R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(14 + ,7 + ,53 + ,18 + ,5 + ,86 + ,11 + ,5 + ,66 + ,12 + ,5 + ,67 + ,16 + ,8 + ,76 + ,18 + ,6 + ,78 + ,14 + ,5 + ,53 + ,14 + ,6 + ,80 + ,15 + ,5 + ,74 + ,15 + ,4 + ,76 + ,17 + ,6 + ,79 + ,19 + ,5 + ,54 + ,10 + ,5 + ,67 + ,16 + ,6 + ,54 + ,18 + ,7 + ,87 + ,14 + ,6 + ,58 + ,14 + ,7 + ,75 + ,17 + ,6 + ,88 + ,14 + ,8 + ,64 + ,16 + ,7 + ,57 + ,18 + ,5 + ,66 + ,11 + ,5 + ,68 + ,14 + ,7 + ,54 + ,12 + ,7 + ,56 + ,17 + ,5 + ,86 + ,9 + ,4 + ,80 + ,16 + ,10 + ,76 + ,14 + ,6 + ,69 + ,15 + ,5 + ,78 + ,11 + ,5 + ,67 + ,16 + ,5 + ,80 + ,13 + ,5 + ,54 + ,17 + ,6 + ,71 + ,15 + ,5 + ,84 + ,14 + ,5 + ,74 + ,16 + ,5 + ,71 + ,9 + ,5 + ,63 + ,15 + ,5 + ,71 + ,17 + ,5 + ,76 + ,13 + ,5 + ,69 + ,15 + ,5 + ,74 + ,16 + ,7 + ,75 + ,16 + ,5 + ,54 + ,12 + ,6 + ,52 + ,12 + ,7 + ,69 + ,11 + ,7 + ,68 + ,15 + ,5 + ,65 + ,15 + ,5 + ,75 + ,17 + ,4 + ,74 + ,13 + ,5 + ,75 + ,16 + ,4 + ,72 + ,14 + ,5 + ,67 + ,11 + ,5 + ,63 + ,12 + ,7 + ,62 + ,12 + ,5 + ,63 + ,15 + ,5 + ,76 + ,16 + ,6 + ,74 + ,15 + ,4 + ,67 + ,12 + ,6 + ,73 + ,12 + ,6 + ,70 + ,8 + ,5 + ,53 + ,13 + ,7 + ,77 + ,11 + ,6 + ,77 + ,14 + ,8 + ,52 + ,15 + ,7 + ,54 + ,10 + ,5 + ,80 + ,11 + ,6 + ,66 + ,12 + ,6 + ,73 + ,15 + ,5 + ,63 + ,15 + ,5 + ,69 + ,14 + ,5 + ,67 + ,16 + ,5 + ,54 + ,15 + ,4 + ,81 + ,15 + ,6 + ,69 + ,13 + ,6 + ,84 + ,12 + ,6 + ,80 + ,17 + ,6 + ,70 + ,13 + ,7 + ,69 + ,15 + ,5 + ,77 + ,13 + ,7 + ,54 + ,15 + ,6 + ,79 + ,16 + ,5 + ,30 + ,15 + ,5 + ,71 + ,16 + ,4 + ,73 + ,15 + ,8 + ,72 + ,14 + ,8 + ,77 + ,15 + ,5 + ,75 + ,14 + ,5 + ,69 + ,13 + ,6 + ,54 + ,7 + ,4 + ,70 + ,17 + ,5 + ,73 + ,13 + ,5 + ,54 + ,15 + ,5 + ,77 + ,14 + ,5 + ,82 + ,13 + ,6 + ,80 + ,16 + ,6 + ,80 + ,12 + ,5 + ,69 + ,14 + ,6 + ,78 + ,17 + ,5 + ,81 + ,15 + ,7 + ,76 + ,17 + ,5 + ,76 + ,12 + ,6 + ,73 + ,16 + ,6 + ,85 + ,11 + ,6 + ,66 + ,15 + ,4 + ,79 + ,9 + ,5 + ,68 + ,16 + ,5 + ,76 + ,15 + ,7 + ,71 + ,10 + ,6 + ,54 + ,10 + ,9 + ,46 + ,15 + ,6 + ,82 + ,11 + ,6 + ,74 + ,13 + ,5 + ,88 + ,14 + ,6 + ,38 + ,18 + ,5 + ,76 + ,16 + ,8 + ,86 + ,14 + ,7 + ,54 + ,14 + ,5 + ,70 + ,14 + ,7 + ,69 + ,14 + ,6 + ,90 + ,12 + ,6 + ,54 + ,14 + ,9 + ,76 + ,15 + ,7 + ,89 + ,15 + ,6 + ,76 + ,15 + ,5 + ,73 + ,13 + ,5 + ,79 + ,17 + ,6 + ,90 + ,17 + ,6 + ,74 + ,19 + ,7 + ,81 + ,15 + ,5 + ,72 + ,13 + ,5 + ,71 + ,9 + ,5 + ,66 + ,15 + ,6 + ,77 + ,15 + ,4 + ,65 + ,15 + ,5 + ,74 + ,16 + ,7 + ,82 + ,11 + ,5 + ,54 + ,14 + ,7 + ,63 + ,11 + ,7 + ,54 + ,15 + ,6 + ,64 + ,13 + ,5 + ,69 + ,15 + ,8 + ,54 + ,16 + ,5 + ,84 + ,14 + ,5 + ,86 + ,15 + ,5 + ,77 + ,16 + ,6 + ,89 + ,16 + ,4 + ,76 + ,11 + ,5 + ,60 + ,12 + ,5 + ,75 + ,9 + ,7 + ,73 + ,16 + ,6 + ,85 + ,13 + ,7 + ,79 + ,16 + ,10 + ,71 + ,12 + ,6 + ,72 + ,9 + ,8 + ,69 + ,13 + ,4 + ,78 + ,13 + ,5 + ,54 + ,14 + ,6 + ,69 + ,19 + ,7 + ,81 + ,13 + ,7 + ,84 + ,12 + ,6 + ,84 + ,13 + ,6 + ,69) + ,dim=c(3 + ,162) + ,dimnames=list(c('Happiness' + ,'Age' + ,'Belonging') + ,1:162)) > y <- array(NA,dim=c(3,162),dimnames=list(c('Happiness','Age','Belonging'),1:162)) > 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 Happiness Age Belonging 1 14 7 53 2 18 5 86 3 11 5 66 4 12 5 67 5 16 8 76 6 18 6 78 7 14 5 53 8 14 6 80 9 15 5 74 10 15 4 76 11 17 6 79 12 19 5 54 13 10 5 67 14 16 6 54 15 18 7 87 16 14 6 58 17 14 7 75 18 17 6 88 19 14 8 64 20 16 7 57 21 18 5 66 22 11 5 68 23 14 7 54 24 12 7 56 25 17 5 86 26 9 4 80 27 16 10 76 28 14 6 69 29 15 5 78 30 11 5 67 31 16 5 80 32 13 5 54 33 17 6 71 34 15 5 84 35 14 5 74 36 16 5 71 37 9 5 63 38 15 5 71 39 17 5 76 40 13 5 69 41 15 5 74 42 16 7 75 43 16 5 54 44 12 6 52 45 12 7 69 46 11 7 68 47 15 5 65 48 15 5 75 49 17 4 74 50 13 5 75 51 16 4 72 52 14 5 67 53 11 5 63 54 12 7 62 55 12 5 63 56 15 5 76 57 16 6 74 58 15 4 67 59 12 6 73 60 12 6 70 61 8 5 53 62 13 7 77 63 11 6 77 64 14 8 52 65 15 7 54 66 10 5 80 67 11 6 66 68 12 6 73 69 