R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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> x <- array(list(146283
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+ ,1
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+ ,0
+ ,17
+ ,16
+ ,27
+ ,21)
+ ,dim=c(9
+ ,289)
+ ,dimnames=list(c('totseconds'
+ ,'logins'
+ ,'compendium_views_info'
+ ,'compendium_views_pr'
+ ,'shared_compendiums'
+ ,'blogged_computations'
+ ,'compendiums_reviewed'
+ ,'tothyperlinks'
+ ,'totblogs')
+ ,1:289))
> y <- array(NA,dim=c(9,289),dimnames=list(c('totseconds','logins','compendium_views_info','compendium_views_pr','shared_compendiums','blogged_computations','compendiums_reviewed','tothyperlinks','totblogs'),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
totseconds logins compendium_views_info compendium_views_pr
1 146283 56 396 81
2 98364 56 297 55
3 86146 54 559 50
4 96933 89 967 125
5 79234 40 270 40
6 42551 25 143 37
7 195663 92 1562 63
8 6853 18 109 44
9 21529 63 371 88
10 95757 44 656 66
11 85584 33 511 57
12 143983 84 655 74
13 75851 88 465 49
14 59238 55 525 52
15 93163 60 885 88
16 96037 66 497 36
17 151511 154 1436 108
18 136368 53 612 43
19 112642 119 865 75
20 94728 41 385 32
21 105499 61 567 44
22 121527 58 639 85
23 127766 75 963 86
24 98958 33 398 56
25 77900 40 410 50
26 85646 92 966 135
27 98579 100 801 63
28 130767 112 892 81
29 131741 73 513 52
30 53907 40 469 44
31 178812 45 683 113
32 146761 60 643 39
33 82036 62 535 73
34 163253 75 625 48
35 27032 31 264 33
36 171975 77 992 59
37 65990 34 238 41
38 86572 46 818 69
39 159676 99 937 64
40 1929 17 70 1
41 85371 66 507 59
42 58391 30 260 32
43 31580 76 503 129
44 136815 146 927 37
45 120642 67 1269 31
46 69107 56 537 65
47 50495 107 910 107
48 108016 58 532 74
49 46341 34 345 54
50 78348 61 918 76
51 79336 119 1635 715
52 56968 42 330 57
53 93176 66 557 66
54 161632 89 1178 106
55 87850 44 740 54
56 127969 66 452 32
57 15049 24 218 20
58 155135 259 764 71
59 25109 17 255 21
60 45824 64 454 70
61 102996 41 866 112
62 160604 68 574 66
63 158051 168 1276 190
64 44547 43 379 66
65 162647 132 825 165
66 174141 105 798 56
67 60622 71 663 61
68 179566 112 1069 53
69 184301 94 921 127
70 75661 82 858 63
71 96144 70 711 38
72 129847 57 503 50
73 117286 53 382 52
74 71180 103 464 42
75 109377 121 717 76
76 85298 62 690 67
77 73631 52 462 50
78 86767 52 657 53
79 23824 32 385 39
80 93487 62 577 50
81 82981 45 619 77
82 73815 46 479 57
83 94552 63 817 73
84 132190 75 752 34
85 128754 88 430 39
86 66363 46 451 46
87 67808 53 537 63
88 61724 37 519 35
89 131722 90 1000 106
90 68580 63 637 43
91 106175 78 465 47
92 55792 25 437 31
93 25157 45 711 162
94 76669 46 299 57
95 57283 41 248 36
96 105805 144 1162 263
97 129484 82 714 78
98 72413 91 905 63
99 87831 71 649 54
100 96971 63 512 63
101 71299 53 472 77
102 77494 62 905 79
103 120336 63 786 110
104 93913 32 489 56
105 136048 39 479 56
106 181248 62 617 43
107 146123 117 925 111
108 32036 34 351 71
109 186646 92 1144 62
110 102255 93 669 56
111 168237 54 707 74
112 64219 144 458 60
113 19630 14 214 43
114 76825 61 599 68
115 115338 109 572 53
116 109427 38 897 87
117 118168 73 819 46
118 84845 75 720 105
119 153197 50 273 32
120 29877 61 508 133
121 63506 55 506 79
122 22445 77 451 51
123 47695 75 699 207
124 68370 72 407 67
125 146304 50 465 47
126 38233 32 245 34
127 42071 53 370 66
128 50517 42 316 76
129 103950 71 603 65
130 5841 10 154 9
131 2341 35 229 42
132 84396 65 577 45
133 24610 25 192 25
134 35753 66 617 115
135 55515 41 411 97
136 209056 86 975 53
137 6622 16 146 2
138 115814 42 705 52
139 11609 19 184 44
140 13155 19 200 22
141 18274 45 274 35
142 72875 65 502 74
143 10112 35 382 103
144 142775 95 964 144
145 68847 49 537 60
146 17659 37 438 134
147 20112 64 369 89
148 61023 38 417 42
149 13983 34 276 52
150 65176 32 514 98
151 132432 65 822 99
152 112494 52 389 52
153 45109 62 466 29
154 170875 65 1255 125
155 180759 83 694 106
156 214921 95 1024 95
157 100226 29 400 40
158 32043 18 397 140
159 54454 33 350 43
160 78876 247 719 128
161 170745 139 1277 142
162 6940 29 356 73
163 49025 118 457 72
164 122037 110 1402 128
165 53782 67 600 61
166 127748 42 480 73
167 86839 65 595 148
168 44830 94 436 64
169 77395 64 230 45
170 89324 81 651 58
171 103300 95 1367 97
172 112283 67 564 50
173 10901 63 716 37
174 120691 83 747 50
175 58106 45 467 105
176 57140 30 671 69
177 122422 70 861 46
178 25899 32 319 57
179 139296 83 612 52
180 52678 31 433 98
181 23853 67 434 61
182 17306 66 503 89
183 7953 10 85 0
184 89455 70 564 48
185 147866 103 824 91
186 4245 5 74 0
187 21509 20 259 7
188 7670 5 69 3
189 66675 36 535 54
190 14336 34 239 70
191 53608 48 438 36
192 30059 40 459 37
193 29668 43 426 123
194 22097 31 288 247
195 96841 42 498 46
196 41907 46 454 72
197 27080 33 376 41
198 35885 18 225 24
199 41247 55 555 45
200 28313 35 252 33
201 36845 59 208 27
202 16548 19 130 36
203 36134 66 481 87
204 55764 60 389 90
205 28910 36 565 114
206 13339 25 173 31
207 25319 47 278 45
208 66956 54 609 69
209 47487 53 422 51
210 52785 40 445 34
211 44683 40 387 60
212 35619 39 339 45
213 21920 14 181 54
214 45608 45 245 25
215 7721 36 384 38
216 20634 28 212 52
217 29788 44 399 67
218 31931 30 229 74
219 37754 22 224 38
220 32505 17 203 30
221 40557 31 333 26
222 94238 55 384 67
223 44197 54 636 132
224 43228 21 185 42
225 4103 14 93 35
226 44144 81 581 118
227 32868 35 248 68
228 27640 43 304 43
229 14063 46 344 76
230 28990 30 407 64
231 4694 23 170 48
232 42648 38 312 64
233 64329 54 507 56
234 21928 20 224 71
235 25836 53 340 75
236 22779 45 168 39
237 40820 39 443 42
238 27530 20 204 39
239 32378 24 367 93
240 10824 31 210 38
241 39613 35 335 60
242 60865 151 364 71
243 19787 52 178 52
244 20107 30 206 27
245 36605 31 279 59
246 40961 29 387 40
247 48231 57 490 79
248 39725 40 238 44
249 21455 44 343 65
250 23430 25 232 10
251 62991 77 530 124
252 49363 35 291 81
253 9604 11 67 15
254 24552 63 397 92
255 31493 44 467 42
256 3439 19 178 10
257 19555 13 175 24
258 21228 42 299 64
259 23177 38 154 45
260 22094 29 106 22
261 2342 20 189 56
262 38798 27 194 94
263 3255 20 135 19
264 24261 19 201 35
265 18511 37 207 32
266 40798 26 280 35
267 28893 42 260 48
268 21425 49 227 49
269 50276 30 239 48
270 37643 49 333 62
271 30377 67 428 96
272 27126 28 230 45
273 13 19 292 63
274 42097 49 350 71
275 24451 27 186 26
276 14335 30 326 48
277 5084 22 155 29
278 9927 12 75 19
279 43527 31 361 45
280 27184 20 261 45
281 21610 20 299 67
282 20484 39 300 30
283 20156 29 450 36
284 6012 16 183 34
285 18475 27 238 36
286 12645 21 165 34
287 11017 19 234 37
288 37623 35 176 46
289 35873 14 329 44
shared_compendiums blogged_computations compendiums_reviewed tothyperlinks
1 3 79 30 144
2 4 58 28 103
3 12 60 38 98
4 2 108 30 135
5 1 49 22 61
6 3 0 26 39
7 0 121 25 150
8 0 1 18 5
9 0 20 11 28
10 5 43 26 84
11 0 69 25 80
12 0 78 38 130
13 7 86 44 82
14 7 44 30 60
15 3 104 40 131
16 9 63 34 84
17 0 158 47 140
18 4 102 30 151
19 3 77 31 91
20 0 82 23 138
21 7 115 36 150
22 0 101 36 124
23 1 80 30 119
24 5 50 25 73
25 7 83 39 110
26 0 123 34 123
27 0 73 31 90
28 5 81 31 116
29 0 105 33 113
30 0 47 25 56
31 0 105 33 115
32 3 94 35 119
33 4 44 42 129
34 1 114 43 127
