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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+ ,37
+ ,12
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+ ,176
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+ ,72
+ ,19540
+ ,329
+ ,44
+ ,16
+ ,39
+ ,72535
+ ,6095
+ ,27
+ ,21)
+ ,dim=c(9
+ ,289)
+ ,dimnames=list(c('totsize'
+ ,'compviewsinfo'
+ ,'compviewspr'
+ ,'reviews'
+ ,'feedbackm'
+ ,'time'
+ ,'totrevisions'
+ ,'tothyperlinks'
+ ,'totblogs')
+ ,1:289))
> y <- array(NA,dim=c(9,289),dimnames=list(c('totsize','compviewsinfo','compviewspr','reviews','feedbackm','time','totrevisions','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
totsize compviewsinfo compviewspr reviews feedbackm time totrevisions
1 112285 396 81 30 94 210907 24188
2 84786 297 55 28 103 120982 18273
3 83123 559 50 38 93 176508 14130
4 101193 967 125 30 103 179321 32287
5 38361 270 40 22 51 123185 8654
6 68504 143 37 26 70 52746 9245
7 119182 1562 63 25 91 385534 33251
8 22807 109 44 18 22 33170 1271
9 17140 371 88 11 38 101645 5279
10 116174 656 66 26 93 149061 27101
11 57635 511 57 25 60 165446 16373
12 66198 655 74 38 123 237213 19716
13 71701 465 49 44 148 173326 17753
14 57793 525 52 30 90 133131 9028
15 80444 885 88 40 124 258873 18653
16 53855 497 36 34 70 180083 8828
17 97668 1436 108 47 168 324799 29498
18 133824 612 43 30 115 230964 27563
19 101481 865 75 31 71 236785 18293
20 99645 385 32 23 66 135473 22530
21 114789 567 44 36 134 202925 15977
22 99052 639 85 36 117 215147 35082
23 67654 963 86 30 108 344297 16116
24 65553 398 56 25 84 153935 15849
25 97500 410 50 39 156 132943 16026
26 69112 966 135 34 120 174724 26569
27 82753 801 63 31 114 174415 24785
28 85323 892 81 31 94 225548 17569
29 72654 513 52 33 120 223632 23825
30 30727 469 44 25 81 124817 7869
31 77873 683 113 33 110 221698 14975
32 117478 643 39 35 133 210767 37791
33 74007 535 73 42 122 170266 9605
34 90183 625 48 43 158 260561 27295
35 61542 264 33 30 109 84853 2746
36 101494 992 59 33 124 294424 34461
37 27570 238 41 13 39 101011 8098
38 55813 818 69 32 92 215641 4787
39 79215 937 64 36 126 325107 24919
40 1423 70 1 0 0 7176 603
41 55461 507 59 28 70 167542 16329
42 31081 260 32 14 37 106408 12558
43 22996 503 129 17 38 96560 7784
44 83122 927 37 32 120 265769 28522
45 70106 1269 31 30 93 269651 22265
46 60578 537 65 35 95 149112 14459
47 39992 910 107 20 77 175824 14526
48 79892 532 74 28 90 152871 22240
49 49810 345 54 28 80 111665 11802
50 71570 918 76 39 31 116408 7623
51 100708 1635 715 34 110 362301 11912
52 33032 330 57 26 66 78800 7935
53 82875 557 66 39 138 183167 18220
54 139077 1178 106 39 133 277965 19199
55 71595 740 54 33 113 150629 19918
56 72260 452 32 28 100 168809 21884
57 5950 218 20 4 7 24188 2694
58 115762 764 71 39 140 329267 15808
59 32551 255 21 18 61 65029 3597
60 31701 454 70 14 41 101097 5296
61 80670 866 112 29 96 218946 25239
62 143558 574 66 44 164 244052 29801
63 117105 1276 190 21 78 341570 18450
64 23789 379 66 16 49 103597 7132
65 120733 825 165 28 102 233328 34861
66 105195 798 56 35 124 256462 35940
67 73107 663 61 28 99 206161 16688
68 132068 1069 53 38 129 311473 24683
69 149193 921 127 23 62 235800 46230
70 46821 858 63 36 73 177939 10387
71 87011 711 38 32 114 207176 21436
72 95260 503 50 29 99 196553 30546
73 55183 382 52 25 70 174184 19746
74 106671 464 42 27 104 143246 15977
75 73511 717 76 36 116 187559 22583
76 92945 690 67 28 91 187681 17274
77 78664 462 50 23 74 119016 16469
78 70054 657 53 40 138 182192 14251
79 22618 385 39 23 67 73566 3007
80 74011 577 50 40 151 194979 16851
81 83737 619 77 28 72 167488 21113
82 69094 479 57 34 120 143756 17401
83 93133 817 73 33 115 275541 23958
84 95536 752 34 28 105 243199 23567
85 225920 430 39 34 104 182999 13065
86 62133 451 46 30 108 135649 15358
87 61370 537 63 33 98 152299 14587
88 43836 519 35 22 69 120221 12770
89 106117 1000 106 38 111 346485 24021
90 38692 637 43 26 99 145790 9648
91 84651 465 47 35 71 193339 20537
92 56622 437 31 8 27 80953 7905
93 15986 711 162 24 69 122774 4527
94 95364 299 57 29 107 130585 30495
95 26706 248 36 20 73 112611 7117
96 89691 1162 263 29 107 286468 17719
97 67267 714 78 45 93 241066 27056
98 126846 905 63 37 129 148446 33473
99 41140 649 54 33 69 204713 9758
100 102860 512 63 33 118 182079 21115
101 51715 472 77 25 73 140344 7236
102 55801 905 79 32 119 220516 13790
103 111813 786 110 29 104 243060 32902
104 120293 489 56 28 107 162765 25131
105 138599 479 56 28 99 182613 30910
106 161647 617 43 31 90 232138 35947
107 115929 925 111 52 197 265318 29848
108 24266 351 71 21 36 85574 6943
109 162901 1144 62 24 85 310839 42705
110 109825 669 56 41 139 225060 31808
111 129838 707 74 33 106 232317 26675
112 37510 458 60 32 50 144966 8435
113 43750 214 43 19 64 43287 7409
114 40652 599 68 20 31 155754 14993
115 87771 572 53 31 63 164709 36867
116 85872 897 87 31 92 201940 33835
117 89275 819 46 32 106 235454 24164
118 44418 720 105 18 63 220801 12607
119 192565 273 32 23 69 99466 22609
120 35232 508 133 17 41 92661 5892
121 40909 506 79 20 56 133328 17014
122 13294 451 51 12 25 61361 5394
123 32387 699 207 17 65 125930 9178
124 140867 407 67 30 93 100750 6440
125 120662 465 47 31 114 224549 21916
126 21233 245 34 10 38 82316 4011
127 44332 370 66 13 44 102010 5818
128 61056 316 76 22 87 101523 18647
129 101338 603 65 42 110 243511 20556
130 1168 154 9 1 0 22938 238
131 13497 229 42 9 27 41566 70
132 65567 577 45 32 83 152474 22392
133 25162 192 25 11 30 61857 3913
134 32334 617 115 25 80 99923 12237
135 40735 411 97 36 98 132487 8388
136 91413 975 53 31 82 317394 22120
137 855 146 2 0 0 21054 338
138 97068 705 52 24 60 209641 11727
139 44339 184 44 13 28 22648 3704
140 14116 200 22 8 9 31414 3988
141 10288 274 35 13 33 46698 3030
142 65622 502 74 19 59 131698 13520
143 16563 382 103 18 49 91735 1421
144 76643 964 144 33 115 244749 20923
145 110681 537 60 40 140 184510 20237
146 29011 438 134 22 49 79863 3219
147 92696 369 89 38 120 128423 3769
148 94785 417 42 24 66 97839 12252
149 8773 276 52 8 21 38214 1888
150 83209 514 98 35 124 151101 14497
151 93815 822 99 43 152 272458 28864
152 86687 389 52 43 139 172494 21721
153 34553 466 29 14 38 108043 4821
154 105547 1255 125 41 144 328107 33644
155 103487 694 106 38 120 250579 15923
156 213688 1024 95 45 160 351067 42935
157 71220 400 40 31 114 158015 18864
158 23517 397 140 13 39 98866 4977
159 56926 350 43 28 78 85439 7785
160 91721 719 128 31 119 229242 17939
161 115168 1277 142 40 141 351619 23436
162 111194 356 73 30 101 84207 325
163 51009 457 72 16 56 120445 13539
164 135777 1402 128 37 133 324598 34538
165 51513 600 61 30 83 131069 12198
166 74163 480 73 35 116 204271 26924
167 51633 595 148 32 90 165543 12716
168 75345 436 64 27 36 141722 8172
169 33416 230 45 20 50 116048 10855
170 83305 651 58 18 61 250047 11932
171 98952 1367 97 31 97 299775 14300
172 102372 564 50 31 98 195838 25515
173 37238 716 37 21 78 173260 2805
174 103772 747 50 39 117 254488 29402
175 123969 467 105 41 148 104389 16440
176 27142 671 69 13 41 136084 11221
177 135400 861 46 32 105 199476 28732
178 21399 319 57 18 55 92499 5250
179 130115 612 52 39 132 224330 28608
180 24874 433 98 14 44 135781 8092
