R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(829 + ,58198 + ,49 + ,233 + ,538 + ,65968 + ,24 + ,157 + ,186 + ,7176 + ,17 + ,70 + ,1405 + ,78306 + ,66 + ,360 + ,1947 + ,127587 + ,83 + ,683 + ,3534 + ,250877 + ,127 + ,906 + ,811 + ,65936 + ,33 + ,275 + ,609 + ,72513 + ,30 + ,142 + ,1151 + ,72507 + ,32 + ,297 + ,1779 + ,170683 + ,63 + ,604 + ,834 + ,66288 + ,34 + ,256 + ,1211 + ,94815 + ,43 + ,380 + ,897 + ,45496 + ,67 + ,330 + ,1574 + ,83049 + ,59 + ,525 + ,688 + ,66960 + ,24 + ,202 + ,854 + ,72377 + ,38 + ,313 + ,848 + ,61175 + ,32 + ,197 + ,324 + ,15580 + ,20 + ,85 + ,1602 + ,71693 + ,54 + ,494 + ,412 + ,13397 + ,13 + ,131 + ,618 + ,38921 + ,35 + ,233 + ,1244 + ,97709 + ,49 + ,351 + ,616 + ,47899 + ,27 + ,227 + ,1107 + ,61674 + ,30 + ,317 + ,1079 + ,77395 + ,50 + ,367 + ,611 + ,65152 + ,11 + ,223 + ,1188 + ,88286 + ,94 + ,390 + ,618 + ,75108 + ,50 + ,145 + ,1392 + ,182314 + ,58 + ,445 + ,1189 + ,91721 + ,25 + ,481 + ,752 + ,56374 + ,27 + ,223 + ,1055 + ,104756 + ,23 + ,361 + ,1044 + ,50485 + ,56 + ,325 + ,580 + ,29013 + ,39 + ,169 + ,1116 + ,90349 + ,29 + ,380 + ,0 + ,0 + ,0 + ,0 + ,626 + ,61484 + ,33 + ,280 + ,1183 + ,65245 + ,34 + ,363 + ,1016 + ,35361 + ,20 + ,211 + ,1076 + ,106880 + ,34 + ,381 + ,1061 + ,82577 + ,33 + ,340 + ,680 + ,53655 + ,25 + ,277 + ,404 + ,40064 + ,12 + ,140 + ,1026 + ,66118 + ,44 + ,397 + ,643 + ,55561 + ,28 + ,218 + ,415 + ,31331 + ,30 + ,140 + ,328 + ,31350 + ,12 + ,92 + ,960 + ,93341 + ,53 + ,333 + ,769 + ,57002 + ,39 + ,256 + ,1066 + ,60206 + ,27 + ,414 + ,425 + ,33820 + ,20 + ,129 + ,696 + ,49791 + ,35 + ,189 + ,1020 + ,113697 + ,41 + ,422 + ,890 + ,97673 + ,43 + ,310 + ,916 + ,89612 + ,32 + ,333 + ,898 + ,66268 + ,29 + ,285 + ,696 + ,64319 + ,24 + ,204 + ,383 + ,25090 + ,11 + ,118 + ,566 + ,62131 + ,37 + ,193 + ,548 + ,23630 + ,22 + ,194 + ,457 + ,31969 + ,21 + ,139 + ,782 + ,32592 + ,34 + ,291 + ,535 + ,35738 + ,19 + ,176 + ,475 + ,42406 + ,18 + ,145 + ,374 + ,47859 + ,12 + ,122 + ,771 + ,55240 + ,22 + ,256 + ,1140 + ,65341 + ,42 + ,296 + ,1502 + ,61854 + ,44 + ,425 + ,500 + ,35185 + ,19 + ,138 + ,82 + ,12207 + ,10 + ,25 + ,1569 + ,112537 + ,72 + ,490 + ,568 + ,43886 + ,24 + ,179 + ,606 + ,49028 + ,33 + ,224 + ,918 + ,40699 + ,39 + ,265 + ,833 + ,46357 + ,20 + ,293 + ,460 + ,17667 + ,19 + ,136 + ,685 + ,59058 + ,27 + ,209 + ,888 + ,54106 + ,38 + ,301 + ,410 + ,23795 + ,13 + ,118 + ,615 + ,34323 + ,34 + ,241 + ,447 + ,37071 + ,29 + ,106 + ,650 + ,78258 + ,26 + ,254 + ,545 + ,32392 + ,15 + ,172 + ,830 + ,55020 + ,19 + ,307 + ,515 + ,29613 + ,25 + ,176 + ,853 + ,56879 + ,28 + ,260 + ,1312 + ,109785 + ,108 + ,291 + ,400 + ,24612 + ,25 + ,107 + ,404 + ,38010 + ,22 + ,139 + ,639 + ,53398 + ,22 + ,194 + ,773 + ,54198 + ,20 + ,295 + ,1075 + ,66038 + ,43 + ,317 + ,510 + ,61352 + ,28 + ,166 + ,573 + ,48096 + ,29 + ,210 + ,434 + ,25194 + ,22 + ,182 + ,1294 + ,118291 + ,57 + ,442 + ,718 + ,71876 + ,27 + ,225 + ,222 + ,19349 + ,11 + ,67 + ,880 + ,67369 + ,51 + ,271 + ,816 + ,54015 + ,35 + ,332 + ,305 + ,19719 + ,14 + ,111 + ,425 + ,25497 + ,11 + ,141 + ,578 + ,55049 + ,36 + ,182 + ,306 + ,24912 + ,21 + ,83 + ,367 + ,28591 + ,19 + ,80 + ,463 + ,24716 + ,13 + ,152 + ,520 + ,52452 + ,16 + ,130 + ,294 + ,17850 + ,16 + ,71 + ,0 + ,0 + ,0 + ,0 + ,566 + ,35269 + ,12 + ,152 + ,463 + ,27554 + ,31 + ,149 + ,630 + ,55167 + ,12 + ,196 + ,632 + ,42982 + ,33 + ,179 + ,462 + ,42115 + ,40 + ,163 + ,38 + ,3058 + ,4 + ,1 + ,0 + ,0 + ,0 + ,0 + ,592 + ,96347 + ,24 + ,196 + ,631 + ,43490 + ,26 + ,238 + ,925 + ,62694 + ,47 + ,263 + ,441 + ,36901 + ,20 + ,170 + ,778 + ,43410 + ,19 + ,292 + ,797 + ,78320 + ,31 + ,224 + ,469 + ,37972 + ,20 + ,136 + ,639 + ,34563 + ,21 + ,173 + ,484 + ,39841 + ,18 + ,129 + ,214 + ,16145 + ,9 + ,56 + ,696 + ,45310 + ,17 + ,233 + ,492 + ,57938 + ,14 + ,172 + ,638 + ,48187 + ,14 + ,221 + ,256 + ,11796 + ,9 + ,79 + ,80 + ,7627 + ,8 + ,25 + ,587 + ,62522 + ,28 + ,207 + ,41 + ,6836 + ,3 + ,11 + ,497 + ,28834 + ,14 + ,209 + ,42 + ,5118 + ,3 + ,6 + ,340 + ,20825 + ,13 + ,112 + ,0 + ,0 + ,0 + ,0 + ,395 + ,34363 + ,17 + ,154 + ,226 + ,12137 + ,10 + ,65 + ,81 + ,7131 + ,4 + ,27 + ,61 + ,4194 + ,11 + ,14 + ,313 + ,21416 + ,9 + ,96 + ,239 + ,19205 + ,10 + ,76 + ,462 + ,38232 + ,8 + ,185) + ,dim=c(4 + ,144) + ,dimnames=list(c('Pageviews' + ,'time' + ,'logins' + ,'compendiumviews') + ,1:144)) > y <- array(NA,dim=c(4,144),dimnames=list(c('Pageviews','time','logins','compendiumviews'),1:144)) > 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 = '3' > #'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 logins Pageviews time compendiumviews 1 49 829 58198 233 2 24 538 65968 157 3 17 186 7176 70 4 66 1405 78306 360 5 83 1947 127587 683 6 127 3534 250877 906 7 33 811 65936 275 8 30 609 72513 142 9 32 1151 72507 297 10 63 1779 170683 604 11 34 834 66288 256 12 43 1211 94815 380 13 67 897 45496 330 14 59 1574 83049 525 15 24 688 66960 202 16 38 854 72377 313 17 32 848 61175 197 18 20 324 15580 85 19 54 1602 71693 494 20 13 412 13397 131 21 35 618 38921 233 22 49 1244 97709 351 23 27 616 47899 227 24 30 1107 61674 317 25 50 1079 77395 367 26 11 611 65152 223 27 94 1188 88286 390 28 50 618 75108 145 29 58 1392 182314 445 30 25 1189 91721 481 31 27 752 56374 223 32 23 1055 104756 361 33 56 1044 50485 325 34 39 580 29013 169 35 29 1116 90349 380 36 0 0 0 0 37 33 626 61484 280 38 34 1183 65245 363 39 20 1016 35361 211 40 34 1076 106880 381 41 33 1061 82577 340 42 25 680 53655 277 43 12 404 40064 140 44 44 1026 66118 397 45 28 643 55561 218 46 30 415 31331 140 47 12 328 31350 92 48 53 960 93341 333 49 39 769 57002 256 50 27 1066 60206 414 51 20 425 33820 129 52 35 696 49791 189 53 41 1020 113697 422 54 43 890 97673 310 55 32 916 89612 333 56 29 898 66268 285 57 24 696 64319 204 58 11 383 25090 118 59 37 566 62131 193 60 22 548 23630 194 61 21 457 31969 139 62 34 782 32592 291 63 19 535 35738 176 64 18 475 42406 145 65 12 374 47859 122 66 22 771 55240 256 67 42 1140 65341 296 68 44 1502 61854 425 69 19 500 35185 138 70 10 82 12207 25 71 72 1569 112537 490 72 24 568 43886 179 73 33 606 49028 224 74 39 918 40699 265 75 20 833 46357 293 76 19 460 17667 136 77 27 685 59058 209 78 38 888 54106 301 79 13 410 23795 118 80 34 615 34323 241 81 29 447 37071 106 82 26 650 78258 254 83 15 545 32392 172 84 19 830 55020 307 85 25 515 29613 176 86 28 853 56879 260 87 108 1312 109785 291 88 25 400 24612 107 89 22 404 38010 139 90 22 639 53398 194 91 20 773 54198 295 92 43 1075 66038 317 93 28 510 61352 166 94 29 573 48096 210 95 22 434 25194 182 96 57 1294 118291 442 97 27 718 71876 225 98 11 222 19349 67 99 51 880 67369 271 100 35 816 54015 332 101 14 305 19719 111 102 11 425 25497 141 103 36 578 55049 182 104 21 306 24912 83 105 19 367 28591 80 106 13 463 24716 152 107 16 520 52452 130 108 16 294 17850 71 109 0 0 0 0 110 12 566 35269 152 111 31 463 27554 149 112 12 630 55167 196 113 33 632 42982 179 114 40 462 42115 163 115 4 38 3058 1 116 0 0 0 0 117 24 592 96347 196 118 26 631 43490 238 119 47 925 62694 263 120 20 441 36901 170 121 19 778 43410 292 122 31 797 78320 224 123 20 469 37972 136 124 21 639 34563 173 125 18 484 39841 129 126 9 214 16145 56 127 17 696 45310 233 128 14 492 57938 172 129 14 638 48187 221 130 9 256 11796 79 131 8 80 7627 25 132 28 587 62522 207 133 3 41 6836 11 134 14 497 28834 209 135 3 42 5118 6 136 13 340 20825 112 137 0 0 0 0 138 17 395 34363 154 139 10 226 12137 65 140 4 81 7131 27 141 11 61 4194 14 142 9 313 21416 96 143 10 239 19205 76 144 8 462 38232 185 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Pageviews time compendiumviews 3.276e+00 4.220e-02 