15 5 63 70 15 5 69 71 14 5 67 72 16 5 54 73 15 4 81 74 15 6 69 75 13 6 84 76 12 6 80 77 17 6 70 78 13 7 69 79 15 5 77 80 13 7 54 81 15 6 79 82 16 5 30 83 15 5 71 84 16 4 73 85 15 8 72 86 14 8 77 87 15 5 75 88 14 5 69 89 13 6 54 90 7 4 70 91 17 5 73 92 13 5 54 93 15 5 77 94 14 5 82 95 13 6 80 96 16 6 80 97 12 5 69 98 14 6 78 99 17 5 81 100 15 7 76 101 17 5 76 102 12 6 73 103 16 6 85 104 11 6 66 105 15 4 79 106 9 5 68 107 16 5 76 108 15 7 71 109 10 6 54 110 10 9 46 111 15 6 82 112 11 6 74 113 13 5 88 114 14 6 38 115 18 5 76 116 16 8 86 117 14 7 54 118 14 5 70 119 14 7 69 120 14 6 90 121 12 6 54 122 14 9 76 123 15 7 89 124 15 6 76 125 15 5 73 126 13 5 79 127 17 6 90 128 17 6 74 129 19 7 81 130 15 5 72 131 13 5 71 132 9 5 66 133 15 6 77 134 15 4 65 135 15 5 74 136 16 7 82 137 11 5 54 138 14 7 63 139 11 7 54 140 15 6 64 141 13 5 69 142 15 8 54 143 16 5 84 144 14 5 86 145 15 5 77 146 16 6 89 147 16 4 76 148 11 5 60 149 12 5 75 150 9 7 73 151 16 6 85 152 13 7 79 153 16 10 71 154 12 6 72 155 9 8 69 156 13 4 78 157 13 5 54 158 14 6 69 159 19 7 81 160 13 7 84 161 12 6 84 162 13 6 69 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Age Belonging 9.17485 0.07282 0.06280 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -6.8621 -1.5637 0.4371 1.3766 6.0699 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.17485 1.52889 6.001 1.28e-08 *** Age 0.07282 0.15332 0.475 0.635489 Belonging 0.06280 0.01659 3.784 0.000218 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.253 on 159 degrees of freedom Multiple R-squared: 0.08289, Adjusted R-squared: 0.07135 F-statistic: 7.185 on 2 and 159 DF, p-value: 0.001030 > 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,] 0.61323502 0.7735300 0.38676498 [2,] 0.65712851 0.6857430 0.34287149 [3,] 0.62753607 0.7449279 0.37246393 [4,] 0.50424415 0.9915117 0.49575585 [5,] 0.39171800 0.7834360 0.60828200 [6,] 0.31420736 0.6284147 0.68579264 [7,] 0.79614273 0.4077145 0.20385727 [8,] 0.91460257 0.1707949 0.08539743 [9,] 0.89997399 0.2000520 0.10002601 [10,] 0.87571974 0.2485605 0.12428026 [11,] 0.83274271 0.3345146 0.16725729 [12,] 0.81335444 0.3732911 0.18664556 [13,] 0.76759819 0.4648036 0.23240181 [14,] 0.72680180 0.5463964 0.27319820 [15,] 0.69723524 0.6055295 0.30276476 [16,] 0.76909065 0.4618187 0.23090935 [17,] 0.83638985 0.3272203 0.16361015 [18,] 0.79529201 0.4094160 0.20470799 [19,] 0.79105439 0.4178912 0.20894561 [20,] 0.75683713 0.4863257 0.24316287 [21,] 0.93041435 0.1391713 0.06958565 [22,] 0.91551279 0.1689744 0.08448721 [23,] 0.89179236 0.2164153 0.10820764 [24,] 0.86203337 0.2759333 0.13796663 [25,] 0.88129207 0.2374159 0.11870793 [26,] 0.85891515 0.2821697 0.14108485 [27,] 0.82441447 0.3511711 0.17558553 [28,] 0.82800424 0.3439915 0.17199576 [29,] 0.79013011 0.4197398 0.20986989 [30,] 0.74956749 0.5008650 0.25043251 [31,] 0.73103659 0.5379268 0.26896341 [32,] 0.85061526 0.2987695 0.14938474 [33,] 0.82201000 0.3559800 0.17799000 [34,] 0.82686268 0.3462746 0.17313732 [35,] 0.79896415 0.4020717 0.20103585 [36,] 0.76309052 0.4738190 0.23690948 [37,] 0.73100393 0.5379921 0.26899607 [38,] 0.76079052 0.4784190 0.23920948 [39,] 0.73354154 0.5329169 0.26645846 [40,] 0.75266713 0.4946657 0.24733287 [41,] 0.80401628 0.3919674 0.19598372 [42,] 0.77863196 0.4427361 0.22136804 [43,] 0.74245017 0.5150997 0.25754983 [44,] 0.76063929 0.4787214 0.23936071 [45,] 0.73959358 0.5208128 0.26040642 [46,] 0.72689785 0.5462043 0.27310215 [47,] 0.68574383 0.6285123 0.31425617 [48,] 0.70175897 0.5964821 0.29824103 [49,] 0.68941943 0.6211611 0.31058057 [50,] 0.66759215 0.6648157 0.33240785 [51,] 0.62578136 0.7484373 0.37421864 [52,] 0.60013296 0.7997341 0.39986704 [53,] 0.56899202 0.8620160 0.43100798 [54,] 0.57948736 0.8410253 0.42051264 [55,] 0.57854340 0.8429132 0.42145660 [56,] 0.72434099 0.5513180 