R version 2.12.1 (2010-12-16) 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 + ,-7 + ,31 + ,-1 + ,-3 + ,3 + ,-13 + ,-9 + ,37 + ,-2 + ,-1 + ,4 + ,-11 + ,-5 + ,36 + ,-1 + ,-2 + ,5 + ,-12 + ,-10 + ,35 + ,0 + ,-2 + ,6 + ,-10 + ,-9 + ,32 + ,1 + ,-2 + ,7 + ,-13 + ,-10 + ,35 + ,-1 + ,-4 + ,8 + ,-12 + ,-8 + ,36 + ,-1 + ,-1 + ,9 + ,-11 + ,-9 + ,35 + ,0 + ,0 + ,10 + ,-11 + ,-10 + ,32 + ,0 + ,-3 + ,11 + ,-11 + ,-10 + ,28 + ,1 + ,-4 + ,12 + ,-8 + ,-5 + ,24 + ,1 + ,-4 + ,1 + ,-7 + ,-6 + ,25 + ,2 + ,-2 + ,2 + ,-10 + ,-10 + ,29 + ,1 + ,-3 + ,3 + ,-8 + ,-10 + ,28 + ,2 + ,4 + ,4 + ,-8 + ,-9 + ,25 + ,1 + ,3 + ,5 + ,-7 + ,-10 + ,22 + ,0 + ,3 + ,6 + ,-7 + ,-8 + ,22 + ,2 + ,-1 + ,7 + ,-6 + ,-8 + ,22 + ,1 + ,5 + ,8 + ,-8 + ,-8 + ,23 + ,0 + ,-2 + ,9 + ,-6 + ,-4 + ,22 + ,1 + ,2 + ,10 + ,-3 + ,2 + ,14 + ,3 + ,-1 + ,11 + ,1 + ,3 + ,7 + ,2 + ,6 + ,12 + ,0 + ,2 + ,9 + ,4 + ,4 + ,1 + ,-3 + ,-3 + ,12 + ,1 + ,-2 + ,2 + ,0 + ,-1 + ,9 + ,4 + ,4 + ,3 + ,0 + ,1 + ,6 + ,2 + ,3 + ,4 + ,-1 + ,2 + ,8 + ,3 + ,0 + ,5 + ,-1 + ,-4 + ,10 + ,2 + ,7 + ,6 + ,0 + ,0 + ,8 + ,3 + ,5 + ,7 + ,1 + ,5 + ,9 + ,5 + ,3 + ,8 + ,0 + ,-1 + ,11 + ,5 + ,9 + ,9 + ,2 + ,3 + ,6 + ,3 + ,7 + ,10 + ,3 + ,6 + ,6 + ,4 + ,8 + ,11 + ,2 + ,7 + ,9 + ,5 + ,8 + ,12 + ,4 + ,7 + ,7 + ,5 + ,10 + ,1 + ,3 + ,3 + ,8 + ,4 + ,11 + ,2 + ,4 + ,8 + ,2 + ,6 + ,5 + ,3 + ,3 + ,3 + ,2 + ,5 + ,9 + ,4 + ,1 + ,0 + ,7 + ,4 + ,7 + ,5 + ,2 + ,1 + ,6 + ,4 + ,8 + ,6 + ,4 + ,4 + ,4 + ,7 + ,12 + ,7 + ,3 + ,4 + ,8 + ,8 + ,10 + ,8 + ,2 + ,1 + ,9 + ,5 + ,10 + ,9 + ,-4 + ,-17 + ,11 + ,4 + ,8 + ,10 + ,-5 + ,-16 + ,14 + ,1 + ,11 + ,11 + ,-5 + ,-13 + ,18 + ,2 + ,10 + ,12 + ,-7 + ,-15 + ,23 + ,0 + ,8 + ,1 + ,-13 + ,-31 + ,25 + ,-2 + ,5 + ,2 + ,-11 + ,-26 + ,31 + ,-1 + ,12 + ,3 + ,-3 + ,-5 + ,18 + ,2 + ,10 + ,4 + ,-3 + ,-5 + ,19 + ,3 + ,8 + ,5 + ,-5 + ,-6 + ,23 + ,2 + ,8 + ,6 + ,-4 + ,-5 + ,24 + ,2 + ,10 + ,7 + ,-4 + ,-5 + ,25 + ,5 + ,12 + ,8 + ,-4 + ,-7 + ,26 + ,4 + ,13 + ,9 + ,-5 + ,-6 + ,27 + ,5 + ,7 + ,10 + ,-4 + ,-8 + ,23 + ,2 + ,13 + ,11 + ,-5 + ,-6 + ,27 + ,6 + ,11 + ,12 + ,-6 + ,-12 + ,34 + ,7 + ,13 + ,1 + ,-9 + ,-15 + ,34 + ,1 + ,11 + ,2 + ,-10 + ,-15 + ,37 + ,1 + ,10 + ,3 + ,-11 + ,-16 + ,41 + ,0 + ,15 + ,4 + ,-13 + ,-19 + ,43 + ,-2 + ,11 + ,5 + ,-13 + ,-23 + ,38 + ,-1 + ,10 + ,6 + ,-13 + ,-23 + ,39 + ,-1 + ,12 + ,7 + ,-11 + ,-21 + ,35 + ,1 + ,14 + ,8 + ,-12 + ,-21 + ,38 + ,0 + ,11 + ,9 + ,-14 + ,-25 + ,40 + ,0 + ,8 + ,10 + ,-20 + ,-34 + ,49 + ,-1 + ,3 + ,11 + ,-17 + ,-30 + ,51 + ,-1 + ,15 + ,12 + ,-16 + ,-27 + ,48 + ,-1 + ,11 + ,1 + ,-24 + ,-40 + ,54 + ,-4 + ,0 + ,2 + ,-24 + ,-40 + ,56 + ,-6 + ,4 + ,3 + ,-22 + ,-34 + ,56 + ,-3 + ,7 + ,4 + ,-25 + ,-43 + ,61 + ,-7 + ,12 + ,5 + ,-24 + ,-39 + ,57 + ,-4 + ,5 + ,6 + ,-25 + ,-40 + ,57 + ,-5 + ,2 + ,7 + ,-24 + ,-40 + ,52 + ,-3 + ,0 + ,8 + ,-25 + ,-40 + ,58 + ,-5 + ,5 + ,9 + ,-24 + ,-35 + ,60 + ,-6 + ,4 + ,10 + ,-26 + ,-43 + ,62 + ,-7 + ,7 + ,11 + ,-25 + ,-44 + ,48 + ,-6 + ,0 + ,12 + ,-24 + ,-38 + ,50 + ,-8 + ,-1 + ,1 + ,-22 + ,-37 + ,50 + ,-5 + ,3 + ,2 + ,-20 + ,-31 + ,48 + ,-5 + ,2 + ,3 + ,-14 + ,-20 + ,40 + ,-3 + ,7 + ,4 + ,-13 + ,-22 + ,35 + ,-2 + ,6 + ,5 + ,-10 + ,-9 + ,33 + ,-1 + ,3 + ,6 + ,-10 + ,-11 + ,34 + ,1 + ,3 + ,7 + ,-11 + ,-8 + ,34 + ,-1 + ,1 + ,8 + ,-6 + ,-3 + ,28 + ,-1 + ,8 + ,9 + ,-2 + ,3 + ,26 + ,3 + ,10 + ,10 + ,-3 + ,6 + ,23 + ,2 + ,6 + ,11 + ,-2 + ,-3 + ,20 + ,4 + ,11 + ,12 + ,-4 + ,-8 + ,20 + ,3 + ,6 + ,1 + ,-7 + ,-8 + ,26 + ,1 + ,6 + ,2 + ,-8 + ,-10 + ,28 + ,0 + ,3 + ,3 + ,-7 + ,-9 + ,29 + ,2 + ,10 + ,4 + ,-4 + ,-7 + ,25 + ,2 + ,12 + ,5 + ,-7 + ,-12 + ,27 + ,2 + ,9 + ,6 + ,-5 + ,-9 + ,24 + ,3 + ,12 + ,7 + ,-6 + ,-8 + ,26 + ,2 + ,10 + ,8 + ,-12 + ,-19 + ,38 + ,1 + ,6 + ,9 + ,-12 + ,-21 + ,38 + ,0 + ,8 + ,10 + ,-16 + ,-24 + ,45 + ,-4 + ,11 + ,11 + ,-20 + ,-30 + ,53 + ,-9 + ,11 + ,12 + ,-16 + ,-28 + ,44 + ,-6 + ,11 + ,1 + ,-16 + ,-27 + ,43 + ,-7 + ,14 + ,2 + ,-18 + ,-26 + ,47 + ,-6 + ,8 + ,3 + ,-15 + ,-27 + ,40 + ,-6 + ,12 + ,4 + ,-12 + ,-23 + ,34 + ,-3 + ,11 + ,5 + ,-13 + ,-26 + ,38 + ,-3 + ,14 + ,6 + ,-13 + ,-23 + ,39 + ,-4 + ,15 + ,7 + ,-12 + ,-21 + ,35 + ,-5 + ,15 + ,8 + ,-11 + ,-20 + ,35 + ,-4 + ,14 + ,9 + ,-9 + ,-14 + ,36 + ,-3 + ,16 + ,10 + ,-9 + ,-16 + ,25 + ,-5 + ,9 + ,11 + ,-8 + ,-17 + ,24 + ,-3 + ,13 + ,12 + ,-8 + ,-18 + ,29 + ,-2 + ,15 + ,1 + ,-15 + ,-25 + ,44 + ,-3 + ,14 + ,2 + ,-16 + ,-26 + ,43 + ,-5 + ,11 + ,3 + ,-21 + ,-36 + ,57 + ,-3 + ,14 + ,4 + ,-21 + ,-35 + ,56 + ,-3 + ,10 + ,5 + ,-16 + ,-27 + ,47 + ,-4 + ,13 + ,6 + ,-13 + ,-22 + ,41 + ,-2 + ,15 + ,7 + ,-12 + ,-25 + ,38 + ,-3 + ,20 + ,8 + ,-8 + ,-17 + ,33 + ,-2 + ,19 + ,9 + ,-9 + ,-14 + ,36 + ,-3 + ,16 + ,10 + ,-1 + ,-7 + ,22 + ,2 + ,22 + ,11 + ,-5 + ,-12 + ,27 + ,1 + ,19 + ,12 + ,-9 + ,-17 + ,32 + ,-1 + ,16 + ,1 + ,-1 + ,-8 + ,21 + ,2 + ,23 + ,2 + ,3 + ,-2 + ,14 + ,5 + ,23 + ,3 + ,2 + ,-1 + ,10 + ,3 + ,16 + ,4 + ,3 + ,1 + ,14 + ,3 + ,23 + ,5 + ,5 + ,0 + ,12 + ,3 + ,30 + ,6 + ,5 + ,-2 + ,10 + ,1 + ,31 + ,7 + ,3 + ,-5 + ,12 + ,3 + ,24 + ,8 + ,2 + ,-4 + ,9 + ,1 + ,20 + ,9 + ,1 + ,-9 + ,14 + ,2 + ,24 + ,10 + ,-4 + ,-16 + ,23 + ,2 + ,23 + ,11 + ,1 + ,-7 + ,17 + ,1 + ,25 + ,12 + ,1 + ,-7 + ,16 + ,2 + ,25 + ,1 + ,6 + ,3 + ,7 + ,4 + ,23 + ,2 + ,3 + ,-2 + ,9 + ,3 + ,21 + ,3 + ,2 + ,-3 + ,9 + ,3 + ,16 + ,4 + ,2 + ,-6 + ,14 + ,3 + ,26 + ,5 + ,2 + ,-7 + ,12 + ,2 + ,23 + ,6 + ,-8 + ,-24 + ,23 + ,-1 + ,15 + ,7 + ,0 + ,-13 + ,12 + ,1 + ,23 + ,8 + ,-2 + ,-14 + ,15 + ,3 + ,20 + ,9 + ,3 + ,-7 + ,6 + ,4 + ,22 + ,10 + ,5 + ,-1 + ,6 + ,4 + ,24 + ,11 + ,8 + ,5 + ,1 + ,6 + ,22 + ,12 + ,8 + ,6 + ,3 + ,4 + ,24 + ,1 + ,9 + ,5 + ,-1 + ,6 + ,24 + ,2 + ,11 + ,5 + ,-4 + ,6 + ,29 + ,3 + ,13 + ,9 + ,-6 + ,8 + ,29 + ,4 + ,12 + ,10 + ,-9 + ,4 + ,25 + ,5 + ,13 + ,14 + ,-13 + ,8 + ,16 + ,6 + ,15 + ,19 + ,-13 + ,10 + ,18 + ,7 + ,13 + ,18 + ,-10 + ,9 + ,13 + ,8 + ,16 + ,16 + ,-12 + ,12 + ,22 + ,9 + ,10 + ,8 + ,-9 + ,9 + ,15 + ,10 + ,14 + ,10 + ,-15 + ,11 + ,20 + ,11 + ,14 + ,12 + ,-14 + ,11 + ,19 + ,12 + ,15 + ,13 + ,-18 + ,11 + ,18 + ,1 + ,13 + ,15 + ,-13 + ,11 + ,13 + ,2 + ,8 + ,3 + ,-2 + ,11 + ,17 + ,3 + ,7 + ,2 + ,-1 + ,9 + ,17 + ,4 + ,3 + ,-2 + ,5 + ,8 + ,13 + ,5 + ,3 + ,1 + ,8 + ,6 + ,14 + ,6 + ,4 + ,1 + ,6 + ,7 + ,13 + ,7 + ,4 + ,-1 + ,7 + ,8 + ,17 + ,8 + ,0 + ,-6 + ,15 + ,6 + ,17 + ,9 + ,-4 + ,-13 + ,23 + ,5 + ,15 + ,10 + ,-14 + ,-25 + ,43 + ,2 + ,9 + ,11 + ,-18 + ,-26 + ,60 + ,3 + ,10 + ,12 + ,-8 + ,-9 + ,36 + ,3 + ,9 + ,1 + ,-1 + ,1 + ,28 + ,7 + ,14 + ,2 + ,1 + ,3 + ,23 + ,8 + ,18 + ,3 + ,2 + ,6 + ,23 + ,7 + ,18 + ,4 + ,0 + ,2 + ,22 + ,7 + ,12 + ,5 + ,1 + ,5 + ,22 + ,6 + ,16 + ,6 + ,0 + ,5 + ,24 + ,6 + ,12 + ,7 + ,-1 + ,0 + ,32 + ,7 + ,19 + ,8 + ,-3 + ,-5 + ,27 + ,5 + ,13 + ,9 + ,-3 + ,-4 + ,27 + ,5 + ,12 + ,10 + ,-3 + ,-2 + ,27 + ,5 + ,13 + ,11 + ,-4 + ,-1 + ,29 + ,4 + ,11 + ,12 + ,-8 + ,-8 + ,38 + ,4 + ,10 + ,1 + ,-9 + ,-16 + ,40 + ,4 + ,16 + ,2 + ,-13 + ,-19 + ,45 + ,1 + ,12 + ,3 + ,-18 + ,-28 + ,50 + ,-1 + ,6 + ,4 + ,-11 + ,-11 + ,43 + ,3 + ,8 + ,5 + ,-9 + ,-4 + ,44 + ,4 + ,6 + ,6 + ,-10 + ,-9 + ,44 + ,3 + ,8 + ,7 + ,-13 + ,-12 + ,49 + ,2 + ,8 + ,8 + ,-11 + ,-10 + ,42 + ,1 + ,9 + ,9 + ,-5 + ,-2 + ,36 + ,4 + ,13 + ,10 + ,-15 + ,-13 + ,57 + ,3 + ,8 + ,11 + ,-6 + ,0 + ,42 + ,5 + ,11 + ,12 + ,-6 + ,0 + ,39 + ,6 + ,8 + ,1 + ,-3 + ,4 + ,33 + ,6 + ,10 + ,2 + ,-1 + ,7 + ,32 + ,6 + ,15 + ,3 + ,-3 + ,5 + ,34 + ,6 + ,12 + ,4 + ,-4 + ,2 + ,37 + ,6 + ,13 + ,5 + ,-6 + ,-2 + ,38 + ,5 + ,12 + ,6 + ,0 + ,6 + ,28 + ,6 + ,15 + ,7 + ,-4 + ,-3 + ,31 + ,5 + ,13 + ,8 + ,-2 + ,1 + ,28 + ,6 + ,13 + ,9 + ,-2 + ,0 + ,30 + ,5 + ,16 + ,10 + ,-6 + ,-7 + ,39 + ,7 + ,14 + ,11 + ,-7 + ,-6 + ,38 + ,4 + ,12 + ,12 + ,-6 + ,-4 + ,39 + ,5 + ,15 + ,1 + ,-6 + ,-4 + ,38 + ,6 + ,14 + ,2 + ,-3 + ,-2 + ,37 + ,6 + ,19 + ,3 + ,-2 + ,2 + ,32 + ,5 + ,16 + ,4 + ,-5 + ,-5 + ,32 + ,3 + ,16 + ,5 + ,-11 + ,-15 + ,44 + ,2 + ,11 + ,6 + ,-11 + ,-16 + ,43 + ,3 + ,13 + ,7 + ,-11 + ,-18 + ,42 + ,3 + ,12 + ,8 + ,-10 + ,-13 + ,38 + ,2 + ,11 + ,9 + ,-14 + ,-23 + ,37 + ,0 + ,6 + ,10 + ,-8 + ,-10 + ,35 + ,4 + ,9 + ,11 + ,-9 + ,-10 + ,37 + ,4 + ,6 + ,12 + ,-5 + ,-6 + ,33 + ,5 + ,15 + ,1 + ,-1 + ,-3 + ,24 + ,6 + ,17 + ,2 + ,-2 + ,-4 + ,24 + ,6 + ,13 + ,3 + ,-5 + ,-7 + ,31 + ,5 + ,12 + ,4 + ,-4 + ,-7 + ,25 + ,5 + ,13 + ,5 + ,-6 + ,-7 + ,28 + ,3 + ,10 + ,6 + ,-2 + ,-3 + ,24 + ,5 + ,14 + ,7 + ,-2 + ,0 + ,25 + ,5 + ,13 + ,8 + ,-2 + ,-5 + ,16 + ,5 + ,10 + ,9 + ,-2 + ,-3 + ,17 + ,3 + ,11 + ,10 + ,2 + ,3 + ,11 + ,6 + ,12 + ,11 + ,1 + ,2 + ,12 + ,6 + ,7 + ,12 + ,-8 + ,-7 + ,39 + ,4 + ,11 + ,1 + ,-1 + ,-1 + ,19 + ,6 + ,9 + ,2 + ,1 + ,0 + ,14 + ,5 + ,13 + ,3 + ,-1 + ,-3 + ,15 + ,4 + ,12 + ,4 + ,2 + ,4 + ,7 + ,5 + ,5 + ,5 + ,2 + ,2 + ,12 + ,5 + ,13 + ,6 + ,1 + ,3 + ,12 + ,4 + ,11 + ,7 + ,-1 + ,0 + ,14 + ,3 + ,8 + ,8 + ,-2 + ,-10 + ,9 + ,2 + ,8 + ,9 + ,-2 + ,-10 + ,8 + ,3 + ,8 + ,10 + ,-1 + ,-9 + ,4 + ,2 + ,8 + ,11 + ,-8 + ,-22 + ,7 + ,-1 + ,0 + ,12 + ,-4 + ,-16 + ,3 + ,0 + ,3 + ,1 + ,-6 + ,-18 + ,5 + ,-2 + ,0 + ,2 + ,-3 + ,-14 + ,0 + ,1 + ,-1 + ,3 + ,-3 + ,-12 + ,-2 + ,-2 + ,-1 + ,4 + ,-7 + ,-17 + ,6 + ,-2 + ,-4 + ,5 + ,-9 + ,-23 + ,11 + ,-2 + ,1 + ,6 + ,-11 + ,-28 + ,9 + ,-6 + ,-1 + ,7 + ,-13 + ,-31 + ,17 + ,-4 + ,0 + ,8 + ,-11 + ,-21 + ,21 + ,-2 + ,-1 + ,9 + ,-9 + ,-19 + ,21 + ,0 + ,6 + ,10 + ,-17 + ,-22 + ,41 + ,-5 + ,0 + ,11 + ,-22 + ,-22 + ,57 + ,-4 + ,-3 + ,12 + ,-25 + ,-25 + ,65 + ,-5 + ,-3 + ,1 + ,-20 + ,-16 + ,68 + ,-1 + ,4 + ,2 + ,-24 + ,-22 + ,73 + ,-2 + ,1 + ,3 + ,-24 + ,-21 + ,71 + ,-4 + ,0 + ,4 + ,-22 + ,-10 + ,71 + ,-1 + ,-4 + ,5 + ,-19 + ,-7 + ,70 + ,1 + ,-2 + ,6 + ,-18 + ,-5 + ,69 + ,1 + ,3 + ,7 + ,-17 + ,-4 + ,65 + ,-2 + ,2 + ,8 + ,-11 + ,7 + ,57 + ,1 + ,5 + ,9 + ,-11 + ,6 + ,57 + ,1 + ,6 + ,10 + ,-12 + ,3 + ,57 + ,3 + ,6 + ,11 + ,-10 + ,10 + ,55 + ,3 + ,3 + ,12 + ,-15 + ,0 + ,65 + ,1 + ,4 + ,1 + ,-15 + ,-2 + ,65 + ,1 + ,7 + ,2 + ,-15 + ,-1 + ,64 + ,0 + ,5 + ,3 + ,-13 + ,2 + ,60 + ,2 + ,6 + ,4 + ,-8 + ,8 + ,43 + ,2 + ,1 + ,5 + ,-13 + ,-6 + ,47 + ,-1 + ,3 + ,6 + ,-9 + ,-4 + ,40 + ,1 + ,6 + ,7 + ,-7 + ,4 + ,31 + ,0 + ,0 + ,8 + ,-4 + ,7 + ,27 + ,1 + ,3 + ,9 + ,-4 + ,3 + ,24 + ,1 + ,4 + ,10 + ,-2 + ,3 + ,23 + ,3 + ,7 + ,11 + ,0 + ,8 + ,17 + ,2 + ,6 + ,12 + ,-2 + ,3 + ,16 + ,0 + ,6 + ,1 + ,-3 + ,-3 + ,15 + ,0 + ,6 + ,2 + ,1 + ,4 + ,8 + ,3 + ,6 + ,3 + ,-2 + ,-5 + ,5 + ,-2 + ,2 + ,4 + ,-1 + ,-1 + ,6 + ,0 + ,2 + ,5 + ,1 + ,5 + ,5 + ,1 + ,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 = '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 t 1 -16 -33 1 2 -15 -32 2 3 -16 -32 3 4 -14 -31 4 5 -14 -31 5 6 -14 -32 6 7 -16 -32 7 8 -17 -33 8 9 -15 -31 9 10 -9 -21 10 11 -9 -17 11 12 -7 -14 12 13 -4 -10 13 14 -9 -13 14 15 -8 -19 15 16 -6 -10 16 17 -5 -13 17 18 -7 -11 18 19 -6 -9 19 20 -1 -1 20 21 -2 -3 21 22 -1 -7 22 23 -3 -6 23 24 -2 -1 24 25 -2 -11 25 26 -1 -3 26 27 -2 -1 27 28 -1 -2 28 29 0 -2 29 30 1 -2 30 31 -1 -4 31 32 -1 -1 32 33 0 0 33 34 0 -3 34 35 1 -4 35 36 1 -4 36 37 2 -2 37 38 1 -3 38 39 2 4 39 40 1 3 40 41 0 3 41 42 2 -1 42 43 1 5 43 44 0 -2 44 45 1 2 45 46 3 -1 46 47 2 6 47 48 4 4 48 49 1 -2 49 50 4 4 50 51 2 3 51 52 3 0 52 53 2 7 53 54 3 5 54 55 5 3 55 56 5 9 56 57 3 7 57 58 4 8 58 59 5 8 59 60 5 10 60 61 4 11 61 62 6 5 62 63 5 9 63 64 4 7 64 65 4 8 65 66 7 12 66 67 8 10 67 68 5 10 68 69 4 8 69 70 1 11 70 71 2 10 71 72 0 8 72 73 -2 5 73 74 -1 12 74 75 2 10 75 76 3 8 76 77 2 8 77 78 2 10 78 79 5 12 79 80 4 13 80 81 5 7 81 82 2 13 82 83 6 11 83 84 7 13 84 85 1 11 85 86 1 10 86 87 0 15 87 88 -2 11 88 89 -1 10 89 90 -1 12 90 91 1 14 91 92 0 11 92 93 0 8 93 94 -1 3 94 95 -1 15 95 96 -1 11 96 97 -4 0 97 98 -6 4 98 99 -3 7 99 100 -7 12 100 101 -4 5 101 102 -5 2 102 103 -3 0 103 104 -5 5 104 105 -6 4 105 106 -7 7 106 107 -6 0 107 108 -8 -1 108 109 -5 3 109 110 -5 2 110 111 -3 7 111 112 -2 6 112 113 -1 3 113 114 1 3 114 115 -1 1 115 116 -1 8 116 117 3 10 117 118 2 6 118 119 4 11 119 120 3 6 120 121 1 6 121 122 0 3 122 123 2 10 123 124 2 12 124 125 2 9 125 126 3 12 126 127 2 10 127 128 1 6 128 129 0 8 129 130 -4 11 130 131 -9 11 131 132 -6 11 132 133 -7 14 133 134 -6 8 134 135 -6 12 135 136 -3 11 136 137 -3 14 137 138 -4 15 138 139 -5 15 139 140 -4 14 140 141 -3 16 141 142 -5 9 142 143 -3 13 143 144 -2 15 144 145 -3 14 145 146 -5 11 146 147 -3 14 147 148 -3 10 148 149 -4 13 149 150 -2 15 150 151 -3 20 151 152 -2 19 152 153 -3 16 153 154 2 22 154 155 1 19 155 156 -1 16 156 157 2 23 157 158 5 23 158 159 3 16 159 160 3 23 160 161 3 30 161 162 1 31 162 163 3 24 163 164 1 20 164 165 2 24 165 166 2 23 166 167 1 25 167 168 2 25 168 169 4 23 169 170 3 21 170 171 3 16 171 172 3 26 172 173 2 23 173 174 -1 15 174 175 1 23 175 176 3 20 176 177 4 22 177 178 4 24 178 179 6 22 179 180 4 24 180 181 6 24 181 182 6 29 182 183 8 29 183 184 4 25 184 185 8 16 185 186 10 18 186 187 9 13 187 188 12 22 188 189 9 15 189 190 11 20 190 191 11 19 191 192 11 18 192 193 11 13 193 194 11 17 194 195 9 17 195 196 8 13 196 197 6 14 197 198 7 13 198 199 8 17 199 200 6 17 200 201 5 15 201 202 2 9 202 203 3 10 203 204 3 9 204 205 7 14 205 206 8 18 206 207 7 18 207 208 7 12 208 209 6 16 209 210 6 12 210 211 7 19 211 212 5 13 212 213 5 12 213 214 5 13 214 215 4 11 215 216 4 10 216 217 4 16 217 218 1 12 218 219 -1 6 219 220 3 8 220 221 4 6 221 222 3 8 222 223 2 8 223 224 1 9 224 225 4 13 225 226 3 8 226 227 5 11 227 228 6 8 228 229 6 10 229 230 6 15 230 231 6 12 231 232 6 13 232 233 5 12 233 234 6 15 234 235 5 13 235 236 6 13 236 237 5 16 237 238 7 14 238 239 4 12 239 240 5 15 240 241 6 14 241 242 6 19 242 243 5 16 243 244 3 16 244 245 2 11 245 246 3 13 246 247 3 12 247 248 2 11 248 249 0 6 249 250 4 9 250 251 4 6 251 252 5 15 252 253 6 17 253 254 6 13 254 255 5 12 255 256 5 13 256 257 3 10 257 258 5 14 258 259 5 13 259 260 5 10 260 261 3 11 261 262 6 12 262 263 6 7 263 264 4 11 264 265 6 9 265 266 5 13 266 267 4 12 267 268 5 5 268 269 5 13 269 270 4 11 270 271 3 8 271 272 2 8 272 273 3 8 273 274 2 8 274 275 -1 0 275 276 0 3 276 277 -2 0 277 278 1 -1 278 279 -2 -1 279 280 -2 -4 280 281 -2 1 281 282 -6 -1 282 283 -4 0 283 284 -2 -1 284 285 0 6 285 286 -5 0 286 287 -4 -3 287 288 -5 -3 288 289 -1 4 289 290 -2 1 290 291 -4 0 291 292 -1 -4 292 293 1 -2 293 294 1 3 294 295 -2 2 295 296 1 5 296 297 1 6 297 298 3 6 298 299 3 3 299 300 1 4 300 301 1 7 301 302 0 5 302 303 2 6 303 304 2 1 304 305 -1 3 305 306 1 6 306 307 0 0 307 308 1 3 308 309 1 4 309 310 3 7 310 311 2 6 311 312 0 6 312 313 0 6 313 314 3 6 314 315 -2 2 315 316 0 2 316 317 1 2 317 318 -1 3 318 319 -2 -1 319 320 -1 -4 320 321 -1 4 321 322 1 5 322 323 -2 3 323 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) maand economischesituatie 0.1174474 -0.0115480 0.2494050 werkloosheid financielesituatie spaarvermogen -0.2512233 0.2481153 0.2488992 t -0.0001324 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.92655 -0.25424 0.01552 0.26474 0.91317 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.1174474 0.0628466 1.869 0.0626 . maand -0.0115480 0.0057411 -2.011 0.0451 * economischesituatie 0.2494050 0.0027968 89.176 <2e-16 *** werkloosheid -0.2512233 0.0014271 -176.035 <2e-16 *** financielesituatie 0.2481153 0.0085798 28.918 <2e-16 *** spaarvermogen 0.2488992 0.0029089 85.565 <2e-16 *** t -0.0001324 0.0002384 -0.556 0.5789 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.355 on 316 degrees of freedom Multiple R-squared: 0.9985, Adjusted R-squared: 0.9984 F-statistic: 3.432e+04 on 6 and 316 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,] 0.32358771 0.647175418 0.676412291 [2,] 0.20615708 0.412314157 0.793842921 [3,] 0.33172386 0.663447719 0.668276141 [4,] 0.21691723 0.433834452 0.783082774 [5,] 0.21506502 0.430130033 0.784934983 [6,] 0.14003109 0.280062173 0.859968914 [7,] 0.10236125 0.204722509 0.897638745 [8,] 0.07815184 0.156303681 0.921848160 [9,] 0.21188125 0.423762509 0.788118746 [10,] 0.24579963 0.491599251 0.754200374 [11,] 0.28518098 0.570361958 0.714819021 [12,] 0.27075585 0.541511694 0.729244153 [13,] 0.31809909 0.636198177 0.681900912 [14,] 0.25582068 0.511641359 0.744179321 [15,] 0.21612039 0.432240772 0.783879614 [16,] 0.19944298 0.398885954 0.800557023 [17,] 0.17122636 0.342452712 0.828773644 [18,] 0.43182418 0.863648354 0.568175823 [19,] 0.36931814 0.738636275 0.630681862 [20,] 0.35273380 0.705467596 0.647266202 [21,] 0.35593695 0.711873906 0.644063047 [22,] 0.43762762 