R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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> x <- array(list(1418
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+ ,dim=c(5
+ ,289)
+ ,dimnames=list(c('pageviews'
+ ,'time_in_rfc'
+ ,'logins'
+ ,'blogged_comp.'
+ ,'comp.reviewed
')
+ ,1:289))
> y <- array(NA,dim=c(5,289),dimnames=list(c('pageviews','time_in_rfc','logins','blogged_comp.','comp.reviewed
'),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 = '2'
> #'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 logins blogged_comp. comp.reviewed\r
1 210907 1418 56 79 30
2 120982 869 56 58 28
3 176508 1530 54 60 38
4 179321 2172 89 108 30
5 123185 901 40 49 22
6 52746 463 25 0 26
7 385534 3201 92 121 25
8 33170 371 18 1 18
9 101645 1192 63 20 11
10 149061 1583 44 43 26
11 165446 1439 33 69 25
12 237213 1764 84 78 38
13 173326 1495 88 86 44
14 133131 1373 55 44 30
15 258873 2187 60 104 40
16 180083 1491 66 63 34
17 324799 4041 154 158 47
18 230964 1706 53 102 30
19 236785 2152 119 77 31
20 135473 1036 41 82 23
21 202925 1882 61 115 36
22 215147 1929 58 101 36
23 344297 2242 75 80 30
24 153935 1220 33 50 25
25 132943 1289 40 83 39
26 174724 2515 92 123 34
27 174415 2147 100 73 31
28 225548 2352 112 81 31
29 223632 1638 73 105 33
30 124817 1222 40 47 25
31 221698 1812 45 105 33
32 210767 1677 60 94 35
33 170266 1579 62 44 42
34 260561 1731 75 114 43
35 84853 807 31 38 30
36 294424 2452 77 107 33
37 101011 829 34 30 13
38 215641 1940 46 71 32
39 325107 2662 99 84 36
40 7176 186 17 0 0
41 167542 1499 66 59 28
42 106408 865 30 33 14
43 96560 1793 76 42 17
44 265769 2527 146 96 32
45 269651 2747 67 106 30
46 149112 1324 56 56 35
47 175824 2702 107 57 20
48 152871 1383 58 59 28
49 111665 1179 34 39 28
50 116408 2099 61 34 39
51 362301 4308 119 76 34
52 78800 918 42 20 26
53 183167 1831 66 91 39
54 277965 3373 89 115 39
55 150629 1713 44 85 33
56 168809 1438 66 76 28
57 24188 496 24 8 4
58 329267 2253 259 79 39
59 65029 744 17 21 18
60 101097 1161 64 30 14
61 218946 2352 41 76 29
62 244052 2144 68 101 44
63 341570 4691 168 94 21
64 103597 1112 43 27 16
65 233328 2694 132 92 28
66 256462 1973 105 123 35
67 206161 1769 71 75 28
68 311473 3148 112 128 38
69 235800 2474 94 105 23
70 177939 2084 82 55 36
71 207176 1954 70 56 32
72 196553 1226 57 41 29
73 174184 1389 53 72 25
74 143246 1496 103 67 27
75 187559 2269 121 75 36
76 187681 1833 62 114 28
77 119016 1268 52 118 23
78 182192 1943 52 77 40
79 73566 893 32 22 23
80 194979 1762 62 66 40
81 167488 1403 45 69 28
82 143756 1425 46 105 34
83 275541 1857 63 116 33
84 243199 1840 75 88 28
85 182999 1502 88 73 34
86 135649 1441 46 99 30
87 152299 1420 53 62 33
88 120221 1416 37 53 22
89 346485 2970 90 118 38
90 145790 1317 63 30 26
91 193339 1644 78 100 35
92 80953 870 25 49 8
93 122774 1654 45 24 24
94 130585 1054 46 67 29
95 112611 937 41 46 20
96 286468 3004 144 57 29
97 241066 2008 82 75 45
98 148446 2547 91 135 37
99 204713 1885 71 68 33
100 182079 1626 63 124 33
101 140344 1468 53 33 25
102 220516 2445 62 98 32
103 243060 1964 63 58 29
104 162765 1381 32 68 28
105 182613 1369 39 81 28
106 232138 1659 62 131 31
107 265318 2888 117 110 52
108 85574 1290 34 37 21
109 310839 2845 92 130 24
110 225060 1982 93 93 41
111 232317 1904 54 118 33
112 144966 1391 144 39 32
113 43287 602 14 13 19
114 155754 1743 61 74 20
115 164709 1559 109 81 31
116 201940 2014 38 109 31
117 235454 2143 73 151 32
118 220801 2146 75 51 18
119 99466 874 50 28 23
120 92661 1590 61 40 17
121 133328 1590 55 56 20
122 61361 1210 77 27 12
123 125930 2072 75 37 17
124 100750 1281 72 83 30
125 224549 1401 50 54 31
126 82316 834 32 27 10
127 102010 1105 53 28 13
128 101523 1272 42 59 22
129 243511 1944 71 133 42
130 22938 391 10 12 1
131 41566 761 35 0 9
132 152474 1605 65 106 32
133 61857 530 25 23 11
134 99923 1988 66 44 25
135 132487 1386 41 71 36
136 317394 2395 86 116 31
137 21054 387 16 4 0
138 209641 1742 42 62 24
139 22648 620 19 12 13
140 31414 449 19 18 8
141 46698 800 45 14 13
142 131698 1684 65 60 19
143 91735 1050 35 7 18
144 244749 2699 95 98 33
145 184510 1606 49 64 40
146 79863 1502 37 29 22
147 128423 1204 64 32 38
148 97839 1138 38 25 24
149 38214 568 34 16 8
150 151101 1459 32 48 35
151 272458 2158 65 100 43
152 172494 1111 52 46 43
153 108043 1421 62 45 14
154 328107 2833 65 129 41
155 250579 1955 83 130 38
156 351067 2922 95 136 45
157 158015 1002 29 59 31
158 98866 1060 18 25 13
159 85439 956 33 32 28
160 229242 2186 247 63 31
161 351619 3604 139 95 40
162 84207 1035 29 14 30
163 120445 1417 118 36 16
164 324598 3261 110 113 37
165 131069 1587 67 47 30
166 204271 1424 42 92 35
167 165543 1701 65 70 32
168 141722 1249 94 19 27
169 116048 946 64 50 20
170 250047 1926 81 41 18
171 299775 3352 95 91 31
172 195838 1641 67 111 31
173 173260 2035 63 41 21
174 254488 2312 83 120 39
175 104389 1369 45 135 41
176 136084 1577 30 27 13
177 199476 2201 70 87 32
178 92499 961 32 25 18
179 224330 1900 83 131 39
180 135781 1254 31 45 14
181 74408 1335 67 29 7
182 81240 1597 66 58 17
183 14688 207 10 4 0
184 181633 1645 70 47 30
185 271856 2429 103 109 37
186 7199 151 5 7 0
187 46660 474 20 12 5
188 17547 141 5 0 1
189 133368 1639 36 37 16
190 95227 872 34 37 32
191 152601 1318 48 46 24
192 98146 1018 40 15 17
193 79619 1383 43 42 11
194 59194 1314 31 7 24
195 139942 1335 42 54 22
196 118612 1403 46 54 12
197 72880 910 33 14 19
198 65475 616 18 16 13
199 99643 1407 55 33 17
200 71965 771 35 32 15
201 77272 766 59 21 16
202 49289 473 19 15 24
203 135131 1376 66 38 15
204 108446 1232 60 22 17
205 89746 1521 36 28 18
206 44296 572 25 10 20
207 77648 1059 47 31 16
208 181528 1544 54 32 16
209 134019 1230 53 32 18
210 124064 1206 40 43 22
211 92630 1205 40 27 8
212 121848 1255 39 37 17
213 52915 613 14 20 18
214 81872 721 45 32 16
215 58981 1109 36 0 23
216 53515 740 28 5 22
217 60812 1126 44 26 13
218 56375 728 30 10 13
219 65490 689 22 27 16
220 80949 592 17 11 16
221 76302 995 31 29 20
222 104011 1613 55 25 22
223 98104 2048 54 55 17
224 67989 705 21 23 18
225 30989 301 14 5 17
226 135458 1803 81 43 12
227 73504 799 35 23 7
228 63123 861 43 34 17
229 61254 1186 46 36 14
230 74914 1451 30 35 23
231 31774 628 23 0 17
232 81437 1161 38 37 14
233 87186 1463 54 28 15
234 50090 742 20 16 17
235 65745 979 53 26 21
236 56653 675 45 38 18
237 158399 1241 39 23 18
238 46455 676 20 22 17
239 73624 1049 24 30 17
240 38395 620 31 16 16
241 91899 1081 35 18 15
242 139526 1688 151 28 21
243 52164 736 52 32 16
244 51567 617 30 21 14
245 70551 812 31 23 15
246 84856 1051 29 29 17
247 102538 1656 57 50 15
248 86678 705 40 12 15
249 85709 945 44 21 10
250 34662 554 25 18 6
251 150580 1597 77 27 22
252 99611 982 35 41 21
253 19349 222 11 13 1
254 99373 1212 63 12 18
255 86230 1143 44 21 17
256 30837 435 19 8 4
257 31706 532 13 26 10
258 89806 882 42 27 16
259 62088 608 38 13 16
260 40151 459 29 16 9
261 27634 578 20 2 16
262 76990 826 27 42 17
263 37460 509 20 5 7
264 54157 717 19 37 15
265 49862 637 37 17 14
266 84337 857 26 38 14
267 64175 830 42 37 18
268 59382 652 49 29 12
269 119308 707 30 32 16
270 76702 954 49 35 21
271 103425 1461 67 17 19
272 70344 672 28 20 16
273 43410 778 19 7 1
274 104838 1141 49 46 16
275 62215 680 27 24 10
276 69304 1090 30 40 19
277 53117 616 22 3 12
278 19764 285 12 10 2
279 86680 1145 31 37 14
280 84105 733 20 17 17
281 77945 888 20 28 19
282 89113 849 39 19 14
283 91005 1182 29 29 11
284 40248 528 16 8 4
285 64187 642 27 10 16
286 50857 947 21 15 20
287 56613 819 19 15 12
288 62792 757 35 28 15
289 72535 894 14 17 16
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) pageviews logins blogged_comp.