35 4 38 30 27
36 2 107 33 175
37 0 30 13 35
38 0 71 32 64
39 0 84 36 96
40 0 0 0 0
41 2 59 28 84
42 1 33 14 41
43 0 42 17 47
44 2 96 32 126
45 10 106 30 105
46 6 56 35 80
47 0 57 20 70
48 5 59 28 73
49 4 39 28 57
50 1 34 39 40
51 2 76 34 68
52 2 20 26 21
53 0 91 39 127
54 8 115 39 154
55 3 85 33 116
56 0 76 28 102
57 0 8 4 7
58 8 79 39 148
59 5 21 18 21
60 3 30 14 35
61 1 76 29 112
62 5 101 44 137
63 1 94 21 135
64 1 27 16 26
65 5 92 28 230
66 0 123 35 181
67 12 75 28 71
68 8 128 38 147
69 8 105 23 190
70 8 55 36 64
71 8 56 32 105
72 2 41 29 107
73 0 72 25 94
74 5 67 27 116
75 8 75 36 106
76 2 114 28 143
77 5 118 23 81
78 12 77 40 89
79 6 22 23 26
80 7 66 40 84
81 2 69 28 113
82 0 105 34 120
83 4 116 33 110
84 3 88 28 134
85 6 73 34 54
86 2 99 30 96
87 0 62 33 78
88 1 53 22 51
89 0 118 38 121
90 5 30 26 38
91 2 100 35 145
92 0 49 8 59
93 0 24 24 27
94 5 67 29 91
95 0 46 20 48
96 1 57 29 68
97 0 75 45 58
98 1 135 37 150
99 1 68 33 74
100 2 124 33 181
101 6 33 25 65
102 1 98 32 97
103 4 58 29 121
104 2 68 28 99
105 3 81 28 152
106 0 131 31 188
107 10 110 52 138
108 0 37 21 40
109 9 130 24 254
110 7 93 41 87
111 0 118 33 178
112 0 39 32 51
113 4 13 19 49
114 4 74 20 73
115 0 81 31 176
116 0 109 31 94
117 0 151 32 120
118 1 51 18 66
119 0 28 23 56
120 1 40 17 39
121 0 56 20 66
122 0 27 12 27
123 4 37 17 65
124 0 83 30 58
125 4 54 31 98
126 4 27 10 25
127 3 28 13 26
128 0 59 22 77
129 0 133 42 130
130 0 12 1 11
131 5 0 9 2
132 0 106 32 101
133 4 23 11 31
134 0 44 25 36
135 0 71 36 120
136 1 116 31 195
137 0 4 0 4
138 5 62 24 89
139 0 12 13 24
140 0 18 8 39
141 0 14 13 14
142 0 60 19 78
143 0 7 18 15
144 2 98 33 106
145 7 64 40 83
146 1 29 22 24
147 8 32 38 37
148 2 25 24 77
149 0 16 8 16
150 2 48 35 56
151 0 100 43 132
152 0 46 43 144
153 1 45 14 40
154 3 129 41 153
155 0 130 38 143
156 3 136 45 220
157 0 59 31 79
158 0 25 13 50
159 0 32 28 39
160 4 63 31 95
161 4 95 40 169
162 11 14 30 12
163 0 36 16 63
164 0 113 37 134
165 4 47 30 69
166 0 92 35 119
167 1 70 32 119
168 0 19 27 75
169 0 50 20 63
170 0 41 18 55
171 9 91 31 103
172 1 111 31 197
173 3 41 21 16
174 10 120 39 140
175 5 135 41 89
176 0 27 13 40
177 2 87 32 125
178 0 25 18 21
179 1 131 39 167
180 2 45 14 32
181 4 29 7 36
182 0 58 17 13
183 0 4 0 5
184 2 47 30 96
185 1 109 37 151
186 0 7 0 6
187 0 12 5 13
188 0 0 1 3
189 1 37 16 57
190 0 37 32 23
191 2 46 24 61
192 0 15 17 21
193 3 42 11 43
194 6 7 24 20
195 0 54 22 82
196 2 54 12 90
197 0 14 19 25
198 2 16 13 60
199 1 33 17 61
200 1 32 15 85
201 2 21 16 43
202 1 15 24 25
203 0 38 15 41
204 1 22 17 26
205 3 28 18 38
206 0 10 20 12
207 0 31 16 29
208 0 32 16 49
209 0 32 18 46
210 1 43 22 41
211 4 27 8 31
212 0 37 17 41
213 0 20 18 26
214 0 32 16 23
215 7 0 23 14
216 2 5 22 16
217 0 26 13 25
218 7 10 13 21
219 3 27 16 32
220 0 11 16 9
221 0 29 20 35
222 6 25 22 42
223 2 55 17 68
224 0 23 18 32
225 0 5 17 6
226 3 43 12 68
227 0 23 7 33
228 1 34 17 84
229 1 36 14 46
230 0 35 23 30
231 1 0 17 0
232 0 37 14 36
233 0 28 15 47
234 0 16 17 20
235 0 26 21 50
236 0 38 18 30
237 0 23 18 30
238 0 22 17 34
239 0 30 17 33
240 0 16 16 34
241 0 18 15 37
242 0 28 21 83
243 0 32 16 32
244 2 21 14 30
245 0 23 15 43
246 1 29 17 41
247 1 50 15 51
248 0 12 15 19
249 0 21 10 37
250 0 18 6 33
251 0 27 22 41
252 0 41 21 54
253 0 13 1 14
254 1 12 18 25
255 0 21 17 25
256 0 8 4 8
257 0 26 10 26
258 0 27 16 20
259 1 13 16 11
260 0 16 9 14
261 0 2 16 3
262 0 42 17 40
263 0 5 7 5
264 0 37 15 38
265 0 17 14 32
266 0 38 14 41
267 0 37 18 46
268 0 29 12 47
269 0 32 16 37
270 0 35 21 51
271 1 17 19 49
272 0 20 16 21
273 0 7 1 1
274 1 46 16 44
275 0 24 10 26
276 6 40 19 21
277 3 3 12 4
278 1 10 2 10
279 2 37 14 43
280 0 17 17 34
281 0 28 19 32
282 0 19 14 20
283 3 29 11 34
284 1 8 4 6
285 0 10 16 12
286 0 15 20 24
287 1 15 12 16
288 0 28 15 72
289 0 17 16 27
totblogs
1 145
2 101
3 98
4 132
5 60
6 38
7 144
8 5
9 28
10 84
11 79
12 127
13 78
14 60
15 131
16 84
17 133
18 150
19 91
20 132
21 136
22 124
23 118
24 70
25 107
26 119
27 89
28 112
29 108
30 52
31 112
32 116
33 123
34 125
35 27
36 162
37 32
38 64
39 92
40 0
41 83
42 41
43 47
44 120
45 105
46 79
47 65
48 70
49 55
50 39
51 67
52 21
53 127
54 152
55 113
56 99
57 7
58 141
59 21
60 35
61 109
62 133
63 123
64 26
65 230
66 166
67 68
68 147
69 179
70 61
71 101
72 108
73 90
74 114
75 103
76 142
77 79
78 88
79 25
80 83
81 113
82 118
83 110
84 129
85 51
86 93
87 76
88 49
89 118
90 38
91 141
92 58
93 27
94 91
95 48
96 63
97 56
98 144
99 73
100 168
101 64
102 97
103 117
104 100
105 149
106 187
107 127
108 37
109 245
110 87
111 177
112 49
113 49
114 73
115 177
116 94
117 117
118 60
119 55
120 39
121 64
122 26
123 64
124 58
125 95
126 25
127 26
128 76
129 129
130 11
131 2
132 101
133 28
134 36
135 89
136 193
137 4
138 84
139 23
140 39
141 14
142 78
143 14
144 101
145 82
146 24
147 36
148 75
149 16
150 55
151 131
152 131
153 39
154 144
155 139
156 211
157 78
158 50
159 39
160 90
161 166
162 12
163 57
164 133
165 69
166 119
167 119
168 65
169 61
170 49
171 101
172 196
173 15
174 136
175 89
176 40
177 123
178 21
179 163
180 29
181 35
182 13
183 5
184 96
185 151
186 6
187 13
188 3
189 56
190 23
191 57
192 14
193 43
194 20
195 72
196 87
197 21
198 56
199 59
200 82
201 43
202 25
203 38
204 25
205 38
206 12
207 29
208 47
209 45
210 40
211 30
212 41
213 25
214 23
215 14
216 16
217 26
218 21
219 27
220 9
221 33
222 42
223 68
224 32
225 6
226 67
227 33
228 77
229 46
230 30
231 0
232 36
233 46
234 18
235 48
236 29
237 28
238 34
239 33
240 34
241 33
242 80
243 32
244 30
245 41
246 41
247 51
248 18
249 34
250 31
251 39
252 54
253 14
254 24
255 24
256 8
257 26
258 19
259 11
260 14
261 1
262 39
263 5
264 37
265 32
266 38
267 47
268 47
269 37
270 51
271 45
272 21
273 1
274 42
275 26
276 21
277 4
278 10
279 43
280 34
281 31
282 19
283 34
284 6
285 11
286 24
287 16
288 72
289 21
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) logins compendium_views_info
-7419.81 57.07 44.42
compendium_views_pr shared_compendiums blogged_computations
-97.45 -747.00 30.51
compendiums_reviewed tothyperlinks totblogs
674.68 210.80 382.25
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-74417 -11771 -1839 9578 99556
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -7419.811 3142.121 -2.361 0.018891 *
logins 57.068 51.432 1.110 0.268130
compendium_views_info 44.418 8.251 5.383 1.55e-07 ***
compendium_views_pr -97.448 28.274 -3.447 0.000655 ***
shared_compendiums -747.004 488.803 -1.528 0.127584
blogged_computations 30.514 83.531 0.365 0.715163
compendiums_reviewed 674.675 190.657 3.539 0.000471 ***
tothyperlinks 210.795 410.161 0.514 0.607704
totblogs 382.246 422.908 0.904 0.366851
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 20380 on 280 degrees of freedom
Multiple R-squared: 0.834, Adjusted R-squared: 0.8292
F-statistic: 175.8 on 8 and 280 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,] 0.011820065 2.364013e-02 9.881799e-01
[2,] 0.007991670 1.598334e-02 9.920083e-01
[3,] 0.004023733 8.047467e-03 9.959763e-01
[4,] 0.039719364 7.943873e-02 9.602806e-01
[5,] 0.018318063 3.663613e-02 9.816819e-01
[6,] 0.016424002 3.284800e-02 9.835760e-01
[7,] 0.079064721 1.581294e-01 9.209353e-01
[8,] 0.054090038 1.081801e-01 9.459100e-01
[9,] 0.273060570 5.461211e-01 7.269394e-01
