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(1 + ,-28 + ,-25 + ,37 + ,-16 + ,-33 + ,2 + ,-26 + ,-23 + ,33 + ,-15 + ,-32 + ,3 + ,-27 + ,-24 + ,36 + ,-16 + ,-32 + ,4 + ,-26 + ,-24 + ,37 + ,-14 + ,-31 + ,5 + ,-27 + ,-25 + ,39 + ,-14 + ,-31 + ,6 + ,-27 + ,-25 + ,39 + ,-14 + ,-32 + ,7 + ,-27 + ,-24 + ,37 + ,-16 + ,-32 + ,8 + ,-28 + ,-24 + ,37 + ,-17 + ,-33 + ,9 + ,-26 + ,-22 + ,36 + ,-15 + ,-31 + ,10 + ,-13 + ,1 + ,23 + ,-9 + ,-21 + ,11 + ,-13 + ,-5 + ,21 + ,-9 + ,-17 + ,12 + ,-14 + ,-10 + ,24 + ,-7 + ,-14 + ,1 + ,-12 + ,-10 + ,25 + ,-4 + ,-10 + ,2 + ,-16 + ,-15 + ,29 + ,-9 + ,-13 + ,3 + ,-16 + ,-13 + ,24 + ,-8 + ,-19 + ,4 + ,-12 + ,-11 + ,22 + ,-6 + ,-10 + ,5 + ,-15 + ,-15 + ,28 + ,-5 + ,-13 + ,6 + ,-18 + ,-15 + ,39 + ,-7 + ,-11 + ,7 + ,-17 + ,-16 + ,36 + ,-6 + ,-9 + ,8 + ,-10 + ,-4 + ,32 + ,-1 + ,-1 + ,9 + ,-9 + ,-5 + ,27 + ,-2 + ,-3 + ,10 + ,-13 + ,-9 + ,33 + ,-1 + ,-7 + ,11 + ,-15 + ,-14 + ,36 + ,-3 + ,-6 + ,12 + ,-12 + ,-11 + ,34 + ,-2 + ,-1 + ,1 + ,-13 + ,-7 + ,34 + ,-2 + ,-11 + ,2 + ,-10 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,2 + ,6 + ,-3 + ,0 + ,12 + ,-1 + ,3 + ,7 + ,-4 + ,-6 + ,8 + ,-2 + ,-1 + ,8 + ,-9 + ,-13 + ,17 + ,-1 + ,-4 + ,9 + ,-9 + ,-15 + ,22 + ,-1 + ,4 + ,10 + ,-7 + ,-8 + ,24 + ,1 + ,5 + ,11 + ,-14 + ,-20 + ,36 + ,-2 + ,3) + ,dim=c(6 + ,323) + ,dimnames=list(c('maand' + ,'consumentenvertrouwen' + ,'economischsituatie' + ,'werkloosheid' + ,'financielesituatie' + ,'spaarvermogen') + ,1:323)) > y <- array(NA,dim=c(6,323),dimnames=list(c('maand','consumentenvertrouwen','economischsituatie','werkloosheid','financielesituatie','spaarvermogen'),1:323)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x maand consumentenvertrouwen economischsituatie werkloosheid 1 1 -28 -25 37 2 2 -26 -23 33 3 3 -27 -24 36 4 4 -26 -24 37 5 5 -27 -25 39 6 6 -27 -25 39 7 7 -27 -24 37 8 8 -28 -24 37 9 9 -26 -22 36 10 10 -13 1 23 11 11 -13 -5 21 12 12 -14 -10 24 13 1 -12 -10 25 14 2 -16 -15 29 15 3 -16 -13 24 16 4 -12 -11 22 17 5 -15 -15 28 18 6 -18 -15 39 19 7 -17 -16 36 20 8 -10 -4 32 21 9 -9 -5 27 22 10 -13 -9 33 23 11 -15 -14 36 24 12 -12 -11 34 25 1 -13 -7 34 26 2 -10 -7 31 27 3 -13 -9 37 28 4 -11 -5 36 29 5 -12 -10 35 30 6 -10 -9 32 31 7 -13 -10 35 32 8 -12 -8 36 33 9 -11 -9 35 34 10 -11 -10 32 35 11 -11 -10 28 36 12 -8 -5 24 37 1 -7 -6 25 38 2 -10 -10 29 39 3 -8 -10 28 40 4 -8 -9 25 41 5 -7 -10 22 42 6 -7 -8 22 43 7 -6 -8 22 44 8 -8 -8 23 45 9 -6 -4 22 46 10 -3 2 14 47 11 1 3 7 48 12 0 2 9 49 1 -3 -3 12 50 2 0 -1 9 51 3 0 1 6 52 4 -1 2 8 53 5 -1 -4 10 54 6 0 0 8 55 7 1 5 9 56 8 0 -1 11 57 9 2 3 6 58 10 3 6 6 59 11 2 7 9 60 12 4 7 7 61 1 3 3 8 62 2 4 8 2 63 3 3 3 2 64 4 1 0 7 65 5 2 1 6 66 6 4 4 4 67 7 3 4 8 68 8 2 1 9 69 9 -4 -17 11 70 10 -5 -16 14 71 11 -5 -13 18 72 12 -7 -15 23 73 1 -13 -31 25 74 2 -11 -26 31 75 3 -3 -5 18 76 4 -3 -5 19 77 5 -5 -6 23 78 6 -4 -5 24 79 7 -4 -5 25 80 8 -4 -7 26 81 9 -5 -6 27 82 10 -4 -8 23 83 11 -5 -6 27 84 12 -6 -12 34 85 1 -9 -15 34 86 2 -10 -15 37 87 3 -11 -16 41 88 4 -13 -19 43 89 5 -13 -23 38 90 6 -13 -23 39 91 7 -11 -21 35 92 8 -12 -21 38 93 9 -14 -25 40 94 10 -20 -34 49 95 11 -17 -30 51 96 12 -16 -27 48 97 1 -24 -40 54 98 2 -24 -40 56 99 3 -22 -34 56 100 4 -25 -43 61 101 5 -24 -39 57 102 6 -25 -40 57 103 7 -24 -40 52 104 8 -25 -40 58 105 9 -24 -35 60 106 10 -26 -43 62 107 11 -25 -44 48 108 12 -24 -38 50 109 1 -22 -37 50 110 2 -20 -31 48 111 3 -14 -20 40 112 4 -13 -22 35 113 5 -10 -9 33 114 6 -10 -11 34 115 7 -11 -8 34 116 8 -6 -3 28 117 9 -2 3 26 118 10 -3 6 23 119 11 -2 -3 20 120 12 -4 -8 20 121 1 -7 -8 26 122 2 -8 -10 28 123 3 -7 -9 29 124 4 -4 -7 25 125 5 -7 -12 27 126 6 -5 -9 24 127 7 -6 -8 26 128 8 -12 -19 38 129 9 -12 -21 38 130 10 -16 -24 45 131 11 -20 -30 53 132 12 -16 -28 44 133 1 -16 -27 43 134 2 -18 -26 47 135 3 -15 -27 40 136 4 -12 -23 34 137 5 -13 -26 38 138 6 -13 -23 39 139 7 -12 -21 35 140 8 -11 -20 35 141 9 -9 -14 36 142 10 -9 -16 25 143 11 -8 -17 24 144 12 -8 -18 29 145 1 -15 -25 44 146 2 -16 -26 43 147 3 -21 -36 57 148 4 -21 -35 56 149 5 -16 -27 47 150 6 -13 -22 41 151 7 -12 -25 38 152 8 -8 -17 33 153 9 -9 -14 36 154 10 -1 -7 22 155 11 -5 -12 27 156 12 -9 -17 32 157 1 -1 -8 21 158 2 3 -2 14 159 3 2 -1 10 160 4 3 1 14 161 5 5 0 12 162 6 5 -2 10 163 7 3 -5 12 164 8 2 -4 9 165 9 1 -9 14 166 10 -4 -16 23 167 11 1 -7 17 168 12 1 -7 16 169 1 6 3 7 170 2 3 -2 9 171 3 2 -3 9 172 4 2 -6 14 173 5 2 -7 12 174 6 -8 -24 23 175 7 0 -13 12 176 8 -2 -14 15 177 9 3 -7 6 178 10 5 -1 6 179 11 8 5 1 180 12 8 6 3 181 1 9 5 -1 182 2 11 5 -4 183 3 13 9 -6 184 4 12 10 -9 185 5 13 14 -13 186 6 15 19 -13 187 7 13 18 -10 188 8 16 16 -12 189 9 10 8 -9 190 10 14 10 -15 191 11 14 12 -14 192 12 15 13 -18 193 1 13 15 -13 194 2 8 3 -2 195 3 7 2 -1 196 4 3 -2 5 197 5 3 1 8 198 6 4 1 6 199 7 4 -1 7 200 8 0 -6 15 201 9 -4 -13 23 202 10 -14 -25 43 203 11 -18 -26 60 204 12 -8 -9 36 205 1 -1 1 28 206 2 1 3 23 207 3 2 6 23 208 4 0 2 22 209 5 1 5 22 210 6 0 5 24 211 7 -1 0 32 212 8 -3 -5 27 213 9 -3 -4 27 214 10 -3 -2 27 215 11 -4 -1 29 216 12 -8 -8 38 217 1 -9 -16 40 218 2 -13 -19 45 219 3 -18 -28 50 220 4 -11 -11 43 221 5 -9 -4 44 222 6 -10 -9 44 223 7 -13 -12 49 224 8 -11 -10 42 225 9 -5 -2 36 226 10 -15 -13 57 227 11 -6 0 42 228 12 -6 0 39 229 1 -3 4 33 230 2 -1 7 32 231 3 -3 5 34 232 4 -4 2 37 233 5 -6 -2 38 234 6 0 6 28 235 7 -4 -3 31 236 8 -2 1 28 237 9 -2 0 30 238 10 -6 -7 39 239 11 -7 -6 38 240 12 -6 -4 39 241 1 -6 -4 38 242 2 -3 -2 37 243 3 -2 2 32 244 4 -5 -5 32 245 5 -11 -15 44 246 6 -11 -16 43 247 7 -11 -18 42 248 8 -10 -13 38 249 9 -14 -23 37 250 10 -8 -10 35 251 11 -9 -10 37 252 12 -5 -6 33 253 1 -1 -3 24 254 2 -2 -4 24 255 3 -5 -7 31 256 4 -4 -7 25 257 5 -6 -7 28 258 6 -2 -3 24 259 7 -2 0 25 260 8 -2 -5 16 261 9 -2 -3 17 262 10 2 3 11 263 11 1 2 12 264 12 -8 -7 39 265 1 -1 -1 19 266 2 1 0 14 267 3 -1 -3 15 268 4 2 4 7 269 5 2 2 12 270 6 1 3 12 271 7 -1 0 14 272 8 -2 -10 9 273 9 -2 -10 8 274 10 -1 -9 4 275 11 -8 -22 7 276 12 -4 -16 3 277 1 -6 -18 5 278 2 -3 -14 0 279 3 -3 -12 -2 280 4 -7 -17 6 281 5 -9 -23 11 282 6 -11 -28 9 283 7 -13 -31 17 284 8 -11 -21 21 285 9 -9 -19 21 286 10 -17 -22 41 287 11 -22 -22 57 288 12 -25 -25 65 289 1 -20 -16 68 290 2 -24 -22 73 291 3 -24 -21 71 292 4 -22 -10 71 293 5 -19 -7 70 294 6 -18 -5 69 295 7 -17 -4 65 296 8 -11 7 57 297 9 -11 6 57 298 10 -12 3 57 299 11 -10 10 55 300 12 -15 0 65 301 1 -15 -2 65 302 2 -15 -1 64 303 3 -13 2 60 304 4 -8 8 43 305 5 -13 -6 47 306 6 -9 -4 40 307 7 -7 4 31 308 8 -4 7 27 309 9 -4 3 24 310 10 -2 3 23 311 11 0 8 17 312 12 -2 3 16 313 1 -3 -3 15 314 2 1 4 8 315 3 -2 -5 5 316 4 -1 -1 6 317 5 1 5 5 318 6 -3 0 12 319 7 -4 -6 8 320 8 -9 -13 17 321 9 -9 -15 22 322 10 -7 -8 24 323 11 -14 -20 36 financielesituatie spaarvermogen 1 -16 -33 2 -15 -32 3 -16 -32 4 -14 -31 5 -14 -31 6 -14 -32 7 -16 -32 8 -17 -33 9 -15 -31 10 -9 -21 11 -9 -17 12 -7 -14 13 -4 -10 14 -9 -13 15 -8 -19 16 -6 -10 17 -5 -13 18 -7 -11 19 -6 -9 20 -1 -1 21 -2 -3 22 -1 -7 23 -3 -6 24 -2 -1 25 -2 -11 26 -1 -3 27 -2 -1 28 -1 -2 29 0 -2 30 1 -2 31 -1 -4 32 -1 -1 33 0 0 34 0 -3 35 1 -4 36 1 -4 37 2 -2 38 1 -3 39 2 4 40 1 3 41 0 3 42 2 -1 43 1 5 44 0 -2 45 1 2 46 3 -1 47 2 6 48 4 4 49 1 -2 50 4 4 51 2 3 52 3 0 53 2 7 54 3 5 55 5 3 56 5 9 57 3 7 58 4 8 59 5 8 60 5 10 61 4 11 62 6 5 63 5 9 64 4 7 65 4 8 66 7 12 67 8 10 68 5 10 69 4 8 70 1 11 71 2 10 72 0 8 73 -2 5 74 -1 12 