R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(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' + ,'economischesituatie' + ,'werkloosheid' + ,'financielesituatie' + ,'spaarvermogen') + ,1:323)) > y <- array(NA,dim=c(6,323),dimnames=list(c('maand','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 = '2' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x consumentenvertrouwen maand economischesituatie werkloosheid 1 -28 1 -25 37 2 -26 2 -23 33 3 -27 3 -24 36 4 -26 4 -24 37 5 -27 5 -25 39 6 -27 6 -25 39 7 -27 7 -24 37 8 -28 8 -24 37 9 -26 9 -22 36 10 -13 10 1 23 11 -13 11 -5 21 12 -14 12 -10 24 13 -12 1 -10 25 14 -16 2 -15 29 15 -16 3 -13 24 16 -12 4 -11 22 17 -15 5 -15 28 18 -18 6 -15 39 19 -17 7 -16 36 20 -10 8 -4 32 21 -9 9 -5 27 22 -13 10 -9 33 23 -15 11 -14 36 24 -12 12 -11 34 25 -13 1 -7 34 26 -10 2 -7 31 27 -13 3 -9 37 28 -11 4 -5 36 29 -12 5 -10 35 30 -10 6 -9 32 31 -13 7 -10 35 32 -12 8 -8 36 33 -11 9 -9 35 34 -11 10 -10 32 35 -11 11 -10 28 36 -8 12 -5 24 37 -7 1 -6 25 38 -10 2 -10 29 39 -8 3 -10 28 40 -8 4 -9 25 41 -7 5 -10 22 42 -7 6 -8 22 43 -6 7 -8 22 44 -8 8 -8 23 45 -6 9 -4 22 46 -3 10 2 14 47 1 11 3 7 48 0 12 2 9 49 -3 1 -3 12 50 0 2 -1 9 51 0 3 1 6 52 -1 4 2 8 53 -1 5 -4 10 54 0 6 0 8 55 1 7 5 9 56 0 8 -1 11 57 2 9 3 6 58 3 10 6 6 59 2 11 7 9 60 4 12 7 7 61 3 1 3 8 62 4 2 8 2 63 3 3 3 2 64 1 4 0 7 65 2 5 1 6 66 4 6 4 4 67 3 7 4 8 68 2 8 1 9 69 -4 9 -17 11 70 -5 10 -16 14 71 -5 11 -13 18 72 -7 12 -15 23 73 -13 1 -31 25 74 -11 2 -26 31 75 -3 3 -5 18 76 -3 4 -5 19 77 -5 5 -6 23 78 -4 6 -5 24 79 -4 7 -5 25 80 -4 8 -7 26 81 -5 9 -6 27 82 -4 10 -8 23 83 -5 11 -6 27 84 -6 12 -12 34 85 -9 1 -15 34 86 -10 2 -15 37 87 -11 3 -16 41 88 -13 4 -19 43 89 -13 5 -23 38 90 -13 6 -23 39 91 -11 7 -21 35 92 -12 8 -21 38 93 -14 9 -25 40 94 -20 10 -34 49 95 -17 11 -30 51 96 -16 12 -27 48 97 -24 1 -40 54 98 -24 2 -40 56 99 -22 3 -34 56 100 -25 4 -43 61 101 -24 5 -39 57 102 -25 6 -40 57 103 -24 7 -40 52 104 -25 8 -40 58 105 -24 9 -35 60 106 -26 10 -43 62 107 -25 11 -44 48 108 -24 12 -38 50 109 -22 1 -37 50 110 -20 2 -31 48 111 -14 3 -20 40 112 -13 4 -22 35 113 -10 5 -9 33 114 -10 6 -11 34 115 -11 7 -8 34 116 -6 8 -3 28 117 -2 9 3 26 118 -3 10 6 23 119 -2 11 -3 20 120 -4 12 -8 20 121 -7 1 -8 26 122 -8 2 -10 28 123 -7 3 -9 29 124 -4 4 -7 25 125 -7 5 -12 27 126 -5 6 -9 24 127 -6 7 -8 26 128 -12 8 -19 38 129 -12 9 -21 38 130 -16 10 -24 45 131 -20 11 -30 53 132 -16 12 -28 44 133 -16 1 -27 43 134 -18 2 -26 47 135 -15 3 -27 40 136 -12 4 -23 34 137 -13 5 -26 38 138 -13 6 -23 39 139 -12 7 -21 35 140 -11 8 -20 35 141 -9 9 -14 36 142 -9 10 -16 25 143 -8 11 -17 24 144 -8 12 -18 29 145 -15 1 -25 44 146 -16 2 -26 43 147 -21 3 -36 57 148 -21 4 -35 56 149 -16 5 -27 47 150 -13 6 -22 41 151 -12 7 -25 38 152 -8 8 -17 33 153 -9 9 -14 36 154 -1 10 -7 22 155 -5 11 -12 27 156 -9 12 -17 32 157 -1 1 -8 21 158 3 2 -2 14 159 2 3 -1 10 160 3 4 1 14 161 5 5 0 12 162 5 6 -2 10 163 3 7 -5 12 164 2 8 -4 9 165 1 9 -9 14 166 -4 10 -16 23 167 1 11 -7 17 168 1 12 -7 16 169 6 1 3 7 170 3 2 -2 9 171 2 3 -3 9 172 2 4 -6 14 173 2 5 -7 12 174 -8 6 -24 23 175 0 7 -13 12 176 -2 8 -14 15 177 3 9 -7 6 178 5 10 -1 6 179 8 11 5 1 180 8 12 6 3 181 9 1 5 -1 182 11 2 5 -4 183 13 3 9 -6 184 12 4 10 -9 185 13 5 14 -13 186 15 6 19 -13 187 13 7 18 -10 188 16 8 16 -12 189 10 9 8 -9 190 14 10 10 -15 191 14 11 12 -14 192 15 12 13 -18 193 13 1 15 -13 194 8 2 3 -2 195 7 3 2 -1 196 3 4 -2 5 197 3 5 1 8 198 4 6 1 6 199 4 7 -1 7 200 0 8 -6 15 201 -4 9 -13 23 202 -14 10 -25 43 203 -18 11 -26 60 204 -8 12 -9 36 205 -1 1 1 28 206 1 2 3 23 207 2 3 6 23 208 0 4 2 22 209 1 5 5 22 210 0 6 5 24 211 -1 7 0 32 212 -3 8 -5 27 213 -3 9 -4 27 214 -3 10 -2 27 215 -4 11 -1 29 216 -8 12 -8 38 217 -9 1 -16 40 218 -13 2 -19 45 219 -18 3 -28 50 220 -11 4 -11 43 221 -9 5 -4 44 222 -10 6 -9 44 223 -13 7 -12 49 224 -11 8 -10 42 225 -5 9 -2 36 226 -15 10 -13 57 227 -6 11 0 42 228 -6 12 0 39 229 -3 1 4 33 230 -1 2 7 32 231 -3 3 5 34 232 -4 4 2 37 233 -6 5 -2 38 234 0 6 6 28 235 -4 7 -3 31 236 -2 8 1 28 237 -2 9 0 30 238 -6 10 -7 39 239 -7 11 -6 38 240 -6 12 -4 39 241 -6 1 -4 38 242 -3 2 -2 37 243 -2 3 2 32 244 -5 4 -5 32 245 -11 5 -15 44 246 -11 6 -16 43 247 -11 7 -18 42 248 -10 8 -13 38 249 -14 9 -23 37 250 -8 10 -10 35 251 -9 11 -10 37 252 -5 12 -6 33 253 -1 1 -3 24 254 -2 2 -4 24 255 -5 3 -7 31 256 -4 4 -7 25 257 -6 5 -7 28 258 -2 6 -3 24 259 -2 7 0 25 260 -2 8 -5 16 261 -2 9 -3 17 262 2 10 3 11 263 1 11 2 12 264 -8 12 -7 39 265 -1 1 -1 19 266 1 2 0 14 267 -1 3 -3 15 268 2 4 4 7 269 2 5 2 12 270 1 6 3 12 271 -1 7 0 14 272 -2 8 -10 9 273 -2 9 -10 8 274 -1 10 -9 4 275 -8 11 -22 7 276 -4 12 -16 3 277 -6 1 -18 5 278 -3 2 -14 0 279 -3 3 -12 -2 280 -7 4 -17 6 281 -9 5 -23 11 282 -11 6 -28 9 283 -13 7 -31 17 284 -11 8 -21 21 285 -9 9 -19 21 286 -17 10 -22 41 287 -22 11 -22 57 288 -25 12 -25 65 289 -20 1 -16 68 290 -24 2 -22 73 291 -24 3 -21 71 292 -22 4 -10 71 293 -19 5 -7 70 294 -18 6 -5 69 295 -17 7 -4 65 296 -11 8 7 57 297 -11 9 6 57 298 -12 10 3 57 299 -10 11 10 55 300 -15 12 0 65 301 -15 1 -2 65 302 -15 2 -1 64 303 -13 3 2 60 304 -8 4 8 43 305 -13 5 -6 47 306 -9 6 -4 40 307 -7 7 4 31 308 -4 8 7 27 309 -4 9 3 24 310 -2 10 3 23 311 0 11 8 17 312 -2 12 3 16 313 -3 1 -3 15 314 1 2 4 8 315 -2 3 -5 5 316 -1 4 -1 6 317 1 5 5 5 318 -3 6 0 12 319 -4 7 -6 8 320 -9 8 -13 17 321 -9 9 -15 22 322 -7 10 -8 24 323 -14 11 -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) maand economischesituatie 0.10264 -0.01159 0.24918 werkloosheid financielesituatie spaarvermogen -0.25144 0.24767 0.24861 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.91208 -0.25206 0.01189 0.26369 0.92331 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.102639 0.056851 1.805 0.0720 . maand -0.011585 0.005734 -2.020 0.0442 * economischesituatie 0.249184 0.002765 90.110 <2e-16 *** werkloosheid -0.251438 0.001372 -183.209 <2e-16 *** financielesituatie 0.247674 0.008534 29.023 <2e-16 *** spaarvermogen 0.248614 0.002860 86.925 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.3546 on 317 degrees of freedom Multiple R-squared: 0.9985, Adjusted R-squared: 0.9984 F-statistic: 4.128e+04 on 5 and 317 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,] 0.30104660 0.602093193 0.698953403 [2,] 0.17894324 0.357886473 0.821056763 [3,] 0.10976935 0.219538699 0.890230651 [4,] 0.21898068 0.437961359 0.781019321 [5,] 0.14002104 0.280042083 0.859978959 [6,] 0.14212103 0.284242065 0.857878968 [7,] 0.10554350 0.211086991 0.894456504 [8,] 0.08105633 0.162112663 0.918943668 [9,] 0.05615679 0.112313588 0.943843206 [10,] 0.15727317 0.314546341 0.842726829 [11,] 0.18877684 0.377553689 0.811223155 [12,] 0.23973021 0.479460413 0.760269793 [13,] 0.23057143 0.461142857 0.769428571 [14,] 0.26346089 0.526921780 0.736539110 [15,] 0.20788269 0.415765373 0.792117313 [16,] 0.17257507 0.345150144 0.827424928 [17,] 0.20146920 0.402938391 0.798530804 [18,] 0.19593931 0.391878628 