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(210907
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+ ,dim=c(5
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'logins'
+ ,'compendium_views_pr'
+ ,'feedback_messages_p120'
+ ,'pageviews
')
+ ,1:289))
> y <- array(NA,dim=c(5,289),dimnames=list(c('time_in_rfc','logins','compendium_views_pr','feedback_messages_p120','pageviews
'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> #'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 logins compendium_views_pr feedback_messages_p120 pageviews\r
1 210907 56 81 94 1418
2 120982 56 55 103 869
3 176508 54 50 93 1530
4 179321 89 125 103 2172
5 123185 40 40 51 901
6 52746 25 37 70 463
7 385534 92 63 91 3201
8 33170 18 44 22 371
9 101645 63 88 38 1192
10 149061 44 66 93 1583
11 165446 33 57 60 1439
12 237213 84 74 123 1764
13 173326 88 49 148 1495
14 133131 55 52 90 1373
15 258873 60 88 124 2187
16 180083 66 36 70 1491
17 324799 154 108 168 4041
18 230964 53 43 115 1706
19 236785 119 75 71 2152
20 135473 41 32 66 1036
21 202925 61 44 134 1882
22 215147 58 85 117 1929
23 344297 75 86 108 2242
24 153935 33 56 84 1220
25 132943 40 50 156 1289
26 174724 92 135 120 2515
27 174415 100 63 114 2147
28 225548 112 81 94 2352
29 223632 73 52 120 1638
30 124817 40 44 81 1222
31 221698 45 113 110 1812
32 210767 60 39 133 1677
33 170266 62 73 122 1579
34 260561 75 48 158 1731
35 84853 31 33 109 807
36 294424 77 59 124 2452
37 101011 34 41 39 829
38 215641 46 69 92 1940
39 325107 99 64 126 2662
40 7176 17 1 0 186
41 167542 66 59 70 1499
42 106408 30 32 37 865
43 96560 76 129 38 1793
44 265769 146 37 120 2527
45 269651 67 31 93 2747
46 149112 56 65 95 1324
47 175824 107 107 77 2702
48 152871 58 74 90 1383
49 111665 34 54 80 1179
50 116408 61 76 31 2099
51 362301 119 715 110 4308
52 78800 42 57 66 918
53 183167 66 66 138 1831
54 277965 89 106 133 3373
55 150629 44 54 113 1713
56 168809 66 32 100 1438
57 24188 24 20 7 496
58 329267 259 71 140 2253
59 65029 17 21 61 744
60 101097 64 70 41 1161
61 218946 41 112 96 2352
62 244052 68 66 164 2144
63 341570 168 190 78 4691
64 103597 43 66 49 1112
65 233328 132 165 102 2694
66 256462 105 56 124 1973
67 206161 71 61 99 1769
68 311473 112 53 129 3148
69 235800 94 127 62 2474
70 177939 82 63 73 2084
71 207176 70 38 114 1954
72 196553 57 50 99 1226
73 174184 53 52 70 1389
74 143246 103 42 104 1496
75 187559 121 76 116 2269
76 187681 62 67 91 1833
77 119016 52 50 74 1268
78 182192 52 53 138 1943
79 73566 32 39 67 893
80 194979 62 50 151 1762
81 167488 45 77 72 1403
82 143756 46 57 120 1425
83 275541 63 73 115 1857
84 243199 75 34 105 1840
85 182999 88 39 104 1502
86 135649 46 46 108 1441
87 152299 53 63 98 1420
88 120221 37 35 69 1416
89 346485 90 106 111 2970
90 145790 63 43 99 1317
91 193339 78 47 71 1644
92 80953 25 31 27 870
93 122774 45 162 69 1654
94 130585 46 57 107 1054
95 112611 41 36 73 937
96 286468 144 263 107 3004
97 241066 82 78 93 2008
98 148446 91 63 129 2547
99 204713 71 54 69 1885
100 182079 63 63 118 1626
101 140344 53 77 73 1468
102 220516 62 79 119 2445
103 243060 63 110 104 1964
104 162765 32 56 107 1381
105 182613 39 56 99 1369
106 232138 62 43 90 1659
107 265318 117 111 197 2888
108 85574 34 71 36 1290
109 310839 92 62 85 2845
110 225060 93 56 139 1982
111 232317 54 74 106 1904
112 144966 144 60 50 1391
113 43287 14 43 64 602
114 155754 61 68 31 1743
115 164709 109 53 63 1559
116 201940 38 87 92 2014
117 235454 73 46 106 2143
118 220801 75 105 63 2146
119 99466 50 32 69 874
120 92661 61 133 41 1590
121 133328 55 79 56 1590
122 61361 77 51 25 1210
123 125930 75 207 65 2072
124 100750 72 67 93 1281
125 224549 50 47 114 1401
126 82316 32 34 38 834
127 102010 53 66 44 1105
128 101523 42 76 87 1272
129 243511 71 65 110 1944
130 22938 10 9 0 391
131 41566 35 42 27 761
132 152474 65 45 83 1605
133 61857 25 25 30 530
134 99923 66 115 80 1988
135 132487 41 97 98 1386
136 317394 86 53 82 2395
137 21054 16 2 0 387
138 209641 42 52 60 1742
139 22648 19 44 28 620
140 31414 19 22 9 449
141 46698 45 35 33 800
142 131698 65 74 59 1684
143 91735 35 103 49 1050
144 244749 95 144 115 2699
145 184510 49 60 140 1606
146 79863 37 134 49 1502
147 128423 64 89 120 1204
148 97839 38 42 66 1138
149 38214 34 52 21 568
150 151101 32 98 124 1459
151 272458 65 99 152 2158
152 172494 52 52 139 1111
153 108043 62 29 38 1421
154 328107 65 125 144 2833
155 250579 83 106 120 1955
156 351067 95 95 160 2922
157 158015 29 40 114 1002
158 98866 18 140 39 1060
159 85439 33 43 78 956
160 229242 247 128 119 2186
161 351619 139 142 141 3604
162 84207 29 73 101 1035
163 120445 118 72 56 1417
164 324598 110 128 133 3261
165 131069 67 61 83 1587
166 204271 42 73 116 1424
167 165543 65 148 90 1701
168 141722 94 64 36 1249
169 116048 64 45 50 946
170 250047 81 58 61 1926
171 299775 95 97 97 3352
172 195838 67 50 98 1641
173 173260 63 37 78 2035
174 254488 83 50 117 2312
175 104389 45 105 148 1369
176 136084 30 69 41 1577
177 199476 70 46 105 2201
178 92499 32 57 55 961
179 224330 83 52 132 1900
180 135781 31 98 44 1254
181 74408 67 61 21 1335
182 81240 66 89 50 1597
183 14688 10 0 0 207
184 181633 70 48 73 1645
185 271856 103 91 86 2429
186 7199 5 0 0 151
187 46660 20 7 13 474
188 17547 5 3 4 141
189 133368 36 54 57 1639
190 95227 34 70 48 872
191 152601 48 36 46 1318
192 98146 40 37 48 1018
193 79619 43 123 32 1383
194 59194 31 247 68 1314
195 139942 42 46 87 1335
196 118612 46 72 43 1403
197 72880 33 41 67 910
198 65475 18 24 46 616
199 99643 55 45 46 1407
200 71965 35 33 56 771
201 77272 59 27 48 766
202 49289 19 36 44 473
203 135131 66 87 60 1376
204 108446 60 90 65 1232
205 89746 36 114 55 1521
206 44296 25 31 38 572
207 77648 47 45 52 1059
208 181528 54 69 60 1544
209 134019 53 51 54 1230
210 124064 40 34 86 1206
211 92630 40 60 24 1205
212 121848 39 45 52 1255
213 52915 14 54 49 613
214 81872 45 25 61 721
215 58981 36 38 61 1109
216 53515 28 52 81 740
217 60812 44 67 43 1126
218 56375 30 74 40 728
219 65490 22 38 40 689
220 80949 17 30 56 592
221 76302 31 26 68 995
222 104011 55 67 79 1613
223 98104 54 132 47 2048
224 67989 21 42 57 705
225 30989 14 35 41 301
226 135458 81 118 29 1803
227 73504 35 68 3 799
228 63123 43 43 60 861
229 61254 46 76 30 1186
230 74914 30 64 79 1451
231 31774 23 48 47 628
