R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(305687 + ,3615 + ,93 + ,1415 + ,2 + ,26 + ,86997 + ,305115 + ,2637 + ,78 + ,1264 + ,0 + ,20 + ,91256 + ,280379 + ,1883 + ,55 + ,809 + ,1 + ,25 + ,55709 + ,280039 + ,2900 + ,113 + ,1008 + ,4 + ,29 + ,92046 + ,274949 + ,2460 + ,65 + ,846 + ,0 + ,30 + ,75741 + ,264528 + ,2057 + ,83 + ,749 + ,0 + ,30 + ,59635 + ,257662 + ,1736 + ,198 + ,591 + ,7 + ,31 + ,84607 + ,254599 + ,2145 + ,71 + ,799 + ,3 + ,35 + ,162365 + ,253056 + ,2597 + ,85 + ,1170 + ,0 + ,27 + ,104911 + ,245478 + ,3018 + ,119 + ,1120 + ,0 + ,35 + ,70817 + ,245107 + ,2367 + ,86 + ,824 + ,6 + ,31 + ,109104 + ,244909 + ,2692 + ,79 + ,1100 + ,9 + ,21 + ,73586 + ,243180 + ,2193 + ,71 + ,904 + ,8 + ,22 + ,120087 + ,242153 + ,2207 + ,49 + ,1013 + ,2 + ,31 + ,72631 + ,236316 + ,1836 + ,63 + ,786 + ,1 + ,22 + ,58233 + ,234863 + ,1912 + ,55 + ,798 + ,1 + ,27 + ,85224 + ,220835 + ,2310 + ,106 + ,904 + ,1 + ,23 + ,67271 + ,213487 + ,2703 + ,67 + ,1008 + ,6 + ,26 + ,117986 + ,213310 + ,2144 + ,54 + 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+ ,23 + ,23238 + ,71908 + ,938 + ,28 + ,349 + ,2 + ,17 + ,62832 + ,69471 + ,837 + ,28 + ,364 + ,6 + ,20 + ,22618 + ,67507 + ,1101 + ,39 + ,368 + ,5 + ,32 + ,78956 + ,65029 + ,744 + ,17 + ,255 + ,5 + ,18 + ,32551 + ,62731 + ,547 + ,25 + ,168 + ,4 + ,20 + ,36990 + ,61857 + ,530 + ,25 + ,192 + ,4 + ,11 + ,25162 + ,50999 + ,588 + ,15 + ,225 + ,8 + ,20 + ,63989 + ,46660 + ,474 + ,20 + ,259 + ,0 + ,5 + ,6179 + ,43287 + ,602 + ,14 + ,214 + ,4 + ,19 + ,43750 + ,38214 + ,568 + ,34 + ,276 + ,0 + ,8 + ,8773 + ,35523 + ,308 + ,17 + ,106 + ,2 + ,16 + ,52491 + ,32750 + ,345 + ,16 + ,102 + ,0 + ,18 + ,22807 + ,31414 + ,449 + ,19 + ,200 + ,0 + ,8 + ,14116 + ,24188 + ,496 + ,24 + ,218 + ,0 + ,4 + ,5950 + ,22938 + ,391 + ,10 + ,154 + ,0 + ,1 + ,1168 + ,21054 + ,387 + ,16 + ,146 + ,0 + ,0 + ,855 + ,17547 + ,141 + ,5 + ,69 + ,0 + ,1 + ,3926 + ,14688 + ,207 + ,10 + ,85 + ,0 + ,0 + ,6023 + ,7199 + ,151 + ,5 + ,74 + ,0 + ,0 + ,1644 + ,969 + ,29 + ,2 + ,0 + ,0 + ,0 + ,0 + ,455 + ,8 + ,2 + ,0 + ,0 + ,0 + ,0 + ,203 + ,4 + ,4 + ,0 + ,0 + ,0 + ,0 + ,98 + ,5 + ,1 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,9 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,1 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0) + ,dim=c(7 + ,164) + ,dimnames=list(c('Time_RFC' + ,'#_pageviews' + ,'Logins' + ,'Compendiums_views' + ,'shared_compendiums' + ,'reviewed_compendiums' + ,'Compendium_writing') + ,1:164)) > y <- array(NA,dim=c(7,164),dimnames=list(c('Time_RFC','#_pageviews','Logins','Compendiums_views','shared_compendiums','reviewed_compendiums','Compendium_writing'),1:164)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > library(lattice) > library(lmtest) Loading required package: zoo > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Time_RFC #_pageviews Logins Compendiums_views shared_compendiums 1 305687 3615 93 1415 2 2 305115 2637 78 1264 0 3 280379 1883 55 809 1 4 280039 2900 113 1008 4 5 274949 2460 65 846 0 6 264528 2057 83 749 0 7 257662 1736 198 591 7 8 254599 2145 71 799 3 9 253056 2597 85 1170 0 10 245478 3018 119 1120 0 11 245107 2367 86 824 6 12 244909 2692 79 1100 9 13 243180 2193 71 904 8 14 242153 2207 49 1013 2 15 236316 1836 63 786 1 16 234863 1912 55 798 1 17 220835 2310 106 904 1 18 213487 2703 67 1008 6 19 213310 2144 54 1040 8 20 209631 2000 107 767 2 21 208823 1633 74 682 0 22 201748 1565 65 569 0 23 201603 2219 92 709 7 24 201409 2156 75 806 6 25 197067 2451 113 751 5 26 197033 1740 68 563 7 27 193662 1541 47 601 0 28 192887 1701 41 690 3 29 191467 1416 55 611 3 30 190729 1313 61 506 1 31 189764 1474 54 555 0 32 189066 1328 44 601 3 33 187289 1543 37 566 0 34 185366 1557 67 537 1 35 185288 1717 71 582 1 36 185279 1809 100 730 3 37 183260 1793 190 600 4 38 183059 2061 73 740 1 39 182557 1589 40 603 0 40 181853 1458 52 572 3 41 179571 1792 57 476 5 42 176577 1354 50 555 4 43 175663 1583 62 608 0 44 173587 1612 27 654 1 45 173260 2035 63 716 3 46 170635 1637 59 584 6 47 170588 1167 46 333 2 48 169613 1970 51 735 1 49 169569 1285 42 472 4 50 169093 1445 35 585 5 51 168059 1109 33 391 0 52 167255 1557 37 669 0 53 167226 1358 53 531 0 54 166142 1191 40 393 4 55 161729 1772 79 690 4 56 160905 1285 54 387 0 57 157566 1566 54 472 0 58 156990 1339 62 512 0 59 155012 1593 49 472 5 60 154730 1297 45 423 