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(1845 + ,162687 + ,595 + ,115 + ,48 + ,21 + ,82 + ,6200 + ,37 + ,1796 + ,201906 + ,545 + ,76 + ,58 + ,20 + ,80 + ,10265 + ,43 + ,192 + ,7215 + ,72 + ,1 + ,0 + ,0 + ,0 + ,603 + ,0 + ,2444 + ,146367 + ,679 + ,155 + ,67 + ,27 + ,84 + ,8874 + ,54 + ,3567 + ,257045 + ,1201 + ,125 + ,83 + ,31 + ,124 + ,20323 + ,86 + ,6917 + ,524450 + ,1967 + ,278 + ,136 + ,36 + ,140 + ,26258 + ,181 + ,1840 + ,188294 + ,595 + ,89 + ,65 + ,23 + ,88 + ,10165 + ,42 + ,1740 + ,195674 + ,496 + ,59 + ,86 + ,30 + ,115 + ,8247 + ,59 + ,2078 + ,177020 + ,670 + ,87 + ,62 + ,30 + ,109 + ,8683 + ,46 + ,3097 + ,325899 + ,1039 + ,130 + ,71 + ,27 + ,108 + ,16957 + ,77 + ,1946 + ,121844 + ,634 + ,158 + ,50 + ,24 + ,63 + ,8058 + ,49 + ,2370 + ,203938 + ,743 + ,120 + ,88 + ,30 + ,118 + ,20488 + ,79 + ,1883 + ,107394 + ,681 + ,87 + ,50 + ,22 + ,71 + ,7945 + ,37 + ,3198 + ,220751 + ,1086 + ,264 + ,79 + ,28 + ,112 + ,13448 + ,92 + ,1490 + ,172905 + ,419 + ,51 + ,56 + ,18 + ,63 + ,5389 + ,31 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+ ,22 + ,88 + ,8181 + ,22) + ,dim=c(9 + ,144) + ,dimnames=list(c('Pageview' + ,'TimeRfc' + ,'CRSCompeVi' + ,'NrCompeVi' + ,'BloComp' + ,'RevCompe' + ,'NrSubmFeedbPR' + ,'CompWrNrRev' + ,'CompWRNrBl') + ,1:144)) > y <- array(NA,dim=c(9,144),dimnames=list(c('Pageview','TimeRfc','CRSCompeVi','NrCompeVi','BloComp','RevCompe','NrSubmFeedbPR','CompWrNrRev','CompWRNrBl'),1:144)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '7' > #'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 NrSubmFeedbPR Pageview TimeRfc CRSCompeVi NrCompeVi BloComp RevCompe 1 82 1845 162687 595 115 48 21 2 80 1796 201906 545 76 58 20 3 0 192 7215 72 1 0 0 4 84 2444 146367 679 155 67 27 5 124 3567 257045 1201 125 83 31 6 140 6917 524450 1967 278 136 36 7 88 1840 188294 595 89 65 23 8 115 1740 195674 496 59 86 30 9 109 2078 177020 670 87 62 30 10 108 3097 325899 1039 130 71 27 11 63 1946 121844 634 158 50 24 12 118 2370 203938 743 120 88 30 13 71 1883 107394 681 87 50 22 14 112 3198 220751 1086 264 79 28 15 63 1490 172905 419 51 56 18 16 86 1573 156326 474 85 54 22 17 148 1807 145178 442 100 81 37 18 54 1309 89171 373 72 13 15 19 134 2820 172624 899 147 74 34 20 57 776 39790 242 49 18 18 21 59 1162 87927 399 40 31 15 22 113 2818 241285 850 99 99 30 23 96 1760 195820 642 127 38 25 24 96 2315 146946 717 164 59 34 25 78 1994 159763 619 41 54 21 26 80 1806 207078 657 160 63 21 27 93 2152 212394 691 92 66 25 28 109 1457 201536 366 59 90 31 29 115 3000 394662 994 89 72 31 30 79 2236 217892 929 90 61 20 31 103 1685 182286 490 76 61 28 32 71 1626 181740 553 116 61 22 33 66 2257 137978 738 92 53 17 34 100 3373 255929 1028 361 118 25 35 100 2571 236489 844 85 73 25 36 0 1 0 0 0 0 0 37 121 2142 230761 1000 63 54 31 38 51 1878 132807 629 138 54 14 39 119 2190 157118 532 270 46 35 40 136 2186 253254 811 64 83 34 41 84 2532 269329 837 96 106 22 42 136 1823 161273 682 62 44 34 43 84 1095 107181 400 35 27 23 44 92 2162 195891 804 59 64 24 45 103 1365 139667 419 56 71 26 46 85 1244 171101 334 41 44 23 47 106 756 81407 216 49 23 35 48 96 2417 247563 786 121 78 24 49 124 2327 239807 752 113 60 31 50 106 2786 172743 964 190 73 30 51 82 658 48188 205 37 12 22 52 87 2012 169355 506 52 104 23 53 97 2602 315622 830 89 83 27 54 107 2071 241518 694 73 57 30 55 126 1911 195583 691 49 67 33 56 43 1775 159913 547 77 44 12 57 96 1918 220241 538 58 53 26 58 100 1046 101694 329 75 26 26 59 91 1190 157258 427 32 67 23 60 136 2890 202536 972 59 36 38 61 128 1836 173505 541 71 56 32 62 83 2254 150518 836 91 52 21 63 74 1392 141491 376 87 54 22 64 96 1325 125612 467 48 57 26 65 102 1317 166049 430 63 27 28 66 122 1525 124197 483 41 58 33 67 144 2335 195043 504 86 76 36 68 90 2897 138708 887 152 93 25 69 97 1118 116552 271 49 59 25 70 78 340 