181 34988 434 61 7 21 74408 4473
182 45549 503 89 17 50 81240 1572
183 6023 85 0 0 0 14688 2065
184 64466 564 48 30 73 181633 14817
185 54990 824 91 37 86 271856 16714
186 1644 74 0 0 0 7199 556
187 6179 259 7 5 13 46660 2089
188 3926 69 3 1 4 17547 2658
189 32755 535 54 16 57 133368 10695
190 34777 239 70 32 48 95227 1669
191 73224 438 36 24 46 152601 16267
192 27114 459 37 17 48 98146 7768
193 20760 426 123 11 32 79619 7252
194 37636 288 247 24 68 59194 6387
195 65461 498 46 22 87 139942 18715
196 30080 454 72 12 43 118612 7936
197 24094 376 41 19 67 72880 8643
198 69008 225 24 13 46 65475 7294
199 54968 555 45 17 46 99643 4570
200 46090 252 33 15 56 71965 7185
201 27507 208 27 16 48 77272 10058
202 10672 130 36 24 44 49289 2342
203 34029 481 87 15 60 135131 8509
204 46300 389 90 17 65 108446 13275
205 24760 565 114 18 55 89746 6816
206 18779 173 31 20 38 44296 1930
207 21280 278 45 16 52 77648 8086
208 40662 609 69 16 60 181528 10737
209 28987 422 51 18 54 134019 8033
210 22827 445 34 22 86 124064 7058
211 18513 387 60 8 24 92630 6782
212 30594 339 45 17 52 121848 5401
213 24006 181 54 18 49 52915 6521
214 27913 245 25 16 61 81872 10856
215 42744 384 38 23 61 58981 2154
216 12934 212 52 22 81 53515 6117
217 22574 399 67 13 43 60812 5238
218 41385 229 74 13 40 56375 4820
219 18653 224 38 16 40 65490 5615
220 18472 203 30 16 56 80949 4272
221 30976 333 26 20 68 76302 8702
222 63339 384 67 22 79 104011 15340
223 25568 636 132 17 47 98104 8030
224 33747 185 42 18 57 67989 9526
225 4154 93 35 17 41 30989 1278
226 19474 581 118 12 29 135458 4236
227 35130 248 68 7 3 73504 3023
228 39067 304 43 17 60 63123 7196
229 13310 344 76 14 30 61254 3394
230 65892 407 64 23 79 74914 6371
231 4143 170 48 17 47 31774 1574
232 28579 312 64 14 40 81437 9620
233 51776 507 56 15 48 87186 6978
234 21152 224 71 17 36 50090 4911
235 38084 340 75 21 42 65745 8645
236 27717 168 39 18 49 56653 8987
237 32928 443 42 18 57 158399 5544
238 11342 204 39 17 12 46455 3083
239 19499 367 93 17 40 73624 6909
240 16380 210 38 16 43 38395 3189
241 36874 335 60 15 33 91899 6745
242 48259 364 71 21 77 139526 16724
243 16734 178 52 16 43 52164 4850
244 28207 206 27 14 45 51567 7025
245 30143 279 59 15 47 70551 6047
246 41369 387 40 17 43 84856 7377
247 45833 490 79 15 45 102538 9078
248 29156 238 44 15 50 86678 4605
249 35944 343 65 10 35 85709 3238
250 36278 232 10 6 7 34662 8100
251 45588 530 124 22 71 150580 9653
252 45097 291 81 21 67 99611 8914
253 3895 67 15 1 0 19349 786
254 28394 397 92 18 62 99373 6700
255 18632 467 42 17 54 86230 5788
256 2325 178 10 4 4 30837 593
257 25139 175 24 10 25 31706 4506
258 27975 299 64 16 40 89806 6382
259 14483 154 45 16 38 62088 5621
260 13127 106 22 9 19 40151 3997
261 5839 189 56 16 17 27634 520
262 24069 194 94 17 67 76990 8891
263 3738 135 19 7 14 37460 999
264 18625 201 35 15 30 54157 7067
265 36341 207 32 14 54 49862 4639
266 24548 280 35 14 35 84337 5654
267 21792 260 48 18 59 64175 6928
268 26263 227 49 12 24 59382 1514
269 23686 239 48 16 58 119308 9238
270 49303 333 62 21 42 76702 8204
271 25659 428 96 19 46 103425 5926
272 28904 230 45 16 61 70344 5785
273 2781 292 63 1 3 43410 4
274 29236 350 71 16 52 104838 5930
275 19546 186 26 10 25 62215 3710
276 22818 326 48 19 40 69304 705
277 32689 155 29 12 32 53117 443
278 5752 75 19 2 4 19764 2416
279 22197 361 45 14 49 86680 7747
280 20055 261 45 17 63 84105 5432
281 25272 299 67 19 67 77945 4913
282 82206 300 30 14 32 89113 2650
283 32073 450 36 11 23 91005 2370
284 5444 183 34 4 7 40248 775
285 20154 238 36 16 54 64187 5576
286 36944 165 34 20 37 50857 1352
287 8019 234 37 12 35 56613 3080
288 30884 176 46 15 51 62792 10205
289 19540 329 44 16 39 72535 6095
tothyperlinks totblogs
1 144 145
2 103 101
3 98 98
4 135 132
5 61 60
6 39 38
7 150 144
8 5 5
9 28 28
10 84 84
11 80 79
12 130 127
13 82 78
14 60 60
15 131 131
16 84 84
17 140 133
18 151 150
19 91 91
20 138 132
21 150 136
22 124 124
23 119 118
24 73 70
25 110 107
26 123 119
27 90 89
28 116 112
29 113 108
30 56 52
31 115 112
32 119 116
33 129 123
34 127 125
35 27 27
36 175 162
37 35 32
38 64 64
39 96 92
40 0 0
41 84 83
42 41 41
43 47 47
44 126 120
45 105 105
46 80 79
47 70 65
48 73 70
49 57 55
50 40 39
51 68 67
52 21 21
53 127 127
54 154 152
55 116 113
56 102 99
57 7 7
58 148 141
59 21 21
60 35 35
61 112 109
62 137 133
63 135 123
64 26 26
65 230 230
66 181 166
67 71 68
68 147 147
69 190 179
70 64 61
71 105 101
72 107 108
73 94 90
74 116 114
75 106 103
76 143 142
77 81 79
78 89 88
79 26 25
80 84 83
81 113 113
82 120 118
83 110 110
84 134 129
85 54 51
86 96 93
87 78 76
88 51 49
89 121 118
90 38 38
91 145 141
92 59 58
93 27 27
94 91 91
95 48 48
96 68 63
97 58 56
98 150 144
99 74 73
100 181 168
101 65 64
102 97 97
103 121 117
104 99 100
105 152 149
106 188 187
107 138 127
108 40 37
109 254 245
110 87 87
111 178 177
112 51 49
113 49 49
114 73 73
115 176 177
116 94 94
117 120 117
118 66 60
119 56 55
120 39 39
121 66 64
122 27 26
123 65 64
124 58 58
125 98 95
126 25 25
127 26 26
128 77 76
129 130 129
130 11 11
131 2 2
132 101 101
133 31 28
134 36 36
135 120 89
136 195 193
137 4 4
138 89 84
139 24 23
140 39 39
141 14 14
142 78 78
143 15 14
144 106 101
145 83 82
146 24 24
147 37 36
148 77 75
149 16 16
150 56 55
151 132 131
152 144 131
153 40 39
154 153 144
155 143 139
156 220 211
157 79 78
158 50 50
159 39 39
160 95 90
161 169 166
162 12 12
163 63 57
164 134 133
165 69 69
166 119 119
167 119 119
168 75 65
169 63 61
170 55 49
171 103 101
172 197 196
173 16 15
174 140 136
175 89 89
176 40 40
177 125 123
178 21 21
179 167 163
180 32 29
181 36 35
182 13 13
183 5 5
184 96 96
185 151 151
186 6 6
187 13 13
188 3 3
189 57 56
190 23 23
191 61 57
192 21 14
193 43 43
194 20 20
195 82 72
196 90 87
197 25 21
198 60 56
199 61 59
200 85 82
201 43 43
202 25 25
203 41 38
204 26 25
205 38 38
206 12 12
207 29 29
208 49 47
209 46 45
210 41 40
211 31 30
212 41 41
213 26 25
214 23 23
215 14 14
216 16 16
217 25 26
218 21 21
219 32 27
220 9 9
221 35 33
222 42 42
223 68 68
224 32 32
225 6 6
226 68 67
227 33 33
228 84 77
229 46 46
230 30 30
231 0 0
232 36 36
233 47 46
234 20 18
235 50 48
236 30 29
237 30 28
238 34 34
239 33 33
240 34 34
241 37 33
242 83 80
243 32 32
244 30 30
245 43 41
246 41 41
247 51 51
248 19 18
249 37 34
250 33 31
251 41 39
252 54 54
253 14 14
254 25 24
255 25 24
256 8 8
257 26 26
258 20 19
259 11 11
260 14 14
261 3 1
262 40 39
263 5 5
264 38 37
265 32 32
266 41 38
267 46 47
268 47 47
269 37 37
270 51 51
271 49 45
272 21 21
273 1 1
274 44 42
275 26 26
276 21 21
277 4 4
278 10 10
279 43 43
280 34 34
281 32 31
282 20 19
283 34 34
284 6 6
285 12 11
286 24 24
287 16 16
288 72 72
289 27 21
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) compviewsinfo compviewspr reviews feedbackm
-936.97996 -7.90262 6.62367 481.51402 166.15738
time totrevisions tothyperlinks totblogs
0.05783 1.40065 -64.27981 257.55310
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-38587 -12354 -3800 6917 157798
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -936.97996 3263.16895 -0.287 0.7742
compviewsinfo -7.90262 10.79376 -0.732 0.4647
compviewspr 6.62367 29.20857 0.227 0.8208
reviews 481.51402 308.94331 1.559 0.1202
feedbackm 166.15738 88.16250 1.885 0.0605 .