0.804060686 [19,] 0.40631236 0.812624724 0.593687638 [20,] 0.34968913 0.699378252 0.650310874 [21,] 0.31975346 0.639506928 0.680246536 [22,] 0.34918120 0.698362399 0.650818800 [23,] 0.39086240 0.781724807 0.609137596 [24,] 0.37167814 0.743356282 0.628321859 [25,] 0.33331677 0.666633537 0.666683231 [26,] 0.31278373 0.625567453 0.687216273 [27,] 0.52675782 0.946484366 0.473242183 [28,] 0.47400399 0.948007976 0.525996012 [29,] 0.50732016 0.985359675 0.492679837 [30,] 0.45602244 0.912044877 0.543977562 [31,] 0.41115977 0.822319539 0.588840230 [32,] 0.48977858 0.979557159 0.510221421 [33,] 0.46346398 0.926927968 0.536536016 [34,] 0.41725763 0.834515259 0.582742371 [35,] 0.36912727 0.738254537 0.630872731 [36,] 0.33841806 0.676836122 0.661581939 [37,] 0.31000043 0.620000865 0.689999568 [38,] 0.39376664 0.787533271 0.606233364 [39,] 0.35019383 0.700387665 0.649806167 [40,] 0.32052549 0.641050981 0.679474509 [41,] 0.41832354 0.836647080 0.581676460 [42,] 0.38497244 0.769944878 0.615027561 [43,] 0.38612721 0.772254425 0.613872788 [44,] 0.44573455 0.891469099 0.554265451 [45,] 0.40845299 0.816905981 0.591547010 [46,] 0.37074331 0.741486613 0.629256693 [47,] 0.33242835 0.664856702 0.667571649 [48,] 0.37189135 0.743782691 0.628108655 [49,] 0.36205615 0.724112300 0.637943850 [50,] 0.32418037 0.648360740 0.675819630 [51,] 0.40348480 0.806969610 0.596515195 [52,] 0.43103750 0.862075008 0.568962496 [53,] 0.41739113 0.834782254 0.582608873 [54,] 0.46587024 0.931740478 0.534129761 [55,] 0.68972741 0.620545185 0.310272592 [56,] 0.65500390 0.689992204 0.344996102 [57,] 0.62860732 0.742785364 0.371392682 [58,] 0.74601997 0.507960050 0.253980025 [59,] 0.76012968 0.479740631 0.239870316 [60,] 0.75644739 0.487105218 0.243552609 [61,] 0.72451720 0.550965598 0.275482799 [62,] 0.72949533 0.541009346 0.270504673 [63,] 0.69929424 0.601411520 0.300705760 [64,] 0.78242802 0.435143956 0.217571978 [65,] 0.75555635 0.488887298 0.244443649 [66,] 0.75212561 0.495748781 0.247874391 [67,] 0.74730565 0.505388707 0.252694354 [68,] 0.72714453 0.545710949 0.272855475 [69,] 0.71108908 0.577821848 0.288910924 [70,] 0.69810909 0.603781813 0.301890907 [71,] 0.77415763 0.451684736 0.225842368 [72,] 0.74792119 0.504157623 0.252078811 [73,] 0.75236008 0.495279843 0.247639922 [74,] 0.72572717 0.548545651 0.274272825 [75,] 0.83652142 0.326957156 0.163478578 [76,] 0.89255264 0.214894716 0.107447358 [77,] 0.87808753 0.243824944 0.121912472 [78,] 0.86321617 0.273567660 0.136783830 [79,] 0.88455947 0.230881052 0.115440526 [80,] 0.87499931 0.250001382 0.125000691 [81,] 0.85614084 0.287718322 0.143859161 [82,] 0.84528059 0.309438825 0.154719413 [83,] 0.89677744 0.206445123 0.103222561 [84,] 0.88120700 0.237585995 0.118792998 [85,] 0.87712322 0.245753562 0.122876781 [86,] 0.86879612 0.262407767 0.131203884 [87,] 0.85157384 0.296852320 0.148426160 [88,] 0.85474811 0.290503773 0.145251887 [89,] 0.85156388 0.296872240 0.148436120 [90,] 0.85311817 0.293763667 0.146881833 [91,] 0.88573583 0.228528344 0.114264172 [92,] 0.87882879 0.242342416 0.121171208 [93,] 0.87362247 0.252755062 0.126377531 [94,] 0.85554156 0.288916883 0.144458441 [95,] 0.85042455 0.299150901 0.149575450 [96,] 0.86076282 0.278474367 0.139237184 [97,] 0.86152774 0.276944518 0.138472259 [98,] 0.86044286 0.279114270 0.139557135 [99,] 0.87304745 0.253905092 0.126952546 [100,] 0.87149959 0.257000819 0.128500409 [101,] 0.85744066 0.285118672 0.142559336 [102,] 0.86668138 0.266637249 0.133318624 [103,] 0.84797519 0.304049610 0.152024805 [104,] 0.83591076 0.328178473 0.164089236 [105,] 0.81438460 0.371230797 0.185615398 [106,] 0.80605361 0.387892772 0.193946386 [107,] 0.81723563 0.365528738 0.182764369 [108,] 0.79737999 0.405240027 0.202620013 [109,] 0.84305059 0.313898818 0.156949409 [110,] 0.88163805 0.236723890 0.118361945 [111,] 0.86774913 0.264501734 0.132250867 [112,] 0.93395117 0.132097663 0.066048831 [113,] 0.93075478 0.138490444 0.069245222 [114,] 0.95763133 0.084737342 0.042368671 [115,] 0.96431242 0.071375156 0.035687578 [116,] 0.97054662 0.058906750 0.029453375 [117,] 0.96464460 0.070710809 0.035355404 [118,] 0.96903231 0.061935374 0.030967687 [119,] 0.97217395 0.055652098 0.027826049 [120,] 0.97870869 0.042582619 0.021291310 [121,] 0.99118320 0.017633598 0.008816799 [122,] 0.99156827 0.016863469 0.008431734 [123,] 0.99186747 0.016265067 0.008132534 [124,] 0.99728500 0.005430001 0.002715000 [125,] 0.99708480 0.005830397 0.002915198 [126,] 0.99673132 0.006537354 0.003268677 [127,] 0.99633063 0.007338737 0.003669368 [128,] 0.99590268 0.008194635 0.004097318 [129,] 0.99553477 0.008930469 0.004465234 [130,] 0.99479552 0.010408969 0.005204484 [131,] 0.99542743 0.009145139 0.004572570 [132,] 0.99522871 0.009542572 0.004771286 [133,] 0.99518586 0.009628286 0.004814143 [134,] 0.99491577 0.010168463 0.005084231 [135,] 0.99397150 0.012056996 0.006028498 [136,] 0.99608851 0.007822970 0.003911485 [137,] 0.99690228 0.006195442 0.003097721 [138,] 0.99648934 0.007021324 0.003510662 [139,] 0.99703251 0.005934978 0.002967489 [140,] 0.99626375 0.007472499 0.003736250 [141,] 0.99607339 0.007853211 0.003926606 [142,] 0.99652664 0.006946725 0.003473363 [143,] 0.99694458 0.006110834 0.003055417 [144,] 0.99683358 0.006332844 0.003166422 [145,] 0.99682579 0.006348411 0.003174206 [146,] 0.99676603 0.006467940 0.003233970 [147,] 0.99606174 0.007876530 0.003938265 [148,] 0.99627828 0.007443439 0.003721720 [149,] 0.99528132 0.009437351 0.004718675 [150,] 0.99405700 0.011886007 0.005943003 [151,] 0.99255581 0.014888378 0.007444189 [152,] 0.99157581 0.016848383 0.008424192 [153,] 0.99046795 0.019064096 0.009532048 [154,] 0.98827245 0.023455094 0.011727547 [155,] 0.99098030 0.018039397 0.009019698 [156,] 0.98883017 0.022339661 0.011169831 [157,] 0.98814462 0.023710766 0.011855383 [158,] 0.98937389 0.021252226 0.010626113 [159,] 0.99286457 0.014270859 0.007135430 [160,] 0.99129404 0.017411929 0.008705965 [161,] 0.99015919 0.019681627 0.009840814 [162,] 0.98921675 0.021566490 0.010783245 [163,] 0.98785904 0.024281917 0.012140959 [164,] 0.98629528 0.027409442 0.013704721 [165,] 0.98964786 0.020704283 0.010352142 [166,] 0.98924920 0.021501606 0.010750803 [167,] 0.98942688 0.021146236 0.010573118 [168,] 0.99061785 0.018764304 0.009382152 [169,] 0.98906935 0.021861303 0.010930651 [170,] 0.98702007 0.025959853 0.012979926 [171,] 0.98422506 0.031549888 0.015774944 [172,] 0.98526104 0.029477914 0.014738957 [173,] 0.98200179 0.035996412 0.017998206 [174,] 0.97842582 0.043148362 0.021574181 [175,] 0.97409919 0.051801627 0.025900813 [176,] 0.97006195 0.059876108 0.029938054 [177,] 0.96681893 0.066362131 0.033181066 [178,] 0.96031603 0.079367941 0.039683970 [179,] 0.96612487 0.067750261 0.033875130 [180,] 0.97321351 0.053572973 0.026786486 [181,] 0.97066787 0.058664255 0.029332127 [182,] 0.96477694 0.070446118 0.035223059 [183,] 0.95793976 0.084120472 0.042060236 [184,] 0.95007398 