0 61 152366 1281 54 446 0 62 152193 1356 49 450 2 63 148857 1263 61 411 6 64 145908 1143 37 527 2 65 145120 1850 89 703 0 66 144530 1787 72 833 2 67 143937 1407 48 546 2 68 142339 1145 29 397 2 69 142286 1899 99 627 8 70 141933 1323 55 427 0 71 141150 1569 60 684 5 72 139409 1667 49 678 2 73 139144 828 23 344 0 74 137544 1128 35 388 7 75 135306 1233 28 571 0 76 134088 1192 50 453 9 77 132798 1176 53 570 5 78 131337 1110 45 439 3 79 131108 1496 39 646 3 80 130539 1158 24 420 0 81 130533 1030 27 387 0 82 130413 1935 75 756 0 83 129796 1154 55 385 4 84 129340 1213 47 392 4 85 129100 897 37 363 2 86 128873 1275 56 447 2 87 128768 1405 50 503 1 88 128734 1107 53 342 0 89 128274 1155 74 358 7 90 128075 1223 56 329 2 91 127930 1171 91 441 0 92 127394 1372 44 504 4 93 127185 800 38 286 0 94 126630 1310 44 449 5 95 125927 1264 53 474 0 96 121976 1105 48 366 2 97 121630 1108 47 420 1 98 120362 1113 42 438 0 99 118807 1348 33 468 11 100 117805 1978 70 727 1 101 115911 1025 40 445 5 102 115885 1355 36 575 5 103 113450 1253 85 413 4 104 113337 1053 37 371 9 105 112004 1196 42 403 4 106 109237 1473 39 641 0 107 108715 1075 32 304 0 108 107434 853 35 320 0 109 106888 1035 34 406 0 110 106351 995 108 341 0 111 106193 956 58 271 6 112 105477 1020 33 341 2 113 102350 1119 43 435 6 114 101324 860 31 297 5 115 98791 1209 30 447 1 116 98466 1277 47 495 4 117 98066 1101 58 434 3 118 96981 983 33 334 0 119 96634 810 35 242 5 120 93125 1735 49 836 1 121 91185 973 31 287 0 122 90961 901 25 298 1 123 90938 767 17 262 3 124 89882 993 34 382 5 125 89318 911 36 292 1 126 89059 1069 64 345 0 127 86621 669 48 223 4 128 81530 668 30 178 1 129 81106 1020 31 300 4 130 80964 686 26 216 1 131 80953 870 25 437 0 132 78800 918 42 330 2 133 76470 809 29 312 0 134 75746 672 72 238 0 135 75032 777 45 240 5 136 74112 668 32 215 0 137 73567 705 27 187 0 138 71908 938 28 349 2 139 69471 837 28 364 6 140 67507 1101 39 368 5 141 65029 744 17 255 5 142 62731 547 25 168 4 143 61857 530 25 192 4 144 50999 588 15 225 8 145 46660 474 20 259 0 146 43287 602 14 214 4 147 38214 568 34 276 0 148 35523 308 17 106 2 149 32750 345 16 102 0 150 31414 449 19 200 0 151 24188 496 24 218 0 152 22938 391 10 154 0 153 21054 387 16 146 0 154 17547 141 5 69 0 155 14688 207 10 85 0 156 7199 151 5 74 0 157 969 29 2 0 0 158 455 8 2 0 0 159 203 4 4 0 0 160 98 5 1 0 0 161 0 0 0 0 9 162 0 0 0 0 1 163 0 0 0 0 0 164 0 0 0 0 0 reviewed_compendiums Compendium_writing 1 26 86997 2 20 91256 3 25 55709 4 29 92046 5 30 75741 6 30 59635 7 31 84607 8 35 162365 9 27 104911 10 35 70817 11 31 109104 12 21 73586 13 22 120087 14 31 72631 15 22 58233 16 27 85224 17 23 67271 18 26 117986 19 22 55071 20 24 63717 21 26 81493 22 33 86281 23 40 83038 24 21 114425 25 24 101653 26 30 63958 27 33 65196 28 36 62932 29 20 79194 30 30 64664 31 24 123328 32 25 72369 33 30 54628 34 29 111436 35 27 38885 36 22 73795 37 24 70111 38 23 57637 39 26 103646 40 25 96750 41 35 101773 42 20 76168 43 24 74482 44 20 71170 45 21 37238 46 26 70027 47 26 95556 48 24 48204 49 20 105965 50 17 85903 51 26 60029 52 25 37048 53 30 43460 54 23 90257 55 21 65911 56 27 56316 57 30 61704 58 26 52295 59 28 74349 60 27 82204 61 24 83042 62 25 76013 63 31 91939 64 24 65724 65 24 56699 66 25 79774 67 20 68608 68 20 125410 69 28 57231 70 27 51370 71 31 36311 72 24 99518 73 21 56530 74 31 94137 75 22 71181 76 20 55901 77 22 38417 78 20 54506 79 30 56733 80 20 48821 81 20 85168 82 24 55027 83 28 38439 84 33 53009 85 19 73713 86 20 42564 87 26 38650 88 18 55064 89 37 63262 90 25 64102 91 21 66477 92 15 34497 93 33 73087 94 25 58425 95 24 51360 96 20 42051 97 21 28340 98 25 49319 99 25 55827 100 27 99501 101 25 40001 102 19 77411 103 19 89041 104 24 63016 105 21 37361 106 21 15430 107 15 40671 108 19 82043 109 21 26982 110 20 29467 111 23 202316 112 16 49288 113 23 50466 114 26 70780 115 18 36252 116 24 43448 117 14 31701 118 22 56979 119 22 72571 120 21 50838 121 27 21067 122 22 63785 123 15 37137 124 17 59155 125 22 44970 126 20 46765 127 20 54565 128 15 31258 129 21 35838 130 8 26998 131 8 56622 132 26 33032 133 20 35606 134 12 47261 135 23 62147 136 19 174949 137 23 23238 138 17 62832 139 20 22618 140 32 78956 141 18 32551 142 20 36990 143 11 25162 144 20 63989 145 5 6179 146 19 43750 147 8 8773 148 16 52491 149 18 22807 150 8 14116 151 4 5950 152 1 1168 153 0 855 154 1 3926 