R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(94 + ,1418 + ,210907 + ,30 + ,103 + ,869 + ,120982 + ,28 + ,93 + ,1530 + ,176508 + ,38 + ,103 + ,2172 + ,179321 + ,30 + ,51 + ,901 + ,123185 + ,22 + ,70 + ,463 + ,52746 + ,26 + ,91 + ,3201 + ,385534 + ,25 + ,22 + ,371 + ,33170 + ,18 + ,38 + ,1192 + ,101645 + ,11 + ,93 + ,1583 + ,149061 + ,26 + ,60 + ,1439 + ,165446 + ,25 + ,123 + ,1764 + ,237213 + ,38 + ,148 + ,1495 + ,173326 + ,44 + ,90 + ,1373 + ,133131 + ,30 + ,124 + ,2187 + ,258873 + ,40 + ,70 + ,1491 + ,180083 + ,34 + ,168 + ,4041 + ,324799 + ,47 + ,115 + ,1706 + ,230964 + ,30 + ,71 + ,2152 + ,236785 + ,31 + ,66 + ,1036 + ,135473 + ,23 + ,134 + ,1882 + ,202925 + ,36 + ,117 + ,1929 + ,215147 + ,36 + ,108 + ,2242 + ,344297 + ,30 + ,84 + ,1220 + ,153935 + ,25 + ,156 + ,1289 + ,132943 + ,39 + ,120 + ,2515 + ,174724 + ,34 + ,114 + ,2147 + ,174415 + ,31 + ,94 + ,2352 + ,225548 + ,31 + ,120 + ,1638 + ,223632 + ,33 + ,81 + ,1222 + ,124817 + ,25 + ,110 + ,1812 + ,221698 + ,33 + ,133 + ,1677 + ,210767 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,46 + ,1461 + ,103425 + ,19 + ,61 + ,672 + ,70344 + ,16 + ,3 + ,778 + ,43410 + ,1 + ,52 + ,1141 + ,104838 + ,16 + ,25 + ,680 + ,62215 + ,10 + ,40 + ,1090 + ,69304 + ,19 + ,32 + ,616 + ,53117 + ,12 + ,4 + ,285 + ,19764 + ,2 + ,49 + ,1145 + ,86680 + ,14 + ,63 + ,733 + ,84105 + ,17 + ,67 + ,888 + ,77945 + ,19 + ,32 + ,849 + ,89113 + ,14 + ,23 + ,1182 + ,91005 + ,11 + ,7 + ,528 + ,40248 + ,4 + ,54 + ,642 + ,64187 + ,16 + ,37 + ,947 + ,50857 + ,20 + ,35 + ,819 + ,56613 + ,12 + ,51 + ,757 + ,62792 + ,15 + ,39 + ,894 + ,72535 + ,16) + ,dim=c(4 + ,289) + ,dimnames=list(c('Writing' + ,'Pageviews' + ,'TimeRFC' + ,'Reviews') + ,1:289)) > y <- array(NA,dim=c(4,289),dimnames=list(c('Writing','Pageviews','TimeRFC','Reviews'),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' > 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 Writing Pageviews TimeRFC Reviews 1 94 1418 210907 30 2 103 869 120982 28 3 93 1530 176508 38 4 103 2172 179321 30 5 51 901 123185 22 6 70 463 52746 26 7 91 3201 385534 25 8 22 371 33170 18 9 38 1192 101645 11 10 93 1583 149061 26 11 60 1439 165446 25 12 123 1764 237213 38 13 148 1495 173326 44 14 90 1373 133131 30 15 124 2187 258873 40 16 70 1491 180083 34 17 168 4041 324799 47 18 115 1706 230964 30 19 71 2152 236785 31 20 66 1036 135473 23 21 134 1882 202925 36 22 117 1929 215147 36 23 108 2242 344297 30 24 84 1220 153935 25 25 156 1289 132943 39 26 120 2515 174724 34 27 114 2147 174415 31 28 94 2352 225548 31 29 120 1638 223632 33 30 81 1222 124817 25 31 110 1812 221698 33 32 133 1677 210767 35 33 122 1579 170266 42 34 158 1731 260561 43 35 109 807 84853 30 36 124 2452 294424 33 37 39 829 101011 13 38 92 1940 215641 32 39 126 2662 325107 36 40 0 186 7176 0 41 70 1499 167542 28 42 37 865 106408 14 43 38 1793 96560 17 44 120 2527 265769 32 45 93 2747 269651 30 46 95 1324 149112 35 47 77 2702 175824 20 48 90 1383 152871 28 49 80 1179 111665 28 50 31 2099 116408 39 51 110 4308 362301 34 52 66 918 78800 26 53 138 1831 183167 39 54 133 3373 277965 39 55 113 1713 150629 33 56 100 1438 168809 28 57 7 496 24188 4 58 140 2253 329267 39 59 61 744 65029 18 60 41 1161 101097 14 61 96 2352 218946 29 62 164 2144 244052 44 63 78 4691 341570 21 64 49 1112 103597 16 65 102 2694 233328 28 66 124 1973 256462 35 67 99 1769 206161 28 68 129 3148 311473 38 69 62 2474 235800 23 70 73 2084 177939 36 71 114 1954 207176 32 72 99 1226 196553 29 73 70 1389 174184 25 74 104 1496 143246 27 75 116 2269 187559 36 76 91 1833 187681 28 77 74 1268 119016 23 78 138 1943 182192 40 79 67 893 73566 23 80 151 1762 194979 40 81 72 1403 167488 28 82 120 1425 143756 34 83 115 1857 275541 33 84 105 1840 243199 28 85 104 1502 182999 34 86 108 1441 135649 30 87 98 1420 152299 33 88 69 1416 120221 22 89 111 2970 346485 38 90 99 1317 145790 26 91 71 1644 193339 35 92 27 870 80953 8 93 69 1654 122774 24 94 107 1054 130585 29 95 73 937 112611 20 96 107 3004 286468 29 97 93 2008 241066 45 98 129 2547 148446 37 99 69 1885 204713 33 100 118 1626 182079 33 101 73 1468 140344 25 102 119 2445 220516 32 103 104 1964 243060 29 104 107 1381 162765 28 105 99 1369 182613 28 106 90 1659 232138 31 107 197 2888 265318 52 108 36 1290 85574 21 109 85 2845 310839 24 110 139 1982 225060 41 111 106 1904 232317 33 112 50 1391 144966 32 113 64 602 43287 19 114 31 1743 155754 20 115 63 1559 164709 31 116 92 2014 201940 31 117 106 2143 235454 32 118 63 2146 220801 18 119 69 874 99466 23 120 41 1590 92661 17 121 56 1590 133328 20 122 25 1210 61361 12 123 65 2072 125930 17 124 93 1281 100750 30 125 114 1401 224549 31 126 38 834 82316 10 127 44 1105 102010 13 128 87 1272 101523 22 129 110 1944 243511 42 130 0 391 22938 1 131 27 761 41566 9 132 83 1605 152474 32 133 30 530 61857 11 134 80 1988 99923 25 135 98 1386 132487 36 136 82 2395 317394 31 137 0 387 21054 0 138 60 1742 209641 24 139 28 620 22648 13 140 9 449 31414 8 141 33 800 46698 13 142 59 1684 131698 19 143 49 1050 91735 18 144 115 2699 244749 33 145 140 1606 184510 40 146 49 1502 79863 22 147 120 1204 128423 38 148 66 1138 97839 24 149 21 568 38214 8 150 124 1459 151101 35 151 152 2158 272458 43 152 139 1111 172494 43 153 38 1421 108043 14 154 144 2833 328107 41 155 120 1955 250579 38 156 160 2922 351067 45 157 114 1002 158015 31 158 39 1060 98866 13 159 78 956 85439 28 160 119 2186 229242 31 161 141 3604 351619 40 162 101 1035 84207 30 163 56 1417 120445 16 164 133 3261 324598 37 165 83 1587 131069 30 166 116 1424 204271 35 167 90 1701 165543 32 168 36 1249 141722 27 169 50 946 116048 20 170 61 1926 250047 18 171 97 3352 299775 31 172 98 1641 195838 31 173 78 2035 173260 21 174 117 2312 254488 39 175 148 1369 104389 41 176 41 1577 136084 13 177 105 2201 199476 32 178 55 961 92499 18 179 132 1900 224330 39 180 44 1254 135781 14 181 21 1335 74408 7 182 50 1597 81240 17 183 0 207 14688 0 184 73 1645 181633 30 185 86 2429 271856 37 186 0 151 7199 0 187 13 474 46660 5 188 4 141 17547 1 189 57 1639 133368 16 190 48 872 95227 32 191 46 1318 152601 24 192 48 1018 98146 17 193 32 1383 79619 11 194 68 1314 59194 24 195 87 1335 139942 22 196 43 1403 118612 12 197 67 910 72880 19 198 46 616 65475 13 199 46 1407 99643 17 200 56 771 71965 15 201 48 766 77272 16 202 44 473 49289 24 203 60 1376 135131 15 204 65 1232 108446 17 205 55 1521 89746 18 206 38 572 44296 20 207 52 1059 77648 16 208 60 1544 181528 16 209 54 1230 134019 18 210 86 1206 124064 22 211 24 1205 92630 8 212 52 1255 121848 17 213 49 613 