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. Type 'q()' to quit R. > x <- array(list(61 + ,80 + ,41 + ,568 + ,10173 + ,81 + ,111 + ,50 + ,1110 + ,10083 + ,87 + ,122 + ,46 + ,338 + ,10258 + ,87 + ,131 + ,36 + ,555 + ,10154 + ,136 + ,192 + ,67 + ,281 + ,10207 + ,147 + ,188 + ,104 + ,571 + ,10133 + ,168 + ,216 + ,115 + ,322 + ,10197 + ,185 + ,238 + ,125 + ,503 + ,10184 + ,137 + ,173 + ,97 + ,1078 + ,10163 + ,125 + ,160 + ,88 + ,582 + ,10104 + ,64 + ,93 + ,27 + ,926 + ,10127 + ,45 + ,67 + ,19 + ,491 + ,10164 + ,35 + ,60 + ,9 + ,504 + ,10219 + ,-4 + ,32 + ,-47 + ,314 + ,10177 + ,88 + ,126 + ,46 + ,269 + ,10138 + ,85 + ,131 + ,36 + ,252 + ,10164 + ,95 + ,134 + ,51 + ,342 + ,10223 + ,128 + ,162 + ,90 + ,1464 + ,10122 + ,186 + ,230 + ,142 + ,921 + ,10161 + ,182 + ,232 + ,119 + ,115 + ,10199 + ,151 + ,200 + ,92 + ,789 + ,10160 + ,106 + ,143 + ,70 + ,495 + ,10157 + ,60 + ,85 + ,30 + ,1279 + ,10113 + ,44 + ,66 + ,19 + ,391 + ,10276 + ,30 + ,54 + ,2 + ,352 + ,10303 + ,54 + ,81 + ,21 + ,340 + ,10232 + ,72 + ,100 + ,41 + ,715 + ,10140 + ,88 + 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,138 + ,58 + ,617 + ,10133 + ,142 + ,185 + ,92 + ,706 + ,10158 + ,150 + ,198 + ,97 + ,832 + ,10173 + ,190 + ,237 + ,138 + ,393 + ,10171 + ,176 + ,223 + ,127 + ,1551 + ,10130 + ,175 + ,237 + ,136 + ,675 + ,10105 + ,112 + ,146 + ,80 + ,1225 + ,10154 + ,73 + ,102 + ,38 + ,737 + ,10206 + ,52 + ,77 + ,23 + ,1444 + ,10078 + ,48 + ,70 + ,22 + ,452 + ,10233 + ,61 + ,86 + ,30 + ,1157 + ,10179 + ,68 + ,98 + ,32 + ,718 + ,10197 + ,97 + ,141 + ,55 + ,419 + ,10075 + ,146 + ,195 + ,96 + ,898 + ,10147 + ,160 + ,205 + ,110 + ,417 + ,10195 + ,155 + ,191 + ,117 + ,1207 + ,10129 + ,175 + ,226 + ,125 + ,163 + ,10175 + ,163 + ,191 + ,127 + ,643 + ,10128 + ,117 + ,147 + ,86 + ,1333 + ,10099 + ,82 + ,100 + ,62 + ,1625 + ,10015 + ,55 + ,74 + ,33 + ,970 + ,10079 + ,32 + ,56 + ,6 + ,787 + ,10112 + ,48 + ,77 + ,17 + ,995 + ,10170 + ,53 + ,80 + ,24 + ,669 + ,10048 + ,82 + ,120 + ,44 + ,861 + ,10119 + ,139 + ,186 + ,85 + ,247 + ,10180 + ,150 + ,196 + ,95 + ,349 + ,10168 + ,184 + ,229 + ,140 + ,994 + ,10141 + ,185 + ,229 + ,139 + ,1213 + ,10149 + ,138 + ,229 + ,104 + ,2540 + ,10117 + ,147 + ,176 + ,117 + ,388 + ,10140 + ,77 + ,104 + ,42 + ,907 + ,10216 + ,32 + ,61 + ,-4 + ,778 + ,10227 + ,48 + ,72 + ,23 + ,729 + ,10209 + ,72 + ,99 + ,42 + ,1428 + ,10097 + ,76 + ,113 + ,34 + ,462 + ,10176 + ,94 + ,140 + ,44 + ,528 + ,10158 + ,133 + ,174 + ,89 + ,325 + ,10132 + ,164 + ,209 + ,116 + ,777 + ,10154 + ,174 + ,205 + ,133 + ,686 + ,10145 + ,187 + ,229 + ,141 + ,1464 + ,10153 + ,149 + ,215 + ,104 + ,438 + ,10199 + ,102 + ,136 + ,63 + ,792 + ,10111 + ,86 + ,113 + ,52 + ,1089 + ,10071 + ,35 + ,57 + ,13 + ,920 + ,10151 + ,31 + ,55 + ,2 + ,680 + ,10148 + ,28 + ,66 + ,-10 + ,206 + ,10206 + ,75 + ,125 + ,23 + ,177 + ,10235 + ,102 + ,149 + ,45 + ,438 + ,10170 + ,133 + ,176 + ,83 + ,800 + ,10164 + ,178 + ,230 + ,114 + ,278 + ,10161 + ,190 + ,238 + ,137 + ,396 + ,10155 + ,190 + ,245 + ,132 + ,101 + ,10181 + ,147 + ,238 + ,87 + ,785 + ,10200 + ,83 + ,124 + ,39 + ,724 + ,10133 + ,83 + ,111 + ,52 + ,556 + ,10139 + ,46 + ,72 + ,18 + ,905 + ,10169 + ,40 + ,63 + ,12 + ,1199 + ,10080 + ,50 + ,78 + ,19 + ,688 + ,10191 + ,61 + ,100 + ,18 + ,443 + ,10202 + ,102 + ,149 + ,49 + ,710 + ,10128 + ,117 + ,166 + ,61 + ,273 + ,10160 + ,158 + ,201 + ,105 + ,752 + ,10170 + ,170 + ,214 + ,123 + ,852 + ,10158 + ,190 + ,231 + ,150 + ,1838 + ,10110 + ,155 + ,214 + ,113 + ,765 + ,10181 + ,117 + ,151 + ,84 + ,453 + ,10093 + ,68 + ,97 + ,33 + ,792 + ,10206 + ,40 + ,68 + ,7 + ,490 + ,10180 + ,56 + ,81 + ,30 + ,562 + ,10202 + ,28 + ,55 + ,-2 + ,731 + ,10193 + ,66 + ,99 + ,28 + ,315 + ,10158 + ,103 + ,146 + ,57 + ,623 + ,10139 + ,122 + ,170 + ,68 + ,423 + ,10167 + ,166 + ,218 + ,111 + ,726 + ,10188 + ,176 + ,218 + ,132 + ,1137 + ,10147 + ,164 + ,207 + ,115 + ,773 + ,10173 + ,160 + ,218 + ,114 + ,971 + ,10180 + ,139 + ,178 + ,102 + ,547 + ,10166 + ,75 + ,105 + ,40 + ,1004 + ,10149 + ,44 + ,67 + ,16 + ,538 + ,10167 + ,22 + ,47 + ,-7 + ,149 + ,10243 + ,32 + ,55 + ,11 + ,504 + ,10148 + ,42 + ,73 + ,7 + ,619 + ,10105 + ,86 + ,124 + ,47 + ,176 + ,10144 + ,140 + ,185 + ,93 + ,908 + ,10136 + ,163 + ,213 + ,104 + ,290 + ,10208 + ,222 + ,278 + ,159 + ,155 + ,10192 + ,166 + ,205 + ,129 + ,2681 + ,10111 + ,183 + ,278 + ,140 + ,179 + ,10139 + ,140 + ,171 + ,100 + ,1243 + ,10112 + ,98 + ,125 + ,67 + ,973 + ,10147 + ,69 + ,92 + ,44 + ,860 + ,10205 + ,75 + ,96 + ,49 + ,1029 + ,10154 + ,63 + ,92 + ,32 + ,772 + ,10087 + ,81 + ,118 + ,40 + ,805 + ,10151 + ,126 + ,185 + ,63 + ,3 + ,10217 + ,139 + ,183 + ,92 + ,1237 + ,10106 + ,171 + ,215 + ,133 + ,939 + ,10117 + ,170 + ,207 + ,134 + ,1799 + ,10115 + ,173 + ,214 + ,126 + ,534 + ,10148 + ,144 + ,207 + ,102 + ,1042 + ,10191 + ,105 + ,142 + ,64 + ,270 + ,10238 + ,75 + ,102 + ,43 + ,724 + ,10183 + ,41 + ,66 + ,16 + ,783 + ,10206 + ,68 + ,87 + ,43 + ,648 + ,10138 + ,53 + ,90 + ,11 + ,465 + ,10238 + ,61 + ,90 + ,26 + ,1292 + ,10052 + ,87 + ,133 + ,40 + ,318 + ,10110 + ,155 + ,205 + ,94 + ,747 + ,10156 + ,159 + ,201 + ,113 + ,298 + ,10160 + ,180 + ,220 + ,137 + ,1145 + ,10141 + ,175 + ,210 + ,140 + ,1456 + ,10116 + ,138 + ,220 + ,93 + ,612 + ,10176 + ,105 + ,136 + ,67 + ,1136 + ,10146 + ,73 + ,95 + ,44 + ,903 + ,1125 + ,26 + ,52 + ,-3 + ,609 + ,10180 + ,12 + ,40 + ,-14 + ,532 + ,10133 + ,35 + ,60 + ,4 + ,672 + ,10141 + ,64 + ,100 + ,25 + ,568 + ,10141 + ,115 + ,169 + ,57 + ,234 + ,10140 + ,138 + ,184 + ,87 + ,778 + ,10187 + ,138 + ,202 + ,107 + ,436 + ,10169 + ,182 + ,226 + ,140 + ,795 + ,10128 + ,191 + ,239 + ,136 + ,298 + ,10164 + ,155 + ,226 + ,112 + ,284 + ,10208 + ,113 + ,149 + ,70 + ,852 + ,10165 + ,98 + ,121 + ,72 + ,1307 + ,10036 + ,29 + ,50 + ,3 + ,1166 + ,10064) + ,dim=c(5 + ,240) + ,dimnames=list(c('Temp' + ,'Max' + ,'Min' + ,'Neerslag' + ,'Luchtdruk') + ,1:240)) > y <- array(NA,dim=c(5,240),dimnames=list(c('Temp','Max','Min','Neerslag','Luchtdruk'),1:240)) > 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 Temp Max Min Neerslag Luchtdruk 1 61 80 41 568 10173 2 81 111 50 1110 10083 3 87 122 46 338 10258 4 87 131 36 555 10154 5 136 192 67 281 10207 6 147 188 104 571 10133 7 168 216 115 322 10197 8 185 238 125 503 10184 9 137 173 97 1078 10163 10 125 160 88 582 10104 11 64 93 27 926 10127 12 45 67 19 491 10164 13 35 60 9 504 10219 14 -4 32 -47 314 10177 15 88 126 46 269 10138 16 85 131 36 252 10164 17 95 134 51 342 10223 18 128 162 90 1464 10122 19 186 230 142 921 10161 20 182 232 119 115 10199 21 151 200 92 789 10160 22 106 143 70 495 10157 23 60 85 30 1279 10113 24 44 66 19 391 10276 25 30 54 2 352 10303 26 54 81 21 340 10232 27 72 100 41 715 10140 28 88 126 46 425 10121 29 153 204 94 413 10188 30 168 218 114 935 10164 31 181 227 130 680 10165 32 180 220 141 1472 10121 33 149 220 109 767 10166 34 84 120 46 1215 10091 35 85 110 58 1113 10121 36 42 67 17 711 10180 37 54 81 22 742 10197 38 30 52 5 225 10289 39 96 106 17 107 10220 40 110 156 57 457 10106 41 141 187 91 448 10141 42 159 204 106 385 10165 43 164 204 125 1518 10152 44 155 196 111 495 10188 45 135 204 99 1283 10110 46 93 124 63 751 10144 47 28 53 3 674 10206 48 56 77 30 1705 10045 49 56 77 30 894 10100 50 22 50 -9 309 10147 51 76 105 42 745 10149 52 83 125 38 806 10116 53 121 165 73 423 10138 54 151 194 102 506 10183 55 208 263 149 148 10174 56 179 225 132 494 10143 57 139 263 108 1794 10120 58 99 140 58 1329 10143 59 103 127 66 289 10181 60 57 86 24 1213 10161 61 44 71 15 1263 10121 62 70 95 43 910 10095 63 58 95 17 934 10114 64 91 133 47 228 10173 65 126 178 63 366 10164 66 146 160 101 45 10174 67 199 250 142 459 10155 68 194 251 131 253 10182 69 145 250 107 999 10109 70 131 173 85 182 10198 71 74 103 38 483 10167 72 -3 21 -36 401 10178 73 7 29 -15 47 10143 74 10 39 -21 665 10127 75 34 71 -3 102 10183 76 94 148 35 22 10178 77 105 144 62 445 10142 78 151 199 91 378 10207 79 162 206 110 419 10176 80 175 224 127 1046 10145 81 128 206 79 531 10172 82 115 152 76 809 10157 83 62 88 32 1416 10086 84 11 35 -18 369 10151 85 -7 23 -39 20 10236 86 64 92 30 882 10160 87 80 117 43 262 10233 88 77 120 26 186 10212 89 127 173 74 763 10150 90 158 202 111 1038 10100 91 173 217 123 558 10178 92 206 256 151 335 10161 93 147 217 95 242 10217 94 103 143 59 898 10173 95 73 95 47 498 10067 96 52 77 21 757 10117 97 52 76 23 843 10149 98 68 100 33 133 10238 99 77 108 39 1035 10211 100 94 132 61 1117 10030 101 147 195 91 341 10165 102 160 198 123 1304 10142 103 166 204 124 566 10126 104 167 212 112 756 10176 105 155 204 122 1761 10095 106 104 129 70 1469 10105 107 44 73 11 1370 10172 108 53 77 29 795 10180 109 56 80 26 920 10126 110 36 64 2 754 10154 111 76 109 38 1034 10107 112 99 138 58 617 10133 113 142 185 92 706 10158 114 150 198 97 832 10173 115 190 237 138 393 10171 116 176 223 127 1551 10130 117 