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. 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,47 + ,-1 + ,3 + ,-9 + ,-4 + ,40 + ,1 + ,6 + ,-7 + ,4 + ,31 + ,0 + ,0 + ,-4 + ,7 + ,27 + ,1 + ,3 + ,-4 + ,3 + ,24 + ,1 + ,4 + ,-2 + ,3 + ,23 + ,3 + ,7 + ,0 + ,8 + ,17 + ,2 + ,6 + ,-2 + ,3 + ,16 + ,0 + ,6 + ,-3 + ,-3 + ,15 + ,0 + ,6 + ,1 + ,4 + ,8 + ,3 + ,6 + ,-2 + ,-5 + ,5 + ,-2 + ,2 + ,-1 + ,-1 + ,6 + ,0 + ,2 + ,1 + ,5 + ,5 + ,1 + ,2 + ,-3 + ,0 + ,12 + ,-1 + ,3 + ,-4 + ,-6 + ,8 + ,-2 + ,-1 + ,-9 + ,-13 + ,17 + ,-1 + ,-4 + ,-9 + ,-15 + ,22 + ,-1 + ,4 + ,-7 + ,-8 + ,24 + ,1 + ,5 + ,-14 + ,-20 + ,36 + ,-2 + ,3) + ,dim=c(5 + ,323) + ,dimnames=list(c('consumentenvertrouwen' + ,'economischesituatie' + ,'werkloosheid' + ,'financielesituatie' + ,'spaarvermogen') + ,1:323)) > y <- array(NA,dim=c(5,323),dimnames=list(c('consumentenvertrouwen','economischesituatie','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 consumentenvertrouwen economischesituatie werkloosheid financielesituatie 1 -28 -25 37 -16 2 -26 -23 33 -15 3 -27 -24 36 -16 4 -26 -24 37 -14 5 -27 -25 39 -14 6 -27 -25 39 -14 7 -27 -24 37 -16 8 -28 -24 37 -17 9 -26 -22 36 -15 10 -13 1 23 -9 11 -13 -5 21 -9 12 -14 -10 24 -7 13 -12 -10 25 -4 14 -16 -15 29 -9 15 -16 -13 24 -8 16 -12 -11 22 -6 17 -15 -15 28 -5 18 -18 -15 39 -7 19 -17 -16 36 -6 20 -10 -4 32 -1 21 -9 -5 27 -2 22 -13 -9 33 -1 23 -15 -14 36 -3 24 -12 -11 34 -2 25 -13 -7 34 -2 26 -10 -7 31 -1 27 -13 -9 37 -2 28 -11 -5 36 -1 29 -12 -10 35 0 30 -10 -9 32 1 31 -13 -10 35 -1 32 -12 -8 36 -1 33 -11 -9 35 0 34 -11 -10 32 0 35 -11 -10 28 1 36 -8 -5 24 1 37 -7 -6 25 2 38 -10 -10 29 1 39 -8 -10 28 2 40 -8 -9 25 1 41 -7 -10 22 0 42 -7 -8 22 2 43 -6 -8 22 1 44 -8 -8 23 0 45 -6 -4 22 1 46 -3 2 14 3 47 1 3 7 2 48 0 2 9 4 49 -3 -3 12 1 50 0 -1 9 4 51 0 1 6 2 52 -1 2 8 3 53 -1 -4 10 2 54 0 0 8 3 55 1 5 9 5 56 0 -1 11 5 57 2 3 6 3 58 3 6 6 4 59 2 7 9 5 60 4 7 7 5 61 3 3 8 4 62 4 8 2 6 63 3 3 2 5 64 1 0 7 4 65 2 1 6 4 66 4 4 4 7 67 3 4 8 8 68 2 1 9 5 69 -4 -17 11 4 70 -5 -16 14 1 71 -5 -13 18 2 72 -7 -15 23 0 73 -13 -31 25 -2 74 -11 -26 31 -1 75 -3 -5 18 2 76 -3 -5 19 3 77 -5 -6 23 2 78 -4 -5 24 2 79 -4 -5 25 5 80 -4 -7 26 4 81 -5 -6 27 5 82 -4 -8 23 2 83 -5 -6 27 6 84 -6 -12 34 7 85 -9 -15 34 1 86 -10 -15 37 1 87 -11 -16 41 0 88 -13 -19 43 -2 89 -13 -23 38 -1 90 -13 -23 39 -1 91 -11 -21 35 1 92 -12 -21 38 0 93 -14 -25 40 0 94 -20 -34 49 -1 95 -17 -30 51 -1 96 -16 -27 48 -1 97 -24 -40 54 -4 98 -24 -40 56 -6 99 -22 -34 56 -3 100 -25 -43 61 -7 101 -24 -39 57 -4 102 -25 -40 57 -5 103 -24 -40 52 -3 104 -25 -40 58 -5 105 -24 -35 60 -6 106 -26 -43 62 -7 107 -25 -44 48 -6 108 -24 -38 50 -8 109 -22 -37 50 -5 110 -20 -31 48 -5 111 -14 -20 40 -3 112 -13 -22 35 -2 113 -10 -9 33 -1 114 -10 -11 34 1 115 -11 -8 34 -1 116 -6 -3 28 -1 117 -2 3 26 3 118 -3 6 23 2 119 -2 -3 20 4 120 -4 -8 20 3 121 -7 -8 26 1 122 -8 -10 28 0 123 -7 -9 29 2 124 -4 -7 25 2 125 -7 -12 27 2 126 -5 -9 24 3 127 -6 -8 26 2 128 -12 -19 38 1 129 -12 -21 38 0 130 -16 -24 45 -4 131 -20 -30 53 -9 132 -16 -28 44 -6 133 -16 -27 43 -7 134 -18 -26 47 -6 135 -15 -27 40 -6 136 -12 -23 34 -3 137 -13 -26 38 -3 138 -13 -23 39 -4 139 -12 -21 35 -5 140 -11 -20 35 -4 141 -9 -14 36 -3 142 -9 -16 25 -5 143 -8 -17 24 -3 144 -8 -18 29 -2 145 -15 -25 44 -3 146 -16 -26 43 -5 147 -21 -36 57 -3 148 -21 -35 56 -3 149 -16 -27 47 -4 150 -13 -22 41 -2 151 -12 -25 38 -3 152 -8 -17 33 -2 153 -9 -14 36 -3 154 -1 -7 22 2 155 -5 -12 27 1 156 -9 -17 32 -1 157 -1 -8 21 2 158 3 -2 14 5 159 2 -1 10 3 160 3 1 14 3 161 5 0 12 3 162 5 -2 10 1 163 3 -5 12 3 164 2 -4 9 1 165 1 -9 14 2 166 -4 -16 23 2 167 1 -7 17 1 168 1 -7 16 2 169 6 3 7 4 170 3 -2 9 3 171 2 -3 9 3 172 2 -6 14 3 173 2 -7 12 2 174 -8 -24 23 -1 175 0 -13 12 1 176 -2 -14 15 3 177 3 -7 6 4 178 5 -1 6 4 179 8 5 1 6 180 8 6 3 4 181 9 5 -1 6 182 11 5 -4 6 183 13 9 -6 8 184 12 10 -9 4 185 13 14 -13 8 186 15 19 -13 10 187 13 18 -10 9 188 16 16 -12 12 189 10 8 -9 9 190 14 10 -15 11 191 14 12 -14 11 192 15 13 -18 11 193 13 15 -13 11 194 8 3 -2 11 195 7 2 -1 9 196 3 -2 5 8 197 3 1 8 6 198 4 1 6 7 199 4 -1 7 8 200 0 -6 15 6 201 -4 -13 23 5 202 -14 -25 43 2 203 -18 -26 60 3 204 -8 -9 36 3 205 -1 1 28 7 206 1 3 23 8 207 2 6 23 7 208 0 2 22 7 209 1 5 22 6 210 0 5 24 6 211 -1 0 32 7 212 -3 -5 27 5 213 -3 -4 27 5 214 -3 -2 27 5 215 -4 -1 29 4 216 -8 -8 38 4 217 -9 -16 40 4 218 -13 -19 45 1 219 -18 -28 50 -1 220 -11 -11 43 3 221 -9 -4 44 4 222 -10 -9 44 3 223 -13 -12 49 2 224 -11 -10 42 1 225 -5 -2 36 4 226 -15 -13 57 3 227 -6 0 42 5 228 -6 0 39 6 229 -3 4 33 6 230 -1 7 32 6 231 -3 5 34 6 232 -4 2 37 6 233 -6 -2 38 5 234 0 6 28 6 235 -4 -3 31 5 236 -2 1 28 6 237 -2 0 30 5 238 -6 -7 39 7 239 -7 -6 38 4 240 -6 -4 39 5 241 -6 -4 38 6 242 -3 -2 37 6 243 -2 2 32 5 244 -5 -5 32 3 245 -11 -15 44 2 246 -11 -16 43 3 247 -11 -18 42 3 248 -10 -13 38 2 249 -14 -23 37 0 250 -8 -10 35 4 251 -9 -10 37 4 252 -5 -6 33 5 253 -1 -3 24 6 254 -2 -4 24 6 255 -5 -7 31 5 256 -4 -7 25 5 257 -6 -7 28 3 258 -2 -3 24 5 259 -2 0 25 5 260 -2 -5 16 5 261 -2 -3 17 3 262 2 3 11 6 263 1 2 12 6 264 -8 -7 39 4 265 -1 -1 19 6 266 1 0 14 5 267 -1 -3 15 4 268 2 4 7 5 269 2 2 12 5 270 1 3 12 4 271 -1 0 14 3 272 -2 -10 9 2 273 -2 -10 8 3 274 -1 -9 4 2 275 -8 -22 7 -1 276 -4 -16 3 0 277 -6 -18 5 -2 278 -3 -14 0 1 279 -3 -12 -2 -2 280 -7 -17 6 -2 281 -9 -23 11 -2 282 -11 -28 9 -6 283 -13 -31 17 -4 284 -11 -21 21 -2 285 -9 -19 21 0 286 -17 -22 41 -5 287 -22 -22 57 -4 288 -25 -25 65 -5 289 -20 -16 68 -1 290 -24 -22 73 -2 291 -24 -21 71 -4 292 -22 -10 71 -1 293 -19 -7 70 1 294 -18 -5 69 1 295 -17 -4 65 -2 296 -11 7 57 1 297 -11 6 57 1 298 -12 3 57 3 299 -10 10 55 3 300 -15 0 65 1 301 -15 -2 65 1 302 -15 -1 64 0 303 -13 2 60 2 304 -8 8 43 2 305 -13 -6 47 -1 306 -9 -4 40 1 307 -7 4 31 0 308 -4 7 27 1 309 -4 3 24 1 310 -2 3 23 3 311 0 8 17 2 312 -2 3 16 0 313 -3 -3 15 0 314 1 4 8 3 315 -2 -5 5 -2 316 -1 -1 6 0 317 1 5 5 1 318 -3 0 12 -1 319 -4 -6 8 -2 320 -9 -13 17 -1 321 -9 -15 22 -1 322 -7 -8 24 1 323 -14 -20 36 -2 spaarvermogen 1 -33 2 -32 3 -32 4 -31 5 -31 6 -32 7 -32 8 -33 9 -31 10 -21 11 -17 12 -14 13 -10 14 -13 15 -19 16 -10 17 -13 18 -11 19 -9 20 -1 21 -3 22 -7 23 -6 24 -1 25 -11 26 -3 27 -1 28 -2 29 -2 30 -2 31 -4 32 -1 33 0 34 -3 35 -4 36 -4 37 -2 38 -3 39 4 40 3 41 3 42 -1 43 5 44 -2 45 2 46 -1 47 6 48 4 49 -2 50 4 51 3 52 0 53 7 54 5 55 3 56 9 57 7 58 8 59 8 60 10 61 11 62 5 63 9 64 7 65 8 66 12 67 10 68 10 69 8 70 11 71 10 72 8 73 5 74 12 75 10 76 8 77 8 78 10 79 12 80 13 81 7 82 13 83 11 84 13 85 11 86 10 87 15 88 11 89 10 90 12 91 14 92 11 93 8 94 3 95 15 96 11 97 0 98 4 99 7 100 12 101 5 102 2 103 0 104 5 105 4 106 7 107 0 108 -1 109 3 110 2 111 7 112 6 113 3 114 3 115 1 116 8 117 10 118 6 119 11 120 6 121 6 122 3 123 10 124 12 125 9 126 12 127 10 128 6 129 8 130 11 131 11 132 11 133 14 134 8 135 12 136 11 137 14 138 15 139 15 140 14 141 16 142 9 143 13 144 15 145 14 146 11 147 14 148 10 149 13 150 15 151 20 152 19 153 16 154 22 155 19 156 16 157 23 158 23 159 16 160 23 161 30 162 31 163 24 164 20 165 24 166 23 167 25 168 25 169 23 170 21 171 16 172 26 173 23 174 15 175 23 176 20 177 22 178 24 179 22 180 24 181 24 182 29 183 29 184 25 185 16 186 18 187 13 188 22 189 15 190 20 191 19 192 18 193 13 194 17 195 17 196 13 197 14 198 13 199 17 200 17 201 15 202 9 203 10 204 9 205 14 206 18 207 18 208 12 209 16 210 12 211 19 212 13 213 12 214 13 215 11 216 10 217 16 218 12 219 6 220 8 221 6 222 8 223 8 224 9 225 13 226 8 227 11 228 8 229 10 230 15 231 12 232 13 233 12 234 15 235 13 236 13 237 16 238 14 239 12 240 15 241 