12411.5200 97 -3661.6742 18379.3185 98 7289.3138 -3661.6742 99 -16231.4245 7289.3138 100 -5542.7427 -16231.4245 101 -1125.1553 -5542.7427 102 148.2532 -1125.1553 103 -14745.6683 148.2532 104 -8775.2358 -14745.6683 105 -6267.8809 -8775.2358 106 -17425.8482 -6267.8809 107 -10523.2582 -17425.8482 108 -1209.3164 -10523.2582 109 60147.0812 -1209.3164 110 12962.1590 60147.0812 111 -13619.8152 12962.1590 112 -5995.7093 -13619.8152 113 3730.2570 -5995.7093 114 -1432.0575 3730.2570 115 -1464.3938 -1432.0575 116 -20097.1284 -1464.3938 117 8141.9618 -20097.1284 118 -8985.9345 8141.9618 119 2711.9830 -8985.9345 120 -302.0964 2711.9830 121 -14720.2695 -302.0964 122 -7048.9595 -14720.2695 123 4593.8353 -7048.9595 124 21311.6741 4593.8353 125 -3153.7395 21311.6741 126 -17475.8513 -3153.7395 127 -11738.6079 -17475.8513 128 2625.2294 -11738.6079 129 -3337.5775 2625.2294 130 -2023.1008 -3337.5775 131 60208.2983 -2023.1008 132 -2719.7186 60208.2983 133 15078.2424 -2719.7186 134 -2753.3147 15078.2424 135 -2935.4407 -2753.3147 136 -2229.6258 -2935.4407 137 -5217.8732 -2229.6258 138 19328.3357 -5217.8732 139 -2347.0369 19328.3357 140 -3328.9768 -2347.0369 141 -10944.1470 -3328.9768 142 -6562.2767 -10944.1470 143 -14205.1694 -6562.2767 144 NA -14205.1694 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -22012.8465 -3798.3109 [2,] 3151.7677 -22012.8465 [3,] -10568.6447 3151.7677 [4,] -3583.9377 -10568.6447 [5,] 28904.3815 -3583.9377 [6,] -13436.0588 28904.3815 [7,] -24594.6351 -13436.0588 [8,] -12004.6301 -24594.6351 [9,] -10492.7726 -12004.6301 [10,] 11949.6042 -10492.7726 [11,] -7621.5964 11949.6042 [12,] -9724.3876 -7621.5964 [13,] -3293.3438 -9724.3876 [14,] -7027.4973 -3293.3438 [15,] 18999.1384 -7027.4973 [16,] 23956.3985 18999.1384 [17,] 5866.8437 23956.3985 [18,] -2082.5023 5866.8437 [19,] 37368.6601 -2082.5023 [20,] -7011.9359 37368.6601 [21,] 11535.2772 -7011.9359 [22,] 15168.7172 11535.2772 [23,] -5508.8789 15168.7172 [24,] -5097.7908 -5508.8789 [25,] -5902.5240 -5097.7908 [26,] 11414.7707 -5902.5240 [27,] -29270.5298 11414.7707 [28,] 13609.8071 -29270.5298 [29,] -13320.9282 13609.8071 [30,] -5568.4120 -13320.9282 [31,] -17062.2455 -5568.4120 [32,] 41624.8094 -17062.2455 [33,] 22827.8294 41624.8094 [34,] -21934.2309 22827.8294 [35,] 1450.7761 -21934.2309 [36,] -2456.5418 1450.7761 [37,] -3618.6670 -2456.5418 [38,] 11758.0673 -3618.6670 [39,] 2857.9326 11758.0673 [40,] -3575.1675 2857.9326 [41,] 3144.5060 -3575.1675 [42,] 48133.9134 3144.5060 [43,] 16052.1012 48133.9134 [44,] 22156.1946 16052.1012 [45,] -4284.9537 22156.1946 [46,] -15942.1379 -4284.9537 [47,] 3233.0606 -15942.1379 [48,] 5801.9707 3233.0606 [49,] -845.0411 5801.9707 [50,] 1886.6700 -845.0411 [51,] -7946.9923 1886.6700 [52,] -2057.5071 -7946.9923 [53,] -13219.7321 -2057.5071 [54,] -26113.1366 -13219.7321 [55,] -13549.6038 -26113.1366 [56,] -5734.5486 -13549.6038 [57,] -2528.7880 -5734.5486 [58,] -13162.8028 -2528.7880 [59,] 19864.8543 -13162.8028 [60,] -8708.6341 19864.8543 [61,] -3323.4976 -8708.6341 [62,] 23106.2905 -3323.4976 [63,] -18381.8640 23106.2905 [64,] -13674.1426 -18381.8640 [65,] -10367.1466 -13674.1426 [66,] -4741.3137 -10367.1466 [67,] -19969.7893 -4741.3137 [68,] 18902.6231 -19969.7893 [69,] -10360.9087 18902.6231 [70,] -16176.8137 -10360.9087 [71,] 15709.5470 -16176.8137 [72,] 8891.3493 15709.5470 [73,] -11391.3111 8891.3493 [74,] 38887.1113 -11391.3111 [75,] -14910.3066 38887.1113 [76,] -17819.7505 -14910.3066 [77,] 8760.4750 -17819.7505 [78,] -3648.8789 8760.4750 [79,] 5986.5893 -3648.8789 [80,] 3933.4103 5986.5893 [81,] -7814.1651 3933.4103 [82,] -17164.6913 -7814.1651 [83,] -11056.2860 -17164.6913 [84,] -5698.5161 -11056.2860 [85,] 4535.0568 -5698.5161 [86,] 101.6085 4535.0568 [87,] -10428.7540 101.6085 [88,] 10299.3257 -10428.7540 [89,] -163.3535 10299.3257 [90,] 14233.2875 -163.3535 [91,] 21137.9446 14233.2875 [92,] -7953.3105 21137.9446 [93,] 21076.2121 -7953.3105 [94,] 17331.4138 21076.2121 [95,] -12411.5200 17331.4138 [96,] 18379.3185 -12411.5200 [97,] -3661.6742 18379.3185 [98,] 7289.3138 -3661.6742 [99,] -16231.4245 7289.3138 [100,] -5542.7427 -16231.4245 [101,] -1125.1553 -5542.7427 [102,] 148.2532 -1125.1553 [103,] -14745.6683 148.2532 [104,] -8775.2358 -14745.6683 [105,] -6267.8809 -8775.2358 [106,] -17425.8482 -6267.8809 [107,] -10523.2582 -17425.8482 [108,] -1209.3164 -10523.2582 [109,] 60147.0812 -1209.3164 [110,] 12962.1590 60147.0812 [111,] -13619.8152 12962.1590 [112,] -5995.7093 -13619.8152 [113,] 3730.2570 -5995.7093 [114,] -1432.0575 3730.2570 [115,] -1464.3938 -1432.0575 [116,] -20097.1284 -1464.3938 [117,] 8141.9618 -20097.1284 [118,] -8985.9345 8141.9618 [119,] 2711.9830 -8985.9345 [120,] -302.0964 2711.9830 [121,] -14720.2695 -302.0964 [122,] -7048.9595 -14720.2695 [123,] 4593.8353 -7048.9595 [124,] 21311.6741 4593.8353 [125,] -3153.7395 21311.6741 [126,] -17475.8513 -3153.7395 [127,] -11738.6079 -17475.8513 [128,] 2625.2294 -11738.6079 [129,] -3337.5775 2625.2294 [130,] -2023.1008 -3337.5775 [131,] 60208.2983 -2023.1008 [132,] -2719.7186 60208.2983 [133,] 15078.2424 -2719.7186 [134,] -2753.3147 15078.2424 [135,] -2935.4407 -2753.3147 [136,] -2229.6258 -2935.4407 [137,] -5217.8732 -2229.6258 [138,] 19328.3357 -5217.8732 [139,] -2347.0369 19328.3357 [140,] -3328.9768 -2347.0369 [141,] -10944.1470 -3328.9768 [142,] -6562.2767 -10944.1470 [143,] -14205.1694 -6562.2767 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -22012.8465 -3798.3109 2 3151.7677 -22012.8465 3 -10568.6447 3151.7677 4 -3583.9377 -10568.6447 5 28904.3815 -3583.9377 6 -13436.0588 28904.3815 7 -24594.6351 -13436.0588 8 -12004.6301 -24594.6351 9 -10492.7726 -12004.6301 10 11949.6042 -10492.7726 11 -7621.5964 11949.6042 12 -9724.3876 -7621.5964 13 -3293.3438 -9724.3876 14 -7027.4973 -3293.3438 15 18999.1384 -7027.4973 16 23956.3985 18999.1384 17 5866.8437 23956.3985 18 -2082.5023 5866.8437 19 37368.6601 -2082.5023 20 -7011.9359 37368.6601 21 11535.2772 -7011.9359 22 15168.7172 11535.2772 23 -5508.8789 15168.7172 24 -5097.7908 -5508.8789 25 -5902.5240 -5097.7908 26 11414.7707 -5902.5240 27 -29270.5298 11414.7707 28 13609.8071 -29270.5298 29 -13320.9282 13609.8071 30 -5568.4120 -13320.9282 31 -17062.2455 -5568.4120 32 41624.8094 -17062.2455 33 22827.8294 41624.8094 34 -21934.2309 22827.8294 35 1450.7761 -21934.2309 36 -2456.5418 1450.7761 37 -3618.6670 -2456.5418 38 11758.0673 -3618.6670 39 2857.9326 11758.0673 40 -3575.1675 2857.9326 41 3144.5060 -3575.1675 42 48133.9134 3144.5060 43 16052.1012 48133.9134 44 22156.1946 16052.1012 45 -4284.9537 22156.1946 46 -15942.1379 -4284.9537 47 3233.0606 -15942.1379 48 5801.9707 3233.0606 49 -845.0411 5801.9707 50 1886.6700 -845.0411 51 -7946.9923 1886.6700 52 -2057.5071 -7946.9923 53 -13219.7321 -2057.5071 54 -26113.1366 -13219.7321 55 -13549.6038 -26113.1366 56 -5734.5486 -13549.6038 57 -2528.7880 -5734.5486 58 -13162.8028 -2528.7880 59 19864.8543 -13162.8028 60 -8708.6341 19864.8543 61 -3323.4976 -8708.6341 62 23106.2905 -3323.4976 63 -18381.8640 23106.2905 64 -13674.1426 -18381.8640 65 -10367.1466 -13674.1426 66 -4741.3137 -10367.1466 67 -19969.7893 -4741.3137 68 18902.6231 -19969.7893 69 -10360.9087 18902.6231 70 -16176.8137 -10360.9087 71 15709.5470 -16176.8137 72 8891.3493 15709.5470 73 -11391.3111 8891.3493 74 38887.1113 -11391.3111 75 -14910.3066 38887.1113 76 -17819.7505 -14910.3066 77 8760.4750 -17819.7505 78 -3648.8789 8760.4750 79 5986.5893 -3648.8789 80 3933.4103 5986.5893 81 -7814.1651 3933.4103 82 -17164.6913 -7814.1651 83 -11056.2860 -17164.6913 84 -5698.5161 -11056.2860 85 4535.0568 -5698.5161 86 101.6085 4535.0568 87 -10428.7540 101.6085 88 10299.3257 -10428.7540 89 -163.3535 10299.3257 90 14233.2875 -163.3535 91 21137.9446 14233.2875 92 -7953.3105 21137.9446 93 21076.2121 -7953.3105 94 17331.4138 21076.2121 95 -12411.5200 17331.4138 96 18379.3185 -12411.5200 97 -3661.6742 18379.3185 98 7289.3138 -3661.6742 99 -16231.4245 7289.3138 100 -5542.7427 -16231.4245 101 -1125.1553 -5542.7427 102 148.2532 -1125.1553 103 -14745.6683 148.2532 104 -8775.2358 -14745.6683 105 -6267.8809 -8775.2358 106 -17425.8482 -6267.8809 107 -10523.2582 -17425.8482 108 -1209.3164 -10523.2582 109 60147.0812 -1209.3164 110 12962.1590 60147.0812 111 -13619.8152 12962.1590 112 -5995.7093 -13619.8152 113 3730.2570 -5995.7093 114 -1432.0575 3730.2570 115 -1464.3938 -1432.0575 116 -20097.1284 -1464.3938 117 8141.9618 -20097.1284 118 -8985.9345 8141.9618 119 2711.9830 -8985.9345 120 -302.0964 2711.9830 121 -14720.2695 -302.0964 122 -7048.9595 -14720.2695 123 4593.8353 -7048.9595 124 21311.6741 4593.8353 125 -3153.7395 21311.6741 126 -17475.8513 -3153.7395 127 -11738.6079 -17475.8513 128 2625.2294 -11738.6079 129 -3337.5775 2625.2294 130 -2023.1008 -3337.5775 131 60208.2983 -2023.1008 132 -2719.7186 60208.2983 133 15078.2424 -2719.7186 134 -2753.3147 15078.2424 135 -2935.4407 -2753.3147 136 -2229.6258 -2935.4407 137 -5217.8732 -2229.6258 138 19328.3357 -5217.8732 139 -2347.0369 19328.3357 140 -3328.9768 -2347.0369 141 -10944.1470 -3328.9768 142 -6562.2767 -10944.1470 143 -14205.1694 -6562.2767 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/7nx1p1324507210.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/81pvv1324507210.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9plit1324507210.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10621w1324507210.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/113jcq1324507210.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/123j3e1324507210.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/131r7m1324507210.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/14cubz1324507210.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/15rdps1324507210.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/www/rcomp/tmp/162kor1324507210.tab") + } > > try(system("convert tmp/1t0qn1324507210.ps tmp/1t0qn1324507210.png",intern=TRUE)) character(0) > try(system("convert tmp/23kj71324507210.ps tmp/23kj71324507210.png",intern=TRUE)) character(0) > try(system("convert tmp/3p1ig1324507210.ps tmp/3p1ig1324507210.png",intern=TRUE)) character(0) > try(system("convert tmp/4mk7c1324507210.ps tmp/4mk7c1324507210.png",intern=TRUE)) character(0) > try(system("convert tmp/5aiot1324507210.ps tmp/5aiot1324507210.png",intern=TRUE)) character(0) > try(system("convert tmp/6klmo1324507210.ps tmp/6klmo1324507210.png",intern=TRUE)) character(0) > try(system("convert tmp/7nx1p1324507210.ps tmp/7nx1p1324507210.png",intern=TRUE)) character(0) > try(system("convert tmp/81pvv1324507210.ps tmp/81pvv1324507210.png",intern=TRUE)) character(0) > try(system("convert tmp/9plit1324507210.ps tmp/9plit1324507210.png",intern=TRUE)) character(0) > try(system("convert tmp/10621w1324507210.ps tmp/10621w1324507210.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.550 0.340 4.862