175 237 136 675 10105 118 112 146 80 1225 10154 119 73 102 38 737 10206 120 52 77 23 1444 10078 121 48 70 22 452 10233 122 61 86 30 1157 10179 123 68 98 32 718 10197 124 97 141 55 419 10075 125 146 195 96 898 10147 126 160 205 110 417 10195 127 155 191 117 1207 10129 128 175 226 125 163 10175 129 163 191 127 643 10128 130 117 147 86 1333 10099 131 82 100 62 1625 10015 132 55 74 33 970 10079 133 32 56 6 787 10112 134 48 77 17 995 10170 135 53 80 24 669 10048 136 82 120 44 861 10119 137 139 186 85 247 10180 138 150 196 95 349 10168 139 184 229 140 994 10141 140 185 229 139 1213 10149 141 138 229 104 2540 10117 142 147 176 117 388 10140 143 77 104 42 907 10216 144 32 61 -4 778 10227 145 48 72 23 729 10209 146 72 99 42 1428 10097 147 76 113 34 462 10176 148 94 140 44 528 10158 149 133 174 89 325 10132 150 164 209 116 777 10154 151 174 205 133 686 10145 152 187 229 141 1464 10153 153 149 215 104 438 10199 154 102 136 63 792 10111 155 86 113 52 1089 10071 156 35 57 13 920 10151 157 31 55 2 680 10148 158 28 66 -10 206 10206 159 75 125 23 177 10235 160 102 149 45 438 10170 161 133 176 83 800 10164 162 178 230 114 278 10161 163 190 238 137 396 10155 164 190 245 132 101 10181 165 147 238 87 785 10200 166 83 124 39 724 10133 167 83 111 52 556 10139 168 46 72 18 905 10169 169 40 63 12 1199 10080 170 50 78 19 688 10191 171 61 100 18 443 10202 172 102 149 49 710 10128 173 117 166 61 273 10160 174 158 201 105 752 10170 175 170 214 123 852 10158 176 190 231 150 1838 10110 177 155 214 113 765 10181 178 117 151 84 453 10093 179 68 97 33 792 10206 180 40 68 7 490 10180 181 56 81 30 562 10202 182 28 55 -2 731 10193 183 66 99 28 315 10158 184 103 146 57 623 10139 185 122 170 68 423 10167 186 166 218 111 726 10188 187 176 218 132 1137 10147 188 164 207 115 773 10173 189 160 218 114 971 10180 190 139 178 102 547 10166 191 75 105 40 1004 10149 192 44 67 16 538 10167 193 22 47 -7 149 10243 194 32 55 11 504 10148 195 42 73 7 619 10105 196 86 124 47 176 10144 197 140 185 93 908 10136 198 163 213 104 290 10208 199 222 278 159 155 10192 200 166 205 129 2681 10111 201 183 278 140 179 10139 202 140 171 100 1243 10112 203 98 125 67 973 10147 204 69 92 44 860 10205 205 75 96 49 1029 10154 206 63 92 32 772 10087 207 81 118 40 805 10151 208 126 185 63 3 10217 209 139 183 92 1237 10106 210 171 215 133 939 10117 211 170 207 134 1799 10115 212 173 214 126 534 10148 213 144 207 102 1042 10191 214 105 142 64 270 10238 215 75 102 43 724 10183 216 41 66 16 783 10206 217 68 87 43 648 10138 218 53 90 11 465 10238 219 61 90 26 1292 10052 220 87 133 40 318 10110 221 155 205 94 747 10156 222 159 201 113 298 10160 223 180 220 137 1145 10141 224 175 210 140 1456 10116 225 138 220 93 612 10176 226 105 136 67 1136 10146 227 73 95 44 903 1125 228 26 52 -3 609 10180 229 12 40 -14 532 10133 230 35 60 4 672 10141 231 64 100 25 568 10141 232 115 169 57 234 10140 233 138 184 87 778 10187 234 138 202 107 436 10169 235 182 226 140 795 10128 236 191 239 136 298 10164 237 155 226 112 284 10208 238 113 149 70 852 10165 239 98 121 72 1307 10036 240 29 50 3 1166 10064 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Max Min Neerslag Luchtdruk 1.566e+01 3.389e-01 6.906e-01 -5.990e-03 2.398e-05 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -29.865 -2.192 0.532 3.066 33.076 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.566e+01 6.353e+00 2.464 0.0144 * Max 3.389e-01 2.112e-02 16.048 < 2e-16 *** Min 6.906e-01 2.923e-02 23.622 < 2e-16 *** Neerslag -5.990e-03 9.053e-04 -6.616 2.47e-10 *** Luchtdruk 2.398e-05 6.145e-04 0.039 0.9689 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 5.521 on 235 degrees of freedom Multiple R-squared: 0.9894, Adjusted R-squared: 0.9892 F-statistic: 5469 on 4 and 235 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,] 2.082859e-03 4.165718e-03 9.979171e-01 [2,] 2.585245e-04 5.170490e-04 9.997415e-01 [3,] 3.960520e-05 7.921039e-05 9.999604e-01 [4,] 5.348016e-05 1.069603e-04 9.999465e-01 [5,] 8.706605e-06 1.741321e-05 9.999913e-01 [6,] 9.563347e-06 1.912669e-05 9.999904e-01 [7,] 3.147198e-06 6.294395e-06 9.999969e-01 [8,] 5.259783e-07 1.051957e-06 9.999995e-01 [9,] 4.547605e-07 9.095211e-07 9.999995e-01 [10,] 8.596841e-08 1.719368e-07 9.999999e-01 [11,] 1.647886e-08 3.295771e-08 1.000000e+00 [12,] 1.064473e-08 2.128947e-08 1.000000e+00 [13,] 7.370404e-08 1.474081e-07 9.999999e-01 [14,] 2.377807e-08 4.755615e-08 