52915 18 214 61 721 81872 16 215 61 1109 58981 23 216 81 740 53515 22 217 43 1126 60812 13 218 40 728 56375 13 219 40 689 65490 16 220 56 592 80949 16 221 68 995 76302 20 222 79 1613 104011 22 223 47 2048 98104 17 224 57 705 67989 18 225 41 301 30989 17 226 29 1803 135458 12 227 3 799 73504 7 228 60 861 63123 17 229 30 1186 61254 14 230 79 1451 74914 23 231 47 628 31774 17 232 40 1161 81437 14 233 48 1463 87186 15 234 36 742 50090 17 235 42 979 65745 21 236 49 675 56653 18 237 57 1241 158399 18 238 12 676 46455 17 239 40 1049 73624 17 240 43 620 38395 16 241 33 1081 91899 15 242 77 1688 139526 21 243 43 736 52164 16 244 45 617 51567 14 245 47 812 70551 15 246 43 1051 84856 17 247 45 1656 102538 15 248 50 705 86678 15 249 35 945 85709 10 250 7 554 34662 6 251 71 1597 150580 22 252 67 982 99611 21 253 0 222 19349 1 254 62 1212 99373 18 255 54 1143 86230 17 256 4 435 30837 4 257 25 532 31706 10 258 40 882 89806 16 259 38 608 62088 16 260 19 459 40151 9 261 17 578 27634 16 262 67 826 76990 17 263 14 509 37460 7 264 30 717 54157 15 265 54 637 49862 14 266 35 857 84337 14 267 59 830 64175 18 268 24 652 59382 12 269 58 707 119308 16 270 42 954 76702 21 271 46 1461 103425 19 272 61 672 70344 16 273 3 778 43410 1 274 52 1141 104838 16 275 25 680 62215 10 276 40 1090 69304 19 277 32 616 53117 12 278 4 285 19764 2 279 49 1145 86680 14 280 63 733 84105 17 281 67 888 77945 19 282 32 849 89113 14 283 23 1182 91005 11 284 7 528 40248 4 285 54 642 64187 16 286 37 947 50857 20 287 35 819 56613 12 288 51 757 62792 15 289 39 894 72535 16 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Pageviews TimeRFC Reviews -6.400e+00 -1.597e-03 9.414e-05 2.896e+00 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -83.145 -6.311 1.796 9.049 39.005 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -6.400e+00 2.294e+00 -2.790 0.005618 ** Pageviews -1.597e-03 2.646e-03 -0.604 0.546523 TimeRFC 9.414e-05 2.708e-05 3.476 0.000588 *** Reviews 2.896e+00 1.270e-01 22.808 < 2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 14.88 on 285 degrees of freedom Multiple R-squared: 0.8557, Adjusted R-squared: 0.8542 F-statistic: 563.3 on 3 and 285 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,] 0.8166382 3.667236e-01 1.833618e-01 [2,] 0.8761036 2.477929e-01 1.238964e-01 [3,] 0.8213928 3.572143e-01 1.786072e-01 [4,] 0.7923519 4.152963e-01 2.076481e-01 [5,] 0.7767772 4.464455e-01 2.232228e-01 [6,] 0.7115711 5.768578e-01 2.884289e-01 [7,] 0.6795391 6.409218e-01 3.204609e-01 [8,] 0.5915861 8.168279e-01 4.084139e-01 [9,] 0.5228765 9.542469e-01 4.771235e-01 [10,] 0.7819222 4.361556e-01 2.180778e-01 [11,] 0.7257561 5.484878e-01 2.742439e-01 [12,] 0.7879901 4.240199e-01 2.120099e-01 [13,] 0.8869372 2.261256e-01 1.130628e-01 [14,] 0.8506569 2.986861e-01 1.493431e-01 [15,] 0.8817142 2.365716e-01 1.182858e-01 [16,] 0.8467365 3.065271e-01 1.532635e-01 [17,] 0.8129725 3.740549e-01 1.870275e-01 [18,] 0.7888142 4.223715e-01 2.111858e-01 [19,] 0.9310774 1.378452e-01 6.892259e-02 [20,] 0.9149011 1.701977e-01 8.509887e-02 [21,] 0.9060643 1.878714e-01 9.393569e-02 [22,] 0.8890368 2.219264e-01 1.109632e-01 [23,] 0.8849126 2.301749e-01 1.150874e-01 [24,] 0.8600295 2.799409e-01 1.399705e-01 [25,] 0.8276422 3.447156e-01 1.723578e-01 [26,] 0.8472915 3.054170e-01 1.527085e-01 [27,] 0.8396960 3.206080e-01 1.603040e-01 [28,] 0.8387910 3.224180e-01 1.612090e-01 [29,] 0.8573710 2.852580e-01 1.426290e-01 [30,] 0.8410544 3.178912e-01 1.589456e-01 [31,] 0.8144737 3.710526e-01 1.855263e-01 [32,] 0.8058320 3.883360e-01 1.941680e-01 [33,] 0.7692499 4.615002e-01 2.307501e-01 [34,] 0.7634139 4.731722e-01 2.365861e-01 [35,] 0.7828848 4.342304e-01 2.171152e-01 [36,] 0.7465268 5.069464e-01 2.534732e-01 [37,] 0.7312302 5.375395e-01 2.687698e-01 [38,] 0.7139585 5.720831e-01 2.860415e-01 [39,] 0.6884290 6.231420e-01 3.115710e-01 [40,] 0.6874875 6.250249e-01 3.125125e-01 [41,] 0.6700500 6.598999e-01 3.299500e-01 [42,] 0.6283163 7.433674e-01 3.716837e-01 [43,] 0.5884163 8.231674e-01 4.115837e-01 [44,] 0.9994418 1.116318e-03 5.581590e-04 [45,] 0.9992662 1.467565e-03 7.337824e-04 [46,] 0.9990100 1.980061e-03 9.900303e-04 [47,] 0.9990813 1.837370e-03 9.186849e-04 [48,] 0.9987811 2.437712e-03 1.218856e-03 [49,] 0.9986584 2.683257e-03 1.341629e-03 [50,] 0.9984293 3.141476e-03 1.570738e-03 [51,] 0.9978771 4.245859e-03 2.122929e-03 [52,] 0.9971643 5.671368e-03 2.835684e-03 [53,] 0.9967600 6.479953e-03 3.239976e-03 [54,] 0.9956260 8.747946e-03 4.373973e-03 [55,] 0.9941733 1.165334e-02 5.826668e-03 [56,] 0.9955202 8.959629e-03 4.479815e-03 [57,] 0.9941036 1.179287e-02 5.896437e-03 [58,] 0.9922716 1.545673e-02 7.728366e-03 [59,] 0.9909142 1.817152e-02 9.085758e-03 [60,] 0.9887322 2.253552e-02 1.126776e-02 [61,] 0.9861986 2.760287e-02 1.380144e-02 [62,] 0.9824241 3.515171e-02 1.757585e-02 [63,] 0.9828488 3.430233e-02 1.715116e-02 [64,] 0.9950855 9.829046e-03 4.914523e-03 [65,] 0.9943619 1.127618e-02 5.638092e-03 [66,] 0.9928043 1.439142e-02 7.195709e-03 [67,] 0.9917270 1.654594e-02 8.272968e-03 [68,] 0.9935745 1.285100e-02 6.425502e-03 [69,] 0.9918676 1.626487e-02 8.132433e-03 [70,] 0.9895533 2.089344e-02 1.044672e-02 [71,] 0.9870459 2.590823e-02 1.295411e-02 [72,] 0.9865977 2.680457e-02 1.340229e-02 [73,] 0.9831439 3.371222e-02 1.685611e-02 [74,] 0.9885517 2.289669e-02 1.144834e-02 [75,] 0.9890098 2.198047e-02 1.099024e-02 [76,] 0.9893731 2.125384e-02 1.062692e-02 [77,] 0.9868151 2.636985e-02 1.318493e-02 [78,] 0.9849346 3.013075e-02 1.506537e-02 [79,] 0.9814816 3.703687e-02 1.851844e-02 [80,] 0.9825345 3.493095e-02 1.746547e-02 [81,] 0.9785611 4.287789e-02 2.143895e-02 [82,] 0.9737508 5.249847e-02 2.624924e-02 [83,] 0.9791051 4.178985e-02 2.089493e-02 [84,] 0.9811611 3.767781e-02 1.883890e-02 [85,] 0.9953567 9.286687e-03 4.643343e-03 [86,] 0.9941542 1.169167e-02 5.845835e-03 [87,] 0.9925570 1.488610e-02 7.443049e-03 [88,] 0.9934480 1.310395e-02 6.551975e-03 [89,] 0.9929063 1.418741e-02 7.093703e-03 [90,] 0.9914467 1.710653e-02 8.553267e-03 [91,] 0.9994347 1.130617e-03 5.653083e-04 [92,] 0.9995114 9.771970e-04 4.885985e-04 [93,] 0.9998936 2.128628e-04 1.064314e-04 [94,] 0.9998893 2.214200e-04 1.107100e-04 [95,] 0.9998482 3.035856e-04 1.517928e-04 [96,] 0.9998522 2.955709e-04 1.477855e-04 [97,] 0.9998078 3.843518e-04 1.921759e-04 [98,] 0.9998433 3.134073e-04 1.567037e-04 [99,] 0.9998096 3.807361e-04 1.903681e-04 [100,] 0.9997874 4.252985e-04 2.126492e-04 [101,] 0.9999403 1.193535e-04 5.967677e-05 [102,] 0.9999661 