[10,] 0.240160630 4.803213e-01 7.598394e-01
[11,] 0.208183943 4.163679e-01 7.918161e-01
[12,] 0.152549681 3.050994e-01 8.474503e-01
[13,] 0.401041708 8.020834e-01 5.989583e-01
[14,] 0.344206322 6.884126e-01 6.557937e-01
[15,] 0.295883536 5.917671e-01 7.041165e-01
[16,] 0.290014317 5.800286e-01 7.099857e-01
[17,] 0.242414115 4.848282e-01 7.575859e-01
[18,] 0.297045125 5.940903e-01 7.029549e-01
[19,] 0.253881209 5.077624e-01 7.461188e-01
[20,] 0.959469952 8.106010e-02 4.053005e-02
[21,] 0.961822455 7.635509e-02 3.817755e-02
[22,] 0.958332265 8.333547e-02 4.166773e-02
[23,] 0.962202225 7.559555e-02 3.779778e-02
[24,] 0.957167266 8.566547e-02 4.283273e-02
[25,] 0.952552228 9.489554e-02 4.744777e-02
[26,] 0.953489970 9.302006e-02 4.651003e-02
[27,] 0.939218676 1.215626e-01 6.078132e-02
[28,] 0.971649150 5.670170e-02 2.835085e-02
[29,] 0.973645712 5.270858e-02 2.635429e-02
[30,] 0.965355522 6.928896e-02 3.464448e-02
[31,] 0.957017259 8.596548e-02 4.298274e-02
[32,] 0.946028461 1.079431e-01 5.397154e-02
[33,] 0.933363425 1.332732e-01 6.663658e-02
[34,] 0.920698108 1.586038e-01 7.930189e-02
[35,] 0.903925063 1.921499e-01 9.607494e-02
[36,] 0.905909355 1.881813e-01 9.409065e-02
[37,] 0.953129489 9.374102e-02 4.687051e-02
[38,] 0.942885544 1.142289e-01 5.711446e-02
[39,] 0.930141630 1.397167e-01 6.985837e-02
[40,] 0.966513463 6.697307e-02 3.348654e-02
[41,] 0.966157519 6.768496e-02 3.384248e-02
[42,] 0.976327550 4.734490e-02 2.367245e-02
[43,] 0.970531457 5.893709e-02 2.946854e-02
[44,] 0.976521265 4.695747e-02 2.347874e-02
[45,] 0.980536858 3.892628e-02 1.946314e-02
[46,] 0.975546969 4.890606e-02 2.445303e-02
[47,] 0.973232502 5.353500e-02 2.676750e-02
[48,] 0.966053395 6.789321e-02 3.394661e-02
[49,] 0.957519221 8.496156e-02 4.248078e-02
[50,] 0.948833184 1.023336e-01 5.116682e-02
[51,] 0.963838413 7.232317e-02 3.616159e-02
[52,] 0.964527007 7.094599e-02 3.547299e-02
[53,] 0.957060108 8.587978e-02 4.293989e-02
[54,] 0.955469710 8.906058e-02 4.453029e-02
[55,] 0.948520046 1.029599e-01 5.147995e-02
[56,] 0.941192536 1.176149e-01 5.880746e-02
[57,] 0.949112996 1.017740e-01 5.088700e-02
[58,] 0.961847643 7.630471e-02 3.815236e-02
[59,] 0.953792268 9.241546e-02 4.620773e-02
[60,] 0.943857496 1.122850e-01 5.614250e-02
[61,] 0.956620802 8.675840e-02 4.337920e-02
[62,] 0.964835706 7.032859e-02 3.516429e-02
[63,] 0.975102674 4.979465e-02 2.489733e-02
[64,] 0.969114341 6.177132e-02 3.088566e-02
[65,] 0.987408978 2.518204e-02 1.259102e-02
[66,] 0.984272589 3.145482e-02 1.572741e-02
[67,] 0.980192993 3.961401e-02 1.980701e-02
[68,] 0.976922328 4.615534e-02 2.307767e-02
[69,] 0.971437598 5.712480e-02 2.856240e-02
[70,] 0.971729066 5.654187e-02 2.827093e-02
[71,] 0.982464690 3.507062e-02 1.753531e-02
[72,] 0.981218470 3.756306e-02 1.878153e-02
[73,] 0.977077523 4.584495e-02 2.292248e-02
[74,] 0.996868756 6.262488e-03 3.131244e-03
[75,] 0.997174115 5.651769e-03 2.825885e-03
[76,] 0.996918700 6.162600e-03 3.081300e-03
[77,] 0.995956186 8.087629e-03 4.043814e-03
[78,] 0.994722269 1.055546e-02 5.277731e-03
[79,] 0.993565059 1.286988e-02 6.434941e-03
[80,] 0.993171672 1.365666e-02 6.828328e-03
[81,] 0.991293735 1.741253e-02 8.706265e-03
[82,] 0.991442792 1.711442e-02 8.557208e-03
[83,] 0.989137710 2.172458e-02 1.086229e-02
[84,] 0.986886842 2.622632e-02 1.311316e-02
[85,] 0.986100323 2.779935e-02 1.389968e-02
[86,] 0.993124567 1.375087e-02 6.875433e-03
[87,] 0.999761596 4.768076e-04 2.384038e-04
[88,] 0.999670206 6.595871e-04 3.297936e-04
[89,] 0.999894600 2.108007e-04 1.054003e-04
[90,] 0.999862867 2.742651e-04 1.371326e-04
[91,] 0.999912776 1.744489e-04 8.722444e-05
[92,] 0.999889013 2.219738e-04 1.109869e-04
[93,] 0.999846376 3.072481e-04 1.536240e-04
[94,] 0.999831023 3.379541e-04 1.689770e-04
[95,] 0.999869129 2.617425e-04 1.308712e-04
[96,] 0.999836855 3.262904e-04 1.631452e-04
[97,] 0.999797766 4.044676e-04 2.022338e-04
[98,] 0.999756694 4.866111e-04 2.433056e-04
[99,] 0.999674001 6.519972e-04 3.259986e-04
[100,] 0.999649750 7.004993e-04 3.502497e-04
[101,] 0.999579592 8.408158e-04 4.204079e-04
[102,] 0.999580177 8.396469e-04 4.198234e-04
[103,] 0.999436414 1.127172e-03 5.635860e-04
[104,] 0.999634750 7.304990e-04 3.652495e-04
[105,] 0.999507088 9.858232e-04 4.929116e-04
[106,] 0.999348741 1.302517e-03 6.512586e-04
[107,] 0.999264207 1.471585e-03 7.357925e-04
[108,] 0.999999875 2.497281e-07 1.248640e-07
[109,] 0.999999839 3.219420e-07 1.609710e-07
[110,] 0.999999751 4.978172e-07 2.489086e-07
[111,] 0.999999715 5.706334e-07 2.853167e-07
[112,] 0.999999596 8.084845e-07 4.042423e-07
[113,] 0.999999396 1.208246e-06 6.041232e-07
[114,] 0.999999988 2.406361e-08 1.203180e-08
[115,] 0.999999986 2.795229e-08 1.397614e-08
[116,] 0.999999982 3.548427e-08 1.774213e-08
[117,] 0.999999978 4.434839e-08 2.217419e-08
[118,] 0.999999979 4.152380e-08 2.076190e-08
[119,] 0.999999967 6.511355e-08 3.255677e-08
[120,] 0.999999950 9.936715e-08 4.968357e-08
[121,] 0.999999948 1.042706e-07 5.213529e-08
[122,] 0.999999919 1.615970e-07 8.079852e-08
[123,] 0.999999912 1.757360e-07 8.786801e-08
[124,] 0.999999988 2.419468e-08 1.209734e-08
[125,] 0.999999998 4.236803e-09 2.118401e-09
[126,] 0.999999997 6.886164e-09 3.443082e-09
[127,] 0.999999998 3.008718e-09 1.504359e-09
[128,] 0.999999998 4.318660e-09 2.159330e-09
[129,] 0.999999998 4.939508e-09 2.469754e-09
[130,] 0.999999996 7.982547e-09 3.991273e-09
[131,] 0.999999993 1.309021e-08 6.545107e-09
[132,] 0.999999992 1.656152e-08 8.280760e-09
[133,] 0.999999996 7.708519e-09 3.854259e-09
[134,] 0.999999995 1.055756e-08 5.278781e-09
[135,] 0.999999993 1.301544e-08 6.507719e-09
[136,] 0.999999994 1.134405e-08 5.672027e-09
[137,] 0.999999991 1.758409e-08 8.792043e-09
[138,] 0.999999986 2.846905e-08 1.423452e-08
[139,] 0.999999977 4.683597e-08 2.341799e-08
[140,] 0.999999962 7.540896e-08 3.770448e-08
[141,] 0.999999943 1.143574e-07 5.717872e-08
[142,] 0.999999909 1.815642e-07 9.078210e-08
[143,] 0.999999881 2.387599e-07 1.193799e-07
[144,] 0.999999996 8.734431e-09 4.367216e-09
[145,] 0.999999999 2.691962e-09 1.345981e-09
[146,] 0.999999999 1.197684e-09 5.988419e-10
[147,] 0.999999999 1.961510e-09 9.807552e-10
[148,] 0.999999999 2.867020e-09 1.433510e-09
[149,] 0.999999998 3.337009e-09 1.668504e-09
[150,] 0.999999999 2.537637e-09 1.268819e-09
[151,] 0.999999998 3.350235e-09 1.675118e-09
[152,] 0.999999997 5.101323e-09 2.550662e-09
[153,] 0.999999998 3.857227e-09 1.928614e-09
[154,] 0.999999998 4.318018e-09 2.159009e-09
[155,] 0.999999999 1.088864e-09 5.444318e-10
[156,] 0.999999999 1.708351e-09 8.541757e-10
[157,] 0.999999999 1.003283e-09 5.016416e-10
[158,] 1.000000000 4.450890e-10 2.225445e-10
[159,] 1.000000000 2.070382e-10 1.035191e-10
[160,] 1.000000000 2.446290e-10 1.223145e-10
[161,] 1.000000000 9.733180e-11 4.866590e-11
[162,] 1.000000000 9.559657e-12 4.779828e-12
[163,] 1.000000000 1.800972e-11 9.004860e-12
[164,] 1.000000000 5.955877e-12 2.977939e-12
[165,] 1.000000000 9.581670e-12 4.790835e-12
[166,] 1.000000000 1.664568e-11 8.322839e-12
[167,] 1.000000000 3.157783e-11 1.578891e-11
[168,] 1.000000000 5.430920e-11 2.715460e-11
[169,] 1.000000000 5.362506e-11 2.681253e-11
[170,] 1.000000000 7.340248e-11 3.670124e-11
[171,] 1.000000000 4.069078e-11 2.034539e-11