-16206.16 58.42 194.74 579.57
`comp.reviewed\r`
1310.04
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-128577 -15941 1294 14820 129254
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -16206.165 4689.986 -3.455 0.000633 ***
pageviews 58.420 4.734 12.340 < 2e-16 ***
logins 194.736 81.333 2.394 0.017301 *
blogged_comp. 579.574 87.886 6.595 2.08e-10 ***
`comp.reviewed\r` 1310.038 267.127 4.904 1.58e-06 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 30210 on 284 degrees of freedom
Multiple R-squared: 0.8673, Adjusted R-squared: 0.8654
F-statistic: 463.9 on 4 and 284 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,] 0.8233364 3.533272e-01 1.766636e-01
[2,] 0.8275784 3.448432e-01 1.724216e-01
[3,] 0.8326961 3.346077e-01 1.673039e-01
[4,] 0.8279770 3.440459e-01 1.720230e-01
[5,] 0.8498305 3.003391e-01 1.501695e-01
[6,] 0.7966770 4.066459e-01 2.033230e-01
[7,] 0.7452093 5.095814e-01 2.547907e-01
[8,] 0.6725458 6.549084e-01 3.274542e-01
[9,] 0.5966943 8.066115e-01 4.033057e-01
[10,] 0.8589770 2.820461e-01 1.410230e-01
[11,] 0.8147095 3.705810e-01 1.852905e-01
[12,] 0.8636728 2.726545e-01 1.363272e-01
[13,] 0.8495125 3.009750e-01 1.504875e-01
[14,] 0.8417212 3.165575e-01 1.582788e-01
[15,] 0.7997591 4.004817e-01 2.002409e-01
[16,] 0.9941106 1.177881e-02 5.889407e-03
[17,] 0.9913664 1.726714e-02 8.633568e-03
[18,] 0.9912376 1.752483e-02 8.762414e-03
[19,] 0.9994915 1.016997e-03 5.084985e-04
[20,] 0.9995119 9.762456e-04 4.881228e-04
[21,] 0.9992094 1.581151e-03 7.905756e-04
[22,] 0.9992379 1.524221e-03 7.621106e-04
[23,] 0.9989672 2.065692e-03 1.032846e-03
[24,] 0.9984447 3.110646e-03 1.555323e-03
[25,] 0.9978406 4.318879e-03 2.159439e-03
[26,] 0.9967921 6.415812e-03 3.207906e-03
[27,] 0.9981630 3.674013e-03 1.837006e-03
[28,] 0.9977731 4.453796e-03 2.226898e-03
[29,] 0.9978767 4.246537e-03 2.123269e-03
[30,] 0.9970612 5.877566e-03 2.938783e-03
[31,] 0.9959872 8.025670e-03 4.012835e-03
[32,] 0.9985378 2.924333e-03 1.462167e-03
[33,] 0.9981288 3.742468e-03 1.871234e-03
[34,] 0.9973427 5.314611e-03 2.657305e-03
[35,] 0.9964611 7.077815e-03 3.538907e-03
[36,] 0.9988939 2.212202e-03 1.106101e-03
[37,] 0.9987909 2.418187e-03 1.209093e-03
[38,] 0.9984630 3.073983e-03 1.536991e-03
[39,] 0.9978224 4.355195e-03 2.177598e-03
[40,] 0.9987749 2.450201e-03 1.225101e-03
[41,] 0.9982554 3.489206e-03 1.744603e-03
[42,] 0.9978352 4.329647e-03 2.164824e-03
[43,] 0.9994412 1.117672e-03 5.588360e-04
[44,] 0.9992815 1.436982e-03 7.184912e-04
[45,] 0.9990196 1.960828e-03 9.804140e-04
[46,] 0.9988995 2.200922e-03 1.100461e-03
[47,] 0.9991743 1.651306e-03 8.256529e-04
[48,] 0.9993682 1.263612e-03 6.318061e-04
[49,] 0.9991048 1.790413e-03 8.952066e-04
[50,] 0.9988995 2.200938e-03 1.100469e-03
[51,] 0.9997148 5.704002e-04 2.852001e-04
[52,] 0.9995916 8.168752e-04 4.084376e-04
[53,] 0.9994359 1.128101e-03 5.640505e-04
[54,] 0.9992237 1.552532e-03 7.762658e-04
[55,] 0.9989290 2.141974e-03 1.070987e-03
[56,] 0.9988967 2.206598e-03 1.103299e-03
[57,] 0.9984899 3.020275e-03 1.510138e-03
[58,] 0.9983818 3.236480e-03 1.618240e-03
[59,] 0.9979465 4.107051e-03 2.053526e-03
[60,] 0.9975704 4.859141e-03 2.429571e-03
[61,] 0.9967348 6.530372e-03 3.265186e-03
[62,] 0.9957688 8.462389e-03 4.231194e-03
[63,] 0.9949660 1.006801e-02 5.034004e-03
[64,] 0.9942454 1.150926e-02 5.754631e-03
[65,] 0.9978251 4.349779e-03 2.174890e-03
[66,] 0.9973953 5.209348e-03 2.604674e-03
[67,] 0.9973191 5.361747e-03 2.680874e-03
[68,] 0.9979131 4.173789e-03 2.086894e-03
[69,] 0.9977121 4.575878e-03 2.287939e-03
[70,] 0.9987908 2.418388e-03 1.209194e-03
[71,] 0.9985754 2.849255e-03 1.424628e-03
[72,] 0.9982031 3.593831e-03 1.796915e-03
[73,] 0.9976181 4.763823e-03 2.381911e-03
[74,] 0.9970160 5.968024e-03 2.984012e-03
[75,] 0.9974617 5.076505e-03 2.538252e-03
[76,] 0.9988020 2.395920e-03 1.197960e-03
[77,] 0.9991946 1.610706e-03 8.053530e-04
[78,] 0.9989291 2.141819e-03 1.070910e-03
[79,] 0.9991279 1.744133e-03 8.720663e-04
[80,] 0.9988290 2.342014e-03 1.171007e-03
[81,] 0.9985348 2.930400e-03 1.465200e-03
[82,] 0.9992076 1.584822e-03 7.924110e-04
[83,] 0.9990500 1.899964e-03 9.499820e-04
[84,] 0.9987503 2.499369e-03 1.249685e-03
[85,] 0.9983496 3.300757e-03 1.650378e-03
[86,] 0.9979136 4.172869e-03 2.086435e-03
[87,] 0.9972765 5.447044e-03 2.723522e-03
[88,] 0.9965713 6.857417e-03 3.428709e-03
[89,] 0.9963515 7.297065e-03 3.648532e-03
[90,] 0.9958979 8.204162e-03 4.102081e-03
[91,] 0.9999734 5.321348e-05 2.660674e-05
[92,] 0.9999643 7.130750e-05 3.565375e-05
[93,] 0.9999580 8.409691e-05 4.204846e-05
[94,] 0.9999411 1.178966e-04 5.894828e-05
[95,] 0.9999246 1.507871e-04 7.539355e-05
[96,] 0.9999721 5.586537e-05 2.793268e-05
[97,] 0.9999632 7.350315e-05 3.675157e-05
[98,] 0.9999605 7.907620e-05 3.953810e-05
[99,] 0.9999549 9.024095e-05 4.512048e-05
[100,] 0.9999633 7.337793e-05 3.668896e-05
[101,] 0.9999647 7.055092e-05 3.527546e-05
[102,] 0.9999691 6.172286e-05 3.086143e-05
[103,] 0.9999559 8.826222e-05 4.413111e-05
[104,] 0.9999435 1.130045e-04 5.650224e-05
[105,] 0.9999269 1.461899e-04 7.309495e-05
[106,] 0.9999048 1.904000e-04 9.520002e-05
[107,] 0.9998746 2.507286e-04 1.253643e-04
[108,] 0.9998463 3.073231e-04 1.536615e-04
[109,] 0.9997947 4.105541e-04 2.052770e-04
[110,] 0.9997398 5.203258e-04 2.601629e-04
[111,] 0.9998023 3.954901e-04 1.977451e-04
[112,] 0.9997345 5.309415e-04 2.654708e-04
[113,] 0.9998156 3.688130e-04 1.844065e-04
[114,] 0.9997643 4.714651e-04 2.357325e-04
[115,] 0.9998259 3.481412e-04 1.740706e-04
[116,] 0.9998622 2.756071e-04 1.378035e-04
[117,] 0.9999463 1.073101e-04 5.365506e-05
[118,] 0.9999934 1.314251e-05 6.571256e-06
[119,] 0.9999911 1.789762e-05 8.948812e-06
[120,] 0.9999874 2.528466e-05 1.264233e-05
[121,] 0.9999869 2.615082e-05 1.307541e-05
[122,] 0.9999810 3.792049e-05 1.896025e-05
[123,] 0.9999730 5.406430e-05 2.703215e-05
[124,] 0.9999623 7.546811e-05 3.773405e-05
[125,] 0.9999725 5.501248e-05 2.750624e-05
[126,] 0.9999635 7.290372e-05 3.645186e-05
[127,] 0.9999944 1.127483e-05 5.637415e-06
[128,] 0.9999942 1.165739e-05 5.828694e-06
[129,] 0.9999990 1.906280e-06 9.531398e-07
[130,] 0.9999986 2.780884e-06 1.390442e-06
[131,] 0.9999993 1.341968e-06 6.709838e-07
[132,] 0.9999993 1.472605e-06 7.363023e-07
[133,] 0.9999989 2.226798e-06 1.113399e-06
[134,] 0.9999986 2.875299e-06 1.437650e-06
[135,] 0.9999983 3.372995e-06 1.686498e-06
[136,] 0.9999976 4.780343e-06 2.390172e-06
[137,] 0.9999968 6.383835e-06 3.191918e-06
[138,] 0.9999954 9.206112e-06 4.603056e-06
[139,] 0.9999975 5.084103e-06 2.542051e-06
[140,] 0.9999962 7.506491e-06 3.753245e-06
[141,] 0.9999945 1.100040e-05 5.500201e-06
[142,] 0.9999920 1.608837e-05 8.044187e-06