75 2 10 76 3 8 77 2 8 78 2 10 79 5 12 80 4 13 81 5 7 82 2 13 83 6 11 84 7 13 85 1 11 86 1 10 87 0 15 88 -2 11 89 -1 10 90 -1 12 91 1 14 92 0 11 93 0 8 94 -1 3 95 -1 15 96 -1 11 97 -4 0 98 -6 4 99 -3 7 100 -7 12 101 -4 5 102 -5 2 103 -3 0 104 -5 5 105 -6 4 106 -7 7 107 -6 0 108 -8 -1 109 -5 3 110 -5 2 111 -3 7 112 -2 6 113 -1 3 114 1 3 115 -1 1 116 -1 8 117 3 10 118 2 6 119 4 11 120 3 6 121 1 6 122 0 3 123 2 10 124 2 12 125 2 9 126 3 12 127 2 10 128 1 6 129 0 8 130 -4 11 131 -9 11 132 -6 11 133 -7 14 134 -6 8 135 -6 12 136 -3 11 137 -3 14 138 -4 15 139 -5 15 140 -4 14 141 -3 16 142 -5 9 143 -3 13 144 -2 15 145 -3 14 146 -5 11 147 -3 14 148 -3 10 149 -4 13 150 -2 15 151 -3 20 152 -2 19 153 -3 16 154 2 22 155 1 19 156 -1 16 157 2 23 158 5 23 159 3 16 160 3 23 161 3 30 162 1 31 163 3 24 164 1 20 165 2 24 166 2 23 167 1 25 168 2 25 169 4 23 170 3 21 171 3 16 172 3 26 173 2 23 174 -1 15 175 1 23 176 3 20 177 4 22 178 4 24 179 6 22 180 4 24 181 6 24 182 6 29 183 8 29 184 4 25 185 8 16 186 10 18 187 9 13 188 12 22 189 9 15 190 11 20 191 11 19 192 11 18 193 11 13 194 11 17 195 9 17 196 8 13 197 6 14 198 7 13 199 8 17 200 6 17 201 5 15 202 2 9 203 3 10 204 3 9 205 7 14 206 8 18 207 7 18 208 7 12 209 6 16 210 6 12 211 7 19 212 5 13 213 5 12 214 5 13 215 4 11 216 4 10 217 4 16 218 1 12 219 -1 6 220 3 8 221 4 6 222 3 8 223 2 8 224 1 9 225 4 13 226 3 8 227 5 11 228 6 8 229 6 10 230 6 15 231 6 12 232 6 13 233 5 12 234 6 15 235 5 13 236 6 13 237 5 16 238 7 14 239 4 12 240 5 15 241 6 14 242 6 19 243 5 16 244 3 16 245 2 11 246 3 13 247 3 12 248 2 11 249 0 6 250 4 9 251 4 6 252 5 15 253 6 17 254 6 13 255 5 12 256 5 13 257 3 10 258 5 14 259 5 13 260 5 10 261 3 11 262 6 12 263 6 7 264 4 11 265 6 9 266 5 13 267 4 12 268 5 5 269 5 13 270 4 11 271 3 8 272 2 8 273 3 8 274 2 8 275 -1 0 276 0 3 277 -2 0 278 1 -1 279 -2 -1 280 -2 -4 281 -2 1 282 -6 -1 283 -4 0 284 -2 -1 285 0 6 286 -5 0 287 -4 -3 288 -5 -3 289 -1 4 290 -2 1 291 -4 0 292 -1 -4 293 1 -2 294 1 3 295 -2 2 296 1 5 297 1 6 298 3 6 299 3 3 300 1 4 301 1 7 302 0 5 303 2 6 304 2 1 305 -1 3 306 1 6 307 0 0 308 1 3 309 1 4 310 3 7 311 2 6 312 0 6 313 0 6 314 3 6 315 -2 2 316 0 2 317 1 2 318 -1 3 319 -2 -1 320 -1 -4 321 -1 4 322 1 5 323 -2 3 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) consumentenvertrouwen economischsituatie 6.3267 -1.0973 0.2699 werkloosheid financielesituatie spaarvermogen -0.2723 0.3054 0.2759 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -6.1778 -3.0592 -0.1381 2.9245 6.4527 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 6.3267 0.4278 14.789 <2e-16 *** consumentenvertrouwen -1.0973 0.5431 -2.020 0.0442 * economischsituatie 0.2699 0.1380 1.955 0.0514 . werkloosheid -0.2723 0.1372 -1.984 0.0481 * financielesituatie 0.3054 0.1579 1.934 0.0540 . spaarvermogen 0.2759 0.1378 2.002 0.0462 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.451 on 317 degrees of freedom Multiple R-squared: 0.01466, Adjusted R-squared: -0.0008819 F-statistic: 0.9433 on 5 and 317 DF, p-value: 0.4531 > 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,] 0.1185482 0.2370963 0.88145185 [2,] 0.3130689 0.6261378 0.68693108 [3,] 0.2175922 0.4351844 0.78240781 [4,] 0.1336572 0.2673144 0.86634281 [5,] 0.6080473 0.7839054 0.39195268 [6,] 0.7180780 0.5638439 0.28192197 [7,] 0.6414380 0.7171241 0.35856203 [8,] 0.5522487 0.8955027 0.44775134 [9,] 0.4912262 0.9824523 0.50877384 [10,] 0.4185079 0.8370159 0.58149206 [11,] 0.3476038 0.6952076 0.65239618 [12,] 0.2839006 0.5678012 0.71609940 [13,] 0.2462387 0.4924775 0.75376127 [14,] 0.2167937 0.4335874 0.78320631 [15,] 0.2498305 0.4996609 0.75016954 [16,] 0.2922630 0.5845260 0.70773699 [17,] 0.4193314 0.8386628 0.58066860 [18,] 0.4206601 0.8413201 0.57933994 [19,] 0.6433293 0.7133413 0.35667066 [20,] 0.6283775 0.7432451 0.37162253 [21,] 0.5734803 0.8530394 0.42651970 [22,] 0.5378439 0.9243122 0.46215612 [23,] 0.4777231 0.9554462 0.52227689 [24,] 0.4195472 0.8390944 0.58045279 [25,] 0.4034730 0.8069460 0.59652700 [26,] 0.4519344 0.9038687 0.54806564 [27,] 0.4350101 0.8700202 0.56498989 [28,] 0.4695971 0.9391941 0.53040294 [29,] 0.4950143 0.9900287 0.50498566 [30,] 0.5005638 0.9988723 0.49943617 [31,] 0.4893306 0.9786613 0.51066937 [32,] 0.4888154 0.9776309 0.51118455 [33,] 0.4399128 0.8798255 0.56008723 [34,] 0.3936375 0.7872749 0.60636253 [35,] 0.3510785 0.7021570 0.64892151 [36,] 0.3282013 0.6564026 0.67179868 [37,] 0.2905960 0.5811920 0.70940399 [38,] 0.2533206 0.5066413 0.74667935 [39,] 0.2373216 0.4746431 0.76267844 [40,] 0.2261697 0.4523394 0.77383030 [41,] 0.2334735 0.4669470 0.76652651 [42,] 0.2451334 0.4902668 0.75486660 [43,] 0.2814480 0.5628961 0.71855197 [44,] 0.3008534 0.6017068 0.69914659 [45,] 0.2630199 0.5260397 0.73698015 [46,] 0.2281039 0.4562079 0.77189607 [47,] 0.1955647 0.3911294 0.80443529 [48,] 0.1663361 0.3326722 0.83366388 [49,] 0.1561574 0.3123147 0.84384263 [50,] 0.1421092 0.2842185 0.85789076 [51,] 0.1237360 0.2474720 0.87626402 [52,] 0.1464243 0.2928487 0.85357567 [53,] 0.1817785 0.3635569 0.81822155 [54,] 0.2604679 0.5209358 0.73953209 [55,] 0.3138789 0.6277579 0.68612106 [56,] 0.2885591 0.5771182 0.71144092 [57,] 0.2551252 0.5102503 0.74487483 [58,] 0.2316216 0.4632432 0.76837841 [59,] 0.2012880 0.4025759 0.79871203 [60,] 0.1890518 0.3781036 0.81094819 [61,] 0.2521346 0.5042692 0.74786542 [62,] 0.2437223 0.4874447 0.75627767 [63,] 0.2530876 0.5061753 0.74691235 [64,] 0.3172686 0.6345373 0.68273136 [65,] 0.3520677 0.7041355 0.64793226 [66,] 0.3599566 0.7199132 0.64004338 [67,] 0.3954331 0.7908663 0.60456686 [68,] 0.3720530 0.7441059 0.62794705 [69,] 0.3540647 0.7081295 0.64593527 [70,] 0.3196431 0.6392862 0.68035689 [71,] 0.2921370 0.5842740 0.70786301 [72,] 0.2646343 0.5292687 0.73536567 [73,] 0.2627568 0.5255137 0.73724317 [74,] 0.2552285 0.5104569 0.74477154 [75,] 0.2419931 0.4839863 0.75800687 [76,] 0.3239304 0.6478607 0.67606964 [77,] 0.3801830 0.7603661 0.61981697 [78,] 0.4000984 0.8001968 0.59990162 [79,] 0.4265912 0.8531823 0.57340885 [80,] 0.3989050 0.7978101 0.60109495 [81,] 0.3661752 0.7323505 0.63382476 [82,] 0.3327603 0.6655206 0.66723972 [83,] 0.3004426 0.6008853 0.69955736 [84,] 0.2826166 0.5652333 0.71738337 [85,] 0.2876537 0.5753074 0.71234629 [86,] 0.3081451 0.6162901 0.69185493 [87,] 0.3242165 0.6484331 0.67578347 [88,] 0.3829947 0.7659895 0.61700526 [89,] 0.4113444 0.8226889 0.58865556 [90,] 0.4113211 0.8226421 0.58867895 [91,] 0.4288101 0.8576202 0.57118989 [92,] 0.4083457 0.8166914 0.59165429 [93,] 0.3801578 0.7603156 0.61984219 [94,] 0.3491343 0.6982687 0.65086566 [95,] 0.3194890 0.6389779 0.68051105 [96,] 0.2929235 0.5858471 0.70707645 [97,] 0.2895129 0.5790258 0.71048711 [98,] 0.3072205 0.6144409 0.69277955 [99,] 0.3247196 0.6494392 0.67528039 [100,] 0.3962036 0.7924071 0.60379644 [101,] 0.4331695 0.8663391 0.56683047 [102,] 0.4386611 0.8773223 0.56133887 [103,] 0.4404163 0.8808326 0.55958372 [104,] 0.4190364 0.8380728 0.58096362 [105,] 0.3937053 0.7874106 0.60629470 [106,] 0.3619914 0.7239828 0.63800860 [107,] 0.3319947 0.6639894 0.66800529 [108,] 0.3069585 0.6139171 0.69304147 [109,] 0.2985729 0.5971458 0.70142709 [110,] 0.2816631 0.5633261 0.71833694 [111,] 0.2980228 0.5960457 0.70197716 [112,] 0.3773163 0.7546326 0.62268368 [113,] 0.4438268 0.8876536 0.55617319 [114,] 0.4492313 0.8984627 