R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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> x <- array(list(210907
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+ ,39)
+ ,dim=c(4
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'pageviews'
+ ,'compendiums_reviewed'
+ ,'feedback_messages_p120
')
+ ,1:289))
> y <- array(NA,dim=c(4,289),dimnames=list(c('time_in_rfc','pageviews','compendiums_reviewed','feedback_messages_p120
'),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
time_in_rfc pageviews compendiums_reviewed feedback_messages_p120\r
1 210907 1418 30 94
2 120982 869 28 103
3 176508 1530 38 93
4 179321 2172 30 103
5 123185 901 22 51
6 52746 463 26 70
7 385534 3201 25 91
8 33170 371 18 22
9 101645 1192 11 38
10 149061 1583 26 93
11 165446 1439 25 60
12 237213 1764 38 123
13 173326 1495 44 148
14 133131 1373 30 90
15 258873 2187 40 124
16 180083 1491 34 70
17 324799 4041 47 168
18 230964 1706 30 115
19 236785 2152 31 71
20 135473 1036 23 66
21 202925 1882 36 134
22 215147 1929 36 117
23 344297 2242 30 108
24 153935 1220 25 84
25 132943 1289 39 156
26 174724 2515 34 120
27 174415 2147 31 114
28 225548 2352 31 94
29 223632 1638 33 120
30 124817 1222 25 81
31 221698 1812 33 110
32 210767 1677 35 133
33 170266 1579 42 122
34 260561 1731 43 158
35 84853 807 30 109
36 294424 2452 33 124
37 101011 829 13 39
38 215641 1940 32 92
39 325107 2662 36 126
40 7176 186 0 0
41 167542 1499 28 70
42 106408 865 14 37
43 96560 1793 17 38
44 265769 2527 32 120
45 269651 2747 30 93
46 149112 1324 35 95
47 175824 2702 20 77
48 152871 1383 28 90
49 111665 1179 28 80
50 116408 2099 39 31
51 362301 4308 34 110
52 78800 918 26 66
53 183167 1831 39 138
54 277965 3373 39 133
55 150629 1713 33 113
56 168809 1438 28 100
57 24188 496 4 7
58 329267 2253 39 140
59 65029 744 18 61
60 101097 1161 14 41
61 218946 2352 29 96
62 244052 2144 44 164
63 341570 4691 21 78
64 103597 1112 16 49
65 233328 2694 28 102
66 256462 1973 35 124
67 206161 1769 28 99
68 311473 3148 38 129
69 235800 2474 23 62
70 177939 2084 36 73
71 207176 1954 32 114
72 196553 1226 29 99
73 174184 1389 25 70
74 143246 1496 27 104
75 187559 2269 36 116
76 187681 1833 28 91
77 119016 1268 23 74
78 182192 1943 40 138
79 73566 893 23 67
80 194979 1762 40 151
81 167488 1403 28 72
82 143756 1425 34 120
83 275541 1857 33 115
84 243199 1840 28 105
85 182999 1502 34 104
86 135649 1441 30 108
87 152299 1420 33 98
88 120221 1416 22 69
89 346485 2970 38 111
90 145790 1317 26 99
91 193339 1644 35 71
92 80953 870 8 27
93 122774 1654 24 69
94 130585 1054 29 107
95 112611 937 20 73
96 286468 3004 29 107
97 241066 2008 45 93
98 148446 2547 37 129
99 204713 1885 33 69
100 182079 1626 33 118
101 140344 1468 25 73
102 220516 2445 32 119
103 243060 1964 29 104
104 162765 1381 28 107
105 182613 1369 28 99
106 232138 1659 31 90
107 265318 2888 52 197
108 85574 1290 21 36
109 310839 2845 24 85
110 225060 1982 41 139
111 232317 1904 33 106
112 144966 1391 32 50
113 43287 602 19 64
114 155754 1743 20 31
115 164709 1559 31 63
116 201940 2014 31 92
117 235454 2143 32 106
118 220801 2146 18 63
119 99466 874 23 69
120 92661 1590 17 41
121 133328 1590 20 56
122 61361 1210 12 25
123 125930 2072 17 65
124 100750 1281 30 93
125 224549 1401 31 114
126 82316 834 10 38
127 102010 1105 13 44
128 101523 1272 22 87
129 243511 1944 42 110
130 22938 391 1 0
131 41566 761 9 27
132 152474 1605 32 83
133 61857 530 11 30
134 99923 1988 25 80
135 132487 1386 36 98
136 317394 2395 31 82
137 21054 387 0 0
138 209641 1742 24 60
139 22648 620 13 28
140 31414 449 8 9
141 46698 800 13 33
142 131698 1684 19 59
143 91735 1050 18 49
144 244749 2699 33 115
145 184510 1606 40 140
146 79863 1502 22 49
147 128423 1204 38 120
148 97839 1138 24 66
149 38214 568 8 21
150 151101 1459 35 124
151 272458 2158 43 152
152 172494 1111 43 139
153 108043 1421 14 38
154 328107 2833 41 144
155 250579 1955 38 120
156 351067 2922 45 160
157 158015 1002 31 114
158 98866 1060 13 39
159 85439 956 28 78
160 229242 2186 31 119
161 351619 3604 40 141
162 84207 1035 30 101
163 120445 1417 16 56
164 324598 3261 37 133
165 131069 1587 30 83
166 204271 1424 35 116
167 165543 1701 32 90
168 141722 1249 27 36
169 116048 946 20 50
170 250047 1926 18 61
171 299775 3352 31 97
172 195838 1641 31 98
173 173260 2035 21 78
174 254488 2312 39 117
175 104389 1369 41 148
176 136084 1577 13 41
177 199476 2201 32 105
178 92499 961 18 55
179 224330 1900 39 132
180 135781 1254 14 44
181 74408 1335 7 21
182 81240 1597 17 50
183 14688 207 0 0
184 181633 1645 30 73
185 271856 2429 37 86
186 7199 151 0 0
187 46660 474 5 13
188 17547 141 1 4
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190 95227 872 32 48
191 152601 1318 24 46
192 98146 1018 17 48
193 79619 1383 11 32
194 59194 1314 24 68
195 139942 1335 22 87
196 118612 1403 12 43
197 72880 910 19 67
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199 99643 1407 17 46
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202 49289 473 24 44
203 135131 1376 15 60
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209 134019 1230 18 54
210 124064 1206 22 86
211 92630 1205 8 24
212 121848 1255 17 52
213 52915 613 18 49
214 81872 721 16 61
215 58981 1109 23 61
216 53515 740 22 81
217 60812 1126 13 43
218 56375 728 13 40
219 65490 689 16 40
220 80949 592 16 56
221 76302 995 20 68
222 104011 1613 22 79
223 98104 2048 17 47
224 67989 705 18 57
225 30989 301 17 41
226 135458 1803 12 29
227 73504 799 7 3
228 63123 861 17 60
229 61254 1186 14 30
230 74914 1451 23 79
231 31774 628 17 47
232 81437 1161 14 40
233 87186 1463 15 48
234 50090 742 17 36
235 65745 979 21 42
236 56653 675 18 49
237 158399 1241 18 57
238 46455 676 17 12
239 73624 1049 17 40
240 38395 620 16 43
241 91899 1081 15 33
242 139526 1688 21 77
243 52164 736 16 43
244 51567 617 14 45
245 70551 812 15 47
246 84856 1051 17 43
247 102538 1656 15 45
248 86678 705 15 50
249 85709 945 10 35
250 34662 554 6 7
251 150580 1597 22 71
252 99611 982 21 67
253 19349 222 1 0
254 99373 1212 18 62
255 86230 1143 17 54
256 30837 435 4 4
257 31706 532 10 25
258 89806 882 16 40
259 62088 608 16 38
260 40151 459 9 19
261 27634 578 16 17
262 76990 826 17 67
263 37460 509 7 14
264 54157 717 15 30
265 49862 637 14 54
266 84337 857 14 35
267 64175 830 18 59
268 59382 652 12 24
269 119308 707 16 58
270 76702 954 21 42
271 103425 1461 19 46
272 70344 672 16 61
273 43410 778 1 3
