R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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> x <- array(list(112285
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+ ,16)
+ ,dim=c(4
+ ,289)
+ ,dimnames=list(c('Writing'
+ ,'Pageviews'
+ ,'TimeRFC'
+ ,'Reviews')
+ ,1:289))
> y <- array(NA,dim=c(4,289),dimnames=list(c('Writing','Pageviews','TimeRFC','Reviews'),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
Writing Pageviews TimeRFC Reviews
1 112285 1418 210907 30
2 84786 869 120982 28
3 83123 1530 176508 38
4 101193 2172 179321 30
5 38361 901 123185 22
6 68504 463 52746 26
7 119182 3201 385534 25
8 22807 371 33170 18
9 17140 1192 101645 11
10 116174 1583 149061 26
11 57635 1439 165446 25
12 66198 1764 237213 38
13 71701 1495 173326 44
14 57793 1373 133131 30
15 80444 2187 258873 40
16 53855 1491 180083 34
17 97668 4041 324799 47
18 133824 1706 230964 30
19 101481 2152 236785 31
20 99645 1036 135473 23
21 114789 1882 202925 36
22 99052 1929 215147 36
23 67654 2242 344297 30
24 65553 1220 153935 25
25 97500 1289 132943 39
26 69112 2515 174724 34
27 82753 2147 174415 31
28 85323 2352 225548 31
29 72654 1638 223632 33
30 30727 1222 124817 25
31 77873 1812 221698 33
32 117478 1677 210767 35
33 74007 1579 170266 42
34 90183 1731 260561 43
35 61542 807 84853 30
36 101494 2452 294424 33
37 27570 829 101011 13
38 55813 1940 215641 32
39 79215 2662 325107 36
40 1423 186 7176 0
41 55461 1499 167542 28
42 31081 865 106408 14
43 22996 1793 96560 17
44 83122 2527 265769 32
45 70106 2747 269651 30
46 60578 1324 149112 35
47 39992 2702 175824 20
48 79892 1383 152871 28
49 49810 1179 111665 28
50 71570 2099 116408 39
51 100708 4308 362301 34
52 33032 918 78800 26
53 82875 1831 183167 39
54 139077 3373 277965 39
55 71595 1713 150629 33
56 72260 1438 168809 28
57 5950 496 24188 4
58 115762 2253 329267 39
59 32551 744 65029 18
60 31701 1161 101097 14
61 80670 2352 218946 29
62 143558 2144 244052 44
63 117105 4691 341570 21
64 23789 1112 103597 16
65 120733 2694 233328 28
66 105195 1973 256462 35
67 73107 1769 206161 28
68 132068 3148 311473 38
69 149193 2474 235800 23
70 46821 2084 177939 36
71 87011 1954 207176 32
72 95260 1226 196553 29
73 55183 1389 174184 25
74 106671 1496 143246 27
75 73511 2269 187559 36
76 92945 1833 187681 28
77 78664 1268 119016 23
78 70054 1943 182192 40
79 22618 893 73566 23
80 74011 1762 194979 40
81 83737 1403 167488 28
82 69094 1425 143756 34
83 93133 1857 275541 33
84 95536 1840 243199 28
85 225920 1502 182999 34
86 62133 1441 135649 30
87 61370 1420 152299 33
88 43836 1416 120221 22
89 106117 2970 346485 38
90 38692 1317 145790 26
91 84651 1644 193339 35
92 56622 870 80953 8
93 15986 1654 122774 24
94 95364 1054 130585 29
95 26706 937 112611 20
96 89691 3004 286468 29
97 67267 2008 241066 45
98 126846 2547 148446 37
99 41140 1885 204713 33
100 102860 1626 182079 33
101 51715 1468 140344 25
102 55801 2445 220516 32
103 111813 1964 243060 29
104 120293 1381 162765 28
105 138599 1369 182613 28
106 161647 1659 232138 31
107 115929 2888 265318 52
108 24266 1290 85574 21
109 162901 2845 310839 24
110 109825 1982 225060 41
111 129838 1904 232317 33
112 37510 1391 144966 32
113 43750 602 43287 19
114 40652 1743 155754 20
115 87771 1559 164709 31
116 85872 2014 201940 31
117 89275 2143 235454 32
118 44418 2146 220801 18
119 192565 874 99466 23
120 35232 1590 92661 17
121 40909 1590 133328 20
122 13294 1210 61361 12
123 32387 2072 125930 17
124 140867 1281 100750 30
125 120662 1401 224549 31
126 21233 834 82316 10
127 44332 1105 102010 13
128 61056 1272 101523 22
129 101338 1944 243511 42
130 1168 391 22938 1
131 13497 761 41566 9
132 65567 1605 152474 32
133 25162 530 61857 11
134 32334 1988 99923 25
135 40735 1386 132487 36
136 91413 2395 317394 31
137 855 387 21054 0
138 97068 1742 209641 24
139 44339 620 22648 13
140 14116 449 31414 8
141 10288 800 46698 13
142 65622 1684 131698 19
143 16563 1050 91735 18
144 76643 2699 244749 33
145 110681 1606 184510 40
146 29011 1502 79863 22
147 92696 1204 128423 38
148 94785 1138 97839 24
149 8773 568 38214 8
150 83209 1459 151101 35
151 93815 2158 272458 43
152 86687 1111 172494 43
153 34553 1421 108043 14
154 105547 2833 328107 41
155 103487 1955 250579 38
156 213688 2922 351067 45
157 71220 1002 158015 31
158 23517 1060 98866 13
159 56926 956 85439 28
160 91721 2186 229242 31
161 115168 3604 351619 40
162 111194 1035 84207 30
163 51009 1417 120445 16
164 135777 3261 324598 37
165 51513 1587 131069 30
166 74163 1424 204271 35
167 51633 1701 165543 32
168 75345 1249 141722 27
169 33416 946 116048 20
170 83305 1926 250047 18
171 98952 3352 299775 31
172 102372 1641 195838 31
173 37238 2035 173260 21
174 103772 2312 254488 39
175 123969 1369 104389 41
176 27142 1577 136084 13
177 135400 2201 199476 32
178 21399 961 92499 18
179 130115 1900 224330 39
180 24874 1254 135781 14
181 34988 1335 74408 7
182 45549 1597 81240 17
183 6023 207 14688 0
184 64466 1645 181633 30
185 54990 2429 271856 37
186 1644 151 7199 0
187 6179 474 46660 5
188 3926 141 17547 1
189 32755 1639 133368 16
190 34777 872 95227 32
191 73224 1318 152601 24
192 27114 1018 98146 17
193 20760 1383 79619 11
194 37636 1314 59194 24
195 65461 1335 139942 22
196 30080 1403 118612 12
197 24094 910 72880 19
198 69008 616 65475 13
199 54968 1407 99643 17
200 46090 771 71965 15
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202 10672 473 49289 24
203 34029 1376 135131 15
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205 24760 1521 89746 18
206 18779 572 44296 20
207 21280 1059 77648 16
208 40662 1544 181528 16
209 28987 1230 134019 18
210 22827 1206 124064 22
211 18513 1205 92630 8
212 30594 1255 121848 17
213 24006 613 52915 18
214 27913 721 81872 16
215 42744 1109 58981 23
216 12934 740 53515 22
217 22574 1126 60812 13
218 41385 728 56375 13
219 18653 689 65490 16
220 18472 592 80949 16
221 30976 995 76302 20
222 63339 1613 104011 22
223 25568 2048 98104 17
224 33747 705 67989 18
225 4154 301 30989 17
226 19474 1803 135458 12
227 35130 799 73504 7
228 39067 861 63123 17
229 13310 1186 61254 14
230 65892 1451 74914 23
231 4143 628 31774 17
232 28579 1161 81437 14
233 51776 1463 87186 15
234 21152 742 50090 17
235 38084 979 65745 21
236 27717 675 56653 18
237 32928 1241 158399 18
238 11342 676 46455 17
239 19499 1049 73624 17
240 16380 620 38395 16
241 36874 1081 91899 15
242 48259 1688 139526 21
243 16734 736 52164 16
244 28207 617 51567 14
245 30143 812 70551 15
246 41369 1051 84856 17
247 45833 1656 102538 15
248 29156 705 86678 15
249 35944 945 85709 10