6.785903e-05 3.392952e-05 [103,] 0.9999519 9.625866e-05 4.812933e-05 [104,] 0.9999409 1.182309e-04 5.911545e-05 [105,] 0.9999172 1.655319e-04 8.276594e-05 [106,] 0.9999970 5.928290e-06 2.964145e-06 [107,] 0.9999967 6.640240e-06 3.320120e-06 [108,] 0.9999993 1.472319e-06 7.361593e-07 [109,] 0.9999999 2.583943e-07 1.291972e-07 [110,] 0.9999998 3.682633e-07 1.841317e-07 [111,] 0.9999997 5.722897e-07 2.861449e-07 [112,] 0.9999996 8.860041e-07 4.430021e-07 [113,] 0.9999993 1.357533e-06 6.787665e-07 [114,] 0.9999991 1.828489e-06 9.142443e-07 [115,] 0.9999987 2.633659e-06 1.316830e-06 [116,] 0.9999982 3.597866e-06 1.798933e-06 [117,] 0.9999981 3.802337e-06 1.901168e-06 [118,] 0.9999973 5.404051e-06 2.702026e-06 [119,] 0.9999971 5.895376e-06 2.947688e-06 [120,] 0.9999963 7.392484e-06 3.696242e-06 [121,] 0.9999948 1.041031e-05 5.205154e-06 [122,] 0.9999969 6.118035e-06 3.059017e-06 [123,] 0.9999985 3.003973e-06 1.501987e-06 [124,] 0.9999978 4.490988e-06 2.245494e-06 [125,] 0.9999968 6.465821e-06 3.232911e-06 [126,] 0.9999968 6.343012e-06 3.171506e-06 [127,] 0.9999953 9.438976e-06 4.719488e-06 [128,] 0.9999937 1.267977e-05 6.339884e-06 [129,] 0.9999922 1.554570e-05 7.772851e-06 [130,] 0.9999972 5.635455e-06 2.817728e-06 [131,] 0.9999960 8.016447e-06 4.008223e-06 [132,] 0.9999974 5.259591e-06 2.629795e-06 [133,] 0.9999962 7.613943e-06 3.806971e-06 [134,] 0.9999953 9.401024e-06 4.700512e-06 [135,] 0.9999931 1.387939e-05 6.939694e-06 [136,] 0.9999898 2.038749e-05 1.019375e-05 [137,] 0.9999855 2.903083e-05 1.451542e-05 [138,] 0.9999805 3.904483e-05 1.952241e-05 [139,] 0.9999819 3.626434e-05 1.813217e-05 [140,] 0.9999808 3.846726e-05 1.923363e-05 [141,] 0.9999744 5.118033e-05 2.559016e-05 [142,] 0.9999644 7.128629e-05 3.564315e-05 [143,] 0.9999494 1.012933e-04 5.064665e-05 [144,] 0.9999578 8.439203e-05 4.219602e-05 [145,] 0.9999535 9.292089e-05 4.646044e-05 [146,] 0.9999425 1.150258e-04 5.751288e-05 [147,] 0.9999216 1.567018e-04 7.835091e-05 [148,] 0.9998958 2.083975e-04 1.041988e-04 [149,] 0.9998563 2.873958e-04 1.436979e-04 [150,] 0.9998257 3.486702e-04 1.743351e-04 [151,] 0.9998750 2.500690e-04 1.250345e-04 [152,] 0.9998256 3.488347e-04 1.744174e-04 [153,] 0.9997598 4.803783e-04 2.401891e-04 [154,] 0.9998144 3.711124e-04 1.855562e-04 [155,] 0.9997583 4.834931e-04 2.417466e-04 [156,] 0.9997876 4.248305e-04 2.124152e-04 [157,] 0.9997271 5.458482e-04 2.729241e-04 [158,] 0.9996790 6.419613e-04 3.209807e-04 [159,] 0.9995784 8.431151e-04 4.215575e-04 [160,] 0.9995141 9.717668e-04 4.858834e-04 [161,] 0.9993774 1.245230e-03 6.226148e-04 [162,] 0.9999701 5.989004e-05 2.994502e-05 [163,] 0.9999634 7.312557e-05 3.656278e-05 [164,] 0.9999488 1.024060e-04 5.120302e-05 [165,] 0.9999365 1.270349e-04 6.351747e-05 [166,] 0.9999098 1.804047e-04 9.020235e-05 [167,] 0.9998942 2.116631e-04 1.058316e-04 [168,] 0.9998629 2.742263e-04 1.371132e-04 [169,] 0.9999782 4.368027e-05 2.184013e-05 [170,] 0.9999688 6.249595e-05 3.124798e-05 [171,] 0.9999584 8.313357e-05 4.156678e-05 [172,] 0.9999409 1.182516e-04 5.912578e-05 [173,] 0.9999465 1.069989e-04 5.349946e-05 [174,] 0.9999234 1.532869e-04 7.664345e-05 [175,] 0.9998932 2.135564e-04 1.067782e-04 [176,] 0.9998485 3.030627e-04 1.515314e-04 [177,] 0.9997915 4.170890e-04 2.085445e-04 [178,] 0.9998303 3.394564e-04 1.697282e-04 [179,] 0.9999804 3.912051e-05 1.956026e-05 [180,] 0.9999724 5.519997e-05 2.759999e-05 [181,] 0.9999594 8.117293e-05 4.058647e-05 [182,] 0.9999434 1.132021e-04 5.660103e-05 [183,] 0.9999204 1.592101e-04 7.960506e-05 [184,] 0.9999986 2.808110e-06 1.404055e-06 [185,] 0.9999999 1.221308e-07 6.106541e-08 [186,] 0.9999999 1.883474e-07 9.417371e-08 [187,] 0.9999998 3.122770e-07 1.561385e-07 [188,] 0.9999998 4.917234e-07 2.458617e-07 [189,] 0.9999998 4.764092e-07 2.382046e-07 [190,] 0.9999996 7.678260e-07 3.839130e-07 [191,] 0.9999996 7.659432e-07 3.829716e-07 [192,] 0.9999995 9.854916e-07 4.927458e-07 [193,] 0.9999993 1.494902e-06 7.474509e-07 [194,] 0.9999993 1.477629e-06 7.388143e-07 [195,] 0.9999988 2.409241e-06 1.204620e-06 [196,] 0.9999996 8.320033e-07 4.160017e-07 [197,] 0.9999994 1.108020e-06 5.540100e-07 [198,] 0.9999994 1.193230e-06 5.966150e-07 [199,] 0.9999991 1.885787e-06 9.428934e-07 [200,] 0.9999994 1.294261e-06 6.471304e-07 [201,] 0.9999991 1.893262e-06 9.466312e-07 [202,] 0.9999985 3.051485e-06 1.525742e-06 [203,] 0.9999979 4.216965e-06 2.108482e-06 [204,] 0.9999982 3.585091e-06 1.792546e-06 [205,] 0.9999971 5.892100e-06 2.946050e-06 [206,] 0.9999954 9.262357e-06 4.631178e-06 [207,] 0.9999925 1.496516e-05 7.482581e-06 [208,] 0.9999924 1.515804e-05 7.579018e-06 [209,] 0.9999879 2.411546e-05 1.205773e-05 [210,] 0.9999944 1.117139e-05 5.585694e-06 [211,] 0.9999934 1.317250e-05 6.586248e-06 [212,] 0.9999903 1.940238e-05 9.701191e-06 [213,] 0.9999855 2.909609e-05 1.454805e-05 [214,] 0.9999800 3.994304e-05 1.997152e-05 [215,] 0.9999781 4.372883e-05 2.186442e-05 [216,] 0.9999833 3.331649e-05 1.665824e-05 [217,] 0.9999745 5.109734e-05 2.554867e-05 [218,] 0.9999634 7.324910e-05 3.662455e-05 [219,] 0.9999428 1.144924e-04 5.724618e-05 [220,] 0.9999353 1.293490e-04 6.467450e-05 [221,] 0.9999621 7.587840e-05 3.793920e-05 [222,] 0.9999693 6.132807e-05 3.066404e-05 [223,] 0.9999537 9.258896e-05 4.629448e-05 [224,] 0.9999833 3.341773e-05 1.670886e-05 [225,] 0.9999803 3.935876e-05 1.967938e-05 [226,] 0.9999674 6.513882e-05 3.256941e-05 [227,] 0.9999607 7.852801e-05 3.926400e-05 [228,] 0.9999409 1.182179e-04 5.910896e-05 [229,] 0.9999349 1.302837e-04 6.514187e-05 [230,] 0.9998950 2.099461e-04 1.049731e-04 [231,] 0.9999215 1.570983e-04 7.854913e-05 [232,] 0.9999951 9.785368e-06 4.892684e-06 [233,] 0.9999921 1.579953e-05 7.899765e-06 [234,] 0.9999875 2.508521e-05 1.254261e-05 [235,] 0.9999887 2.261747e-05 1.130873e-05 [236,] 0.9999868 2.630469e-05 1.315234e-05 [237,] 0.9999771 4.585021e-05 2.292511e-05 [238,] 0.9999693 6.146345e-05 3.073172e-05 [239,] 0.9999502 9.961989e-05 4.980994e-05 [240,] 0.9999218 1.564427e-04 7.822133e-05 [241,] 0.9998881 2.237163e-04 1.118582e-04 [242,] 0.9998082 3.835659e-04 1.917829e-04 [243,] 0.9996843 6.313731e-04 3.156865e-04 [244,] 0.9995034 9.932215e-04 4.966107e-04 [245,] 0.9991913 1.617344e-03 8.086719e-04 [246,] 0.9986939 2.612242e-03 1.306121e-03 [247,] 0.9978914 4.217197e-03 2.108599e-03 [248,] 0.9975286 4.942714e-03 2.471357e-03 [249,] 0.9968867 6.226571e-03 3.113286e-03 [250,] 0.9953051 9.389742e-03 4.694871e-03 [251,] 0.9929118 1.417644e-02 7.088219e-03 [252,] 0.9917121 1.657581e-02 