274 104838 1141 16 52
275 62215 680 10 25
276 69304 1090 19 40
277 53117 616 12 32
278 19764 285 2 4
279 86680 1145 14 49
280 84105 733 17 63
281 77945 888 19 67
282 89113 849 14 32
283 91005 1182 11 23
284 40248 528 4 7
285 64187 642 16 54
286 50857 947 20 37
287 56613 819 12 35
288 62792 757 15 51
289 72535 894 16 39
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) pageviews
-21842.66 75.48
compendiums_reviewed `feedback_messages_p120\r`
942.87 432.05
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-112577 -18639 464 17921 121968
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -21842.658 4809.304 -4.542 8.24e-06 ***
pageviews 75.479 3.491 21.621 < 2e-16 ***
compendiums_reviewed 942.873 453.784 2.078 0.038623 *
`feedback_messages_p120\r` 432.053 124.294 3.476 0.000588 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 31880 on 285 degrees of freedom
Multiple R-squared: 0.8517, Adjusted R-squared: 0.8501
F-statistic: 545.5 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,] 0.9432163 1.135674e-01 5.678370e-02
[2,] 0.9140125 1.719750e-01 8.598748e-02
[3,] 0.8905583 2.188834e-01 1.094417e-01
[4,] 0.8674840 2.650319e-01 1.325160e-01
[5,] 0.8022305 3.955390e-01 1.977695e-01
[6,] 0.7616187 4.767626e-01 2.383813e-01
[7,] 0.7071880 5.856240e-01 2.928120e-01
[8,] 0.6738852 6.522296e-01 3.261148e-01
[9,] 0.5912754 8.174493e-01 4.087246e-01
[10,] 0.5078435 9.843130e-01 4.921565e-01
[11,] 0.9357810 1.284380e-01 6.421899e-02
[12,] 0.9479903 1.040194e-01 5.200971e-02
[13,] 0.9313405 1.373189e-01 6.865947e-02
[14,] 0.9085058 1.829884e-01 9.149422e-02
[15,] 0.8776130 2.447741e-01 1.223870e-01
[16,] 0.8407787 3.184426e-01 1.592213e-01
[17,] 0.9894412 2.111756e-02 1.055878e-02
[18,] 0.9847385 3.052293e-02 1.526147e-02
[19,] 0.9832212 3.355755e-02 1.677878e-02
[20,] 0.9979042 4.191565e-03 2.095783e-03
[21,] 0.9986304 2.739150e-03 1.369575e-03
[22,] 0.9980365 3.927098e-03 1.963549e-03
[23,] 0.9982819 3.436151e-03 1.718076e-03
[24,] 0.9976428 4.714300e-03 2.357150e-03
[25,] 0.9970966 5.806865e-03 2.903433e-03
[26,] 0.9962436 7.512783e-03 3.756392e-03
[27,] 0.9947475 1.050500e-02 5.252501e-03
[28,] 0.9970938 5.812409e-03 2.906205e-03
[29,] 0.9968573 6.285344e-03 3.142672e-03
[30,] 0.9971148 5.770326e-03 2.885163e-03
[31,] 0.9960806 7.838786e-03 3.919393e-03
[32,] 0.9946422 1.071567e-02 5.357834e-03
[33,] 0.9962103 7.579366e-03 3.789683e-03
[34,] 0.9954278 9.144450e-03 4.572225e-03
[35,] 0.9937714 1.245719e-02 6.228593e-03
[36,] 0.9920586 1.588283e-02 7.941416e-03
[37,] 0.9977728 4.454394e-03 2.227197e-03
[38,] 0.9969043 6.191379e-03 3.095689e-03
[39,] 0.9957862 8.427576e-03 4.213788e-03
[40,] 0.9942574 1.148521e-02 5.742607e-03
[41,] 0.9982887 3.422559e-03 1.711279e-03
[42,] 0.9975995 4.801063e-03 2.400532e-03
[43,] 0.9971595 5.681001e-03 2.840500e-03
[44,] 0.9988970 2.206087e-03 1.103043e-03
[45,] 0.9986241 2.751890e-03 1.375945e-03
[46,] 0.9984164 3.167147e-03 1.583573e-03
[47,] 0.9983339 3.332214e-03 1.666107e-03
[48,] 0.9987533 2.493313e-03 1.246656e-03
[49,] 0.9988893 2.221380e-03 1.110690e-03
[50,] 0.9984707 3.058565e-03 1.529282e-03
[51,] 0.9980983 3.803322e-03 1.901661e-03
[52,] 0.9996486 7.027859e-04 3.513930e-04
[53,] 0.9995742 8.516791e-04 4.258396e-04
[54,] 0.9994025 1.195087e-03 5.975436e-04
[55,] 0.9991742 1.651555e-03 8.257777e-04
[56,] 0.9988808 2.238460e-03 1.119230e-03
[57,] 0.9990960 1.808011e-03 9.040056e-04
[58,] 0.9987554 2.489197e-03 1.244598e-03
[59,] 0.9984682 3.063641e-03 1.531821e-03
[60,] 0.9986705 2.659036e-03 1.329518e-03
[61,] 0.9984000 3.199967e-03 1.599984e-03
[62,] 0.9978518 4.296307e-03 2.148153e-03
[63,] 0.9974688 5.062471e-03 2.531236e-03
[64,] 0.9969219 6.156134e-03 3.078067e-03
[65,] 0.9959231 8.153837e-03 4.076918e-03
[66,] 0.9972350 5.529998e-03 2.764999e-03
[67,] 0.9972680 5.464046e-03 2.732023e-03
[68,] 0.9969681 6.063878e-03 3.031939e-03
[69,] 0.9976774 4.645109e-03 2.322554e-03
[70,] 0.9969125 6.174904e-03 3.087452e-03
[71,] 0.9961473 7.705450e-03 3.852725e-03
[72,] 0.9966506 6.698871e-03 3.349435e-03
[73,] 0.9963932 7.213642e-03 3.606821e-03
[74,] 0.9957738 8.452317e-03 4.226159e-03
[75,] 0.9952402 9.519690e-03 4.759845e-03
[76,] 0.9949078 1.018437e-02 5.092187e-03
[77,] 0.9984261 3.147794e-03 1.573897e-03
[78,] 0.9989770 2.045992e-03 1.022996e-03
[79,] 0.9986953 2.609473e-03 1.304737e-03
[80,] 0.9986351 2.729877e-03 1.364938e-03
[81,] 0.9982006 3.598716e-03 1.799358e-03
[82,] 0.9978509 4.298196e-03 2.149098e-03
[83,] 0.9990319 1.936160e-03 9.680799e-04
[84,] 0.9987245 2.551099e-03 1.275549e-03
[85,] 0.9986374 2.725188e-03 1.362594e-03
[86,] 0.9982653 3.469473e-03 1.734736e-03
[87,] 0.9983486 3.302826e-03 1.651413e-03
[88,] 0.9978594 4.281197e-03 2.140598e-03
[89,] 0.9972944 5.411251e-03 2.705625e-03
[90,] 0.9965080 6.983992e-03 3.491996e-03
[91,] 0.9964622 7.075604e-03 3.537802e-03
[92,] 0.9998622 2.756191e-04 1.378095e-04
[93,] 0.9998359 3.281824e-04 1.640912e-04
[94,] 0.9997731 4.537984e-04 2.268992e-04
[95,] 0.9996912 6.175165e-04 3.087582e-04
[96,] 0.9996430 7.139435e-04 3.569717e-04
[97,] 0.9997244 5.512358e-04 2.756179e-04
[98,] 0.9996313 7.373650e-04 3.686825e-04
[99,] 0.9996271 7.457962e-04 3.728981e-04
[100,] 0.9998335 3.330745e-04 1.665373e-04
[101,] 0.9999252 1.496240e-04 7.481198e-05
[102,] 0.9999215 1.570113e-04 7.850567e-05
[103,] 0.9999621 7.570642e-05 3.785321e-05
[104,] 0.9999461 1.078754e-04 5.393771e-05
[105,] 0.9999486 1.027228e-04 5.136141e-05
[106,] 0.9999293 1.414903e-04 7.074517e-05
[107,] 0.9999271 1.458712e-04 7.293558e-05
[108,] 0.9999014 1.972464e-04 9.862322e-05
[109,] 0.9998691 2.618896e-04 1.309448e-04
[110,] 0.9998190 3.619118e-04 1.809559e-04
[111,] 0.9997810 4.379883e-04 2.189941e-04
[112,] 0.9997904 4.191394e-04 2.095697e-04
[113,] 0.9997167 5.665094e-04 2.832547e-04
[114,] 0.9997838 4.324461e-04 2.162230e-04
[115,] 0.9997150 5.699409e-04 2.849704e-04
[116,] 0.9997336 5.328102e-04 2.664051e-04
[117,] 0.9998617 2.765280e-04 1.382640e-04
[118,] 0.9998932 2.136974e-04 1.068487e-04
[119,] 0.9999637 7.263542e-05 3.631771e-05
[120,] 0.9999519 9.621708e-05 4.810854e-05
[121,] 0.9999337 1.325616e-04 6.628081e-05
[122,] 0.9999336 1.327918e-04 6.639592e-05
[123,] 0.9999383 1.233014e-04 6.165070e-05
[124,] 0.9999171 1.657021e-04 8.285105e-05
[125,] 0.9998957 2.086242e-04 1.043121e-04
[126,] 0.9998618 2.764903e-04 1.382452e-04