0.27565901 [57,] 0.71245705 0.5750859 0.28754295 [58,] 0.77167369 0.4566526 0.22832631 [59,] 0.74181667 0.5163667 0.25818333 [60,] 0.73055740 0.5388852 0.26944260 [61,] 0.83657418 0.3268516 0.16342582 [62,] 0.85045331 0.2990934 0.14954669 [63,] 0.84989023 0.3002195 0.15010977 [64,] 0.83451079 0.3309784 0.16548921 [65,] 0.81198064 0.3760387 0.18801936 [66,] 0.77999900 0.4400020 0.22000100 [67,] 0.80782731 0.3843454 0.19217269 [68,] 0.77642642 0.4471472 0.22357358 [69,] 0.74859933 0.5028013 0.25140067 [70,] 0.73855202 0.5228960 0.26144798 [71,] 0.75162497 0.4967501 0.24837503 [72,] 0.77710290 0.4457942 0.22289710 [73,] 0.74966498 0.5006700 0.25033502 [74,] 0.71523704 0.5695259 0.28476296 [75,] 0.67636011 0.6472798 0.32363989 [76,] 0.63606650 0.7278670 0.36393350 [77,] 0.77523831 0.4495234 0.22476169 [78,] 0.74883827 0.5023235 0.25116173 [79,] 0.74398030 0.5120394 0.25601970 [80,] 0.71043858 0.5791228 0.28956142 [81,] 0.67318749 0.6536250 0.32681251 [82,] 0.63742740 0.7251452 0.36257260 [83,] 0.59568450 0.8086310 0.40431550 [84,] 0.55656944 0.8868611 0.44343056 [85,] 0.85459043 0.2908191 0.14540957 [86,] 0.87475609 0.2504878 0.12524391 [87,] 0.85275074 0.2944985 0.14724926 [88,] 0.82753033 0.3449393 0.17246967 [89,] 0.79926987 0.4014603 0.20073013 [90,] 0.78361933 0.4327613 0.21638067 [91,] 0.76191195 0.4761761 0.23808805 [92,] 0.74646413 0.5070717 0.25353587 [93,] 0.70935209 0.5812958 0.29064791 [94,] 0.71552744 0.5689451 0.28447256 [95,] 0.67752495 0.6449501 0.32247505 [96,] 0.70238651 0.5952270 0.29761349 [97,] 0.69610479 0.6077904 0.30389521 [98,] 0.66255689 0.6748862 0.33744311 [99,] 0.67484537 0.6503093 0.32515463 [100,] 0.63511662 0.7297668 0.36488338 [101,] 0.76831736 0.4633653 0.23168264 [102,] 0.75504479 0.4899104 0.24495521 [103,] 0.72380505 0.5523899 0.27619495 [104,] 0.74146134 0.5170773 0.25853866 [105,] 0.75016054 0.4996789 0.24983946 [106,] 0.70984620 0.5803076 0.29015380 [107,] 0.75088381 0.4982324 0.24911619 [108,] 0.74507232 0.5098554 0.25492768 [109,] 0.76196290 0.4760742 0.23803710 [110,] 0.83230954 0.3353809 0.16769046 [111,] 0.80095149 0.3980970 0.19904851 [112,] 0.78215076 0.4356985 0.21784924 [113,] 0.74338087 0.5132383 0.25661913 [114,] 0.70009472 0.5998106 0.29990528 [115,] 0.67633309 0.6473338 0.32366691 [116,] 0.63052361 0.7389528 0.36947639 [117,] 0.58332218 0.8333556 0.41667782 [118,] 0.53617751 0.9276450 0.46382249 [119,] 0.48675409 0.9735082 0.51324591 [120,] 0.44638046 0.8927609 0.55361954 [121,] 0.41385085 0.8277017 0.58614915 [122,] 0.37902563 0.7580513 0.62097437 [123,] 0.41458010 0.8291602 0.58541990 [124,] 0.56201396 0.8759721 0.43798604 [125,] 0.52678521 0.9464296 0.47321479 [126,] 0.47156922 0.9431384 0.52843078 [127,] 0.61658734 0.7668253 0.38341266 [128,] 0.56523202 0.8695360 0.43476798 [129,] 0.55221142 0.8955772 0.44778858 [130,] 0.51027044 0.9794591 0.48972956 [131,] 0.47221887 0.9444377 0.52778113 [132,] 0.42558375 0.8511675 0.57441625 [133,] 0.37482055 0.7496411 0.62517945 [134,] 0.33553612 0.6710722 0.66446388 [135,] 0.31942920 0.6388584 0.68057080 [136,] 0.26131904 0.5226381 0.73868096 [137,] 0.31683146 0.6336629 0.68316854 [138,] 0.27616221 0.5523244 0.72383779 [139,] 0.22345241 0.4469048 0.77654759 [140,] 0.18368991 0.3673798 0.81631009 [141,] 0.14483883 0.2896777 0.85516117 [142,] 0.16115632 0.3223126 0.83884368 [143,] 0.12121886 0.2424377 0.87878114 [144,] 0.09059307 0.1811861 0.90940693 [145,] 0.20192908 0.4038582 0.79807092 [146,] 0.17561507 0.3512301 0.82438493 [147,] 0.12382739 0.2476548 0.87617261 [148,] 0.12532990 0.2506598 0.87467010 [149,] 0.08364022 0.1672804 0.91635978 [150,] 0.28191093 0.5638219 0.71808907 [151,] 0.35277717 0.7055543 0.64722283 > postscript(file="/var/www/rcomp/tmp/1otoz1321797284.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/2nuk51321797284.