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)
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> x <- array(list(20
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+ ,83
+ ,74)
+ ,dim=c(4
+ ,264)
+ ,dimnames=list(c('hoekwoning'
+ ,'2onder1kap'
+ ,'vrijstaand'
+ ,'appartement
')
+ ,1:264))
> y <- array(NA,dim=c(4,264),dimnames=list(c('hoekwoning','2onder1kap','vrijstaand','appartement
'),1:264))
> 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 = '4'
> #'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
appartement\r hoekwoning 2onder1kap vrijstaand
1 70 20 35 54
2 90 25 38 57
3 94 37 56 74
4 122 30 62 56
5 103 32 51 75
6 93 48 71 84
7 116 34 77 115
8 103 47 62 78
9 94 30 55 96
10 86 28 55 72
11 116 34 46 71
12 117 51 74 123
13 85 26 33 60
14 110 39 50 86
15 94 24 62 72
16 94 30 51 71
17 83 23 37 85
18 92 36 49 62
19 87 45 64 97
20 101 37 51 93
21 97 32 47 88
22 84 32 56 87
23 32 35 53 85
24 26 49 47 107
25 39 48 75 96
26 40 62 86 94
27 48 55 66 97
28 37 50 77 114
29 38 56 103 135
30 34 63 73 88
31 27 48 59 99
32 44 53 78 111
33 41 41 84 112
34 54 76 118 149
35 27 32 67 80
36 27 38 73 98
37 31 53 78 110
38 33 41 66 129
39 34 42 68 117
40 33 46 71 103
41 27 54 97 110
42 37 55 72 102
43 31 46 86 101
44 34 53 66 89
45 27 30 43 57
46 21 48 66 55
47 42 28 71 66
48 41 45 88 80
49 30 41 75 77
50 42 44 69 74
51 22 40 86 95
52 34 40 77 83
53 31 31 66 61
54 26 32 58 82
55 38 40 68 74
56 41 50 86 121
57 26 36 55 47
58 35 32 61 66
59 27 36 82 79
60 24 36 70 74
61 37 25 61 67
62 29 33 53 80
63 23 40 70 88
64 26 42 63 69
65 26 40 65 84
66 30 28 65 95
67 84 66 72 65
68 47 98 81 68
69 88 113 129 81
70 88 114 132 102
71 77 92 114 95
72 100 107 117 113
73 122 140 161 105
74 76 99 117 78
75 73 97 115 89
76 68 85 116 93
77 90 105 128 81
78 127 135 161 120
79 71 77 86 66
80 82 91 115 63
81 90 108 102 103
82 78 117 117 97
83 65 92 91 99
84 76 99 115 90
85 87 126 150 120
86 58 119 120 94
87 75 95 107 72
88 75 88 88 89
89 24 37 13 23
90 23 34 13 22
91 26 39 10 17
92 34 43 21 15
93 21 48 15 13
94 27 41 12 11
95 19 43 15 18
96 54 41 17 15
97 35 38 16 8
98 27 38 13 19
99 25 37 14 11
100 37 53 18 22
101 23 26 9 19
102 19 26 7 12
103 27 36 16 28
104 18 32 11 18
105 23 36 13 17
106 16 32 11 19
107 17 26 15 15
108 18 35 12 21
109 27 40 20 18
110 39 40 8 16
111 157 116 111 156
112 202 143 169 135
113 266 173 191 172
114 246 160 210 204
115 240 145 164 147
116 254 167 187 172
117 284 216 250 196
118 246 144 166 143
119 234 153 202 185
120 243 154 190 184
121 219 174 164 159
122 340 242 258 236
123 185 119 142 135
124 204 165 147 147
125 229 169 189 173
126 216 145 167 165
127 190 162 177 160
128 185 173 185 157
129 212 159 190 196
130 206 155 185 185
131 205 161 195 219
132 207 146 197 165
133 190 61 45 30
134 243 88 52 22
135 370 120 64 37
136 279 134 79 50
137 280 92 60 38
138 279 118 64 49
139 330 141 87 40
140 300 116 68 43
141 257 105 76 41
142 306 111 79 31
143 287 83 65 44
144 356 155 99 49
145 249 73 61 37
146 279 80 69 51
147 230 112 83 50
148 267 107 76 41
149 257 107 65 41
150 237 92 70 38
151 254 94 81 49
152 296 95 76 48
153 283 114 67 48
154 231 89 71 52
155 779 139 63 70
156 819 160 96 67
157 985 198 107 113
158 969 177 121 107
159 846 161 106 72
160 923 210 89 114
161 961 238 142 125
162 923 225 124 107
163 868 195 108 96
164 814 200 123 109
165 856 194 112 91
166 1 270 120 125
167 85 174 154 86
168 82 763 166 92
169 101 802 200 121
170 113 924 178 105
171 105 870 192 121
172 99 897 188 121
173 94 840 211 124
174 96 854 168 105
175 130 911 178 106
176 103 920 177 99
177 45 821 205 69
178 76 937 186 72
179 95 1 0 276
180 256 74 1 282
181 232 98 99 1
182 1 253 70 70
183 84 104 256 94
184 113 1 174 279
185 249 98 1 198
186 10 85 85 1
187 1 224 94 80
188 70 51 219 91
189 80 1 48 253
190 342 88 1 119
191 491 138 117 1
192 951 193 83 72
193 1 246 94 66
194 98 55 224 90
195 97 1 44 261
196 288 79 1 86
197 59 93 83 1
198 1 255 82 85
199 87 15 248 96
200 99 934 272 95
201 83 1 7 267
202 205 110 1 8
203 52 75 81 1
204 18 27 25 49
205 27 40 41 50
206 29 32 43 59
207 33 35 44 57
208 32 46 37 58
209 33 42 37 76
210 42 45 54 60
211 25 47 35 51
212 33 25 42 66
213 34 30 44 64
214 24 45 39 78
215 30 63 63 86
216 22 31 37 59
217 24 37 40 67
218 30 40 48 57
219 27 50 47 73
220 32 51 38 63
221 24 36 52 60
222 29 42 42 61
223 17 46 42 59
224 28 37 33 62
225 32 55 38 66
226 204 159 117 126
227 215 218 121 131
228 324 242 187 144
229 311 234 171 168
230 263 213 145 182
231 304 255 160 164
232 255 310 186 224
233 230 226 148 153
234 211 238 152 168
235 228 218 152 142
236 225 231 132 143
237 307 331 246 224
238 230 197 134 144
239 271 218 160 146
240 244 239 175 174
241 236 223 170 184
242 224 204 178 181
243 216 203 134 139
244 232 261 157 183
245 207 215 167 157
246 228 248 162 207
247 198 206 157 141
248 75 85 67 53
249 83 84 87 58
250 128 128 105 71
251 87 106 118 76
252 91 103 112 69
253 109 101 109 77
254 101 130 128 100
255 93 109 127 87
256 85 87 97 73
257 83 76 130 100
258 106 122 109 67
259 137 162 185 111
260 70 91 71 72
261 73 104 90 75
262 82 102 95 89
263 107 114 113 87
264 89 96 107 83
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) hoekwoning `2onder1kap` vrijstaand
64.7937 0.0374 0.5892 0.2611
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-189.29 -87.56 -57.14 8.43 820.26
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 64.79369 23.89441 2.712 0.00714 **
hoekwoning 0.03740 0.08011 0.467 0.64103
`2onder1kap` 0.58915 0.27968 2.107 0.03612 *
vrijstaand 0.26107 0.25031 1.043 0.29792
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 183.2 on 260 degrees of freedom
Multiple R-squared: 0.06565, Adjusted R-squared: 0.05486
F-statistic: 6.089 on 3 and 260 DF, p-value: 0.0005102
> 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,] 5.075991e-04 1.015198e-03 9.994924e-01