0.099852042 0.049926021 [185,] 0.94250810 0.114983792 0.057491896 [186,] 0.94358244 0.112835121 0.056417560 [187,] 0.94217914 0.115641726 0.057820863 [188,] 0.95963733 0.080725349 0.040362674 [189,] 0.95631840 0.087363204 0.043681602 [190,] 0.95110115 0.097797694 0.048898847 [191,] 0.94759050 0.104819004 0.052409502 [192,] 0.95345112 0.093097756 0.046548878 [193,] 0.94486826 0.110263472 0.055131736 [194,] 0.94376784 0.112464319 0.056232159 [195,] 0.94507653 0.109846948 0.054923474 [196,] 0.94675637 0.106487253 0.053243627 [197,] 0.95203825 0.095923493 0.047961746 [198,] 0.96343256 0.073134886 0.036567443 [199,] 0.95621620 0.087567609 0.043783804 [200,] 0.95050802 0.098983956 0.049491978 [201,] 0.94524414 0.109511721 0.054755860 [202,] 0.94050678 0.118986449 0.059493225 [203,] 0.95665155 0.086696907 0.043348453 [204,] 0.96826106 0.063477886 0.031738943 [205,] 0.97775411 0.044491780 0.022245890 [206,] 0.97369803 0.052603940 0.026301970 [207,] 0.96879169 0.062416620 0.031208310 [208,] 0.96320783 0.073584340 0.036792170 [209,] 0.95569670 0.088606602 0.044303301 [210,] 0.94940348 0.101193039 0.050596519 [211,] 0.94815370 0.103692595 0.051846298 [212,] 0.94325166 0.113496682 0.056748341 [213,] 0.95186540 0.096269192 0.048134596 [214,] 0.96424000 0.071520008 0.035760004 [215,] 0.95838955 0.083220901 0.041610450 [216,] 0.95960913 0.080781733 0.040390866 [217,] 0.96144546 0.077109083 0.038554541 [218,] 0.95439355 0.091212905 0.045606453 [219,] 0.97195010 0.056099805 0.028049902 [220,] 0.97253592 0.054928161 0.027464080 [221,] 0.96786787 0.064264269 0.032132134 [222,] 0.96068938 0.078621239 0.039310620 [223,] 0.95780547 0.084389058 0.042194529 [224,] 0.94882413 0.102351735 0.051175868 [225,] 0.94256271 0.114874573 0.057437287 [226,] 0.94073968 0.118520633 0.059260316 [227,] 0.92988412 0.140231753 0.070115876 [228,] 0.91747483 0.165050337 0.082525168 [229,] 0.92572850 0.148542991 0.074271495 [230,] 0.93275466 0.134490679 0.067245339 [231,] 0.92686330 0.146273396 0.073136698 [232,] 0.91495309 0.170093815 0.085046908 [233,] 0.93290057 0.134198862 0.067099431 [234,] 0.95532136 0.089357285 0.044678643 [235,] 0.95703087 0.085938259 0.042969129 [236,] 0.95681473 0.086370543 0.043185272 [237,] 0.97794707 0.044105865 0.022052933 [238,] 0.97281205 0.054375890 0.027187945 [239,] 0.98065022 0.038699560 0.019349780 [240,] 0.97874459 0.042510812 0.021255406 [241,] 0.97748583 0.045028338 0.022514169 [242,] 0.97440434 0.051191310 0.025595655 [243,] 0.97967018 0.040659641 0.020329821 [244,] 0.97669958 0.046600846 0.023300423 [245,] 0.97159709 0.056805824 0.028402912 [246,] 0.97236855 0.055262907 0.027631454 [247,] 0.97679168 0.046416634 0.023208317 [248,] 0.97596561 0.048068777 0.024034389 [249,] 0.97668114 0.046637718 0.023318859 [250,] 0.97434732 0.051305365 0.025652682 [251,] 0.96780258 0.064394846 0.032197423 [252,] 0.96724582 0.065508358 0.032754179 [253,] 0.96527431 0.069451382 0.034725691 [254,] 0.96461609 0.070767824 0.035383912 [255,] 0.96745713 0.065085737 0.032542868 [256,] 0.96166658 0.076666849 0.038333424 [257,] 0.95791265 0.084174698 0.042087349 [258,] 0.94799893 0.104002130 0.052001065 [259,] 0.95379174 0.092416515 0.046208257 [260,] 0.94628964 0.107420710 0.053710355 [261,] 0.93524362 0.129512768 0.064756384 [262,] 0.94229186 0.115416274 0.057708137 [263,] 0.93217375 0.135652490 0.067826245 [264,] 0.93886749 0.122265027 0.061132513 [265,] 0.92368713 0.152625743 0.076312872 [266,] 0.90572446 0.188551071 0.094275535 [267,] 0.90827317 0.183453659 0.091726830 [268,] 0.89228400 0.215432001 0.107716000 [269,] 0.86961022 0.260779562 0.130389781 [270,] 0.88091034 0.238179329 0.119089664 [271,] 0.85667997 0.286640055 0.143320027 [272,] 0.83612099 0.327758027 0.163879013 [273,] 0.81224042 0.375519153 0.187759576 [274,] 0.77535533 0.449289337 0.224644669 [275,] 0.74010875 0.519782503 0.259891252 [276,] 0.76320691 0.473586177 0.236793088 [277,] 0.73899805 0.522003904 0.261001952 [278,] 0.70457974 0.590840529 0.295420265 [279,] 0.68267767 0.634644651 0.317322326 [280,] 0.66883067 0.662338670 0.331169335 [281,] 0.68213691 0.635726179 0.317863089 [282,] 0.65500160 0.689996802 0.344998401 [283,] 0.61356090 0.772878207 0.386439103 [284,] 0.64022651 0.719546981 0.359773490 [285,] 0.83184304 0.336313927 0.168156964 [286,] 0.80143994 0.397120111 0.198560056 [287,] 0.80316636 0.393667283 0.196833641 [288,] 0.75736370 0.485272590 0.242636295 [289,] 0.70967694 0.580646130 0.290323065 [290,] 0.77454790 0.450904203 0.225452102 [291,] 0.73120582 0.537588367 0.268794184 [292,] 0.70256079 0.594878424 0.297439212 [293,] 0.63656912 0.726861759 0.363430880 [294,] 0.60400756 0.791984886 0.395992443 [295,] 0.58314993 0.833700138 0.416850069 [296,] 0.50270628 0.994587442 0.497293721 [297,] 0.42705920 0.854118397 0.572940802 [298,] 0.47614102 0.952282050 0.523858975 [299,] 0.41558982 0.831179640 0.584410180 [300,] 0.33677078 0.673541554 0.663229223 [301,] 0.25829323 0.516586460 0.741706770 [302,] 0.49356206 0.987124117 0.506437942 [303,] 0.64824310 0.703513797 0.351756898 [304,] 0.53757867 0.924842664 0.462421332 [305,] 0.39460820 0.789216407 0.605391796 [306,] 0.29322974 0.586459483 0.706770259 > postscript(file="/var/www/rcomp/tmp/1jaqw1321901238.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2ns2l1321901238.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3zqw81321901238.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/47x361321901238.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5fi9x1321901238.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 -0.391204175 -0.380026638 -0.117269761 0.401790679 0.165435513 0.425634615 7 8 9 10 11 12 0.180508588 -0.311618048 -0.042415388 -0.002941517 0.006416983 -0.222954297 13 14 15 16 17 18 0.163568300 0.411038396 -0.088924126 0.188543029 0.203658993 -0.020819660 19 20 21 22 23 24 -0.259265920 -0.470924427 0.277558114 -0.458711961 -0.200158274 0.070254858 25 26 27 28 29 30 0.432221395 0.452907244 -0.778066326 -0.013715777 -0.255322042 0.505091365 31 32 33 34 35 36 -0.487249576 -0.468436789 0.044606476 0.296904281 -0.696322007 0.063591370 37 38 39 40 41 42 0.691874538 0.202235539 -0.025589086 -0.521213196 0.232916988 0.245241194 43 44 45 46 47 48 0.012816834 0.263811743 -0.214907510 -0.459436031 0.050277046 -0.184198722 49 50 51 52 53 54 0.923305249 0.447502243 -0.049631733 -0.286187535 0.230754473 -0.007718799 55 56 57 58 59 60 0.011262886 -0.470855407 0.279380758 0.047125296 -0.683834605 0.327647052 61 62 63 64 65 66 0.447445085 -0.299181862 -0.788457664 -0.027229047 0.235120224 -0.741201207 67 68 69 70 71 72 -0.474311277 0.279286813 0.023963995 -0.462140742 -0.191417155 0.568301596 73 74 75 76 77 78 0.171877044 0.458196256 -0.277571308 0.235005276 -0.250800065 0.265810810 79 80 81 82 83 84 -0.711416971 0.049034508 0.306882807 0.062424096 -0.912077014 0.609775185 85 86 87 88 89 90 0.213164497 0.227676946 -0.501198198 0.250619255 