31970 101 40 5 21 71 72 2977 258158 1097 135 57 19 72 45 1449 151184 469 83 42 12 73 120 1550 135926 528 62 88 30 74 59 1684 119629 475 91 53 21 75 150 2728 171518 698 95 81 39 76 117 1574 108949 425 82 35 32 77 123 2413 183471 709 112 102 28 78 114 2563 159966 824 70 71 29 79 75 1079 93786 336 78 28 21 80 114 1235 84971 395 105 34 31 81 94 980 88882 234 49 54 26 82 116 2246 304603 830 60 49 29 83 86 1076 75101 334 49 30 23 84 90 1637 145043 524 132 57 25 85 87 1208 95827 393 49 54 22 86 99 1865 173924 574 71 38 26 87 132 2726 241957 672 102 63 33 88 96 1208 115367 284 74 58 24 89 91 1419 118408 450 49 46 24 90 77 1609 164078 653 74 46 21 91 104 1864 158931 684 59 51 28 92 100 2412 184139 706 91 87 28 93 94 1238 152856 417 68 39 25 94 60 1462 144014 549 81 28 15 95 46 973 62535 394 33 26 13 96 135 2319 245196 730 166 52 36 97 99 1890 199841 571 97 96 27 98 2 223 19349 67 15 13 1 99 96 2526 247280 877 105 43 24 100 109 2072 159408 856 61 42 31 101 15 778 72128 306 11 30 4 102 68 1194 104253 382 45 59 21 103 102 1424 151090 435 89 73 27 104 84 1328 137382 336 67 39 23 105 46 839 87448 227 27 36 12 106 59 596 27676 194 59 2 16 107 116 1671 165507 410 127 102 29 108 29 1167 132148 273 48 30 26 109 0 0 0 0 0 0 0 110 91 1106 95778 343 58 46 25 111 76 1148 109001 376 57 25 21 112 86 1485 158833 495 60 59 24 113 84 1526 147690 448 77 60 21 114 65 962 89887 313 71 36 21 115 0 78 3616 14 5 0 0 116 0 0 0 0 0 0 0 117 84 1184 199005 410 70 45 23 118 114 1671 160930 606 76 79 33 119 132 2142 177948 593 124 30 32 120 92 1015 136061 312 56 43 23 121 3 778 43410 292 63 7 1 122 109 1856 184277 547 92 80 29 123 81 1056 108858 302 58 32 20 124 121 2234 141744 632 64 81 33 125 48 731 60493 174 29 3 12 126 8 285 19764 75 19 10 2 127 80 1872 177559 572 64 47 21 128 107 1181 140281 389 79 35 28 129 140 1725 164249 562 104 54 35 130 8 256 11796 79 22 1 2 131 0 98 10674 33 7 0 0 132 56 1435 151322 487 37 46 18 133 4 41 6836 11 5 0 1 134 70 1930 174712 664 48 51 21 135 0 42 5118 6 1 5 0 136 14 528 40248 183 34 8 4 137 0 0 0 0 0 0 0 138 104 1121 127628 342 53 38 29 139 89 1305 88837 269 44 21 26 140 0 81 7131 27 0 0 0 141 12 262 9056 99 18 0 4 142 60 1099 87957 305 52 18 19 143 84 1290 144470 327 56 53 22 144 88 1248 111408 459 50 17 22 CompWrNrRev CompWRNrBl 1 6200 37 2 10265 43 3 603 0 4 8874 54 5 20323 86 6 26258 181 7 10165 42 8 8247 59 9 8683 46 10 16957 77 11 8058 49 12 20488 79 13 7945 37 14 13448 92 15 5389 31 16 6185 28 17 24369 103 18 70 2 19 17327 48 20 3878 25 21 3149 16 22 20517 106 23 2570 35 24 5162 33 25 5299 45 26 7233 64 27 15657 73 28 15329 78 29 14881 63 30 16318 69 31 9556 36 32 10462 41 33 7192 59 34 4362 33 35 14349 76 36 0 0 37 10881 27 38 8022 44 39 13073 43 40 26641 104 41 14426 120 42 15604 44 43 9184 71 44 5989 78 45 11270 106 46 13958 61 47 7162 53 48 13275 51 49 21224 46 50 10615 55 51 2102 14 52 12396 44 53 18717 113 54 9724 55 55 9863 46 56 8374 39 57 8030 51 58 7509 31 59 14146 36 60 7768 47 61 13823 53 62 7230 38 63 10170 52 64 7573 37 65 5753 11 66 9791 45 67 19365 59 68 9422 82 69 12310 49 70 1283 6 71 6372 81 72 5413 56 73 10837 105 74 3394 46 75 12964 46 76 3495 2 77 11580 51 78 9970 95 79 4911 18 80 10138 55 81 14697 48 82 8464 48 83 4204 39 84 10226 40 85 3456 36 86 8895 60 87 22557 114 88 6900 39 89 8620 45 90 7820 59 91 12112 59 92 13178 93 93 7028 35 94 6616 47 95 9570 36 96 14612 59 97 11219 79 98 786 14 99 11252 42 100 9289 41 101 593 8 102 6562 41 103 8208 24 104 7488 22 105 4574 18 106 522 1 107 12840 53 108 1350 6 109 0 0 110 10623 49 111 5322 33 112 7987 50 113 10566 64 114 1900 53 115 0 0 116 0 0 117 10698 48 118 14884 90 119 6852 46 120 6873 29 121 4 1 122 9188 64 123 5141 29 124 4260 27 125 443 4 126 2416 10 127 9831 47 128 5953 44 129 9435 51 130 0 0 131 0 0 132 7642 38 133 0 0 134 6837 57 135 0 0 136 