8.287904e-03 [253,] 0.9896699 2.066022e-02 1.033011e-02 [254,] 0.9854168 2.916637e-02 1.458319e-02 [255,] 0.9931528 1.369442e-02 6.847208e-03 [256,] 0.9956730 8.653923e-03 4.326961e-03 [257,] 0.9933613 1.327738e-02 6.638689e-03 [258,] 0.9928698 1.426031e-02 7.130156e-03 [259,] 0.9947981 1.040376e-02 5.201881e-03 [260,] 0.9930180 1.396405e-02 6.982027e-03 [261,] 0.9925070 1.498604e-02 7.493020e-03 [262,] 0.9922605 1.547900e-02 7.739498e-03 [263,] 0.9913342 1.733158e-02 8.665788e-03 [264,] 0.9951928 9.614450e-03 4.807225e-03 [265,] 0.9909704 1.805917e-02 9.029583e-03 [266,] 0.9888428 2.231435e-02 1.115718e-02 [267,] 0.9865887 2.682258e-02 1.341129e-02 [268,] 0.9754281 4.914385e-02 2.457192e-02 [269,] 0.9609475 7.810508e-02 3.905254e-02 [270,] 0.9395324 1.209353e-01 6.046765e-02 [271,] 0.9008893 1.982215e-01 9.911074e-02 [272,] 0.8376020 3.247960e-01 1.623980e-01 [273,] 0.8780884 2.438231e-01 1.219116e-01 [274,] 0.7966258 4.067483e-01 2.033742e-01 [275,] 0.8072468 3.855064e-01 1.927532e-01 [276,] 0.8652661 2.694679e-01 1.347339e-01 > postscript(file="/var/wessaorg/rcomp/tmp/1gc151324573982.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/2hq811324573982.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/37qtn1324573982.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/41ns71324573982.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5ahkq1324573982.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 -4.06553933 18.31446600 -24.81560109 9.11232356 -16.46641982 -3.11881700 7 8 9 10 11 12 -6.17655931 -26.25579802 4.88099313 12.60357985 -19.27297945 -0.15634501 13 14 15 16 17 18 13.05265186 -0.81587722 -6.31141182 -36.63085325 14.17294317 15.50643222 19 20 21 22 23 24 -31.22497169 -5.30340846 20.05169259 1.97623825 -1.30609030 5.46078358 25 26 27 28 29 30 39.00456766 15.50940604 17.63832390 -6.84767295 12.40032443 5.20504008 31 32 33 34 35 36 2.86033936 20.88189585 -6.73331291 18.11356242 21.82468312 11.03654492 37 38 39 40 41 42 -0.43098939 -11.46910768 1.79593405 6.02178946 -18.06213170 -5.77743155 43 44 45 46 47 48 -11.05563806 12.74972610 -8.47248067 -11.87802656 13.24712748 3.13363886 49 50 51 52 53 54 -3.31325817 -83.14495847 -9.28418688 -8.84460786 17.14247937 5.68180242 55 56 57 58 59 60 12.39236713 11.72115348 0.33196436 6.06328316 10.34095932 -0.80463007 61 62 63 64 65 66 1.56560785 23.43150708 -1.07417259 1.08996158 9.65396143 8.05317976 67 68 69 70 71 72 7.73372732 1.06395380 -16.45069935 -38.27353341 11.35012056 4.87488066 73 74 75 76 77 78 -10.17541489 21.11610859 4.11640226 1.57560309 4.61640012 14.51727964 79 80 81 82 83 84 1.29585473 26.02442103 -16.21040297 16.68340585 2.86364200 10.36052451 85 86 87 88 89 90 -2.88778290 17.05571370 -3.23289165 2.63528394 -20.51629238 18.48657966 91 92 93 94 95 96 -39.53021187 4.00217421 -3.01664719 18.81010560 12.37827847 7.25086820 97 98 99 100 101 102 -50.40055062 18.34654954 -36.42414169 14.29280196 -3.86364346 15.87868697 103 104 105 106 107 108 6.67579614 19.19905914 9.31147196 -12.57506009 32.45093122 -24.40855625 109 110 111 112 113 114 -2.81783995 8.64824744 -1.99232946 -47.69301944 12.26493794 -32.39550525 115 116 117 118 119 120 -33.38728599 -7.16523860 0.99005039 -0.08322829 0.82737238 -8.01288166 121 122 123 124 125 126 -5.52881288 -7.19396140 13.62526486 5.08538638 11.72719995 9.02456564 127 128 129 130 131 132 4.91586297 22.16541307 -25.04526121 1.96959229 4.63990400 -15.05794197 133 134 135 136 137 138 -0.43101859 7.77211199 -10.10986495 -27.42502809 5.03645174 -20.05341256 139 140 141 142 143 144 -4.38805008 -10.00693016 -1.36448886 0.67068546 -3.68422759 7.10733572 145 146 147 148 149 150 15.76073299 -13.42818192 6.19017750 -4.49363896 1.54303865 17.15039123 151 152 153 154 155 156 11.67573113 6.41345115 -4.04316556 5.30720608 -4.10945937 7.70442296 157 158 159 160 161 162 17.35308625 0.13994261 -3.20066884 17.53941174 4.22139847 14.24971243 163 164 165 166 167 168 6.99117315 6.90482205 -7.27991508 4.08925210 -9.13485502 -47.13499633 169 170 171 172 173 174 -10.93089109 -5.18777705 -9.23768616 -1.18666535 10.52710146 -9.80304713 175 176 177 178 179 180 28.02853914 -0.53774469 3.46953897 2.10167973 7.37776932 -0.92109220 181 182 183 184 185 186 2.25700435 2.07343146 5.34818368 -21.94717265 -36.45931316 5.96371378 187 188 189 190 191 192 1.28549263 6.07772023 7.12928196 -45.83984606 -29.36119266 -2.44295742 193 194 195 196 197 198 1.25955172 1.42540961 18.64942844 5.72494636 12.97117433 9.57398360 199 200 201 202 203 204 -3.96247377 13.41884989 2.01538479 -22.98562051 12.43908821 13.92929142 205 206 207 208 209 210 3.25540572 -16.77386532 6.44804063 5.44391919 -2.37714818 18.93805478 211 212 213 214 215 216 0.43808806 -0.29558244 -0.72793837 14.51047269 -2.98611900 19.83486970 217 218 219 220 221 222 7.82763776 4.60953792 -4.99850418 9.39129024 10.88892618 14.47593031 223 224 225 226 227 228 -1.79363632 6.00001547 -4.26641139 -9.22189661 -16.51412642 12.60318050 229 230 231 232 233 234 -8.01402023 14.06033274 2.18205580 0.04609014 5.09143211 -10.36003657 235 236 237 238 239 240 -17.03873209 -0.98077843 -1.65461998 -34.12328232 -8.08502560 0.44189600 241 242 243 244 245 246 -10.96245603 12.14838329 -0.66896360 6.98893271 4.61745386 -6.13916996 247 248 249 250 251 252 0.95455790 5.92839078 5.88247737 -6.35316056 2.06653652 4.77803934 253 254 255 256 257 258 2.03747953 8.85554507 4.87845158 -3.39139218 0.30637713 -6.97921645 259 260 261 262 263 264 -6.80764536 -3.70932120 -24.61219562 18.24188149 -2.58433537 -10.99103235 265 266 267 268 269 270 16.18138404 -5.71252820 8.55873193 -8.89903938 7.96402088 -18.11011994 271 272 273 274 275 276 -10.02402815 15.51740153 3.66064422 4.01946427 -2.32920640 -13.40465423 277 278 279 280 281 282 -0.36678327 3.20315555 8.52697427 13.42353922 12.45923006 -9.17490286 283 284 285 286 287 288 -9.13337077 -1.12874687 9.04907558 -17.79245226 2.62839727 9.25999821 289 -6.33421859 > postscript(file="/var/wessaorg/rcomp/tmp/6r2js1324573982.