0.002691695 -0.231513302 91 92 93 94 95 96 -0.716623987 0.042790644 0.299829741 0.307756132 -0.157887198 0.346288057 97 98 99 100 101 102 0.444648197 0.460001584 -0.512382704 -0.253324263 -0.246951819 0.007333593 103 104 105 106 107 108 -0.236390778 -0.463900223 0.300928068 0.310694172 -0.456042046 0.307276379 109 110 111 112 113 114 0.193177067 0.455395840 -0.023965002 0.229739183 -0.002777275 0.263265381 115 116 117 118 119 120 -0.480125416 0.036614673 0.562294519 -0.685855964 0.075654652 0.823904495 121 122 123 124 125 126 -0.299556848 0.706788255 -0.515019195 0.495218643 0.001441867 -0.482354863 127 128 129 130 131 132 -0.472176102 0.539817930 0.800217667 -0.435725170 0.320838300 0.828092363 133 134 135 136 137 138 -0.298133725 -0.285972081 0.220276872 0.232089987 0.251136758 -0.234332399 139 140 141 142 143 144 -0.479192380 0.284148334 0.307164311 0.286948351 -0.193524527 0.579531470 145 146 147 148 149 150 -0.535761244 -0.285239352 -0.502874391 0.002544683 0.259549146 -0.475989485 151 152 153 154 155 156 -0.466560849 0.295302062 0.307164311 0.324276541 -0.167512627 -0.411627533 157 158 159 160 161 162 -0.030857350 -0.017464231 -0.025168099 -0.246497807 -0.228901826 0.024910568 163 164 165 166 167 168 0.531872858 0.029764891 0.302329476 -0.430242491 0.580505152 0.092978250 169 170 171 172 173 174 0.212639777 -0.282076698 0.221762374 -0.248050797 0.503359051 0.248824430 175 176 177 178 179 180 0.269308360 -0.465115666 -0.205661637 -0.186409181 0.074761684 0.338158864 181 182 183 184 185 186 -0.041193218 -0.026991226 -0.010366680 -0.017126125 0.238799978 0.011888039 187 188 189 190 191 192 0.517714719 0.544244122 -0.213063863 0.053108006 0.066376635 0.071640482 193 194 195 196 197 198 -0.053905619 -0.280751187 -0.273195613 -0.514117166 -0.249036497 0.260612779 199 200 201 202 203 204 -0.220126146 -0.455769587 0.056508885 0.321765746 0.360689089 0.350251255 205 206 207 208 209 210 0.485704317 -0.500397811 0.011309210 0.259876843 -0.222871978 0.286044570 211 212 213 214 215 216 0.567080620 0.554429774 0.565444749 -0.169952325 -0.159773564 0.107654469 217 218 219 220 221 222 -0.015117269 -0.261312209 0.237151276 -0.235383189 0.532904503 0.540856622 223 224 225 226 227 228 -0.195142682 -0.442929969 0.329076834 -0.147375134 0.612059215 0.367498631 229 230 231 232 233 234 0.237470949 0.006996123 -0.234333034 0.030503875 -0.213448469 0.296769689 235 236 237 238 239 240 0.050227506 0.063088531 0.328565744 0.349259214 0.100473152 -0.128388322 241 242 243 244 245 246 -0.506322964 0.512386338 0.263562203 -0.485215241 0.526208624 -0.209362071 247 248 249 250 251 252 0.297767504 -0.446030898 -0.455623939 0.077153055 0.337455643 -0.138646760 253 254 255 256 257 258 -0.021477923 0.233747189 0.249237409 -0.496418102 -0.489329210 0.029963929 259 260 261 262 263 264 -0.205951569 -0.465543947 -0.454154716 -0.437937776 0.317339078 -0.138705836 265 266 267 268 269 270 0.211876596 -0.029692881 -0.522829353 0.225588103 0.003818726 -0.488878078 271 272 273 274 275 276 -0.233348846 0.260562920 -0.226963982 -0.222639835 -0.485413222 0.031799884 277 278 279 280 281 282 0.146797549 0.410048447 0.163412553 0.178262471 -0.300928515 -0.058373334 283 284 285 286 287 288 -0.031696037 0.247064397 -0.475364963 0.042583274 -0.424659450 -0.406345408 289 290 291 292 293 294 0.246879463 0.004274423 0.007762356 -0.470244845 0.549773688 -0.431517010 295 296 297 298 299 300 0.316769621 0.086962439 0.099117747 -0.637093252 -0.126830684 0.137708115 301 302 303 304 305 306 -0.237202071 0.018663344 -0.467017508 0.018090376 -0.230200708 0.281761300 307 308 309 310 311 312 -0.223708592 0.041056897 0.046451241 0.565408196 0.318734230 -0.179849250 313 314 315 316 317 318 -0.063618827 -0.299409836 0.433346255 0.204284146 0.221652480 -0.514042704 319 320 321 322 323 0.229026177 -0.253992130 -0.475761507 -0.449552177 -0.190253416 > postscript(file="/var/www/rcomp/tmp/6dgcw1321901238.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 -0.391204175 NA 1 -0.380026638 -0.391204175 2 -0.117269761 -0.380026638 3 0.401790679 -0.117269761 4 0.165435513 0.401790679 5 0.425634615 0.165435513 6 0.180508588 0.425634615 7 -0.311618048 0.180508588 8 -0.042415388 -0.311618048 9 -0.002941517 -0.042415388 10 0.006416983 -0.002941517 11 -0.222954297 0.006416983 12 0.163568300 -0.222954297 13 0.411038396 0.163568300 14 -0.088924126 0.411038396 15 0.188543029 -0.088924126 16 0.203658993 0.188543029 17 -0.020819660 0.203658993 18 -0.259265920 -0.020819660 19 -0.470924427 -0.259265920 20 0.277558114 -0.470924427 21 -0.458711961 0.277558114 22 -0.200158274 -0.458711961 23 0.070254858 -0.200158274 24 0.432221395 0.070254858 25 0.452907244 0.432221395 26 -0.778066326 0.452907244 27 -0.013715777 -0.778066326 28 -0.255322042 -0.013715777 29 0.505091365 -0.255322042 30 -0.487249576 0.505091365 31 -0.468436789 -0.487249576 32 0.044606476 -0.468436789 33 0.296904281 0.044606476 34 -0.696322007 0.296904281 35 0.063591370 -0.696322007 36 0.691874538 0.063591370 37 0.202235539 0.691874538 38 -0.025589086 0.202235539 39 -0.521213196 -0.025589086 40 0.232916988 -0.521213196 41 0.245241194 0.232916988 42 0.012816834 0.245241194 43 0.263811743 0.012816834 44 -0.214907510 0.263811743 45 -0.459436031 -0.214907510 46 0.050277046 -0.459436031 47 -0.184198722 0.050277046 48 0.923305249 -0.184198722 49 0.447502243 0.923305249 50 -0.049631733 0.447502243 51 -0.286187535 -0.049631733 52 0.230754473 -0.286187535 53 -0.007718799 0.230754473 54 0.011262886 -0.007718799 55 -0.470855407 0.011262886 56 0.279380758 -0.470855407 57 0.047125296 0.279380758 58 -0.683834605 0.047125296 59 0.327647052 -0.683834605 60 0.447445085 0.327647052 61 -0.299181862 0.447445085 62 -0.788457664 -0.299181862 63 -0.027229047 -0.788457664 64 0.235120224 -0.027229047 65 -0.741201207 0.235120224 66 -0.474311277 -0.741201207 67 0.279286813 -0.474311277 68 0.023963995 0.279286813 69 -0.462140742 0.023963995 70 -0.191417155 -0.462140742 71 0.568301596 -0.191417155 72 0.171877044 0.568301596 73 0.458196256 0.171877044 74 -0.277571308 0.458196256 75 0.235005276 -0.277571308 76 -0.250800065 0.235005276 77 0.265810810 -0.250800065 78 -0.711416971 0.265810810 79 0.049034508 -0.711416971 80 0.306882807 0.049034508 81 0.062424096 0.306882807 82 -0.912077014 0.062424096 83 0.609775185 -0.912077014 84 0.213164497 0.609775185 85 0.227676946 0.213164497 86 -0.501198198 0.227676946 87 0.250619255 -0.501198198 88 0.002691695 0.250619255 89 -0.231513302 0.002691695 90 -0.716623987 -0.231513302 91 0.042790644 -0.716623987 92 0.299829741 0.042790644 93 0.307756132 0.299829741 94 -0.157887198 0.307756132 95 0.346288057 -0.157887198 96 0.444648197 0.346288057 97 0.460001584 0.444648197 98 -0.512382704 0.460001584 99 -0.253324263 -0.512382704 100 -0.246951819 -0.253324263 101 0.007333593 -0.246951819 102 -0.236390778 0.007333593 103 -0.463900223 -0.236390778 104 0.300928068 -0.463900223 105 