155 0 6023 156 0 1644 157 0 0 158 0 0 159 0 0 160 0 0 161 0 0 162 0 0 163 0 0 164 0 0 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) `#_pageviews` Logins -5725.0197 37.3450 173.3665 Compendiums_views shared_compendiums reviewed_compendiums 85.1895 -1771.3956 1378.2515 Compendium_writing 0.2814 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -87853 -13660 1948 11359 88966 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -5.725e+03 5.397e+03 -1.061 0.290398 `#_pageviews` 3.734e+01 1.520e+01 2.457 0.015092 * Logins 1.734e+02 1.002e+02 1.730 0.085615 . Compendiums_views 8.519e+01 3.166e+01 2.691 0.007897 ** shared_compendiums -1.771e+03 7.782e+02 -2.276 0.024182 * reviewed_compendiums 1.378e+03 3.503e+02 3.935 0.000125 *** Compendium_writing 2.814e-01 7.646e-02 3.681 0.000319 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 24980 on 157 degrees of freedom Multiple R-squared: 0.8711, Adjusted R-squared: 0.8662 F-statistic: 176.8 on 6 and 157 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.1560440 3.120880e-01 8.439560e-01 [2,] 0.1949850 3.899700e-01 8.050150e-01 [3,] 0.1736924 3.473848e-01 8.263076e-01 [4,] 0.2091914 4.183827e-01 7.908086e-01 [5,] 0.2130486 4.260972e-01 7.869514e-01 [6,] 0.4614724 9.229447e-01 5.385276e-01 [7,] 0.4559252 9.118505e-01 5.440748e-01 [8,] 0.7867378 4.265244e-01 2.132622e-01 [9,] 0.8786086 2.427828e-01 1.213914e-01 [10,] 0.8587827 2.824346e-01 1.412173e-01 [11,] 0.9170069 1.659862e-01 8.299312e-02 [12,] 0.9327990 1.344020e-01 6.720099e-02 [13,] 0.9334509 1.330982e-01 6.654908e-02 [14,] 0.9200105 1.599791e-01 7.998955e-02 [15,] 0.9292502 1.414995e-01 7.074977e-02 [16,] 0.9419272 1.161456e-01 5.807282e-02 [17,] 0.9270772 1.458457e-01 7.292283e-02 [18,] 0.9247073 1.505854e-01 7.529268e-02 [19,] 0.9127083 1.745834e-01 8.729170e-02 [20,] 0.9155755 1.688489e-01 8.442445e-02 [21,] 0.9132928 1.734144e-01 8.670719e-02 [22,] 0.9037321 1.925358e-01 9.626790e-02 [23,] 0.9105946 1.788108e-01 8.940542e-02 [24,] 0.8989551 2.020897e-01 1.010449e-01 [25,] 0.8851487 2.297027e-01 1.148513e-01 [26,] 0.8754358 2.491283e-01 1.245642e-01 [27,] 0.9044986 1.910029e-01 9.550144e-02 [28,] 0.9252015 1.495970e-01 7.479850e-02 [29,] 0.9276971 1.446059e-01 7.230293e-02 [30,] 0.9172695 1.654610e-01 8.273052e-02 [31,] 0.9099532 1.800935e-01 9.004675e-02 [32,] 0.8873862 2.252276e-01 1.126138e-01 [33,] 0.8975794 2.048412e-01 1.024206e-01 [34,] 0.8951220 2.097561e-01 1.048780e-01 [35,] 0.8858867 2.282266e-01 1.141133e-01 [36,] 0.8708533 2.582934e-01 1.291467e-01 [37,] 0.8532350 2.935299e-01 1.467650e-01 [38,] 0.8615919 2.768162e-01 1.384081e-01 [39,] 0.8673810 2.652380e-01 1.326190e-01 [40,] 0.8751919 2.496163e-01 1.248081e-01 [41,] 0.8881656 2.236688e-01 1.118344e-01 [42,] 0.9067868 1.864265e-01 9.321324e-02 [43,] 0.9174479 1.651042e-01 8.255210e-02 [44,] 0.9216134 1.567732e-01 7.838661e-02 [45,] 0.9391553 1.216893e-01 6.084467e-02 [46,] 0.9476128 1.047744e-01 5.238719e-02 [47,] 0.9449446 1.101108e-01 5.505541e-02 [48,] 0.9366750 1.266499e-01 6.332495e-02 [49,] 0.9408651 1.182699e-01 5.913493e-02 [50,] 0.9279552 1.440896e-01 7.204480e-02 [51,] 0.9226726 1.546548e-01 7.732740e-02 [52,] 0.9226935 1.546131e-01 7.730653e-02 [53,] 0.9174198 1.651605e-01 8.258023e-02 [54,] 0.9141853 1.716293e-01 8.581466e-02 [55,] 0.9347789 1.304423e-01 6.522113e-02 [56,] 0.9704399 5.912010e-02 2.956005e-02 [57,] 0.9947747 1.045067e-02 5.225337e-03 [58,] 0.9946456 1.070877e-02 5.354385e-03 [59,] 0.9949502 1.009969e-02 5.049847e-03 [60,] 0.9968409 6.318280e-03 3.159140e-03 [61,] 0.9961206 7.758804e-03 3.879402e-03 [62,] 0.9969903 6.019425e-03 3.009713e-03 [63,] 0.9985071 2.985814e-03 1.492907e-03 [64,] 0.9995495 9.010129e-04 4.505065e-04 [65,] 0.9994698 1.060454e-03 5.302269e-04 [66,] 0.9996575 6.849850e-04 3.424925e-04 [67,] 0.9996796 6.408707e-04 3.204354e-04 [68,] 0.9997890 4.220931e-04 2.110465e-04 [69,] 0.9998461 3.077432e-04 1.538716e-04 [70,] 0.9998880 2.239361e-04 1.119681e-04 [71,] 0.9999082 1.836807e-04 9.184037e-05 [72,] 0.9999533 9.346935e-05 4.673468e-05 [73,] 0.9999930 1.407519e-05 7.037593e-06 [74,] 0.9999899 2.016694e-05 1.008347e-05 [75,] 0.9999847 3.052231e-05 1.526116e-05 [76,] 0.9999971 5.828454e-06 2.914227e-06 [77,] 0.9999960 8.064933e-06 4.032466e-06 [78,] 0.9999941 1.173621e-05 5.868105e-06 [79,] 0.9999943 1.143479e-05 5.717394e-06 [80,] 0.9999914 1.721034e-05 8.605168e-06 [81,] 0.9999858 2.841409e-05 1.420704e-05 [82,] 0.9999838 3.245361e-05 1.622680e-05 [83,] 0.9999825 3.498481e-05 1.749241e-05 [84,] 0.9999923 1.548111e-05 7.740556e-06 [85,] 0.9999884 2.315055e-05 1.157528e-05 [86,] 0.9999869 2.629548e-05 1.314774e-05 [87,] 0.9999869 2.625738e-05 1.312869e-05 [88,] 0.9999904 1.923869e-05 9.619346e-06 [89,] 0.9999932 1.361440e-05 6.807200e-06 [90,] 0.9999882 2.353743e-05 1.176871e-05 [91,] 1.0000000 7.515744e-08 3.757872e-08 [92,] 1.0000000 1.909519e-08 9.547597e-09 [93,] 1.0000000 2.337210e-08 1.168605e-08 [94,] 1.0000000 2.441607e-08 1.220804e-08 [95,] 1.0000000 2.761369e-08 1.380684e-08 [96,] 1.0000000 5.637593e-08 2.818797e-08 [97,] 1.0000000 7.865180e-08 3.932590e-08 [98,] 0.9999999 1.587071e-07 7.935354e-08 [99,] 1.0000000 5.144898e-08 2.572449e-08 [100,] 1.0000000 2.749472e-08 1.374736e-08 [101,] 1.0000000 5.784033e-08 2.892016e-08 [102,] 1.0000000 4.505292e-08 2.252646e-08 [103,] 1.0000000 6.623512e-08 3.311756e-08 [104,] 0.9999999 1.128256e-07 5.641278e-08 [105,] 1.0000000 7.936010e-08 3.968005e-08 [106,] 0.9999999 1.567001e-07 7.835006e-08 [107,] 0.9999999 2.420886e-07 1.210443e-07 [108,] 0.9999998 4.899761e-07 2.449881e-07 [109,] 0.9999996 7.880714e-07 3.940357e-07 [110,] 0.9999995 1.053802e-06 5.269009e-07 [111,] 1.0000000 8.067650e-08 4.033825e-08 [112,] 0.9999999 1.751972e-07 8.759860e-08 [113,] 0.9999999 2.938076e-07 1.469038e-07 [114,] 1.0000000 7.399498e-08 3.699749e-08 [115,] 0.9999999 1.585503e-07 7.927517e-08 [116,] 0.9999999 2.971753e-07 1.485877e-07 [117,] 0.9999998 3.258815e-07 1.629407e-07 [118,] 0.9999998 3.067236e-07 1.533618e-07 [119,] 0.9999999 1.826618e-07 9.133091e-08 [120,] 0.9999998 4.309242e-07 2.154621e-07 [121,] 1.0000000 6.487742e-08 3.243871e-08 [122,] 1.0000000 4.475412e-08 2.237706e-08 [123,] 0.9999999 1.159799e-07 5.798996e-08 [124,] 0.9999999 1.617660e-07 8.088302e-08 [125,] 0.9999998 4.684562e-07 2.342281e-07 [126,] 0.9999994 1.289049e-06 6.445243e-07 [127,] 0.9999995 9.163390e-07 4.581695e-07 [128,] 0.9999994 1.103630e-06 5.518148e-07 [129,] 0.9999991 1.827392e-06 9.136962e-07 [130,] 0.9999974 5.180445e-06 2.590222e-06 [131,] 0.9999998 4.075690e-07 2.037845e-07 [132,] 0.9999994 1.121506e-06 5.607531e-07 [133,] 0.9999992 1.583982e-06 7.919908e-07 [134,] 1.0000000 1.475943e-09 7.379713e-10 [135,] 1.0000000 9.181809e-09 4.590905e-09 [136,] 1.0000000 2.602449e-09 1.301225e-09 [137,] 1.0000000 5.273975e-09 2.636988e-09 [138,] 1.0000000 1.766613e-08 8.833063e-09 [139,] 1.0000000 2.683209e-08 1.341605e-08 [140,] 0.9999999 2.755719e-07 1.377860e-07 [141,] 0.9999987 2.561969e-06 1.280985e-06 [142,] 1.0000000 8.232369e-08 4.116184e-08 [143,] 1.0000000 2.800662e-08 1.400331e-08 [144,] 1.0000000 5.244387e-10 2.622194e-10 [145,] 0.9999999 1.651966e-07 8.259831e-08 > postscript(file="/var/wessaorg/rcomp/tmp/1rvjn1321784320.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/27qmi1321784320.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3emv41321784320.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4z76m1321784320.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/58f4u1321784320.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 164 Frequency = 1 1 2 3 4 5 6 -17033.31129 37910.22433 88965.80691 13212.16552 42801.44218 57106.27064 7 8 9 10 11 12 59743.98941 11221.53518 -19351.66743 -45717.18624 14526.14691 8985.47714 13 14 15 16 17 18 27738.41020 11040.77701 50654.82628 32240.42547 -3956.80457 -37631.24895 19 20 21 22 23 24 9358.43681 9307.15291 23864.63935 19520.47820 -17990.82278 -5566.69318 25 26 27 28 29 30 -25139.45086 31078.44806 18659.63562 7184.40075 38185.66717 35963.04728 31 32 33 34 35 36 16011.98878 36859.58244 24036.34929 6021.12929 18616.82651 -1854.91918 37 38 39 40 41 42 -7752.99400 -10030.24791 5631.31992 19013.29865 -84.00094 33871.56231 43 44 45 46 47 48 5686.05259 12892.71631 -3039.49773 10331.79694 37202.59049 -14561.18975 49 50 51 52 53 54 29511.70246 26200.22707 40608.60782 6544.12238 14233.15978 36958.07967 55 56 57 58 59 60 -11606.28784 23248.72085 -3476.52967 7791.42364 1882.55015 7832.91141 61 62 63 64 65 66 6445.67342 8140.71711 3853.51549 9605.07802 -42596.95639 -53291.52270 67 68 69 70 71 72 -1049.32147 7137.41827 -34011.69188 668.70874 -24479.39328 -40917.98837 73 74 75 76 77 78 35801.16693 5201.74747 -8868.16545 20682.88169 4581.88928 12817.90355 79 80 81 82 83 84 -32829.59613 11772.49170 8607.98768 -62095.61220 7767.71537 -5092.99847 85 86 87 88 89 90 20597.79171 3193.09927 -14436.47761 14488.66017 -8861.95361 1436.30450 91 92 93 94 95 96 -11074.03919 8020.72566 6029.35823 -4488.08490 -12653.54422 11076.41402 97 98 99 100 101 102 6900.80655 -8409.41192 -2082.18666 -87852.62638 1655.86953 -23334.63627 103 104 105 106 107 108 -21699.34492 6846.62738 -921.25900 -34700.96072 10728.24464 -1302.40482 109 110 111 112 113 114 -3057.78007 -8713.93016 -34938.39427 5958.13483 -13501.22490 -2641.81955 115 116 117 118 119 120 -17154.99139 -32036.40575 -7256.86142 -14536.69628 3536.31960 -87137.11232 121 122 123 124 125 126 -12392.47565 -13184.79683 16940.78305 -11135.80788 -11301.68310 -26350.59076 127 128 129 130 131 132 4206.67155 14243.93911 -14136.34167 21308.72466 -14336.30700 -26740.17512 133 134 135 136 137 138 -17210.12745 -6222.87165 -16841.01199 -44398.85720 -5887.62011 -29553.45376 139 140 141 142 143 144 -15227.44717 -63464.98276 -6814.19503 -1507.92521 11941.62912 -18406.46018 145 146 147 148 149 150 521.74856 -25541.92851 -20174.86514 -15514.31343 -17099.72314 -14959.69025 151 152 153 154 155 156 -18529.83239 -2498.70550 -3125.66331 8778.24745 2012.66712 -348.63260 157 158 159 160 161 162 5264.28236 5534.52691 5085.17382 5462.92835 21667.57999 7496.41532 163 164 5725.01974 5725.01974 > postscript(file="/var/wessaorg/rcomp/tmp/6dpgh1321784320.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 164 Frequency = 1 lag(myerror, k = 1) myerror 0 -17033.31129 NA 1 37910.22433 -17033.31129 2 88965.80691 37910.22433 3 13212.16552 88965.80691 4 42801.44218 13212.16552 5 57106.27064 42801.44218 6 59743.98941 57106.27064 7 11221.53518 59743.98941 8 -19351.66743 11221.53518 9 -45717.18624 -19351.66743 10 14526.14691 -45717.18624 11 8985.47714 14526.14691 12 27738.41020 8985.47714 13 11040.77701 27738.41020 14 50654.82628 11040.77701 15 32240.42547 50654.82628 16 -3956.80457 32240.42547 17 -37631.24895 -3956.80457 18 9358.43681 -37631.24895 19 9307.15291 9358.43681 20 23864.63935 9307.15291 21 19520.47820 23864.63935 22 -17990.82278 19520.47820 23 -5566.69318 -17990.82278 24 -25139.45086 -5566.69318 25 31078.44806 -25139.45086 26 18659.63562 31078.44806 27 7184.40075 18659.63562 28 38185.66717 7184.40075 29 35963.04728 38185.66717 30 16011.98878 35963.04728 31 36859.58244 16011.98878 32 24036.34929 36859.58244 33 6021.12929 24036.34929 34 18616.82651 6021.12929 35 -1854.91918 18616.82651 36 -7752.99400 -1854.91918 37 -10030.24791 -7752.99400 38 5631.31992 -10030.24791 39 19013.29865 5631.31992 40 -84.00094 19013.29865 41 33871.56231 -84.00094 42 5686.05259 33871.56231 43 12892.71631 5686.05259 44 -3039.49773 12892.71631 45 10331.79694 -3039.49773 46 37202.59049 10331.79694 47 -14561.18975 37202.59049 48 29511.70246 -14561.18975 49 26200.22707 29511.70246 50 40608.60782 26200.22707 51 6544.12238 40608.60782 52 14233.15978 6544.12238 53 36958.07967 14233.15978 54 -11606.28784 36958.07967 55 23248.72085 -11606.28784 56 -3476.52967 23248.72085 57 7791.42364 -3476.52967 58 1882.55015 7791.42364 59 7832.91141 1882.55015 60 6445.67342 7832.91141 61 8140.71711 6445.67342 62 3853.51549 8140.71711 63 9605.07802 3853.51549 64 -42596.95639 9605.07802 65 -53291.52270 -42596.95639 66 -1049.32147 -53291.52270 67 7137.41827 -1049.32147 68 -34011.69188 7137.41827 69 668.70874 -34011.69188 70 -24479.39328 668.70874 71 -40917.98837 -24479.39328 72 35801.16693 -40917.98837 73 5201.74747 35801.16693 74 -8868.16545 5201.74747 75 20682.88169 -8868.16545 76 4581.88928 20682.88169 77 12817.90355 4581.88928 78 -32829.59613 12817.90355 79 11772.49170 -32829.59613 80 8607.98768 11772.49170 81 -62095.61220 8607.98768 82 7767.71537 -62095.61220 83 -5092.99847 7767.71537 84 20597.79171 -5092.99847 85 3193.09927 20597.79171 86 -14436.47761 3193.09927 87 14488.66017 -14436.47761 88 -8861.95361 14488.66017 89 1436.30450 -8861.95361 90 -11074.03919 1436.30450 91 8020.72566 -11074.03919 92 6029.35823 8020.72566 93 -4488.08490 6029.35823 94 -12653.54422 -4488.08490 95 11076.41402 -12653.54422 96 6900.80655 11076.41402 97 -8409.41192 6900.80655 98 -2082.18666 -8409.41192 99 -87852.62638 -2082.18666 100 1655.86953 -87852.62638 101 -23334.63627 1655.86953 102 -21699.34492 -23334.63627 103 