9.273e-05 -3.933e-02 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -21.137 -5.804 -1.654 5.246 50.616 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.276e+00 1.661e+00 1.973 0.0505 . Pageviews 4.220e-02 7.542e-03 5.596 1.12e-07 *** time 9.273e-05 5.315e-05 1.745 0.0832 . compendiumviews -3.933e-02 2.327e-02 -1.690 0.0932 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 10.49 on 140 degrees of freedom Multiple R-squared: 0.7216, Adjusted R-squared: 0.7156 F-statistic: 121 on 3 and 140 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,] 0.2148958 4.297917e-01 7.851042e-01 [2,] 0.1266029 2.532059e-01 8.733971e-01 [3,] 0.5313887 9.372225e-01 4.686113e-01 [4,] 0.4199068 8.398136e-01 5.800932e-01 [5,] 0.3161819 6.323637e-01 6.838181e-01 [6,] 0.2631222 5.262443e-01 7.368778e-01 [7,] 0.5931152 8.137696e-01 4.068848e-01 [8,] 0.6567228 6.865545e-01 3.432772e-01 [9,] 0.6009300 7.981400e-01 3.990700e-01 [10,] 0.5152224 9.695551e-01 4.847776e-01 [11,] 0.4493314 8.986627e-01 5.506686e-01 [12,] 0.3721052 7.442105e-01 6.278948e-01 [13,] 0.4763103 9.526207e-01 5.236897e-01 [14,] 0.4796433 9.592866e-01 5.203567e-01 [15,] 0.4292123 8.584246e-01 5.707877e-01 [16,] 0.3600379 7.200758e-01 6.399621e-01 [17,] 0.3005414 6.010828e-01 6.994586e-01 [18,] 0.3978057 7.956113e-01 6.021943e-01 [19,] 0.3483860 6.967720e-01 6.516140e-01 [20,] 0.4588074 9.176148e-01 5.411926e-01 [21,] 0.9948583 1.028337e-02 5.141687e-03 [22,] 0.9984998 3.000311e-03 1.500155e-03 [23,] 0.9978172 4.365642e-03 2.182821e-03 [24,] 0.9995160 9.679455e-04 4.839728e-04 [25,] 0.9993216 1.356825e-03 6.784127e-04 [26,] 0.9998144 3.711914e-04 1.855957e-04 [27,] 0.9998793 2.414395e-04 1.207198e-04 [28,] 0.9999057 1.886671e-04 9.433353e-05 [29,] 0.9999490 1.020970e-04 5.104849e-05 [30,] 0.9999283 1.434257e-04 7.171284e-05 [31,] 0.9999087 1.825490e-04 9.127449e-05 [32,] 0.9999263 1.474823e-04 7.374116e-05 [33,] 0.9999907 1.859756e-05 9.298779e-06 [34,] 0.9999910 1.809845e-05 9.049227e-06 [35,] 0.9999914 1.727089e-05 8.635446e-06 [36,] 0.9999857 2.858867e-05 1.429433e-05 [37,] 0.9999805 3.902415e-05 1.951208e-05 [38,] 0.9999756 4.871243e-05 2.435621e-05 [39,] 0.9999584 8.322481e-05 4.161240e-05 [40,] 0.9999639 7.228208e-05 3.614104e-05 [41,] 0.9999464 1.072380e-04 5.361901e-05 [42,] 0.9999587 8.263577e-05 4.131788e-05 [43,] 0.9999472 1.055933e-04 5.279663e-05 [44,] 0.9999515 9.708660e-05 4.854330e-05 [45,] 0.9999198 1.604944e-04 8.024720e-05 [46,] 0.9998768 2.463893e-04 1.231946e-04 [47,] 0.9998045 3.909552e-04 1.954776e-04 [48,] 0.9997158 5.683116e-04 2.841558e-04 [49,] 0.9996088 7.824852e-04 3.912426e-04 [50,] 0.9995428 9.144873e-04 4.572437e-04 [51,] 0.9994799 1.040138e-03 5.200691e-04 [52,] 0.9993300 1.340029e-03 6.700146e-04 [53,] 0.9993720 1.256091e-03 6.280453e-04 [54,] 0.9991007 1.798577e-03 8.992883e-04 [55,] 0.9986526 2.694844e-03 1.347422e-03 [56,] 0.9985862 2.827700e-03 1.413850e-03 [57,] 0.9980042 3.991606e-03 1.995803e-03 [58,] 0.9972750 5.449951e-03 2.724976e-03 [59,] 0.9968161 6.367762e-03 3.183881e-03 [60,] 0.9965973 6.805350e-03 3.402675e-03 [61,] 0.9961797 7.640679e-03 3.820339e-03 [62,] 0.9980036 3.992874e-03 1.996437e-03 [63,] 0.9973356 5.328842e-03 2.664421e-03 [64,] 0.9964546 7.090786e-03 3.545393e-03 [65,] 0.9959674 8.065275e-03 4.032637e-03 [66,] 0.9942574 1.148520e-02 5.742599e-03 [67,] 0.9942843 1.143138e-02 5.715690e-03 [68,] 0.9920522 1.589564e-02 7.947820e-03 [69,] 0.9928285 1.434297e-02 7.171486e-03 [70,] 0.9899848 2.003044e-02 1.001522e-02 [71,] 0.9870402 2.591969e-02 1.295984e-02 [72,] 0.9828759 3.424826e-02 1.712413e-02 [73,] 0.9791708 4.165838e-02 2.082919e-02 [74,] 0.9854298 2.914043e-02 1.457021e-02 [75,] 0.9819053 3.618938e-02 1.809469e-02 [76,] 0.9759528 4.809431e-02 2.404716e-02 [77,] 0.9734392 5.312163e-02 