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 -4.06553933 NA 1 18.31446600 -4.06553933 2 -24.81560109 18.31446600 3 9.11232356 -24.81560109 4 -16.46641982 9.11232356 5 -3.11881700 -16.46641982 6 -6.17655931 -3.11881700 7 -26.25579802 -6.17655931 8 4.88099313 -26.25579802 9 12.60357985 4.88099313 10 -19.27297945 12.60357985 11 -0.15634501 -19.27297945 12 13.05265186 -0.15634501 13 -0.81587722 13.05265186 14 -6.31141182 -0.81587722 15 -36.63085325 -6.31141182 16 14.17294317 -36.63085325 17 15.50643222 14.17294317 18 -31.22497169 15.50643222 19 -5.30340846 -31.22497169 20 20.05169259 -5.30340846 21 1.97623825 20.05169259 22 -1.30609030 1.97623825 23 5.46078358 -1.30609030 24 39.00456766 5.46078358 25 15.50940604 39.00456766 26 17.63832390 15.50940604 27 -6.84767295 17.63832390 28 12.40032443 -6.84767295 29 5.20504008 12.40032443 30 2.86033936 5.20504008 31 20.88189585 2.86033936 32 -6.73331291 20.88189585 33 18.11356242 -6.73331291 34 21.82468312 18.11356242 35 11.03654492 21.82468312 36 -0.43098939 11.03654492 37 -11.46910768 -0.43098939 38 1.79593405 -11.46910768 39 6.02178946 1.79593405 40 -18.06213170 6.02178946 41 -5.77743155 -18.06213170 42 -11.05563806 -5.77743155 43 12.74972610 -11.05563806 44 -8.47248067 12.74972610 45 -11.87802656 -8.47248067 46 13.24712748 -11.87802656 47 3.13363886 13.24712748 48 -3.31325817 3.13363886 49 -83.14495847 -3.31325817 50 -9.28418688 -83.14495847 51 -8.84460786 -9.28418688 52 17.14247937 -8.84460786 53 5.68180242 17.14247937 54 12.39236713 5.68180242 55 11.72115348 12.39236713 56 0.33196436 11.72115348 57 6.06328316 0.33196436 58 10.34095932 6.06328316 59 -0.80463007 10.34095932 60 1.56560785 -0.80463007 61 23.43150708 1.56560785 62 -1.07417259 23.43150708 63 1.08996158 -1.07417259 64 9.65396143 1.08996158 65 8.05317976 9.65396143 66 7.73372732 8.05317976 67 1.06395380 7.73372732 68 -16.45069935 1.06395380 69 -38.27353341 -16.45069935 70 11.35012056 -38.27353341 71 4.87488066 11.35012056 72 -10.17541489 4.87488066 73 21.11610859 -10.17541489 74 4.11640226 21.11610859 75 1.57560309 4.11640226 76 4.61640012 1.57560309 77 14.51727964 4.61640012 78 1.29585473 14.51727964 79 26.02442103 1.29585473 80 -16.21040297 26.02442103 81 16.68340585 -16.21040297 82 2.86364200 16.68340585 83 10.36052451 2.86364200 84 -2.88778290 10.36052451 85 17.05571370 -2.88778290 86 -3.23289165 17.05571370 87 2.63528394 -3.23289165 88 -20.51629238 2.63528394 89 18.48657966 -20.51629238 90 -39.53021187 18.48657966 91 4.00217421 -39.53021187 92 -3.01664719 4.00217421 93 18.81010560 -3.01664719 94 12.37827847 18.81010560 95 7.25086820 12.37827847 96 -50.40055062 7.25086820 97 18.34654954 -50.40055062 98 -36.42414169 18.34654954 99 14.29280196 -36.42414169 100 -3.86364346 14.29280196 101 15.87868697 -3.86364346 102 6.67579614 15.87868697 103 19.19905914 6.67579614 104 9.31147196 19.19905914 105 -12.57506009 9.31147196 106 32.45093122 -12.57506009 107 -24.40855625 32.45093122 108 -2.81783995 -24.40855625 109 8.64824744 -2.81783995 110 -1.99232946 8.64824744 111 -47.69301944 -1.99232946 112 12.26493794 -47.69301944 113 -32.39550525 12.26493794 114 -33.38728599 -32.39550525 115 -7.16523860 -33.38728599 116 0.99005039 -7.16523860 117 -0.08322829 0.99005039 118 0.82737238 -0.08322829 119 -8.01288166 0.82737238 120 -5.52881288 -8.01288166 121 -7.19396140 -5.52881288 122 13.62526486 -7.19396140 123 5.08538638 13.62526486 124 11.72719995 5.08538638 125 9.02456564 11.72719995 126 4.91586297 9.02456564 127 22.16541307 4.91586297 128 -25.04526121 22.16541307 129 1.96959229 -25.04526121 130 4.63990400 1.96959229 131 -15.05794197 4.63990400 132 -0.43101859 -15.05794197 133 7.77211199 -0.43101859 134 -10.10986495 7.77211199 135 -27.42502809 -10.10986495 136 5.03645174 -27.42502809 137 -20.05341256 5.03645174 138 -4.38805008 -20.05341256 139 -10.00693016 -4.38805008 140 -1.36448886 -10.00693016 141 0.67068546 -1.36448886 142 -3.68422759 0.67068546 143 7.10733572 -3.68422759 144 15.76073299 7.10733572 145 -13.42818192 15.76073299 146 6.19017750 -13.42818192 147 -4.49363896 6.19017750 148 1.54303865 -4.49363896 149 17.15039123 1.54303865 150 11.67573113 17.15039123 151 6.41345115 11.67573113 152 -4.04316556 6.41345115 153 5.30720608 -4.04316556 154 -4.10945937 5.30720608 155 7.70442296 -4.10945937 156 17.35308625 7.70442296 157 0.13994261 17.35308625 158 -3.20066884 0.13994261 159 17.53941174 -3.20066884 160 4.22139847 17.53941174 161 14.24971243 4.22139847 162 6.99117315 14.24971243 163 6.90482205 6.99117315 164 -7.27991508 6.90482205 165 4.08925210 -7.27991508 166 -9.13485502 4.08925210 167 -47.13499633 -9.13485502 168 -10.93089109 -47.13499633 169 -5.18777705 -10.93089109 170 -9.23768616 -5.18777705 171 -1.18666535 -9.23768616 172 10.52710146 -1.18666535 173 -9.80304713 10.52710146 174 28.02853914 -9.80304713 175 -0.53774469 28.02853914 176 3.46953897 -0.53774469 177 2.10167973 3.46953897 178 7.37776932 2.10167973 179 -0.92109220 7.37776932 180 2.25700435 -0.92109220 181 2.07343146 2.25700435 182 5.34818368 2.07343146 183 -21.94717265 5.34818368 184 -36.45931316 -21.94717265 185 5.96371378 -36.45931316 186 1.28549263 5.96371378 187 6.07772023 1.28549263 188 7.12928196 6.07772023 189 -45.83984606 7.12928196 190 -29.36119266 -45.83984606 191 -2.44295742 -29.36119266 192 1.25955172 -2.44295742 193 1.42540961 1.25955172 194 18.64942844 1.42540961 195 5.72494636 18.64942844 196 12.97117433 5.72494636 197 9.57398360 12.97117433 198 -3.96247377 9.57398360 199 13.41884989 -3.96247377 200 2.01538479 13.41884989 201 -22.98562051 2.01538479 202 12.43908821 -22.98562051 203 13.92929142 12.43908821 204 3.25540572 13.92929142 205 -16.77386532 3.25540572 206 6.44804063 -16.77386532 207 5.44391919 6.44804063 208 -2.37714818 5.44391919 209 18.93805478 -2.37714818 210 0.43808806 18.93805478 211 -0.29558244 0.43808806 212 -0.72793837 -0.29558244 213 14.51047269 -0.72793837 214 -2.98611900 14.51047269 215 19.83486970 -2.98611900 216 7.82763776 19.83486970 217 4.60953792 7.82763776 218 -4.99850418 4.60953792 219 9.39129024 -4.99850418 220 10.88892618 9.39129024 221 14.47593031 10.88892618 222 -1.79363632 14.47593031 223 6.00001547 -1.79363632 224 -4.26641139 6.00001547 225 -9.22189661 -4.26641139 226 -16.51412642 -9.22189661 227 12.60318050 -16.51412642 228 -8.01402023 12.60318050 229 14.06033274 -8.01402023 230 2.18205580 14.06033274 231 0.04609014 2.18205580 232 5.09143211 0.04609014 233 -10.36003657 5.09143211 234 -17.03873209 -10.36003657 235 -0.98077843 -17.03873209 236 -1.65461998 -0.98077843 237 -34.12328232 -1.65461998 238 -8.08502560 -34.12328232 239 0.44189600 -8.08502560 240 -10.96245603 0.44189600 241 12.14838329 -10.96245603 242 -0.66896360 12.14838329 243 6.98893271 -0.66896360 244 4.61745386 6.98893271 245 -6.13916996 4.61745386 246 0.95455790 -6.13916996 247 5.92839078 0.95455790 248 5.88247737 5.92839078 249 -6.35316056 5.88247737 250 2.06653652 -6.35316056 251 4.77803934 2.06653652 252 2.03747953 4.77803934 253 8.85554507 2.03747953 254 4.87845158 