775 6 137 0 0 138 8191 22 139 1661 34 140 0 0 141 548 10 142 3080 16 143 13400 93 144 8181 22 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Pageview TimeRfc CRSCompeVi NrCompeVi BloComp -9.729e-01 -2.468e-03 3.159e-06 1.046e-02 -1.419e-02 4.410e-02 RevCompe CompWrNrRev CompWRNrBl 3.404e+00 8.218e-04 -4.819e-02 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -60.375 -2.677 0.973 4.445 19.604 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -9.729e-01 1.850e+00 -0.526 0.599890 Pageview -2.468e-03 3.829e-03 -0.644 0.520359 TimeRfc 3.159e-06 2.201e-05 0.144 0.886095 CRSCompeVi 1.046e-02 9.860e-03 1.061 0.290791 NrCompeVi -1.419e-02 2.112e-02 -0.672 0.502915 BloComp 4.410e-02 5.043e-02 0.874 0.383432 RevCompe 3.404e+00 1.117e-01 30.463 < 2e-16 *** CompWrNrRev 8.218e-04 2.381e-04 3.452 0.000744 *** CompWRNrBl -4.819e-02 4.589e-02 -1.050 0.295541 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 8.481 on 135 degrees of freedom Multiple R-squared: 0.952, Adjusted R-squared: 0.9491 F-statistic: 334.3 on 8 and 135 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,] 0.5234385291 0.9531229418 0.4765614709 [2,] 0.4115985305 0.8231970611 0.5884014695 [3,] 0.6932731701 0.6134536599 0.3067268299 [4,] 0.6480693124 0.7038613752 0.3519306876 [5,] 0.6389180529 0.7221638943 0.3610819471 [6,] 0.6382532087 0.7234935827 0.3617467913 [7,] 0.6973454147 0.6053091706 0.3026545853 [8,] 0.6971286972 0.6057426057 0.3028713028 [9,] 0.6199749775 0.7600500449 0.3800250225 [10,] 0.5974231868 0.8051536263 0.4025768132 [11,] 0.5412346572 0.9175306856 0.4587653428 [12,] 0.4852738517 0.9705477034 0.5147261483 [13,] 0.7292805611 0.5414388777 0.2707194389 [14,] 0.6811389358 0.6377221284 0.3188610642 [15,] 0.6138491709 0.7723016583 0.3861508291 [16,] 0.6146872939 0.7706254121 0.3853127061 [17,] 0.6286735111 0.7426529778 0.3713264889 [18,] 0.6831256728 0.6337486545 0.3168743272 [19,] 0.6651491261 0.6697017477 0.3348508739 [20,] 0.6032320755 0.7935358490 0.3967679245 [21,] 0.6660844551 0.6678310897 0.3339155449 [22,] 0.6153359576 0.7693280848 0.3846640424 [23,] 0.6310850482 0.7378299036 0.3689149518 [24,] 0.5785530426 0.8428939149 0.4214469574 [25,] 0.5175777313 0.9648445374 0.4824222687 [26,] 0.4674731253 0.9349462507 0.5325268747 [27,] 0.4204412639 0.8408825278 0.5795587361 [28,] 0.3857665757 0.7715331513 0.6142334243 [29,] 0.3320286892 0.6640573784 0.6679713108 [30,] 0.2917413356 0.5834826712 0.7082586644 [31,] 0.3106267142 0.6212534285 0.6893732858 [32,] 0.2732495717 0.5464991434 0.7267504283 [33,] 0.2474318521 0.4948637041 0.7525681479 [34,] 0.2500884496 0.5001768992 0.7499115504 [35,] 0.2097460084 0.4194920168 0.7902539916 [36,] 0.2663564243 0.5327128487 0.7336435757 [37,] 0.2238603201 0.4477206401 0.7761396799 [38,] 0.1880903259 0.3761806518 0.8119096741 [39,] 0.1740763280 0.3481526561 0.8259236720 [40,] 0.1865544749 0.3731089499 0.8134455251 [41,] 0.1550380641 0.3100761282 0.8449619359 [42,] 0.1672506010 0.3345012020 0.8327493990 [43,] 0.1384224126 0.2768448253 0.8615775874 [44,] 0.1203006322 0.2406012644 0.8796993678 [45,] 0.1052034711 0.2104069423 0.8947965289 [46,] 0.0855722930 0.1711445859 0.9144277070 [47,] 0.0861294615 0.1722589229 0.9138705385 [48,] 0.0672974366 0.1345948731 0.9327025634 [49,] 0.0526155047 0.1052310094 0.9473844953 [50,] 0.0573057653 0.1146115307 0.9426942347 [51,] 0.0455152954 0.0910305907 0.9544847046 [52,] 0.0435811483 0.0871622966 0.9564188517 [53,] 0.0329779228 0.0659558455 0.9670220772 [54,] 0.0250164865 0.0500329729 0.9749835135 [55,] 0.0189651846 0.0379303692 0.9810348154 [56,] 0.0191228405 0.0382456810 0.9808771595 [57,] 0.0165406565 0.0330813130 0.9834593435 [58,] 0.0127159737 0.0254319475 0.9872840263 [59,] 0.0123032965 0.0246065931 0.9876967035 [60,] 0.0092768059 0.0185536118 0.9907231941 [61,] 