232 81437 38 64 40 1161
233 87186 54 56 48 1463
234 50090 20 71 36 742
235 65745 53 75 42 979
236 56653 45 39 49 675
237 158399 39 42 57 1241
238 46455 20 39 12 676
239 73624 24 93 40 1049
240 38395 31 38 43 620
241 91899 35 60 33 1081
242 139526 151 71 77 1688
243 52164 52 52 43 736
244 51567 30 27 45 617
245 70551 31 59 47 812
246 84856 29 40 43 1051
247 102538 57 79 45 1656
248 86678 40 44 50 705
249 85709 44 65 35 945
250 34662 25 10 7 554
251 150580 77 124 71 1597
252 99611 35 81 67 982
253 19349 11 15 0 222
254 99373 63 92 62 1212
255 86230 44 42 54 1143
256 30837 19 10 4 435
257 31706 13 24 25 532
258 89806 42 64 40 882
259 62088 38 45 38 608
260 40151 29 22 19 459
261 27634 20 56 17 578
262 76990 27 94 67 826
263 37460 20 19 14 509
264 54157 19 35 30 717
265 49862 37 32 54 637
266 84337 26 35 35 857
267 64175 42 48 59 830
268 59382 49 49 24 652
269 119308 30 48 58 707
270 76702 49 62 42 954
271 103425 67 96 46 1461
272 70344 28 45 61 672
273 43410 19 63 3 778
274 104838 49 71 52 1141
275 62215 27 26 25 680
276 69304 30 48 40 1090
277 53117 22 29 32 616
278 19764 12 19 4 285
279 86680 31 45 49 1145
280 84105 20 45 63 733
281 77945 20 67 67 888
282 89113 39 30 32 849
283 91005 29 36 23 1182
284 40248 16 34 7 528
285 64187 27 36 54 642
286 50857 21 34 37 947
287 56613 19 37 35 819
288 62792 35 46 51 757
289 72535 14 44 39 894
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) logins compendium_views_pr
-15377.6 135.9 -177.7
feedback_messages_p120 `pageviews\r`
593.1 81.2
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-120669 -18015 -292 17393 118665
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -15377.574 4258.610 -3.611 0.000361 ***
logins 135.897 83.366 1.630 0.104183
compendium_views_pr -177.726 42.954 -4.138 4.63e-05 ***
feedback_messages_p120 593.119 64.699 9.167 < 2e-16 ***
`pageviews\r` 81.197 4.915 16.521 < 2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 31060 on 284 degrees of freedom
Multiple R-squared: 0.8596, Adjusted R-squared: 0.8577
F-statistic: 434.8 on 4 and 284 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 0.8249006 3.501988e-01 1.750994e-01
[2,] 0.7183013 5.633974e-01 2.816987e-01
[3,] 0.6944721 6.110557e-01 3.055279e-01
[4,] 0.6008611 7.982779e-01 3.991389e-01
[5,] 0.5200120 9.599761e-01 4.799880e-01
[6,] 0.5968966 8.062068e-01 4.031034e-01
[7,] 0.6019133 7.961734e-01 3.980867e-01
[8,] 0.5351777 9.296447e-01 4.648223e-01
[9,] 0.4481710 8.963420e-01 5.518290e-01
[10,] 0.8973411 2.053178e-01 1.026589e-01
[11,] 0.8679871 2.640258e-01 1.320129e-01
[12,] 0.8840403 2.319193e-01 1.159597e-01
[13,] 0.8484355 3.031291e-01 1.515645e-01
[14,] 0.8279967 3.440066e-01 1.720033e-01
[15,] 0.7847611 4.304779e-01 2.152389e-01
[16,] 0.9893784 2.124314e-02 1.062157e-02
[17,] 0.9846117 3.077650e-02 1.538825e-02
[18,] 0.9849042 3.019169e-02 1.509585e-02
[19,] 0.9934858 1.302847e-02 6.514237e-03
[20,] 0.9961715 7.656967e-03 3.828483e-03
[21,] 0.9942395 1.152095e-02 5.760474e-03
[22,] 0.9947092 1.058169e-02 5.290847e-03
[23,] 0.9942237 1.155256e-02 5.776279e-03
[24,] 0.9946976 1.060488e-02 5.302440e-03
[25,] 0.9923945 1.521092e-02 7.605461e-03
[26,] 0.9892171 2.156577e-02 1.078288e-02
[27,] 0.9937547 1.249059e-02 6.245296e-03
[28,] 0.9943133 1.137346e-02 5.686729e-03
[29,] 0.9930606 1.387879e-02 6.939395e-03
[30,] 0.9908507 1.829867e-02 9.149333e-03
[31,] 0.9880485 2.390296e-02 1.195148e-02
[32,] 0.9891853 2.162943e-02 1.081472e-02
[33,] 0.9906143 1.877149e-02 9.385747e-03
[34,] 0.9876283 2.474343e-02 1.237172e-02
[35,] 0.9843589 3.128221e-02 1.564110e-02
[36,] 0.9870568 2.588642e-02 1.294321e-02
[37,] 0.9826828 3.463438e-02 1.731719e-02
[38,] 0.9877895 2.442103e-02 1.221052e-02
[39,] 0.9836967 3.260659e-02 1.630329e-02
[40,] 0.9938441 1.231174e-02 6.155872e-03
[41,] 0.9917322 1.653550e-02 8.267750e-03
[42,] 0.9908710 1.825809e-02 9.129045e-03
[43,] 0.9964308 7.138389e-03 3.569195e-03
[44,] 0.9995026 9.948763e-04 4.974382e-04
[45,] 0.9993878 1.224442e-03 6.122212e-04
[46,] 0.9993876 1.224871e-03 6.124355e-04
[47,] 0.9997335 5.330362e-04 2.665181e-04
[48,] 0.9998010 3.979790e-04 1.989895e-04
[49,] 0.9997093 5.813349e-04 2.906675e-04
[50,] 0.9996161 7.677316e-04 3.838658e-04
[51,] 0.9998610 2.779687e-04 1.389844e-04
[52,] 0.9998223 3.553307e-04 1.776653e-04
[53,] 0.9997480 5.039278e-04 2.519639e-04
[54,] 0.9996361 7.277412e-04 3.638706e-04
[55,] 0.9994913 1.017356e-03 5.086778e-04
[56,] 0.9997112 5.775589e-04 2.887795e-04
[57,] 0.9995906 8.188354e-04 4.094177e-04
[58,] 0.9994991 1.001771e-03 5.008854e-04
[59,] 0.9994877 1.024618e-03 5.123088e-04
[60,] 0.9993511 1.297870e-03 6.489348e-04
[61,] 0.9991499 1.700199e-03 8.500993e-04
[62,] 0.9989970 2.005964e-03 1.002982e-03
[63,] 0.9987840 2.431972e-03 1.215986e-03
[64,] 0.9983693 3.261325e-03 1.630663e-03
[65,] 0.9989486 2.102712e-03 1.051356e-03
[66,] 0.9989682 2.063537e-03 1.031768e-03
[67,] 0.9990612 1.877594e-03 9.387968e-04
[68,] 0.9994853 1.029402e-03 5.147009e-04
[69,] 0.9992862 1.427659e-03 7.138295e-04
[70,] 0.9990890 1.822016e-03 9.110080e-04
[71,] 0.9992440 1.511986e-03 7.559931e-04
[72,] 0.9991673 1.665420e-03 8.327100e-04
[73,] 0.9990279 1.944269e-03 9.721343e-04
[74,] 0.9990058 1.988358e-03 9.941791e-04
[75,] 0.9989027 2.194685e-03 1.097342e-03
[76,] 0.9997501 4.997321e-04 2.498661e-04
[77,] 0.9998000 4.000088e-04 2.000044e-04
[78,] 0.9997230 5.539595e-04 2.769797e-04
[79,] 0.9997170 5.659552e-04 2.829776e-04
[80,] 0.9996114 7.772965e-04 3.886482e-04
[81,] 0.9995429 9.142301e-04 4.571151e-04
[82,] 0.9998298 3.404974e-04 1.702487e-04
[83,] 0.9997676 4.647744e-04 2.323872e-04
[84,] 0.9997475 5.050858e-04 2.525429e-04
[85,] 0.9996550 6.899855e-04 3.449928e-04
[86,] 0.9995869 8.261338e-04 4.130669e-04
[87,] 0.9994420 1.115952e-03 5.579758e-04
[88,] 0.9992519 1.496264e-03 7.481319e-04
[89,] 0.9992759 1.448145e-03 7.240725e-04
[90,] 0.9993994 1.201210e-03 6.006052e-04
[91,] 0.9999964 7.236803e-06 3.618401e-06
[92,] 0.9999956 8.792325e-06 4.396162e-06
[93,] 0.9999935 1.306440e-05 6.532201e-06
[94,] 0.9999905 1.909898e-05 9.549491e-06
[95,] 0.9999900 1.997448e-05 9.987238e-06
[96,] 0.9999947 1.051930e-05 5.259648e-06
[97,] 0.9999923 1.537334e-05 7.686670e-06
[98,] 0.9999923 1.536414e-05 7.682070e-06
[99,] 0.9999968 6.310391e-06 3.155196e-06