250 36278 554 34662 6
251 45588 1597 150580 22
252 45097 982 99611 21
253 3895 222 19349 1
254 28394 1212 99373 18
255 18632 1143 86230 17
256 2325 435 30837 4
257 25139 532 31706 10
258 27975 882 89806 16
259 14483 608 62088 16
260 13127 459 40151 9
261 5839 578 27634 16
262 24069 826 76990 17
263 3738 509 37460 7
264 18625 717 54157 15
265 36341 637 49862 14
266 24548 857 84337 14
267 21792 830 64175 18
268 26263 652 59382 12
269 23686 707 119308 16
270 49303 954 76702 21
271 25659 1461 103425 19
272 28904 672 70344 16
273 2781 778 43410 1
274 29236 1141 104838 16
275 19546 680 62215 10
276 22818 1090 69304 19
277 32689 616 53117 12
278 5752 285 19764 2
279 22197 1145 86680 14
280 20055 733 84105 17
281 25272 888 77945 19
282 82206 849 89113 14
283 32073 1182 91005 11
284 5444 528 40248 4
285 20154 642 64187 16
286 36944 947 50857 20
287 8019 819 56613 12
288 30884 757 62792 15
289 19540 894 72535 16
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Pageviews TimeRFC Reviews
-6205.2761 -4.8138 0.2579 1505.5193
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-52935 -14063 -4878 9536 142696
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -6.205e+03 3.834e+03 -1.619 0.107
Pageviews -4.814e+00 4.423e+00 -1.088 0.277
TimeRFC 2.579e-01 4.527e-02 5.698 3.02e-08 ***
Reviews 1.506e+03 2.122e+02 7.094 1.03e-11 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 24870 on 285 degrees of freedom
Multiple R-squared: 0.6254, Adjusted R-squared: 0.6215
F-statistic: 158.6 on 3 and 285 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,] 0.56067212 8.786558e-01 4.393279e-01
[2,] 0.43574727 8.714945e-01 5.642527e-01
[3,] 0.31142403 6.228481e-01 6.885760e-01
[4,] 0.53172532 9.365494e-01 4.682747e-01
[5,] 0.47857567 9.571513e-01 5.214243e-01
[6,] 0.70936325 5.812735e-01 2.906368e-01
[7,] 0.73033966 5.393207e-01 2.696603e-01
[8,] 0.67624087 6.475183e-01 3.237591e-01
[9,] 0.66063006 6.787399e-01 3.393699e-01
[10,] 0.65159396 6.968121e-01 3.484060e-01
[11,] 0.63087988 7.382402e-01 3.691201e-01
[12,] 0.77175523 4.564895e-01 2.282448e-01
[13,] 0.72340952 5.531810e-01 2.765905e-01
[14,] 0.75478144 4.904371e-01 2.452186e-01
[15,] 0.76312473 4.737505e-01 2.368753e-01
[16,] 0.71223813 5.755237e-01 2.877619e-01
[17,] 0.81662328 3.667534e-01 1.833767e-01
[18,] 0.77260140 4.547972e-01 2.273986e-01
[19,] 0.74635918 5.072816e-01 2.536408e-01
[20,] 0.70616549 5.876690e-01 2.938345e-01
[21,] 0.65263578 6.947284e-01 3.473642e-01
[22,] 0.59486936 8.102613e-01 4.051306e-01
[23,] 0.55987911 8.802418e-01 4.401209e-01
[24,] 0.60952076 7.809585e-01 3.904792e-01
[25,] 0.56087397 8.782521e-01 4.391260e-01
[26,] 0.58192220 8.361556e-01 4.180778e-01
[27,] 0.54488679 9.102264e-01 4.551132e-01
[28,] 0.50767849 9.846430e-01 4.923215e-01
[29,] 0.45330042 9.066008e-01 5.466996e-01
[30,] 0.40168347 8.033669e-01 5.983165e-01
[31,] 0.38845188 7.769038e-01 6.115481e-01
[32,] 0.40791132 8.158226e-01 5.920887e-01
[33,] 0.41790729 8.358146e-01 5.820927e-01
[34,] 0.38937279 7.787456e-01 6.106272e-01
[35,] 0.36077418 7.215484e-01 6.392258e-01
[36,] 0.32741152 6.548230e-01 6.725885e-01
[37,] 0.31205442 6.241088e-01 6.879456e-01
[38,] 0.27378942 5.475788e-01 7.262106e-01
[39,] 0.25239815 5.047963e-01 7.476018e-01
[40,] 0.23157680 4.631536e-01 7.684232e-01
[41,] 0.20637360 4.127472e-01 7.936264e-01
[42,] 0.18262369 3.652474e-01 8.173763e-01
[43,] 0.15827718 3.165544e-01 8.417228e-01
[44,] 0.13139723 2.627945e-01 8.686028e-01
[45,] 0.11199037 2.239807e-01 8.880096e-01
[46,] 0.10422034 2.084407e-01 8.957797e-01
[47,] 0.08523769 1.704754e-01 9.147623e-01
[48,] 0.12969620 2.593924e-01 8.703038e-01
[49,] 0.10725321 2.145064e-01 8.927468e-01
[50,] 0.08813853 1.762771e-01 9.118615e-01
[51,] 0.07244840 1.448968e-01 9.275516e-01
[52,] 0.05991184 1.198237e-01 9.400882e-01
[53,] 0.04824824 9.649649e-02 9.517518e-01
[54,] 0.03857684 7.715368e-02 9.614232e-01
[55,] 0.03049144 6.098289e-02 9.695086e-01
[56,] 0.04479908 8.959816e-02 9.552009e-01
[57,] 0.05259200 1.051840e-01 9.474080e-01
[58,] 0.04699303 9.398607e-02 9.530070e-01
[59,] 0.06815680 1.363136e-01 9.318432e-01
[60,] 0.05738574 1.147715e-01 9.426143e-01
[61,] 0.04672900 9.345800e-02 9.532710e-01
[62,] 0.04404161 8.808321e-02 9.559584e-01
[63,] 0.18978345 3.795669e-01 8.102166e-01
[64,] 0.22519151 4.503830e-01 7.748085e-01
[65,] 0.19667195 3.933439e-01 8.033281e-01
[66,] 0.18315958 3.663192e-01 8.168404e-01
[67,] 0.16535589 3.307118e-01 8.346441e-01
[68,] 0.22077302 4.415460e-01 7.792270e-01
[69,] 0.19843162 3.968632e-01 8.015684e-01
[70,] 0.18574600 3.714920e-01 8.142540e-01
[71,] 0.18500926 3.700185e-01 8.149907e-01
[72,] 0.17518948 3.503790e-01 8.248105e-01
[73,] 0.17103930 3.420786e-01 8.289607e-01
[74,] 0.16048760 3.209752e-01 8.395124e-01
[75,] 0.14388310 2.877662e-01 8.561169e-01
[76,] 0.12399936 2.479987e-01 8.760006e-01
[77,] 0.10846622 2.169324e-01 8.915338e-01
[78,] 0.09338915 1.867783e-01 9.066108e-01
[79,] 0.94897248 1.020550e-01 5.102752e-02
[80,] 0.93914926 1.217015e-01 6.085074e-02
[81,] 0.93128531 1.374294e-01 6.871469e-02
[82,] 0.92026105 1.594779e-01 7.973895e-02
[83,] 0.91353630 1.729274e-01 8.646370e-02
[84,] 0.91456139 1.708772e-01 8.543861e-02
[85,] 0.89998320 2.000336e-01 1.000168e-01
[86,] 0.90580599 1.883880e-01 9.419401e-02
[87,] 0.92558889 1.488222e-01 7.441111e-02
[88,] 0.92925391 1.414922e-01 7.074609e-02
[89,] 0.92773215 1.445357e-01 7.226785e-02
[90,] 0.91587127 1.682575e-01 8.412873e-02
[91,] 0.94123999 1.175200e-01 5.876001e-02
[92,] 0.96687754 6.624493e-02 3.312246e-02
[93,] 0.97937121 4.125759e-02 2.062879e-02
[94,] 0.97781485 4.437030e-02 2.218515e-02
[95,] 0.97366675 5.266651e-02 2.633325e-02
[96,] 0.97657481 4.685038e-02 2.342519e-02
[97,] 0.97512161 4.975678e-02 2.487839e-02
[98,] 0.98573714 2.852572e-02 1.426286e-02
[99,] 0.99547842 9.043165e-03 4.521583e-03
[100,] 0.99922317 1.553659e-03 7.768293e-04
[101,] 0.99901310 1.973795e-03 9.868976e-04
[102,] 0.99889229 2.215430e-03 1.107715e-03
[103,] 0.99981617 3.676581e-04 1.838291e-04
[104,] 0.99975303 4.939468e-04 2.469734e-04
[105,] 0.99982387 3.522627e-04 1.761314e-04
[106,] 0.99987618 2.476371e-04 1.238186e-04
[107,] 0.99983716 3.256822e-04 1.628411e-04
[108,] 0.99980585 3.883069e-04 1.941535e-04
[109,] 0.99975043 4.991334e-04 2.495667e-04
[110,] 0.99965923 6.815331e-04 3.407666e-04
[111,] 0.99953834 9.233221e-04 4.616611e-04
[112,] 0.99953356 9.328877e-04 4.664438e-04
[113,] 1.00000000 1.373822e-09 6.869108e-10
[114,] 1.00000000 2.284296e-09 1.142148e-09
[115,] 1.00000000 3.399579e-09 1.699789e-09
