R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. 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,428 + ,435 + ,404 + ,422 + ,445 + ,376 + ,427 + ,444 + ,429 + ,414 + ,505 + ,451 + ,461 + ,403 + ,440 + ,425 + ,432 + ,428 + ,429 + ,417 + ,371 + ,451 + ,454 + ,478 + ,394 + ,447 + ,455 + ,466 + ,436 + ,383 + ,467 + ,423 + ,407 + ,412 + ,463 + ,431 + ,436 + ,492 + ,449 + ,453 + ,418 + ,380 + ,440 + ,423 + ,493 + ,452 + ,450 + ,457 + ,470 + ,488 + ,440 + ,410 + ,423 + ,401 + ,437 + ,412 + ,441 + ,420 + ,506 + ,493 + ,457 + ,502 + ,445 + ,456) + ,dim=c(12 + ,140) + ,dimnames=list(c('Januari' + ,'Februari' + ,'Maart' + ,'April' + ,'Mei' + ,'Juni' + ,'Juli' + ,'Augustus' + ,'September' + ,'Oktober' + ,'November' + ,'December') + ,1:140)) > y <- array(NA,dim=c(12,140),dimnames=list(c('Januari','Februari','Maart','April','Mei','Juni','Juli','Augustus','September','Oktober','November','December'),1:140)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Januari Februari Maart April Mei Juni Juli Augustus September Oktober 1 1073 965 1178 1115 1080 1154 1222 1196 1139 1136 2 1141 1094 1192 1108 1186 1197 1280 1189 1192 1191 3 1239 1158 1200 1138 1323 1241 1241 1306 1196 1218 4 1323 1152 1244 1267 1316 1298 1360 1352 1277 1360 5 1274 1140 1280 1188 1231 1238 1370 1345 1266 1287 6 1317 1151 1325 1325 1321 1352 1484 1352 1348 1338 7 1390 1289 1305 1289 1279 1342 1446 1420 1395 1474 8 1318 1305 1409 1362 1440 1418 1404 1386 1471 1407 9 1472 1379 1379 1379 1540 1428 1475 1491 1491 1549 10 1436 1299 1465 1328 1507 1419 1523 1623 1512 1518 11 5281 4944 5500 5379 5088 5191 5661 5449 5460 5154 12 5055 4819 5484 5276 5230 5348 5516 5207 5388 5018 13 5219 4966 5451 5062 5624 5017 5351 5562 5185 5301 14 5230 4604 5389 5151 5389 5138 5374 5243 4945 5161 15 5200 4772 5192 5022 5141 4748 5306 5240 5056 5174 16 5139 4567 5028 5101 4966 5075 5496 5200 5207 5099 17 5215 4924 5366 5160 5106 5404 5607 5429 5388 5198 18 5344 4922 5618 5265 5392 5452 5450 5776 5404 5497 19 5550 4990 5725 5338 5631 5571 5670 5846 5776 5714 20 5729 5253 5662 5382 5792 5526 5957 6038 5611 5692 21 1516 1385 1596 1501 1435 1466 1649 1567 1645 1526 22 1436 1335 1594 1556 1473 1551 1596 1521 1578 1457 23 1477 1450 1564 1461 1614 1474 1601 1612 1482 1494 24 1522 1284 1555 1455 1549 1499 1505 1473 1374 1487 25 1506 1395 1541 1454 1509 1423 1563 1559 1469 1432 26 1471 1355 1455 1512 1542 1553 1661 1511 1578 1541 27 1493 1401 1578 1503 1502 1630 1665 1593 1609 1526 28 1524 1442 1697 1515 1591 1666 1592 1686 1582 1617 29 1570 1477 1689 1583 1690 1696 1680 1741 1722 1638 30 1676 1600 1724 1535 1723 1645 1713 1837 1682 1673 31 666 701 714 687 624 683 719 688 668 643 32 695 649 684 671 688 664 713 663 677 673 33 712 632 670 632 711 641 659 722 631 660 34 687 599 664 667 696 648 728 680 627 647 35 675 611 661 648 668 675 638 637 630 648 36 707 551 625 641 571 606 707 673 629 643 37 661 633 675 644 627 642 710 710 669 669 38 663 575 667 651 701 676 717 743 665 676 39 672 623 685 695 689 729 700 706 682 758 40 760 647 679 718 746 692 748 811 718 708 41 1228 1134 1250 1272 1235 1212 1227 1267 1285 1163 42 1190 1129 1218 1191 1250 1240 1276 1188 1247 1124 43 1160 1134 1296 1227 1319 1171 1212 1323 1235 1240 44 1222 1092 1256 1164 1215 1251 1203 1237 1150 1193 45 1229 1094 1185 1141 1110 1043 1230 1202 1165 1202 46 1188 1064 1145 1146 1149 1176 1234 1269 1202 1169 47 1223 1156 1266 1210 1202 1314 1341 1272 1255 1225 48 1209 1191 1264 1260 1231 1270 1307 1408 1287 1278 49 1326 1182 1402 1180 1337 1265 1350 1360 1374 1390 50 1341 1218 1327 1266 1291 1303 1415 1402 1309 1371 51 856 809 894 918 896 870 1009 904 842 873 52 823 783 963 903 929 943 955 900 948 841 53 886 817 889 833 971 845 892 949 910 928 54 832 765 917 914 930 855 945 925 904 900 55 844 825 826 902 932 781 947 896 947 925 56 853 745 873 902 839 910 949 878 905 886 57 913 877 934 926 