14 242 19 243 16 244 16 245 11 246 13 247 12 248 11 249 6 250 9 251 6 252 15 253 17 254 13 255 12 256 13 257 10 258 14 259 13 260 10 261 11 262 12 263 7 264 11 265 9 266 13 267 12 268 5 269 13 270 11 271 8 272 8 273 8 274 8 275 0 276 3 277 0 278 -1 279 -1 280 -4 281 1 282 -1 283 0 284 -1 285 6 286 0 287 -3 288 -3 289 4 290 1 291 0 292 -4 293 -2 294 3 295 2 296 5 297 6 298 6 299 3 300 4 301 7 302 5 303 6 304 1 305 3 306 6 307 0 308 3 309 4 310 7 311 6 312 6 313 6 314 6 315 2 316 2 317 2 318 3 319 -1 320 -4 321 4 322 5 323 3 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) economischesituatie werkloosheid 0.02972 0.24923 -0.25148 financielesituatie spaarvermogen 0.24728 0.24858 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.96244 -0.24146 0.01919 0.26860 0.98559 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.029722 0.044137 0.673 0.501 economischesituatie 0.249226 0.002779 89.694 <2e-16 *** werkloosheid -0.251480 0.001379 -182.379 <2e-16 *** financielesituatie 0.247280 0.008573 28.845 <2e-16 *** spaarvermogen 0.248577 0.002874 86.496 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.3563 on 318 degrees of freedom Multiple R-squared: 0.9984, Adjusted R-squared: 0.9984 F-statistic: 5.11e+04 on 4 and 318 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.18759544 0.375190871 0.812404565 [2,] 0.19718817 0.394376341 0.802811830 [3,] 0.10408644 0.208172878 0.895913561 [4,] 0.05895036 0.117900723 0.941049638 [5,] 0.14284805 0.285696098 0.857151951 [6,] 0.08517640 0.170352798 0.914823601 [7,] 0.08919641 0.178392815 0.910803593 [8,] 0.06714633 0.134292658 0.932853671 [9,] 0.05112624 0.102252485 0.948873757 [10,] 0.03674052 0.073481033 0.963259483 [11,] 0.11283483 0.225669656 0.887165172 [12,] 0.15002397 0.300047945 0.849976028 [13,] 0.19217809 0.384356185 0.807821908 [14,] 0.17896864 0.357937285 0.821031358 [15,] 0.22792390 0.455847800 0.772076100 [16,] 0.18658930 0.373178597 0.813410702 [17,] 0.14610504 0.292210085 0.853894958 [18,] 0.25455138 0.509102768 0.745448616 [19,] 0.31910302 0.638206035 0.680896982 [20,] 0.42450587 0.849011732 0.575494134 [21,] 0.38120049 0.762400980 0.618799510 [22,] 0.34901310 0.698026203 0.650986899 [23,] 0.36635922 0.732718433 0.633640783 [24,] 0.42011138 0.840222765 0.579888617 [25,] 0.40762672 0.815253433 0.592373284 [26,] 0.35942283 0.718845666 0.640577167 [27,] 0.32023175 0.640463491 0.679768255 [28,] 0.62255923 0.754881547 0.377440774 [29,] 0.57197392 0.856052156 0.428026078 [30,] 0.68237365 0.635252692 0.317626346 [31,] 0.64211273 0.715774533 0.357887266 [32,] 0.59312351 0.813752985 0.406876493 [33,] 0.63744002 0.725119958 0.362559979 [34,] 0.61342325 0.773153492 0.386576746 [35,] 0.56820603 0.863587941 0.431793971 [36,] 0.51913532 0.961729357 0.480864678 [37,] 0.47814070 0.956281392 0.521859304 [38,] 0.45861410 0.917228203 0.541385899 [39,] 0.57449138 0.851017233 0.425508616 [40,] 0.52767497 0.944650066 0.472325033 [41,] 0.51720459 0.965590828 0.482795414 [42,] 0.72136080 0.557278408 0.278639204 [43,] 0.70986632 0.580267356 0.290133678 [44,] 0.68001268 0.639974635 0.319987317 [45,] 0.69600260 0.607994797 0.303997399 [46,] 0.66452744 0.670945130 0.335472565 [47,] 0.62821864 0.743562720 0.371781360 [48,] 0.58936984 0.821260326 0.410630163 [49,] 0.64897051 0.702058986 0.351029493 [50,] 0.62606265 0.747874698 0.373937349 [51,] 0.58493761 0.830124783 0.415062391 [52,] 0.69007523 0.619849543 0.309924771 [53,] 0.68271641 0.634567190 0.317283595 [54,] 0.72040376 0.559192485 0.279596242 [55,] 0.71170360 0.576592808 0.288296404 [56,] 0.83270747 0.334585051 0.167292526 [57,] 0.80648290 0.387034205 0.193517103 [58,] 0.78864179 0.422716430 0.211358215 [59,] 0.86818993 0.263620144 0.131810072 [60,] 0.88050605 0.238987892 0.119493946 [61,] 0.87204170 0.255916601 0.127958300 [62,] 0.85627522 0.287449554 0.143724777 [63,] 0.87512932 0.249741350 0.124870675 [64,] 0.85959350 0.280812994 0.140406497 [65,] 0.88620847 0.227583064 0.113791532 [66,] 0.87084640 0.258307205 0.129153602 [67,] 0.88151768 0.236964631 0.118482316 [68,] 0.86841791 0.263164178 0.131582089 [69,] 0.86035413 0.279291739 0.139645870 [70,] 0.84532045 0.309359095 0.154679548 [71,] 0.83957640 0.320847193 0.160423596 [72,] 0.88796877 0.224062457 0.112031228 [73,] 0.87031747 0.259365059 0.129682529 [74,] 0.86507977 0.269840460 0.134920230 [75,] 0.84452849 0.310943027 0.155471514 [76,] 0.93240390 0.135192194 0.067596097 [77,] 0.94775366 0.104492675 0.052246337 [78,] 0.94334459 0.113310821 0.056655411 [79,] 0.93846528 0.123069436 0.061534718 [80,] 0.94331560 0.113368795 0.056684397 [81,] 0.93941060 0.121178790 0.060589395 [82,] 0.92829238 0.143415238 0.071707619 [83,] 0.92240845 0.155183110 0.077591555 [84,] 0.95438449 0.091231022 0.045615511 [85,] 0.94540757 0.109184868 0.054592434 [86,] 0.93969650 0.120606992 0.060303496 [87,] 0.93170025 0.136599505 0.068299752 [88,] 0.92372533 0.152549344 0.076274672 [89,] 0.91838766 0.163224688 0.081612344 [90,] 0.92122119 0.157557616 0.078778808 [91,] 0.92626786 0.147464282 0.073732141 [92,] 0.93895578 0.122088447 0.061044223 [93,] 0.93330238 0.133395241 0.066697620 [94,] 0.92933995 0.141320106 0.070660053 [95,] 0.91773710 0.164525792 0.082262896 [96,] 0.91659265 0.166814705 0.083407353 [97,] 0.92685912 0.146281752 0.073140876 [98,] 0.92349002 0.153019957 0.076509978 [99,] 0.91807366 0.163852674 0.081926337 [100,] 0.93575387 0.128492267 0.064246133 [101,] 0.92923485 0.141530293 0.070765147 [102,] 0.92279107 0.154417859 0.077208930 [103,] 0.93398098 0.132038034 0.066019017 [104,] 0.92274443 0.154511147 0.077255573 [105,] 0.91692279 0.166154429 0.083077215 [106,] 0.90384426 0.192311480 0.096155740 [107,] 0.89930674 0.201386528 0.100693264 [108,] 0.90615720 0.187685590 0.093842795 [109,] 0.89271201 0.214575985 0.107287993 [110,] 0.91670406 0.166591882 0.083295941 [111,] 0.94356687 0.112866256 0.056433128 [112,] 0.93392906 0.132141880 0.066070940 [113,] 0.96351173 0.072976532 0.036488266 [114,] 0.95899039 0.082019216 0.041009608 [115,] 0.97919413 0.041611735 0.020805867 [116,] 0.98124556 0.037508889 0.018754444 [117,] 0.98570346 0.028593075 0.014296537 [118,] 0.98248746 0.035025083 0.017512542 [119,] 0.98459898 0.030802042 0.015401021 [120,] 0.98633531 0.027329376 0.013664688 [121,] 0.98941804 0.021163915 0.010581958 [122,] 0.99548551 0.009028976 0.004514488 [123,] 0.99596541 0.008069188 0.004034594 [124,] 0.99578824 0.008423524 0.004211762 [125,] 0.99837869 0.003242627 0.001621313 [126,] 0.99809847 0.003803053 0.001901526 [127,] 0.99774017 0.004519659 0.002259829 [128,] 0.99753507 0.004929858 0.002464929 [129,] 0.99729463 0.005410739 0.002705369 [130,] 0.99707706 0.005845888 0.002922944 [131,] 0.99656207 0.006875852 0.003437926 [132,] 0.99703684 0.005926317 0.002963158 [133,] 0.99683367 0.006332659 0.003166329 [134,] 0.99669746 0.006605087 0.003302544 [135,] 0.99636228 0.007275443 0.003637722 [136,] 0.99583337 0.008333268 0.004166634 [137,] 0.99699086 0.006018277 0.003009139 [138,] 0.99733462 0.005330758 0.002665379 [139,] 0.99684442 0.006311166 0.003155583 [140,] 0.99715232 0.005695365 0.002847683 [141,] 0.99644060 0.007118793 0.003559397 [142,] 0.99634205 0.007315899 0.003657949 [143,] 0.99671541 0.006569177 0.003284588 [144,] 0.99711342 0.005773165 0.002886582 [145,] 0.99696653 0.006066936 0.003033468 [146,] 0.99687505 0.006249905 0.003124952 [147,] 0.99668756 0.006624882 0.003312441 [148,] 0.99607749 0.007845023 0.003922511 [149,] 0.99658285 0.006834304 0.003417152 [150,] 0.99568567 0.008628652 0.004314326 [151,] 