[116,] 1.00000000 4.996202e-09 2.498101e-09
[117,] 1.00000000 7.297658e-09 3.648829e-09
[118,] 1.00000000 2.012670e-11 1.006335e-11
[119,] 1.00000000 1.198840e-11 5.994202e-12
[120,] 1.00000000 2.002560e-11 1.001280e-11
[121,] 1.00000000 3.177367e-11 1.588684e-11
[122,] 1.00000000 4.642685e-11 2.321343e-11
[123,] 1.00000000 7.871184e-11 3.935592e-11
[124,] 1.00000000 1.301777e-10 6.508886e-11
[125,] 1.00000000 2.202943e-10 1.101472e-10
[126,] 1.00000000 3.593250e-10 1.796625e-10
[127,] 1.00000000 5.957827e-10 2.978913e-10
[128,] 1.00000000 7.172042e-10 3.586021e-10
[129,] 1.00000000 3.505761e-10 1.752880e-10
[130,] 1.00000000 4.632432e-10 2.316216e-10
[131,] 1.00000000 7.422480e-10 3.711240e-10
[132,] 1.00000000 7.175611e-10 3.587806e-10
[133,] 1.00000000 5.781979e-10 2.890989e-10
[134,] 1.00000000 9.467917e-10 4.733959e-10
[135,] 1.00000000 1.377193e-09 6.885965e-10
[136,] 1.00000000 1.774710e-09 8.873549e-10
[137,] 1.00000000 1.755407e-09 8.777036e-10
[138,] 1.00000000 2.122729e-09 1.061365e-09
[139,] 1.00000000 2.670978e-09 1.335489e-09
[140,] 1.00000000 3.660848e-09 1.830424e-09
[141,] 1.00000000 5.003408e-09 2.501704e-09
[142,] 1.00000000 1.033126e-09 5.165630e-10
[143,] 1.00000000 1.697955e-09 8.489777e-10
[144,] 1.00000000 2.795100e-09 1.397550e-09
[145,] 1.00000000 2.853139e-09 1.426570e-09
[146,] 1.00000000 4.499166e-09 2.249583e-09
[147,] 1.00000000 7.496167e-09 3.748084e-09
[148,] 1.00000000 8.014480e-09 4.007240e-09
[149,] 0.99999999 1.336261e-08 6.681305e-09
[150,] 1.00000000 1.972254e-11 9.861270e-12
[151,] 1.00000000 3.476094e-11 1.738047e-11
[152,] 1.00000000 5.656146e-11 2.828073e-11
[153,] 1.00000000 9.877493e-11 4.938747e-11
[154,] 1.00000000 1.673747e-10 8.368733e-11
[155,] 1.00000000 2.659321e-10 1.329660e-10
[156,] 1.00000000 6.630815e-12 3.315407e-12
[157,] 1.00000000 1.090225e-11 5.451126e-12
[158,] 1.00000000 1.036995e-11 5.184975e-12
[159,] 1.00000000 1.609724e-11 8.048620e-12
[160,] 1.00000000 2.582499e-11 1.291250e-11
[161,] 1.00000000 2.559647e-11 1.279824e-11
[162,] 1.00000000 3.393498e-11 1.696749e-11
[163,] 1.00000000 5.153298e-11 2.576649e-11
[164,] 1.00000000 6.465609e-11 3.232805e-11
[165,] 1.00000000 1.185153e-10 5.925764e-11
[166,] 1.00000000 7.446786e-11 3.723393e-11
[167,] 1.00000000 7.287955e-11 3.643978e-11
[168,] 1.00000000 1.244273e-10 6.221363e-11
[169,] 1.00000000 2.902166e-12 1.451083e-12
[170,] 1.00000000 4.069909e-12 2.034954e-12
[171,] 1.00000000 9.821452e-15 4.910726e-15
[172,] 1.00000000 1.412063e-14 7.060317e-15
[173,] 1.00000000 4.644590e-17 2.322295e-17
[174,] 1.00000000 7.106496e-17 3.553248e-17
[175,] 1.00000000 1.272844e-16 6.364221e-17
[176,] 1.00000000 2.205703e-16 1.102851e-16
[177,] 1.00000000 4.934226e-16 2.467113e-16
[178,] 1.00000000 8.679909e-16 4.339954e-16
[179,] 1.00000000 3.008813e-16 1.504406e-16
[180,] 1.00000000 6.800851e-16 3.400425e-16
[181,] 1.00000000 1.338697e-15 6.693485e-16
[182,] 1.00000000 2.983397e-15 1.491699e-15
[183,] 1.00000000 5.328320e-15 2.664160e-15
[184,] 1.00000000 8.115139e-15 4.057569e-15
[185,] 1.00000000 4.716390e-15 2.358195e-15
[186,] 1.00000000 9.246570e-15 4.623285e-15
[187,] 1.00000000 1.752295e-14 8.761475e-15
[188,] 1.00000000 3.784301e-14 1.892150e-14
[189,] 1.00000000 2.937089e-14 1.468544e-14
[190,] 1.00000000 6.093281e-14 3.046641e-14
[191,] 1.00000000 1.175941e-13 5.879704e-14
[192,] 1.00000000 1.355436e-15 6.777179e-16
[193,] 1.00000000 1.201423e-15 6.007114e-16
[194,] 1.00000000 8.768195e-16 4.384097e-16
[195,] 1.00000000 2.010758e-15 1.005379e-15
[196,] 1.00000000 1.967393e-15 9.836964e-16
[197,] 1.00000000 4.406975e-15 2.203488e-15
[198,] 1.00000000 7.096067e-15 3.548034e-15
[199,] 1.00000000 1.135507e-14 5.677533e-15
[200,] 1.00000000 2.278615e-14 1.139307e-14
[201,] 1.00000000 4.300828e-14 2.150414e-14
[202,] 1.00000000 9.217151e-14 4.608576e-14
[203,] 1.00000000 1.596222e-13 7.981112e-14
[204,] 1.00000000 1.377340e-13 6.886699e-14
[205,] 1.00000000 2.681477e-13 1.340738e-13
[206,] 1.00000000 5.154162e-13 2.577081e-13
[207,] 1.00000000 1.148594e-12 5.742968e-13
[208,] 1.00000000 2.541086e-12 1.270543e-12
[209,] 1.00000000 4.571994e-12 2.285997e-12
[210,] 1.00000000 5.028195e-12 2.514098e-12
[211,] 1.00000000 1.087082e-11 5.435412e-12
[212,] 1.00000000 9.643713e-12 4.821857e-12
[213,] 1.00000000 1.870034e-11 9.350168e-12
[214,] 1.00000000 3.327375e-11 1.663688e-11
[215,] 1.00000000 7.173079e-11 3.586539e-11
[216,] 1.00000000 5.175458e-11 2.587729e-11
[217,] 1.00000000 6.625812e-11 3.312906e-11
[218,] 1.00000000 1.310241e-10 6.551207e-11
[219,] 1.00000000 1.645255e-10 8.226273e-11
[220,] 1.00000000 9.572391e-11 4.786196e-11
[221,] 1.00000000 1.279851e-10 6.399253e-11
[222,] 1.00000000 2.005526e-10 1.002763e-10
[223,] 1.00000000 2.194850e-10 1.097425e-10
[224,] 1.00000000 6.953374e-11 3.476687e-11
[225,] 1.00000000 7.671125e-11 3.835563e-11
[226,] 1.00000000 1.776725e-10 8.883624e-11
[227,] 1.00000000 1.564953e-10 7.824763e-11
[228,] 1.00000000 3.563009e-10 1.781504e-10
[229,] 1.00000000 6.872179e-10 3.436090e-10
[230,] 1.00000000 1.537075e-09 7.685377e-10
[231,] 1.00000000 1.972678e-09 9.863390e-10
[232,] 1.00000000 3.246511e-09 1.623255e-09
[233,] 1.00000000 5.670623e-09 2.835311e-09
[234,] 0.99999999 1.224662e-08 6.123312e-09
[235,] 0.99999999 2.555355e-08 1.277678e-08
[236,] 0.99999997 5.599776e-08 2.799888e-08
[237,] 0.99999995 1.072554e-07 5.362771e-08
[238,] 0.99999989 2.110815e-07 1.055407e-07
[239,] 0.99999978 4.391639e-07 2.195819e-07
[240,] 0.99999964 7.278577e-07 3.639288e-07
[241,] 0.99999950 9.972900e-07 4.986450e-07
[242,] 0.99999896 2.088049e-06 1.044025e-06
[243,] 0.99999839 3.215965e-06 1.607982e-06
[244,] 0.99999930 1.399769e-06 6.998844e-07
[245,] 0.99999851 2.978895e-06 1.489447e-06
[246,] 0.99999731 5.387161e-06 2.693581e-06
[247,] 0.99999434 1.132116e-05 5.660580e-06
[248,] 0.99998881 2.238594e-05 1.119297e-05
[249,] 0.99998274 3.451720e-05 1.725860e-05
[250,] 0.99996738 6.524419e-05 3.262209e-05
[251,] 0.99995109 9.781132e-05 4.890566e-05
[252,] 0.99990484 1.903266e-04 9.516332e-05
[253,] 0.99985616 2.876722e-04 1.438361e-04
[254,] 0.99972243 5.551484e-04 2.775742e-04
[255,] 0.99963490 7.302040e-04 3.651020e-04
[256,] 0.99935661 1.286777e-03 6.433883e-04
[257,] 0.99898681 2.026376e-03 1.013188e-03
[258,] 0.99827258 3.454837e-03 1.727419e-03
[259,] 0.99755652 4.886953e-03 2.443476e-03
[260,] 0.99568635 8.627308e-03 4.313654e-03
[261,] 0.99306695 1.386610e-02 6.933051e-03
[262,] 0.98817938 2.364125e-02 1.182062e-02
[263,] 0.98888277 2.223446e-02 1.111723e-02