0.875255250 0.562372375 [23,] 0.42458616 0.849172325 0.575413837 [24,] 0.38076340 0.761526797 0.619236601 [25,] 0.34661506 0.693230121 0.653384939 [26,] 0.57603734 0.847925318 0.423962659 [27,] 0.52486740 0.950265196 0.475132598 [28,] 0.55186209 0.896275812 0.448137906 [29,] 0.50045520 0.999089601 0.499544800 [30,] 0.45647541 0.912950828 0.543524586 [31,] 0.52844148 0.943117031 0.471558515 [32,] 0.50813594 0.983728113 0.491864057 [33,] 0.46067390 0.921347807 0.539326097 [34,] 0.41127029 0.822540574 0.588729713 [35,] 0.37771599 0.755431976 0.622284012 [36,] 0.34886836 0.697736726 0.651131637 [37,] 0.42775397 0.855507931 0.572246035 [38,] 0.38443758 0.768875156 0.615562422 [39,] 0.35375453 0.707509052 0.646245474 [40,] 0.45731026 0.914620521 0.542689739 [41,] 0.42116983 0.842339657 0.578830171 [42,] 0.42075276 0.841505527 0.579247237 [43,] 0.47516177 0.950323548 0.524838226 [44,] 0.43775615 0.875512291 0.562243855 [45,] 0.39754623 0.795092455 0.602453772 [46,] 0.35653577 0.713071533 0.643464234 [47,] 0.39489835 0.789796697 0.605101651 [48,] 0.38953289 0.779065775 0.610467112 [49,] 0.35178449 0.703568982 0.648215509 [50,] 0.42514001 0.850280020 0.574859990 [51,] 0.46009777 0.920195543 0.539902228 [52,] 0.44704935 0.894098709 0.552950646 [53,] 0.49290138 0.985802761 0.507098619 [54,] 0.71348307 0.573033862 0.286516931 [55,] 0.67851915 0.642961700 0.321480850 [56,] 0.65493391 0.690132176 0.345066088 [57,] 0.77178528 0.456429443 0.228214721 [58,] 0.78650486 0.426990284 0.213495142 [59,] 0.78894244 0.422115118 0.211057559 [60,] 0.75957226 0.480855489 0.240427745 [61,] 0.76279484 0.474410320 0.237205160 [62,] 0.73848883 0.523022348 0.261511174 [63,] 0.82095320 0.358093601 0.179046800 [64,] 0.79580963 0.408380743 0.204190372 [65,] 0.78938016 0.421239680 0.210619840 [66,] 0.78923391 0.421532189 0.210766094 [67,] 0.76870081 0.462598379 0.231299190 [68,] 0.75732420 0.485351598 0.242675799 [69,] 0.74331324 0.513373517 0.256686759 [70,] 0.81809068 0.363818648 0.181909324 [71,] 0.79694622 0.406107552 0.203053776 [72,] 0.79993105 0.400137908 0.200068954 [73,] 0.77597622 0.448047557 0.224023778 [74,] 0.88400609 0.231987816 0.115993908 [75,] 0.92546563 0.149068746 0.074534373 [76,] 0.91286107 0.174277858 0.087138929 [77,] 0.89919492 0.201610154 0.100805077 [78,] 0.91940138 0.161197246 0.080598623 [79,] 0.91054774 0.178904513 0.089452257 [80,] 0.89573133 0.208537334 0.104268667 [81,] 0.88868368 0.222632647 0.111316324 [82,] 0.93243179 0.135136424 0.067568212 [83,] 0.92126912 0.157461763 0.078730882 [84,] 0.91687865 0.166242695 0.083121348 [85,] 0.90861291 0.182774170 0.091387085 [86,] 0.89595392 0.208092167 0.104046084 [87,] 0.89620273 0.207594541 0.103797270 [88,] 0.88969566 0.220608681 0.110304341 [89,] 0.88770495 0.224590108 0.112295054 [90,] 0.91831320 0.163373608 0.081686804 [91,] 0.91286241 0.174275176 0.087137588 [92,] 0.91040243 0.179195147 0.089597574 [93,] 0.89615610 0.207687793 0.103843897 [94,] 0.89455632 0.210887358 0.105443679 [95,] 0.90582607 0.188347862 0.094173931 [96,] 0.90472247 0.190555063 0.095277531 [97,] 0.90256174 0.194876521 0.097438260 [98,] 0.91679678 0.166406432 0.083203216 [99,] 0.91320583 0.173588334 0.086794167 [100,] 0.90042797 0.199144069 0.099572035 [101,] 0.90118259 0.197634814 0.098817407 [102,] 0.88667737 0.226645265 0.113322632 [103,] 0.87283167 0.254336655 0.127168328 [104,] 0.85589294 0.288214129 0.144107064 [105,] 0.84069622 0.318607553 0.159303776 [106,] 0.87061881 0.258762386 0.129381193 [107,] 0.85551124 0.288977512 0.144488756 [108,] 0.87667032 0.246659368 0.123329684 [109,] 0.93360149 0.132797018 0.066398509 [110,] 0.92550672 0.148986553 0.074493277 [111,] 0.95523309 0.089533825 0.044766913 [112,] 0.95998883 0.080022350 0.040011175 [113,] 0.96820701 0.063585974 0.031792987 [114,] 0.97907159 0.041856824 0.020928412 [115,] 0.98001029 0.039979420 0.019989710 [116,] 0.97634033 0.047319335 0.023659668 [117,] 0.98365827 0.032683468 0.016341734 [118,] 0.98931523 0.021369542 0.010684771 [119,] 0.98996298 0.020074050 0.010037025 [120,] 0.99458389 0.010832222 0.005416111 [121,] 0.99563627 0.008727468 0.004363734 [122,] 0.99554382 0.008912364 0.004456182 [123,] 0.99827525 0.003449490 0.001724745 [124,] 0.99822280 0.003554397 0.001777198 [125,] 0.99825600 0.003488007 0.001744003 [126,] 0.99788232 0.004235369 0.002117685 [127,] 0.99739657 0.005206851 0.002603426 [128,] 0.99695682 0.006086351 0.003043175 [129,] 0.99660164 0.006796725 0.003398362 [130,] 0.99740105 0.005197902 0.002598951 [131,] 0.99703808 0.005923842 0.002961921 [132,] 0.99675350 0.006493007 0.003246504 [133,] 0.99609538 0.007809236 0.003904618 [134,] 0.99576344 0.008473123 0.004236562 [135,] 0.99678248 0.006435044 0.003217522 [136,] 0.99784537 0.004309251 0.002154625 [137,] 0.99783581 0.004328379 0.002164190 [138,] 0.99840352 0.003192967 0.001596484 [139,] 0.99795206 0.004095886 0.002047943 [140,] 0.99758449 0.004831030 0.002415515 [141,] 0.99828383 0.003432331 0.001716166 [142,] 0.99863892 0.002722168 0.001361084 [143,] 0.99846257 0.003074868 0.001537434 [144,] 0.99824277 0.003514467 0.001757233 [145,] 0.99807071 0.003858588 0.001929294 [146,] 0.99778868 0.004422634 0.002211317 [147,] 0.99836409 0.003271823 0.001635912 [148,] 0.99790516 0.004189678 0.002094839 [149,] 0.99733688 0.005326237 0.002663118 [150,] 0.99682325 0.006353509 0.003176754 [151,] 0.99673503 0.006529940 0.003264970 [152,] 0.99625587 0.007488262 0.003744131 [153,] 0.99530418 0.009391635 0.004695817 [154,] 0.99619929 0.007601428 0.003800714 [155,] 0.99527183 0.009456349 0.004728174 [156,] 0.99473421 0.010531575 0.005265787 [157,] 0.99563655 0.008726902 0.004363451 [158,] 0.99695240 0.006095196 0.003047598 [159,] 0.99614967 0.007700657 0.003850329 [160,] 0.99531673 0.009366537 0.004683269 [161,] 0.99543774 0.009124522 0.004562261 [162,] 0.99429926 0.011401474 0.005700737 [163,] 0.99368849 0.012623015 0.006311507 [164,] 0.99474303 0.010513940 0.005256970 [165,] 0.99381470 0.012370593 0.006185297 [166,] 0.99343900 0.013121994 0.006560997 [167,] 0.99491972 0.010160567 0.005080284 [168,] 0.99428472 0.011430551 0.005715275 [169,] 0.99340195 0.013196091 0.006598046 [170,] 0.99172280 0.016554398 0.008277199 [171,] 0.99127896 0.017442072 0.008721036 [172,] 0.98923379 0.021532419 0.010766210 [173,] 0.98678239 0.026435214 0.013217607 [174,] 0.98384588 0.032308243 0.016154121 [175,] 0.98028692 0.039426162 0.019713081 [176,] 0.97634128 0.047317431 0.023658715 [177,] 0.97207533 0.055849337 0.027924668 [178,] 0.97131907 0.057361864 0.028680932 [179,] 0.97561923 0.048761545 0.024380773 [180,] 0.97600623 0.047987531 0.023993766 [181,] 0.97117247 0.057655064 0.028827532 [182,] 0.96543204 0.069135915 0.034567958 [183,] 0.95879104 0.082417915 0.041208958 [184,] 0.95485310 0.090293794 0.045146897 [185,] 0.95691919 0.086161623 0.043080812 [186,] 0.95799387 0.084012260 0.042006130 [187,] 0.97518552 0.049628952 0.024814476 [188,] 0.97627244 0.047455113 0.023727557 [189,] 0.97187694 0.056246119 0.028123059 [190,] 0.97110007 0.057799857 0.028899928 [191,] 0.97728512 0.045429765 0.022714883 [192,] 0.97233176 0.055336478 0.027668239 [193,] 0.96985203 0.060295940 0.030147970 [194,] 0.96951036 0.060979274 0.030489637 [195,] 0.96608931 0.067821389 0.033910694 [196,] 0.96614330 0.067713393 0.033856696 [197,] 0.97773593 0.044528138 0.022264069 [198,] 0.97336715 0.053265696 0.026632848 [199,] 0.96824910 0.063501808 0.031750904 [200,] 0.96894801 0.062103989 0.031051994 [201,] 0.96330239 0.073395210 0.036697605 [202,] 0.97171071 0.056578581 0.028289290 [203,] 0.97590780 0.048184405 0.024092203 [204,] 0.97980514 0.040389720 0.020194860 [205,] 0.97795805 0.044083909 0.022041955 [206,] 0.97646829 0.047063410 0.023531705 [207,] 0.97119182 0.057616365 0.028808183 [208,] 0.96510953 0.069780937 0.034890468 [209,] 0.96256625 0.074867504 0.037433752 [210,] 0.95783076 0.084338480 0.042169240 [211,] 0.95877075 0.082458506 0.041229253 [212,] 0.95850637 0.082987253 0.041493627 [213,] 0.96322511 0.073549779 0.036774890 [214,] 0.96048555 0.079028896 