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Type 'q()' to quit R. > x <- array(list(170588 + ,95556 + ,114468 + ,86621 + ,54565 + ,88594 + ,118522 + ,63016 + ,74151 + ,152510 + ,79774 + ,77921 + ,86206 + ,31258 + ,53212 + ,37257 + ,52491 + ,34956 + ,306055 + ,91256 + ,149703 + ,32750 + ,22807 + ,6853 + ,116502 + ,77411 + ,58907 + ,130539 + ,48821 + ,67067 + ,164604 + ,52295 + ,110563 + ,128274 + ,63262 + ,58126 + ,104367 + ,50466 + ,57113 + ,193024 + ,62932 + ,77993 + ,141574 + ,38439 + ,68091 + ,254150 + ,70817 + ,124676 + ,181110 + ,105965 + ,109522 + ,198432 + ,73795 + ,75865 + ,113853 + ,82043 + ,79746 + ,159940 + ,74349 + ,77844 + ,166822 + ,82204 + ,98681 + ,286675 + ,55709 + ,105531 + ,95297 + ,37137 + ,51428 + ,108278 + ,70780 + ,65703 + ,146342 + ,55027 + ,72562 + ,146684 + ,56699 + ,81728 + ,163569 + ,65911 + ,95580 + ,162716 + ,56316 + ,98278 + ,106888 + ,26982 + ,46629 + ,188150 + ,54628 + ,115189 + ,189401 + ,96750 + ,124865 + ,129484 + ,53009 + ,59392 + ,204030 + ,64664 + ,127818 + ,68538 + ,36990 + ,17821 + ,243625 + ,85224 + ,154076 + ,167255 + ,37048 + ,64881 + ,264528 + ,59635 + ,136506 + ,122024 + ,42051 + ,66524 + ,80964 + ,26998 + ,45988 + ,209795 + ,63717 + ,107445 + ,224911 + ,55071 + ,102772 + ,115971 + ,40001 + ,46657 + ,138191 + ,54506 + ,97563 + ,81106 + ,35838 + ,36663 + ,93125 + ,50838 + ,55369 + ,307743 + ,86997 + ,77921 + ,78800 + ,33032 + ,56968 + ,158835 + ,61704 + ,77519 + ,223590 + ,117986 + ,129805 + ,131108 + ,56733 + ,72761 + ,128734 + ,55064 + ,81278 + ,24188 + ,5950 + ,15049 + ,257677 + ,84607 + ,113935 + ,65029 + ,32551 + ,25109 + ,98066 + ,31701 + ,45824 + ,173587 + ,71170 + ,89644 + ,180042 + ,101773 + ,109011 + ,197266 + ,101653 + ,134245 + ,212120 + ,81493 + ,136692 + ,141582 + ,55901 + ,50741 + ,245107 + ,109104 + ,149510 + ,206879 + ,114425 + ,147888 + ,145696 + ,36311 + ,54987 + ,173535 + ,70027 + ,74467 + ,142064 + ,73713 + ,100033 + ,117926 + ,40671 + ,85505 + ,113461 + ,89041 + ,62426 + ,145285 + ,57231 + ,82932 + ,150999 + ,68608 + ,72002 + ,91838 + ,59155 + ,65469 + ,118807 + ,55827 + ,63572 + ,69471 + ,22618 + ,23824 + ,126630 + ,58425 + ,73831 + ,145908 + ,65724 + ,63551 + ,102896 + ,56979 + ,56756 + ,190926 + ,72369 + ,81399 + ,198797 + ,79194 + ,117881 + ,112566 + ,202316 + ,70711 + ,89318 + ,44970 + ,50495 + ,120362 + ,49319 + ,53845 + ,98791 + ,36252 + ,51390 + ,283982 + ,75741 + ,104953 + ,132798 + ,38417 + ,65983 + ,137875 + ,64102 + ,76839 + ,80953 + ,56622 + ,55792 + ,109237 + ,15430 + ,25155 + ,98724 + ,72571 + ,55291 + ,226191 + ,67271 + ,84279 + ,172071 + ,43460 + ,99692 + ,118174 + ,99501 + ,59633 + ,133561 + ,28340 + ,63249 + ,152193 + ,76013 + ,82928 + ,112004 + ,37361 + ,50000 + ,169613 + ,48204 + ,69455 + ,187483 + ,76168 + ,84068 + ,130533 + ,85168 + ,76195 + ,142339 + ,125410 + ,114634 + ,201941 + ,123328 + ,139357 + ,201744 + ,83038 + ,110044 + ,247024 + ,120087 + ,155118 + ,162502 + ,91939 + ,83061 + ,182581 + ,103646 + ,127122 + ,106351 + ,29467 + ,45653 + ,43287 + ,43750 + ,19630 + ,127493 + ,34497 + ,67229 + ,127930 + ,66477 + ,86060 + ,149006 + ,71181 + ,88003 + ,187714 + ,74482 + ,95815 + ,74112 + ,174949 + ,85499 + ,94006 + ,46765 + ,27220 + ,176625 + ,90257 + ,109882 + ,141933 + ,51370 + ,72579 + ,22938 + ,1168 + ,5841 + ,125927 + ,51360 + ,68369 + ,61857 + ,25162 + ,24610 + ,91290 + ,21067 + ,30995 + ,255100 + ,58233 + ,150662 + ,21054 + ,855 + ,6622 + ,174150 + ,85903 + ,93694 + ,31414 + ,14116 + ,13155 + ,189461 + ,57637 + ,111908 + ,137544 + ,94137 + ,57550 + ,77166 + ,62147 + ,16356 + ,74567 + ,62832 + ,40174 + ,38214 + ,8773 + ,13983 + ,90961 + ,63785 + ,52316 + ,194652 + ,65196 + ,99585 + ,135261 + ,73087 + ,86271 + ,248590 + ,72631 + ,131012 + ,201748 + ,86281 + ,130274 + ,256402 + ,162365 + ,159051 + ,139144 + ,56530 + ,76506 + ,76470 + ,35606 + ,49145 + ,193518 + ,70111 + ,66398 + ,280334 + ,92046 + ,127546 + ,50999 + ,63989 + ,6802 + ,254825 + ,104911 + ,99509 + ,103239 + ,43448 + ,43106 + ,168059 + ,60029 + ,108303 + ,136709 + ,38650 + ,64167 + ,78256 + ,47261 + ,8579 + ,249232 + ,73586 + ,97811 + ,152366 + ,83042 + ,84365 + ,173260 + ,37238 + ,10901 + ,197197 + ,63958 + ,91346 + ,68388 + ,78956 + ,33660 + ,139409 + ,99518 + ,93634 + ,185366 + ,111436 + ,109348 + ,0 + ,0 + ,0 + ,14688 + ,6023 + ,7953 + ,98 + ,0 + ,0 + ,455 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,0 + ,137885 + ,42564 + ,63538 + ,185288 + ,38885 + ,108281 + ,0 + ,0 + ,0 + ,203 + ,0 + ,0 + ,7199 + ,1644 + ,4245 + ,46660 + ,6179 + ,21509 + ,17547 + ,3926 + ,7670 + ,73567 + ,23238 + ,10641 + ,969 + ,0 + ,0 + ,105477 + ,49288 + ,41243) + ,dim=c(3 + ,164) + ,dimnames=list(c('TotalRFC' + ,'TotalCharac' + ,'TotalCompen') + ,1:164)) > y <- array(NA,dim=c(3,164),dimnames=list(c('TotalRFC','TotalCharac','TotalCompen'),1:164)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '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 TotalCharac TotalRFC TotalCompen 1 95556 170588 114468 2 54565 86621 88594 3 63016 118522 74151 4 79774 152510 77921 5 31258 86206 53212 6 52491 37257 34956 7 91256 306055 149703 8 22807 32750 6853 9 77411 116502 58907 10 48821 130539 67067 11 52295 164604 110563 12 63262 128274 58126 13 50466 104367 57113 14 62932 193024 77993 15 38439 141574 68091 16 70817 254150 124676 17 105965 181110 109522 18 73795 198432 75865 19 82043 113853 79746 20 74349 159940 77844 21 82204 166822 98681 22 55709 286675 105531 23 37137 95297 51428 24 70780 108278 65703 25 55027 146342 72562 26 56699 146684 81728 27 65911 163569 95580 28 56316 162716 98278 29 26982 106888 46629 30 54628 188150 115189 31 96750 189401 124865 32 53009 129484 59392 33 64664 204030 127818 34 36990 68538 17821 35 85224 243625 154076 36 37048 167255 64881 37 59635 264528 136506 38 42051 122024 66524 39 26998 80964 45988 40 63717 209795 107445 41 55071 224911 102772 42 40001 115971 46657 43 54506 138191 97563 44 35838 81106 36663 45 50838 93125 55369 46 86997 307743 77921 47 33032 78800 56968 48 61704 158835 77519 49 117986 223590 129805 50 56733 131108 72761 51 55064 128734 81278 52 5950 24188 15049 53 84607 257677 113935 54 32551 65029 25109 55 31701 98066 45824 56 71170 173587 89644 57 101773 180042 109011 58 101653 197266 134245 59 81493 212120 136692 60 55901 141582 50741 61 109104 245107 149510 62 114425 206879 147888 63 36311 145696 54987 64 70027 173535 74467 65 73713 142064 100033 66 40671 117926 85505 67 89041 113461 62426 68 57231 145285 82932 69 68608 150999 72002 70 59155 91838 65469 71 55827 118807 63572 72 22618 69471 23824 73 58425 126630 73831 74 65724 145908 63551 75 56979 102896 56756 76 72369 190926 81399 77 79194 198797 117881 78 202316 112566 70711 79 44970 89318 50495 80 49319 120362 53845 81 36252 98791 51390 82 75741 283982 104953 83 38417 132798 65983 84 64102 137875 76839 85 56622 80953 55792 86 15430 109237 25155 87 72571 98724 55291 88 67271 226191 84279 89 43460 172071 99692 90 99501 118174 59633 91 28340 133561 63249 92 76013 152193 82928 93 37361 112004 50000 94 48204 169613 69455 95 76168 187483 84068 96 85168 130533 76195 97 125410 142339 114634 98 123328 201941 139357 99 83038 201744 110044 100 120087 247024 155118 101 91939 162502 83061 102 103646 182581 127122 103 29467 106351 45653 104 43750 43287 19630 105 34497 127493 67229 106 66477 127930 86060 107 71181 149006 88003 108 74482 187714 95815 109 174949 74112 85499 110 46765 94006 27220 111 90257 176625 109882 112 51370 141933 72579 113 1168 22938 5841 114 51360 125927 68369 115 25162 61857 24610 116 21067 91290 30995 117 58233 255100 150662 118 855 21054 6622 119 85903 174150 93694 120 14116 31414 13155 121 57637 189461 111908 122 94137 137544 57550 123 62147 77166 16356 124 62832 74567 40174 125 8773 38214 13983 126 63785 90961 52316 127 65196 194652 99585 128 73087 135261 86271 129 72631 248590 131012 130 86281 201748 130274 131 162365 256402 159051 132 56530 139144 76506 133 35606 76470 49145 134 70111 193518 66398 135 92046 280334 127546 136 63989 50999 6802 137 104911 254825 99509 138 43448 103239 43106 139 60029 168059 108303 140 38650 136709 64167 141 47261 78256 8579 142 73586 249232 97811 143 83042 152366 84365 144 37238 173260 10901 145 63958 197197 91346 146 78956 68388 33660 147 99518 139409 93634 148 111436 185366 109348 149 0 0 0 150 6023 14688 7953 151 0 98 0 152 0 455 0 153 0 0 0 154 0 0 0 155 42564 137885 63538 156 38885 185288 108281 157 0 0 0 158 0 203 0 159 1644 7199 4245 160 6179 46660 21509 161 3926 17547 7670 162 23238 73567 