[127,] 0.9998314 3.372005e-04 1.686003e-04
[128,] 0.9999841 3.173169e-05 1.586585e-05
[129,] 0.9999818 3.648569e-05 1.824284e-05
[130,] 0.9999993 1.319452e-06 6.597258e-07
[131,] 0.9999990 1.900922e-06 9.504612e-07
[132,] 0.9999996 8.149524e-07 4.074762e-07
[133,] 0.9999996 8.772456e-07 4.386228e-07
[134,] 0.9999993 1.305033e-06 6.525164e-07
[135,] 0.9999992 1.684367e-06 8.421835e-07
[136,] 0.9999989 2.251732e-06 1.125866e-06
[137,] 0.9999983 3.376542e-06 1.688271e-06
[138,] 0.9999977 4.533738e-06 2.266869e-06
[139,] 0.9999967 6.511590e-06 3.255795e-06
[140,] 0.9999986 2.830838e-06 1.415419e-06
[141,] 0.9999984 3.254361e-06 1.627180e-06
[142,] 0.9999978 4.365386e-06 2.182693e-06
[143,] 0.9999967 6.529741e-06 3.264870e-06
[144,] 0.9999960 7.995523e-06 3.997762e-06
[145,] 0.9999958 8.347112e-06 4.173556e-06
[146,] 0.9999945 1.098654e-05 5.493272e-06
[147,] 0.9999921 1.584347e-05 7.921735e-06
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[155,] 0.9999957 8.645793e-06 4.322897e-06
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[158,] 0.9999937 1.266189e-05 6.330945e-06
[159,] 0.9999928 1.436849e-05 7.184244e-06
[160,] 0.9999965 6.924215e-06 3.462107e-06
[161,] 0.9999949 1.020613e-05 5.103063e-06
[162,] 0.9999951 9.733898e-06 4.866949e-06
[163,] 0.9999952 9.544765e-06 4.772383e-06
[164,] 0.9999999 2.203371e-07 1.101686e-07
[165,] 0.9999999 2.813805e-07 1.406902e-07
[166,] 0.9999999 1.869915e-07 9.349575e-08
[167,] 0.9999999 2.908898e-07 1.454449e-07
[168,] 0.9999999 1.563725e-07 7.818625e-08
[169,] 1.0000000 2.828281e-08 1.414140e-08
[170,] 1.0000000 3.949099e-08 1.974549e-08
[171,] 1.0000000 6.073081e-08 3.036540e-08
[172,] 1.0000000 9.839960e-08 4.919980e-08
[173,] 1.0000000 6.932033e-08 3.466017e-08
[174,] 1.0000000 4.674219e-08 2.337109e-08
[175,] 1.0000000 6.156538e-08 3.078269e-08
[176,] 1.0000000 2.342992e-08 1.171496e-08
[177,] 1.0000000 3.781130e-08 1.890565e-08
[178,] 1.0000000 2.191773e-08 1.095886e-08
[179,] 1.0000000 2.021141e-10 1.010571e-10
[180,] 1.0000000 3.461239e-10 1.730619e-10
[181,] 1.0000000 5.906064e-10 2.953032e-10
[182,] 1.0000000 1.032816e-09 5.164080e-10
[183,] 1.0000000 1.733168e-09 8.665838e-10
[184,] 1.0000000 1.394811e-09 6.974053e-10
[185,] 1.0000000 6.855693e-11 3.427846e-11
[186,] 1.0000000 9.885015e-11 4.942507e-11
[187,] 1.0000000 1.131038e-10 5.655188e-11
[188,] 1.0000000 1.983696e-11 9.918478e-12
[189,] 1.0000000 2.632993e-11 1.316497e-11
[190,] 1.0000000 4.605430e-11 2.302715e-11
[191,] 1.0000000 7.299190e-11 3.649595e-11
[192,] 1.0000000 1.406225e-10 7.031126e-11
[193,] 1.0000000 2.521732e-10 1.260866e-10
[194,] 1.0000000 4.788483e-10 2.394241e-10
[195,] 1.0000000 8.418260e-10 4.209130e-10
[196,] 1.0000000 1.313097e-09 6.565484e-10
[197,] 1.0000000 1.597032e-09 7.985158e-10
[198,] 1.0000000 2.948418e-09 1.474209e-09
[199,] 1.0000000 2.584978e-09 1.292489e-09
[200,] 1.0000000 4.728550e-09 2.364275e-09
[201,] 1.0000000 7.726847e-09 3.863424e-09
[202,] 1.0000000 3.108475e-10 1.554238e-10
[203,] 1.0000000 1.004374e-10 5.021869e-11
[204,] 1.0000000 1.433711e-10 7.168554e-11
[205,] 1.0000000 2.737943e-10 1.368971e-10
[206,] 1.0000000 2.229161e-10 1.114581e-10
[207,] 1.0000000 4.378942e-10 2.189471e-10
[208,] 1.0000000 7.701686e-10 3.850843e-10
[209,] 1.0000000 5.175912e-10 2.587956e-10
[210,] 1.0000000 4.190959e-10 2.095479e-10
[211,] 1.0000000 3.509389e-10 1.754695e-10
[212,] 1.0000000 6.736773e-10 3.368386e-10
[213,] 1.0000000 1.306322e-09 6.531609e-10
[214,] 1.0000000 1.746791e-09 8.733956e-10
[215,] 1.0000000 2.854944e-09 1.427472e-09
[216,] 1.0000000 2.450305e-09 1.225152e-09
[217,] 1.0000000 3.078302e-10 1.539151e-10
[218,] 1.0000000 6.552669e-10 3.276335e-10
[219,] 1.0000000 1.379307e-09 6.896536e-10
[220,] 1.0000000 2.369481e-09 1.184741e-09
[221,] 1.0000000 2.244624e-09 1.122312e-09
[222,] 1.0000000 3.015931e-09 1.507966e-09
[223,] 1.0000000 3.171340e-09 1.585670e-09
[224,] 1.0000000 1.126028e-10 5.630139e-11
[225,] 1.0000000 6.318172e-11 3.159086e-11
[226,] 1.0000000 1.292334e-10 6.461672e-11
[227,] 1.0000000 6.992384e-11 3.496192e-11
[228,] 1.0000000 1.434446e-10 7.172229e-11
[229,] 1.0000000 2.814709e-10 1.407354e-10
[230,] 1.0000000 6.023871e-10 3.011936e-10
[231,] 1.0000000 2.571822e-12 1.285911e-12
[232,] 1.0000000 5.857481e-12 2.928741e-12
[233,] 1.0000000 1.389182e-11 6.945910e-12
[234,] 1.0000000 1.379824e-11 6.899121e-12
[235,] 1.0000000 2.402501e-11 1.201250e-11
[236,] 1.0000000 6.292968e-11 3.146484e-11
[237,] 1.0000000 1.072092e-10 5.360461e-11
[238,] 1.0000000 2.140650e-10 1.070325e-10
[239,] 1.0000000 5.469708e-10 2.734854e-10
[240,] 1.0000000 1.405077e-09 7.025383e-10
[241,] 1.0000000 1.348712e-09 6.743562e-10
[242,] 1.0000000 1.678310e-09 8.391548e-10
[243,] 1.0000000 3.853328e-09 1.926664e-09
[244,] 1.0000000 9.850219e-09 4.925110e-09
[245,] 1.0000000 1.039896e-08 5.199482e-09
[246,] 1.0000000 2.270705e-08 1.135353e-08
[247,] 1.0000000 5.679153e-08 2.839577e-08
[248,] 0.9999999 1.380203e-07 6.901015e-08
[249,] 0.9999999 2.828156e-07 1.414078e-07
[250,] 0.9999997 6.925093e-07 3.462546e-07
[251,] 0.9999994 1.102865e-06 5.514323e-07
[252,] 0.9999994 1.295177e-06 6.475886e-07
[253,] 0.9999987 2.687445e-06 1.343722e-06
[254,] 0.9999968 6.436391e-06 3.218196e-06
[255,] 0.9999936 1.273857e-05 6.369283e-06
[256,] 0.9999869 2.621695e-05 1.310847e-05
[257,] 0.9999702 5.965168e-05 2.982584e-05
[258,] 0.9999329 1.341139e-04 6.705694e-05
[259,] 0.9999282 1.435878e-04 7.179388e-05
[260,] 0.9998965 2.070935e-04 1.035468e-04
[261,] 0.9998708 2.584748e-04 1.292374e-04
[262,] 0.9997463 5.074770e-04 2.537385e-04
[263,] 0.9999966 6.895884e-06 3.447942e-06
[264,] 0.9999913 1.737932e-05 8.689662e-06
[265,] 0.9999737 5.255675e-05 2.627837e-05
[266,] 0.9999212 1.576749e-04 7.883746e-05
[267,] 0.9998920 2.159269e-04 1.079634e-04
[268,] 0.9997654 4.691591e-04 2.345796e-04
[269,] 0.9994389 1.122172e-03 5.610858e-04
[270,] 0.9986376 2.724869e-03 1.362435e-03
[271,] 0.9961985 7.603028e-03 3.801514e-03
[272,] 0.9913161 1.736775e-02 8.683876e-03
[273,] 0.9823533 3.529347e-02 1.764673e-02
[274,] 0.9671196 6.576087e-02 3.288044e-02
[275,] 0.9194361 1.611279e-01 8.056393e-02
[276,] 0.9707085 5.858297e-02 2.929148e-02
> postscript(file="/var/wessaorg/rcomp/tmp/14t0o1324667356.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2zb781324667356.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3r5au1324667356.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/492vx1324667356.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5rurv1324667356.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