6846.62738 -21699.34492 104 -921.25900 6846.62738 105 -34700.96072 -921.25900 106 10728.24464 -34700.96072 107 -1302.40482 10728.24464 108 -3057.78007 -1302.40482 109 -8713.93016 -3057.78007 110 -34938.39427 -8713.93016 111 5958.13483 -34938.39427 112 -13501.22490 5958.13483 113 -2641.81955 -13501.22490 114 -17154.99139 -2641.81955 115 -32036.40575 -17154.99139 116 -7256.86142 -32036.40575 117 -14536.69628 -7256.86142 118 3536.31960 -14536.69628 119 -87137.11232 3536.31960 120 -12392.47565 -87137.11232 121 -13184.79683 -12392.47565 122 16940.78305 -13184.79683 123 -11135.80788 16940.78305 124 -11301.68310 -11135.80788 125 -26350.59076 -11301.68310 126 4206.67155 -26350.59076 127 14243.93911 4206.67155 128 -14136.34167 14243.93911 129 21308.72466 -14136.34167 130 -14336.30700 21308.72466 131 -26740.17512 -14336.30700 132 -17210.12745 -26740.17512 133 -6222.87165 -17210.12745 134 -16841.01199 -6222.87165 135 -44398.85720 -16841.01199 136 -5887.62011 -44398.85720 137 -29553.45376 -5887.62011 138 -15227.44717 -29553.45376 139 -63464.98276 -15227.44717 140 -6814.19503 -63464.98276 141 -1507.92521 -6814.19503 142 11941.62912 -1507.92521 143 -18406.46018 11941.62912 144 521.74856 -18406.46018 145 -25541.92851 521.74856 146 -20174.86514 -25541.92851 147 -15514.31343 -20174.86514 148 -17099.72314 -15514.31343 149 -14959.69025 -17099.72314 150 -18529.83239 -14959.69025 151 -2498.70550 -18529.83239 152 -3125.66331 -2498.70550 153 8778.24745 -3125.66331 154 2012.66712 8778.24745 155 -348.63260 2012.66712 156 5264.28236 -348.63260 157 5534.52691 5264.28236 158 5085.17382 5534.52691 159 5462.92835 5085.17382 160 21667.57999 5462.92835 161 7496.41532 21667.57999 162 5725.01974 7496.41532 163 5725.01974 5725.01974 164 NA 5725.01974 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 37910.22433 -17033.31129 [2,] 88965.80691 37910.22433 [3,] 13212.16552 88965.80691 [4,] 42801.44218 13212.16552 [5,] 57106.27064 42801.44218 [6,] 59743.98941 57106.27064 [7,] 11221.53518 59743.98941 [8,] -19351.66743 11221.53518 [9,] -45717.18624 -19351.66743 [10,] 14526.14691 -45717.18624 [11,] 8985.47714 14526.14691 [12,] 27738.41020 8985.47714 [13,] 11040.77701 27738.41020 [14,] 50654.82628 11040.77701 [15,] 32240.42547 50654.82628 [16,] -3956.80457 32240.42547 [17,] -37631.24895 -3956.80457 [18,] 9358.43681 -37631.24895 [19,] 9307.15291 9358.43681 [20,] 23864.63935 9307.15291 [21,] 19520.47820 23864.63935 [22,] -17990.82278 19520.47820 [23,] -5566.69318 -17990.82278 [24,] -25139.45086 -5566.69318 [25,] 31078.44806 -25139.45086 [26,] 18659.63562 31078.44806 [27,] 7184.40075 18659.63562 [28,] 38185.66717 7184.40075 [29,] 35963.04728 38185.66717 [30,] 16011.98878 35963.04728 [31,] 36859.58244 16011.98878 [32,] 24036.34929 36859.58244 [33,] 6021.12929 24036.34929 [34,] 18616.82651 6021.12929 [35,] -1854.91918 18616.82651 [36,] -7752.99400 -1854.91918 [37,] -10030.24791 -7752.99400 [38,] 5631.31992 -10030.24791 [39,] 19013.29865 5631.31992 [40,] -84.00094 19013.29865 [41,] 33871.56231 -84.00094 [42,] 5686.05259 33871.56231 [43,] 12892.71631 5686.05259 [44,] -3039.49773 12892.71631 [45,] 10331.79694 -3039.49773 [46,] 37202.59049 10331.79694 [47,] -14561.18975 37202.59049 [48,] 29511.70246 -14561.18975 [49,] 26200.22707 29511.70246 [50,] 40608.60782 26200.22707 [51,] 6544.12238 40608.60782 [52,] 14233.15978 6544.12238 [53,] 36958.07967 14233.15978 [54,] -11606.28784 36958.07967 [55,] 23248.72085 -11606.28784 [56,] -3476.52967 23248.72085 [57,] 7791.42364 -3476.52967 [58,] 1882.55015 7791.42364 [59,] 7832.91141 1882.55015 [60,] 6445.67342 7832.91141 [61,] 8140.71711 6445.67342 [62,] 3853.51549 8140.71711 [63,] 9605.07802 3853.51549 [64,] -42596.95639 9605.07802 [65,] -53291.52270 -42596.95639 [66,] -1049.32147 -53291.52270 [67,] 7137.41827 -1049.32147 [68,] -34011.69188 7137.41827 [69,] 668.70874 -34011.69188 [70,] -24479.39328 668.70874 [71,] -40917.98837 -24479.39328 [72,] 35801.16693 -40917.98837 [73,] 5201.74747 35801.16693 [74,] -8868.16545 5201.74747 [75,] 20682.88169 -8868.16545 [76,] 4581.88928 20682.88169 [77,] 12817.90355 4581.88928 [78,] -32829.59613 12817.90355 [79,] 11772.49170 -32829.59613 [80,] 8607.98768 11772.49170 [81,] -62095.61220 8607.98768 [82,] 7767.71537 -62095.61220 [83,] -5092.99847 7767.71537 [84,] 20597.79171 -5092.99847 [85,] 3193.09927 20597.79171 [86,] -14436.47761 