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) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(279055 + ,1818 + ,73 + ,96 + ,42 + ,130 + ,186099 + ,212408 + ,1433 + ,75 + ,75 + ,38 + ,143 + ,113854 + ,233939 + ,2059 + ,83 + ,70 + ,46 + ,118 + ,99776 + ,222117 + ,2733 + ,106 + ,134 + ,42 + ,146 + ,106194 + ,189911 + ,1399 + ,56 + ,83 + ,30 + ,73 + ,100792 + ,70849 + ,631 + ,28 + ,8 + ,35 + ,89 + ,47552 + ,605767 + ,5460 + ,135 + ,173 + ,40 + ,146 + ,250931 + ,33186 + ,381 + ,19 + ,1 + ,18 + ,22 + ,6853 + ,227332 + ,2150 + ,62 + ,88 + ,38 + ,132 + ,115466 + ,267925 + ,2042 + ,49 + ,104 + ,37 + ,92 + ,110896 + ,371987 + ,2536 + ,122 + ,114 + ,46 + ,147 + ,169351 + ,264989 + ,2377 + ,131 + ,125 + ,60 + ,203 + ,94853 + ,212638 + ,2100 + ,87 + ,57 + ,37 + ,113 + ,72591 + ,368577 + ,3020 + ,85 + ,139 + ,55 + ,171 + ,101345 + ,269455 + ,2265 + ,88 + ,87 + ,44 + ,87 + ,113713 + ,398124 + ,5139 + ,191 + ,176 + ,63 + ,208 + ,165354 + ,335567 + ,2363 + ,77 + ,114 + ,40 + ,153 + ,164263 + ,428322 + ,3548 + ,172 + ,121 + ,43 + ,97 + ,135213 + ,182016 + 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,455 + ,8 + ,2 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,291847 + ,2449 + ,95 + ,85 + ,46 + ,94 + ,105406 + ,415421 + ,3490 + ,168 + ,164 + ,52 + ,129 + ,174586 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,203 + ,4 + ,4 + ,0 + ,0 + ,0 + ,0 + ,7199 + ,151 + ,5 + ,7 + ,0 + ,0 + ,4245 + ,46660 + ,475 + ,21 + ,12 + ,5 + ,13 + ,21509 + ,17547 + ,141 + ,5 + ,0 + ,1 + ,4 + ,7670 + ,121550 + ,1145 + ,46 + ,37 + ,48 + ,89 + ,15673 + ,969 + ,29 + ,2 + ,0 + ,0 + ,0 + ,0 + ,242774 + ,2080 + ,75 + ,62 + ,34 + ,71 + ,75882) + ,dim=c(7 + ,164) + ,dimnames=list(c('Time_RFC' + ,'Pageviews' + ,'Logins' + ,'Bloggend_computations' + ,'Reviewed_compendiums' + ,'Long_fbmessages_PR' + ,'Time_compendium') + ,1:164)) > y <- array(NA,dim=c(7,164),dimnames=list(c('Time_RFC','Pageviews','Logins','Bloggend_computations','Reviewed_compendiums','Long_fbmessages_PR','Time_compendium'),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 Time_RFC Pageviews Logins Bloggend_computations Reviewed_compendiums 1 279055 1818 73 96 42 2 212408 1433 75 75 38 3 233939 2059 83 70 46 4 222117 2733 106 134 42 5 189911 1399 56 83 30 6 70849 631 28 8 35 7 605767 5460 135 173 40 8 33186 381 19 1 18 9 227332 2150 62 88 38 10 267925 2042 49 104 37 11 371987 2536 122 114 46 12 264989 2377 131 125 60 13 212638 2100 87 57 37 14 368577 3020 85 139 55 15 269455 2265 88 87 44 16 398124 5139 191 176 63 17 335567 2363 77 114 40 18 428322 3548 172 121 43 19 182016 1477 58 103 32 20 267365 2398 89 135 52 21 279428 2546 73 123 49 22 508849 3150 111 99 41 23 217270 1694 48 77 25 24 200004 1787 58 103 57 25 257139 3792 133 158 45 26 270941 3108 138 116 42 27 324969 3230 134 114 45 28 329962 2348 92 150 43 29 190867 1780 60 64 36 30 393860 3218 79 150 45 31 327660 2692 89 143 50 32 269239 2187 83 50 50 33 396136 2577 106 145 51 34 130446 1293 49 56 42 35 430118 3567 104 141 44 36 273950 2764 56 83 42 37 428077 3755 128 112 44 38 254312 2075 93 79 40 39 120351 995 35 33 17 40 395658 3750 212 152 43 41 345875 3413 86 126 41 42 216827 2053 82 97 41 43 224524 1984 83 84 40 44 182485 1825 69 68 49 45 157164 2599 85 50 52 46 459455 5572 157 101 42 47 78800 918 42 20 26 48 255072 2685 85 107 59 49 368086 4145 123 150 50 50 230299 2841 70 129 50 51 244782 2175 81 99 47 52 24188 496 24 8 4 53 400109 2699 334 88 51 54 65029 744 17 21 18 55 101097 1161 64 30 14 56 309810 3333 67 102 41 57 375638 2970 91 166 61 58 367127 3968 204 132 40 59 381998 2878 155 161 44 60 280106 2399 90 90 40 61 400971 4121 153 160 51 62 315924 3294 122 139 29 63 291391 3132 124 104 43 64 295075 2868 93 103 42 65 280018 1778 81 66 41 66 267432 2109 71 163 30 67 217181 2148 141 93 39 68 258166 3009 159 85 51 69 264771 2562 88 154 40 70 182961 1737 73 143 29 71 256967 2680 74 107 47 72 73566 893 32 22 23 73 272362 2389 93 85 48 74 229056 2197 62 101 38 75 229851 2227 70 131 42 76 371391 2370 91 140 46 77 398210 3226 104 156 40 78 220419 1978 111 81 45 79 231884 2516 72 137 42 80 219381 2147 73 102 41 81 206169 2150 54 74 37 82 483074 