[2,] 4.180902e-05 8.361804e-05 9.999582e-01
[3,] 2.421022e-06 4.842044e-06 9.999976e-01
[4,] 3.133580e-07 6.267159e-07 9.999997e-01
[5,] 1.688982e-07 3.377963e-07 9.999998e-01
[6,] 1.441694e-08 2.883388e-08 1.000000e+00
[7,] 1.025453e-09 2.050907e-09 1.000000e+00
[8,] 1.082919e-10 2.165839e-10 1.000000e+00
[9,] 8.057326e-12 1.611465e-11 1.000000e+00
[10,] 5.308864e-13 1.061773e-12 1.000000e+00
[11,] 3.543381e-14 7.086762e-14 1.000000e+00
[12,] 2.318884e-15 4.637767e-15 1.000000e+00
[13,] 4.829721e-16 9.659441e-16 1.000000e+00
[14,] 3.199727e-17 6.399455e-17 1.000000e+00
[15,] 1.988411e-18 3.976821e-18 1.000000e+00
[16,] 2.395280e-19 4.790559e-19 1.000000e+00
[17,] 1.120181e-16 2.240362e-16 1.000000e+00
[18,] 2.850653e-16 5.701307e-16 1.000000e+00
[19,] 9.961850e-16 1.992370e-15 1.000000e+00
[20,] 4.534550e-16 9.069099e-16 1.000000e+00
[21,] 7.420584e-17 1.484117e-16 1.000000e+00
[22,] 3.199547e-17 6.399093e-17 1.000000e+00
[23,] 9.325524e-18 1.865105e-17 1.000000e+00
[24,] 1.520659e-18 3.041317e-18 1.000000e+00
[25,] 5.053578e-19 1.010716e-18 1.000000e+00
[26,] 8.050533e-20 1.610107e-19 1.000000e+00
[27,] 2.982562e-20 5.965124e-20 1.000000e+00
[28,] 6.321692e-21 1.264338e-20 1.000000e+00
[29,] 1.130735e-20 2.261471e-20 1.000000e+00
[30,] 6.767697e-21 1.353539e-20 1.000000e+00
[31,] 1.497596e-21 2.995192e-21 1.000000e+00
[32,] 3.535588e-22 7.071175e-22 1.000000e+00
[33,] 7.877680e-23 1.575536e-22 1.000000e+00
[34,] 1.886182e-23 3.772364e-23 1.000000e+00
[35,] 4.150532e-24 8.301063e-24 1.000000e+00
[36,] 7.099032e-25 1.419806e-24 1.000000e+00
[37,] 1.699610e-25 3.399220e-25 1.000000e+00
[38,] 3.487276e-26 6.974553e-26 1.000000e+00
[39,] 4.229496e-26 8.458992e-26 1.000000e+00
[40,] 1.609686e-26 3.219373e-26 1.000000e+00
[41,] 4.595581e-27 9.191162e-27 1.000000e+00
[42,] 7.455293e-28 1.491059e-27 1.000000e+00
[43,] 1.740897e-28 3.481794e-28 1.000000e+00
[44,] 2.929420e-29 5.858841e-29 1.000000e+00
[45,] 7.719256e-30 1.543851e-29 1.000000e+00
[46,] 1.471711e-30 2.943422e-30 1.000000e+00
[47,] 3.827303e-31 7.654607e-31 1.000000e+00
[48,] 1.708289e-31 3.416578e-31 1.000000e+00
[49,] 3.028448e-32 6.056896e-32 1.000000e+00
[50,] 4.706209e-33 9.412417e-33 1.000000e+00
[51,] 1.271237e-33 2.542474e-33 1.000000e+00
[52,] 2.747283e-34 5.494567e-34 1.000000e+00
[53,] 4.963371e-35 9.926742e-35 1.000000e+00
[54,] 1.151606e-35 2.303213e-35 1.000000e+00
[55,] 2.422719e-36 4.845438e-36 1.000000e+00
[56,] 8.954260e-37 1.790852e-36 1.000000e+00
[57,] 2.237999e-37 4.475999e-37 1.000000e+00
[58,] 4.656613e-38 9.313225e-38 1.000000e+00
[59,] 1.121784e-38 2.243567e-38 1.000000e+00
[60,] 3.258858e-39 6.517717e-39 1.000000e+00
[61,] 1.652544e-39 3.305088e-39 1.000000e+00
[62,] 2.625333e-40 5.250666e-40 1.000000e+00
[63,] 6.492006e-40 1.298401e-39 1.000000e+00
[64,] 3.460463e-40 6.920926e-40 1.000000e+00
[65,] 7.993033e-41 1.598607e-40 1.000000e+00
[66,] 2.682735e-41 5.365470e-41 1.000000e+00
[67,] 2.166545e-41 4.333090e-41 1.000000e+00
[68,] 3.470058e-42 6.940117e-42 1.000000e+00
[69,] 5.500052e-43 1.100010e-42 1.000000e+00
[70,] 9.003899e-44 1.800780e-43 1.000000e+00
[71,] 1.676370e-44 3.352739e-44 1.000000e+00
[72,] 9.169585e-45 1.833917e-44 1.000000e+00
[73,] 1.442767e-45 2.885533e-45 1.000000e+00
[74,] 2.279362e-46 4.558725e-46 1.000000e+00
[75,] 3.461617e-47 6.923233e-47 1.000000e+00
[76,] 5.830487e-48 1.166097e-47 1.000000e+00
[77,] 1.056239e-48 2.112478e-48 1.000000e+00
[78,] 1.606457e-49 3.212914e-49 1.000000e+00
[79,] 2.591377e-50 5.182754e-50 1.000000e+00
[80,] 6.797579e-51 1.359516e-50 1.000000e+00
[81,] 1.019820e-51 2.039639e-51 1.000000e+00
[82,] 1.521336e-52 3.042672e-52 1.000000e+00
[83,] 1.040050e-52 2.080100e-52 1.000000e+00
[84,] 4.126736e-53 8.253473e-53 1.000000e+00
[85,] 1.214181e-53 2.428362e-53 1.000000e+00
[86,] 2.410947e-54 4.821895e-54 1.000000e+00
[87,] 6.853849e-55 1.370770e-54 1.000000e+00
[88,] 1.320442e-55 2.640884e-55 1.000000e+00
[89,] 3.077883e-56 6.155766e-56 1.000000e+00
[90,] 4.576547e-57 9.153094e-57 1.000000e+00
[91,] 6.989140e-58 1.397828e-57 1.000000e+00
[92,] 1.208150e-58 2.416300e-58 1.000000e+00
[93,] 2.082681e-59 4.165362e-59 1.000000e+00
[94,] 3.182510e-60 6.365019e-60 1.000000e+00
[95,] 5.307014e-61 1.061403e-60 1.000000e+00
[96,] 9.239160e-62 1.847832e-61 1.000000e+00
[97,] 1.512708e-62 3.025416e-62 1.000000e+00
[98,] 2.779190e-63 5.558380e-63 1.000000e+00
[99,] 4.639219e-64 9.278438e-64 1.000000e+00
[100,] 8.755457e-65 1.751091e-64 1.000000e+00
[101,] 1.559878e-65 3.119756e-65 1.000000e+00
[102,] 2.828856e-66 5.657711e-66 1.000000e+00
[103,] 4.500673e-67 9.001346e-67 1.000000e+00
[104,] 6.672800e-68 1.334560e-67 1.000000e+00
[105,] 9.367217e-68 1.873443e-67 1.000000e+00
[106,] 1.734230e-66 3.468461e-66 1.000000e+00
[107,] 3.137578e-64 6.275155e-64 1.000000e+00
[108,] 1.009947e-63 2.019895e-63 1.000000e+00
[109,] 8.016771e-63 1.603354e-62 1.000000e+00
[110,] 1.399787e-62 2.799573e-62 1.000000e+00
[111,] 7.713114e-63 1.542623e-62 1.000000e+00
[112,] 2.252499e-62 4.504998e-62 1.000000e+00
[113,] 8.479983e-63 1.695997e-62 1.000000e+00
[114,] 3.518395e-63 7.036789e-63 1.000000e+00
[115,] 5.864975e-64 1.172995e-63 1.000000e+00
[116,] 1.705516e-64 3.411033e-64 1.000000e+00
[117,] 4.775950e-65 9.551899e-65 1.000000e+00
[118,] 7.370557e-66 1.474111e-65 1.000000e+00
[119,] 1.289548e-66 2.579096e-66 1.000000e+00
[120,] 2.734015e-67 5.468031e-67 1.000000e+00
[121,] 4.322617e-68 8.645233e-68 1.000000e+00
[122,] 7.860001e-69 1.572000e-68 1.000000e+00
[123,] 1.179897e-69 2.359795e-69 1.000000e+00
[124,] 1.768824e-70 3.537649e-70 1.000000e+00
[125,] 3.200051e-71 6.400103e-71 1.000000e+00
[126,] 6.512830e-72 1.302566e-71 1.000000e+00
[127,] 1.365738e-69 2.731476e-69 1.000000e+00
[128,] 1.157112e-66 2.314224e-66 1.000000e+00
[129,] 4.240170e-61 8.480339e-61 1.000000e+00