3193.09927 [87,] 14488.66017 -14436.47761 [88,] -8861.95361 14488.66017 [89,] 1436.30450 -8861.95361 [90,] -11074.03919 1436.30450 [91,] 8020.72566 -11074.03919 [92,] 6029.35823 8020.72566 [93,] -4488.08490 6029.35823 [94,] -12653.54422 -4488.08490 [95,] 11076.41402 -12653.54422 [96,] 6900.80655 11076.41402 [97,] -8409.41192 6900.80655 [98,] -2082.18666 -8409.41192 [99,] -87852.62638 -2082.18666 [100,] 1655.86953 -87852.62638 [101,] -23334.63627 1655.86953 [102,] -21699.34492 -23334.63627 [103,] 6846.62738 -21699.34492 [104,] -921.25900 6846.62738 [105,] -34700.96072 -921.25900 [106,] 10728.24464 -34700.96072 [107,] -1302.40482 10728.24464 [108,] -3057.78007 -1302.40482 [109,] -8713.93016 -3057.78007 [110,] -34938.39427 -8713.93016 [111,] 5958.13483 -34938.39427 [112,] -13501.22490 5958.13483 [113,] -2641.81955 -13501.22490 [114,] -17154.99139 -2641.81955 [115,] -32036.40575 -17154.99139 [116,] -7256.86142 -32036.40575 [117,] -14536.69628 -7256.86142 [118,] 3536.31960 -14536.69628 [119,] -87137.11232 3536.31960 [120,] -12392.47565 -87137.11232 [121,] -13184.79683 -12392.47565 [122,] 16940.78305 -13184.79683 [123,] -11135.80788 16940.78305 [124,] -11301.68310 -11135.80788 [125,] -26350.59076 -11301.68310 [126,] 4206.67155 -26350.59076 [127,] 14243.93911 4206.67155 [128,] -14136.34167 14243.93911 [129,] 21308.72466 -14136.34167 [130,] -14336.30700 21308.72466 [131,] -26740.17512 -14336.30700 [132,] -17210.12745 -26740.17512 [133,] -6222.87165 -17210.12745 [134,] -16841.01199 -6222.87165 [135,] -44398.85720 -16841.01199 [136,] -5887.62011 -44398.85720 [137,] -29553.45376 -5887.62011 [138,] -15227.44717 -29553.45376 [139,] -63464.98276 -15227.44717 [140,] -6814.19503 -63464.98276 [141,] -1507.92521 -6814.19503 [142,] 11941.62912 -1507.92521 [143,] -18406.46018 11941.62912 [144,] 521.74856 -18406.46018 [145,] -25541.92851 521.74856 [146,] -20174.86514 -25541.92851 [147,] -15514.31343 -20174.86514 [148,] -17099.72314 -15514.31343 [149,] -14959.69025 -17099.72314 [150,] -18529.83239 -14959.69025 [151,] -2498.70550 -18529.83239 [152,] -3125.66331 -2498.70550 [153,] 8778.24745 -3125.66331 [154,] 2012.66712 8778.24745 [155,] -348.63260 2012.66712 [156,] 5264.28236 -348.63260 [157,] 5534.52691 5264.28236 [158,] 5085.17382 5534.52691 [159,] 5462.92835 5085.17382 [160,] 21667.57999 5462.92835 [161,] 7496.41532 21667.57999 [162,] 5725.01974 7496.41532 [163,] 5725.01974 5725.01974 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 37910.22433 -17033.31129 2 88965.80691 37910.22433 3 13212.16552 88965.80691 4 42801.44218 13212.16552 5 57106.27064 42801.44218 6 59743.98941 57106.27064 7 11221.53518 59743.98941 8 -19351.66743 11221.53518 9 -45717.18624 -19351.66743 10 14526.14691 -45717.18624 11 8985.47714 14526.14691 12 27738.41020 8985.47714 13 11040.77701 27738.41020 14 50654.82628 11040.77701 15 32240.42547 50654.82628 16 -3956.80457 32240.42547 17 -37631.24895 -3956.80457 18 9358.43681 -37631.24895 19 9307.15291 9358.43681 20 23864.63935 9307.15291 21 19520.47820 23864.63935 22 -17990.82278 19520.47820 23 -5566.69318 -17990.82278 24 -25139.45086 -5566.69318 25 31078.44806 -25139.45086 26 18659.63562 31078.44806 27 7184.40075 18659.63562 28 38185.66717 7184.40075 29 35963.04728 38185.66717 30 16011.98878 35963.04728 31 36859.58244 16011.98878 32 24036.34929 36859.58244 33 6021.12929 24036.34929 34 18616.82651 6021.12929 35 -1854.91918 18616.82651 36 -7752.99400 -1854.91918 37 -10030.24791 -7752.99400 38 5631.31992 -10030.24791 39 19013.29865 5631.31992 40 -84.00094 19013.29865 41 33871.56231 -84.00094 42 5686.05259 33871.56231 43 12892.71631 5686.05259 44 -3039.49773 12892.71631 45 10331.79694 -3039.49773 46 37202.59049 10331.79694 47 -14561.18975 37202.59049 48 29511.70246 -14561.18975 49 26200.22707 29511.70246 50 40608.60782 26200.22707 51 6544.12238 40608.60782 52 14233.15978 6544.12238 53 36958.07967 14233.15978 54 -11606.28784 36958.07967 55 23248.72085 -11606.28784 56 -3476.52967 23248.72085 57 7791.42364 -3476.52967 58 1882.55015 7791.42364 59 7832.91141 1882.55015 60 6445.67342 7832.91141 61 8140.71711 6445.67342 62 3853.51549 8140.71711 63 9605.07802 3853.51549 64 -42596.95639 9605.07802 65 -53291.52270 -42596.95639 66 -1049.32147 -53291.52270 67 7137.41827 -1049.32147 68 -34011.69188 7137.41827 69 668.70874 -34011.69188 70 -24479.39328 