time 0.05783 0.04638 1.247 0.2134
totrevisions 1.40065 0.28325 4.945 1.31e-06 ***
tothyperlinks -64.27981 426.64320 -0.151 0.8803
totblogs 257.55310 439.26983 0.586 0.5581
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 21320 on 280 degrees of freedom
Multiple R-squared: 0.7296, Adjusted R-squared: 0.7219
F-statistic: 94.45 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,] 0.2466107577 4.932215e-01 7.533892e-01
[2,] 0.1310105173 2.620210e-01 8.689895e-01
[3,] 0.0666771085 1.333542e-01 9.333229e-01
[4,] 0.0294702587 5.894052e-02 9.705297e-01
[5,] 0.0134891567 2.697831e-02 9.865108e-01
[6,] 0.0110293167 2.205863e-02 9.889707e-01
[7,] 0.0047142777 9.428555e-03 9.952857e-01
[8,] 0.0132636084 2.652722e-02 9.867364e-01
[9,] 0.0109745041 2.194901e-02 9.890255e-01
[10,] 0.1608909933 3.217820e-01 8.391090e-01
[11,] 0.1422513258 2.845027e-01 8.577487e-01
[12,] 0.1015527898 2.031056e-01 8.984472e-01
[13,] 0.0686736082 1.373472e-01 9.313264e-01
[14,] 0.0452119030 9.042381e-02 9.547881e-01
[15,] 0.0381239018 7.624780e-02 9.618761e-01
[16,] 0.0334778134 6.695563e-02 9.665222e-01
[17,] 0.0235182118 4.703642e-02 9.764818e-01
[18,] 0.0239764964 4.795299e-02 9.760235e-01
[19,] 0.0292846021 5.856920e-02 9.707154e-01
[20,] 0.0301358117 6.027162e-02 9.698642e-01
[21,] 0.0205849709 4.116994e-02 9.794150e-01
[22,] 0.0136130125 2.722603e-02 9.863870e-01
[23,] 0.0115199791 2.303996e-02 9.884800e-01
[24,] 0.0119353530 2.387071e-02 9.880646e-01
[25,] 0.0105496076 2.109922e-02 9.894504e-01
[26,] 0.0076898731 1.537975e-02 9.923101e-01
[27,] 0.0051384833 1.027697e-02 9.948615e-01
[28,] 0.0039849411 7.969882e-03 9.960151e-01
[29,] 0.0082796347 1.655927e-02 9.917204e-01
[30,] 0.0065594826 1.311897e-02 9.934405e-01
[31,] 0.0055891111 1.117822e-02 9.944109e-01
[32,] 0.0037075194 7.415039e-03 9.962925e-01
[33,] 0.0040721555 8.144311e-03 9.959278e-01
[34,] 0.0059818257 1.196365e-02 9.940182e-01
[35,] 0.0042859661 8.571932e-03 9.957140e-01
[36,] 0.0030209182 6.041836e-03 9.969791e-01
[37,] 0.0025564180 5.112836e-03 9.974436e-01
[38,] 0.0017004775 3.400955e-03 9.982995e-01
[39,] 0.0023078792 4.615758e-03 9.976921e-01
[40,] 0.0114480883 2.289618e-02 9.885519e-01
[41,] 0.0084742737 1.694855e-02 9.915257e-01
[42,] 0.0067263096 1.345262e-02 9.932737e-01
[43,] 0.0162234343 3.244687e-02 9.837766e-01
[44,] 0.0151609635 3.032193e-02 9.848390e-01
[45,] 0.0116736691 2.334734e-02 9.883263e-01
[46,] 0.0085945749 1.718915e-02 9.914054e-01
[47,] 0.0099985174 1.999703e-02 9.900015e-01
[48,] 0.0076131058 1.522621e-02 9.923869e-01
[49,] 0.0054646701 1.092934e-02 9.945353e-01
[50,] 0.0041541120 8.308224e-03 9.958459e-01
[51,] 0.0068501968 1.370039e-02 9.931498e-01
[52,] 0.0128177772 2.563555e-02 9.871822e-01
[53,] 0.0098874513 1.977490e-02 9.901125e-01
[54,] 0.0099055431 1.981109e-02 9.900945e-01
[55,] 0.0100607726 2.012155e-02 9.899392e-01
[56,] 0.0077938515 1.558770e-02 9.922061e-01
[57,] 0.0093030164 1.860603e-02 9.906970e-01
[58,] 0.0099337160 1.986743e-02 9.900663e-01
[59,] 0.0085678778 1.713576e-02 9.914321e-01
[60,] 0.0065167783 1.303356e-02 9.934832e-01
[61,] 0.0048623215 9.724643e-03 9.951377e-01
[62,] 0.0047428763 9.485753e-03 9.952571e-01
[63,] 0.0066309387 1.326188e-02 9.933691e-01
[64,] 0.0060155697 1.203114e-02 9.939844e-01
[65,] 0.0044864328 8.972866e-03 9.955136e-01
[66,] 0.0039437860 7.887572e-03 9.960562e-01
[67,] 0.0031507890 6.301578e-03 9.968492e-01
[68,] 0.0024316985 4.863397e-03 9.975683e-01
[69,] 0.0019604991 3.920998e-03 9.980395e-01
[70,] 0.0014097509 2.819502e-03 9.985902e-01
[71,] 0.0013558686 2.711737e-03 9.986441e-01
[72,] 0.0009887103 1.977421e-03 9.990113e-01
[73,] 0.0007117033 1.423407e-03 9.992883e-01
[74,] 0.9901262152 1.974757e-02 9.873785e-03
[75,] 0.9885130585 2.297388e-02 1.148694e-02
[76,] 0.9862024372 2.759513e-02 1.379756e-02
[77,] 0.9831799312 3.364014e-02 1.682007e-02
[78,] 0.9790635936 4.187281e-02 2.093641e-02
[79,] 0.9763378170 4.732437e-02 2.366218e-02
[80,] 0.9724338005 5.513240e-02 2.756620e-02
[81,] 0.9738773977 5.224520e-02 2.612260e-02
[82,] 0.9729488918 5.410222e-02 2.705111e-02
[83,] 0.9671209867 6.575803e-02 3.287901e-02
[84,] 0.9655660266 6.886795e-02 3.443397e-02
[85,] 0.9633423571 7.331529e-02 3.665764e-02
[86,] 0.9663738442 6.725231e-02 3.362616e-02
[87,] 0.9633410057 7.331799e-02 3.665899e-02
[88,] 0.9631701333 7.365973e-02 3.682987e-02
[89,] 0.9555552134 8.888957e-02 4.444479e-02
[90,] 0.9464729795 1.070540e-01 5.352702e-02
[91,] 0.9484993760 1.030012e-01 5.150062e-02
[92,] 0.9393055058 1.213890e-01 6.069449e-02
[93,] 0.9491482783 1.017034e-01 5.085172e-02
[94,] 0.9572226231 8.555475e-02 4.277738e-02
[95,] 0.9699400238 6.011995e-02 3.005998e-02
[96,] 0.9681119675 6.377606e-02 3.188803e-02
[97,] 0.9632638643 7.347227e-02 3.673614e-02
[98,] 0.9636362605 7.272748e-02 3.636374e-02
[99,] 0.9572991622 8.540168e-02 4.270084e-02
[100,] 0.9544781032 9.104379e-02 4.552190e-02
[101,] 0.9491411289 1.017177e-01 5.085887e-02
[102,] 0.9394646202 1.210708e-01 6.053538e-02
[103,] 0.9333241807 1.333516e-01 6.667582e-02
[104,] 0.9413861632 1.172277e-01 5.861384e-02
[105,] 0.9366442840 1.267114e-01 6.335572e-02
[106,] 0.9278090777 1.443818e-01 7.219092e-02
[107,] 0.9181715500 1.636569e-01 8.182845e-02
[108,] 0.9999929051 1.418984e-05 7.094920e-06
[109,] 0.9999898939 2.021217e-05 1.010608e-05
[110,] 0.9999880522 2.389554e-05 1.194777e-05
[111,] 0.9999840764 3.184714e-05 1.592357e-05
[112,] 0.9999792738 4.145240e-05 2.072620e-05
[113,] 0.9999999762 4.760289e-08 2.380144e-08
[114,] 0.9999999872 2.555424e-08 1.277712e-08
[115,] 0.9999999795 4.107140e-08 2.053570e-08
[116,] 0.9999999746 5.086254e-08 2.543127e-08
[117,] 0.9999999614 7.720413e-08 3.860206e-08
[118,] 0.9999999380 1.240483e-07 6.202417e-08
[119,] 0.9999999022 1.956853e-07 9.784265e-08
[120,] 0.9999998456 3.088187e-07 1.544093e-07
[121,] 0.9999998362 3.275449e-07 1.637724e-07
[122,] 0.9999997460 5.080313e-07 2.540156e-07
[123,] 0.9999997482 5.036045e-07 2.518022e-07
[124,] 0.9999998888 2.223572e-07 1.111786e-07
[125,] 0.9999998606 2.787530e-07 1.393765e-07
[126,] 0.9999997816 4.367880e-07 2.183940e-07
[127,] 0.9999999042 1.916244e-07 9.581218e-08
[128,] 0.9999999194 1.612067e-07 8.060335e-08
[129,] 0.9999998749 2.501077e-07 1.250538e-07
[130,] 0.9999998249 3.501691e-07 1.750845e-07
[131,] 0.9999997700 4.600077e-07 2.300038e-07
[132,] 0.9999996619 6.762539e-07 3.381269e-07
[133,] 0.9999996034 7.932318e-07 3.966159e-07
[134,] 0.9999995493 9.013761e-07 4.506881e-07
[135,] 0.9999992988 1.402350e-06 7.011748e-07
[136,] 0.9999997143 5.713539e-07 2.856770e-07
[137,] 0.9999999097 1.806958e-07 9.034791e-08
[138,] 0.9999998593 2.814020e-07 1.407010e-07
[139,] 0.9999998043 3.914854e-07 1.957427e-07
[140,] 0.9999998394 3.212776e-07 1.606388e-07
[141,] 0.9999998891 2.218090e-07 1.109045e-07
[142,] 0.9999998240 3.520103e-07 1.760052e-07
[143,] 0.9999999326 1.348962e-07 6.744809e-08
[144,] 0.9999998974 2.051306e-07 1.025653e-07
[145,] 0.9999999966 6.880591e-09 3.440295e-09
[146,] 0.9999999945 1.095909e-08 5.479543e-09
[147,] 0.9999999914 1.710882e-08 8.554409e-09
[148,] 0.9999999867 2.660810e-08 1.330405e-08
[149,] 0.9999999800 4.005803e-08 2.002902e-08
[150,] 0.9999999677 6.465754e-08 3.232877e-08
[151,] 1.0000000000 2.184398e-11 1.092199e-11
[152,] 1.0000000000 4.049069e-11 2.024534e-11
[153,] 1.0000000000 6.174279e-11 3.087139e-11
[154,] 1.0000000000 8.729325e-11 4.364662e-11
[155,] 1.0000000000 7.512522e-11 3.756261e-11