4228 131 161 47 83 146100 1380 72 30 26 84 295224 2449 109 120 48 85 80953 870 25 49 8 86 217384 2700 63 121 27 87 179344 1574 62 76 38 88 415550 4046 222 85 41 89 389059 3259 129 151 61 90 180679 3098 106 165 45 91 299505 2615 104 89 41 92 292260 2404 84 168 42 93 199481 1932 68 48 35 94 282361 3147 78 149 36 95 329281 2598 89 75 40 96 234577 2108 48 107 40 97 297995 2193 67 116 38 98 342490 2478 90 181 43 99 416463 4198 163 155 65 100 415683 4069 119 165 33 101 297080 2842 142 121 51 102 331792 2562 71 176 45 103 229772 2449 202 86 36 104 43287 602 14 13 19 105 238089 2579 87 120 25 106 263322 2591 160 117 44 107 302082 2957 61 133 45 108 321797 2786 95 169 44 109 193926 1477 96 39 35 110 175138 3350 105 125 46 111 354041 2107 78 82 44 112 303273 2332 91 148 45 113 23668 400 13 12 1 114 196743 2233 79 146 40 115 61857 530 25 23 11 116 217543 2033 54 87 51 117 440711 3246 128 164 38 118 21054 387 16 4 0 119 252805 2137 52 81 30 120 31961 492 22 18 8 121 360436 3838 125 118 43 122 251948 2193 77 76 48 123 187320 1796 97 55 49 124 180842 1907 58 62 32 125 38214 568 34 16 8 126 280392 2602 56 98 43 127 358276 2819 84 137 52 128 211775 1464 67 50 53 129 447335 3946 90 152 49 130 348017 2554 99 163 48 131 441946 3506 133 142 56 132 215177 1552 43 80 45 133 130177 1389 47 59 40 134 318037 3101 365 94 48 135 466139 4541 198 128 50 136 162279 1872 62 63 43 137 416643 4403 140 127 46 138 178322 2113 86 60 40 139 292443 2046 54 118 45 140 283913 2564 100 110 46 141 244931 2073 127 46 37 142 387072 4112 125 96 45 143 246963 2340 93 128 39 144 173260 2035 63 41 21 145 346748 3241 108 146 50 146 178402 1991 60 147 55 147 268750 2828 96 121 40 148 314070 2748 112 185 48 149 1 2 0 0 0 150 14688 207 10 4 0 151 98 5 1 0 0 152 455 8 2 0 0 153 0 0 0 0 0 154 0 0 0 0 0 155 291847 2449 95 85 46 156 415421 3490 168 164 52 157 0 0 0 0 0 158 203 4 4 0 0 159 7199 151 5 7 0 160 46660 475 21 12 5 161 17547 141 5 0 1 162 121550 1145 46 37 48 163 969 29 2 0 0 164 242774 2080 75 62 34 Long_fbmessages_PR Time_compendium 1 130 186099 2 143 113854 3 118 99776 4 146 106194 5 73 100792 6 89 47552 7 146 250931 8 22 6853 9 132 115466 10 92 110896 11 147 169351 12 203 94853 13 113 72591 14 171 101345 15 87 113713 16 208 165354 17 153 164263 18 97 135213 19 95 111669 20 197 134163 21 160 140303 22 148 150773 23 84 111848 24 227 102509 25 154 96785 26 151 116136 27 142 158376 28 148 153990 29 110 64057 30 149 230054 31 179 184531 32 149 114198 33 187 198299 34 153 33750 35 163 189723 36 127 100826 37 151 188355 38 100 104470 39 46 58391 40 156 164808 41 128 134097 42 111 80238 43 119 133252 44 148 54518 45 65 121850 46 134 79367 47 66 56968 48 201 106314 49 177 191889 50 156 104864 51 158 160792 52 7 15049 53 175 191179 54 61 25109 55 41 45824 56 133 129711 57 228 210012 58 140 194679 59 155 197680 60 141 81180 61 181 197765 62 75 214738 63 97 96252 64 142 124527 65 136 153242 66 87 145707 67 140 113963 68 169 134904 69 129 114268 70 92 94333 71 160 102204 72 67 23824 73 179 111563 74 90 91313 75 144 89770 76 144 100125 77 144 165278 78 134 181712 79 146 80906 80 121 75881 81 112 83963 82 145 175721 83 99 68580 84 96 136323 85 27 55792 86 77 25157 87 137 100922 88 151 118845 89 126 170492 90 159 81716 91 101 115750 92 144 105590 93 102 92795 94 135 82390 95 147 135599 96 155 127667 97 138 163073 98 113 211381 99 248 189944 100 116 226168 101 176 117495 102 140 195894 103 59 80684 104 64 19630 105 40 88634 106 98 139292 107 139 128602 108 135 135848 109 97 178377 110 142 106330 111 155 178303 112 115 116938 113 0 5841 114 103 106020 115 30 24610 116 130 74151 117 102 232241 118 0 6622 119 77 127097 120 9 13155 121 150 160501 122 163 91502 123 148 24469 124 94 88229 125 21 13983 126 151 80716 127 187 157384 128 171 122975 129 170 191469 130 145 231257 131 198 258287 132 152 122531 133 112 61394 134 173 86480 135 177 195791 136 153 18284 137 161 147581 138 115 72558 139 147 147341 140 124 114651 141 57 100187 142 144 130332 143 126 134218 144 78 10901 145 153 145758 146 196 75767 147 130 134969 148 159 169216 149 0 0 150 0 7953 151 0 0 152 0 0 153 0 0 154 0 0 155 94 105406 156 129 174586 157 0 0 158 0 