[264,] 0.98632069 2.735861e-02 1.367931e-02
[265,] 0.97803147 4.393706e-02 2.196853e-02
[266,] 0.96326804 7.346392e-02 3.673196e-02
[267,] 0.94030449 1.193910e-01 5.969551e-02
[268,] 0.91771975 1.645605e-01 8.228025e-02
[269,] 0.87486858 2.502628e-01 1.251314e-01
[270,] 0.81428964 3.714207e-01 1.857104e-01
[271,] 0.75556827 4.888635e-01 2.444317e-01
[272,] 0.66728290 6.654342e-01 3.327171e-01
[273,] 0.59414823 8.117035e-01 4.058518e-01
[274,] 0.58588831 8.282234e-01 4.141117e-01
[275,] 0.53581121 9.283776e-01 4.641888e-01
[276,] 0.92016113 1.596777e-01 7.983887e-02
> postscript(file="/var/wessaorg/rcomp/tmp/1bqd71324665975.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2jhda1324665975.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3yni31324665975.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/45qzl1324665975.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5kiug1324665975.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
25752.04392 21815.39763 -6042.52587 26436.55135 -15990.65780 24189.94485
7 8 9 10 11 12
3718.63006 -4856.58943 -13694.37245 52409.16574 -9543.64172 -37498.56171
13 14 15 16 17 18
-25845.40119 -8896.03356 -29814.05765 -30398.27719 -31207.97981 43504.17833
19 20 21 22 23 24
10301.22815 41268.27925 23515.31474 4852.17823 -49317.27583 289.13169
25 26 27 28 29 30
16905.42204 -8829.69478 7636.07730 -1995.68032 -20618.59725 -27016.91703
31 32 33 34 35 36
-14063.16158 24700.33622 -19334.74457 -27222.09816 4580.55331 -6119.32955
37 38 39 40 41 42
-7859.30156 -32439.20849 -39817.96520 6672.76101 -16485.98592 -7072.55639
43 44 45 46 47 48
-12666.82347 -15233.87045 -25181.06494 -17996.44158 -16255.96000 11170.66074
49 50 51 52 53 54
-9265.21094 -860.55865 -16983.72405 -15811.80227 -8064.62277 31109.30526
55 56 57 58 59 60
-2487.10288 -307.42262 2282.11041 -10829.35221 -1534.33698 -3657.81471
61 62 63 64 65 66
-1934.80643 30893.60958 26175.80820 -15461.54844 37570.53028 2056.24413
67 68 69 70 71 72
-7501.14458 15880.09135 71861.49073 -37035.72530 1009.53855 13010.59674
73 74 75 76 77 78
-14490.10037 42481.69072 -11936.42826 17411.43413 25648.79286 -21600.51537
79 80 81 82 83 84
-20479.59891 -21812.93146 11341.81552 -6107.26856 -12474.11290 5716.52967
85 86 87 88 89 90
140967.55917 -4878.15451 -14553.29023 -7272.04486 -19958.31487 -25509.63031
91 92 93 94 95 96
-3790.36491 34091.16502 -37645.88268 29301.56011 -21733.99966 -7190.95552
97 98 99 100 101 102
-46787.41857 51319.59990 -46063.85963 20247.28505 -8849.55289 -31277.62491
103 104 105 106 107 108
21120.77577 49010.10158 62138.99707 69292.60300 -10683.14310 -17006.66371
109 110 111 112 113 114
66495.30056 5795.88188 35605.78104 -35155.99164 13083.43415 -15035.81390
115 116 117 118 119 120
12326.99295 3015.39373 -3110.31446 -23096.19550 142695.62456 -402.37065
121 122 123 124 125 126
-9731.05326 -8568.90450 -9508.08926 82087.03512 29023.04707 -4833.72585
127 128 129 130 131 132
9973.64323 14077.48763 -9138.57697 1833.62636 -905.08272 -8005.35165
133 134 135 136 137 138
1403.28603 -15301.69246 -34758.46475 -19388.26591 3492.82522 21454.37302
139 140 141 142 143 144
28115.55791 2336.00182 -11272.10336 17360.38635 -22937.51165 -16968.78357
145 146 147 148 149 150
16806.35243 -11273.63128 14363.59761 45100.60097 -4188.05855 4771.40682
151 152 153 154 155 156
-24603.15712 -10987.79294 -1345.78397 -20964.18032 -2737.57698 75661.16422
157 158 159 160 161 162
-5178.73968 -10247.05557 3541.70566 2650.44272 -12190.59042 55496.72499
163 164 165 166 167 168
8881.10921 18253.27798 -13614.03045 -18157.06502 -24848.07535 10359.75845
169 170 171 172 173 174
-15867.17101 7188.42600 -2698.02215 19293.71091 -23064.97130 -3247.80027
175 176 177 178 179 180
48113.34162 -13732.84495 52573.59113 -18726.99791 28890.47421 -18983.07587
181 182 183 184 185 186
17889.24357 12894.11241 9436.30223 -13423.65890 -52935.22407 6719.34502
187 188 189 190 191 192
-4896.45253 4778.65705 -11637.41592 -27558.32367 10281.48014 -12688.60569
193 194 195 196 197 198
-3473.82895 -1233.57101 8876.45388 -5620.42644 -12722.74865 41719.05528
199 200 201 202 203 204
16651.85291 14862.21118 -6619.19679 -29691.22405 -10578.65661 4870.90162
205 206 207 208 209 210
-11960.18575 -13797.74827 -11532.72844 -16609.50173 -20553.21713 -30283.16100
211 212 213 214 215 216
-5417.02130 -14181.12062 -7585.41741 -7616.28367 4448.05392 -24222.89600
217 218 219 220 221 222
-1057.18259 16982.34035 -12804.96281 -17440.19953 -7819.72017 17360.27708
223 224 225 226 227 228
-9265.53919 -1289.54038 -21778.49825 -18645.94012 15684.20277 7542.00837
229 230 231 232 233 234
-11651.87659 25132.82624 -20417.85228 -1708.96635 19953.46430 -7584.27115
235 236 237 238 239 240
428.67665 -4540.09243 -22847.52978 -16774.41790 -13829.48698 -8421.57937
241 242 243 244 245 246
1996.97465 -5013.45099 -11060.57571 3004.60100 -522.71321 5153.10256
247 248 249 250 251 252
10979.83329 -6184.38348 9536.46113 27176.74398 -12479.15489 -1278.84379
253 254 255 256 257 258
4672.79160 -12296.72078 -17495.41804 -3351.49037 10672.19541 -8825.65306
259 260 261 262 263 264
-16487.41388 -2363.88909 -16389.20538 -11201.15151 -7807.07745 -8269.56782
265 266 267 268 269 270
11674.64322 -7951.35614 -11659.07874 2224.42240 -21566.43906 8701.22306
271 272 273 274 275 276
-16383.72011 -3887.77627 29.28907 -10195.03532 -2077.45972 -12209.91363
277 278 279 280 281 282
10093.03870 5220.50310 -9520.29966 -17497.98856 -12957.05383 48436.27309
283 284 285 286 287 288
3934.83456 -2212.15790 -11194.13319 4480.17362 -14501.46947 1954.78374
289
-12748.22690
> postscript(file="/var/wessaorg/rcomp/tmp/6c2i11324665975.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 25752.04392 NA
1 21815.39763 25752.04392
2 -6042.52587 21815.39763
3 26436.55135 -6042.52587
4 -15990.65780 26436.55135
5 24189.94485 -15990.65780
6 3718.63006 24189.94485
7 -4856.58943 3718.63006
8 -13694.37245 -4856.58943
9 52409.16574 -13694.37245
10 -9543.64172 52409.16574
11 -37498.56171 -9543.64172
12 -25845.40119 -37498.56171
13 -8896.03356 -25845.40119
14 -29814.05765 -8896.03356
15 -30398.27719 -29814.05765
16 -31207.97981 -30398.27719
17 43504.17833 -31207.97981
18 10301.22815 43504.17833
19 41268.27925 10301.22815
20 23515.31474 41268.27925
21 4852.17823 23515.31474
22 -49317.27583 4852.17823
23 289.13169 -49317.27583
24 16905.42204 289.13169
25 -8829.69478 16905.42204
26 7636.07730 -8829.69478
27 -1995.68032 7636.07730
28 -20618.59725 -1995.68032
29 -27016.91703 -20618.59725
30 -14063.16158 -27016.91703
31 24700.33622 -14063.16158
32 -19334.74457 24700.33622