0.039514448 [215,] 0.96998637 0.060027253 0.030013626 [216,] 0.96720949 0.065581012 0.032790506 [217,] 0.96298316 0.074033678 0.037016839 [218,] 0.97219724 0.055605511 0.027802755 [219,] 0.96982500 0.060349994 0.030174997 [220,] 0.96340547 0.073189069 0.036594534 [221,] 0.95597877 0.088042459 0.044021229 [222,] 0.95752997 0.084940065 0.042470032 [223,] 0.94886386 0.102272272 0.051136136 [224,] 0.94680430 0.106391398 0.053195699 [225,] 0.94018920 0.119621609 0.059810804 [226,] 0.92838097 0.143238056 0.071619028 [227,] 0.91475549 0.170489015 0.085244508 [228,] 0.91669011 0.166619771 0.083309886 [229,] 0.92437966 0.151240670 0.075620335 [230,] 0.91488090 0.170238208 0.085119104 [231,] 0.90156464 0.196870715 0.098435357 [232,] 0.92533667 0.149326665 0.074663332 [233,] 0.94875749 0.102485023 0.051242511 [234,] 0.94738916 0.105221683 0.052610841 [235,] 0.95105458 0.097890834 0.048945417 [236,] 0.97183324 0.056333518 0.028166759 [237,] 0.96604956 0.067900887 0.033950443 [238,] 0.97526372 0.049472557 0.024736279 [239,] 0.97455940 0.050881208 0.025440604 [240,] 0.97520077 0.049598454 0.024799227 [241,] 0.97122903 0.057541933 0.028770967 [242,] 0.97558603 0.048827930 0.024413965 [243,] 0.97204355 0.055912897 0.027956448 [244,] 0.96613305 0.067733906 0.033866953 [245,] 0.96667916 0.066641671 0.033320835 [246,] 0.97146124 0.057077525 0.028538763 [247,] 0.97123610 0.057527802 0.028763901 [248,] 0.97383756 0.052324879 0.026162439 [249,] 0.97079202 0.058415951 0.029207976 [250,] 0.96369242 0.072615150 0.036307575 [251,] 0.96422533 0.071549336 0.035774668 [252,] 0.96472489 0.070550221 0.035275111 [253,] 0.96602308 0.067953845 0.033976922 [254,] 0.96664560 0.066708810 0.033354405 [255,] 0.96003486 0.079930271 0.039965135 [256,] 0.95558218 0.088835647 0.044417824 [257,] 0.94465444 0.110691117 0.055345559 [258,] 0.95360664 0.092786727 0.046393364 [259,] 0.94378797 0.112424060 0.056212030 [260,] 0.93076420 0.138471608 0.069235804 [261,] 0.94657030 0.106859395 0.053429698 [262,] 0.94368323 0.112633540 0.056316770 [263,] 0.94252783 0.114944332 0.057472166 [264,] 0.92908391 0.141832171 0.070916086 [265,] 0.91552790 0.168944193 0.084472096 [266,] 0.92706012 0.145879751 0.072939876 [267,] 0.90840736 0.183185280 0.091592640 [268,] 0.88700269 0.225994612 0.112997306 [269,] 0.88386023 0.232279544 0.116139772 [270,] 0.85767158 0.284656839 0.142328420 [271,] 0.82904817 0.341903660 0.170951830 [272,] 0.81850150 0.362996999 0.181498500 [273,] 0.78991133 0.420177337 0.210088668 [274,] 0.74919839 0.501603210 0.250801605 [275,] 0.73846707 0.523065863 0.261532931 [276,] 0.75978416 0.480431673 0.240215836 [277,] 0.71449436 0.571011279 0.285505640 [278,] 0.73978696 0.520426080 0.260213040 [279,] 0.81488248 0.370235047 0.185117524 [280,] 0.78178027 0.436439452 0.218219726 [281,] 0.73516177 0.529676463 0.264838232 [282,] 0.68807770 0.623844602 0.311922301 [283,] 0.78949563 0.421008747 0.210504373 [284,] 0.85624474 0.287510517 0.143755259 [285,] 0.86958633 0.260827331 0.130413666 [286,] 0.84000734 0.319985313 0.159992657 [287,] 0.79478372 0.410432561 0.205216280 [288,] 0.74335836 0.513283272 0.256641636 [289,] 0.90518511 0.189629786 0.094814893 [290,] 0.88601733 0.227965335 0.113982668 [291,] 0.84803040 0.303939193 0.151969596 [292,] 0.79756203 0.404875932 0.202437966 [293,] 0.82242212 0.355155754 0.177577877 [294,] 0.76727898 0.465442032 0.232721016 [295,] 0.73188469 0.536230614 0.268115307 [296,] 0.66648715 0.667025703 0.333512852 [297,] 0.62188930 0.756221410 0.378110705 [298,] 0.56918490 0.861630207 0.430815103 [299,] 0.47089776 0.941795517 0.529102242 [300,] 0.42842096 0.856841912 0.571579044 [301,] 0.47639916 0.952798323 0.523600838 [302,] 0.54079784 0.918404327 0.459202163 [303,] 0.39750605 0.795012107 0.602493946 [304,] 0.25443428 0.508868552 0.745565724 > postscript(file="/var/www/rcomp/tmp/1fb161321948814.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2hcpa1321948814.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3rf541321948814.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/49q4r1321948814.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5abfe1321948814.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 -0.391858222 -0.380895697 -0.118024976 0.399748851 0.163280935 0.423860597 7 8 9 10 11 12 0.179920015 -0.311384993 -0.043767117 -0.011990185 -0.001923055 -0.232475855 13 14 15 16 17 18 0.151908940 0.402782202 -0.095183892 0.178915989 0.194138839 -0.032292183 19 20 21 22 23 24 -0.270790448 -0.488634410 0.262248335 -0.473629574 -0.213922572 0.054484554 25 26 27 28 29 30 0.418961215 0.437662456 -0.794190336 -0.030569503 -0.271202479 0.489287643 31 32 33 34 35 36 -0.501927825 -0.484531916 0.028315675 0.282428946 -0.709999950 0.049762001 37 38 39 40 41 42 0.677580986 0.188789399 -0.041163505 -0.535543483 0.219987394 0.232224025 43 44 45 46 47 48 -0.001375672 0.251938075 -0.228937298 -0.473006559 0.036526305 -0.198373789 49 50 51 52 53 54 0.913167251 0.434626218 -0.061043478 -0.297739097 0.218638868 -0.020064365 55 56 57 58 59 60 -0.002618054 -0.485456177 0.266516658 0.032967364 -0.699202671 0.312232653 61 62 63 64 65 66 0.433396682 -0.312123193 -0.800899166 -0.038973253 0.223179572 -0.755744720 67 68 69 70 71 72 -0.489487917 0.265976944 0.015308657 -0.471097783 -0.201955365 0.558680830 73 74 75 76 77 78 0.167641038 0.449226044 -0.289050045 0.223536836 -0.262369137 0.253331061 79 80 81 82 83 84 -0.725909682 0.035020231 0.293799029 0.050346859 -0.926552424 0.594207624 85 86 87 88 89 90 0.202017670 0.216267254 -0.514134924 0.240034880 -0.005997131 -0.240891886 91 92 93 94 95 96 -0.726943931 0.033219465 0.291664416 0.301611570 -0.168672481 0.336719839 97 98 99 100 101 102 0.441667391 0.456428121 -0.519365459 -0.258957956 -0.251842257 0.004056265 103 104 105 106 107 108 -0.238812027 -0.468057309 0.296059057 0.306844083 -0.455017390 0.307809258 109 110 111 112 113 114 0.191565697 0.453268457 -0.029019974 0.226137918 -0.008311506 0.257171659 115 116 117 118 119 120 -0.485333922 0.029686727 0.552230444 -0.694261907 0.067667160 0.818984357 121 122 123 124 125 126 -0.304340699 0.703409486 -0.521617181 0.488561432 -0.003588568 -0.488606266 127 128 129 130 131 132 -0.477970467 0.535557464 0.796364829 -0.439412860 0.319060955 0.826575526 133 134 135 136 137 138 -0.299530782 -0.287082062 0.219843292 0.231116929 0.249208000 -0.236887328 139 140 141 142 143 144 -0.480794902 0.282264383 0.302824010 0.288383496 -0.193581966 0.577706227 145 146 147 148 149 150 -0.537989816 -0.285199271 -0.505270451 0.001378579 0.258226457 -0.478487348 151 152 153 154 155 156 -0.468642580 0.292464832 0.304413083 0.319159771 -0.171204978 -0.413454397 157 158 159 160 161 162 -0.035092445 -0.022751452 -0.026843961 -0.251375095 -0.235030929 0.020344392 163 164 165 166 167 168 0.528750601 0.029183676 0.300293579 -0.432281657 0.577730336 0.090072120 169 170 171 172 173 174 0.209684139 -0.283249774 0.222331902 -0.250648409 0.502803499 0.253366035 175 176 177 178 179 180 0.270709959 -0.464067586 -0.205146078 -0.187694428 0.073006992 0.336161156 181 182 183 184 185 186 -0.042453243 -0.028938949 -0.013555994 -0.016892260 0.239906592 0.010532631 187 188 189 190 191 192 0.517899558 0.541504301 -0.211264295 0.053539322 0.066532195 0.072813580 193 194 195 196 197 198 -0.052279332 -0.279878920 -0.271339484 -0.510986733 -0.246520116 0.263497602 199 200 201 202 203 204 -0.218500868 -0.453778090 0.059437938 0.326186516 0.361053637 0.352388109 205 206 207 208 209 210 0.484698087 -0.502260419 0.009320188 0.260792941 -0.223223417 0.286500583 211 212 213 214 215 216 0.564582684 0.556797916 0.567972530 -0.168056386 -0.157420586 0.110004177 217 218 219 220 221 222 -0.012599829 -0.256644774 0.245423722 -0.231604626 0.535146919 0.544169428 223 224 225 226 227 228 -0.191703141 -0.438179879 0.330977361 -0.145585702 0.612551103 0.369143996 229 230 231 232 233 234 0.239489920 0.007235683 -0.233129462 0.031536784 -0.210924724 0.298469187 235 236 237 238 239 240 0.054378774 0.066653752 0.331603441 0.351696787 