[143,] 0.9999882 2.364535e-05 1.182267e-05
[144,] 0.9999907 1.863327e-05 9.316637e-06
[145,] 0.9999922 1.556603e-05 7.783013e-06
[146,] 0.9999899 2.029861e-05 1.014931e-05
[147,] 0.9999931 1.384516e-05 6.922581e-06
[148,] 0.9999914 1.719747e-05 8.598736e-06
[149,] 0.9999961 7.793991e-06 3.896995e-06
[150,] 0.9999978 4.326606e-06 2.163303e-06
[151,] 0.9999972 5.547985e-06 2.773992e-06
[152,] 0.9999961 7.809221e-06 3.904611e-06
[153,] 0.9999946 1.089306e-05 5.446529e-06
[154,] 0.9999943 1.138544e-05 5.692721e-06
[155,] 0.9999919 1.623157e-05 8.115787e-06
[156,] 0.9999894 2.124430e-05 1.062215e-05
[157,] 0.9999886 2.273275e-05 1.136638e-05
[158,] 0.9999863 2.740867e-05 1.370433e-05
[159,] 0.9999932 1.351570e-05 6.757851e-06
[160,] 0.9999902 1.958280e-05 9.791401e-06
[161,] 0.9999878 2.438567e-05 1.219283e-05
[162,] 0.9999835 3.297801e-05 1.648901e-05
[163,] 0.9999998 4.375690e-07 2.187845e-07
[164,] 0.9999998 4.365284e-07 2.182642e-07
[165,] 0.9999997 5.378079e-07 2.689040e-07
[166,] 0.9999996 7.290194e-07 3.645097e-07
[167,] 0.9999997 6.258556e-07 3.129278e-07
[168,] 1.0000000 1.257701e-08 6.288507e-09
[169,] 1.0000000 1.011609e-08 5.058047e-09
[170,] 1.0000000 1.628127e-08 8.140635e-09
[171,] 1.0000000 2.513565e-08 1.256782e-08
[172,] 1.0000000 4.184108e-08 2.092054e-08
[173,] 1.0000000 2.813553e-08 1.406776e-08
[174,] 1.0000000 3.013653e-08 1.506827e-08
[175,] 1.0000000 3.169229e-09 1.584615e-09
[176,] 1.0000000 5.387927e-09 2.693963e-09
[177,] 1.0000000 3.728137e-09 1.864068e-09
[178,] 1.0000000 1.536426e-09 7.682132e-10
[179,] 1.0000000 2.653218e-09 1.326609e-09
[180,] 1.0000000 4.380513e-09 2.190256e-09
[181,] 1.0000000 7.097616e-09 3.548808e-09
[182,] 1.0000000 9.107460e-09 4.553730e-09
[183,] 1.0000000 1.558980e-08 7.794898e-09
[184,] 1.0000000 7.194727e-09 3.597364e-09
[185,] 1.0000000 8.983494e-09 4.491747e-09
[186,] 1.0000000 8.821314e-09 4.410657e-09
[187,] 1.0000000 6.043556e-09 3.021778e-09
[188,] 1.0000000 5.316095e-09 2.658048e-09
[189,] 1.0000000 8.780044e-09 4.390022e-09
[190,] 1.0000000 1.569340e-08 7.846699e-09
[191,] 1.0000000 2.323685e-08 1.161842e-08
[192,] 1.0000000 3.725592e-08 1.862796e-08
[193,] 1.0000000 6.539534e-08 3.269767e-08
[194,] 0.9999999 1.139456e-07 5.697280e-08
[195,] 0.9999999 1.960520e-07 9.802601e-08
[196,] 0.9999999 2.033758e-07 1.016879e-07
[197,] 0.9999998 3.169809e-07 1.584905e-07
[198,] 0.9999998 4.035657e-07 2.017828e-07
[199,] 0.9999997 6.354431e-07 3.177215e-07
[200,] 0.9999995 9.800609e-07 4.900304e-07
[201,] 1.0000000 1.853447e-08 9.267234e-09
[202,] 1.0000000 7.905296e-09 3.952648e-09
[203,] 1.0000000 6.619821e-09 3.309911e-09
[204,] 1.0000000 1.105398e-08 5.526989e-09
[205,] 1.0000000 7.685207e-09 3.842603e-09
[206,] 1.0000000 1.450831e-08 7.254157e-09
[207,] 1.0000000 2.363150e-08 1.181575e-08
[208,] 1.0000000 2.355419e-08 1.177709e-08
[209,] 1.0000000 3.647379e-08 1.823689e-08
[210,] 1.0000000 3.806317e-08 1.903159e-08
[211,] 1.0000000 7.045740e-08 3.522870e-08
[212,] 0.9999999 1.271616e-07 6.358079e-08
[213,] 1.0000000 9.323918e-08 4.661959e-08
[214,] 0.9999999 1.687965e-07 8.439826e-08
[215,] 0.9999999 2.575667e-07 1.287833e-07
[216,] 1.0000000 5.695001e-08 2.847500e-08
[217,] 0.9999999 1.019920e-07 5.099598e-08
[218,] 0.9999999 1.922499e-07 9.612494e-08
[219,] 0.9999998 3.526085e-07 1.763042e-07
[220,] 0.9999997 5.541897e-07 2.770948e-07
[221,] 0.9999996 8.546336e-07 4.273168e-07
[222,] 0.9999997 5.346749e-07 2.673374e-07
[223,] 0.9999999 1.977169e-07 9.885847e-08
[224,] 0.9999999 2.050294e-07 1.025147e-07
[225,] 0.9999998 3.549109e-07 1.774554e-07
[226,] 0.9999998 3.017214e-07 1.508607e-07
[227,] 0.9999998 4.632247e-07 2.316124e-07
[228,] 0.9999998 4.599488e-07 2.299744e-07
[229,] 0.9999996 7.645520e-07 3.822760e-07
[230,] 1.0000000 5.266941e-09 2.633470e-09
[231,] 1.0000000 7.973375e-09 3.986687e-09
[232,] 1.0000000 1.506148e-08 7.530740e-09
[233,] 1.0000000 1.485864e-08 7.429322e-09
[234,] 1.0000000 2.851098e-08 1.425549e-08
[235,] 1.0000000 4.917192e-08 2.458596e-08
[236,] 1.0000000 3.115735e-08 1.557868e-08
[237,] 1.0000000 6.152590e-08 3.076295e-08
[238,] 0.9999999 1.387429e-07 6.937146e-08
[239,] 0.9999998 3.038397e-07 1.519198e-07
[240,] 0.9999999 2.401683e-07 1.200842e-07
[241,] 0.9999999 2.139805e-07 1.069902e-07
[242,] 0.9999998 4.154607e-07 2.077304e-07
[243,] 0.9999996 7.431105e-07 3.715552e-07
[244,] 0.9999996 7.389402e-07 3.694701e-07
[245,] 0.9999993 1.410608e-06 7.053040e-07
[246,] 0.9999984 3.107444e-06 1.553722e-06
[247,] 0.9999968 6.497665e-06 3.248832e-06
[248,] 0.9999930 1.408058e-05 7.040291e-06
[249,] 0.9999853 2.935644e-05 1.467822e-05
[250,] 0.9999824 3.518536e-05 1.759268e-05
[251,] 0.9999715 5.699570e-05 2.849785e-05
[252,] 0.9999425 1.149678e-04 5.748389e-05
[253,] 0.9998883 2.234778e-04 1.117389e-04
[254,] 0.9998846 2.307071e-04 1.153535e-04
[255,] 0.9997635 4.729126e-04 2.364563e-04
[256,] 0.9995406 9.188227e-04 4.594114e-04
[257,] 0.9993894 1.221192e-03 6.105959e-04
[258,] 0.9990219 1.956116e-03 9.780579e-04
[259,] 0.9982079 3.584123e-03 1.792062e-03
[260,] 0.9979886 4.022841e-03 2.011421e-03
[261,] 0.9973047 5.390675e-03 2.695337e-03
[262,] 0.9998999 2.002405e-04 1.001203e-04
[263,] 0.9998636 2.727253e-04 1.363627e-04
[264,] 0.9997875 4.249610e-04 2.124805e-04
[265,] 0.9994650 1.070051e-03 5.350256e-04
[266,] 0.9988448 2.310327e-03 1.155163e-03
[267,] 0.9972407 5.518533e-03 2.759266e-03
[268,] 0.9934971 1.300578e-02 6.502889e-03
[269,] 0.9921631 1.567386e-02 7.836928e-03
[270,] 0.9811111 3.777789e-02 1.888895e-02
[271,] 0.9631195 7.376094e-02 3.688047e-02
[272,] 0.9213348 1.573305e-01 7.866524e-02
[273,] 0.9266414 1.467171e-01 7.335856e-02
[274,] 0.8736884 2.526232e-01 1.263116e-01
> postscript(file="/var/www/rcomp/tmp/15um81324667424.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/2tr521324667424.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/318ez1324667424.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/475hs1324667424.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/5qw1p1324667424.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
48281.59911 5220.04355 8260.68085 -50586.64267 21745.78526
6 7 8 9 10
2974.53707 93944.19288 37.01572 9944.84220 5238.01774
11 12 13 14 15
18418.64170 39021.11011 -22426.80144 -6385.70300 22954.31545
16 17 18 19 20
15278.64418 -78201.89744 38767.78625 18860.42407 5516.43976
21 22 23 24 25
-16505.62505 1668.89820 129254.35872 30713.41964 -33139.14914
26 27 28 29 30
-89739.50642 -37199.20299 -5015.62514 25844.76177 1854.15149
31 32 33 34 35
19198.36707 16988.20122 1631.26605 38634.72794 -13447.15136
36 37 38 39 40
47145.17968 27748.65222 26484.48039 70675.97561 9205.62514
