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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+ ,34662
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+ ,18
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+ ,150580
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+ ,99611
+ ,35
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+ ,41
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+ ,45097
+ ,19349
+ ,11
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+ ,1
+ ,3895
+ ,99373
+ ,63
+ ,397
+ ,12
+ ,18
+ ,28394
+ ,86230
+ ,44
+ ,467
+ ,21
+ ,17
+ ,18632
+ ,30837
+ ,19
+ ,178
+ ,8
+ ,4
+ ,2325
+ ,31706
+ ,13
+ ,175
+ ,26
+ ,10
+ ,25139
+ ,89806
+ ,42
+ ,299
+ ,27
+ ,16
+ ,27975
+ ,62088
+ ,38
+ ,154
+ ,13
+ ,16
+ ,14483
+ ,40151
+ ,29
+ ,106
+ ,16
+ ,9
+ ,13127
+ ,27634
+ ,20
+ ,189
+ ,2
+ ,16
+ ,5839
+ ,76990
+ ,27
+ ,194
+ ,42
+ ,17
+ ,24069
+ ,37460
+ ,20
+ ,135
+ ,5
+ ,7
+ ,3738
+ ,54157
+ ,19
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+ ,18625
+ ,49862
+ ,37
+ ,207
+ ,17
+ ,14
+ ,36341
+ ,84337
+ ,26
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+ ,64175
+ ,42
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+ ,119308
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+ ,22
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+ ,3
+ ,12
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+ ,19764
+ ,12
+ ,75
+ ,10
+ ,2
+ ,5752
+ ,86680
+ ,31
+ ,361
+ ,37
+ ,14
+ ,22197
+ ,84105
+ ,20
+ ,261
+ ,17
+ ,17
+ ,20055
+ ,77945
+ ,20
+ ,299
+ ,28
+ ,19
+ ,25272
+ ,89113
+ ,39
+ ,300
+ ,19
+ ,14
+ ,82206
+ ,91005
+ ,29
+ ,450
+ ,29
+ ,11
+ ,32073
+ ,40248
+ ,16
+ ,183
+ ,8
+ ,4
+ ,5444
+ ,64187
+ ,27
+ ,238
+ ,10
+ ,16
+ ,20154
+ ,50857
+ ,21
+ ,165
+ ,15
+ ,20
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+ ,56613
+ ,19
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+ ,15
+ ,12
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+ ,62792
+ ,35
+ ,176
+ ,28
+ ,15
+ ,30884
+ ,72535
+ ,14
+ ,329
+ ,17
+ ,16
+ ,19540)
+ ,dim=c(6
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'logins'
+ ,'compendium_views_info'
+ ,'blogged_computations'
+ ,'compendiums_reviewed'
+ ,'totsize')
+ ,1:289))
> y <- array(NA,dim=c(6,289),dimnames=list(c('time_in_rfc','logins','compendium_views_info','blogged_computations','compendiums_reviewed','totsize'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '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_info blogged_computations
1 210907 56 396 79
2 120982 56 297 58
3 176508 54 559 60
4 179321 89 967 108
5 123185 40 270 49
6 52746 25 143 0
7 385534 92 1562 121
8 33170 18 109 1
9 101645 63 371 20
10 149061 44 656 43
11 165446 33 511 69
12 237213 84 655 78
13 173326 88 465 86
14 133131 55 525 44
15 258873 60 885 104
16 180083 66 497 63
17 324799 154 1436 158
18 230964 53 612 102
19 236785 119 865 77
20 135473 41 385 82
21 202925 61 567 115
22 215147 58 639 101
23 344297 75 963 80
24 153935 33 398 50
25 132943 40 410 83
26 174724 92 966 123
27 174415 100 801 73
28 225548 112 892 81
29 223632 73 513 105
30 124817 40 469 47
31 221698 45 683 105
32 210767 60 643 94
33 170266 62 535 44
34 260561 75 625 114
35 84853 31 264 38
36 294424 77 992 107
37 101011 34 238 30
38 215641 46 818 71
39 325107 99 937 84
40 7176 17 70 0
41 167542 66 507 59
42 106408 30 260 33
43 96560 76 503 42
44 265769 146 927 96
45 269651 67 1269 106
46 149112 56 537 56
47 175824 107 910 57
48 152871 58 532 59
49 111665 34 345 39
50 116408 61 918 34
51 362301 119 1635 76
52 78800 42 330 20
53 183167 66 557 91
54 277965 89 1178 115
55 150629 44 740 85
56 168809 66 452 76
57 24188 24 218 8
58 329267 259 764 79
59 65029 17 255 21
60 101097 64 454 30
61 218946 41 866 76
62 244052 68 574 101
63 341570 168 1276 94
64 103597 43 379 27
65 233328 132 825 92
66 256462 105 798 123
67 206161 71 663 75
68 311473 112 1069 128
69 235800 94 921 105
70 177939 82 858 55
71 207176 70 711 56
72 196553 57 503 41
73 174184 53 382 72
74 143246 103 464 67
75 187559 121 717 75
76 187681 62 690 114
77 119016 52 462 118
78 182192 52 657 77
79 73566 32 385 22
80 194979 62 577 66
81 167488 45 619 69
82 143756 46 479 105
83 275541 63 817 116
84 243199 75 752 88
85 182999 88 430 73
86 135649 46 451 99
87 152299 53 537 62
88 120221 37 519 53
89 346485 90 1000 118
90 145790 63 637 30
91 193339 78 465 100
92 80953 25 437 49
93 122774 45 711 24
94 130585 46 299 67
95 112611 41 248 46
96 286468 144 1162 57
97 241066 82 714 75
98 148446 91 905 135
99 204713 71 649 68
100 182079 63 512 124
101 140344 53 472 33
102 220516 62 905 98
103 243060 63 786 58
104 162765 32 489 68
105 182613 39 479 81
106 232138 62 617 131
107 265318 117 925 110
108 85574 34 351 37
109 310839 92 1144 130
110 225060 93 669 93
111 232317 54 707 118
112 144966 144 458 39
113 43287 14 214 13
114 155754 61 599 74
115 164709 109 572 81
116 201940 38 897 109
117 235454 73 819 151
118 220801 75 720 51
119 99466 50 273 28
120 92661 61 508 40
121 133328 55 506 56
122 61361 77 451 27
123 125930 75 699 37
124 100750 72 407 83
125 224549 50 465 54
126 82316 32 245 27
127 102010 53 370 28
128 101523 42 316 59
129 243511 71 603 133
130 22938 10 154 12
131 41566 35 229 0
132 152474 65 577 106
133 61857 25 192 23
134 99923 66 617 44
135 132487 41 411 71
136 317394 86 975 116
137 21054 16 146 4
138 209641 42 705 62
139 22648 19 184 12
140 31414 19 200 18
141 46698 45 274 14
142 131698 65 502 60
143 91735 35 382 7
144 244749 95 964 98
145 184510 49 537 64
146 79863 37 438 29
147 128423 64 369 32
148 97839 38 417 25
149 38214 34 276 16
150 151101 32 514 48
151 272458 65 822 100
152 172494 52 389 46
153 108043 62 466 45
154 328107 65 1255 129
155 250579 83 694 130
156 351067 95 1024 136
157 158015 29 400 59
158 98866 18 397 25
159 85439 33 350 32
160 229242 247 719 63
161 351619 139 1277 95
162 84207 29 356 14
163 120445 118 457 36
164 324598 110 1402 113
165 131069 67 600 47
166 204271 42 480 92
167 165543 65 595 70
168 141722 94 436 19
169 116048 64 230 50
170 250047 81 651 41
171 299775 95 1367 91
172 195838 67 564 111
173 173260 63 716 41
174 254488 83 747 120
175 104389 45 467 135
176 136084 30 671 27
177 199476 70 861 87
178 92499 32 319 25
179 224330 83 612 131
180 135781 31 433 45
181 74408 67 434 29
182 81240 66 503 58
183 14688 10 85 4
184 181633 70 564 47
185 271856 103 824 109
186 7199 5 74 7
187 46660 20 259 12
188 17547 5 69 0
189 133368 36 535 37
190 95227 34 239 37
191 152601 48 438 46
192 98146 40 459 15
193 79619 43 426 42
194 59194 31 288 7
195 139942 42 498 54
196 118612 46 454 54
197 72880 33 376 14
198 65475 18 225 16
199 99643 55 555 33
200 71965 35 252 32
201 77272 59 208 21
202 49289 19 130 15
203 135131 66 481 38
204 108446 60 389 22
205 89746 36 565 28
206 44296 25 173 10
207 77648 47 278 31
208 181528 54 609 32
209 134019 53 422 32
210 124064 40 445 43
211 92630 40 387 27
212 121848 39 339 37
213 52915 14 181 20
