R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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+ ,1
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+ ,0
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+ ,50857
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+ ,0
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+ ,56613
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+ ,1
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+ ,72
+ ,72
+ ,0
+ ,19540
+ ,72535
+ ,14
+ ,17
+ ,35873
+ ,27
+ ,21
+ ,0)
+ ,dim=c(8
+ ,289)
+ ,dimnames=list(c('totsize'
+ ,'time_in_rfc'
+ ,'logins'
+ ,'blogged_computations'
+ ,'totseconds'
+ ,'tothyperlinks'
+ ,'totblogs'
+ ,'shared_compendiums')
+ ,1:289))
> y <- array(NA,dim=c(8,289),dimnames=list(c('totsize','time_in_rfc','logins','blogged_computations','totseconds','tothyperlinks','totblogs','shared_compendiums'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
totsize time_in_rfc logins blogged_computations totseconds tothyperlinks
1 112285 210907 56 79 146283 144
2 84786 120982 56 58 98364 103
3 83123 176508 54 60 86146 98
4 101193 179321 89 108 96933 135
5 38361 123185 40 49 79234 61
6 68504 52746 25 0 42551 39
7 119182 385534 92 121 195663 150
8 22807 33170 18 1 6853 5
9 17140 101645 63 20 21529 28
10 116174 149061 44 43 95757 84
11 57635 165446 33 69 85584 80
12 66198 237213 84 78 143983 130
13 71701 173326 88 86 75851 82
14 57793 133131 55 44 59238 60
15 80444 258873 60 104 93163 131
16 53855 180083 66 63 96037 84
17 97668 324799 154 158 151511 140
18 133824 230964 53 102 136368 151
19 101481 236785 119 77 112642 91
20 99645 135473 41 82 94728 138
21 114789 202925 61 115 105499 150
22 99052 215147 58 101 121527 124
23 67654 344297 75 80 127766 119
24 65553 153935 33 50 98958 73
25 97500 132943 40 83 77900 110
26 69112 174724 92 123 85646 123
27 82753 174415 100 73 98579 90
28 85323 225548 112 81 130767 116
29 72654 223632 73 105 131741 113
30 30727 124817 40 47 53907 56
31 77873 221698 45 105 178812 115
32 117478 210767 60 94 146761 119
33 74007 170266 62 44 82036 129
34 90183 260561 75 114 163253 127
35 61542 84853 31 38 27032 27
36 101494 294424 77 107 171975 175
37 27570 101011 34 30 65990 35
38 55813 215641 46 71 86572 64
39 79215 325107 99 84 159676 96
40 1423 7176 17 0 1929 0
41 55461 167542 66 59 85371 84
42 31081 106408 30 33 58391 41
43 22996 96560 76 42 31580 47
44 83122 265769 146 96 136815 126
45 70106 269651 67 106 120642 105
46 60578 149112 56 56 69107 80
47 39992 175824 107 57 50495 70
48 79892 152871 58 59 108016 73
49 49810 111665 34 39 46341 57
50 71570 116408 61 34 78348 40
51 100708 362301 119 76 79336 68
52 33032 78800 42 20 56968 21
53 82875 183167 66 91 93176 127
54 139077 277965 89 115 161632 154
55 71595 150629 44 85 87850 116
56 72260 168809 66 76 127969 102
57 5950 24188 24 8 15049 7
58 115762 329267 259 79 155135 148
59 32551 65029 17 21 25109 21
60 31701 101097 64 30 45824 35
61 80670 218946 41 76 102996 112
62 143558 244052 68 101 160604 137
63 117105 341570 168 94 158051 135
64 23789 103597 43 27 44547 26
65 120733 233328 132 92 162647 230
66 105195 256462 105 123 174141 181
67 73107 206161 71 75 60622 71
68 132068 311473 112 128 179566 147
69 149193 235800 94 105 184301 190
70 46821 177939 82 55 75661 64
71 87011 207176 70 56 96144 105
72 95260 196553 57 41 129847 107
73 55183 174184 53 72 117286 94
74 106671 143246 103 67 71180 116
75 73511 187559 121 75 109377 106
76 92945 187681 62 114 85298 143
77 78664 119016 52 118 73631 81
78 70054 182192 52 77 86767 89
79 22618 73566 32 22 23824 26
80 74011 194979 62 66 93487 84
81 83737 167488 45 69 82981 113
82 69094 143756 46 105 73815 120
83 93133 275541 63 116 94552 110
84 95536 243199 75 88 132190 134
85 225920 182999 88 73 128754 54
86 62133 135649 46 99 66363 96
87 61370 152299 53 62 67808 78
88 43836 120221 37 53 61724 51
89 106117 346485 90 118 131722 121
90 38692 145790 63 30 68580 38
91 84651 193339 78 100 106175 145
92 56622 80953 25 49 55792 59
93 15986 122774 45 24 25157 27
94 95364 130585 46 67 76669 91
95 26706 112611 41 46 57283 48
96 89691 286468 144 57 105805 68
97 67267 241066 82 75 129484 58
98 126846 148446 91 135 72413 150
99 41140 204713 71 68 87831 74
100 102860 182079 63 124 96971 181
101 51715 140344 53 33 71299 65
102 55801 220516 62 98 77494 97
103 111813 243060 63 58 120336 121
104 120293 162765 32 68 93913 99
105 138599 182613 39 81 136048 152
106 161647 232138 62 131 181248 188
107 115929 265318 117 110 146123 138
108 24266 85574 34 37 32036 40
109 162901 310839 92 130 186646 254
110 109825 225060 93 93 102255 87
111 129838 232317 54 118 168237 178
112 37510 144966 144 39 64219 51
113 43750 43287 14 13 19630 49
114 40652 155754 61 74 76825 73
115 87771 164709 109 81 115338 176
116 85872 201940 38 109 109427 94
117 89275 235454 73 151 118168 120
118 44418 220801 75 51 84845 66
119 192565 99466 50 28 153197 56
120 35232 92661 61 40 29877 39
121 40909 133328 55 56 63506 66
122 13294 61361 77 27 22445 27
123 32387 125930 75 37 47695 65
124 140867 100750 72 83 68370 58
125 120662 224549 50 54 146304 98
126 21233 82316 32 27 38233 25
127 44332 102010 53 28 42071 26
128 61056 101523 42 59 50517 77
129 101338 243511 71 133 103950 130
130 1168 22938 10 12 5841 11
131 13497 41566 35 0 2341 2
132 65567 152474 65 106 84396 101
133 25162 61857 25 23 24610 31
134 32334 99923 66 44 35753 36
135 40735 132487 41 71 55515 120
136 91413 317394 86 116 209056 195
137 855 21054 16 4 6622 4
138 97068 209641 42 62 115814 89
139 44339 22648 19 12 11609 24
140 14116 31414 19 18 13155 39
141 10288 46698 45 14 18274 14
142 65622 131698 65 60 72875 78
143 16563 91735 35 7 10112 15
144 76643 244749 95 98 142775 106
145 110681 184510 49 64 68847 83
146 29011 79863 37 29 17659 24
147 92696 128423 64 32 20112 37
148 94785 97839 38 25 61023 77
149 8773 38214 34 16 13983 16
150 83209 151101 32 48 65176 56
151 93815 272458 65 100 132432 132
152 86687 172494 52 46 112494 144
153 34553 108043 62 45 45109 40
154 105547 328107 65 129 170875 153
155 103487 250579 83 130 180759 143
156 213688 351067 95 136 214921 220
157 71220 158015 29 59 100226 79
158 23517 98866 18 25 32043 50
159 56926 85439 33 32 54454 39
160 91721 229242 247 63 78876 95
161 115168 351619 139 95 170745 169
162 111194 84207 29 14 6940 12
163 51009 120445 118 36 49025 63
164 135777 324598 110 113 122037 134
165 51513 131069 67 47 53782 69
166 74163 204271 42 92 127748 119
167 51633 165543 65 70 86839 119
168 75345 141722 94 19 44830 75
169 33416 116048 64 50 77395 63
170 83305 250047 81 41 89324 55
171 98952 299775 95 91 103300 103
172 102372 195838 67 111 112283 197
173 37238 173260 63 41 10901 16
174 103772 254488 83 120 120691 140
175 123969 104389 45 135 58106 89
176 27142 136084 30 27 57140 40
177 135400 199476 70 87 122422 125
178 21399 92499 32 25 25899 21
179 130115 224330 83 131 139296 167
180 24874 135781 31 45 52678 32
181 34988 74408 67 29 23853 36
182 45549 81240 66 58 17306 13
183 6023 14688 10 4 7953 5
184 64466 181633 70 47 89455 96
185 54990 271856 103 109 147866 151
186 1644 7199 5 7 4245 6
187 6179 46660 20 12 21509 13
188 3926 17547 5 0 7670 3
189 32755 133368 36 37 66675 57
190 34777 95227 34 37 14336 23
191 73224 152601 48 46 53608 61