41 42 43 44 45
12448.81266 28772.73291 -53392.70946 8357.29599 11595.46700
46 47 48 49 50
-1241.95915 -45892.58690 6112.36361 -6910.91845 -72684.29698
51 52 53 54 55
15073.39278 -12454.33046 -24278.25147 -37951.84993 -34300.88808
56 57 58 59 60
7426.64864 -3132.32083 66539.58778 -1291.20669 1287.25874
61 62 63 64 65
7726.56172 5586.03710 -30976.16988 9857.91199 -23555.01497
66 67 68 69 70
19820.27121 25047.68156 -2002.80201 -1815.02835 -22607.39125
71 72 73 74 75
21221.55529 68283.25489 24444.18051 -22203.70542 -42981.17517
76 77 78 79 80
-18021.92458 -47500.64057 -22265.94168 -11509.51740 5522.94594
81 82 83 84 85
16296.80030 -37640.05176 60531.93230 49624.49268 7472.10382
86 87 88 89 90
-37964.16830 -3936.39236 -13038.35669 53487.79861 21341.09026
91 92 93 94 95
-5494.64171 2586.36258 -11759.52517 -563.41275 13232.74457
96 97 98 99 100
28113.14890 21577.67205 -128577.19584 14329.84252 -24071.74854
101 102 103 104 105
8592.41708 -16906.64418 60655.47768 15970.16892 27621.59303
106 107 108 109 110
22817.20275 -41850.61167 -29157.07019 36140.41676 -243.68987
111 112 113 114 115
15155.68925 -12655.94738 -10826.87482 -10833.17326 -18943.73645
116 117 118 119 120
-10695.44472 -17185.45440 43894.73233 8517.76635 -41352.36187
121 122 123 124 125
-12720.24287 -39484.06526 -37229.15135 -59305.99427 77264.45294
126 127 128 129 130
14819.86234 10083.03159 -27775.06733 218.44854 6089.84956
131 132 133 134 135
-5291.18862 -41097.04323 14491.80475 -71113.61188 -28571.57812
136 137 138 139 140
69096.38244 9217.74166 48526.95921 -25051.30199 -3222.81539
141 142 143 144 145
-17739.09429 -22797.29294 12147.20859 -15248.52229 7858.10438
146 147 148 149 150
-44510.66403 -6498.84590 -5766.47484 -5136.62783 2170.65489
151 152 153 154 155
35647.98321 30677.77462 -15259.95276 37676.24134 11285.87865
156 157 158 159 160
40297.66040 35231.42497 18122.38431 -15857.61243 -7480.98779
161 162 163 164 165
22751.88882 -13113.55930 -10933.39120 14913.90902 -25025.03178
166 167 168 169 170
29936.73231 -12771.65999 20274.08195 9346.75036 90620.35068
171 172 173 174 175
8306.62272 -1813.44848 7040.75231 -1175.19093 -100098.30483
176 177 178 179 180
21641.51405 -18874.85507 8262.42477 -13639.65966 28270.91708
181 182 183 184 185
-26401.10411 -64588.30619 14535.67046 21566.42854 14458.39752
186 187 188 189 190
9553.12123 17775.51834 23232.29494 4409.23604 -9495.13034
191 192 193 194 195
24361.60304 16127.40204 -32095.19469 -42897.83155 9861.37184
196 197 198 199 200
-3119.71655 -3506.64162 15885.81663 -18454.15778 -1882.97536
201 202 203 204 205
4107.73697 -5971.77418 16424.96107 5973.89166 -29723.17242
206 207 208 209 210
-9778.69965 -16092.09176 57511.71548 25921.10486 8284.27381
211 212 213 214 215
4522.40963 13428.08705 -4588.46805 7687.60460 -26741.45346
216 217 218 219 220
-10680.59418 -29430.00861 1383.44349 551.82164 31924.37535
221 222 223 224 225
-14664.47492 -28034.18003 -69995.95985 2009.06388 1716.06843
226 227 228 229 230
-10081.96631 13716.74820 -21319.84282 -39988.42794 -49904.59896
231 232 233 234 235
-15456.86847 -17366.62735 -28469.96970 -12489.66771 -28142.26680
236 237 238 239 240
-20941.61673 57600.95557 -15746.42213 -15783.43771 -17889.54147
241 242 243 244 245
8055.00611 -16023.96358 -24259.83879 -4625.33973 302.93174
246 247 248 249 250
-5062.38190 -37727.76888 27303.51048 12868.90873 -4657.20355
251 252 253 254 255
14026.19724 360.11167 11599.43925 1970.77466 -7347.42433
256 257 258 259 260
8053.94901 -13867.88799 9698.13795 6880.06370 2831.74085
261 262 263 264 265
-15940.79437 -6928.97738 7967.77531 -16318.41754 -6543.58546
266 267 268 269 270
5050.16318 -21310.86151 -4571.51715 48862.51481 -20161.99991
271 272 273 274 275
-13510.53691 9287.55548 5098.74132 -2775.57144 6427.86921
276 277 278 279 280
-32082.86752 11593.37130 8567.95676 -9825.76444 21471.53417
281 282 283 284 285
-2738.88025 18773.85656 1293.89004 12616.14080 10873.61511
286 287 288 289
-27243.94648 -3140.47018 -7919.80678 2974.44405
> postscript(file="/var/www/rcomp/tmp/6i2z91324667424.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 48281.59911 NA
1 5220.04355 48281.59911
2 8260.68085 5220.04355
3 -50586.64267 8260.68085
4 21745.78526 -50586.64267
5 2974.53707 21745.78526
6 93944.19288 2974.53707
7 37.01572 93944.19288
8 9944.84220 37.01572
9 5238.01774 9944.84220
10 18418.64170 5238.01774
11 39021.11011 18418.64170
12 -22426.80144 39021.11011
13 -6385.70300 -22426.80144
14 22954.31545 -6385.70300
15 15278.64418 22954.31545
16 -78201.89744 15278.64418
17 38767.78625 -78201.89744
18 18860.42407 38767.78625
19 5516.43976 18860.42407
20 -16505.62505 5516.43976
21 1668.89820 -16505.62505
22 129254.35872 1668.89820
23 30713.41964 129254.35872
24 -33139.14914 30713.41964
25 -89739.50642 -33139.14914
26 -37199.20299 -89739.50642
27 -5015.62514 -37199.20299
28 25844.76177 -5015.62514
29 1854.15149 25844.76177
30 19198.36707 1854.15149
31 16988.20122 19198.36707
32 1631.26605 16988.20122
33 38634.72794 1631.26605
34 -13447.15136 38634.72794
35 47145.17968 -13447.15136
36 27748.65222 47145.17968
37 26484.48039 27748.65222
38 70675.97561 26484.48039
39 9205.62514 70675.97561
40 12448.81266 9205.62514
41 28772.73291 12448.81266
42 -53392.70946 28772.73291
43 8357.29599 -53392.70946
44 11595.46700 8357.29599
45 -1241.95915 11595.46700
46 -45892.58690 -1241.95915
47 6112.36361 -45892.58690
48 -6910.91845 6112.36361
49 -72684.29698 -6910.91845
50 15073.39278 -72684.29698
51 -12454.33046 15073.39278
52 -24278.25147 -12454.33046
53 -37951.84993 -24278.25147
54 -34300.88808 -37951.84993
55 7426.64864 -34300.88808
56 -3132.32083 7426.64864
57 66539.58778 -3132.32083
58 -1291.20669 66539.58778
59 1287.25874 -1291.20669
60 7726.56172 1287.25874
61 5586.03710 7726.56172
62 -30976.16988 5586.03710
63 9857.91199 -30976.16988
64 -23555.01497 9857.91199
65 19820.27121 -23555.01497
66 25047.68156 19820.27121
67 -2002.80201 25047.68156
68 -1815.02835 -2002.80201
69 -22607.39125 -1815.02835
70 21221.55529 -22607.39125
71 68283.25489 21221.55529
72 24444.18051 68283.25489
73 -22203.70542 24444.18051
74 -42981.17517 -22203.70542
75 -18021.92458 -42981.17517
76 -47500.64057 -18021.92458
77 -22265.94168 -47500.64057
78 -11509.51740 -22265.94168
79 5522.94594 -11509.51740
80 16296.80030 5522.94594
81 -37640.05176 16296.80030
82 60531.93230 -37640.05176
83 49624.49268 60531.93230
84 7472.10382 49624.49268
85 -37964.16830 7472.10382
86 -3936.39236 -37964.16830
87 -13038.35669 -3936.39236
88 53487.79861 -13038.35669
89 21341.09026 53487.79861
90 -5494.64171 21341.09026
91 2586.36258 -5494.64171
92 -11759.52517 2586.36258
93 -563.41275 -11759.52517
94 13232.74457 -563.41275