[130,] 1.093805e-60 2.187610e-60 1.000000e+00
[131,] 6.279830e-59 1.255966e-58 1.000000e+00
[132,] 1.289675e-58 2.579351e-58 1.000000e+00
[133,] 7.033970e-58 1.406794e-57 1.000000e+00
[134,] 2.401264e-57 4.802528e-57 1.000000e+00
[135,] 3.469255e-57 6.938510e-57 1.000000e+00
[136,] 2.486170e-56 4.972340e-56 1.000000e+00
[137,] 4.044176e-55 8.088353e-55 1.000000e+00
[138,] 4.767061e-55 9.534121e-55 1.000000e+00
[139,] 1.857641e-54 3.715282e-54 1.000000e+00
[140,] 1.403366e-53 2.806731e-53 1.000000e+00
[141,] 4.040244e-54 8.080488e-54 1.000000e+00
[142,] 2.550637e-54 5.101274e-54 1.000000e+00
[143,] 1.010002e-54 2.020005e-54 1.000000e+00
[144,] 5.512092e-55 1.102418e-54 1.000000e+00
[145,] 4.995171e-55 9.990342e-55 1.000000e+00
[146,] 1.364235e-54 2.728471e-54 1.000000e+00
[147,] 5.850793e-55 1.170159e-54 1.000000e+00
[148,] 2.779446e-55 5.558892e-55 1.000000e+00
[149,] 4.302343e-44 8.604686e-44 1.000000e+00
[150,] 5.186176e-36 1.037235e-35 1.000000e+00
[151,] 4.990302e-29 9.980604e-29 1.000000e+00
[152,] 4.274974e-22 8.549948e-22 1.000000e+00
[153,] 6.134200e-18 1.226840e-17 1.000000e+00
[154,] 1.662971e-15 3.325942e-15 1.000000e+00
[155,] 1.504145e-12 3.008289e-12 1.000000e+00
[156,] 1.060222e-09 2.120443e-09 1.000000e+00
[157,] 6.093105e-07 1.218621e-06 9.999994e-01
[158,] 9.539261e-05 1.907852e-04 9.999046e-01
[159,] 2.576036e-02 5.152072e-02 9.742396e-01
[160,] 7.260558e-01 5.478883e-01 2.739442e-01
[161,] 7.428876e-01 5.142248e-01 2.571124e-01
[162,] 9.999862e-01 2.762353e-05 1.381176e-05
[163,] 9.999980e-01 4.096926e-06 2.048463e-06
[164,] 9.999988e-01 2.493590e-06 1.246795e-06
[165,] 9.999987e-01 2.503921e-06 1.251961e-06
[166,] 9.999985e-01 2.946139e-06 1.473070e-06
[167,] 9.999983e-01 3.346000e-06 1.673000e-06
[168,] 9.999977e-01 4.568741e-06 2.284370e-06
[169,] 9.999967e-01 6.696566e-06 3.348283e-06
[170,] 9.999956e-01 8.860426e-06 4.430213e-06
[171,] 9.999963e-01 7.308094e-06 3.654047e-06
[172,] 9.999975e-01 5.071122e-06 2.535561e-06
[173,] 9.999967e-01 6.554052e-06 3.277026e-06
[174,] 9.999960e-01 8.081664e-06 4.040832e-06
[175,] 9.999957e-01 8.556159e-06 4.278079e-06
[176,] 9.999954e-01 9.269574e-06 4.634787e-06
[177,] 9.999940e-01 1.200401e-05 6.002004e-06
[178,] 9.999919e-01 1.629564e-05 8.147821e-06
[179,] 9.999895e-01 2.104249e-05 1.052125e-05
[180,] 9.999849e-01 3.022006e-05 1.511003e-05
[181,] 9.999839e-01 3.216601e-05 1.608301e-05
[182,] 9.999783e-01 4.345251e-05 2.172625e-05
[183,] 9.999698e-01 6.036263e-05 3.018132e-05
[184,] 9.999831e-01 3.376295e-05 1.688147e-05
[185,] 9.999990e-01 1.943425e-06 9.717124e-07
[186,] 1.000000e+00 8.352986e-22 4.176493e-22
[187,] 1.000000e+00 8.742536e-22 4.371268e-22
[188,] 1.000000e+00 1.790135e-21 8.950676e-22
[189,] 1.000000e+00 1.026651e-21 5.133257e-22
[190,] 1.000000e+00 1.654717e-24 8.273586e-25
[191,] 1.000000e+00 4.883839e-24 2.441919e-24
[192,] 1.000000e+00 3.876010e-24 1.938005e-24
[193,] 1.000000e+00 7.725547e-25 3.862773e-25
[194,] 1.000000e+00 1.999003e-38 9.995013e-39
[195,] 1.000000e+00 1.928141e-39 9.640705e-40
[196,] 1.000000e+00 7.192675e-41 3.596337e-41
[197,] 1.000000e+00 4.941655e-40 2.470827e-40
[198,] 1.000000e+00 3.868097e-39 1.934049e-39
[199,] 1.000000e+00 3.082134e-38 1.541067e-38
[200,] 1.000000e+00 2.256875e-37 1.128437e-37
[201,] 1.000000e+00 1.613319e-36 8.066594e-37
[202,] 1.000000e+00 1.255318e-35 6.276589e-36
[203,] 1.000000e+00 9.422504e-35 4.711252e-35
[204,] 1.000000e+00 6.760443e-34 3.380222e-34
[205,] 1.000000e+00 4.896616e-33 2.448308e-33
[206,] 1.000000e+00 2.487417e-32 1.243709e-32
[207,] 1.000000e+00 1.378660e-31 6.893301e-32
[208,] 1.000000e+00 1.010584e-30 5.052920e-31
[209,] 1.000000e+00 5.720272e-30 2.860136e-30
[210,] 1.000000e+00 3.985388e-29 1.992694e-29
[211,] 1.000000e+00 2.822472e-28 1.411236e-28
[212,] 1.000000e+00 1.962232e-27 9.811160e-28
[213,] 1.000000e+00 1.329624e-26 6.648118e-27
[214,] 1.000000e+00 9.153981e-26 4.576990e-26
[215,] 1.000000e+00 6.189894e-25 3.094947e-25
[216,] 1.000000e+00 4.143031e-24 2.071515e-24
[217,] 1.000000e+00 2.458652e-23 1.229326e-23
[218,] 1.000000e+00 1.569812e-22 7.849061e-23
[219,] 1.000000e+00 9.811911e-22 4.905955e-22
[220,] 1.000000e+00 1.955820e-21 9.779102e-22
[221,] 1.000000e+00 1.269667e-20 6.348333e-21
[222,] 1.000000e+00 2.948373e-21 1.474186e-21
[223,] 1.000000e+00 3.294649e-22 1.647324e-22
[224,] 1.000000e+00 3.092785e-22 1.546393e-22
[225,] 1.000000e+00 1.360859e-22 6.804297e-23
[226,] 1.000000e+00 6.114730e-23 3.057365e-23
[227,] 1.000000e+00 5.636922e-22 2.818461e-22
[228,] 1.000000e+00 2.501336e-21 1.250668e-21
[229,] 1.000000e+00 1.900949e-20 9.504745e-21
[230,] 1.000000e+00 1.862209e-19 9.311044e-20
[231,] 1.000000e+00 6.948905e-19 3.474453e-19
[232,] 1.000000e+00 1.311455e-18 6.557275e-19
[233,] 1.000000e+00 2.918341e-20 1.459171e-20
[234,] 1.000000e+00 2.748517e-19 1.374258e-19
[235,] 1.000000e+00 1.767645e-18 8.838225e-19
[236,] 1.000000e+00 3.367470e-18 1.683735e-18
[237,] 1.000000e+00 2.596315e-18 1.298157e-18
[238,] 1.000000e+00 3.820110e-17 1.910055e-17
[239,] 1.000000e+00 4.494243e-16 2.247121e-16
[240,] 1.000000e+00 7.363734e-15 3.681867e-15
[241,] 1.000000e+00 7.375975e-15 3.687987e-15
[242,] 1.000000e+00 1.341383e-13 6.706914e-14
[243,] 1.000000e+00 2.446302e-12 1.223151e-12
[244,] 1.000000e+00 3.551656e-12 1.775828e-12
[245,] 1.000000e+00 3.519065e-11 1.759532e-11
[246,] 1.000000e+00 4.797726e-10 2.398863e-10
[247,] 1.000000e+00 1.669647e-09 8.348233e-10
[248,] 1.000000e+00 4.397529e-08 2.198765e-08
[249,] 9.999996e-01 7.537372e-07 3.768686e-07
[250,] 9.999908e-01 1.837581e-05 9.187904e-06
[251,] 9.998087e-01 3.826027e-04 1.913014e-04