668.70874 71 -40917.98837 -24479.39328 72 35801.16693 -40917.98837 73 5201.74747 35801.16693 74 -8868.16545 5201.74747 75 20682.88169 -8868.16545 76 4581.88928 20682.88169 77 12817.90355 4581.88928 78 -32829.59613 12817.90355 79 11772.49170 -32829.59613 80 8607.98768 11772.49170 81 -62095.61220 8607.98768 82 7767.71537 -62095.61220 83 -5092.99847 7767.71537 84 20597.79171 -5092.99847 85 3193.09927 20597.79171 86 -14436.47761 3193.09927 87 14488.66017 -14436.47761 88 -8861.95361 14488.66017 89 1436.30450 -8861.95361 90 -11074.03919 1436.30450 91 8020.72566 -11074.03919 92 6029.35823 8020.72566 93 -4488.08490 6029.35823 94 -12653.54422 -4488.08490 95 11076.41402 -12653.54422 96 6900.80655 11076.41402 97 -8409.41192 6900.80655 98 -2082.18666 -8409.41192 99 -87852.62638 -2082.18666 100 1655.86953 -87852.62638 101 -23334.63627 1655.86953 102 -21699.34492 -23334.63627 103 6846.62738 -21699.34492 104 -921.25900 6846.62738 105 -34700.96072 -921.25900 106 10728.24464 -34700.96072 107 -1302.40482 10728.24464 108 -3057.78007 -1302.40482 109 -8713.93016 -3057.78007 110 -34938.39427 -8713.93016 111 5958.13483 -34938.39427 112 -13501.22490 5958.13483 113 -2641.81955 -13501.22490 114 -17154.99139 -2641.81955 115 -32036.40575 -17154.99139 116 -7256.86142 -32036.40575 117 -14536.69628 -7256.86142 118 3536.31960 -14536.69628 119 -87137.11232 3536.31960 120 -12392.47565 -87137.11232 121 -13184.79683 -12392.47565 122 16940.78305 -13184.79683 123 -11135.80788 16940.78305 124 -11301.68310 -11135.80788 125 -26350.59076 -11301.68310 126 4206.67155 -26350.59076 127 14243.93911 4206.67155 128 -14136.34167 14243.93911 129 21308.72466 -14136.34167 130 -14336.30700 21308.72466 131 -26740.17512 -14336.30700 132 -17210.12745 -26740.17512 133 -6222.87165 -17210.12745 134 -16841.01199 -6222.87165 135 -44398.85720 -16841.01199 136 -5887.62011 -44398.85720 137 -29553.45376 -5887.62011 138 -15227.44717 -29553.45376 139 -63464.98276 -15227.44717 140 -6814.19503 -63464.98276 141 -1507.92521 -6814.19503 142 11941.62912 -1507.92521 143 -18406.46018 11941.62912 144 521.74856 -18406.46018 145 -25541.92851 521.74856 146 -20174.86514 -25541.92851 147 -15514.31343 -20174.86514 148 -17099.72314 -15514.31343 149 -14959.69025 -17099.72314 150 -18529.83239 -14959.69025 151 -2498.70550 -18529.83239 152 -3125.66331 -2498.70550 153 8778.24745 -3125.66331 154 2012.66712 8778.24745 155 -348.63260 2012.66712 156 5264.28236 -348.63260 157 5534.52691 5264.28236 158 5085.17382 5534.52691 159 5462.92835 5085.17382 160 21667.57999 5462.92835 161 7496.41532 21667.57999 162 5725.01974 7496.41532 163 5725.01974 5725.01974 > 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/7x69f1321784320.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/8tbrk1321784320.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/97a7e1321784320.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/100uwf1321784320.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11hsjg1321784321.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12zq281321784321.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13573j1321784321.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14xj0u1321784321.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/15q99j1321784321.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/16l14s1321784321.tab") + } > > try(system("convert tmp/1rvjn1321784320.ps tmp/1rvjn1321784320.png",intern=TRUE)) character(0) > try(system("convert tmp/27qmi1321784320.ps tmp/27qmi1321784320.png",intern=TRUE)) character(0) > try(system("convert tmp/3emv41321784320.ps tmp/3emv41321784320.png",intern=TRUE)) character(0) > try(system("convert tmp/4z76m1321784320.ps tmp/4z76m1321784320.png",intern=TRUE)) character(0) > try(system("convert tmp/58f4u1321784320.ps tmp/58f4u1321784320.png",intern=TRUE)) character(0) > try(system("convert tmp/6dpgh1321784320.ps tmp/6dpgh1321784320.png",intern=TRUE)) character(0) > try(system("convert tmp/7x69f1321784320.ps tmp/7x69f1321784320.png",intern=TRUE)) character(0) > try(system("convert tmp/8tbrk1321784320.ps tmp/8tbrk1321784320.png",intern=TRUE)) character(0) > try(system("convert tmp/97a7e1321784320.ps tmp/97a7e1321784320.png",intern=TRUE)) character(0) > try(system("convert tmp/100uwf1321784320.ps tmp/100uwf1321784320.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.935 0.508 6.012