95 28113.14890 13232.74457
96 21577.67205 28113.14890
97 -128577.19584 21577.67205
98 14329.84252 -128577.19584
99 -24071.74854 14329.84252
100 8592.41708 -24071.74854
101 -16906.64418 8592.41708
102 60655.47768 -16906.64418
103 15970.16892 60655.47768
104 27621.59303 15970.16892
105 22817.20275 27621.59303
106 -41850.61167 22817.20275
107 -29157.07019 -41850.61167
108 36140.41676 -29157.07019
109 -243.68987 36140.41676
110 15155.68925 -243.68987
111 -12655.94738 15155.68925
112 -10826.87482 -12655.94738
113 -10833.17326 -10826.87482
114 -18943.73645 -10833.17326
115 -10695.44472 -18943.73645
116 -17185.45440 -10695.44472
117 43894.73233 -17185.45440
118 8517.76635 43894.73233
119 -41352.36187 8517.76635
120 -12720.24287 -41352.36187
121 -39484.06526 -12720.24287
122 -37229.15135 -39484.06526
123 -59305.99427 -37229.15135
124 77264.45294 -59305.99427
125 14819.86234 77264.45294
126 10083.03159 14819.86234
127 -27775.06733 10083.03159
128 218.44854 -27775.06733
129 6089.84956 218.44854
130 -5291.18862 6089.84956
131 -41097.04323 -5291.18862
132 14491.80475 -41097.04323
133 -71113.61188 14491.80475
134 -28571.57812 -71113.61188
135 69096.38244 -28571.57812
136 9217.74166 69096.38244
137 48526.95921 9217.74166
138 -25051.30199 48526.95921
139 -3222.81539 -25051.30199
140 -17739.09429 -3222.81539
141 -22797.29294 -17739.09429
142 12147.20859 -22797.29294
143 -15248.52229 12147.20859
144 7858.10438 -15248.52229
145 -44510.66403 7858.10438
146 -6498.84590 -44510.66403
147 -5766.47484 -6498.84590
148 -5136.62783 -5766.47484
149 2170.65489 -5136.62783
150 35647.98321 2170.65489
151 30677.77462 35647.98321
152 -15259.95276 30677.77462
153 37676.24134 -15259.95276
154 11285.87865 37676.24134
155 40297.66040 11285.87865
156 35231.42497 40297.66040
157 18122.38431 35231.42497
158 -15857.61243 18122.38431
159 -7480.98779 -15857.61243
160 22751.88882 -7480.98779
161 -13113.55930 22751.88882
162 -10933.39120 -13113.55930
163 14913.90902 -10933.39120
164 -25025.03178 14913.90902
165 29936.73231 -25025.03178
166 -12771.65999 29936.73231
167 20274.08195 -12771.65999
168 9346.75036 20274.08195
169 90620.35068 9346.75036
170 8306.62272 90620.35068
171 -1813.44848 8306.62272
172 7040.75231 -1813.44848
173 -1175.19093 7040.75231
174 -100098.30483 -1175.19093
175 21641.51405 -100098.30483
176 -18874.85507 21641.51405
177 8262.42477 -18874.85507
178 -13639.65966 8262.42477
179 28270.91708 -13639.65966
180 -26401.10411 28270.91708
181 -64588.30619 -26401.10411
182 14535.67046 -64588.30619
183 21566.42854 14535.67046
184 14458.39752 21566.42854
185 9553.12123 14458.39752
186 17775.51834 9553.12123
187 23232.29494 17775.51834
188 4409.23604 23232.29494
189 -9495.13034 4409.23604
190 24361.60304 -9495.13034
191 16127.40204 24361.60304
192 -32095.19469 16127.40204
193 -42897.83155 -32095.19469
194 9861.37184 -42897.83155
195 -3119.71655 9861.37184
196 -3506.64162 -3119.71655
197 15885.81663 -3506.64162
198 -18454.15778 15885.81663
199 -1882.97536 -18454.15778
200 4107.73697 -1882.97536
201 -5971.77418 4107.73697
202 16424.96107 -5971.77418
203 5973.89166 16424.96107
204 -29723.17242 5973.89166
205 -9778.69965 -29723.17242
206 -16092.09176 -9778.69965
207 57511.71548 -16092.09176
208 25921.10486 57511.71548
209 8284.27381 25921.10486
210 4522.40963 8284.27381
211 13428.08705 4522.40963
212 -4588.46805 13428.08705
213 7687.60460 -4588.46805
214 -26741.45346 7687.60460
215 -10680.59418 -26741.45346
216 -29430.00861 -10680.59418
217 1383.44349 -29430.00861
218 551.82164 1383.44349
219 31924.37535 551.82164
220 -14664.47492 31924.37535
221 -28034.18003 -14664.47492
222 -69995.95985 -28034.18003
223 2009.06388 -69995.95985
224 1716.06843 2009.06388
225 -10081.96631 1716.06843
226 13716.74820 -10081.96631
227 -21319.84282 13716.74820
228 -39988.42794 -21319.84282
229 -49904.59896 -39988.42794
230 -15456.86847 -49904.59896
231 -17366.62735 -15456.86847
232 -28469.96970 -17366.62735
233 -12489.66771 -28469.96970
234 -28142.26680 -12489.66771
235 -20941.61673 -28142.26680
236 57600.95557 -20941.61673
237 -15746.42213 57600.95557
238 -15783.43771 -15746.42213
239 -17889.54147 -15783.43771
240 8055.00611 -17889.54147
241 -16023.96358 8055.00611
242 -24259.83879 -16023.96358
243 -4625.33973 -24259.83879
244 302.93174 -4625.33973
245 -5062.38190 302.93174
246 -37727.76888 -5062.38190
247 27303.51048 -37727.76888
248 12868.90873 27303.51048
249 -4657.20355 12868.90873
250 14026.19724 -4657.20355
251 360.11167 14026.19724
252 11599.43925 360.11167
253 1970.77466 11599.43925
254 -7347.42433 1970.77466
255 8053.94901 -7347.42433
256 -13867.88799 8053.94901
257 9698.13795 -13867.88799
258 6880.06370 9698.13795
259 2831.74085 6880.06370
260 -15940.79437 2831.74085
261 -6928.97738 -15940.79437
262 7967.77531 -6928.97738
263 -16318.41754 7967.77531
264 -6543.58546 -16318.41754
265 5050.16318 -6543.58546
266 -21310.86151 5050.16318
267 -4571.51715 -21310.86151
268 48862.51481 -4571.51715
269 -20161.99991 48862.51481
270 -13510.53691 -20161.99991
271 9287.55548 -13510.53691
272 5098.74132 9287.55548
273 -2775.57144 5098.74132
274 6427.86921 -2775.57144
275 -32082.86752 6427.86921
276 11593.37130 -32082.86752
277 8567.95676 11593.37130
278 -9825.76444 8567.95676
279 21471.53417 -9825.76444
280 -2738.88025 21471.53417
281 18773.85656 -2738.88025
282 1293.89004 18773.85656
283 12616.14080 1293.89004
284 10873.61511 12616.14080
285 -27243.94648 10873.61511
286 -3140.47018 -27243.94648
287 -7919.80678 -3140.47018
288 2974.44405 -7919.80678
289 NA 2974.44405
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 5220.04355 48281.59911
[2,] 8260.68085 5220.04355
[3,] -50586.64267 8260.68085
[4,] 21745.78526 -50586.64267
[5,] 2974.53707 21745.78526
[6,] 93944.19288 2974.53707
[7,] 37.01572 93944.19288
[8,] 9944.84220 37.01572
[9,] 5238.01774 9944.84220
[10,] 18418.64170 5238.01774
[11,] 39021.11011 18418.64170
[12,] -22426.80144 39021.11011
[13,] -6385.70300 -22426.80144
[14,] 22954.31545 -6385.70300
[15,] 15278.64418 22954.31545
[16,] -78201.89744 15278.64418
[17,] 38767.78625 -78201.89744
[18,] 18860.42407 38767.78625
[19,] 5516.43976 18860.42407
[20,] -16505.62505 5516.43976
[21,] 1668.89820 -16505.62505
[22,] 129254.35872 1668.89820
[23,] 30713.41964 129254.35872
[24,] -33139.14914 30713.41964
[25,] -89739.50642 -33139.14914
[26,] -37199.20299 -89739.50642
[27,] -5015.62514 -37199.20299
[28,] 25844.76177 -5015.62514
[29,] 1854.15149 25844.76177
[30,] 19198.36707 1854.15149
[31,] 16988.20122 19198.36707
[32,] 1631.26605 16988.20122
[33,] 38634.72794 1631.26605
[34,] -13447.15136 38634.72794
[35,] 47145.17968 -13447.15136
[36,] 27748.65222 47145.17968
