R version 2.12.0 (2010-10-15)
Copyright (C) 2010 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(140824
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+ ,71)
+ ,dim=c(6
+ ,164)
+ ,dimnames=list(c('Totalsize'
+ ,'TotalTime'
+ ,'Logins'
+ ,'Pageviews'
+ ,'CompendiumViews'
+ ,'LongPR')
+ ,1:164))
> y <- array(NA,dim=c(6,164),dimnames=list(c('Totalsize','TotalTime','Logins','Pageviews','CompendiumViews','LongPR'),1:164))
> 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
Totalsize TotalTime Logins Pageviews CompendiumViews LongPR
1 140824 279055 73 1818 504 130
2 110459 212408 75 1433 510 143
3 105079 233939 83 2059 710 118
4 112098 222117 106 2733 1154 146
5 43929 189911 56 1399 415 73
6 76173 70849 28 631 179 89
7 187326 605767 135 5460 2563 146
8 22807 33186 19 381 111 22
9 144408 227332 62 2150 763 132
10 66485 267925 49 2042 661 92
11 79089 371987 122 2536 981 147
12 81625 264989 131 2377 733 203
13 68788 212638 87 2100 785 113
14 103297 368577 85 3020 1186 171
15 69446 269455 88 2265 724 87
16 114948 398124 191 5139 1774 208
17 167949 335567 77 2363 845 153
18 125081 432711 173 3564 1390 97
19 125818 182016 58 1477 514 95
20 136588 267365 89 2398 692 197
21 112431 279428 73 2546 847 160
22 103037 508849 111 3150 1397 148
23 82317 220142 49 1705 569 84
24 118906 200004 58 1787 636 227
25 83515 257139 133 3792 1370 154
26 104581 270941 138 3108 1092 151
27 103129 324969 134 3230 1201 142
28 83243 329962 92 2348 763 148
29 37110 190867 60 1780 652 110
30 113344 393860 79 3218 1213 149
31 139165 327660 89 2692 1111 179
32 86652 269239 83 2187 758 149
33 112302 396136 106 2577 906 187
34 69652 130446 49 1293 456 153
35 119442 430118 104 3567 1293 163
36 69867 273950 56 2764 1186 127
37 101629 428077 128 3755 1348 151
38 70168 254312 93 2075 695 100
39 31081 120351 35 995 306 46
40 103925 395658 212 3750 1319 156
41 92622 345875 86 3413 1566 128
42 79011 216827 82 2053 784 111
43 93487 224524 83 1984 730 119
44 64520 182485 69 1825 488 148
45 93473 157164 85 2599 1051 65
46 114360 459455 157 5572 2089 134
47 33032 78800 42 918 330 66
48 96125 255072 85 2685 764 201
49 151911 368086 123 4145 1410 177
50 89256 230299 70 2841 1187 156
51 95676 244782 81 2175 691 158
52 5950 24188 24 496 218 7
53 149695 400109 334 2699 865 175
54 32551 65029 17 744 255 61
55 31701 101097 64 1161 454 41
56 100087 309810 67 3333 1229 133
57 169707 375638 91 2970 790 228
58 150491 367127 204 3968 1208 140
59 120192 381998 155 2878 1102 155
60 95893 280106 90 2399 919 141
61 151715 400971 153 4121 1352 181
62 176225 315924 122 3294 1190 75
63 59900 291391 124 3132 1257 97
64 104767 295075 93 2868 1030 142
65 114799 280018 81 1778 669 136
66 72128 267432 71 2109 542 87
67 143592 217181 141 2148 652 140
68 89626 258166 159 3009 894 169
69 131072 264771 88 2562 917 129
70 126817 182961 73 1737 637 92
71 81351 256967 74 2680 900 160
72 22618 73566 32 893 385 67
73 88977 272362 93 2389 784 179
74 92059 229056 62 2197 910 90
75 81897 229851 70 2227 781 144
76 108146 371391 91 2370 1001 144
77 126372 398210 104 3226 1265 144
78 249771 220419 111 1978 587 134
79 71154 231884 72 2516 767 146
80 71571 219381 73 2147 746 121
81 55918 206169 54 2150 795 112
82 160141 483074 132 4229 1272 145
83 38692 146100 72 1380 657 99
84 102812 295224 109 2449 703 96
85 56622 80953 25 870 437 27
86 15986 217384 63 2700 1060 77
87 123534 179344 62 1574 459 137
88 108535 415550 222 4046 1586 151
89 93879 389059 129 3259 1084 126
90 144551 180679 106 3098 1051 159
91 56750 299505 104 2615 846 101
92 127654 292260 84 2404 732 144
93 65594 199481 68 1932 632 102
94 59938 282361 78 3147 1128 135
95 146975 329281 89 2598 971 147
96 165904 234577 48 2108 711 155
97 169265 297995 67 2193 738 138
98 183500 342490 90 2478 898 113
99 165986 416463 163 4198 1369 248
100 184923 429565 120 4165 1538 116
101 140358 297080 142 2842 893 176
102 149959 331792 71 2562 926 140
103 57224 229772 202 2449 800 59