214 81872 45 245 32
215 58981 36 384 0
216 53515 28 212 5
217 60812 44 399 26
218 56375 30 229 10
219 65490 22 224 27
220 80949 17 203 11
221 76302 31 333 29
222 104011 55 384 25
223 98104 54 636 55
224 67989 21 185 23
225 30989 14 93 5
226 135458 81 581 43
227 73504 35 248 23
228 63123 43 304 34
229 61254 46 344 36
230 74914 30 407 35
231 31774 23 170 0
232 81437 38 312 37
233 87186 54 507 28
234 50090 20 224 16
235 65745 53 340 26
236 56653 45 168 38
237 158399 39 443 23
238 46455 20 204 22
239 73624 24 367 30
240 38395 31 210 16
241 91899 35 335 18
242 139526 151 364 28
243 52164 52 178 32
244 51567 30 206 21
245 70551 31 279 23
246 84856 29 387 29
247 102538 57 490 50
248 86678 40 238 12
249 85709 44 343 21
250 34662 25 232 18
251 150580 77 530 27
252 99611 35 291 41
253 19349 11 67 13
254 99373 63 397 12
255 86230 44 467 21
256 30837 19 178 8
257 31706 13 175 26
258 89806 42 299 27
259 62088 38 154 13
260 40151 29 106 16
261 27634 20 189 2
262 76990 27 194 42
263 37460 20 135 5
264 54157 19 201 37
265 49862 37 207 17
266 84337 26 280 38
267 64175 42 260 37
268 59382 49 227 29
269 119308 30 239 32
270 76702 49 333 35
271 103425 67 428 17
272 70344 28 230 20
273 43410 19 292 7
274 104838 49 350 46
275 62215 27 186 24
276 69304 30 326 40
277 53117 22 155 3
278 19764 12 75 10
279 86680 31 361 37
280 84105 20 261 17
281 77945 20 299 28
282 89113 39 300 19
283 91005 29 450 29
284 40248 16 183 8
285 64187 27 238 10
286 50857 21 165 15
287 56613 19 234 15
288 62792 35 176 28
289 72535 14 329 17
compendiums_reviewed totsize
1 30 112285
2 28 84786
3 38 83123
4 30 101193
5 22 38361
6 26 68504
7 25 119182
8 18 22807
9 11 17140
10 26 116174
11 25 57635
12 38 66198
13 44 71701
14 30 57793
15 40 80444
16 34 53855
17 47 97668
18 30 133824
19 31 101481
20 23 99645
21 36 114789
22 36 99052
23 30 67654
24 25 65553
25 39 97500
26 34 69112
27 31 82753
28 31 85323
29 33 72654
30 25 30727
31 33 77873
32 35 117478
33 42 74007
34 43 90183
35 30 61542
36 33 101494
37 13 27570
38 32 55813
39 36 79215
40 0 1423
41 28 55461
42 14 31081
43 17 22996
44 32 83122
45 30 70106
46 35 60578
47 20 39992
48 28 79892
49 28 49810
50 39 71570
51 34 100708
52 26 33032
53 39 82875
54 39 139077
55 33 71595
56 28 72260
57 4 5950
58 39 115762
59 18 32551
60 14 31701
61 29 80670
62 44 143558
63 21 117105
64 16 23789
65 28 120733
66 35 105195
67 28 73107
68 38 132068
69 23 149193
70 36 46821
71 32 87011
72 29 95260
73 25 55183
74 27 106671
75 36 73511
76 28 92945
77 23 78664
78 40 70054
79 23 22618
80 40 74011
81 28 83737
82 34 69094
83 33 93133
84 28 95536
85 34 225920
86 30 62133
87 33 61370
88 22 43836
89 38 106117
90 26 38692
91 35 84651
92 8 56622
93 24 15986
94 29 95364
95 20 26706
96 29 89691
97 45 67267
98 37 126846
99 33 41140
100 33 102860
101 25 51715
102 32 55801
103 29 111813
104 28 120293
105 28 138599
106 31 161647
107 52 115929
108 21 24266
109 24 162901
110 41 109825
111 33 129838
112 32 37510
113 19 43750
114 20 40652
115 31 87771
116 31 85872
117 32 89275
118 18 44418
119 23 192565
120 17 35232
121 20 40909
122 12 13294
123 17 32387
124 30 140867
125 31 120662
126 10 21233
127 13 44332
128 22 61056
129 42 101338
130 1 1168
131 9 13497
132 32 65567
133 11 25162
134 25 32334
135 36 40735
136 31 91413
137 0 855
138 24 97068
139 13 44339
140 8 14116
141 13 10288
142 19 65622
143 18 16563
144 33 76643
145 40 110681
146 22 29011
147 38 92696
148 24 94785
149 8 8773
150 35 83209
151 43 93815
152 43 86687
153 14 34553
154 41 105547
155 38 103487
156 45 213688
157 31 71220
158 13 23517
159 28 56926
160 31 91721
161 40 115168
162 30 111194
163 16 51009
164 37 135777
165 30 51513
166 35 74163
167 32 51633
168 27 75345
169 20 33416
170 18 83305
171 31 98952
172 31 102372
173 21 37238
174 39 103772
175 41 123969
176 13 27142
177 32 135400
178 18 21399
179 39 130115
180 14 24874
181 7 34988
182 17 45549
183 0 6023
184 30 64466
185 37 54990
186 0 1644
187 5 6179
188 1 3926
189 16 32755
190 32 34777
191 24 73224
192 17 27114
193 11 20760
194 24 37636
195 22 65461
196 12 30080
197 19 24094
198 13 69008
199 17 54968
200 15 46090
201 16 27507
202 24 10672
203 15 34029
204 17 46300
205 18 24760
206 20 18779
207 16 21280
208 16 40662
209 18 28987
210 22 22827
211 8 18513
212 17 30594
213 18 24006
214 16 27913
215 23 42744
216 22 12934
217 13 22574
218 13 41385
219 16 18653
220 16 18472
221 20 30976
222 22 63339
223 17 25568
224 18 33747
225 17 4154
226 12 19474
227 7 35130
228 17 39067
229 14 13310
230 23 65892
231 17 4143
232 14 28579
233 15 51776
234 17 21152
235 21 38084
236 18 27717
237 18 32928
238 17 11342
239 17 19499
240 16 16380
241 15 36874
242 21 48259
243 16 16734
244 14 28207
245 15 30143
246 17 41369
247 15 45833
248 15 29156
249 10 35944
250 6 36278
251 22 45588
252 21 45097
253 1 3895
254 18 28394
255 17 18632
256 4 2325
257 10 25139
258 16 27975
259 16 14483
260 9 13127
261 16 5839
262 17 24069
263 7 3738
264 15 18625
265 14 36341
266 14 24548
267 18 21792
268 12 26263
269 16 23686
270 21 49303
271 19 25659
272 16 28904
273 1 2781
274 16 29236
275 10 19546
276 19 22818
277 12 32689
278 2 5752
279 14 22197
280 17 20055
281 19 25272
282 14 82206
283 11 32073
284 4 5444
285 16 20154
286 20 36944
287 12 8019
288 15 30884
289 16 19540
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) logins compendium_views_info
-1.079e+04 2.895e+02 1.452e+02
blogged_computations compendiums_reviewed totsize
4.160e+02 1.076e+03 2.481e-01
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-125942 -14302 1173 13777 111216
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -1.079e+04 4.243e+03 -2.543 0.011519 *
logins 2.895e+02 6.879e+01 4.208 3.46e-05 ***
compendium_views_info 1.452e+02 9.929e+00 14.623 < 2e-16 ***
blogged_computations 4.160e+02 8.704e+01 4.779 2.83e-06 ***
compendiums_reviewed 1.076e+03 2.612e+02 4.120 4.98e-05 ***
totsize 2.481e-01 6.785e-02 3.656 0.000305 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 27860 on 283 degrees of freedom
Multiple R-squared: 0.8875, Adjusted R-squared: 0.8855
F-statistic: 446.5 on 5 and 283 DF, p-value: < 2.2e-16
> if (n > n25) {
+ kp3 <- k + 3
+ nmkm3 <- n - k - 3
+ gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
+ numgqtests <- 0
+ numsignificant1 <- 0
+ numsignificant5 <- 0
+ numsignificant10 <- 0
+ for (mypoint in kp3:nmkm3) {
+ j <- 0
+ numgqtests <- numgqtests + 1
+ for (myalt in c('greater', 'two.sided', 'less')) {
+ j <- j + 1
+ gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
+ }
+ if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
+ if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
+ }
+ gqarr
+ }
[,1] [,2] [,3]
[1,] 0.9888660 2.226798e-02 1.113399e-02
[2,] 0.9876058 2.478836e-02 1.239418e-02
[3,] 0.9776307 4.473855e-02 2.236927e-02
[4,] 0.9866734 2.665322e-02 1.332661e-02
[5,] 0.9783097 4.338069e-02 2.169035e-02
[6,] 0.9656681 6.866379e-02 3.433190e-02