> postscript(file="/var/wessaorg/rcomp/tmp/1bgtz1322140367.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2dqtf1322140367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3eyie1322140367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/45pos1322140367.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5p7ev1322140367.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 = 264
Frequency = 1
1 2 3 4 5 6
-30.2599969 -12.9976619 -24.4894383 4.9367641 -12.6177661 -37.3488378
7 8 9 10 11 12
-25.4535137 -20.4426191 -29.3821501 -31.0415669 4.2975026 -25.4103945
13 14 15 16 17 18
-15.8725186 -8.1622101 -27.0160495 -20.4986746 -26.6438042 -19.1950776
19 20 21 22 23 24
-42.5065484 -19.5040917 -19.6551248 -37.6964248 -87.5190073 -96.2512843
25 26 27 28 29 30
-96.8383437 -102.3204271 -83.0588200 -104.7907849 -124.8157018 -99.1323908
31 32 33 34 35 36
-100.1951238 -97.7089037 -104.0561353 -122.0559691 -99.3495827 -107.8082213
37 38 39 40 41 42
-110.4478291 -105.8896541 -102.9724612 -102.2344616 -125.6791276 -98.8991093
43 44 45 46 47 48
-112.5496034 -94.8954301 -79.1304086 -98.8319112 -82.9015631 -98.2079460
49 50 51 52 53 54
-100.6161503 -84.4102001 -119.7587763 -99.3235067 -89.7626163 -95.5693573
55 56 57 58 59 60
-87.6714609 -107.9206815 -84.8138752 -84.1596222 -108.0753856 -102.7001799
61 62 63 64 65 66
-82.1589205 -89.1388411 -107.5048105 -95.4951175 -100.5147485 -98.9378096
67 68 69 70 71 72
-42.6507125 -86.9330024 -78.1672522 -85.4546732 -83.1996765 -67.2274264
73 74 75 76 77 78
-70.2956381 -81.7906431 -86.4093648 -92.5940565 -75.2789266 -69.0247737
79 80 81 82 83 84
-64.5712880 -70.3970460 -65.8167862 -85.4241992 -82.6934621 -83.7452326
85 86 87 88 89 90
-102.2075242 -106.4832269 -75.1830819 -68.1656716 -55.8410672 -56.4678027
91 92 93 94 95 96
-50.5819547 -48.6900720 -57.8199895 -49.2686059 -60.9383794 -26.2586679
97 98 99 100 101 102
-42.7298032 -51.8341655 -52.2973249 -46.1241020 -53.0287952 -54.0229676
103 104 105 106 107 108
-55.8765017 -59.1704057 -55.2372231 -61.4314803 -61.5194132 -60.6549720
109 110 111 112 113 114
-55.7719532 -36.1799713 -18.2552866 -2.9532872 37.3036948 -1.7584378
115 116 117 118 119 120
34.7847882 27.8846854 12.6698394 40.6881777 -3.8230226 12.4704882
121 122 123 124 125 126
9.5673915 52.5413224 -3.1486448 8.0524524 1.3705121 4.3179875
127 128 129 130 131 132
-26.9039092 -36.2452701 -21.8493899 -21.8822194 -37.8746622 -22.3939910
133 134 135 136 137 138
88.5810047 138.5358237 253.3531806 149.5983675 166.4958221 159.2950789
139 140 141 142 143 144
198.2341152 179.5797087 132.7999987 182.4189067 169.3201805 214.2910587
145 146 147 148 149 150
135.8782796 157.2482373 99.0644821 142.7252055 139.2058855 117.6042948
151 152 153 154 155 156
125.1770011 170.3464428 161.9382817 107.4722878 653.6163365 674.1721913
157 158 159 160 161 162
820.2610092 798.3646473 693.9378945 768.1559244 771.0119042 748.8021518
163 164 165 166 167 168
707.2223142 640.8040706 694.2084728 -177.2234274 -99.4826367 -133.1455215
169 170 171 172 173 174
-143.2063451 -118.6301784 -137.0360929 -141.6891905 -158.8913201 -127.1208882
175 176 177 178 179 180
-101.4050970 -126.3249917 -189.2867661 -152.2140950 -41.8876730 114.2267741
181 182 183 184 185 186
104.9542455 -132.7709464 -160.0470490 -127.1834718 128.2595203 -108.3114603
187 188 189 190 191 192
-148.4368560 -149.4831538 -79.1622887 242.2583784 351.8536319 811.2917157
193 194 195 196 197 198
-145.6045373 -124.3174293 -61.8942744 197.2104092 -58.4323277 -143.8316911
199 200 201 202 203 204
-149.5276778 -185.7737553 -55.6620709 133.4149316 -63.5808833 -75.3248730
205 206 207 208 209 210
-76.4985472 -77.7273510 -73.9065444 -71.4549126 -75.0046686 -71.9552616
211 212 213 214 215 216
-75.4864817 -74.7039440 -74.5470834 -85.8173131 -96.7187143 -81.1550380
217 218 219 220 221 222
-83.2354725 -79.4501384 -86.4121451 -73.5364213 -88.4403866 -78.0343135
223 224 225 226 227 228
-89.6617508 -73.8060305 -74.4692315 31.4339802 36.5655963 102.3900278
229 230 231 232 233 234
92.8498544 57.2981101 92.5895039 10.5502443 29.6156588 3.8941698
235 236 237 238 239 240
28.4300412 36.4658653 26.4157516 41.2979700 65.6725210 21.7398129
241 242 243 244 245 246
14.6731765 -0.5462859 28.3789633 17.1721654 -5.2111786 4.4467677
247 248 249 250 251 252
-3.8058885 -46.2825895 -51.3336204 -21.9777900 -71.1194230 -61.6447947
253 254 255 256 257 258
-43.8911399 -70.1742589 -73.4058078 -59.2534562 -87.3331473 -45.0657229
259 260 261 262 263 264
-71.8244765 -58.8239971 -68.2872787 -65.8132933 -51.3446526 -64.0922989
> postscript(file="/var/wessaorg/rcomp/tmp/6ydox1322140367.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 = 264
Frequency = 1
lag(myerror, k = 1) myerror
0 -30.2599969 NA
1 -12.9976619 -30.2599969
2 -24.4894383 -12.9976619
3 4.9367641 -24.4894383
4 -12.6177661 4.9367641
5 -37.3488378 -12.6177661
6 -25.4535137 -37.3488378
7 -20.4426191 -25.4535137
8 -29.3821501 -20.4426191
9 -31.0415669 -29.3821501
10 4.2975026 -31.0415669
11 -25.4103945 4.2975026
12 -15.8725186 -25.4103945
13 -8.1622101 -15.8725186
14 -27.0160495 -8.1622101
15 -20.4986746 -27.0160495
16 -26.6438042 -20.4986746
17 -19.1950776 -26.6438042
18 -42.5065484 -19.1950776
19 -19.5040917 -42.5065484
20 -19.6551248 -19.5040917
21 -37.6964248 -19.6551248
22 -87.5190073 -37.6964248
23 -96.2512843 -87.5190073
24 -96.8383437 -96.2512843
25 -102.3204271 -96.8383437
26 -83.0588200 -102.3204271
27 -104.7907849 -83.0588200
28 -124.8157018 -104.7907849
29 -99.1323908 -124.8157018
30 -100.1951238 -99.1323908
31 -97.7089037 -100.1951238
32 -104.0561353 -97.7089037
33 -122.0559691 -104.0561353
34 -99.3495827 -122.0559691
35 -107.8082213 -99.3495827
36 -110.4478291 -107.8082213
37 -105.8896541 -110.4478291
38 -102.9724612 -105.8896541
39 -102.2344616 -102.9724612
40 -125.6791276 -102.2344616
41 -98.8991093 -125.6791276
42 -112.5496034 -98.8991093
43 -94.8954301 -112.5496034
44 -79.1304086 -94.8954301
45 -98.8319112 -79.1304086
46 -82.9015631 -98.8319112