10641 163 0 969 0 164 49288 105477 41243 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) TotalRFC TotalCompen 1.635e+04 -1.841e-02 6.376e-01 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -49475 -16341 -2110 9707 142958 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.635e+04 3.995e+03 4.092 6.73e-05 *** TotalRFC -1.841e-02 5.463e-02 -0.337 0.737 TotalCompen 6.375e-01 9.557e-02 6.671 3.88e-10 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 23210 on 161 degrees of freedom Multiple R-squared: 0.5261, Adjusted R-squared: 0.5202 F-statistic: 89.35 on 2 and 161 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,] 3.265075e-01 6.530150e-01 6.734925e-01 [2,] 2.950443e-01 5.900886e-01 7.049557e-01 [3,] 1.856638e-01 3.713276e-01 8.143362e-01 [4,] 2.036856e-01 4.073712e-01 7.963144e-01 [5,] 1.480156e-01 2.960313e-01 8.519844e-01 [6,] 1.768317e-01 3.536633e-01 8.231683e-01 [7,] 1.181394e-01 2.362789e-01 8.818606e-01 [8,] 7.410927e-02 1.482185e-01 9.258907e-01 [9,] 4.603056e-02 9.206112e-02 9.539694e-01 [10,] 5.012240e-02 1.002448e-01 9.498776e-01 [11,] 3.625004e-02 7.250007e-02 9.637500e-01 [12,] 7.407611e-02 1.481522e-01 9.259239e-01 [13,] 5.403101e-02 1.080620e-01 9.459690e-01 [14,] 5.132710e-02 1.026542e-01 9.486729e-01 [15,] 3.695145e-02 7.390291e-02 9.630485e-01 [16,] 2.539215e-02 5.078430e-02 9.746078e-01 [17,] 2.528394e-02 5.056788e-02 9.747161e-01 [18,] 2.046149e-02 4.092298e-02 9.795385e-01 [19,] 1.539661e-02 3.079322e-02 9.846034e-01 [20,] 9.926875e-03 1.985375e-02 9.900731e-01 [21,] 6.688607e-03 1.337721e-02 9.933114e-01 [22,] 4.214721e-03 8.429443e-03 9.957853e-01 [23,] 3.694389e-03 7.388778e-03 9.963056e-01 [24,] 3.853256e-03 7.706513e-03 9.961467e-01 [25,] 5.319318e-03 1.063864e-02 9.946807e-01 [26,] 4.045427e-03 8.090854e-03 9.959546e-01 [27,] 2.467785e-03 4.935569e-03 9.975322e-01 [28,] 2.626328e-03 5.252656e-03 9.973737e-01 [29,] 1.623100e-03 3.246200e-03 9.983769e-01 [30,] 1.159151e-03 2.318301e-03 9.988408e-01 [31,] 1.017867e-03 2.035735e-03 9.989821e-01 [32,] 1.439078e-03 2.878157e-03 9.985609e-01 [33,] 1.126994e-03 2.253988e-03 9.988730e-01 [34,] 1.167033e-03 2.334065e-03 9.988330e-01 [35,] 7.901926e-04 1.580385e-03 9.992098e-01 [36,] 6.144701e-04 1.228940e-03 9.993855e-01 [37,] 3.778830e-04 7.557661e-04 9.996221e-01 [38,] 3.173916e-04 6.347833e-04 9.996826e-01 [39,] 1.946353e-04 3.892706e-04 9.998054e-01 [40,] 1.130331e-04 2.260662e-04 9.998870e-01 [41,] 2.368115e-04 4.736230e-04 9.997632e-01 [42,] 2.030030e-04 4.060059e-04 9.997970e-01 [43,] 1.218869e-04 2.437739e-04 9.998781e-01 [44,] 4.053161e-04 8.106321e-04 9.995947e-01 [45,] 2.499194e-04 4.998388e-04 9.997501e-01 [46,] 1.600910e-04 3.201820e-04 9.998399e-01 [47,] 1.860589e-04 3.721178e-04 9.998139e-01 [48,] 1.184900e-04 2.369799e-04 9.998815e-01 [49,] 7.060310e-05 1.412062e-04 9.999294e-01 [50,] 5.005271e-05 1.001054e-04 9.999499e-01 [51,] 3.102783e-05 6.205566e-05 9.999690e-01 [52,] 5.014636e-05 1.002927e-04 9.999499e-01 [53,] 3.959369e-05 7.918739e-05 9.999604e-01 [54,] 2.804316e-05 5.608632e-05 9.999720e-01 [55,] 1.833150e-05 3.666301e-05 9.999817e-01 [56,] 1.360519e-05 2.721038e-05 9.999864e-01 [57,] 1.258900e-05 2.517801e-05 9.999874e-01 [58,] 8.827320e-06 1.765464e-05 9.999912e-01 [59,] 5.997428e-06 1.199486e-05 9.999940e-01 [60,] 3.527761e-06 7.055522e-06 9.999965e-01 [61,] 4.687141e-06 9.374283e-06 9.999953e-01 [62,] 1.707221e-05 3.414443e-05 9.999829e-01 [63,] 1.080157e-05 2.160315e-05 9.999892e-01 [64,] 7.293731e-06 1.458746e-05 9.999927e-01 [65,] 4.413659e-06 8.827319e-06 9.999956e-01 [66,] 2.546718e-06 5.093437e-06 9.999975e-01 [67,] 1.602786e-06 3.205573e-06 9.999984e-01 [68,] 9.069701e-07 1.813940e-06 9.999991e-01 [69,] 6.197506e-07 1.239501e-06 9.999994e-01 [70,] 3.680959e-07 7.361917e-07 9.999996e-01 [71,] 2.221457e-07 4.442913e-07 9.999998e-01 [72,] 1.299956e-07 2.599912e-07 9.999999e-01 [73,] 3.476411e-01 6.952822e-01 6.523589e-01 [74,] 3.075251e-01 6.150502e-01 6.924749e-01 [75,] 2.689194e-01 5.378389e-01 7.310806e-01 [76,] 2.425797e-01 4.851594e-01 7.574203e-01 [77,] 2.093060e-01 4.186119e-01 7.906940e-01 [78,] 1.973834e-01 3.947668e-01 8.026166e-01 [79,] 1.677840e-01 3.355681e-01 8.322160e-01 [80,] 1.422481e-01 2.844961e-01 