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/3htlo1321797284.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4zx8j1321797284.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5qh5f1321797284.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 = 162 Frequency = 1 1 2 3 4 5 6 0.987038094 3.060282301 -2.683723371 -1.746523087 1.469827192 3.489862608 7 8 9 10 11 12 1.132672943 -0.635736825 0.813878898 0.761096890 2.427062891 6.069873227 13 14 15 16 17 18 -3.746523087 2.997055802 2.851847735 0.745856936 -0.394555667 1.861865444 19 20 21 22 23 24 0.223423789 2.735839228 4.316276629 -2.809322803 0.924238378 -1.201361055 25 26 27 28 29 30 2.060282301 -5.490101976 1.324192343 0.055060056 0.562680032 -2.746523087 31 32 33 34 35 36 1.437080599 0.069873227 2.929460623 0.185881734 -0.186121102 2.002278047 37 38 39 40 41 42 -4.495324221 1.002278047 2.688279465 -0.872122520 0.813878898 1.605444333 43 44 45 46 47 48 3.069873227 -0.877344765 -2.017757369 -2.954957652 1.379076346 0.751079182 49 50 51 52 53 54 2.886696323 -1.248920818 2.012295755 0.253476913 -2.495324221 -1.578159354 55 56 57 58 59 60 -1.495324221 0.688279465 1.741061474 1.326294338 -2.196138810 -2.007739661 61 62 63 64 65 66 -4.867327057 -1.520155100 -3.447337676 0.977020386 1.924238378 -4.562919401 67 68 69 70 71 72 -2.756540795 -2.196138810 1.504675779 1.127877480 0.253476913 3.069873227 73 74 75 76 77 78 0.447098308 1.055060056 -1.886935691 -2.635736825 2.992260339 -1.017757369 79 80 81 82 83 84 0.625479749 -0.075761622 0.427062891 4.577066421 1.002278047 1.949496039 85 86 87 88 89 90 0.721026057 -0.592972525 0.751079182 0.127877480 -0.002944198 -6.862104812 91 92 93 94 95 96 2.876678614 0.069873227 0.625479749 -0.688518833 -1.635736825 1.364263175 97 98 99 100 101 102 -1.872122520 -0.510137392 2.374280883 0.542644616 2.688279465 -2.196138810 103 104 105 106 107 108 1.050264593 -2.756540795 0.572697740 -4.809322803 1.688279465 0.856643198 109 110 111 112 113 114 -3.002944198 -2.718998740 0.238663742 -3.258938526 -2.065317132 2.001851265 115 116 117 118 119 120 3.688279465 0.841830027 0.924238378 0.065077764 -0.017757369 -1.263733989 121 122 123 124 125 126 -1.002944198 -0.602990233 -0.273751697 0.615462041 0.876678614 -1.500119684 127 128 129 130 131 132 1.736266011 2.741061474 4.228646034 0.939478331 -0.997721953 -4.683723371 133 134 135 136 137 138 0.552662324 1.451893770 0.813878898 1.165846318 -1.930126773 0.359040930 139 140 141 142 143 144 -2.075761622 1.369058638 -0.872122520 1.851420953 1.185881734 -0.939717699 145 146 147 148 149 150 0.625479749 0.799065727 1.761096890 -2.306925072 -2.248920818 -5.268956235 151 152 153 154 155 156 1.050264593 -1.645754533 1.638190925 -2.133339094 -5.090574793 -1.364502543 157 158 159 160 161 162 0.069873227 0.055060056 4.228646034 -1.959753115 -2.886935691 -0.944939944 > postscript(file="/var/www/rcomp/tmp/68lhm1321797284.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 = 162 Frequency = 1 lag(myerror, k = 1) myerror 0 0.987038094 NA 1 3.060282301 0.987038094 2 -2.683723371 3.060282301 3 -1.746523087 -2.683723371 4 1.469827192 -1.746523087 5 3.489862608 1.469827192 6 1.132672943 3.489862608 7 -0.635736825 1.132672943 8 0.813878898 -0.635736825 9 0.761096890 0.813878898 10 2.427062891 0.761096890 11 6.069873227 2.427062891 12 -3.746523087 6.069873227 13 2.997055802 -3.746523087 14 2.851847735 2.997055802 15 0.745856936 2.851847735 16 -0.394555667 0.745856936 17 1.861865444 -0.394555667 18 0.223423789 1.861865444 19 2.735839228 0.223423789 20 4.316276629 2.735839228 21 -2.809322803 4.316276629 22 0.924238378 -2.809322803 23 -1.201361055 0.924238378 24 2.060282301 -1.201361055 25 -5.490101976 2.060282301 26 1.324192343 -5.490101976 27 0.055060056 1.324192343 28 0.562680032 0.055060056 29 -2.746523087 