56821.45221 6331.61737 6857.88475 -35564.08533 34243.28758
6 7 8 9 10
-15116.47117 102880.16958 533.11303 6727.23573 -13275.01291
11 12 13 14 15
29179.56350 36939.24317 -23102.50769 -15829.78730 24353.88509
16 17 18 19 20
27085.27189 -75268.36671 46067.42858 36292.31241 28917.97380
21 22 23 24 25
-9122.09774 6897.29575 121968.12972 23829.16352 -46678.91837
26 27 28 29 30
-77166.72854 -44278.56962 22.32266 38879.10594 -4143.63539
31 32 33 34 35
28132.31353 15567.99518 -19383.60862 42941.82526 -29595.75787
36 37 38 39 40
46503.10144 31174.26229 21133.84572 57642.81429 14979.58987
41 42 43 44 45
19597.68198 33775.25568 -49377.80063 14858.27212 15686.09905
46 47 48 49 50
-3024.95529 -58402.77023 5041.17108 -16446.61192 -70345.17842
51 52 53 54 55
-20602.79670 -21677.14111 -29587.50807 -49017.64684 -36760.43806
56 57 58 59 60
12507.30435 1797.27845 83796.30676 -12611.56665 4394.30111
61 62 63 64 65
-5558.03622 -8275.13540 -44159.15093 5250.59480 -18639.25077
66 67 68 69 70
42809.72880 25307.85435 4144.18210 22434.58362 -22999.59842
71 72 73 74 75
2106.97703 55742.00230 37370.97717 -18218.80783 -45921.46401
76 77 78 79 80
5453.63075 -8506.54543 -39959.01399 -22627.60203 -19127.02837
81 82 83 84 85
25925.54675 -25862.77019 76418.50010 54394.53760 14481.20453
86 87 88 89 90
-26221.30273 -6494.33776 -15369.27865 60368.37222 939.04645
91 92 93 94 95
27418.07974 17920.63174 -32665.99453 -700.05713 13332.63095
96 97 98 99 100
7999.16417 28736.87478 -112577.14902 23351.52714 -904.04186
101 102 103 104 105
-3728.01166 -23773.40835 44385.33829 7741.22886 31951.39869
106 107 108 109 110
60647.38499 -64966.14281 -25305.32173 58590.83517 -1409.61600
111 112 113 114 115
33535.47008 10042.96373 -25874.60072 13785.89249 12431.70040
116 117 118 119 120
2790.28351 19575.89583 36474.96453 3842.39045 -39250.75069
121 122 123 124 125
-7893.16525 -30241.56907 -52731.83214 -42562.89092 62162.66058
126 127 128 129 130
15362.54142 9180.83200 -30975.27557 31496.24242 14325.54990
131 132 133 134 135
-14182.04593 -12859.25945 20362.66513 -86422.38987 -26568.67698
136 137 138 139 140
93807.36690 13686.33884 51447.34216 -26661.07347 7935.18505
141 142 143 144 145
-18357.53311 -16971.46349 -3817.46282 -17926.70075 -13068.74375
146 147 148 149 150
-53577.40192 -28286.43593 -17357.74351 568.56535 -23755.13671
151 152 153 154 155
25201.66930 9880.72482 -6988.04390 35244.60871 37184.93956
156 157 158 159 160
40802.64910 25744.72607 11593.64543 -24976.72007 5444.49011
161 162 163 164 165
2801.43930 -43994.51465 -3946.82833 7954.73257 -31019.89296
166 167 168 169 170
35513.04692 -10060.60066 28280.07059 26027.53878 83190.41980
171 172 173 174 175
-2525.69702 22249.58098 -11997.29647 14501.27155 -79700.55073
176 177 178 179 180
8924.96849 -20347.82516 1071.83817 8959.76815 30762.60824
181 182 183 184 185
-20186.84744 -55088.57916 20906.53379 19486.86249 38317.63289
186 187 188 189 190
17644.35000 22394.62226 26076.05336 -8212.18838 341.59839
191 192 193 194 195
32459.12030 6383.78716 -27122.90907 -70151.12890 2688.55620
196 197 198 199 200
4665.05790 -20825.24868 8690.88909 -20616.38384 -2724.61072
201 202 203 204 205
5473.33359 -6209.13639 13048.46671 -6813.58901 -43949.32392
206 207 208 209 210
-12310.73200 -17994.18439 45822.14458 22720.07753 -3020.61781
211 212 213 214 215
5608.37216 10469.08538 -9653.20062 7853.19414 -50923.71835
216 217 218 219 220
-36236.20396 -33170.17114 -6270.42570 2959.62939 18827.23188
221 222 223 224 225
-25193.87829 -50769.14362 -70969.38660 -4979.67933 -3630.49903
226 227 228 229 230
-2631.74532 27142.77487 -21973.66694 -32583.08809 -68581.44165
231 232 233 234 235
-30119.40416 -14833.64595 -36278.55893 -15655.41199 -24252.71363
236 237 238 239 240
-10594.89000 44973.65125 -3939.53666 -17021.63402 -20223.48803
241 242 243 244 245
3748.15999 -19108.07881 -15210.03589 -5803.41033 -3344.76757
246 247 248 249 250
-7236.75056 -34197.82027 19562.31173 11673.54667 6007.75752
251 252 253 254 255
463.94166 -1414.47366 23492.47738 -14023.72648 -17559.38808
256 257 258 259 260
14346.64778 -6836.15441 12708.20924 6535.52299 10653.99356
261 262 263 264 265
-16580.99948 -8489.27738 8235.06220 -5223.37584 -12906.46399
266 267 268 269 270
13172.19244 -19092.64281 10328.68823 47642.05701 -11408.74210
271 272 273 274 275
-22795.98932 23.65832 4291.07193 3006.54902 12501.97418
276 277 278 279 280
-26322.01431 3324.50372 16481.22390 -12271.46062 7373.46844
281 282 283 284 285
-14099.71374 19848.18214 3322.81841 15441.95490 -844.60529
286 287 288 289
-33622.25189 -9797.86385 -8680.64197 -5036.48415
> postscript(file="/var/wessaorg/rcomp/tmp/6rtfg1324667356.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 56821.45221 NA
1 6331.61737 56821.45221
2 6857.88475 6331.61737
3 -35564.08533 6857.88475
4 34243.28758 -35564.08533
5 -15116.47117 34243.28758
6 102880.16958 -15116.47117
7 533.11303 102880.16958
8 6727.23573 533.11303
9 -13275.01291 6727.23573
10 29179.56350 -13275.01291
11 36939.24317 29179.56350
12 -23102.50769 36939.24317
13 -15829.78730 -23102.50769
14 24353.88509 -15829.78730
15 27085.27189 24353.88509
16 -75268.36671 27085.27189
17 46067.42858 -75268.36671
18 36292.31241 46067.42858
19 28917.97380 36292.31241
20 -9122.09774 28917.97380
21 6897.29575 -9122.09774
22 121968.12972 6897.29575
23 23829.16352 121968.12972
24 -46678.91837 23829.16352
25 -77166.72854 -46678.91837
26 -44278.56962 -77166.72854
27 22.32266 -44278.56962
28 38879.10594 22.32266
29 -4143.63539 38879.10594
30 28132.31353 -4143.63539
31 15567.99518 28132.31353
32 -19383.60862 15567.99518
33 42941.82526 -19383.60862
34 -29595.75787 42941.82526
35 46503.10144 -29595.75787
36 31174.26229 46503.10144
37 21133.84572 31174.26229
38 57642.81429 21133.84572
39 14979.58987 57642.81429
40 19597.68198 14979.58987
41 33775.25568 19597.68198
42 -49377.80063 33775.25568
43 14858.27212 -49377.80063
44 15686.09905 14858.27212
45 -3024.95529 15686.09905
46 -58402.77023 -3024.95529
47 5041.17108 -58402.77023
48 -16446.61192 5041.17108
49 -70345.17842 -16446.61192
50 -20602.79670 -70345.17842
51 -21677.14111 -20602.79670
52 -29587.50807 -21677.14111
53 -49017.64684 -29587.50807
54 -36760.43806 -49017.64684