2.656082e-02 [78,] 0.9754642 4.907167e-02 2.453583e-02 [79,] 0.9696720 6.065591e-02 3.032795e-02 [80,] 0.9693581 6.128382e-02 3.064191e-02 [81,] 0.9999846 3.074687e-05 1.537344e-05 [82,] 0.9999814 3.725370e-05 1.862685e-05 [83,] 0.9999711 5.773939e-05 2.886970e-05 [84,] 0.9999576 8.480046e-05 4.240023e-05 [85,] 0.9999582 8.365250e-05 4.182625e-05 [86,] 0.9999269 1.461104e-04 7.305521e-05 [87,] 0.9998912 2.175891e-04 1.087945e-04 [88,] 0.9998501 2.998676e-04 1.499338e-04 [89,] 0.9997987 4.026598e-04 2.013299e-04 [90,] 0.9997262 5.475151e-04 2.737576e-04 [91,] 0.9995756 8.488794e-04 4.244397e-04 [92,] 0.9993073 1.385394e-03 6.926970e-04 [93,] 0.9997758 4.484078e-04 2.242039e-04 [94,] 0.9997620 4.759009e-04 2.379505e-04 [95,] 0.9996077 7.845356e-04 3.922678e-04 [96,] 0.9994533 1.093498e-03 5.467490e-04 [97,] 0.9996853 6.294268e-04 3.147134e-04 [98,] 0.9996197 7.606643e-04 3.803322e-04 [99,] 0.9993687 1.262685e-03 6.313426e-04 [100,] 0.9990608 1.878489e-03 9.392446e-04 [101,] 0.9988855 2.228988e-03 1.114494e-03 [102,] 0.9982097 3.580646e-03 1.790323e-03 [103,] 0.9971831 5.633765e-03 2.816883e-03 [104,] 0.9980144 3.971217e-03 1.985608e-03 [105,] 0.9990000 2.000004e-03 1.000002e-03 [106,] 0.9995800 8.400410e-04 4.200205e-04 [107,] 0.9995052 9.895213e-04 4.947606e-04 [108,] 0.9999989 2.204919e-06 1.102460e-06 [109,] 0.9999972 5.510587e-06 2.755293e-06 [110,] 0.9999937 1.267268e-05 6.336341e-06 [111,] 0.9999859 2.827817e-05 1.413908e-05 [112,] 0.9999872 2.569395e-05 1.284698e-05 [113,] 0.9999998 4.502160e-07 2.251080e-07 [114,] 0.9999998 3.923784e-07 1.961892e-07 [115,] 0.9999994 1.140967e-06 5.704837e-07 [116,] 0.9999983 3.489635e-06 1.744817e-06 [117,] 0.9999960 8.025491e-06 4.012745e-06 [118,] 0.9999895 2.091118e-05 1.045559e-05 [119,] 0.9999702 5.961593e-05 2.980797e-05 [120,] 0.9999147 1.705052e-04 8.525260e-05 [121,] 0.9997907 4.185478e-04 2.092739e-04 [122,] 0.9997899 4.202722e-04 2.101361e-04 [123,] 0.9998516 2.967870e-04 1.483935e-04 [124,] 0.9995382 9.236665e-04 4.618333e-04 [125,] 0.9989082 2.183593e-03 1.091797e-03 [126,] 0.9985249 2.950234e-03 1.475117e-03 [127,] 0.9956133 8.773429e-03 4.386714e-03 [128,] 0.9885002 2.299969e-02 1.149984e-02 [129,] 0.9741587 5.168264e-02 2.584132e-02 [130,] 0.9449896 1.100208e-01 5.501040e-02 [131,] 0.8939351 2.121298e-01 1.060649e-01 > postscript(file="/var/www/rcomp/tmp/1truf1322066368.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/2ygr01322066368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3dfr01322066368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4ce0a1322066368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5cowl1322066368.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 = 144 Frequency = 1 1 2 3 4 5 6 14.50317577 -1.92459781 7.96171092 10.32322168 12.58086891 -13.06036937 7 8 9 10 11 12 0.19699733 -0.11790140 -14.89664731 -7.43174859 -0.55353069 -5.23347164 13 14 15 16 17 18 34.62570125 2.23959781 -6.57758845 4.27931815 -4.99048273 4.94810022 19 20 21 22 23 24 -4.10819385 -3.75448015 11.19582793 -2.03501562 2.21176613 -13.24861388 25 26 27 28 29 30 8.44160453 -15.33435994 47.73590995 19.37960550 -3.42995329 -18.04618529 31 32 33 34 35 36 -4.47120637 -20.31858964 16.76240664 15.20150886 -14.80992991 -3.27564805 37 38 39 40 41 42 8.61426315 -10.97830171 -21.13656531 -9.61532457 -9.34102774 -1.05677850 43 44 45 46 47 48 -6.53570645 6.90390507 1.00783121 11.80984370 -4.40776700 13.64820527 49 50 51 52 53 54 8.05083121 -10.56752341 0.72441672 5.16559969 0.72834078 5.29632249 55 56 57 58 59 60 -5.14901730 -7.11231336 -6.59167618 -6.12606104 11.66520138 1.03434731 61 62 63 64 65 66 0.93877332 6.14207470 -3.24761411 -3.55275953 -6.70025522 -8.87018987 67 68 69 70 71 72 -3.80723205 -11.68886775 -3.21355561 3.11479611 11.33984376 -0.27793391 