192 27114 98146 40 15 30059 21
193 20760 79619 43 42 29668 43
194 37636 59194 31 7 22097 20
195 65461 139942 42 54 96841 82
196 30080 118612 46 54 41907 90
197 24094 72880 33 14 27080 25
198 69008 65475 18 16 35885 60
199 54968 99643 55 33 41247 61
200 46090 71965 35 32 28313 85
201 27507 77272 59 21 36845 43
202 10672 49289 19 15 16548 25
203 34029 135131 66 38 36134 41
204 46300 108446 60 22 55764 26
205 24760 89746 36 28 28910 38
206 18779 44296 25 10 13339 12
207 21280 77648 47 31 25319 29
208 40662 181528 54 32 66956 49
209 28987 134019 53 32 47487 46
210 22827 124064 40 43 52785 41
211 18513 92630 40 27 44683 31
212 30594 121848 39 37 35619 41
213 24006 52915 14 20 21920 26
214 27913 81872 45 32 45608 23
215 42744 58981 36 0 7721 14
216 12934 53515 28 5 20634 16
217 22574 60812 44 26 29788 25
218 41385 56375 30 10 31931 21
219 18653 65490 22 27 37754 32
220 18472 80949 17 11 32505 9
221 30976 76302 31 29 40557 35
222 63339 104011 55 25 94238 42
223 25568 98104 54 55 44197 68
224 33747 67989 21 23 43228 32
225 4154 30989 14 5 4103 6
226 19474 135458 81 43 44144 68
227 35130 73504 35 23 32868 33
228 39067 63123 43 34 27640 84
229 13310 61254 46 36 14063 46
230 65892 74914 30 35 28990 30
231 4143 31774 23 0 4694 0
232 28579 81437 38 37 42648 36
233 51776 87186 54 28 64329 47
234 21152 50090 20 16 21928 20
235 38084 65745 53 26 25836 50
236 27717 56653 45 38 22779 30
237 32928 158399 39 23 40820 30
238 11342 46455 20 22 27530 34
239 19499 73624 24 30 32378 33
240 16380 38395 31 16 10824 34
241 36874 91899 35 18 39613 37
242 48259 139526 151 28 60865 83
243 16734 52164 52 32 19787 32
244 28207 51567 30 21 20107 30
245 30143 70551 31 23 36605 43
246 41369 84856 29 29 40961 41
247 45833 102538 57 50 48231 51
248 29156 86678 40 12 39725 19
249 35944 85709 44 21 21455 37
250 36278 34662 25 18 23430 33
251 45588 150580 77 27 62991 41
252 45097 99611 35 41 49363 54
253 3895 19349 11 13 9604 14
254 28394 99373 63 12 24552 25
255 18632 86230 44 21 31493 25
256 2325 30837 19 8 3439 8
257 25139 31706 13 26 19555 26
258 27975 89806 42 27 21228 20
259 14483 62088 38 13 23177 11
260 13127 40151 29 16 22094 14
261 5839 27634 20 2 2342 3
262 24069 76990 27 42 38798 40
263 3738 37460 20 5 3255 5
264 18625 54157 19 37 24261 38
265 36341 49862 37 17 18511 32
266 24548 84337 26 38 40798 41
267 21792 64175 42 37 28893 46
268 26263 59382 49 29 21425 47
269 23686 119308 30 32 50276 37
270 49303 76702 49 35 37643 51
271 25659 103425 67 17 30377 49
272 28904 70344 28 20 27126 21
273 2781 43410 19 7 13 1
274 29236 104838 49 46 42097 44
275 19546 62215 27 24 24451 26
276 22818 69304 30 40 14335 21
277 32689 53117 22 3 5084 4
278 5752 19764 12 10 9927 10
279 22197 86680 31 37 43527 43
280 20055 84105 20 17 27184 34
281 25272 77945 20 28 21610 32
282 82206 89113 39 19 20484 20
283 32073 91005 29 29 20156 34
284 5444 40248 16 8 6012 6
285 20154 64187 27 10 18475 12
286 36944 50857 21 15 12645 24
287 8019 56613 19 15 11017 16
288 30884 62792 35 28 37623 72
289 19540 72535 14 17 35873 27
totblogs shared_compendiums
1 145 3
2 101 4
3 98 12
4 132 2
5 60 1
6 38 3
7 144 0
8 5 0
9 28 0
10 84 5
11 79 0
12 127 0
13 78 7
14 60 7
15 131 3
16 84 9
17 133 0
18 150 4
19 91 3
20 132 0
21 136 7
22 124 0
23 118 1
24 70 5
25 107 7
26 119 0
27 89 0
28 112 5
29 108 0
30 52 0
31 112 0
32 116 3
33 123 4
34 125 1
35 27 4
36 162 2
37 32 0
38 64 0
39 92 0
40 0 0
41 83 2
42 41 1
43 47 0
44 120 2
45 105 10
46 79 6
47 65 0
48 70 5
49 55 4
50 39 1
51 67 2
52 21 2
53 127 0
54 152 8
55 113 3
56 99 0
57 7 0
58 141 8
59 21 5
60 35 3
61 109 1
62 133 5
63 123 1
64 26 1
65 230 5
66 166 0
67 68 12
68 147 8
69 179 8
70 61 8
71 101 8
72 108 2
73 90 0
74 114 5
75 103 8
76 142 2
77 79 5
78 88 12
79 25 6
80 83 7
81 113 2
82 118 0
83 110 4
84 129 3
85 51 6
86 93 2
87 76 0
88 49 1
89 118 0
90 38 5
91 141 2
92 58 0
93 27 0
94 91 5
95 48 0
96 63 1
97 56 0
98 144 1
99 73 1
100 168 2
101 64 6
102 97 1
103 117 4
104 100 2
105 149 3
106 187 0
107 127 10
108 37 0
109 245 9
110 87 7
111 177 0
112 49 0
113 49 4
114 73 4
115 177 0
116 94 0
117 117 0
118 60 1
119 55 0
120 39 1
121 64 0
122 26 0
123 64 4
124 58 0
125 95 4
126 25 4
127 26 3
128 76 0
129 129 0
130 11 0
131 2 5
132 101 0
133 28 4
134 36 0
135 89 0
136 193 1
137 4 0
138 84 5
139 23 0
140 39 0
141 14 0
142 78 0
143 14 0
144 101 2
145 82 7
146 24 1
147 36 8
148 75 2
149 16 0
150 55 2
151 131 0
152 131 0
153 39 1
154 144 3
155 139 0
156 211 3
157 78 0
158 50 0
159 39 0
160 90 4
161 166 4
162 12 11
163 57 0
164 133 0
165 69 4
166 119 0
167 119 1
168 65 0
169 61 0
170 49 0
171 101 9
172 196 1
173 15 3
174 136 10
175 89 5
176 40 0
177 123 2
178 21 0
179 163 1
180 29 2
181 35 4
182 13 0
183 5 0
184 96 2
185 151 1
186 6 0
187 13 0
188 3 0
189 56 1
190 23 0
191 57 2
192 14 0
193 43 3
194 20 6
195 72 0
196 87 2
197 21 0
198 56 2
199 59 1
200 82 1
201 43 2
202 25 1
203 38 0
204 25 1
205 38 3
206 12 0
207 29 0
208 47 0
209 45 0
210 40 1
211 30 4
212 41 0
213 25 0
214 23 0
215 14 7
216 16 2
217 26 0
218 21 7
219 27 3
220 9 0
221 33 0
222 42 6
223 68 2
224 32 0
225 6 0
226 67 3
227 33 0
228 77 1
229 46 1
230 30 0
231 0 1
232 36 0
233 46 0
234 18 0
235 48 0
236 29 0
237 28 0
238 34 0
239 33 0
240 34 0
241 33 0
242 80 0
243 32 0
244 30 2
245 41 0
246 41 1
247 51 1
248 18 0
249 34 0
250 31 0
251 39 0
252 54 0
253 14 0
254 24 1
255 24 0
256 8 0
257 26 0
258 19 0
259 11 1
260 14 0
261 1 0
262 39 0
263 5 0
264 37 0
265 32 0
266 38 0
267 47 0
268 47 0
269 37 0
270 51 0
271 45 1
272 21 0
273 1 0
274 42 1
275 26 0
276 21 6
277 4 3
278 10 1
279 43 2
280 34 0
281 31 0
282 19 0
283 34 3
284 6 1
285 11 0
286 24 0
287 16 1
288 72 0
289 21 0
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) time_in_rfc logins
7542.19630 -0.06465 47.78750
blogged_computations totseconds tothyperlinks
171.99002 0.46892 70.44157
totblogs shared_compendiums
83.14216 2701.54881
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-53877 -11257 -3899 7257 128819
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 7542.19630 2585.09584 2.918 0.00381 **
time_in_rfc -0.06465 0.04151 -1.557 0.12052
logins 47.78750 53.73475 0.889 0.37459
blogged_computations 171.99002 79.91734 2.152 0.03224 *
totseconds 0.46892 0.07212 6.502 3.60e-10 ***
tothyperlinks 70.44157 424.74545 0.166 0.86840
totblogs 83.14216 438.55570 0.190 0.84977
shared_compendiums 2701.54881 480.12186 5.627 4.44e-08 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 21110 on 281 degrees of freedom
Multiple R-squared: 0.7339, Adjusted R-squared: 0.7273
F-statistic: 110.7 on 7 and 281 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,] 0.688582049 6.228359e-01 3.114180e-01
[2,] 0.829026997 3.419460e-01 1.709730e-01
[3,] 0.749015494 5.019690e-01 2.509845e-01
[4,] 0.641117683 7.177646e-01 3.588823e-01
[5,] 0.540763531 9.184729e-01 4.592365e-01
[6,] 0.502051206 9.958976e-01 4.979488e-01
[7,] 0.516975146 9.660497e-01 4.830249e-01
[8,] 0.488176884 9.763538e-01 5.118231e-01
[9,] 0.649620557 7.007589e-01 3.503794e-01
[10,] 0.570418380 8.591632e-01 4.295816e-01
[11,] 0.489525370 9.790507e-01 5.104746e-01
[12,] 0.424051747 8.481035e-01 5.759483e-01
[13,] 0.367970272 7.359405e-01 6.320297e-01
[14,] 0.307972747 6.159455e-01 6.920273e-01