8.577519e-01 [81,] 1.302966e-01 2.605933e-01 8.697034e-01 [82,] 1.276588e-01 2.553176e-01 8.723412e-01 [83,] 1.057740e-01 2.115479e-01 8.942260e-01 [84,] 1.311085e-01 2.622170e-01 8.688915e-01 [85,] 2.163885e-01 4.327770e-01 7.836115e-01 [86,] 2.281600e-01 4.563200e-01 7.718400e-01 [87,] 2.001631e-01 4.003262e-01 7.998369e-01 [88,] 1.752789e-01 3.505578e-01 8.247211e-01 [89,] 1.529752e-01 3.059503e-01 8.470248e-01 [90,] 1.312856e-01 2.625712e-01 8.687144e-01 [91,] 1.280669e-01 2.561338e-01 8.719331e-01 [92,] 1.727815e-01 3.455630e-01 8.272185e-01 [93,] 1.690560e-01 3.381119e-01 8.309440e-01 [94,] 1.422746e-01 2.845492e-01 8.577254e-01 [95,] 1.221290e-01 2.442580e-01 8.778710e-01 [96,] 1.243547e-01 2.487095e-01 8.756453e-01 [97,] 1.055034e-01 2.110069e-01 8.944966e-01 [98,] 9.323365e-02 1.864673e-01 9.067663e-01 [99,] 8.263488e-02 1.652698e-01 9.173651e-01 [100,] 8.169239e-02 1.633848e-01 9.183076e-01 [101,] 6.566121e-02 1.313224e-01 9.343388e-01 [102,] 5.199958e-02 1.039992e-01 9.480004e-01 [103,] 4.077600e-02 8.155200e-02 9.592240e-01 [104,] 8.040990e-01 3.918021e-01 1.959010e-01 [105,] 7.787334e-01 4.425333e-01 2.212666e-01 [106,] 7.511957e-01 4.976086e-01 2.488043e-01 [107,] 7.158992e-01 5.682017e-01 2.841008e-01 [108,] 6.982345e-01 6.035310e-01 3.017655e-01 [109,] 6.556600e-01 6.886799e-01 3.443400e-01 [110,] 6.113627e-01 7.772745e-01 3.886373e-01 [111,] 5.849320e-01 8.301360e-01 4.150680e-01 [112,] 7.514797e-01 4.970407e-01 2.485203e-01 [113,] 7.344224e-01 5.311552e-01 2.655776e-01 [114,] 7.029380e-01 5.941240e-01 2.970620e-01 [115,] 6.629280e-01 6.741440e-01 3.370720e-01 [116,] 6.819301e-01 6.361398e-01 3.180699e-01 [117,] 7.781969e-01 4.436061e-01 2.218031e-01 [118,] 8.324524e-01 3.350952e-01 1.675476e-01 [119,] 8.433385e-01 3.133229e-01 1.566615e-01 [120,] 8.202371e-01 3.595257e-01 1.797629e-01 [121,] 8.111620e-01 3.776760e-01 1.888380e-01 [122,] 7.876025e-01 4.247949e-01 2.123975e-01 [123,] 7.494373e-01 5.011254e-01 2.505627e-01 [124,] 7.829829e-01 4.340342e-01 2.170171e-01 [125,] 7.500442e-01 4.999116e-01 2.499558e-01 [126,] 8.925970e-01 2.148060e-01 1.074030e-01 [127,] 8.627351e-01 2.745299e-01 1.372649e-01 [128,] 8.289630e-01 3.420740e-01 1.710370e-01 [129,] 7.921555e-01 4.156889e-01 2.078445e-01 [130,] 7.605856e-01 4.788287e-01 2.394144e-01 [131,] 8.963395e-01 2.073211e-01 1.036605e-01 [132,] 8.885317e-01 2.229365e-01 1.114683e-01 [133,] 8.546496e-01 2.907008e-01 1.453504e-01 [134,] 8.460513e-01 3.078973e-01 1.539487e-01 [135,] 8.293542e-01 3.412917e-01 1.706458e-01 [136,] 8.607401e-01 2.785198e-01 1.392599e-01 [137,] 8.378549e-01 3.242902e-01 1.621451e-01 [138,] 8.097206e-01 3.805587e-01 1.902794e-01 [139,] 7.656622e-01 4.686757e-01 2.343378e-01 [140,] 7.268949e-01 5.462103e-01 2.731051e-01 [141,] 9.374703e-01 1.250594e-01 6.252969e-02 [142,] 9.770767e-01 4.584667e-02 2.292334e-02 [143,] 9.999994e-01 1.293072e-06 6.465362e-07 [144,] 9.999973e-01 5.379114e-06 2.689557e-06 [145,] 9.999901e-01 1.974169e-05 9.870843e-06 [146,] 9.999613e-01 7.736793e-05 3.868397e-05 [147,] 9.998539e-01 2.922308e-04 1.461154e-04 [148,] 9.994745e-01 1.051057e-03 5.255286e-04 [149,] 9.982047e-01 3.590698e-03 1.795349e-03 [150,] 9.943449e-01 1.131020e-02 5.655098e-03 [151,] 9.957543e-01 8.491358e-03 4.245679e-03 [152,] 9.850022e-01 2.999551e-02 1.499776e-02 [153,] 9.519932e-01 9.601357e-02 4.800679e-02 > postscript(file="/var/www/rcomp/tmp/1a3jt1321908657.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/23qja1321908657.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/34b7y1321908657.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4jxje1321908657.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5856p1321908657.