104 43750 43287 14 602 214 64
105 48029 238089 87 2579 833 40
106 104978 263322 160 2591 906 98
107 100046 302082 61 2957 1288 139
108 101047 321797 95 2786 1079 135
109 197426 193926 96 1477 490 97
110 160902 175138 105 3350 990 142
111 147172 354041 78 2107 677 155
112 109432 303273 91 2332 696 115
113 1168 23668 13 400 156 0
114 83248 196743 79 2233 785 103
115 25162 61857 25 530 192 30
116 45724 217543 54 2033 641 130
117 110529 440711 128 3246 1251 102
118 855 21054 16 387 146 0
119 101382 252805 52 2137 866 77
120 14116 31961 22 492 200 9
121 89506 360436 125 3838 1351 150
122 135356 251948 77 2193 740 163
123 116066 187320 97 1796 524 148
124 144244 180842 58 1907 724 94
125 8773 38214 34 568 276 21
126 102153 280392 56 2602 862 151
127 117440 358276 84 2819 1031 187
128 104128 211775 67 1464 511 171
129 134238 447335 90 3946 1716 170
130 134047 348017 99 2554 884 145
131 279488 441946 133 3506 1201 198
132 79756 215177 43 1552 575 152
133 66089 130177 47 1389 481 112
134 102070 318037 365 3101 1031 173
135 146760 466139 198 4541 1574 177
136 154771 162279 62 1872 575 153
137 165933 416643 140 4403 1827 161
138 64593 178322 86 2113 790 115
139 92280 292443 54 2046 668 147
140 67150 283913 100 2564 905 124
141 128692 244931 127 2073 689 57
142 124089 387072 125 4112 1613 144
143 125386 246963 93 2340 811 126
144 37238 173260 63 2035 716 78
145 140015 346748 108 3241 1034 153
146 150047 178402 60 1991 739 196
147 154451 268750 96 2828 1086 130
148 156349 314070 112 2748 852 159
149 0 1 0 2 0 0
150 6023 14688 10 207 85 0
151 0 98 1 5 0 0
152 0 455 2 8 0 0
153 0 0 0 0 0 0
154 0 0 0 0 0 0
155 84601 291847 95 2449 816 94
156 68946 415421 168 3490 1142 129
157 0 0 0 0 0 0
158 0 203 4 4 0 0
159 1644 7199 5 151 74 0
160 6179 46660 21 475 259 13
161 3926 17547 5 141 69 4
162 52789 121550 46 1145 309 89
163 0 969 2 29 0 0
164 100350 242774 75 2080 695 71
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) TotalTime Logins Pageviews
7728.1307 0.1756 -4.9022 12.2503
CompendiumViews LongPR
-35.6397 383.2472
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-62387 -20738 -7728 12969 149222
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 7728.13075 6513.82100 1.186 0.23724
TotalTime 0.17557 0.05538 3.170 0.00183 **
Logins -4.90218 76.92366 -0.064 0.94927
Pageviews 12.25026 12.22909 1.002 0.31800
CompendiumViews -35.63972 26.71519 -1.334 0.18410
LongPR 383.24719 77.16203 4.967 1.75e-06 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 34060 on 158 degrees of freedom
Multiple R-squared: 0.5869, Adjusted R-squared: 0.5738
F-statistic: 44.89 on 5 and 158 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,] 0.1335832873 2.671666e-01 8.664167e-01
[2,] 0.2940452917 5.880906e-01 7.059547e-01
[3,] 0.2646155561 5.292311e-01 7.353844e-01
[4,] 0.3112737508 6.225475e-01 6.887262e-01
[5,] 0.2103407660 4.206815e-01 7.896592e-01
[6,] 0.4538772943 9.077546e-01 5.461227e-01
[7,] 0.3582467408 7.164935e-01 6.417533e-01
[8,] 0.2749607137 5.499214e-01 7.250393e-01
[9,] 0.3173521391 6.347043e-01 6.826479e-01
[10,] 0.4351109277 8.702219e-01 5.648891e-01
[11,] 0.4957650292 9.915301e-01 5.042350e-01
[12,] 0.4270851042 8.541702e-01 5.729149e-01
[13,] 0.3546393062 7.092786e-01 6.453607e-01
[14,] 0.4084532641 8.169065e-01 5.915467e-01
[15,] 0.3380339657 6.760679e-01 6.619660e-01
[16,] 0.2855859471 5.711719e-01 7.144141e-01
[17,] 0.2503297162 5.006594e-01 7.496703e-01
[18,] 0.2014394871 4.028790e-01 7.985605e-01
[19,] 0.1559328817 3.118658e-01 8.440671e-01
[20,] 0.1467183870 2.934368e-01 8.532816e-01
[21,] 0.2136855226 4.273710e-01 7.863145e-01
[22,] 0.1784600771 3.569202e-01 8.215399e-01
[23,] 0.1435406221 2.870812e-01 8.564594e-01
[24,] 0.1204318608 2.408637e-01 8.795681e-01
[25,] 0.1004677213 2.009354e-01 8.995323e-01
[26,] 0.0874412136 1.748824e-01 9.125588e-01
[27,] 0.0686789745 1.373579e-01 9.313210e-01
[28,] 0.0791816091 1.583632e-01 9.208184e-01