55 12507.30435 -36760.43806
56 1797.27845 12507.30435
57 83796.30676 1797.27845
58 -12611.56665 83796.30676
59 4394.30111 -12611.56665
60 -5558.03622 4394.30111
61 -8275.13540 -5558.03622
62 -44159.15093 -8275.13540
63 5250.59480 -44159.15093
64 -18639.25077 5250.59480
65 42809.72880 -18639.25077
66 25307.85435 42809.72880
67 4144.18210 25307.85435
68 22434.58362 4144.18210
69 -22999.59842 22434.58362
70 2106.97703 -22999.59842
71 55742.00230 2106.97703
72 37370.97717 55742.00230
73 -18218.80783 37370.97717
74 -45921.46401 -18218.80783
75 5453.63075 -45921.46401
76 -8506.54543 5453.63075
77 -39959.01399 -8506.54543
78 -22627.60203 -39959.01399
79 -19127.02837 -22627.60203
80 25925.54675 -19127.02837
81 -25862.77019 25925.54675
82 76418.50010 -25862.77019
83 54394.53760 76418.50010
84 14481.20453 54394.53760
85 -26221.30273 14481.20453
86 -6494.33776 -26221.30273
87 -15369.27865 -6494.33776
88 60368.37222 -15369.27865
89 939.04645 60368.37222
90 27418.07974 939.04645
91 17920.63174 27418.07974
92 -32665.99453 17920.63174
93 -700.05713 -32665.99453
94 13332.63095 -700.05713
95 7999.16417 13332.63095
96 28736.87478 7999.16417
97 -112577.14902 28736.87478
98 23351.52714 -112577.14902
99 -904.04186 23351.52714
100 -3728.01166 -904.04186
101 -23773.40835 -3728.01166
102 44385.33829 -23773.40835
103 7741.22886 44385.33829
104 31951.39869 7741.22886
105 60647.38499 31951.39869
106 -64966.14281 60647.38499
107 -25305.32173 -64966.14281
108 58590.83517 -25305.32173
109 -1409.61600 58590.83517
110 33535.47008 -1409.61600
111 10042.96373 33535.47008
112 -25874.60072 10042.96373
113 13785.89249 -25874.60072
114 12431.70040 13785.89249
115 2790.28351 12431.70040
116 19575.89583 2790.28351
117 36474.96453 19575.89583
118 3842.39045 36474.96453
119 -39250.75069 3842.39045
120 -7893.16525 -39250.75069
121 -30241.56907 -7893.16525
122 -52731.83214 -30241.56907
123 -42562.89092 -52731.83214
124 62162.66058 -42562.89092
125 15362.54142 62162.66058
126 9180.83200 15362.54142
127 -30975.27557 9180.83200
128 31496.24242 -30975.27557
129 14325.54990 31496.24242
130 -14182.04593 14325.54990
131 -12859.25945 -14182.04593
132 20362.66513 -12859.25945
133 -86422.38987 20362.66513
134 -26568.67698 -86422.38987
135 93807.36690 -26568.67698
136 13686.33884 93807.36690
137 51447.34216 13686.33884
138 -26661.07347 51447.34216
139 7935.18505 -26661.07347
140 -18357.53311 7935.18505
141 -16971.46349 -18357.53311
142 -3817.46282 -16971.46349
143 -17926.70075 -3817.46282
144 -13068.74375 -17926.70075
145 -53577.40192 -13068.74375
146 -28286.43593 -53577.40192
147 -17357.74351 -28286.43593
148 568.56535 -17357.74351
149 -23755.13671 568.56535
150 25201.66930 -23755.13671
151 9880.72482 25201.66930
152 -6988.04390 9880.72482
153 35244.60871 -6988.04390
154 37184.93956 35244.60871
155 40802.64910 37184.93956
156 25744.72607 40802.64910
157 11593.64543 25744.72607
158 -24976.72007 11593.64543
159 5444.49011 -24976.72007
160 2801.43930 5444.49011
161 -43994.51465 2801.43930
162 -3946.82833 -43994.51465
163 7954.73257 -3946.82833
164 -31019.89296 7954.73257
165 35513.04692 -31019.89296
166 -10060.60066 35513.04692
167 28280.07059 -10060.60066
168 26027.53878 28280.07059
169 83190.41980 26027.53878
170 -2525.69702 83190.41980
171 22249.58098 -2525.69702
172 -11997.29647 22249.58098
173 14501.27155 -11997.29647
174 -79700.55073 14501.27155
175 8924.96849 -79700.55073
176 -20347.82516 8924.96849
177 1071.83817 -20347.82516
178 8959.76815 1071.83817
179 30762.60824 8959.76815
180 -20186.84744 30762.60824
181 -55088.57916 -20186.84744
182 20906.53379 -55088.57916
183 19486.86249 20906.53379
184 38317.63289 19486.86249
185 17644.35000 38317.63289
186 22394.62226 17644.35000
187 26076.05336 22394.62226
188 -8212.18838 26076.05336
189 341.59839 -8212.18838
190 32459.12030 341.59839
191 6383.78716 32459.12030
192 -27122.90907 6383.78716
193 -70151.12890 -27122.90907
194 2688.55620 -70151.12890
195 4665.05790 2688.55620
196 -20825.24868 4665.05790
197 8690.88909 -20825.24868
198 -20616.38384 8690.88909
199 -2724.61072 -20616.38384
200 5473.33359 -2724.61072
201 -6209.13639 5473.33359
202 13048.46671 -6209.13639
203 -6813.58901 13048.46671
204 -43949.32392 -6813.58901
205 -12310.73200 -43949.32392
206 -17994.18439 -12310.73200
207 45822.14458 -17994.18439
208 22720.07753 45822.14458
209 -3020.61781 22720.07753
210 5608.37216 -3020.61781
211 10469.08538 5608.37216
212 -9653.20062 10469.08538
213 7853.19414 -9653.20062
214 -50923.71835 7853.19414
215 -36236.20396 -50923.71835
216 -33170.17114 -36236.20396
217 -6270.42570 -33170.17114
218 2959.62939 -6270.42570
219 18827.23188 2959.62939
220 -25193.87829 18827.23188
221 -50769.14362 -25193.87829
222 -70969.38660 -50769.14362
223 -4979.67933 -70969.38660
224 -3630.49903 -4979.67933
225 -2631.74532 -3630.49903
226 27142.77487 -2631.74532
227 -21973.66694 27142.77487
228 -32583.08809 -21973.66694
229 -68581.44165 -32583.08809
230 -30119.40416 -68581.44165
231 -14833.64595 -30119.40416
232 -36278.55893 -14833.64595
233 -15655.41199 -36278.55893
234 -24252.71363 -15655.41199
235 -10594.89000 -24252.71363
236 44973.65125 -10594.89000
237 -3939.53666 44973.65125
238 -17021.63402 -3939.53666
239 -20223.48803 -17021.63402
240 3748.15999 -20223.48803
241 -19108.07881 3748.15999
242 -15210.03589 -19108.07881
243 -5803.41033 -15210.03589
244 -3344.76757 -5803.41033
245 -7236.75056 -3344.76757
246 -34197.82027 -7236.75056
247 19562.31173 -34197.82027
248 11673.54667 19562.31173
249 6007.75752 11673.54667
250 463.94166 6007.75752
251 -1414.47366 463.94166
252 23492.47738 -1414.47366
253 -14023.72648 23492.47738
254 -17559.38808 -14023.72648
255 14346.64778 -17559.38808
256 -6836.15441 14346.64778
257 12708.20924 -6836.15441
258 6535.52299 12708.20924
259 10653.99356 6535.52299
260 -16580.99948 10653.99356
261 -8489.27738 -16580.99948
262 8235.06220 -8489.27738
263 -5223.37584 8235.06220
264 -12906.46399 -5223.37584
265 13172.19244 -12906.46399
266 -19092.64281 13172.19244
267 10328.68823 -19092.64281
268 47642.05701 10328.68823
269 -11408.74210 47642.05701
270 -22795.98932 -11408.74210
271 23.65832 -22795.98932
272 4291.07193 23.65832
273 3006.54902 4291.07193
274 12501.97418 3006.54902
275 -26322.01431 12501.97418
276 3324.50372 -26322.01431
277 16481.22390 3324.50372
278 -12271.46062 16481.22390
279 7373.46844 -12271.46062
280 -14099.71374 7373.46844