0.562680032 30 1.437080599 -2.746523087 31 0.069873227 1.437080599 32 2.929460623 0.069873227 33 0.185881734 2.929460623 34 -0.186121102 0.185881734 35 2.002278047 -0.186121102 36 -4.495324221 2.002278047 37 1.002278047 -4.495324221 38 2.688279465 1.002278047 39 -0.872122520 2.688279465 40 0.813878898 -0.872122520 41 1.605444333 0.813878898 42 3.069873227 1.605444333 43 -0.877344765 3.069873227 44 -2.017757369 -0.877344765 45 -2.954957652 -2.017757369 46 1.379076346 -2.954957652 47 0.751079182 1.379076346 48 2.886696323 0.751079182 49 -1.248920818 2.886696323 50 2.012295755 -1.248920818 51 0.253476913 2.012295755 52 -2.495324221 0.253476913 53 -1.578159354 -2.495324221 54 -1.495324221 -1.578159354 55 0.688279465 -1.495324221 56 1.741061474 0.688279465 57 1.326294338 1.741061474 58 -2.196138810 1.326294338 59 -2.007739661 -2.196138810 60 -4.867327057 -2.007739661 61 -1.520155100 -4.867327057 62 -3.447337676 -1.520155100 63 0.977020386 -3.447337676 64 1.924238378 0.977020386 65 -4.562919401 1.924238378 66 -2.756540795 -4.562919401 67 -2.196138810 -2.756540795 68 1.504675779 -2.196138810 69 1.127877480 1.504675779 70 0.253476913 1.127877480 71 3.069873227 0.253476913 72 0.447098308 3.069873227 73 1.055060056 0.447098308 74 -1.886935691 1.055060056 75 -2.635736825 -1.886935691 76 2.992260339 -2.635736825 77 -1.017757369 2.992260339 78 0.625479749 -1.017757369 79 -0.075761622 0.625479749 80 0.427062891 -0.075761622 81 4.577066421 0.427062891 82 1.002278047 4.577066421 83 1.949496039 1.002278047 84 0.721026057 1.949496039 85 -0.592972525 0.721026057 86 0.751079182 -0.592972525 87 0.127877480 0.751079182 88 -0.002944198 0.127877480 89 -6.862104812 -0.002944198 90 2.876678614 -6.862104812 91 0.069873227 2.876678614 92 0.625479749 0.069873227 93 -0.688518833 0.625479749 94 -1.635736825 -0.688518833 95 1.364263175 -1.635736825 96 -1.872122520 1.364263175 97 -0.510137392 -1.872122520 98 2.374280883 -0.510137392 99 0.542644616 2.374280883 100 2.688279465 0.542644616 101 -2.196138810 2.688279465 102 1.050264593 -2.196138810 103 -2.756540795 1.050264593 104 0.572697740 -2.756540795 105 -4.809322803 0.572697740 106 1.688279465 -4.809322803 107 0.856643198 1.688279465 108 -3.002944198 0.856643198 109 -2.718998740 -3.002944198 110 0.238663742 -2.718998740 111 -3.258938526 0.238663742 112 -2.065317132 -3.258938526 113 2.001851265 -2.065317132 114 3.688279465 2.001851265 115 0.841830027 3.688279465 116 0.924238378 0.841830027 117 0.065077764 0.924238378 118 -0.017757369 0.065077764 119 -1.263733989 -0.017757369 120 -1.002944198 -1.263733989 121 -0.602990233 -1.002944198 122 -0.273751697 -0.602990233 123 0.615462041 -0.273751697 124 0.876678614 0.615462041 125 -1.500119684 0.876678614 126 1.736266011 -1.500119684 127 2.741061474 1.736266011 128 4.228646034 2.741061474 129 0.939478331 4.228646034 130 -0.997721953 0.939478331 131 -4.683723371 -0.997721953 132 0.552662324 -4.683723371 133 1.451893770 0.552662324 134 0.813878898 1.451893770 135 1.165846318 0.813878898 136 -1.930126773 1.165846318 137 0.359040930 -1.930126773 138 -2.075761622 0.359040930 139 1.369058638 -2.075761622 140 -0.872122520 1.369058638 141 1.851420953 -0.872122520 142 1.185881734 1.851420953 143 -0.939717699 1.185881734 144 0.625479749 -0.939717699 145 0.799065727 0.625479749 146 1.761096890 0.799065727 147 -2.306925072 1.761096890 148 -2.248920818 -2.306925072 149 -5.268956235 -2.248920818 150 1.050264593 -5.268956235 151 -1.645754533 1.050264593 152 1.638190925 -1.645754533 153 -2.133339094 1.638190925 154 -5.090574793 -2.133339094 155 -1.364502543 -5.090574793 156 0.069873227 -1.364502543 157 0.055060056 0.069873227 158 4.228646034 0.055060056 159 -1.959753115 4.228646034 160 -2.886935691 -1.959753115 161 -0.944939944 -2.886935691 162 NA -0.944939944 