8.85554507 255 -3.39139218 4.87845158 256 0.30637713 -3.39139218 257 -6.97921645 0.30637713 258 -6.80764536 -6.97921645 259 -3.70932120 -6.80764536 260 -24.61219562 -3.70932120 261 18.24188149 -24.61219562 262 -2.58433537 18.24188149 263 -10.99103235 -2.58433537 264 16.18138404 -10.99103235 265 -5.71252820 16.18138404 266 8.55873193 -5.71252820 267 -8.89903938 8.55873193 268 7.96402088 -8.89903938 269 -18.11011994 7.96402088 270 -10.02402815 -18.11011994 271 15.51740153 -10.02402815 272 3.66064422 15.51740153 273 4.01946427 3.66064422 274 -2.32920640 4.01946427 275 -13.40465423 -2.32920640 276 -0.36678327 -13.40465423 277 3.20315555 -0.36678327 278 8.52697427 3.20315555 279 13.42353922 8.52697427 280 12.45923006 13.42353922 281 -9.17490286 12.45923006 282 -9.13337077 -9.17490286 283 -1.12874687 -9.13337077 284 9.04907558 -1.12874687 285 -17.79245226 9.04907558 286 2.62839727 -17.79245226 287 9.25999821 2.62839727 288 -6.33421859 9.25999821 289 NA -6.33421859 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 18.31446600 -4.06553933 [2,] -24.81560109 18.31446600 [3,] 9.11232356 -24.81560109 [4,] -16.46641982 9.11232356 [5,] -3.11881700 -16.46641982 [6,] -6.17655931 -3.11881700 [7,] -26.25579802 -6.17655931 [8,] 4.88099313 -26.25579802 [9,] 12.60357985 4.88099313 [10,] -19.27297945 12.60357985 [11,] -0.15634501 -19.27297945 [12,] 13.05265186 -0.15634501 [13,] -0.81587722 13.05265186 [14,] -6.31141182 -0.81587722 [15,] -36.63085325 -6.31141182 [16,] 14.17294317 -36.63085325 [17,] 15.50643222 14.17294317 [18,] -31.22497169 15.50643222 [19,] -5.30340846 -31.22497169 [20,] 20.05169259 -5.30340846 [21,] 1.97623825 20.05169259 [22,] -1.30609030 1.97623825 [23,] 5.46078358 -1.30609030 [24,] 39.00456766 5.46078358 [25,] 15.50940604 39.00456766 [26,] 17.63832390 15.50940604 [27,] -6.84767295 17.63832390 [28,] 12.40032443 -6.84767295 [29,] 5.20504008 12.40032443 [30,] 2.86033936 5.20504008 [31,] 20.88189585 2.86033936 [32,] -6.73331291 20.88189585 [33,] 18.11356242 -6.73331291 [34,] 21.82468312 18.11356242 [35,] 11.03654492 21.82468312 [36,] -0.43098939 11.03654492 [37,] -11.46910768 -0.43098939 [38,] 1.79593405 -11.46910768 [39,] 6.02178946 1.79593405 [40,] -18.06213170 6.02178946 [41,] -5.77743155 -18.06213170 [42,] -11.05563806 -5.77743155 [43,] 12.74972610 -11.05563806 [44,] -8.47248067 12.74972610 [45,] -11.87802656 -8.47248067 [46,] 13.24712748 -11.87802656 [47,] 3.13363886 13.24712748 [48,] -3.31325817 3.13363886 [49,] -83.14495847 -3.31325817 [50,] -9.28418688 -83.14495847 [51,] -8.84460786 -9.28418688 [52,] 17.14247937 -8.84460786 [53,] 5.68180242 17.14247937 [54,] 12.39236713 5.68180242 [55,] 11.72115348 12.39236713 [56,] 0.33196436 11.72115348 [57,] 6.06328316 0.33196436 [58,] 10.34095932 6.06328316 [59,] -0.80463007 10.34095932 [60,] 1.56560785 -0.80463007 [61,] 23.43150708 1.56560785 [62,] -1.07417259 23.43150708 [63,] 1.08996158 -1.07417259 [64,] 9.65396143 1.08996158 [65,] 8.05317976 9.65396143 [66,] 7.73372732 8.05317976 [67,] 1.06395380 7.73372732 [68,] -16.45069935 1.06395380 [69,] -38.27353341 -16.45069935 [70,] 11.35012056 -38.27353341 [71,] 4.87488066 11.35012056 [72,] -10.17541489 4.87488066 [73,] 21.11610859 -10.17541489 [74,] 4.11640226 21.11610859 [75,] 1.57560309 4.11640226 [76,] 4.61640012 1.57560309 [77,] 14.51727964 4.61640012 [78,] 1.29585473 14.51727964 [79,] 26.02442103 1.29585473 [80,] -16.21040297 26.02442103 [81,] 16.68340585 -16.21040297 [82,] 2.86364200 16.68340585 [83,] 10.36052451 2.86364200 [84,] -2.88778290 10.36052451 [85,] 17.05571370 -2.88778290 [86,] -3.23289165 17.05571370 [87,] 2.63528394 -3.23289165 [88,] -20.51629238 2.63528394 [89,] 18.48657966 -20.51629238 [90,] -39.53021187 18.48657966 [91,] 4.00217421 -39.53021187 [92,] -3.01664719 4.00217421 [93,] 18.81010560 -3.01664719 [94,] 12.37827847 18.81010560 [95,] 7.25086820 12.37827847 [96,] -50.40055062 7.25086820 [97,] 18.34654954 -50.40055062 [98,] -36.42414169 18.34654954 [99,] 14.29280196 -36.42414169 [100,] -3.86364346 14.29280196 [101,] 15.87868697 -3.86364346 [102,] 6.67579614 15.87868697 [103,] 19.19905914 6.67579614 [104,] 9.31147196 19.19905914 [105,] -12.57506009 9.31147196 [106,] 32.45093122 -12.57506009 [107,] -24.40855625 32.45093122 [108,] -2.81783995 -24.40855625 [109,] 8.64824744 -2.81783995 [110,] -1.99232946 8.64824744 [111,] -47.69301944 -1.99232946 [112,] 12.26493794 -47.69301944 [113,] -32.39550525 12.26493794 [114,] -33.38728599 -32.39550525 [115,] -7.16523860 -33.38728599 [116,] 0.99005039 -7.16523860 [117,] -0.08322829 0.99005039 [118,] 0.82737238 -0.08322829 [119,] -8.01288166 0.82737238 [120,] -5.52881288 -8.01288166 [121,] -7.19396140 -5.52881288 [122,] 13.62526486 -7.19396140 [123,] 5.08538638 13.62526486 [124,] 11.72719995 5.08538638 [125,] 9.02456564 11.72719995 [126,] 4.91586297 9.02456564 [127,] 22.16541307 4.91586297 [128,] -25.04526121 22.16541307 [129,] 1.96959229 -25.04526121 [130,] 4.63990400 1.96959229 [131,] -15.05794197 4.63990400 [132,] -0.43101859 -15.05794197 [133,] 7.77211199 -0.43101859 [134,] -10.10986495 7.77211199 [135,] -27.42502809 -10.10986495 [136,] 5.03645174 -27.42502809 [137,] -20.05341256 5.03645174 [138,] -4.38805008 -20.05341256 [139,] -10.00693016 -4.38805008 [140,] -1.36448886 -10.00693016 [141,] 0.67068546 -1.36448886 [142,] -3.68422759 0.67068546 [143,] 7.10733572 -3.68422759 [144,] 15.76073299 7.10733572 [145,] -13.42818192 15.76073299 [146,] 6.19017750 -13.42818192 [147,] -4.49363896 6.19017750 [148,] 1.54303865 -4.49363896 [149,] 17.15039123 1.54303865 [150,] 11.67573113 17.15039123 [151,] 6.41345115 11.67573113 [152,] -4.04316556 6.41345115 [153,] 5.30720608 -4.04316556 [154,] -4.10945937 5.30720608 [155,] 7.70442296 -4.10945937 [156,] 17.35308625 7.70442296 [157,] 0.13994261 17.35308625 [158,] -3.20066884 0.13994261 [159,] 17.53941174 -3.20066884 [160,] 4.22139847 17.53941174 [161,] 14.24971243 4.22139847 [162,] 6.99117315 14.24971243 [163,] 6.90482205 6.99117315 [164,] -7.27991508 6.90482205 [165,] 4.08925210 -7.27991508 [166,] -9.13485502 4.08925210 [167,] -47.13499633 -9.13485502 [168,] -10.93089109 -47.13499633 [169,] -5.18777705 -10.93089109 [170,] -9.23768616 -5.18777705 [171,] -1.18666535 -9.23768616 [172,] 10.52710146 -1.18666535 [173,] -9.80304713 10.52710146 [174,] 28.02853914 -9.80304713 [175,] -0.53774469 28.02853914 [176,] 3.46953897 -0.53774469 [177,] 2.10167973 3.46953897 [178,] 7.37776932 2.10167973 [179,] -0.92109220 7.37776932 [180,] 2.25700435 -0.92109220 [181,] 