281 19848.18214 -14099.71374
282 3322.81841 19848.18214
283 15441.95490 3322.81841
284 -844.60529 15441.95490
285 -33622.25189 -844.60529
286 -9797.86385 -33622.25189
287 -8680.64197 -9797.86385
288 -5036.48415 -8680.64197
289 NA -5036.48415
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 6331.61737 56821.45221
[2,] 6857.88475 6331.61737
[3,] -35564.08533 6857.88475
[4,] 34243.28758 -35564.08533
[5,] -15116.47117 34243.28758
[6,] 102880.16958 -15116.47117
[7,] 533.11303 102880.16958
[8,] 6727.23573 533.11303
[9,] -13275.01291 6727.23573
[10,] 29179.56350 -13275.01291
[11,] 36939.24317 29179.56350
[12,] -23102.50769 36939.24317
[13,] -15829.78730 -23102.50769
[14,] 24353.88509 -15829.78730
[15,] 27085.27189 24353.88509
[16,] -75268.36671 27085.27189
[17,] 46067.42858 -75268.36671
[18,] 36292.31241 46067.42858
[19,] 28917.97380 36292.31241
[20,] -9122.09774 28917.97380
[21,] 6897.29575 -9122.09774
[22,] 121968.12972 6897.29575
[23,] 23829.16352 121968.12972
[24,] -46678.91837 23829.16352
[25,] -77166.72854 -46678.91837
[26,] -44278.56962 -77166.72854
[27,] 22.32266 -44278.56962
[28,] 38879.10594 22.32266
[29,] -4143.63539 38879.10594
[30,] 28132.31353 -4143.63539
[31,] 15567.99518 28132.31353
[32,] -19383.60862 15567.99518
[33,] 42941.82526 -19383.60862
[34,] -29595.75787 42941.82526
[35,] 46503.10144 -29595.75787
[36,] 31174.26229 46503.10144
[37,] 21133.84572 31174.26229
[38,] 57642.81429 21133.84572
[39,] 14979.58987 57642.81429
[40,] 19597.68198 14979.58987
[41,] 33775.25568 19597.68198
[42,] -49377.80063 33775.25568
[43,] 14858.27212 -49377.80063
[44,] 15686.09905 14858.27212
[45,] -3024.95529 15686.09905
[46,] -58402.77023 -3024.95529
[47,] 5041.17108 -58402.77023
[48,] -16446.61192 5041.17108
[49,] -70345.17842 -16446.61192
[50,] -20602.79670 -70345.17842
[51,] -21677.14111 -20602.79670
[52,] -29587.50807 -21677.14111
[53,] -49017.64684 -29587.50807
[54,] -36760.43806 -49017.64684
[55,] 12507.30435 -36760.43806
[56,] 1797.27845 12507.30435
[57,] 83796.30676 1797.27845
[58,] -12611.56665 83796.30676
[59,] 4394.30111 -12611.56665
[60,] -5558.03622 4394.30111
[61,] -8275.13540 -5558.03622
[62,] -44159.15093 -8275.13540
[63,] 5250.59480 -44159.15093
[64,] -18639.25077 5250.59480
[65,] 42809.72880 -18639.25077
[66,] 25307.85435 42809.72880
[67,] 4144.18210 25307.85435
[68,] 22434.58362 4144.18210
[69,] -22999.59842 22434.58362
[70,] 2106.97703 -22999.59842
[71,] 55742.00230 2106.97703
[72,] 37370.97717 55742.00230
[73,] -18218.80783 37370.97717
[74,] -45921.46401 -18218.80783
[75,] 5453.63075 -45921.46401
[76,] -8506.54543 5453.63075
[77,] -39959.01399 -8506.54543
[78,] -22627.60203 -39959.01399
[79,] -19127.02837 -22627.60203
[80,] 25925.54675 -19127.02837
[81,] -25862.77019 25925.54675
[82,] 76418.50010 -25862.77019
[83,] 54394.53760 76418.50010
[84,] 14481.20453 54394.53760
[85,] -26221.30273 14481.20453
[86,] -6494.33776 -26221.30273
[87,] -15369.27865 -6494.33776
[88,] 60368.37222 -15369.27865
[89,] 939.04645 60368.37222
[90,] 27418.07974 939.04645
[91,] 17920.63174 27418.07974
[92,] -32665.99453 17920.63174
[93,] -700.05713 -32665.99453
[94,] 13332.63095 -700.05713
[95,] 7999.16417 13332.63095
[96,] 28736.87478 7999.16417
[97,] -112577.14902 28736.87478
[98,] 23351.52714 -112577.14902
[99,] -904.04186 23351.52714
[100,] -3728.01166 -904.04186
[101,] -23773.40835 -3728.01166
[102,] 44385.33829 -23773.40835
[103,] 7741.22886 44385.33829
[104,] 31951.39869 7741.22886
[105,] 60647.38499 31951.39869
[106,] -64966.14281 60647.38499
[107,] -25305.32173 -64966.14281
[108,] 58590.83517 -25305.32173
[109,] -1409.61600 58590.83517
[110,] 33535.47008 -1409.61600
[111,] 10042.96373 33535.47008
[112,] -25874.60072 10042.96373
[113,] 13785.89249 -25874.60072
[114,] 12431.70040 13785.89249
[115,] 2790.28351 12431.70040
[116,] 19575.89583 2790.28351
[117,] 36474.96453 19575.89583
[118,] 3842.39045 36474.96453
[119,] -39250.75069 3842.39045
[120,] -7893.16525 -39250.75069
[121,] -30241.56907 -7893.16525
[122,] -52731.83214 -30241.56907
[123,] -42562.89092 -52731.83214
[124,] 62162.66058 -42562.89092
[125,] 15362.54142 62162.66058
[126,] 9180.83200 15362.54142
[127,] -30975.27557 9180.83200
[128,] 31496.24242 -30975.27557
[129,] 14325.54990 31496.24242
[130,] -14182.04593 14325.54990
[131,] -12859.25945 -14182.04593
[132,] 20362.66513 -12859.25945
[133,] -86422.38987 20362.66513
[134,] -26568.67698 -86422.38987
[135,] 93807.36690 -26568.67698
[136,] 13686.33884 93807.36690
[137,] 51447.34216 13686.33884
[138,] -26661.07347 51447.34216
[139,] 7935.18505 -26661.07347
[140,] -18357.53311 7935.18505
[141,] -16971.46349 -18357.53311
[142,] -3817.46282 -16971.46349
[143,] -17926.70075 -3817.46282
[144,] -13068.74375 -17926.70075
[145,] -53577.40192 -13068.74375
[146,] -28286.43593 -53577.40192
[147,] -17357.74351 -28286.43593
[148,] 568.56535 -17357.74351
[149,] -23755.13671 568.56535
[150,] 25201.66930 -23755.13671
[151,] 9880.72482 25201.66930
[152,] -6988.04390 9880.72482
[153,] 35244.60871 -6988.04390
[154,] 37184.93956 35244.60871
[155,] 40802.64910 37184.93956
[156,] 25744.72607 40802.64910
[157,] 11593.64543 25744.72607
[158,] -24976.72007 11593.64543
[159,] 5444.49011 -24976.72007
[160,] 2801.43930 5444.49011
[161,] -43994.51465 2801.43930
[162,] -3946.82833 -43994.51465
[163,] 7954.73257 -3946.82833
[164,] -31019.89296 7954.73257
[165,] 35513.04692 -31019.89296
[166,] -10060.60066 35513.04692
[167,] 28280.07059 -10060.60066
[168,] 26027.53878 28280.07059
[169,] 83190.41980 26027.53878
[170,] -2525.69702 83190.41980
[171,] 22249.58098 -2525.69702
[172,] -11997.29647 22249.58098
[173,] 14501.27155 -11997.29647
[174,] -79700.55073 14501.27155
[175,] 8924.96849 -79700.55073
[176,] -20347.82516 8924.96849
[177,] 1071.83817 -20347.82516
[178,] 8959.76815 1071.83817
[179,] 30762.60824 8959.76815
[180,] -20186.84744 30762.60824
[181,] -55088.57916 -20186.84744
[182,] 20906.53379 -55088.57916
[183,] 19486.86249 20906.53379
[184,] 38317.63289 19486.86249
[185,] 17644.35000 38317.63289
[186,] 22394.62226 17644.35000
[187,] 26076.05336 22394.62226
[188,] -8212.18838 26076.05336
[189,] 341.59839 -8212.18838
[190,] 32459.12030 341.59839
[191,] 6383.78716 32459.12030
[192,] -27122.90907 6383.78716
[193,] -70151.12890 -27122.90907
[194,] 2688.55620 -70151.12890
[195,] 4665.05790 2688.55620
[196,] -20825.24868 4665.05790
[197,] 8690.88909 -20825.24868