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 164 Frequency = 1 1 2 3 4 5 6 9368.3429 -16672.1378 1574.2546 16554.2843 -17428.8282 14542.3707 7 8 9 10 11 12 -14902.3736 2692.6015 25650.9516 -7883.1160 -31513.1535 12216.5662 13 14 15 16 17 18 -373.6422 412.1128 -18714.8529 -20340.7046 23124.3629 12731.3723 19 20 21 22 23 24 16948.1967 11315.1384 6012.0936 -22644.0458 -10245.0952 14535.7548 25 26 27 28 29 30 -4889.5949 -9055.1230 -8363.7275 -19694.5502 -17127.1188 -31696.0739 31 32 33 34 35 36 4279.9770 1178.6945 -29419.4483 10541.6472 -24871.5342 -17586.5988 37 38 39 40 41 42 -38873.9471 -14463.6578 -17179.6238 -17271.4382 -22659.9097 -3958.7815 43 44 45 46 47 48 -21500.1251 -2391.8157 903.3236 26634.6242 -18185.8030 -1142.9959 49 50 51 52 53 54 22995.7679 -3590.8771 -10733.6253 -19547.3929 362.1875 1391.5616 55 56 57 58 59 60 -12057.2721 864.1943 19238.4947 3347.4864 -18099.1948 9808.8626 61 62 63 64 65 66 1946.8179 7598.2766 -12412.4678 9396.3997 -3796.5949 -28020.5081 67 68 69 70 71 72 34981.4228 -9316.4896 9134.1559 2757.3350 1135.1881 -7640.4181 73 74 75 76 77 78 -2663.4858 11544.4189 6339.8883 7638.9852 -8650.3933 142957.8108 79 80 81 82 83 84 -1927.3111 857.3019 -11041.5548 -2293.1088 -17554.4262 1302.7349 85 86 87 88 89 90 6193.5907 -14945.0389 22789.1124 1353.9438 -33279.8566 47308.8632 91 92 93 94 95 96 -25874.3082 9595.2147 -8803.1454 -9303.3693 9672.9780 22644.1773 97 98 99 100 101 102 38596.5357 21849.3602 244.3651 9389.6988 25626.1755 9611.4825 103 104 105 106 107 108 -14029.7502 15683.5217 -22366.4669 -2384.2093 1468.9639 501.8789 109 110 111 112 113 114 105454.8425 14793.0577 7104.2889 -8638.5888 -18481.8008 -6259.1039 115 116 117 118 119 120 -5737.6851 -13361.7029 -49474.7058 -19327.4091 13025.4621 -10040.8575 121 122 123 124 125 126 -26571.1268 43629.4283 36791.4780 22243.3690 -15786.5864 15756.9448 127 128 129 130 131 132 -11059.9948 4226.2068 -22668.5907 -9410.2860 49332.8163 -6033.6013 133 134 135 136 137 138 -10667.1030 14992.6485 -459.5224 44243.0222 29811.0506 1517.8189 139 140 141 142 143 144 -22274.6852 -16091.6385 26883.8017 -534.3312 15711.2335 17129.1183 145 146 147 148 149 150 -6998.3391 42406.6626 26039.2454 28784.6366 -16348.0605 -15125.1715 151 152 153 154 155 156 -16346.2567 -16339.6854 -16348.0605 -16348.0605 -11754.9705 -43087.5286 157 158 159 160 161 162 -16348.0605 -16344.3239 -17277.9684 -23023.3569 -16989.1187 1459.8552 163 164 -16330.2243 8586.7770 > postscript(file="/var/www/rcomp/tmp/6w6yu1321908657.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 164 Frequency = 1 lag(myerror, k = 1) myerror 0 9368.3429 NA 1 -16672.1378 9368.3429 2 1574.2546 -16672.1378 3 16554.2843 1574.2546 4 -17428.8282 16554.2843 5 14542.3707 -17428.8282 6 -14902.3736 14542.3707 7 2692.6015 -14902.3736 8 25650.9516 2692.6015 9 -7883.1160 25650.9516 10 -31513.1535 -7883.1160 11 12216.5662 -31513.1535 12 -373.6422 12216.5662 13 412.1128 -373.6422 14 -18714.8529 412.1128 15 -20340.7046 -18714.8529 16 23124.3629 -20340.7046 17 12731.3723 23124.3629 18 16948.1967 12731.3723 19 11315.1384 16948.1967 20 6012.0936 11315.1384 21 -22644.0458 6012.0936 22 -10245.0952 -22644.0458 23 14535.7548 -10245.0952 24 -4889.5949 14535.7548 25 -9055.1230 -4889.5949 26 -8363.7275 -9055.1230 27 -19694.5502 -8363.7275 28 -17127.1188 -19694.5502 29 -31696.0739 -17127.1188 30 4279.9770 -31696.0739 31 1178.6945 4279.9770 32 -29419.4483 1178.6945 33 10541.6472 -29419.4483 34 -24871.5342 10541.6472 35 -17586.5988 -24871.5342 36 -38873.9471 -17586.5988 37 -14463.6578 -38873.9471 38 -17179.6238 -14463.6578 39 -17271.4382 -17179.6238 40 -22659.9097 -17271.4382 41 -3958.7815 -22659.9097 42 -21500.1251 -3958.7815 43 -2391.8157 -21500.1251 44 903.3236 -2391.8157 45 26634.6242 903.3236 46 -18185.8030 26634.6242 47 -1142.9959 -18185.8030 48 22995.7679 -1142.9959 49 -3590.8771 22995.7679 50 -10733.6253 -3590.8771 51 -19547.3929 -10733.6253 52 362.1875 -19547.3929 53 1391.5616 362.1875 54 -12057.2721 1391.5616 55 864.1943 -12057.2721 56 19238.4947 864.1943 57 3347.4864 19238.4947 58 -18099.1948 3347.4864 59 9808.8626 -18099.1948 60 1946.8179 9808.8626 61 7598.2766 1946.8179 62 -12412.4678 7598.2766 63 9396.3997 -12412.4678 64 -3796.5949 9396.3997 65 -28020.5081 -3796.5949 66 34981.4228 -28020.5081 67 -9316.4896 34981.4228 68 9134.1559 -9316.4896 69 2757.3350 9134.1559 70 1135.1881 2757.3350 71 -7640.4181 1135.1881 72 -2663.4858 -7640.4181 73 11544.4189 -2663.4858 74 6339.8883 11544.4189 75 7638.9852 6339.8883 76 -8650.3933 7638.9852 77 142957.8108 -8650.3933 78 -1927.3111 142957.8108 79 857.3019 -1927.3111 80 -11041.5548 857.3019 81 -2293.1088 -11041.5548 82 -17554.4262 -2293.1088 83 1302.7349 -17554.4262 84 6193.5907 1302.7349 85 -14945.0389 6193.5907 86 22789.1124 -14945.0389 87 1353.9438 