[7,] 0.9448882 1.102235e-01 5.511176e-02
[8,] 0.9254912 1.490176e-01 7.450881e-02
[9,] 0.9354088 1.291824e-01 6.459120e-02
[10,] 0.9096428 1.807144e-01 9.035720e-02
[11,] 0.9056365 1.887270e-01 9.436350e-02
[12,] 0.9042028 1.915944e-01 9.579722e-02
[13,] 0.8760139 2.479723e-01 1.239861e-01
[14,] 0.8362234 3.275533e-01 1.637766e-01
[15,] 0.9954557 9.088600e-03 4.544300e-03
[16,] 0.9936128 1.277439e-02 6.387193e-03
[17,] 0.9942256 1.154888e-02 5.774441e-03
[18,] 0.9997510 4.980127e-04 2.490064e-04
[19,] 0.9997738 4.523163e-04 2.261582e-04
[20,] 0.9996301 7.398965e-04 3.699482e-04
[21,] 0.9997719 4.562286e-04 2.281143e-04
[22,] 0.9996686 6.627579e-04 3.313789e-04
[23,] 0.9994904 1.019178e-03 5.095888e-04
[24,] 0.9991945 1.610924e-03 8.054619e-04
[25,] 0.9987629 2.474237e-03 1.237119e-03
[26,] 0.9991733 1.653410e-03 8.267051e-04
[27,] 0.9990765 1.847059e-03 9.235296e-04
[28,] 0.9990213 1.957380e-03 9.786898e-04
[29,] 0.9987622 2.475678e-03 1.237839e-03
[30,] 0.9982101 3.579773e-03 1.789886e-03
[31,] 0.9998471 3.058156e-04 1.529078e-04
[32,] 0.9997889 4.222657e-04 2.111329e-04
[33,] 0.9996984 6.031119e-04 3.015560e-04
[34,] 0.9996317 7.366623e-04 3.683311e-04
[35,] 0.9996332 7.335054e-04 3.667527e-04
[36,] 0.9995565 8.869212e-04 4.434606e-04
[37,] 0.9995511 8.977648e-04 4.488824e-04
[38,] 0.9994036 1.192788e-03 5.963939e-04
[39,] 0.9993630 1.274025e-03 6.370125e-04
[40,] 0.9991049 1.790283e-03 8.951417e-04
[41,] 0.9987384 2.523285e-03 1.261643e-03
[42,] 0.9999404 1.191386e-04 5.956932e-05
[43,] 0.9999410 1.179657e-04 5.898284e-05
[44,] 0.9999176 1.647612e-04 8.238058e-05
[45,] 0.9998797 2.405839e-04 1.202919e-04
[46,] 0.9998837 2.326746e-04 1.163373e-04
[47,] 0.9999484 1.032260e-04 5.161301e-05
[48,] 0.9999259 1.482654e-04 7.413271e-05
[49,] 0.9999127 1.746853e-04 8.734264e-05
[50,] 0.9999559 8.827718e-05 4.413859e-05
[51,] 0.9999337 1.326696e-04 6.633481e-05
[52,] 0.9999071 1.857792e-04 9.288962e-05
[53,] 0.9998716 2.567584e-04 1.283792e-04
[54,] 0.9998471 3.057913e-04 1.528956e-04
[55,] 0.9998132 3.736168e-04 1.868084e-04
[56,] 0.9997421 5.158895e-04 2.579447e-04
[57,] 0.9997089 5.822698e-04 2.911349e-04
[58,] 0.9995958 8.084086e-04 4.042043e-04
[59,] 0.9994973 1.005450e-03 5.027248e-04
[60,] 0.9993016 1.396759e-03 6.983796e-04
[61,] 0.9993006 1.398794e-03 6.993971e-04
[62,] 0.9992823 1.435491e-03 7.177455e-04
[63,] 0.9991020 1.795912e-03 8.979558e-04
[64,] 0.9994053 1.189472e-03 5.947360e-04
[65,] 0.9995416 9.167114e-04 4.583557e-04
[66,] 0.9996137 7.725400e-04 3.862700e-04
[67,] 0.9996135 7.729037e-04 3.864519e-04
[68,] 0.9995915 8.170923e-04 4.085461e-04
[69,] 0.9998071 3.858679e-04 1.929339e-04
[70,] 0.9997350 5.299920e-04 2.649960e-04
[71,] 0.9996842 6.315026e-04 3.157513e-04
[72,] 0.9995982 8.035617e-04 4.017809e-04
[73,] 0.9994483 1.103476e-03 5.517379e-04
[74,] 0.9994123 1.175349e-03 5.876746e-04
[75,] 0.9995944 8.111395e-04 4.055697e-04
[76,] 0.9996110 7.780746e-04 3.890373e-04
[77,] 0.9995942 8.115917e-04 4.057959e-04
[78,] 0.9995443 9.114719e-04 4.557360e-04
[79,] 0.9993832 1.233607e-03 6.168033e-04
[80,] 0.9992054 1.589209e-03 7.946047e-04
[81,] 0.9998358 3.283858e-04 1.641929e-04
[82,] 0.9997712 4.576348e-04 2.288174e-04
[83,] 0.9997053 5.894472e-04 2.947236e-04
[84,] 0.9996733 6.533446e-04 3.266723e-04
[85,] 0.9996303 7.393444e-04 3.696722e-04
[86,] 0.9994986 1.002822e-03 5.014110e-04
[87,] 0.9994865 1.027026e-03 5.135132e-04
[88,] 0.9993242 1.351657e-03 6.758284e-04
[89,] 0.9993221 1.355815e-03 6.779073e-04
[90,] 0.9999993 1.468964e-06 7.344821e-07
[91,] 0.9999992 1.574662e-06 7.873310e-07
[92,] 0.9999989 2.254514e-06 1.127257e-06
[93,] 0.9999984 3.162607e-06 1.581303e-06
[94,] 0.9999977 4.639591e-06 2.319795e-06
[95,] 0.9999983 3.329149e-06 1.664574e-06
[96,] 0.9999975 4.983704e-06 2.491852e-06
[97,] 0.9999967 6.688194e-06 3.344097e-06
[98,] 0.9999952 9.558947e-06 4.779473e-06
[99,] 0.9999943 1.130121e-05 5.650604e-06
[100,] 0.9999920 1.596044e-05 7.980222e-06
[101,] 0.9999887 2.258791e-05 1.129395e-05
[102,] 0.9999836 3.279229e-05 1.639614e-05
[103,] 0.9999772 4.565402e-05 2.282701e-05
[104,] 0.9999700 5.993848e-05 2.996924e-05
[105,] 0.9999636 7.277182e-05 3.638591e-05
[106,] 0.9999480 1.039826e-04 5.199129e-05
[107,] 0.9999473 1.054145e-04 5.270723e-05
[108,] 0.9999493 1.014729e-04 5.073646e-05
[109,] 0.9999336 1.328155e-04 6.640774e-05
[110,] 0.9999724 5.512605e-05 2.756302e-05
[111,] 0.9999721 5.584337e-05 2.792169e-05
[112,] 0.9999758 4.830804e-05 2.415402e-05
[113,] 0.9999653 6.942336e-05 3.471168e-05
[114,] 0.9999800 4.003043e-05 2.001521e-05
[115,] 0.9999811 3.787552e-05 1.893776e-05
[116,] 0.9999976 4.821478e-06 2.410739e-06
[117,] 0.9999997 5.456324e-07 2.728162e-07
[118,] 0.9999997 6.613278e-07 3.306639e-07
[119,] 0.9999995 9.968682e-07 4.984341e-07
[120,] 0.9999993 1.465064e-06 7.325322e-07
[121,] 0.9999991 1.755695e-06 8.778476e-07
[122,] 0.9999987 2.676271e-06 1.338135e-06
[123,] 0.9999980 4.008921e-06 2.004461e-06
[124,] 0.9999985 3.064418e-06 1.532209e-06
[125,] 0.9999978 4.386392e-06 2.193196e-06
[126,] 0.9999993 1.333362e-06 6.666809e-07
[127,] 0.9999990 1.964604e-06 9.823021e-07
[128,] 0.9999998 4.888769e-07 2.444384e-07
[129,] 0.9999996 7.542395e-07 3.771197e-07
[130,] 0.9999997 6.474473e-07 3.237236e-07
[131,] 0.9999997 6.372408e-07 3.186204e-07
[132,] 0.9999995 9.103987e-07 4.551994e-07
[133,] 0.9999994 1.150200e-06 5.751001e-07
[134,] 0.9999992 1.666867e-06 8.334336e-07
[135,] 0.9999988 2.415060e-06 1.207530e-06
[136,] 0.9999983 3.494063e-06 1.747031e-06
[137,] 0.9999975 5.083808e-06 2.541904e-06
[138,] 0.9999975 4.936564e-06 2.468282e-06
[139,] 0.9999964 7.135983e-06 3.567992e-06
[140,] 0.9999958 8.489038e-06 4.244519e-06
[141,] 0.9999948 1.040654e-05 5.203270e-06
[142,] 0.9999923 1.546920e-05 7.734598e-06
[143,] 0.9999938 1.235402e-05 6.177011e-06
[144,] 0.9999941 1.182576e-05 5.912881e-06
[145,] 0.9999917 1.654515e-05 8.272576e-06
[146,] 0.9999889 2.216255e-05 1.108127e-05
[147,] 0.9999867 2.664193e-05 1.332097e-05
[148,] 0.9999922 1.556468e-05 7.782339e-06
[149,] 0.9999938 1.232726e-05 6.163632e-06
[150,] 0.9999921 1.582477e-05 7.912386e-06
[151,] 0.9999902 1.962631e-05 9.813153e-06
[152,] 0.9999898 2.046487e-05 1.023243e-05
[153,] 0.9999902 1.959193e-05 9.795963e-06
[154,] 0.9999890 2.209058e-05 1.104529e-05
[155,] 0.9999871 2.585941e-05 1.292971e-05
[156,] 0.9999830 3.395773e-05 1.697886e-05
[157,] 0.9999844 3.127963e-05 1.563982e-05
[158,] 0.9999944 1.127095e-05 5.635473e-06
[159,] 0.9999916 1.683980e-05 8.419900e-06
[160,] 0.9999876 2.477246e-05 1.238623e-05
[161,] 0.9999870 2.593423e-05 1.296711e-05
[162,] 0.9999999 1.972260e-07 9.861300e-08
[163,] 0.9999998 3.133579e-07 1.566789e-07
[164,] 0.9999998 3.951886e-07 1.975943e-07
[165,] 0.9999997 5.696733e-07 2.848366e-07
[166,] 0.9999998 3.791583e-07 1.895791e-07
[167,] 1.0000000 3.409655e-09 1.704828e-09
[168,] 1.0000000 5.055289e-09 2.527645e-09