0.0066577601 0.0133155203 0.9933422399 [62,] 0.0086497719 0.0172995437 0.9913502281 [63,] 0.0201637120 0.0403274239 0.9798362880 [64,] 0.0174485912 0.0348971824 0.9825514088 [65,] 0.0141383799 0.0282767598 0.9858616201 [66,] 0.0253704989 0.0507409978 0.9746295011 [67,] 0.0230764923 0.0461529847 0.9769235077 [68,] 0.0171493289 0.0342986579 0.9828506711 [69,] 0.0134944428 0.0269888856 0.9865055572 [70,] 0.0105144390 0.0210288780 0.9894855610 [71,] 0.0164918841 0.0329837682 0.9835081159 [72,] 0.0135056899 0.0270113798 0.9864943101 [73,] 0.0151434952 0.0302869905 0.9848565048 [74,] 0.0170013102 0.0340026205 0.9829986898 [75,] 0.0142062845 0.0284125691 0.9857937155 [76,] 0.0123795632 0.0247591265 0.9876204368 [77,] 0.0126684178 0.0253368356 0.9873315822 [78,] 0.0095100296 0.0190200592 0.9904899704 [79,] 0.0067027113 0.0134054227 0.9932972887 [80,] 0.0046824290 0.0093648580 0.9953175710 [81,] 0.0044677898 0.0089355796 0.9955322102 [82,] 0.0036779872 0.0073559745 0.9963220128 [83,] 0.0026717364 0.0053434728 0.9973282636 [84,] 0.0031708942 0.0063417884 0.9968291058 [85,] 0.0038260557 0.0076521114 0.9961739443 [86,] 0.0026552378 0.0053104755 0.9973447622 [87,] 0.0017589731 0.0035179463 0.9982410269 [88,] 0.0012314375 0.0024628749 0.9987685625 [89,] 0.0010956157 0.0021912313 0.9989043843 [90,] 0.0008853302 0.0017706604 0.9991146698 [91,] 0.0008171182 0.0016342364 0.9991828818 [92,] 0.0005329108 0.0010658216 0.9994670892 [93,] 0.0003249561 0.0006499122 0.9996750439 [94,] 0.0002360239 0.0004720477 0.9997639761 [95,] 0.0001619934 0.0003239869 0.9998380066 [96,] 0.0001122164 0.0002244329 0.9998877836 [97,] 0.9999078175 0.0001843650 0.0000921825 [98,] 0.9998285848 0.0003428303 0.0001714152 [99,] 0.9997714292 0.0004571417 0.0002285708 [100,] 0.9995561142 0.0008877716 0.0004438858 [101,] 0.9991686199 0.0016627603 0.0008313801 [102,] 0.9985444542 0.0029110917 0.0014555458 [103,] 0.9985702606 0.0028594789 0.0014297394 [104,] 0.9973579165 0.0052841670 0.0026420835 [105,] 0.9954487856 0.0091024287 0.0045512144 [106,] 0.9946351275 0.0107297450 0.0053648725 [107,] 0.9948015080 0.0103969840 0.0051984920 [108,] 0.9962444097 0.0075111806 0.0037555903 [109,] 0.9947685090 0.0104629819 0.0052314910 [110,] 0.9939225591 0.0121548818 0.0060774409 [111,] 0.9889003148 0.0221993705 0.0110996852 [112,] 0.9869709663 0.0260580675 0.0130290337 [113,] 0.9884245667 0.0231508667 0.0115754333 [114,] 0.9902870613 0.0194258773 0.0097129387 [115,] 0.9800498670 0.0399002659 0.0199501330 [116,] 0.9891967520 0.0216064960 0.0108032480 [117,] 0.9760167410 0.0479665181 0.0239832590 [118,] 0.9854825205 0.0290349591 0.0145174795 [119,] 0.9680056405 0.0639887190 0.0319943595 [120,] 0.9197369139 0.1605261723 0.0802630861 [121,] 0.9019243017 0.1961513967 0.0980756983 > postscript(file="/var/wessaorg/rcomp/tmp/1fy9n1324581649.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2nsmk1324581649.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3tfd31324581649.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4essd1324581649.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5gjs81324581649.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 144 Frequency = 1 1 2 3 4 5 6 5.51790092 3.15384349 0.18965322 -13.90072047 0.45053735 -1.62081246 7 8 9 10 11 12 0.48158365 5.46529191 -0.99028995 1.31402531 -24.14895165 -0.90694634 13 14 15 16 17 18 -11.43599695 7.15538634 -3.22288112 5.61682235 5.20423228 3.45439796 19 20 21 22 23 24 3.16093715 -6.11338107 4.72034372 -5.54406471 8.59556118 -23.92445307 25 26 27 28 29 30 1.45514507 3.06244118 -4.65631080 -8.37613110 -4.88091562 -4.48109092 31 32 33 34 35 36 -0.59858865 -12.91574006 2.42976368 10.57286979 2.51298011 0.97536051 37 38 39 40 41 42 1.43388766 -2.93490334 -6.67562809 -2.26770484 -2.64512783 6.34577107 43 44 45 46 47 48 0.05187720 