[172,] 1.000000000 6.847792e-11 3.423896e-11
[173,] 1.000000000 9.538672e-11 4.769336e-11
[174,] 1.000000000 3.080078e-11 1.540039e-11
[175,] 1.000000000 5.981815e-11 2.990908e-11
[176,] 1.000000000 1.093199e-10 5.465996e-11
[177,] 1.000000000 1.827078e-10 9.135389e-11
[178,] 1.000000000 1.507614e-10 7.538068e-11
[179,] 1.000000000 7.941008e-11 3.970504e-11
[180,] 1.000000000 1.425402e-10 7.127010e-11
[181,] 1.000000000 2.092357e-10 1.046179e-10
[182,] 1.000000000 3.571567e-10 1.785783e-10
[183,] 1.000000000 6.046888e-10 3.023444e-10
[184,] 1.000000000 1.417051e-10 7.085254e-11
[185,] 1.000000000 1.665918e-10 8.329590e-11
[186,] 1.000000000 3.066840e-10 1.533420e-10
[187,] 1.000000000 4.768806e-10 2.384403e-10
[188,] 1.000000000 6.522941e-10 3.261471e-10
[189,] 1.000000000 6.392234e-10 3.196117e-10
[190,] 0.999999999 1.202306e-09 6.011529e-10
[191,] 0.999999999 2.060946e-09 1.030473e-09
[192,] 0.999999998 3.127053e-09 1.563527e-09
[193,] 0.999999999 1.787241e-09 8.936204e-10
[194,] 0.999999999 2.444089e-09 1.222045e-09
[195,] 0.999999998 4.331889e-09 2.165944e-09
[196,] 0.999999996 7.245041e-09 3.622521e-09
[197,] 0.999999997 6.295395e-09 3.147697e-09
[198,] 0.999999994 1.132637e-08 5.663183e-09
[199,] 0.999999990 2.003275e-08 1.001637e-08
[200,] 0.999999989 2.209950e-08 1.104975e-08
[201,] 0.999999980 4.068494e-08 2.034247e-08
[202,] 0.999999962 7.584036e-08 3.792018e-08
[203,] 0.999999960 8.093082e-08 4.046541e-08
[204,] 0.999999983 3.493148e-08 1.746574e-08
[205,] 0.999999969 6.220342e-08 3.110171e-08
[206,] 0.999999941 1.170809e-07 5.854044e-08
[207,] 0.999999906 1.871807e-07 9.359036e-08
[208,] 0.999999861 2.775107e-07 1.387553e-07
[209,] 0.999999848 3.039019e-07 1.519509e-07
[210,] 0.999999733 5.332446e-07 2.666223e-07
[211,] 1.000000000 5.267653e-12 2.633827e-12
[212,] 1.000000000 7.492450e-12 3.746225e-12
[213,] 1.000000000 3.264270e-12 1.632135e-12
[214,] 1.000000000 7.522851e-12 3.761426e-12
[215,] 1.000000000 1.641587e-11 8.207936e-12
[216,] 1.000000000 2.857084e-11 1.428542e-11
[217,] 1.000000000 1.020095e-11 5.100476e-12
[218,] 1.000000000 1.836886e-12 9.184432e-13
[219,] 1.000000000 2.767101e-12 1.383551e-12
[220,] 1.000000000 7.243403e-12 3.621702e-12
[221,] 1.000000000 1.401252e-11 7.006260e-12
[222,] 1.000000000 3.759274e-12 1.879637e-12
[223,] 1.000000000 1.021529e-11 5.107645e-12
[224,] 1.000000000 6.229911e-12 3.114955e-12
[225,] 1.000000000 9.393219e-12 4.696609e-12
[226,] 1.000000000 2.196011e-11 1.098005e-11
[227,] 1.000000000 5.800662e-11 2.900331e-11
[228,] 1.000000000 1.565008e-10 7.825039e-11
[229,] 1.000000000 1.354853e-10 6.774267e-11
[230,] 1.000000000 2.853168e-10 1.426584e-10
[231,] 1.000000000 7.278082e-10 3.639041e-10
[232,] 1.000000000 8.372232e-10 4.186116e-10
[233,] 0.999999999 2.230949e-09 1.115474e-09
[234,] 0.999999997 5.179925e-09 2.589962e-09
[235,] 0.999999996 7.932423e-09 3.966212e-09
[236,] 0.999999990 2.068500e-08 1.034250e-08
[237,] 0.999999997 5.909599e-09 2.954799e-09
[238,] 0.999999996 8.124027e-09 4.062013e-09
[239,] 0.999999989 2.218171e-08 1.109086e-08
[240,] 0.999999999 2.876398e-09 1.438199e-09
[241,] 0.999999998 4.726125e-09 2.363063e-09
[242,] 0.999999993 1.433304e-08 7.166521e-09
[243,] 0.999999983 3.342700e-08 1.671350e-08
[244,] 0.999999964 7.286128e-08 3.643064e-08
[245,] 0.999999915 1.698537e-07 8.492683e-08
[246,] 0.999999789 4.229392e-07 2.114696e-07
[247,] 0.999999461 1.078541e-06 5.392707e-07
[248,] 0.999999405 1.190519e-06 5.952595e-07
[249,] 0.999998914 2.172618e-06 1.086309e-06
[250,] 0.999997632 4.735310e-06 2.367655e-06
[251,] 0.999993898 1.220413e-05 6.102063e-06
[252,] 0.999984481 3.103845e-05 1.551923e-05
[253,] 0.999985576 2.884894e-05 1.442447e-05
[254,] 0.999962650 7.469959e-05 3.734980e-05
[255,] 0.999906394 1.872119e-04 9.360596e-05
[256,] 0.999809848 3.803046e-04 1.901523e-04
[257,] 0.999814325 3.713499e-04 1.856749e-04
[258,] 0.999974485 5.102988e-05 2.551494e-05
[259,] 0.999907205 1.855905e-04 9.279523e-05
[260,] 0.999680698 6.386046e-04 3.193023e-04
[261,] 0.999496616 1.006768e-03 5.033839e-04
[262,] 0.998420870 3.158259e-03 1.579130e-03
[263,] 0.994801722 1.039656e-02 5.198278e-03
[264,] 0.983853396 3.229321e-02 1.614660e-02
[265,] 0.960328309 7.934338e-02 3.967169e-02
[266,] 0.898656416 2.026872e-01 1.013436e-01
> postscript(file="/var/wessaorg/rcomp/tmp/101sv1324647176.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2kn9m1324647176.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/34z8i1324647176.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4c0ja1324647176.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/560eh1324647176.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
34620.77333 16764.07432 -6095.57325 -32452.95918 24891.87423 7751.01656
7 8 9 10 11 12
27369.17946 -2448.12904 -7186.96170 13025.11810 7944.14916 20760.14584
13 14 15 16 17 18
-11811.82279 -6669.36517 -39183.56034 13168.97909 -19998.40829 8238.06306
19 20 21 22 23 24
7167.56420 -11740.41914 -17632.70023 4629.57060 4387.73809 35470.49138
25 26 27 28 29 30
-18005.61074 -40043.93754 -5281.44074 13152.34916 26705.08599 -7482.56603
31 32 33 34 35 36
71816.68776 32330.38060 -31632.09188 37014.65867 -10251.72684 13839.13790
37 38 39 40 41 42
35597.50233 45.98680 43808.69622 5366.84706 3623.43041 21648.34785
43 44 45 46 47 48
-15732.78308 2878.38654 -7381.25083 -12088.74676 -33019.30572 36605.20173
49 50 51 52 53 54
-8373.28510 -1025.17135 13308.14588 23775.88069 -25885.22379 7568.65736
55 56 57 58 59 60
-25111.25782 34110.33158 6270.92618 12916.44322 774.69536 7370.77440
61 62 63 64 65 66
-5887.25067 36328.61280 25958.12694 12819.31036 -12394.68090 16606.64589
67 68 69 70 71 72
-12689.37049 27531.70147 36604.81518 -10368.57778 -6371.77964 33383.81244
73 74 75 76 77 78
36500.08890 -28349.22261 3133.52568 -40237.88873 -220.39564 -5569.52047
79 80 81 82 83 84
-10626.44018 3406.73251 -18674.47036 -33655.33189 -18849.63189 8349.24594
85 86 87 88 89 90
64290.66019 -21944.53123 -15158.86445 2196.36764 67.69887 11043.03944
91 92 93 94 95 96
-16563.77105 3895.59106 -18722.48482 1895.52082 11492.38704 20048.75607
97 98 99 100 101 102
41829.95086 -74417.43876 538.90879 -42732.47590 10675.18667 -32482.20980
103 104 105 106 107 108
11390.92987 4678.18421 17306.01363 25892.24898 7991.41604 -9028.49054
109 110 111 112 113 114
-16585.02273 3243.94716 17338.80437 -3335.76461 -18350.83106 4728.25925
115 116 117 118 119 120
-31848.96533 3326.49208 -6689.23704 16435.23227 99555.67255 -10859.70133
121 122 123 124 125 126
-568.52080 -14141.91048 -7817.60319 2962.54258 58250.16086 16848.83115
127 128 129 130 131 132
13659.91208 -13015.15959 -22239.71709 -837.49591 -1838.60338 -17858.83166
133 134 135 136 137 138
2138.29744 -16351.99983 -33978.39370 34839.13453 4344.37773 29371.11559
139 140 141 142 143 144
-8928.35672 -16324.47191 -3134.63287 591.86505 -12267.20317 31275.19949
145 146 147 148 149 150
-17086.11712 -12643.47236 -26036.23503 -8515.96576 -3103.83952 1076.36562
151 152 153 154 155 156
-683.41626 -6108.41052 -2293.14759 14369.81998 50065.24661 21394.83357
157 158 159 160 161 162
22938.32615 -4741.30162 5638.59576 -21540.09718 1373.22482 -15561.14955
163 164 165 166 167 168