874 861 950 914 913 913 58 928 859 956 942 918 937 880 958 973 948 59 969 827 966 907 927 947 999 1024 1043 988 60 945 892 972 937 1008 941 1040 973 910 967 61 1015 915 1046 1001 898 960 1057 1023 1020 949 62 911 923 1025 955 890 950 976 935 938 923 63 984 933 1032 909 1009 886 987 956 927 979 64 967 864 997 951 999 885 993 928 890 934 65 946 847 979 877 922 826 928 946 845 967 66 920 852 930 900 865 830 945 869 893 860 67 925 857 913 877 901 957 941 940 942 865 68 1020 855 1034 897 951 903 954 981 897 978 69 1013 881 983 973 988 934 941 1015 955 940 70 1007 896 960 926 1024 945 1041 1015 992 973 71 3138 2732 3115 3109 3070 3190 3412 3296 3385 3273 72 3019 2921 3322 3220 3091 3173 3299 3187 3303 3156 73 3311 3197 3288 3136 3248 3206 3418 3345 3182 3371 74 3375 2930 3210 3209 3369 3067 3385 3405 3091 3345 75 3185 2992 3283 2870 3063 2985 3387 3208 3132 3298 76 3220 2924 3049 3184 3007 3021 3339 2996 3246 3159 77 3224 2912 3111 2992 2777 3169 3391 3360 3202 3170 78 3187 2945 3286 3192 3123 3178 3228 3379 3333 3329 79 3136 2856 3370 3040 3319 3282 3299 3303 3428 3523 80 3246 2959 3275 2991 3241 3167 3435 3522 3261 3624 81 63 61 54 60 51 61 66 60 55 58 82 60 55 55 61 58 45 61 41 54 62 83 51 57 50 53 49 59 55 50 58 56 84 58 51 50 48 53 51 54 44 54 44 85 50 54 47 50 53 44 56 39 54 59 86 55 51 51 54 64 54 52 47 34 48 87 60 56 62 41 43 51 51 54 41 46 88 56 40 50 72 58 58 54 55 41 42 89 44 43 43 53 63 57 38 45 61 35 90 47 37 46 28 49 54 51 62 38 46 91 295 295 312 355 352 340 354 301 356 359 92 315 305 360 341 319 329 352 325 318 296 93 289 284 339 378 332 330 333 339 321 346 94 347 310 324 308 356 343 334 338 314 340 95 344 281 361 305 315 297 358 334 331 329 96 310 314 312 335 302 306 362 310 308 341 97 363 288 316 331 321 347 326 372 324 333 98 314 299 361 339 357 357 318 339 314 349 99 328 304 365 337 337 331 386 338 354 388 100 315 326 344 329 331 318 332 349 369 390 101 1190 1035 1222 1145 1139 1186 1300 1297 1305 1208 102 1180 1110 1256 1245 1151 1238 1209 1246 1254 1214 103 1292 1285 1252 1162 1202 1199 1315 1284 1187 1321 104 1279 1121 1242 1269 1289 1181 1307 1305 1184 1269 105 1220 1161 1226 1068 1151 1145 1305 1185 1181 1251 106 1237 1108 1135 1212 1111 1142 1253 1119 1230 1205 107 1228 1103 1139 1110 1044 1168 1316 1226 1256 1208 108 1226 1145 1161 1207 1185 1180 1194 1329 1284 1256 109 1177 1086 1250 1149 1213 1251 1231 1227 1269 1341 110 1260 1157 1235 1124 1218 1213 1302 1353 1207 1363 111 932 835 894 912 898 956 1045 976 977 971 112 872 902 1022 939 943 955 1011 939 987 932 113 982 919 934 928 977 990 1033 979 953 984 114 996 868 962 956 1030 912 1004 1033 936 1023 115 892 872 968 925 939 861 1030 985 926 1021 116 964 883 940 942 916 923 948 857 967 944 117 974 861 953 902 800 957 1004 1003 949 935 118 964 886 1029 962 949 988 981 997 1006 973 119 960 857 1029 898 1000 943 993 1031 1077 1065 120 971 852 980 881 996 942 1022 1057 991 1049 121 247 201 234 242 238 248 262 278 289 280 122 249 217 250 270 255 232 254 266 275 248 123 271 257 259 245 283 249 291 269 253 299 124 270 223 247 249 247 233 300 259 256 255 125 276 249 275 202 266 273 267 263 266 262 126 264 243 235 251 249 236 271 259 280 266 127 227 232 274 232 241 246 291 281 279 247 128 247 232 268 261 225 241 272 283 293 259 129 253 229 286 233 276 305 239 250 258 241 130 277 223 279 245 255 274 273 270 237 320 131 474 366 453 455 443 460 451 444 458 455 132 403 387 434 425 423 419 473 411 469 466 133 477 452 504 423 454 438 446 474 468 421 134 483 408 435 427 447 398 440 470 401 458 135 453 429 453 370 392 409 427 441 428 435 136 445 376 427 444 429 414 505 451 461 403 137 432 428 429 417 371 451 454 478 394 447 138 436 383 467 423 407 412 463 431 436 492 139 418 380 440 423 493 452 450 457 470 488 140 423 401 437 412 441 420 506 493 457 502 November December 1 1116 1135 2 1117 1255 3 1237 1258 4 1235 1311 5 1234 1243 