0.310694172 0.300928068 106 -0.456042046 0.310694172 107 0.307276379 -0.456042046 108 0.193177067 0.307276379 109 0.455395840 0.193177067 110 -0.023965002 0.455395840 111 0.229739183 -0.023965002 112 -0.002777275 0.229739183 113 0.263265381 -0.002777275 114 -0.480125416 0.263265381 115 0.036614673 -0.480125416 116 0.562294519 0.036614673 117 -0.685855964 0.562294519 118 0.075654652 -0.685855964 119 0.823904495 0.075654652 120 -0.299556848 0.823904495 121 0.706788255 -0.299556848 122 -0.515019195 0.706788255 123 0.495218643 -0.515019195 124 0.001441867 0.495218643 125 -0.482354863 0.001441867 126 -0.472176102 -0.482354863 127 0.539817930 -0.472176102 128 0.800217667 0.539817930 129 -0.435725170 0.800217667 130 0.320838300 -0.435725170 131 0.828092363 0.320838300 132 -0.298133725 0.828092363 133 -0.285972081 -0.298133725 134 0.220276872 -0.285972081 135 0.232089987 0.220276872 136 0.251136758 0.232089987 137 -0.234332399 0.251136758 138 -0.479192380 -0.234332399 139 0.284148334 -0.479192380 140 0.307164311 0.284148334 141 0.286948351 0.307164311 142 -0.193524527 0.286948351 143 0.579531470 -0.193524527 144 -0.535761244 0.579531470 145 -0.285239352 -0.535761244 146 -0.502874391 -0.285239352 147 0.002544683 -0.502874391 148 0.259549146 0.002544683 149 -0.475989485 0.259549146 150 -0.466560849 -0.475989485 151 0.295302062 -0.466560849 152 0.307164311 0.295302062 153 0.324276541 0.307164311 154 -0.167512627 0.324276541 155 -0.411627533 -0.167512627 156 -0.030857350 -0.411627533 157 -0.017464231 -0.030857350 158 -0.025168099 -0.017464231 159 -0.246497807 -0.025168099 160 -0.228901826 -0.246497807 161 0.024910568 -0.228901826 162 0.531872858 0.024910568 163 0.029764891 0.531872858 164 0.302329476 0.029764891 165 -0.430242491 0.302329476 166 0.580505152 -0.430242491 167 0.092978250 0.580505152 168 0.212639777 0.092978250 169 -0.282076698 0.212639777 170 0.221762374 -0.282076698 171 -0.248050797 0.221762374 172 0.503359051 -0.248050797 173 0.248824430 0.503359051 174 0.269308360 0.248824430 175 -0.465115666 0.269308360 176 -0.205661637 -0.465115666 177 -0.186409181 -0.205661637 178 0.074761684 -0.186409181 179 0.338158864 0.074761684 180 -0.041193218 0.338158864 181 -0.026991226 -0.041193218 182 -0.010366680 -0.026991226 183 -0.017126125 -0.010366680 184 0.238799978 -0.017126125 185 0.011888039 0.238799978 186 0.517714719 0.011888039 187 0.544244122 0.517714719 188 -0.213063863 0.544244122 189 0.053108006 -0.213063863 190 0.066376635 0.053108006 191 0.071640482 0.066376635 192 -0.053905619 0.071640482 193 -0.280751187 -0.053905619 194 -0.273195613 -0.280751187 195 -0.514117166 -0.273195613 196 -0.249036497 -0.514117166 197 0.260612779 -0.249036497 198 -0.220126146 0.260612779 199 -0.455769587 -0.220126146 200 0.056508885 -0.455769587 201 0.321765746 0.056508885 202 0.360689089 0.321765746 203 0.350251255 0.360689089 204 0.485704317 0.350251255 205 -0.500397811 0.485704317 206 0.011309210 -0.500397811 207 0.259876843 0.011309210 208 -0.222871978 0.259876843 209 0.286044570 -0.222871978 210 0.567080620 0.286044570 211 0.554429774 0.567080620 212 0.565444749 0.554429774 213 -0.169952325 0.565444749 214 -0.159773564 -0.169952325 215 0.107654469 -0.159773564 216 -0.015117269 0.107654469 217 -0.261312209 -0.015117269 218 0.237151276 -0.261312209 219 -0.235383189 0.237151276 220 0.532904503 -0.235383189 221 0.540856622 0.532904503 222 -0.195142682 0.540856622 223 -0.442929969 -0.195142682 224 0.329076834 -0.442929969 225 -0.147375134 0.329076834 226 0.612059215 -0.147375134 227 0.367498631 0.612059215 228 0.237470949 0.367498631 229 0.006996123 0.237470949 230 -0.234333034 0.006996123 231 0.030503875 -0.234333034 232 -0.213448469 0.030503875 233 0.296769689 -0.213448469 234 0.050227506 0.296769689 235 0.063088531 0.050227506 236 0.328565744 0.063088531 237 0.349259214 0.328565744 238 0.100473152 0.349259214 239 -0.128388322 0.100473152 240 -0.506322964 -0.128388322 241 0.512386338 -0.506322964 242 0.263562203 0.512386338 243 -0.485215241 0.263562203 244 0.526208624 -0.485215241 245 -0.209362071 0.526208624 246 0.297767504 -0.209362071 247 -0.446030898 0.297767504 248 -0.455623939 -0.446030898 249 0.077153055 -0.455623939 250 0.337455643 0.077153055 251 -0.138646760 0.337455643 252 -0.021477923 -0.138646760 253 0.233747189 -0.021477923 254 0.249237409 0.233747189 255 -0.496418102 0.249237409 256 -0.489329210 -0.496418102 257 0.029963929 -0.489329210 258 -0.205951569 0.029963929 259 -0.465543947 -0.205951569 260 -0.454154716 -0.465543947 261 -0.437937776 -0.454154716 262 0.317339078 -0.437937776 263 -0.138705836 0.317339078 264 0.211876596 -0.138705836 265 -0.029692881 0.211876596 266 -0.522829353 -0.029692881 267 0.225588103 -0.522829353 268 0.003818726 0.225588103 269 -0.488878078 0.003818726 270 -0.233348846 -0.488878078 271 0.260562920 -0.233348846 272 -0.226963982 0.260562920 273 -0.222639835 -0.226963982 274 -0.485413222 -0.222639835 275 0.031799884 -0.485413222 276 0.146797549 0.031799884 277 0.410048447 0.146797549 278 0.163412553 0.410048447 279 0.178262471 0.163412553 280 -0.300928515 0.178262471 281 -0.058373334 -0.300928515 282 -0.031696037 -0.058373334 283 0.247064397 -0.031696037 284 -0.475364963 0.247064397 285 0.042583274 -0.475364963 286 -0.424659450 0.042583274 287 -0.406345408 -0.424659450 288 0.246879463 -0.406345408 289 0.004274423 0.246879463 290 0.007762356 0.004274423 291 -0.470244845 0.007762356 292 0.549773688 -0.470244845 293 -0.431517010 0.549773688 294 0.316769621 -0.431517010 295 0.086962439 0.316769621 296 0.099117747 0.086962439 297 -0.637093252 0.099117747 298 -0.126830684 -0.637093252 299 0.137708115 -0.126830684 300 -0.237202071 0.137708115 301 0.018663344 -0.237202071 302 -0.467017508 0.018663344 303 0.018090376 -0.467017508 304 -0.230200708 0.018090376 305 0.281761300 -0.230200708 306 -0.223708592 0.281761300 307 0.041056897 -0.223708592 308 0.046451241 0.041056897 309 0.565408196 0.046451241 310 0.318734230 0.565408196 311 -0.179849250 0.318734230 312 -0.063618827 -0.179849250 313 -0.299409836 -0.063618827 314 0.433346255 -0.299409836 315 0.204284146 0.433346255 316 0.221652480 0.204284146 317 -0.514042704 0.221652480 318 0.229026177 -0.514042704 319 -0.253992130 0.229026177 320 -0.475761507 -0.253992130 321 -0.449552177 -0.475761507 322 -0.190253416 -0.449552177 323 NA -0.190253416 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.380026638 -0.391204175 [2,] -0.117269761 -0.380026638 [3,] 0.401790679 -0.117269761 [4,] 0.165435513 0.401790679 [5,] 0.425634615 0.165435513 [6,] 0.180508588 0.425634615 [7,] -0.311618048 0.180508588 [8,] -0.042415388 -0.311618048 [9,] -0.002941517 -0.042415388 [10,] 0.006416983 -0.002941517 [11,] -0.222954297 0.006416983 [12,] 0.163568300 -0.222954297 [13,] 0.411038396 0.163568300 [14,] -0.088924126 0.411038396 [15,] 0.188543029 -0.088924126 [16,] 0.203658993 0.188543029 [17,] -0.020819660 0.203658993 [18,] -0.259265920 -0.020819660 [19,] -0.470924427 -0.259265920 [20,] 0.277558114 -0.470924427 [21,] -0.458711961 0.277558114 [22,] -0.200158274 -0.458711961 [23,] 0.070254858 -0.200158274 [24,] 0.432221395 0.070254858 [25,] 0.452907244 0.432221395 [26,] -0.778066326 0.452907244 [27,] -0.013715777 -0.778066326 [28,] -0.255322042 -0.013715777 [29,] 0.505091365 -0.255322042 [30,] -0.487249576 0.505091365 [31,] -0.468436789 -0.487249576 [32,] 0.044606476 -0.468436789 [33,] 0.296904281 0.044606476 [34,] -0.696322007 0.296904281 [35,] 0.063591370 -0.696322007 [36,] 0.691874538 0.063591370 [37,] 0.202235539 0.691874538 [38,] -0.025589086 0.202235539 [39,] -0.521213196 -0.025589086 [40,] 0.232916988 -0.521213196 [41,] 0.245241194 0.232916988 [42,] 0.012816834 0.245241194 [43,] 0.263811743 0.012816834 [44,] -0.214907510 0.263811743 [45,] -0.459436031 -0.214907510 [46,] 0.050277046 -0.459436031 [47,] -0.184198722 0.050277046 [48,] 0.923305249 -0.184198722 [49,] 0.447502243 0.923305249 [50,] -0.049631733 0.447502243 [51,] -0.286187535 -0.049631733 [52,] 0.230754473 -0.286187535 [53,] -0.007718799 0.230754473 [54,] 0.011262886 -0.007718799 [55,] -0.470855407 0.011262886 [56,] 0.279380758 -0.470855407 [57,] 0.047125296 0.279380758 [58,] -0.683834605 0.047125296 [59,] 0.327647052 -0.683834605 [60,] 0.447445085 0.327647052 [61,] -0.299181862 0.447445085 [62,] -0.788457664 -0.299181862 [63,] -0.027229047 -0.788457664 [64,] 0.235120224 -0.027229047 [65,] -0.741201207 0.235120224 [66,] -0.474311277 -0.741201207 [67,] 0.279286813 -0.474311277 [68,] 0.023963995 0.279286813 [69,] -0.462140742 0.023963995 [70,] -0.191417155 -0.462140742 [71,] 0.568301596 -0.191417155 [72,] 0.171877044 0.568301596 [73,] 0.458196256 0.171877044 [74,] -0.277571308 0.458196256 [75,] 0.235005276 -0.277571308 [76,] -0.250800065 0.235005276 [77,] 0.265810810 -0.250800065 [78,] -0.711416971 0.265810810 [79,] 0.049034508 -0.711416971 [80,] 0.306882807 0.049034508 [81,] 0.062424096 0.306882807 [82,] -0.912077014 0.062424096 [83,] 0.609775185 -0.912077014 [84,] 0.213164497 0.609775185 [85,] 0.227676946 0.213164497 [86,] -0.501198198 0.227676946 [87,] 0.250619255 -0.501198198 [88,] 0.002691695 0.250619255 [89,] -0.231513302 0.002691695 [90,] -0.716623987 -0.231513302 [91,] 0.042790644 -0.716623987 [92,] 0.299829741 0.042790644 [93,] 0.307756132 0.299829741 [94,] -0.157887198 0.307756132 [95,] 0.346288057 -0.157887198 [96,] 0.444648197 0.346288057 [97,] 0.460001584 0.444648197 [98,] -0.512382704 0.460001584 [99,] -0.253324263 -0.512382704 [100,] -0.246951819 -0.253324263 [101,] 0.007333593 -0.246951819 [102,] -0.236390778 0.007333593 [103,] -0.463900223 -0.236390778 [104,] 0.300928068 -0.463900223 [105,] 0.310694172 0.300928068 [106,] -0.456042046 0.310694172 [107,] 0.307276379 -0.456042046 [108,] 0.193177067 0.307276379 [109,] 0.455395840 0.193177067 [110,] -0.023965002 0.455395840 [111,] 0.229739183 -0.023965002 [112,] -0.002777275 0.229739183 [113,] 0.263265381 -0.002777275 [114,] -0.480125416 0.263265381 [115,] 0.036614673 -0.480125416 [116,] 0.562294519 0.036614673 [117,] -0.685855964 0.562294519 [118,] 0.075654652 -0.685855964 [119,] 0.823904495 0.075654652 [120,] -0.299556848 0.823904495 [121,] 0.706788255 -0.299556848 [122,] -0.515019195 0.706788255 [123,] 0.495218643 -0.515019195 [124,] 0.001441867 0.495218643 [125,] -0.482354863 0.001441867 [126,] -0.472176102 -0.482354863 [127,] 0.539817930 -0.472176102 [128,] 0.800217667 0.539817930 [129,] -0.435725170 0.800217667 [130,] 0.320838300 -0.435725170 [131,] 0.828092363 0.320838300 [132,] -0.298133725 0.828092363 [133,] -0.285972081 -0.298133725 [134,] 0.220276872 -0.285972081 [135,] 0.232089987 0.220276872 [136,] 0.251136758 0.232089987 [137,] -0.234332399 0.251136758 [138,] -0.479192380 -0.234332399 [139,] 0.284148334 -0.479192380 [140,] 0.307164311 0.284148334 [141,] 0.286948351 0.307164311 [142,] -0.193524527 0.286948351 [143,] 0.579531470 -0.193524527 [144,] -0.535761244 0.579531470 [145,] -0.285239352 -0.535761244 [146,] -0.502874391 -0.285239352 [147,] 0.002544683 -0.502874391 [148,] 0.259549146 0.002544683 [149,] -0.475989485 0.259549146 [150,] -0.466560849 -0.475989485 [151,] 0.295302062 -0.466560849 [152,] 0.307164311 0.295302062 [153,] 0.324276541 0.307164311 [154,] -0.167512627 0.324276541 [155,] -0.411627533 -0.167512627 [156,] -0.030857350 -0.411627533 [157,] -0.017464231 -0.030857350 [158,] -0.025168099 -0.017464231 [159,] -0.246497807 -0.025168099 [160,] -0.228901826 -0.246497807 [161,] 0.024910568 -0.228901826 [162,] 0.531872858 0.024910568 [163,] 0.029764891 0.531872858 [164,] 0.302329476 0.029764891 [165,] -0.430242491 0.302329476 [166,] 0.580505152 -0.430242491 [167,] 0.092978250 0.580505152 [168,] 0.212639777 0.092978250 [169,] -0.282076698 0.212639777 [170,] 0.221762374 -0.282076698 [171,] -0.248050797 0.221762374 [172,] 0.503359051 -0.248050797 [173,] 0.248824430 0.503359051 [174,] 0.269308360 0.248824430 [175,] -0.465115666 0.269308360 [176,] -0.205661637 -0.465115666 [177,] -0.186409181 -0.205661637 [178,] 0.074761684 -0.186409181 [179,] 0.338158864 0.074761684 [180,] -0.041193218 0.338158864 [181,] -0.026991226 -0.041193218 [182,] -0.010366680 -0.026991226 [183,] -0.017126125 -0.010366680 [184,] 0.238799978 -0.017126125 [185,] 0.011888039 0.238799978 [186,] 0.517714719 0.011888039 [187,] 0.544244122 0.517714719 [188,] -0.213063863 0.544244122 [189,] 0.053108006 -0.213063863 [190,] 0.066376635 0.053108006 [191,] 0.071640482 0.066376635 [192,] -0.053905619 0.071640482 [193,] -0.280751187 -0.053905619 [194,] -0.273195613 -0.280751187 [195,] -0.514117166 -0.273195613 [196,] -0.249036497 -0.514117166 [197,] 0.260612779 -0.249036497 [198,] -0.220126146 0.260612779 [199,] -0.455769587 -0.220126146 [200,] 0.056508885 -0.455769587 [201,] 0.321765746 0.056508885 [202,] 0.360689089 0.321765746 [203,] 0.350251255 0.360689089 [204,] 0.485704317 0.350251255 [205,] -0.500397811 0.485704317 [206,] 0.011309210 -0.500397811 [207,] 0.259876843 0.011309210 [208,] -0.222871978 0.259876843 [209,] 0.286044570 -0.222871978 [210,] 0.567080620 0.286044570 [211,] 0.554429774 0.567080620 [212,] 0.565444749 0.554429774 [213,] -0.169952325 0.565444749 [214,] -0.159773564 -0.169952325 [215,] 0.107654469 -0.159773564 [216,] -0.015117269 0.107654469 [217,] -0.261312209 -0.015117269 [218,] 0.237151276 -0.261312209 [219,] -0.235383189 0.237151276 [220,] 0.532904503 -0.235383189 [221,] 0.540856622 0.532904503 [222,] -0.195142682 0.540856622 [223,] -0.442929969 -0.195142682 [224,] 0.329076834 -0.442929969 [225,] -0.147375134 0.329076834 [226,] 0.612059215 -0.147375134 [227,] 0.367498631 0.612059215 [228,] 0.237470949 0.367498631 [229,] 0.006996123 0.237470949 [230,] -0.234333034 0.006996123 [231,] 0.030503875 -0.234333034 [232,] -0.213448469 0.030503875 [233,] 0.296769689 -0.213448469 [234,] 0.050227506 0.296769689 [235,] 0.063088531 0.050227506 [236,] 