22789.1124 88 -33279.8566 1353.9438 89 47308.8632 -33279.8566 90 -25874.3082 47308.8632 91 9595.2147 -25874.3082 92 -8803.1454 9595.2147 93 -9303.3693 -8803.1454 94 9672.9780 -9303.3693 95 22644.1773 9672.9780 96 38596.5357 22644.1773 97 21849.3602 38596.5357 98 244.3651 21849.3602 99 9389.6988 244.3651 100 25626.1755 9389.6988 101 9611.4825 25626.1755 102 -14029.7502 9611.4825 103 15683.5217 -14029.7502 104 -22366.4669 15683.5217 105 -2384.2093 -22366.4669 106 1468.9639 -2384.2093 107 501.8789 1468.9639 108 105454.8425 501.8789 109 14793.0577 105454.8425 110 7104.2889 14793.0577 111 -8638.5888 7104.2889 112 -18481.8008 -8638.5888 113 -6259.1039 -18481.8008 114 -5737.6851 -6259.1039 115 -13361.7029 -5737.6851 116 -49474.7058 -13361.7029 117 -19327.4091 -49474.7058 118 13025.4621 -19327.4091 119 -10040.8575 13025.4621 120 -26571.1268 -10040.8575 121 43629.4283 -26571.1268 122 36791.4780 43629.4283 123 22243.3690 36791.4780 124 -15786.5864 22243.3690 125 15756.9448 -15786.5864 126 -11059.9948 15756.9448 127 4226.2068 -11059.9948 128 -22668.5907 4226.2068 129 -9410.2860 -22668.5907 130 49332.8163 -9410.2860 131 -6033.6013 49332.8163 132 -10667.1030 -6033.6013 133 14992.6485 -10667.1030 134 -459.5224 14992.6485 135 44243.0222 -459.5224 136 29811.0506 44243.0222 137 1517.8189 29811.0506 138 -22274.6852 1517.8189 139 -16091.6385 -22274.6852 140 26883.8017 -16091.6385 141 -534.3312 26883.8017 142 15711.2335 -534.3312 143 17129.1183 15711.2335 144 -6998.3391 17129.1183 145 42406.6626 -6998.3391 146 26039.2454 42406.6626 147 28784.6366 26039.2454 148 -16348.0605 28784.6366 149 -15125.1715 -16348.0605 150 -16346.2567 -15125.1715 151 -16339.6854 -16346.2567 152 -16348.0605 -16339.6854 153 -16348.0605 -16348.0605 154 -11754.9705 -16348.0605 155 -43087.5286 -11754.9705 156 -16348.0605 -43087.5286 157 -16344.3239 -16348.0605 158 -17277.9684 -16344.3239 159 -23023.3569 -17277.9684 160 -16989.1187 -23023.3569 161 1459.8552 -16989.1187 162 -16330.2243 1459.8552 163 8586.7770 -16330.2243 164 NA 8586.7770 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -16672.1378 9368.3429 [2,] 1574.2546 -16672.1378 [3,] 16554.2843 1574.2546 [4,] -17428.8282 16554.2843 [5,] 14542.3707 -17428.8282 [6,] -14902.3736 14542.3707 [7,] 2692.6015 -14902.3736 [8,] 25650.9516 2692.6015 [9,] -7883.1160 25650.9516 [10,] -31513.1535 -7883.1160 [11,] 12216.5662 -31513.1535 [12,] -373.6422 12216.5662 [13,] 412.1128 -373.6422 [14,] -18714.8529 412.1128 [15,] -20340.7046 -18714.8529 [16,] 23124.3629 -20340.7046 [17,] 12731.3723 23124.3629 [18,] 16948.1967 12731.3723 [19,] 11315.1384 16948.1967 [20,] 6012.0936 11315.1384 [21,] -22644.0458 6012.0936 [22,] -10245.0952 -22644.0458 [23,] 14535.7548 -10245.0952 [24,] -4889.5949 14535.7548 [25,] -9055.1230 -4889.5949 [26,] -8363.7275 -9055.1230 [27,] -19694.5502 -8363.7275 [28,] -17127.1188 -19694.5502 [29,] -31696.0739 -17127.1188 [30,] 4279.9770 -31696.0739 [31,] 1178.6945 4279.9770 [32,] -29419.4483 1178.6945 [33,] 10541.6472 -29419.4483 [34,] -24871.5342 10541.6472 [35,] -17586.5988 -24871.5342 [36,] -38873.9471 -17586.5988 [37,] -14463.6578 -38873.9471 [38,] -17179.6238 -14463.6578 [39,] -17271.4382 -17179.6238 [40,] -22659.9097 -17271.4382 [41,] -3958.7815 -22659.9097 [42,] -21500.1251 -3958.7815 [43,] -2391.8157 -21500.1251 [44,] 903.3236 -2391.8157 [45,] 26634.6242 903.3236 [46,] -18185.8030 26634.6242 [47,] -1142.9959 -18185.8030 [48,] 22995.7679 -1142.9959 [49,] -3590.8771 22995.7679 [50,] -10733.6253 -3590.8771 [51,] -19547.3929 -10733.6253 [52,] 362.1875 -19547.3929 [53,] 1391.5616 362.1875 [54,] -12057.2721 1391.5616 [55,] 864.1943 -12057.2721 [56,] 19238.4947 864.1943 [57,] 3347.4864 19238.4947 [58,] -18099.1948 3347.4864 [59,] 9808.8626 -18099.1948 [60,] 1946.8179 9808.8626 [61,] 7598.2766 1946.8179 [62,] -12412.4678 7598.2766 [63,] 9396.3997 -12412.4678 [64,] -3796.5949 9396.3997 [65,] -28020.5081 -3796.5949 [66,] 34981.4228 -28020.5081 [67,] -9316.4896 34981.4228 [68,] 9134.1559 -9316.4896 [69,] 2757.3350 9134.1559 [70,] 1135.1881 2757.3350 [71,] -7640.4181 1135.1881 [72,] -2663.4858 -7640.4181 [73,] 11544.4189 -2663.4858 [74,] 6339.8883 11544.4189 [75,] 7638.9852 6339.8883 [76,] -8650.3933 7638.9852 [77,] 142957.8108 -8650.3933 [78,] -1927.3111 142957.8108 [79,] 857.3019 -1927.3111 [80,] -11041.5548 857.3019 [81,] -2293.1088 -11041.5548 [82,] -17554.4262 -2293.1088 [83,] 1302.7349 -17554.4262 [84,] 6193.5907 1302.7349 [85,] -14945.0389 6193.5907 [86,] 22789.1124 -14945.0389 [87,] 1353.9438 22789.1124 [88,] -33279.8566 1353.9438 [89,] 47308.8632 -33279.8566 [90,] -25874.3082 47308.8632 [91,] 9595.2147 -25874.3082 [92,] -8803.1454 9595.2147 [93,] -9303.3693 -8803.1454 [94,] 9672.9780 -9303.3693 [95,] 22644.1773 9672.9780 [96,] 38596.5357 22644.1773 [97,] 21849.3602 38596.5357 [98,] 244.3651 21849.3602 [99,] 9389.6988 244.3651 [100,] 25626.1755 9389.6988 [101,] 9611.4825 25626.1755 [102,] -14029.7502 9611.4825 [103,] 15683.5217 -14029.7502 [104,] -22366.4669 15683.5217 [105,] -2384.2093 -22366.4669 [106,] 1468.9639 -2384.2093 [107,] 501.8789 1468.9639 [108,] 105454.8425 501.8789 [109,] 14793.0577 105454.8425 [110,] 7104.2889 14793.0577 [111,] -8638.5888 7104.2889 [112,] -18481.8008 -8638.5888 [113,] -6259.1039 -18481.8008 [114,] -5737.6851 -6259.1039 [115,] -13361.7029 -5737.6851 [116,] -49474.7058 -13361.7029 [117,] -19327.4091 -49474.7058 [118,] 13025.4621 -19327.4091 [119,] -10040.8575 13025.4621 [120,] -26571.1268 -10040.8575 [121,] 43629.4283 -26571.1268 [122,] 36791.4780 43629.4283 [123,] 22243.3690 36791.4780 [124,] -15786.5864 22243.3690 [125,] 15756.9448 -15786.5864 [126,] -11059.9948 15756.9448 [127,] 4226.2068 -11059.9948 [128,] -22668.5907 4226.2068 [129,] -9410.2860 -22668.5907 [130,] 49332.8163 -9410.2860 [131,] -6033.6013 49332.8163 [132,] -10667.1030 -6033.6013 [133,] 14992.6485 -10667.1030 [134,] -459.5224 14992.6485 [135,] 44243.0222 -459.5224 [136,] 29811.0506 44243.0222 [137,] 1517.8189 29811.0506 [138,] -22274.6852 1517.8189 [139,] -16091.6385 -22274.6852 [140,] 26883.8017 -16091.6385 [141,] -534.3312 26883.8017 [142,] 15711.2335 -534.3312 [143,] 17129.1183 15711.2335 [144,] -6998.3391 17129.1183 [145,] 42406.6626 -6998.3391 [146,] 26039.2454 42406.6626 [147,] 28784.6366 26039.2454 [148,] -16348.0605 28784.6366 [149,] -15125.1715 -16348.0605 [150,] -16346.2567 -15125.1715 [151,] -16339.6854 -16346.2567 [152,] -16348.0605 -16339.6854 [153,] -16348.0605 -16348.0605 [154,] -11754.9705 -16348.0605 [155,] -43087.5286 -11754.9705 [156,] -16348.0605 -43087.5286 [157,] -16344.3239 -16348.0605 [158,] -17277.9684 -16344.3239 [159,] -23023.3569 -17277.9684 [160,] -16989.1187 -23023.3569 [161,] 1459.8552 -16989.1187 [162,] -16330.2243 1459.8552 [163,] 8586.7770 -16330.2243 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -16672.1378 9368.3429 2 1574.2546 -16672.1378 3 16554.2843 1574.2546 4 -17428.8282 16554.2843 5 14542.3707 -17428.8282 6 -14902.3736 14542.3707 7 2692.6015 -14902.3736 8 25650.9516 2692.6015 9 -7883.1160 25650.9516 10 -31513.1535 -7883.1160 11 12216.5662 -31513.1535 12 -373.6422 12216.5662 13 412.1128 -373.6422 14 -18714.8529 412.1128 15 -20340.7046 -18714.8529 16 23124.3629 -20340.7046 17 12731.3723 23124.3629 18 16948.1967 12731.3723 19 11315.1384 16948.1967 20 6012.0936 11315.1384 21 -22644.0458 6012.0936 22 -10245.0952 -22644.0458 23 14535.7548 -10245.0952 24 -4889.5949 14535.7548 25 -9055.1230 -4889.5949 26 -8363.7275 -9055.1230 27 -19694.5502 -8363.7275 28 -17127.1188 -19694.5502 29 -31696.0739 -17127.1188 30 4279.9770 -31696.0739 31 1178.6945 4279.9770 32 -29419.4483 1178.6945 33 10541.6472 -29419.4483 34 -24871.5342 10541.6472 35 -17586.5988 -24871.5342 36 -38873.9471 -17586.5988 37 -14463.6578 -38873.9471 38 -17179.6238 -14463.6578 39 -17271.4382 -17179.6238 40 -22659.9097 -17271.4382 41 -3958.7815 -22659.9097 42 -21500.1251 -3958.7815 43 -2391.8157 -21500.1251 44 903.3236 -2391.8157 45 26634.6242 903.3236 46 -18185.8030 26634.6242 47 -1142.9959 -18185.8030 48 22995.7679 -1142.9959 49 -3590.8771 22995.7679 50 -10733.6253 -3590.8771 51 -19547.3929 -10733.6253 52 362.1875 -19547.3929 53 1391.5616 362.1875 54 -12057.2721 1391.5616 55 864.1943 -12057.2721 56 19238.4947 864.1943 57 3347.4864 19238.4947 58 -18099.1948 3347.4864 59 9808.8626 -18099.1948 60 1946.8179 9808.8626 61 7598.2766 1946.8179 62 -12412.4678 7598.2766 63 9396.3997 -12412.4678 64 -3796.5949 9396.3997 65 -28020.5081 -3796.5949 66 34981.4228 -28020.5081 67 -9316.4896 