[156,] 1.0000000000 7.732852e-11 3.866426e-11
[157,] 1.0000000000 5.376780e-11 2.688390e-11
[158,] 1.0000000000 8.013290e-11 4.006645e-11
[159,] 1.0000000000 1.165819e-11 5.829095e-12
[160,] 1.0000000000 1.439201e-11 7.196006e-12
[161,] 1.0000000000 2.632435e-11 1.316217e-11
[162,] 1.0000000000 4.894494e-11 2.447247e-11
[163,] 1.0000000000 8.241067e-11 4.120534e-11
[164,] 1.0000000000 5.398248e-12 2.699124e-12
[165,] 1.0000000000 5.452443e-12 2.726221e-12
[166,] 1.0000000000 1.222525e-12 6.112623e-13
[167,] 1.0000000000 2.176416e-12 1.088208e-12
[168,] 1.0000000000 5.134821e-13 2.567410e-13
[169,] 1.0000000000 8.933962e-13 4.466981e-13
[170,] 1.0000000000 1.360944e-12 6.804719e-13
[171,] 1.0000000000 9.105845e-13 4.552922e-13
[172,] 1.0000000000 1.849300e-12 9.246499e-13
[173,] 1.0000000000 3.455916e-12 1.727958e-12
[174,] 1.0000000000 9.959546e-13 4.979773e-13
[175,] 1.0000000000 2.030664e-12 1.015332e-12
[176,] 1.0000000000 3.618385e-12 1.809192e-12
[177,] 1.0000000000 7.203505e-12 3.601753e-12
[178,] 1.0000000000 1.029551e-11 5.147753e-12
[179,] 1.0000000000 2.044014e-11 1.022007e-11
[180,] 1.0000000000 2.036978e-11 1.018489e-11
[181,] 1.0000000000 3.499861e-11 1.749930e-11
[182,] 1.0000000000 6.036697e-11 3.018349e-11
[183,] 1.0000000000 3.422045e-11 1.711022e-11
[184,] 1.0000000000 6.780366e-11 3.390183e-11
[185,] 1.0000000000 8.753870e-11 4.376935e-11
[186,] 0.9999999999 1.170830e-10 5.854150e-11
[187,] 1.0000000000 1.121846e-11 5.609232e-12
[188,] 1.0000000000 1.366539e-11 6.832696e-12
[189,] 1.0000000000 2.031264e-11 1.015632e-11
[190,] 1.0000000000 3.557639e-11 1.778819e-11
[191,] 1.0000000000 4.152618e-11 2.076309e-11
[192,] 1.0000000000 8.369825e-11 4.184912e-11
[193,] 0.9999999999 1.237643e-10 6.188213e-11
[194,] 0.9999999999 2.089820e-10 1.044910e-10
[195,] 0.9999999998 4.023557e-10 2.011778e-10
[196,] 0.9999999997 6.302948e-10 3.151474e-10
[197,] 0.9999999994 1.135677e-09 5.678386e-10
[198,] 0.9999999992 1.539179e-09 7.695895e-10
[199,] 0.9999999996 8.208483e-10 4.104242e-10
[200,] 0.9999999993 1.372845e-09 6.864227e-10
[201,] 0.9999999988 2.411365e-09 1.205683e-09
[202,] 0.9999999977 4.688306e-09 2.344153e-09
[203,] 0.9999999962 7.589615e-09 3.794808e-09
[204,] 0.9999999944 1.110575e-08 5.552875e-09
[205,] 0.9999999937 1.267429e-08 6.337144e-09
[206,] 0.9999999881 2.387198e-08 1.193599e-08
[207,] 0.9999999947 1.057423e-08 5.287114e-09
[208,] 0.9999999909 1.817159e-08 9.085794e-09
[209,] 0.9999999849 3.018624e-08 1.509312e-08
[210,] 0.9999999788 4.233099e-08 2.116549e-08
[211,] 0.9999999778 4.447106e-08 2.223553e-08
[212,] 0.9999999673 6.544424e-08 3.272212e-08
[213,] 0.9999999386 1.227074e-07 6.135369e-08
[214,] 0.9999999098 1.803151e-07 9.015757e-08
[215,] 0.9999999200 1.600159e-07 8.000794e-08
[216,] 0.9999999385 1.229202e-07 6.146009e-08
[217,] 0.9999998795 2.409708e-07 1.204854e-07
[218,] 0.9999998486 3.027464e-07 1.513732e-07
[219,] 0.9999999727 5.462855e-08 2.731428e-08
[220,] 0.9999999524 9.528681e-08 4.764341e-08
[221,] 0.9999999034 1.931446e-07 9.657231e-08
[222,] 0.9999998903 2.193654e-07 1.096827e-07
[223,] 0.9999997835 4.329748e-07 2.164874e-07
[224,] 0.9999996045 7.909400e-07 3.954700e-07
[225,] 0.9999992415 1.517047e-06 7.585237e-07
[226,] 0.9999993494 1.301188e-06 6.505942e-07
[227,] 0.9999994315 1.136938e-06 5.684688e-07
[228,] 0.9999989359 2.128270e-06 1.064135e-06
[229,] 0.9999980460 3.908006e-06 1.954003e-06
[230,] 0.9999963731 7.253713e-06 3.626857e-06
[231,] 0.9999934735 1.305308e-05 6.526542e-06
[232,] 0.9999885336 2.293285e-05 1.146642e-05
[233,] 0.9999794762 4.104755e-05 2.052377e-05
[234,] 0.9999629095 7.418110e-05 3.709055e-05
[235,] 0.9999326426 1.347149e-04 6.735744e-05
[236,] 0.9999026609 1.946781e-04 9.733906e-05
[237,] 0.9998238092 3.523816e-04 1.761908e-04
[238,] 0.9997794524 4.410952e-04 2.205476e-04
[239,] 0.9998902810 2.194381e-04 1.097190e-04
[240,] 0.9998153008 3.693984e-04 1.846992e-04
[241,] 0.9997112015 5.775969e-04 2.887985e-04
[242,] 0.9994739380 1.052124e-03 5.260620e-04
[243,] 0.9991453905 1.709219e-03 8.546095e-04
[244,] 0.9987337722 2.532456e-03 1.266228e-03
[245,] 0.9981695265 3.660947e-03 1.830473e-03
[246,] 0.9974245222 5.150956e-03 2.575478e-03
[247,] 0.9956819711 8.636058e-03 4.318029e-03
[248,] 0.9932701750 1.345965e-02 6.729825e-03
[249,] 0.9889338413 2.213232e-02 1.106616e-02
[250,] 0.9845878719 3.082426e-02 1.541213e-02
[251,] 0.9808515397 3.829692e-02 1.914846e-02
[252,] 0.9766887027 4.662259e-02 2.331130e-02
[253,] 0.9669826696 6.603466e-02 3.301733e-02
[254,] 0.9684702404 6.305952e-02 3.152976e-02
[255,] 0.9558889231 8.822215e-02 4.411108e-02
[256,] 0.9314189176 1.371622e-01 6.858108e-02
[257,] 0.8960715813 2.078568e-01 1.039284e-01
[258,] 0.9565345997 8.693080e-02 4.346540e-02
[259,] 0.9313833749 1.372333e-01 6.861663e-02
[260,] 0.8956564304 2.086871e-01 1.043436e-01
[261,] 0.8481158615 3.037683e-01 1.518841e-01
[262,] 0.8308891332 3.382217e-01 1.691109e-01
[263,] 0.8348582657 3.302835e-01 1.651417e-01
[264,] 0.9212997042 1.574006e-01 7.870030e-02
[265,] 0.8391320185 3.217360e-01 1.608680e-01
[266,] 0.7013030304 5.973939e-01 2.986970e-01
> postscript(file="/var/wessaorg/rcomp/tmp/10oj01324653341.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2m1q91324653341.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3iuic1324653341.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/46xe81324653341.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/52zqx1324653341.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
11585.24785 5126.17341 5456.02040 -3528.60546 -8678.25222 22895.98282
7 8 9 10 11 12
8571.66852 7326.24881 -9868.92306 31071.20666 -7480.20372 -32600.95775
13 14 15 16 17 18
-19497.86494 1193.83717 -18489.01670 -8536.24623 -26664.06052 24868.63434
19 20 21 22 23 24
25128.62052 16853.36030 20816.28265 -17845.44391 -21985.90056 -1168.66142
25 26 27 28 29 30
6023.42247 -29582.88840 -6205.44865 3184.96425 -25384.41399 -18451.24322
31 32 33 34 35 36
-5958.52898 -3062.15551 -8493.83679 -28547.44532 17818.12464 -22384.06492
37 38 39 40 41 42
-5799.84986 516.46914 -22366.65409 1646.92930 -13637.86348 -10695.88882
43 44 45 46 47 48
-13017.15194 -22334.66855 -16106.21018 -11389.86801 -17768.61842 2778.58914
49 50 51 52 53 54
-7149.26573 30445.35056 24657.99773 -7016.68289 -14591.04473 35527.21177
55 56 57 58 59 60
-14900.17095 -12897.06370 -1137.03528 12239.21729 3703.41133 2179.17534
61 62 63 64 65 66
-11093.70920 18853.98467 35197.42537 -9568.02497 -10108.89463 -21679.90038
67 68 69 70 71 72
700.44628 20372.77061 22912.43383 -11779.22397 -2305.00513 -5662.14422
73 74 75 76 77 78
-19742.99882 28148.07394 -19190.48466 7858.55623 14459.83698 -13799.70143
79 80 81 82 83 84
-9102.15544 -16029.92805 2511.64654 -18235.96567 -5707.69633 -423.55397
85 86 87 88 89 90
157797.73488 -13198.93852 -9839.56657 -7596.56309 1216.35537 -13880.33293
91 92 93 94 95 96
-6639.93090 25569.17217 -20212.17428 -1309.31103 -18153.71487 13085.43599
97 98 99 100 101 102
-26323.52392 12352.44764 -20058.38336 189.92886 1147.63430 -22630.46059
103 104 105 106 107 108
4491.39491 29457.52816 30558.25884 37441.54842 -15320.70986 -10219.03251
109 110 111 112 113 114
22222.94897 -1542.80161 17426.06761 -11587.68451 3959.22530 -13025.71625
115 116 117 118 119 120
-27954.74763 -14129.68640 -6524.31242 -10424.37953 124922.23894 3155.09863
121 122 123 124 125 126