-10533.37109 -34117.60984 -22934.41848 21571.24226 -15007.45271 -25695.75165
169 170 171 172 173 174
23715.19999 25138.19433 -23255.94129 -44301.89504 -35756.79743 -8934.37276
175 176 177 178 179 180
-28380.07693 6450.93553 -4030.15471 -2483.01732 -7208.84820 21490.49006
181 182 183 184 185 186
-9470.65379 -13658.84298 7939.34385 -4606.52016 4583.98483 4320.69861
187 188 189 190 191 192
5516.25941 9578.17711 8941.03752 -20337.59073 -8406.74644 -3291.50071
193 194 195 196 197 198
-4264.82013 15240.39191 22928.90788 -26924.61879 -6632.28210 -7196.17910
199 200 201 202 203 204
-21879.18322 -33853.43670 -1152.39168 -10111.62235 -7547.33476 24820.86860
205 206 207 208 209 210
-13004.80227 -6246.44098 -6845.33741 10901.74704 -1910.56257 2128.94873
211 212 213 214 215 216
17241.93447 -6772.54234 -2027.85103 16602.36441 -18858.18779 -883.47612
217 218 219 220 221 222
-1269.33830 18377.45920 11227.96740 16393.42580 -420.17976 51960.18891
223 224 225 226 227 228
-18832.07149 13501.59074 -5176.62315 -14478.39882 8906.34234 -35606.58570
229 230 231 232 233 234
-26092.88196 -11520.41044 -2794.77376 8353.55477 13139.12161 2121.60902
235 236 237 238 239 240
-21411.39849 -6743.65481 557.10786 -3756.52038 -765.79570 -20596.46567
241 242 243 244 245 246
4919.38226 -12680.01815 -9348.38146 -7087.70027 54.30363 -2488.05239
247 248 249 250 251 252
-2812.38137 17206.50290 -10720.74407 -3310.54055 15341.69357 2309.62920
253 254 255 256 257 258
5507.85006 -6499.27950 -6802.60033 -4844.53712 -2160.64341 -3890.59056
259 260 261 262 263 264
9005.09434 10431.52085 -6187.91444 9129.54982 -2451.96084 -8323.26492
265 266 267 268 269 270
-11198.38832 3934.77052 -13890.51008 -16113.37880 16331.61823 -11964.18256
271 272 273 274 275 276
-15803.21058 3257.99594 -1963.61215 1312.25370 1703.73179 -11771.19853
277 278 279 280 281 282
-1129.27183 8344.26511 2946.75597 -5897.08772 -11131.78648 -6227.57764
283 284 285 286 287 288
-16787.82957 1949.41551 -543.55769 -13333.54487 -6731.16998 -13962.99830
289
7135.89084
> postscript(file="/var/wessaorg/rcomp/tmp/6rw5a1324647176.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 34620.77333 NA
1 16764.07432 34620.77333
2 -6095.57325 16764.07432
3 -32452.95918 -6095.57325
4 24891.87423 -32452.95918
5 7751.01656 24891.87423
6 27369.17946 7751.01656
7 -2448.12904 27369.17946
8 -7186.96170 -2448.12904
9 13025.11810 -7186.96170
10 7944.14916 13025.11810
11 20760.14584 7944.14916
12 -11811.82279 20760.14584
13 -6669.36517 -11811.82279
14 -39183.56034 -6669.36517
15 13168.97909 -39183.56034
16 -19998.40829 13168.97909
17 8238.06306 -19998.40829
18 7167.56420 8238.06306
19 -11740.41914 7167.56420
20 -17632.70023 -11740.41914
21 4629.57060 -17632.70023
22 4387.73809 4629.57060
23 35470.49138 4387.73809
24 -18005.61074 35470.49138
25 -40043.93754 -18005.61074
26 -5281.44074 -40043.93754
27 13152.34916 -5281.44074
28 26705.08599 13152.34916
29 -7482.56603 26705.08599
30 71816.68776 -7482.56603
31 32330.38060 71816.68776
32 -31632.09188 32330.38060
33 37014.65867 -31632.09188
34 -10251.72684 37014.65867
35 13839.13790 -10251.72684
36 35597.50233 13839.13790
37 45.98680 35597.50233
38 43808.69622 45.98680
39 5366.84706 43808.69622
40 3623.43041 5366.84706
41 21648.34785 3623.43041
42 -15732.78308 21648.34785
43 2878.38654 -15732.78308
44 -7381.25083 2878.38654
45 -12088.74676 -7381.25083
46 -33019.30572 -12088.74676
47 36605.20173 -33019.30572
48 -8373.28510 36605.20173
49 -1025.17135 -8373.28510
50 13308.14588 -1025.17135
51 23775.88069 13308.14588
52 -25885.22379 23775.88069
53 7568.65736 -25885.22379
54 -25111.25782 7568.65736
55 34110.33158 -25111.25782
56 6270.92618 34110.33158
57 12916.44322 6270.92618
58 774.69536 12916.44322
59 7370.77440 774.69536
60 -5887.25067 7370.77440
61 36328.61280 -5887.25067
62 25958.12694 36328.61280
63 12819.31036 25958.12694
64 -12394.68090 12819.31036
65 16606.64589 -12394.68090
66 -12689.37049 16606.64589
67 27531.70147 -12689.37049
68 36604.81518 27531.70147
69 -10368.57778 36604.81518
70 -6371.77964 -10368.57778
71 33383.81244 -6371.77964
72 36500.08890 33383.81244
73 -28349.22261 36500.08890
74 3133.52568 -28349.22261
75 -40237.88873 3133.52568
76 -220.39564 -40237.88873
77 -5569.52047 -220.39564
78 -10626.44018 -5569.52047
79 3406.73251 -10626.44018
80 -18674.47036 3406.73251
81 -33655.33189 -18674.47036
82 -18849.63189 -33655.33189
83 8349.24594 -18849.63189
84 64290.66019 8349.24594
85 -21944.53123 64290.66019
86 -15158.86445 -21944.53123
87 2196.36764 -15158.86445
88 67.69887 2196.36764
89 11043.03944 67.69887
90 -16563.77105 11043.03944
91 3895.59106 -16563.77105
92 -18722.48482 3895.59106
93 1895.52082 -18722.48482
94 11492.38704 1895.52082
95 20048.75607 11492.38704
96 41829.95086 20048.75607
97 -74417.43876 41829.95086
98 538.90879 -74417.43876
99 -42732.47590 538.90879
100 10675.18667 -42732.47590
101 -32482.20980 10675.18667
102 11390.92987 -32482.20980
103 4678.18421 11390.92987
104 17306.01363 4678.18421
105 25892.24898 17306.01363
106 7991.41604 25892.24898
107 -9028.49054 7991.41604
108 -16585.02273 -9028.49054
109 3243.94716 -16585.02273
110 17338.80437 3243.94716
111 -3335.76461 17338.80437
112 -18350.83106 -3335.76461
113 4728.25925 -18350.83106
114 -31848.96533 4728.25925
115 3326.49208 -31848.96533
116 -6689.23704 3326.49208
117 16435.23227 -6689.23704
118 99555.67255 16435.23227
119 -10859.70133 99555.67255
120 -568.52080 -10859.70133
121 -14141.91048 -568.52080
122 -7817.60319 -14141.91048
123 2962.54258 -7817.60319
124 58250.16086 2962.54258
125 16848.83115 58250.16086
126 13659.91208 16848.83115
127 -13015.15959 13659.91208
128 -22239.71709 -13015.15959
129 -837.49591 -22239.71709
130 -1838.60338 -837.49591
131 -17858.83166 -1838.60338
132 2138.29744 -17858.83166
133 -16351.99983 2138.29744
134 -33978.39370 -16351.99983
135 34839.13453 -33978.39370
136 4344.37773 34839.13453
137 29371.11559 4344.37773
138 -8928.35672 29371.11559
139 -16324.47191 -8928.35672
140 -3134.63287 -16324.47191
141 591.86505 -3134.63287
142 -12267.20317 591.86505
143 31275.19949 -12267.20317
144 -17086.11712 31275.19949
145 -12643.47236 -17086.11712
146 -26036.23503 -12643.47236
147 -8515.96576 -26036.23503
148 -3103.83952 -8515.96576
149 1076.36562 -3103.83952
150 -683.41626 1076.36562
151 -6108.41052 -683.41626
152 -2293.14759 -6108.41052
153 14369.81998 -2293.14759
154 50065.24661 14369.81998
155 21394.83357 50065.24661
156 22938.32615 21394.83357
157 -4741.30162 22938.32615
158 5638.59576 -4741.30162
159 -21540.09718 5638.59576
160 1373.22482 -21540.09718
161 -15561.14955 1373.22482
162 -10533.37109 -15561.14955
163 -34117.60984 -10533.37109
164 -22934.41848 -34117.60984
165 21571.24226 -22934.41848
166 -15007.45271 21571.24226
167 -25695.75165 -15007.45271
168 23715.19999 -25695.75165
169 25138.19433 23715.19999
170 -23255.94129 25138.19433
171 -44301.89504 -23255.94129
172 -35756.79743 -44301.89504
173 -8934.37276 -35756.79743
174 -28380.07693 -8934.37276
175 6450.93553 -28380.07693
176 -4030.15471 6450.93553
177 -2483.01732 -4030.15471
178 -7208.84820 -2483.01732
179 21490.49006 -7208.84820
180 -9470.65379 21490.49006
181 -13658.84298 -9470.65379
182 7939.34385 -13658.84298
183 -4606.52016 7939.34385
184 4583.98483 -4606.52016