0.99458142 0.010837154 0.005418577 [152,] 0.99320629 0.013587418 0.006793709 [153,] 0.99215288 0.015694248 0.007847124 [154,] 0.99101212 0.017975756 0.008987878 [155,] 0.98894238 0.022115240 0.011057620 [156,] 0.99142343 0.017153141 0.008576571 [157,] 0.98936236 0.021275271 0.010637636 [158,] 0.98843201 0.023135971 0.011567986 [159,] 0.99015605 0.019687895 0.009843948 [160,] 0.99272807 0.014543859 0.007271930 [161,] 0.99097851 0.018042985 0.009021492 [162,] 0.99030098 0.019398042 0.009699021 [163,] 0.98895445 0.022091109 0.011045554 [164,] 0.98793176 0.024136477 0.012068238 [165,] 0.98613390 0.027732191 0.013866095 [166,] 0.98975622 0.020487556 0.010243778 [167,] 0.98943186 0.021136277 0.010568139 [168,] 0.98952592 0.020948156 0.010474078 [169,] 0.99092753 0.018144947 0.009072473 [170,] 0.98962412 0.020751752 0.010375876 [171,] 0.98793922 0.024121557 0.012060778 [172,] 0.98517331 0.029653374 0.014826687 [173,] 0.98487500 0.030250003 0.015125002 [174,] 0.98162963 0.036740734 0.018370367 [175,] 0.97812721 0.043745581 0.021872791 [176,] 0.97389634 0.052207322 0.026103661 [177,] 0.96994710 0.060105794 0.030052897 [178,] 0.96698940 0.066021197 0.033010598 [179,] 0.96054659 0.078906814 0.039453407 [180,] 0.96593646 0.068127084 0.034063542 [181,] 0.97210516 0.055789681 0.027894841 [182,] 0.97020720 0.059585600 0.029792800 [183,] 0.96425878 0.071482449 0.035741224 [184,] 0.95732486 0.085350278 0.042675139 [185,] 0.94941317 0.101173654 0.050586827 [186,] 0.94089457 0.118210850 0.059105425 [187,] 0.93922709 0.121545813 0.060772906 [188,] 0.93572118 0.128557631 0.064278815 [189,] 0.95183910 0.096321806 0.048160903 [190,] 0.94739480 0.105210409 0.052605204 [191,] 0.94154297 0.116914065 0.058457032 [192,] 0.93787212 0.124255767 0.062127883 [193,] 0.94602559 0.107948823 0.053974411 [194,] 0.93626174 0.127476522 0.063738261 [195,] 0.93287302 0.134253961 0.067126980 [196,] 0.93120171 0.137596575 0.068798288 [197,] 0.92839792 0.143204159 0.071602079 [198,] 0.94086258 0.118274832 0.059137416 [199,] 0.94956647 0.100867053 0.050433526 [200,] 0.94046272 0.119074561 0.059537281 [201,] 0.93452272 0.130954565 0.065477283 [202,] 0.92714249 0.145715027 0.072857513 [203,] 0.92167750 0.156644996 0.078322498 [204,] 0.94027352 0.119452958 0.059726479 [205,] 0.95319230 0.093615391 0.046807695 [206,] 0.96348974 0.073020529 0.036510265 [207,] 0.95872557 0.082548854 0.041274427 [208,] 0.95338856 0.093222881 0.046611441 [209,] 0.94440446 0.111191080 0.055595540 [210,] 0.93542551 0.129148982 0.064574491 [211,] 0.92526874 0.149462516 0.074731258 [212,] 0.92832899 0.143342014 0.071671007 [213,] 0.91979096 0.160418076 0.080209038 [214,] 0.93354735 0.132905303 0.066452652 [215,] 0.95035896 0.099282076 0.049641038 [216,] 0.94285177 0.114296455 0.057148227 [217,] 0.94560090 0.108798196 0.054399098 [218,] 0.94511454 0.109770927 0.054885463 [219,] 0.93704837 0.125903258 0.062951629 [220,] 0.95275220 0.094495605 0.047247803 [221,] 0.94841610 0.103167809 0.051583905 [222,] 0.94454656 0.110906884 0.055453442 [223,] 0.93415305 0.131693899 0.065846950 [224,] 0.92643793 0.147124132 0.073562066 [225,] 0.91330375 0.173392499 0.086696249 [226,] 0.90241515 0.195169700 0.097584850 [227,] 0.89981445 0.200371107 0.100185553 [228,] 0.88367387 0.232652254 0.116326127 [229,] 0.86513328 0.269733434 0.134866717 [230,] 0.86791944 0.264161127 0.132080563 [231,] 0.86747435 0.265051298 0.132525649 [232,] 0.84951637 0.300967251 0.150483626 [233,] 0.82987175 0.340256501 0.170128251 [234,] 0.83697486 0.326050282 0.163025141 [235,] 0.89703932 0.205921369 0.102960684 [236,] 0.90795560 0.184088790 0.092044395 [237,] 0.90321938 0.193561235 0.096780618 [238,] 0.94779623 0.104407536 0.052203768 [239,] 0.93784544 0.124309127 0.062154564 [240,] 0.95183410 0.096331810 0.048165905 [241,] 0.94898761 0.102024786 0.051012393 [242,] 0.94892148 0.102157043 0.051078521 [243,] 0.93953765 0.120924710 0.060462355 [244,] 0.93917279 0.121654415 0.060827207 [245,] 0.92731725 0.145365497 0.072682749 [246,] 0.92235117 0.155297666 0.077648833 [247,] 0.93398321 0.132033579 0.066016790 [248,] 0.95015199 0.099696013 0.049848006 [249,] 0.94534773 0.109304535 0.054652267 [250,] 0.94344080 0.113118401 0.056559201 [251,] 0.94015378 0.119692432 0.059846216 [252,] 0.92770717 0.144585659 0.072292829 [253,] 0.92851752 0.142964963 0.071482481 [254,] 0.92833385 0.143332306 0.071666153 [255,] 0.93381229 0.132375425 0.066187712 [256,] 0.92743924 0.145121516 0.072560758 [257,] 0.91224934 0.175501319 0.087750659 [258,] 0.91612175 0.167756498 0.083878249 [259,] 0.90588966 0.188220688 0.094110344 [260,] 0.90257807 0.194843854 0.097421927 [261,] 0.89487016 0.210259683 0.105129842 [262,] 0.88217672 0.235646568 0.117823284 [263,] 0.88519111 0.229617782 0.114808891 [264,] 0.86752347 0.264953068 0.132476534 [265,] 0.87537878 0.249242431 0.124621215 [266,] 0.85162738 0.296745248 0.148372624 [267,] 0.82709431 0.345811371 0.172905685 [268,] 0.85527355 0.289452898 0.144726449 [269,] 0.82596944 0.348061120 0.174030560 [270,] 0.80676012 0.386479761 0.193239880 [271,] 0.84164763 0.316704746 0.158352373 [272,] 0.82021886 0.359562271 0.179781135 [273,] 0.80596603 0.388067942 0.194033971 [274,] 0.77540318 0.449193645 0.224596823 [275,] 0.73505200 0.529895994 0.264947997 [276,] 0.69864769 0.602704630 0.301352315 [277,] 0.71678176 0.566436490 0.283218245 [278,] 0.70035625 0.599287497 0.299643749 [279,] 0.65595629 0.688087419 0.344043710 [280,] 0.65960105 0.680797908 0.340398954 [281,] 0.68775240 0.624495198 0.312247599 [282,] 0.72016148 0.559677040 0.279838520 [283,] 0.70188372 0.596232567 0.298116283 [284,] 0.66610180 0.667796393 0.333898197 [285,] 0.68379476 0.632410476 0.316205238 [286,] 0.86986181 0.260276384 0.130138192 [287,] 0.84362150 0.312757008 0.156378504 [288,] 0.84458187 0.310836267 0.155418133 [289,] 0.80463402 0.390731955 0.195365977 [290,] 0.76044016 0.479119682 0.239559841 [291,] 0.82629306 0.347413874 0.173706937 [292,] 0.79211284 0.415774320 0.207887160 [293,] 0.76010661 0.479786780 0.239893390 [294,] 0.70053801 0.598923986 0.299461993 [295,] 0.67957528 0.640849444 0.320424722 [296,] 0.64994811 0.700103779 0.350051889 [297,] 0.57447577 0.851048468 0.425524234 [298,] 0.49551446 0.991028910 0.504485545 [299,] 0.56671734 0.866565317 0.433282659 [300,] 0.50969507 0.980609850 0.490304925 [301,] 0.42482985 0.849659703 0.575170149 [302,] 0.33629432 0.672588637 0.663705682 [303,] 0.59472020 0.810559601 0.405279800 [304,] 0.73138183 0.537236331 0.268618166 [305,] 0.62137450 0.757250991 0.378625496 [306,] 0.51457010 0.970859802 0.485429901 [307,] 0.37632285 0.752645695 0.623677153 [308,] 0.30213473 0.604269454 0.697865273 > postscript(file="/var/www/rcomp/tmp/1qc7c1321898366.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2yb2h1321898366.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3u6v31321898366.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4k4p71321898366.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5tiqb1321898366.