0.104893324 -0.125826097 241 242 243 244 245 246 -0.503161051 0.513989760 0.266746506 -0.479507077 0.533515047 -0.202536603 247 248 249 250 251 252 0.305629848 -0.437593629 -0.442359169 0.085449970 0.346274729 -0.132766771 253 254 255 256 257 258 -0.014801051 0.241881383 0.257354670 -0.487203994 -0.478925268 0.038414108 259 260 261 262 263 264 -0.197998067 -0.453604447 -0.442179397 -0.427514338 0.329290645 -0.130720512 265 266 267 268 269 270 0.223055319 -0.018267479 -0.510134035 0.240103950 0.015517074 -0.476293741 271 272 273 274 275 276 -0.219138508 0.278591187 -0.209067029 -0.203569555 -0.460413669 0.055130182 277 278 279 280 281 282 0.172419717 0.434916662 0.189686361 0.204876204 -0.275392756 -0.028873908 283 284 285 286 287 288 -0.004321786 0.270869965 -0.454785058 0.063548747 -0.406615522 -0.388818169 289 290 291 292 293 294 0.258554754 0.017595053 0.022553712 -0.457970420 0.560242408 -0.422606781 295 296 297 298 299 300 0.328020594 0.095415316 0.107601544 -0.628733550 -0.118637357 0.146658035 301 302 303 304 305 306 -0.228125151 0.028840727 -0.457717125 0.031232991 -0.213975180 0.297403612 307 308 309 310 311 312 -0.205655340 0.058103655 0.064835105 0.582363836 0.336693744 -0.159593242 313 314 315 316 317 318 -0.041281819 -0.278345874 0.460483671 0.229536548 0.245448043 -0.489951727 319 320 321 322 323 0.256978048 -0.225914035 -0.450500911 -0.427339113 -0.165973957 > postscript(file="/var/www/rcomp/tmp/62wt51321948814.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 -0.391858222 NA 1 -0.380895697 -0.391858222 2 -0.118024976 -0.380895697 3 0.399748851 -0.118024976 4 0.163280935 0.399748851 5 0.423860597 0.163280935 6 0.179920015 0.423860597 7 -0.311384993 0.179920015 8 -0.043767117 -0.311384993 9 -0.011990185 -0.043767117 10 -0.001923055 -0.011990185 11 -0.232475855 -0.001923055 12 0.151908940 -0.232475855 13 0.402782202 0.151908940 14 -0.095183892 0.402782202 15 0.178915989 -0.095183892 16 0.194138839 0.178915989 17 -0.032292183 0.194138839 18 -0.270790448 -0.032292183 19 -0.488634410 -0.270790448 20 0.262248335 -0.488634410 21 -0.473629574 0.262248335 22 -0.213922572 -0.473629574 23 0.054484554 -0.213922572 24 0.418961215 0.054484554 25 0.437662456 0.418961215 26 -0.794190336 0.437662456 27 -0.030569503 -0.794190336 28 -0.271202479 -0.030569503 29 0.489287643 -0.271202479 30 -0.501927825 0.489287643 31 -0.484531916 -0.501927825 32 0.028315675 -0.484531916 33 0.282428946 0.028315675 34 -0.709999950 0.282428946 35 0.049762001 -0.709999950 36 0.677580986 0.049762001 37 0.188789399 0.677580986 38 -0.041163505 0.188789399 39 -0.535543483 -0.041163505 40 0.219987394 -0.535543483 41 0.232224025 0.219987394 42 -0.001375672 0.232224025 43 0.251938075 -0.001375672 44 -0.228937298 0.251938075 45 -0.473006559 -0.228937298 46 0.036526305 -0.473006559 47 -0.198373789 0.036526305 48 0.913167251 -0.198373789 49 0.434626218 0.913167251 50 -0.061043478 0.434626218 51 -0.297739097 -0.061043478 52 0.218638868 -0.297739097 53 -0.020064365 0.218638868 54 -0.002618054 -0.020064365 55 -0.485456177 -0.002618054 56 0.266516658 -0.485456177 57 0.032967364 0.266516658 58 -0.699202671 0.032967364 59 0.312232653 -0.699202671 60 0.433396682 0.312232653 61 -0.312123193 0.433396682 62 -0.800899166 -0.312123193 63 -0.038973253 -0.800899166 64 0.223179572 -0.038973253 65 -0.755744720 0.223179572 66 -0.489487917 -0.755744720 67 0.265976944 -0.489487917 68 0.015308657 0.265976944 69 -0.471097783 0.015308657 70 -0.201955365 -0.471097783 71 0.558680830 -0.201955365 72 0.167641038 0.558680830 73 0.449226044 0.167641038 74 -0.289050045 0.449226044 75 0.223536836 -0.289050045 76 -0.262369137 0.223536836 77 0.253331061 -0.262369137 78 -0.725909682 0.253331061 79 0.035020231 -0.725909682 80 0.293799029 0.035020231 81 0.050346859 0.293799029 82 -0.926552424 0.050346859 83 0.594207624 -0.926552424 84 0.202017670 0.594207624 85 0.216267254 0.202017670 86 -0.514134924 0.216267254 87 0.240034880 -0.514134924 88 -0.005997131 0.240034880 89 -0.240891886 -0.005997131 90 -0.726943931 -0.240891886 91 0.033219465 -0.726943931 92 0.291664416 0.033219465 93 0.301611570 0.291664416 94 -0.168672481 0.301611570 95 0.336719839 -0.168672481 96 0.441667391 0.336719839 97 0.456428121 0.441667391 98 -0.519365459 0.456428121 99 -0.258957956 -0.519365459 100 -0.251842257 -0.258957956 101 0.004056265 -0.251842257 102 -0.238812027 0.004056265 103 -0.468057309 -0.238812027 104 0.296059057 -0.468057309 105 0.306844083 0.296059057 106 -0.455017390 0.306844083 107 0.307809258 -0.455017390 108 0.191565697 0.307809258 109 0.453268457 0.191565697 110 -0.029019974 0.453268457 111 0.226137918 -0.029019974 112 -0.008311506 0.226137918 113 0.257171659 -0.008311506 114 -0.485333922 0.257171659 115 0.029686727 -0.485333922 116 0.552230444 0.029686727 117 -0.694261907 0.552230444 118 0.067667160 -0.694261907 119 0.818984357 0.067667160 120 -0.304340699 0.818984357 121 0.703409486 -0.304340699 122 -0.521617181 0.703409486 123 0.488561432 -0.521617181 124 -0.003588568 0.488561432 125 -0.488606266 -0.003588568 126 -0.477970467 -0.488606266 127 0.535557464 -0.477970467 128 0.796364829 0.535557464 129 -0.439412860 0.796364829 130 0.319060955 -0.439412860 131 0.826575526 0.319060955 132 -0.299530782 0.826575526 133 -0.287082062 -0.299530782 134 0.219843292 -0.287082062 135 0.231116929 0.219843292 136 0.249208000 0.231116929 137 -0.236887328 0.249208000 138 -0.480794902 -0.236887328 139 0.282264383 -0.480794902 140 0.302824010 0.282264383 141 0.288383496 0.302824010 142 -0.193581966 0.288383496 143 0.577706227 -0.193581966 144 -0.537989816 0.577706227 145 -0.285199271 -0.537989816 146 -0.505270451 -0.285199271 147 0.001378579 -0.505270451 148 0.258226457 0.001378579 149 -0.478487348 0.258226457 150 -0.468642580 -0.478487348 151 0.292464832 -0.468642580 152 0.304413083 0.292464832 153 0.319159771 0.304413083 154 -0.171204978 0.319159771 155 -0.413454397 -0.171204978 156 -0.035092445 -0.413454397 157 -0.022751452 -0.035092445 158 -0.026843961 -0.022751452 159 -0.251375095 -0.026843961 160 -0.235030929 -0.251375095 161 0.020344392 -0.235030929 162 0.528750601 0.020344392 163 0.029183676 0.528750601 164 0.300293579 0.029183676 165 -0.432281657 0.300293579 166 0.577730336 -0.432281657 167 0.090072120 0.577730336 168 0.209684139 0.090072120 169 -0.283249774 0.209684139 170 0.222331902 -0.283249774 171 -0.250648409 0.222331902 172 0.502803499 -0.250648409 173 0.253366035 0.502803499 174 0.270709959 0.253366035 175 -0.464067586 0.270709959 176 -0.205146078 -0.464067586 177 -0.187694428 -0.205146078 178 0.073006992 -0.187694428 179 0.336161156 0.073006992 180 -0.042453243 0.336161156 181 -0.028938949 -0.042453243 182 -0.013555994 -0.028938949 183 -0.016892260 -0.013555994 184 0.239906592 -0.016892260 185 0.010532631 0.239906592 186 0.517899558 0.010532631 187 0.541504301 0.517899558 188 -0.211264295 0.541504301 189 0.053539322 -0.211264295 190 0.066532195 0.053539322 191 0.072813580 0.066532195 192 -0.052279332 0.072813580 193 -0.279878920 -0.052279332 194 -0.271339484 -0.279878920 195 -0.510986733 -0.271339484 196 -0.246520116 -0.510986733 197 0.263497602 -0.246520116 198 -0.218500868 0.263497602 199 -0.453778090 -0.218500868 200 0.059437938 -0.453778090 201 0.326186516 0.059437938 202 0.361053637 0.326186516 203 0.352388109 0.361053637 204 0.484698087 0.352388109 205 -0.502260419 0.484698087 206 0.009320188 -0.502260419 207 0.260792941 0.009320188 208 -0.223223417 0.260792941 209 0.286500583 -0.223223417 210 0.564582684 0.286500583 211 0.556797916 0.564582684 212 0.567972530 0.556797916 213 -0.168056386 0.567972530 214 -0.157420586 -0.168056386 215 0.110004177 -0.157420586 216 -0.012599829 0.110004177 217 -0.256644774 -0.012599829 218 0.245423722 -0.256644774 219 -0.231604626 0.245423722 220 0.535146919 -0.231604626 221 0.544169428 0.535146919 222 -0.191703141 0.544169428 223 -0.438179879 -0.191703141 224 0.330977361 -0.438179879 225 -0.145585702 0.330977361 226 0.612551103 -0.145585702 227 0.369143996 0.612551103 228 0.239489920 