6 1244 1373 7 1345 1462 8 1329 1456 9 1437 1395 10 1452 1531 11 4804 4934 12 4741 4953 13 4911 4922 14 4793 4724 15 4634 4978 16 4694 5131 17 4953 5285 18 5044 5348 19 5218 5108 20 5238 5351 21 1341 1418 22 1311 1378 23 1408 1461 24 1432 1389 25 1335 1447 26 1403 1462 27 1463 1554 28 1433 1639 29 1522 1503 30 1578 1580 31 629 576 32 607 601 33 618 622 34 623 604 35 601 590 36 564 611 37 577 652 38 627 621 39 624 626 40 651 673 41 1149 1192 42 1138 1167 43 1167 1154 44 1151 1130 45 1098 1217 46 1065 1222 47 1216 1288 48 1194 1271 49 1246 1260 50 1200 1267 51 809 855 52 790 908 53 836 832 54 756 837 55 785 857 56 845 925 57 854 891 58 918 900 59 890 859 60 912 908 61 876 893 62 895 899 63 882 853 64 831 764 65 815 867 66 817 911 67 843 900 68 872 917 69 936 860 70 897 923 71 2952 3233 72 3061 3241 73 3157 3211 74 3144 3206 75 2952 3182 76 2985 3242 77 3131 3385 78 3066 3159 79 3177 3244 80 3196 3334 81 48 49 82 50 43 83 53 46 84 43 31 85 44 42 86 29 40 87 45 35 88 45 42 89 40 52 90 44 40 91 274 326 92 299 329 93 310 297 94 311 309 95 291 304 96 296 350 97 338 340 98 298 328 99 315 348 100 304 332 101 1166 1214 102 1197 1257 103 1201 1255 104 1239 1236 105 1140 1268 106 1130 1228 107 1214 1272 108 1154 1188 109 1244 1236 110 1220 1313 111 845 968 112 891 948 113 965 894 114 910 992 115 879 950 116 869 969 117 892 1034 118 934 926 119 897 1010 120 986 988 121 252 254 122 265 238 123 251 283 124 246 242 125 238 238 126 250 270 127 232 273 128 231 264 129 281 240 130 241 245 131 415 471 132 409 469 133 430 482 134 438 427 135 404 422 136 440 425 137 455 466 138 449 453 139 440 410 140 445 456 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Februari Maart April Mei Juni -1.701559 0.220587 -0.090905 0.320678 -0.008502 -0.136948 Juli Augustus September Oktober November December 0.330600 0.216435 -0.214888 0.248099 0.219272 -0.091536 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -121.59 -21.42 1.60 24.50 86.33 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.701559 4.609714 -0.369 0.712645 Februari 0.220587 0.070189 3.143 0.002080 ** Maart -0.090905 0.074067 -1.227 0.221951 April 0.320678 0.066635 4.812 4.13e-06 *** Mei -0.008502 0.056969 -0.149 0.881595 Juni -0.136948 0.074128 -1.847 0.066991 . Juli 0.330600 0.067720 4.882 3.07e-06 *** Augustus 0.216435 0.062384 3.469 0.000711 *** September -0.214888 0.065699 -3.271 0.001378 ** Oktober 0.248099 0.078975 3.142 0.002088 ** November 0.219272 0.092128 2.380 0.018784 * December -0.091536 0.060130 -1.522 0.130402 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 38.07 on 128 degrees of freedom Multiple R-squared: 0.9993, Adjusted R-squared: 0.9992 F-statistic: 1.556e+04 on 11 and 128 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,] 0.5198836 9.602327e-01 4.801164e-01 [2,] 0.5467930 9.064139e-01 4.532070e-01 [3,] 0.4025197 8.050394e-01 5.974803e-01 [4,] 0.3385924 6.771848e-01 6.614076e-01 [5,] 0.5150891 9.698218e-01 4.849109e-01 [6,] 0.4248675 8.497349e-01 5.751325e-01 [7,] 0.3762038 7.524076e-01 6.237962e-01 [8,] 0.2892970 5.785940e-01 7.107030e-01 [9,] 0.2418637 4.837274e-01 7.581363e-01 [10,] 0.4112812 8.225624e-01 5.887188e-01 [11,] 0.6133661 7.732678e-01 3.866339e-01 [12,] 0.6899603 6.200794e-01 3.100397e-01 [13,] 0.6233274 7.533451e-01 3.766726e-01 [14,] 0.5479493 9.041014e-01 4.520507e-01 [15,] 0.4761616 9.523233e-01 5.238384e-01 [16,] 0.4806255 9.612510e-01 5.193745e-01 [17,] 0.4183018 8.366036e-01 5.816982e-01 [18,] 0.3944470 7.888940e-01 6.055530e-01 [19,] 0.5192901 9.614198e-01 4.807099e-01 [20,] 0.4570310 9.140621e-01 5.429690e-01 [21,] 0.4755579 9.511159e-01 5.244421e-01 [22,] 0.5306913 9.386174e-01 4.693087e-01 [23,] 0.4708865 9.417730e-01 5.291135e-01 [24,] 0.4153467 8.306934e-01 5.846533e-01 [25,] 0.4576280 9.152559e-01 5.423720e-01 [26,] 0.4439844 8.879688e-01 5.560156e-01 [27,] 0.4515676 9.031352e-01 