[29,] 0.0678328233 1.356656e-01 9.321672e-01
[30,] 0.0530774052 1.061548e-01 9.469226e-01
[31,] 0.0446806198 8.936124e-02 9.553194e-01
[32,] 0.0346509113 6.930182e-02 9.653491e-01
[33,] 0.0285743494 5.714870e-02 9.714257e-01
[34,] 0.0204870130 4.097403e-02 9.795130e-01
[35,] 0.0147393356 2.947867e-02 9.852607e-01
[36,] 0.0132018225 2.640365e-02 9.867982e-01
[37,] 0.0138708700 2.774174e-02 9.861291e-01
[38,] 0.0098599031 1.971981e-02 9.901401e-01
[39,] 0.0079848674 1.596973e-02 9.920151e-01
[40,] 0.0067257426 1.345149e-02 9.932743e-01
[41,] 0.0068794934 1.375899e-02 9.931205e-01
[42,] 0.0051674840 1.033497e-02 9.948325e-01
[43,] 0.0036688441 7.337688e-03 9.963312e-01
[44,] 0.0028586666 5.717333e-03 9.971413e-01
[45,] 0.0028192390 5.638478e-03 9.971808e-01
[46,] 0.0019874752 3.974950e-03 9.980125e-01
[47,] 0.0013816850 2.763370e-03 9.986183e-01
[48,] 0.0009109368 1.821874e-03 9.990891e-01
[49,] 0.0009442528 1.888506e-03 9.990557e-01
[50,] 0.0011006922 2.201384e-03 9.988993e-01
[51,] 0.0007321552 1.464310e-03 9.992678e-01
[52,] 0.0004863103 9.726206e-04 9.995137e-01
[53,] 0.0003572257 7.144515e-04 9.996428e-01
[54,] 0.0060334041 1.206681e-02 9.939666e-01
[55,] 0.0058954911 1.179098e-02 9.941045e-01
[56,] 0.0041948966 8.389793e-03 9.958051e-01
[57,] 0.0031914779 6.382956e-03 9.968085e-01
[58,] 0.0025242402 5.048480e-03 9.974758e-01
[59,] 0.0037729741 7.545948e-03 9.962270e-01
[60,] 0.0035485336 7.097067e-03 9.964515e-01
[61,] 0.0036261413 7.252283e-03 9.963739e-01
[62,] 0.0066593079 1.331862e-02 9.933407e-01
[63,] 0.0063622308 1.272446e-02 9.936378e-01
[64,] 0.0054415223 1.088304e-02 9.945585e-01
[65,] 0.0056849058 1.136981e-02 9.943151e-01
[66,] 0.0043539510 8.707902e-03 9.956460e-01
[67,] 0.0035259021 7.051804e-03 9.964741e-01
[68,] 0.0026251337 5.250267e-03 9.973749e-01
[69,] 0.0018414432 3.682886e-03 9.981586e-01
[70,] 0.2691797728 5.383595e-01 7.308202e-01
[71,] 0.2776428604 5.552857e-01 7.223571e-01
[72,] 0.2565442934 5.130886e-01 7.434557e-01
[73,] 0.2497823230 4.995646e-01 7.502177e-01
[74,] 0.2189953467 4.379907e-01 7.810047e-01
[75,] 0.2104967483 4.209935e-01 7.895033e-01
[76,] 0.1787936524 3.575873e-01 8.212063e-01
[77,] 0.1680973661 3.361947e-01 8.319026e-01
[78,] 0.2233326797 4.466654e-01 7.766673e-01
[79,] 0.2150959867 4.301920e-01 7.849040e-01
[80,] 0.1988465933 3.976932e-01 8.011534e-01
[81,] 0.1961609755 3.923220e-01 8.038390e-01
[82,] 0.2177637194 4.355274e-01 7.822363e-01
[83,] 0.2470296046 4.940592e-01 7.529704e-01
[84,] 0.2178189203 4.356378e-01 7.821811e-01
[85,] 0.1966060738 3.932121e-01 8.033939e-01
[86,] 0.2409591137 4.819182e-01 7.590409e-01
[87,] 0.2293252492 4.586505e-01 7.706748e-01
[88,] 0.2898979423 5.797959e-01 7.101021e-01
[89,] 0.3500361180 7.000722e-01 6.499639e-01
[90,] 0.5105934481 9.788131e-01 4.894066e-01
[91,] 0.4962551482 9.925103e-01 5.037449e-01
[92,] 0.5914743907 8.170512e-01 4.085256e-01
[93,] 0.5497231117 9.005538e-01 4.502769e-01
[94,] 0.5386642580 9.226715e-01 4.613357e-01
[95,] 0.4995418569 9.990837e-01 5.004581e-01
[96,] 0.4518106453 9.036213e-01 5.481894e-01
[97,] 0.4191481836 8.382964e-01 5.808518e-01
[98,] 0.3794049107 7.588098e-01 6.205951e-01
[99,] 0.3379764700 6.759529e-01 6.620235e-01
[100,] 0.3015533599 6.031067e-01 6.984466e-01
[101,] 0.8026503692 3.946993e-01 1.973496e-01
[102,] 0.8459872244 3.080256e-01 1.540128e-01
[103,] 0.8201556387 3.596887e-01 1.798444e-01
[104,] 0.7853023289 4.293953e-01 2.146977e-01
[105,] 0.7505201709 4.989597e-01 2.494798e-01
[106,] 0.7081002343 5.837995e-01 2.918998e-01
[107,] 0.6638323121 6.723354e-01 3.361677e-01
[108,] 0.7474454537 5.051091e-01 2.525545e-01
[109,] 0.7048894163 5.902212e-01 2.951106e-01
[110,] 0.6615486085 6.769028e-01 3.384514e-01
[111,] 0.6364073105 7.271854e-01 3.635927e-01
[112,] 0.5865366347 8.269267e-01 4.134634e-01
[113,] 0.6412966849 7.174066e-01 3.587033e-01
[114,] 0.5980236620 8.039527e-01 4.019763e-01
[115,] 0.5482086548 9.035827e-01 4.517913e-01