34981.4228 68 9134.1559 -9316.4896 69 2757.3350 9134.1559 70 1135.1881 2757.3350 71 -7640.4181 1135.1881 72 -2663.4858 -7640.4181 73 11544.4189 -2663.4858 74 6339.8883 11544.4189 75 7638.9852 6339.8883 76 -8650.3933 7638.9852 77 142957.8108 -8650.3933 78 -1927.3111 142957.8108 79 857.3019 -1927.3111 80 -11041.5548 857.3019 81 -2293.1088 -11041.5548 82 -17554.4262 -2293.1088 83 1302.7349 -17554.4262 84 6193.5907 1302.7349 85 -14945.0389 6193.5907 86 22789.1124 -14945.0389 87 1353.9438 22789.1124 88 -33279.8566 1353.9438 89 47308.8632 -33279.8566 90 -25874.3082 47308.8632 91 9595.2147 -25874.3082 92 -8803.1454 9595.2147 93 -9303.3693 -8803.1454 94 9672.9780 -9303.3693 95 22644.1773 9672.9780 96 38596.5357 22644.1773 97 21849.3602 38596.5357 98 244.3651 21849.3602 99 9389.6988 244.3651 100 25626.1755 9389.6988 101 9611.4825 25626.1755 102 -14029.7502 9611.4825 103 15683.5217 -14029.7502 104 -22366.4669 15683.5217 105 -2384.2093 -22366.4669 106 1468.9639 -2384.2093 107 501.8789 1468.9639 108 105454.8425 501.8789 109 14793.0577 105454.8425 110 7104.2889 14793.0577 111 -8638.5888 7104.2889 112 -18481.8008 -8638.5888 113 -6259.1039 -18481.8008 114 -5737.6851 -6259.1039 115 -13361.7029 -5737.6851 116 -49474.7058 -13361.7029 117 -19327.4091 -49474.7058 118 13025.4621 -19327.4091 119 -10040.8575 13025.4621 120 -26571.1268 -10040.8575 121 43629.4283 -26571.1268 122 36791.4780 43629.4283 123 22243.3690 36791.4780 124 -15786.5864 22243.3690 125 15756.9448 -15786.5864 126 -11059.9948 15756.9448 127 4226.2068 -11059.9948 128 -22668.5907 4226.2068 129 -9410.2860 -22668.5907 130 49332.8163 -9410.2860 131 -6033.6013 49332.8163 132 -10667.1030 -6033.6013 133 14992.6485 -10667.1030 134 -459.5224 14992.6485 135 44243.0222 -459.5224 136 29811.0506 44243.0222 137 1517.8189 29811.0506 138 -22274.6852 1517.8189 139 -16091.6385 -22274.6852 140 26883.8017 -16091.6385 141 -534.3312 26883.8017 142 15711.2335 -534.3312 143 17129.1183 15711.2335 144 -6998.3391 17129.1183 145 42406.6626 -6998.3391 146 26039.2454 42406.6626 147 28784.6366 26039.2454 148 -16348.0605 28784.6366 149 -15125.1715 -16348.0605 150 -16346.2567 -15125.1715 151 -16339.6854 -16346.2567 152 -16348.0605 -16339.6854 153 -16348.0605 -16348.0605 154 -11754.9705 -16348.0605 155 -43087.5286 -11754.9705 156 -16348.0605 -43087.5286 157 -16344.3239 -16348.0605 158 -17277.9684 -16344.3239 159 -23023.3569 -17277.9684 160 -16989.1187 -23023.3569 161 1459.8552 -16989.1187 162 -16330.2243 1459.8552 163 8586.7770 -16330.2243 > 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/73n811321908657.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/84djf1321908657.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9g29j1321908657.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10ttux1321908657.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/1142wn1321908657.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/12zf281321908657.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/13l9xi1321908657.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/14fwcj1321908657.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/15kllo1321908657.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/16z43g1321908658.tab") + } > > try(system("convert tmp/1a3jt1321908657.ps tmp/1a3jt1321908657.png",intern=TRUE)) character(0) > try(system("convert tmp/23qja1321908657.ps tmp/23qja1321908657.png",intern=TRUE)) character(0) > try(system("convert tmp/34b7y1321908657.ps tmp/34b7y1321908657.png",intern=TRUE)) character(0) > try(system("convert tmp/4jxje1321908657.ps tmp/4jxje1321908657.png",intern=TRUE)) character(0) > try(system("convert tmp/5856p1321908657.ps tmp/5856p1321908657.png",intern=TRUE)) character(0) > try(system("convert tmp/6w6yu1321908657.ps tmp/6w6yu1321908657.png",intern=TRUE)) character(0) > try(system("convert tmp/73n811321908657.ps tmp/73n811321908657.png",intern=TRUE)) character(0) > try(system("convert tmp/84djf1321908657.ps tmp/84djf1321908657.png",intern=TRUE)) character(0) > try(system("convert tmp/9g29j1321908657.ps tmp/9g29j1321908657.png",intern=TRUE)) character(0) > try(system("convert tmp/10ttux1321908657.ps tmp/10ttux1321908657.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.550 0.300 5.847