5.484324e-01 [28,] 0.4591306 9.182612e-01 5.408694e-01 [29,] 0.6228643 7.542714e-01 3.771357e-01 [30,] 0.6489114 7.021771e-01 3.510886e-01 [31,] 0.6388477 7.223046e-01 3.611523e-01 [32,] 0.6108506 7.782989e-01 3.891494e-01 [33,] 0.5612703 8.774594e-01 4.387297e-01 [34,] 0.7430928 5.138144e-01 2.569072e-01 [35,] 0.7483568 5.032865e-01 2.516432e-01 [36,] 0.7097488 5.805023e-01 2.902512e-01 [37,] 0.8017779 3.964442e-01 1.982221e-01 [38,] 0.7801207 4.397586e-01 2.198793e-01 [39,] 0.7385077 5.229846e-01 2.614923e-01 [40,] 0.7699549 4.600902e-01 2.300451e-01 [41,] 0.8540664 2.918672e-01 1.459336e-01 [42,] 0.8262220 3.475561e-01 1.737780e-01 [43,] 0.7942029 4.115942e-01 2.057971e-01 [44,] 0.7663396 4.673207e-01 2.336604e-01 [45,] 0.7612772 4.774456e-01 2.387228e-01 [46,] 0.7704872 4.590257e-01 2.295128e-01 [47,] 0.7790482 4.419035e-01 2.209518e-01 [48,] 0.7599807 4.800387e-01 2.400193e-01 [49,] 0.7286623 5.426753e-01 2.713377e-01 [50,] 0.7178996 5.642009e-01 2.821004e-01 [51,] 0.7081830 5.836339e-01 2.918170e-01 [52,] 0.6977888 6.044223e-01 3.022112e-01 [53,] 0.7311011 5.377979e-01 2.688989e-01 [54,] 0.9245739 1.508523e-01 7.542613e-02 [55,] 0.9564728 8.705448e-02 4.352724e-02 [56,] 0.9522379 9.552428e-02 4.776214e-02 [57,] 0.9395986 1.208028e-01 6.040138e-02 [58,] 0.9997388 5.223380e-04 2.611690e-04 [59,] 0.9998243 3.514376e-04 1.757188e-04 [60,] 0.9998940 2.119522e-04 1.059761e-04 [61,] 0.9999183 1.633113e-04 8.165566e-05 [62,] 0.9999700 5.995041e-05 2.997520e-05 [63,] 0.9999581 8.388615e-05 4.194307e-05 [64,] 0.9999555 8.905441e-05 4.452720e-05 [65,] 0.9999484 1.031326e-04 5.156632e-05 [66,] 0.9999856 2.879257e-05 1.439629e-05 [67,] 0.9999733 5.332197e-05 2.666099e-05 [68,] 0.9999521 9.585270e-05 4.792635e-05 [69,] 0.9999161 1.677633e-04 8.388163e-05 [70,] 0.9998581 2.837884e-04 1.418942e-04 [71,] 0.9997542 4.916032e-04 2.458016e-04 [72,] 0.9995831 8.338329e-04 4.169165e-04 [73,] 0.9993421 1.315767e-03 6.578833e-04 [74,] 0.9989144 2.171269e-03 1.085634e-03 [75,] 0.9983845 3.231025e-03 1.615512e-03 [76,] 0.9974193 5.161495e-03 2.580748e-03 [77,] 0.9971008 5.798438e-03 2.899219e-03 [78,] 0.9956846 8.630773e-03 4.315387e-03 [79,] 0.9956617 8.676573e-03 4.338286e-03 [80,] 0.9936414 1.271728e-02 6.358638e-03 [81,] 0.9955534 8.893234e-03 4.446617e-03 [82,] 0.9952241 9.551716e-03 4.775858e-03 [83,] 0.9933245 1.335101e-02 6.675505e-03 [84,] 0.9902809 1.943814e-02 9.719069e-03 [85,] 0.9855709 2.885830e-02 1.442915e-02 [86,] 0.9804381 3.912389e-02 1.956194e-02 [87,] 0.9778202 4.435964e-02 2.217982e-02 [88,] 0.9847283 3.054349e-02 1.527174e-02 [89,] 0.9769489 4.610223e-02 2.305112e-02 [90,] 0.9680873 6.382546e-02 3.191273e-02 [91,] 0.9596631 8.067386e-02 4.033693e-02 [92,] 0.9628426 7.431476e-02 3.715738e-02 [93,] 0.9656060 6.878807e-02 3.439403e-02 [94,] 0.9574621 8.507587e-02 4.253794e-02 [95,] 0.9548416 9.031679e-02 4.515840e-02 [96,] 0.9381166 1.237669e-01 6.188345e-02 [97,] 0.9100403 1.799193e-01 8.995967e-02 [98,] 0.9768475 4.630495e-02 2.315247e-02 [99,] 0.9640318 7.193649e-02 3.596825e-02 [100,] 0.9439087 1.121826e-01 5.609132e-02 [101,] 0.9811940 3.761197e-02 1.880598e-02 [102,] 0.9741509 5.169818e-02 2.584909e-02 [103,] 0.9754294 4.914115e-02 2.457058e-02 [104,] 0.9650458 6.990844e-02 3.495422e-02 [105,] 0.9392127 1.215745e-01 6.078725e-02 [106,] 0.9180404 1.639192e-01 8.195962e-02 [107,] 0.9372808 1.254383e-01 6.271916e-02 [108,] 0.8857652 2.284696e-01 1.142348e-01 [109,] 0.8170289 3.659422e-01 1.829711e-01 [110,] 0.6924807 6.150387e-01 3.075193e-01 [111,] 0.6314506 7.370988e-01 3.685494e-01 > postscript(file="/var/wessaorg/rcomp/tmp/1hrkm1322131329.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2885x1322131329.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/30ogg1322131329.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4jy3l1322131329.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5rsd91322131329.