[116,] 0.6967078898 6.065842e-01 3.032921e-01
[117,] 0.6490437780 7.019124e-01 3.509562e-01
[118,] 0.6309134272 7.381731e-01 3.690866e-01
[119,] 0.6291658642 7.416683e-01 3.708341e-01
[120,] 0.5890594841 8.218810e-01 4.109405e-01
[121,] 0.5624743385 8.750513e-01 4.375257e-01
[122,] 0.5055136676 9.889727e-01 4.944863e-01
[123,] 0.9593636115 8.127278e-02 4.063639e-02
[124,] 0.9507100411 9.857992e-02 4.928996e-02
[125,] 0.9395062227 1.209876e-01 6.049378e-02
[126,] 0.9362100284 1.275799e-01 6.378997e-02
[127,] 0.9261081371 1.477837e-01 7.389186e-02
[128,] 0.9421758518 1.156483e-01 5.782415e-02
[129,] 0.9273076698 1.453847e-01 7.269233e-02
[130,] 0.9409005184 1.181990e-01 5.909948e-02
[131,] 0.9170014426 1.659971e-01 8.299856e-02
[132,] 0.9466351003 1.067298e-01 5.336490e-02
[133,] 0.9989635128 2.072974e-03 1.036487e-03
[134,] 0.9992782174 1.443565e-03 7.217826e-04
[135,] 0.9993266790 1.346642e-03 6.733210e-04
[136,] 0.9998142214 3.715572e-04 1.857786e-04
[137,] 0.9999791948 4.161033e-05 2.080517e-05
[138,] 0.9999777298 4.454045e-05 2.227022e-05
[139,] 0.9999291057 1.417887e-04 7.089433e-05
[140,] 0.9999999212 1.575917e-07 7.879587e-08
[141,] 0.9999994381 1.123833e-06 5.619166e-07
[142,] 0.9999960747 7.850554e-06 3.925277e-06
[143,] 0.9999741768 5.164647e-05 2.582324e-05
[144,] 0.9998473409 3.053183e-04 1.526591e-04
[145,] 0.9991209234 1.758153e-03 8.790766e-04
[146,] 0.9953483352 9.303330e-03 4.651665e-03
[147,] 0.9956242483 8.751503e-03 4.375752e-03
> postscript(file="/var/www/rcomp/tmp/1nuan1324656821.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/2tvf51324656821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/3rlre1324656821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/45evy1324656821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/539gd1324656821.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 = 164
Frequency = 1
1 2 3 4 5 6
30328.4115 11622.6299 11542.0374 17585.8549 -27192.5990 20683.5279
7 8 9 10 11 12
42407.2002 202.6541 47336.7756 -24759.3383 -45793.5084 -52780.0918
13 14 15 16 17 18
-16902.5112 -28989.1002 -20446.0504 -41188.4297 44213.0854 10932.7223
19 20 21 22 23 24
50233.7311 2140.8532 -6321.2590 -39007.5381 3377.5453 -9874.6468
25 26 27 28 29 30
-25354.5417 -7066.2165 -12184.2806 -40257.7606 -44560.7200 -16442.3760
31 32 33 34 35 36
12361.5733 -24820.6922 -35403.9921 -18963.4627 -23377.3849 -25948.3390
37 38 39 40 41 42
-36458.2856 -20729.0476 -16518.6111 -30947.1258 -10464.9606 -6132.8819
43 44 45 46 47 48
2851.3776 -36594.5139 39275.5920 -18428.7530 -13104.3671 -38666.1861
49 50 51 52 53 54
11799.6590 -10848.5543 -17202.5817 -6896.6478 4052.3582 -9915.2985
55 56 57 58 59 60
-7218.5868 -9707.8502 864.6824 20094.3291 -9229.5621 -11246.4154
61 62 63 64 65 66
2670.9079 86942.4623 -29124.4262 -7158.4775 8244.6335 -22067.5913
67 68 69 70 71 72
41692.8070 -32417.6595 29146.0919 53488.7063 -33205.4332 -20765.2438
73 74 75 76 77 78
-36040.3219 15444.7460 -20477.9977 -12887.7548 -384.0661 149221.6807
79 80 81 82 83 84
-36373.9103 -20403.7220 -28671.3678 6201.5546 -25765.9783 2046.8382
85 86 87 88 89 90
29372.3897 -54407.7695 29193.6297 -21974.6451 -31104.4388 44189.8134
91 92 93 94 95 96
-43644.6014 10475.6317 -17058.7483 -47071.1705 28312.8423 57338.6761
97 98 99 100 101 102
56094.5082 74422.3320 -11744.0095 61697.8353 10726.1652 32287.6906
103 104 105 106 107 108
-13956.4317 4214.8782 -18310.1530 14792.8232 -4012.0732 -10126.7464
109 110 111 112 113 114
118315.0875 62762.8763 16579.5444 1067.5148 -9992.1809 2512.1971
115 116 117 118 119 120
-4451.2458 -51816.0253 -8219.0369 -10028.6694 24698.1137 -1464.1923
121 122 123 124 125 126
-37246.6394 20809.2565 15878.1376 71465.8304 -10667.5936 -13554.0429
127 128 129 130 131 132
-22236.2305 -5711.4893 -3922.8391 10349.1716 118788.8564 -22313.8265
133 134 135 136 137 138
-7060.9351 -27252.9338 -9205.3620 57778.4639 35212.8320 -15824.9868
139 140 141 142 143 144