0 159 0 4245 160 13 21509 161 4 7670 162 89 15673 163 0 0 164 71 75882 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Pageviews Logins -2515.0957 59.0937 91.9400 Bloggend_computations Reviewed_compendiums Long_fbmessages_PR 22.7670 210.5724 76.8069 Time_compendium 0.8007 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -138544 -16140 1534 19887 172032 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.515e+03 7.888e+03 -0.319 0.750 Pageviews 5.909e+01 5.604e+00 10.544 <2e-16 *** Logins 9.194e+01 8.349e+01 1.101 0.272 Bloggend_computations 2.277e+01 1.172e+02 0.194 0.846 Reviewed_compendiums 2.106e+02 5.130e+02 0.410 0.682 Long_fbmessages_PR 7.681e+01 1.385e+02 0.554 0.580 Time_compendium 8.007e-01 8.303e-02 9.644 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 37740 on 157 degrees of freedom Multiple R-squared: 0.9135, Adjusted R-squared: 0.9101 F-statistic: 276.2 on 6 and 157 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,] 0.4744551 9.489101e-01 5.255449e-01 [2,] 0.5093839 9.812323e-01 4.906161e-01 [3,] 0.4415970 8.831940e-01 5.584030e-01 [4,] 0.3144472 6.288943e-01 6.855528e-01 [5,] 0.5061846 9.876309e-01 4.938154e-01 [6,] 0.4338612 8.677224e-01 5.661388e-01 [7,] 0.7862095 4.275810e-01 2.137905e-01 [8,] 0.7235866 5.528269e-01 2.764134e-01 [9,] 0.8797733 2.404534e-01 1.202267e-01 [10,] 0.8717751 2.564497e-01 1.282249e-01 [11,] 0.8274841 3.450318e-01 1.725159e-01 [12,] 0.7891325 4.217350e-01 2.108675e-01 [13,] 0.9991629 1.674130e-03 8.370648e-04 [14,] 0.9985799 2.840158e-03 1.420079e-03 [15,] 0.9976987 4.602612e-03 2.301306e-03 [16,] 0.9987297 2.540607e-03 1.270304e-03 [17,] 0.9985753 2.849316e-03 1.424658e-03 [18,] 0.9987235 2.553013e-03 1.276506e-03 [19,] 0.9986168 2.766469e-03 1.383234e-03 [20,] 0.9979340 4.131970e-03 2.065985e-03 [21,] 0.9981217 3.756613e-03 1.878306e-03 [22,] 0.9973172 5.365626e-03 2.682813e-03 [23,] 0.9960851 7.829816e-03 3.914908e-03 [24,] 0.9960493 7.901428e-03 3.950714e-03 [25,] 0.9945217 1.095658e-02 5.478289e-03 [26,] 0.9932188 1.356243e-02 6.781216e-03 [27,] 0.9901658 1.966830e-02 9.834152e-03 [28,] 0.9872594 2.548116e-02 1.274058e-02 [29,] 0.9830599 3.388025e-02 1.694013e-02 [30,] 0.9769079 4.618429e-02 2.309214e-02 [31,] 0.9685686 6.286282e-02 3.143141e-02 [32,] 0.9585606 8.287889e-02 4.143945e-02 [33,] 0.9460273 1.079453e-01 5.397267e-02 [34,] 0.9466331 1.067337e-01 5.336685e-02 [35,] 0.9315927 1.368147e-01 6.840733e-02 [36,] 0.9944217 1.115659e-02 5.578293e-03 [37,] 0.9937031 1.259382e-02 6.296910e-03 [38,] 0.9940896 1.182086e-02 5.910429e-03 [39,] 0.9923246 1.535088e-02 7.675438e-03 [40,] 0.9967236 6.552865e-03 3.276433e-03 [41,] 0.9970181 5.963840e-03 2.981920e-03 [42,] 0.9973731 5.253877e-03 2.626938e-03 [43,] 0.9972264 5.547281e-03 2.773640e-03 [44,] 0.9968794 6.241154e-03 3.120577e-03 [45,] 0.9956972 8.605513e-03 4.302757e-03 [46,] 0.9945700 1.085997e-02 5.429983e-03 [47,] 0.9928860 1.422805e-02 7.114025e-03 [48,] 0.9902960 1.940791e-02 9.703954e-03 [49,] 0.9952426 9.514769e-03 4.757384e-03 [50,] 0.9939379 1.212422e-02 6.062112e-03 [51,] 0.9947896 1.042089e-02 5.210444e-03 [52,] 0.9949757 1.004861e-02 5.024305e-03 [53,] 0.9980731 3.853891e-03 1.926945e-03 [54,] 0.9973560 5.287952e-03 2.643976e-03 [55,] 0.9962312 7.537541e-03 3.768771e-03 [56,] 0.9954713 9.057462e-03 4.528731e-03 [57,] 0.9938760 1.224799e-02 6.123997e-03 [58,] 0.9932555 1.348892e-02 6.744462e-03 [59,] 0.9965120 6.975973e-03 3.487986e-03 [60,] 0.9950970 9.806053e-03 4.903026e-03 [61,] 0.9933975 1.320495e-02 6.602477e-03 [62,] 0.9912264 1.754715e-02 8.773575e-03 [63,] 0.9883713 2.325734e-02 1.162867e-02 [64,] 0.9846187 3.076256e-02 1.538128e-02 [65,] 0.9800666 3.986688e-02 1.993344e-02 [66,] 0.9737877 5.242452e-02 2.621226e-02 [67,] 0.9989462 2.107667e-03 1.053834e-03 [68,] 0.9991693 1.661393e-03 8.306967e-04 [69,] 0.9997204 5.591107e-04 2.795554e-04 [70,] 0.9995824 8.351550e-04 4.175775e-04 [71,] 0.9993775 1.244953e-03 6.224763e-04 [72,] 0.9991045 1.790965e-03 8.954827e-04 [73,] 0.9995184 9.632923e-04 4.816461e-04 [74,] 0.9992920 1.415905e-03 7.079525e-04 [75,] 0.9990023 1.995483e-03 9.977416e-04 [76,] 0.9986828 2.634417e-03 