4.44804850 7.53619080 -3.16176648 -16.45288356 2.07613996 49 50 51 52 53 54 0.31628525 -5.48152995 6.36515750 -3.08538589 -9.51181642 -3.86214772 55 56 57 58 59 60 3.37927463 -4.56484981 1.23595316 6.54043789 -0.72510612 -0.90440436 61 62 63 64 65 66 8.11655766 3.73030416 -7.84785579 0.19659691 1.40732455 1.12170306 67 68 69 70 71 72 7.11828052 -2.41671774 2.77921732 6.76154387 1.43340140 0.89974594 73 74 75 76 77 78 9.89345059 -14.31001386 6.46372662 4.99844087 16.66636096 7.71927845 79 80 81 82 83 84 0.05431523 2.42071291 -5.27978031 8.21822827 5.41301747 -3.13096798 85 86 87 88 89 90 8.87155533 4.44393352 5.21676313 9.63527891 2.46069488 -1.43992984 91 92 93 94 95 96 -1.90394308 -5.23239654 3.25135172 4.07392415 -5.99782634 1.65647114 97 98 99 100 101 102 -2.13147611 -0.97382057 3.93959226 -6.52388107 -0.41800303 -9.25966996 103 104 105 106 107 108 2.01929455 0.15778961 1.45456370 5.23850107 6.88901880 -60.37476005 109 110 111 112 113 114 0.97289291 -1.85035271 0.97770237 -2.63080684 4.96028958 -6.27267437 115 116 117 118 119 120 1.07849360 0.97289291 -2.77289170 -10.36628454 19.60360837 8.15080414 121 122 123 124 125 126 -0.07130661 2.85836629 9.58997622 3.24740694 8.03110794 0.34746321 127 128 129 130 131 132 0.59662569 7.88209168 13.50749095 2.20215338 0.93524617 -12.27319566 133 134 135 136 137 138 1.60481402 -7.67448596 0.79130754 0.40264879 0.97289291 -1.53863852 139 140 141 142 143 144 1.57839021 0.86790392 -0.77173196 -6.26627700 1.32927686 6.31933057 > postscript(file="/var/wessaorg/rcomp/tmp/60gok1324581649.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 144 Frequency = 1 lag(myerror, k = 1) myerror 0 5.51790092 NA 1 3.15384349 5.51790092 2 0.18965322 3.15384349 3 -13.90072047 0.18965322 4 0.45053735 -13.90072047 5 -1.62081246 0.45053735 6 0.48158365 -1.62081246 7 5.46529191 0.48158365 8 -0.99028995 5.46529191 9 1.31402531 -0.99028995 10 -24.14895165 1.31402531 11 -0.90694634 -24.14895165 12 -11.43599695 -0.90694634 13 7.15538634 -11.43599695 14 -3.22288112 7.15538634 15 5.61682235 -3.22288112 16 5.20423228 5.61682235 17 3.45439796 5.20423228 18 3.16093715 3.45439796 19 -6.11338107 3.16093715 20 4.72034372 -6.11338107 21 -5.54406471 4.72034372 22 8.59556118 -5.54406471 23 -23.92445307 8.59556118 24 1.45514507 -23.92445307 25 3.06244118 1.45514507 26 -4.65631080 3.06244118 27 -8.37613110 -4.65631080 28 -4.88091562 -8.37613110 29 -4.48109092 -4.88091562 30 -0.59858865 -4.48109092 31 -12.91574006 -0.59858865 32 2.42976368 -12.91574006 33 10.57286979 2.42976368 34 2.51298011 10.57286979 35 0.97536051 2.51298011 36 1.43388766 0.97536051 37 -2.93490334 1.43388766 38 -6.67562809 -2.93490334 39 -2.26770484 -6.67562809 40 -2.64512783 -2.26770484 41 6.34577107 -2.64512783 42 0.05187720 6.34577107 43 4.44804850 0.05187720 44 7.53619080 4.44804850 45 -3.16176648 7.53619080 46 -16.45288356 -3.16176648 47 2.07613996 -16.45288356 48 0.31628525 2.07613996 49 -5.48152995 0.31628525 50 6.36515750 -5.48152995 51 -3.08538589 6.36515750 52 -9.51181642 -3.08538589 53 -3.86214772 -9.51181642 54 3.37927463 -3.86214772 55 -4.56484981 3.37927463 56 1.23595316 -4.56484981 57 6.54043789 1.23595316 58 -0.72510612 6.54043789 59 -0.90440436 -0.72510612 60 8.11655766 -0.90440436 61 3.73030416 8.11655766 62 -7.84785579 3.73030416 63 0.19659691 -7.84785579 64 1.40732455 0.19659691 65 1.12170306 1.40732455 66 7.11828052 1.12170306 67 -2.41671774 7.11828052 68 2.77921732 -2.41671774 69 6.76154387 2.77921732 70 1.43340140 6.76154387 71 0.89974594 1.43340140 72 9.89345059 0.89974594 73 -14.31001386 9.89345059 74 6.46372662 -14.31001386 75 4.99844087 6.46372662 76 16.66636096 4.99844087 77 7.71927845 16.66636096 78 0.05431523 7.71927845 79 2.42071291 0.05431523 80 -5.27978031 2.42071291 81 8.21822827 -5.27978031 82 5.41301747 8.21822827 83 -3.13096798 5.41301747 84 8.87155533 -3.13096798 85 4.44393352 8.87155533 86 5.21676313 4.44393352 87 9.63527891 5.21676313 88 2.46069488 9.63527891 89 -1.43992984 2.46069488 90 -1.90394308 -1.43992984 91 -5.23239654 -1.90394308 92 3.25135172 -5.23239654 93 4.07392415 3.25135172 94 -5.99782634 4.07392415 95 1.65647114 -5.99782634 96 -2.13147611 1.65647114 97 -0.97382057 -2.13147611 98 3.93959226 -0.97382057 99 -6.52388107 3.93959226 100 -0.41800303 -6.52388107 101 -9.25966996 -0.41800303 102 2.01929455 -9.25966996 103 0.15778961 2.01929455 104 1.45456370 0.15778961 105 5.23850107 1.45456370 106 6.88901880 5.23850107 107 -60.37476005 6.88901880 108 0.97289291 -60.37476005 109 -1.85035271 0.97289291 110 0.97770237 -1.85035271 111 -2.63080684 0.97770237 112 4.96028958 -2.63080684 113 -6.27267437 4.96028958 114 1.07849360 -6.27267437 115 0.97289291 1.07849360 116 -2.77289170 0.97289291 117 -10.36628454 -2.77289170 118 19.60360837 -10.36628454 119 8.15080414 19.60360837 120 -0.07130661 8.15080414 121 2.85836629 -0.07130661 122 9.58997622 2.85836629 123 3.24740694 9.58997622 124 8.03110794 3.24740694 125 0.34746321 8.03110794 126 0.59662569 0.34746321 127 7.88209168 0.59662569 128 13.50749095 7.88209168 129 2.20215338 13.50749095 130 0.93524617 2.20215338 131 -12.27319566 0.93524617 132 1.60481402 -12.27319566 133 -7.67448596 1.60481402 134 0.79130754 -7.67448596 135 0.40264879 0.79130754 136 0.97289291 0.40264879 137 -1.53863852 0.97289291 138 1.57839021 -1.53863852 139 0.86790392 1.57839021 140 -0.77173196 0.86790392 141 -6.26627700 -0.77173196 142 1.32927686 -6.26627700 143 6.31933057 1.32927686 144 NA 6.31933057 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 3.15384349 5.51790092 [2,] 0.18965322 3.15384349 [3,] -13.90072047 0.18965322 [4,] 0.45053735 -13.90072047 [5,] -1.62081246 0.45053735 [6,] 0.48158365 -1.62081246 [7,] 5.46529191 0.48158365 [8,] -0.99028995 5.46529191 [9,] 1.31402531 -0.99028995 [10,] -24.14895165 1.31402531 [11,] -0.90694634 -24.14895165 [12,] -11.43599695 -0.90694634 [13,] 7.15538634 -11.43599695 [14,] -3.22288112 7.15538634 [15,] 5.61682235 -3.22288112 [16,] 5.20423228 5.61682235 [17,] 3.45439796 5.20423228 [18,] 3.16093715 3.45439796 [19,] -6.11338107 3.16093715 [20,] 4.72034372 -6.11338107 [21,] -5.54406471 4.72034372 [22,] 8.59556118 -5.54406471 [23,] -23.92445307 8.59556118 [24,] 1.45514507 -23.92445307 [25,] 3.06244118 1.45514507 [26,] -4.65631080 3.06244118 [27,] -8.37613110 -4.65631080 [28,] -4.88091562 -8.37613110 [29,] -4.48109092 -4.88091562 [30,] -0.59858865 -4.48109092 [31,] -12.91574006 -0.59858865 [32,] 2.42976368 -12.91574006 [33,] 10.57286979 2.42976368 [34,] 2.51298011 10.57286979 [35,] 0.97536051 2.51298011 [36,] 1.43388766 0.97536051 [37,] -2.93490334 1.43388766 [38,] -6.67562809 -2.93490334 [39,] -2.26770484 -6.67562809 [40,] -2.64512783 -2.26770484 [41,] 6.34577107 -2.64512783 [42,] 0.05187720 6.34577107 [43,] 4.44804850 0.05187720 [44,] 7.53619080 4.44804850 [45,] -3.16176648 7.53619080 [46,] -16.45288356 -3.16176648 [47,] 2.07613996 -16.45288356 [48,] 0.31628525 2.07613996 [49,] -5.48152995 0.31628525 [50,] 6.36515750 -5.48152995 [51,] -3.08538589 6.36515750 [52,] -9.51181642 -3.08538589 [53,] -3.86214772 -9.51181642 [54,] 3.37927463 -3.86214772 [55,] -4.56484981 3.37927463 [56,] 1.23595316 -4.56484981 [57,] 6.54043789 1.23595316 [58,] -0.72510612 6.54043789 [59,] -0.90440436 -0.72510612 [60,] 8.11655766 -0.90440436 [61,] 3.73030416 8.11655766 [62,] -7.84785579 3.73030416 [63,] 0.19659691 -7.84785579 [64,] 1.40732455 0.19659691 [65,] 1.12170306 1.40732455 [66,] 7.11828052 1.12170306 [67,] -2.41671774 7.11828052 [68,] 2.77921732 -2.41671774 [69,] 6.76154387 2.77921732 [70,] 1.43340140 6.76154387 [71,] 0.89974594 1.43340140 [72,] 9.89345059 0.89974594 [73,] -14.31001386 9.89345059 [74,] 6.46372662 -14.31001386 [75,] 4.99844087 6.46372662 [76,] 16.66636096 4.99844087 [77,] 7.71927845 16.66636096 [78,] 0.05431523 7.71927845 [79,] 2.42071291 0.05431523 [80,] -5.27978031 2.42071291 [81,] 8.21822827 -5.27978031 [82,] 5.41301747 8.21822827 [83,] -3.13096798 5.41301747 [84,] 8.87155533 -3.13096798 [85,] 4.44393352 8.87155533 [86,] 5.21676313 4.44393352 [87,] 9.63527891 5.21676313 [88,] 2.46069488 9.63527891 [89,] -1.43992984 2.46069488 [90,] -1.90394308 -1.43992984 [91,] -5.23239654 -1.90394308 [92,] 3.25135172 -5.23239654 [93,] 4.07392415 3.25135172 [94,] -5.99782634 4.07392415 [95,] 1.65647114 -5.99782634 [96,] -2.13147611 1.65647114 [97,] -0.97382057 -2.13147611 [98,] 3.93959226 -0.97382057 [99,] -6.52388107 3.93959226 [100,] -0.41800303 -6.52388107 [101,] -9.25966996 -0.41800303 [102,] 2.01929455 -9.25966996 [103,] 0.15778961 2.01929455 [104,] 1.45456370 0.15778961 [105,] 5.23850107 1.45456370 [106,] 6.88901880 5.23850107 [107,] -60.37476005 6.88901880 [108,] 0.97289291 -60.37476005 [109,] -1.85035271 0.97289291 [110,] 0.97770237 -1.85035271 [111,] -2.63080684 0.97770237 [112,] 4.96028958 -2.63080684 [113,] -6.27267437 4.96028958 [114,] 1.07849360 -6.27267437 [115,] 0.97289291 1.07849360 [116,] -2.77289170 0.97289291 [117,] -10.36628454 -2.77289170 [118,] 19.60360837 -10.36628454 [119,] 8.15080414 19.60360837 [120,] -0.07130661 8.15080414 [121,] 2.85836629 -0.07130661 [122,] 9.58997622 2.85836629 [123,] 3.24740694 9.58997622 [124,] 8.03110794 3.24740694 [125,] 0.34746321 8.03110794 [126,] 0.59662569 0.34746321 [127,] 7.88209168 0.59662569 [128,] 13.50749095 7.88209168 [129,] 2.20215338 13.50749095 [130,] 0.93524617 2.20215338 [131,] -12.27319566 0.93524617 [132,] 1.60481402 -12.27319566 [133,] -7.67448596 1.60481402 [134,] 0.79130754 -7.67448596 [135,] 0.40264879 0.79130754 [136,] 0.97289291 0.40264879 [137,] -1.53863852 0.97289291 [138,] 1.57839021 -1.53863852 [139,] 0.86790392 1.57839021 [140,] -0.77173196 0.86790392 [141,] -6.26627700 -0.77173196 [142,] 1.32927686 -6.26627700 [143,] 6.31933057 1.32927686 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 3.15384349 5.51790092 2 0.18965322 3.15384349 3 -13.90072047 0.18965322 4 0.45053735 -13.90072047 5 -1.62081246 0.45053735 6 0.48158365 -1.62081246 7 5.46529191 0.48158365 8 -0.99028995 5.46529191 9 1.31402531 -0.99028995 10 -24.14895165 1.31402531 11 -0.90694634 -24.14895165 12 -11.43599695 -0.90694634 13 7.15538634 -11.43599695 14 -3.22288112 7.15538634 15 5.61682235 -3.22288112 16 5.20423228 5.61682235 17 3.45439796 5.20423228 18 3.16093715 3.45439796 19 -6.11338107 3.16093715 20 4.72034372 -6.11338107 21 -5.54406471 4.72034372 22 8.59556118 -5.54406471 23 -23.92445307 8.59556118 24 1.45514507 -23.92445307 25 3.06244118 1.45514507 26 -4.65631080 3.06244118 27 -8.37613110 -4.65631080 28 -4.88091562 -8.37613110 29 -4.48109092 -4.88091562 30 -0.59858865 -4.48109092 31 -12.91574006 -0.59858865 32 2.42976368 -12.91574006 33 10.57286979 2.42976368 34 2.51298011 10.57286979 35 0.97536051 2.51298011 36 1.43388766 0.97536051 37 -2.93490334 1.43388766 38 -6.67562809 -2.93490334 39 -2.26770484 -6.67562809 40 -2.64512783 -2.26770484 41 6.34577107 -2.64512783 42 0.05187720 6.34577107 43 4.44804850 0.05187720 44 7.53619080 4.44804850 45 -3.16176648 7.53619080 46 -16.45288356 -3.16176648 47 2.07613996 -16.45288356 48 0.31628525 2.07613996 49 -5.48152995 0.31628525 50 6.36515750 -5.48152995 51 -3.08538589 6.36515750 52 -9.51181642 -3.08538589 53 -3.86214772 -9.51181642 54 3.37927463 -3.86214772 55 -4.56484981 3.37927463 56 1.23595316 -4.56484981 57 6.54043789 1.23595316 58 -0.72510612 6.54043789 59 -0.90440436 -0.72510612 60 8.11655766 -0.90440436 61 3.73030416 8.11655766 62 -7.84785579 3.73030416 63 0.19659691 -7.84785579 64 1.40732455 0.19659691 65 1.12170306 