33 -27222.09816 -19334.74457
34 4580.55331 -27222.09816
35 -6119.32955 4580.55331
36 -7859.30156 -6119.32955
37 -32439.20849 -7859.30156
38 -39817.96520 -32439.20849
39 6672.76101 -39817.96520
40 -16485.98592 6672.76101
41 -7072.55639 -16485.98592
42 -12666.82347 -7072.55639
43 -15233.87045 -12666.82347
44 -25181.06494 -15233.87045
45 -17996.44158 -25181.06494
46 -16255.96000 -17996.44158
47 11170.66074 -16255.96000
48 -9265.21094 11170.66074
49 -860.55865 -9265.21094
50 -16983.72405 -860.55865
51 -15811.80227 -16983.72405
52 -8064.62277 -15811.80227
53 31109.30526 -8064.62277
54 -2487.10288 31109.30526
55 -307.42262 -2487.10288
56 2282.11041 -307.42262
57 -10829.35221 2282.11041
58 -1534.33698 -10829.35221
59 -3657.81471 -1534.33698
60 -1934.80643 -3657.81471
61 30893.60958 -1934.80643
62 26175.80820 30893.60958
63 -15461.54844 26175.80820
64 37570.53028 -15461.54844
65 2056.24413 37570.53028
66 -7501.14458 2056.24413
67 15880.09135 -7501.14458
68 71861.49073 15880.09135
69 -37035.72530 71861.49073
70 1009.53855 -37035.72530
71 13010.59674 1009.53855
72 -14490.10037 13010.59674
73 42481.69072 -14490.10037
74 -11936.42826 42481.69072
75 17411.43413 -11936.42826
76 25648.79286 17411.43413
77 -21600.51537 25648.79286
78 -20479.59891 -21600.51537
79 -21812.93146 -20479.59891
80 11341.81552 -21812.93146
81 -6107.26856 11341.81552
82 -12474.11290 -6107.26856
83 5716.52967 -12474.11290
84 140967.55917 5716.52967
85 -4878.15451 140967.55917
86 -14553.29023 -4878.15451
87 -7272.04486 -14553.29023
88 -19958.31487 -7272.04486
89 -25509.63031 -19958.31487
90 -3790.36491 -25509.63031
91 34091.16502 -3790.36491
92 -37645.88268 34091.16502
93 29301.56011 -37645.88268
94 -21733.99966 29301.56011
95 -7190.95552 -21733.99966
96 -46787.41857 -7190.95552
97 51319.59990 -46787.41857
98 -46063.85963 51319.59990
99 20247.28505 -46063.85963
100 -8849.55289 20247.28505
101 -31277.62491 -8849.55289
102 21120.77577 -31277.62491
103 49010.10158 21120.77577
104 62138.99707 49010.10158
105 69292.60300 62138.99707
106 -10683.14310 69292.60300
107 -17006.66371 -10683.14310
108 66495.30056 -17006.66371
109 5795.88188 66495.30056
110 35605.78104 5795.88188
111 -35155.99164 35605.78104
112 13083.43415 -35155.99164
113 -15035.81390 13083.43415
114 12326.99295 -15035.81390
115 3015.39373 12326.99295
116 -3110.31446 3015.39373
117 -23096.19550 -3110.31446
118 142695.62456 -23096.19550
119 -402.37065 142695.62456
120 -9731.05326 -402.37065
121 -8568.90450 -9731.05326
122 -9508.08926 -8568.90450
123 82087.03512 -9508.08926
124 29023.04707 82087.03512
125 -4833.72585 29023.04707
126 9973.64323 -4833.72585
127 14077.48763 9973.64323
128 -9138.57697 14077.48763
129 1833.62636 -9138.57697
130 -905.08272 1833.62636
131 -8005.35165 -905.08272
132 1403.28603 -8005.35165
133 -15301.69246 1403.28603
134 -34758.46475 -15301.69246
135 -19388.26591 -34758.46475
136 3492.82522 -19388.26591
137 21454.37302 3492.82522
138 28115.55791 21454.37302
139 2336.00182 28115.55791
140 -11272.10336 2336.00182
141 17360.38635 -11272.10336
142 -22937.51165 17360.38635
143 -16968.78357 -22937.51165
144 16806.35243 -16968.78357
145 -11273.63128 16806.35243
146 14363.59761 -11273.63128
147 45100.60097 14363.59761
148 -4188.05855 45100.60097
149 4771.40682 -4188.05855
150 -24603.15712 4771.40682
151 -10987.79294 -24603.15712
152 -1345.78397 -10987.79294
153 -20964.18032 -1345.78397
154 -2737.57698 -20964.18032
155 75661.16422 -2737.57698
156 -5178.73968 75661.16422
157 -10247.05557 -5178.73968
158 3541.70566 -10247.05557
159 2650.44272 3541.70566
160 -12190.59042 2650.44272
161 55496.72499 -12190.59042
162 8881.10921 55496.72499
163 18253.27798 8881.10921
164 -13614.03045 18253.27798
165 -18157.06502 -13614.03045
166 -24848.07535 -18157.06502
167 10359.75845 -24848.07535
168 -15867.17101 10359.75845
169 7188.42600 -15867.17101
170 -2698.02215 7188.42600
171 19293.71091 -2698.02215
172 -23064.97130 19293.71091
173 -3247.80027 -23064.97130
174 48113.34162 -3247.80027
175 -13732.84495 48113.34162
176 52573.59113 -13732.84495
177 -18726.99791 52573.59113
178 28890.47421 -18726.99791
179 -18983.07587 28890.47421
180 17889.24357 -18983.07587
181 12894.11241 17889.24357
182 9436.30223 12894.11241
183 -13423.65890 9436.30223
184 -52935.22407 -13423.65890
185 6719.34502 -52935.22407
186 -4896.45253 6719.34502
187 4778.65705 -4896.45253
188 -11637.41592 4778.65705
189 -27558.32367 -11637.41592
190 10281.48014 -27558.32367
191 -12688.60569 10281.48014
192 -3473.82895 -12688.60569
193 -1233.57101 -3473.82895
194 8876.45388 -1233.57101
195 -5620.42644 8876.45388
196 -12722.74865 -5620.42644
197 41719.05528 -12722.74865
198 16651.85291 41719.05528
199 14862.21118 16651.85291
200 -6619.19679 14862.21118
201 -29691.22405 -6619.19679
202 -10578.65661 -29691.22405
203 4870.90162 -10578.65661
204 -11960.18575 4870.90162
205 -13797.74827 -11960.18575
206 -11532.72844 -13797.74827
207 -16609.50173 -11532.72844
208 -20553.21713 -16609.50173
209 -30283.16100 -20553.21713
210 -5417.02130 -30283.16100
211 -14181.12062 -5417.02130
212 -7585.41741 -14181.12062
213 -7616.28367 -7585.41741
214 4448.05392 -7616.28367
215 -24222.89600 4448.05392
216 -1057.18259 -24222.89600
217 16982.34035 -1057.18259
218 -12804.96281 16982.34035
219 -17440.19953 -12804.96281
220 -7819.72017 -17440.19953
221 17360.27708 -7819.72017
222 -9265.53919 17360.27708
223 -1289.54038 -9265.53919
224 -21778.49825 -1289.54038
225 -18645.94012 -21778.49825
226 15684.20277 -18645.94012
227 7542.00837 15684.20277
228 -11651.87659 7542.00837
229 25132.82624 -11651.87659
230 -20417.85228 25132.82624
231 -1708.96635 -20417.85228
232 19953.46430 -1708.96635
233 -7584.27115 19953.46430
234 428.67665 -7584.27115
235 -4540.09243 428.67665
236 -22847.52978 -4540.09243
237 -16774.41790 -22847.52978
238 -13829.48698 -16774.41790
239 -8421.57937 -13829.48698
240 1996.97465 -8421.57937
241 -5013.45099 1996.97465
242 -11060.57571 -5013.45099
243 3004.60100 -11060.57571
244 -522.71321 3004.60100
245 5153.10256 -522.71321
246 10979.83329 5153.10256
247 -6184.38348 10979.83329
248 9536.46113 -6184.38348
249 27176.74398 9536.46113
250 -12479.15489 27176.74398
251 -1278.84379 -12479.15489
252 4672.79160 -1278.84379
253 -12296.72078 4672.79160
254 -17495.41804 -12296.72078
255 -3351.49037 -17495.41804
256 10672.19541 -3351.49037
257 -8825.65306 10672.19541
258 -16487.41388 -8825.65306
259 -2363.88909 -16487.41388
260 -16389.20538 -2363.88909
261 -11201.15151 -16389.20538
262 -7807.07745 -11201.15151
263 -8269.56782 -7807.07745