1.000000e+00 [15,] 1.695667e-08 3.391334e-08 1.000000e+00 [16,] 5.421219e-09 1.084244e-08 1.000000e+00 [17,] 1.288822e-09 2.577644e-09 1.000000e+00 [18,] 2.973596e-10 5.947192e-10 1.000000e+00 [19,] 9.388377e-11 1.877675e-10 1.000000e+00 [20,] 2.114770e-11 4.229539e-11 1.000000e+00 [21,] 4.466819e-12 8.933639e-12 1.000000e+00 [22,] 9.816125e-13 1.963225e-12 1.000000e+00 [23,] 4.699933e-13 9.399866e-13 1.000000e+00 [24,] 9.842923e-14 1.968585e-13 1.000000e+00 [25,] 4.451448e-14 8.902895e-14 1.000000e+00 [26,] 3.427664e-03 6.855328e-03 9.965723e-01 [27,] 2.122560e-03 4.245119e-03 9.978774e-01 [28,] 1.289302e-03 2.578604e-03 9.987107e-01 [29,] 8.428382e-04 1.685676e-03 9.991572e-01 [30,] 5.000715e-04 1.000143e-03 9.994999e-01 [31,] 3.137258e-04 6.274516e-04 9.996863e-01 [32,] 8.986690e-01 2.026620e-01 1.013310e-01 [33,] 8.801943e-01 2.396115e-01 1.198057e-01 [34,] 8.545254e-01 2.909492e-01 1.454746e-01 [35,] 8.282219e-01 3.435562e-01 1.717781e-01 [36,] 7.983596e-01 4.032807e-01 2.016404e-01 [37,] 7.621770e-01 4.756459e-01 2.378230e-01 [38,] 9.324607e-01 1.350785e-01 6.753925e-02 [39,] 9.189634e-01 1.620731e-01 8.103657e-02 [40,] 9.058506e-01 1.882988e-01 9.414938e-02 [41,] 9.023856e-01 1.952287e-01 9.761436e-02 [42,] 8.822969e-01 2.354062e-01 1.177031e-01 [43,] 8.678262e-01 2.643477e-01 1.321738e-01 [44,] 8.419475e-01 3.161050e-01 1.580525e-01 [45,] 8.173372e-01 3.653257e-01 1.826628e-01 [46,] 7.876341e-01 4.247318e-01 2.123659e-01 [47,] 7.557525e-01 4.884949e-01 2.442475e-01 [48,] 7.204244e-01 5.591512e-01 2.795756e-01 [49,] 6.824249e-01 6.351502e-01 3.175751e-01 [50,] 9.998833e-01 2.333190e-04 1.166595e-04 [51,] 9.998879e-01 2.241803e-04 1.120901e-04 [52,] 9.998376e-01 3.247205e-04 1.623603e-04 [53,] 9.998126e-01 3.747278e-04 1.873639e-04 [54,] 9.997444e-01 5.112114e-04 2.556057e-04 [55,] 9.996542e-01 6.916455e-04 3.458227e-04 [56,] 9.995596e-01 8.808656e-04 4.404328e-04 [57,] 9.994336e-01 1.132881e-03 5.664406e-04 [58,] 9.995442e-01 9.115874e-04 4.557937e-04 [59,] 9.995312e-01 9.376534e-04 4.688267e-04 [60,] 9.993785e-01 1.243007e-03 6.215036e-04 [61,] 9.992294e-01 1.541116e-03 7.705582e-04 [62,] 9.999993e-01 1.429110e-06 7.145552e-07 [63,] 9.999990e-01 2.080076e-06 1.040038e-06 [64,] 9.999984e-01 3.259914e-06 1.629957e-06 [65,] 9.999975e-01 5.056364e-06 2.528182e-06 [66,] 9.999991e-01 1.772259e-06 8.861296e-07 [67,] 9.999986e-01 2.837903e-06 1.418951e-06 [68,] 9.999983e-01 3.458838e-06 1.729419e-06 [69,] 9.999977e-01 4.634166e-06 2.317083e-06 [70,] 9.999964e-01 7.229251e-06 3.614625e-06 [71,] 9.999972e-01 5.530308e-06 2.765154e-06 [72,] 9.999962e-01 7.675125e-06 3.837562e-06 [73,] 9.999945e-01 1.107301e-05 5.536504e-06 [74,] 9.999976e-01 4.825682e-06 2.412841e-06 [75,] 9.999962e-01 7.593244e-06 3.796622e-06 [76,] 9.999952e-01 9.589060e-06 4.794530e-06 [77,] 9.999932e-01 1.355239e-05 6.776197e-06 [78,] 9.999916e-01 1.685860e-05 8.429300e-06 [79,] 9.999877e-01 2.453670e-05 1.226835e-05 [80,] 9.999845e-01 3.094368e-05 1.547184e-05 [81,] 9.999804e-01 3.913221e-05 1.956611e-05 [82,] 9.999820e-01 3.591536e-05 1.795768e-05 [83,] 9.999765e-01 4.706922e-05 2.353461e-05 [84,] 9.999670e-01 6.597644e-05 3.298822e-05 [85,] 9.999540e-01 9.204388e-05 4.602194e-05 [86,] 9.999617e-01 7.667198e-05 3.833599e-05 [87,] 9.999525e-01 9.491304e-05 4.745652e-05 [88,] 9.999507e-01 9.853084e-05 4.926542e-05 [89,] 9.999276e-01 1.447392e-04 7.236962e-05 [90,] 9.998947e-01 2.106603e-04 1.053301e-04 [91,] 9.998728e-01 2.544995e-04 1.272497e-04 [92,] 9.998544e-01 2.912521e-04 1.456260e-04 [93,] 9.998031e-01 3.938267e-04 1.969134e-04 [94,] 9.997743e-01 4.513161e-04 2.256581e-04 [95,] 9.996820e-01 6.360239e-04 3.180120e-04 [96,] 9.995684e-01 8.632868e-04 4.316434e-04 [97,] 9.996301e-01 7.398483e-04 3.699241e-04 [98,] 9.995778e-01 8.444653e-04 4.222326e-04 [99,] 9.995616e-01 8.767746e-04 4.383873e-04 [100,] 9.995046e-01 9.908325e-04 4.954162e-04 [101,] 9.994266e-01 1.146788e-03 5.733942e-04 [102,] 9.992096e-01 1.580840e-03 7.904202e-04 [103,] 9.989440e-01 2.111915e-03 1.055958e-03 [104,] 9.986998e-01 2.600496e-03 1.300248e-03 [105,] 9.982393e-01 3.521364e-03 1.760682e-03 [106,] 9.980121e-01 3.975884e-03 1.987942e-03 [107,] 9.979236e-01 4.152871e-03 2.076436e-03 [108,] 9.973134e-01 5.373232e-03 2.686616e-03 [109,] 9.974879e-01 5.024255e-03 2.512128e-03 [110,] 9.990128e-01 1.974407e-03 9.872035e-04 [111,] 9.986784e-01 2.643161e-03 