[100,] 0.9999992 1.579811e-06 7.899053e-07
[101,] 0.9999990 1.927177e-06 9.635883e-07
[102,] 0.9999993 1.405916e-06 7.029579e-07
[103,] 0.9999990 2.072751e-06 1.036376e-06
[104,] 0.9999991 1.826430e-06 9.132150e-07
[105,] 0.9999987 2.661469e-06 1.330734e-06
[106,] 0.9999986 2.875722e-06 1.437861e-06
[107,] 0.9999980 4.080588e-06 2.040294e-06
[108,] 0.9999970 5.952708e-06 2.976354e-06
[109,] 0.9999957 8.615777e-06 4.307889e-06
[110,] 0.9999939 1.225882e-05 6.129408e-06
[111,] 0.9999944 1.113603e-05 5.568017e-06
[112,] 0.9999919 1.623580e-05 8.117900e-06
[113,] 0.9999922 1.568740e-05 7.843700e-06
[114,] 0.9999890 2.198368e-05 1.099184e-05
[115,] 0.9999923 1.544946e-05 7.724729e-06
[116,] 0.9999931 1.370190e-05 6.850950e-06
[117,] 0.9999952 9.536701e-06 4.768351e-06
[118,] 0.9999984 3.245433e-06 1.622716e-06
[119,] 0.9999976 4.775692e-06 2.387846e-06
[120,] 0.9999965 6.922907e-06 3.461454e-06
[121,] 0.9999966 6.881584e-06 3.440792e-06
[122,] 0.9999972 5.691225e-06 2.845612e-06
[123,] 0.9999958 8.400060e-06 4.200030e-06
[124,] 0.9999949 1.025241e-05 5.126204e-06
[125,] 0.9999931 1.370977e-05 6.854884e-06
[126,] 0.9999909 1.826224e-05 9.131120e-06
[127,] 0.9999992 1.515406e-06 7.577028e-07
[128,] 0.9999989 2.195948e-06 1.097974e-06
[129,] 1.0000000 9.146967e-08 4.573483e-08
[130,] 0.9999999 1.450226e-07 7.251130e-08
[131,] 1.0000000 5.718619e-08 2.859310e-08
[132,] 1.0000000 6.501856e-08 3.250928e-08
[133,] 0.9999999 1.021453e-07 5.107264e-08
[134,] 0.9999999 1.195199e-07 5.975994e-08
[135,] 0.9999999 1.543347e-07 7.716737e-08
[136,] 0.9999999 2.250189e-07 1.125095e-07
[137,] 0.9999998 3.359161e-07 1.679580e-07
[138,] 0.9999997 5.029546e-07 2.514773e-07
[139,] 0.9999998 4.509467e-07 2.254734e-07
[140,] 0.9999997 6.155522e-07 3.077761e-07
[141,] 0.9999996 8.278464e-07 4.139232e-07
[142,] 0.9999994 1.267240e-06 6.336198e-07
[143,] 0.9999991 1.845936e-06 9.229678e-07
[144,] 0.9999992 1.626486e-06 8.132431e-07
[145,] 0.9999990 2.090629e-06 1.045315e-06
[146,] 0.9999987 2.620187e-06 1.310094e-06
[147,] 0.9999994 1.251189e-06 6.255945e-07
[148,] 0.9999998 4.944296e-07 2.472148e-07
[149,] 0.9999999 2.059163e-07 1.029581e-07
[150,] 0.9999999 1.542447e-07 7.712233e-08
[151,] 0.9999999 1.041105e-07 5.205523e-08
[152,] 0.9999999 1.434848e-07 7.174239e-08
[153,] 0.9999999 2.054699e-07 1.027350e-07
[154,] 0.9999999 2.995810e-07 1.497905e-07
[155,] 0.9999998 3.147325e-07 1.573663e-07
[156,] 0.9999998 4.008686e-07 2.004343e-07
[157,] 0.9999998 4.872790e-07 2.436395e-07
[158,] 0.9999997 5.228261e-07 2.614131e-07
[159,] 0.9999999 1.170899e-07 5.854493e-08
[160,] 0.9999999 1.189178e-07 5.945892e-08
[161,] 0.9999999 1.205539e-07 6.027697e-08
[162,] 0.9999999 1.402691e-07 7.013453e-08
[163,] 1.0000000 4.217578e-09 2.108789e-09
[164,] 1.0000000 6.312480e-09 3.156240e-09
[165,] 1.0000000 5.168174e-09 2.584087e-09
[166,] 1.0000000 7.244338e-09 3.622169e-09
[167,] 1.0000000 6.445290e-09 3.222645e-09
[168,] 1.0000000 2.327410e-09 1.163705e-09
[169,] 1.0000000 3.133259e-09 1.566630e-09
[170,] 1.0000000 4.736892e-09 2.368446e-09
[171,] 1.0000000 7.758928e-09 3.879464e-09
[172,] 1.0000000 8.476126e-09 4.238063e-09
[173,] 1.0000000 2.423654e-09 1.211827e-09
[174,] 1.0000000 2.161162e-09 1.080581e-09
[175,] 1.0000000 5.607436e-10 2.803718e-10
[176,] 1.0000000 1.014622e-09 5.073112e-10
[177,] 1.0000000 8.417802e-10 4.208901e-10
[178,] 1.0000000 1.837685e-11 9.188425e-12
[179,] 1.0000000 3.350367e-11 1.675184e-11
[180,] 1.0000000 6.269670e-11 3.134835e-11
[181,] 1.0000000 1.165644e-10 5.828220e-11
[182,] 1.0000000 1.970046e-10 9.850230e-11
[183,] 1.0000000 2.045265e-10 1.022632e-10
[184,] 1.0000000 4.772022e-11 2.386011e-11
[185,] 1.0000000 8.076729e-11 4.038364e-11
[186,] 1.0000000 1.361268e-10 6.806339e-11
[187,] 1.0000000 1.699266e-10 8.496331e-11
[188,] 1.0000000 1.886161e-10 9.430807e-11
[189,] 1.0000000 2.688258e-10 1.344129e-10
[190,] 1.0000000 4.272095e-10 2.136048e-10
[191,] 1.0000000 7.626512e-10 3.813256e-10
[192,] 1.0000000 1.222395e-09 6.111977e-10
[193,] 1.0000000 2.262431e-09 1.131216e-09
[194,] 1.0000000 4.207607e-09 2.103804e-09
[195,] 1.0000000 7.766746e-09 3.883373e-09
[196,] 1.0000000 8.037276e-09 4.018638e-09
[197,] 1.0000000 1.392791e-08 6.963956e-09
[198,] 1.0000000 1.792784e-08 8.963922e-09
[199,] 1.0000000 3.014817e-08 1.507408e-08
[200,] 1.0000000 4.583849e-08 2.291924e-08
[201,] 1.0000000 1.158702e-09 5.793510e-10
[202,] 1.0000000 4.781166e-10 2.390583e-10
[203,] 1.0000000 5.524787e-10 2.762394e-10
[204,] 1.0000000 9.191930e-10 4.595965e-10
[205,] 1.0000000 5.813209e-10 2.906604e-10
[206,] 1.0000000 1.149194e-09 5.745971e-10
[207,] 1.0000000 2.051621e-09 1.025810e-09
[208,] 1.0000000 1.281225e-09 6.406123e-10
[209,] 1.0000000 1.146088e-09 5.730441e-10
[210,] 1.0000000 1.044100e-09 5.220502e-10
[211,] 1.0000000 2.001621e-09 1.000810e-09
[212,] 1.0000000 3.822359e-09 1.911179e-09
[213,] 1.0000000 4.177353e-09 2.088676e-09
[214,] 1.0000000 7.189968e-09 3.594984e-09
[215,] 1.0000000 7.258425e-09 3.629212e-09
[216,] 1.0000000 1.931213e-09 9.656065e-10
[217,] 1.0000000 3.947096e-09 1.973548e-09
[218,] 1.0000000 7.701201e-09 3.850601e-09
[219,] 1.0000000 1.298985e-08 6.494926e-09
[220,] 1.0000000 1.306742e-08 6.533711e-09
[221,] 1.0000000 1.706747e-08 8.533734e-09
[222,] 1.0000000 1.763304e-08 8.816518e-09
[223,] 1.0000000 1.270113e-09 6.350563e-10
[224,] 1.0000000 6.780323e-10 3.390161e-10
[225,] 1.0000000 1.393612e-09 6.968059e-10
[226,] 1.0000000 8.837262e-10 4.418631e-10
[227,] 1.0000000 1.699017e-09 8.495086e-10
[228,] 1.0000000 2.733546e-09 1.366773e-09
[229,] 1.0000000 5.084263e-09 2.542131e-09
[230,] 1.0000000 1.896238e-11 9.481191e-12
[231,] 1.0000000 4.935446e-11 2.467723e-11
[232,] 1.0000000 1.030085e-10 5.150427e-11
[233,] 1.0000000 8.218171e-11 4.109085e-11
[234,] 1.0000000 1.460033e-10 7.300163e-11
[235,] 1.0000000 2.789403e-10 1.394701e-10
[236,] 1.0000000 2.295932e-10 1.147966e-10
[237,] 1.0000000 4.285206e-10 2.142603e-10
[238,] 1.0000000 1.100377e-09 5.501887e-10
[239,] 1.0000000 2.654313e-09 1.327157e-09
[240,] 1.0000000 3.664759e-09 1.832379e-09
[241,] 1.0000000 5.773735e-09 2.886868e-09
[242,] 1.0000000 1.257322e-08 6.286612e-09
[243,] 1.0000000 3.103064e-08 1.551532e-08
[244,] 1.0000000 4.119610e-08 2.059805e-08