47 -98.2079460 -82.9015631
48 -100.6161503 -98.2079460
49 -84.4102001 -100.6161503
50 -119.7587763 -84.4102001
51 -99.3235067 -119.7587763
52 -89.7626163 -99.3235067
53 -95.5693573 -89.7626163
54 -87.6714609 -95.5693573
55 -107.9206815 -87.6714609
56 -84.8138752 -107.9206815
57 -84.1596222 -84.8138752
58 -108.0753856 -84.1596222
59 -102.7001799 -108.0753856
60 -82.1589205 -102.7001799
61 -89.1388411 -82.1589205
62 -107.5048105 -89.1388411
63 -95.4951175 -107.5048105
64 -100.5147485 -95.4951175
65 -98.9378096 -100.5147485
66 -42.6507125 -98.9378096
67 -86.9330024 -42.6507125
68 -78.1672522 -86.9330024
69 -85.4546732 -78.1672522
70 -83.1996765 -85.4546732
71 -67.2274264 -83.1996765
72 -70.2956381 -67.2274264
73 -81.7906431 -70.2956381
74 -86.4093648 -81.7906431
75 -92.5940565 -86.4093648
76 -75.2789266 -92.5940565
77 -69.0247737 -75.2789266
78 -64.5712880 -69.0247737
79 -70.3970460 -64.5712880
80 -65.8167862 -70.3970460
81 -85.4241992 -65.8167862
82 -82.6934621 -85.4241992
83 -83.7452326 -82.6934621
84 -102.2075242 -83.7452326
85 -106.4832269 -102.2075242
86 -75.1830819 -106.4832269
87 -68.1656716 -75.1830819
88 -55.8410672 -68.1656716
89 -56.4678027 -55.8410672
90 -50.5819547 -56.4678027
91 -48.6900720 -50.5819547
92 -57.8199895 -48.6900720
93 -49.2686059 -57.8199895
94 -60.9383794 -49.2686059
95 -26.2586679 -60.9383794
96 -42.7298032 -26.2586679
97 -51.8341655 -42.7298032
98 -52.2973249 -51.8341655
99 -46.1241020 -52.2973249
100 -53.0287952 -46.1241020
101 -54.0229676 -53.0287952
102 -55.8765017 -54.0229676
103 -59.1704057 -55.8765017
104 -55.2372231 -59.1704057
105 -61.4314803 -55.2372231
106 -61.5194132 -61.4314803
107 -60.6549720 -61.5194132
108 -55.7719532 -60.6549720
109 -36.1799713 -55.7719532
110 -18.2552866 -36.1799713
111 -2.9532872 -18.2552866
112 37.3036948 -2.9532872
113 -1.7584378 37.3036948
114 34.7847882 -1.7584378
115 27.8846854 34.7847882
116 12.6698394 27.8846854
117 40.6881777 12.6698394
118 -3.8230226 40.6881777
119 12.4704882 -3.8230226
120 9.5673915 12.4704882
121 52.5413224 9.5673915
122 -3.1486448 52.5413224
123 8.0524524 -3.1486448
124 1.3705121 8.0524524
125 4.3179875 1.3705121
126 -26.9039092 4.3179875
127 -36.2452701 -26.9039092
128 -21.8493899 -36.2452701
129 -21.8822194 -21.8493899
130 -37.8746622 -21.8822194
131 -22.3939910 -37.8746622
132 88.5810047 -22.3939910
133 138.5358237 88.5810047
134 253.3531806 138.5358237
135 149.5983675 253.3531806
136 166.4958221 149.5983675
137 159.2950789 166.4958221
138 198.2341152 159.2950789
139 179.5797087 198.2341152
140 132.7999987 179.5797087
141 182.4189067 132.7999987
142 169.3201805 182.4189067
143 214.2910587 169.3201805
144 135.8782796 214.2910587
145 157.2482373 135.8782796
146 99.0644821 157.2482373
147 142.7252055 99.0644821
148 139.2058855 142.7252055
149 117.6042948 139.2058855
150 125.1770011 117.6042948
151 170.3464428 125.1770011
152 161.9382817 170.3464428
153 107.4722878 161.9382817
154 653.6163365 107.4722878
155 674.1721913 653.6163365
156 820.2610092 674.1721913
157 798.3646473 820.2610092
158 693.9378945 798.3646473
159 768.1559244 693.9378945
160 771.0119042 768.1559244
161 748.8021518 771.0119042
162 707.2223142 748.8021518
163 640.8040706 707.2223142
164 694.2084728 640.8040706
165 -177.2234274 694.2084728
166 -99.4826367 -177.2234274
167 -133.1455215 -99.4826367
168 -143.2063451 -133.1455215
169 -118.6301784 -143.2063451
170 -137.0360929 -118.6301784
171 -141.6891905 -137.0360929
172 -158.8913201 -141.6891905
173 -127.1208882 -158.8913201
174 -101.4050970 -127.1208882
175 -126.3249917 -101.4050970
176 -189.2867661 -126.3249917
177 -152.2140950 -189.2867661
178 -41.8876730 -152.2140950
179 114.2267741 -41.8876730
180 104.9542455 114.2267741
181 -132.7709464 104.9542455
182 -160.0470490 -132.7709464
183 -127.1834718 -160.0470490
184 128.2595203 -127.1834718
185 -108.3114603 128.2595203
186 -148.4368560 -108.3114603
187 -149.4831538 -148.4368560
188 -79.1622887 -149.4831538
189 242.2583784 -79.1622887
190 351.8536319 242.2583784
191 811.2917157 351.8536319
192 -145.6045373 811.2917157
193 -124.3174293 -145.6045373
194 -61.8942744 -124.3174293
195 197.2104092 -61.8942744
196 -58.4323277 197.2104092
197 -143.8316911 -58.4323277
198 -149.5276778 -143.8316911
199 -185.7737553 -149.5276778
200 -55.6620709 -185.7737553
201 133.4149316 -55.6620709
202 -63.5808833 133.4149316
203 -75.3248730 -63.5808833
204 -76.4985472 -75.3248730
205 -77.7273510 -76.4985472
206 -73.9065444 -77.7273510
207 -71.4549126 -73.9065444
208 -75.0046686 -71.4549126
209 -71.9552616 -75.0046686
210 -75.4864817 -71.9552616
211 -74.7039440 -75.4864817
212 -74.5470834 -74.7039440
213 -85.8173131 -74.5470834
214 -96.7187143 -85.8173131
215 -81.1550380 -96.7187143
216 -83.2354725 -81.1550380
217 -79.4501384 -83.2354725
218 -86.4121451 -79.4501384
219 -73.5364213 -86.4121451
220 -88.4403866 -73.5364213
221 -78.0343135 -88.4403866
222 -89.6617508 -78.0343135
223 -73.8060305 -89.6617508
224 -74.4692315 -73.8060305
225 31.4339802 -74.4692315
226 36.5655963 31.4339802
227 102.3900278 36.5655963
228 92.8498544 102.3900278
229 57.2981101 92.8498544
230 92.5895039 57.2981101
231 10.5502443 92.5895039
232 29.6156588 10.5502443
233 3.8941698 29.6156588
234 28.4300412 3.8941698
235 36.4658653 28.4300412
236 26.4157516 36.4658653
237 41.2979700 26.4157516
238 65.6725210 41.2979700
239 21.7398129 65.6725210
240 14.6731765 21.7398129
241 -0.5462859 14.6731765
242 28.3789633 -0.5462859
243 17.1721654 28.3789633
244 -5.2111786 17.1721654
245 4.4467677 -5.2111786
246 -3.8058885 4.4467677
247 -46.2825895 -3.8058885
248 -51.3336204 -46.2825895
249 -21.9777900 -51.3336204
250 -71.1194230 -21.9777900
251 -61.6447947 -71.1194230
252 -43.8911399 -61.6447947
253 -70.1742589 -43.8911399
254 -73.4058078 -70.1742589
255 -59.2534562 -73.4058078