-17396.14046 -8539.54473 -13952.60206 88621.66003 29242.14164 -2458.73772
127 128 129 130 131 132
15111.41182 -7676.05697 365.81841 -1005.11390 4257.06503 -18135.91038
133 134 135 136 137 138
2892.30252 -17821.80923 -23960.06216 -15359.67710 468.35375 37242.68675
139 140 141 142 143 144
24647.69733 -3799.99369 -8234.94853 9455.14854 -6909.74235 -13413.63169
145 146 147 148 149 150
18141.62066 20.65401 38123.23720 39030.33117 -3741.62787 10492.52825
151 152 153 154 155 156
-26809.08265 -18330.01253 5450.82319 -21447.01408 7567.38963 53192.02904
157 158 159 160 161 162
-9387.33961 -8428.36622 10518.39782 7334.97709 -2484.48431 75588.90051
163 164 165 166 167 168
1511.41081 14241.11940 -9450.22800 -30241.96503 -24455.11866 28758.58766
169 170 171 172 173 174
-15642.33795 29940.97785 22246.52349 -8656.44710 3732.05534 -9866.44130
175 176 177 178 179 180
37302.42295 -11465.46792 34557.46118 -10088.31206 10542.00683 -10067.37480
181 182 183 184 185 186
14822.04033 23965.03254 2923.52885 -6845.05850 -38586.90623 811.02382
187 188 189 190 191 192
-3588.28719 -1075.31275 -13065.20366 1464.66752 15814.92524 -3540.40169
193 194 195 196 197 198
-9437.87061 123.00129 -2599.65069 -13392.40696 -12672.89980 33091.96692
199 200 201 202 203 204
20725.56302 2391.06115 -12638.33020 -17432.14622 -5886.15711 1095.95040
205 206 207 208 209 210
-10480.65490 -2650.82818 -13649.84978 -6211.63932 -12354.01078 -22555.00139
211 212 213 214 215 216
-6319.33080 -5450.14061 -7754.76650 -11605.02024 16119.50437 -23605.29050
217 218 219 220 221 222
-3127.11409 16665.27554 -9791.24371 -8599.20580 -9407.41595 7528.24648
223 224 225 226 227 228
-15401.98569 -5729.86174 -14145.99678 -13028.24798 18844.10552 -4195.44479
229 230 231 232 233 234
-12450.79818 26365.84397 -13931.89859 -6971.73204 17508.05519 -3904.38186
235 236 237 238 239 240
-938.78211 -8490.41566 -3259.79081 -10123.02375 -12424.88553 -9382.67058
241 242 243 244 245 246
6471.83907 -18066.50636 -12110.53553 -2245.28690 -2483.72956 6604.46241
247 248 249 250 251 252
6916.96034 1274.18365 12659.70306 15717.16270 -2136.71191 -2130.28648
253 254 255 256 257 258
-145.18869 -6815.86863 -11845.22037 -2148.49106 5160.77827 -1240.29681
259 260 261 262 263 264
-11269.15480 -3361.00202 -5021.50111 -17781.02134 -4612.91315 -11406.19461
265 266 267 268 269 270
7422.08199 -5039.21097 -16568.14379 4264.61307 -18137.98641 9586.61853
271 272 273 274 275 276
-10171.52417 -2709.09680 1918.79107 -6233.80151 -1008.10259 1163.87227
277 278 279 280 281 282
19098.01527 -931.56593 -13368.80182 -14940.93143 -9469.71445 60783.38503
283 284 285 286 287 288
12055.37255 -60.07042 -7527.32598 13708.07790 -11714.11024 -14630.39694
289
-7803.88846
> postscript(file="/var/wessaorg/rcomp/tmp/69flj1324653341.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 11585.24785 NA
1 5126.17341 11585.24785
2 5456.02040 5126.17341
3 -3528.60546 5456.02040
4 -8678.25222 -3528.60546
5 22895.98282 -8678.25222
6 8571.66852 22895.98282
7 7326.24881 8571.66852
8 -9868.92306 7326.24881
9 31071.20666 -9868.92306
10 -7480.20372 31071.20666
11 -32600.95775 -7480.20372
12 -19497.86494 -32600.95775
13 1193.83717 -19497.86494
14 -18489.01670 1193.83717
15 -8536.24623 -18489.01670
16 -26664.06052 -8536.24623
17 24868.63434 -26664.06052
18 25128.62052 24868.63434
19 16853.36030 25128.62052
20 20816.28265 16853.36030
21 -17845.44391 20816.28265
22 -21985.90056 -17845.44391
23 -1168.66142 -21985.90056
24 6023.42247 -1168.66142
25 -29582.88840 6023.42247
26 -6205.44865 -29582.88840
27 3184.96425 -6205.44865
28 -25384.41399 3184.96425
29 -18451.24322 -25384.41399
30 -5958.52898 -18451.24322
31 -3062.15551 -5958.52898
32 -8493.83679 -3062.15551
33 -28547.44532 -8493.83679
34 17818.12464 -28547.44532
35 -22384.06492 17818.12464
36 -5799.84986 -22384.06492
37 516.46914 -5799.84986
38 -22366.65409 516.46914
39 1646.92930 -22366.65409
40 -13637.86348 1646.92930
41 -10695.88882 -13637.86348
42 -13017.15194 -10695.88882
43 -22334.66855 -13017.15194
44 -16106.21018 -22334.66855
45 -11389.86801 -16106.21018
46 -17768.61842 -11389.86801
47 2778.58914 -17768.61842
48 -7149.26573 2778.58914
49 30445.35056 -7149.26573
50 24657.99773 30445.35056
51 -7016.68289 24657.99773
52 -14591.04473 -7016.68289
53 35527.21177 -14591.04473
54 -14900.17095 35527.21177
55 -12897.06370 -14900.17095
56 -1137.03528 -12897.06370
57 12239.21729 -1137.03528
58 3703.41133 12239.21729
59 2179.17534 3703.41133
60 -11093.70920 2179.17534
61 18853.98467 -11093.70920
62 35197.42537 18853.98467
63 -9568.02497 35197.42537
64 -10108.89463 -9568.02497
65 -21679.90038 -10108.89463
66 700.44628 -21679.90038
67 20372.77061 700.44628
68 22912.43383 20372.77061
69 -11779.22397 22912.43383
70 -2305.00513 -11779.22397
71 -5662.14422 -2305.00513
72 -19742.99882 -5662.14422
73 28148.07394 -19742.99882
74 -19190.48466 28148.07394
75 7858.55623 -19190.48466
76 14459.83698 7858.55623
77 -13799.70143 14459.83698
78 -9102.15544 -13799.70143
79 -16029.92805 -9102.15544
80 2511.64654 -16029.92805
81 -18235.96567 2511.64654
82 -5707.69633 -18235.96567
83 -423.55397 -5707.69633
84 157797.73488 -423.55397
85 -13198.93852 157797.73488
86 -9839.56657 -13198.93852
87 -7596.56309 -9839.56657
88 1216.35537 -7596.56309
89 -13880.33293 1216.35537
90 -6639.93090 -13880.33293
91 25569.17217 -6639.93090
92 -20212.17428 25569.17217
93 -1309.31103 -20212.17428
94 -18153.71487 -1309.31103
95 13085.43599 -18153.71487
96 -26323.52392 13085.43599
97 12352.44764 -26323.52392
98 -20058.38336 12352.44764
99 189.92886 -20058.38336
100 1147.63430 189.92886
101 -22630.46059 1147.63430
102 4491.39491 -22630.46059
103 29457.52816 4491.39491
104 30558.25884 29457.52816
105 37441.54842 30558.25884
106 -15320.70986 37441.54842
107 -10219.03251 -15320.70986
108 22222.94897 -10219.03251
109 -1542.80161 22222.94897
110 17426.06761 -1542.80161
111 -11587.68451 17426.06761
112 3959.22530 -11587.68451
113 -13025.71625 3959.22530
114 -27954.74763 -13025.71625
115 -14129.68640 -27954.74763
116 -6524.31242 -14129.68640
117 -10424.37953 -6524.31242
118 124922.23894 -10424.37953
119 3155.09863 124922.23894
120 -17396.14046 3155.09863
121 -8539.54473 -17396.14046
122 -13952.60206 -8539.54473
123 88621.66003 -13952.60206
124 29242.14164 88621.66003
125 -2458.73772 29242.14164
126 15111.41182 -2458.73772
127 -7676.05697 15111.41182
128 365.81841 -7676.05697
129 -1005.11390 365.81841
130 4257.06503 -1005.11390
131 -18135.91038 4257.06503
132 2892.30252 -18135.91038
133 -17821.80923 2892.30252
134 -23960.06216 -17821.80923
135 -15359.67710 -23960.06216
136 468.35375 -15359.67710
137 37242.68675 468.35375
138 24647.69733 37242.68675
139 -3799.99369 24647.69733
140 -8234.94853 -3799.99369
141 9455.14854 -8234.94853
142 -6909.74235 9455.14854
143 -13413.63169 -6909.74235
144 18141.62066 -13413.63169
145 20.65401 18141.62066
146 38123.23720 20.65401
147 39030.33117 38123.23720
148 -3741.62787 39030.33117
149 10492.52825 -3741.62787
150 -26809.08265 10492.52825
151 -18330.01253 -26809.08265
152 5450.82319 -18330.01253
153 -21447.01408 5450.82319
154 7567.38963 -21447.01408
155 53192.02904 7567.38963
156 -9387.33961 53192.02904
157 -8428.36622 -9387.33961
158 10518.39782 -8428.36622
159 7334.97709 10518.39782
160 -2484.48431 7334.97709
161 75588.90051 -2484.48431
162 1511.41081 75588.90051
163 14241.11940 1511.41081
164 -9450.22800 14241.11940
165 -30241.96503 -9450.22800
166 -24455.11866 -30241.96503
167 28758.58766 -24455.11866