[169,] 1.0000000 4.323488e-09 2.161744e-09
[170,] 1.0000000 6.547961e-09 3.273980e-09
[171,] 1.0000000 1.117698e-08 5.588492e-09
[172,] 1.0000000 6.024957e-09 3.012479e-09
[173,] 1.0000000 5.773512e-09 2.886756e-09
[174,] 1.0000000 4.528806e-10 2.264403e-10
[175,] 1.0000000 8.017440e-10 4.008720e-10
[176,] 1.0000000 7.434619e-10 3.717310e-10
[177,] 1.0000000 2.599112e-10 1.299556e-10
[178,] 1.0000000 4.677830e-10 2.338915e-10
[179,] 1.0000000 8.605614e-10 4.302807e-10
[180,] 1.0000000 1.450177e-09 7.250883e-10
[181,] 1.0000000 1.686817e-09 8.434086e-10
[182,] 1.0000000 2.832295e-09 1.416148e-09
[183,] 1.0000000 1.804666e-09 9.023328e-10
[184,] 1.0000000 3.262366e-09 1.631183e-09
[185,] 1.0000000 4.122836e-09 2.061418e-09
[186,] 1.0000000 5.972935e-09 2.986467e-09
[187,] 1.0000000 8.440624e-09 4.220312e-09
[188,] 1.0000000 1.343807e-08 6.719035e-09
[189,] 1.0000000 2.142305e-08 1.071152e-08
[190,] 1.0000000 3.722136e-08 1.861068e-08
[191,] 1.0000000 3.258192e-08 1.629096e-08
[192,] 1.0000000 5.733986e-08 2.866993e-08
[193,] 1.0000000 9.815195e-08 4.907597e-08
[194,] 0.9999999 1.700903e-07 8.504513e-08
[195,] 0.9999999 2.115600e-07 1.057800e-07
[196,] 0.9999998 3.437022e-07 1.718511e-07
[197,] 0.9999998 3.154829e-07 1.577415e-07
[198,] 0.9999997 5.093735e-07 2.546868e-07
[199,] 0.9999996 8.714343e-07 4.357171e-07
[200,] 1.0000000 7.313580e-08 3.656790e-08
[201,] 1.0000000 3.755246e-08 1.877623e-08
[202,] 1.0000000 4.073215e-08 2.036607e-08
[203,] 1.0000000 6.135960e-08 3.067980e-08
[204,] 1.0000000 2.140978e-08 1.070489e-08
[205,] 1.0000000 4.003913e-08 2.001956e-08
[206,] 1.0000000 6.855832e-08 3.427916e-08
[207,] 1.0000000 4.158233e-08 2.079117e-08
[208,] 1.0000000 7.108512e-08 3.554256e-08
[209,] 1.0000000 5.485692e-08 2.742846e-08
[210,] 1.0000000 9.675366e-08 4.837683e-08
[211,] 0.9999999 1.716928e-07 8.584638e-08
[212,] 0.9999999 1.157285e-07 5.786427e-08
[213,] 0.9999999 2.066268e-07 1.033134e-07
[214,] 0.9999998 3.802474e-07 1.901237e-07
[215,] 0.9999999 1.623650e-07 8.118248e-08
[216,] 0.9999999 2.558122e-07 1.279061e-07
[217,] 0.9999998 4.762674e-07 2.381337e-07
[218,] 0.9999996 8.549676e-07 4.274838e-07
[219,] 0.9999993 1.309224e-06 6.546119e-07
[220,] 0.9999993 1.451118e-06 7.255588e-07
[221,] 0.9999994 1.296414e-06 6.482070e-07
[222,] 0.9999996 8.092687e-07 4.046343e-07
[223,] 0.9999994 1.142949e-06 5.714744e-07
[224,] 0.9999989 2.130575e-06 1.065287e-06
[225,] 0.9999994 1.118140e-06 5.590702e-07
[226,] 0.9999991 1.868846e-06 9.344228e-07
[227,] 0.9999996 8.309303e-07 4.154651e-07
[228,] 0.9999993 1.408898e-06 7.044491e-07
[229,] 1.0000000 1.040746e-08 5.203729e-09
[230,] 1.0000000 1.865060e-08 9.325301e-09
[231,] 1.0000000 3.478670e-08 1.739335e-08
[232,] 1.0000000 2.557894e-08 1.278947e-08
[233,] 1.0000000 4.468538e-08 2.234269e-08
[234,] 1.0000000 9.678254e-08 4.839127e-08
[235,] 0.9999999 1.090521e-07 5.452605e-08
[236,] 0.9999999 1.913675e-07 9.568374e-08
[237,] 0.9999998 4.163459e-07 2.081730e-07
[238,] 0.9999996 8.544563e-07 4.272281e-07
[239,] 0.9999995 1.071221e-06 5.356107e-07
[240,] 0.9999994 1.120471e-06 5.602354e-07
[241,] 0.9999989 2.297679e-06 1.148840e-06
[242,] 0.9999989 2.112026e-06 1.056013e-06
[243,] 0.9999991 1.845750e-06 9.228751e-07
[244,] 0.9999982 3.526919e-06 1.763459e-06
[245,] 0.9999962 7.656880e-06 3.828440e-06
[246,] 0.9999926 1.488484e-05 7.442418e-06
[247,] 0.9999875 2.499867e-05 1.249934e-05
[248,] 0.9999755 4.891576e-05 2.445788e-05
[249,] 0.9999788 4.231231e-05 2.115616e-05
[250,] 0.9999632 7.357031e-05 3.678515e-05
[251,] 0.9999397 1.205068e-04 6.025340e-05
[252,] 0.9998741 2.518445e-04 1.259222e-04
[253,] 0.9998761 2.477037e-04 1.238518e-04
[254,] 0.9997645 4.710217e-04 2.355109e-04
[255,] 0.9995197 9.606898e-04 4.803449e-04
[256,] 0.9992413 1.517388e-03 7.586939e-04
[257,] 0.9988822 2.235529e-03 1.117764e-03
[258,] 0.9979597 4.080549e-03 2.040274e-03
[259,] 0.9974099 5.180279e-03 2.590140e-03
[260,] 0.9961651 7.669810e-03 3.834905e-03
[261,] 0.9999751 4.971400e-05 2.485700e-05
[262,] 0.9999921 1.576820e-05 7.884099e-06
[263,] 0.9999834 3.320579e-05 1.660290e-05
[264,] 0.9999420 1.159256e-04 5.796282e-05
[265,] 0.9999099 1.802797e-04 9.013983e-05
[266,] 0.9997898 4.204049e-04 2.102025e-04
[267,] 0.9996060 7.879672e-04 3.939836e-04
[268,] 0.9995547 8.905365e-04 4.452682e-04
[269,] 0.9983274 3.345185e-03 1.672593e-03
[270,] 0.9936054 1.278919e-02 6.394593e-03
[271,] 0.9774667 4.506654e-02 2.253327e-02
[272,] 0.9930099 1.398021e-02 6.990103e-03
> postscript(file="/var/wessaorg/rcomp/tmp/1i1ee1324566886.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2b9sy1324566886.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3ii0w1324566886.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4ctm71324566886.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5d38q1324566886.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
54991.5899 -2849.6922 4036.1737 -78362.0257 29622.9739 -9434.0675
7 8 9 10 11 12
36104.3731 -2517.8456 15925.1363 -22815.1892 22590.3639 38829.7588
13 14 15 16 17 18
-9778.4928 -13145.7922 17542.0761 23456.4325 -58011.2086 29644.9371
19 20 21 22 23 24
-3025.4418 -5082.9007 -1317.8230 11047.0271 111215.8754 33424.9410
25 26 27 28 29 30
-28053.2627 -86266.9400 -44292.8279 -13811.3334 41596.8914 1860.2093
31 32 33 34 35 36
21791.5900 4923.7754 3576.0584 42832.8623 -15015.9672 33698.3442
37 38 39 40 41 42
34096.9466 16536.9126 77864.8246 2529.6095 17185.1375 34262.7141
43 44 45 46 47 48
-29148.6915 4715.8035 -16965.9047 -10259.3553 -31635.1523 -4860.9037
49 50 51 52 53 54
3813.9657 -97607.4017 8074.6667 -14970.8894 -6398.1849 -32347.7970
55 56 57 58 59 60
-47386.5487 15198.1171 -12727.8347 50609.2366 -2304.0132 -7963.4218
61 62 63 64 65 66
9301.5264 26844.5624 27714.2397 12563.8304 -12226.1957 6071.4482
67 68 69 70 71 72
20673.6272 7734.7716 -19780.2613 -32811.7191 15159.0752 45919.9691
73 74 75 76 77 78
43628.3924 -26535.5526 -28951.3442 -20266.0417 -45673.8340 -9910.7309
79 80 81 82 83 84
-20315.6532 15190.5925 -4225.7465 -25719.3162 42606.7589 32659.5748
85 86 87 88 89 90
-17116.9354 -21234.0717 -6744.2287 -11646.8879 69731.6683 -4197.1995
91 92 93 94 95 96
13776.9951 -21979.4884 -22465.2442 1913.6104 28245.1757 9695.9030
97 98 99 100 101 102
28146.1717 -125942.2715 26720.9021 -12313.6375 13805.0079 -7079.8339
103 104 105 106 107 108
38423.1456 5035.7835 14359.8840 7445.3973 -22533.0491 -8446.7293
109 110 111 112 113 114
8584.1284 1747.3086 8020.6494 -12387.5360 -17751.3921 -470.3319
115 116 117 118 119 120
-27928.7020 -28506.8578 -13191.6408 53741.2262 -28024.1746 -31635.0559
121 122 123 124 125 126
-232.9341 -43060.5241 -28196.2236 -70149.2705 67597.6676 21012.7765
127 128 129 130 131 132
7104.1133 -9087.0249 20539.8601 2117.6190 -4055.9043 -34119.0198
133 134 135 136 137 138
9888.3472 -51199.1985 -6640.9906 57440.4327 4139.7231 30218.0376