[15,] 0.251102871 5.022057e-01 7.488971e-01
[16,] 0.224975900 4.499518e-01 7.750241e-01
[17,] 0.183918031 3.678361e-01 8.160820e-01
[18,] 0.162364751 3.247295e-01 8.376352e-01
[19,] 0.141400992 2.828020e-01 8.585990e-01
[20,] 0.120423127 2.408463e-01 8.795769e-01
[21,] 0.111788427 2.235769e-01 8.882116e-01
[22,] 0.117498310 2.349966e-01 8.825017e-01
[23,] 0.123000900 2.460018e-01 8.769991e-01
[24,] 0.101909261 2.038185e-01 8.980907e-01
[25,] 0.123612513 2.472250e-01 8.763875e-01
[26,] 0.102913107 2.058262e-01 8.970869e-01
[27,] 0.085879068 1.717581e-01 9.141209e-01
[28,] 0.066599762 1.331995e-01 9.334002e-01
[29,] 0.055661551 1.113231e-01 9.443384e-01
[30,] 0.048046278 9.609256e-02 9.519537e-01
[31,] 0.040372932 8.074586e-02 9.596271e-01
[32,] 0.032991737 6.598347e-02 9.670083e-01
[33,] 0.028661310 5.732262e-02 9.713387e-01
[34,] 0.021939689 4.387938e-02 9.780603e-01
[35,] 0.031698490 6.339698e-02 9.683015e-01
[36,] 0.024757303 4.951461e-02 9.752427e-01
[37,] 0.018092842 3.618568e-02 9.819072e-01
[38,] 0.013954651 2.790930e-02 9.860453e-01
[39,] 0.009940163 1.988033e-02 9.900598e-01
[40,] 0.012894634 2.578927e-02 9.871054e-01
[41,] 0.075415360 1.508307e-01 9.245846e-01
[42,] 0.060525740 1.210515e-01 9.394743e-01
[43,] 0.047480204 9.496041e-02 9.525198e-01
[44,] 0.042978703 8.595741e-02 9.570213e-01
[45,] 0.035581361 7.116272e-02 9.644186e-01
[46,] 0.028827903 5.765581e-02 9.711721e-01
[47,] 0.023882638 4.776528e-02 9.761174e-01
[48,] 0.018804235 3.760847e-02 9.811958e-01
[49,] 0.014103004 2.820601e-02 9.858970e-01
[50,] 0.011357289 2.271458e-02 9.886427e-01
[51,] 0.008369553 1.673911e-02 9.916304e-01
[52,] 0.014867554 2.973511e-02 9.851324e-01
[53,] 0.014924167 2.984833e-02 9.850758e-01
[54,] 0.011860879 2.372176e-02 9.881391e-01
[55,] 0.014397245 2.879449e-02 9.856028e-01
[56,] 0.012585748 2.517150e-02 9.874143e-01
[57,] 0.009786853 1.957371e-02 9.902131e-01
[58,] 0.007735190 1.547038e-02 9.922648e-01
[59,] 0.006322799 1.264560e-02 9.936772e-01
[60,] 0.007751785 1.550357e-02 9.922482e-01
[61,] 0.005771105 1.154221e-02 9.942289e-01
[62,] 0.004524196 9.048391e-03 9.954758e-01
[63,] 0.004700906 9.401812e-03 9.952991e-01
[64,] 0.006196011 1.239202e-02 9.938040e-01
[65,] 0.007165489 1.433098e-02 9.928345e-01
[66,] 0.005432558 1.086512e-02 9.945674e-01
[67,] 0.004388085 8.776170e-03 9.956119e-01
[68,] 0.005150111 1.030022e-02 9.948499e-01
[69,] 0.004597675 9.195349e-03 9.954023e-01
[70,] 0.003632009 7.264018e-03 9.963680e-01
[71,] 0.002800636 5.601273e-03 9.971994e-01
[72,] 0.002090941 4.181882e-03 9.979091e-01
[73,] 0.001593487 3.186975e-03 9.984065e-01
[74,] 0.001172855 2.345710e-03 9.988271e-01
[75,] 0.884989017 2.300220e-01 1.150110e-01
[76,] 0.867436503 2.651270e-01 1.325635e-01
[77,] 0.849157939 3.016841e-01 1.508421e-01
[78,] 0.828037223 3.439256e-01 1.719628e-01
[79,] 0.819215450 3.615691e-01 1.807846e-01
[80,] 0.815153996 3.696920e-01 1.848460e-01
[81,] 0.793061049 4.138779e-01 2.069390e-01
[82,] 0.772018176 4.559636e-01 2.279818e-01
[83,] 0.745489850 5.090203e-01 2.545101e-01
[84,] 0.740695089 5.186098e-01 2.593049e-01
[85,] 0.730829044 5.383419e-01 2.691710e-01
[86,] 0.731226656 5.375467e-01 2.687733e-01
[87,] 0.709484345 5.810313e-01 2.905157e-01
[88,] 0.789413562 4.211729e-01 2.105864e-01
[89,] 0.794681142 4.106377e-01 2.053189e-01
[90,] 0.769956235 4.600875e-01 2.300438e-01
[91,] 0.755671419 4.886572e-01 2.443286e-01
[92,] 0.735335752 5.293285e-01 2.646642e-01
[93,] 0.740523417 5.189532e-01 2.594766e-01
[94,] 0.831433839 3.371323e-01 1.685662e-01
[95,] 0.856946904 2.861062e-01 1.430531e-01
[96,] 0.870936518 2.581270e-01 1.290635e-01
[97,] 0.866020403 2.679592e-01 1.339796e-01
[98,] 0.847588596 3.048228e-01 1.524114e-01
[99,] 0.826828098 3.463438e-01 1.731719e-01
[100,] 0.815955509 3.680890e-01 1.840445e-01
[101,] 0.794383625 4.112328e-01 2.056164e-01
[102,] 0.778817690 4.423646e-01 2.211823e-01
[103,] 0.756751762 4.864965e-01 2.432482e-01
[104,] 0.788837288 4.223254e-01 2.111627e-01
[105,] 0.770972993 4.580540e-01 2.290270e-01
[106,] 0.744784361 5.104313e-01 2.552156e-01
[107,] 0.719518282 5.609634e-01 2.804817e-01
[108,] 0.702692505 5.946150e-01 2.973075e-01
[109,] 0.994622905 1.075419e-02 5.377095e-03
[110,] 0.993147584 1.370483e-02 6.852416e-03
[111,] 0.991774716 1.645057e-02 8.225284e-03
[112,] 0.990468686 1.906263e-02 9.531314e-03
[113,] 0.990543619 1.891276e-02 9.456381e-03
[114,] 0.999861698 2.766049e-04 1.383024e-04
[115,] 0.999883786 2.324289e-04 1.162145e-04
[116,] 0.999879557 2.408867e-04 1.204434e-04
[117,] 0.999834554 3.308915e-04 1.654458e-04
[118,] 0.999797795 4.044091e-04 2.022045e-04
[119,] 0.999749712 5.005755e-04 2.502877e-04
[120,] 0.999685049 6.299014e-04 3.149507e-04
[121,] 0.999605044 7.899111e-04 3.949556e-04
[122,] 0.999495918 1.008163e-03 5.040816e-04
[123,] 0.999380797 1.238406e-03 6.192028e-04
[124,] 0.999167500 1.664999e-03 8.324995e-04
[125,] 0.999580224 8.395524e-04 4.197762e-04
[126,] 0.999879215 2.415706e-04 1.207853e-04
[127,] 0.999841682 3.166363e-04 1.583181e-04
[128,] 0.999791955 4.160903e-04 2.080452e-04
[129,] 0.999843661 3.126782e-04 1.563391e-04
[130,] 0.999790614 4.187717e-04 2.093858e-04
[131,] 0.999723873 5.522546e-04 2.761273e-04
[132,] 0.999656707 6.865864e-04 3.432932e-04
[133,] 0.999544568 9.108640e-04 4.554320e-04
[134,] 0.999600991 7.980190e-04 3.990095e-04
[135,] 0.999770017 4.599658e-04 2.299829e-04
[136,] 0.999687603 6.247942e-04 3.123971e-04
[137,] 0.999897725 2.045497e-04 1.022748e-04
[138,] 0.999972907 5.418604e-05 2.709302e-05
[139,] 0.999963442 7.311578e-05 3.655789e-05
[140,] 0.999977660 4.468071e-05 2.234036e-05
[141,] 0.999967707 6.458654e-05 3.229327e-05
[142,] 0.999955534 8.893111e-05 4.446555e-05
[143,] 0.999938913 1.221741e-04 6.108704e-05
[144,] 0.999960108 7.978382e-05 3.989191e-05
[145,] 0.999959165 8.167018e-05 4.083509e-05
[146,] 0.999997358 5.283168e-06 2.641584e-06
[147,] 0.999996579 6.842857e-06 3.421428e-06
[148,] 0.999994972 1.005605e-05 5.028025e-06
[149,] 0.999995753 8.493571e-06 4.246786e-06
[150,] 0.999994340 1.131975e-05 5.659877e-06
[151,] 0.999991885 1.623055e-05 8.115275e-06
[152,] 0.999999965 7.017046e-08 3.508523e-08
[153,] 0.999999945 1.108084e-07 5.540421e-08
[154,] 0.999999992 1.654689e-08 8.273447e-09
[155,] 0.999999986 2.741097e-08 1.370549e-08
[156,] 0.999999980 4.060919e-08 2.030459e-08
[157,] 0.999999978 4.456364e-08 2.228182e-08
[158,] 0.999999987 2.661008e-08 1.330504e-08
[159,] 0.999999989 2.259852e-08 1.129926e-08
[160,] 0.999999994 1.267218e-08 6.336091e-09
[161,] 0.999999990 2.080693e-08 1.040347e-08
[162,] 0.999999983 3.438305e-08 1.719152e-08
[163,] 0.999999975 4.990212e-08 2.495106e-08
[164,] 0.999999970 5.962375e-08 2.981188e-08
[165,] 0.999999997 5.037105e-09 2.518553e-09
[166,] 0.999999996 7.667704e-09 3.833852e-09
[167,] 1.000000000 1.132699e-10 5.663497e-11
[168,] 1.000000000 2.098775e-10 1.049387e-10
[169,] 1.000000000 1.294060e-11 6.470302e-12
[170,] 1.000000000 1.617006e-11 8.085028e-12
[171,] 1.000000000 3.090554e-11 1.545277e-11
[172,] 1.000000000 1.161339e-11 5.806695e-12
[173,] 1.000000000 1.994103e-11 9.970515e-12
[174,] 1.000000000 3.616244e-11 1.808122e-11
[175,] 1.000000000 5.718696e-12 2.859348e-12
[176,] 1.000000000 9.548920e-12 4.774460e-12