1.321580e-03 [112,] 9.982198e-01 3.560377e-03 1.780189e-03 [113,] 9.977887e-01 4.422586e-03 2.211293e-03 [114,] 9.974561e-01 5.087799e-03 2.543899e-03 [115,] 9.967516e-01 6.496709e-03 3.248354e-03 [116,] 9.957569e-01 8.486223e-03 4.243112e-03 [117,] 9.946055e-01 1.078908e-02 5.394541e-03 [118,] 9.935253e-01 1.294939e-02 6.474697e-03 [119,] 9.918143e-01 1.637133e-02 8.185667e-03 [120,] 9.895046e-01 2.099078e-02 1.049539e-02 [121,] 9.873491e-01 2.530185e-02 1.265092e-02 [122,] 9.841381e-01 3.172371e-02 1.586186e-02 [123,] 9.800024e-01 3.999530e-02 1.999765e-02 [124,] 9.752683e-01 4.946333e-02 2.473167e-02 [125,] 9.709092e-01 5.818165e-02 2.909082e-02 [126,] 9.652082e-01 6.958363e-02 3.479181e-02 [127,] 9.572638e-01 8.547241e-02 4.273621e-02 [128,] 9.495244e-01 1.009511e-01 5.047556e-02 [129,] 9.388633e-01 1.222735e-01 6.113674e-02 [130,] 9.315020e-01 1.369960e-01 6.849798e-02 [131,] 9.282296e-01 1.435408e-01 7.177038e-02 [132,] 9.142255e-01 1.715490e-01 8.577449e-02 [133,] 9.023544e-01 1.952912e-01 9.764559e-02 [134,] 9.810295e-01 3.794099e-02 1.897050e-02 [135,] 9.810621e-01 3.787576e-02 1.893788e-02 [136,] 9.769001e-01 4.619976e-02 2.309988e-02 [137,] 9.721570e-01 5.568604e-02 2.784302e-02 [138,] 9.684270e-01 6.314609e-02 3.157304e-02 [139,] 9.619368e-01 7.612642e-02 3.806321e-02 [140,] 9.539361e-01 9.212773e-02 4.606387e-02 [141,] 9.477343e-01 1.045314e-01 5.226569e-02 [142,] 9.372408e-01 1.255185e-01 6.275924e-02 [143,] 9.262633e-01 1.474735e-01 7.373674e-02 [144,] 9.154737e-01 1.690525e-01 8.452626e-02 [145,] 9.085718e-01 1.828564e-01 9.142820e-02 [146,] 9.321397e-01 1.357206e-01 6.786030e-02 [147,] 9.192237e-01 1.615527e-01 8.077635e-02 [148,] 9.060921e-01 1.878157e-01 9.390786e-02 [149,] 8.967958e-01 2.064084e-01 1.032042e-01 [150,] 8.779908e-01 2.440183e-01 1.220092e-01 [151,] 8.591195e-01 2.817610e-01 1.408805e-01 [152,] 8.392051e-01 3.215898e-01 1.607949e-01 [153,] 8.562962e-01 2.874076e-01 1.437038e-01 [154,] 8.512999e-01 2.974003e-01 1.487001e-01 [155,] 8.834700e-01 2.330601e-01 1.165300e-01 [156,] 8.715214e-01 2.569571e-01 1.284786e-01 [157,] 8.613647e-01 2.772707e-01 1.386353e-01 [158,] 8.813129e-01 2.373741e-01 1.186871e-01 [159,] 8.624053e-01 2.751893e-01 1.375947e-01 [160,] 8.415529e-01 3.168942e-01 1.584471e-01 [161,] 8.178302e-01 3.643396e-01 1.821698e-01 [162,] 7.909103e-01 4.181795e-01 2.090897e-01 [163,] 7.609714e-01 4.780571e-01 2.390286e-01 [164,] 7.298362e-01 5.403277e-01 2.701638e-01 [165,] 7.267061e-01 5.465878e-01 2.732939e-01 [166,] 7.284889e-01 5.430222e-01 2.715111e-01 [167,] 7.467213e-01 5.065575e-01 2.532787e-01 [168,] 7.202462e-01 5.595077e-01 2.797538e-01 [169,] 6.889485e-01 6.221031e-01 3.110515e-01 [170,] 7.039489e-01 5.921022e-01 2.960511e-01 [171,] 6.807618e-01 6.384765e-01 3.192382e-01 [172,] 6.427616e-01 7.144768e-01 3.572384e-01 [173,] 6.016132e-01 7.967736e-01 3.983868e-01 [174,] 5.763639e-01 8.472723e-01 4.236361e-01 [175,] 5.338470e-01 9.323059e-01 4.661530e-01 [176,] 4.921030e-01 9.842060e-01 5.078970e-01 [177,] 4.561351e-01 9.122702e-01 5.438649e-01 [178,] 4.527720e-01 9.055440e-01 5.472280e-01 [179,] 4.407522e-01 8.815045e-01 5.592478e-01 [180,] 4.017571e-01 8.035141e-01 5.982429e-01 [181,] 3.860370e-01 7.720740e-01 6.139630e-01 [182,] 3.521240e-01 7.042480e-01 6.478760e-01 [183,] 3.191397e-01 6.382794e-01 6.808603e-01 [184,] 2.810773e-01 5.621546e-01 7.189227e-01 [185,] 2.451433e-01 4.902866e-01 7.548567e-01 [186,] 2.160314e-01 4.320628e-01 7.839686e-01 [187,] 2.214216e-01 4.428432e-01 7.785784e-01 [188,] 1.873106e-01 3.746213e-01 8.126894e-01 [189,] 1.594134e-01 3.188269e-01 8.405866e-01 [190,] 1.385586e-01 2.771172e-01 8.614414e-01 [191,] 1.645997e-01 3.291993e-01 8.354003e-01 [192,] 2.158551e-01 4.317102e-01 7.841449e-01 [193,] 1.966338e-01 3.932675e-01 8.033662e-01 [194,] 7.022917e-01 5.954165e-01 2.977083e-01 [195,] 6.845056e-01 6.309887e-01 3.154944e-01 [196,] 6.344663e-01 7.310675e-01 3.655337e-01 [197,] 5.928163e-01 8.143675e-01 4.071837e-01 [198,] 5.392657e-01 9.214686e-01 4.607343e-01 [199,] 4.857342e-01 9.714683e-01 5.142658e-01 [200,] 4.361558e-01 8.723116e-01 5.638442e-01 [201,] 4.609081e-01 9.218161e-01 5.390919e-01 [202,] 4.349633e-01 8.699266e-01 5.650367e-01 [203,] 3.898670e-01 7.797340e-01 6.101330e-01 [204,] 3.342510e-01 6.685019e-01 6.657490e-01 [205,] 3.053545e-01 6.107090e-01 6.946455e-01 [206,] 3.273751e-01 6.547501e-01 6.726249e-01 [207,] 2.830014e-01 5.660027e-01 7.169986e-01 [208,] 2.315119e-01 4.630239e-01 7.684881e-01 [209,] 1.995496e-01 3.990992e-01 8.004504e-01 [210,] 1.584183e-01 3.168367e-01 8.415817e-01 [211,] 1.279954e-01 2.559908e-01 8.720046e-01 [212,] 9.781758e-02 1.956352e-01 9.021824e-01 [213,] 7.664442e-02 1.532888e-01 9.233556e-01 [214,] 1.639030e-01 3.278061e-01 8.360970e-01 [215,] 1.329662e-01 2.659323e-01 8.670338e-01 [216,] 1.027833e-01 2.055666e-01 8.972167e-01 [217,] 7.113517e-02 1.422703e-01 9.288648e-01 [218,] 2.223285e-01 4.446570e-01 7.776715e-01 [219,] 1.621102e-01 3.242203e-01 8.378898e-01 [220,] 1.162324e-01 2.324649e-01 8.837676e-01 [221,] 7.911061e-02 1.582212e-01 9.208894e-01 [222,] 4.863002e-02 9.726003e-02 9.513700e-01 [223,] 3.265490e-02 6.530980e-02 9.673451e-01 [224,] 2.347675e-02 4.695350e-02 9.765233e-01 [225,] 1.591209e-02 3.182417e-02 9.840879e-01 > postscript(file="/var/wessaorg/rcomp/tmp/1mv4z1322142800.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2kyvd1322142800.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3vcnc1322142800.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4hl6f1322142800.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5qyve1322142800.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 = 240 Frequency = 1 1 2 3 4 5 6 -6.92385117 -0.39610337 0.01028704 5.16822448 10.44580241 -1.01108028 7 8 9 10 11 12 1.41078265 5.13390000 1.94224469 -2.40642809 3.48394972 -3.78666903 13 14 15 16 17 18 -4.43217138 3.59179379 -0.75567229 1.35315762 0.51554507 3.81698000 19 20 21 22 23 24 -0.39053856 5.98637641 8.51418128 -3.73735836 2.23798980 -5.04941748 25 26 27 28 29 30 -3.47724824 -1.81831978 -1.82039460 0.17910174 5.52474338 5.09594765 31 32 33 34 35 36 2.46942744 0.99012071 -12.13525854 2.94488704 -1.56473543 -4.08821159 37 38 39 40 41 42 -0.10026260 -5.63152038 33.07645332 4.60813676 1.56834704 3.07071910 43 44 45 46 47 48 1.73629060 -1.01272817 -10.71535883 -3.93081495 -3.89797702 3.50227743 49 50 51 52 53 54 -1.35654879 -2.77920201 -0.02594578 3.32470099 1.30455905 1.94620777 55 56 57 58 59 60 0.96187513 -1.34746264 -29.86459754 3.56178221 0.21274927 2.64607476 61 62 63 64 65 66 1.24500845 -2.33805361 3.76012223 -1.06488291 8.46268970 6.39807546 67 68 69 70 71 72 3.06464786 4.08756442 -23.52986947 -1.13834296 -0.15556461 1.24434968 73 74 75 76 77 78 -8.08824297 -0.63179400 -3.28001711 3.90467681 0.14921440 7.08082040 79 80 81 82 83 84 2.83403014 1.75046089 -9.08730200 -0.05008883 2.66138843 -2.12142801 85 86 87 88 89 90 -3.64511356 1.48679177 -3.67815163 3.59020943 5.93902043 3.20835708 91 92 93 94 95 96 1.96129784 1.07331218 -6.59630067 3.27233448 -4.56735760 0.03762993 97 98 99 100 101 102 -0.49029294 -3.78407052 3.76457883 -2.06588755 4.21577394 -0.13074528 103 104 105 106 107 108 -1.27454460 6.43801778 -3.73517010 4.84214578 3.96917529 -4.26085782 109 110 111 112 113 114 0.54417590 1.54521701 3.11276551 -0.02474268 4.10044488 4.99633678 115 116 117 118 119 120 0.83681198 6.11442214 -11.09141374 -1.28732415 0.70373027 2.77222618 121 122 123 124 125 126 -4.11030155 2.16679512 1.08913856 -2.15423072 3.09951075 1.16048530 127 128 129 130 131 132 0.80424501 -2.83564666 -1.47954914 -0.12146061 -0.86894737 -2.95588906 133 134 135 136 137 138 -2.30729306 0.22415657 -2.57618072 0.20506748 2.84584099 4.16243882 139 140 141 142 143 144 -0.23278887 2.76929845 -12.11179573 -7.01809597 2.28164115 2.84731917 145 146 147 148 149 150 -3.81897870 2.09948747 1.09183148 3.43182411 -1.38143737 1.81870501 151 152 153 154 155 156 0.88970178 4.89142934 -8.95929371 1.24886974 2.41947989 -3.68451752 157 158 159 160 161 162 -0.84785633 -2.12920191 1.91302061 7.15189853 4.92847630 7.09422224 163 164 165 166 167 168 1.20684684 0.51994627 -4.93568497 2.48146942 -3.09678960 -1.31100059 169 170 171 172 173 174 1.64549704 -1.33516674 1.43213261 6.01976761 4.35358149 5.97599784 175 176 177 178 179 180 1.73936801 3.23961270 -6.87654830 -5.36651595 1.18046523 -0.84506300 181 182 183 184 185 186 -4.70307689 -0.78117968 -0.90030640 1.99050491 4.06227695 3.91527802 187 188 189 190 191 192 1.87593656 3.16264329 -2.68881296 -4.38557770 1.90648689 -2.43351589 193 194 195 196 197 198 -4.10430383 -7.11716503 0.23493557 -3.32563517 2.62028468 4.83181984 199 200 201 202 203 204 3.01429963 7.60191572 -22.71980510 4.53780197 -0.70239100 -3.31407057 205 206 207 208 209 210 -1.10903860 -1.55145088 2.30895582 3.91499177 4.95991076 -3.98317387 211 212 213 214 215 216 2.18841420 0.76322052 -6.24916380 -1.60462011 -0.82644420 -3.62812676 217 218 219 220 221 222 -3.19722291 1.78594363 4.38515706 0.30969205 9.18712334 -1.26758757 223 224 225 226 227 228 1.79335505 -0.02612178 -13.01471661 3.54613867 0.14451738 -1.80434874 229 230 231 232 233 234 -4.60144179 0.02880162 0.34827935 3.86608976 4.32274743 -17.63670374 235 236 237 238 239 240 -2.40772401 1.97133991 -13.13426360 3.36737285 -0.79653012 1.06894491 > postscript(file="/var/wessaorg/rcomp/tmp/6eul91322142800.