139 140 141 142 143 144
-28756.1901 -11930.8205 -17683.9540 -10896.1334 10542.4708 -7212.8986
145 146 147 148 149 150
6026.8028 -26583.0292 -10085.3388 -22653.8780 -18349.9701 -270.1046
151 152 153 154 155 156
33945.1336 24842.7121 -9127.9903 13905.2130 15940.6646 27674.0583
157 158 159 160 161 162
26766.6182 16584.1159 -21702.0745 -18180.1061 25633.4058 -30775.2804
163 164 165 166 167 168
-14121.4604 -20513.6761 -29260.7272 38882.5772 -5231.1673 6350.0234
169 170 171 172 173 174
24308.7247 85780.4731 -11168.9530 418.4350 12967.9041 15167.7217
175 176 177 178 179 180
-96680.3336 8815.1511 -39219.7616 12634.4085 -6501.1102 34776.6770
181 182 183 184 185 186
-25484.4773 -53824.7952 7085.0262 22448.0396 34396.8165 2479.0114
187 188 189 190 191 192
2152.6083 14822.6477 15327.5201 3023.5082 22777.8671 -543.0035
193 194 195 196 197 198
-18346.1874 -18877.0310 3894.6053 7333.0234 -12718.7072 623.3620
199 200 201 202 203 204
-31724.5615 -4849.9109 8007.8272 993.4903 16590.0693 6458.6628
205 206 207 208 209 210
-29074.8450 -7606.8946 -920.4736 47650.9656 28326.2848 11443.6788
211 212 213 214 215 216
11220.8839 30856.2319 -269.6044 6612.1450 -31755.0085 -3540.7507
217 218 219 220 221 222
-29468.9652 -3182.2276 4314.5935 30970.5947 -11497.7193 -6658.2858
223 224 225 226 227 228
-46591.9602 8532.5894 2821.9474 2815.0292 12340.9465 -24799.2699
229 230 231 232 233 234
-24558.0105 -37726.6570 -8095.3683 -1617.2061 -31899.1375 -7626.6553
235 236 237 238 239 240
-31031.3075 -12026.5903 56476.2207 -8419.9424 -11426.2693 -18213.4417
241 242 243 244 245 246
11143.5676 7539.0450 -12621.1429 -7033.2841 -1325.8670 -9555.3508
247 248 249 250 251 252
-22624.5262 22969.1526 5549.5499 -18412.0445 15916.3598 7180.1344
253 254 255 256 257 258
9778.0453 2881.8663 -15170.0055 2075.5114 -14486.8040 9638.9177
259 260 261 262 263 264
13302.3121 7560.3856 -14302.2095 10063.4181 12321.4798 -5887.4340
265 266 267 268 269 270
-11263.9707 9986.7865 -15107.5783 -8461.0266 50310.2912 -24427.2384
271 272 273 274 275 276
-1202.3265 6929.1728 1627.8627 7023.3847 12591.8480 -18665.7134
277 278 279 280 281 282
12764.9834 8453.2546 121.2855 20872.5287 1173.2073 1694.6211
283 284 285 286 287 288
-3790.8548 10855.2197 6230.7857 -5312.9839 6788.2522 2447.9172
289
2370.3847
> postscript(file="/var/wessaorg/rcomp/tmp/6y8n61324566886.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 54991.5899 NA
1 -2849.6922 54991.5899
2 4036.1737 -2849.6922
3 -78362.0257 4036.1737
4 29622.9739 -78362.0257
5 -9434.0675 29622.9739
6 36104.3731 -9434.0675
7 -2517.8456 36104.3731
8 15925.1363 -2517.8456
9 -22815.1892 15925.1363
10 22590.3639 -22815.1892
11 38829.7588 22590.3639
12 -9778.4928 38829.7588
13 -13145.7922 -9778.4928
14 17542.0761 -13145.7922
15 23456.4325 17542.0761
16 -58011.2086 23456.4325
17 29644.9371 -58011.2086
18 -3025.4418 29644.9371
19 -5082.9007 -3025.4418
20 -1317.8230 -5082.9007
21 11047.0271 -1317.8230
22 111215.8754 11047.0271
23 33424.9410 111215.8754
24 -28053.2627 33424.9410
25 -86266.9400 -28053.2627
26 -44292.8279 -86266.9400
27 -13811.3334 -44292.8279
28 41596.8914 -13811.3334
29 1860.2093 41596.8914
30 21791.5900 1860.2093
31 4923.7754 21791.5900
32 3576.0584 4923.7754
33 42832.8623 3576.0584
34 -15015.9672 42832.8623
35 33698.3442 -15015.9672
36 34096.9466 33698.3442
37 16536.9126 34096.9466
38 77864.8246 16536.9126
39 2529.6095 77864.8246
40 17185.1375 2529.6095
41 34262.7141 17185.1375
42 -29148.6915 34262.7141
43 4715.8035 -29148.6915
44 -16965.9047 4715.8035
45 -10259.3553 -16965.9047
46 -31635.1523 -10259.3553
47 -4860.9037 -31635.1523
48 3813.9657 -4860.9037
49 -97607.4017 3813.9657
50 8074.6667 -97607.4017
51 -14970.8894 8074.6667
52 -6398.1849 -14970.8894
53 -32347.7970 -6398.1849
54 -47386.5487 -32347.7970
55 15198.1171 -47386.5487
56 -12727.8347 15198.1171
57 50609.2366 -12727.8347
58 -2304.0132 50609.2366
59 -7963.4218 -2304.0132
60 9301.5264 -7963.4218
61 26844.5624 9301.5264
62 27714.2397 26844.5624
63 12563.8304 27714.2397
64 -12226.1957 12563.8304
65 6071.4482 -12226.1957
66 20673.6272 6071.4482
67 7734.7716 20673.6272
68 -19780.2613 7734.7716
69 -32811.7191 -19780.2613
70 15159.0752 -32811.7191
71 45919.9691 15159.0752
72 43628.3924 45919.9691
73 -26535.5526 43628.3924
74 -28951.3442 -26535.5526
75 -20266.0417 -28951.3442
76 -45673.8340 -20266.0417
77 -9910.7309 -45673.8340
78 -20315.6532 -9910.7309
79 15190.5925 -20315.6532
80 -4225.7465 15190.5925
81 -25719.3162 -4225.7465
82 42606.7589 -25719.3162
83 32659.5748 42606.7589
84 -17116.9354 32659.5748
85 -21234.0717 -17116.9354
86 -6744.2287 -21234.0717
87 -11646.8879 -6744.2287
88 69731.6683 -11646.8879
89 -4197.1995 69731.6683
90 13776.9951 -4197.1995
91 -21979.4884 13776.9951
92 -22465.2442 -21979.4884
93 1913.6104 -22465.2442
94 28245.1757 1913.6104
95 9695.9030 28245.1757
96 28146.1717 9695.9030
97 -125942.2715 28146.1717
98 26720.9021 -125942.2715
99 -12313.6375 26720.9021
100 13805.0079 -12313.6375
101 -7079.8339 13805.0079
102 38423.1456 -7079.8339
103 5035.7835 38423.1456
104 14359.8840 5035.7835
105 7445.3973 14359.8840
106 -22533.0491 7445.3973
107 -8446.7293 -22533.0491
108 8584.1284 -8446.7293
109 1747.3086 8584.1284
110 8020.6494 1747.3086
111 -12387.5360 8020.6494
112 -17751.3921 -12387.5360
113 -470.3319 -17751.3921
114 -27928.7020 -470.3319
115 -28506.8578 -27928.7020
116 -13191.6408 -28506.8578
117 53741.2262 -13191.6408
118 -28024.1746 53741.2262
119 -31635.0559 -28024.1746
120 -232.9341 -31635.0559
121 -43060.5241 -232.9341
122 -28196.2236 -43060.5241
123 -70149.2705 -28196.2236
124 67597.6676 -70149.2705
125 21012.7765 67597.6676
126 7104.1133 21012.7765
127 -9087.0249 7104.1133
128 20539.8601 -9087.0249
129 2117.6190 20539.8601
130 -4055.9043 2117.6190
131 -34119.0198 -4055.9043
132 9888.3472 -34119.0198
133 -51199.1985 9888.3472
134 -6640.9906 -51199.1985
135 57440.4327 -6640.9906
136 4139.7231 57440.4327
137 30218.0376 4139.7231
138 -28756.1901 30218.0376
139 -11930.8205 -28756.1901
140 -17683.9540 -11930.8205
141 -10896.1334 -17683.9540
142 10542.4708 -10896.1334
143 -7212.8986 10542.4708
144 6026.8028 -7212.8986
145 -26583.0292 6026.8028
146 -10085.3388 -26583.0292
147 -22653.8780 -10085.3388
148 -18349.9701 -22653.8780
149 -270.1046 -18349.9701
150 33945.1336 -270.1046
151 24842.7121 33945.1336
152 -9127.9903 24842.7121
153 13905.2130 -9127.9903
154 15940.6646 13905.2130
155 27674.0583 15940.6646
156 26766.6182 27674.0583
157 16584.1159 26766.6182
158 -21702.0745 16584.1159
159 -18180.1061 -21702.0745
160 25633.4058 -18180.1061
161 -30775.2804 25633.4058
162 -14121.4604 -30775.2804
163 -20513.6761 -14121.4604
164 -29260.7272 -20513.6761
165 38882.5772 -29260.7272
166 -5231.1673 38882.5772
167 6350.0234 -5231.1673
168 24308.7247 6350.0234
169 85780.4731 24308.7247
170 -11168.9530 85780.4731
171 418.4350 -11168.9530
172 12967.9041 418.4350
173 15167.7217 12967.9041