[177,] 1.000000000 1.269143e-11 6.345715e-12
[178,] 1.000000000 2.095366e-11 1.047683e-11
[179,] 1.000000000 2.421291e-11 1.210646e-11
[180,] 1.000000000 2.387039e-11 1.193519e-11
[181,] 1.000000000 6.676860e-12 3.338430e-12
[182,] 1.000000000 1.340846e-11 6.704231e-12
[183,] 1.000000000 2.102627e-11 1.051314e-11
[184,] 1.000000000 3.761520e-11 1.880760e-11
[185,] 1.000000000 7.135138e-11 3.567569e-11
[186,] 1.000000000 7.875996e-11 3.937998e-11
[187,] 1.000000000 1.537541e-10 7.687703e-11
[188,] 1.000000000 3.342504e-11 1.671252e-11
[189,] 1.000000000 3.253102e-11 1.626551e-11
[190,] 1.000000000 4.839655e-11 2.419828e-11
[191,] 1.000000000 8.401373e-11 4.200686e-11
[192,] 1.000000000 1.267684e-10 6.338419e-11
[193,] 1.000000000 2.515372e-10 1.257686e-10
[194,] 1.000000000 4.186383e-10 2.093191e-10
[195,] 1.000000000 7.425670e-10 3.712835e-10
[196,] 0.999999999 1.452852e-09 7.264258e-10
[197,] 0.999999999 2.740612e-09 1.370306e-09
[198,] 0.999999998 4.981282e-09 2.490641e-09
[199,] 0.999999996 7.945890e-09 3.972945e-09
[200,] 0.999999996 8.891609e-09 4.445804e-09
[201,] 0.999999996 7.147400e-09 3.573700e-09
[202,] 0.999999993 1.356990e-08 6.784948e-09
[203,] 0.999999987 2.540753e-08 1.270376e-08
[204,] 0.999999977 4.669757e-08 2.334879e-08
[205,] 0.999999980 4.098527e-08 2.049263e-08
[206,] 0.999999969 6.241234e-08 3.120617e-08
[207,] 0.999999943 1.134782e-07 5.673911e-08
[208,] 0.999999929 1.410821e-07 7.054104e-08
[209,] 0.999999902 1.962526e-07 9.812629e-08
[210,] 0.999999839 3.222906e-07 1.611453e-07
[211,] 0.999999704 5.910694e-07 2.955347e-07
[212,] 0.999999632 7.354760e-07 3.677380e-07
[213,] 0.999999561 8.780753e-07 4.390377e-07
[214,] 0.999999231 1.537093e-06 7.685467e-07
[215,] 0.999998782 2.436932e-06 1.218466e-06
[216,] 0.999999482 1.036069e-06 5.180347e-07
[217,] 0.999999135 1.730264e-06 8.651319e-07
[218,] 0.999998496 3.007431e-06 1.503715e-06
[219,] 0.999998307 3.385325e-06 1.692663e-06
[220,] 0.999999908 1.842461e-07 9.212307e-08
[221,] 0.999999840 3.209200e-07 1.604600e-07
[222,] 0.999999691 6.187077e-07 3.093538e-07
[223,] 0.999999706 5.888500e-07 2.944250e-07
[224,] 0.999999436 1.127096e-06 5.635481e-07
[225,] 0.999999055 1.889013e-06 9.445067e-07
[226,] 0.999998277 3.445741e-06 1.722870e-06
[227,] 0.999997660 4.680394e-06 2.340197e-06
[228,] 0.999996500 6.999822e-06 3.499911e-06
[229,] 0.999994310 1.138060e-05 5.690300e-06
[230,] 0.999989879 2.024134e-05 1.012067e-05
[231,] 0.999983034 3.393295e-05 1.696647e-05
[232,] 0.999974416 5.116865e-05 2.558433e-05
[233,] 0.999961013 7.797379e-05 3.898689e-05
[234,] 0.999934135 1.317291e-04 6.586454e-05
[235,] 0.999884094 2.318113e-04 1.159056e-04
[236,] 0.999844213 3.115743e-04 1.557872e-04
[237,] 0.999749498 5.010037e-04 2.505018e-04
[238,] 0.999586297 8.274065e-04 4.137032e-04
[239,] 0.999314459 1.371082e-03 6.855410e-04
[240,] 0.999482972 1.034056e-03 5.170280e-04
[241,] 0.999112696 1.774607e-03 8.873035e-04
[242,] 0.998750513 2.498974e-03 1.249487e-03
[243,] 0.997995353 4.009293e-03 2.004647e-03
[244,] 0.996941648 6.116705e-03 3.058352e-03
[245,] 0.995815933 8.368135e-03 4.184067e-03
[246,] 0.994499923 1.100015e-02 5.500077e-03
[247,] 0.993394095 1.321181e-02 6.605905e-03
[248,] 0.990181410 1.963718e-02 9.818590e-03
[249,] 0.985905701 2.818860e-02 1.409430e-02
[250,] 0.978347167 4.330567e-02 2.165283e-02
[251,] 0.968324325 6.335135e-02 3.167568e-02
[252,] 0.952952556 9.409489e-02 4.704744e-02
[253,] 0.945658025 1.086840e-01 5.434198e-02
[254,] 0.921151845 1.576963e-01 7.884815e-02
[255,] 0.900143982 1.997120e-01 9.985602e-02
[256,] 0.860676795 2.786464e-01 1.393232e-01
[257,] 0.820639143 3.587217e-01 1.793609e-01
[258,] 0.772852238 4.542955e-01 2.271478e-01
[259,] 0.745957839 5.080843e-01 2.540422e-01
[260,] 0.715418971 5.691621e-01 2.845810e-01
[261,] 0.873713331 2.525733e-01 1.262867e-01
[262,] 0.817982231 3.640355e-01 1.820178e-01
[263,] 0.838388106 3.232238e-01 1.616119e-01
[264,] 0.918998926 1.620021e-01 8.100107e-02
[265,] 0.872701686 2.545966e-01 1.272983e-01
[266,] 0.790444555 4.191109e-01 2.095554e-01
[267,] 0.738533067 5.229339e-01 2.614669e-01
[268,] 0.692468136 6.150637e-01 3.075319e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1wl5m1324646690.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2mvju1324646690.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3n6nf1324646690.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4lcxa1324646690.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5ap431324646690.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
3214.94420 -170.57465 -13773.95182 11073.89460 -20698.19750 29212.65912
7 8 9 10 11 12
-2933.18776 12395.51658 -4677.39710 37458.64709 -4991.66906 -30671.64020
13 14 15 16 17 18
-10372.99117 -7242.42790 -3027.41590 -38283.52794 -15377.19199 23277.12471
19 20 21 22 23 24
15415.21966 19682.58514 7416.21349 9244.72310 -15780.94153 -13087.70086
25 26 27 28 29 30
10280.88344 -11405.55544 9186.96974 -19231.94257 -20693.94232 -12287.49552
31 32 33 34 35 36
-36807.88235 9575.91168 -1646.52345 -22298.86248 23839.37373 -20939.32584
37 38 39 40 41 42
-16296.73802 -2623.08398 -15775.17779 -7372.23114 -12804.81132 -13070.82231
43 44 45 46 47 48
-11186.34058 -19138.37985 -41150.26134 -10450.74138 -5113.84453 -5807.55521
49 50 51 52 53 54
29.70985 17289.73149 44863.24831 -10204.74598 5171.53713 4581.73501
55 56 57 58 59 60
-9796.97724 -16017.89652 -10683.21974 -12965.25494 -3718.62405 -12491.64426
61 62 63 64 65 66
4300.88166 21645.70199 10897.66633 -11338.36067 -18956.90757 -20150.10162
67 68 69 70 71 72
-8900.35645 -11096.89698 -1957.76644 -29267.45343 -2604.61337 7841.15998
73 74 75 76 77 78
-25116.94781 27408.74996 -29519.68223 7685.58126 -4272.83872 -28129.56363
79 80 81 82 83 84
-16772.30870 -10807.39896 11334.98266 -2289.20795 8404.23827 -5259.21144
85 86 87 88 89 90
128818.69710 -6881.90898 6867.43623 -6129.64421 16276.69006 -19098.22302
91 92 93 94 95 96
-8446.76720 9550.62096 -5840.93682 19106.56584 -17660.33137 21639.36885
97 98 99 100 101 102
-10968.26374 42136.77615 -23425.86475 5158.57369 -14505.53888 -11241.22600
103 104 105 106 107 108
21512.42354 45319.68914 32071.55304 29836.70772 -14786.94569 -6648.82939
109 110 111 112 113 114
-1399.79112 16170.68917 8294.39943 -12029.79072 8564.54369 -30506.20137
115 116 117 118 119 120
-9461.59827 5072.21398 -6096.96530 -13330.58774 103893.15246 1184.08889
121 122 123 124 125 126
-10023.29807 -13193.34953 -20033.15383 81154.11250 21746.34214 -19734.73070
127 128 129 130 131 132
4210.12862 12491.14176 14643.25851 -11861.48560 -7943.34220 -8542.40960
133 134 135 136 137 138
-10389.83180 -1764.42207 -14297.75289 -50186.10482 -10498.22328 9339.32867
139 140 141 142 143 144
26242.50523 -7557.59721 -9512.87132 7015.89763 5112.26831 -24689.28116
145 146 147 148 149 150
37858.80333 5207.55696 48250.97853 41774.37276 -9689.67769 31167.18684
151 152 153 154 155 156
1291.02250 6113.48451 -6621.29098 -17058.65458 -20572.71010 58984.91751
157 158 159 160 161 162
3311.66129 -5498.62285 16302.09930 14392.02181 -9203.09776 70487.39435
163 164 165 166 167 168
7256.80172 46804.60009 -5464.32960 -16184.08484 -22051.53877 37495.68305
169 170 171 172 173 174