1.317209e-03 [77,] 0.9983496 3.300702e-03 1.650351e-03 [78,] 0.9978001 4.399821e-03 2.199911e-03 [79,] 0.9981338 3.732321e-03 1.866160e-03 [80,] 0.9976156 4.768899e-03 2.384449e-03 [81,] 0.9998111 3.777408e-04 1.888704e-04 [82,] 0.9997623 4.754809e-04 2.377404e-04 [83,] 0.9997868 4.264534e-04 2.132267e-04 [84,] 0.9996839 6.321525e-04 3.160763e-04 [85,] 0.9995319 9.361195e-04 4.680598e-04 [86,] 0.9995909 8.182198e-04 4.091099e-04 [87,] 0.9994124 1.175190e-03 5.875948e-04 [88,] 0.9991788 1.642325e-03 8.211624e-04 [89,] 0.9987656 2.468838e-03 1.234419e-03 [90,] 0.9985750 2.850092e-03 1.425046e-03 [91,] 0.9983551 3.289880e-03 1.644940e-03 [92,] 0.9975603 4.879368e-03 2.439684e-03 [93,] 0.9964358 7.128457e-03 3.564228e-03 [94,] 0.9950438 9.912453e-03 4.956226e-03 [95,] 0.9935162 1.296767e-02 6.483835e-03 [96,] 0.9908242 1.835157e-02 9.175783e-03 [97,] 0.9909282 1.814367e-02 9.071833e-03 [98,] 0.9873050 2.538994e-02 1.269497e-02 [99,] 0.9844506 3.109882e-02 1.554941e-02 [100,] 0.9952684 9.463280e-03 4.731640e-03 [101,] 0.9999995 1.093357e-06 5.466787e-07 [102,] 0.9999999 1.452439e-07 7.262196e-08 [103,] 1.0000000 5.732788e-08 2.866394e-08 [104,] 0.9999999 1.259842e-07 6.299208e-08 [105,] 1.0000000 2.904021e-08 1.452011e-08 [106,] 1.0000000 6.549597e-08 3.274798e-08 [107,] 0.9999999 1.429097e-07 7.145483e-08 [108,] 1.0000000 8.042230e-08 4.021115e-08 [109,] 0.9999999 1.783038e-07 8.915191e-08 [110,] 0.9999998 3.970853e-07 1.985426e-07 [111,] 0.9999996 7.091565e-07 3.545782e-07 [112,] 0.9999998 4.743704e-07 2.371852e-07 [113,] 0.9999996 8.322725e-07 4.161362e-07 [114,] 0.9999994 1.122327e-06 5.611637e-07 [115,] 0.9999995 1.056991e-06 5.284953e-07 [116,] 0.9999990 1.912299e-06 9.561497e-07 [117,] 0.9999994 1.283394e-06 6.416972e-07 [118,] 0.9999999 2.932285e-07 1.466142e-07 [119,] 0.9999996 7.042574e-07 3.521287e-07 [120,] 0.9999998 4.144493e-07 2.072246e-07 [121,] 0.9999995 9.387516e-07 4.693758e-07 [122,] 0.9999988 2.332908e-06 1.166454e-06 [123,] 0.9999984 3.154634e-06 1.577317e-06 [124,] 0.9999980 4.029802e-06 2.014901e-06 [125,] 0.9999972 5.681493e-06 2.840746e-06 [126,] 0.9999951 9.838562e-06 4.919281e-06 [127,] 0.9999984 3.192300e-06 1.596150e-06 [128,] 0.9999956 8.853306e-06 4.426653e-06 [129,] 0.9999946 1.085318e-05 5.426589e-06 [130,] 1.0000000 1.703647e-10 8.518235e-11 [131,] 1.0000000 5.328530e-10 2.664265e-10 [132,] 1.0000000 2.239838e-09 1.119919e-09 [133,] 1.0000000 8.796394e-09 4.398197e-09 [134,] 1.0000000 4.299114e-08 2.149557e-08 [135,] 0.9999999 2.168348e-07 1.084174e-07 [136,] 0.9999996 8.674212e-07 4.337106e-07 [137,] 1.0000000 7.617677e-08 3.808838e-08 [138,] 1.0000000 2.333558e-08 1.166779e-08 [139,] 1.0000000 3.389938e-08 1.694969e-08 [140,] 0.9999998 3.486180e-07 1.743090e-07 [141,] 0.9999985 2.951798e-06 1.475899e-06 [142,] 0.9999869 2.610290e-05 1.305145e-05 [143,] 0.9999019 1.961187e-04 9.805933e-05 [144,] 0.9992223 1.555332e-03 7.776660e-04 [145,] 0.9944463 1.110739e-02 5.553693e-03 > postscript(file="/var/www/rcomp/tmp/1ol9v1324657371.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2lk1m1324657371.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3tmz51324657371.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/42prl1324657371.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/58pvq1324657371.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 -2601.1812 11488.7641 6913.5208 -54756.6471 10085.7075 -18962.0532 7 8 9 10 11 12 48718.3508 449.3976 -15504.0468 39244.1467 54249.0904 7971.7540 13 14 15 16 17 18 7164.5854 75785.4350 21052.0361 -86254.6954 37066.2462 77831.8590 19 20 21 22 23 24 -13878.1224 -16590.1913 -12971.6484 172032.1952 12239.4428 -22277.4103 25 26 27 28 29 30 -79055.8790 -38969.8265 -25500.7313 38127.0276 13900.8969 -9595.0035 31 32 33 34 35 36 -12377.7508 20333.6163 49436.2017 3153.2224 35374.7184 6760.1507 37 38 39 40 41 42 22694.8503 24104.1077 6231.1068 618.7109 10089.2495 6868.2448 43 44 45 46 47 48 -24006.3859 3923.0954 -116368.3262 33279.2580 -33409.1557 -24319.8942 49 50 51 52 53 54 -66838.2859 -50920.7832 -41714.1447 -18426.0112 33157.9533 -7043.4421 55 56 57 58 59 60 -14352.0365 -15827.0726 -8018.2380 -61661.4631 17069.1361 46276.7661 61 62 63 64 65 66 -40743.7253 -74408.4512 1480.7567 -2247.6267 26731.9671 5410.1943 67 68 69 70 71 72 -32535.5065 -65425.0580 -5536.1776 -15843.8855 -12151.1854 -9198.0514 73 74 75 76 77 78 10030.2742 5712.1992 -438.4952 121381.7417 45151.3255 -71270.5852 79 80 81 82 83 84 -8860.1077 7301.7210 -8641.0712 58294.5193 -8228.8733 13627.9669 85 86 87 88 89 90 -19789.5058 20055.8520 -17919.2717 41233.5306 24651.1279 -100499.8634 91 92 93 94 95 96 26828.0279 36714.0279 -9024.5887 4423.9718 40090.4724 -16879.7828 97 98 99 100 101 102 12940.1424 -814.7956 -32439.1661 -33906.7600 -2496.9977 -4710.1861 103 104 105 106 107 108 -9680.5273 -15990.0424 -1836.7593 -32974.6334 -1905.1158 18685.1319 109 110 111 112 113 114 -58204.3576 -138543.5733 59066.8575 44302.6717 -3810.3709 -44511.4584 115 116 117 118 119 120 5904.1319 12877.0235 34110.3327 -6164.6248 8411.7506 -9939.7708 121 122 123 124 125 126 -27121.1401 20166.6882 32254.2266 -20683.3353 -10820.3145 36482.3185 127 128 129 130 131 132 32031.1341 -2283.9688 28243.3685 -19622.3156 -11997.1072 940.7651 133 134 135 136 137 138 -21238.0054 8963.2109 -1705.4178 11589.7100 2982.5978 -28654.9010 139 140 141 142 143 144 27656.2229 12200.0279 19830.5309 8020.6084 -25626.4590 29652.1784 145 146 147 148 149 150 5495.8520 -32905.2045 -33912.7717 -18127.5608 2397.9084 -2407.8748 151 152 153 154 155 156 2225.6872 2313.4661 2515.0957 2515.0957 37665.5185 31867.4452 157 158 159 160 161 162 2515.0957 2113.9608 -3227.1678 -372.3410 4610.8805 21838.2592 163 164 1586.4985 40694.3483 > postscript(file="/var/www/rcomp/tmp/69fz21324657371.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 -2601.1812 NA 1 11488.7641 -2601.1812 2 6913.5208 11488.7641 3 -54756.6471 6913.5208 4 10085.7075 -54756.6471 5 -18962.0532 10085.7075 6 48718.3508 -18962.0532 7 449.3976 48718.3508 8 -15504.0468 449.3976 9 39244.1467 -15504.0468 10 54249.0904 39244.1467 11 7971.7540 54249.0904 12 7164.5854 7971.7540 13 75785.4350 7164.5854 14 21052.0361 75785.4350 15 -86254.6954 21052.0361 16 37066.2462 -86254.6954 17 77831.8590 37066.2462 18 -13878.1224 77831.8590 19 -16590.1913 -13878.1224 20 -12971.6484 -16590.1913 21 172032.1952 -12971.6484 22 12239.4428 172032.1952 23 -22277.4103 12239.4428 24 -79055.8790 -22277.4103 25 -38969.8265 -79055.8790 26 -25500.7313 -38969.8265 27 38127.0276 -25500.7313 28 13900.8969 38127.0276 29 -9595.0035 13900.8969 30 -12377.7508 -9595.0035 31 20333.6163 -12377.7508 32 49436.2017 20333.6163 33 3153.2224 49436.2017 34 35374.7184 3153.2224 35 6760.1507 35374.7184 36 22694.8503 6760.1507 37 24104.1077 22694.8503 38 6231.1068 24104.1077 39 618.7109 6231.1068 40 10089.2495 618.7109 41 6868.2448 10089.2495 42 -24006.3859 6868.2448 43 3923.0954 -24006.3859 44 -116368.3262 3923.0954 45 33279.2580 -116368.3262 46 -33409.1557 33279.2580 47 -24319.8942 -33409.1557 48 -66838.2859 -24319.8942 49 -50920.7832 -66838.2859 50 -41714.1447 -50920.7832 51 -18426.0112 -41714.1447 52 33157.9533 -18426.0112 53 -7043.4421 33157.9533 54 -14352.0365 -7043.4421 55 -15827.0726 -14352.0365 56 -8018.2380 -15827.0726 57 -61661.4631 -8018.2380 58 17069.1361 -61661.4631 59 46276.7661 17069.1361 60 -40743.7253 46276.7661 61 -74408.4512 -40743.7253 62 1480.7567 -74408.4512 63 -2247.6267 1480.7567 64 26731.9671 -2247.6267 65 5410.1943 26731.9671 66 -32535.5065 5410.1943 67 -65425.0580 -32535.5065 68 -5536.1776 -65425.0580 69 -15843.8855 -5536.1776 70 -12151.1854 -15843.8855 71 -9198.0514 -12151.1854 72 10030.2742 -9198.0514 73 5712.1992 10030.2742 74 -438.4952 5712.1992 75 121381.7417 -438.4952 76 45151.3255 121381.7417 77 -71270.5852 45151.3255 78 -8860.1077 -71270.5852 79 7301.7210 -8860.1077 80 -8641.0712 7301.7210 81 58294.5193 -8641.0712 82 -8228.8733 58294.5193 83 13627.9669 -8228.8733 84 -19789.5058 13627.9669 85 20055.8520 -19789.5058 86 -17919.2717 20055.8520 87 41233.5306 -17919.2717 88 24651.1279 41233.5306 89 -100499.8634 24651.1279 90 26828.0279 -100499.8634 91 36714.0279 26828.0279 92 -9024.5887 36714.0279 93 4423.9718 -9024.5887 94 40090.4724 4423.9718 95 -16879.7828 40090.4724 96 12940.1424 -16879.7828 97 -814.7956 