174 -96680.3336 15167.7217
175 8815.1511 -96680.3336
176 -39219.7616 8815.1511
177 12634.4085 -39219.7616
178 -6501.1102 12634.4085
179 34776.6770 -6501.1102
180 -25484.4773 34776.6770
181 -53824.7952 -25484.4773
182 7085.0262 -53824.7952
183 22448.0396 7085.0262
184 34396.8165 22448.0396
185 2479.0114 34396.8165
186 2152.6083 2479.0114
187 14822.6477 2152.6083
188 15327.5201 14822.6477
189 3023.5082 15327.5201
190 22777.8671 3023.5082
191 -543.0035 22777.8671
192 -18346.1874 -543.0035
193 -18877.0310 -18346.1874
194 3894.6053 -18877.0310
195 7333.0234 3894.6053
196 -12718.7072 7333.0234
197 623.3620 -12718.7072
198 -31724.5615 623.3620
199 -4849.9109 -31724.5615
200 8007.8272 -4849.9109
201 993.4903 8007.8272
202 16590.0693 993.4903
203 6458.6628 16590.0693
204 -29074.8450 6458.6628
205 -7606.8946 -29074.8450
206 -920.4736 -7606.8946
207 47650.9656 -920.4736
208 28326.2848 47650.9656
209 11443.6788 28326.2848
210 11220.8839 11443.6788
211 30856.2319 11220.8839
212 -269.6044 30856.2319
213 6612.1450 -269.6044
214 -31755.0085 6612.1450
215 -3540.7507 -31755.0085
216 -29468.9652 -3540.7507
217 -3182.2276 -29468.9652
218 4314.5935 -3182.2276
219 30970.5947 4314.5935
220 -11497.7193 30970.5947
221 -6658.2858 -11497.7193
222 -46591.9602 -6658.2858
223 8532.5894 -46591.9602
224 2821.9474 8532.5894
225 2815.0292 2821.9474
226 12340.9465 2815.0292
227 -24799.2699 12340.9465
228 -24558.0105 -24799.2699
229 -37726.6570 -24558.0105
230 -8095.3683 -37726.6570
231 -1617.2061 -8095.3683
232 -31899.1375 -1617.2061
233 -7626.6553 -31899.1375
234 -31031.3075 -7626.6553
235 -12026.5903 -31031.3075
236 56476.2207 -12026.5903
237 -8419.9424 56476.2207
238 -11426.2693 -8419.9424
239 -18213.4417 -11426.2693
240 11143.5676 -18213.4417
241 7539.0450 11143.5676
242 -12621.1429 7539.0450
243 -7033.2841 -12621.1429
244 -1325.8670 -7033.2841
245 -9555.3508 -1325.8670
246 -22624.5262 -9555.3508
247 22969.1526 -22624.5262
248 5549.5499 22969.1526
249 -18412.0445 5549.5499
250 15916.3598 -18412.0445
251 7180.1344 15916.3598
252 9778.0453 7180.1344
253 2881.8663 9778.0453
254 -15170.0055 2881.8663
255 2075.5114 -15170.0055
256 -14486.8040 2075.5114
257 9638.9177 -14486.8040
258 13302.3121 9638.9177
259 7560.3856 13302.3121
260 -14302.2095 7560.3856
261 10063.4181 -14302.2095
262 12321.4798 10063.4181
263 -5887.4340 12321.4798
264 -11263.9707 -5887.4340
265 9986.7865 -11263.9707
266 -15107.5783 9986.7865
267 -8461.0266 -15107.5783
268 50310.2912 -8461.0266
269 -24427.2384 50310.2912
270 -1202.3265 -24427.2384
271 6929.1728 -1202.3265
272 1627.8627 6929.1728
273 7023.3847 1627.8627
274 12591.8480 7023.3847
275 -18665.7134 12591.8480
276 12764.9834 -18665.7134
277 8453.2546 12764.9834
278 121.2855 8453.2546
279 20872.5287 121.2855
280 1173.2073 20872.5287
281 1694.6211 1173.2073
282 -3790.8548 1694.6211
283 10855.2197 -3790.8548
284 6230.7857 10855.2197
285 -5312.9839 6230.7857
286 6788.2522 -5312.9839
287 2447.9172 6788.2522
288 2370.3847 2447.9172
289 NA 2370.3847
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -2849.6922 54991.5899
[2,] 4036.1737 -2849.6922
[3,] -78362.0257 4036.1737
[4,] 29622.9739 -78362.0257
[5,] -9434.0675 29622.9739
[6,] 36104.3731 -9434.0675
[7,] -2517.8456 36104.3731
[8,] 15925.1363 -2517.8456
[9,] -22815.1892 15925.1363
[10,] 22590.3639 -22815.1892
[11,] 38829.7588 22590.3639
[12,] -9778.4928 38829.7588
[13,] -13145.7922 -9778.4928
[14,] 17542.0761 -13145.7922
[15,] 23456.4325 17542.0761
[16,] -58011.2086 23456.4325
[17,] 29644.9371 -58011.2086
[18,] -3025.4418 29644.9371
[19,] -5082.9007 -3025.4418
[20,] -1317.8230 -5082.9007
[21,] 11047.0271 -1317.8230
[22,] 111215.8754 11047.0271
[23,] 33424.9410 111215.8754
[24,] -28053.2627 33424.9410
[25,] -86266.9400 -28053.2627
[26,] -44292.8279 -86266.9400
[27,] -13811.3334 -44292.8279
[28,] 41596.8914 -13811.3334
[29,] 1860.2093 41596.8914
[30,] 21791.5900 1860.2093
[31,] 4923.7754 21791.5900
[32,] 3576.0584 4923.7754
[33,] 42832.8623 3576.0584
[34,] -15015.9672 42832.8623
[35,] 33698.3442 -15015.9672
[36,] 34096.9466 33698.3442
[37,] 16536.9126 34096.9466
[38,] 77864.8246 16536.9126
[39,] 2529.6095 77864.8246
[40,] 17185.1375 2529.6095
[41,] 34262.7141 17185.1375
[42,] -29148.6915 34262.7141
[43,] 4715.8035 -29148.6915
[44,] -16965.9047 4715.8035
[45,] -10259.3553 -16965.9047
[46,] -31635.1523 -10259.3553
[47,] -4860.9037 -31635.1523
[48,] 3813.9657 -4860.9037
[49,] -97607.4017 3813.9657
[50,] 8074.6667 -97607.4017
[51,] -14970.8894 8074.6667
[52,] -6398.1849 -14970.8894
[53,] -32347.7970 -6398.1849
[54,] -47386.5487 -32347.7970
[55,] 15198.1171 -47386.5487
[56,] -12727.8347 15198.1171
[57,] 50609.2366 -12727.8347
[58,] -2304.0132 50609.2366
[59,] -7963.4218 -2304.0132
[60,] 9301.5264 -7963.4218
[61,] 26844.5624 9301.5264
[62,] 27714.2397 26844.5624
[63,] 12563.8304 27714.2397
[64,] -12226.1957 12563.8304
[65,] 6071.4482 -12226.1957
[66,] 20673.6272 6071.4482
[67,] 7734.7716 20673.6272
[68,] -19780.2613 7734.7716
[69,] -32811.7191 -19780.2613
[70,] 15159.0752 -32811.7191
[71,] 45919.9691 15159.0752
[72,] 43628.3924 45919.9691
[73,] -26535.5526 43628.3924
[74,] -28951.3442 -26535.5526
[75,] -20266.0417 -28951.3442
[76,] -45673.8340 -20266.0417
[77,] -9910.7309 -45673.8340
[78,] -20315.6532 -9910.7309
[79,] 15190.5925 -20315.6532
[80,] -4225.7465 15190.5925
[81,] -25719.3162 -4225.7465
[82,] 42606.7589 -25719.3162
[83,] 32659.5748 42606.7589
[84,] -17116.9354 32659.5748
[85,] -21234.0717 -17116.9354
[86,] -6744.2287 -21234.0717
[87,] -11646.8879 -6744.2287
[88,] 69731.6683 -11646.8879
[89,] -4197.1995 69731.6683
[90,] 13776.9951 -4197.1995
[91,] -21979.4884 13776.9951
[92,] -22465.2442 -21979.4884
[93,] 1913.6104 -22465.2442
[94,] 28245.1757 1913.6104
[95,] 9695.9030 28245.1757
[96,] 28146.1717 9695.9030
[97,] -125942.2715 28146.1717
[98,] 26720.9021 -125942.2715
[99,] -12313.6375 26720.9021
[100,] 13805.0079 -12313.6375
[101,] -7079.8339 13805.0079
[102,] 38423.1456 -7079.8339
[103,] 5035.7835 38423.1456
[104,] 14359.8840 5035.7835
[105,] 7445.3973 14359.8840
[106,] -22533.0491 7445.3973
[107,] -8446.7293 -22533.0491
[108,] 8584.1284 -8446.7293
[109,] 1747.3086 8584.1284
[110,] 8020.6494 1747.3086
[111,] -12387.5360 8020.6494
[112,] -17751.3921 -12387.5360
[113,] -470.3319 -17751.3921
[114,] -27928.7020 -470.3319
[115,] -28506.8578 -27928.7020
[116,] -13191.6408 -28506.8578
[117,] 53741.2262 -13191.6408
[118,] -28024.1746 53741.2262
[119,] -31635.0559 -28024.1746
[120,] -232.9341 -31635.0559
[121,] -43060.5241 -232.9341
[122,] -28196.2236 -43060.5241
[123,] -70149.2705 -28196.2236
[124,] 67597.6676 -70149.2705
[125,] 21012.7765 67597.6676
[126,] 7104.1133 21012.7765
[127,] -9087.0249 7104.1133
[128,] 20539.8601 -9087.0249
[129,] 2117.6190 20539.8601
[130,] -4055.9043 2117.6190
[131,] -34119.0198 -4055.9043
[132,] 9888.3472 -34119.0198
[133,] -51199.1985 9888.3472