0.328565744 0.063088531 [237,] 0.349259214 0.328565744 [238,] 0.100473152 0.349259214 [239,] -0.128388322 0.100473152 [240,] -0.506322964 -0.128388322 [241,] 0.512386338 -0.506322964 [242,] 0.263562203 0.512386338 [243,] -0.485215241 0.263562203 [244,] 0.526208624 -0.485215241 [245,] -0.209362071 0.526208624 [246,] 0.297767504 -0.209362071 [247,] -0.446030898 0.297767504 [248,] -0.455623939 -0.446030898 [249,] 0.077153055 -0.455623939 [250,] 0.337455643 0.077153055 [251,] -0.138646760 0.337455643 [252,] -0.021477923 -0.138646760 [253,] 0.233747189 -0.021477923 [254,] 0.249237409 0.233747189 [255,] -0.496418102 0.249237409 [256,] -0.489329210 -0.496418102 [257,] 0.029963929 -0.489329210 [258,] -0.205951569 0.029963929 [259,] -0.465543947 -0.205951569 [260,] -0.454154716 -0.465543947 [261,] -0.437937776 -0.454154716 [262,] 0.317339078 -0.437937776 [263,] -0.138705836 0.317339078 [264,] 0.211876596 -0.138705836 [265,] -0.029692881 0.211876596 [266,] -0.522829353 -0.029692881 [267,] 0.225588103 -0.522829353 [268,] 0.003818726 0.225588103 [269,] -0.488878078 0.003818726 [270,] -0.233348846 -0.488878078 [271,] 0.260562920 -0.233348846 [272,] -0.226963982 0.260562920 [273,] -0.222639835 -0.226963982 [274,] -0.485413222 -0.222639835 [275,] 0.031799884 -0.485413222 [276,] 0.146797549 0.031799884 [277,] 0.410048447 0.146797549 [278,] 0.163412553 0.410048447 [279,] 0.178262471 0.163412553 [280,] -0.300928515 0.178262471 [281,] -0.058373334 -0.300928515 [282,] -0.031696037 -0.058373334 [283,] 0.247064397 -0.031696037 [284,] -0.475364963 0.247064397 [285,] 0.042583274 -0.475364963 [286,] -0.424659450 0.042583274 [287,] -0.406345408 -0.424659450 [288,] 0.246879463 -0.406345408 [289,] 0.004274423 0.246879463 [290,] 0.007762356 0.004274423 [291,] -0.470244845 0.007762356 [292,] 0.549773688 -0.470244845 [293,] -0.431517010 0.549773688 [294,] 0.316769621 -0.431517010 [295,] 0.086962439 0.316769621 [296,] 0.099117747 0.086962439 [297,] -0.637093252 0.099117747 [298,] -0.126830684 -0.637093252 [299,] 0.137708115 -0.126830684 [300,] -0.237202071 0.137708115 [301,] 0.018663344 -0.237202071 [302,] -0.467017508 0.018663344 [303,] 0.018090376 -0.467017508 [304,] -0.230200708 0.018090376 [305,] 0.281761300 -0.230200708 [306,] -0.223708592 0.281761300 [307,] 0.041056897 -0.223708592 [308,] 0.046451241 0.041056897 [309,] 0.565408196 0.046451241 [310,] 0.318734230 0.565408196 [311,] -0.179849250 0.318734230 [312,] -0.063618827 -0.179849250 [313,] -0.299409836 -0.063618827 [314,] 0.433346255 -0.299409836 [315,] 0.204284146 0.433346255 [316,] 0.221652480 0.204284146 [317,] -0.514042704 0.221652480 [318,] 0.229026177 -0.514042704 [319,] -0.253992130 0.229026177 [320,] -0.475761507 -0.253992130 [321,] -0.449552177 -0.475761507 [322,] -0.190253416 -0.449552177 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.380026638 -0.391204175 2 -0.117269761 -0.380026638 3 0.401790679 -0.117269761 4 0.165435513 0.401790679 5 0.425634615 0.165435513 6 0.180508588 0.425634615 7 -0.311618048 0.180508588 8 -0.042415388 -0.311618048 9 -0.002941517 -0.042415388 10 0.006416983 -0.002941517 11 -0.222954297 0.006416983 12 0.163568300 -0.222954297 13 0.411038396 0.163568300 14 -0.088924126 0.411038396 15 0.188543029 -0.088924126 16 0.203658993 0.188543029 17 -0.020819660 0.203658993 18 -0.259265920 -0.020819660 19 -0.470924427 -0.259265920 20 0.277558114 -0.470924427 21 -0.458711961 0.277558114 22 -0.200158274 -0.458711961 23 0.070254858 -0.200158274 24 0.432221395 0.070254858 25 0.452907244 0.432221395 26 -0.778066326 0.452907244 27 -0.013715777 -0.778066326 28 -0.255322042 -0.013715777 29 0.505091365 -0.255322042 30 -0.487249576 0.505091365 31 -0.468436789 -0.487249576 32 0.044606476 -0.468436789 33 0.296904281 0.044606476 34 -0.696322007 0.296904281 35 0.063591370 -0.696322007 36 0.691874538 0.063591370 37 0.202235539 0.691874538 38 -0.025589086 0.202235539 39 -0.521213196 -0.025589086 40 0.232916988 -0.521213196 41 0.245241194 0.232916988 42 0.012816834 0.245241194 43 0.263811743 0.012816834 44 -0.214907510 0.263811743 45 -0.459436031 -0.214907510 46 0.050277046 -0.459436031 47 -0.184198722 0.050277046 48 0.923305249 -0.184198722 49 0.447502243 0.923305249 50 -0.049631733 0.447502243 51 -0.286187535 -0.049631733 52 0.230754473 -0.286187535 53 -0.007718799 0.230754473 54 0.011262886 -0.007718799 55 -0.470855407 0.011262886 56 0.279380758 -0.470855407 57 0.047125296 0.279380758 58 -0.683834605 0.047125296 59 0.327647052 -0.683834605 60 0.447445085 0.327647052 61 -0.299181862 0.447445085 62 -0.788457664 -0.299181862 63 -0.027229047 -0.788457664 64 0.235120224 -0.027229047 65 -0.741201207 0.235120224 66 -0.474311277 -0.741201207 67 0.279286813 -0.474311277 68 0.023963995 0.279286813 69 -0.462140742 0.023963995 70 -0.191417155 -0.462140742 71 0.568301596 -0.191417155 72 0.171877044 0.568301596 73 0.458196256 0.171877044 74 -0.277571308 0.458196256 75 0.235005276 -0.277571308 76 -0.250800065 0.235005276 77 0.265810810 -0.250800065 78 -0.711416971 0.265810810 79 0.049034508 -0.711416971 80 0.306882807 0.049034508 81 0.062424096 0.306882807 82 -0.912077014 0.062424096 83 0.609775185 -0.912077014 84 0.213164497 0.609775185 85 0.227676946 0.213164497 86 -0.501198198 0.227676946 87 0.250619255 -0.501198198 88 0.002691695 0.250619255 89 -0.231513302 0.002691695 90 -0.716623987 -0.231513302 91 0.042790644 -0.716623987 92 0.299829741 0.042790644 93 0.307756132 0.299829741 94 -0.157887198 0.307756132 95 0.346288057 -0.157887198 96 0.444648197 0.346288057 97 0.460001584 0.444648197 98 -0.512382704 0.460001584 99 -0.253324263 -0.512382704 100 -0.246951819 -0.253324263 101 0.007333593 -0.246951819 102 -0.236390778 0.007333593 103 -0.463900223 -0.236390778 104 0.300928068 -0.463900223 105 0.310694172 0.300928068 106 -0.456042046 0.310694172 107 0.307276379 -0.456042046 108 0.193177067 0.307276379 109 0.455395840 0.193177067 110 -0.023965002 0.455395840 111 0.229739183 -0.023965002 112 -0.002777275 0.229739183 113 0.263265381 -0.002777275 114 -0.480125416 0.263265381 115 0.036614673 -0.480125416 116 0.562294519 0.036614673 117 -0.685855964 0.562294519 118 0.075654652 -0.685855964 119 0.823904495 0.075654652 120 -0.299556848 0.823904495 121 0.706788255 -0.299556848 122 -0.515019195 0.706788255 123 0.495218643 -0.515019195 124 0.001441867 0.495218643 125 -0.482354863 0.001441867 126 -0.472176102 -0.482354863 127 0.539817930 -0.472176102 128 0.800217667 0.539817930 129 -0.435725170 0.800217667 130 0.320838300 -0.435725170 131 0.828092363 0.320838300 132 -0.298133725 0.828092363 133 -0.285972081 -0.298133725 134 0.220276872 -0.285972081 135 0.232089987 0.220276872 136 0.251136758 0.232089987 137 -0.234332399 0.251136758 138 -0.479192380 -0.234332399 139 0.284148334 -0.479192380 140 0.307164311 0.284148334 141 0.286948351 0.307164311 142 -0.193524527 0.286948351 143 0.579531470 -0.193524527 144 -0.535761244 0.579531470 