0.369143996 229 0.007235683 0.239489920 230 -0.233129462 0.007235683 231 0.031536784 -0.233129462 232 -0.210924724 0.031536784 233 0.298469187 -0.210924724 234 0.054378774 0.298469187 235 0.066653752 0.054378774 236 0.331603441 0.066653752 237 0.351696787 0.331603441 238 0.104893324 0.351696787 239 -0.125826097 0.104893324 240 -0.503161051 -0.125826097 241 0.513989760 -0.503161051 242 0.266746506 0.513989760 243 -0.479507077 0.266746506 244 0.533515047 -0.479507077 245 -0.202536603 0.533515047 246 0.305629848 -0.202536603 247 -0.437593629 0.305629848 248 -0.442359169 -0.437593629 249 0.085449970 -0.442359169 250 0.346274729 0.085449970 251 -0.132766771 0.346274729 252 -0.014801051 -0.132766771 253 0.241881383 -0.014801051 254 0.257354670 0.241881383 255 -0.487203994 0.257354670 256 -0.478925268 -0.487203994 257 0.038414108 -0.478925268 258 -0.197998067 0.038414108 259 -0.453604447 -0.197998067 260 -0.442179397 -0.453604447 261 -0.427514338 -0.442179397 262 0.329290645 -0.427514338 263 -0.130720512 0.329290645 264 0.223055319 -0.130720512 265 -0.018267479 0.223055319 266 -0.510134035 -0.018267479 267 0.240103950 -0.510134035 268 0.015517074 0.240103950 269 -0.476293741 0.015517074 270 -0.219138508 -0.476293741 271 0.278591187 -0.219138508 272 -0.209067029 0.278591187 273 -0.203569555 -0.209067029 274 -0.460413669 -0.203569555 275 0.055130182 -0.460413669 276 0.172419717 0.055130182 277 0.434916662 0.172419717 278 0.189686361 0.434916662 279 0.204876204 0.189686361 280 -0.275392756 0.204876204 281 -0.028873908 -0.275392756 282 -0.004321786 -0.028873908 283 0.270869965 -0.004321786 284 -0.454785058 0.270869965 285 0.063548747 -0.454785058 286 -0.406615522 0.063548747 287 -0.388818169 -0.406615522 288 0.258554754 -0.388818169 289 0.017595053 0.258554754 290 0.022553712 0.017595053 291 -0.457970420 0.022553712 292 0.560242408 -0.457970420 293 -0.422606781 0.560242408 294 0.328020594 -0.422606781 295 0.095415316 0.328020594 296 0.107601544 0.095415316 297 -0.628733550 0.107601544 298 -0.118637357 -0.628733550 299 0.146658035 -0.118637357 300 -0.228125151 0.146658035 301 0.028840727 -0.228125151 302 -0.457717125 0.028840727 303 0.031232991 -0.457717125 304 -0.213975180 0.031232991 305 0.297403612 -0.213975180 306 -0.205655340 0.297403612 307 0.058103655 -0.205655340 308 0.064835105 0.058103655 309 0.582363836 0.064835105 310 0.336693744 0.582363836 311 -0.159593242 0.336693744 312 -0.041281819 -0.159593242 313 -0.278345874 -0.041281819 314 0.460483671 -0.278345874 315 0.229536548 0.460483671 316 0.245448043 0.229536548 317 -0.489951727 0.245448043 318 0.256978048 -0.489951727 319 -0.225914035 0.256978048 320 -0.450500911 -0.225914035 321 -0.427339113 -0.450500911 322 -0.165973957 -0.427339113 323 NA -0.165973957 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.380895697 -0.391858222 [2,] -0.118024976 -0.380895697 [3,] 0.399748851 -0.118024976 [4,] 0.163280935 0.399748851 [5,] 0.423860597 0.163280935 [6,] 0.179920015 0.423860597 [7,] -0.311384993 0.179920015 [8,] -0.043767117 -0.311384993 [9,] -0.011990185 -0.043767117 [10,] -0.001923055 -0.011990185 [11,] -0.232475855 -0.001923055 [12,] 0.151908940 -0.232475855 [13,] 0.402782202 0.151908940 [14,] -0.095183892 0.402782202 [15,] 0.178915989 -0.095183892 [16,] 0.194138839 0.178915989 [17,] -0.032292183 0.194138839 [18,] -0.270790448 -0.032292183 [19,] -0.488634410 -0.270790448 [20,] 0.262248335 -0.488634410 [21,] -0.473629574 0.262248335 [22,] -0.213922572 -0.473629574 [23,] 0.054484554 -0.213922572 [24,] 0.418961215 0.054484554 [25,] 0.437662456 0.418961215 [26,] -0.794190336 0.437662456 [27,] -0.030569503 -0.794190336 [28,] -0.271202479 -0.030569503 [29,] 0.489287643 -0.271202479 [30,] -0.501927825 0.489287643 [31,] -0.484531916 -0.501927825 [32,] 0.028315675 -0.484531916 [33,] 0.282428946 0.028315675 [34,] -0.709999950 0.282428946 [35,] 0.049762001 -0.709999950 [36,] 0.677580986 0.049762001 [37,] 0.188789399 0.677580986 [38,] -0.041163505 0.188789399 [39,] -0.535543483 -0.041163505 [40,] 0.219987394 -0.535543483 [41,] 0.232224025 0.219987394 [42,] -0.001375672 0.232224025 [43,] 0.251938075 -0.001375672 [44,] -0.228937298 0.251938075 [45,] -0.473006559 -0.228937298 [46,] 0.036526305 -0.473006559 [47,] -0.198373789 0.036526305 [48,] 0.913167251 -0.198373789 [49,] 0.434626218 0.913167251 [50,] -0.061043478 0.434626218 [51,] -0.297739097 -0.061043478 [52,] 0.218638868 -0.297739097 [53,] -0.020064365 0.218638868 [54,] -0.002618054 -0.020064365 [55,] -0.485456177 -0.002618054 [56,] 0.266516658 -0.485456177 [57,] 0.032967364 0.266516658 [58,] -0.699202671 0.032967364 [59,] 0.312232653 -0.699202671 [60,] 0.433396682 0.312232653 [61,] -0.312123193 0.433396682 [62,] -0.800899166 -0.312123193 [63,] -0.038973253 -0.800899166 [64,] 0.223179572 -0.038973253 [65,] -0.755744720 0.223179572 [66,] -0.489487917 -0.755744720 [67,] 0.265976944 -0.489487917 [68,] 0.015308657 0.265976944 [69,] -0.471097783 0.015308657 [70,] -0.201955365 -0.471097783 [71,] 0.558680830 -0.201955365 [72,] 0.167641038 0.558680830 [73,] 0.449226044 0.167641038 [74,] -0.289050045 0.449226044 [75,] 0.223536836 -0.289050045 [76,] -0.262369137 0.223536836 [77,] 0.253331061 -0.262369137 [78,] -0.725909682 0.253331061 [79,] 0.035020231 -0.725909682 [80,] 0.293799029 0.035020231 [81,] 0.050346859 0.293799029 [82,] -0.926552424 0.050346859 [83,] 0.594207624 -0.926552424 [84,] 0.202017670 0.594207624 [85,] 0.216267254 0.202017670 [86,] -0.514134924 0.216267254 [87,] 0.240034880 -0.514134924 [88,] -0.005997131 0.240034880 [89,] -0.240891886 -0.005997131 [90,] -0.726943931 -0.240891886 [91,] 0.033219465 -0.726943931 [92,] 0.291664416 0.033219465 [93,] 0.301611570 0.291664416 [94,] -0.168672481 0.301611570 [95,] 0.336719839 -0.168672481 [96,] 0.441667391 0.336719839 [97,] 0.456428121 0.441667391 [98,] -0.519365459 0.456428121 [99,] -0.258957956 -0.519365459 [100,] -0.251842257 -0.258957956 [101,] 0.004056265 -0.251842257 [102,] -0.238812027 0.004056265 [103,] -0.468057309 -0.238812027 [104,] 0.296059057 -0.468057309 [105,] 0.306844083 0.296059057 [106,] -0.455017390 0.306844083 [107,] 0.307809258 -0.455017390 [108,] 0.191565697 0.307809258 [109,] 0.453268457 0.191565697 [110,] -0.029019974 0.453268457 [111,] 0.226137918 -0.029019974 [112,] -0.008311506 0.226137918 [113,] 0.257171659 -0.008311506 [114,] -0.485333922 0.257171659 [115,] 0.029686727 -0.485333922 [116,] 0.552230444 0.029686727 [117,] -0.694261907 0.552230444 [118,] 0.067667160 -0.694261907 [119,] 0.818984357 0.067667160 [120,] -0.304340699 0.818984357 [121,] 0.703409486 -0.304340699 [122,] -0.521617181 0.703409486 [123,] 0.488561432 -0.521617181 [124,] -0.003588568 0.488561432 [125,] -0.488606266 -0.003588568 [126,] -0.477970467 -0.488606266 [127,] 0.535557464 -0.477970467 [128,] 0.796364829 0.535557464 [129,] -0.439412860 0.796364829 [130,] 0.319060955 -0.439412860 [131,] 0.826575526 0.319060955 [132,] -0.299530782 0.826575526 [133,] -0.287082062 -0.299530782 [134,] 0.219843292 -0.287082062 [135,] 0.231116929 0.219843292 [136,] 0.249208000 0.231116929 [137,] -0.236887328 0.249208000 [138,] -0.480794902 -0.236887328 [139,] 0.282264383 -0.480794902 [140,] 0.302824010 0.282264383 [141,] 0.288383496 0.302824010 [142,] -0.193581966 0.288383496 [143,] 0.577706227 -0.193581966 [144,] -0.537989816 0.577706227 [145,] -0.285199271 -0.537989816 [146,] -0.505270451 -0.285199271 [147,] 0.001378579 -0.505270451 [148,] 0.258226457 0.001378579 [149,] -0.478487348 0.258226457 [150,] -0.468642580 -0.478487348 [151,] 0.292464832 -0.468642580 [152,] 0.304413083 0.292464832 [153,] 0.319159771 0.304413083 [154,] -0.171204978 0.319159771 [155,] -0.413454397 -0.171204978 [156,] -0.035092445 -0.413454397 [157,] -0.022751452 -0.035092445 [158,] -0.026843961 -0.022751452 [159,] -0.251375095 -0.026843961 [160,] -0.235030929 -0.251375095 [161,] 0.020344392 -0.235030929 [162,] 0.528750601 0.020344392 [163,] 0.029183676 0.528750601 [164,] 0.300293579 0.029183676 [165,] -0.432281657 0.300293579 [166,] 0.577730336 -0.432281657 [167,] 0.090072120 0.577730336 [168,] 0.209684139 0.090072120 [169,] -0.283249774 0.209684139 [170,] 0.222331902 -0.283249774 [171,] -0.250648409 0.222331902 [172,] 0.502803499 -0.250648409 [173,] 0.253366035 0.502803499 [174,] 0.270709959 0.253366035 [175,] -0.464067586 0.270709959 [176,] -0.205146078 -0.464067586 [177,] -0.187694428 -0.205146078 [178,] 0.073006992 -0.187694428 [179,] 0.336161156 0.073006992 [180,] -0.042453243 0.336161156 [181,] -0.028938949 -0.042453243 [182,] -0.013555994 -0.028938949 [183,] -0.016892260 -0.013555994 [184,] 0.239906592 -0.016892260 [185,] 0.010532631 0.239906592 [186,] 0.517899558 0.010532631 [187,] 0.541504301 0.517899558 [188,] -0.211264295 0.541504301 [189,] 0.053539322 -0.211264295 [190,] 0.066532195 0.053539322 [191,] 0.072813580 0.066532195 [192,] -0.052279332 0.072813580 [193,] -0.279878920 -0.052279332 [194,] -0.271339484 -0.279878920 [195,] -0.510986733 -0.271339484 [196,] -0.246520116 -0.510986733 [197,] 0.263497602 -0.246520116 [198,] -0.218500868 0.263497602 [199,] -0.453778090 -0.218500868 [200,] 0.059437938 -0.453778090 [201,] 0.326186516 0.059437938 [202,] 0.361053637 0.326186516 [203,] 0.352388109 0.361053637 [204,] 0.484698087 0.352388109 [205,] -0.502260419 0.484698087 [206,] 0.009320188 -0.502260419 [207,] 0.260792941 0.009320188 [208,] -0.223223417 0.260792941 [209,] 0.286500583 -0.223223417 [210,] 0.564582684 0.286500583 [211,] 0.556797916 0.564582684 [212,] 0.567972530 0.556797916 [213,] -0.168056386 0.567972530 [214,] -0.157420586 -0.168056386 [215,] 0.110004177 -0.157420586 [216,] -0.012599829 0.110004177 [217,] -0.256644774 -0.012599829 [218,] 0.245423722 -0.256644774 [219,] -0.231604626 0.245423722 [220,] 0.535146919 -0.231604626 [221,] 0.544169428 0.535146919 [222,] -0.191703141 0.544169428 [223,] -0.438179879 -0.191703141 [224,] 0.330977361 -0.438179879 [225,] -0.145585702 0.330977361 [226,] 0.612551103 -0.145585702 [227,] 0.369143996 0.612551103 [228,] 0.239489920 0.369143996 [229,] 0.007235683 0.239489920 [230,] -0.233129462 0.007235683 [231,] 0.031536784 -0.233129462 [232,] -0.210924724 0.031536784 [233,] 0.298469187 -0.210924724 [234,] 0.054378774 0.298469187 [235,] 0.066653752 0.054378774 [236,] 0.331603441 0.066653752 [237,] 0.351696787 0.331603441 [238,] 0.104893324 0.351696787 [239,] -0.125826097 0.104893324 [240,] -0.503161051 -0.125826097 [241,] 0.513989760 -0.503161051 [242,] 0.266746506 0.513989760 [243,] -0.479507077 0.266746506 [244,] 0.533515047 -0.479507077 [245,] -0.202536603 0.533515047 [246,] 0.305629848 -0.202536603 [247,] -0.437593629 0.305629848 [248,] -0.442359169 -0.437593629 [249,] 0.085449970 -0.442359169 [250,] 0.346274729 0.085449970 [251,] -0.132766771 0.346274729 [252,] -0.014801051 -0.132766771 [253,] 0.241881383 -0.014801051 [254,] 0.257354670 0.241881383 [255,] -0.487203994 0.257354670 [256,] -0.478925268 -0.487203994 [257,] 0.038414108 -0.478925268 [258,] -0.197998067 0.038414108 [259,] -0.453604447 -0.197998067 [260,] -0.442179397 -0.453604447 [261,] -0.427514338 -0.442179397 [262,] 0.329290645 -0.427514338 [263,] -0.130720512 0.329290645 [264,] 0.223055319 -0.130720512 [265,] -0.018267479 0.223055319 [266,] -0.510134035 -0.018267479 [267,] 0.240103950 -0.510134035 [268,] 0.015517074 0.240103950 [269,] -0.476293741 0.015517074 [270,] -0.219138508 -0.476293741 [271,] 0.278591187 -0.219138508 [272,] -0.209067029 0.278591187 [273,] -0.203569555 -0.209067029 [274,] -0.460413669 -0.203569555 [275,] 0.055130182 -0.460413669 [276,] 0.172419717 0.055130182 [277,] 0.434916662 0.172419717 [278,] 0.189686361 0.434916662 [279,] 0.204876204 0.189686361 [280,] -0.275392756 0.204876204 [281,] -0.028873908 -0.275392756 [282,] -0.004321786 -0.028873908 [283,] 0.270869965 -0.004321786 [284,] -0.454785058 0.270869965 [285,] 0.063548747 -0.454785058 [286,] -0.406615522 0.063548747 [287,] -0.388818169 -0.406615522 [288,] 0.258554754 -0.388818169 [289,] 0.017595053 0.258554754 [290,] 0.022553712 0.017595053 [291,] -0.457970420 0.022553712 [292,] 0.560242408 -0.457970420 [293,] -0.422606781 0.560242408 [294,] 0.328020594 -0.422606781 [295,] 0.095415316 0.328020594 [296,] 0.107601544 0.095415316 [297,] -0.628733550 0.107601544 [298,] -0.118637357 -0.628733550 [299,] 0.146658035 -0.118637357 [300,] -0.228125151 0.146658035 [301,] 0.028840727 -0.228125151 [302,] -0.457717125 0.028840727 [303,] 0.031232991 -0.457717125 [304,] -0.213975180 0.031232991 [305,] 0.297403612 -0.213975180 [306,] -0.205655340 0.297403612 [307,] 0.058103655 -0.205655340 [308,] 0.064835105 0.058103655 [309,] 0.582363836 0.064835105 [310,] 0.336693744 0.582363836 [311,] -0.159593242 0.336693744 [312,] -0.041281819 -0.159593242 [313,] -0.278345874 -0.041281819 [314,] 0.460483671 -0.278345874 [315,] 0.229536548 0.460483671 [316,] 0.245448043 0.229536548 [317,] -0.489951727 0.245448043 [318,] 0.256978048 -0.489951727 [319,] -0.225914035 0.256978048 [320,] -0.450500911 -0.225914035 [321,] -0.427339113 -0.450500911 [322,] -0.165973957 -0.427339113 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.380895697 -0.391858222 2 -0.118024976 -0.380895697 3 0.399748851 -0.118024976 4 0.163280935 0.399748851 5 0.423860597 0.163280935 6 0.179920015 0.423860597 7 -0.311384993 0.179920015 8 -0.043767117 -0.311384993 9 -0.011990185 -0.043767117 10 -0.001923055 -0.011990185 11 -0.232475855 -0.001923055 12 0.151908940 -0.232475855 13 0.402782202 0.151908940 14 -0.095183892 0.402782202 15 0.178915989 -0.095183892 16 0.194138839 0.178915989 17 -0.032292183 0.194138839 18 -0.270790448 -0.032292183 19 -0.488634410 -0.270790448 20 0.262248335 -0.488634410 21 -0.473629574 0.262248335 22 -0.213922572 -0.473629574 23 0.054484554 -0.213922572 24 0.418961215 0.054484554 25 0.437662456 0.418961215 26 -0.794190336 0.437662456 27 -0.030569503 -0.794190336 28 -0.271202479 -0.030569503 29 0.489287643 -0.271202479 30 -0.501927825 0.489287643 31 -0.484531916 -0.501927825 32 0.028315675 -0.484531916 33 0.282428946 0.028315675 34 -0.709999950 0.282428946 35 0.049762001 -0.709999950 36 0.677580986 0.049762001 37 0.188789399 0.677580986 38 -0.041163505 0.188789399 39 -0.535543483 -0.041163505 40 0.219987394 -0.535543483 41 0.232224025 0.219987394 42 -0.001375672 0.232224025 43 0.251938075 -0.001375672 44 -0.228937298 0.251938075 45 -0.473006559 -0.228937298 46 0.036526305 -0.473006559 47 -0.198373789 0.036526305 48 0.913167251 -0.198373789 49 0.434626218 0.913167251 50 -0.061043478 0.434626218 51 -0.297739097 -0.061043478 52 0.218638868 -0.297739097 53 -0.020064365 0.218638868 54 -0.002618054 -0.020064365 55 -0.485456177 -0.002618054 56 0.266516658 -0.485456177 57 0.032967364 0.266516658 58 -0.699202671 0.032967364 59 0.312232653 -0.699202671 60 0.433396682 0.312232653 61 -0.312123193 0.433396682 62 -0.800899166 -0.312123193 63 -0.038973253 -0.800899166 64 0.223179572 -0.038973253 65 -0.755744720 0.223179572 66 -0.489487917 -0.755744720 67 0.265976944 -0.489487917 68 0.015308657 0.265976944 69 -0.471097783 0.015308657 70 -0.201955365 -0.471097783 71 0.558680830 -0.201955365 72 0.167641038 0.558680830 73 0.449226044 0.167641038 74 -0.289050045 0.449226044 75 0.223536836 -0.289050045 76 -0.262369137 0.223536836 77 0.253331061 -0.262369137 78 -0.725909682 0.253331061 79 0.035020231 -0.725909682 80 0.293799029 0.035020231 81 0.050346859 0.293799029 82 -0.926552424 0.050346859 83 0.594207624 -0.926552424 84 0.202017670 0.594207624 85 0.216267254 0.202017670 86 -0.514134924 0.216267254 87 0.240034880 -0.514134924 88 -0.005997131 0.240034880 89 -0.240891886 -0.005997131 90 -0.726943931 -0.240891886 91 0.033219465 -0.726943931 92 0.291664416 0.033219465 93 0.301611570 0.291664416 94 -0.168672481 0.301611570 95 0.336719839 -0.168672481 96 0.441667391 0.336719839 97 0.456428121 0.441667391 98 -0.519365459 0.456428121 99 -0.258957956 -0.519365459 100 -0.251842257 -0.258957956 101 0.004056265 -0.251842257 102 -0.238812027 0.004056265 103 -0.468057309 -0.238812027 104 0.296059057 -0.468057309 105 0.306844083 0.296059057 106 -0.455017390 