256 -87.3331473 -59.2534562
257 -45.0657229 -87.3331473
258 -71.8244765 -45.0657229
259 -58.8239971 -71.8244765
260 -68.2872787 -58.8239971
261 -65.8132933 -68.2872787
262 -51.3446526 -65.8132933
263 -64.0922989 -51.3446526
264 NA -64.0922989
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -12.9976619 -30.2599969
[2,] -24.4894383 -12.9976619
[3,] 4.9367641 -24.4894383
[4,] -12.6177661 4.9367641
[5,] -37.3488378 -12.6177661
[6,] -25.4535137 -37.3488378
[7,] -20.4426191 -25.4535137
[8,] -29.3821501 -20.4426191
[9,] -31.0415669 -29.3821501
[10,] 4.2975026 -31.0415669
[11,] -25.4103945 4.2975026
[12,] -15.8725186 -25.4103945
[13,] -8.1622101 -15.8725186
[14,] -27.0160495 -8.1622101
[15,] -20.4986746 -27.0160495
[16,] -26.6438042 -20.4986746
[17,] -19.1950776 -26.6438042
[18,] -42.5065484 -19.1950776
[19,] -19.5040917 -42.5065484
[20,] -19.6551248 -19.5040917
[21,] -37.6964248 -19.6551248
[22,] -87.5190073 -37.6964248
[23,] -96.2512843 -87.5190073
[24,] -96.8383437 -96.2512843
[25,] -102.3204271 -96.8383437
[26,] -83.0588200 -102.3204271
[27,] -104.7907849 -83.0588200
[28,] -124.8157018 -104.7907849
[29,] -99.1323908 -124.8157018
[30,] -100.1951238 -99.1323908
[31,] -97.7089037 -100.1951238
[32,] -104.0561353 -97.7089037
[33,] -122.0559691 -104.0561353
[34,] -99.3495827 -122.0559691
[35,] -107.8082213 -99.3495827
[36,] -110.4478291 -107.8082213
[37,] -105.8896541 -110.4478291
[38,] -102.9724612 -105.8896541
[39,] -102.2344616 -102.9724612
[40,] -125.6791276 -102.2344616
[41,] -98.8991093 -125.6791276
[42,] -112.5496034 -98.8991093
[43,] -94.8954301 -112.5496034
[44,] -79.1304086 -94.8954301
[45,] -98.8319112 -79.1304086
[46,] -82.9015631 -98.8319112
[47,] -98.2079460 -82.9015631
[48,] -100.6161503 -98.2079460
[49,] -84.4102001 -100.6161503
[50,] -119.7587763 -84.4102001
[51,] -99.3235067 -119.7587763
[52,] -89.7626163 -99.3235067
[53,] -95.5693573 -89.7626163
[54,] -87.6714609 -95.5693573
[55,] -107.9206815 -87.6714609
[56,] -84.8138752 -107.9206815
[57,] -84.1596222 -84.8138752
[58,] -108.0753856 -84.1596222
[59,] -102.7001799 -108.0753856
[60,] -82.1589205 -102.7001799
[61,] -89.1388411 -82.1589205
[62,] -107.5048105 -89.1388411
[63,] -95.4951175 -107.5048105
[64,] -100.5147485 -95.4951175
[65,] -98.9378096 -100.5147485
[66,] -42.6507125 -98.9378096
[67,] -86.9330024 -42.6507125
[68,] -78.1672522 -86.9330024
[69,] -85.4546732 -78.1672522
[70,] -83.1996765 -85.4546732
[71,] -67.2274264 -83.1996765
[72,] -70.2956381 -67.2274264
[73,] -81.7906431 -70.2956381
[74,] -86.4093648 -81.7906431
[75,] -92.5940565 -86.4093648
[76,] -75.2789266 -92.5940565
[77,] -69.0247737 -75.2789266
[78,] -64.5712880 -69.0247737
[79,] -70.3970460 -64.5712880
[80,] -65.8167862 -70.3970460
[81,] -85.4241992 -65.8167862
[82,] -82.6934621 -85.4241992
[83,] -83.7452326 -82.6934621
[84,] -102.2075242 -83.7452326
[85,] -106.4832269 -102.2075242
[86,] -75.1830819 -106.4832269
[87,] -68.1656716 -75.1830819
[88,] -55.8410672 -68.1656716
[89,] -56.4678027 -55.8410672
[90,] -50.5819547 -56.4678027
[91,] -48.6900720 -50.5819547
[92,] -57.8199895 -48.6900720
[93,] -49.2686059 -57.8199895
[94,] -60.9383794 -49.2686059
[95,] -26.2586679 -60.9383794
[96,] -42.7298032 -26.2586679
[97,] -51.8341655 -42.7298032
[98,] -52.2973249 -51.8341655
[99,] -46.1241020 -52.2973249
[100,] -53.0287952 -46.1241020
[101,] -54.0229676 -53.0287952
[102,] -55.8765017 -54.0229676
[103,] -59.1704057 -55.8765017
[104,] -55.2372231 -59.1704057
[105,] -61.4314803 -55.2372231
[106,] -61.5194132 -61.4314803
[107,] -60.6549720 -61.5194132
[108,] -55.7719532 -60.6549720
[109,] -36.1799713 -55.7719532
[110,] -18.2552866 -36.1799713
[111,] -2.9532872 -18.2552866
[112,] 37.3036948 -2.9532872
[113,] -1.7584378 37.3036948
[114,] 34.7847882 -1.7584378
[115,] 27.8846854 34.7847882
[116,] 12.6698394 27.8846854
[117,] 40.6881777 12.6698394
[118,] -3.8230226 40.6881777
[119,] 12.4704882 -3.8230226
[120,] 9.5673915 12.4704882
[121,] 52.5413224 9.5673915
[122,] -3.1486448 52.5413224
[123,] 8.0524524 -3.1486448
[124,] 1.3705121 8.0524524
[125,] 4.3179875 1.3705121
[126,] -26.9039092 4.3179875
[127,] -36.2452701 -26.9039092
[128,] -21.8493899 -36.2452701
[129,] -21.8822194 -21.8493899
[130,] -37.8746622 -21.8822194
[131,] -22.3939910 -37.8746622
[132,] 88.5810047 -22.3939910
[133,] 138.5358237 88.5810047
[134,] 253.3531806 138.5358237
[135,] 149.5983675 253.3531806
[136,] 166.4958221 149.5983675
[137,] 159.2950789 166.4958221
[138,] 198.2341152 159.2950789
[139,] 179.5797087 198.2341152
[140,] 132.7999987 179.5797087
[141,] 182.4189067 132.7999987
[142,] 169.3201805 182.4189067
[143,] 214.2910587 169.3201805
[144,] 135.8782796 214.2910587
[145,] 157.2482373 135.8782796
[146,] 99.0644821 157.2482373
[147,] 142.7252055 99.0644821
[148,] 139.2058855 142.7252055
[149,] 117.6042948 139.2058855
[150,] 125.1770011 117.6042948
[151,] 170.3464428 125.1770011
[152,] 161.9382817 170.3464428
[153,] 107.4722878 161.9382817
[154,] 653.6163365 107.4722878
[155,] 674.1721913 653.6163365
[156,] 820.2610092 674.1721913
[157,] 798.3646473 820.2610092
[158,] 693.9378945 798.3646473
[159,] 768.1559244 693.9378945
[160,] 771.0119042 768.1559244
[161,] 748.8021518 771.0119042
[162,] 707.2223142 748.8021518
[163,] 640.8040706 707.2223142
[164,] 694.2084728 640.8040706
[165,] -177.2234274 694.2084728
[166,] -99.4826367 -177.2234274
[167,] -133.1455215 -99.4826367
[168,] -143.2063451 -133.1455215
[169,] -118.6301784 -143.2063451
[170,] -137.0360929 -118.6301784
[171,] -141.6891905 -137.0360929
[172,] -158.8913201 -141.6891905
[173,] -127.1208882 -158.8913201
[174,] -101.4050970 -127.1208882
[175,] -126.3249917 -101.4050970
[176,] -189.2867661 -126.3249917
[177,] -152.2140950 -189.2867661
[178,] -41.8876730 -152.2140950
[179,] 114.2267741 -41.8876730
[180,] 104.9542455 114.2267741