-24083.59824 31170.89861 2191.93394 -328.83716 15243.60161 -16702.78529
175 176 177 178 179 180
43382.29102 -10617.70145 40603.98848 -1362.27798 17241.66537 -17881.57923
181 182 183 184 185 186
-3370.70788 20017.52454 -6232.74935 -4857.37099 -53876.81593 -9787.74452
187 188 189 190 191 192
-13449.03141 -6778.15763 -16887.38287 15147.57017 25764.50510 4686.66695
193 194 195 196 197 198
-19534.25547 1592.42348 -1502.14929 -19907.32966 1072.97783 30973.74302
199 200 201 202 203 204
14317.92807 7240.53914 -10755.67575 -11472.50359 2541.41812 6356.94091
205 206 207 208 209 210
-11013.85462 3087.84502 -5146.78236 -1985.66996 -7177.13727 -19669.30538
211 212 213 214 215 216
-26033.16500 -297.95288 1586.96089 -6909.54023 12612.78790 -10882.79822
217 218 219 220 221 222
-5502.25586 -2775.48331 -20657.80054 -3165.94256 -2329.83011 -11257.23338
223 224 225 226 227 228
-24243.78680 455.56688 -5759.34098 -29742.94241 6230.48671 -278.60415
229 230 231 232 233 234
-15023.06223 37537.91586 -7346.90930 -7405.68528 5173.34974 -47.53535
235 236 237 238 239 240
8159.55802 -54.76269 6223.63196 -16067.80702 -9841.25285 -3210.80443
241 242 243 244 245 246
6578.96817 -3333.86715 -9617.83246 -486.19520 -1878.16783 4732.94639
247 248 249 250 251 252
445.29104 1779.01650 12734.25233 10797.28552 3788.44425 3829.28854
253 254 255 256 257 258
-11811.57255 4230.44840 -7574.36147 -8348.87956 1390.58737 6644.82495
259 260 261 262 263 264
-8356.37968 -8467.76041 -2609.17983 -11263.30532 -5492.51525 -9817.26229
265 266 267 268 269 270
13735.35703 -10498.74333 -10668.74239 -2034.73240 -12338.73497 12873.72080
271 272 273 274 275 276
-5461.74625 5186.22933 -4226.49292 -10815.04040 -4851.00802 -14713.72035
277 278 279 280 281 282
15910.33305 -11698.23689 -20004.59867 -3898.69503 2032.26369 62699.18423
283 284 285 286 287 288
1262.31381 -8079.04652 3327.91156 19490.61171 -9676.18980 -7787.42747
289
-7375.42549
> postscript(file="/var/wessaorg/rcomp/tmp/6t7ol1324646690.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 3214.94420 NA
1 -170.57465 3214.94420
2 -13773.95182 -170.57465
3 11073.89460 -13773.95182
4 -20698.19750 11073.89460
5 29212.65912 -20698.19750
6 -2933.18776 29212.65912
7 12395.51658 -2933.18776
8 -4677.39710 12395.51658
9 37458.64709 -4677.39710
10 -4991.66906 37458.64709
11 -30671.64020 -4991.66906
12 -10372.99117 -30671.64020
13 -7242.42790 -10372.99117
14 -3027.41590 -7242.42790
15 -38283.52794 -3027.41590
16 -15377.19199 -38283.52794
17 23277.12471 -15377.19199
18 15415.21966 23277.12471
19 19682.58514 15415.21966
20 7416.21349 19682.58514
21 9244.72310 7416.21349
22 -15780.94153 9244.72310
23 -13087.70086 -15780.94153
24 10280.88344 -13087.70086
25 -11405.55544 10280.88344
26 9186.96974 -11405.55544
27 -19231.94257 9186.96974
28 -20693.94232 -19231.94257
29 -12287.49552 -20693.94232
30 -36807.88235 -12287.49552
31 9575.91168 -36807.88235
32 -1646.52345 9575.91168
33 -22298.86248 -1646.52345
34 23839.37373 -22298.86248
35 -20939.32584 23839.37373
36 -16296.73802 -20939.32584
37 -2623.08398 -16296.73802
38 -15775.17779 -2623.08398
39 -7372.23114 -15775.17779
40 -12804.81132 -7372.23114
41 -13070.82231 -12804.81132
42 -11186.34058 -13070.82231
43 -19138.37985 -11186.34058
44 -41150.26134 -19138.37985
45 -10450.74138 -41150.26134
46 -5113.84453 -10450.74138
47 -5807.55521 -5113.84453
48 29.70985 -5807.55521
49 17289.73149 29.70985
50 44863.24831 17289.73149
51 -10204.74598 44863.24831
52 5171.53713 -10204.74598
53 4581.73501 5171.53713
54 -9796.97724 4581.73501
55 -16017.89652 -9796.97724
56 -10683.21974 -16017.89652
57 -12965.25494 -10683.21974
58 -3718.62405 -12965.25494
59 -12491.64426 -3718.62405
60 4300.88166 -12491.64426
61 21645.70199 4300.88166
62 10897.66633 21645.70199
63 -11338.36067 10897.66633
64 -18956.90757 -11338.36067
65 -20150.10162 -18956.90757
66 -8900.35645 -20150.10162
67 -11096.89698 -8900.35645
68 -1957.76644 -11096.89698
69 -29267.45343 -1957.76644
70 -2604.61337 -29267.45343
71 7841.15998 -2604.61337
72 -25116.94781 7841.15998
73 27408.74996 -25116.94781
74 -29519.68223 27408.74996
75 7685.58126 -29519.68223
76 -4272.83872 7685.58126
77 -28129.56363 -4272.83872
78 -16772.30870 -28129.56363
79 -10807.39896 -16772.30870
80 11334.98266 -10807.39896
81 -2289.20795 11334.98266
82 8404.23827 -2289.20795
83 -5259.21144 8404.23827
84 128818.69710 -5259.21144
85 -6881.90898 128818.69710
86 6867.43623 -6881.90898
87 -6129.64421 6867.43623
88 16276.69006 -6129.64421
89 -19098.22302 16276.69006
90 -8446.76720 -19098.22302
91 9550.62096 -8446.76720
92 -5840.93682 9550.62096
93 19106.56584 -5840.93682
94 -17660.33137 19106.56584
95 21639.36885 -17660.33137
96 -10968.26374 21639.36885
97 42136.77615 -10968.26374
98 -23425.86475 42136.77615
99 5158.57369 -23425.86475
100 -14505.53888 5158.57369
101 -11241.22600 -14505.53888
102 21512.42354 -11241.22600
103 45319.68914 21512.42354
104 32071.55304 45319.68914
105 29836.70772 32071.55304
106 -14786.94569 29836.70772
107 -6648.82939 -14786.94569
108 -1399.79112 -6648.82939
109 16170.68917 -1399.79112
110 8294.39943 16170.68917
111 -12029.79072 8294.39943
112 8564.54369 -12029.79072
113 -30506.20137 8564.54369
114 -9461.59827 -30506.20137
115 5072.21398 -9461.59827
116 -6096.96530 5072.21398
117 -13330.58774 -6096.96530
118 103893.15246 -13330.58774
119 1184.08889 103893.15246
120 -10023.29807 1184.08889
121 -13193.34953 -10023.29807
122 -20033.15383 -13193.34953
123 81154.11250 -20033.15383
124 21746.34214 81154.11250
125 -19734.73070 21746.34214
126 4210.12862 -19734.73070
127 12491.14176 4210.12862
128 14643.25851 12491.14176
129 -11861.48560 14643.25851
130 -7943.34220 -11861.48560
131 -8542.40960 -7943.34220
132 -10389.83180 -8542.40960
133 -1764.42207 -10389.83180
134 -14297.75289 -1764.42207
135 -50186.10482 -14297.75289
136 -10498.22328 -50186.10482
137 9339.32867 -10498.22328
138 26242.50523 9339.32867
139 -7557.59721 26242.50523
140 -9512.87132 -7557.59721
141 7015.89763 -9512.87132
142 5112.26831 7015.89763
143 -24689.28116 5112.26831
144 37858.80333 -24689.28116
145 5207.55696 37858.80333
146 48250.97853 5207.55696
147 41774.37276 48250.97853
148 -9689.67769 41774.37276
149 31167.18684 -9689.67769
150 1291.02250 31167.18684
151 6113.48451 1291.02250
152 -6621.29098 6113.48451
153 -17058.65458 -6621.29098
154 -20572.71010 -17058.65458
155 58984.91751 -20572.71010
156 3311.66129 58984.91751
157 -5498.62285 3311.66129
158 16302.09930 -5498.62285
159 14392.02181 16302.09930
160 -9203.09776 14392.02181
161 70487.39435 -9203.09776
162 7256.80172 70487.39435
163 46804.60009 7256.80172
164 -5464.32960 46804.60009
165 -16184.08484 -5464.32960
166 -22051.53877 -16184.08484
167 37495.68305 -22051.53877
168 -24083.59824 37495.68305
169 31170.89861 -24083.59824
170 2191.93394 31170.89861
171 -328.83716 2191.93394
172 15243.60161 -328.83716
173 -16702.78529 15243.60161
174 43382.29102 -16702.78529
175 -10617.70145 43382.29102
176 40603.98848 -10617.70145
177 -1362.27798 40603.98848
178 17241.66537 -1362.27798
179 -17881.57923 17241.66537
180 -3370.70788 -17881.57923
181 20017.52454 -3370.70788
182 -6232.74935 20017.52454
183 -4857.37099 -6232.74935
184 -53876.81593 -4857.37099
185 -9787.74452 -53876.81593
186 -13449.03141 -9787.74452