[134,] -6640.9906 -51199.1985
[135,] 57440.4327 -6640.9906
[136,] 4139.7231 57440.4327
[137,] 30218.0376 4139.7231
[138,] -28756.1901 30218.0376
[139,] -11930.8205 -28756.1901
[140,] -17683.9540 -11930.8205
[141,] -10896.1334 -17683.9540
[142,] 10542.4708 -10896.1334
[143,] -7212.8986 10542.4708
[144,] 6026.8028 -7212.8986
[145,] -26583.0292 6026.8028
[146,] -10085.3388 -26583.0292
[147,] -22653.8780 -10085.3388
[148,] -18349.9701 -22653.8780
[149,] -270.1046 -18349.9701
[150,] 33945.1336 -270.1046
[151,] 24842.7121 33945.1336
[152,] -9127.9903 24842.7121
[153,] 13905.2130 -9127.9903
[154,] 15940.6646 13905.2130
[155,] 27674.0583 15940.6646
[156,] 26766.6182 27674.0583
[157,] 16584.1159 26766.6182
[158,] -21702.0745 16584.1159
[159,] -18180.1061 -21702.0745
[160,] 25633.4058 -18180.1061
[161,] -30775.2804 25633.4058
[162,] -14121.4604 -30775.2804
[163,] -20513.6761 -14121.4604
[164,] -29260.7272 -20513.6761
[165,] 38882.5772 -29260.7272
[166,] -5231.1673 38882.5772
[167,] 6350.0234 -5231.1673
[168,] 24308.7247 6350.0234
[169,] 85780.4731 24308.7247
[170,] -11168.9530 85780.4731
[171,] 418.4350 -11168.9530
[172,] 12967.9041 418.4350
[173,] 15167.7217 12967.9041
[174,] -96680.3336 15167.7217
[175,] 8815.1511 -96680.3336
[176,] -39219.7616 8815.1511
[177,] 12634.4085 -39219.7616
[178,] -6501.1102 12634.4085
[179,] 34776.6770 -6501.1102
[180,] -25484.4773 34776.6770
[181,] -53824.7952 -25484.4773
[182,] 7085.0262 -53824.7952
[183,] 22448.0396 7085.0262
[184,] 34396.8165 22448.0396
[185,] 2479.0114 34396.8165
[186,] 2152.6083 2479.0114
[187,] 14822.6477 2152.6083
[188,] 15327.5201 14822.6477
[189,] 3023.5082 15327.5201
[190,] 22777.8671 3023.5082
[191,] -543.0035 22777.8671
[192,] -18346.1874 -543.0035
[193,] -18877.0310 -18346.1874
[194,] 3894.6053 -18877.0310
[195,] 7333.0234 3894.6053
[196,] -12718.7072 7333.0234
[197,] 623.3620 -12718.7072
[198,] -31724.5615 623.3620
[199,] -4849.9109 -31724.5615
[200,] 8007.8272 -4849.9109
[201,] 993.4903 8007.8272
[202,] 16590.0693 993.4903
[203,] 6458.6628 16590.0693
[204,] -29074.8450 6458.6628
[205,] -7606.8946 -29074.8450
[206,] -920.4736 -7606.8946
[207,] 47650.9656 -920.4736
[208,] 28326.2848 47650.9656
[209,] 11443.6788 28326.2848
[210,] 11220.8839 11443.6788
[211,] 30856.2319 11220.8839
[212,] -269.6044 30856.2319
[213,] 6612.1450 -269.6044
[214,] -31755.0085 6612.1450
[215,] -3540.7507 -31755.0085
[216,] -29468.9652 -3540.7507
[217,] -3182.2276 -29468.9652
[218,] 4314.5935 -3182.2276
[219,] 30970.5947 4314.5935
[220,] -11497.7193 30970.5947
[221,] -6658.2858 -11497.7193
[222,] -46591.9602 -6658.2858
[223,] 8532.5894 -46591.9602
[224,] 2821.9474 8532.5894
[225,] 2815.0292 2821.9474
[226,] 12340.9465 2815.0292
[227,] -24799.2699 12340.9465
[228,] -24558.0105 -24799.2699
[229,] -37726.6570 -24558.0105
[230,] -8095.3683 -37726.6570
[231,] -1617.2061 -8095.3683
[232,] -31899.1375 -1617.2061
[233,] -7626.6553 -31899.1375
[234,] -31031.3075 -7626.6553
[235,] -12026.5903 -31031.3075
[236,] 56476.2207 -12026.5903
[237,] -8419.9424 56476.2207
[238,] -11426.2693 -8419.9424
[239,] -18213.4417 -11426.2693
[240,] 11143.5676 -18213.4417
[241,] 7539.0450 11143.5676
[242,] -12621.1429 7539.0450
[243,] -7033.2841 -12621.1429
[244,] -1325.8670 -7033.2841
[245,] -9555.3508 -1325.8670
[246,] -22624.5262 -9555.3508
[247,] 22969.1526 -22624.5262
[248,] 5549.5499 22969.1526
[249,] -18412.0445 5549.5499
[250,] 15916.3598 -18412.0445
[251,] 7180.1344 15916.3598
[252,] 9778.0453 7180.1344
[253,] 2881.8663 9778.0453
[254,] -15170.0055 2881.8663
[255,] 2075.5114 -15170.0055
[256,] -14486.8040 2075.5114
[257,] 9638.9177 -14486.8040
[258,] 13302.3121 9638.9177
[259,] 7560.3856 13302.3121
[260,] -14302.2095 7560.3856
[261,] 10063.4181 -14302.2095
[262,] 12321.4798 10063.4181
[263,] -5887.4340 12321.4798
[264,] -11263.9707 -5887.4340
[265,] 9986.7865 -11263.9707
[266,] -15107.5783 9986.7865
[267,] -8461.0266 -15107.5783
[268,] 50310.2912 -8461.0266
[269,] -24427.2384 50310.2912
[270,] -1202.3265 -24427.2384
[271,] 6929.1728 -1202.3265
[272,] 1627.8627 6929.1728
[273,] 7023.3847 1627.8627
[274,] 12591.8480 7023.3847
[275,] -18665.7134 12591.8480
[276,] 12764.9834 -18665.7134
[277,] 8453.2546 12764.9834
[278,] 121.2855 8453.2546
[279,] 20872.5287 121.2855
[280,] 1173.2073 20872.5287
[281,] 1694.6211 1173.2073
[282,] -3790.8548 1694.6211
[283,] 10855.2197 -3790.8548
[284,] 6230.7857 10855.2197
[285,] -5312.9839 6230.7857
[286,] 6788.2522 -5312.9839
[287,] 2447.9172 6788.2522
[288,] 2370.3847 2447.9172
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -2849.6922 54991.5899
2 4036.1737 -2849.6922
3 -78362.0257 4036.1737
4 29622.9739 -78362.0257
5 -9434.0675 29622.9739
6 36104.3731 -9434.0675
7 -2517.8456 36104.3731
8 15925.1363 -2517.8456
9 -22815.1892 15925.1363
10 22590.3639 -22815.1892
11 38829.7588 22590.3639
12 -9778.4928 38829.7588
13 -13145.7922 -9778.4928
14 17542.0761 -13145.7922
15 23456.4325 17542.0761
16 -58011.2086 23456.4325
17 29644.9371 -58011.2086
18 -3025.4418 29644.9371
19 -5082.9007 -3025.4418
20 -1317.8230 -5082.9007
21 11047.0271 -1317.8230
22 111215.8754 11047.0271
23 33424.9410 111215.8754
24 -28053.2627 33424.9410
25 -86266.9400 -28053.2627
26 -44292.8279 -86266.9400
27 -13811.3334 -44292.8279
28 41596.8914 -13811.3334
29 1860.2093 41596.8914
30 21791.5900 1860.2093
31 4923.7754 21791.5900
32 3576.0584 4923.7754
33 42832.8623 3576.0584
34 -15015.9672 42832.8623
35 33698.3442 -15015.9672
36 34096.9466 33698.3442
37 16536.9126 34096.9466
38 77864.8246 16536.9126
39 2529.6095 77864.8246
40 17185.1375 2529.6095
41 34262.7141 17185.1375
42 -29148.6915 34262.7141
43 4715.8035 -29148.6915
44 -16965.9047 4715.8035
45 -10259.3553 -16965.9047
46 -31635.1523 -10259.3553
47 -4860.9037 -31635.1523
48 3813.9657 -4860.9037
49 -97607.4017 3813.9657
50 8074.6667 -97607.4017
51 -14970.8894 8074.6667
52 -6398.1849 -14970.8894
53 -32347.7970 -6398.1849
54 -47386.5487 -32347.7970
55 15198.1171 -47386.5487
56 -12727.8347 15198.1171
57 50609.2366 -12727.8347
58 -2304.0132 50609.2366
59 -7963.4218 -2304.0132
60 9301.5264 -7963.4218
61 26844.5624 9301.5264
62 27714.2397 26844.5624
63 12563.8304 27714.2397
64 -12226.1957 12563.8304
65 6071.4482 -12226.1957
66 20673.6272 6071.4482
67 7734.7716 20673.6272
68 -19780.2613 7734.7716
69 -32811.7191 -19780.2613
70 15159.0752 -32811.7191
71 45919.9691 15159.0752
72 43628.3924 45919.9691
73 -26535.5526 43628.3924
74 -28951.3442 -26535.5526
75 -20266.0417 -28951.3442
76 -45673.8340 -20266.0417
77 -9910.7309 -45673.8340
78 -20315.6532 -9910.7309
79 15190.5925 -20315.6532
80 -4225.7465 15190.5925
81 -25719.3162 -4225.7465
82 42606.7589 -25719.3162
83 32659.5748 42606.7589
84 -17116.9354 32659.5748
85 -21234.0717 -17116.9354
86 -6744.2287 -21234.0717
87 -11646.8879 -6744.2287
88 69731.6683 -11646.8879
89 -4197.1995 69731.6683
90 13776.9951 -4197.1995
91 -21979.4884 13776.9951