[245,] 1.0000000 8.243015e-08 4.121508e-08
[246,] 0.9999999 1.999662e-07 9.998311e-08
[247,] 0.9999998 4.512150e-07 2.256075e-07
[248,] 0.9999996 8.514582e-07 4.257291e-07
[249,] 0.9999990 2.045490e-06 1.022745e-06
[250,] 0.9999982 3.587278e-06 1.793639e-06
[251,] 0.9999975 4.968991e-06 2.484496e-06
[252,] 0.9999942 1.153619e-05 5.768097e-06
[253,] 0.9999868 2.641421e-05 1.320710e-05
[254,] 0.9999795 4.105465e-05 2.052733e-05
[255,] 0.9999540 9.191132e-05 4.595566e-05
[256,] 0.9999011 1.978292e-04 9.891459e-05
[257,] 0.9997914 4.171888e-04 2.085944e-04
[258,] 0.9998121 3.757181e-04 1.878590e-04
[259,] 0.9997220 5.559897e-04 2.779949e-04
[260,] 0.9997588 4.824940e-04 2.412470e-04
[261,] 0.9994880 1.023952e-03 5.119762e-04
[262,] 0.9999937 1.264256e-05 6.321278e-06
[263,] 0.9999823 3.537968e-05 1.768984e-05
[264,] 0.9999695 6.094343e-05 3.047171e-05
[265,] 0.9999046 1.907554e-04 9.537771e-05
[266,] 0.9997226 5.548761e-04 2.774381e-04
[267,] 0.9992277 1.544515e-03 7.722573e-04
[268,] 0.9979577 4.084646e-03 2.042323e-03
[269,] 0.9968606 6.278762e-03 3.139381e-03
[270,] 0.9913926 1.721483e-02 8.607417e-03
[271,] 0.9782683 4.346346e-02 2.173173e-02
[272,] 0.9493010 1.013980e-01 5.069901e-02
[273,] 0.9461366 1.077268e-01 5.386338e-02
[274,] 0.8702810 2.594381e-01 1.297190e-01
> postscript(file="/var/wessaorg/rcomp/tmp/19soc1324541197.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2xses1324541197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3kxte1324541197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/42nr91324541198.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5srf11324541198.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
62179.0082 6872.4272 14041.2986 -32632.5650 36827.7816 -7810.7432
7 8 9 10 11 12
85719.0170 10748.5144 4775.1123 -13506.5715 34039.1290 38141.0360
13 14 15 16 17 18
-23718.5921 -14588.7950 30611.1148 30305.8096 -89319.9467 40049.7415
19 20 21 22 23 24
32471.9746 27699.6332 -14458.7226 11724.4974 118665.2570 25897.7690
25 26 27 28 29 30
-45419.0879 -73793.7347 -54546.8406 -6628.6151 34155.1596 -4687.2633
31 32 33 34 35 36
38670.4290 9869.1312 -10379.3113 40011.5636 -28293.5967 37180.4876
37 38 39 40 41 42
28610.5375 24940.4580 47524.6854 5318.3301 21202.9342 31214.7224
43 44 45 46 47 48
-43589.4169 -8478.7272 3223.5917 4579.8249 -69388.3087 7841.5168
49 50 51 52 53 54
-11162.0095 -51817.0204 73539.5104 -15084.8137 -29217.6411 -52677.0317
55 56 57 58 59 60
-36489.3376 4830.7848 -4567.1838 56091.2788 -14762.5820 1629.9038
61 62 63 64 65 66
741.3638 -9440.3286 -59275.5227 5506.5585 -19152.0230 33773.7441
67 68 69 70 71 72
20374.1377 -11072.2654 23318.6804 -19143.3578 -6480.9803 54803.9021
73 74 75 76 77 78
37299.2292 -31065.0777 -53038.5638 3731.8916 -10635.9175 -39694.6306
79 80 81 82 83 84
-20722.0981 -21813.6035 33810.5609 -23867.9361 76338.7483 42746.2076
85 86 87 88 89 90
9706.0176 -28111.6504 -1755.2451 -19109.9718 61478.2531 -5407.5291
91 92 93 94 95 96
30869.7089 11786.6894 -14397.8984 795.8542 9435.2456 21637.5898
97 98 99 100 101 102
40958.1506 -120668.5194 26056.7371 -1923.2716 -291.5678 -27600.5498
103 104 105 106 107 108
48269.8106 8149.1372 32765.1808 58644.9297 -66819.4231 -17147.3212
109 110 111 112 113 114
43311.2840 -5625.0569 36037.3462 8836.3840 -22436.2392 15013.4464
115 116 117 118 119 120
10739.9869 9517.1003 12209.7834 33031.3803 1844.1798 -30035.3380
121 122 123 124 125 126
-7046.9634 -37738.3214 -38889.1726 -40923.3510 60111.6667 9130.3806
127 128 129 130 131 132
6094.5650 -30184.4045 37701.1830 6807.9524 -18153.7769 -12534.8136
133 134 135 136 137 138
17452.0919 -82100.1217 -11133.0739 87400.3225 3189.2748 51519.6084
139 140 141 142 143 144
-23686.2536 6323.7942 -22350.2484 -20336.4815 6341.8469 -14551.6159
145 146 147 148 149 150
-9547.5679 -36993.6616 -18015.2194 -16031.5480 -362.8011 -12466.7879
151 152 153 154 155 156
31218.9987 17392.7661 -17771.0456 41425.5870 43600.8269 38260.4025
157 158 159 160 161 162
27585.1902 27478.1914 -19913.8405 -14276.8241 -2921.3047 -35326.8055
163 164 165 166 167 168
-15688.4218 4106.2135 -29906.4347 42487.9480 6893.2035 32931.8545
169 170 171 172 173 174
24257.1153 72158.5313 -10224.5070 19626.1253 -24848.1170 10349.0408
175 176 177 178 179 180
-66628.4675 7281.5625 -27476.8551 3005.9838 5103.0337 36444.1307
181 182 183 184 185 186
-29332.2847 -55862.2359 11898.7389 19161.1768 41172.4776 9636.2799
187 188 189 190 191 192
14365.5904 18956.9551 -13439.8646 19151.0356 33551.9771 3534.8645
193 194 195 196 197 198
-20262.5124 -32768.3679 -2212.6287 1110.4954 -22568.8987 5370.7588
199 200 201 202 203 204
-25984.3365 -7366.7502 -1236.6991 3979.0446 9686.7444 -6922.8639
205 206 207 208 209 210
-35630.7566 -7197.7969 -22194.1775 40874.2743 19356.8012 -8883.9644
211 212 213 214 215 216
1157.5191 7178.3087 -2849.6307 853.7407 -50008.3367 -33799.5364
217 218 219 220 221 222
-34814.6597 -2009.0885 4961.6431 18064.5572 -29035.8970 -54005.9653
223 224 225 226 227 228
-64565.9124 -3074.7431 1926.1167 -2799.7913 29554.4701 -25198.9098
229 230 231 232 233 234
-30206.2100 -67084.7332 -26311.7856 -14970.0061 -42083.7440 -6232.5809
235 236 237 238 239 240
-17153.7867 -11024.5781 41367.2966 4039.0737 -6632.2739 -19533.1692
241 242 243 244 245 246
5836.4090 -35729.7618 -15548.7428 -9122.9073 -1607.2976 -7441.0045
247 248 249 250 251 252
-36943.4732 17539.4978 9168.5737 -715.7931 5747.8057 5153.1436
253 254 255 256 257 258
17871.7744 -12644.7968 -21744.4855 7716.4399 -8442.6652 15509.4815
259 260 261 262 263 264
8392.5999 6958.6536 -6768.8312 -1403.4417 3863.2767 -2839.1772
265 266 267 268 269 270
-17852.5796 12056.3082 -20012.1423 9633.6211 47332.0250 -5933.7038
271 272 273 274 275 276
-19153.7244 -830.8082 2451.3402 2686.7233 8502.0098 -23094.4323
277 278 279 280 281 282
1661.4729 11373.8679 -16191.4404 7878.0890 -9330.0091 16605.9503
283 284 285 286 287 288
-777.3816 12469.8446 -1863.6892 -29415.9373 -11275.4572 -10126.9481
289
-1892.1704
> postscript(file="/var/wessaorg/rcomp/tmp/61dxu1324541198.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 62179.0082 NA
1 6872.4272 62179.0082
2 14041.2986 6872.4272
3 -32632.5650 14041.2986
4 36827.7816 -32632.5650
5 -7810.7432 36827.7816
6 85719.0170 -7810.7432
7 10748.5144 85719.0170