73 74 75 76 77 78 8.41114254 3.62806260 -11.20810576 0.02038688 -2.44295504 4.06670489 79 80 81 82 83 84 -5.14549583 11.06341187 7.58997057 -1.97653667 -7.51669071 -12.33424123 85 86 87 88 89 90 4.16443578 -6.32562859 50.61575935 6.76820690 3.61543235 -5.56659439 91 92 93 94 95 96 -9.32427620 0.69725892 4.03909036 5.33975135 5.22871169 5.52485828 97 98 99 100 101 102 -4.39508402 -0.80440812 14.99471264 5.33295284 0.38864620 -7.03189618 103 104 105 106 107 108 10.38287049 5.76378508 0.73019276 -6.13065977 -8.97339186 1.45317911 109 110 111 112 113 114 -3.27564805 -12.45627515 11.48819977 -15.27214051 6.10481239 19.73074262 115 116 117 118 119 120 -1.12365273 -3.27564805 -5.48693530 1.42012241 9.21441649 1.37580055 121 122 123 124 125 126 -9.65291949 -4.36609834 -1.24230552 -5.64589044 -4.32396021 -2.60225270 127 128 129 130 131 132 -10.68855632 -8.64870183 -11.97938978 -3.06707091 1.62390157 2.29321127 133 134 135 136 137 138 -2.20733806 -4.70590430 -2.28686293 -2.15173923 -3.27564805 -0.07666291 139 140 141 142 143 144 -1.38311867 -2.29365821 5.31154001 -5.69623351 -2.15459906 -11.04402876 > postscript(file="/var/www/rcomp/tmp/6s4xc1322066368.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 = 144 Frequency = 1 lag(myerror, k = 1) myerror 0 14.50317577 NA 1 -1.92459781 14.50317577 2 7.96171092 -1.92459781 3 10.32322168 7.96171092 4 12.58086891 10.32322168 5 -13.06036937 12.58086891 6 0.19699733 -13.06036937 7 -0.11790140 0.19699733 8 -14.89664731 -0.11790140 9 -7.43174859 -14.89664731 10 -0.55353069 -7.43174859 11 -5.23347164 -0.55353069 12 34.62570125 -5.23347164 13 2.23959781 34.62570125 14 -6.57758845 2.23959781 15 4.27931815 -6.57758845 16 -4.99048273 4.27931815 17 4.94810022 -4.99048273 18 -4.10819385 4.94810022 19 -3.75448015 -4.10819385 20 11.19582793 -3.75448015 21 -2.03501562 11.19582793 22 2.21176613 -2.03501562 23 -13.24861388 2.21176613 24 8.44160453 -13.24861388 25 -15.33435994 8.44160453 26 47.73590995 -15.33435994 27 19.37960550 47.73590995 28 -3.42995329 19.37960550 29 -18.04618529 -3.42995329 30 -4.47120637 -18.04618529 31 -20.31858964 -4.47120637 32 16.76240664 -20.31858964 33 15.20150886 16.76240664 34 -14.80992991 15.20150886 35 -3.27564805 -14.80992991 36 8.61426315 -3.27564805 37 -10.97830171 8.61426315 38 -21.13656531 -10.97830171 39 -9.61532457 -21.13656531 40 -9.34102774 -9.61532457 41 -1.05677850 -9.34102774 42 -6.53570645 -1.05677850 43 6.90390507 -6.53570645 44 1.00783121 6.90390507 45 11.80984370 1.00783121 46 -4.40776700 11.80984370 47 13.64820527 -4.40776700 48 8.05083121 13.64820527 49 -10.56752341 8.05083121 50 0.72441672 -10.56752341 51 5.16559969 0.72441672 52 0.72834078 5.16559969 53 5.29632249 0.72834078 54 -5.14901730 5.29632249 55 -7.11231336 -5.14901730 56 -6.59167618 -7.11231336 57 -6.12606104 -6.59167618 58 11.66520138 -6.12606104 59 1.03434731 11.66520138 60 0.93877332 1.03434731 61 6.14207470 0.93877332 62 -3.24761411 6.14207470 63 -3.55275953 -3.24761411 64 -6.70025522 -3.55275953 65 -8.87018987 -6.70025522 66 -3.80723205 -8.87018987 67 -11.68886775 -3.80723205 68 -3.21355561 -11.68886775 69 3.11479611 -3.21355561 70 11.33984376 3.11479611 71 -0.27793391 11.33984376 72 8.41114254 -0.27793391 73 3.62806260 8.41114254 74 -11.20810576 3.62806260 75 0.02038688 -11.20810576 76 -2.44295504 0.02038688 77 4.06670489 -2.44295504 78 -5.14549583 4.06670489 79 11.06341187 -5.14549583 80 7.58997057 11.06341187 81 -1.97653667 7.58997057 82 -7.51669071 -1.97653667 83 -12.33424123 -7.51669071 84 4.16443578 -12.33424123 85 -6.32562859 4.16443578 86 50.61575935 -6.32562859 87 6.76820690 50.61575935 88 3.61543235 6.76820690 89 -5.56659439 3.61543235 90 -9.32427620 -5.56659439 91 0.69725892 -9.32427620 92 4.03909036 0.69725892 93 5.33975135 4.03909036 94 5.22871169 