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 = 140 Frequency = 1 1 2 3 4 5 6 -62.1611899 -21.4605596 16.4126559 10.2834839 -8.4516293 -15.8716906 7 8 9 10 11 12 -5.1092411 -25.6597472 -0.3377754 -19.1063981 -36.7124637 -46.7183492 13 14 15 16 17 18 -67.7329299 55.8655209 58.6194088 43.6392984 -15.6803070 3.8738647 19 20 21 22 23 24 77.6167361 25.3932369 15.2346296 -26.4755180 -57.2814226 56.8107691 25 26 27 28 29 30 27.4754971 -46.2017039 -23.4985083 1.0989478 -26.2913192 10.2493475 31 32 33 34 35 36 -31.2771402 18.5370931 45.4999906 2.7418815 40.3743633 54.7653780 37 38 39 40 41 42 -6.2857652 -15.0323355 -23.8849694 26.2456661 26.6559273 19.3195642 43 44 45 46 47 48 -72.0672441 42.1310058 39.4576358 26.3895795 -14.6755511 -79.5906482 49 50 51 52 53 54 52.4824982 0.8522568 -71.1190931 -18.5704028 3.0152250 -50.5934165 55 56 57 58 59 60 -62.2450565 -17.4967230 -13.3655897 17.8753134 33.3915658 -40.3796710 61 62 63 64 65 66 30.5994482 -32.7228502 19.9067566 11.5815165 20.3632045 32.9890033 67 68 69 70 71 72 48.9513427 86.3288227 48.7251961 35.2318729 8.8405921 -121.5901215 73 74 75 76 77 78 -37.4488065 24.1530317 24.3420328 75.8235417 40.9075836 -15.3806329 79 80 81 82 83 84 -25.7593111 -97.0479994 2.2849943 1.8173178 -1.6715854 11.7602807 85 86 87 88 89 90 -1.2870735 6.0468632 11.3732313 1.3818278 9.5823030 4.0413697 91 92 93 94 95 96 -29.2813376 -6.6972687 -55.4416382 20.6407267 24.9563176 -30.2090072 97 98 99 100 101 102 29.7298323 -7.1545645 -22.2248671 -22.1065121 5.0904259 -17.3936863 103 104 105 106 107 108 -7.9234792 -21.4096028 22.7568596 48.1963662 22.8281103 2.9157708 109 110 111 112 113 114 -26.2266871 -14.6104369 -7.4747452 -59.8748324 -10.3217396 3.8646221 115 116 117 118 119 120 -95.1958167 61.3349743 43.0249798 13.3187104 27.4180792 -10.9073229 121 122 123 124 125 126 -2.1397469 -7.3826201 -5.8779846 3.8444870 39.2102111 5.8299354 127 128 129 130 131 132 -20.4570651 -5.8476902 22.4640573 8.4261693 49.4522314 -23.4354786 133 134 135 136 137 138 48.9222707 24.0190341 39.4206967 -2.5224915 -27.4120382 -11.8066240 139 140 -20.3836580 -51.0436614 > postscript(file="/var/wessaorg/rcomp/tmp/64ud11322131329.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 = 140 Frequency = 1 lag(myerror, k = 1) myerror 0 -62.1611899 NA 1 -21.4605596 -62.1611899 2 16.4126559 -21.4605596 3 10.2834839 16.4126559 4 -8.4516293 10.2834839 5 -15.8716906 -8.4516293 6 -5.1092411 -15.8716906 7 -25.6597472 -5.1092411 8 -0.3377754 -25.6597472 9 -19.1063981 -0.3377754 10 -36.7124637 -19.1063981 11 -46.7183492 -36.7124637 12 -67.7329299 -46.7183492 13 55.8655209 -67.7329299 14 58.6194088 55.8655209 15 43.6392984 58.6194088 16 -15.6803070 43.6392984 17 3.8738647 -15.6803070 18 77.6167361 3.8738647 19 25.3932369 77.6167361 20 15.2346296 25.3932369 21 -26.4755180 15.2346296 22 -57.2814226 -26.4755180 23 56.8107691 -57.2814226 24 27.4754971 56.8107691 25 -46.2017039 27.4754971 26 -23.4985083 -46.2017039 27 1.0989478 -23.4985083 28 -26.2913192 1.0989478 29 10.2493475 -26.2913192 30 -31.2771402 10.2493475 31 18.5370931 -31.2771402 32 45.4999906 18.5370931 33 2.7418815 45.4999906 34 40.3743633 2.7418815 35 54.7653780 40.3743633 36 -6.2857652 54.7653780 37 -15.0323355 -6.2857652 38 -23.8849694 -15.0323355 39 26.2456661 -23.8849694 40 26.6559273 26.2456661 41 19.3195642 26.6559273 42 -72.0672441 19.3195642 43 42.1310058 -72.0672441 44 39.4576358 42.1310058 45 26.3895795 39.4576358 46 -14.6755511 26.3895795 47 -79.5906482 -14.6755511 48 52.4824982 -79.5906482 49 0.8522568 52.4824982 50 -71.1190931 0.8522568 51 -18.5704028 -71.1190931 52 3.0152250 -18.5704028 53 -50.5934165 3.0152250 54 -62.2450565 -50.5934165 55 -17.4967230 -62.2450565 56 -13.3655897 -17.4967230 57 17.8753134 -13.3655897 58 33.3915658 17.8753134 59 -40.3796710 33.3915658 60 30.5994482 -40.3796710 61 -32.7228502 