185 4320.69861 4583.98483
186 5516.25941 4320.69861
187 9578.17711 5516.25941
188 8941.03752 9578.17711
189 -20337.59073 8941.03752
190 -8406.74644 -20337.59073
191 -3291.50071 -8406.74644
192 -4264.82013 -3291.50071
193 15240.39191 -4264.82013
194 22928.90788 15240.39191
195 -26924.61879 22928.90788
196 -6632.28210 -26924.61879
197 -7196.17910 -6632.28210
198 -21879.18322 -7196.17910
199 -33853.43670 -21879.18322
200 -1152.39168 -33853.43670
201 -10111.62235 -1152.39168
202 -7547.33476 -10111.62235
203 24820.86860 -7547.33476
204 -13004.80227 24820.86860
205 -6246.44098 -13004.80227
206 -6845.33741 -6246.44098
207 10901.74704 -6845.33741
208 -1910.56257 10901.74704
209 2128.94873 -1910.56257
210 17241.93447 2128.94873
211 -6772.54234 17241.93447
212 -2027.85103 -6772.54234
213 16602.36441 -2027.85103
214 -18858.18779 16602.36441
215 -883.47612 -18858.18779
216 -1269.33830 -883.47612
217 18377.45920 -1269.33830
218 11227.96740 18377.45920
219 16393.42580 11227.96740
220 -420.17976 16393.42580
221 51960.18891 -420.17976
222 -18832.07149 51960.18891
223 13501.59074 -18832.07149
224 -5176.62315 13501.59074
225 -14478.39882 -5176.62315
226 8906.34234 -14478.39882
227 -35606.58570 8906.34234
228 -26092.88196 -35606.58570
229 -11520.41044 -26092.88196
230 -2794.77376 -11520.41044
231 8353.55477 -2794.77376
232 13139.12161 8353.55477
233 2121.60902 13139.12161
234 -21411.39849 2121.60902
235 -6743.65481 -21411.39849
236 557.10786 -6743.65481
237 -3756.52038 557.10786
238 -765.79570 -3756.52038
239 -20596.46567 -765.79570
240 4919.38226 -20596.46567
241 -12680.01815 4919.38226
242 -9348.38146 -12680.01815
243 -7087.70027 -9348.38146
244 54.30363 -7087.70027
245 -2488.05239 54.30363
246 -2812.38137 -2488.05239
247 17206.50290 -2812.38137
248 -10720.74407 17206.50290
249 -3310.54055 -10720.74407
250 15341.69357 -3310.54055
251 2309.62920 15341.69357
252 5507.85006 2309.62920
253 -6499.27950 5507.85006
254 -6802.60033 -6499.27950
255 -4844.53712 -6802.60033
256 -2160.64341 -4844.53712
257 -3890.59056 -2160.64341
258 9005.09434 -3890.59056
259 10431.52085 9005.09434
260 -6187.91444 10431.52085
261 9129.54982 -6187.91444
262 -2451.96084 9129.54982
263 -8323.26492 -2451.96084
264 -11198.38832 -8323.26492
265 3934.77052 -11198.38832
266 -13890.51008 3934.77052
267 -16113.37880 -13890.51008
268 16331.61823 -16113.37880
269 -11964.18256 16331.61823
270 -15803.21058 -11964.18256
271 3257.99594 -15803.21058
272 -1963.61215 3257.99594
273 1312.25370 -1963.61215
274 1703.73179 1312.25370
275 -11771.19853 1703.73179
276 -1129.27183 -11771.19853
277 8344.26511 -1129.27183
278 2946.75597 8344.26511
279 -5897.08772 2946.75597
280 -11131.78648 -5897.08772
281 -6227.57764 -11131.78648
282 -16787.82957 -6227.57764
283 1949.41551 -16787.82957
284 -543.55769 1949.41551
285 -13333.54487 -543.55769
286 -6731.16998 -13333.54487
287 -13962.99830 -6731.16998
288 7135.89084 -13962.99830
289 NA 7135.89084
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 16764.07432 34620.77333
[2,] -6095.57325 16764.07432
[3,] -32452.95918 -6095.57325
[4,] 24891.87423 -32452.95918
[5,] 7751.01656 24891.87423
[6,] 27369.17946 7751.01656
[7,] -2448.12904 27369.17946
[8,] -7186.96170 -2448.12904
[9,] 13025.11810 -7186.96170
[10,] 7944.14916 13025.11810
[11,] 20760.14584 7944.14916
[12,] -11811.82279 20760.14584
[13,] -6669.36517 -11811.82279
[14,] -39183.56034 -6669.36517
[15,] 13168.97909 -39183.56034
[16,] -19998.40829 13168.97909
[17,] 8238.06306 -19998.40829
[18,] 7167.56420 8238.06306
[19,] -11740.41914 7167.56420
[20,] -17632.70023 -11740.41914
[21,] 4629.57060 -17632.70023
[22,] 4387.73809 4629.57060
[23,] 35470.49138 4387.73809
[24,] -18005.61074 35470.49138
[25,] -40043.93754 -18005.61074
[26,] -5281.44074 -40043.93754
[27,] 13152.34916 -5281.44074
[28,] 26705.08599 13152.34916
[29,] -7482.56603 26705.08599
[30,] 71816.68776 -7482.56603
[31,] 32330.38060 71816.68776
[32,] -31632.09188 32330.38060
[33,] 37014.65867 -31632.09188
[34,] -10251.72684 37014.65867
[35,] 13839.13790 -10251.72684
[36,] 35597.50233 13839.13790
[37,] 45.98680 35597.50233
[38,] 43808.69622 45.98680
[39,] 5366.84706 43808.69622
[40,] 3623.43041 5366.84706
[41,] 21648.34785 3623.43041
[42,] -15732.78308 21648.34785
[43,] 2878.38654 -15732.78308
[44,] -7381.25083 2878.38654
[45,] -12088.74676 -7381.25083
[46,] -33019.30572 -12088.74676
[47,] 36605.20173 -33019.30572
[48,] -8373.28510 36605.20173
[49,] -1025.17135 -8373.28510
[50,] 13308.14588 -1025.17135
[51,] 23775.88069 13308.14588
[52,] -25885.22379 23775.88069
[53,] 7568.65736 -25885.22379
[54,] -25111.25782 7568.65736
[55,] 34110.33158 -25111.25782
[56,] 6270.92618 34110.33158
[57,] 12916.44322 6270.92618
[58,] 774.69536 12916.44322
[59,] 7370.77440 774.69536
[60,] -5887.25067 7370.77440
[61,] 36328.61280 -5887.25067
[62,] 25958.12694 36328.61280
[63,] 12819.31036 25958.12694
[64,] -12394.68090 12819.31036
[65,] 16606.64589 -12394.68090
[66,] -12689.37049 16606.64589
[67,] 27531.70147 -12689.37049
[68,] 36604.81518 27531.70147
[69,] -10368.57778 36604.81518
[70,] -6371.77964 -10368.57778
[71,] 33383.81244 -6371.77964
[72,] 36500.08890 33383.81244
[73,] -28349.22261 36500.08890
[74,] 3133.52568 -28349.22261
[75,] -40237.88873 3133.52568
[76,] -220.39564 -40237.88873
[77,] -5569.52047 -220.39564
[78,] -10626.44018 -5569.52047
[79,] 3406.73251 -10626.44018
[80,] -18674.47036 3406.73251
[81,] -33655.33189 -18674.47036
[82,] -18849.63189 -33655.33189
[83,] 8349.24594 -18849.63189
[84,] 64290.66019 8349.24594
[85,] -21944.53123 64290.66019
[86,] -15158.86445 -21944.53123
[87,] 2196.36764 -15158.86445
[88,] 67.69887 2196.36764
[89,] 11043.03944 67.69887
[90,] -16563.77105 11043.03944
[91,] 3895.59106 -16563.77105
[92,] -18722.48482 3895.59106
[93,] 1895.52082 -18722.48482
[94,] 11492.38704 1895.52082
[95,] 20048.75607 11492.38704
[96,] 41829.95086 20048.75607
[97,] -74417.43876 41829.95086
[98,] 538.90879 -74417.43876
[99,] -42732.47590 538.90879
[100,] 10675.18667 -42732.47590
[101,] -32482.20980 10675.18667
[102,] 11390.92987 -32482.20980
[103,] 4678.18421 11390.92987
[104,] 17306.01363 4678.18421
[105,] 25892.24898 17306.01363
[106,] 7991.41604 25892.24898
[107,] -9028.49054 7991.41604
[108,] -16585.02273 -9028.49054
[109,] 3243.94716 -16585.02273
[110,] 17338.80437 3243.94716
[111,] -3335.76461 17338.80437
[112,] -18350.83106 -3335.76461
[113,] 4728.25925 -18350.83106
[114,] -31848.96533 4728.25925
[115,] 3326.49208 -31848.96533
[116,] -6689.23704 3326.49208
[117,] 16435.23227 -6689.23704
[118,] 99555.67255 16435.23227
[119,] -10859.70133 99555.67255
[120,] -568.52080 -10859.70133
[121,] -14141.91048 -568.52080
[122,] -7817.60319 -14141.91048
[123,] 2962.54258 -7817.60319
[124,] 58250.16086 2962.54258
[125,] 16848.83115 58250.16086
[126,] 13659.91208 16848.83115
[127,] -13015.15959 13659.91208
[128,] -22239.71709 -13015.15959
[129,] -837.49591 -22239.71709
[130,] -1838.60338 -837.49591
[131,] -17858.83166 -1838.60338
[132,] 2138.29744 -17858.83166
[133,] -16351.99983 2138.29744
[134,] -33978.39370 -16351.99983
[135,] 34839.13453 -33978.39370
[136,] 4344.37773 34839.13453
[137,] 29371.11559 4344.37773
[138,] -8928.35672 29371.11559
[139,] -16324.47191 -8928.35672