168 -15642.33795 28758.58766
169 29940.97785 -15642.33795
170 22246.52349 29940.97785
171 -8656.44710 22246.52349
172 3732.05534 -8656.44710
173 -9866.44130 3732.05534
174 37302.42295 -9866.44130
175 -11465.46792 37302.42295
176 34557.46118 -11465.46792
177 -10088.31206 34557.46118
178 10542.00683 -10088.31206
179 -10067.37480 10542.00683
180 14822.04033 -10067.37480
181 23965.03254 14822.04033
182 2923.52885 23965.03254
183 -6845.05850 2923.52885
184 -38586.90623 -6845.05850
185 811.02382 -38586.90623
186 -3588.28719 811.02382
187 -1075.31275 -3588.28719
188 -13065.20366 -1075.31275
189 1464.66752 -13065.20366
190 15814.92524 1464.66752
191 -3540.40169 15814.92524
192 -9437.87061 -3540.40169
193 123.00129 -9437.87061
194 -2599.65069 123.00129
195 -13392.40696 -2599.65069
196 -12672.89980 -13392.40696
197 33091.96692 -12672.89980
198 20725.56302 33091.96692
199 2391.06115 20725.56302
200 -12638.33020 2391.06115
201 -17432.14622 -12638.33020
202 -5886.15711 -17432.14622
203 1095.95040 -5886.15711
204 -10480.65490 1095.95040
205 -2650.82818 -10480.65490
206 -13649.84978 -2650.82818
207 -6211.63932 -13649.84978
208 -12354.01078 -6211.63932
209 -22555.00139 -12354.01078
210 -6319.33080 -22555.00139
211 -5450.14061 -6319.33080
212 -7754.76650 -5450.14061
213 -11605.02024 -7754.76650
214 16119.50437 -11605.02024
215 -23605.29050 16119.50437
216 -3127.11409 -23605.29050
217 16665.27554 -3127.11409
218 -9791.24371 16665.27554
219 -8599.20580 -9791.24371
220 -9407.41595 -8599.20580
221 7528.24648 -9407.41595
222 -15401.98569 7528.24648
223 -5729.86174 -15401.98569
224 -14145.99678 -5729.86174
225 -13028.24798 -14145.99678
226 18844.10552 -13028.24798
227 -4195.44479 18844.10552
228 -12450.79818 -4195.44479
229 26365.84397 -12450.79818
230 -13931.89859 26365.84397
231 -6971.73204 -13931.89859
232 17508.05519 -6971.73204
233 -3904.38186 17508.05519
234 -938.78211 -3904.38186
235 -8490.41566 -938.78211
236 -3259.79081 -8490.41566
237 -10123.02375 -3259.79081
238 -12424.88553 -10123.02375
239 -9382.67058 -12424.88553
240 6471.83907 -9382.67058
241 -18066.50636 6471.83907
242 -12110.53553 -18066.50636
243 -2245.28690 -12110.53553
244 -2483.72956 -2245.28690
245 6604.46241 -2483.72956
246 6916.96034 6604.46241
247 1274.18365 6916.96034
248 12659.70306 1274.18365
249 15717.16270 12659.70306
250 -2136.71191 15717.16270
251 -2130.28648 -2136.71191
252 -145.18869 -2130.28648
253 -6815.86863 -145.18869
254 -11845.22037 -6815.86863
255 -2148.49106 -11845.22037
256 5160.77827 -2148.49106
257 -1240.29681 5160.77827
258 -11269.15480 -1240.29681
259 -3361.00202 -11269.15480
260 -5021.50111 -3361.00202
261 -17781.02134 -5021.50111
262 -4612.91315 -17781.02134
263 -11406.19461 -4612.91315
264 7422.08199 -11406.19461
265 -5039.21097 7422.08199
266 -16568.14379 -5039.21097
267 4264.61307 -16568.14379
268 -18137.98641 4264.61307
269 9586.61853 -18137.98641
270 -10171.52417 9586.61853
271 -2709.09680 -10171.52417
272 1918.79107 -2709.09680
273 -6233.80151 1918.79107
274 -1008.10259 -6233.80151
275 1163.87227 -1008.10259
276 19098.01527 1163.87227
277 -931.56593 19098.01527
278 -13368.80182 -931.56593
279 -14940.93143 -13368.80182
280 -9469.71445 -14940.93143
281 60783.38503 -9469.71445
282 12055.37255 60783.38503
283 -60.07042 12055.37255
284 -7527.32598 -60.07042
285 13708.07790 -7527.32598
286 -11714.11024 13708.07790
287 -14630.39694 -11714.11024
288 -7803.88846 -14630.39694
289 NA -7803.88846
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 5126.17341 11585.24785
[2,] 5456.02040 5126.17341
[3,] -3528.60546 5456.02040
[4,] -8678.25222 -3528.60546
[5,] 22895.98282 -8678.25222
[6,] 8571.66852 22895.98282
[7,] 7326.24881 8571.66852
[8,] -9868.92306 7326.24881
[9,] 31071.20666 -9868.92306
[10,] -7480.20372 31071.20666
[11,] -32600.95775 -7480.20372
[12,] -19497.86494 -32600.95775
[13,] 1193.83717 -19497.86494
[14,] -18489.01670 1193.83717
[15,] -8536.24623 -18489.01670
[16,] -26664.06052 -8536.24623
[17,] 24868.63434 -26664.06052
[18,] 25128.62052 24868.63434
[19,] 16853.36030 25128.62052
[20,] 20816.28265 16853.36030
[21,] -17845.44391 20816.28265
[22,] -21985.90056 -17845.44391
[23,] -1168.66142 -21985.90056
[24,] 6023.42247 -1168.66142
[25,] -29582.88840 6023.42247
[26,] -6205.44865 -29582.88840
[27,] 3184.96425 -6205.44865
[28,] -25384.41399 3184.96425
[29,] -18451.24322 -25384.41399
[30,] -5958.52898 -18451.24322
[31,] -3062.15551 -5958.52898
[32,] -8493.83679 -3062.15551
[33,] -28547.44532 -8493.83679
[34,] 17818.12464 -28547.44532
[35,] -22384.06492 17818.12464
[36,] -5799.84986 -22384.06492
[37,] 516.46914 -5799.84986
[38,] -22366.65409 516.46914
[39,] 1646.92930 -22366.65409
[40,] -13637.86348 1646.92930
[41,] -10695.88882 -13637.86348
[42,] -13017.15194 -10695.88882
[43,] -22334.66855 -13017.15194
[44,] -16106.21018 -22334.66855
[45,] -11389.86801 -16106.21018
[46,] -17768.61842 -11389.86801
[47,] 2778.58914 -17768.61842
[48,] -7149.26573 2778.58914
[49,] 30445.35056 -7149.26573
[50,] 24657.99773 30445.35056
[51,] -7016.68289 24657.99773
[52,] -14591.04473 -7016.68289
[53,] 35527.21177 -14591.04473
[54,] -14900.17095 35527.21177
[55,] -12897.06370 -14900.17095
[56,] -1137.03528 -12897.06370
[57,] 12239.21729 -1137.03528
[58,] 3703.41133 12239.21729
[59,] 2179.17534 3703.41133
[60,] -11093.70920 2179.17534
[61,] 18853.98467 -11093.70920
[62,] 35197.42537 18853.98467
[63,] -9568.02497 35197.42537
[64,] -10108.89463 -9568.02497
[65,] -21679.90038 -10108.89463
[66,] 700.44628 -21679.90038
[67,] 20372.77061 700.44628
[68,] 22912.43383 20372.77061
[69,] -11779.22397 22912.43383
[70,] -2305.00513 -11779.22397
[71,] -5662.14422 -2305.00513
[72,] -19742.99882 -5662.14422
[73,] 28148.07394 -19742.99882
[74,] -19190.48466 28148.07394
[75,] 7858.55623 -19190.48466
[76,] 14459.83698 7858.55623
[77,] -13799.70143 14459.83698
[78,] -9102.15544 -13799.70143
[79,] -16029.92805 -9102.15544
[80,] 2511.64654 -16029.92805
[81,] -18235.96567 2511.64654
[82,] -5707.69633 -18235.96567
[83,] -423.55397 -5707.69633
[84,] 157797.73488 -423.55397
[85,] -13198.93852 157797.73488
[86,] -9839.56657 -13198.93852
[87,] -7596.56309 -9839.56657
[88,] 1216.35537 -7596.56309
[89,] -13880.33293 1216.35537
[90,] -6639.93090 -13880.33293
[91,] 25569.17217 -6639.93090
[92,] -20212.17428 25569.17217
[93,] -1309.31103 -20212.17428
[94,] -18153.71487 -1309.31103
[95,] 13085.43599 -18153.71487
[96,] -26323.52392 13085.43599
[97,] 12352.44764 -26323.52392
[98,] -20058.38336 12352.44764
[99,] 189.92886 -20058.38336
[100,] 1147.63430 189.92886
[101,] -22630.46059 1147.63430
[102,] 4491.39491 -22630.46059
[103,] 29457.52816 4491.39491
[104,] 30558.25884 29457.52816
[105,] 37441.54842 30558.25884
[106,] -15320.70986 37441.54842
[107,] -10219.03251 -15320.70986
[108,] 22222.94897 -10219.03251
[109,] -1542.80161 22222.94897
[110,] 17426.06761 -1542.80161
[111,] -11587.68451 17426.06761
[112,] 3959.22530 -11587.68451
[113,] -13025.71625 3959.22530
[114,] -27954.74763 -13025.71625
[115,] -14129.68640 -27954.74763
[116,] -6524.31242 -14129.68640
[117,] -10424.37953 -6524.31242
[118,] 124922.23894 -10424.37953
[119,] 3155.09863 124922.23894
[120,] -17396.14046 3155.09863
[121,] -8539.54473 -17396.14046
[122,] -13952.60206 -8539.54473
[123,] 88621.66003 -13952.60206
[124,] 29242.14164 88621.66003
[125,] -2458.73772 29242.14164
[126,] 15111.41182 -2458.73772
[127,] -7676.05697 15111.41182
[128,] 365.81841 -7676.05697