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 -0.3348064127 -0.3350336608 -0.0840889919 0.4242538533 0.1764389869 6 7 8 9 10 0.4250161133 0.1673906889 -0.3367523302 -0.0783975169 -0.0492765141 11 12 13 14 15 -0.0511897494 -0.2909129355 0.2244186760 0.4585969111 -0.0530701329 16 17 18 19 20 0.2137651147 0.2179978120 -0.0183202431 -0.2679676208 -0.4896118918 21 22 23 24 25 0.2466495836 -0.5005405927 -0.2539901077 0.0052077282 0.4940759043 26 27 28 29 30 0.5037399962 -0.7388047734 0.0141097297 -0.2385209457 0.5105343854 31 32 33 34 35 -0.4940868383 -0.4867900808 0.0150990295 0.2556171383 -0.7490043129 36 37 38 39 40 -0.0010518960 0.7552194494 0.2538982414 0.0150988212 -0.4927090121 41 42 43 44 45 0.2493575721 0.2506548246 0.0064719207 0.2452713409 -0.2446997880 46 47 48 49 50 -0.5007201961 -0.0030637638 -0.2482840866 0.9855861378 0.4993932294 51 52 53 54 55 -0.0103605214 -0.2581754072 0.2473785560 -0.0026094952 0.0053358693 56 57 58 59 60 -0.4878128957 0.2495995744 0.0060652775 -0.7360013067 0.2638850789 61 62 63 64 65 0.5109705758 -0.2471333195 -0.7480331106 0.0014767166 0.2521941374 66 67 68 69 70 -0.7345906094 -0.4787974880 0.2621990724 -0.0043435629 -0.5030221081 71 72 73 74 75 -0.2434834291 0.5040804807 0.2349432824 0.5103727678 -0.2372896050 76 77 78 79 80 0.2640644741 -0.2335111763 0.2715884797 -0.7159256560 0.0327082969 81 82 83 84 85 0.2791451096 0.0220547357 -0.9624432506 0.5488350394 0.2773457355 86 87 88 89 90 0.2803619043 -0.4600993781 0.2794055142 0.0202074701 -0.2254671019 91 92 93 94 95 -0.7215513310 0.0258989452 0.2714927739 0.2680073354 -0.2088619079 96 97 98 99 100 0.2833302394 0.5083313141 0.5115418792 -0.4713836956 -0.2247195577 101 102 103 104 105 -0.2293410476 0.0128959582 -0.2419079020 -0.4813557402 0.2713317424 106 107 108 109 110 0.2696457552 -0.5090839735 0.2416575917 0.2562837504 0.5065468833 111 112 113 114 115 0.0157806040 0.2581310160 0.0136881432 0.2690596589 -0.4869036951 116 117 118 119 120 0.0180494754 0.5334618108 -0.7270661873 0.0240813771 0.7603757236 121 122 123 124 125 -0.2361864826 0.7582356568 -0.4741100284 0.5243654517 0.0191850524 126 127 128 129 130 -0.4759425397 -0.4777748428 0.5230531787 0.7716303244 -0.4769465552 131 132 133 134 135 0.2666447958 0.7630365611 -0.2361204163 -0.2352445613 0.2593149396 136 137 138 139 140 0.2602713297 0.2681359895 -0.2293589175 -0.4864493300 0.2656221698 141 142 143 144 145 0.2773131113 0.2440877607 -0.2470343629 0.5151557056 -0.4722116978 146 147 148 149 150 -0.2341745182 -0.4614923557 0.0321106971 0.2765358695 -0.4701850370 151 152 153 154 155 -0.4725525409 0.2775401512 0.2773131113 0.2841551452 -0.2193063571 156 157 158 159 160 -0.4754880050 0.0333241100 0.0357721489 0.0152272478 -0.2173454579 161 162 163 164 165 -0.2111189323 0.0303558328 0.5264726861 0.0116760865 0.2736149901 166 167 168 169 170 -0.4699103525 0.5283052167 0.0295456813 0.2765653781 -0.2299122930 171 172 173 174 175 0.2621991110 -0.2184964332 0.5207812110 0.2543523983 0.2634156975 176 177 178 179 180 -0.4817478181 -0.2340794564 -0.2265883411 0.0232531667 0.2743922126 181 182 183 184 185 0.0231395524 0.0258148780 0.0313927193 0.0111558289 0.2564087372 186 187 188 189 190 0.0185659154 0.5123962163 0.5288546974 -0.2410206359 0.0142043943 191 192 193 194 195 0.0158096575 0.0092422888 0.0110747808 -0.2262479724 -0.2309828105 196 197 198 199 200 -0.4836132777 -0.2308689686 0.2674689417 -0.2241881937 -0.4716621784 201 202 203 204 205 0.0291897791 0.2827949807 0.3113183450 0.2875450089 0.5514447925 206 207 208 209 210 -0.4459935156 0.0536090230 0.2904951886 -0.2042107784 0.2930570888 211 212 213 214 215 0.5637036556 0.5384565792 0.5378079336 -0.2092207368 -0.2110530398 216 217 218 219 220 0.0454216175 0.0507243965 -0.2080518143 0.2784010050 -0.2050685552 221 222 223 224 225 0.5517051199 0.5479595816 -0.1996848440 -0.4597914253 0.3013762448 226 227 228 229 230 -0.1859014803 0.5616771838 0.3056896661 0.3027542406 0.0607116119 231 232 233 234 235 -0.1921461034 0.0613931285 -0.1943671218 0.3040186607 0.0459237583 236 237 238 239 240 0.0473017735 0.3010353824 0.3115274570 0.0498158207 -0.1901672763 241 242 243 244 245 -0.4403496852 0.5668334580 0.3055431999 -0.4553166870 0.5448626888 246 247 248 249 250 -0.2018253274 0.2937236622 -0.4624669399 -0.4842435596 0.0380112455 251 252 253 254 255 0.2867019863 -0.2005938170 0.0439776326 0.2875119103 0.2914039727 256 257 258 259 260 -0.4660512384 -0.4713211077 0.0369888664 -0.2106316423 -0.4820885302 261 262 263 264 265 -0.4830778107 -0.4777272174 0.2658638674 -0.2009016001 0.2767446960 266 267 268 269 270 0.0230918691 -0.4818941532 0.2544480269 0.0216809635 -0.4831107011 271 272 273 274 275 -0.2394627898 0.2426763807 -0.2560831546 -0.2639477952 -0.5391171421 276 277 278 279 280 -0.0334017309 0.2083002630 0.4607363339 0.2011649920 0.2048626774 281 282 283 284 285 -0.2852699188 -0.0558267494 -0.0394488227 0.2282295979 -0.5048215401 286 287 288 289 290 0.0003114228 -0.4775621600 -0.4707675433 0.3114802481 0.0572445177 291 292 293 294 295 0.0481962197 -0.4408183302 0.5683107111 -0.4245061457 0.3107660493 296 297 298 299 300 0.0698741683 0.0705228139 -0.6763595793 -0.1781679655 0.0748691449 301 302 303 304 305 -0.1724106904 0.0713179642 -0.4254149104 0.0469615165 -0.2132736418 306 307 308 309 310 0.2876259604 -0.2307547295 0.0226379977 0.0165249169 0.5247541477 311 312 313 314 315 0.2656041841 -0.2451869277 -0.0013119765 -0.2480897096 0.4712109744 316 317 318 319 320 0.2312278581 0.2371136908 -0.5104171010 0.2206071679 -0.2730437765 321 322 323 -0.5058108399 -0.4905687177 -0.2431094680 > postscript(file="/var/www/rcomp/tmp/6cqo51321898366.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 -0.3348064127 NA 1 -0.3350336608 -0.3348064127 2 -0.0840889919 -0.3350336608 3 0.4242538533 -0.0840889919 4 0.1764389869 0.4242538533 5 0.4250161133 0.1764389869 6 0.1673906889 0.4250161133 7 -0.3367523302 0.1673906889 8 -0.0783975169 -0.3367523302 9 -0.0492765141 -0.0783975169 10 -0.0511897494 -0.0492765141 11 -0.2909129355 -0.0511897494 12 0.2244186760 -0.2909129355 13 0.4585969111 0.2244186760 14 -0.0530701329 0.4585969111 15 0.2137651147 -0.0530701329 16 0.2179978120 0.2137651147 17 -0.0183202431 0.2179978120 18 -0.2679676208 -0.0183202431 19 -0.4896118918 -0.2679676208 20 0.2466495836 -0.4896118918 21 -0.5005405927 0.2466495836 22 -0.2539901077 -0.5005405927 23 0.0052077282 -0.2539901077 24 0.4940759043 0.0052077282 25 0.5037399962 0.4940759043 26 -0.7388047734 0.5037399962 27 0.0141097297 -0.7388047734 28 -0.2385209457 0.0141097297 29 0.5105343854 -0.2385209457 30 -0.4940868383 0.5105343854 31 -0.4867900808 -0.4940868383 32 0.0150990295 -0.4867900808 33 0.2556171383 0.0150990295 34 -0.7490043129 0.2556171383 35 -0.0010518960 -0.7490043129 36 0.7552194494 -0.0010518960 37 0.2538982414 0.7552194494 38 0.0150988212 0.2538982414 39 -0.4927090121 0.0150988212 40 0.2493575721 -0.4927090121 41 0.2506548246 0.2493575721 42 0.0064719207 0.2506548246 43 0.2452713409 0.0064719207 44 -0.2446997880 0.2452713409 45 -0.5007201961 -0.2446997880 46 -0.0030637638 -0.5007201961 47 -0.2482840866 -0.0030637638 48 0.9855861378 -0.2482840866 49 0.4993932294 0.9855861378 50 -0.0103605214 0.4993932294 51 -0.2581754072 -0.0103605214 52 0.2473785560 -0.2581754072 53 -0.0026094952 0.2473785560 54 0.0053358693 -0.0026094952 55 -0.4878128957 0.0053358693 56 0.2495995744 -0.4878128957 57 0.0060652775 0.2495995744 58 -0.7360013067 0.0060652775 59 0.2638850789 -0.7360013067 60 0.5109705758 0.2638850789 61 -0.2471333195 0.5109705758 62 -0.7480331106 -0.2471333195 63 0.0014767166 -0.7480331106 64 0.2521941374 0.0014767166 65 -0.7345906094 0.2521941374 66 -0.4787974880 -0.7345906094 67 0.2621990724 -0.4787974880 68 -0.0043435629 0.2621990724 69 -0.5030221081 -0.0043435629 70 -0.2434834291 -0.5030221081 71 0.5040804807 -0.2434834291 72 0.2349432824 0.5040804807 73 0.5103727678 0.2349432824 74 -0.2372896050 0.5103727678 75 0.2640644741 -0.2372896050 76 -0.2335111763 0.2640644741 77 0.2715884797 -0.2335111763 78 -0.7159256560 0.2715884797 