145 -0.285239352 -0.535761244 146 -0.502874391 -0.285239352 147 0.002544683 -0.502874391 148 0.259549146 0.002544683 149 -0.475989485 0.259549146 150 -0.466560849 -0.475989485 151 0.295302062 -0.466560849 152 0.307164311 0.295302062 153 0.324276541 0.307164311 154 -0.167512627 0.324276541 155 -0.411627533 -0.167512627 156 -0.030857350 -0.411627533 157 -0.017464231 -0.030857350 158 -0.025168099 -0.017464231 159 -0.246497807 -0.025168099 160 -0.228901826 -0.246497807 161 0.024910568 -0.228901826 162 0.531872858 0.024910568 163 0.029764891 0.531872858 164 0.302329476 0.029764891 165 -0.430242491 0.302329476 166 0.580505152 -0.430242491 167 0.092978250 0.580505152 168 0.212639777 0.092978250 169 -0.282076698 0.212639777 170 0.221762374 -0.282076698 171 -0.248050797 0.221762374 172 0.503359051 -0.248050797 173 0.248824430 0.503359051 174 0.269308360 0.248824430 175 -0.465115666 0.269308360 176 -0.205661637 -0.465115666 177 -0.186409181 -0.205661637 178 0.074761684 -0.186409181 179 0.338158864 0.074761684 180 -0.041193218 0.338158864 181 -0.026991226 -0.041193218 182 -0.010366680 -0.026991226 183 -0.017126125 -0.010366680 184 0.238799978 -0.017126125 185 0.011888039 0.238799978 186 0.517714719 0.011888039 187 0.544244122 0.517714719 188 -0.213063863 0.544244122 189 0.053108006 -0.213063863 190 0.066376635 0.053108006 191 0.071640482 0.066376635 192 -0.053905619 0.071640482 193 -0.280751187 -0.053905619 194 -0.273195613 -0.280751187 195 -0.514117166 -0.273195613 196 -0.249036497 -0.514117166 197 0.260612779 -0.249036497 198 -0.220126146 0.260612779 199 -0.455769587 -0.220126146 200 0.056508885 -0.455769587 201 0.321765746 0.056508885 202 0.360689089 0.321765746 203 0.350251255 0.360689089 204 0.485704317 0.350251255 205 -0.500397811 0.485704317 206 0.011309210 -0.500397811 207 0.259876843 0.011309210 208 -0.222871978 0.259876843 209 0.286044570 -0.222871978 210 0.567080620 0.286044570 211 0.554429774 0.567080620 212 0.565444749 0.554429774 213 -0.169952325 0.565444749 214 -0.159773564 -0.169952325 215 0.107654469 -0.159773564 216 -0.015117269 0.107654469 217 -0.261312209 -0.015117269 218 0.237151276 -0.261312209 219 -0.235383189 0.237151276 220 0.532904503 -0.235383189 221 0.540856622 0.532904503 222 -0.195142682 0.540856622 223 -0.442929969 -0.195142682 224 0.329076834 -0.442929969 225 -0.147375134 0.329076834 226 0.612059215 -0.147375134 227 0.367498631 0.612059215 228 0.237470949 0.367498631 229 0.006996123 0.237470949 230 -0.234333034 0.006996123 231 0.030503875 -0.234333034 232 -0.213448469 0.030503875 233 0.296769689 -0.213448469 234 0.050227506 0.296769689 235 0.063088531 0.050227506 236 0.328565744 0.063088531 237 0.349259214 0.328565744 238 0.100473152 0.349259214 239 -0.128388322 0.100473152 240 -0.506322964 -0.128388322 241 0.512386338 -0.506322964 242 0.263562203 0.512386338 243 -0.485215241 0.263562203 244 0.526208624 -0.485215241 245 -0.209362071 0.526208624 246 0.297767504 -0.209362071 247 -0.446030898 0.297767504 248 -0.455623939 -0.446030898 249 0.077153055 -0.455623939 250 0.337455643 0.077153055 251 -0.138646760 0.337455643 252 -0.021477923 -0.138646760 253 0.233747189 -0.021477923 254 0.249237409 0.233747189 255 -0.496418102 0.249237409 256 -0.489329210 -0.496418102 257 0.029963929 -0.489329210 258 -0.205951569 0.029963929 259 -0.465543947 -0.205951569 260 -0.454154716 -0.465543947 261 -0.437937776 -0.454154716 262 0.317339078 -0.437937776 263 -0.138705836 0.317339078 264 0.211876596 -0.138705836 265 -0.029692881 0.211876596 266 -0.522829353 -0.029692881 267 0.225588103 -0.522829353 268 0.003818726 0.225588103 269 -0.488878078 0.003818726 270 -0.233348846 -0.488878078 271 0.260562920 -0.233348846 272 -0.226963982 0.260562920 273 -0.222639835 -0.226963982 274 -0.485413222 -0.222639835 275 0.031799884 -0.485413222 276 0.146797549 0.031799884 277 0.410048447 0.146797549 278 0.163412553 0.410048447 279 0.178262471 0.163412553 280 -0.300928515 0.178262471 281 -0.058373334 -0.300928515 282 -0.031696037 -0.058373334 283 0.247064397 -0.031696037 284 -0.475364963 0.247064397 285 0.042583274 -0.475364963 286 -0.424659450 0.042583274 287 -0.406345408 -0.424659450 288 0.246879463 -0.406345408 289 0.004274423 0.246879463 290 0.007762356 0.004274423 291 -0.470244845 0.007762356 292 0.549773688 -0.470244845 293 -0.431517010 0.549773688 294 0.316769621 -0.431517010 295 0.086962439 0.316769621 296 0.099117747 0.086962439 297 -0.637093252 0.099117747 298 -0.126830684 -0.637093252 299 0.137708115 -0.126830684 300 -0.237202071 0.137708115 301 0.018663344 -0.237202071 302 -0.467017508 0.018663344 303 0.018090376 -0.467017508 304 -0.230200708 0.018090376 305 0.281761300 -0.230200708 306 -0.223708592 0.281761300 307 0.041056897 -0.223708592 308 0.046451241 0.041056897 309 0.565408196 0.046451241 310 0.318734230 0.565408196 311 -0.179849250 0.318734230 312 -0.063618827 -0.179849250 313 -0.299409836 -0.063618827 314 0.433346255 -0.299409836 315 0.204284146 0.433346255 316 0.221652480 0.204284146 317 -0.514042704 0.221652480 318 0.229026177 -0.514042704 319 -0.253992130 0.229026177 320 -0.475761507 -0.253992130 321 -0.449552177 -0.475761507 322 -0.190253416 -0.449552177 > 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/7b51h1321901238.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8n2271321901238.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9ds401321901238.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10l6ll1321901238.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11wiu41321901238.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/12fyau1321901238.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/13gkst1321901238.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/1405pb1321901238.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/15arty1321901238.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/16tv561321901238.tab") + } > > try(system("convert tmp/1jaqw1321901238.ps tmp/1jaqw1321901238.png",intern=TRUE)) character(0) > try(system("convert tmp/2ns2l1321901238.ps tmp/2ns2l1321901238.png",intern=TRUE)) character(0) > try(system("convert tmp/3zqw81321901238.ps tmp/3zqw81321901238.png",intern=TRUE)) character(0) > try(system("convert tmp/47x361321901238.ps tmp/47x361321901238.png",intern=TRUE)) character(0) > try(system("convert tmp/5fi9x1321901238.ps tmp/5fi9x1321901238.png",intern=TRUE)) character(0) > try(system("convert tmp/6dgcw1321901238.ps tmp/6dgcw1321901238.png",intern=TRUE)) character(0) > try(system("convert tmp/7b51h1321901238.ps tmp/7b51h1321901238.png",intern=TRUE)) character(0) > try(system("convert tmp/8n2271321901238.ps tmp/8n2271321901238.png",intern=TRUE)) character(0) > try(system("convert tmp/9ds401321901238.ps tmp/9ds401321901238.png",intern=TRUE)) character(0) > try(system("convert tmp/10l6ll1321901238.ps tmp/10l6ll1321901238.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.840 0.260 8.067