[37,] 26484.48039 27748.65222
[38,] 70675.97561 26484.48039
[39,] 9205.62514 70675.97561
[40,] 12448.81266 9205.62514
[41,] 28772.73291 12448.81266
[42,] -53392.70946 28772.73291
[43,] 8357.29599 -53392.70946
[44,] 11595.46700 8357.29599
[45,] -1241.95915 11595.46700
[46,] -45892.58690 -1241.95915
[47,] 6112.36361 -45892.58690
[48,] -6910.91845 6112.36361
[49,] -72684.29698 -6910.91845
[50,] 15073.39278 -72684.29698
[51,] -12454.33046 15073.39278
[52,] -24278.25147 -12454.33046
[53,] -37951.84993 -24278.25147
[54,] -34300.88808 -37951.84993
[55,] 7426.64864 -34300.88808
[56,] -3132.32083 7426.64864
[57,] 66539.58778 -3132.32083
[58,] -1291.20669 66539.58778
[59,] 1287.25874 -1291.20669
[60,] 7726.56172 1287.25874
[61,] 5586.03710 7726.56172
[62,] -30976.16988 5586.03710
[63,] 9857.91199 -30976.16988
[64,] -23555.01497 9857.91199
[65,] 19820.27121 -23555.01497
[66,] 25047.68156 19820.27121
[67,] -2002.80201 25047.68156
[68,] -1815.02835 -2002.80201
[69,] -22607.39125 -1815.02835
[70,] 21221.55529 -22607.39125
[71,] 68283.25489 21221.55529
[72,] 24444.18051 68283.25489
[73,] -22203.70542 24444.18051
[74,] -42981.17517 -22203.70542
[75,] -18021.92458 -42981.17517
[76,] -47500.64057 -18021.92458
[77,] -22265.94168 -47500.64057
[78,] -11509.51740 -22265.94168
[79,] 5522.94594 -11509.51740
[80,] 16296.80030 5522.94594
[81,] -37640.05176 16296.80030
[82,] 60531.93230 -37640.05176
[83,] 49624.49268 60531.93230
[84,] 7472.10382 49624.49268
[85,] -37964.16830 7472.10382
[86,] -3936.39236 -37964.16830
[87,] -13038.35669 -3936.39236
[88,] 53487.79861 -13038.35669
[89,] 21341.09026 53487.79861
[90,] -5494.64171 21341.09026
[91,] 2586.36258 -5494.64171
[92,] -11759.52517 2586.36258
[93,] -563.41275 -11759.52517
[94,] 13232.74457 -563.41275
[95,] 28113.14890 13232.74457
[96,] 21577.67205 28113.14890
[97,] -128577.19584 21577.67205
[98,] 14329.84252 -128577.19584
[99,] -24071.74854 14329.84252
[100,] 8592.41708 -24071.74854
[101,] -16906.64418 8592.41708
[102,] 60655.47768 -16906.64418
[103,] 15970.16892 60655.47768
[104,] 27621.59303 15970.16892
[105,] 22817.20275 27621.59303
[106,] -41850.61167 22817.20275
[107,] -29157.07019 -41850.61167
[108,] 36140.41676 -29157.07019
[109,] -243.68987 36140.41676
[110,] 15155.68925 -243.68987
[111,] -12655.94738 15155.68925
[112,] -10826.87482 -12655.94738
[113,] -10833.17326 -10826.87482
[114,] -18943.73645 -10833.17326
[115,] -10695.44472 -18943.73645
[116,] -17185.45440 -10695.44472
[117,] 43894.73233 -17185.45440
[118,] 8517.76635 43894.73233
[119,] -41352.36187 8517.76635
[120,] -12720.24287 -41352.36187
[121,] -39484.06526 -12720.24287
[122,] -37229.15135 -39484.06526
[123,] -59305.99427 -37229.15135
[124,] 77264.45294 -59305.99427
[125,] 14819.86234 77264.45294
[126,] 10083.03159 14819.86234
[127,] -27775.06733 10083.03159
[128,] 218.44854 -27775.06733
[129,] 6089.84956 218.44854
[130,] -5291.18862 6089.84956
[131,] -41097.04323 -5291.18862
[132,] 14491.80475 -41097.04323
[133,] -71113.61188 14491.80475
[134,] -28571.57812 -71113.61188
[135,] 69096.38244 -28571.57812
[136,] 9217.74166 69096.38244
[137,] 48526.95921 9217.74166
[138,] -25051.30199 48526.95921
[139,] -3222.81539 -25051.30199
[140,] -17739.09429 -3222.81539
[141,] -22797.29294 -17739.09429
[142,] 12147.20859 -22797.29294
[143,] -15248.52229 12147.20859
[144,] 7858.10438 -15248.52229
[145,] -44510.66403 7858.10438
[146,] -6498.84590 -44510.66403
[147,] -5766.47484 -6498.84590
[148,] -5136.62783 -5766.47484
[149,] 2170.65489 -5136.62783
[150,] 35647.98321 2170.65489
[151,] 30677.77462 35647.98321
[152,] -15259.95276 30677.77462
[153,] 37676.24134 -15259.95276
[154,] 11285.87865 37676.24134
[155,] 40297.66040 11285.87865
[156,] 35231.42497 40297.66040
[157,] 18122.38431 35231.42497
[158,] -15857.61243 18122.38431
[159,] -7480.98779 -15857.61243
[160,] 22751.88882 -7480.98779
[161,] -13113.55930 22751.88882
[162,] -10933.39120 -13113.55930
[163,] 14913.90902 -10933.39120
[164,] -25025.03178 14913.90902
[165,] 29936.73231 -25025.03178
[166,] -12771.65999 29936.73231
[167,] 20274.08195 -12771.65999
[168,] 9346.75036 20274.08195
[169,] 90620.35068 9346.75036
[170,] 8306.62272 90620.35068
[171,] -1813.44848 8306.62272
[172,] 7040.75231 -1813.44848
[173,] -1175.19093 7040.75231
[174,] -100098.30483 -1175.19093
[175,] 21641.51405 -100098.30483
[176,] -18874.85507 21641.51405
[177,] 8262.42477 -18874.85507
[178,] -13639.65966 8262.42477
[179,] 28270.91708 -13639.65966
[180,] -26401.10411 28270.91708
[181,] -64588.30619 -26401.10411
[182,] 14535.67046 -64588.30619
[183,] 21566.42854 14535.67046
[184,] 14458.39752 21566.42854
[185,] 9553.12123 14458.39752
[186,] 17775.51834 9553.12123
[187,] 23232.29494 17775.51834
[188,] 4409.23604 23232.29494
[189,] -9495.13034 4409.23604
[190,] 24361.60304 -9495.13034
[191,] 16127.40204 24361.60304
[192,] -32095.19469 16127.40204
[193,] -42897.83155 -32095.19469
[194,] 9861.37184 -42897.83155
[195,] -3119.71655 9861.37184
[196,] -3506.64162 -3119.71655
[197,] 15885.81663 -3506.64162
[198,] -18454.15778 15885.81663
[199,] -1882.97536 -18454.15778
[200,] 4107.73697 -1882.97536
[201,] -5971.77418 4107.73697
[202,] 16424.96107 -5971.77418
[203,] 5973.89166 16424.96107
[204,] -29723.17242 5973.89166
[205,] -9778.69965 -29723.17242
[206,] -16092.09176 -9778.69965
[207,] 57511.71548 -16092.09176
[208,] 25921.10486 57511.71548
[209,] 8284.27381 25921.10486
[210,] 4522.40963 8284.27381
[211,] 13428.08705 4522.40963
[212,] -4588.46805 13428.08705
[213,] 7687.60460 -4588.46805
[214,] -26741.45346 7687.60460
[215,] -10680.59418 -26741.45346
[216,] -29430.00861 -10680.59418
[217,] 1383.44349 -29430.00861
[218,] 551.82164 1383.44349
[219,] 31924.37535 551.82164
[220,] -14664.47492 31924.37535
[221,] -28034.18003 -14664.47492
[222,] -69995.95985 -28034.18003
[223,] 2009.06388 -69995.95985
[224,] 1716.06843 2009.06388
[225,] -10081.96631 1716.06843
[226,] 13716.74820 -10081.96631
[227,] -21319.84282 13716.74820
[228,] -39988.42794 -21319.84282
[229,] -49904.59896 -39988.42794
[230,] -15456.86847 -49904.59896
[231,] -17366.62735 -15456.86847
[232,] -28469.96970 -17366.62735
[233,] -12489.66771 -28469.96970
[234,] -28142.26680 -12489.66771
[235,] -20941.61673 -28142.26680
[236,] 57600.95557 -20941.61673
[237,] -15746.42213 57600.95557
[238,] -15783.43771 -15746.42213
[239,] -17889.54147 -15783.43771
[240,] 8055.00611 -17889.54147
[241,] -16023.96358 8055.00611
[242,] -24259.83879 -16023.96358
[243,] -4625.33973 -24259.83879
[244,] 302.93174 -4625.33973
[245,] -5062.38190 302.93174
[246,] -37727.76888 -5062.38190
[247,] 27303.51048 -37727.76888
[248,] 12868.90873 27303.51048
[249,] -4657.20355 12868.90873
[250,] 14026.19724 -4657.20355