79 0.0327082969 -0.7159256560 80 0.2791451096 0.0327082969 81 0.0220547357 0.2791451096 82 -0.9624432506 0.0220547357 83 0.5488350394 -0.9624432506 84 0.2773457355 0.5488350394 85 0.2803619043 0.2773457355 86 -0.4600993781 0.2803619043 87 0.2794055142 -0.4600993781 88 0.0202074701 0.2794055142 89 -0.2254671019 0.0202074701 90 -0.7215513310 -0.2254671019 91 0.0258989452 -0.7215513310 92 0.2714927739 0.0258989452 93 0.2680073354 0.2714927739 94 -0.2088619079 0.2680073354 95 0.2833302394 -0.2088619079 96 0.5083313141 0.2833302394 97 0.5115418792 0.5083313141 98 -0.4713836956 0.5115418792 99 -0.2247195577 -0.4713836956 100 -0.2293410476 -0.2247195577 101 0.0128959582 -0.2293410476 102 -0.2419079020 0.0128959582 103 -0.4813557402 -0.2419079020 104 0.2713317424 -0.4813557402 105 0.2696457552 0.2713317424 106 -0.5090839735 0.2696457552 107 0.2416575917 -0.5090839735 108 0.2562837504 0.2416575917 109 0.5065468833 0.2562837504 110 0.0157806040 0.5065468833 111 0.2581310160 0.0157806040 112 0.0136881432 0.2581310160 113 0.2690596589 0.0136881432 114 -0.4869036951 0.2690596589 115 0.0180494754 -0.4869036951 116 0.5334618108 0.0180494754 117 -0.7270661873 0.5334618108 118 0.0240813771 -0.7270661873 119 0.7603757236 0.0240813771 120 -0.2361864826 0.7603757236 121 0.7582356568 -0.2361864826 122 -0.4741100284 0.7582356568 123 0.5243654517 -0.4741100284 124 0.0191850524 0.5243654517 125 -0.4759425397 0.0191850524 126 -0.4777748428 -0.4759425397 127 0.5230531787 -0.4777748428 128 0.7716303244 0.5230531787 129 -0.4769465552 0.7716303244 130 0.2666447958 -0.4769465552 131 0.7630365611 0.2666447958 132 -0.2361204163 0.7630365611 133 -0.2352445613 -0.2361204163 134 0.2593149396 -0.2352445613 135 0.2602713297 0.2593149396 136 0.2681359895 0.2602713297 137 -0.2293589175 0.2681359895 138 -0.4864493300 -0.2293589175 139 0.2656221698 -0.4864493300 140 0.2773131113 0.2656221698 141 0.2440877607 0.2773131113 142 -0.2470343629 0.2440877607 143 0.5151557056 -0.2470343629 144 -0.4722116978 0.5151557056 145 -0.2341745182 -0.4722116978 146 -0.4614923557 -0.2341745182 147 0.0321106971 -0.4614923557 148 0.2765358695 0.0321106971 149 -0.4701850370 0.2765358695 150 -0.4725525409 -0.4701850370 151 0.2775401512 -0.4725525409 152 0.2773131113 0.2775401512 153 0.2841551452 0.2773131113 154 -0.2193063571 0.2841551452 155 -0.4754880050 -0.2193063571 156 0.0333241100 -0.4754880050 157 0.0357721489 0.0333241100 158 0.0152272478 0.0357721489 159 -0.2173454579 0.0152272478 160 -0.2111189323 -0.2173454579 161 0.0303558328 -0.2111189323 162 0.5264726861 0.0303558328 163 0.0116760865 0.5264726861 164 0.2736149901 0.0116760865 165 -0.4699103525 0.2736149901 166 0.5283052167 -0.4699103525 167 0.0295456813 0.5283052167 168 0.2765653781 0.0295456813 169 -0.2299122930 0.2765653781 170 0.2621991110 -0.2299122930 171 -0.2184964332 0.2621991110 172 0.5207812110 -0.2184964332 173 0.2543523983 0.5207812110 174 0.2634156975 0.2543523983 175 -0.4817478181 0.2634156975 176 -0.2340794564 -0.4817478181 177 -0.2265883411 -0.2340794564 178 0.0232531667 -0.2265883411 179 0.2743922126 0.0232531667 180 0.0231395524 0.2743922126 181 0.0258148780 0.0231395524 182 0.0313927193 0.0258148780 183 0.0111558289 0.0313927193 184 0.2564087372 0.0111558289 185 0.0185659154 0.2564087372 186 0.5123962163 0.0185659154 187 0.5288546974 0.5123962163 188 -0.2410206359 0.5288546974 189 0.0142043943 -0.2410206359 190 0.0158096575 0.0142043943 191 0.0092422888 0.0158096575 192 0.0110747808 0.0092422888 193 -0.2262479724 0.0110747808 194 -0.2309828105 -0.2262479724 195 -0.4836132777 -0.2309828105 196 -0.2308689686 -0.4836132777 197 0.2674689417 -0.2308689686 198 -0.2241881937 0.2674689417 199 -0.4716621784 -0.2241881937 200 0.0291897791 -0.4716621784 201 0.2827949807 0.0291897791 202 0.3113183450 0.2827949807 203 0.2875450089 0.3113183450 204 0.5514447925 0.2875450089 205 -0.4459935156 0.5514447925 206 0.0536090230 -0.4459935156 207 0.2904951886 0.0536090230 208 -0.2042107784 0.2904951886 209 0.2930570888 -0.2042107784 210 0.5637036556 0.2930570888 211 0.5384565792 0.5637036556 212 0.5378079336 0.5384565792 213 -0.2092207368 0.5378079336 214 -0.2110530398 -0.2092207368 215 0.0454216175 -0.2110530398 216 0.0507243965 0.0454216175 217 -0.2080518143 0.0507243965 218 0.2784010050 -0.2080518143 219 -0.2050685552 0.2784010050 220 0.5517051199 -0.2050685552 221 0.5479595816 0.5517051199 222 -0.1996848440 0.5479595816 223 -0.4597914253 -0.1996848440 224 0.3013762448 -0.4597914253 225 -0.1859014803 0.3013762448 226 0.5616771838 -0.1859014803 227 0.3056896661 0.5616771838 228 0.3027542406 0.3056896661 229 0.0607116119 0.3027542406 230 -0.1921461034 0.0607116119 231 0.0613931285 -0.1921461034 232 -0.1943671218 0.0613931285 233 0.3040186607 -0.1943671218 234 0.0459237583 0.3040186607 235 0.0473017735 0.0459237583 236 0.3010353824 0.0473017735 237 0.3115274570 0.3010353824 238 0.0498158207 0.3115274570 239 -0.1901672763 0.0498158207 240 -0.4403496852 -0.1901672763 241 0.5668334580 -0.4403496852 242 0.3055431999 0.5668334580 243 -0.4553166870 0.3055431999 244 0.5448626888 -0.4553166870 245 -0.2018253274 0.5448626888 246 0.2937236622 -0.2018253274 247 -0.4624669399 0.2937236622 248 -0.4842435596 -0.4624669399 249 0.0380112455 -0.4842435596 250 0.2867019863 0.0380112455 251 -0.2005938170 0.2867019863 252 0.0439776326 -0.2005938170 253 0.2875119103 0.0439776326 254 0.2914039727 0.2875119103 255 -0.4660512384 0.2914039727 256 -0.4713211077 -0.4660512384 257 0.0369888664 -0.4713211077 258 -0.2106316423 0.0369888664 259 -0.4820885302 -0.2106316423 260 -0.4830778107 -0.4820885302 261 -0.4777272174 -0.4830778107 262 0.2658638674 -0.4777272174 263 -0.2009016001 0.2658638674 264 0.2767446960 -0.2009016001 265 0.0230918691 0.2767446960 266 -0.4818941532 0.0230918691 267 0.2544480269 -0.4818941532 268 0.0216809635 0.2544480269 269 -0.4831107011 0.0216809635 270 -0.2394627898 -0.4831107011 271 0.2426763807 -0.2394627898 272 -0.2560831546 0.2426763807 273 -0.2639477952 -0.2560831546 274 -0.5391171421 -0.2639477952 275 -0.0334017309 -0.5391171421 276 0.2083002630 -0.0334017309 277 0.4607363339 0.2083002630 278 0.2011649920 0.4607363339 279 0.2048626774 0.2011649920 280 -0.2852699188 0.2048626774 281 -0.0558267494 -0.2852699188 282 -0.0394488227 -0.0558267494 283 0.2282295979 -0.0394488227 284 -0.5048215401 0.2282295979 285 0.0003114228 -0.5048215401 286 -0.4775621600 0.0003114228 287 -0.4707675433 -0.4775621600 288 0.3114802481 -0.4707675433 289 0.0572445177 0.3114802481 290 0.0481962197 0.0572445177 291 -0.4408183302 0.0481962197 292 0.5683107111 -0.4408183302 293 -0.4245061457 0.5683107111 294 0.3107660493 -0.4245061457 295 0.0698741683 0.3107660493 296 0.0705228139 0.0698741683 297 -0.6763595793 0.0705228139 298 -0.1781679655 -0.6763595793 299 0.0748691449 -0.1781679655 300 -0.1724106904 0.0748691449 301 0.0713179642 -0.1724106904 302 -0.4254149104 0.0713179642 303 0.0469615165 -0.4254149104 304 -0.2132736418 0.0469615165 305 0.2876259604 -0.2132736418 306 -0.2307547295 0.2876259604 307 0.0226379977 -0.2307547295 308 0.0165249169 0.0226379977 309 0.5247541477 0.0165249169 310 0.2656041841 0.5247541477 311 -0.2451869277 0.2656041841 312 -0.0013119765 -0.2451869277 313 -0.2480897096 -0.0013119765 314 0.4712109744 -0.2480897096 315 0.2312278581 0.4712109744 316 0.2371136908 0.2312278581 317 -0.5104171010 0.2371136908 318 0.2206071679 -0.5104171010 319 -0.2730437765 0.2206071679 320 -0.5058108399 -0.2730437765 321 -0.4905687177 -0.5058108399 322 -0.2431094680 -0.4905687177 