2.07343146 2.25700435 [182,] 5.34818368 2.07343146 [183,] -21.94717265 5.34818368 [184,] -36.45931316 -21.94717265 [185,] 5.96371378 -36.45931316 [186,] 1.28549263 5.96371378 [187,] 6.07772023 1.28549263 [188,] 7.12928196 6.07772023 [189,] -45.83984606 7.12928196 [190,] -29.36119266 -45.83984606 [191,] -2.44295742 -29.36119266 [192,] 1.25955172 -2.44295742 [193,] 1.42540961 1.25955172 [194,] 18.64942844 1.42540961 [195,] 5.72494636 18.64942844 [196,] 12.97117433 5.72494636 [197,] 9.57398360 12.97117433 [198,] -3.96247377 9.57398360 [199,] 13.41884989 -3.96247377 [200,] 2.01538479 13.41884989 [201,] -22.98562051 2.01538479 [202,] 12.43908821 -22.98562051 [203,] 13.92929142 12.43908821 [204,] 3.25540572 13.92929142 [205,] -16.77386532 3.25540572 [206,] 6.44804063 -16.77386532 [207,] 5.44391919 6.44804063 [208,] -2.37714818 5.44391919 [209,] 18.93805478 -2.37714818 [210,] 0.43808806 18.93805478 [211,] -0.29558244 0.43808806 [212,] -0.72793837 -0.29558244 [213,] 14.51047269 -0.72793837 [214,] -2.98611900 14.51047269 [215,] 19.83486970 -2.98611900 [216,] 7.82763776 19.83486970 [217,] 4.60953792 7.82763776 [218,] -4.99850418 4.60953792 [219,] 9.39129024 -4.99850418 [220,] 10.88892618 9.39129024 [221,] 14.47593031 10.88892618 [222,] -1.79363632 14.47593031 [223,] 6.00001547 -1.79363632 [224,] -4.26641139 6.00001547 [225,] -9.22189661 -4.26641139 [226,] -16.51412642 -9.22189661 [227,] 12.60318050 -16.51412642 [228,] -8.01402023 12.60318050 [229,] 14.06033274 -8.01402023 [230,] 2.18205580 14.06033274 [231,] 0.04609014 2.18205580 [232,] 5.09143211 0.04609014 [233,] -10.36003657 5.09143211 [234,] -17.03873209 -10.36003657 [235,] -0.98077843 -17.03873209 [236,] -1.65461998 -0.98077843 [237,] -34.12328232 -1.65461998 [238,] -8.08502560 -34.12328232 [239,] 0.44189600 -8.08502560 [240,] -10.96245603 0.44189600 [241,] 12.14838329 -10.96245603 [242,] -0.66896360 12.14838329 [243,] 6.98893271 -0.66896360 [244,] 4.61745386 6.98893271 [245,] -6.13916996 4.61745386 [246,] 0.95455790 -6.13916996 [247,] 5.92839078 0.95455790 [248,] 5.88247737 5.92839078 [249,] -6.35316056 5.88247737 [250,] 2.06653652 -6.35316056 [251,] 4.77803934 2.06653652 [252,] 2.03747953 4.77803934 [253,] 8.85554507 2.03747953 [254,] 4.87845158 8.85554507 [255,] -3.39139218 4.87845158 [256,] 0.30637713 -3.39139218 [257,] -6.97921645 0.30637713 [258,] -6.80764536 -6.97921645 [259,] -3.70932120 -6.80764536 [260,] -24.61219562 -3.70932120 [261,] 18.24188149 -24.61219562 [262,] -2.58433537 18.24188149 [263,] -10.99103235 -2.58433537 [264,] 16.18138404 -10.99103235 [265,] -5.71252820 16.18138404 [266,] 8.55873193 -5.71252820 [267,] -8.89903938 8.55873193 [268,] 7.96402088 -8.89903938 [269,] -18.11011994 7.96402088 [270,] -10.02402815 -18.11011994 [271,] 15.51740153 -10.02402815 [272,] 3.66064422 15.51740153 [273,] 4.01946427 3.66064422 [274,] -2.32920640 4.01946427 [275,] -13.40465423 -2.32920640 [276,] -0.36678327 -13.40465423 [277,] 3.20315555 -0.36678327 [278,] 8.52697427 3.20315555 [279,] 13.42353922 8.52697427 [280,] 12.45923006 13.42353922 [281,] -9.17490286 12.45923006 [282,] -9.13337077 -9.17490286 [283,] -1.12874687 -9.13337077 [284,] 9.04907558 -1.12874687 [285,] -17.79245226 9.04907558 [286,] 2.62839727 -17.79245226 [287,] 9.25999821 2.62839727 [288,] -6.33421859 9.25999821 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 18.31446600 -4.06553933 2 -24.81560109 18.31446600 3 9.11232356 -24.81560109 4 -16.46641982 9.11232356 5 -3.11881700 -16.46641982 6 -6.17655931 -3.11881700 7 -26.25579802 -6.17655931 8 4.88099313 -26.25579802 9 12.60357985 4.88099313 10 -19.27297945 12.60357985 11 -0.15634501 -19.27297945 12 13.05265186 -0.15634501 13 -0.81587722 13.05265186 14 -6.31141182 -0.81587722 15 -36.63085325 -6.31141182 16 14.17294317 -36.63085325 17 15.50643222 14.17294317 18 -31.22497169 15.50643222 19 -5.30340846 -31.22497169 20 20.05169259 -5.30340846 21 1.97623825 20.05169259 22 -1.30609030 1.97623825 23 5.46078358 -1.30609030 24 39.00456766 5.46078358 25 15.50940604 39.00456766 26 17.63832390 15.50940604 27 -6.84767295 17.63832390 28 12.40032443 -6.84767295 29 5.20504008 12.40032443 30 2.86033936 5.20504008 31 20.88189585 2.86033936 32 -6.73331291 20.88189585 33 18.11356242 -6.73331291 34 21.82468312 18.11356242 35 11.03654492 21.82468312 36 -0.43098939 11.03654492 37 -11.46910768 -0.43098939 38 1.79593405 -11.46910768 39 6.02178946 1.79593405 40 -18.06213170 6.02178946 41 -5.77743155 -18.06213170 42 -11.05563806 -5.77743155 43 12.74972610 -11.05563806 44 -8.47248067 12.74972610 45 -11.87802656 -8.47248067 46 13.24712748 -11.87802656 47 3.13363886 13.24712748 48 -3.31325817 3.13363886 49 -83.14495847 -3.31325817 50 -9.28418688 -83.14495847 51 -8.84460786 -9.28418688 52 17.14247937 -8.84460786 53 5.68180242 17.14247937 54 12.39236713 5.68180242 55 11.72115348 12.39236713 56 0.33196436 11.72115348 57 6.06328316 0.33196436 58 10.34095932 6.06328316 59 -0.80463007 10.34095932 60 1.56560785 -0.80463007 61 23.43150708 1.56560785 62 -1.07417259 23.43150708 63 1.08996158 -1.07417259 64 9.65396143 1.08996158 65 8.05317976 9.65396143 66 7.73372732 8.05317976 67 1.06395380 7.73372732 68 -16.45069935 1.06395380 69 -38.27353341 -16.45069935 70 11.35012056 -38.27353341 71 4.87488066 11.35012056 72 -10.17541489 4.87488066 73 21.11610859 -10.17541489 74 4.11640226 21.11610859 75 1.57560309 4.11640226 76 4.61640012 1.57560309 77 14.51727964 4.61640012 78 1.29585473 14.51727964 79 26.02442103 1.29585473 80 -16.21040297 26.02442103 81 16.68340585 -16.21040297 82 2.86364200 16.68340585 83 10.36052451 2.86364200 84 -2.88778290 10.36052451 85 17.05571370 -2.88778290 86 -3.23289165 17.05571370 87 2.63528394 -3.23289165 88 -20.51629238 2.63528394 89 18.48657966 -20.51629238 90 -39.53021187 18.48657966 91 4.00217421 -39.53021187 92 -3.01664719 4.00217421 93 18.81010560 -3.01664719 94 12.37827847 18.81010560 95 7.25086820 12.37827847 96 -50.40055062 7.25086820 97 18.34654954 -50.40055062 98 -36.42414169 18.34654954 99 14.29280196 -36.42414169 100 -3.86364346 14.29280196 101 15.87868697 -3.86364346 102 6.67579614 15.87868697 103 19.19905914 6.67579614 104 9.31147196 19.19905914 105 -12.57506009 9.31147196 106 32.45093122 -12.57506009 107 -24.40855625 32.45093122 108 -2.81783995 -24.40855625 109 8.64824744 -2.81783995 110 -1.99232946 8.64824744 111 -47.69301944 -1.99232946 112 12.26493794 -47.69301944 113 -32.39550525 12.26493794 114 -33.38728599 -32.39550525 115 -7.16523860 -33.38728599 116 0.99005039 -7.16523860 