8 4775.1123 10748.5144
9 -13506.5715 4775.1123
10 34039.1290 -13506.5715
11 38141.0360 34039.1290
12 -23718.5921 38141.0360
13 -14588.7950 -23718.5921
14 30611.1148 -14588.7950
15 30305.8096 30611.1148
16 -89319.9467 30305.8096
17 40049.7415 -89319.9467
18 32471.9746 40049.7415
19 27699.6332 32471.9746
20 -14458.7226 27699.6332
21 11724.4974 -14458.7226
22 118665.2570 11724.4974
23 25897.7690 118665.2570
24 -45419.0879 25897.7690
25 -73793.7347 -45419.0879
26 -54546.8406 -73793.7347
27 -6628.6151 -54546.8406
28 34155.1596 -6628.6151
29 -4687.2633 34155.1596
30 38670.4290 -4687.2633
31 9869.1312 38670.4290
32 -10379.3113 9869.1312
33 40011.5636 -10379.3113
34 -28293.5967 40011.5636
35 37180.4876 -28293.5967
36 28610.5375 37180.4876
37 24940.4580 28610.5375
38 47524.6854 24940.4580
39 5318.3301 47524.6854
40 21202.9342 5318.3301
41 31214.7224 21202.9342
42 -43589.4169 31214.7224
43 -8478.7272 -43589.4169
44 3223.5917 -8478.7272
45 4579.8249 3223.5917
46 -69388.3087 4579.8249
47 7841.5168 -69388.3087
48 -11162.0095 7841.5168
49 -51817.0204 -11162.0095
50 73539.5104 -51817.0204
51 -15084.8137 73539.5104
52 -29217.6411 -15084.8137
53 -52677.0317 -29217.6411
54 -36489.3376 -52677.0317
55 4830.7848 -36489.3376
56 -4567.1838 4830.7848
57 56091.2788 -4567.1838
58 -14762.5820 56091.2788
59 1629.9038 -14762.5820
60 741.3638 1629.9038
61 -9440.3286 741.3638
62 -59275.5227 -9440.3286
63 5506.5585 -59275.5227
64 -19152.0230 5506.5585
65 33773.7441 -19152.0230
66 20374.1377 33773.7441
67 -11072.2654 20374.1377
68 23318.6804 -11072.2654
69 -19143.3578 23318.6804
70 -6480.9803 -19143.3578
71 54803.9021 -6480.9803
72 37299.2292 54803.9021
73 -31065.0777 37299.2292
74 -53038.5638 -31065.0777
75 3731.8916 -53038.5638
76 -10635.9175 3731.8916
77 -39694.6306 -10635.9175
78 -20722.0981 -39694.6306
79 -21813.6035 -20722.0981
80 33810.5609 -21813.6035
81 -23867.9361 33810.5609
82 76338.7483 -23867.9361
83 42746.2076 76338.7483
84 9706.0176 42746.2076
85 -28111.6504 9706.0176
86 -1755.2451 -28111.6504
87 -19109.9718 -1755.2451
88 61478.2531 -19109.9718
89 -5407.5291 61478.2531
90 30869.7089 -5407.5291
91 11786.6894 30869.7089
92 -14397.8984 11786.6894
93 795.8542 -14397.8984
94 9435.2456 795.8542
95 21637.5898 9435.2456
96 40958.1506 21637.5898
97 -120668.5194 40958.1506
98 26056.7371 -120668.5194
99 -1923.2716 26056.7371
100 -291.5678 -1923.2716
101 -27600.5498 -291.5678
102 48269.8106 -27600.5498
103 8149.1372 48269.8106
104 32765.1808 8149.1372
105 58644.9297 32765.1808
106 -66819.4231 58644.9297
107 -17147.3212 -66819.4231
108 43311.2840 -17147.3212
109 -5625.0569 43311.2840
110 36037.3462 -5625.0569
111 8836.3840 36037.3462
112 -22436.2392 8836.3840
113 15013.4464 -22436.2392
114 10739.9869 15013.4464
115 9517.1003 10739.9869
116 12209.7834 9517.1003
117 33031.3803 12209.7834
118 1844.1798 33031.3803
119 -30035.3380 1844.1798
120 -7046.9634 -30035.3380
121 -37738.3214 -7046.9634
122 -38889.1726 -37738.3214
123 -40923.3510 -38889.1726
124 60111.6667 -40923.3510
125 9130.3806 60111.6667
126 6094.5650 9130.3806
127 -30184.4045 6094.5650
128 37701.1830 -30184.4045
129 6807.9524 37701.1830
130 -18153.7769 6807.9524
131 -12534.8136 -18153.7769
132 17452.0919 -12534.8136
133 -82100.1217 17452.0919
134 -11133.0739 -82100.1217
135 87400.3225 -11133.0739
136 3189.2748 87400.3225
137 51519.6084 3189.2748
138 -23686.2536 51519.6084
139 6323.7942 -23686.2536
140 -22350.2484 6323.7942
141 -20336.4815 -22350.2484
142 6341.8469 -20336.4815
143 -14551.6159 6341.8469
144 -9547.5679 -14551.6159
145 -36993.6616 -9547.5679
146 -18015.2194 -36993.6616
147 -16031.5480 -18015.2194
148 -362.8011 -16031.5480
149 -12466.7879 -362.8011
150 31218.9987 -12466.7879
151 17392.7661 31218.9987
152 -17771.0456 17392.7661
153 41425.5870 -17771.0456
154 43600.8269 41425.5870
155 38260.4025 43600.8269
156 27585.1902 38260.4025
157 27478.1914 27585.1902
158 -19913.8405 27478.1914
159 -14276.8241 -19913.8405
160 -2921.3047 -14276.8241
161 -35326.8055 -2921.3047
162 -15688.4218 -35326.8055
163 4106.2135 -15688.4218
164 -29906.4347 4106.2135
165 42487.9480 -29906.4347
166 6893.2035 42487.9480
167 32931.8545 6893.2035
168 24257.1153 32931.8545
169 72158.5313 24257.1153
170 -10224.5070 72158.5313
171 19626.1253 -10224.5070
172 -24848.1170 19626.1253
173 10349.0408 -24848.1170
174 -66628.4675 10349.0408
175 7281.5625 -66628.4675
176 -27476.8551 7281.5625
177 3005.9838 -27476.8551
178 5103.0337 3005.9838
179 36444.1307 5103.0337
180 -29332.2847 36444.1307
181 -55862.2359 -29332.2847
182 11898.7389 -55862.2359
183 19161.1768 11898.7389
184 41172.4776 19161.1768
185 9636.2799 41172.4776
186 14365.5904 9636.2799
187 18956.9551 14365.5904
188 -13439.8646 18956.9551
189 19151.0356 -13439.8646
190 33551.9771 19151.0356
191 3534.8645 33551.9771
192 -20262.5124 3534.8645
193 -32768.3679 -20262.5124
194 -2212.6287 -32768.3679
195 1110.4954 -2212.6287
196 -22568.8987 1110.4954
197 5370.7588 -22568.8987
198 -25984.3365 5370.7588
199 -7366.7502 -25984.3365
200 -1236.6991 -7366.7502
201 3979.0446 -1236.6991
202 9686.7444 3979.0446
203 -6922.8639 9686.7444
204 -35630.7566 -6922.8639
205 -7197.7969 -35630.7566
206 -22194.1775 -7197.7969
207 40874.2743 -22194.1775
208 19356.8012 40874.2743
209 -8883.9644 19356.8012
210 1157.5191 -8883.9644
211 7178.3087 1157.5191
212 -2849.6307 7178.3087
213 853.7407 -2849.6307
214 -50008.3367 853.7407
215 -33799.5364 -50008.3367
216 -34814.6597 -33799.5364
217 -2009.0885 -34814.6597
218 4961.6431 -2009.0885
219 18064.5572 4961.6431
220 -29035.8970 18064.5572
221 -54005.9653 -29035.8970
222 -64565.9124 -54005.9653
223 -3074.7431 -64565.9124
224 1926.1167 -3074.7431
225 -2799.7913 1926.1167
226 29554.4701 -2799.7913
227 -25198.9098 29554.4701
228 -30206.2100 -25198.9098
229 -67084.7332 -30206.2100
230 -26311.7856 -67084.7332
231 -14970.0061 -26311.7856
232 -42083.7440 -14970.0061
233 -6232.5809 -42083.7440
234 -17153.7867 -6232.5809
235 -11024.5781 -17153.7867
236 41367.2966 -11024.5781
237 4039.0737 41367.2966
238 -6632.2739 4039.0737
239 -19533.1692 -6632.2739
240 5836.4090 -19533.1692
241 -35729.7618 5836.4090
242 -15548.7428 -35729.7618
243 -9122.9073 -15548.7428
244 -1607.2976 -9122.9073
245 -7441.0045 -1607.2976
246 -36943.4732 -7441.0045
247 17539.4978 -36943.4732