187 -6778.15763 -13449.03141
188 -16887.38287 -6778.15763
189 15147.57017 -16887.38287
190 25764.50510 15147.57017
191 4686.66695 25764.50510
192 -19534.25547 4686.66695
193 1592.42348 -19534.25547
194 -1502.14929 1592.42348
195 -19907.32966 -1502.14929
196 1072.97783 -19907.32966
197 30973.74302 1072.97783
198 14317.92807 30973.74302
199 7240.53914 14317.92807
200 -10755.67575 7240.53914
201 -11472.50359 -10755.67575
202 2541.41812 -11472.50359
203 6356.94091 2541.41812
204 -11013.85462 6356.94091
205 3087.84502 -11013.85462
206 -5146.78236 3087.84502
207 -1985.66996 -5146.78236
208 -7177.13727 -1985.66996
209 -19669.30538 -7177.13727
210 -26033.16500 -19669.30538
211 -297.95288 -26033.16500
212 1586.96089 -297.95288
213 -6909.54023 1586.96089
214 12612.78790 -6909.54023
215 -10882.79822 12612.78790
216 -5502.25586 -10882.79822
217 -2775.48331 -5502.25586
218 -20657.80054 -2775.48331
219 -3165.94256 -20657.80054
220 -2329.83011 -3165.94256
221 -11257.23338 -2329.83011
222 -24243.78680 -11257.23338
223 455.56688 -24243.78680
224 -5759.34098 455.56688
225 -29742.94241 -5759.34098
226 6230.48671 -29742.94241
227 -278.60415 6230.48671
228 -15023.06223 -278.60415
229 37537.91586 -15023.06223
230 -7346.90930 37537.91586
231 -7405.68528 -7346.90930
232 5173.34974 -7405.68528
233 -47.53535 5173.34974
234 8159.55802 -47.53535
235 -54.76269 8159.55802
236 6223.63196 -54.76269
237 -16067.80702 6223.63196
238 -9841.25285 -16067.80702
239 -3210.80443 -9841.25285
240 6578.96817 -3210.80443
241 -3333.86715 6578.96817
242 -9617.83246 -3333.86715
243 -486.19520 -9617.83246
244 -1878.16783 -486.19520
245 4732.94639 -1878.16783
246 445.29104 4732.94639
247 1779.01650 445.29104
248 12734.25233 1779.01650
249 10797.28552 12734.25233
250 3788.44425 10797.28552
251 3829.28854 3788.44425
252 -11811.57255 3829.28854
253 4230.44840 -11811.57255
254 -7574.36147 4230.44840
255 -8348.87956 -7574.36147
256 1390.58737 -8348.87956
257 6644.82495 1390.58737
258 -8356.37968 6644.82495
259 -8467.76041 -8356.37968
260 -2609.17983 -8467.76041
261 -11263.30532 -2609.17983
262 -5492.51525 -11263.30532
263 -9817.26229 -5492.51525
264 13735.35703 -9817.26229
265 -10498.74333 13735.35703
266 -10668.74239 -10498.74333
267 -2034.73240 -10668.74239
268 -12338.73497 -2034.73240
269 12873.72080 -12338.73497
270 -5461.74625 12873.72080
271 5186.22933 -5461.74625
272 -4226.49292 5186.22933
273 -10815.04040 -4226.49292
274 -4851.00802 -10815.04040
275 -14713.72035 -4851.00802
276 15910.33305 -14713.72035
277 -11698.23689 15910.33305
278 -20004.59867 -11698.23689
279 -3898.69503 -20004.59867
280 2032.26369 -3898.69503
281 62699.18423 2032.26369
282 1262.31381 62699.18423
283 -8079.04652 1262.31381
284 3327.91156 -8079.04652
285 19490.61171 3327.91156
286 -9676.18980 19490.61171
287 -7787.42747 -9676.18980
288 -7375.42549 -7787.42747
289 NA -7375.42549
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -170.57465 3214.94420
[2,] -13773.95182 -170.57465
[3,] 11073.89460 -13773.95182
[4,] -20698.19750 11073.89460
[5,] 29212.65912 -20698.19750
[6,] -2933.18776 29212.65912
[7,] 12395.51658 -2933.18776
[8,] -4677.39710 12395.51658
[9,] 37458.64709 -4677.39710
[10,] -4991.66906 37458.64709
[11,] -30671.64020 -4991.66906
[12,] -10372.99117 -30671.64020
[13,] -7242.42790 -10372.99117
[14,] -3027.41590 -7242.42790
[15,] -38283.52794 -3027.41590
[16,] -15377.19199 -38283.52794
[17,] 23277.12471 -15377.19199
[18,] 15415.21966 23277.12471
[19,] 19682.58514 15415.21966
[20,] 7416.21349 19682.58514
[21,] 9244.72310 7416.21349
[22,] -15780.94153 9244.72310
[23,] -13087.70086 -15780.94153
[24,] 10280.88344 -13087.70086
[25,] -11405.55544 10280.88344
[26,] 9186.96974 -11405.55544
[27,] -19231.94257 9186.96974
[28,] -20693.94232 -19231.94257
[29,] -12287.49552 -20693.94232
[30,] -36807.88235 -12287.49552
[31,] 9575.91168 -36807.88235
[32,] -1646.52345 9575.91168
[33,] -22298.86248 -1646.52345
[34,] 23839.37373 -22298.86248
[35,] -20939.32584 23839.37373
[36,] -16296.73802 -20939.32584
[37,] -2623.08398 -16296.73802
[38,] -15775.17779 -2623.08398
[39,] -7372.23114 -15775.17779
[40,] -12804.81132 -7372.23114
[41,] -13070.82231 -12804.81132
[42,] -11186.34058 -13070.82231
[43,] -19138.37985 -11186.34058
[44,] -41150.26134 -19138.37985
[45,] -10450.74138 -41150.26134
[46,] -5113.84453 -10450.74138
[47,] -5807.55521 -5113.84453
[48,] 29.70985 -5807.55521
[49,] 17289.73149 29.70985
[50,] 44863.24831 17289.73149
[51,] -10204.74598 44863.24831
[52,] 5171.53713 -10204.74598
[53,] 4581.73501 5171.53713
[54,] -9796.97724 4581.73501
[55,] -16017.89652 -9796.97724
[56,] -10683.21974 -16017.89652
[57,] -12965.25494 -10683.21974
[58,] -3718.62405 -12965.25494
[59,] -12491.64426 -3718.62405
[60,] 4300.88166 -12491.64426
[61,] 21645.70199 4300.88166
[62,] 10897.66633 21645.70199
[63,] -11338.36067 10897.66633
[64,] -18956.90757 -11338.36067
[65,] -20150.10162 -18956.90757
[66,] -8900.35645 -20150.10162
[67,] -11096.89698 -8900.35645
[68,] -1957.76644 -11096.89698
[69,] -29267.45343 -1957.76644
[70,] -2604.61337 -29267.45343
[71,] 7841.15998 -2604.61337
[72,] -25116.94781 7841.15998
[73,] 27408.74996 -25116.94781
[74,] -29519.68223 27408.74996
[75,] 7685.58126 -29519.68223
[76,] -4272.83872 7685.58126
[77,] -28129.56363 -4272.83872
[78,] -16772.30870 -28129.56363
[79,] -10807.39896 -16772.30870
[80,] 11334.98266 -10807.39896
[81,] -2289.20795 11334.98266
[82,] 8404.23827 -2289.20795
[83,] -5259.21144 8404.23827
[84,] 128818.69710 -5259.21144
[85,] -6881.90898 128818.69710
[86,] 6867.43623 -6881.90898
[87,] -6129.64421 6867.43623
[88,] 16276.69006 -6129.64421
[89,] -19098.22302 16276.69006
[90,] -8446.76720 -19098.22302
[91,] 9550.62096 -8446.76720
[92,] -5840.93682 9550.62096
[93,] 19106.56584 -5840.93682
[94,] -17660.33137 19106.56584
[95,] 21639.36885 -17660.33137
[96,] -10968.26374 21639.36885
[97,] 42136.77615 -10968.26374
[98,] -23425.86475 42136.77615
[99,] 5158.57369 -23425.86475
[100,] -14505.53888 5158.57369
[101,] -11241.22600 -14505.53888
[102,] 21512.42354 -11241.22600
[103,] 45319.68914 21512.42354
[104,] 32071.55304 45319.68914
[105,] 29836.70772 32071.55304
[106,] -14786.94569 29836.70772
[107,] -6648.82939 -14786.94569
[108,] -1399.79112 -6648.82939
[109,] 16170.68917 -1399.79112
[110,] 8294.39943 16170.68917
[111,] -12029.79072 8294.39943
[112,] 8564.54369 -12029.79072
[113,] -30506.20137 8564.54369
[114,] -9461.59827 -30506.20137
[115,] 5072.21398 -9461.59827
[116,] -6096.96530 5072.21398
[117,] -13330.58774 -6096.96530
[118,] 103893.15246 -13330.58774
[119,] 1184.08889 103893.15246
[120,] -10023.29807 1184.08889
[121,] -13193.34953 -10023.29807
[122,] -20033.15383 -13193.34953
[123,] 81154.11250 -20033.15383
[124,] 21746.34214 81154.11250
[125,] -19734.73070 21746.34214
[126,] 4210.12862 -19734.73070
[127,] 12491.14176 4210.12862
[128,] 14643.25851 12491.14176
[129,] -11861.48560 14643.25851
[130,] -7943.34220 -11861.48560
[131,] -8542.40960 -7943.34220
[132,] -10389.83180 -8542.40960
[133,] -1764.42207 -10389.83180
[134,] -14297.75289 -1764.42207
[135,] -50186.10482 -14297.75289
[136,] -10498.22328 -50186.10482
[137,] 9339.32867 -10498.22328
[138,] 26242.50523 9339.32867
[139,] -7557.59721 26242.50523
[140,] -9512.87132 -7557.59721