264 11674.64322 -8269.56782
265 -7951.35614 11674.64322
266 -11659.07874 -7951.35614
267 2224.42240 -11659.07874
268 -21566.43906 2224.42240
269 8701.22306 -21566.43906
270 -16383.72011 8701.22306
271 -3887.77627 -16383.72011
272 29.28907 -3887.77627
273 -10195.03532 29.28907
274 -2077.45972 -10195.03532
275 -12209.91363 -2077.45972
276 10093.03870 -12209.91363
277 5220.50310 10093.03870
278 -9520.29966 5220.50310
279 -17497.98856 -9520.29966
280 -12957.05383 -17497.98856
281 48436.27309 -12957.05383
282 3934.83456 48436.27309
283 -2212.15790 3934.83456
284 -11194.13319 -2212.15790
285 4480.17362 -11194.13319
286 -14501.46947 4480.17362
287 1954.78374 -14501.46947
288 -12748.22690 1954.78374
289 NA -12748.22690
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 21815.39763 25752.04392
[2,] -6042.52587 21815.39763
[3,] 26436.55135 -6042.52587
[4,] -15990.65780 26436.55135
[5,] 24189.94485 -15990.65780
[6,] 3718.63006 24189.94485
[7,] -4856.58943 3718.63006
[8,] -13694.37245 -4856.58943
[9,] 52409.16574 -13694.37245
[10,] -9543.64172 52409.16574
[11,] -37498.56171 -9543.64172
[12,] -25845.40119 -37498.56171
[13,] -8896.03356 -25845.40119
[14,] -29814.05765 -8896.03356
[15,] -30398.27719 -29814.05765
[16,] -31207.97981 -30398.27719
[17,] 43504.17833 -31207.97981
[18,] 10301.22815 43504.17833
[19,] 41268.27925 10301.22815
[20,] 23515.31474 41268.27925
[21,] 4852.17823 23515.31474
[22,] -49317.27583 4852.17823
[23,] 289.13169 -49317.27583
[24,] 16905.42204 289.13169
[25,] -8829.69478 16905.42204
[26,] 7636.07730 -8829.69478
[27,] -1995.68032 7636.07730
[28,] -20618.59725 -1995.68032
[29,] -27016.91703 -20618.59725
[30,] -14063.16158 -27016.91703
[31,] 24700.33622 -14063.16158
[32,] -19334.74457 24700.33622
[33,] -27222.09816 -19334.74457
[34,] 4580.55331 -27222.09816
[35,] -6119.32955 4580.55331
[36,] -7859.30156 -6119.32955
[37,] -32439.20849 -7859.30156
[38,] -39817.96520 -32439.20849
[39,] 6672.76101 -39817.96520
[40,] -16485.98592 6672.76101
[41,] -7072.55639 -16485.98592
[42,] -12666.82347 -7072.55639
[43,] -15233.87045 -12666.82347
[44,] -25181.06494 -15233.87045
[45,] -17996.44158 -25181.06494
[46,] -16255.96000 -17996.44158
[47,] 11170.66074 -16255.96000
[48,] -9265.21094 11170.66074
[49,] -860.55865 -9265.21094
[50,] -16983.72405 -860.55865
[51,] -15811.80227 -16983.72405
[52,] -8064.62277 -15811.80227
[53,] 31109.30526 -8064.62277
[54,] -2487.10288 31109.30526
[55,] -307.42262 -2487.10288
[56,] 2282.11041 -307.42262
[57,] -10829.35221 2282.11041
[58,] -1534.33698 -10829.35221
[59,] -3657.81471 -1534.33698
[60,] -1934.80643 -3657.81471
[61,] 30893.60958 -1934.80643
[62,] 26175.80820 30893.60958
[63,] -15461.54844 26175.80820
[64,] 37570.53028 -15461.54844
[65,] 2056.24413 37570.53028
[66,] -7501.14458 2056.24413
[67,] 15880.09135 -7501.14458
[68,] 71861.49073 15880.09135
[69,] -37035.72530 71861.49073
[70,] 1009.53855 -37035.72530
[71,] 13010.59674 1009.53855
[72,] -14490.10037 13010.59674
[73,] 42481.69072 -14490.10037
[74,] -11936.42826 42481.69072
[75,] 17411.43413 -11936.42826
[76,] 25648.79286 17411.43413
[77,] -21600.51537 25648.79286
[78,] -20479.59891 -21600.51537
[79,] -21812.93146 -20479.59891
[80,] 11341.81552 -21812.93146
[81,] -6107.26856 11341.81552
[82,] -12474.11290 -6107.26856
[83,] 5716.52967 -12474.11290
[84,] 140967.55917 5716.52967
[85,] -4878.15451 140967.55917
[86,] -14553.29023 -4878.15451
[87,] -7272.04486 -14553.29023
[88,] -19958.31487 -7272.04486
[89,] -25509.63031 -19958.31487
[90,] -3790.36491 -25509.63031
[91,] 34091.16502 -3790.36491
[92,] -37645.88268 34091.16502
[93,] 29301.56011 -37645.88268
[94,] -21733.99966 29301.56011
[95,] -7190.95552 -21733.99966
[96,] -46787.41857 -7190.95552
[97,] 51319.59990 -46787.41857
[98,] -46063.85963 51319.59990
[99,] 20247.28505 -46063.85963
[100,] -8849.55289 20247.28505
[101,] -31277.62491 -8849.55289
[102,] 21120.77577 -31277.62491
[103,] 49010.10158 21120.77577
[104,] 62138.99707 49010.10158
[105,] 69292.60300 62138.99707
[106,] -10683.14310 69292.60300
[107,] -17006.66371 -10683.14310
[108,] 66495.30056 -17006.66371
[109,] 5795.88188 66495.30056
[110,] 35605.78104 5795.88188
[111,] -35155.99164 35605.78104
[112,] 13083.43415 -35155.99164
[113,] -15035.81390 13083.43415
[114,] 12326.99295 -15035.81390
[115,] 3015.39373 12326.99295
[116,] -3110.31446 3015.39373
[117,] -23096.19550 -3110.31446
[118,] 142695.62456 -23096.19550
[119,] -402.37065 142695.62456
[120,] -9731.05326 -402.37065
[121,] -8568.90450 -9731.05326
[122,] -9508.08926 -8568.90450
[123,] 82087.03512 -9508.08926
[124,] 29023.04707 82087.03512
[125,] -4833.72585 29023.04707
[126,] 9973.64323 -4833.72585
[127,] 14077.48763 9973.64323
[128,] -9138.57697 14077.48763
[129,] 1833.62636 -9138.57697
[130,] -905.08272 1833.62636
[131,] -8005.35165 -905.08272
[132,] 1403.28603 -8005.35165
[133,] -15301.69246 1403.28603
[134,] -34758.46475 -15301.69246
[135,] -19388.26591 -34758.46475
[136,] 3492.82522 -19388.26591
[137,] 21454.37302 3492.82522
[138,] 28115.55791 21454.37302
[139,] 2336.00182 28115.55791
[140,] -11272.10336 2336.00182
[141,] 17360.38635 -11272.10336
[142,] -22937.51165 17360.38635
[143,] -16968.78357 -22937.51165
[144,] 16806.35243 -16968.78357
[145,] -11273.63128 16806.35243
[146,] 14363.59761 -11273.63128
[147,] 45100.60097 14363.59761
[148,] -4188.05855 45100.60097
[149,] 4771.40682 -4188.05855
[150,] -24603.15712 4771.40682
[151,] -10987.79294 -24603.15712
[152,] -1345.78397 -10987.79294
[153,] -20964.18032 -1345.78397
[154,] -2737.57698 -20964.18032
[155,] 75661.16422 -2737.57698
[156,] -5178.73968 75661.16422
[157,] -10247.05557 -5178.73968
[158,] 3541.70566 -10247.05557
[159,] 2650.44272 3541.70566
[160,] -12190.59042 2650.44272
[161,] 55496.72499 -12190.59042
[162,] 8881.10921 55496.72499
[163,] 18253.27798 8881.10921
[164,] -13614.03045 18253.27798
[165,] -18157.06502 -13614.03045
[166,] -24848.07535 -18157.06502
[167,] 10359.75845 -24848.07535
[168,] -15867.17101 10359.75845
[169,] 7188.42600 -15867.17101
[170,] -2698.02215 7188.42600
[171,] 19293.71091 -2698.02215
[172,] -23064.97130 19293.71091
[173,] -3247.80027 -23064.97130
[174,] 48113.34162 -3247.80027
[175,] -13732.84495 48113.34162
[176,] 52573.59113 -13732.84495
[177,] -18726.99791 52573.59113
[178,] 28890.47421 -18726.99791
[179,] -18983.07587 28890.47421
[180,] 17889.24357 -18983.07587
[181,] 12894.11241 17889.24357
[182,] 9436.30223 12894.11241
[183,] -13423.65890 9436.30223
[184,] -52935.22407 -13423.65890
[185,] 6719.34502 -52935.22407
[186,] -4896.45253 6719.34502
[187,] 4778.65705 -4896.45253