248 9168.5737 17539.4978
249 -715.7931 9168.5737
250 5747.8057 -715.7931
251 5153.1436 5747.8057
252 17871.7744 5153.1436
253 -12644.7968 17871.7744
254 -21744.4855 -12644.7968
255 7716.4399 -21744.4855
256 -8442.6652 7716.4399
257 15509.4815 -8442.6652
258 8392.5999 15509.4815
259 6958.6536 8392.5999
260 -6768.8312 6958.6536
261 -1403.4417 -6768.8312
262 3863.2767 -1403.4417
263 -2839.1772 3863.2767
264 -17852.5796 -2839.1772
265 12056.3082 -17852.5796
266 -20012.1423 12056.3082
267 9633.6211 -20012.1423
268 47332.0250 9633.6211
269 -5933.7038 47332.0250
270 -19153.7244 -5933.7038
271 -830.8082 -19153.7244
272 2451.3402 -830.8082
273 2686.7233 2451.3402
274 8502.0098 2686.7233
275 -23094.4323 8502.0098
276 1661.4729 -23094.4323
277 11373.8679 1661.4729
278 -16191.4404 11373.8679
279 7878.0890 -16191.4404
280 -9330.0091 7878.0890
281 16605.9503 -9330.0091
282 -777.3816 16605.9503
283 12469.8446 -777.3816
284 -1863.6892 12469.8446
285 -29415.9373 -1863.6892
286 -11275.4572 -29415.9373
287 -10126.9481 -11275.4572
288 -1892.1704 -10126.9481
289 NA -1892.1704
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 6872.4272 62179.0082
[2,] 14041.2986 6872.4272
[3,] -32632.5650 14041.2986
[4,] 36827.7816 -32632.5650
[5,] -7810.7432 36827.7816
[6,] 85719.0170 -7810.7432
[7,] 10748.5144 85719.0170
[8,] 4775.1123 10748.5144
[9,] -13506.5715 4775.1123
[10,] 34039.1290 -13506.5715
[11,] 38141.0360 34039.1290
[12,] -23718.5921 38141.0360
[13,] -14588.7950 -23718.5921
[14,] 30611.1148 -14588.7950
[15,] 30305.8096 30611.1148
[16,] -89319.9467 30305.8096
[17,] 40049.7415 -89319.9467
[18,] 32471.9746 40049.7415
[19,] 27699.6332 32471.9746
[20,] -14458.7226 27699.6332
[21,] 11724.4974 -14458.7226
[22,] 118665.2570 11724.4974
[23,] 25897.7690 118665.2570
[24,] -45419.0879 25897.7690
[25,] -73793.7347 -45419.0879
[26,] -54546.8406 -73793.7347
[27,] -6628.6151 -54546.8406
[28,] 34155.1596 -6628.6151
[29,] -4687.2633 34155.1596
[30,] 38670.4290 -4687.2633
[31,] 9869.1312 38670.4290
[32,] -10379.3113 9869.1312
[33,] 40011.5636 -10379.3113
[34,] -28293.5967 40011.5636
[35,] 37180.4876 -28293.5967
[36,] 28610.5375 37180.4876
[37,] 24940.4580 28610.5375
[38,] 47524.6854 24940.4580
[39,] 5318.3301 47524.6854
[40,] 21202.9342 5318.3301
[41,] 31214.7224 21202.9342
[42,] -43589.4169 31214.7224
[43,] -8478.7272 -43589.4169
[44,] 3223.5917 -8478.7272
[45,] 4579.8249 3223.5917
[46,] -69388.3087 4579.8249
[47,] 7841.5168 -69388.3087
[48,] -11162.0095 7841.5168
[49,] -51817.0204 -11162.0095
[50,] 73539.5104 -51817.0204
[51,] -15084.8137 73539.5104
[52,] -29217.6411 -15084.8137
[53,] -52677.0317 -29217.6411
[54,] -36489.3376 -52677.0317
[55,] 4830.7848 -36489.3376
[56,] -4567.1838 4830.7848
[57,] 56091.2788 -4567.1838
[58,] -14762.5820 56091.2788
[59,] 1629.9038 -14762.5820
[60,] 741.3638 1629.9038
[61,] -9440.3286 741.3638
[62,] -59275.5227 -9440.3286
[63,] 5506.5585 -59275.5227
[64,] -19152.0230 5506.5585
[65,] 33773.7441 -19152.0230
[66,] 20374.1377 33773.7441
[67,] -11072.2654 20374.1377
[68,] 23318.6804 -11072.2654
[69,] -19143.3578 23318.6804
[70,] -6480.9803 -19143.3578
[71,] 54803.9021 -6480.9803
[72,] 37299.2292 54803.9021
[73,] -31065.0777 37299.2292
[74,] -53038.5638 -31065.0777
[75,] 3731.8916 -53038.5638
[76,] -10635.9175 3731.8916
[77,] -39694.6306 -10635.9175
[78,] -20722.0981 -39694.6306
[79,] -21813.6035 -20722.0981
[80,] 33810.5609 -21813.6035
[81,] -23867.9361 33810.5609
[82,] 76338.7483 -23867.9361
[83,] 42746.2076 76338.7483
[84,] 9706.0176 42746.2076
[85,] -28111.6504 9706.0176
[86,] -1755.2451 -28111.6504
[87,] -19109.9718 -1755.2451
[88,] 61478.2531 -19109.9718
[89,] -5407.5291 61478.2531
[90,] 30869.7089 -5407.5291
[91,] 11786.6894 30869.7089
[92,] -14397.8984 11786.6894
[93,] 795.8542 -14397.8984
[94,] 9435.2456 795.8542
[95,] 21637.5898 9435.2456
[96,] 40958.1506 21637.5898
[97,] -120668.5194 40958.1506
[98,] 26056.7371 -120668.5194
[99,] -1923.2716 26056.7371
[100,] -291.5678 -1923.2716
[101,] -27600.5498 -291.5678
[102,] 48269.8106 -27600.5498
[103,] 8149.1372 48269.8106
[104,] 32765.1808 8149.1372
[105,] 58644.9297 32765.1808
[106,] -66819.4231 58644.9297
[107,] -17147.3212 -66819.4231
[108,] 43311.2840 -17147.3212
[109,] -5625.0569 43311.2840
[110,] 36037.3462 -5625.0569
[111,] 8836.3840 36037.3462
[112,] -22436.2392 8836.3840
[113,] 15013.4464 -22436.2392
[114,] 10739.9869 15013.4464
[115,] 9517.1003 10739.9869
[116,] 12209.7834 9517.1003
[117,] 33031.3803 12209.7834
[118,] 1844.1798 33031.3803
[119,] -30035.3380 1844.1798
[120,] -7046.9634 -30035.3380
[121,] -37738.3214 -7046.9634
[122,] -38889.1726 -37738.3214
[123,] -40923.3510 -38889.1726
[124,] 60111.6667 -40923.3510
[125,] 9130.3806 60111.6667
[126,] 6094.5650 9130.3806
[127,] -30184.4045 6094.5650
[128,] 37701.1830 -30184.4045
[129,] 6807.9524 37701.1830
[130,] -18153.7769 6807.9524
[131,] -12534.8136 -18153.7769
[132,] 17452.0919 -12534.8136
[133,] -82100.1217 17452.0919
[134,] -11133.0739 -82100.1217
[135,] 87400.3225 -11133.0739
[136,] 3189.2748 87400.3225
[137,] 51519.6084 3189.2748
[138,] -23686.2536 51519.6084
[139,] 6323.7942 -23686.2536
[140,] -22350.2484 6323.7942
[141,] -20336.4815 -22350.2484
[142,] 6341.8469 -20336.4815
[143,] -14551.6159 6341.8469
[144,] -9547.5679 -14551.6159
[145,] -36993.6616 -9547.5679
[146,] -18015.2194 -36993.6616
[147,] -16031.5480 -18015.2194
[148,] -362.8011 -16031.5480
[149,] -12466.7879 -362.8011
[150,] 31218.9987 -12466.7879
[151,] 17392.7661 31218.9987
[152,] -17771.0456 17392.7661
[153,] 41425.5870 -17771.0456
[154,] 43600.8269 41425.5870
[155,] 38260.4025 43600.8269
[156,] 27585.1902 38260.4025
[157,] 27478.1914 27585.1902
[158,] -19913.8405 27478.1914
[159,] -14276.8241 -19913.8405
[160,] -2921.3047 -14276.8241
[161,] -35326.8055 -2921.3047
[162,] -15688.4218 -35326.8055
[163,] 4106.2135 -15688.4218
[164,] -29906.4347 4106.2135
[165,] 42487.9480 -29906.4347
[166,] 6893.2035 42487.9480
[167,] 32931.8545 6893.2035
[168,] 24257.1153 32931.8545
[169,] 72158.5313 24257.1153
[170,] -10224.5070 72158.5313
[171,] 19626.1253 -10224.5070
[172,] -24848.1170 19626.1253
[173,] 10349.0408 -24848.1170
[174,] -66628.4675 10349.0408
[175,] 7281.5625 -66628.4675
[176,] -27476.8551 7281.5625
[177,] 3005.9838 -27476.8551