[198,] -20616.38384 8690.88909
[199,] -2724.61072 -20616.38384
[200,] 5473.33359 -2724.61072
[201,] -6209.13639 5473.33359
[202,] 13048.46671 -6209.13639
[203,] -6813.58901 13048.46671
[204,] -43949.32392 -6813.58901
[205,] -12310.73200 -43949.32392
[206,] -17994.18439 -12310.73200
[207,] 45822.14458 -17994.18439
[208,] 22720.07753 45822.14458
[209,] -3020.61781 22720.07753
[210,] 5608.37216 -3020.61781
[211,] 10469.08538 5608.37216
[212,] -9653.20062 10469.08538
[213,] 7853.19414 -9653.20062
[214,] -50923.71835 7853.19414
[215,] -36236.20396 -50923.71835
[216,] -33170.17114 -36236.20396
[217,] -6270.42570 -33170.17114
[218,] 2959.62939 -6270.42570
[219,] 18827.23188 2959.62939
[220,] -25193.87829 18827.23188
[221,] -50769.14362 -25193.87829
[222,] -70969.38660 -50769.14362
[223,] -4979.67933 -70969.38660
[224,] -3630.49903 -4979.67933
[225,] -2631.74532 -3630.49903
[226,] 27142.77487 -2631.74532
[227,] -21973.66694 27142.77487
[228,] -32583.08809 -21973.66694
[229,] -68581.44165 -32583.08809
[230,] -30119.40416 -68581.44165
[231,] -14833.64595 -30119.40416
[232,] -36278.55893 -14833.64595
[233,] -15655.41199 -36278.55893
[234,] -24252.71363 -15655.41199
[235,] -10594.89000 -24252.71363
[236,] 44973.65125 -10594.89000
[237,] -3939.53666 44973.65125
[238,] -17021.63402 -3939.53666
[239,] -20223.48803 -17021.63402
[240,] 3748.15999 -20223.48803
[241,] -19108.07881 3748.15999
[242,] -15210.03589 -19108.07881
[243,] -5803.41033 -15210.03589
[244,] -3344.76757 -5803.41033
[245,] -7236.75056 -3344.76757
[246,] -34197.82027 -7236.75056
[247,] 19562.31173 -34197.82027
[248,] 11673.54667 19562.31173
[249,] 6007.75752 11673.54667
[250,] 463.94166 6007.75752
[251,] -1414.47366 463.94166
[252,] 23492.47738 -1414.47366
[253,] -14023.72648 23492.47738
[254,] -17559.38808 -14023.72648
[255,] 14346.64778 -17559.38808
[256,] -6836.15441 14346.64778
[257,] 12708.20924 -6836.15441
[258,] 6535.52299 12708.20924
[259,] 10653.99356 6535.52299
[260,] -16580.99948 10653.99356
[261,] -8489.27738 -16580.99948
[262,] 8235.06220 -8489.27738
[263,] -5223.37584 8235.06220
[264,] -12906.46399 -5223.37584
[265,] 13172.19244 -12906.46399
[266,] -19092.64281 13172.19244
[267,] 10328.68823 -19092.64281
[268,] 47642.05701 10328.68823
[269,] -11408.74210 47642.05701
[270,] -22795.98932 -11408.74210
[271,] 23.65832 -22795.98932
[272,] 4291.07193 23.65832
[273,] 3006.54902 4291.07193
[274,] 12501.97418 3006.54902
[275,] -26322.01431 12501.97418
[276,] 3324.50372 -26322.01431
[277,] 16481.22390 3324.50372
[278,] -12271.46062 16481.22390
[279,] 7373.46844 -12271.46062
[280,] -14099.71374 7373.46844
[281,] 19848.18214 -14099.71374
[282,] 3322.81841 19848.18214
[283,] 15441.95490 3322.81841
[284,] -844.60529 15441.95490
[285,] -33622.25189 -844.60529
[286,] -9797.86385 -33622.25189
[287,] -8680.64197 -9797.86385
[288,] -5036.48415 -8680.64197
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 6331.61737 56821.45221
2 6857.88475 6331.61737
3 -35564.08533 6857.88475
4 34243.28758 -35564.08533
5 -15116.47117 34243.28758
6 102880.16958 -15116.47117
7 533.11303 102880.16958
8 6727.23573 533.11303
9 -13275.01291 6727.23573
10 29179.56350 -13275.01291
11 36939.24317 29179.56350
12 -23102.50769 36939.24317
13 -15829.78730 -23102.50769
14 24353.88509 -15829.78730
15 27085.27189 24353.88509
16 -75268.36671 27085.27189
17 46067.42858 -75268.36671
18 36292.31241 46067.42858
19 28917.97380 36292.31241
20 -9122.09774 28917.97380
21 6897.29575 -9122.09774
22 121968.12972 6897.29575
23 23829.16352 121968.12972
24 -46678.91837 23829.16352
25 -77166.72854 -46678.91837
26 -44278.56962 -77166.72854
27 22.32266 -44278.56962
28 38879.10594 22.32266
29 -4143.63539 38879.10594
30 28132.31353 -4143.63539
31 15567.99518 28132.31353
32 -19383.60862 15567.99518
33 42941.82526 -19383.60862
34 -29595.75787 42941.82526
35 46503.10144 -29595.75787
36 31174.26229 46503.10144
37 21133.84572 31174.26229
38 57642.81429 21133.84572
39 14979.58987 57642.81429
40 19597.68198 14979.58987
41 33775.25568 19597.68198
42 -49377.80063 33775.25568
43 14858.27212 -49377.80063
44 15686.09905 14858.27212
45 -3024.95529 15686.09905
46 -58402.77023 -3024.95529
47 5041.17108 -58402.77023
48 -16446.61192 5041.17108
49 -70345.17842 -16446.61192
50 -20602.79670 -70345.17842
51 -21677.14111 -20602.79670
52 -29587.50807 -21677.14111
53 -49017.64684 -29587.50807
54 -36760.43806 -49017.64684
55 12507.30435 -36760.43806
56 1797.27845 12507.30435
57 83796.30676 1797.27845
58 -12611.56665 83796.30676
59 4394.30111 -12611.56665
60 -5558.03622 4394.30111
61 -8275.13540 -5558.03622
62 -44159.15093 -8275.13540
63 5250.59480 -44159.15093
64 -18639.25077 5250.59480
65 42809.72880 -18639.25077
66 25307.85435 42809.72880
67 4144.18210 25307.85435
68 22434.58362 4144.18210
69 -22999.59842 22434.58362
70 2106.97703 -22999.59842
71 55742.00230 2106.97703
72 37370.97717 55742.00230
73 -18218.80783 37370.97717
74 -45921.46401 -18218.80783
75 5453.63075 -45921.46401
76 -8506.54543 5453.63075
77 -39959.01399 -8506.54543
78 -22627.60203 -39959.01399
79 -19127.02837 -22627.60203
80 25925.54675 -19127.02837
81 -25862.77019 25925.54675
82 76418.50010 -25862.77019
83 54394.53760 76418.50010
84 14481.20453 54394.53760
85 -26221.30273 14481.20453
86 -6494.33776 -26221.30273
87 -15369.27865 -6494.33776
88 60368.37222 -15369.27865
89 939.04645 60368.37222
90 27418.07974 939.04645
91 17920.63174 27418.07974
92 -32665.99453 17920.63174
93 -700.05713 -32665.99453
94 13332.63095 -700.05713
95 7999.16417 13332.63095
96 28736.87478 7999.16417
97 -112577.14902 28736.87478
98 23351.52714 -112577.14902
99 -904.04186 23351.52714
100 -3728.01166 -904.04186
101 -23773.40835 -3728.01166
102 44385.33829 -23773.40835
103 7741.22886 44385.33829
104 31951.39869 7741.22886
105 60647.38499 31951.39869
106 -64966.14281 60647.38499
107 -25305.32173 -64966.14281
108 58590.83517 -25305.32173
109 -1409.61600 58590.83517
110 33535.47008 -1409.61600
111 10042.96373 33535.47008
112 -25874.60072 10042.96373
113 13785.89249 -25874.60072
114 12431.70040 13785.89249
115 2790.28351 12431.70040
116 19575.89583 2790.28351
117 36474.96453 19575.89583
118 3842.39045 36474.96453
119 -39250.75069 3842.39045
120 -7893.16525 -39250.75069
121 -30241.56907 -7893.16525
122 -52731.83214 -30241.56907
123 -42562.89092 -52731.83214
124 62162.66058 -42562.89092
125 15362.54142 62162.66058