[188,] -11637.41592 4778.65705
[189,] -27558.32367 -11637.41592
[190,] 10281.48014 -27558.32367
[191,] -12688.60569 10281.48014
[192,] -3473.82895 -12688.60569
[193,] -1233.57101 -3473.82895
[194,] 8876.45388 -1233.57101
[195,] -5620.42644 8876.45388
[196,] -12722.74865 -5620.42644
[197,] 41719.05528 -12722.74865
[198,] 16651.85291 41719.05528
[199,] 14862.21118 16651.85291
[200,] -6619.19679 14862.21118
[201,] -29691.22405 -6619.19679
[202,] -10578.65661 -29691.22405
[203,] 4870.90162 -10578.65661
[204,] -11960.18575 4870.90162
[205,] -13797.74827 -11960.18575
[206,] -11532.72844 -13797.74827
[207,] -16609.50173 -11532.72844
[208,] -20553.21713 -16609.50173
[209,] -30283.16100 -20553.21713
[210,] -5417.02130 -30283.16100
[211,] -14181.12062 -5417.02130
[212,] -7585.41741 -14181.12062
[213,] -7616.28367 -7585.41741
[214,] 4448.05392 -7616.28367
[215,] -24222.89600 4448.05392
[216,] -1057.18259 -24222.89600
[217,] 16982.34035 -1057.18259
[218,] -12804.96281 16982.34035
[219,] -17440.19953 -12804.96281
[220,] -7819.72017 -17440.19953
[221,] 17360.27708 -7819.72017
[222,] -9265.53919 17360.27708
[223,] -1289.54038 -9265.53919
[224,] -21778.49825 -1289.54038
[225,] -18645.94012 -21778.49825
[226,] 15684.20277 -18645.94012
[227,] 7542.00837 15684.20277
[228,] -11651.87659 7542.00837
[229,] 25132.82624 -11651.87659
[230,] -20417.85228 25132.82624
[231,] -1708.96635 -20417.85228
[232,] 19953.46430 -1708.96635
[233,] -7584.27115 19953.46430
[234,] 428.67665 -7584.27115
[235,] -4540.09243 428.67665
[236,] -22847.52978 -4540.09243
[237,] -16774.41790 -22847.52978
[238,] -13829.48698 -16774.41790
[239,] -8421.57937 -13829.48698
[240,] 1996.97465 -8421.57937
[241,] -5013.45099 1996.97465
[242,] -11060.57571 -5013.45099
[243,] 3004.60100 -11060.57571
[244,] -522.71321 3004.60100
[245,] 5153.10256 -522.71321
[246,] 10979.83329 5153.10256
[247,] -6184.38348 10979.83329
[248,] 9536.46113 -6184.38348
[249,] 27176.74398 9536.46113
[250,] -12479.15489 27176.74398
[251,] -1278.84379 -12479.15489
[252,] 4672.79160 -1278.84379
[253,] -12296.72078 4672.79160
[254,] -17495.41804 -12296.72078
[255,] -3351.49037 -17495.41804
[256,] 10672.19541 -3351.49037
[257,] -8825.65306 10672.19541
[258,] -16487.41388 -8825.65306
[259,] -2363.88909 -16487.41388
[260,] -16389.20538 -2363.88909
[261,] -11201.15151 -16389.20538
[262,] -7807.07745 -11201.15151
[263,] -8269.56782 -7807.07745
[264,] 11674.64322 -8269.56782
[265,] -7951.35614 11674.64322
[266,] -11659.07874 -7951.35614
[267,] 2224.42240 -11659.07874
[268,] -21566.43906 2224.42240
[269,] 8701.22306 -21566.43906
[270,] -16383.72011 8701.22306
[271,] -3887.77627 -16383.72011
[272,] 29.28907 -3887.77627
[273,] -10195.03532 29.28907
[274,] -2077.45972 -10195.03532
[275,] -12209.91363 -2077.45972
[276,] 10093.03870 -12209.91363
[277,] 5220.50310 10093.03870
[278,] -9520.29966 5220.50310
[279,] -17497.98856 -9520.29966
[280,] -12957.05383 -17497.98856
[281,] 48436.27309 -12957.05383
[282,] 3934.83456 48436.27309
[283,] -2212.15790 3934.83456
[284,] -11194.13319 -2212.15790
[285,] 4480.17362 -11194.13319
[286,] -14501.46947 4480.17362
[287,] 1954.78374 -14501.46947
[288,] -12748.22690 1954.78374
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 21815.39763 25752.04392
2 -6042.52587 21815.39763
3 26436.55135 -6042.52587
4 -15990.65780 26436.55135
5 24189.94485 -15990.65780
6 3718.63006 24189.94485
7 -4856.58943 3718.63006
8 -13694.37245 -4856.58943
9 52409.16574 -13694.37245
10 -9543.64172 52409.16574
11 -37498.56171 -9543.64172
12 -25845.40119 -37498.56171
13 -8896.03356 -25845.40119
14 -29814.05765 -8896.03356
15 -30398.27719 -29814.05765
16 -31207.97981 -30398.27719
17 43504.17833 -31207.97981
18 10301.22815 43504.17833
19 41268.27925 10301.22815
20 23515.31474 41268.27925
21 4852.17823 23515.31474
22 -49317.27583 4852.17823
23 289.13169 -49317.27583
24 16905.42204 289.13169
25 -8829.69478 16905.42204
26 7636.07730 -8829.69478
27 -1995.68032 7636.07730
28 -20618.59725 -1995.68032
29 -27016.91703 -20618.59725
30 -14063.16158 -27016.91703
31 24700.33622 -14063.16158
32 -19334.74457 24700.33622
33 -27222.09816 -19334.74457
34 4580.55331 -27222.09816
35 -6119.32955 4580.55331
36 -7859.30156 -6119.32955
37 -32439.20849 -7859.30156
38 -39817.96520 -32439.20849
39 6672.76101 -39817.96520
40 -16485.98592 6672.76101
41 -7072.55639 -16485.98592
42 -12666.82347 -7072.55639
43 -15233.87045 -12666.82347
44 -25181.06494 -15233.87045
45 -17996.44158 -25181.06494
46 -16255.96000 -17996.44158
47 11170.66074 -16255.96000
48 -9265.21094 11170.66074
49 -860.55865 -9265.21094
50 -16983.72405 -860.55865
51 -15811.80227 -16983.72405
52 -8064.62277 -15811.80227
53 31109.30526 -8064.62277
54 -2487.10288 31109.30526
55 -307.42262 -2487.10288
56 2282.11041 -307.42262
57 -10829.35221 2282.11041
58 -1534.33698 -10829.35221
59 -3657.81471 -1534.33698
60 -1934.80643 -3657.81471
61 30893.60958 -1934.80643
62 26175.80820 30893.60958
63 -15461.54844 26175.80820
64 37570.53028 -15461.54844
65 2056.24413 37570.53028
66 -7501.14458 2056.24413
67 15880.09135 -7501.14458
68 71861.49073 15880.09135
69 -37035.72530 71861.49073
70 1009.53855 -37035.72530
71 13010.59674 1009.53855
72 -14490.10037 13010.59674
73 42481.69072 -14490.10037
74 -11936.42826 42481.69072
75 17411.43413 -11936.42826
76 25648.79286 17411.43413
77 -21600.51537 25648.79286
78 -20479.59891 -21600.51537
79 -21812.93146 -20479.59891
80 11341.81552 -21812.93146
81 -6107.26856 11341.81552
82 -12474.11290 -6107.26856
83 5716.52967 -12474.11290
84 140967.55917 5716.52967
85 -4878.15451 140967.55917
86 -14553.29023 -4878.15451
87 -7272.04486 -14553.29023
88 -19958.31487 -7272.04486
89 -25509.63031 -19958.31487
90 -3790.36491 -25509.63031
91 34091.16502 -3790.36491
92 -37645.88268 34091.16502
93 29301.56011 -37645.88268
94 -21733.99966 29301.56011
95 -7190.95552 -21733.99966
96 -46787.41857 -7190.95552
97 51319.59990 -46787.41857
98 -46063.85963 51319.59990
99 20247.28505 -46063.85963
100 -8849.55289 20247.28505
101 -31277.62491 -8849.55289
102 21120.77577 -31277.62491
103 49010.10158 21120.77577
104 62138.99707 49010.10158
105 69292.60300 62138.99707
106 -10683.14310 69292.60300
107 -17006.66371 -10683.14310
108 66495.30056 -17006.66371
109 5795.88188 66495.30056
110 35605.78104 5795.88188
111 -35155.99164 35605.78104
112 13083.43415 -35155.99164
113 -15035.81390 13083.43415
114 12326.99295 -15035.81390
115 3015.39373 12326.99295
116 -3110.31446 3015.39373
117 -23096.19550 -3110.31446
118 142695.62456 -23096.19550
119 -402.37065 142695.62456