-24122.6536 -36613.8486 55898.9717 940.3071 26702.7025 -29905.6577
145 146 147 148 149 150
10448.1446 38121.3943 54246.9992 29792.6064 -7752.8068 -3741.3584
151 152 153 154 155 156
-7801.6861 -7896.2144 -7728.1307 -7728.1307 -10846.0981 -62387.1670
157 158 159 160 161 162
-7728.1307 -7793.1645 -6536.0226 -11208.8380 -7659.5406 -13177.4489
163 164
-8243.7146 22443.3958
> postscript(file="/var/www/rcomp/tmp/6l5m21324656821.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 = 164
Frequency = 1
lag(myerror, k = 1) myerror
0 30328.4115 NA
1 11622.6299 30328.4115
2 11542.0374 11622.6299
3 17585.8549 11542.0374
4 -27192.5990 17585.8549
5 20683.5279 -27192.5990
6 42407.2002 20683.5279
7 202.6541 42407.2002
8 47336.7756 202.6541
9 -24759.3383 47336.7756
10 -45793.5084 -24759.3383
11 -52780.0918 -45793.5084
12 -16902.5112 -52780.0918
13 -28989.1002 -16902.5112
14 -20446.0504 -28989.1002
15 -41188.4297 -20446.0504
16 44213.0854 -41188.4297
17 10932.7223 44213.0854
18 50233.7311 10932.7223
19 2140.8532 50233.7311
20 -6321.2590 2140.8532
21 -39007.5381 -6321.2590
22 3377.5453 -39007.5381
23 -9874.6468 3377.5453
24 -25354.5417 -9874.6468
25 -7066.2165 -25354.5417
26 -12184.2806 -7066.2165
27 -40257.7606 -12184.2806
28 -44560.7200 -40257.7606
29 -16442.3760 -44560.7200
30 12361.5733 -16442.3760
31 -24820.6922 12361.5733
32 -35403.9921 -24820.6922
33 -18963.4627 -35403.9921
34 -23377.3849 -18963.4627
35 -25948.3390 -23377.3849
36 -36458.2856 -25948.3390
37 -20729.0476 -36458.2856
38 -16518.6111 -20729.0476
39 -30947.1258 -16518.6111
40 -10464.9606 -30947.1258
41 -6132.8819 -10464.9606
42 2851.3776 -6132.8819
43 -36594.5139 2851.3776
44 39275.5920 -36594.5139
45 -18428.7530 39275.5920
46 -13104.3671 -18428.7530
47 -38666.1861 -13104.3671
48 11799.6590 -38666.1861
49 -10848.5543 11799.6590
50 -17202.5817 -10848.5543
51 -6896.6478 -17202.5817
52 4052.3582 -6896.6478
53 -9915.2985 4052.3582
54 -7218.5868 -9915.2985
55 -9707.8502 -7218.5868
56 864.6824 -9707.8502
57 20094.3291 864.6824
58 -9229.5621 20094.3291
59 -11246.4154 -9229.5621
60 2670.9079 -11246.4154
61 86942.4623 2670.9079
62 -29124.4262 86942.4623
63 -7158.4775 -29124.4262
64 8244.6335 -7158.4775
65 -22067.5913 8244.6335
66 41692.8070 -22067.5913
67 -32417.6595 41692.8070
68 29146.0919 -32417.6595
69 53488.7063 29146.0919
70 -33205.4332 53488.7063
71 -20765.2438 -33205.4332
72 -36040.3219 -20765.2438
73 15444.7460 -36040.3219
74 -20477.9977 15444.7460
75 -12887.7548 -20477.9977
76 -384.0661 -12887.7548
77 149221.6807 -384.0661
78 -36373.9103 149221.6807
79 -20403.7220 -36373.9103
80 -28671.3678 -20403.7220
81 6201.5546 -28671.3678
82 -25765.9783 6201.5546
83 2046.8382 -25765.9783
84 29372.3897 2046.8382
85 -54407.7695 29372.3897
86 29193.6297 -54407.7695
87 -21974.6451 29193.6297
88 -31104.4388 -21974.6451
89 44189.8134 -31104.4388
90 -43644.6014 44189.8134
91 10475.6317 -43644.6014
92 -17058.7483 10475.6317
93 -47071.1705 -17058.7483
94 28312.8423 -47071.1705
95 57338.6761 28312.8423
96 56094.5082 57338.6761
97 74422.3320 56094.5082
98 -11744.0095 74422.3320
99 61697.8353 -11744.0095
100 10726.1652 61697.8353
101 32287.6906 10726.1652
102 -13956.4317 32287.6906
103 4214.8782 -13956.4317
104 -18310.1530 4214.8782
105 14792.8232 -18310.1530
106 -4012.0732 14792.8232
107 -10126.7464 -4012.0732
108 118315.0875 -10126.7464
109 62762.8763 118315.0875
110 16579.5444 62762.8763
111 1067.5148 16579.5444
112 -9992.1809 1067.5148
113 2512.1971 -9992.1809
114 -4451.2458 2512.1971
115 -51816.0253 -4451.2458
116 -8219.0369 -51816.0253
117 -10028.6694 -8219.0369
118 24698.1137 -10028.6694
119 -1464.1923 24698.1137
120 -37246.6394 -1464.1923
121 20809.2565 -37246.6394
122 15878.1376 20809.2565
123 71465.8304 15878.1376
124 -10667.5936 71465.8304
125 -13554.0429 -10667.5936
126 -22236.2305 -13554.0429
127 -5711.4893 -22236.2305
128 -3922.8391 -5711.4893
129 10349.1716 -3922.8391
130 118788.8564 10349.1716
131 -22313.8265 118788.8564