[140,] -3134.63287 -16324.47191
[141,] 591.86505 -3134.63287
[142,] -12267.20317 591.86505
[143,] 31275.19949 -12267.20317
[144,] -17086.11712 31275.19949
[145,] -12643.47236 -17086.11712
[146,] -26036.23503 -12643.47236
[147,] -8515.96576 -26036.23503
[148,] -3103.83952 -8515.96576
[149,] 1076.36562 -3103.83952
[150,] -683.41626 1076.36562
[151,] -6108.41052 -683.41626
[152,] -2293.14759 -6108.41052
[153,] 14369.81998 -2293.14759
[154,] 50065.24661 14369.81998
[155,] 21394.83357 50065.24661
[156,] 22938.32615 21394.83357
[157,] -4741.30162 22938.32615
[158,] 5638.59576 -4741.30162
[159,] -21540.09718 5638.59576
[160,] 1373.22482 -21540.09718
[161,] -15561.14955 1373.22482
[162,] -10533.37109 -15561.14955
[163,] -34117.60984 -10533.37109
[164,] -22934.41848 -34117.60984
[165,] 21571.24226 -22934.41848
[166,] -15007.45271 21571.24226
[167,] -25695.75165 -15007.45271
[168,] 23715.19999 -25695.75165
[169,] 25138.19433 23715.19999
[170,] -23255.94129 25138.19433
[171,] -44301.89504 -23255.94129
[172,] -35756.79743 -44301.89504
[173,] -8934.37276 -35756.79743
[174,] -28380.07693 -8934.37276
[175,] 6450.93553 -28380.07693
[176,] -4030.15471 6450.93553
[177,] -2483.01732 -4030.15471
[178,] -7208.84820 -2483.01732
[179,] 21490.49006 -7208.84820
[180,] -9470.65379 21490.49006
[181,] -13658.84298 -9470.65379
[182,] 7939.34385 -13658.84298
[183,] -4606.52016 7939.34385
[184,] 4583.98483 -4606.52016
[185,] 4320.69861 4583.98483
[186,] 5516.25941 4320.69861
[187,] 9578.17711 5516.25941
[188,] 8941.03752 9578.17711
[189,] -20337.59073 8941.03752
[190,] -8406.74644 -20337.59073
[191,] -3291.50071 -8406.74644
[192,] -4264.82013 -3291.50071
[193,] 15240.39191 -4264.82013
[194,] 22928.90788 15240.39191
[195,] -26924.61879 22928.90788
[196,] -6632.28210 -26924.61879
[197,] -7196.17910 -6632.28210
[198,] -21879.18322 -7196.17910
[199,] -33853.43670 -21879.18322
[200,] -1152.39168 -33853.43670
[201,] -10111.62235 -1152.39168
[202,] -7547.33476 -10111.62235
[203,] 24820.86860 -7547.33476
[204,] -13004.80227 24820.86860
[205,] -6246.44098 -13004.80227
[206,] -6845.33741 -6246.44098
[207,] 10901.74704 -6845.33741
[208,] -1910.56257 10901.74704
[209,] 2128.94873 -1910.56257
[210,] 17241.93447 2128.94873
[211,] -6772.54234 17241.93447
[212,] -2027.85103 -6772.54234
[213,] 16602.36441 -2027.85103
[214,] -18858.18779 16602.36441
[215,] -883.47612 -18858.18779
[216,] -1269.33830 -883.47612
[217,] 18377.45920 -1269.33830
[218,] 11227.96740 18377.45920
[219,] 16393.42580 11227.96740
[220,] -420.17976 16393.42580
[221,] 51960.18891 -420.17976
[222,] -18832.07149 51960.18891
[223,] 13501.59074 -18832.07149
[224,] -5176.62315 13501.59074
[225,] -14478.39882 -5176.62315
[226,] 8906.34234 -14478.39882
[227,] -35606.58570 8906.34234
[228,] -26092.88196 -35606.58570
[229,] -11520.41044 -26092.88196
[230,] -2794.77376 -11520.41044
[231,] 8353.55477 -2794.77376
[232,] 13139.12161 8353.55477
[233,] 2121.60902 13139.12161
[234,] -21411.39849 2121.60902
[235,] -6743.65481 -21411.39849
[236,] 557.10786 -6743.65481
[237,] -3756.52038 557.10786
[238,] -765.79570 -3756.52038
[239,] -20596.46567 -765.79570
[240,] 4919.38226 -20596.46567
[241,] -12680.01815 4919.38226
[242,] -9348.38146 -12680.01815
[243,] -7087.70027 -9348.38146
[244,] 54.30363 -7087.70027
[245,] -2488.05239 54.30363
[246,] -2812.38137 -2488.05239
[247,] 17206.50290 -2812.38137
[248,] -10720.74407 17206.50290
[249,] -3310.54055 -10720.74407
[250,] 15341.69357 -3310.54055
[251,] 2309.62920 15341.69357
[252,] 5507.85006 2309.62920
[253,] -6499.27950 5507.85006
[254,] -6802.60033 -6499.27950
[255,] -4844.53712 -6802.60033
[256,] -2160.64341 -4844.53712
[257,] -3890.59056 -2160.64341
[258,] 9005.09434 -3890.59056
[259,] 10431.52085 9005.09434
[260,] -6187.91444 10431.52085
[261,] 9129.54982 -6187.91444
[262,] -2451.96084 9129.54982
[263,] -8323.26492 -2451.96084
[264,] -11198.38832 -8323.26492
[265,] 3934.77052 -11198.38832
[266,] -13890.51008 3934.77052
[267,] -16113.37880 -13890.51008
[268,] 16331.61823 -16113.37880
[269,] -11964.18256 16331.61823
[270,] -15803.21058 -11964.18256
[271,] 3257.99594 -15803.21058
[272,] -1963.61215 3257.99594
[273,] 1312.25370 -1963.61215
[274,] 1703.73179 1312.25370
[275,] -11771.19853 1703.73179
[276,] -1129.27183 -11771.19853
[277,] 8344.26511 -1129.27183
[278,] 2946.75597 8344.26511
[279,] -5897.08772 2946.75597
[280,] -11131.78648 -5897.08772
[281,] -6227.57764 -11131.78648
[282,] -16787.82957 -6227.57764
[283,] 1949.41551 -16787.82957
[284,] -543.55769 1949.41551
[285,] -13333.54487 -543.55769
[286,] -6731.16998 -13333.54487
[287,] -13962.99830 -6731.16998
[288,] 7135.89084 -13962.99830
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 16764.07432 34620.77333
2 -6095.57325 16764.07432
3 -32452.95918 -6095.57325
4 24891.87423 -32452.95918
5 7751.01656 24891.87423
6 27369.17946 7751.01656
7 -2448.12904 27369.17946
8 -7186.96170 -2448.12904
9 13025.11810 -7186.96170
10 7944.14916 13025.11810
11 20760.14584 7944.14916
12 -11811.82279 20760.14584
13 -6669.36517 -11811.82279
14 -39183.56034 -6669.36517
15 13168.97909 -39183.56034
16 -19998.40829 13168.97909
17 8238.06306 -19998.40829
18 7167.56420 8238.06306
19 -11740.41914 7167.56420
20 -17632.70023 -11740.41914
21 4629.57060 -17632.70023
22 4387.73809 4629.57060
23 35470.49138 4387.73809
24 -18005.61074 35470.49138
25 -40043.93754 -18005.61074
26 -5281.44074 -40043.93754
27 13152.34916 -5281.44074
28 26705.08599 13152.34916
29 -7482.56603 26705.08599
30 71816.68776 -7482.56603
31 32330.38060 71816.68776
32 -31632.09188 32330.38060
33 37014.65867 -31632.09188
34 -10251.72684 37014.65867
35 13839.13790 -10251.72684
36 35597.50233 13839.13790
37 45.98680 35597.50233
38 43808.69622 45.98680
39 5366.84706 43808.69622
40 3623.43041 5366.84706
41 21648.34785 3623.43041
42 -15732.78308 21648.34785
43 2878.38654 -15732.78308
44 -7381.25083 2878.38654
45 -12088.74676 -7381.25083
46 -33019.30572 -12088.74676
47 36605.20173 -33019.30572
48 -8373.28510 36605.20173
49 -1025.17135 -8373.28510
50 13308.14588 -1025.17135
51 23775.88069 13308.14588
52 -25885.22379 23775.88069
53 7568.65736 -25885.22379
54 -25111.25782 7568.65736
55 34110.33158 -25111.25782
56 6270.92618 34110.33158
57 12916.44322 6270.92618
58 774.69536 12916.44322
59 7370.77440 774.69536
60 -5887.25067 7370.77440
61 36328.61280 -5887.25067
62 25958.12694 36328.61280
63 12819.31036 25958.12694
64 -12394.68090 12819.31036
65 16606.64589 -12394.68090
66 -12689.37049 16606.64589
67 27531.70147 -12689.37049
68 36604.81518 27531.70147
69 -10368.57778 36604.81518
70 -6371.77964 -10368.57778
71 33383.81244 -6371.77964
72 36500.08890 33383.81244
73 -28349.22261 36500.08890
74 3133.52568 -28349.22261
75 -40237.88873 3133.52568
76 -220.39564 -40237.88873
77 -5569.52047 -220.39564
78 -10626.44018 -5569.52047
79 3406.73251 -10626.44018
80 -18674.47036 3406.73251
81 -33655.33189 -18674.47036
82 -18849.63189 -33655.33189
83 8349.24594 -18849.63189
84 64290.66019 8349.24594
85 -21944.53123 64290.66019
86 -15158.86445 -21944.53123
87 2196.36764 -15158.86445
88 67.69887 2196.36764
89 11043.03944 67.69887
90 -16563.77105 11043.03944
91 3895.59106 -16563.77105
92 -18722.48482 3895.59106
93 1895.52082 -18722.48482