120 -9731.05326 -402.37065
121 -8568.90450 -9731.05326
122 -9508.08926 -8568.90450
123 82087.03512 -9508.08926
124 29023.04707 82087.03512
125 -4833.72585 29023.04707
126 9973.64323 -4833.72585
127 14077.48763 9973.64323
128 -9138.57697 14077.48763
129 1833.62636 -9138.57697
130 -905.08272 1833.62636
131 -8005.35165 -905.08272
132 1403.28603 -8005.35165
133 -15301.69246 1403.28603
134 -34758.46475 -15301.69246
135 -19388.26591 -34758.46475
136 3492.82522 -19388.26591
137 21454.37302 3492.82522
138 28115.55791 21454.37302
139 2336.00182 28115.55791
140 -11272.10336 2336.00182
141 17360.38635 -11272.10336
142 -22937.51165 17360.38635
143 -16968.78357 -22937.51165
144 16806.35243 -16968.78357
145 -11273.63128 16806.35243
146 14363.59761 -11273.63128
147 45100.60097 14363.59761
148 -4188.05855 45100.60097
149 4771.40682 -4188.05855
150 -24603.15712 4771.40682
151 -10987.79294 -24603.15712
152 -1345.78397 -10987.79294
153 -20964.18032 -1345.78397
154 -2737.57698 -20964.18032
155 75661.16422 -2737.57698
156 -5178.73968 75661.16422
157 -10247.05557 -5178.73968
158 3541.70566 -10247.05557
159 2650.44272 3541.70566
160 -12190.59042 2650.44272
161 55496.72499 -12190.59042
162 8881.10921 55496.72499
163 18253.27798 8881.10921
164 -13614.03045 18253.27798
165 -18157.06502 -13614.03045
166 -24848.07535 -18157.06502
167 10359.75845 -24848.07535
168 -15867.17101 10359.75845
169 7188.42600 -15867.17101
170 -2698.02215 7188.42600
171 19293.71091 -2698.02215
172 -23064.97130 19293.71091
173 -3247.80027 -23064.97130
174 48113.34162 -3247.80027
175 -13732.84495 48113.34162
176 52573.59113 -13732.84495
177 -18726.99791 52573.59113
178 28890.47421 -18726.99791
179 -18983.07587 28890.47421
180 17889.24357 -18983.07587
181 12894.11241 17889.24357
182 9436.30223 12894.11241
183 -13423.65890 9436.30223
184 -52935.22407 -13423.65890
185 6719.34502 -52935.22407
186 -4896.45253 6719.34502
187 4778.65705 -4896.45253
188 -11637.41592 4778.65705
189 -27558.32367 -11637.41592
190 10281.48014 -27558.32367
191 -12688.60569 10281.48014
192 -3473.82895 -12688.60569
193 -1233.57101 -3473.82895
194 8876.45388 -1233.57101
195 -5620.42644 8876.45388
196 -12722.74865 -5620.42644
197 41719.05528 -12722.74865
198 16651.85291 41719.05528
199 14862.21118 16651.85291
200 -6619.19679 14862.21118
201 -29691.22405 -6619.19679
202 -10578.65661 -29691.22405
203 4870.90162 -10578.65661
204 -11960.18575 4870.90162
205 -13797.74827 -11960.18575
206 -11532.72844 -13797.74827
207 -16609.50173 -11532.72844
208 -20553.21713 -16609.50173
209 -30283.16100 -20553.21713
210 -5417.02130 -30283.16100
211 -14181.12062 -5417.02130
212 -7585.41741 -14181.12062
213 -7616.28367 -7585.41741
214 4448.05392 -7616.28367
215 -24222.89600 4448.05392
216 -1057.18259 -24222.89600
217 16982.34035 -1057.18259
218 -12804.96281 16982.34035
219 -17440.19953 -12804.96281
220 -7819.72017 -17440.19953
221 17360.27708 -7819.72017
222 -9265.53919 17360.27708
223 -1289.54038 -9265.53919
224 -21778.49825 -1289.54038
225 -18645.94012 -21778.49825
226 15684.20277 -18645.94012
227 7542.00837 15684.20277
228 -11651.87659 7542.00837
229 25132.82624 -11651.87659
230 -20417.85228 25132.82624
231 -1708.96635 -20417.85228
232 19953.46430 -1708.96635
233 -7584.27115 19953.46430
234 428.67665 -7584.27115
235 -4540.09243 428.67665
236 -22847.52978 -4540.09243
237 -16774.41790 -22847.52978
238 -13829.48698 -16774.41790
239 -8421.57937 -13829.48698
240 1996.97465 -8421.57937
241 -5013.45099 1996.97465
242 -11060.57571 -5013.45099
243 3004.60100 -11060.57571
244 -522.71321 3004.60100
245 5153.10256 -522.71321
246 10979.83329 5153.10256
247 -6184.38348 10979.83329
248 9536.46113 -6184.38348
249 27176.74398 9536.46113
250 -12479.15489 27176.74398
251 -1278.84379 -12479.15489
252 4672.79160 -1278.84379
253 -12296.72078 4672.79160
254 -17495.41804 -12296.72078
255 -3351.49037 -17495.41804
256 10672.19541 -3351.49037
257 -8825.65306 10672.19541
258 -16487.41388 -8825.65306
259 -2363.88909 -16487.41388
260 -16389.20538 -2363.88909
261 -11201.15151 -16389.20538
262 -7807.07745 -11201.15151
263 -8269.56782 -7807.07745
264 11674.64322 -8269.56782
265 -7951.35614 11674.64322
266 -11659.07874 -7951.35614
267 2224.42240 -11659.07874
268 -21566.43906 2224.42240
269 8701.22306 -21566.43906
270 -16383.72011 8701.22306
271 -3887.77627 -16383.72011
272 29.28907 -3887.77627
273 -10195.03532 29.28907
274 -2077.45972 -10195.03532
275 -12209.91363 -2077.45972
276 10093.03870 -12209.91363
277 5220.50310 10093.03870
278 -9520.29966 5220.50310
279 -17497.98856 -9520.29966
280 -12957.05383 -17497.98856
281 48436.27309 -12957.05383
282 3934.83456 48436.27309
283 -2212.15790 3934.83456
284 -11194.13319 -2212.15790
285 4480.17362 -11194.13319
286 -14501.46947 4480.17362
287 1954.78374 -14501.46947
288 -12748.22690 1954.78374
> 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/7ck401324665975.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8pcu01324665975.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9287m1324665975.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10qlxo1324665975.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/118frd1324665975.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/125ryq1324665975.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/139t6l1324665975.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/14vom71324665975.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/159r8y1324665975.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/1643z71324665975.tab")
+ }
>
> try(system("convert tmp/1bqd71324665975.ps tmp/1bqd71324665975.png",intern=TRUE))
character(0)
> try(system("convert tmp/2jhda1324665975.ps tmp/2jhda1324665975.png",intern=TRUE))
character(0)
> try(system("convert tmp/3yni31324665975.ps tmp/3yni31324665975.png",intern=TRUE))
character(0)
> try(system("convert tmp/45qzl1324665975.ps tmp/45qzl1324665975.png",intern=TRUE))
character(0)
> try(system("convert tmp/5kiug1324665975.ps tmp/5kiug1324665975.png",intern=TRUE))
character(0)
> try(system("convert tmp/6c2i11324665975.ps tmp/6c2i11324665975.png",intern=TRUE))
character(0)
> try(system("convert tmp/7ck401324665975.ps tmp/7ck401324665975.png",intern=TRUE))
character(0)
> try(system("convert tmp/8pcu01324665975.ps tmp/8pcu01324665975.png",intern=TRUE))
character(0)
> try(system("convert tmp/9287m1324665975.ps tmp/9287m1324665975.png",intern=TRUE))
character(0)
> try(system("convert tmp/10qlxo1324665975.ps tmp/10qlxo1324665975.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
7.901 0.754 8.666