132 -7060.9351 -22313.8265
133 -27252.9338 -7060.9351
134 -9205.3620 -27252.9338
135 57778.4639 -9205.3620
136 35212.8320 57778.4639
137 -15824.9868 35212.8320
138 -24122.6536 -15824.9868
139 -36613.8486 -24122.6536
140 55898.9717 -36613.8486
141 940.3071 55898.9717
142 26702.7025 940.3071
143 -29905.6577 26702.7025
144 10448.1446 -29905.6577
145 38121.3943 10448.1446
146 54246.9992 38121.3943
147 29792.6064 54246.9992
148 -7752.8068 29792.6064
149 -3741.3584 -7752.8068
150 -7801.6861 -3741.3584
151 -7896.2144 -7801.6861
152 -7728.1307 -7896.2144
153 -7728.1307 -7728.1307
154 -10846.0981 -7728.1307
155 -62387.1670 -10846.0981
156 -7728.1307 -62387.1670
157 -7793.1645 -7728.1307
158 -6536.0226 -7793.1645
159 -11208.8380 -6536.0226
160 -7659.5406 -11208.8380
161 -13177.4489 -7659.5406
162 -8243.7146 -13177.4489
163 22443.3958 -8243.7146
164 NA 22443.3958
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 11622.6299 30328.4115
[2,] 11542.0374 11622.6299
[3,] 17585.8549 11542.0374
[4,] -27192.5990 17585.8549
[5,] 20683.5279 -27192.5990
[6,] 42407.2002 20683.5279
[7,] 202.6541 42407.2002
[8,] 47336.7756 202.6541
[9,] -24759.3383 47336.7756
[10,] -45793.5084 -24759.3383
[11,] -52780.0918 -45793.5084
[12,] -16902.5112 -52780.0918
[13,] -28989.1002 -16902.5112
[14,] -20446.0504 -28989.1002
[15,] -41188.4297 -20446.0504
[16,] 44213.0854 -41188.4297
[17,] 10932.7223 44213.0854
[18,] 50233.7311 10932.7223
[19,] 2140.8532 50233.7311
[20,] -6321.2590 2140.8532
[21,] -39007.5381 -6321.2590
[22,] 3377.5453 -39007.5381
[23,] -9874.6468 3377.5453
[24,] -25354.5417 -9874.6468
[25,] -7066.2165 -25354.5417
[26,] -12184.2806 -7066.2165
[27,] -40257.7606 -12184.2806
[28,] -44560.7200 -40257.7606
[29,] -16442.3760 -44560.7200
[30,] 12361.5733 -16442.3760
[31,] -24820.6922 12361.5733
[32,] -35403.9921 -24820.6922
[33,] -18963.4627 -35403.9921
[34,] -23377.3849 -18963.4627
[35,] -25948.3390 -23377.3849
[36,] -36458.2856 -25948.3390
[37,] -20729.0476 -36458.2856
[38,] -16518.6111 -20729.0476
[39,] -30947.1258 -16518.6111
[40,] -10464.9606 -30947.1258
[41,] -6132.8819 -10464.9606
[42,] 2851.3776 -6132.8819
[43,] -36594.5139 2851.3776
[44,] 39275.5920 -36594.5139
[45,] -18428.7530 39275.5920
[46,] -13104.3671 -18428.7530
[47,] -38666.1861 -13104.3671
[48,] 11799.6590 -38666.1861
[49,] -10848.5543 11799.6590
[50,] -17202.5817 -10848.5543
[51,] -6896.6478 -17202.5817
[52,] 4052.3582 -6896.6478
[53,] -9915.2985 4052.3582
[54,] -7218.5868 -9915.2985
[55,] -9707.8502 -7218.5868
[56,] 864.6824 -9707.8502
[57,] 20094.3291 864.6824
[58,] -9229.5621 20094.3291
[59,] -11246.4154 -9229.5621
[60,] 2670.9079 -11246.4154
[61,] 86942.4623 2670.9079
[62,] -29124.4262 86942.4623
[63,] -7158.4775 -29124.4262
[64,] 8244.6335 -7158.4775
[65,] -22067.5913 8244.6335
[66,] 41692.8070 -22067.5913
[67,] -32417.6595 41692.8070
[68,] 29146.0919 -32417.6595
[69,] 53488.7063 29146.0919
[70,] -33205.4332 53488.7063
[71,] -20765.2438 -33205.4332
[72,] -36040.3219 -20765.2438
[73,] 15444.7460 -36040.3219
[74,] -20477.9977 15444.7460
[75,] -12887.7548 -20477.9977
[76,] -384.0661 -12887.7548
[77,] 149221.6807 -384.0661
[78,] -36373.9103 149221.6807
[79,] -20403.7220 -36373.9103
[80,] -28671.3678 -20403.7220
[81,] 6201.5546 -28671.3678
[82,] -25765.9783 6201.5546
[83,] 2046.8382 -25765.9783
[84,] 29372.3897 2046.8382
[85,] -54407.7695 29372.3897
[86,] 29193.6297 -54407.7695
[87,] -21974.6451 29193.6297
[88,] -31104.4388 -21974.6451
[89,] 44189.8134 -31104.4388
[90,] -43644.6014 44189.8134
[91,] 10475.6317 -43644.6014
[92,] -17058.7483 10475.6317
[93,] -47071.1705 -17058.7483
[94,] 28312.8423 -47071.1705
[95,] 57338.6761 28312.8423
[96,] 56094.5082 57338.6761
[97,] 74422.3320 56094.5082
[98,] -11744.0095 74422.3320
[99,] 61697.8353 -11744.0095
[100,] 10726.1652 61697.8353
[101,] 32287.6906 10726.1652
[102,] -13956.4317 32287.6906
[103,] 4214.8782 -13956.4317
[104,] -18310.1530 4214.8782
[105,] 14792.8232 -18310.1530