0.306844083 107 0.307809258 -0.455017390 108 0.191565697 0.307809258 109 0.453268457 0.191565697 110 -0.029019974 0.453268457 111 0.226137918 -0.029019974 112 -0.008311506 0.226137918 113 0.257171659 -0.008311506 114 -0.485333922 0.257171659 115 0.029686727 -0.485333922 116 0.552230444 0.029686727 117 -0.694261907 0.552230444 118 0.067667160 -0.694261907 119 0.818984357 0.067667160 120 -0.304340699 0.818984357 121 0.703409486 -0.304340699 122 -0.521617181 0.703409486 123 0.488561432 -0.521617181 124 -0.003588568 0.488561432 125 -0.488606266 -0.003588568 126 -0.477970467 -0.488606266 127 0.535557464 -0.477970467 128 0.796364829 0.535557464 129 -0.439412860 0.796364829 130 0.319060955 -0.439412860 131 0.826575526 0.319060955 132 -0.299530782 0.826575526 133 -0.287082062 -0.299530782 134 0.219843292 -0.287082062 135 0.231116929 0.219843292 136 0.249208000 0.231116929 137 -0.236887328 0.249208000 138 -0.480794902 -0.236887328 139 0.282264383 -0.480794902 140 0.302824010 0.282264383 141 0.288383496 0.302824010 142 -0.193581966 0.288383496 143 0.577706227 -0.193581966 144 -0.537989816 0.577706227 145 -0.285199271 -0.537989816 146 -0.505270451 -0.285199271 147 0.001378579 -0.505270451 148 0.258226457 0.001378579 149 -0.478487348 0.258226457 150 -0.468642580 -0.478487348 151 0.292464832 -0.468642580 152 0.304413083 0.292464832 153 0.319159771 0.304413083 154 -0.171204978 0.319159771 155 -0.413454397 -0.171204978 156 -0.035092445 -0.413454397 157 -0.022751452 -0.035092445 158 -0.026843961 -0.022751452 159 -0.251375095 -0.026843961 160 -0.235030929 -0.251375095 161 0.020344392 -0.235030929 162 0.528750601 0.020344392 163 0.029183676 0.528750601 164 0.300293579 0.029183676 165 -0.432281657 0.300293579 166 0.577730336 -0.432281657 167 0.090072120 0.577730336 168 0.209684139 0.090072120 169 -0.283249774 0.209684139 170 0.222331902 -0.283249774 171 -0.250648409 0.222331902 172 0.502803499 -0.250648409 173 0.253366035 0.502803499 174 0.270709959 0.253366035 175 -0.464067586 0.270709959 176 -0.205146078 -0.464067586 177 -0.187694428 -0.205146078 178 0.073006992 -0.187694428 179 0.336161156 0.073006992 180 -0.042453243 0.336161156 181 -0.028938949 -0.042453243 182 -0.013555994 -0.028938949 183 -0.016892260 -0.013555994 184 0.239906592 -0.016892260 185 0.010532631 0.239906592 186 0.517899558 0.010532631 187 0.541504301 0.517899558 188 -0.211264295 0.541504301 189 0.053539322 -0.211264295 190 0.066532195 0.053539322 191 0.072813580 0.066532195 192 -0.052279332 0.072813580 193 -0.279878920 -0.052279332 194 -0.271339484 -0.279878920 195 -0.510986733 -0.271339484 196 -0.246520116 -0.510986733 197 0.263497602 -0.246520116 198 -0.218500868 0.263497602 199 -0.453778090 -0.218500868 200 0.059437938 -0.453778090 201 0.326186516 0.059437938 202 0.361053637 0.326186516 203 0.352388109 0.361053637 204 0.484698087 0.352388109 205 -0.502260419 0.484698087 206 0.009320188 -0.502260419 207 0.260792941 0.009320188 208 -0.223223417 0.260792941 209 0.286500583 -0.223223417 210 0.564582684 0.286500583 211 0.556797916 0.564582684 212 0.567972530 0.556797916 213 -0.168056386 0.567972530 214 -0.157420586 -0.168056386 215 0.110004177 -0.157420586 216 -0.012599829 0.110004177 217 -0.256644774 -0.012599829 218 0.245423722 -0.256644774 219 -0.231604626 0.245423722 220 0.535146919 -0.231604626 221 0.544169428 0.535146919 222 -0.191703141 0.544169428 223 -0.438179879 -0.191703141 224 0.330977361 -0.438179879 225 -0.145585702 0.330977361 226 0.612551103 -0.145585702 227 0.369143996 0.612551103 228 0.239489920 0.369143996 229 0.007235683 0.239489920 230 -0.233129462 0.007235683 231 0.031536784 -0.233129462 232 -0.210924724 0.031536784 233 0.298469187 -0.210924724 234 0.054378774 0.298469187 235 0.066653752 0.054378774 236 0.331603441 0.066653752 237 0.351696787 0.331603441 238 0.104893324 0.351696787 239 -0.125826097 0.104893324 240 -0.503161051 -0.125826097 241 0.513989760 -0.503161051 242 0.266746506 0.513989760 243 -0.479507077 0.266746506 244 0.533515047 -0.479507077 245 -0.202536603 0.533515047 246 0.305629848 -0.202536603 247 -0.437593629 0.305629848 248 -0.442359169 -0.437593629 249 0.085449970 -0.442359169 250 0.346274729 0.085449970 251 -0.132766771 0.346274729 252 -0.014801051 -0.132766771 253 0.241881383 -0.014801051 254 0.257354670 0.241881383 255 -0.487203994 0.257354670 256 -0.478925268 -0.487203994 257 0.038414108 -0.478925268 258 -0.197998067 0.038414108 259 -0.453604447 -0.197998067 260 -0.442179397 -0.453604447 261 -0.427514338 -0.442179397 262 0.329290645 -0.427514338 263 -0.130720512 0.329290645 264 0.223055319 -0.130720512 265 -0.018267479 0.223055319 266 -0.510134035 -0.018267479 267 0.240103950 -0.510134035 268 0.015517074 0.240103950 269 -0.476293741 0.015517074 270 -0.219138508 -0.476293741 271 0.278591187 -0.219138508 272 -0.209067029 0.278591187 273 -0.203569555 -0.209067029 274 -0.460413669 -0.203569555 275 0.055130182 -0.460413669 276 0.172419717 0.055130182 277 0.434916662 0.172419717 278 0.189686361 0.434916662 279 0.204876204 0.189686361 280 -0.275392756 0.204876204 281 -0.028873908 -0.275392756 282 -0.004321786 -0.028873908 283 0.270869965 -0.004321786 284 -0.454785058 0.270869965 285 0.063548747 -0.454785058 286 -0.406615522 0.063548747 287 -0.388818169 -0.406615522 288 0.258554754 -0.388818169 289 0.017595053 0.258554754 290 0.022553712 0.017595053 291 -0.457970420 0.022553712 292 0.560242408 -0.457970420 293 -0.422606781 0.560242408 294 0.328020594 -0.422606781 295 0.095415316 0.328020594 296 0.107601544 0.095415316 297 -0.628733550 0.107601544 298 -0.118637357 -0.628733550 299 0.146658035 -0.118637357 300 -0.228125151 0.146658035 301 0.028840727 -0.228125151 302 -0.457717125 0.028840727 303 0.031232991 -0.457717125 304 -0.213975180 0.031232991 305 0.297403612 -0.213975180 306 -0.205655340 0.297403612 307 0.058103655 -0.205655340 308 0.064835105 0.058103655 309 0.582363836 0.064835105 310 0.336693744 0.582363836 311 -0.159593242 0.336693744 312 -0.041281819 -0.159593242 313 -0.278345874 -0.041281819 314 0.460483671 -0.278345874 315 0.229536548 0.460483671 316 0.245448043 0.229536548 317 -0.489951727 0.245448043 318 0.256978048 -0.489951727 319 -0.225914035 0.256978048 320 -0.450500911 -0.225914035 321 -0.427339113 -0.450500911 322 -0.165973957 -0.427339113 > 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/726451321948814.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8j73y1321948814.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9j4401321948815.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10hua81321948815.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/119gdj1321948815.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/127ibh1321948815.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/13uqvw1321948815.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/14mp2p1321948815.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/15w7vf1321948815.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/16eyex1321948815.tab") + } > > try(system("convert tmp/1fb161321948814.ps tmp/1fb161321948814.png",intern=TRUE)) character(0) > try(system("convert tmp/2hcpa1321948814.ps tmp/2hcpa1321948814.png",intern=TRUE)) character(0) > try(system("convert tmp/3rf541321948814.ps tmp/3rf541321948814.png",intern=TRUE)) character(0) > try(system("convert tmp/49q4r1321948814.ps tmp/49q4r1321948814.png",intern=TRUE)) character(0) > try(system("convert tmp/5abfe1321948814.ps tmp/5abfe1321948814.png",intern=TRUE)) character(0) > try(system("convert tmp/62wt51321948814.ps tmp/62wt51321948814.png",intern=TRUE)) character(0) > try(system("convert tmp/726451321948814.ps tmp/726451321948814.png",intern=TRUE)) character(0) > try(system("convert tmp/8j73y1321948814.ps tmp/8j73y1321948814.png",intern=TRUE)) character(0) > try(system("convert tmp/9j4401321948815.ps tmp/9j4401321948815.png",intern=TRUE)) character(0) > try(system("convert tmp/10hua81321948815.ps tmp/10hua81321948815.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 12.656 0.684 13.362