323 NA -0.2431094680 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.3350336608 -0.3348064127 [2,] -0.0840889919 -0.3350336608 [3,] 0.4242538533 -0.0840889919 [4,] 0.1764389869 0.4242538533 [5,] 0.4250161133 0.1764389869 [6,] 0.1673906889 0.4250161133 [7,] -0.3367523302 0.1673906889 [8,] -0.0783975169 -0.3367523302 [9,] -0.0492765141 -0.0783975169 [10,] -0.0511897494 -0.0492765141 [11,] -0.2909129355 -0.0511897494 [12,] 0.2244186760 -0.2909129355 [13,] 0.4585969111 0.2244186760 [14,] -0.0530701329 0.4585969111 [15,] 0.2137651147 -0.0530701329 [16,] 0.2179978120 0.2137651147 [17,] -0.0183202431 0.2179978120 [18,] -0.2679676208 -0.0183202431 [19,] -0.4896118918 -0.2679676208 [20,] 0.2466495836 -0.4896118918 [21,] -0.5005405927 0.2466495836 [22,] -0.2539901077 -0.5005405927 [23,] 0.0052077282 -0.2539901077 [24,] 0.4940759043 0.0052077282 [25,] 0.5037399962 0.4940759043 [26,] -0.7388047734 0.5037399962 [27,] 0.0141097297 -0.7388047734 [28,] -0.2385209457 0.0141097297 [29,] 0.5105343854 -0.2385209457 [30,] -0.4940868383 0.5105343854 [31,] -0.4867900808 -0.4940868383 [32,] 0.0150990295 -0.4867900808 [33,] 0.2556171383 0.0150990295 [34,] -0.7490043129 0.2556171383 [35,] -0.0010518960 -0.7490043129 [36,] 0.7552194494 -0.0010518960 [37,] 0.2538982414 0.7552194494 [38,] 0.0150988212 0.2538982414 [39,] -0.4927090121 0.0150988212 [40,] 0.2493575721 -0.4927090121 [41,] 0.2506548246 0.2493575721 [42,] 0.0064719207 0.2506548246 [43,] 0.2452713409 0.0064719207 [44,] -0.2446997880 0.2452713409 [45,] -0.5007201961 -0.2446997880 [46,] -0.0030637638 -0.5007201961 [47,] -0.2482840866 -0.0030637638 [48,] 0.9855861378 -0.2482840866 [49,] 0.4993932294 0.9855861378 [50,] -0.0103605214 0.4993932294 [51,] -0.2581754072 -0.0103605214 [52,] 0.2473785560 -0.2581754072 [53,] -0.0026094952 0.2473785560 [54,] 0.0053358693 -0.0026094952 [55,] -0.4878128957 0.0053358693 [56,] 0.2495995744 -0.4878128957 [57,] 0.0060652775 0.2495995744 [58,] -0.7360013067 0.0060652775 [59,] 0.2638850789 -0.7360013067 [60,] 0.5109705758 0.2638850789 [61,] -0.2471333195 0.5109705758 [62,] -0.7480331106 -0.2471333195 [63,] 0.0014767166 -0.7480331106 [64,] 0.2521941374 0.0014767166 [65,] -0.7345906094 0.2521941374 [66,] -0.4787974880 -0.7345906094 [67,] 0.2621990724 -0.4787974880 [68,] -0.0043435629 0.2621990724 [69,] -0.5030221081 -0.0043435629 [70,] -0.2434834291 -0.5030221081 [71,] 0.5040804807 -0.2434834291 [72,] 0.2349432824 0.5040804807 [73,] 0.5103727678 0.2349432824 [74,] -0.2372896050 0.5103727678 [75,] 0.2640644741 -0.2372896050 [76,] -0.2335111763 0.2640644741 [77,] 0.2715884797 -0.2335111763 [78,] -0.7159256560 0.2715884797 [79,] 0.0327082969 -0.7159256560 [80,] 0.2791451096 0.0327082969 [81,] 0.0220547357 0.2791451096 [82,] -0.9624432506 0.0220547357 [83,] 0.5488350394 -0.9624432506 [84,] 0.2773457355 0.5488350394 [85,] 0.2803619043 0.2773457355 [86,] -0.4600993781 0.2803619043 [87,] 0.2794055142 -0.4600993781 [88,] 0.0202074701 0.2794055142 [89,] -0.2254671019 0.0202074701 [90,] -0.7215513310 -0.2254671019 [91,] 0.0258989452 -0.7215513310 [92,] 0.2714927739 0.0258989452 [93,] 0.2680073354 0.2714927739 [94,] -0.2088619079 0.2680073354 [95,] 0.2833302394 -0.2088619079 [96,] 0.5083313141 0.2833302394 [97,] 0.5115418792 0.5083313141 [98,] -0.4713836956 0.5115418792 [99,] -0.2247195577 -0.4713836956 [100,] -0.2293410476 -0.2247195577 [101,] 0.0128959582 -0.2293410476 [102,] -0.2419079020 0.0128959582 [103,] -0.4813557402 -0.2419079020 [104,] 0.2713317424 -0.4813557402 [105,] 0.2696457552 0.2713317424 [106,] -0.5090839735 0.2696457552 [107,] 0.2416575917 -0.5090839735 [108,] 0.2562837504 0.2416575917 [109,] 0.5065468833 0.2562837504 [110,] 0.0157806040 0.5065468833 [111,] 0.2581310160 0.0157806040 [112,] 0.0136881432 0.2581310160 [113,] 0.2690596589 0.0136881432 [114,] -0.4869036951 0.2690596589 [115,] 0.0180494754 -0.4869036951 [116,] 0.5334618108 0.0180494754 [117,] -0.7270661873 0.5334618108 [118,] 0.0240813771 -0.7270661873 [119,] 0.7603757236 0.0240813771 [120,] -0.2361864826 0.7603757236 [121,] 0.7582356568 -0.2361864826 [122,] -0.4741100284 0.7582356568 [123,] 0.5243654517 -0.4741100284 [124,] 0.0191850524 0.5243654517 [125,] -0.4759425397 0.0191850524 [126,] -0.4777748428 -0.4759425397 [127,] 0.5230531787 -0.4777748428 [128,] 0.7716303244 0.5230531787 [129,] -0.4769465552 0.7716303244 [130,] 0.2666447958 -0.4769465552 [131,] 0.7630365611 0.2666447958 [132,] -0.2361204163 0.7630365611 [133,] -0.2352445613 -0.2361204163 [134,] 0.2593149396 -0.2352445613 [135,] 0.2602713297 0.2593149396 [136,] 0.2681359895 0.2602713297 [137,] -0.2293589175 0.2681359895 [138,] -0.4864493300 -0.2293589175 [139,] 0.2656221698 -0.4864493300 [140,] 0.2773131113 0.2656221698 [141,] 0.2440877607 0.2773131113 [142,] -0.2470343629 0.2440877607 [143,] 0.5151557056 -0.2470343629 [144,] -0.4722116978 0.5151557056 [145,] -0.2341745182 -0.4722116978 [146,] -0.4614923557 -0.2341745182 [147,] 0.0321106971 -0.4614923557 [148,] 0.2765358695 0.0321106971 [149,] -0.4701850370 0.2765358695 [150,] -0.4725525409 -0.4701850370 [151,] 0.2775401512 -0.4725525409 [152,] 0.2773131113 0.2775401512 [153,] 0.2841551452 0.2773131113 [154,] -0.2193063571 0.2841551452 [155,] -0.4754880050 -0.2193063571 [156,] 0.0333241100 -0.4754880050 [157,] 0.0357721489 0.0333241100 [158,] 0.0152272478 0.0357721489 [159,] -0.2173454579 0.0152272478 [160,] -0.2111189323 -0.2173454579 [161,] 0.0303558328 -0.2111189323 [162,] 0.5264726861 0.0303558328 [163,] 0.0116760865 0.5264726861 [164,] 0.2736149901 0.0116760865 [165,] -0.4699103525 0.2736149901 [166,] 0.5283052167 -0.4699103525 [167,] 0.0295456813 0.5283052167 [168,] 0.2765653781 0.0295456813 [169,] -0.2299122930 0.2765653781 [170,] 0.2621991110 -0.2299122930 [171,] -0.2184964332 0.2621991110 [172,] 0.5207812110 -0.2184964332 [173,] 0.2543523983 0.5207812110 [174,] 0.2634156975 0.2543523983 [175,] -0.4817478181 0.2634156975 [176,] -0.2340794564 -0.4817478181 [177,] -0.2265883411 -0.2340794564 [178,] 0.0232531667 -0.2265883411 [179,] 0.2743922126 0.0232531667 [180,] 0.0231395524 0.2743922126 [181,] 0.0258148780 0.0231395524 [182,] 0.0313927193 0.0258148780 [183,] 0.0111558289 0.0313927193 [184,] 0.2564087372 0.0111558289 [185,] 0.0185659154 0.2564087372 [186,] 0.5123962163 0.0185659154 [187,] 0.5288546974 0.5123962163 [188,] -0.2410206359 0.5288546974 [189,] 0.0142043943 -0.2410206359 [190,] 0.0158096575 0.0142043943 [191,] 0.0092422888 0.0158096575 [192,] 0.0110747808 0.0092422888 [193,] -0.2262479724 0.0110747808 [194,] -0.2309828105 -0.2262479724 [195,] -0.4836132777 -0.2309828105 [196,] -0.2308689686 -0.4836132777 [197,] 0.2674689417 -0.2308689686 [198,] -0.2241881937 0.2674689417 [199,] -0.4716621784 -0.2241881937 [200,] 0.0291897791 -0.4716621784 [201,] 0.2827949807 0.0291897791 [202,] 0.3113183450 0.2827949807 [203,] 0.2875450089 0.3113183450 [204,] 0.5514447925 0.2875450089 [205,] -0.4459935156 0.5514447925 [206,] 0.0536090230 -0.4459935156 [207,] 0.2904951886 0.0536090230 [208,] -0.2042107784 0.2904951886 [209,] 0.2930570888 -0.2042107784 [210,] 0.5637036556 0.2930570888 [211,] 0.5384565792 0.5637036556 [212,] 0.5378079336 0.5384565792 [213,] -0.2092207368 0.5378079336 [214,] -0.2110530398 -0.2092207368 [215,] 0.0454216175 -0.2110530398 [216,] 0.0507243965 0.0454216175 [217,] -0.2080518143 0.0507243965 [218,] 0.2784010050 -0.2080518143 [219,] -0.2050685552 0.2784010050 [220,] 0.5517051199 -0.2050685552 [221,] 0.5479595816 0.5517051199 [222,] -0.1996848440 0.5479595816 [223,] -0.4597914253 -0.1996848440 [224,] 0.3013762448 -0.4597914253 [225,] -0.1859014803 0.3013762448 [226,] 0.5616771838 -0.1859014803 [227,] 0.3056896661 0.5616771838 [228,] 0.3027542406 0.3056896661 [229,] 0.0607116119 0.3027542406 [230,] -0.1921461034 0.0607116119 [231,] 0.0613931285 -0.1921461034 [232,] -0.1943671218 0.0613931285 [233,] 0.3040186607 -0.1943671218 [234,] 0.0459237583 0.3040186607 [235,] 0.0473017735 0.0459237583 [236,] 0.3010353824 0.0473017735 [237,] 0.3115274570 0.3010353824 [238,] 0.0498158207 0.3115274570 [239,] -0.1901672763 0.0498158207 [240,] -0.4403496852 -0.1901672763 [241,] 0.5668334580 -0.4403496852 [242,] 0.3055431999 0.5668334580 [243,] -0.4553166870 0.3055431999 [244,] 0.5448626888 -0.4553166870 [245,] -0.2018253274 0.5448626888 [246,] 0.2937236622 -0.2018253274 [247,] -0.4624669399 0.2937236622 [248,] -0.4842435596 -0.4624669399 [249,] 0.0380112455 -0.4842435596 [250,] 0.2867019863 0.0380112455 [251,] -0.2005938170 0.2867019863 [252,] 0.0439776326 -0.2005938170 [253,] 0.2875119103 0.0439776326 [254,] 0.2914039727 0.2875119103 [255,] -0.4660512384 0.2914039727 [256,] -0.4713211077 -0.4660512384 [257,] 0.0369888664 -0.4713211077 [258,] -0.2106316423 0.0369888664 [259,] -0.4820885302 -0.2106316423 [260,] -0.4830778107 -0.4820885302 [261,] -0.4777272174 -0.4830778107 [262,] 0.2658638674 -0.4777272174 [263,] -0.2009016001 0.2658638674 [264,] 0.2767446960 -0.2009016001 [265,] 0.0230918691 0.2767446960 [266,] -0.4818941532 0.0230918691 [267,] 0.2544480269 -0.4818941532 [268,] 0.0216809635 0.2544480269 [269,] -0.4831107011 0.0216809635 [270,] -0.2394627898 -0.4831107011 [271,] 0.2426763807 -0.2394627898 [272,] -0.2560831546 0.2426763807 [273,] -0.2639477952 -0.2560831546 [274,] -0.5391171421 -0.2639477952 [275,] -0.0334017309 -0.5391171421 [276,] 0.2083002630 -0.0334017309 [277,] 0.4607363339 0.2083002630 [278,] 0.2011649920 0.4607363339 [279,] 0.2048626774 0.2011649920 [280,] -0.2852699188 0.2048626774 [281,] -0.0558267494 -0.2852699188 [282,] -0.0394488227 -0.0558267494 [283,] 0.2282295979 -0.0394488227 [284,] -0.5048215401 0.2282295979 [285,] 0.0003114228 -0.5048215401 [286,] -0.4775621600 0.0003114228 [287,] -0.4707675433 -0.4775621600 [288,] 0.3114802481 -0.4707675433 [289,] 0.0572445177 0.3114802481 [290,] 0.0481962197 0.0572445177 [291,] -0.4408183302 0.0481962197 [292,] 0.5683107111 -0.4408183302 [293,] -0.4245061457 0.5683107111 [294,] 0.3107660493 -0.4245061457 [295,] 0.0698741683 0.3107660493 [296,] 0.0705228139 0.0698741683 [297,] -0.6763595793 0.0705228139 [298,] -0.1781679655 -0.6763595793 [299,] 0.0748691449 -0.1781679655 [300,] -0.1724106904 0.0748691449 [301,] 0.0713179642 -0.1724106904 [302,] -0.4254149104 0.0713179642 [303,] 0.0469615165 -0.4254149104 [304,] -0.2132736418 0.0469615165 [305,] 0.2876259604 -0.2132736418 [306,] -0.2307547295 0.2876259604 [307,] 0.0226379977 -0.2307547295 [308,] 0.0165249169 0.0226379977 [309,] 0.5247541477 0.0165249169 [310,] 0.2656041841 0.5247541477 [311,] -0.2451869277 0.2656041841 [312,] -0.0013119765 -0.2451869277 [313,] -0.2480897096 -0.0013119765 [314,] 0.4712109744 -0.2480897096 [315,] 0.2312278581 0.4712109744 [316,] 0.2371136908 0.2312278581 [317,] -0.5104171010 0.2371136908 [318,] 0.2206071679 -0.5104171010 [319,] -0.2730437765 0.2206071679 [320,] -0.5058108399 -0.2730437765 [321,] -0.4905687177 -0.5058108399 [322,] -0.2431094680 -0.4905687177 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.3350336608 -0.3348064127 2 -0.0840889919 -0.3350336608 3 0.4242538533 -0.0840889919 4 0.1764389869 0.4242538533 5 0.4250161133 0.1764389869 6 0.1673906889 0.4250161133 7 -0.3367523302 0.1673906889 8 -0.0783975169 -0.3367523302 9 -0.0492765141 -0.0783975169 10 -0.0511897494 -0.0492765141 11 -0.2909129355 -0.0511897494 12 0.2244186760 -0.2909129355 13 0.4585969111 0.2244186760 14 -0.0530701329 0.4585969111 15 0.2137651147 -0.0530701329 16 0.2179978120 0.2137651147 17 -0.0183202431 0.2179978120 18 -0.2679676208 -0.0183202431 19 -0.4896118918 -0.2679676208 20 0.2466495836 -0.4896118918 21 -0.5005405927 0.2466495836 22 -0.2539901077 -0.5005405927 23 0.0052077282 -0.2539901077 24 0.4940759043 0.0052077282 25 0.5037399962 0.4940759043 26 -0.7388047734 0.5037399962 27 0.0141097297 -0.7388047734 28 -0.2385209457 0.0141097297 29 0.5105343854 -0.2385209457 30 -0.4940868383 0.5105343854 31 -0.4867900808 -0.4940868383 32 0.0150990295 -0.4867900808 33 0.2556171383 0.0150990295 34 -0.7490043129 0.2556171383 35 -0.0010518960 -0.7490043129 36 0.7552194494 -0.0010518960 37 0.2538982414 0.7552194494 38 0.0150988212 0.2538982414 39 -0.4927090121 0.0150988212 40 0.2493575721 -0.4927090121 41 0.2506548246 0.2493575721 42 0.0064719207 0.2506548246 43 0.2452713409 0.0064719207 44 -0.2446997880 0.2452713409 45 -0.5007201961 -0.2446997880 46 -0.0030637638 -0.5007201961 47 -0.2482840866 -0.0030637638 48 0.9855861378 -0.2482840866 49 0.4993932294 0.9855861378 50 -0.0103605214 0.4993932294 51 -0.2581754072 -0.0103605214 52 0.2473785560 -0.2581754072 53 -0.0026094952 0.2473785560 54 0.0053358693 -0.0026094952 55 -0.4878128957 0.0053358693 56 0.2495995744 -0.4878128957 57 0.0060652775 0.2495995744 58 -0.7360013067 0.0060652775 59 0.2638850789 -0.7360013067 60 0.5109705758 0.2638850789 61 -0.2471333195 0.5109705758 62 -0.7480331106 -0.2471333195 63 0.0014767166 -0.7480331106 64 0.2521941374 0.0014767166 65 -0.7345906094 0.2521941374 66 -0.4787974880 -0.7345906094 67 0.2621990724 -0.4787974880 68 -0.0043435629 0.2621990724 69 -0.5030221081 -0.0043435629 70 -0.2434834291 -0.5030221081 71 0.5040804807 -0.2434834291 72 0.2349432824 0.5040804807 73 0.5103727678 0.2349432824 74 -0.2372896050 0.5103727678 75 0.2640644741 -0.2372896050 76 -0.2335111763 0.2640644741 77 0.2715884797 -0.2335111763 78 -0.7159256560 0.2715884797 79 0.0327082969 -0.7159256560 80 0.2791451096 0.0327082969 81 0.0220547357 0.2791451096 82 -0.9624432506 0.0220547357 83 0.5488350394 -0.9624432506 84 0.2773457355 0.5488350394 85 0.2803619043 0.2773457355 86 -0.4600993781 0.2803619043 87 0.2794055142 -0.4600993781 88 0.0202074701 0.2794055142 89 -0.2254671019 0.0202074701 90 -0.7215513310 -0.2254671019 91 0.0258989452 -0.7215513310 92 0.2714927739 0.0258989452 93 0.2680073354 0.2714927739 94 -0.2088619079 0.2680073354 95 0.2833302394 -0.2088619079 96 0.5083313141 0.2833302394 97 0.5115418792 0.5083313141 98 -0.4713836956 0.5115418792 99 -0.2247195577 -0.4713836956 100 -0.2293410476 -0.2247195577 101 0.0128959582 -0.2293410476 102 -0.2419079020 0.0128959582 103 -0.4813557402 -0.2419079020 104 0.2713317424 -0.4813557402 105 0.2696457552 0.2713317424 106 -0.5090839735 0.2696457552 107 0.2416575917 -0.5090839735 108 0.2562837504 0.2416575917 109 0.5065468833 0.2562837504 110 0.0157806040 0.5065468833 111 0.2581310160 0.0157806040 112 0.0136881432 0.2581310160 113 0.2690596589 0.0136881432 114 -0.4869036951 0.2690596589 115 0.0180494754 -0.4869036951 116 0.5334618108 0.0180494754 117 -0.7270661873 0.5334618108 118 0.0240813771 -0.7270661873 119 0.7603757236 0.0240813771 120 -0.2361864826 0.7603757236 121 0.7582356568 -0.2361864826 122 -0.4741100284 0.7582356568 123 0.5243654517 -0.4741100284 124 0.0191850524 0.5243654517 125 -0.4759425397 0.0191850524 126 -0.4777748428 -0.4759425397 127 0.5230531787 -0.4777748428 128 0.7716303244 0.5230531787 129 -0.4769465552 0.7716303244 130 0.2666447958 -0.4769465552 131 0.7630365611 0.2666447958 132 -0.2361204163 0.7630365611 133 -0.2352445613 -0.2361204163 134 0.2593149396 -0.2352445613 135 0.2602713297 0.2593149396 136 