117 -0.08322829 0.99005039 118 0.82737238 -0.08322829 119 -8.01288166 0.82737238 120 -5.52881288 -8.01288166 121 -7.19396140 -5.52881288 122 13.62526486 -7.19396140 123 5.08538638 13.62526486 124 11.72719995 5.08538638 125 9.02456564 11.72719995 126 4.91586297 9.02456564 127 22.16541307 4.91586297 128 -25.04526121 22.16541307 129 1.96959229 -25.04526121 130 4.63990400 1.96959229 131 -15.05794197 4.63990400 132 -0.43101859 -15.05794197 133 7.77211199 -0.43101859 134 -10.10986495 7.77211199 135 -27.42502809 -10.10986495 136 5.03645174 -27.42502809 137 -20.05341256 5.03645174 138 -4.38805008 -20.05341256 139 -10.00693016 -4.38805008 140 -1.36448886 -10.00693016 141 0.67068546 -1.36448886 142 -3.68422759 0.67068546 143 7.10733572 -3.68422759 144 15.76073299 7.10733572 145 -13.42818192 15.76073299 146 6.19017750 -13.42818192 147 -4.49363896 6.19017750 148 1.54303865 -4.49363896 149 17.15039123 1.54303865 150 11.67573113 17.15039123 151 6.41345115 11.67573113 152 -4.04316556 6.41345115 153 5.30720608 -4.04316556 154 -4.10945937 5.30720608 155 7.70442296 -4.10945937 156 17.35308625 7.70442296 157 0.13994261 17.35308625 158 -3.20066884 0.13994261 159 17.53941174 -3.20066884 160 4.22139847 17.53941174 161 14.24971243 4.22139847 162 6.99117315 14.24971243 163 6.90482205 6.99117315 164 -7.27991508 6.90482205 165 4.08925210 -7.27991508 166 -9.13485502 4.08925210 167 -47.13499633 -9.13485502 168 -10.93089109 -47.13499633 169 -5.18777705 -10.93089109 170 -9.23768616 -5.18777705 171 -1.18666535 -9.23768616 172 10.52710146 -1.18666535 173 -9.80304713 10.52710146 174 28.02853914 -9.80304713 175 -0.53774469 28.02853914 176 3.46953897 -0.53774469 177 2.10167973 3.46953897 178 7.37776932 2.10167973 179 -0.92109220 7.37776932 180 2.25700435 -0.92109220 181 2.07343146 2.25700435 182 5.34818368 2.07343146 183 -21.94717265 5.34818368 184 -36.45931316 -21.94717265 185 5.96371378 -36.45931316 186 1.28549263 5.96371378 187 6.07772023 1.28549263 188 7.12928196 6.07772023 189 -45.83984606 7.12928196 190 -29.36119266 -45.83984606 191 -2.44295742 -29.36119266 192 1.25955172 -2.44295742 193 1.42540961 1.25955172 194 18.64942844 1.42540961 195 5.72494636 18.64942844 196 12.97117433 5.72494636 197 9.57398360 12.97117433 198 -3.96247377 9.57398360 199 13.41884989 -3.96247377 200 2.01538479 13.41884989 201 -22.98562051 2.01538479 202 12.43908821 -22.98562051 203 13.92929142 12.43908821 204 3.25540572 13.92929142 205 -16.77386532 3.25540572 206 6.44804063 -16.77386532 207 5.44391919 6.44804063 208 -2.37714818 5.44391919 209 18.93805478 -2.37714818 210 0.43808806 18.93805478 211 -0.29558244 0.43808806 212 -0.72793837 -0.29558244 213 14.51047269 -0.72793837 214 -2.98611900 14.51047269 215 19.83486970 -2.98611900 216 7.82763776 19.83486970 217 4.60953792 7.82763776 218 -4.99850418 4.60953792 219 9.39129024 -4.99850418 220 10.88892618 9.39129024 221 14.47593031 10.88892618 222 -1.79363632 14.47593031 223 6.00001547 -1.79363632 224 -4.26641139 6.00001547 225 -9.22189661 -4.26641139 226 -16.51412642 -9.22189661 227 12.60318050 -16.51412642 228 -8.01402023 12.60318050 229 14.06033274 -8.01402023 230 2.18205580 14.06033274 231 0.04609014 2.18205580 232 5.09143211 0.04609014 233 -10.36003657 5.09143211 234 -17.03873209 -10.36003657 235 -0.98077843 -17.03873209 236 -1.65461998 -0.98077843 237 -34.12328232 -1.65461998 238 -8.08502560 -34.12328232 239 0.44189600 -8.08502560 240 -10.96245603 0.44189600 241 12.14838329 -10.96245603 242 -0.66896360 12.14838329 243 6.98893271 -0.66896360 244 4.61745386 6.98893271 245 -6.13916996 4.61745386 246 0.95455790 -6.13916996 247 5.92839078 0.95455790 248 5.88247737 5.92839078 249 -6.35316056 5.88247737 250 2.06653652 -6.35316056 251 4.77803934 2.06653652 252 2.03747953 4.77803934 253 8.85554507 2.03747953 254 4.87845158 8.85554507 255 -3.39139218 4.87845158 256 0.30637713 -3.39139218 257 -6.97921645 0.30637713 258 -6.80764536 -6.97921645 259 -3.70932120 -6.80764536 260 -24.61219562 -3.70932120 261 18.24188149 -24.61219562 262 -2.58433537 18.24188149 263 -10.99103235 -2.58433537 264 16.18138404 -10.99103235 265 -5.71252820 16.18138404 266 8.55873193 -5.71252820 267 -8.89903938 8.55873193 268 7.96402088 -8.89903938 269 -18.11011994 7.96402088 270 -10.02402815 -18.11011994 271 15.51740153 -10.02402815 272 3.66064422 15.51740153 273 4.01946427 3.66064422 274 -2.32920640 4.01946427 275 -13.40465423 -2.32920640 276 -0.36678327 -13.40465423 277 3.20315555 -0.36678327 278 8.52697427 3.20315555 279 13.42353922 8.52697427 280 12.45923006 13.42353922 281 -9.17490286 12.45923006 282 -9.13337077 -9.17490286 283 -1.12874687 -9.13337077 284 9.04907558 -1.12874687 285 -17.79245226 9.04907558 286 2.62839727 -17.79245226 287 9.25999821 2.62839727 288 -6.33421859 9.25999821 > 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/7vvsq1324573982.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/85gem1324573982.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/9tfrb1324573982.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/1060ce1324573982.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11r61s1324573982.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12tuz41324573982.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13bkv31324573982.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14mevi1324573982.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/15ao8g1324573982.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/165m2y1324573982.tab") + } > > try(system("convert tmp/1gc151324573982.ps tmp/1gc151324573982.png",intern=TRUE)) character(0) > try(system("convert tmp/2hq811324573982.ps tmp/2hq811324573982.png",intern=TRUE)) character(0) > try(system("convert tmp/37qtn1324573982.ps tmp/37qtn1324573982.png",intern=TRUE)) character(0) > try(system("convert tmp/41ns71324573982.ps tmp/41ns71324573982.png",intern=TRUE)) character(0) > try(system("convert tmp/5ahkq1324573982.ps tmp/5ahkq1324573982.png",intern=TRUE)) character(0) > try(system("convert tmp/6r2js1324573982.ps tmp/6r2js1324573982.png",intern=TRUE)) character(0) > try(system("convert tmp/7vvsq1324573982.ps tmp/7vvsq1324573982.png",intern=TRUE)) character(0) > try(system("convert tmp/85gem1324573982.ps tmp/85gem1324573982.png",intern=TRUE)) character(0) > try(system("convert tmp/9tfrb1324573982.ps tmp/9tfrb1324573982.png",intern=TRUE)) character(0) > try(system("convert tmp/1060ce1324573982.ps tmp/1060ce1324573982.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.663 0.726 8.400