5.33975135 95 5.52485828 5.22871169 96 -4.39508402 5.52485828 97 -0.80440812 -4.39508402 98 14.99471264 -0.80440812 99 5.33295284 14.99471264 100 0.38864620 5.33295284 101 -7.03189618 0.38864620 102 10.38287049 -7.03189618 103 5.76378508 10.38287049 104 0.73019276 5.76378508 105 -6.13065977 0.73019276 106 -8.97339186 -6.13065977 107 1.45317911 -8.97339186 108 -3.27564805 1.45317911 109 -12.45627515 -3.27564805 110 11.48819977 -12.45627515 111 -15.27214051 11.48819977 112 6.10481239 -15.27214051 113 19.73074262 6.10481239 114 -1.12365273 19.73074262 115 -3.27564805 -1.12365273 116 -5.48693530 -3.27564805 117 1.42012241 -5.48693530 118 9.21441649 1.42012241 119 1.37580055 9.21441649 120 -9.65291949 1.37580055 121 -4.36609834 -9.65291949 122 -1.24230552 -4.36609834 123 -5.64589044 -1.24230552 124 -4.32396021 -5.64589044 125 -2.60225270 -4.32396021 126 -10.68855632 -2.60225270 127 -8.64870183 -10.68855632 128 -11.97938978 -8.64870183 129 -3.06707091 -11.97938978 130 1.62390157 -3.06707091 131 2.29321127 1.62390157 132 -2.20733806 2.29321127 133 -4.70590430 -2.20733806 134 -2.28686293 -4.70590430 135 -2.15173923 -2.28686293 136 -3.27564805 -2.15173923 137 -0.07666291 -3.27564805 138 -1.38311867 -0.07666291 139 -2.29365821 -1.38311867 140 5.31154001 -2.29365821 141 -5.69623351 5.31154001 142 -2.15459906 -5.69623351 143 -11.04402876 -2.15459906 144 NA -11.04402876 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -1.92459781 14.50317577 [2,] 7.96171092 -1.92459781 [3,] 10.32322168 7.96171092 [4,] 12.58086891 10.32322168 [5,] -13.06036937 12.58086891 [6,] 0.19699733 -13.06036937 [7,] -0.11790140 0.19699733 [8,] -14.89664731 -0.11790140 [9,] -7.43174859 -14.89664731 [10,] -0.55353069 -7.43174859 [11,] -5.23347164 -0.55353069 [12,] 34.62570125 -5.23347164 [13,] 2.23959781 34.62570125 [14,] -6.57758845 2.23959781 [15,] 4.27931815 -6.57758845 [16,] -4.99048273 4.27931815 [17,] 4.94810022 -4.99048273 [18,] -4.10819385 4.94810022 [19,] -3.75448015 -4.10819385 [20,] 11.19582793 -3.75448015 [21,] -2.03501562 11.19582793 [22,] 2.21176613 -2.03501562 [23,] -13.24861388 2.21176613 [24,] 8.44160453 -13.24861388 [25,] -15.33435994 8.44160453 [26,] 47.73590995 -15.33435994 [27,] 19.37960550 47.73590995 [28,] -3.42995329 19.37960550 [29,] -18.04618529 -3.42995329 [30,] -4.47120637 -18.04618529 [31,] -20.31858964 -4.47120637 [32,] 16.76240664 -20.31858964 [33,] 15.20150886 16.76240664 [34,] -14.80992991 15.20150886 [35,] -3.27564805 -14.80992991 [36,] 8.61426315 -3.27564805 [37,] -10.97830171 8.61426315 [38,] -21.13656531 -10.97830171 [39,] -9.61532457 -21.13656531 [40,] -9.34102774 -9.61532457 [41,] -1.05677850 -9.34102774 [42,] -6.53570645 -1.05677850 [43,] 6.90390507 -6.53570645 [44,] 1.00783121 6.90390507 [45,] 11.80984370 1.00783121 [46,] -4.40776700 11.80984370 [47,] 13.64820527 -4.40776700 [48,] 8.05083121 13.64820527 [49,] -10.56752341 8.05083121 [50,] 0.72441672 -10.56752341 [51,] 5.16559969 0.72441672 [52,] 0.72834078 5.16559969 [53,] 5.29632249 0.72834078 [54,] -5.14901730 5.29632249 [55,] -7.11231336 -5.14901730 [56,] -6.59167618 -7.11231336 [57,] -6.12606104 -6.59167618 [58,] 11.66520138 -6.12606104 [59,] 1.03434731 11.66520138 [60,] 0.93877332 1.03434731 [61,] 6.14207470 0.93877332 [62,] -3.24761411 6.14207470 [63,] -3.55275953 -3.24761411 [64,] -6.70025522 -3.55275953 [65,] -8.87018987 -6.70025522 [66,] -3.80723205 -8.87018987 [67,] -11.68886775 -3.80723205 [68,] -3.21355561 -11.68886775 [69,] 3.11479611 -3.21355561 [70,] 11.33984376 3.11479611 [71,] -0.27793391 11.33984376 [72,] 8.41114254 -0.27793391 [73,] 3.62806260 8.41114254 [74,] -11.20810576 3.62806260 [75,] 0.02038688 -11.20810576 [76,] -2.44295504 0.02038688 [77,] 4.06670489 -2.44295504 [78,] -5.14549583 4.06670489 [79,] 11.06341187 -5.14549583 [80,] 