94 11492.38704 1895.52082
95 20048.75607 11492.38704
96 41829.95086 20048.75607
97 -74417.43876 41829.95086
98 538.90879 -74417.43876
99 -42732.47590 538.90879
100 10675.18667 -42732.47590
101 -32482.20980 10675.18667
102 11390.92987 -32482.20980
103 4678.18421 11390.92987
104 17306.01363 4678.18421
105 25892.24898 17306.01363
106 7991.41604 25892.24898
107 -9028.49054 7991.41604
108 -16585.02273 -9028.49054
109 3243.94716 -16585.02273
110 17338.80437 3243.94716
111 -3335.76461 17338.80437
112 -18350.83106 -3335.76461
113 4728.25925 -18350.83106
114 -31848.96533 4728.25925
115 3326.49208 -31848.96533
116 -6689.23704 3326.49208
117 16435.23227 -6689.23704
118 99555.67255 16435.23227
119 -10859.70133 99555.67255
120 -568.52080 -10859.70133
121 -14141.91048 -568.52080
122 -7817.60319 -14141.91048
123 2962.54258 -7817.60319
124 58250.16086 2962.54258
125 16848.83115 58250.16086
126 13659.91208 16848.83115
127 -13015.15959 13659.91208
128 -22239.71709 -13015.15959
129 -837.49591 -22239.71709
130 -1838.60338 -837.49591
131 -17858.83166 -1838.60338
132 2138.29744 -17858.83166
133 -16351.99983 2138.29744
134 -33978.39370 -16351.99983
135 34839.13453 -33978.39370
136 4344.37773 34839.13453
137 29371.11559 4344.37773
138 -8928.35672 29371.11559
139 -16324.47191 -8928.35672
140 -3134.63287 -16324.47191
141 591.86505 -3134.63287
142 -12267.20317 591.86505
143 31275.19949 -12267.20317
144 -17086.11712 31275.19949
145 -12643.47236 -17086.11712
146 -26036.23503 -12643.47236
147 -8515.96576 -26036.23503
148 -3103.83952 -8515.96576
149 1076.36562 -3103.83952
150 -683.41626 1076.36562
151 -6108.41052 -683.41626
152 -2293.14759 -6108.41052
153 14369.81998 -2293.14759
154 50065.24661 14369.81998
155 21394.83357 50065.24661
156 22938.32615 21394.83357
157 -4741.30162 22938.32615
158 5638.59576 -4741.30162
159 -21540.09718 5638.59576
160 1373.22482 -21540.09718
161 -15561.14955 1373.22482
162 -10533.37109 -15561.14955
163 -34117.60984 -10533.37109
164 -22934.41848 -34117.60984
165 21571.24226 -22934.41848
166 -15007.45271 21571.24226
167 -25695.75165 -15007.45271
168 23715.19999 -25695.75165
169 25138.19433 23715.19999
170 -23255.94129 25138.19433
171 -44301.89504 -23255.94129
172 -35756.79743 -44301.89504
173 -8934.37276 -35756.79743
174 -28380.07693 -8934.37276
175 6450.93553 -28380.07693
176 -4030.15471 6450.93553
177 -2483.01732 -4030.15471
178 -7208.84820 -2483.01732
179 21490.49006 -7208.84820
180 -9470.65379 21490.49006
181 -13658.84298 -9470.65379
182 7939.34385 -13658.84298
183 -4606.52016 7939.34385
184 4583.98483 -4606.52016
185 4320.69861 4583.98483
186 5516.25941 4320.69861
187 9578.17711 5516.25941
188 8941.03752 9578.17711
189 -20337.59073 8941.03752
190 -8406.74644 -20337.59073
191 -3291.50071 -8406.74644
192 -4264.82013 -3291.50071
193 15240.39191 -4264.82013
194 22928.90788 15240.39191
195 -26924.61879 22928.90788
196 -6632.28210 -26924.61879
197 -7196.17910 -6632.28210
198 -21879.18322 -7196.17910
199 -33853.43670 -21879.18322
200 -1152.39168 -33853.43670
201 -10111.62235 -1152.39168
202 -7547.33476 -10111.62235
203 24820.86860 -7547.33476
204 -13004.80227 24820.86860
205 -6246.44098 -13004.80227
206 -6845.33741 -6246.44098
207 10901.74704 -6845.33741
208 -1910.56257 10901.74704
209 2128.94873 -1910.56257
210 17241.93447 2128.94873
211 -6772.54234 17241.93447
212 -2027.85103 -6772.54234
213 16602.36441 -2027.85103
214 -18858.18779 16602.36441
215 -883.47612 -18858.18779
216 -1269.33830 -883.47612
217 18377.45920 -1269.33830
218 11227.96740 18377.45920
219 16393.42580 11227.96740
220 -420.17976 16393.42580
221 51960.18891 -420.17976
222 -18832.07149 51960.18891
223 13501.59074 -18832.07149
224 -5176.62315 13501.59074
225 -14478.39882 -5176.62315
226 8906.34234 -14478.39882
227 -35606.58570 8906.34234
228 -26092.88196 -35606.58570
229 -11520.41044 -26092.88196
230 -2794.77376 -11520.41044
231 8353.55477 -2794.77376
232 13139.12161 8353.55477
233 2121.60902 13139.12161
234 -21411.39849 2121.60902
235 -6743.65481 -21411.39849
236 557.10786 -6743.65481
237 -3756.52038 557.10786
238 -765.79570 -3756.52038
239 -20596.46567 -765.79570
240 4919.38226 -20596.46567
241 -12680.01815 4919.38226
242 -9348.38146 -12680.01815
243 -7087.70027 -9348.38146
244 54.30363 -7087.70027
245 -2488.05239 54.30363
246 -2812.38137 -2488.05239
247 17206.50290 -2812.38137
248 -10720.74407 17206.50290
249 -3310.54055 -10720.74407
250 15341.69357 -3310.54055
251 2309.62920 15341.69357
252 5507.85006 2309.62920
253 -6499.27950 5507.85006
254 -6802.60033 -6499.27950
255 -4844.53712 -6802.60033
256 -2160.64341 -4844.53712
257 -3890.59056 -2160.64341
258 9005.09434 -3890.59056
259 10431.52085 9005.09434
260 -6187.91444 10431.52085
261 9129.54982 -6187.91444
262 -2451.96084 9129.54982
263 -8323.26492 -2451.96084
264 -11198.38832 -8323.26492
265 3934.77052 -11198.38832
266 -13890.51008 3934.77052
267 -16113.37880 -13890.51008
268 16331.61823 -16113.37880
269 -11964.18256 16331.61823
270 -15803.21058 -11964.18256
271 3257.99594 -15803.21058
272 -1963.61215 3257.99594
273 1312.25370 -1963.61215
274 1703.73179 1312.25370
275 -11771.19853 1703.73179
276 -1129.27183 -11771.19853
277 8344.26511 -1129.27183
278 2946.75597 8344.26511
279 -5897.08772 2946.75597
280 -11131.78648 -5897.08772
281 -6227.57764 -11131.78648
282 -16787.82957 -6227.57764
283 1949.41551 -16787.82957
284 -543.55769 1949.41551
285 -13333.54487 -543.55769
286 -6731.16998 -13333.54487
287 -13962.99830 -6731.16998
288 7135.89084 -13962.99830
> 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/7p54v1324647176.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/88d981324647176.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9e14z1324647176.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10pdlt1324647176.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11ducp1324647176.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/12vwz11324647176.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/13weio1324647176.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/14boy11324647176.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/15t2w11324647176.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/16g5au1324647176.tab")
+ }
>
> try(system("convert tmp/101sv1324647176.ps tmp/101sv1324647176.png",intern=TRUE))
character(0)
> try(system("convert tmp/2kn9m1324647176.ps tmp/2kn9m1324647176.png",intern=TRUE))
character(0)
> try(system("convert tmp/34z8i1324647176.ps tmp/34z8i1324647176.png",intern=TRUE))
character(0)
> try(system("convert tmp/4c0ja1324647176.ps tmp/4c0ja1324647176.png",intern=TRUE))
character(0)
> try(system("convert tmp/560eh1324647176.ps tmp/560eh1324647176.png",intern=TRUE))
character(0)
> try(system("convert tmp/6rw5a1324647176.ps tmp/6rw5a1324647176.png",intern=TRUE))
character(0)
> try(system("convert tmp/7p54v1324647176.ps tmp/7p54v1324647176.png",intern=TRUE))
character(0)
> try(system("convert tmp/88d981324647176.ps tmp/88d981324647176.png",intern=TRUE))
character(0)
> try(system("convert tmp/9e14z1324647176.ps tmp/9e14z1324647176.png",intern=TRUE))
character(0)
> try(system("convert tmp/10pdlt1324647176.ps tmp/10pdlt1324647176.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
9.037 0.722 9.814