0.55076866 [115,] 0.4693756 0.9387512 0.53062442 [116,] 0.4473999 0.8947999 0.55260005 [117,] 0.4216788 0.8433576 0.57832122 [118,] 0.3939809 0.7879618 0.60601908 [119,] 0.3631270 0.7262541 0.63687296 [120,] 0.3427669 0.6855338 0.65723310 [121,] 0.3417317 0.6834633 0.65826834 [122,] 0.3337288 0.6674575 0.66627124 [123,] 0.3595841 0.7191683 0.64041586 [124,] 0.4254036 0.8508072 0.57459641 [125,] 0.4923192 0.9846384 0.50768082 [126,] 0.5244915 0.9510170 0.47550852 [127,] 0.5188255 0.9623491 0.48117455 [128,] 0.4992198 0.9984397 0.50078016 [129,] 0.4710349 0.9420698 0.52896509 [130,] 0.4402642 0.8805284 0.55973578 [131,] 0.4087213 0.8174425 0.59127873 [132,] 0.3865195 0.7730390 0.61348052 [133,] 0.3725169 0.7450339 0.62748305 [134,] 0.3799265 0.7598531 0.62007346 [135,] 0.3959024 0.7918047 0.60409763 [136,] 0.4547572 0.9095145 0.54524276 [137,] 0.5252680 0.9494640 0.47473201 [138,] 0.5567351 0.8865298 0.44326488 [139,] 0.5715486 0.8569027 0.42845136 [140,] 0.5606457 0.8787086 0.43935428 [141,] 0.5358565 0.9282869 0.46414346 [142,] 0.5085407 0.9829185 0.49145926 [143,] 0.4772519 0.9545038 0.52274812 [144,] 0.4502861 0.9005723 0.54971385 [145,] 0.4328196 0.8656393 0.56718036 [146,] 0.4316189 0.8632377 0.56838114 [147,] 0.4408888 0.8817775 0.55911124 [148,] 0.4689739 0.9379479 0.53102605 [149,] 0.5288651 0.9422698 0.47113491 [150,] 0.5576792 0.8846417 0.44232083 [151,] 0.5604077 0.8791846 0.43959229 [152,] 0.5518897 0.8962206 0.44811029 [153,] 0.5297777 0.9404446 0.47022228 [154,] 0.4986289 0.9972578 0.50137108 [155,] 0.4689337 0.9378673 0.53106633 [156,] 0.4431795 0.8863591 0.55682047 [157,] 0.4308859 0.8617717 0.56911413 [158,] 0.4218671 0.8437343 0.57813287 [159,] 0.4585220 0.9170440 0.54147798 [160,] 0.5153625 0.9692750 0.48463750 [161,] 0.5535185 0.8929630 0.44648148 [162,] 0.5772877 0.8454246 0.42271230 [163,] 0.5712645 0.8574710 0.42873548 [164,] 0.5572770 0.8854460 0.44272302 [165,] 0.5270925 0.9458150 0.47290750 [166,] 0.4954041 0.9908083 0.50459587 [167,] 0.4659349 0.9318698 0.53406511 [168,] 0.4373431 0.8746861 0.56265694 [169,] 0.4216550 0.8433101 0.57834495 [170,] 0.4244945 0.8489890 0.57550552 [171,] 0.4558739 0.9117479 0.54412607 [172,] 0.5481661 0.9036677 0.45183387 [173,] 0.5786496 0.8427007 0.42135036 [174,] 0.5822438 0.8355123 0.41775616 [175,] 0.5722959 0.8554081 0.42770407 [176,] 0.5486108 0.9027783 0.45138915 [177,] 0.5187376 0.9625248 0.48126238 [178,] 0.4867563 0.9735126 0.51324372 [179,] 0.4578742 0.9157483 0.54212585 [180,] 0.4404362 0.8808725 0.55956376 [181,] 0.4237421 0.8474843 0.57625787 [182,] 0.4317074 0.8634148 0.56829258 [183,] 0.4659663 0.9319325 0.53403373 [184,] 0.5393004 0.9213993 0.46069965 [185,] 0.5775942 0.8448116 0.42240581 [186,] 0.6031007 0.7937985 0.39689927 [187,] 0.6049397 0.7901205 0.39506026 [188,] 0.6022247 0.7955506 0.39777530 [189,] 0.5772043 0.8455915 0.42279574 [190,] 0.5446837 0.9106327 0.45531634 [191,] 0.5119128 0.9761743 0.48808716 [192,] 0.4819907 0.9639814 0.51800928 [193,] 0.4667440 0.9334879 0.53325604 [194,] 0.4665748 0.9331495 0.53342523 [195,] 0.4835352 0.9670704 0.51646479 [196,] 0.5400093 0.9199815 0.45999073 [197,] 0.5775074 0.8449852 0.42249261 [198,] 0.6189153 0.7621694 0.38108469 [199,] 0.6169936 0.7660128 0.38300638 [200,] 0.6009195 0.7981610 0.39908049 [201,] 0.5762237 0.8475526 0.42377630 [202,] 0.5431431 0.9137138 0.45685688 [203,] 0.5172062 0.9655877 0.48279384 [204,] 0.4996833 0.9993667 0.50031666 [205,] 0.4983066 0.9966132 0.50169342 [206,] 0.4924512 0.9849025 0.50754876 [207,] 0.5072234 0.9855532 0.49277660 [208,] 0.5567452 0.8865096 0.44325482 [209,] 0.5966575 0.8066849 0.40334247 [210,] 0.6233044 0.7533911 0.37669557 [211,] 0.6188775 0.7622450 0.38112252 [212,] 0.6140037 0.7719926 0.38599629 [213,] 0.5835989 0.8328022 0.41640110 [214,] 0.5496270 0.9007459 0.45037296 [215,] 0.5149121 0.9701757 0.48508786 [216,] 0.4815417 0.9630834 0.51845832 [217,] 0.4764164 0.9528328 0.52358362 [218,] 0.4620357 0.9240714 0.53796430 [219,] 0.5154588 0.9690825 0.48454123 [220,] 0.5819998 0.8360003 0.41800017 [221,] 0.6193637 0.7612726 0.38063628 [222,] 0.6360610 0.7278779 0.36393896 [223,] 0.6458333 0.7083334 0.35416670 [224,] 0.6285244 0.7429512 0.37147559 [225,] 0.6050788 0.7898423 0.39492116 [226,] 0.5707670 0.8584661 0.42923305 [227,] 0.5359970 0.9280061 0.46400303 [228,] 0.5075512 0.9848976 0.49244880 [229,] 0.5110032 0.9779935 0.48899677 [230,] 0.5319282 0.9361437 0.46807185 [231,] 0.5722360 0.8555279 0.42776395 [232,] 0.6354641 0.7290718 0.36453588 [233,] 0.7122727 0.5754545 0.28772726 [234,] 0.6970782 0.6058437 0.30292183 [235,] 0.6771361 0.6457279 0.32286393 [236,] 0.6698846 0.6602308 0.33011540 [237,] 0.6369640 0.7260720 0.36303602 [238,] 0.6018317 0.7963367 0.39816835 [239,] 0.5744534 0.8510931 0.42554657 [240,] 0.5376302 0.9247395 0.46236976 [241,] 0.5058238 0.9883524 0.49417619 [242,] 0.5170991 0.9658018 0.48290092 [243,] 0.5902876 0.8194248 0.40971241 [244,] 0.6689570 0.6620861 0.33104303 [245,] 0.6868126 0.6263747 0.31318737 [246,] 0.6764071 0.6471858 0.32359288 [247,] 0.6527443 0.6945115 0.34725575 [248,] 0.6510544 0.6978912 0.34894562 [249,] 0.6368008 0.7263984 0.36319918 [250,] 0.5976502 0.8046995 0.40234977 [251,] 0.5571448 0.8857103 0.44285517 [252,] 0.5167187 0.9665627 0.48328133 [253,] 0.4803542 0.9607084 0.51964581 [254,] 0.4567973 0.9135946 0.54320269 [255,] 0.5376947 0.9246107 0.46230533 [256,] 0.6220706 0.7558589 0.37792943 [257,] 0.6215844 0.7568313 0.37841565 [258,] 0.6291315 0.7417371 0.37086854 [259,] 0.6703600 0.6592800 0.32963999 [260,] 0.6382170 0.7235659 0.36178295 [261,] 0.6080185 0.7839629 0.39198146 [262,] 0.5943771 0.8112458 0.40562289 [263,] 0.5541915 0.8916171 0.44580855 [264,] 0.5205113 0.9589774 0.47948869 [265,] 0.4818118 0.9636236 0.51818821 [266,] 0.4580091 0.9160182 0.54199090 [267,] 0.4519039 0.9038077 0.54809613 [268,] 0.5487725 0.9024550 0.45122749 [269,] 0.5776070 0.8447859 0.42239297 [270,] 0.5530275 0.8939451 0.44697255 [271,] 0.5462098 0.9075804 0.45379021 [272,] 0.5178976 0.9642048 0.48210241 [273,] 0.4910035 0.9820070 0.50899650 [274,] 0.4498987 0.8997974 0.55010131 [275,] 0.4001377 0.8002754 0.59986229 [276,] 0.3643199 0.7286398 0.63568008 [277,] 0.3273995 0.6547989 0.67260053 [278,] 0.3269023 0.6538045 0.67309775 [279,] 0.3385725 0.6771451 0.66142747 [280,] 0.4711853 0.9423705 0.52881475 [281,] 0.4749428 0.9498857 0.52505717 [282,] 0.4596153 0.9192306 0.54038468 [283,] 0.4216121 0.8432243 0.57838787 [284,] 0.3965863 0.7931726 0.60341371 [285,] 0.3546448 0.7092896 0.64535520 [286,] 0.3137482 0.6274965 0.68625175 [287,] 0.2659462 0.5318924 0.73405378 [288,] 0.2269152 0.4538304 0.77308479 [289,] 0.2139839 0.4279677 0.78601614 [290,] 0.1831123 0.3662246 0.81688768 [291,] 0.2035285 0.4070571 0.79647145 [292,] 0.3619139 0.7238278 0.63808609 [293,] 0.3838859 0.7677719 0.61611407 [294,] 0.3837141 0.7674282 0.61628592 [295,] 0.4452114 0.8904228 0.55478862 [296,] 0.4477615 0.8955229 0.55223854 [297,] 0.5352870 0.9294261 0.46471304 [298,] 0.6307738 0.7384524 0.36922620 [299,] 0.6773470 0.6453061 0.32265305 [300,] 0.7790805 0.4418390 0.22091948 [301,] 0.8223835 0.3552330 0.17761650 [302,] 0.7392049 0.5215902 0.26079510 [303,] 0.6588933 0.6822135 0.34110673 [304,] 0.8132936 0.3734127 0.18670635 [305,] 0.9154624 0.1690752 0.08453758 [306,] 0.9265819 0.1468361 0.07341806 > postscript(file="/var/wessaorg/rcomp/tmp/1gux61321896223.