0.2681359895 0.2602713297 137 -0.2293589175 0.2681359895 138 -0.4864493300 -0.2293589175 139 0.2656221698 -0.4864493300 140 0.2773131113 0.2656221698 141 0.2440877607 0.2773131113 142 -0.2470343629 0.2440877607 143 0.5151557056 -0.2470343629 144 -0.4722116978 0.5151557056 145 -0.2341745182 -0.4722116978 146 -0.4614923557 -0.2341745182 147 0.0321106971 -0.4614923557 148 0.2765358695 0.0321106971 149 -0.4701850370 0.2765358695 150 -0.4725525409 -0.4701850370 151 0.2775401512 -0.4725525409 152 0.2773131113 0.2775401512 153 0.2841551452 0.2773131113 154 -0.2193063571 0.2841551452 155 -0.4754880050 -0.2193063571 156 0.0333241100 -0.4754880050 157 0.0357721489 0.0333241100 158 0.0152272478 0.0357721489 159 -0.2173454579 0.0152272478 160 -0.2111189323 -0.2173454579 161 0.0303558328 -0.2111189323 162 0.5264726861 0.0303558328 163 0.0116760865 0.5264726861 164 0.2736149901 0.0116760865 165 -0.4699103525 0.2736149901 166 0.5283052167 -0.4699103525 167 0.0295456813 0.5283052167 168 0.2765653781 0.0295456813 169 -0.2299122930 0.2765653781 170 0.2621991110 -0.2299122930 171 -0.2184964332 0.2621991110 172 0.5207812110 -0.2184964332 173 0.2543523983 0.5207812110 174 0.2634156975 0.2543523983 175 -0.4817478181 0.2634156975 176 -0.2340794564 -0.4817478181 177 -0.2265883411 -0.2340794564 178 0.0232531667 -0.2265883411 179 0.2743922126 0.0232531667 180 0.0231395524 0.2743922126 181 0.0258148780 0.0231395524 182 0.0313927193 0.0258148780 183 0.0111558289 0.0313927193 184 0.2564087372 0.0111558289 185 0.0185659154 0.2564087372 186 0.5123962163 0.0185659154 187 0.5288546974 0.5123962163 188 -0.2410206359 0.5288546974 189 0.0142043943 -0.2410206359 190 0.0158096575 0.0142043943 191 0.0092422888 0.0158096575 192 0.0110747808 0.0092422888 193 -0.2262479724 0.0110747808 194 -0.2309828105 -0.2262479724 195 -0.4836132777 -0.2309828105 196 -0.2308689686 -0.4836132777 197 0.2674689417 -0.2308689686 198 -0.2241881937 0.2674689417 199 -0.4716621784 -0.2241881937 200 0.0291897791 -0.4716621784 201 0.2827949807 0.0291897791 202 0.3113183450 0.2827949807 203 0.2875450089 0.3113183450 204 0.5514447925 0.2875450089 205 -0.4459935156 0.5514447925 206 0.0536090230 -0.4459935156 207 0.2904951886 0.0536090230 208 -0.2042107784 0.2904951886 209 0.2930570888 -0.2042107784 210 0.5637036556 0.2930570888 211 0.5384565792 0.5637036556 212 0.5378079336 0.5384565792 213 -0.2092207368 0.5378079336 214 -0.2110530398 -0.2092207368 215 0.0454216175 -0.2110530398 216 0.0507243965 0.0454216175 217 -0.2080518143 0.0507243965 218 0.2784010050 -0.2080518143 219 -0.2050685552 0.2784010050 220 0.5517051199 -0.2050685552 221 0.5479595816 0.5517051199 222 -0.1996848440 0.5479595816 223 -0.4597914253 -0.1996848440 224 0.3013762448 -0.4597914253 225 -0.1859014803 0.3013762448 226 0.5616771838 -0.1859014803 227 0.3056896661 0.5616771838 228 0.3027542406 0.3056896661 229 0.0607116119 0.3027542406 230 -0.1921461034 0.0607116119 231 0.0613931285 -0.1921461034 232 -0.1943671218 0.0613931285 233 0.3040186607 -0.1943671218 234 0.0459237583 0.3040186607 235 0.0473017735 0.0459237583 236 0.3010353824 0.0473017735 237 0.3115274570 0.3010353824 238 0.0498158207 0.3115274570 239 -0.1901672763 0.0498158207 240 -0.4403496852 -0.1901672763 241 0.5668334580 -0.4403496852 242 0.3055431999 0.5668334580 243 -0.4553166870 0.3055431999 244 0.5448626888 -0.4553166870 245 -0.2018253274 0.5448626888 246 0.2937236622 -0.2018253274 247 -0.4624669399 0.2937236622 248 -0.4842435596 -0.4624669399 249 0.0380112455 -0.4842435596 250 0.2867019863 0.0380112455 251 -0.2005938170 0.2867019863 252 0.0439776326 -0.2005938170 253 0.2875119103 0.0439776326 254 0.2914039727 0.2875119103 255 -0.4660512384 0.2914039727 256 -0.4713211077 -0.4660512384 257 0.0369888664 -0.4713211077 258 -0.2106316423 0.0369888664 259 -0.4820885302 -0.2106316423 260 -0.4830778107 -0.4820885302 261 -0.4777272174 -0.4830778107 262 0.2658638674 -0.4777272174 263 -0.2009016001 0.2658638674 264 0.2767446960 -0.2009016001 265 0.0230918691 0.2767446960 266 -0.4818941532 0.0230918691 267 0.2544480269 -0.4818941532 268 0.0216809635 0.2544480269 269 -0.4831107011 0.0216809635 270 -0.2394627898 -0.4831107011 271 0.2426763807 -0.2394627898 272 -0.2560831546 0.2426763807 273 -0.2639477952 -0.2560831546 274 -0.5391171421 -0.2639477952 275 -0.0334017309 -0.5391171421 276 0.2083002630 -0.0334017309 277 0.4607363339 0.2083002630 278 0.2011649920 0.4607363339 279 0.2048626774 0.2011649920 280 -0.2852699188 0.2048626774 281 -0.0558267494 -0.2852699188 282 -0.0394488227 -0.0558267494 283 0.2282295979 -0.0394488227 284 -0.5048215401 0.2282295979 285 0.0003114228 -0.5048215401 286 -0.4775621600 0.0003114228 287 -0.4707675433 -0.4775621600 288 0.3114802481 -0.4707675433 289 0.0572445177 0.3114802481 290 0.0481962197 0.0572445177 291 -0.4408183302 0.0481962197 292 0.5683107111 -0.4408183302 293 -0.4245061457 0.5683107111 294 0.3107660493 -0.4245061457 295 0.0698741683 0.3107660493 296 0.0705228139 0.0698741683 297 -0.6763595793 0.0705228139 298 -0.1781679655 -0.6763595793 299 0.0748691449 -0.1781679655 300 -0.1724106904 0.0748691449 301 0.0713179642 -0.1724106904 302 -0.4254149104 0.0713179642 303 0.0469615165 -0.4254149104 304 -0.2132736418 0.0469615165 305 0.2876259604 -0.2132736418 306 -0.2307547295 0.2876259604 307 0.0226379977 -0.2307547295 308 0.0165249169 0.0226379977 309 0.5247541477 0.0165249169 310 0.2656041841 0.5247541477 311 -0.2451869277 0.2656041841 312 -0.0013119765 -0.2451869277 313 -0.2480897096 -0.0013119765 314 0.4712109744 -0.2480897096 315 0.2312278581 0.4712109744 316 0.2371136908 0.2312278581 317 -0.5104171010 0.2371136908 318 0.2206071679 -0.5104171010 319 -0.2730437765 0.2206071679 320 -0.5058108399 -0.2730437765 321 -0.4905687177 -0.5058108399 322 -0.2431094680 -0.4905687177 > 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/7672z1321898366.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/81jvs1321898366.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9v24u1321898366.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10e7b81321898366.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11e7cz1321898366.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/12c1751321898366.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/13kxhx1321898366.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/14n63u1321898366.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/15d5te1321898366.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/16oo7j1321898366.tab") + } > > try(system("convert tmp/1qc7c1321898366.ps tmp/1qc7c1321898366.png",intern=TRUE)) character(0) > try(system("convert tmp/2yb2h1321898366.ps tmp/2yb2h1321898366.png",intern=TRUE)) character(0) > try(system("convert tmp/3u6v31321898366.ps tmp/3u6v31321898366.png",intern=TRUE)) character(0) > try(system("convert tmp/4k4p71321898366.ps tmp/4k4p71321898366.png",intern=TRUE)) character(0) > try(system("convert tmp/5tiqb1321898366.ps tmp/5tiqb1321898366.png",intern=TRUE)) character(0) > try(system("convert tmp/6cqo51321898366.ps tmp/6cqo51321898366.png",intern=TRUE)) character(0) > try(system("convert tmp/7672z1321898366.ps tmp/7672z1321898366.png",intern=TRUE)) character(0) > try(system("convert tmp/81jvs1321898366.ps tmp/81jvs1321898366.png",intern=TRUE)) character(0) > try(system("convert tmp/9v24u1321898366.ps tmp/9v24u1321898366.png",intern=TRUE)) character(0) > try(system("convert tmp/10e7b81321898366.ps tmp/10e7b81321898366.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.820 0.380 9.237