[178,] 5103.0337 3005.9838
[179,] 36444.1307 5103.0337
[180,] -29332.2847 36444.1307
[181,] -55862.2359 -29332.2847
[182,] 11898.7389 -55862.2359
[183,] 19161.1768 11898.7389
[184,] 41172.4776 19161.1768
[185,] 9636.2799 41172.4776
[186,] 14365.5904 9636.2799
[187,] 18956.9551 14365.5904
[188,] -13439.8646 18956.9551
[189,] 19151.0356 -13439.8646
[190,] 33551.9771 19151.0356
[191,] 3534.8645 33551.9771
[192,] -20262.5124 3534.8645
[193,] -32768.3679 -20262.5124
[194,] -2212.6287 -32768.3679
[195,] 1110.4954 -2212.6287
[196,] -22568.8987 1110.4954
[197,] 5370.7588 -22568.8987
[198,] -25984.3365 5370.7588
[199,] -7366.7502 -25984.3365
[200,] -1236.6991 -7366.7502
[201,] 3979.0446 -1236.6991
[202,] 9686.7444 3979.0446
[203,] -6922.8639 9686.7444
[204,] -35630.7566 -6922.8639
[205,] -7197.7969 -35630.7566
[206,] -22194.1775 -7197.7969
[207,] 40874.2743 -22194.1775
[208,] 19356.8012 40874.2743
[209,] -8883.9644 19356.8012
[210,] 1157.5191 -8883.9644
[211,] 7178.3087 1157.5191
[212,] -2849.6307 7178.3087
[213,] 853.7407 -2849.6307
[214,] -50008.3367 853.7407
[215,] -33799.5364 -50008.3367
[216,] -34814.6597 -33799.5364
[217,] -2009.0885 -34814.6597
[218,] 4961.6431 -2009.0885
[219,] 18064.5572 4961.6431
[220,] -29035.8970 18064.5572
[221,] -54005.9653 -29035.8970
[222,] -64565.9124 -54005.9653
[223,] -3074.7431 -64565.9124
[224,] 1926.1167 -3074.7431
[225,] -2799.7913 1926.1167
[226,] 29554.4701 -2799.7913
[227,] -25198.9098 29554.4701
[228,] -30206.2100 -25198.9098
[229,] -67084.7332 -30206.2100
[230,] -26311.7856 -67084.7332
[231,] -14970.0061 -26311.7856
[232,] -42083.7440 -14970.0061
[233,] -6232.5809 -42083.7440
[234,] -17153.7867 -6232.5809
[235,] -11024.5781 -17153.7867
[236,] 41367.2966 -11024.5781
[237,] 4039.0737 41367.2966
[238,] -6632.2739 4039.0737
[239,] -19533.1692 -6632.2739
[240,] 5836.4090 -19533.1692
[241,] -35729.7618 5836.4090
[242,] -15548.7428 -35729.7618
[243,] -9122.9073 -15548.7428
[244,] -1607.2976 -9122.9073
[245,] -7441.0045 -1607.2976
[246,] -36943.4732 -7441.0045
[247,] 17539.4978 -36943.4732
[248,] 9168.5737 17539.4978
[249,] -715.7931 9168.5737
[250,] 5747.8057 -715.7931
[251,] 5153.1436 5747.8057
[252,] 17871.7744 5153.1436
[253,] -12644.7968 17871.7744
[254,] -21744.4855 -12644.7968
[255,] 7716.4399 -21744.4855
[256,] -8442.6652 7716.4399
[257,] 15509.4815 -8442.6652
[258,] 8392.5999 15509.4815
[259,] 6958.6536 8392.5999
[260,] -6768.8312 6958.6536
[261,] -1403.4417 -6768.8312
[262,] 3863.2767 -1403.4417
[263,] -2839.1772 3863.2767
[264,] -17852.5796 -2839.1772
[265,] 12056.3082 -17852.5796
[266,] -20012.1423 12056.3082
[267,] 9633.6211 -20012.1423
[268,] 47332.0250 9633.6211
[269,] -5933.7038 47332.0250
[270,] -19153.7244 -5933.7038
[271,] -830.8082 -19153.7244
[272,] 2451.3402 -830.8082
[273,] 2686.7233 2451.3402
[274,] 8502.0098 2686.7233
[275,] -23094.4323 8502.0098
[276,] 1661.4729 -23094.4323
[277,] 11373.8679 1661.4729
[278,] -16191.4404 11373.8679
[279,] 7878.0890 -16191.4404
[280,] -9330.0091 7878.0890
[281,] 16605.9503 -9330.0091
[282,] -777.3816 16605.9503
[283,] 12469.8446 -777.3816
[284,] -1863.6892 12469.8446
[285,] -29415.9373 -1863.6892
[286,] -11275.4572 -29415.9373
[287,] -10126.9481 -11275.4572
[288,] -1892.1704 -10126.9481
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 6872.4272 62179.0082
2 14041.2986 6872.4272
3 -32632.5650 14041.2986
4 36827.7816 -32632.5650
5 -7810.7432 36827.7816
6 85719.0170 -7810.7432
7 10748.5144 85719.0170
8 4775.1123 10748.5144
9 -13506.5715 4775.1123
10 34039.1290 -13506.5715
11 38141.0360 34039.1290
12 -23718.5921 38141.0360
13 -14588.7950 -23718.5921
14 30611.1148 -14588.7950
15 30305.8096 30611.1148
16 -89319.9467 30305.8096
17 40049.7415 -89319.9467
18 32471.9746 40049.7415
19 27699.6332 32471.9746
20 -14458.7226 27699.6332
21 11724.4974 -14458.7226
22 118665.2570 11724.4974
23 25897.7690 118665.2570
24 -45419.0879 25897.7690
25 -73793.7347 -45419.0879
26 -54546.8406 -73793.7347
27 -6628.6151 -54546.8406
28 34155.1596 -6628.6151
29 -4687.2633 34155.1596
30 38670.4290 -4687.2633
31 9869.1312 38670.4290
32 -10379.3113 9869.1312
33 40011.5636 -10379.3113
34 -28293.5967 40011.5636
35 37180.4876 -28293.5967
36 28610.5375 37180.4876
37 24940.4580 28610.5375
38 47524.6854 24940.4580
39 5318.3301 47524.6854
40 21202.9342 5318.3301
41 31214.7224 21202.9342
42 -43589.4169 31214.7224
43 -8478.7272 -43589.4169
44 3223.5917 -8478.7272
45 4579.8249 3223.5917
46 -69388.3087 4579.8249
47 7841.5168 -69388.3087
48 -11162.0095 7841.5168
49 -51817.0204 -11162.0095
50 73539.5104 -51817.0204
51 -15084.8137 73539.5104
52 -29217.6411 -15084.8137
53 -52677.0317 -29217.6411
54 -36489.3376 -52677.0317
55 4830.7848 -36489.3376
56 -4567.1838 4830.7848
57 56091.2788 -4567.1838
58 -14762.5820 56091.2788
59 1629.9038 -14762.5820
60 741.3638 1629.9038
61 -9440.3286 741.3638
62 -59275.5227 -9440.3286
63 5506.5585 -59275.5227
64 -19152.0230 5506.5585
65 33773.7441 -19152.0230
66 20374.1377 33773.7441
67 -11072.2654 20374.1377
68 23318.6804 -11072.2654
69 -19143.3578 23318.6804
70 -6480.9803 -19143.3578
71 54803.9021 -6480.9803
72 37299.2292 54803.9021
73 -31065.0777 37299.2292
74 -53038.5638 -31065.0777
75 3731.8916 -53038.5638
76 -10635.9175 3731.8916
77 -39694.6306 -10635.9175
78 -20722.0981 -39694.6306
79 -21813.6035 -20722.0981
80 33810.5609 -21813.6035
81 -23867.9361 33810.5609
82 76338.7483 -23867.9361
83 42746.2076 76338.7483
84 9706.0176 42746.2076
85 -28111.6504 9706.0176
86 -1755.2451 -28111.6504
87 -19109.9718 -1755.2451
88 61478.2531 -19109.9718
89 -5407.5291 61478.2531
90 30869.7089 -5407.5291
91 11786.6894 30869.7089
92 -14397.8984 11786.6894
93 795.8542 -14397.8984
94 9435.2456 795.8542
95 21637.5898 9435.2456
96 40958.1506 21637.5898
97 -120668.5194 40958.1506
98 26056.7371 -120668.5194
99 -1923.2716 26056.7371
100 -291.5678 -1923.2716
101 -27600.5498 -291.5678
102 48269.8106 -27600.5498
103 8149.1372 48269.8106
104 32765.1808 8149.1372
105 58644.9297 32765.1808
106 -66819.4231 58644.9297
107 -17147.3212 -66819.4231
108 43311.2840 -17147.3212
109 -5625.0569 43311.2840
110 36037.3462 -5625.0569
111 8836.3840 36037.3462
112 -22436.2392 8836.3840
113 15013.4464 -22436.2392
114 10739.9869 15013.4464
115 9517.1003 10739.9869
116 12209.7834 9517.1003