[251,] 360.11167 14026.19724
[252,] 11599.43925 360.11167
[253,] 1970.77466 11599.43925
[254,] -7347.42433 1970.77466
[255,] 8053.94901 -7347.42433
[256,] -13867.88799 8053.94901
[257,] 9698.13795 -13867.88799
[258,] 6880.06370 9698.13795
[259,] 2831.74085 6880.06370
[260,] -15940.79437 2831.74085
[261,] -6928.97738 -15940.79437
[262,] 7967.77531 -6928.97738
[263,] -16318.41754 7967.77531
[264,] -6543.58546 -16318.41754
[265,] 5050.16318 -6543.58546
[266,] -21310.86151 5050.16318
[267,] -4571.51715 -21310.86151
[268,] 48862.51481 -4571.51715
[269,] -20161.99991 48862.51481
[270,] -13510.53691 -20161.99991
[271,] 9287.55548 -13510.53691
[272,] 5098.74132 9287.55548
[273,] -2775.57144 5098.74132
[274,] 6427.86921 -2775.57144
[275,] -32082.86752 6427.86921
[276,] 11593.37130 -32082.86752
[277,] 8567.95676 11593.37130
[278,] -9825.76444 8567.95676
[279,] 21471.53417 -9825.76444
[280,] -2738.88025 21471.53417
[281,] 18773.85656 -2738.88025
[282,] 1293.89004 18773.85656
[283,] 12616.14080 1293.89004
[284,] 10873.61511 12616.14080
[285,] -27243.94648 10873.61511
[286,] -3140.47018 -27243.94648
[287,] -7919.80678 -3140.47018
[288,] 2974.44405 -7919.80678
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 5220.04355 48281.59911
2 8260.68085 5220.04355
3 -50586.64267 8260.68085
4 21745.78526 -50586.64267
5 2974.53707 21745.78526
6 93944.19288 2974.53707
7 37.01572 93944.19288
8 9944.84220 37.01572
9 5238.01774 9944.84220
10 18418.64170 5238.01774
11 39021.11011 18418.64170
12 -22426.80144 39021.11011
13 -6385.70300 -22426.80144
14 22954.31545 -6385.70300
15 15278.64418 22954.31545
16 -78201.89744 15278.64418
17 38767.78625 -78201.89744
18 18860.42407 38767.78625
19 5516.43976 18860.42407
20 -16505.62505 5516.43976
21 1668.89820 -16505.62505
22 129254.35872 1668.89820
23 30713.41964 129254.35872
24 -33139.14914 30713.41964
25 -89739.50642 -33139.14914
26 -37199.20299 -89739.50642
27 -5015.62514 -37199.20299
28 25844.76177 -5015.62514
29 1854.15149 25844.76177
30 19198.36707 1854.15149
31 16988.20122 19198.36707
32 1631.26605 16988.20122
33 38634.72794 1631.26605
34 -13447.15136 38634.72794
35 47145.17968 -13447.15136
36 27748.65222 47145.17968
37 26484.48039 27748.65222
38 70675.97561 26484.48039
39 9205.62514 70675.97561
40 12448.81266 9205.62514
41 28772.73291 12448.81266
42 -53392.70946 28772.73291
43 8357.29599 -53392.70946
44 11595.46700 8357.29599
45 -1241.95915 11595.46700
46 -45892.58690 -1241.95915
47 6112.36361 -45892.58690
48 -6910.91845 6112.36361
49 -72684.29698 -6910.91845
50 15073.39278 -72684.29698
51 -12454.33046 15073.39278
52 -24278.25147 -12454.33046
53 -37951.84993 -24278.25147
54 -34300.88808 -37951.84993
55 7426.64864 -34300.88808
56 -3132.32083 7426.64864
57 66539.58778 -3132.32083
58 -1291.20669 66539.58778
59 1287.25874 -1291.20669
60 7726.56172 1287.25874
61 5586.03710 7726.56172
62 -30976.16988 5586.03710
63 9857.91199 -30976.16988
64 -23555.01497 9857.91199
65 19820.27121 -23555.01497
66 25047.68156 19820.27121
67 -2002.80201 25047.68156
68 -1815.02835 -2002.80201
69 -22607.39125 -1815.02835
70 21221.55529 -22607.39125
71 68283.25489 21221.55529
72 24444.18051 68283.25489
73 -22203.70542 24444.18051
74 -42981.17517 -22203.70542
75 -18021.92458 -42981.17517
76 -47500.64057 -18021.92458
77 -22265.94168 -47500.64057
78 -11509.51740 -22265.94168
79 5522.94594 -11509.51740
80 16296.80030 5522.94594
81 -37640.05176 16296.80030
82 60531.93230 -37640.05176
83 49624.49268 60531.93230
84 7472.10382 49624.49268
85 -37964.16830 7472.10382
86 -3936.39236 -37964.16830
87 -13038.35669 -3936.39236
88 53487.79861 -13038.35669
89 21341.09026 53487.79861
90 -5494.64171 21341.09026
91 2586.36258 -5494.64171
92 -11759.52517 2586.36258
93 -563.41275 -11759.52517
94 13232.74457 -563.41275
95 28113.14890 13232.74457
96 21577.67205 28113.14890
97 -128577.19584 21577.67205
98 14329.84252 -128577.19584
99 -24071.74854 14329.84252
100 8592.41708 -24071.74854
101 -16906.64418 8592.41708
102 60655.47768 -16906.64418
103 15970.16892 60655.47768
104 27621.59303 15970.16892
105 22817.20275 27621.59303
106 -41850.61167 22817.20275
107 -29157.07019 -41850.61167
108 36140.41676 -29157.07019
109 -243.68987 36140.41676
110 15155.68925 -243.68987
111 -12655.94738 15155.68925
112 -10826.87482 -12655.94738
113 -10833.17326 -10826.87482
114 -18943.73645 -10833.17326
115 -10695.44472 -18943.73645
116 -17185.45440 -10695.44472
117 43894.73233 -17185.45440
118 8517.76635 43894.73233
119 -41352.36187 8517.76635
120 -12720.24287 -41352.36187
121 -39484.06526 -12720.24287
122 -37229.15135 -39484.06526
123 -59305.99427 -37229.15135
124 77264.45294 -59305.99427
125 14819.86234 77264.45294
126 10083.03159 14819.86234
127 -27775.06733 10083.03159
128 218.44854 -27775.06733
129 6089.84956 218.44854
130 -5291.18862 6089.84956
131 -41097.04323 -5291.18862
132 14491.80475 -41097.04323
133 -71113.61188 14491.80475
134 -28571.57812 -71113.61188
135 69096.38244 -28571.57812
136 9217.74166 69096.38244
137 48526.95921 9217.74166
138 -25051.30199 48526.95921
139 -3222.81539 -25051.30199
140 -17739.09429 -3222.81539
141 -22797.29294 -17739.09429
142 12147.20859 -22797.29294
143 -15248.52229 12147.20859
144 7858.10438 -15248.52229
145 -44510.66403 7858.10438
146 -6498.84590 -44510.66403
147 -5766.47484 -6498.84590
148 -5136.62783 -5766.47484
149 2170.65489 -5136.62783
150 35647.98321 2170.65489
151 30677.77462 35647.98321
152 -15259.95276 30677.77462
153 37676.24134 -15259.95276
154 11285.87865 37676.24134
155 40297.66040 11285.87865
156 35231.42497 40297.66040
157 18122.38431 35231.42497
158 -15857.61243 18122.38431
159 -7480.98779 -15857.61243
160 22751.88882 -7480.98779
161 -13113.55930 22751.88882
162 -10933.39120 -13113.55930
163 14913.90902 -10933.39120
164 -25025.03178 14913.90902
165 29936.73231 -25025.03178
166 -12771.65999 29936.73231
167 20274.08195 -12771.65999
168 9346.75036 20274.08195
169 90620.35068 9346.75036
170 8306.62272 90620.35068
171 -1813.44848 8306.62272
172 7040.75231 -1813.44848
173 -1175.19093 7040.75231
174 -100098.30483 -1175.19093
175 21641.51405 -100098.30483
176 -18874.85507 21641.51405
177 8262.42477 -18874.85507
178 -13639.65966 8262.42477
179 28270.91708 -13639.65966
180 -26401.10411 28270.91708
181 -64588.30619 -26401.10411
182 14535.67046 -64588.30619
183 21566.42854 14535.67046
184 14458.39752 21566.42854
185 9553.12123 14458.39752
186 17775.51834 9553.12123
187 23232.29494 17775.51834
188 4409.23604 23232.29494
189 -9495.13034 4409.23604
190 24361.60304 -9495.13034
191 16127.40204 24361.60304
192 -32095.19469 16127.40204
193 -42897.83155 -32095.19469
194 9861.37184 -42897.83155
195 -3119.71655 9861.37184