7.58997057 11.06341187 [81,] -1.97653667 7.58997057 [82,] -7.51669071 -1.97653667 [83,] -12.33424123 -7.51669071 [84,] 4.16443578 -12.33424123 [85,] -6.32562859 4.16443578 [86,] 50.61575935 -6.32562859 [87,] 6.76820690 50.61575935 [88,] 3.61543235 6.76820690 [89,] -5.56659439 3.61543235 [90,] -9.32427620 -5.56659439 [91,] 0.69725892 -9.32427620 [92,] 4.03909036 0.69725892 [93,] 5.33975135 4.03909036 [94,] 5.22871169 5.33975135 [95,] 5.52485828 5.22871169 [96,] -4.39508402 5.52485828 [97,] -0.80440812 -4.39508402 [98,] 14.99471264 -0.80440812 [99,] 5.33295284 14.99471264 [100,] 0.38864620 5.33295284 [101,] -7.03189618 0.38864620 [102,] 10.38287049 -7.03189618 [103,] 5.76378508 10.38287049 [104,] 0.73019276 5.76378508 [105,] -6.13065977 0.73019276 [106,] -8.97339186 -6.13065977 [107,] 1.45317911 -8.97339186 [108,] -3.27564805 1.45317911 [109,] -12.45627515 -3.27564805 [110,] 11.48819977 -12.45627515 [111,] -15.27214051 11.48819977 [112,] 6.10481239 -15.27214051 [113,] 19.73074262 6.10481239 [114,] -1.12365273 19.73074262 [115,] -3.27564805 -1.12365273 [116,] -5.48693530 -3.27564805 [117,] 1.42012241 -5.48693530 [118,] 9.21441649 1.42012241 [119,] 1.37580055 9.21441649 [120,] -9.65291949 1.37580055 [121,] -4.36609834 -9.65291949 [122,] -1.24230552 -4.36609834 [123,] -5.64589044 -1.24230552 [124,] -4.32396021 -5.64589044 [125,] -2.60225270 -4.32396021 [126,] -10.68855632 -2.60225270 [127,] -8.64870183 -10.68855632 [128,] -11.97938978 -8.64870183 [129,] -3.06707091 -11.97938978 [130,] 1.62390157 -3.06707091 [131,] 2.29321127 1.62390157 [132,] -2.20733806 2.29321127 [133,] -4.70590430 -2.20733806 [134,] -2.28686293 -4.70590430 [135,] -2.15173923 -2.28686293 [136,] -3.27564805 -2.15173923 [137,] -0.07666291 -3.27564805 [138,] -1.38311867 -0.07666291 [139,] -2.29365821 -1.38311867 [140,] 5.31154001 -2.29365821 [141,] -5.69623351 5.31154001 [142,] -2.15459906 -5.69623351 [143,] -11.04402876 -2.15459906 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -1.92459781 14.50317577 2 7.96171092 -1.92459781 3 10.32322168 7.96171092 4 12.58086891 10.32322168 5 -13.06036937 12.58086891 6 0.19699733 -13.06036937 7 -0.11790140 0.19699733 8 -14.89664731 -0.11790140 9 -7.43174859 -14.89664731 10 -0.55353069 -7.43174859 11 -5.23347164 -0.55353069 12 34.62570125 -5.23347164 13 2.23959781 34.62570125 14 -6.57758845 2.23959781 15 4.27931815 -6.57758845 16 -4.99048273 4.27931815 17 4.94810022 -4.99048273 18 -4.10819385 4.94810022 19 -3.75448015 -4.10819385 20 11.19582793 -3.75448015 21 -2.03501562 11.19582793 22 2.21176613 -2.03501562 23 -13.24861388 2.21176613 24 8.44160453 -13.24861388 25 -15.33435994 8.44160453 26 47.73590995 -15.33435994 27 19.37960550 47.73590995 28 -3.42995329 19.37960550 29 -18.04618529 -3.42995329 30 -4.47120637 -18.04618529 31 -20.31858964 -4.47120637 32 16.76240664 -20.31858964 33 15.20150886 16.76240664 34 -14.80992991 15.20150886 35 -3.27564805 -14.80992991 36 8.61426315 -3.27564805 37 -10.97830171 8.61426315 38 -21.13656531 -10.97830171 39 -9.61532457 -21.13656531 40 -9.34102774 -9.61532457 41 -1.05677850 -9.34102774 42 -6.53570645 -1.05677850 43 6.90390507 -6.53570645 44 1.00783121 6.90390507 45 11.80984370 1.00783121 46 -4.40776700 11.80984370 47 13.64820527 -4.40776700 48 8.05083121 13.64820527 49 -10.56752341 8.05083121 50 0.72441672 -10.56752341 51 5.16559969 0.72441672 52 0.72834078 5.16559969 53 5.29632249 0.72834078 54 -5.14901730 5.29632249 55 -7.11231336 -5.14901730 56 -6.59167618 -7.11231336 57 -6.12606104 -6.59167618 58 11.66520138 -6.12606104 59 1.03434731 11.66520138 60 0.93877332 1.03434731 61 6.14207470 0.93877332 62 -3.24761411 6.14207470 63 -3.55275953 -3.24761411 64 -6.70025522 -3.55275953 65 -8.87018987 -6.70025522 66 -3.80723205 -8.87018987 67 -11.68886775 -3.80723205 68 -3.21355561 -11.68886775 69 3.11479611 -3.21355561 70 11.33984376 3.11479611 71 -0.27793391 11.33984376 72 8.41114254 -0.27793391 73 3.62806260 8.41114254 74 -11.20810576 3.62806260 75 0.02038688 -11.20810576 76 -2.44295504 0.02038688 77 4.06670489 -2.44295504 78 -5.14549583 4.06670489 79 11.06341187 -5.14549583 80 7.58997057 11.06341187 81 -1.97653667 7.58997057 82 -7.51669071 -1.97653667 83 -12.33424123 -7.51669071 84 4.16443578 -12.33424123 85 -6.32562859 4.16443578 86 50.61575935 -6.32562859 87 6.76820690 50.61575935 88 3.61543235 6.76820690 89 -5.56659439 3.61543235 90 -9.32427620 -5.56659439 91 0.69725892 -9.32427620 92 4.03909036 0.69725892 93 5.33975135 4.03909036 94 5.22871169 5.33975135 95 5.52485828 5.22871169 96 -4.39508402 5.52485828 97 -0.80440812 -4.39508402 98 14.99471264 -0.80440812 99 5.33295284 14.99471264 100 0.38864620 5.33295284 101 -7.03189618 0.38864620 102 10.38287049 -7.03189618 103 5.76378508 10.38287049 104 0.73019276 5.76378508 105 -6.13065977 0.73019276 106 -8.97339186 -6.13065977 107 1.45317911 -8.97339186 108 -3.27564805 1.45317911 109 -12.45627515 -3.27564805 110 11.48819977 -12.45627515 111 -15.27214051 11.48819977 112 6.10481239 -15.27214051 113 19.73074262 6.10481239 114 -1.12365273 19.73074262 115 -3.27564805 -1.12365273 116 -5.48693530 -3.27564805 117 1.42012241 -5.48693530 118 9.21441649 1.42012241 119 1.37580055 9.21441649 120 -9.65291949 1.37580055 121 -4.36609834 -9.65291949 122 -1.24230552 -4.36609834 123 -5.64589044 -1.24230552 124 -4.32396021 -5.64589044 125 -2.60225270 -4.32396021 126 -10.68855632 -2.60225270 127 -8.64870183 -10.68855632 128 -11.97938978 -8.64870183 129 -3.06707091 -11.97938978 130 1.62390157 -3.06707091 131 2.29321127 1.62390157 132 -2.20733806 2.29321127 133 -4.70590430 -2.20733806 134 -2.28686293 -4.70590430 135 -2.15173923 -2.28686293 136 -3.27564805 -2.15173923 137 -0.07666291 -3.27564805 138 -1.38311867 -0.07666291 139 -2.29365821 -1.38311867 140 5.31154001 -2.29365821 141 -5.69623351 5.31154001 142 -2.15459906 -5.69623351 143 -11.04402876 -2.15459906 > 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/7gx2c1322066368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8pebi1322066368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/956y31322066368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10mp4z1322066368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/115vzh1322066368.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/12a0rn1322066368.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/13po9i1322066368.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/14s7u81322066368.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/154wlu1322066368.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/16bxdg1322066368.tab") + } > > try(system("convert tmp/1truf1322066368.ps tmp/1truf1322066368.png",intern=TRUE)) character(0) > try(system("convert tmp/2ygr01322066368.ps tmp/2ygr01322066368.png",intern=TRUE)) character(0) > try(system("convert tmp/3dfr01322066368.ps tmp/3dfr01322066368.png",intern=TRUE)) character(0) > try(system("convert tmp/4ce0a1322066368.ps tmp/4ce0a1322066368.png",intern=TRUE)) character(0) > try(system("convert tmp/5cowl1322066368.ps tmp/5cowl1322066368.png",intern=TRUE)) character(0) > try(system("convert tmp/6s4xc1322066368.ps tmp/6s4xc1322066368.png",intern=TRUE)) character(0) > try(system("convert tmp/7gx2c1322066368.ps tmp/7gx2c1322066368.png",intern=TRUE)) character(0) > try(system("convert tmp/8pebi1322066368.ps tmp/8pebi1322066368.png",intern=TRUE)) character(0) > try(system("convert tmp/956y31322066368.ps tmp/956y31322066368.png",intern=TRUE)) character(0) > try(system("convert tmp/10mp4z1322066368.ps tmp/10mp4z1322066368.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.95 0.41 6.35