[181,] -132.7709464 104.9542455
[182,] -160.0470490 -132.7709464
[183,] -127.1834718 -160.0470490
[184,] 128.2595203 -127.1834718
[185,] -108.3114603 128.2595203
[186,] -148.4368560 -108.3114603
[187,] -149.4831538 -148.4368560
[188,] -79.1622887 -149.4831538
[189,] 242.2583784 -79.1622887
[190,] 351.8536319 242.2583784
[191,] 811.2917157 351.8536319
[192,] -145.6045373 811.2917157
[193,] -124.3174293 -145.6045373
[194,] -61.8942744 -124.3174293
[195,] 197.2104092 -61.8942744
[196,] -58.4323277 197.2104092
[197,] -143.8316911 -58.4323277
[198,] -149.5276778 -143.8316911
[199,] -185.7737553 -149.5276778
[200,] -55.6620709 -185.7737553
[201,] 133.4149316 -55.6620709
[202,] -63.5808833 133.4149316
[203,] -75.3248730 -63.5808833
[204,] -76.4985472 -75.3248730
[205,] -77.7273510 -76.4985472
[206,] -73.9065444 -77.7273510
[207,] -71.4549126 -73.9065444
[208,] -75.0046686 -71.4549126
[209,] -71.9552616 -75.0046686
[210,] -75.4864817 -71.9552616
[211,] -74.7039440 -75.4864817
[212,] -74.5470834 -74.7039440
[213,] -85.8173131 -74.5470834
[214,] -96.7187143 -85.8173131
[215,] -81.1550380 -96.7187143
[216,] -83.2354725 -81.1550380
[217,] -79.4501384 -83.2354725
[218,] -86.4121451 -79.4501384
[219,] -73.5364213 -86.4121451
[220,] -88.4403866 -73.5364213
[221,] -78.0343135 -88.4403866
[222,] -89.6617508 -78.0343135
[223,] -73.8060305 -89.6617508
[224,] -74.4692315 -73.8060305
[225,] 31.4339802 -74.4692315
[226,] 36.5655963 31.4339802
[227,] 102.3900278 36.5655963
[228,] 92.8498544 102.3900278
[229,] 57.2981101 92.8498544
[230,] 92.5895039 57.2981101
[231,] 10.5502443 92.5895039
[232,] 29.6156588 10.5502443
[233,] 3.8941698 29.6156588
[234,] 28.4300412 3.8941698
[235,] 36.4658653 28.4300412
[236,] 26.4157516 36.4658653
[237,] 41.2979700 26.4157516
[238,] 65.6725210 41.2979700
[239,] 21.7398129 65.6725210
[240,] 14.6731765 21.7398129
[241,] -0.5462859 14.6731765
[242,] 28.3789633 -0.5462859
[243,] 17.1721654 28.3789633
[244,] -5.2111786 17.1721654
[245,] 4.4467677 -5.2111786
[246,] -3.8058885 4.4467677
[247,] -46.2825895 -3.8058885
[248,] -51.3336204 -46.2825895
[249,] -21.9777900 -51.3336204
[250,] -71.1194230 -21.9777900
[251,] -61.6447947 -71.1194230
[252,] -43.8911399 -61.6447947
[253,] -70.1742589 -43.8911399
[254,] -73.4058078 -70.1742589
[255,] -59.2534562 -73.4058078
[256,] -87.3331473 -59.2534562
[257,] -45.0657229 -87.3331473
[258,] -71.8244765 -45.0657229
[259,] -58.8239971 -71.8244765
[260,] -68.2872787 -58.8239971
[261,] -65.8132933 -68.2872787
[262,] -51.3446526 -65.8132933
[263,] -64.0922989 -51.3446526
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -12.9976619 -30.2599969
2 -24.4894383 -12.9976619
3 4.9367641 -24.4894383
4 -12.6177661 4.9367641
5 -37.3488378 -12.6177661
6 -25.4535137 -37.3488378
7 -20.4426191 -25.4535137
8 -29.3821501 -20.4426191
9 -31.0415669 -29.3821501
10 4.2975026 -31.0415669
11 -25.4103945 4.2975026
12 -15.8725186 -25.4103945
13 -8.1622101 -15.8725186
14 -27.0160495 -8.1622101
15 -20.4986746 -27.0160495
16 -26.6438042 -20.4986746
17 -19.1950776 -26.6438042
18 -42.5065484 -19.1950776
19 -19.5040917 -42.5065484
20 -19.6551248 -19.5040917
21 -37.6964248 -19.6551248
22 -87.5190073 -37.6964248
23 -96.2512843 -87.5190073
24 -96.8383437 -96.2512843
25 -102.3204271 -96.8383437
26 -83.0588200 -102.3204271
27 -104.7907849 -83.0588200
28 -124.8157018 -104.7907849
29 -99.1323908 -124.8157018
30 -100.1951238 -99.1323908
31 -97.7089037 -100.1951238
32 -104.0561353 -97.7089037
33 -122.0559691 -104.0561353
34 -99.3495827 -122.0559691
35 -107.8082213 -99.3495827
36 -110.4478291 -107.8082213
37 -105.8896541 -110.4478291
38 -102.9724612 -105.8896541
39 -102.2344616 -102.9724612
40 -125.6791276 -102.2344616
41 -98.8991093 -125.6791276
42 -112.5496034 -98.8991093
43 -94.8954301 -112.5496034
44 -79.1304086 -94.8954301
45 -98.8319112 -79.1304086
46 -82.9015631 -98.8319112
47 -98.2079460 -82.9015631
48 -100.6161503 -98.2079460
49 -84.4102001 -100.6161503
50 -119.7587763 -84.4102001
51 -99.3235067 -119.7587763
52 -89.7626163 -99.3235067
53 -95.5693573 -89.7626163
54 -87.6714609 -95.5693573
55 -107.9206815 -87.6714609
56 -84.8138752 -107.9206815
57 -84.1596222 -84.8138752
58 -108.0753856 -84.1596222
59 -102.7001799 -108.0753856
60 -82.1589205 -102.7001799
61 -89.1388411 -82.1589205
62 -107.5048105 -89.1388411
63 -95.4951175 -107.5048105
64 -100.5147485 -95.4951175
65 -98.9378096 -100.5147485
66 -42.6507125 -98.9378096
67 -86.9330024 -42.6507125
68 -78.1672522 -86.9330024
69 -85.4546732 -78.1672522
70 -83.1996765 -85.4546732
71 -67.2274264 -83.1996765
72 -70.2956381 -67.2274264
73 -81.7906431 -70.2956381
74 -86.4093648 -81.7906431
75 -92.5940565 -86.4093648
76 -75.2789266 -92.5940565
77 -69.0247737 -75.2789266
78 -64.5712880 -69.0247737
79 -70.3970460 -64.5712880
80 -65.8167862 -70.3970460
81 -85.4241992 -65.8167862
82 -82.6934621 -85.4241992
83 -83.7452326 -82.6934621
84 -102.2075242 -83.7452326
85 -106.4832269 -102.2075242
86 -75.1830819 -106.4832269
87 -68.1656716 -75.1830819
88 -55.8410672 -68.1656716
89 -56.4678027 -55.8410672
90 -50.5819547 -56.4678027
91 -48.6900720 -50.5819547
92 -57.8199895 -48.6900720
93 -49.2686059 -57.8199895
94 -60.9383794 -49.2686059
95 -26.2586679 -60.9383794
96 -42.7298032 -26.2586679
97 -51.8341655 -42.7298032
98 -52.2973249 -51.8341655
99 -46.1241020 -52.2973249
100 -53.0287952 -46.1241020
101 -54.0229676 -53.0287952
102 -55.8765017 -54.0229676
103 -59.1704057 -55.8765017
104 -55.2372231 -59.1704057
105 -61.4314803 -55.2372231
106 -61.5194132 -61.4314803
107 -60.6549720 -61.5194132
108 -55.7719532 -60.6549720
109 -36.1799713 -55.7719532
110 -18.2552866 -36.1799713
111 -2.9532872 -18.2552866
112 37.3036948 -2.9532872
113 -1.7584378 37.3036948
114 34.7847882 -1.7584378
115 27.8846854 34.7847882
116 12.6698394 27.8846854
117 40.6881777 12.6698394