30.5994482 62 19.9067566 -32.7228502 63 11.5815165 19.9067566 64 20.3632045 11.5815165 65 32.9890033 20.3632045 66 48.9513427 32.9890033 67 86.3288227 48.9513427 68 48.7251961 86.3288227 69 35.2318729 48.7251961 70 8.8405921 35.2318729 71 -121.5901215 8.8405921 72 -37.4488065 -121.5901215 73 24.1530317 -37.4488065 74 24.3420328 24.1530317 75 75.8235417 24.3420328 76 40.9075836 75.8235417 77 -15.3806329 40.9075836 78 -25.7593111 -15.3806329 79 -97.0479994 -25.7593111 80 2.2849943 -97.0479994 81 1.8173178 2.2849943 82 -1.6715854 1.8173178 83 11.7602807 -1.6715854 84 -1.2870735 11.7602807 85 6.0468632 -1.2870735 86 11.3732313 6.0468632 87 1.3818278 11.3732313 88 9.5823030 1.3818278 89 4.0413697 9.5823030 90 -29.2813376 4.0413697 91 -6.6972687 -29.2813376 92 -55.4416382 -6.6972687 93 20.6407267 -55.4416382 94 24.9563176 20.6407267 95 -30.2090072 24.9563176 96 29.7298323 -30.2090072 97 -7.1545645 29.7298323 98 -22.2248671 -7.1545645 99 -22.1065121 -22.2248671 100 5.0904259 -22.1065121 101 -17.3936863 5.0904259 102 -7.9234792 -17.3936863 103 -21.4096028 -7.9234792 104 22.7568596 -21.4096028 105 48.1963662 22.7568596 106 22.8281103 48.1963662 107 2.9157708 22.8281103 108 -26.2266871 2.9157708 109 -14.6104369 -26.2266871 110 -7.4747452 -14.6104369 111 -59.8748324 -7.4747452 112 -10.3217396 -59.8748324 113 3.8646221 -10.3217396 114 -95.1958167 3.8646221 115 61.3349743 -95.1958167 116 43.0249798 61.3349743 117 13.3187104 43.0249798 118 27.4180792 13.3187104 119 -10.9073229 27.4180792 120 -2.1397469 -10.9073229 121 -7.3826201 -2.1397469 122 -5.8779846 -7.3826201 123 3.8444870 -5.8779846 124 39.2102111 3.8444870 125 5.8299354 39.2102111 126 -20.4570651 5.8299354 127 -5.8476902 -20.4570651 128 22.4640573 -5.8476902 129 8.4261693 22.4640573 130 49.4522314 8.4261693 131 -23.4354786 49.4522314 132 48.9222707 -23.4354786 133 24.0190341 48.9222707 134 39.4206967 24.0190341 135 -2.5224915 39.4206967 136 -27.4120382 -2.5224915 137 -11.8066240 -27.4120382 138 -20.3836580 -11.8066240 139 -51.0436614 -20.3836580 140 NA -51.0436614 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -21.4605596 -62.1611899 [2,] 16.4126559 -21.4605596 [3,] 10.2834839 16.4126559 [4,] -8.4516293 10.2834839 [5,] -15.8716906 -8.4516293 [6,] -5.1092411 -15.8716906 [7,] -25.6597472 -5.1092411 [8,] -0.3377754 -25.6597472 [9,] -19.1063981 -0.3377754 [10,] -36.7124637 -19.1063981 [11,] -46.7183492 -36.7124637 [12,] -67.7329299 -46.7183492 [13,] 55.8655209 -67.7329299 [14,] 58.6194088 55.8655209 [15,] 43.6392984 58.6194088 [16,] -15.6803070 43.6392984 [17,] 3.8738647 -15.6803070 [18,] 77.6167361 3.8738647 [19,] 25.3932369 77.6167361 [20,] 15.2346296 25.3932369 [21,] -26.4755180 15.2346296 [22,] -57.2814226 -26.4755180 [23,] 56.8107691 -57.2814226 [24,] 27.4754971 56.8107691 [25,] -46.2017039 27.4754971 [26,] -23.4985083 -46.2017039 [27,] 1.0989478 -23.4985083 [28,] -26.2913192 1.0989478 [29,] 10.2493475 -26.2913192 [30,] -31.2771402 10.2493475 [31,] 18.5370931 -31.2771402 [32,] 45.4999906 18.5370931 [33,] 2.7418815 45.4999906 [34,] 40.3743633 2.7418815 [35,] 54.7653780 40.3743633 [36,] -6.2857652 54.7653780 [37,] -15.0323355 -6.2857652 [38,] -23.8849694 -15.0323355 [39,] 26.2456661 -23.8849694 [40,] 26.6559273 26.2456661 [41,] 19.3195642 26.6559273 [42,] -72.0672441 19.3195642 [43,] 42.1310058 -72.0672441 [44,] 39.4576358 42.1310058 [45,] 26.3895795 39.4576358 [46,] -14.6755511 26.3895795 [47,] -79.5906482 -14.6755511 [48,] 52.4824982 -79.5906482 [49,] 0.8522568 52.4824982 [50,] -71.1190931 0.8522568 [51,] -18.5704028 -71.1190931 [52,] 3.0152250 -18.5704028 [53,] -50.5934165 3.0152250 [54,] -62.2450565 -50.5934165 [55,] -17.4967230 -62.2450565 [56,] -13.3655897 -17.4967230 [57,] 17.8753134 -13.3655897 [58,] 33.3915658 17.8753134 [59,] -40.3796710 33.3915658 [60,] 30.5994482 -40.3796710 [61,] -32.7228502 30.5994482 [62,] 19.9067566 -32.7228502 [63,] 11.5815165 19.9067566 [64,] 20.3632045 11.5815165 [65,] 32.9890033 20.3632045 [66,] 48.9513427 32.9890033 [67,] 86.3288227 48.9513427 [68,] 48.7251961 86.3288227 [69,] 35.2318729 48.7251961 [70,] 8.8405921 35.2318729 [71,] -121.5901215 8.8405921 [72,] -37.4488065 -121.5901215 [73,] 24.1530317 -37.4488065 [74,] 24.3420328 24.1530317 [75,] 75.8235417 24.3420328 [76,] 40.9075836 75.8235417 [77,] -15.3806329 40.9075836 [78,] -25.7593111 -15.3806329 [79,] -97.0479994 -25.7593111 [80,] 2.2849943 -97.0479994 [81,] 1.8173178 2.2849943 [82,] -1.6715854 1.8173178 [83,] 11.7602807 -1.6715854 [84,] -1.2870735 11.7602807 [85,] 6.0468632 -1.2870735 [86,] 11.3732313 6.0468632 [87,] 1.3818278 11.3732313 [88,] 9.5823030 1.3818278 [89,] 4.0413697 9.5823030 [90,] -29.2813376 4.0413697 [91,] -6.6972687 -29.2813376 [92,] -55.4416382 -6.6972687 [93,] 20.6407267 -55.4416382 [94,] 24.9563176 20.6407267 [95,] -30.2090072 24.9563176 [96,] 29.7298323 -30.2090072 [97,] -7.1545645 29.7298323 [98,] -22.2248671 -7.1545645 [99,] -22.1065121 -22.2248671 [100,] 5.0904259 -22.1065121 [101,] -17.3936863 5.0904259 [102,] -7.9234792 -17.3936863 [103,] -21.4096028 -7.9234792 [104,] 22.7568596 -21.4096028 [105,] 48.1963662 22.7568596 [106,] 22.8281103 48.1963662 [107,] 2.9157708 22.8281103 [108,] -26.2266871 2.9157708 [109,] -14.6104369 -26.2266871 [110,] -7.4747452 -14.6104369 [111,] -59.8748324 -7.4747452 [112,] -10.3217396 -59.8748324 [113,] 3.8646221 -10.3217396 [114,] -95.1958167 3.8646221 [115,] 61.3349743 -95.1958167 [116,] 43.0249798 61.3349743 [117,] 13.3187104 43.0249798 [118,] 27.4180792 13.3187104 [119,] -10.9073229 27.4180792 [120,] -2.1397469 -10.9073229 [121,] -7.3826201 -2.1397469 [122,] -5.8779846 -7.3826201 [123,] 3.8444870 -5.8779846 [124,] 39.2102111 3.8444870 [125,] 5.8299354 39.2102111 [126,] -20.4570651 5.8299354 [127,] -5.8476902 -20.4570651 [128,] 22.4640573 -5.8476902 [129,] 8.4261693 22.4640573 [130,] 49.4522314 8.4261693 [131,] -23.4354786 49.4522314 [132,] 48.9222707 -23.4354786 [133,] 24.0190341 48.9222707 [134,] 39.4206967 24.0190341 [135,] -2.5224915 39.4206967 [136,] -27.4120382 -2.5224915 [137,] -11.8066240 -27.4120382 [138,] -20.3836580 -11.8066240 [139,] -51.0436614 -20.3836580 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -21.4605596 -62.1611899 2 16.4126559 -21.4605596 3 10.2834839 16.4126559 4 -8.4516293 10.2834839 5 -15.8716906 -8.4516293 6 -5.1092411 -15.8716906 7 -25.6597472 -5.1092411 8 -0.3377754 -25.6597472 9 -19.1063981 -0.3377754 10 -36.7124637 -19.1063981 11 -46.7183492 -36.7124637 12 -67.7329299 -46.7183492 13 55.8655209 -67.7329299 14 58.6194088 55.8655209 15 43.6392984 58.6194088 16 -15.6803070 43.6392984 17 3.8738647 -15.6803070 18 77.6167361 3.8738647 19 25.3932369 77.6167361 20 15.2346296 25.3932369 21 -26.4755180 15.2346296 22 -57.2814226 -26.4755180 23 56.8107691 -57.2814226 24 27.4754971 56.8107691 25 -46.2017039 27.4754971 26 -23.4985083 -46.2017039 27 1.0989478 -23.4985083 28 -26.2913192 1.0989478 29 10.2493475 -26.2913192 30 -31.2771402 10.2493475 31 18.5370931 -31.2771402 32 45.4999906 18.5370931 33 2.7418815 45.4999906 34 40.3743633 2.7418815 35 54.7653780 40.3743633 36 -6.2857652 54.7653780 37 -15.0323355 -6.2857652 38 -23.8849694 -15.0323355 39 26.2456661 -23.8849694 40 26.6559273 26.2456661 41 19.3195642 26.6559273 42 -72.0672441 19.3195642 43 42.1310058 -72.0672441 44 39.4576358 42.1310058 45 26.3895795 39.4576358 46 -14.6755511 26.3895795 47 -79.5906482 -14.6755511 48 52.4824982 -79.5906482 49 0.8522568 52.4824982 50 -71.1190931 0.8522568 51 -18.5704028 -71.1190931 52 3.0152250 -18.5704028 53 -50.5934165 3.0152250 54 -62.2450565 -50.5934165 55 -17.4967230 -62.2450565 56 -13.3655897 -17.4967230 57 17.8753134 -13.3655897 58 33.3915658 17.8753134 59 -40.3796710 33.3915658 60 30.5994482 -40.3796710 61 -32.7228502 30.5994482 62 19.9067566 -32.7228502 63 11.5815165 19.9067566 64 20.3632045 11.5815165 65 32.9890033 20.3632045 66 48.9513427 32.9890033 67 86.3288227 48.9513427 68 48.7251961 86.3288227 69 35.2318729 48.7251961 70 8.8405921 35.2318729 71 -121.5901215 8.8405921 72 -37.4488065 -121.5901215 73 24.1530317 -37.4488065 74 24.3420328 24.1530317 75 75.8235417 24.3420328 76 40.9075836 75.8235417 77 -15.3806329 40.9075836 78 -25.7593111 -15.3806329 79 -97.0479994 -25.7593111 80 2.2849943 -97.0479994 81 1.8173178 2.2849943 82 -1.6715854 1.8173178 83 11.7602807 -1.6715854 84 -1.2870735 11.7602807 85 6.0468632 -1.2870735 86 11.3732313 6.0468632 87 1.3818278 11.3732313 88 9.5823030 1.3818278 89 4.0413697 9.5823030 90 -29.2813376 4.0413697 91 -6.6972687 -29.2813376 92 -55.4416382 -6.6972687 93 20.6407267 -55.4416382 94 24.9563176 20.6407267 95 -30.2090072 24.9563176 96 29.7298323 -30.2090072 97 -7.1545645 29.7298323 98 -22.2248671 -7.1545645 99 -22.1065121 -22.2248671 100 5.0904259 -22.1065121 101 -17.3936863 5.0904259 102 -7.9234792 -17.3936863 103 -21.4096028 -7.9234792 104 22.7568596 -21.4096028 105 48.1963662 22.7568596 106 22.8281103 48.1963662 107 2.9157708 22.8281103 108 -26.2266871 2.9157708 109 -14.6104369 -26.2266871 110 -7.4747452 -14.6104369 111 -59.8748324 -7.4747452 112 -10.3217396 -59.8748324 113 3.8646221 -10.3217396 114 -95.1958167 3.8646221 115 61.3349743 -95.1958167 116 43.0249798 61.3349743 117 13.3187104 43.0249798 118 27.4180792 13.3187104 119 -10.9073229 27.4180792 120 -2.1397469 -10.9073229 121 -7.3826201 -2.1397469 122 -5.8779846 -7.3826201 123 3.8444870 -5.8779846 124 39.2102111 3.8444870 125 5.8299354 39.2102111 126 -20.4570651 5.8299354 127 -5.8476902 -20.4570651 128 22.4640573 -5.8476902 129 8.4261693 22.4640573 130 49.4522314 8.4261693 131 -23.4354786 49.4522314 132 48.9222707 -23.4354786 133 24.0190341 48.9222707 134 39.4206967 24.0190341 135 -2.5224915 39.4206967 136 -27.4120382 -2.5224915 137 -11.8066240 -27.4120382 138 -20.3836580 -11.8066240 139 -51.0436614 -20.3836580 > 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/wessaorg/rcomp/tmp/72fu61322131329.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/829yk1322131329.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/91j791322131329.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10sd7s1322131329.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/wessaorg/rcomp/tmp/111n8k1322131329.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/wessaorg/rcomp/tmp/12mc6e1322131330.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/wessaorg/rcomp/tmp/134ko91322131330.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/wessaorg/rcomp/tmp/14e1ah1322131330.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/wessaorg/rcomp/tmp/15h5nj1322131330.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/wessaorg/rcomp/tmp/16el4f1322131330.tab") + } > > try(system("convert tmp/1hrkm1322131329.ps tmp/1hrkm1322131329.png",intern=TRUE)) character(0) > try(system("convert tmp/2885x1322131329.ps tmp/2885x1322131329.png",intern=TRUE)) character(0) > try(system("convert tmp/30ogg1322131329.ps tmp/30ogg1322131329.png",intern=TRUE)) character(0) > try(system("convert tmp/4jy3l1322131329.ps tmp/4jy3l1322131329.png",intern=TRUE)) character(0) > try(system("convert tmp/5rsd91322131329.ps tmp/5rsd91322131329.png",intern=TRUE)) character(0) > try(system("convert tmp/64ud11322131329.ps tmp/64ud11322131329.png",intern=TRUE)) character(0) > try(system("convert tmp/72fu61322131329.ps tmp/72fu61322131329.png",intern=TRUE)) character(0) > try(system("convert tmp/829yk1322131329.ps tmp/829yk1322131329.png",intern=TRUE)) character(0) > try(system("convert tmp/91j791322131329.ps tmp/91j791322131329.png",intern=TRUE)) character(0) > try(system("convert tmp/10sd7s1322131329.ps tmp/10sd7s1322131329.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.161 0.541 5.736