[106,] -4012.0732 14792.8232
[107,] -10126.7464 -4012.0732
[108,] 118315.0875 -10126.7464
[109,] 62762.8763 118315.0875
[110,] 16579.5444 62762.8763
[111,] 1067.5148 16579.5444
[112,] -9992.1809 1067.5148
[113,] 2512.1971 -9992.1809
[114,] -4451.2458 2512.1971
[115,] -51816.0253 -4451.2458
[116,] -8219.0369 -51816.0253
[117,] -10028.6694 -8219.0369
[118,] 24698.1137 -10028.6694
[119,] -1464.1923 24698.1137
[120,] -37246.6394 -1464.1923
[121,] 20809.2565 -37246.6394
[122,] 15878.1376 20809.2565
[123,] 71465.8304 15878.1376
[124,] -10667.5936 71465.8304
[125,] -13554.0429 -10667.5936
[126,] -22236.2305 -13554.0429
[127,] -5711.4893 -22236.2305
[128,] -3922.8391 -5711.4893
[129,] 10349.1716 -3922.8391
[130,] 118788.8564 10349.1716
[131,] -22313.8265 118788.8564
[132,] -7060.9351 -22313.8265
[133,] -27252.9338 -7060.9351
[134,] -9205.3620 -27252.9338
[135,] 57778.4639 -9205.3620
[136,] 35212.8320 57778.4639
[137,] -15824.9868 35212.8320
[138,] -24122.6536 -15824.9868
[139,] -36613.8486 -24122.6536
[140,] 55898.9717 -36613.8486
[141,] 940.3071 55898.9717
[142,] 26702.7025 940.3071
[143,] -29905.6577 26702.7025
[144,] 10448.1446 -29905.6577
[145,] 38121.3943 10448.1446
[146,] 54246.9992 38121.3943
[147,] 29792.6064 54246.9992
[148,] -7752.8068 29792.6064
[149,] -3741.3584 -7752.8068
[150,] -7801.6861 -3741.3584
[151,] -7896.2144 -7801.6861
[152,] -7728.1307 -7896.2144
[153,] -7728.1307 -7728.1307
[154,] -10846.0981 -7728.1307
[155,] -62387.1670 -10846.0981
[156,] -7728.1307 -62387.1670
[157,] -7793.1645 -7728.1307
[158,] -6536.0226 -7793.1645
[159,] -11208.8380 -6536.0226
[160,] -7659.5406 -11208.8380
[161,] -13177.4489 -7659.5406
[162,] -8243.7146 -13177.4489
[163,] 22443.3958 -8243.7146
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 11622.6299 30328.4115
2 11542.0374 11622.6299
3 17585.8549 11542.0374
4 -27192.5990 17585.8549
5 20683.5279 -27192.5990
6 42407.2002 20683.5279
7 202.6541 42407.2002
8 47336.7756 202.6541
9 -24759.3383 47336.7756
10 -45793.5084 -24759.3383
11 -52780.0918 -45793.5084
12 -16902.5112 -52780.0918
13 -28989.1002 -16902.5112
14 -20446.0504 -28989.1002
15 -41188.4297 -20446.0504
16 44213.0854 -41188.4297
17 10932.7223 44213.0854
18 50233.7311 10932.7223
19 2140.8532 50233.7311
20 -6321.2590 2140.8532
21 -39007.5381 -6321.2590
22 3377.5453 -39007.5381
23 -9874.6468 3377.5453
24 -25354.5417 -9874.6468
25 -7066.2165 -25354.5417
26 -12184.2806 -7066.2165
27 -40257.7606 -12184.2806
28 -44560.7200 -40257.7606
29 -16442.3760 -44560.7200
30 12361.5733 -16442.3760
31 -24820.6922 12361.5733
32 -35403.9921 -24820.6922
33 -18963.4627 -35403.9921
34 -23377.3849 -18963.4627
35 -25948.3390 -23377.3849
36 -36458.2856 -25948.3390
37 -20729.0476 -36458.2856
38 -16518.6111 -20729.0476
39 -30947.1258 -16518.6111
40 -10464.9606 -30947.1258
41 -6132.8819 -10464.9606
42 2851.3776 -6132.8819
43 -36594.5139 2851.3776
44 39275.5920 -36594.5139
45 -18428.7530 39275.5920
46 -13104.3671 -18428.7530
47 -38666.1861 -13104.3671
48 11799.6590 -38666.1861
49 -10848.5543 11799.6590
50 -17202.5817 -10848.5543
51 -6896.6478 -17202.5817
52 4052.3582 -6896.6478
53 -9915.2985 4052.3582
54 -7218.5868 -9915.2985
55 -9707.8502 -7218.5868
56 864.6824 -9707.8502
57 20094.3291 864.6824
58 -9229.5621 20094.3291
59 -11246.4154 -9229.5621
60 2670.9079 -11246.4154
61 86942.4623 2670.9079
62 -29124.4262 86942.4623
63 -7158.4775 -29124.4262
64 8244.6335 -7158.4775
65 -22067.5913 8244.6335
66 41692.8070 -22067.5913
67 -32417.6595 41692.8070
68 29146.0919 -32417.6595
69 53488.7063 29146.0919
70 -33205.4332 53488.7063
71 -20765.2438 -33205.4332
72 -36040.3219 -20765.2438
73 15444.7460 -36040.3219
74 -20477.9977 15444.7460
75 -12887.7548 -20477.9977
76 -384.0661 -12887.7548
77 149221.6807 -384.0661
78 -36373.9103 149221.6807
79 -20403.7220 -36373.9103
80 -28671.3678 -20403.7220
81 6201.5546 -28671.3678
82 -25765.9783 6201.5546
83 2046.8382 -25765.9783
84 29372.3897 2046.8382