12940.1424 98 -32439.1661 -814.7956 99 -33906.7600 -32439.1661 100 -2496.9977 -33906.7600 101 -4710.1861 -2496.9977 102 -9680.5273 -4710.1861 103 -15990.0424 -9680.5273 104 -1836.7593 -15990.0424 105 -32974.6334 -1836.7593 106 -1905.1158 -32974.6334 107 18685.1319 -1905.1158 108 -58204.3576 18685.1319 109 -138543.5733 -58204.3576 110 59066.8575 -138543.5733 111 44302.6717 59066.8575 112 -3810.3709 44302.6717 113 -44511.4584 -3810.3709 114 5904.1319 -44511.4584 115 12877.0235 5904.1319 116 34110.3327 12877.0235 117 -6164.6248 34110.3327 118 8411.7506 -6164.6248 119 -9939.7708 8411.7506 120 -27121.1401 -9939.7708 121 20166.6882 -27121.1401 122 32254.2266 20166.6882 123 -20683.3353 32254.2266 124 -10820.3145 -20683.3353 125 36482.3185 -10820.3145 126 32031.1341 36482.3185 127 -2283.9688 32031.1341 128 28243.3685 -2283.9688 129 -19622.3156 28243.3685 130 -11997.1072 -19622.3156 131 940.7651 -11997.1072 132 -21238.0054 940.7651 133 8963.2109 -21238.0054 134 -1705.4178 8963.2109 135 11589.7100 -1705.4178 136 2982.5978 11589.7100 137 -28654.9010 2982.5978 138 27656.2229 -28654.9010 139 12200.0279 27656.2229 140 19830.5309 12200.0279 141 8020.6084 19830.5309 142 -25626.4590 8020.6084 143 29652.1784 -25626.4590 144 5495.8520 29652.1784 145 -32905.2045 5495.8520 146 -33912.7717 -32905.2045 147 -18127.5608 -33912.7717 148 2397.9084 -18127.5608 149 -2407.8748 2397.9084 150 2225.6872 -2407.8748 151 2313.4661 2225.6872 152 2515.0957 2313.4661 153 2515.0957 2515.0957 154 37665.5185 2515.0957 155 31867.4452 37665.5185 156 2515.0957 31867.4452 157 2113.9608 2515.0957 158 -3227.1678 2113.9608 159 -372.3410 -3227.1678 160 4610.8805 -372.3410 161 21838.2592 4610.8805 162 1586.4985 21838.2592 163 40694.3483 1586.4985 164 NA 40694.3483 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 11488.7641 -2601.1812 [2,] 6913.5208 11488.7641 [3,] -54756.6471 6913.5208 [4,] 10085.7075 -54756.6471 [5,] -18962.0532 10085.7075 [6,] 48718.3508 -18962.0532 [7,] 449.3976 48718.3508 [8,] -15504.0468 449.3976 [9,] 39244.1467 -15504.0468 [10,] 54249.0904 39244.1467 [11,] 7971.7540 54249.0904 [12,] 7164.5854 7971.7540 [13,] 75785.4350 7164.5854 [14,] 21052.0361 75785.4350 [15,] -86254.6954 21052.0361 [16,] 37066.2462 -86254.6954 [17,] 77831.8590 37066.2462 [18,] -13878.1224 77831.8590 [19,] -16590.1913 -13878.1224 [20,] -12971.6484 -16590.1913 [21,] 172032.1952 -12971.6484 [22,] 12239.4428 172032.1952 [23,] -22277.4103 12239.4428 [24,] -79055.8790 -22277.4103 [25,] -38969.8265 -79055.8790 [26,] -25500.7313 -38969.8265 [27,] 38127.0276 -25500.7313 [28,] 13900.8969 38127.0276 [29,] -9595.0035 13900.8969 [30,] -12377.7508 -9595.0035 [31,] 20333.6163 -12377.7508 [32,] 49436.2017 20333.6163 [33,] 3153.2224 49436.2017 [34,] 35374.7184 3153.2224 [35,] 6760.1507 35374.7184 [36,] 22694.8503 6760.1507 [37,] 24104.1077 22694.8503 [38,] 6231.1068 24104.1077 [39,] 618.7109 6231.1068 [40,] 10089.2495 618.7109 [41,] 6868.2448 10089.2495 [42,] -24006.3859 6868.2448 [43,] 3923.0954 -24006.3859 [44,] -116368.3262 3923.0954 [45,] 33279.2580 -116368.3262 [46,] -33409.1557 33279.2580 [47,] -24319.8942 -33409.1557 [48,] -66838.2859 -24319.8942 [49,] -50920.7832 -66838.2859 [50,] -41714.1447 -50920.7832 [51,] -18426.0112 -41714.1447 [52,] 33157.9533 -18426.0112 [53,] -7043.4421 33157.9533 [54,] -14352.0365 -7043.4421 [55,] -15827.0726 -14352.0365 [56,] -8018.2380 -15827.0726 [57,] -61661.4631 -8018.2380 [58,] 17069.1361 -61661.4631 [59,] 46276.7661 17069.1361 [60,] -40743.7253 46276.7661 [61,] -74408.4512 -40743.7253 [62,] 1480.7567 -74408.4512 [63,] -2247.6267 1480.7567 [64,] 26731.9671 -2247.6267 [65,] 5410.1943 26731.9671 [66,] -32535.5065 5410.1943 [67,] -65425.0580 -32535.5065 [68,] -5536.1776 -65425.0580 [69,] -15843.8855 -5536.1776 [70,] -12151.1854 -15843.8855 [71,] -9198.0514 -12151.1854 [72,] 10030.2742 -9198.0514 [73,] 5712.1992 10030.2742 [74,] -438.4952 5712.1992 [75,] 121381.7417 -438.4952 [76,] 45151.3255 121381.7417 [77,] -71270.5852 45151.3255 [78,] -8860.1077 -71270.5852 [79,] 7301.7210 -8860.1077 [80,] -8641.0712 7301.7210 [81,] 58294.5193 -8641.0712 [82,] -8228.8733 58294.5193 [83,] 13627.9669 -8228.8733 [84,] -19789.5058 13627.9669 [85,] 20055.8520 -19789.5058 [86,] -17919.2717 20055.8520 [87,] 41233.5306 -17919.2717 [88,] 24651.1279 41233.5306 [89,] -100499.8634 24651.1279 [90,] 26828.0279 -100499.8634 [91,] 36714.0279 26828.0279 [92,] -9024.5887 36714.0279 [93,] 4423.9718 -9024.5887 [94,] 40090.4724 4423.9718 [95,] -16879.7828 40090.4724 [96,] 12940.1424 -16879.7828 [97,] -814.7956 12940.1424 [98,] -32439.1661 -814.7956 [99,] -33906.7600 -32439.1661 [100,] -2496.9977 -33906.7600 [101,] -4710.1861 -2496.9977 [102,] -9680.5273 -4710.1861 [103,] -15990.0424 -9680.5273 [104,] -1836.7593 -15990.0424 [105,] -32974.6334 -1836.7593 [106,] -1905.1158 -32974.6334 [107,] 18685.1319 -1905.1158 [108,] -58204.3576 18685.1319 [109,] -138543.5733 -58204.3576 [110,] 59066.8575 -138543.5733 [111,] 44302.6717 59066.8575 [112,] -3810.3709 44302.6717 [113,] -44511.4584 -3810.3709 [114,] 5904.1319 -44511.4584 [115,] 12877.0235 5904.1319 [116,] 34110.3327 12877.0235 [117,] -6164.6248 34110.3327 [118,] 8411.7506 -6164.6248 [119,] -9939.7708 8411.7506 [120,] -27121.1401 -9939.7708 [121,] 20166.6882 -27121.1401 [122,] 32254.2266 20166.6882 [123,] -20683.3353 32254.2266 [124,] -10820.3145 -20683.3353 [125,] 36482.3185 -10820.3145 [126,] 32031.1341 36482.3185 [127,] -2283.9688 32031.1341 [128,] 28243.3685 -2283.9688 [129,] -19622.3156 28243.3685 [130,] -11997.1072 -19622.3156 [131,] 940.7651 -11997.1072 [132,] -21238.0054 940.7651 [133,] 8963.2109 -21238.0054 [134,] -1705.4178 8963.2109 [135,] 11589.7100 -1705.4178 [136,] 2982.5978 11589.7100 [137,] -28654.9010 2982.5978 [138,] 27656.2229 -28654.9010 [139,] 12200.0279 27656.2229 [140,] 19830.5309 12200.0279 [141,] 8020.6084 19830.5309 [142,] -25626.4590 8020.6084 [143,] 29652.1784 -25626.4590 [144,] 5495.8520 29652.1784 [145,] -32905.2045 5495.8520 [146,] -33912.7717 -32905.2045 [147,] -18127.5608 -33912.7717 [148,] 2397.9084 -18127.5608 [149,] -2407.8748 2397.9084 [150,] 2225.6872 -2407.8748 [151,] 2313.4661 2225.6872 [152,] 2515.0957 2313.4661 [153,] 2515.0957 2515.0957 [154,] 37665.5185 2515.0957 [155,] 31867.4452 37665.5185 [156,] 2515.0957 31867.4452 [157,] 2113.9608 2515.0957 [158,] -3227.1678 2113.9608 [159,] -372.3410 -3227.1678 [160,] 4610.8805 -372.3410 [161,] 21838.2592 4610.8805 [162,] 1586.4985 21838.2592 [163,] 40694.3483 1586.4985 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 11488.7641 -2601.1812 2 6913.5208 11488.7641 3 -54756.6471 6913.5208 4 10085.7075 -54756.6471 5 -18962.0532 10085.7075 6 48718.3508 -18962.0532 7 449.3976 48718.3508 8 -15504.0468 449.3976 9 39244.1467 -15504.0468 10 54249.0904 39244.1467 11 7971.7540 54249.0904 12 7164.5854 7971.7540 13 75785.4350 7164.5854 14 21052.0361 75785.4350 15 -86254.6954 21052.0361 16 37066.2462 -86254.6954 17 77831.8590 37066.2462 18 -13878.1224 77831.8590 19 -16590.1913 -13878.1224 20 -12971.6484 -16590.1913 21 172032.1952 -12971.6484 22 12239.4428 172032.1952 23 -22277.4103 12239.4428 24 -79055.8790 -22277.4103 25 -38969.8265 -79055.8790 26 -25500.7313 -38969.8265 27 38127.0276 -25500.7313 28 13900.8969 38127.0276 29 -9595.0035 13900.8969 30 -12377.7508 -9595.0035 31 20333.6163 -12377.7508 32 49436.2017 20333.6163 33 3153.2224 49436.2017 34 35374.7184 3153.2224 35 6760.1507 35374.7184 36 22694.8503 6760.1507 37 24104.1077 22694.8503 38 6231.1068 24104.1077 39 618.7109 6231.1068 40 10089.2495 618.7109 41 6868.2448 10089.2495 42 -24006.3859 6868.2448 43 3923.0954 -24006.3859 44 -116368.3262 3923.0954 45 33279.2580 -116368.3262 46 -33409.1557 33279.2580 47 -24319.8942 -33409.1557 48 -66838.2859 -24319.8942 49 -50920.7832 -66838.2859 50 -41714.1447 -50920.7832 51 -18426.0112 -41714.1447 52 33157.9533 -18426.0112 53 -7043.4421 33157.9533 54 -14352.0365 -7043.4421 55 -15827.0726 -14352.0365 56 -8018.2380 -15827.0726 57 -61661.4631 -8018.2380 58 17069.1361 -61661.4631 59 46276.7661 17069.1361 60 -40743.7253 46276.7661 61 -74408.4512 -40743.7253 62 1480.7567 -74408.4512 63 -2247.6267 1480.7567 64 26731.9671 -2247.6267 65 5410.1943 26731.9671 66 -32535.5065 5410.1943 67 -65425.0580 -32535.5065 68 -5536.1776 -65425.0580 69 -15843.8855 -5536.1776 70 -12151.1854 -15843.8855 71 -9198.0514 -12151.1854 72 10030.2742 -9198.0514 73 5712.1992 10030.2742 74 -438.4952 5712.1992 75 121381.7417 -438.4952 76 45151.3255 121381.7417 77 -71270.5852 45151.3255 78 -8860.1077 -71270.5852 79 7301.7210 -8860.1077 80 -8641.0712 7301.7210 81 58294.5193 -8641.0712 82 -8228.8733 58294.5193 83 13627.9669 -8228.8733 84 -19789.5058 13627.9669 85 20055.8520 -19789.5058 86 -17919.2717 20055.8520 87 41233.5306 -17919.2717 88 24651.1279 41233.5306 89 -100499.8634 24651.1279 90 26828.0279 -100499.8634 91 36714.0279 26828.0279 92 -9024.5887 36714.0279 93 4423.9718 -9024.5887 94 40090.4724 4423.9718 95 -16879.7828 40090.4724 96 12940.1424 -16879.7828 97 -814.7956 12940.1424 98 -32439.1661 -814.7956 99 -33906.7600 -32439.1661 100 -2496.9977 -33906.7600 101 -4710.1861 -2496.9977 102 -9680.5273 -4710.1861 103 -15990.0424 -9680.5273 104 -1836.7593 -15990.0424 105 -32974.6334 -1836.7593 106 -1905.1158 -32974.6334 107 18685.1319 -1905.1158 108 -58204.3576 18685.1319 109 -138543.5733 -58204.3576 110 59066.8575 -138543.5733 111 44302.6717 59066.8575 112 -3810.3709 44302.6717 113 -44511.4584 -3810.3709 114 5904.1319 -44511.4584 115 12877.0235 5904.1319 116 34110.3327 12877.0235 117 -6164.6248 34110.3327 118 8411.7506 -6164.6248 119 -9939.7708 8411.7506 120 -27121.1401 -9939.7708 121 20166.6882 -27121.1401 122 32254.2266 20166.6882 123 -20683.3353 32254.2266 124 -10820.3145 -20683.3353 125 36482.3185 -10820.3145 126 32031.1341 36482.3185 127 -2283.9688 32031.1341 128 28243.3685 -2283.9688 129 -19622.3156 28243.3685 130 -11997.1072 -19622.3156 131 940.7651 -11997.1072 132 -21238.0054 940.7651 133 8963.2109 -21238.0054 134 -1705.4178 8963.2109 135 11589.7100 -1705.4178 136 2982.5978 11589.7100 137 -28654.9010 2982.5978 138 27656.2229 -28654.9010 139 12200.0279 27656.2229 140 19830.5309 12200.0279 141 8020.6084 19830.5309 142 -25626.4590 8020.6084 143 29652.1784 -25626.4590 144 5495.8520 29652.1784 145 -32905.2045 5495.8520 146 -33912.7717 -32905.2045 147 -18127.5608 -33912.7717 148 2397.9084 -18127.5608 149 -2407.8748 2397.9084 150 2225.6872 -2407.8748 151 2313.4661 2225.6872 152 2515.0957 2313.4661 153 2515.0957 2515.0957 154 37665.5185 2515.0957 155 31867.4452 37665.5185 156 2515.0957 31867.4452 157 2113.9608 2515.0957 158 -3227.1678 2113.9608 159 -372.3410 -3227.1678 160 4610.8805 -372.3410 161 21838.2592 4610.8805 162 1586.4985 21838.2592 163 40694.3483 1586.4985 > 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/7kyks1324657371.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8otsd1324657371.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9f2801324657371.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10m9ng1324657371.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11wmly1324657371.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/12cdkk1324657371.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/132fac1324657371.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/14uaee1324657371.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/158y6x1324657371.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/16sza71324657371.tab") + } > > try(system("convert tmp/1ol9v1324657371.ps tmp/1ol9v1324657371.png",intern=TRUE)) character(0) > try(system("convert tmp/2lk1m1324657371.ps tmp/2lk1m1324657371.png",intern=TRUE)) character(0) > try(system("convert tmp/3tmz51324657371.ps tmp/3tmz51324657371.png",intern=TRUE)) character(0) > try(system("convert tmp/42prl1324657371.ps tmp/42prl1324657371.png",intern=TRUE)) character(0) > try(system("convert tmp/58pvq1324657371.ps tmp/58pvq1324657371.png",intern=TRUE)) character(0) > try(system("convert tmp/69fz21324657371.ps tmp/69fz21324657371.png",intern=TRUE)) character(0) > try(system("convert tmp/7kyks1324657371.ps tmp/7kyks1324657371.png",intern=TRUE)) character(0) > try(system("convert tmp/8otsd1324657371.ps tmp/8otsd1324657371.png",intern=TRUE)) character(0) > try(system("convert tmp/9f2801324657371.ps tmp/9f2801324657371.png",intern=TRUE)) character(0) > try(system("convert tmp/10m9ng1324657371.ps tmp/10m9ng1324657371.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.870 0.200 5.075