[129,] -1005.11390 365.81841
[130,] 4257.06503 -1005.11390
[131,] -18135.91038 4257.06503
[132,] 2892.30252 -18135.91038
[133,] -17821.80923 2892.30252
[134,] -23960.06216 -17821.80923
[135,] -15359.67710 -23960.06216
[136,] 468.35375 -15359.67710
[137,] 37242.68675 468.35375
[138,] 24647.69733 37242.68675
[139,] -3799.99369 24647.69733
[140,] -8234.94853 -3799.99369
[141,] 9455.14854 -8234.94853
[142,] -6909.74235 9455.14854
[143,] -13413.63169 -6909.74235
[144,] 18141.62066 -13413.63169
[145,] 20.65401 18141.62066
[146,] 38123.23720 20.65401
[147,] 39030.33117 38123.23720
[148,] -3741.62787 39030.33117
[149,] 10492.52825 -3741.62787
[150,] -26809.08265 10492.52825
[151,] -18330.01253 -26809.08265
[152,] 5450.82319 -18330.01253
[153,] -21447.01408 5450.82319
[154,] 7567.38963 -21447.01408
[155,] 53192.02904 7567.38963
[156,] -9387.33961 53192.02904
[157,] -8428.36622 -9387.33961
[158,] 10518.39782 -8428.36622
[159,] 7334.97709 10518.39782
[160,] -2484.48431 7334.97709
[161,] 75588.90051 -2484.48431
[162,] 1511.41081 75588.90051
[163,] 14241.11940 1511.41081
[164,] -9450.22800 14241.11940
[165,] -30241.96503 -9450.22800
[166,] -24455.11866 -30241.96503
[167,] 28758.58766 -24455.11866
[168,] -15642.33795 28758.58766
[169,] 29940.97785 -15642.33795
[170,] 22246.52349 29940.97785
[171,] -8656.44710 22246.52349
[172,] 3732.05534 -8656.44710
[173,] -9866.44130 3732.05534
[174,] 37302.42295 -9866.44130
[175,] -11465.46792 37302.42295
[176,] 34557.46118 -11465.46792
[177,] -10088.31206 34557.46118
[178,] 10542.00683 -10088.31206
[179,] -10067.37480 10542.00683
[180,] 14822.04033 -10067.37480
[181,] 23965.03254 14822.04033
[182,] 2923.52885 23965.03254
[183,] -6845.05850 2923.52885
[184,] -38586.90623 -6845.05850
[185,] 811.02382 -38586.90623
[186,] -3588.28719 811.02382
[187,] -1075.31275 -3588.28719
[188,] -13065.20366 -1075.31275
[189,] 1464.66752 -13065.20366
[190,] 15814.92524 1464.66752
[191,] -3540.40169 15814.92524
[192,] -9437.87061 -3540.40169
[193,] 123.00129 -9437.87061
[194,] -2599.65069 123.00129
[195,] -13392.40696 -2599.65069
[196,] -12672.89980 -13392.40696
[197,] 33091.96692 -12672.89980
[198,] 20725.56302 33091.96692
[199,] 2391.06115 20725.56302
[200,] -12638.33020 2391.06115
[201,] -17432.14622 -12638.33020
[202,] -5886.15711 -17432.14622
[203,] 1095.95040 -5886.15711
[204,] -10480.65490 1095.95040
[205,] -2650.82818 -10480.65490
[206,] -13649.84978 -2650.82818
[207,] -6211.63932 -13649.84978
[208,] -12354.01078 -6211.63932
[209,] -22555.00139 -12354.01078
[210,] -6319.33080 -22555.00139
[211,] -5450.14061 -6319.33080
[212,] -7754.76650 -5450.14061
[213,] -11605.02024 -7754.76650
[214,] 16119.50437 -11605.02024
[215,] -23605.29050 16119.50437
[216,] -3127.11409 -23605.29050
[217,] 16665.27554 -3127.11409
[218,] -9791.24371 16665.27554
[219,] -8599.20580 -9791.24371
[220,] -9407.41595 -8599.20580
[221,] 7528.24648 -9407.41595
[222,] -15401.98569 7528.24648
[223,] -5729.86174 -15401.98569
[224,] -14145.99678 -5729.86174
[225,] -13028.24798 -14145.99678
[226,] 18844.10552 -13028.24798
[227,] -4195.44479 18844.10552
[228,] -12450.79818 -4195.44479
[229,] 26365.84397 -12450.79818
[230,] -13931.89859 26365.84397
[231,] -6971.73204 -13931.89859
[232,] 17508.05519 -6971.73204
[233,] -3904.38186 17508.05519
[234,] -938.78211 -3904.38186
[235,] -8490.41566 -938.78211
[236,] -3259.79081 -8490.41566
[237,] -10123.02375 -3259.79081
[238,] -12424.88553 -10123.02375
[239,] -9382.67058 -12424.88553
[240,] 6471.83907 -9382.67058
[241,] -18066.50636 6471.83907
[242,] -12110.53553 -18066.50636
[243,] -2245.28690 -12110.53553
[244,] -2483.72956 -2245.28690
[245,] 6604.46241 -2483.72956
[246,] 6916.96034 6604.46241
[247,] 1274.18365 6916.96034
[248,] 12659.70306 1274.18365
[249,] 15717.16270 12659.70306
[250,] -2136.71191 15717.16270
[251,] -2130.28648 -2136.71191
[252,] -145.18869 -2130.28648
[253,] -6815.86863 -145.18869
[254,] -11845.22037 -6815.86863
[255,] -2148.49106 -11845.22037
[256,] 5160.77827 -2148.49106
[257,] -1240.29681 5160.77827
[258,] -11269.15480 -1240.29681
[259,] -3361.00202 -11269.15480
[260,] -5021.50111 -3361.00202
[261,] -17781.02134 -5021.50111
[262,] -4612.91315 -17781.02134
[263,] -11406.19461 -4612.91315
[264,] 7422.08199 -11406.19461
[265,] -5039.21097 7422.08199
[266,] -16568.14379 -5039.21097
[267,] 4264.61307 -16568.14379
[268,] -18137.98641 4264.61307
[269,] 9586.61853 -18137.98641
[270,] -10171.52417 9586.61853
[271,] -2709.09680 -10171.52417
[272,] 1918.79107 -2709.09680
[273,] -6233.80151 1918.79107
[274,] -1008.10259 -6233.80151
[275,] 1163.87227 -1008.10259
[276,] 19098.01527 1163.87227
[277,] -931.56593 19098.01527
[278,] -13368.80182 -931.56593
[279,] -14940.93143 -13368.80182
[280,] -9469.71445 -14940.93143
[281,] 60783.38503 -9469.71445
[282,] 12055.37255 60783.38503
[283,] -60.07042 12055.37255
[284,] -7527.32598 -60.07042
[285,] 13708.07790 -7527.32598
[286,] -11714.11024 13708.07790
[287,] -14630.39694 -11714.11024
[288,] -7803.88846 -14630.39694
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 5126.17341 11585.24785
2 5456.02040 5126.17341
3 -3528.60546 5456.02040
4 -8678.25222 -3528.60546
5 22895.98282 -8678.25222
6 8571.66852 22895.98282
7 7326.24881 8571.66852
8 -9868.92306 7326.24881
9 31071.20666 -9868.92306
10 -7480.20372 31071.20666
11 -32600.95775 -7480.20372
12 -19497.86494 -32600.95775
13 1193.83717 -19497.86494
14 -18489.01670 1193.83717
15 -8536.24623 -18489.01670
16 -26664.06052 -8536.24623
17 24868.63434 -26664.06052
18 25128.62052 24868.63434
19 16853.36030 25128.62052
20 20816.28265 16853.36030
21 -17845.44391 20816.28265
22 -21985.90056 -17845.44391
23 -1168.66142 -21985.90056
24 6023.42247 -1168.66142
25 -29582.88840 6023.42247
26 -6205.44865 -29582.88840
27 3184.96425 -6205.44865
28 -25384.41399 3184.96425
29 -18451.24322 -25384.41399
30 -5958.52898 -18451.24322
31 -3062.15551 -5958.52898
32 -8493.83679 -3062.15551
33 -28547.44532 -8493.83679
34 17818.12464 -28547.44532
35 -22384.06492 17818.12464
36 -5799.84986 -22384.06492
37 516.46914 -5799.84986
38 -22366.65409 516.46914
39 1646.92930 -22366.65409
40 -13637.86348 1646.92930
41 -10695.88882 -13637.86348
42 -13017.15194 -10695.88882
43 -22334.66855 -13017.15194
44 -16106.21018 -22334.66855
45 -11389.86801 -16106.21018
46 -17768.61842 -11389.86801
47 2778.58914 -17768.61842
48 -7149.26573 2778.58914
49 30445.35056 -7149.26573
50 24657.99773 30445.35056
51 -7016.68289 24657.99773
52 -14591.04473 -7016.68289
53 35527.21177 -14591.04473
54 -14900.17095 35527.21177
55 -12897.06370 -14900.17095
56 -1137.03528 -12897.06370
57 12239.21729 -1137.03528
58 3703.41133 12239.21729
59 2179.17534 3703.41133
60 -11093.70920 2179.17534
61 18853.98467 -11093.70920
62 35197.42537 18853.98467
63 -9568.02497 35197.42537
64 -10108.89463 -9568.02497
65 -21679.90038 -10108.89463
66 700.44628 -21679.90038
67 20372.77061 700.44628
68 22912.43383 20372.77061
69 -11779.22397 22912.43383
70 -2305.00513 -11779.22397
71 -5662.14422 -2305.00513
72 -19742.99882 -5662.14422
73 28148.07394 -19742.99882
74 -19190.48466 28148.07394
75 7858.55623 -19190.48466
76 14459.83698 7858.55623
77 -13799.70143 14459.83698
78 -9102.15544 -13799.70143
79 -16029.92805 -9102.15544
80 2511.64654 -16029.92805
81 -18235.96567 2511.64654
82 -5707.69633 -18235.96567
83 -423.55397 -5707.69633
84 157797.73488 -423.55397
85 -13198.93852 157797.73488
86 -9839.56657 -13198.93852
87 -7596.56309 -9839.56657