[141,] 7015.89763 -9512.87132
[142,] 5112.26831 7015.89763
[143,] -24689.28116 5112.26831
[144,] 37858.80333 -24689.28116
[145,] 5207.55696 37858.80333
[146,] 48250.97853 5207.55696
[147,] 41774.37276 48250.97853
[148,] -9689.67769 41774.37276
[149,] 31167.18684 -9689.67769
[150,] 1291.02250 31167.18684
[151,] 6113.48451 1291.02250
[152,] -6621.29098 6113.48451
[153,] -17058.65458 -6621.29098
[154,] -20572.71010 -17058.65458
[155,] 58984.91751 -20572.71010
[156,] 3311.66129 58984.91751
[157,] -5498.62285 3311.66129
[158,] 16302.09930 -5498.62285
[159,] 14392.02181 16302.09930
[160,] -9203.09776 14392.02181
[161,] 70487.39435 -9203.09776
[162,] 7256.80172 70487.39435
[163,] 46804.60009 7256.80172
[164,] -5464.32960 46804.60009
[165,] -16184.08484 -5464.32960
[166,] -22051.53877 -16184.08484
[167,] 37495.68305 -22051.53877
[168,] -24083.59824 37495.68305
[169,] 31170.89861 -24083.59824
[170,] 2191.93394 31170.89861
[171,] -328.83716 2191.93394
[172,] 15243.60161 -328.83716
[173,] -16702.78529 15243.60161
[174,] 43382.29102 -16702.78529
[175,] -10617.70145 43382.29102
[176,] 40603.98848 -10617.70145
[177,] -1362.27798 40603.98848
[178,] 17241.66537 -1362.27798
[179,] -17881.57923 17241.66537
[180,] -3370.70788 -17881.57923
[181,] 20017.52454 -3370.70788
[182,] -6232.74935 20017.52454
[183,] -4857.37099 -6232.74935
[184,] -53876.81593 -4857.37099
[185,] -9787.74452 -53876.81593
[186,] -13449.03141 -9787.74452
[187,] -6778.15763 -13449.03141
[188,] -16887.38287 -6778.15763
[189,] 15147.57017 -16887.38287
[190,] 25764.50510 15147.57017
[191,] 4686.66695 25764.50510
[192,] -19534.25547 4686.66695
[193,] 1592.42348 -19534.25547
[194,] -1502.14929 1592.42348
[195,] -19907.32966 -1502.14929
[196,] 1072.97783 -19907.32966
[197,] 30973.74302 1072.97783
[198,] 14317.92807 30973.74302
[199,] 7240.53914 14317.92807
[200,] -10755.67575 7240.53914
[201,] -11472.50359 -10755.67575
[202,] 2541.41812 -11472.50359
[203,] 6356.94091 2541.41812
[204,] -11013.85462 6356.94091
[205,] 3087.84502 -11013.85462
[206,] -5146.78236 3087.84502
[207,] -1985.66996 -5146.78236
[208,] -7177.13727 -1985.66996
[209,] -19669.30538 -7177.13727
[210,] -26033.16500 -19669.30538
[211,] -297.95288 -26033.16500
[212,] 1586.96089 -297.95288
[213,] -6909.54023 1586.96089
[214,] 12612.78790 -6909.54023
[215,] -10882.79822 12612.78790
[216,] -5502.25586 -10882.79822
[217,] -2775.48331 -5502.25586
[218,] -20657.80054 -2775.48331
[219,] -3165.94256 -20657.80054
[220,] -2329.83011 -3165.94256
[221,] -11257.23338 -2329.83011
[222,] -24243.78680 -11257.23338
[223,] 455.56688 -24243.78680
[224,] -5759.34098 455.56688
[225,] -29742.94241 -5759.34098
[226,] 6230.48671 -29742.94241
[227,] -278.60415 6230.48671
[228,] -15023.06223 -278.60415
[229,] 37537.91586 -15023.06223
[230,] -7346.90930 37537.91586
[231,] -7405.68528 -7346.90930
[232,] 5173.34974 -7405.68528
[233,] -47.53535 5173.34974
[234,] 8159.55802 -47.53535
[235,] -54.76269 8159.55802
[236,] 6223.63196 -54.76269
[237,] -16067.80702 6223.63196
[238,] -9841.25285 -16067.80702
[239,] -3210.80443 -9841.25285
[240,] 6578.96817 -3210.80443
[241,] -3333.86715 6578.96817
[242,] -9617.83246 -3333.86715
[243,] -486.19520 -9617.83246
[244,] -1878.16783 -486.19520
[245,] 4732.94639 -1878.16783
[246,] 445.29104 4732.94639
[247,] 1779.01650 445.29104
[248,] 12734.25233 1779.01650
[249,] 10797.28552 12734.25233
[250,] 3788.44425 10797.28552
[251,] 3829.28854 3788.44425
[252,] -11811.57255 3829.28854
[253,] 4230.44840 -11811.57255
[254,] -7574.36147 4230.44840
[255,] -8348.87956 -7574.36147
[256,] 1390.58737 -8348.87956
[257,] 6644.82495 1390.58737
[258,] -8356.37968 6644.82495
[259,] -8467.76041 -8356.37968
[260,] -2609.17983 -8467.76041
[261,] -11263.30532 -2609.17983
[262,] -5492.51525 -11263.30532
[263,] -9817.26229 -5492.51525
[264,] 13735.35703 -9817.26229
[265,] -10498.74333 13735.35703
[266,] -10668.74239 -10498.74333
[267,] -2034.73240 -10668.74239
[268,] -12338.73497 -2034.73240
[269,] 12873.72080 -12338.73497
[270,] -5461.74625 12873.72080
[271,] 5186.22933 -5461.74625
[272,] -4226.49292 5186.22933
[273,] -10815.04040 -4226.49292
[274,] -4851.00802 -10815.04040
[275,] -14713.72035 -4851.00802
[276,] 15910.33305 -14713.72035
[277,] -11698.23689 15910.33305
[278,] -20004.59867 -11698.23689
[279,] -3898.69503 -20004.59867
[280,] 2032.26369 -3898.69503
[281,] 62699.18423 2032.26369
[282,] 1262.31381 62699.18423
[283,] -8079.04652 1262.31381
[284,] 3327.91156 -8079.04652
[285,] 19490.61171 3327.91156
[286,] -9676.18980 19490.61171
[287,] -7787.42747 -9676.18980
[288,] -7375.42549 -7787.42747
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -170.57465 3214.94420
2 -13773.95182 -170.57465
3 11073.89460 -13773.95182
4 -20698.19750 11073.89460
5 29212.65912 -20698.19750
6 -2933.18776 29212.65912
7 12395.51658 -2933.18776
8 -4677.39710 12395.51658
9 37458.64709 -4677.39710
10 -4991.66906 37458.64709
11 -30671.64020 -4991.66906
12 -10372.99117 -30671.64020
13 -7242.42790 -10372.99117
14 -3027.41590 -7242.42790
15 -38283.52794 -3027.41590
16 -15377.19199 -38283.52794
17 23277.12471 -15377.19199
18 15415.21966 23277.12471
19 19682.58514 15415.21966
20 7416.21349 19682.58514
21 9244.72310 7416.21349
22 -15780.94153 9244.72310
23 -13087.70086 -15780.94153
24 10280.88344 -13087.70086
25 -11405.55544 10280.88344
26 9186.96974 -11405.55544
27 -19231.94257 9186.96974
28 -20693.94232 -19231.94257
29 -12287.49552 -20693.94232
30 -36807.88235 -12287.49552
31 9575.91168 -36807.88235
32 -1646.52345 9575.91168
33 -22298.86248 -1646.52345
34 23839.37373 -22298.86248
35 -20939.32584 23839.37373
36 -16296.73802 -20939.32584
37 -2623.08398 -16296.73802
38 -15775.17779 -2623.08398
39 -7372.23114 -15775.17779
40 -12804.81132 -7372.23114
41 -13070.82231 -12804.81132
42 -11186.34058 -13070.82231
43 -19138.37985 -11186.34058
44 -41150.26134 -19138.37985
45 -10450.74138 -41150.26134
46 -5113.84453 -10450.74138
47 -5807.55521 -5113.84453
48 29.70985 -5807.55521
49 17289.73149 29.70985
50 44863.24831 17289.73149
51 -10204.74598 44863.24831
52 5171.53713 -10204.74598
53 4581.73501 5171.53713
54 -9796.97724 4581.73501
55 -16017.89652 -9796.97724
56 -10683.21974 -16017.89652
57 -12965.25494 -10683.21974
58 -3718.62405 -12965.25494
59 -12491.64426 -3718.62405
60 4300.88166 -12491.64426
61 21645.70199 4300.88166
62 10897.66633 21645.70199
63 -11338.36067 10897.66633
64 -18956.90757 -11338.36067
65 -20150.10162 -18956.90757
66 -8900.35645 -20150.10162
67 -11096.89698 -8900.35645
68 -1957.76644 -11096.89698
69 -29267.45343 -1957.76644
70 -2604.61337 -29267.45343
71 7841.15998 -2604.61337
72 -25116.94781 7841.15998
73 27408.74996 -25116.94781
74 -29519.68223 27408.74996
75 7685.58126 -29519.68223
76 -4272.83872 7685.58126
77 -28129.56363 -4272.83872
78 -16772.30870 -28129.56363
79 -10807.39896 -16772.30870
80 11334.98266 -10807.39896
81 -2289.20795 11334.98266
82 8404.23827 -2289.20795
83 -5259.21144 8404.23827
84 128818.69710 -5259.21144
85 -6881.90898 128818.69710
86 6867.43623 -6881.90898
87 -6129.64421 6867.43623
88 16276.69006 -6129.64421
89 -19098.22302 16276.69006
90 -8446.76720 -19098.22302
91 9550.62096 -8446.76720
92 -5840.93682 9550.62096
93 19106.56584 -5840.93682