196 -3506.64162 -3119.71655
197 15885.81663 -3506.64162
198 -18454.15778 15885.81663
199 -1882.97536 -18454.15778
200 4107.73697 -1882.97536
201 -5971.77418 4107.73697
202 16424.96107 -5971.77418
203 5973.89166 16424.96107
204 -29723.17242 5973.89166
205 -9778.69965 -29723.17242
206 -16092.09176 -9778.69965
207 57511.71548 -16092.09176
208 25921.10486 57511.71548
209 8284.27381 25921.10486
210 4522.40963 8284.27381
211 13428.08705 4522.40963
212 -4588.46805 13428.08705
213 7687.60460 -4588.46805
214 -26741.45346 7687.60460
215 -10680.59418 -26741.45346
216 -29430.00861 -10680.59418
217 1383.44349 -29430.00861
218 551.82164 1383.44349
219 31924.37535 551.82164
220 -14664.47492 31924.37535
221 -28034.18003 -14664.47492
222 -69995.95985 -28034.18003
223 2009.06388 -69995.95985
224 1716.06843 2009.06388
225 -10081.96631 1716.06843
226 13716.74820 -10081.96631
227 -21319.84282 13716.74820
228 -39988.42794 -21319.84282
229 -49904.59896 -39988.42794
230 -15456.86847 -49904.59896
231 -17366.62735 -15456.86847
232 -28469.96970 -17366.62735
233 -12489.66771 -28469.96970
234 -28142.26680 -12489.66771
235 -20941.61673 -28142.26680
236 57600.95557 -20941.61673
237 -15746.42213 57600.95557
238 -15783.43771 -15746.42213
239 -17889.54147 -15783.43771
240 8055.00611 -17889.54147
241 -16023.96358 8055.00611
242 -24259.83879 -16023.96358
243 -4625.33973 -24259.83879
244 302.93174 -4625.33973
245 -5062.38190 302.93174
246 -37727.76888 -5062.38190
247 27303.51048 -37727.76888
248 12868.90873 27303.51048
249 -4657.20355 12868.90873
250 14026.19724 -4657.20355
251 360.11167 14026.19724
252 11599.43925 360.11167
253 1970.77466 11599.43925
254 -7347.42433 1970.77466
255 8053.94901 -7347.42433
256 -13867.88799 8053.94901
257 9698.13795 -13867.88799
258 6880.06370 9698.13795
259 2831.74085 6880.06370
260 -15940.79437 2831.74085
261 -6928.97738 -15940.79437
262 7967.77531 -6928.97738
263 -16318.41754 7967.77531
264 -6543.58546 -16318.41754
265 5050.16318 -6543.58546
266 -21310.86151 5050.16318
267 -4571.51715 -21310.86151
268 48862.51481 -4571.51715
269 -20161.99991 48862.51481
270 -13510.53691 -20161.99991
271 9287.55548 -13510.53691
272 5098.74132 9287.55548
273 -2775.57144 5098.74132
274 6427.86921 -2775.57144
275 -32082.86752 6427.86921
276 11593.37130 -32082.86752
277 8567.95676 11593.37130
278 -9825.76444 8567.95676
279 21471.53417 -9825.76444
280 -2738.88025 21471.53417
281 18773.85656 -2738.88025
282 1293.89004 18773.85656
283 12616.14080 1293.89004
284 10873.61511 12616.14080
285 -27243.94648 10873.61511
286 -3140.47018 -27243.94648
287 -7919.80678 -3140.47018
288 2974.44405 -7919.80678
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/75l591324667424.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/8o0at1324667424.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/9vx1p1324667424.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/rcomp/tmp/10o7rp1324667424.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/11g6pn1324667424.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
+ a<-table.element(a,mysum$coefficients[i,1])
+ a<-table.element(a, round(mysum$coefficients[i,2],6))
+ a<-table.element(a, round(mysum$coefficients[i,3],4))
+ a<-table.element(a, round(mysum$coefficients[i,4],6))
+ a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/12b6f21324667424.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$r.squared))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'R-squared',1,TRUE)
> a<-table.element(a, mysum$r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Adjusted R-squared',1,TRUE)
> a<-table.element(a, mysum$adj.r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (value)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[1])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[3])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'p-value',1,TRUE)
> a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
> a<-table.element(a, mysum$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/132hrl1324667424.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/14jruo1324667424.tab")
> if (n > n25) {
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-values',header=TRUE)
+ a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'breakpoint index',header=TRUE)
+ a<-table.element(a,'greater',header=TRUE)
+ a<-table.element(a,'2-sided',header=TRUE)
+ a<-table.element(a,'less',header=TRUE)
+ a<-table.row.end(a)
+ for (mypoint in kp3:nmkm3) {
+ a<-table.row.start(a)
+ a<-table.element(a,mypoint,header=TRUE)
+ a<-table.element(a,gqarr[mypoint-kp3+1,1])
+ a<-table.element(a,gqarr[mypoint-kp3+1,2])
+ a<-table.element(a,gqarr[mypoint-kp3+1,3])
+ a<-table.row.end(a)
+ }
+ a<-table.end(a)
+ table.save(a,file="/var/www/rcomp/tmp/15dzx11324667424.tab")
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'Description',header=TRUE)
+ a<-table.element(a,'# significant tests',header=TRUE)
+ a<-table.element(a,'% significant tests',header=TRUE)
+ a<-table.element(a,'OK/NOK',header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'1% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant1)
+ a<-table.element(a,numsignificant1/numgqtests)
+ if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'5% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant5)
+ a<-table.element(a,numsignificant5/numgqtests)
+ if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'10% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant10)
+ a<-table.element(a,numsignificant10/numgqtests)
+ if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.end(a)
+ table.save(a,file="/var/www/rcomp/tmp/1608uw1324667424.tab")
+ }
>
> try(system("convert tmp/15um81324667424.ps tmp/15um81324667424.png",intern=TRUE))
character(0)
> try(system("convert tmp/2tr521324667424.ps tmp/2tr521324667424.png",intern=TRUE))
character(0)
> try(system("convert tmp/318ez1324667424.ps tmp/318ez1324667424.png",intern=TRUE))
character(0)
> try(system("convert tmp/475hs1324667424.ps tmp/475hs1324667424.png",intern=TRUE))
character(0)
> try(system("convert tmp/5qw1p1324667424.ps tmp/5qw1p1324667424.png",intern=TRUE))
character(0)
> try(system("convert tmp/6i2z91324667424.ps tmp/6i2z91324667424.png",intern=TRUE))
character(0)
> try(system("convert tmp/75l591324667424.ps tmp/75l591324667424.png",intern=TRUE))
character(0)
> try(system("convert tmp/8o0at1324667424.ps tmp/8o0at1324667424.png",intern=TRUE))
character(0)
> try(system("convert tmp/9vx1p1324667424.ps tmp/9vx1p1324667424.png",intern=TRUE))
character(0)
> try(system("convert tmp/10o7rp1324667424.ps tmp/10o7rp1324667424.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
6.770 0.220 7.002