88 1216.35537 -7596.56309
89 -13880.33293 1216.35537
90 -6639.93090 -13880.33293
91 25569.17217 -6639.93090
92 -20212.17428 25569.17217
93 -1309.31103 -20212.17428
94 -18153.71487 -1309.31103
95 13085.43599 -18153.71487
96 -26323.52392 13085.43599
97 12352.44764 -26323.52392
98 -20058.38336 12352.44764
99 189.92886 -20058.38336
100 1147.63430 189.92886
101 -22630.46059 1147.63430
102 4491.39491 -22630.46059
103 29457.52816 4491.39491
104 30558.25884 29457.52816
105 37441.54842 30558.25884
106 -15320.70986 37441.54842
107 -10219.03251 -15320.70986
108 22222.94897 -10219.03251
109 -1542.80161 22222.94897
110 17426.06761 -1542.80161
111 -11587.68451 17426.06761
112 3959.22530 -11587.68451
113 -13025.71625 3959.22530
114 -27954.74763 -13025.71625
115 -14129.68640 -27954.74763
116 -6524.31242 -14129.68640
117 -10424.37953 -6524.31242
118 124922.23894 -10424.37953
119 3155.09863 124922.23894
120 -17396.14046 3155.09863
121 -8539.54473 -17396.14046
122 -13952.60206 -8539.54473
123 88621.66003 -13952.60206
124 29242.14164 88621.66003
125 -2458.73772 29242.14164
126 15111.41182 -2458.73772
127 -7676.05697 15111.41182
128 365.81841 -7676.05697
129 -1005.11390 365.81841
130 4257.06503 -1005.11390
131 -18135.91038 4257.06503
132 2892.30252 -18135.91038
133 -17821.80923 2892.30252
134 -23960.06216 -17821.80923
135 -15359.67710 -23960.06216
136 468.35375 -15359.67710
137 37242.68675 468.35375
138 24647.69733 37242.68675
139 -3799.99369 24647.69733
140 -8234.94853 -3799.99369
141 9455.14854 -8234.94853
142 -6909.74235 9455.14854
143 -13413.63169 -6909.74235
144 18141.62066 -13413.63169
145 20.65401 18141.62066
146 38123.23720 20.65401
147 39030.33117 38123.23720
148 -3741.62787 39030.33117
149 10492.52825 -3741.62787
150 -26809.08265 10492.52825
151 -18330.01253 -26809.08265
152 5450.82319 -18330.01253
153 -21447.01408 5450.82319
154 7567.38963 -21447.01408
155 53192.02904 7567.38963
156 -9387.33961 53192.02904
157 -8428.36622 -9387.33961
158 10518.39782 -8428.36622
159 7334.97709 10518.39782
160 -2484.48431 7334.97709
161 75588.90051 -2484.48431
162 1511.41081 75588.90051
163 14241.11940 1511.41081
164 -9450.22800 14241.11940
165 -30241.96503 -9450.22800
166 -24455.11866 -30241.96503
167 28758.58766 -24455.11866
168 -15642.33795 28758.58766
169 29940.97785 -15642.33795
170 22246.52349 29940.97785
171 -8656.44710 22246.52349
172 3732.05534 -8656.44710
173 -9866.44130 3732.05534
174 37302.42295 -9866.44130
175 -11465.46792 37302.42295
176 34557.46118 -11465.46792
177 -10088.31206 34557.46118
178 10542.00683 -10088.31206
179 -10067.37480 10542.00683
180 14822.04033 -10067.37480
181 23965.03254 14822.04033
182 2923.52885 23965.03254
183 -6845.05850 2923.52885
184 -38586.90623 -6845.05850
185 811.02382 -38586.90623
186 -3588.28719 811.02382
187 -1075.31275 -3588.28719
188 -13065.20366 -1075.31275
189 1464.66752 -13065.20366
190 15814.92524 1464.66752
191 -3540.40169 15814.92524
192 -9437.87061 -3540.40169
193 123.00129 -9437.87061
194 -2599.65069 123.00129
195 -13392.40696 -2599.65069
196 -12672.89980 -13392.40696
197 33091.96692 -12672.89980
198 20725.56302 33091.96692
199 2391.06115 20725.56302
200 -12638.33020 2391.06115
201 -17432.14622 -12638.33020
202 -5886.15711 -17432.14622
203 1095.95040 -5886.15711
204 -10480.65490 1095.95040
205 -2650.82818 -10480.65490
206 -13649.84978 -2650.82818
207 -6211.63932 -13649.84978
208 -12354.01078 -6211.63932
209 -22555.00139 -12354.01078
210 -6319.33080 -22555.00139
211 -5450.14061 -6319.33080
212 -7754.76650 -5450.14061
213 -11605.02024 -7754.76650
214 16119.50437 -11605.02024
215 -23605.29050 16119.50437
216 -3127.11409 -23605.29050
217 16665.27554 -3127.11409
218 -9791.24371 16665.27554
219 -8599.20580 -9791.24371
220 -9407.41595 -8599.20580
221 7528.24648 -9407.41595
222 -15401.98569 7528.24648
223 -5729.86174 -15401.98569
224 -14145.99678 -5729.86174
225 -13028.24798 -14145.99678
226 18844.10552 -13028.24798
227 -4195.44479 18844.10552
228 -12450.79818 -4195.44479
229 26365.84397 -12450.79818
230 -13931.89859 26365.84397
231 -6971.73204 -13931.89859
232 17508.05519 -6971.73204
233 -3904.38186 17508.05519
234 -938.78211 -3904.38186
235 -8490.41566 -938.78211
236 -3259.79081 -8490.41566
237 -10123.02375 -3259.79081
238 -12424.88553 -10123.02375
239 -9382.67058 -12424.88553
240 6471.83907 -9382.67058
241 -18066.50636 6471.83907
242 -12110.53553 -18066.50636
243 -2245.28690 -12110.53553
244 -2483.72956 -2245.28690
245 6604.46241 -2483.72956
246 6916.96034 6604.46241
247 1274.18365 6916.96034
248 12659.70306 1274.18365
249 15717.16270 12659.70306
250 -2136.71191 15717.16270
251 -2130.28648 -2136.71191
252 -145.18869 -2130.28648
253 -6815.86863 -145.18869
254 -11845.22037 -6815.86863
255 -2148.49106 -11845.22037
256 5160.77827 -2148.49106
257 -1240.29681 5160.77827
258 -11269.15480 -1240.29681
259 -3361.00202 -11269.15480
260 -5021.50111 -3361.00202
261 -17781.02134 -5021.50111
262 -4612.91315 -17781.02134
263 -11406.19461 -4612.91315
264 7422.08199 -11406.19461
265 -5039.21097 7422.08199
266 -16568.14379 -5039.21097
267 4264.61307 -16568.14379
268 -18137.98641 4264.61307
269 9586.61853 -18137.98641
270 -10171.52417 9586.61853
271 -2709.09680 -10171.52417
272 1918.79107 -2709.09680
273 -6233.80151 1918.79107
274 -1008.10259 -6233.80151
275 1163.87227 -1008.10259
276 19098.01527 1163.87227
277 -931.56593 19098.01527
278 -13368.80182 -931.56593
279 -14940.93143 -13368.80182
280 -9469.71445 -14940.93143
281 60783.38503 -9469.71445
282 12055.37255 60783.38503
283 -60.07042 12055.37255
284 -7527.32598 -60.07042
285 13708.07790 -7527.32598
286 -11714.11024 13708.07790
287 -14630.39694 -11714.11024
288 -7803.88846 -14630.39694
> 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/7e0fd1324653341.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/85w861324653341.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9ls671324653341.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10txgb1324653341.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11rzox1324653341.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/12w36z1324653341.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/132wwb1324653341.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/14chvq1324653341.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/15hb4n1324653341.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/167cts1324653341.tab")
+ }
>
> try(system("convert tmp/10oj01324653341.ps tmp/10oj01324653341.png",intern=TRUE))
character(0)
> try(system("convert tmp/2m1q91324653341.ps tmp/2m1q91324653341.png",intern=TRUE))
character(0)
> try(system("convert tmp/3iuic1324653341.ps tmp/3iuic1324653341.png",intern=TRUE))
character(0)
> try(system("convert tmp/46xe81324653341.ps tmp/46xe81324653341.png",intern=TRUE))
character(0)
> try(system("convert tmp/52zqx1324653341.ps tmp/52zqx1324653341.png",intern=TRUE))
character(0)
> try(system("convert tmp/69flj1324653341.ps tmp/69flj1324653341.png",intern=TRUE))
character(0)
> try(system("convert tmp/7e0fd1324653341.ps tmp/7e0fd1324653341.png",intern=TRUE))
character(0)
> try(system("convert tmp/85w861324653341.ps tmp/85w861324653341.png",intern=TRUE))
character(0)
> try(system("convert tmp/9ls671324653341.ps tmp/9ls671324653341.png",intern=TRUE))
character(0)
> try(system("convert tmp/10txgb1324653341.ps tmp/10txgb1324653341.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
9.447 0.794 11.169