94 -17660.33137 19106.56584
95 21639.36885 -17660.33137
96 -10968.26374 21639.36885
97 42136.77615 -10968.26374
98 -23425.86475 42136.77615
99 5158.57369 -23425.86475
100 -14505.53888 5158.57369
101 -11241.22600 -14505.53888
102 21512.42354 -11241.22600
103 45319.68914 21512.42354
104 32071.55304 45319.68914
105 29836.70772 32071.55304
106 -14786.94569 29836.70772
107 -6648.82939 -14786.94569
108 -1399.79112 -6648.82939
109 16170.68917 -1399.79112
110 8294.39943 16170.68917
111 -12029.79072 8294.39943
112 8564.54369 -12029.79072
113 -30506.20137 8564.54369
114 -9461.59827 -30506.20137
115 5072.21398 -9461.59827
116 -6096.96530 5072.21398
117 -13330.58774 -6096.96530
118 103893.15246 -13330.58774
119 1184.08889 103893.15246
120 -10023.29807 1184.08889
121 -13193.34953 -10023.29807
122 -20033.15383 -13193.34953
123 81154.11250 -20033.15383
124 21746.34214 81154.11250
125 -19734.73070 21746.34214
126 4210.12862 -19734.73070
127 12491.14176 4210.12862
128 14643.25851 12491.14176
129 -11861.48560 14643.25851
130 -7943.34220 -11861.48560
131 -8542.40960 -7943.34220
132 -10389.83180 -8542.40960
133 -1764.42207 -10389.83180
134 -14297.75289 -1764.42207
135 -50186.10482 -14297.75289
136 -10498.22328 -50186.10482
137 9339.32867 -10498.22328
138 26242.50523 9339.32867
139 -7557.59721 26242.50523
140 -9512.87132 -7557.59721
141 7015.89763 -9512.87132
142 5112.26831 7015.89763
143 -24689.28116 5112.26831
144 37858.80333 -24689.28116
145 5207.55696 37858.80333
146 48250.97853 5207.55696
147 41774.37276 48250.97853
148 -9689.67769 41774.37276
149 31167.18684 -9689.67769
150 1291.02250 31167.18684
151 6113.48451 1291.02250
152 -6621.29098 6113.48451
153 -17058.65458 -6621.29098
154 -20572.71010 -17058.65458
155 58984.91751 -20572.71010
156 3311.66129 58984.91751
157 -5498.62285 3311.66129
158 16302.09930 -5498.62285
159 14392.02181 16302.09930
160 -9203.09776 14392.02181
161 70487.39435 -9203.09776
162 7256.80172 70487.39435
163 46804.60009 7256.80172
164 -5464.32960 46804.60009
165 -16184.08484 -5464.32960
166 -22051.53877 -16184.08484
167 37495.68305 -22051.53877
168 -24083.59824 37495.68305
169 31170.89861 -24083.59824
170 2191.93394 31170.89861
171 -328.83716 2191.93394
172 15243.60161 -328.83716
173 -16702.78529 15243.60161
174 43382.29102 -16702.78529
175 -10617.70145 43382.29102
176 40603.98848 -10617.70145
177 -1362.27798 40603.98848
178 17241.66537 -1362.27798
179 -17881.57923 17241.66537
180 -3370.70788 -17881.57923
181 20017.52454 -3370.70788
182 -6232.74935 20017.52454
183 -4857.37099 -6232.74935
184 -53876.81593 -4857.37099
185 -9787.74452 -53876.81593
186 -13449.03141 -9787.74452
187 -6778.15763 -13449.03141
188 -16887.38287 -6778.15763
189 15147.57017 -16887.38287
190 25764.50510 15147.57017
191 4686.66695 25764.50510
192 -19534.25547 4686.66695
193 1592.42348 -19534.25547
194 -1502.14929 1592.42348
195 -19907.32966 -1502.14929
196 1072.97783 -19907.32966
197 30973.74302 1072.97783
198 14317.92807 30973.74302
199 7240.53914 14317.92807
200 -10755.67575 7240.53914
201 -11472.50359 -10755.67575
202 2541.41812 -11472.50359
203 6356.94091 2541.41812
204 -11013.85462 6356.94091
205 3087.84502 -11013.85462
206 -5146.78236 3087.84502
207 -1985.66996 -5146.78236
208 -7177.13727 -1985.66996
209 -19669.30538 -7177.13727
210 -26033.16500 -19669.30538
211 -297.95288 -26033.16500
212 1586.96089 -297.95288
213 -6909.54023 1586.96089
214 12612.78790 -6909.54023
215 -10882.79822 12612.78790
216 -5502.25586 -10882.79822
217 -2775.48331 -5502.25586
218 -20657.80054 -2775.48331
219 -3165.94256 -20657.80054
220 -2329.83011 -3165.94256
221 -11257.23338 -2329.83011
222 -24243.78680 -11257.23338
223 455.56688 -24243.78680
224 -5759.34098 455.56688
225 -29742.94241 -5759.34098
226 6230.48671 -29742.94241
227 -278.60415 6230.48671
228 -15023.06223 -278.60415
229 37537.91586 -15023.06223
230 -7346.90930 37537.91586
231 -7405.68528 -7346.90930
232 5173.34974 -7405.68528
233 -47.53535 5173.34974
234 8159.55802 -47.53535
235 -54.76269 8159.55802
236 6223.63196 -54.76269
237 -16067.80702 6223.63196
238 -9841.25285 -16067.80702
239 -3210.80443 -9841.25285
240 6578.96817 -3210.80443
241 -3333.86715 6578.96817
242 -9617.83246 -3333.86715
243 -486.19520 -9617.83246
244 -1878.16783 -486.19520
245 4732.94639 -1878.16783
246 445.29104 4732.94639
247 1779.01650 445.29104
248 12734.25233 1779.01650
249 10797.28552 12734.25233
250 3788.44425 10797.28552
251 3829.28854 3788.44425
252 -11811.57255 3829.28854
253 4230.44840 -11811.57255
254 -7574.36147 4230.44840
255 -8348.87956 -7574.36147
256 1390.58737 -8348.87956
257 6644.82495 1390.58737
258 -8356.37968 6644.82495
259 -8467.76041 -8356.37968
260 -2609.17983 -8467.76041
261 -11263.30532 -2609.17983
262 -5492.51525 -11263.30532
263 -9817.26229 -5492.51525
264 13735.35703 -9817.26229
265 -10498.74333 13735.35703
266 -10668.74239 -10498.74333
267 -2034.73240 -10668.74239
268 -12338.73497 -2034.73240
269 12873.72080 -12338.73497
270 -5461.74625 12873.72080
271 5186.22933 -5461.74625
272 -4226.49292 5186.22933
273 -10815.04040 -4226.49292
274 -4851.00802 -10815.04040
275 -14713.72035 -4851.00802
276 15910.33305 -14713.72035
277 -11698.23689 15910.33305
278 -20004.59867 -11698.23689
279 -3898.69503 -20004.59867
280 2032.26369 -3898.69503
281 62699.18423 2032.26369
282 1262.31381 62699.18423
283 -8079.04652 1262.31381
284 3327.91156 -8079.04652
285 19490.61171 3327.91156
286 -9676.18980 19490.61171
287 -7787.42747 -9676.18980
288 -7375.42549 -7787.42747
> 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/7cn8u1324646690.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8b6g81324646690.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9rlue1324646690.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10hd951324646690.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11kxk51324646690.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/129ifk1324646690.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/138kn11324646690.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/14rcn41324646690.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/150wzb1324646690.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/163fkv1324646690.tab")
+ }
>
> try(system("convert tmp/1wl5m1324646690.ps tmp/1wl5m1324646690.png",intern=TRUE))
character(0)
> try(system("convert tmp/2mvju1324646690.ps tmp/2mvju1324646690.png",intern=TRUE))
character(0)
> try(system("convert tmp/3n6nf1324646690.ps tmp/3n6nf1324646690.png",intern=TRUE))
character(0)
> try(system("convert tmp/4lcxa1324646690.ps tmp/4lcxa1324646690.png",intern=TRUE))
character(0)
> try(system("convert tmp/5ap431324646690.ps tmp/5ap431324646690.png",intern=TRUE))
character(0)
> try(system("convert tmp/6t7ol1324646690.ps tmp/6t7ol1324646690.png",intern=TRUE))
character(0)
> try(system("convert tmp/7cn8u1324646690.ps tmp/7cn8u1324646690.png",intern=TRUE))
character(0)
> try(system("convert tmp/8b6g81324646690.ps tmp/8b6g81324646690.png",intern=TRUE))
character(0)
> try(system("convert tmp/9rlue1324646690.ps tmp/9rlue1324646690.png",intern=TRUE))
character(0)
> try(system("convert tmp/10hd951324646690.ps tmp/10hd951324646690.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
9.040 0.682 9.733