118 -3.8230226 40.6881777
119 12.4704882 -3.8230226
120 9.5673915 12.4704882
121 52.5413224 9.5673915
122 -3.1486448 52.5413224
123 8.0524524 -3.1486448
124 1.3705121 8.0524524
125 4.3179875 1.3705121
126 -26.9039092 4.3179875
127 -36.2452701 -26.9039092
128 -21.8493899 -36.2452701
129 -21.8822194 -21.8493899
130 -37.8746622 -21.8822194
131 -22.3939910 -37.8746622
132 88.5810047 -22.3939910
133 138.5358237 88.5810047
134 253.3531806 138.5358237
135 149.5983675 253.3531806
136 166.4958221 149.5983675
137 159.2950789 166.4958221
138 198.2341152 159.2950789
139 179.5797087 198.2341152
140 132.7999987 179.5797087
141 182.4189067 132.7999987
142 169.3201805 182.4189067
143 214.2910587 169.3201805
144 135.8782796 214.2910587
145 157.2482373 135.8782796
146 99.0644821 157.2482373
147 142.7252055 99.0644821
148 139.2058855 142.7252055
149 117.6042948 139.2058855
150 125.1770011 117.6042948
151 170.3464428 125.1770011
152 161.9382817 170.3464428
153 107.4722878 161.9382817
154 653.6163365 107.4722878
155 674.1721913 653.6163365
156 820.2610092 674.1721913
157 798.3646473 820.2610092
158 693.9378945 798.3646473
159 768.1559244 693.9378945
160 771.0119042 768.1559244
161 748.8021518 771.0119042
162 707.2223142 748.8021518
163 640.8040706 707.2223142
164 694.2084728 640.8040706
165 -177.2234274 694.2084728
166 -99.4826367 -177.2234274
167 -133.1455215 -99.4826367
168 -143.2063451 -133.1455215
169 -118.6301784 -143.2063451
170 -137.0360929 -118.6301784
171 -141.6891905 -137.0360929
172 -158.8913201 -141.6891905
173 -127.1208882 -158.8913201
174 -101.4050970 -127.1208882
175 -126.3249917 -101.4050970
176 -189.2867661 -126.3249917
177 -152.2140950 -189.2867661
178 -41.8876730 -152.2140950
179 114.2267741 -41.8876730
180 104.9542455 114.2267741
181 -132.7709464 104.9542455
182 -160.0470490 -132.7709464
183 -127.1834718 -160.0470490
184 128.2595203 -127.1834718
185 -108.3114603 128.2595203
186 -148.4368560 -108.3114603
187 -149.4831538 -148.4368560
188 -79.1622887 -149.4831538
189 242.2583784 -79.1622887
190 351.8536319 242.2583784
191 811.2917157 351.8536319
192 -145.6045373 811.2917157
193 -124.3174293 -145.6045373
194 -61.8942744 -124.3174293
195 197.2104092 -61.8942744
196 -58.4323277 197.2104092
197 -143.8316911 -58.4323277
198 -149.5276778 -143.8316911
199 -185.7737553 -149.5276778
200 -55.6620709 -185.7737553
201 133.4149316 -55.6620709
202 -63.5808833 133.4149316
203 -75.3248730 -63.5808833
204 -76.4985472 -75.3248730
205 -77.7273510 -76.4985472
206 -73.9065444 -77.7273510
207 -71.4549126 -73.9065444
208 -75.0046686 -71.4549126
209 -71.9552616 -75.0046686
210 -75.4864817 -71.9552616
211 -74.7039440 -75.4864817
212 -74.5470834 -74.7039440
213 -85.8173131 -74.5470834
214 -96.7187143 -85.8173131
215 -81.1550380 -96.7187143
216 -83.2354725 -81.1550380
217 -79.4501384 -83.2354725
218 -86.4121451 -79.4501384
219 -73.5364213 -86.4121451
220 -88.4403866 -73.5364213
221 -78.0343135 -88.4403866
222 -89.6617508 -78.0343135
223 -73.8060305 -89.6617508
224 -74.4692315 -73.8060305
225 31.4339802 -74.4692315
226 36.5655963 31.4339802
227 102.3900278 36.5655963
228 92.8498544 102.3900278
229 57.2981101 92.8498544
230 92.5895039 57.2981101
231 10.5502443 92.5895039
232 29.6156588 10.5502443
233 3.8941698 29.6156588
234 28.4300412 3.8941698
235 36.4658653 28.4300412
236 26.4157516 36.4658653
237 41.2979700 26.4157516
238 65.6725210 41.2979700
239 21.7398129 65.6725210
240 14.6731765 21.7398129
241 -0.5462859 14.6731765
242 28.3789633 -0.5462859
243 17.1721654 28.3789633
244 -5.2111786 17.1721654
245 4.4467677 -5.2111786
246 -3.8058885 4.4467677
247 -46.2825895 -3.8058885
248 -51.3336204 -46.2825895
249 -21.9777900 -51.3336204
250 -71.1194230 -21.9777900
251 -61.6447947 -71.1194230
252 -43.8911399 -61.6447947
253 -70.1742589 -43.8911399
254 -73.4058078 -70.1742589
255 -59.2534562 -73.4058078
256 -87.3331473 -59.2534562
257 -45.0657229 -87.3331473
258 -71.8244765 -45.0657229
259 -58.8239971 -71.8244765
260 -68.2872787 -58.8239971
261 -65.8132933 -68.2872787
262 -51.3446526 -65.8132933
263 -64.0922989 -51.3446526
> 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/7vt6b1322140368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8bcen1322140368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9s8n51322140368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10zgld1322140368.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11e4sj1322140368.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/12ugcj1322140368.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/13orfm1322140368.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/1443k01322140368.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/15xrb81322140368.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/163qww1322140368.tab")
+ }
>
> try(system("convert tmp/1bgtz1322140367.ps tmp/1bgtz1322140367.png",intern=TRUE))
character(0)
> try(system("convert tmp/2dqtf1322140367.ps tmp/2dqtf1322140367.png",intern=TRUE))
character(0)
> try(system("convert tmp/3eyie1322140367.ps tmp/3eyie1322140367.png",intern=TRUE))
character(0)
> try(system("convert tmp/45pos1322140367.ps tmp/45pos1322140367.png",intern=TRUE))
character(0)
> try(system("convert tmp/5p7ev1322140367.ps tmp/5p7ev1322140367.png",intern=TRUE))
character(0)
> try(system("convert tmp/6ydox1322140367.ps tmp/6ydox1322140367.png",intern=TRUE))
character(0)
> try(system("convert tmp/7vt6b1322140368.ps tmp/7vt6b1322140368.png",intern=TRUE))
character(0)
> try(system("convert tmp/8bcen1322140368.ps tmp/8bcen1322140368.png",intern=TRUE))
character(0)
> try(system("convert tmp/9s8n51322140368.ps tmp/9s8n51322140368.png",intern=TRUE))
character(0)
> try(system("convert tmp/10zgld1322140368.ps tmp/10zgld1322140368.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
7.004 0.554 7.589