1.40732455 66 7.11828052 1.12170306 67 -2.41671774 7.11828052 68 2.77921732 -2.41671774 69 6.76154387 2.77921732 70 1.43340140 6.76154387 71 0.89974594 1.43340140 72 9.89345059 0.89974594 73 -14.31001386 9.89345059 74 6.46372662 -14.31001386 75 4.99844087 6.46372662 76 16.66636096 4.99844087 77 7.71927845 16.66636096 78 0.05431523 7.71927845 79 2.42071291 0.05431523 80 -5.27978031 2.42071291 81 8.21822827 -5.27978031 82 5.41301747 8.21822827 83 -3.13096798 5.41301747 84 8.87155533 -3.13096798 85 4.44393352 8.87155533 86 5.21676313 4.44393352 87 9.63527891 5.21676313 88 2.46069488 9.63527891 89 -1.43992984 2.46069488 90 -1.90394308 -1.43992984 91 -5.23239654 -1.90394308 92 3.25135172 -5.23239654 93 4.07392415 3.25135172 94 -5.99782634 4.07392415 95 1.65647114 -5.99782634 96 -2.13147611 1.65647114 97 -0.97382057 -2.13147611 98 3.93959226 -0.97382057 99 -6.52388107 3.93959226 100 -0.41800303 -6.52388107 101 -9.25966996 -0.41800303 102 2.01929455 -9.25966996 103 0.15778961 2.01929455 104 1.45456370 0.15778961 105 5.23850107 1.45456370 106 6.88901880 5.23850107 107 -60.37476005 6.88901880 108 0.97289291 -60.37476005 109 -1.85035271 0.97289291 110 0.97770237 -1.85035271 111 -2.63080684 0.97770237 112 4.96028958 -2.63080684 113 -6.27267437 4.96028958 114 1.07849360 -6.27267437 115 0.97289291 1.07849360 116 -2.77289170 0.97289291 117 -10.36628454 -2.77289170 118 19.60360837 -10.36628454 119 8.15080414 19.60360837 120 -0.07130661 8.15080414 121 2.85836629 -0.07130661 122 9.58997622 2.85836629 123 3.24740694 9.58997622 124 8.03110794 3.24740694 125 0.34746321 8.03110794 126 0.59662569 0.34746321 127 7.88209168 0.59662569 128 13.50749095 7.88209168 129 2.20215338 13.50749095 130 0.93524617 2.20215338 131 -12.27319566 0.93524617 132 1.60481402 -12.27319566 133 -7.67448596 1.60481402 134 0.79130754 -7.67448596 135 0.40264879 0.79130754 136 0.97289291 0.40264879 137 -1.53863852 0.97289291 138 1.57839021 -1.53863852 139 0.86790392 1.57839021 140 -0.77173196 0.86790392 141 -6.26627700 -0.77173196 142 1.32927686 -6.26627700 143 6.31933057 1.32927686 > 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/7a01r1324581649.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/888wo1324581649.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/965cu1324581649.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10yyes1324581649.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11esvs1324581649.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/12ko511324581649.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/138xa91324581649.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/14eyto1324581649.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/15yug71324581649.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/163cva1324581649.tab") + } > > try(system("convert tmp/1fy9n1324581649.ps tmp/1fy9n1324581649.png",intern=TRUE)) character(0) > try(system("convert tmp/2nsmk1324581649.ps tmp/2nsmk1324581649.png",intern=TRUE)) character(0) > try(system("convert tmp/3tfd31324581649.ps tmp/3tfd31324581649.png",intern=TRUE)) character(0) > try(system("convert tmp/4essd1324581649.ps tmp/4essd1324581649.png",intern=TRUE)) character(0) > try(system("convert tmp/5gjs81324581649.ps tmp/5gjs81324581649.png",intern=TRUE)) character(0) > try(system("convert tmp/60gok1324581649.ps tmp/60gok1324581649.png",intern=TRUE)) character(0) > try(system("convert tmp/7a01r1324581649.ps tmp/7a01r1324581649.png",intern=TRUE)) character(0) > try(system("convert tmp/888wo1324581649.ps tmp/888wo1324581649.png",intern=TRUE)) character(0) > try(system("convert tmp/965cu1324581649.ps tmp/965cu1324581649.png",intern=TRUE)) character(0) > try(system("convert tmp/10yyes1324581649.ps tmp/10yyes1324581649.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.337 0.936 6.290