85 -54407.7695 29372.3897
86 29193.6297 -54407.7695
87 -21974.6451 29193.6297
88 -31104.4388 -21974.6451
89 44189.8134 -31104.4388
90 -43644.6014 44189.8134
91 10475.6317 -43644.6014
92 -17058.7483 10475.6317
93 -47071.1705 -17058.7483
94 28312.8423 -47071.1705
95 57338.6761 28312.8423
96 56094.5082 57338.6761
97 74422.3320 56094.5082
98 -11744.0095 74422.3320
99 61697.8353 -11744.0095
100 10726.1652 61697.8353
101 32287.6906 10726.1652
102 -13956.4317 32287.6906
103 4214.8782 -13956.4317
104 -18310.1530 4214.8782
105 14792.8232 -18310.1530
106 -4012.0732 14792.8232
107 -10126.7464 -4012.0732
108 118315.0875 -10126.7464
109 62762.8763 118315.0875
110 16579.5444 62762.8763
111 1067.5148 16579.5444
112 -9992.1809 1067.5148
113 2512.1971 -9992.1809
114 -4451.2458 2512.1971
115 -51816.0253 -4451.2458
116 -8219.0369 -51816.0253
117 -10028.6694 -8219.0369
118 24698.1137 -10028.6694
119 -1464.1923 24698.1137
120 -37246.6394 -1464.1923
121 20809.2565 -37246.6394
122 15878.1376 20809.2565
123 71465.8304 15878.1376
124 -10667.5936 71465.8304
125 -13554.0429 -10667.5936
126 -22236.2305 -13554.0429
127 -5711.4893 -22236.2305
128 -3922.8391 -5711.4893
129 10349.1716 -3922.8391
130 118788.8564 10349.1716
131 -22313.8265 118788.8564
132 -7060.9351 -22313.8265
133 -27252.9338 -7060.9351
134 -9205.3620 -27252.9338
135 57778.4639 -9205.3620
136 35212.8320 57778.4639
137 -15824.9868 35212.8320
138 -24122.6536 -15824.9868
139 -36613.8486 -24122.6536
140 55898.9717 -36613.8486
141 940.3071 55898.9717
142 26702.7025 940.3071
143 -29905.6577 26702.7025
144 10448.1446 -29905.6577
145 38121.3943 10448.1446
146 54246.9992 38121.3943
147 29792.6064 54246.9992
148 -7752.8068 29792.6064
149 -3741.3584 -7752.8068
150 -7801.6861 -3741.3584
151 -7896.2144 -7801.6861
152 -7728.1307 -7896.2144
153 -7728.1307 -7728.1307
154 -10846.0981 -7728.1307
155 -62387.1670 -10846.0981
156 -7728.1307 -62387.1670
157 -7793.1645 -7728.1307
158 -6536.0226 -7793.1645
159 -11208.8380 -6536.0226
160 -7659.5406 -11208.8380
161 -13177.4489 -7659.5406
162 -8243.7146 -13177.4489
163 22443.3958 -8243.7146
> 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/www/rcomp/tmp/7mgkt1324656821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/8d0h01324656821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/9vsno1324656821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/rcomp/tmp/10n3uf1324656821.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/www/rcomp/tmp/11oluu1324656821.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/www/rcomp/tmp/12zps31324656821.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/www/rcomp/tmp/13z9gl1324656821.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/www/rcomp/tmp/14f3n11324656821.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/www/rcomp/tmp/15j7vw1324656821.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/www/rcomp/tmp/168dx31324656821.tab")
+ }
>
> try(system("convert tmp/1nuan1324656821.ps tmp/1nuan1324656821.png",intern=TRUE))
character(0)
> try(system("convert tmp/2tvf51324656821.ps tmp/2tvf51324656821.png",intern=TRUE))
character(0)
> try(system("convert tmp/3rlre1324656821.ps tmp/3rlre1324656821.png",intern=TRUE))
character(0)
> try(system("convert tmp/45evy1324656821.ps tmp/45evy1324656821.png",intern=TRUE))
character(0)
> try(system("convert tmp/539gd1324656821.ps tmp/539gd1324656821.png",intern=TRUE))
character(0)
> try(system("convert tmp/6l5m21324656821.ps tmp/6l5m21324656821.png",intern=TRUE))
character(0)
> try(system("convert tmp/7mgkt1324656821.ps tmp/7mgkt1324656821.png",intern=TRUE))
character(0)
> try(system("convert tmp/8d0h01324656821.ps tmp/8d0h01324656821.png",intern=TRUE))
character(0)
> try(system("convert tmp/9vsno1324656821.ps tmp/9vsno1324656821.png",intern=TRUE))
character(0)
> try(system("convert tmp/10n3uf1324656821.ps tmp/10n3uf1324656821.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
6.03 0.36 6.40