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2k8ac1321896223.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3sxq51321896223.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4fr1y1321896223.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/54pfu1321896223.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 = 323 Frequency = 1 1 2 3 4 5 6 -5.235481975 -4.251299293 -2.956347383 -1.473446342 -0.756192086 0.519741657 7 8 9 10 11 12 1.315975209 1.800021695 3.019863345 3.945449966 4.916298168 5.546809230 13 14 15 16 17 18 -5.006203703 -3.601929106 -3.153057451 -1.942549957 -0.998489631 -0.235845447 19 20 21 22 23 24 0.457077942 1.075821837 2.938585145 3.061316893 4.367933375 5.620417194 25 26 27 28 29 30 -4.796993264 -3.835019088 -4.199620139 -2.386344981 -1.711947991 0.090362419 31 32 33 34 35 36 0.048032239 1.050073134 2.563575449 3.844280299 3.725548613 5.578688244 37 38 39 40 41 42 -4.639098002 -4.180800219 -3.495509437 -3.001039797 -1.145498794 -0.192256733 43 44 45 46 47 48 0.554778190 1.869487408 2.303093848 3.014122824 4.600881432 5.259253048 49 50 51 52 53 54 -4.294481523 -3.931132773 -3.401159463 -2.701221827 -1.163509426 -0.443885437 55 56 57 58 59 60 0.517459869 0.928468629 2.844512355 3.550851689 3.695310686 5.793322657 61 62 63 64 65 66 -4.922690180 -4.763868039 -4.310133304 -2.476188259 -1.197053666 -1.376648552 67 68 69 70 71 72 -0.138128083 1.762671557 2.438670443 2.976828464 4.227063330 6.096512045 73 74 75 76 77 78 -5.185923048 -3.943731092 -3.737383174 -2.218568159 -1.748555978 -0.200709947 79 80 81 82 83 84 -0.396380033 1.445126665 2.700542940 3.508780411 3.291432903 5.862414529 85 86 87 88 89 90 -5.235640385 -4.240001188 -4.052395404 -2.178175582 -1.489744286 -0.769289182 91 92 93 94 95 96 -0.366415306 1.486466441 2.743873786 3.725089503 4.170831153 5.745246495 97 98 99 100 101 102 -4.939192042 -3.887531706 -4.056161845 -2.715661775 -1.771764379 -0.465979012 103 104 105 106 107 108 0.210787712 0.978542349 2.852401693 3.839067213 4.019845789 5.929208804 109 110 111 112 113 114 -5.165998113 -3.859413270 -3.413424246 -2.167473416 -1.406233580 -0.204918330 115 116 117 118 119 120 0.050822785 1.622305669 3.074113669 2.759379433 4.478097672 6.317973778 121 122 123 124 125 126 -5.729127509 -3.608825566 -4.051398379 -1.940512056 -1.510495639 -1.075729245 127 128 129 130 131 132 -0.040975226 2.021017309 3.314267671 3.034789732 4.970424857 6.452702840 133 134 135 136 137 138 -5.611917311 -4.636795583 -3.085130341 -2.146955947 -1.173114954 -0.680965222 139 140 141 142 143 144 0.092639011 1.890588618 2.880964941 3.967445554 4.347771576 6.122013375 145 146 147 148 149 150 -6.003575440 -4.664737601 -4.078370351 -2.516829362 -1.162818393 -1.016941559 151 152 153 154 155 156 -0.001326487 1.837697373 2.880964941 3.774969696 4.230066631 4.990538628 157 158 159 160 161 162 -5.503415245 -4.555977652 -3.470115399 -2.754841704 -1.766627057 -0.436713070 163 164 165 166 167 168 1.043807728 1.574191342 2.778788906 2.908414121 5.085455214 5.507757559 169 170 171 172 173 174 -5.214430732 -4.754972994 -3.202695204 -2.790805503 -0.932402999 -0.198068878 175 176 177 178 179 180 0.797675782 0.907041412 2.196107390 3.219536186 4.471599192 5.805255621 181 182 183 184 185 186 -5.527651158 -4.529763008 -3.570119249 -2.428985509 -1.238595689 -0.556045627 187 188 189 190 191 192 1.021312680 1.908668363 2.148694754 3.373646857 4.382160406 5.396194711 193 194 195 196 197 198 -5.596791042 -4.952832396 -3.897150605 -3.163668729 -1.821498751 -0.298322933 199 200 201 202 203 204 0.104632407 0.854270948 2.390144699 3.674157689 4.603155046 5.728156120 205 206 207 208 209 210 -5.069471270 -5.185412409 -3.592389205 -2.324148404 -1.834860173 -0.283742337 211 212 213 214 215 216 0.910021771 1.969593727 2.975656077 3.159979548 4.194733567 5.421621102 217 218 219 220 221 222 -5.627627352 -4.825589333 -3.255092853 -2.841696173 -1.017456269 -0.011854047 223 224 225 226 227 228 0.172961191 0.950926227 2.721733292 3.121513610 4.965156157 5.670614550 229 230 231 232 233 234 -5.302887096 -4.569967943 -3.852303385 -2.598917495 -1.860325166 -0.292124595 235 236 237 238 239 240 0.421878986 1.414575217 2.706665625 3.598736777 4.427273150 5.123938981 241 242 243 244 245 246 -6.177824930 -4.077772064 -3.288431978 -3.080369061 -1.012314176 -0.872007925 247 248 249 250 251 252 0.671346014 0.911269810 1.939030713 3.420329858 4.695513951 5.127008540 253 254 255 256 257 258 -5.601702230 -4.325358183 -3.319964019 -3.132570990 -2.071576500 -0.565788256 259 260 261 262 263 264 0.172853899 0.899108773 1.966504962 2.910331403 4.734931785 5.148138557 265 266 267 268 269 270 -5.295588025 -4.530907644 -4.062186707 -2.211919087 -1.518033292 -1.027924455 271 272 273 274 275 276 0.264986560 1.810200277 2.232502622 3.275978248 4.044033027 5.591387291 277 278 279 280 281 282 -5.080198024 -3.869701039 -3.037963817 -2.071274172 -1.664626215 -0.281071332 283 284 285 286 287 288 0.625915066 1.876199758 1.988695281 3.649140502 4.042416528 5.044199540 289 290 291 292 293 294 -5.234400080 -4.509431753 -3.437264458 -3.023715358 -0.976482781 -1.070954555 295 296 297 298 299 300 0.859204941 1.551686388 2.545624038 2.647225769 4.235806707 5.506251332 301 302 303 304 305 306 -5.781807112 -4.466758546 -4.057822320 -2.440554412 -1.695118442 -0.190621443 307 308 309 310 311 312 0.355006256 1.614712378 2.601296433 4.084947125 4.877488060 5.370747920 313 314 315 316 317 318 -5.379608633 -4.702042433 -2.751344339 -2.071995127 -1.074396499 -0.873014292 319 320 321 322 323 0.968771418 1.344889056 2.038774851 3.002161052 4.295645299 > postscript(file="/var/wessaorg/rcomp/tmp/69yqs1321896223.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 = 323 Frequency = 1 lag(myerror, k = 1) myerror 0 -5.235481975 NA 1 -4.251299293 -5.235481975 2 -2.956347383 -4.251299293 3 -1.473446342 -2.956347383 4 -0.756192086 -1.473446342 5 0.519741657 -0.756192086 6 1.315975209 0.519741657 7 1.800021695 1.315975209 8 3.019863345 1.800021695 9 3.945449966 3.019863345 10 4.916298168 3.945449966 11 5.546809230 4.916298168 12 -5.006203703 5.546809230 13 -3.601929106 -5.006203703 14 -3.153057451 -3.601929106 15 -1.942549957 -3.153057451 16 -0.998489631 -1.942549957 17 -0.235845447 -0.998489631 18 0.457077942 -0.235845447 19 1.075821837 0.457077942 20 2.938585145 1.075821837 21 3.061316893 2.938585145 22 4.367933375 3.061316893 23 5.620417194 4.367933375 24 -4.796993264 5.620417194 25 -3.835019088 -4.796993264 26 -4.199620139 -3.835019088 27 -2.386344981 -4.199620139 28 -1.711947991 -2.386344981 29 0.090362419 -1.711947991 30 0.048032239 0.090362419 31 1.050073134 0.048032239 32 2.563575449 1.050073134 33 3.844280299 2.563575449 34 3.725548613 3.844280299 35 5.578688244 3.725548613 36 -4.639098002 5.578688244 37 -4.180800219 -4.639098002 38 -3.495509437 -4.180800219 39 -3.001039797 -3.495509437 40 -1.145498794 -3.001039797 41 -0.192256733 -1.145498794 42 0.554778190 -0.192256733 43 1.869487408 0.554778190 44 2.303093848 1.869487408 45 3.014122824 2.303093848 46 4.600881432 3.014122824 47 5.259253048 4.600881432 48 -4.294481523 5.259253048 49 -3.931132773 -4.294481523 50 -3.401159463 -3.931132773 51 -2.701221827 -3.401159463 52 -1.163509426 -2.701221827 53 -0.443885437 -1.163509426 54 0.517459869 -0.443885437 55 0.928468629 0.517459869 56 2.844512355 0.928468629 57 3.550851689 2.844512355 58 3.695310686 3.550851689 59 5.793322657 3.695310686 60 -4.922690180 5.793322657 61 -4.763868039 -4.922690180 62 -4.310133304 -4.763868039 63 -2.476188259 -4.310133304 64 -1.197053666 -2.476188259 65 -1.376648552 -1.197053666 66 -0.138128083 -1.376648552 67 1.762671557 -0.138128083 68 2.438670443 1.762671557 69 2.976828464 2.438670443 70 4.227063330 2.976828464 71 6.096512045 4.227063330 72 -5.185923048 6.096512045 73 -3.943731092 -5.185923048 74 -3.737383174 -3.943731092 75 -2.218568159 -3.737383174 76 -1.748555978 -2.218568159 77 -0.200709947 -1.748555978 78 -0.396380033 -0.200709947 79 1.445126665 -0.396380033 80 2.700542940 1.445126665 81 3.508780411 2.700542940 82 3.291432903 3.508780411 83 5.862414529 3.291432903 84 -5.235640385 5.862414529 85 -4.240001188 -5.235640385 86 -4.052395404 -4.240001188 87 -2.178175582 -4.052395404 88 -1.489744286 -2.178175582 89 -0.769289182 -1.489744286 90 -0.366415306 -0.769289182 91 1.486466441 -0.366415306 92 2.743873786 1.486466441 93 3.725089503 2.743873786 94 4.170831153 3.725089503 95 5.745246495 4.170831153 96 -4.939192042 5.745246495 97 -3.887531706 -4.939192042 98 -4.056161845 -3.887531706 99 -2.715661775 -4.056161845 100 -1.771764379 -2.715661775 101 -0.465979012 -1.771764379 102 0.210787712 -0.465979012 103 0.978542349 0.210787712 104 2.852401693 0.978542349 105 3.839067213 2.852401693 106 4.019845789 3.839067213 107 5.929208804 4.019845789 108 -5.165998113 5.929208804 109 -3.859413270 -5.165998113 110 -3.413424246 -3.859413270 111 -2.167473416 -3.413424246 112 -1.406233580 -2.167473416 113 -0.204918330 -1.406233580 114 0.050822785 -0.204918330 115 1.622305669 0.050822785 116 3.074113669 1.622305669 117 2.759379433 3.074113669 118 4.478097672 2.759379433 119 6.317973778 4.478097672 120 -5.729127509 6.317973778 121 -3.608825566 -5.729127509 122 -4.051398379 -3.608825566 123 -1.940512056 -4.051398379 124 -1.510495639 -1.940512056 125 -1.075729245 -1.510495639 126 -0.040975226 -1.075729245 127 2.021017309 -0.040975226 128 3.314267671 2.021017309 129 3.034789732 3.314267671 130 4.970424857 3.034789732 131 6.452702840 4.970424857 132 -5.611917311 6.452702840 133 -4.636795583 -5.611917311 134 -3.085130341 -4.636795583 135 -2.146955947 -3.085130341 136 -1.173114954 -2.146955947 137 -0.680965222 -1.173114954 138 0.092639011 -0.680965222 139 1.890588618 0.092639011 140 2.880964941 1.890588618 141 3.967445554 2.880964941 142 4.347771576 3.967445554 143 6.122013375 4.347771576 144 -6.003575440 6.122013375 145 -4.664737601 -6.003575440 146 -4.078370351 -4.664737601 147 -2.516829362 -4.078370351 148 -1.162818393 -2.516829362 149 -1.016941559 -1.162818393 150 -0.001326487 -1.016941559 151 1.837697373 -0.001326487 152 2.880964941 1.837697373 153 3.774969696 2.880964941 154 4.230066631 3.774969696 155 4.990538628 4.230066631 156 -5.503415245 4.990538628 157 -4.555977652 -5.503415245 158 -3.470115399 -4.555977652 159 -2.754841704 -3.470115399 160 -1.766627057 -2.754841704 161 -0.436713070 -1.766627057 162 1.043807728 -0.436713070 163 1.574191342 1.043807728 164 2.778788906 1.574191342 165 2.908414121 2.778788906 166 5.085455214 2.908414121 167 5.507757559 5.085455214 168 -5.214430732 5.507757559 169 -4.754972994 -5.214430732 170 -3.202695204 -4.754972994 171 -2.790805503 -3.202695204 172 -0.932402999 -2.790805503 173 -0.198068878 -0.932402999 174 0.797675782 -0.198068878 175 0.907041412 0.797675782 176 2.196107390 0.907041412 177 3.219536186 2.196107390 178 4.471599192 3.219536186 179 5.805255621 4.471599192 180 -5.527651158 5.805255621 181 -4.529763008 -5.527651158 182 -3.570119249 -4.529763008 183 -2.428985509 -3.570119249 184 -1.238595689 -2.428985509 185 -0.556045627 -1.238595689 186 1.021312680 -0.556045627 187 1.908668363 1.021312680 188 2.148694754 1.908668363 189 3.373646857 2.148694754 190 4.382160406 3.373646857 191 5.396194711 4.382160406 192 -5.596791042 5.396194711 193 -4.952832396 -5.596791042 194 -3.897150605 -4.952832396 195 -3.163668729 -3.897150605 196 -1.821498751 -3.163668729 197 -0.298322933 -1.821498751 198 0.104632407 -0.298322933 199 0.854270948 0.104632407 200 2.390144699 0.854270948 201 3.674157689 2.390144699 202 4.603155046 3.674157689 203 5.728156120 4.603155046 204 -5.069471270 5.728156120 205 -5.185412409 -5.069471270 206 -3.592389205 -5.185412409 207 -2.324148404 -3.592389205 208 -1.834860173 -2.324148404 209 -0.283742337 -1.834860173 210 0.910021771 -0.283742337 211 1.969593727 0.910021771 212 2.975656077 1.969593727 213 3.159979548 2.975656077 214 4.194733567 3.159979548 215 5.421621102 4.194733567 216 -5.627627352 5.421621102 217 -4.825589333 -5.627627352 218 -3.255092853 -4.825589333 219 -2.841696173 -3.255092853 220 -1.017456269 -2.841696173 221 -0.011854047 -1.017456269 222 0.172961191 -0.011854047 223 0.950926227 0.172961191 224 2.721733292 0.950926227 225 3.121513610 2.721733292 226 4.965156157 3.121513610 227 5.670614550 4.965156157 228 -5.302887096 5.670614550 229 -4.569967943 -5.302887096 230 -3.852303385 -4.569967943 231 -2.598917495 -3.852303385 232 -1.860325166 -2.598917495 233 -0.292124595 -1.860325166 234 0.421878986 -0.292124595 235 1.414575217 0.421878986 236 2.706665625 1.414575217 237 3.598736777 2.706665625 238 4.427273150 3.598736777 239 5.123938981 4.427273150 240 -6.177824930 5.123938981 241 -4.077772064 -6.177824930 242 -3.288431978 -4.077772064 243 -3.080369061 -3.288431978 244 -1.012314176 -3.080369061 245 -0.872007925 -1.012314176 246 0.671346014 -0.872007925 247 0.911269810 0.671346014 248 1.939030713 0.911269810 249 3.420329858 1.939030713 250 4.695513951 3.420329858 251 5.127008540 4.695513951 252 -5.601702230 5.127008540 253 -4.325358183 -5.601702230 254 -3.319964019 -4.325358183 255 -3.132570990 -3.319964019 256 -2.071576500 -3.132570990 257 -0.565788256 -2.071576500 258 0.172853899 -0.565788256 259 0.899108773 0.172853899 260 1.966504962 0.899108773 261 2.910331403 1.966504962 262 4.734931785 2.910331403 263 5.148138557 4.734931785 264 -5.295588025 5.148138557 265 -4.530907644 -5.295588025 266 -4.062186707 -4.530907644 267 -2.211919087 -4.062186707 268 -1.518033292 -2.211919087 269 -1.027924455 -1.518033292 270 0.264986560 -1.027924455 271 1.810200277 0.264986560 272 2.232502622 1.810200277 273 3.275978248 2.232502622 274 4.044033027 3.275978248 275 5.591387291 4.044033027 276 -5.080198024 5.591387291 277 -3.869701039 -5.080198024 278 -3.037963817 -3.869701039 279 -2.071274172 -3.037963817 280 -1.664626215 -2.071274172 281 -0.281071332 -1.664626215 282 0.625915066 -0.281071332 283 1.876199758 0.625915066 284 1.988695281 1.876199758 285 3.649140502 1.988695281 286 4.042416528 3.649140502 287 5.044199540 4.042416528 288 -5.234400080 5.044199540 289 -4.509431753 -5.234400080 290 -3.437264458 -4.509431753 291 -3.023715358 -3.437264458 292 -0.976482781 -3.023715358 293 -1.070954555 -0.976482781 294 0.859204941 -1.070954555 295 1.551686388 0.859204941 296 2.545624038 1.551686388 297 2.647225769 2.545624038 298 4.235806707 2.647225769 299 5.506251332 4.235806707 300 -5.781807112 5.506251332 301 -4.466758546 -5.781807112 302 -4.057822320 -4.466758546 303 -2.440554412 -4.057822320 304 -1.695118442 -2.440554412 305 -0.190621443 -1.695118442 306 0.355006256 -0.190621443 307 1.614712378 0.355006256 308 2.601296433 1.614712378 309 4.084947125 2.601296433 310 4.877488060 4.084947125 311 5.370747920 4.877488060 312 -5.379608633 5.370747920 313 -4.702042433 -5.379608633 314 -2.751344339 -4.702042433 315 -2.071995127 -2.751344339 316 -1.074396499 -2.071995127 317 -0.873014292 -1.074396499 318 0.968771418 -0.873014292 319 1.344889056 0.968771418 320 2.038774851 1.344889056 321 3.002161052 2.038774851 322 4.295645299 3.002161052 323 NA 4.295645299 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -4.251299293 -5.235481975 [2,] -2.956347383 -4.251299293 [3,] -1.473446342 -2.956347383 [4,] -0.756192086 -1.473446342 [5,] 0.519741657 -0.756192086 [6,] 1.315975209 0.519741657 [7,] 1.800021695 1.315975209 [8,] 3.019863345 1.800021695 [9,] 3.945449966 3.019863345 [10,] 4.916298168 3.945449966 [11,] 5.546809230 4.916298168 [12,] -5.006203703 5.546809230 [13,] -3.601929106 -5.006203703 [14,] -3.153057451 -3.601929106 [15,] -1.942549957 -3.153057451 [16,] -0.998489631 -1.942549957 [17,] -0.235845447 -0.998489631 [18,] 0.457077942 -0.235845447 [19,] 1.075821837 0.457077942 [20,] 2.938585145 1.075821837 [21,] 3.061316893 2.938585145 [22,] 4.367933375 3.061316893 [23,] 5.620417194 4.367933375 [24,] -4.796993264 5.620417194 [25,] -3.835019088 -4.796993264 [26,] -4.199620139 -3.835019088 [27,] -2.386344981 -4.199620139 [28,] -1.711947991 -2.386344981 [29,] 0.090362419 -1.711947991 [30,] 0.048032239 0.090362419 [31,] 1.050073134 0.048032239 [32,] 2.563575449 1.050073134 [33,] 3.844280299 2.563575449 [34,] 3.725548613 3.844280299 [35,] 5.578688244 3.725548613 [36,] -4.639098002 5.578688244 [37,] -4.180800219 -4.639098002 [38,] -3.495509437 -4.180800219 [39,] -3.001039797 -3.495509437 [40,] -1.145498794 -3.001039797 [41,] -0.192256733 -1.145498794 [42,] 0.554778190 -0.192256733 [43,] 1.869487408 0.554778190 [44,] 2.303093848 1.869487408 [45,] 3.014122824 2.303093848 [46,] 4.600881432 3.014122824 [47,] 5.259253048 4.600881432 [48,] -4.294481523 5.259253048 [49,] -3.931132773 -4.294481523 [50,] -3.401159463 -3.931132773 [51,] -2.701221827 -3.401159463 [52,] -1.163509426 -2.701221827 [53,] -0.443885437 -1.163509426 [54,] 0.517459869 -0.443885437 [55,] 0.928468629 0.517459869 [56,] 2.844512355 0.928468629 [57,] 3.550851689 2.844512355 [58,] 3.695310686 3.550851689 [59,] 5.793322657 3.695310686 [60,] -4.922690180 5.793322657 [61,] -4.763868039 -4.922690180 [62,] -4.310133304 -4.763868039 [63,] -2.476188259 -4.310133304 [64,] -1.197053666 -2.476188259 [65,] -1.376648552 -1.197053666 [66,] -0.138128083 -1.376648552 [67,] 1.762671557 -0.138128083 [68,] 2.438670443 1.762671557 [69,] 2.976828464 2.438670443 [70,] 4.227063330 2.976828464 [71,] 6.096512045 4.227063330 [72,] -5.185923048 6.096512045 [73,] -3.943731092 -5.185923048 [74,] -3.737383174 -3.943731092 [75,] -2.218568159 -3.737383174 [76,] -1.748555978 -2.218568159 [77,] -0.200709947 -1.748555978 [78,] -0.396380033 -0.200709947 [79,] 1.445126665 -0.396380033 [80,] 2.700542940 1.445126665 [81,] 3.508780411 2.700542940 [82,] 3.291432903 3.508780411 [83,] 5.862414529 3.291432903 [84,] -5.235640385 5.862414529 [85,] -4.240001188 -5.235640385 [86,] -4.052395404 -4.240001188 [87,] -2.178175582 -4.052395404 [88,] -1.489744286 -2.178175582 [89,] -0.769289182 -1.489744286 [90,] -0.366415306 -0.769289182 [91,] 1.486466441 -0.366415306 [92,] 2.743873786 1.486466441 [93,] 3.725089503 2.743873786 [94,] 4.170831153 3.725089503 [95,] 5.745246495 4.170831153 [96,] -4.939192042 5.745246495 [97,] -3.887531706 -4.939192042 [98,] -4.056161845 -3.887531706 [99,] -2.715661775 -4.056161845 [100,] -1.771764379 -2.715661775 [101,] -0.465979012 -1.771764379 [102,] 0.210787712 -0.465979012 [103,] 0.978542349 0.210787712 [104,] 2.852401693 0.978542349 [105,] 3.839067213 2.852401693 [106,] 4.019845789 3.839067213 [107,] 5.929208804 4.019845789 [108,] -5.165998113 5.929208804 [109,] -3.859413270 -5.165998113 [110,] -3.413424246 -3.859413270 [111,] -2.167473416 -3.413424246 [112,] -1.406233580 -2.167473416 [113,] -0.204918330 -1.406233580 [114,] 0.050822785 -0.204918330 [115,] 1.622305669 0.050822785 [116,] 3.074113669 1.622305669 [117,] 2.759379433 3.074113669 [118,] 4.478097672 2.759379433 [119,] 6.317973778 4.478097672 [120,] -5.729127509 6.317973778 [121,] -3.608825566 -5.729127509 [122,] -4.051398379 -3.608825566 [123,] -1.940512056 -4.051398379 [124,] -1.510495639 -1.940512056 [125,] -1.075729245 -1.510495639 [126,] -0.040975226 -1.075729245 [127,] 2.021017309 -0.040975226 [128,] 3.314267671 2.021017309 [129,] 3.034789732 3.314267671 [130,] 4.970424857 3.034789732 [131,] 6.452702840 4.970424857 [132,] -5.611917311 6.452702840 [133,] -4.636795583 -5.611917311 [134,] -3.085130341 -4.636795583 [135,] -2.146955947 -3.085130341 [136,] -1.173114954 -2.146955947 [137,] -0.680965222 -1.173114954 [138,] 0.092639011 -0.680965222 [139,] 1.890588618 0.092639011 [140,] 2.880964941 1.890588618 [141,] 3.967445554 2.880964941 [142,] 4.347771576 3.967445554 [143,] 6.122013375 4.347771576 [144,] -6.003575440 6.122013375 [145,] -4.664737601 -6.003575440 [146,] -4.078370351 -4.664737601 [147,] -2.516829362 -4.078370351 [148,] -1.162818393 -2.516829362 [149,] -1.016941559 -1.162818393 [150,] -0.001326487 -1.016941559 [151,] 1.837697373 -0.001326487 [152,] 2.880964941 1.837697373 [153,] 3.774969696 2.880964941 [154,] 4.230066631 3.774969696 [155,] 4.990538628 4.230066631 [156,] -5.503415245 4.990538628 [157,] -4.555977652 -5.503415245 [158,] -3.470115399 -4.555977652 [159,] -2.754841704 -3.470115399 [160,] -1.766627057 -2.754841704 [161,] -0.436713070 -1.766627057 [162,] 1.043807728 -0.436713070 [163,] 1.574191342 1.043807728 [164,] 2.778788906 1.574191342 [165,] 2.908414121 2.778788906 [166,] 5.085455214 2.908414121 [167,] 5.507757559 5.085455214 [168,] -5.214430732 5.507757559 [169,] -4.754972994 -5.214430732 [170,] -3.202695204 -4.754972994 [171,] -2.790805503 -3.202695204 [172,] -0.932402999 -2.790805503 [173,] -0.198068878 -0.932402999 [174,] 0.797675782 -0.198068878 [175,] 0.907041412 0.797675782 [176,] 2.196107390 0.907041412 [177,] 3.219536186 2.196107390 [178,] 4.471599192 3.219536186 [179,] 5.805255621 4.471599192 [180,] -5.527651158 5.805255621 [181,] -4.529763008 -5.527651158 [182,] -3.570119249 -4.529763008 [183,] -2.428985509 -3.570119249 [184,] -1.238595689 -2.428985509 [185,] -0.556045627 -1.238595689 [186,] 1.021312680 -0.556045627 [187,] 1.908668363 1.021312680 [188,] 2.148694754 1.908668363 [189,] 3.373646857 2.148694754 [190,] 4.382160406 3.373646857 [191,] 5.396194711 4.382160406 [192,] -5.596791042 5.396194711 [193,] -4.952832396 -5.596791042 [194,] -3.897150605 -4.952832396 [195,] -3.163668729 -3.897150605 [196,] -1.821498751 -3.163668729 [197,] -0.298322933 -1.821498751 [198,] 0.104632407 -0.298322933 [199,] 0.854270948 0.104632407 [200,] 2.390144699 0.854270948 [201,] 3.674157689 2.390144699 [202,] 4.603155046 3.674157689 [203,] 5.728156120 4.603155046 [204,] -5.069471270 5.728156120 [205,] -5.185412409 -5.069471270 [206,] -3.592389205 -5.185412409 [207,] -2.324148404 -3.592389205 [208,] -1.834860173 -2.324148404 [209,] -0.283742337 -1.834860173 [210,] 0.910021771 -0.283742337 [211,] 1.969593727 0.910021771 [212,] 2.975656077 