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 3.060282301 0.987038094 [2,] -2.683723371 3.060282301 [3,] -1.746523087 -2.683723371 [4,] 1.469827192 -1.746523087 [5,] 3.489862608 1.469827192 [6,] 1.132672943 3.489862608 [7,] -0.635736825 1.132672943 [8,] 0.813878898 -0.635736825 [9,] 0.761096890 0.813878898 [10,] 2.427062891 0.761096890 [11,] 6.069873227 2.427062891 [12,] -3.746523087 6.069873227 [13,] 2.997055802 -3.746523087 [14,] 2.851847735 2.997055802 [15,] 0.745856936 2.851847735 [16,] -0.394555667 0.745856936 [17,] 1.861865444 -0.394555667 [18,] 0.223423789 1.861865444 [19,] 2.735839228 0.223423789 [20,] 4.316276629 2.735839228 [21,] -2.809322803 4.316276629 [22,] 0.924238378 -2.809322803 [23,] -1.201361055 0.924238378 [24,] 2.060282301 -1.201361055 [25,] -5.490101976 2.060282301 [26,] 1.324192343 -5.490101976 [27,] 0.055060056 1.324192343 [28,] 0.562680032 0.055060056 [29,] -2.746523087 0.562680032 [30,] 1.437080599 -2.746523087 [31,] 0.069873227 1.437080599 [32,] 2.929460623 0.069873227 [33,] 0.185881734 2.929460623 [34,] -0.186121102 0.185881734 [35,] 2.002278047 -0.186121102 [36,] -4.495324221 2.002278047 [37,] 1.002278047 -4.495324221 [38,] 2.688279465 1.002278047 [39,] -0.872122520 2.688279465 [40,] 0.813878898 -0.872122520 [41,] 1.605444333 0.813878898 [42,] 3.069873227 1.605444333 [43,] -0.877344765 3.069873227 [44,] -2.017757369 -0.877344765 [45,] -2.954957652 -2.017757369 [46,] 1.379076346 -2.954957652 [47,] 0.751079182 1.379076346 [48,] 2.886696323 0.751079182 [49,] -1.248920818 2.886696323 [50,] 2.012295755 -1.248920818 [51,] 0.253476913 2.012295755 [52,] -2.495324221 0.253476913 [53,] -1.578159354 -2.495324221 [54,] -1.495324221 -1.578159354 [55,] 0.688279465 -1.495324221 [56,] 1.741061474 0.688279465 [57,] 1.326294338 1.741061474 [58,] -2.196138810 1.326294338 [59,] -2.007739661 -2.196138810 [60,] -4.867327057 -2.007739661 [61,] -1.520155100 -4.867327057 [62,] -3.447337676 -1.520155100 [63,] 0.977020386 -3.447337676 [64,] 1.924238378 0.977020386 [65,] -4.562919401 1.924238378 [66,] -2.756540795 -4.562919401 [67,] -2.196138810 -2.756540795 [68,] 1.504675779 -2.196138810 [69,] 1.127877480 1.504675779 [70,] 0.253476913 1.127877480 [71,] 3.069873227 0.253476913 [72,] 0.447098308 3.069873227 [73,] 1.055060056 0.447098308 [74,] -1.886935691 1.055060056 [75,] -2.635736825 -1.886935691 [76,] 2.992260339 -2.635736825 [77,] -1.017757369 2.992260339 [78,] 0.625479749 -1.017757369 [79,] -0.075761622 0.625479749 [80,] 0.427062891 -0.075761622 [81,] 4.577066421 0.427062891 [82,] 1.002278047 4.577066421 [83,] 1.949496039 1.002278047 [84,] 0.721026057 1.949496039 [85,] -0.592972525 0.721026057 [86,] 0.751079182 -0.592972525 [87,] 0.127877480 0.751079182 [88,] -0.002944198 0.127877480 [89,] -6.862104812 -0.002944198 [90,] 2.876678614 -6.862104812 [91,] 0.069873227 2.876678614 [92,] 0.625479749 0.069873227 [93,] -0.688518833 0.625479749 [94,] -1.635736825 -0.688518833 [95,] 1.364263175 -1.635736825 [96,] -1.872122520 1.364263175 [97,] -0.510137392 -1.872122520 [98,] 2.374280883 -0.510137392 [99,] 0.542644616 2.374280883 [100,] 2.688279465 0.542644616 [101,] -2.196138810 2.688279465 [102,] 1.050264593 -2.196138810 [103,] -2.756540795 1.050264593 [104,] 0.572697740 -2.756540795 [105,] -4.809322803 0.572697740 [106,] 1.688279465 -4.809322803 [107,] 0.856643198 1.688279465 [108,] -3.002944198 0.856643198 [109,] -2.718998740 -3.002944198 [110,] 0.238663742 -2.718998740 [111,] -3.258938526 0.238663742 [112,] -2.065317132 -3.258938526 [113,] 2.001851265 -2.065317132 [114,] 3.688279465 2.001851265 [115,] 0.841830027 3.688279465 [116,] 0.924238378 0.841830027 [117,] 0.065077764 0.924238378 [118,] -0.017757369 0.065077764 [119,] -1.263733989 -0.017757369 [120,] -1.002944198 -1.263733989 [121,] -0.602990233 -1.002944198 [122,] -0.273751697 -0.602990233 [123,] 0.615462041 -0.273751697 [124,] 0.876678614 0.615462041 [125,] -1.500119684 0.876678614 [126,] 1.736266011 -1.500119684 [127,] 2.741061474 1.736266011 [128,] 4.228646034 2.741061474 [129,] 0.939478331 4.228646034 [130,] -0.997721953 0.939478331 [131,] -4.683723371 -0.997721953 [132,] 0.552662324 -4.683723371 [133,] 1.451893770 0.552662324 [134,] 0.813878898 1.451893770 [135,] 1.165846318 0.813878898 [136,] -1.930126773 1.165846318 [137,] 0.359040930 -1.930126773 [138,] -2.075761622 0.359040930 [139,] 1.369058638 -2.075761622 [140,] -0.872122520 1.369058638 [141,] 1.851420953 -0.872122520 [142,] 1.185881734 1.851420953 [143,] -0.939717699 1.185881734 [144,] 0.625479749 -0.939717699 [145,] 0.799065727 0.625479749 [146,] 1.761096890 0.799065727 [147,] -2.306925072 1.761096890 [148,] -2.248920818 -2.306925072 [149,] -5.268956235 -2.248920818 [150,] 1.050264593 -5.268956235 [151,] -1.645754533 1.050264593 [152,] 1.638190925 -1.645754533 [153,] -2.133339094 1.638190925 [154,] -5.090574793 -2.133339094 [155,] -1.364502543 -5.090574793 [156,] 0.069873227 -1.364502543 [157,] 0.055060056 0.069873227 [158,] 4.228646034 0.055060056 [159,] -1.959753115 4.228646034 [160,] -2.886935691 -1.959753115 [161,] -0.944939944 -2.886935691 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 3.060282301 0.987038094 2 -2.683723371 3.060282301 3 -1.746523087 -2.683723371 4 1.469827192 -1.746523087 5 3.489862608 1.469827192 6 1.132672943 3.489862608 7 -0.635736825 1.132672943 8 0.813878898 -0.635736825 9 0.761096890 0.813878898 10 2.427062891 0.761096890 11 6.069873227 2.427062891 12 -3.746523087 6.069873227 13 2.997055802 -3.746523087 14 2.851847735 2.997055802 15 0.745856936 2.851847735 16 -0.394555667 0.745856936 17 1.861865444 -0.394555667 18 0.223423789 1.861865444 19 2.735839228 0.223423789 20 4.316276629 2.735839228 21 -2.809322803 4.316276629 22 0.924238378 -2.809322803 23 -1.201361055 0.924238378 24 2.060282301 -1.201361055 25 -5.490101976 2.060282301 26 1.324192343 -5.490101976 27 0.055060056 1.324192343 28 0.562680032 0.055060056 29 -2.746523087 0.562680032 30 1.437080599 -2.746523087 31 0.069873227 1.437080599 32 2.929460623 0.069873227 33 0.185881734 2.929460623 34 -0.186121102 0.185881734 35 2.002278047 -0.186121102 36 -4.495324221 2.002278047 37 1.002278047 -4.495324221 38 2.688279465 1.002278047 39 -0.872122520 2.688279465 40 0.813878898 -0.872122520 41 1.605444333 0.813878898 42 3.069873227 1.605444333 43 -0.877344765 3.069873227 44 -2.017757369 -0.877344765 45 -2.954957652 -2.017757369 46 1.379076346 -2.954957652 47 0.751079182 1.379076346 48 2.886696323 0.751079182 49 -1.248920818 2.886696323 50 2.012295755 -1.248920818 51 0.253476913 2.012295755 52 -2.495324221 0.253476913 53 -1.578159354 -2.495324221 54 -1.495324221 -1.578159354 55 0.688279465 -1.495324221 56 1.741061474 0.688279465 57 1.326294338 1.741061474 58 -2.196138810 1.326294338 59 -2.007739661 -2.196138810 60 -4.867327057 -2.007739661 61 -1.520155100 -4.867327057 62 -3.447337676 -1.520155100 63 0.977020386 -3.447337676 64 1.924238378 0.977020386 65 -4.562919401 1.924238378 66 -2.756540795 -4.562919401 67 -2.196138810 -2.756540795 68 1.504675779 -2.196138810 69 1.127877480 1.504675779 70 0.253476913 1.127877480 71 3.069873227 0.253476913 72 0.447098308 3.069873227 73 1.055060056 0.447098308 74 -1.886935691 1.055060056 75 -2.635736825 -1.886935691 76 2.992260339 -2.635736825 77 -1.017757369 2.992260339 78 0.625479749 -1.017757369 79 -0.075761622 0.625479749 80 0.427062891 -0.075761622 81 4.577066421 0.427062891 82 1.002278047 4.577066421 83 1.949496039 1.002278047 84 0.721026057 1.949496039 85 -0.592972525 0.721026057 86 0.751079182 -0.592972525 87 0.127877480 0.751079182 88 -0.002944198 0.127877480 89 -6.862104812 -0.002944198 90 2.876678614 -6.862104812 91 0.069873227 2.876678614 92 0.625479749 0.069873227 93 -0.688518833 0.625479749 94 -1.635736825 -0.688518833 95 1.364263175 -1.635736825 96 -1.872122520 1.364263175 97 -0.510137392 -1.872122520 98 2.374280883 -0.510137392 99 0.542644616 2.374280883 100 2.688279465 0.542644616 101 -2.196138810 2.688279465 102 1.050264593 -2.196138810 103 -2.756540795 1.050264593 104 0.572697740 -2.756540795 105 -4.809322803 0.572697740 106 1.688279465 -4.809322803 107 0.856643198 1.688279465 108 -3.002944198 0.856643198 109 -2.718998740 -3.002944198 110 0.238663742 -2.718998740 111 -3.258938526 0.238663742 112 -2.065317132 -3.258938526 113 2.001851265 -2.065317132 114 3.688279465 2.001851265 115 0.841830027 3.688279465 116 0.924238378 0.841830027 117 0.065077764 0.924238378 118 -0.017757369 0.065077764 119 -1.263733989 -0.017757369 120 -1.002944198 -1.263733989 121 -0.602990233 -1.002944198 122 -0.273751697 -0.602990233 123 0.615462041 -0.273751697 124 0.876678614 0.615462041 125 -1.500119684 0.876678614 126 1.736266011 -1.500119684 127 2.741061474 1.736266011 128 4.228646034 2.741061474 129 0.939478331 4.228646034 130 -0.997721953 0.939478331 131 -4.683723371 -0.997721953 132 0.552662324 -4.683723371 133 1.451893770 0.552662324 134 0.813878898 1.451893770 135 1.165846318 0.813878898 136 -1.930126773 1.165846318 137 0.359040930 -1.930126773 138 -2.075761622 0.359040930 139 1.369058638 -2.075761622 140 -0.872122520 1.369058638 141 1.851420953 -0.872122520 142 1.185881734 1.851420953 143 -0.939717699 1.185881734 144 0.625479749 -0.939717699 145 0.799065727 0.625479749 146 1.761096890 0.799065727 147 -2.306925072 1.761096890 148 -2.248920818 -2.306925072 149 -5.268956235 -2.248920818 150 1.050264593 -5.268956235 151 -1.645754533 1.050264593 152 1.638190925 -1.645754533 153 -2.133339094 1.638190925 154 -5.090574793 -2.133339094 155 -1.364502543 -5.090574793 156 0.069873227 -1.364502543 157 0.055060056 0.069873227 158 4.228646034 0.055060056 159 -1.959753115 4.228646034 160 -2.886935691 -1.959753115 161 -0.944939944 -2.886935691 > 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/79wrj1321797284.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/8sumh1321797284.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/9nagb1321797284.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/1040hm1321797284.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/11u3at1321797284.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/120icr1321797284.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/130i691321797284.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/143ovd1321797284.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/15lmwd1321797284.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/16hiu51321797284.tab") + } > > try(system("convert tmp/1otoz1321797284.ps tmp/1otoz1321797284.png",intern=TRUE)) character(0) > try(system("convert tmp/2nuk51321797284.ps tmp/2nuk51321797284.png",intern=TRUE)) character(0) > try(system("convert tmp/3htlo1321797284.ps tmp/3htlo1321797284.png",intern=TRUE)) character(0) > try(system("convert tmp/4zx8j1321797284.ps tmp/4zx8j1321797284.png",intern=TRUE)) character(0) > try(system("convert tmp/5qh5f1321797284.ps tmp/5qh5f1321797284.png",intern=TRUE)) character(0) > try(system("convert tmp/68lhm1321797284.ps tmp/68lhm1321797284.png",intern=TRUE)) character(0) > try(system("convert tmp/79wrj1321797284.ps tmp/79wrj1321797284.png",intern=TRUE)) character(0) > try(system("convert tmp/8sumh1321797284.ps tmp/8sumh1321797284.png",intern=TRUE)) character(0) > try(system("convert tmp/9nagb1321797284.ps tmp/9nagb1321797284.png",intern=TRUE)) character(0) > try(system("convert tmp/1040hm1321797284.ps tmp/1040hm1321797284.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.500 0.380 5.872