117 33031.3803 12209.7834
118 1844.1798 33031.3803
119 -30035.3380 1844.1798
120 -7046.9634 -30035.3380
121 -37738.3214 -7046.9634
122 -38889.1726 -37738.3214
123 -40923.3510 -38889.1726
124 60111.6667 -40923.3510
125 9130.3806 60111.6667
126 6094.5650 9130.3806
127 -30184.4045 6094.5650
128 37701.1830 -30184.4045
129 6807.9524 37701.1830
130 -18153.7769 6807.9524
131 -12534.8136 -18153.7769
132 17452.0919 -12534.8136
133 -82100.1217 17452.0919
134 -11133.0739 -82100.1217
135 87400.3225 -11133.0739
136 3189.2748 87400.3225
137 51519.6084 3189.2748
138 -23686.2536 51519.6084
139 6323.7942 -23686.2536
140 -22350.2484 6323.7942
141 -20336.4815 -22350.2484
142 6341.8469 -20336.4815
143 -14551.6159 6341.8469
144 -9547.5679 -14551.6159
145 -36993.6616 -9547.5679
146 -18015.2194 -36993.6616
147 -16031.5480 -18015.2194
148 -362.8011 -16031.5480
149 -12466.7879 -362.8011
150 31218.9987 -12466.7879
151 17392.7661 31218.9987
152 -17771.0456 17392.7661
153 41425.5870 -17771.0456
154 43600.8269 41425.5870
155 38260.4025 43600.8269
156 27585.1902 38260.4025
157 27478.1914 27585.1902
158 -19913.8405 27478.1914
159 -14276.8241 -19913.8405
160 -2921.3047 -14276.8241
161 -35326.8055 -2921.3047
162 -15688.4218 -35326.8055
163 4106.2135 -15688.4218
164 -29906.4347 4106.2135
165 42487.9480 -29906.4347
166 6893.2035 42487.9480
167 32931.8545 6893.2035
168 24257.1153 32931.8545
169 72158.5313 24257.1153
170 -10224.5070 72158.5313
171 19626.1253 -10224.5070
172 -24848.1170 19626.1253
173 10349.0408 -24848.1170
174 -66628.4675 10349.0408
175 7281.5625 -66628.4675
176 -27476.8551 7281.5625
177 3005.9838 -27476.8551
178 5103.0337 3005.9838
179 36444.1307 5103.0337
180 -29332.2847 36444.1307
181 -55862.2359 -29332.2847
182 11898.7389 -55862.2359
183 19161.1768 11898.7389
184 41172.4776 19161.1768
185 9636.2799 41172.4776
186 14365.5904 9636.2799
187 18956.9551 14365.5904
188 -13439.8646 18956.9551
189 19151.0356 -13439.8646
190 33551.9771 19151.0356
191 3534.8645 33551.9771
192 -20262.5124 3534.8645
193 -32768.3679 -20262.5124
194 -2212.6287 -32768.3679
195 1110.4954 -2212.6287
196 -22568.8987 1110.4954
197 5370.7588 -22568.8987
198 -25984.3365 5370.7588
199 -7366.7502 -25984.3365
200 -1236.6991 -7366.7502
201 3979.0446 -1236.6991
202 9686.7444 3979.0446
203 -6922.8639 9686.7444
204 -35630.7566 -6922.8639
205 -7197.7969 -35630.7566
206 -22194.1775 -7197.7969
207 40874.2743 -22194.1775
208 19356.8012 40874.2743
209 -8883.9644 19356.8012
210 1157.5191 -8883.9644
211 7178.3087 1157.5191
212 -2849.6307 7178.3087
213 853.7407 -2849.6307
214 -50008.3367 853.7407
215 -33799.5364 -50008.3367
216 -34814.6597 -33799.5364
217 -2009.0885 -34814.6597
218 4961.6431 -2009.0885
219 18064.5572 4961.6431
220 -29035.8970 18064.5572
221 -54005.9653 -29035.8970
222 -64565.9124 -54005.9653
223 -3074.7431 -64565.9124
224 1926.1167 -3074.7431
225 -2799.7913 1926.1167
226 29554.4701 -2799.7913
227 -25198.9098 29554.4701
228 -30206.2100 -25198.9098
229 -67084.7332 -30206.2100
230 -26311.7856 -67084.7332
231 -14970.0061 -26311.7856
232 -42083.7440 -14970.0061
233 -6232.5809 -42083.7440
234 -17153.7867 -6232.5809
235 -11024.5781 -17153.7867
236 41367.2966 -11024.5781
237 4039.0737 41367.2966
238 -6632.2739 4039.0737
239 -19533.1692 -6632.2739
240 5836.4090 -19533.1692
241 -35729.7618 5836.4090
242 -15548.7428 -35729.7618
243 -9122.9073 -15548.7428
244 -1607.2976 -9122.9073
245 -7441.0045 -1607.2976
246 -36943.4732 -7441.0045
247 17539.4978 -36943.4732
248 9168.5737 17539.4978
249 -715.7931 9168.5737
250 5747.8057 -715.7931
251 5153.1436 5747.8057
252 17871.7744 5153.1436
253 -12644.7968 17871.7744
254 -21744.4855 -12644.7968
255 7716.4399 -21744.4855
256 -8442.6652 7716.4399
257 15509.4815 -8442.6652
258 8392.5999 15509.4815
259 6958.6536 8392.5999
260 -6768.8312 6958.6536
261 -1403.4417 -6768.8312
262 3863.2767 -1403.4417
263 -2839.1772 3863.2767
264 -17852.5796 -2839.1772
265 12056.3082 -17852.5796
266 -20012.1423 12056.3082
267 9633.6211 -20012.1423
268 47332.0250 9633.6211
269 -5933.7038 47332.0250
270 -19153.7244 -5933.7038
271 -830.8082 -19153.7244
272 2451.3402 -830.8082
273 2686.7233 2451.3402
274 8502.0098 2686.7233
275 -23094.4323 8502.0098
276 1661.4729 -23094.4323
277 11373.8679 1661.4729
278 -16191.4404 11373.8679
279 7878.0890 -16191.4404
280 -9330.0091 7878.0890
281 16605.9503 -9330.0091
282 -777.3816 16605.9503
283 12469.8446 -777.3816
284 -1863.6892 12469.8446
285 -29415.9373 -1863.6892
286 -11275.4572 -29415.9373
287 -10126.9481 -11275.4572
288 -1892.1704 -10126.9481
> 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/742rx1324541198.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8kzku1324541198.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9s87p1324541198.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/100mik1324541198.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11jbzm1324541198.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/12yqwr1324541198.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/13hbtj1324541198.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/14oqdt1324541198.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/15s5rd1324541198.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/164b8w1324541198.tab")
+ }
>
> try(system("convert tmp/19soc1324541197.ps tmp/19soc1324541197.png",intern=TRUE))
character(0)
> try(system("convert tmp/2xses1324541197.ps tmp/2xses1324541197.png",intern=TRUE))
character(0)
> try(system("convert tmp/3kxte1324541197.ps tmp/3kxte1324541197.png",intern=TRUE))
character(0)
> try(system("convert tmp/42nr91324541198.ps tmp/42nr91324541198.png",intern=TRUE))
character(0)
> try(system("convert tmp/5srf11324541198.ps tmp/5srf11324541198.png",intern=TRUE))
character(0)
> try(system("convert tmp/61dxu1324541198.ps tmp/61dxu1324541198.png",intern=TRUE))
character(0)
> try(system("convert tmp/742rx1324541198.ps tmp/742rx1324541198.png",intern=TRUE))
character(0)
> try(system("convert tmp/8kzku1324541198.ps tmp/8kzku1324541198.png",intern=TRUE))
character(0)
> try(system("convert tmp/9s87p1324541198.ps tmp/9s87p1324541198.png",intern=TRUE))
character(0)
> try(system("convert tmp/100mik1324541198.ps tmp/100mik1324541198.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
8.139 0.715 9.374