1.969593727 [213,] 3.159979548 2.975656077 [214,] 4.194733567 3.159979548 [215,] 5.421621102 4.194733567 [216,] -5.627627352 5.421621102 [217,] -4.825589333 -5.627627352 [218,] -3.255092853 -4.825589333 [219,] -2.841696173 -3.255092853 [220,] -1.017456269 -2.841696173 [221,] -0.011854047 -1.017456269 [222,] 0.172961191 -0.011854047 [223,] 0.950926227 0.172961191 [224,] 2.721733292 0.950926227 [225,] 3.121513610 2.721733292 [226,] 4.965156157 3.121513610 [227,] 5.670614550 4.965156157 [228,] -5.302887096 5.670614550 [229,] -4.569967943 -5.302887096 [230,] -3.852303385 -4.569967943 [231,] -2.598917495 -3.852303385 [232,] -1.860325166 -2.598917495 [233,] -0.292124595 -1.860325166 [234,] 0.421878986 -0.292124595 [235,] 1.414575217 0.421878986 [236,] 2.706665625 1.414575217 [237,] 3.598736777 2.706665625 [238,] 4.427273150 3.598736777 [239,] 5.123938981 4.427273150 [240,] -6.177824930 5.123938981 [241,] -4.077772064 -6.177824930 [242,] -3.288431978 -4.077772064 [243,] -3.080369061 -3.288431978 [244,] -1.012314176 -3.080369061 [245,] -0.872007925 -1.012314176 [246,] 0.671346014 -0.872007925 [247,] 0.911269810 0.671346014 [248,] 1.939030713 0.911269810 [249,] 3.420329858 1.939030713 [250,] 4.695513951 3.420329858 [251,] 5.127008540 4.695513951 [252,] -5.601702230 5.127008540 [253,] -4.325358183 -5.601702230 [254,] -3.319964019 -4.325358183 [255,] -3.132570990 -3.319964019 [256,] -2.071576500 -3.132570990 [257,] -0.565788256 -2.071576500 [258,] 0.172853899 -0.565788256 [259,] 0.899108773 0.172853899 [260,] 1.966504962 0.899108773 [261,] 2.910331403 1.966504962 [262,] 4.734931785 2.910331403 [263,] 5.148138557 4.734931785 [264,] -5.295588025 5.148138557 [265,] -4.530907644 -5.295588025 [266,] -4.062186707 -4.530907644 [267,] -2.211919087 -4.062186707 [268,] -1.518033292 -2.211919087 [269,] -1.027924455 -1.518033292 [270,] 0.264986560 -1.027924455 [271,] 1.810200277 0.264986560 [272,] 2.232502622 1.810200277 [273,] 3.275978248 2.232502622 [274,] 4.044033027 3.275978248 [275,] 5.591387291 4.044033027 [276,] -5.080198024 5.591387291 [277,] -3.869701039 -5.080198024 [278,] -3.037963817 -3.869701039 [279,] -2.071274172 -3.037963817 [280,] -1.664626215 -2.071274172 [281,] -0.281071332 -1.664626215 [282,] 0.625915066 -0.281071332 [283,] 1.876199758 0.625915066 [284,] 1.988695281 1.876199758 [285,] 3.649140502 1.988695281 [286,] 4.042416528 3.649140502 [287,] 5.044199540 4.042416528 [288,] -5.234400080 5.044199540 [289,] -4.509431753 -5.234400080 [290,] -3.437264458 -4.509431753 [291,] -3.023715358 -3.437264458 [292,] -0.976482781 -3.023715358 [293,] -1.070954555 -0.976482781 [294,] 0.859204941 -1.070954555 [295,] 1.551686388 0.859204941 [296,] 2.545624038 1.551686388 [297,] 2.647225769 2.545624038 [298,] 4.235806707 2.647225769 [299,] 5.506251332 4.235806707 [300,] -5.781807112 5.506251332 [301,] -4.466758546 -5.781807112 [302,] -4.057822320 -4.466758546 [303,] -2.440554412 -4.057822320 [304,] -1.695118442 -2.440554412 [305,] -0.190621443 -1.695118442 [306,] 0.355006256 -0.190621443 [307,] 1.614712378 0.355006256 [308,] 2.601296433 1.614712378 [309,] 4.084947125 2.601296433 [310,] 4.877488060 4.084947125 [311,] 5.370747920 4.877488060 [312,] -5.379608633 5.370747920 [313,] -4.702042433 -5.379608633 [314,] -2.751344339 -4.702042433 [315,] -2.071995127 -2.751344339 [316,] -1.074396499 -2.071995127 [317,] -0.873014292 -1.074396499 [318,] 0.968771418 -0.873014292 [319,] 1.344889056 0.968771418 [320,] 2.038774851 1.344889056 [321,] 3.002161052 2.038774851 [322,] 4.295645299 3.002161052 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -4.251299293 -5.235481975 2 -2.956347383 -4.251299293 3 -1.473446342 -2.956347383 4 -0.756192086 -1.473446342 5 0.519741657 -0.756192086 6 1.315975209 0.519741657 7 1.800021695 1.315975209 8 3.019863345 1.800021695 9 3.945449966 3.019863345 10 4.916298168 3.945449966 11 5.546809230 4.916298168 12 -5.006203703 5.546809230 13 -3.601929106 -5.006203703 14 -3.153057451 -3.601929106 15 -1.942549957 -3.153057451 16 -0.998489631 -1.942549957 17 -0.235845447 -0.998489631 18 0.457077942 -0.235845447 19 1.075821837 0.457077942 20 2.938585145 1.075821837 21 3.061316893 2.938585145 22 4.367933375 3.061316893 23 5.620417194 4.367933375 24 -4.796993264 5.620417194 25 -3.835019088 -4.796993264 26 -4.199620139 -3.835019088 27 -2.386344981 -4.199620139 28 -1.711947991 -2.386344981 29 0.090362419 -1.711947991 30 0.048032239 0.090362419 31 1.050073134 0.048032239 32 2.563575449 1.050073134 33 3.844280299 2.563575449 34 3.725548613 3.844280299 35 5.578688244 3.725548613 36 -4.639098002 5.578688244 37 -4.180800219 -4.639098002 38 -3.495509437 -4.180800219 39 -3.001039797 -3.495509437 40 -1.145498794 -3.001039797 41 -0.192256733 -1.145498794 42 0.554778190 -0.192256733 43 1.869487408 0.554778190 44 2.303093848 1.869487408 45 3.014122824 2.303093848 46 4.600881432 3.014122824 47 5.259253048 4.600881432 48 -4.294481523 5.259253048 49 -3.931132773 -4.294481523 50 -3.401159463 -3.931132773 51 -2.701221827 -3.401159463 52 -1.163509426 -2.701221827 53 -0.443885437 -1.163509426 54 0.517459869 -0.443885437 55 0.928468629 0.517459869 56 2.844512355 0.928468629 57 3.550851689 2.844512355 58 3.695310686 3.550851689 59 5.793322657 3.695310686 60 -4.922690180 5.793322657 61 -4.763868039 -4.922690180 62 -4.310133304 -4.763868039 63 -2.476188259 -4.310133304 64 -1.197053666 -2.476188259 65 -1.376648552 -1.197053666 66 -0.138128083 -1.376648552 67 1.762671557 -0.138128083 68 2.438670443 1.762671557 69 2.976828464 2.438670443 70 4.227063330 2.976828464 71 6.096512045 4.227063330 72 -5.185923048 6.096512045 73 -3.943731092 -5.185923048 74 -3.737383174 -3.943731092 75 -2.218568159 -3.737383174 76 -1.748555978 -2.218568159 77 -0.200709947 -1.748555978 78 -0.396380033 -0.200709947 79 1.445126665 -0.396380033 80 2.700542940 1.445126665 81 3.508780411 2.700542940 82 3.291432903 3.508780411 83 5.862414529 3.291432903 84 -5.235640385 5.862414529 85 -4.240001188 -5.235640385 86 -4.052395404 -4.240001188 87 -2.178175582 -4.052395404 88 -1.489744286 -2.178175582 89 -0.769289182 -1.489744286 90 -0.366415306 -0.769289182 91 1.486466441 -0.366415306 92 2.743873786 1.486466441 93 3.725089503 2.743873786 94 4.170831153 3.725089503 95 5.745246495 4.170831153 96 -4.939192042 5.745246495 97 -3.887531706 -4.939192042 98 -4.056161845 -3.887531706 99 -2.715661775 -4.056161845 100 -1.771764379 -2.715661775 101 -0.465979012 -1.771764379 102 0.210787712 -0.465979012 103 0.978542349 0.210787712 104 2.852401693 0.978542349 105 3.839067213 2.852401693 106 4.019845789 3.839067213 107 5.929208804 4.019845789 108 -5.165998113 5.929208804 109 -3.859413270 -5.165998113 110 -3.413424246 -3.859413270 111 -2.167473416 -3.413424246 112 -1.406233580 -2.167473416 113 -0.204918330 -1.406233580 114 0.050822785 -0.204918330 115 1.622305669 0.050822785 116 3.074113669 1.622305669 117 2.759379433 3.074113669 118 4.478097672 2.759379433 119 6.317973778 4.478097672 120 -5.729127509 6.317973778 121 -3.608825566 -5.729127509 122 -4.051398379 -3.608825566 123 -1.940512056 -4.051398379 124 -1.510495639 -1.940512056 125 -1.075729245 -1.510495639 126 -0.040975226 -1.075729245 127 2.021017309 -0.040975226 128 3.314267671 2.021017309 129 3.034789732 3.314267671 130 4.970424857 3.034789732 131 6.452702840 4.970424857 