126 9180.83200 15362.54142
127 -30975.27557 9180.83200
128 31496.24242 -30975.27557
129 14325.54990 31496.24242
130 -14182.04593 14325.54990
131 -12859.25945 -14182.04593
132 20362.66513 -12859.25945
133 -86422.38987 20362.66513
134 -26568.67698 -86422.38987
135 93807.36690 -26568.67698
136 13686.33884 93807.36690
137 51447.34216 13686.33884
138 -26661.07347 51447.34216
139 7935.18505 -26661.07347
140 -18357.53311 7935.18505
141 -16971.46349 -18357.53311
142 -3817.46282 -16971.46349
143 -17926.70075 -3817.46282
144 -13068.74375 -17926.70075
145 -53577.40192 -13068.74375
146 -28286.43593 -53577.40192
147 -17357.74351 -28286.43593
148 568.56535 -17357.74351
149 -23755.13671 568.56535
150 25201.66930 -23755.13671
151 9880.72482 25201.66930
152 -6988.04390 9880.72482
153 35244.60871 -6988.04390
154 37184.93956 35244.60871
155 40802.64910 37184.93956
156 25744.72607 40802.64910
157 11593.64543 25744.72607
158 -24976.72007 11593.64543
159 5444.49011 -24976.72007
160 2801.43930 5444.49011
161 -43994.51465 2801.43930
162 -3946.82833 -43994.51465
163 7954.73257 -3946.82833
164 -31019.89296 7954.73257
165 35513.04692 -31019.89296
166 -10060.60066 35513.04692
167 28280.07059 -10060.60066
168 26027.53878 28280.07059
169 83190.41980 26027.53878
170 -2525.69702 83190.41980
171 22249.58098 -2525.69702
172 -11997.29647 22249.58098
173 14501.27155 -11997.29647
174 -79700.55073 14501.27155
175 8924.96849 -79700.55073
176 -20347.82516 8924.96849
177 1071.83817 -20347.82516
178 8959.76815 1071.83817
179 30762.60824 8959.76815
180 -20186.84744 30762.60824
181 -55088.57916 -20186.84744
182 20906.53379 -55088.57916
183 19486.86249 20906.53379
184 38317.63289 19486.86249
185 17644.35000 38317.63289
186 22394.62226 17644.35000
187 26076.05336 22394.62226
188 -8212.18838 26076.05336
189 341.59839 -8212.18838
190 32459.12030 341.59839
191 6383.78716 32459.12030
192 -27122.90907 6383.78716
193 -70151.12890 -27122.90907
194 2688.55620 -70151.12890
195 4665.05790 2688.55620
196 -20825.24868 4665.05790
197 8690.88909 -20825.24868
198 -20616.38384 8690.88909
199 -2724.61072 -20616.38384
200 5473.33359 -2724.61072
201 -6209.13639 5473.33359
202 13048.46671 -6209.13639
203 -6813.58901 13048.46671
204 -43949.32392 -6813.58901
205 -12310.73200 -43949.32392
206 -17994.18439 -12310.73200
207 45822.14458 -17994.18439
208 22720.07753 45822.14458
209 -3020.61781 22720.07753
210 5608.37216 -3020.61781
211 10469.08538 5608.37216
212 -9653.20062 10469.08538
213 7853.19414 -9653.20062
214 -50923.71835 7853.19414
215 -36236.20396 -50923.71835
216 -33170.17114 -36236.20396
217 -6270.42570 -33170.17114
218 2959.62939 -6270.42570
219 18827.23188 2959.62939
220 -25193.87829 18827.23188
221 -50769.14362 -25193.87829
222 -70969.38660 -50769.14362
223 -4979.67933 -70969.38660
224 -3630.49903 -4979.67933
225 -2631.74532 -3630.49903
226 27142.77487 -2631.74532
227 -21973.66694 27142.77487
228 -32583.08809 -21973.66694
229 -68581.44165 -32583.08809
230 -30119.40416 -68581.44165
231 -14833.64595 -30119.40416
232 -36278.55893 -14833.64595
233 -15655.41199 -36278.55893
234 -24252.71363 -15655.41199
235 -10594.89000 -24252.71363
236 44973.65125 -10594.89000
237 -3939.53666 44973.65125
238 -17021.63402 -3939.53666
239 -20223.48803 -17021.63402
240 3748.15999 -20223.48803
241 -19108.07881 3748.15999
242 -15210.03589 -19108.07881
243 -5803.41033 -15210.03589
244 -3344.76757 -5803.41033
245 -7236.75056 -3344.76757
246 -34197.82027 -7236.75056
247 19562.31173 -34197.82027
248 11673.54667 19562.31173
249 6007.75752 11673.54667
250 463.94166 6007.75752
251 -1414.47366 463.94166
252 23492.47738 -1414.47366
253 -14023.72648 23492.47738
254 -17559.38808 -14023.72648
255 14346.64778 -17559.38808
256 -6836.15441 14346.64778
257 12708.20924 -6836.15441
258 6535.52299 12708.20924
259 10653.99356 6535.52299
260 -16580.99948 10653.99356
261 -8489.27738 -16580.99948
262 8235.06220 -8489.27738
263 -5223.37584 8235.06220
264 -12906.46399 -5223.37584
265 13172.19244 -12906.46399
266 -19092.64281 13172.19244
267 10328.68823 -19092.64281
268 47642.05701 10328.68823
269 -11408.74210 47642.05701
270 -22795.98932 -11408.74210
271 23.65832 -22795.98932
272 4291.07193 23.65832
273 3006.54902 4291.07193
274 12501.97418 3006.54902
275 -26322.01431 12501.97418
276 3324.50372 -26322.01431
277 16481.22390 3324.50372
278 -12271.46062 16481.22390
279 7373.46844 -12271.46062
280 -14099.71374 7373.46844
281 19848.18214 -14099.71374
282 3322.81841 19848.18214
283 15441.95490 3322.81841
284 -844.60529 15441.95490
285 -33622.25189 -844.60529
286 -9797.86385 -33622.25189
287 -8680.64197 -9797.86385
288 -5036.48415 -8680.64197
> 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/7d1031324667356.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8f69j1324667356.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9098z1324667356.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10lf8c1324667356.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11kj6t1324667356.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/12l2qd1324667356.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/13wi8o1324667356.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/14cn5q1324667356.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/15p6t41324667356.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/16d3nd1324667356.tab")
+ }
>
> try(system("convert tmp/14t0o1324667356.ps tmp/14t0o1324667356.png",intern=TRUE))
character(0)
> try(system("convert tmp/2zb781324667356.ps tmp/2zb781324667356.png",intern=TRUE))
character(0)
> try(system("convert tmp/3r5au1324667356.ps tmp/3r5au1324667356.png",intern=TRUE))
character(0)
> try(system("convert tmp/492vx1324667356.ps tmp/492vx1324667356.png",intern=TRUE))
character(0)
> try(system("convert tmp/5rurv1324667356.ps tmp/5rurv1324667356.png",intern=TRUE))
character(0)
> try(system("convert tmp/6rtfg1324667356.ps tmp/6rtfg1324667356.png",intern=TRUE))
character(0)
> try(system("convert tmp/7d1031324667356.ps tmp/7d1031324667356.png",intern=TRUE))
character(0)
> try(system("convert tmp/8f69j1324667356.ps tmp/8f69j1324667356.png",intern=TRUE))
character(0)
> try(system("convert tmp/9098z1324667356.ps tmp/9098z1324667356.png",intern=TRUE))
character(0)
> try(system("convert tmp/10lf8c1324667356.ps tmp/10lf8c1324667356.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
7.911 0.872 8.987