92 -22465.2442 -21979.4884
93 1913.6104 -22465.2442
94 28245.1757 1913.6104
95 9695.9030 28245.1757
96 28146.1717 9695.9030
97 -125942.2715 28146.1717
98 26720.9021 -125942.2715
99 -12313.6375 26720.9021
100 13805.0079 -12313.6375
101 -7079.8339 13805.0079
102 38423.1456 -7079.8339
103 5035.7835 38423.1456
104 14359.8840 5035.7835
105 7445.3973 14359.8840
106 -22533.0491 7445.3973
107 -8446.7293 -22533.0491
108 8584.1284 -8446.7293
109 1747.3086 8584.1284
110 8020.6494 1747.3086
111 -12387.5360 8020.6494
112 -17751.3921 -12387.5360
113 -470.3319 -17751.3921
114 -27928.7020 -470.3319
115 -28506.8578 -27928.7020
116 -13191.6408 -28506.8578
117 53741.2262 -13191.6408
118 -28024.1746 53741.2262
119 -31635.0559 -28024.1746
120 -232.9341 -31635.0559
121 -43060.5241 -232.9341
122 -28196.2236 -43060.5241
123 -70149.2705 -28196.2236
124 67597.6676 -70149.2705
125 21012.7765 67597.6676
126 7104.1133 21012.7765
127 -9087.0249 7104.1133
128 20539.8601 -9087.0249
129 2117.6190 20539.8601
130 -4055.9043 2117.6190
131 -34119.0198 -4055.9043
132 9888.3472 -34119.0198
133 -51199.1985 9888.3472
134 -6640.9906 -51199.1985
135 57440.4327 -6640.9906
136 4139.7231 57440.4327
137 30218.0376 4139.7231
138 -28756.1901 30218.0376
139 -11930.8205 -28756.1901
140 -17683.9540 -11930.8205
141 -10896.1334 -17683.9540
142 10542.4708 -10896.1334
143 -7212.8986 10542.4708
144 6026.8028 -7212.8986
145 -26583.0292 6026.8028
146 -10085.3388 -26583.0292
147 -22653.8780 -10085.3388
148 -18349.9701 -22653.8780
149 -270.1046 -18349.9701
150 33945.1336 -270.1046
151 24842.7121 33945.1336
152 -9127.9903 24842.7121
153 13905.2130 -9127.9903
154 15940.6646 13905.2130
155 27674.0583 15940.6646
156 26766.6182 27674.0583
157 16584.1159 26766.6182
158 -21702.0745 16584.1159
159 -18180.1061 -21702.0745
160 25633.4058 -18180.1061
161 -30775.2804 25633.4058
162 -14121.4604 -30775.2804
163 -20513.6761 -14121.4604
164 -29260.7272 -20513.6761
165 38882.5772 -29260.7272
166 -5231.1673 38882.5772
167 6350.0234 -5231.1673
168 24308.7247 6350.0234
169 85780.4731 24308.7247
170 -11168.9530 85780.4731
171 418.4350 -11168.9530
172 12967.9041 418.4350
173 15167.7217 12967.9041
174 -96680.3336 15167.7217
175 8815.1511 -96680.3336
176 -39219.7616 8815.1511
177 12634.4085 -39219.7616
178 -6501.1102 12634.4085
179 34776.6770 -6501.1102
180 -25484.4773 34776.6770
181 -53824.7952 -25484.4773
182 7085.0262 -53824.7952
183 22448.0396 7085.0262
184 34396.8165 22448.0396
185 2479.0114 34396.8165
186 2152.6083 2479.0114
187 14822.6477 2152.6083
188 15327.5201 14822.6477
189 3023.5082 15327.5201
190 22777.8671 3023.5082
191 -543.0035 22777.8671
192 -18346.1874 -543.0035
193 -18877.0310 -18346.1874
194 3894.6053 -18877.0310
195 7333.0234 3894.6053
196 -12718.7072 7333.0234
197 623.3620 -12718.7072
198 -31724.5615 623.3620
199 -4849.9109 -31724.5615
200 8007.8272 -4849.9109
201 993.4903 8007.8272
202 16590.0693 993.4903
203 6458.6628 16590.0693
204 -29074.8450 6458.6628
205 -7606.8946 -29074.8450
206 -920.4736 -7606.8946
207 47650.9656 -920.4736
208 28326.2848 47650.9656
209 11443.6788 28326.2848
210 11220.8839 11443.6788
211 30856.2319 11220.8839
212 -269.6044 30856.2319
213 6612.1450 -269.6044
214 -31755.0085 6612.1450
215 -3540.7507 -31755.0085
216 -29468.9652 -3540.7507
217 -3182.2276 -29468.9652
218 4314.5935 -3182.2276
219 30970.5947 4314.5935
220 -11497.7193 30970.5947
221 -6658.2858 -11497.7193
222 -46591.9602 -6658.2858
223 8532.5894 -46591.9602
224 2821.9474 8532.5894
225 2815.0292 2821.9474
226 12340.9465 2815.0292
227 -24799.2699 12340.9465
228 -24558.0105 -24799.2699
229 -37726.6570 -24558.0105
230 -8095.3683 -37726.6570
231 -1617.2061 -8095.3683
232 -31899.1375 -1617.2061
233 -7626.6553 -31899.1375
234 -31031.3075 -7626.6553
235 -12026.5903 -31031.3075
236 56476.2207 -12026.5903
237 -8419.9424 56476.2207
238 -11426.2693 -8419.9424
239 -18213.4417 -11426.2693
240 11143.5676 -18213.4417
241 7539.0450 11143.5676
242 -12621.1429 7539.0450
243 -7033.2841 -12621.1429
244 -1325.8670 -7033.2841
245 -9555.3508 -1325.8670
246 -22624.5262 -9555.3508
247 22969.1526 -22624.5262
248 5549.5499 22969.1526
249 -18412.0445 5549.5499
250 15916.3598 -18412.0445
251 7180.1344 15916.3598
252 9778.0453 7180.1344
253 2881.8663 9778.0453
254 -15170.0055 2881.8663
255 2075.5114 -15170.0055
256 -14486.8040 2075.5114
257 9638.9177 -14486.8040
258 13302.3121 9638.9177
259 7560.3856 13302.3121
260 -14302.2095 7560.3856
261 10063.4181 -14302.2095
262 12321.4798 10063.4181
263 -5887.4340 12321.4798
264 -11263.9707 -5887.4340
265 9986.7865 -11263.9707
266 -15107.5783 9986.7865
267 -8461.0266 -15107.5783
268 50310.2912 -8461.0266
269 -24427.2384 50310.2912
270 -1202.3265 -24427.2384
271 6929.1728 -1202.3265
272 1627.8627 6929.1728
273 7023.3847 1627.8627
274 12591.8480 7023.3847
275 -18665.7134 12591.8480
276 12764.9834 -18665.7134
277 8453.2546 12764.9834
278 121.2855 8453.2546
279 20872.5287 121.2855
280 1173.2073 20872.5287
281 1694.6211 1173.2073
282 -3790.8548 1694.6211
283 10855.2197 -3790.8548
284 6230.7857 10855.2197
285 -5312.9839 6230.7857
286 6788.2522 -5312.9839
287 2447.9172 6788.2522
288 2370.3847 2447.9172
> 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/7qn2k1324566886.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8qdu81324566886.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9e8mq1324566886.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10ifo11324566886.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11yoxa1324566886.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/12ikhw1324566886.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/13nqnm1324566887.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/14ybtp1324566887.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/15yv9p1324566887.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/1694yn1324566887.tab")
+ }
>
> try(system("convert tmp/1i1ee1324566886.ps tmp/1i1ee1324566886.png",intern=TRUE))
character(0)
> try(system("convert tmp/2b9sy1324566886.ps tmp/2b9sy1324566886.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ii0w1324566886.ps tmp/3ii0w1324566886.png",intern=TRUE))
character(0)
> try(system("convert tmp/4ctm71324566886.ps tmp/4ctm71324566886.png",intern=TRUE))
character(0)
> try(system("convert tmp/5d38q1324566886.ps tmp/5d38q1324566886.png",intern=TRUE))
character(0)
> try(system("convert tmp/6y8n61324566886.ps tmp/6y8n61324566886.png",intern=TRUE))
character(0)
> try(system("convert tmp/7qn2k1324566886.ps tmp/7qn2k1324566886.png",intern=TRUE))
character(0)
> try(system("convert tmp/8qdu81324566886.ps tmp/8qdu81324566886.png",intern=TRUE))
character(0)
> try(system("convert tmp/9e8mq1324566886.ps tmp/9e8mq1324566886.png",intern=TRUE))
character(0)
> try(system("convert tmp/10ifo11324566886.ps tmp/10ifo11324566886.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
8.310 0.801 9.125