132 -5.611917311 6.452702840 133 -4.636795583 -5.611917311 134 -3.085130341 -4.636795583 135 -2.146955947 -3.085130341 136 -1.173114954 -2.146955947 137 -0.680965222 -1.173114954 138 0.092639011 -0.680965222 139 1.890588618 0.092639011 140 2.880964941 1.890588618 141 3.967445554 2.880964941 142 4.347771576 3.967445554 143 6.122013375 4.347771576 144 -6.003575440 6.122013375 145 -4.664737601 -6.003575440 146 -4.078370351 -4.664737601 147 -2.516829362 -4.078370351 148 -1.162818393 -2.516829362 149 -1.016941559 -1.162818393 150 -0.001326487 -1.016941559 151 1.837697373 -0.001326487 152 2.880964941 1.837697373 153 3.774969696 2.880964941 154 4.230066631 3.774969696 155 4.990538628 4.230066631 156 -5.503415245 4.990538628 157 -4.555977652 -5.503415245 158 -3.470115399 -4.555977652 159 -2.754841704 -3.470115399 160 -1.766627057 -2.754841704 161 -0.436713070 -1.766627057 162 1.043807728 -0.436713070 163 1.574191342 1.043807728 164 2.778788906 1.574191342 165 2.908414121 2.778788906 166 5.085455214 2.908414121 167 5.507757559 5.085455214 168 -5.214430732 5.507757559 169 -4.754972994 -5.214430732 170 -3.202695204 -4.754972994 171 -2.790805503 -3.202695204 172 -0.932402999 -2.790805503 173 -0.198068878 -0.932402999 174 0.797675782 -0.198068878 175 0.907041412 0.797675782 176 2.196107390 0.907041412 177 3.219536186 2.196107390 178 4.471599192 3.219536186 179 5.805255621 4.471599192 180 -5.527651158 5.805255621 181 -4.529763008 -5.527651158 182 -3.570119249 -4.529763008 183 -2.428985509 -3.570119249 184 -1.238595689 -2.428985509 185 -0.556045627 -1.238595689 186 1.021312680 -0.556045627 187 1.908668363 1.021312680 188 2.148694754 1.908668363 189 3.373646857 2.148694754 190 4.382160406 3.373646857 191 5.396194711 4.382160406 192 -5.596791042 5.396194711 193 -4.952832396 -5.596791042 194 -3.897150605 -4.952832396 195 -3.163668729 -3.897150605 196 -1.821498751 -3.163668729 197 -0.298322933 -1.821498751 198 0.104632407 -0.298322933 199 0.854270948 0.104632407 200 2.390144699 0.854270948 201 3.674157689 2.390144699 202 4.603155046 3.674157689 203 5.728156120 4.603155046 204 -5.069471270 5.728156120 205 -5.185412409 -5.069471270 206 -3.592389205 -5.185412409 207 -2.324148404 -3.592389205 208 -1.834860173 -2.324148404 209 -0.283742337 -1.834860173 210 0.910021771 -0.283742337 211 1.969593727 0.910021771 212 2.975656077 1.969593727 213 3.159979548 2.975656077 214 4.194733567 3.159979548 215 5.421621102 4.194733567 216 -5.627627352 5.421621102 217 -4.825589333 -5.627627352 218 -3.255092853 -4.825589333 219 -2.841696173 -3.255092853 220 -1.017456269 -2.841696173 221 -0.011854047 -1.017456269 222 0.172961191 -0.011854047 223 0.950926227 0.172961191 224 2.721733292 0.950926227 225 3.121513610 2.721733292 226 4.965156157 3.121513610 227 5.670614550 4.965156157 228 -5.302887096 5.670614550 229 -4.569967943 -5.302887096 230 -3.852303385 -4.569967943 231 -2.598917495 -3.852303385 232 -1.860325166 -2.598917495 233 -0.292124595 -1.860325166 234 0.421878986 -0.292124595 235 1.414575217 0.421878986 236 2.706665625 1.414575217 237 3.598736777 2.706665625 238 4.427273150 3.598736777 239 5.123938981 4.427273150 240 -6.177824930 5.123938981 241 -4.077772064 -6.177824930 242 -3.288431978 -4.077772064 243 -3.080369061 -3.288431978 244 -1.012314176 -3.080369061 245 -0.872007925 -1.012314176 246 0.671346014 -0.872007925 247 0.911269810 0.671346014 248 1.939030713 0.911269810 249 3.420329858 1.939030713 250 4.695513951 3.420329858 251 5.127008540 4.695513951 252 -5.601702230 5.127008540 253 -4.325358183 -5.601702230 254 -3.319964019 -4.325358183 255 -3.132570990 -3.319964019 256 -2.071576500 -3.132570990 257 -0.565788256 -2.071576500 258 0.172853899 -0.565788256 259 0.899108773 0.172853899 260 1.966504962 0.899108773 261 2.910331403 1.966504962 262 4.734931785 2.910331403 263 5.148138557 4.734931785 264 -5.295588025 5.148138557 265 -4.530907644 -5.295588025 266 -4.062186707 -4.530907644 267 -2.211919087 -4.062186707 268 -1.518033292 -2.211919087 269 -1.027924455 -1.518033292 270 0.264986560 -1.027924455 271 1.810200277 0.264986560 272 2.232502622 1.810200277 273 3.275978248 2.232502622 274 4.044033027 3.275978248 275 5.591387291 4.044033027 276 -5.080198024 5.591387291 277 -3.869701039 -5.080198024 278 -3.037963817 -3.869701039 279 -2.071274172 -3.037963817 280 -1.664626215 -2.071274172 281 -0.281071332 -1.664626215 282 0.625915066 -0.281071332 283 1.876199758 0.625915066 284 1.988695281 1.876199758 285 3.649140502 1.988695281 286 4.042416528 3.649140502 287 5.044199540 4.042416528 288 -5.234400080 5.044199540 289 -4.509431753 -5.234400080 290 -3.437264458 -4.509431753 291 -3.023715358 -3.437264458 292 -0.976482781 -3.023715358 293 -1.070954555 -0.976482781 294 0.859204941 -1.070954555 295 1.551686388 0.859204941 296 2.545624038 1.551686388 297 2.647225769 2.545624038 298 4.235806707 2.647225769 299 5.506251332 4.235806707 300 -5.781807112 5.506251332 301 -4.466758546 -5.781807112 302 -4.057822320 -4.466758546 303 -2.440554412 -4.057822320 304 -1.695118442 -2.440554412 305 -0.190621443 -1.695118442 306 0.355006256 -0.190621443 307 1.614712378 0.355006256 308 2.601296433 1.614712378 309 4.084947125 2.601296433 310 4.877488060 4.084947125 311 5.370747920 4.877488060 312 -5.379608633 5.370747920 313 -4.702042433 -5.379608633 314 -2.751344339 -4.702042433 315 -2.071995127 -2.751344339 316 -1.074396499 -2.071995127 317 -0.873014292 -1.074396499 318 0.968771418 -0.873014292 319 1.344889056 0.968771418 320 2.038774851 1.344889056 321 3.002161052 2.038774851 322 4.295645299 3.002161052 > 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/7n5ps1321896223.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8d32u1321896223.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9xz0i1321896223.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/107bu01321896223.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/118l6n1321896223.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/12c8mh1321896223.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/13x1c71321896224.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/14z20n1321896224.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/158pfl1321896224.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/16tifr1321896224.tab") + } > > try(system("convert tmp/1gux61321896223.ps tmp/1gux61321896223.png",intern=TRUE)) character(0) > try(system("convert tmp/2k8ac1321896223.ps tmp/2k8ac1321896223.png",intern=TRUE)) character(0) > try(system("convert tmp/3sxq51321896223.ps tmp/3sxq51321896223.png",intern=TRUE)) character(0) > try(system("convert tmp/4fr1y1321896223.ps tmp/4fr1y1321896223.png",intern=TRUE)) character(0) > try(system("convert tmp/54pfu1321896223.ps tmp/54pfu1321896223.png",intern=TRUE)) character(0) > try(system("convert tmp/69yqs1321896223.ps tmp/69yqs1321896223.png",intern=TRUE)) character(0) > try(system("convert tmp/7n5ps1321896223.ps tmp/7n5ps1321896223.png",intern=TRUE)) character(0) > try(system("convert tmp/8d32u1321896223.ps tmp/8d32u1321896223.png",intern=TRUE)) character(0) > try(system("convert tmp/9xz0i1321896223.ps tmp/9xz0i1321896223.png",intern=TRUE)) character(0) > try(system("convert tmp/107bu01321896223.ps tmp/107bu01321896223.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 9.338 0.588 9.999