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 = 240 Frequency = 1 lag(myerror, k = 1) myerror 0 -6.92385117 NA 1 -0.39610337 -6.92385117 2 0.01028704 -0.39610337 3 5.16822448 0.01028704 4 10.44580241 5.16822448 5 -1.01108028 10.44580241 6 1.41078265 -1.01108028 7 5.13390000 1.41078265 8 1.94224469 5.13390000 9 -2.40642809 1.94224469 10 3.48394972 -2.40642809 11 -3.78666903 3.48394972 12 -4.43217138 -3.78666903 13 3.59179379 -4.43217138 14 -0.75567229 3.59179379 15 1.35315762 -0.75567229 16 0.51554507 1.35315762 17 3.81698000 0.51554507 18 -0.39053856 3.81698000 19 5.98637641 -0.39053856 20 8.51418128 5.98637641 21 -3.73735836 8.51418128 22 2.23798980 -3.73735836 23 -5.04941748 2.23798980 24 -3.47724824 -5.04941748 25 -1.81831978 -3.47724824 26 -1.82039460 -1.81831978 27 0.17910174 -1.82039460 28 5.52474338 0.17910174 29 5.09594765 5.52474338 30 2.46942744 5.09594765 31 0.99012071 2.46942744 32 -12.13525854 0.99012071 33 2.94488704 -12.13525854 34 -1.56473543 2.94488704 35 -4.08821159 -1.56473543 36 -0.10026260 -4.08821159 37 -5.63152038 -0.10026260 38 33.07645332 -5.63152038 39 4.60813676 33.07645332 40 1.56834704 4.60813676 41 3.07071910 1.56834704 42 1.73629060 3.07071910 43 -1.01272817 1.73629060 44 -10.71535883 -1.01272817 45 -3.93081495 -10.71535883 46 -3.89797702 -3.93081495 47 3.50227743 -3.89797702 48 -1.35654879 3.50227743 49 -2.77920201 -1.35654879 50 -0.02594578 -2.77920201 51 3.32470099 -0.02594578 52 1.30455905 3.32470099 53 1.94620777 1.30455905 54 0.96187513 1.94620777 55 -1.34746264 0.96187513 56 -29.86459754 -1.34746264 57 3.56178221 -29.86459754 58 0.21274927 3.56178221 59 2.64607476 0.21274927 60 1.24500845 2.64607476 61 -2.33805361 1.24500845 62 3.76012223 -2.33805361 63 -1.06488291 3.76012223 64 8.46268970 -1.06488291 65 6.39807546 8.46268970 66 3.06464786 6.39807546 67 4.08756442 3.06464786 68 -23.52986947 4.08756442 69 -1.13834296 -23.52986947 70 -0.15556461 -1.13834296 71 1.24434968 -0.15556461 72 -8.08824297 1.24434968 73 -0.63179400 -8.08824297 74 -3.28001711 -0.63179400 75 3.90467681 -3.28001711 76 0.14921440 3.90467681 77 7.08082040 0.14921440 78 2.83403014 7.08082040 79 1.75046089 2.83403014 80 -9.08730200 1.75046089 81 -0.05008883 -9.08730200 82 2.66138843 -0.05008883 83 -2.12142801 2.66138843 84 -3.64511356 -2.12142801 85 1.48679177 -3.64511356 86 -3.67815163 1.48679177 87 3.59020943 -3.67815163 88 5.93902043 3.59020943 89 3.20835708 5.93902043 90 1.96129784 3.20835708 91 1.07331218 1.96129784 92 -6.59630067 1.07331218 93 3.27233448 -6.59630067 94 -4.56735760 3.27233448 95 0.03762993 -4.56735760 96 -0.49029294 0.03762993 97 -3.78407052 -0.49029294 98 3.76457883 -3.78407052 99 -2.06588755 3.76457883 100 4.21577394 -2.06588755 101 -0.13074528 4.21577394 102 -1.27454460 -0.13074528 103 6.43801778 -1.27454460 104 -3.73517010 6.43801778 105 4.84214578 -3.73517010 106 3.96917529 4.84214578 107 -4.26085782 3.96917529 108 0.54417590 -4.26085782 109 1.54521701 0.54417590 110 3.11276551 1.54521701 111 -0.02474268 3.11276551 112 4.10044488 -0.02474268 113 4.99633678 4.10044488 114 0.83681198 4.99633678 115 6.11442214 0.83681198 116 -11.09141374 6.11442214 117 -1.28732415 -11.09141374 118 0.70373027 -1.28732415 119 2.77222618 0.70373027 120 -4.11030155 2.77222618 121 2.16679512 -4.11030155 122 1.08913856 2.16679512 123 -2.15423072 1.08913856 124 3.09951075 -2.15423072 125 1.16048530 3.09951075 126 0.80424501 1.16048530 127 -2.83564666 0.80424501 128 -1.47954914 -2.83564666 129 -0.12146061 -1.47954914 130 -0.86894737 -0.12146061 131 -2.95588906 -0.86894737 132 -2.30729306 -2.95588906 133 0.22415657 -2.30729306 134 -2.57618072 0.22415657 135 0.20506748 -2.57618072 136 2.84584099 0.20506748 137 4.16243882 2.84584099 138 -0.23278887 4.16243882 139 2.76929845 -0.23278887 140 -12.11179573 2.76929845 141 -7.01809597 -12.11179573 142 2.28164115 -7.01809597 143 2.84731917 2.28164115 144 -3.81897870 2.84731917 145 2.09948747 -3.81897870 146 1.09183148 2.09948747 147 3.43182411 1.09183148 148 -1.38143737 3.43182411 149 1.81870501 -1.38143737 150 0.88970178 1.81870501 151 4.89142934 0.88970178 152 -8.95929371 4.89142934 153 1.24886974 -8.95929371 154 2.41947989 1.24886974 155 -3.68451752 2.41947989 156 -0.84785633 -3.68451752 157 -2.12920191 -0.84785633 158 1.91302061 -2.12920191 159 7.15189853 1.91302061 160 4.92847630 7.15189853 161 7.09422224 4.92847630 162 1.20684684 7.09422224 163 0.51994627 1.20684684 164 -4.93568497 0.51994627 165 2.48146942 -4.93568497 166 -3.09678960 2.48146942 167 -1.31100059 -3.09678960 168 1.64549704 -1.31100059 169 -1.33516674 1.64549704 170 1.43213261 -1.33516674 171 6.01976761 1.43213261 172 4.35358149 6.01976761 173 5.97599784 4.35358149 174 1.73936801 5.97599784 175 3.23961270 1.73936801 176 -6.87654830 3.23961270 177 -5.36651595 -6.87654830 178 1.18046523 -5.36651595 179 -0.84506300 1.18046523 180 -4.70307689 -0.84506300 181 -0.78117968 -4.70307689 182 -0.90030640 -0.78117968 183 1.99050491 -0.90030640 184 4.06227695 1.99050491 185 3.91527802 4.06227695 186 1.87593656 3.91527802 187 3.16264329 1.87593656 188 -2.68881296 3.16264329 189 -4.38557770 -2.68881296 190 1.90648689 -4.38557770 191 -2.43351589 1.90648689 192 -4.10430383 -2.43351589 193 -7.11716503 -4.10430383 194 0.23493557 -7.11716503 195 -3.32563517 0.23493557 196 2.62028468 -3.32563517 197 4.83181984 2.62028468 198 3.01429963 4.83181984 199 7.60191572 3.01429963 200 -22.71980510 7.60191572 201 4.53780197 -22.71980510 202 -0.70239100 4.53780197 203 -3.31407057 -0.70239100 204 -1.10903860 -3.31407057 205 -1.55145088 -1.10903860 206 2.30895582 -1.55145088 207 3.91499177 2.30895582 208 4.95991076 3.91499177 209 -3.98317387 4.95991076 210 2.18841420 -3.98317387 211 0.76322052 2.18841420 212 -6.24916380 0.76322052 213 -1.60462011 -6.24916380 214 -0.82644420 -1.60462011 215 -3.62812676 -0.82644420 216 -3.19722291 -3.62812676 217 1.78594363 -3.19722291 218 4.38515706 1.78594363 219 0.30969205 4.38515706 220 9.18712334 0.30969205 221 -1.26758757 9.18712334 222 1.79335505 -1.26758757 223 -0.02612178 1.79335505 224 -13.01471661 -0.02612178 225 3.54613867 -13.01471661 226 0.14451738 3.54613867 227 -1.80434874 0.14451738 228 -4.60144179 -1.80434874 229 0.02880162 -4.60144179 230 0.34827935 0.02880162 231 3.86608976 0.34827935 232 4.32274743 3.86608976 233 -17.63670374 4.32274743 234 -2.40772401 -17.63670374 235 1.97133991 -2.40772401 236 -13.13426360 1.97133991 237 3.36737285 -13.13426360 238 -0.79653012 3.36737285 239 1.06894491 -0.79653012 240 NA 1.06894491 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.39610337 -6.92385117 [2,] 0.01028704 -0.39610337 [3,] 5.16822448 0.01028704 [4,] 10.44580241 5.16822448 [5,] -1.01108028 10.44580241 [6,] 1.41078265 -1.01108028 [7,] 5.13390000 1.41078265 [8,] 1.94224469 5.13390000 [9,] -2.40642809 1.94224469 [10,] 3.48394972 -2.40642809 [11,] -3.78666903 3.48394972 [12,] -4.43217138 -3.78666903 [13,] 3.59179379 -4.43217138 [14,] -0.75567229 3.59179379 [15,] 1.35315762 -0.75567229 [16,] 0.51554507 1.35315762 [17,] 3.81698000 0.51554507 [18,] -0.39053856 3.81698000 [19,] 5.98637641 -0.39053856 [20,] 8.51418128 5.98637641 [21,] -3.73735836 8.51418128 [22,] 2.23798980 -3.73735836 [23,] -5.04941748 2.23798980 [24,] -3.47724824 -5.04941748 [25,] -1.81831978 -3.47724824 [26,] -1.82039460 -1.81831978 [27,] 0.17910174 -1.82039460 [28,] 5.52474338 0.17910174 [29,] 5.09594765 5.52474338 [30,] 2.46942744 5.09594765 [31,] 0.99012071 2.46942744 [32,] -12.13525854 0.99012071 [33,] 2.94488704 -12.13525854 [34,] -1.56473543 2.94488704 [35,] -4.08821159 -1.56473543 [36,] -0.10026260 -4.08821159 [37,] -5.63152038 -0.10026260 [38,] 33.07645332 -5.63152038 [39,] 4.60813676 33.07645332 [40,] 1.56834704 4.60813676 [41,] 3.07071910 1.56834704 [42,] 1.73629060 3.07071910 [43,] -1.01272817 1.73629060 [44,] -10.71535883 -1.01272817 [45,] -3.93081495 -10.71535883 [46,] -3.89797702 -3.93081495 [47,] 3.50227743 -3.89797702 [48,] -1.35654879 3.50227743 [49,] -2.77920201 -1.35654879 [50,] -0.02594578 -2.77920201 [51,] 3.32470099 -0.02594578 [52,] 1.30455905 3.32470099 [53,] 1.94620777 1.30455905 [54,] 0.96187513 1.94620777 [55,] -1.34746264 0.96187513 [56,] -29.86459754 -1.34746264 [57,] 3.56178221 -29.86459754 [58,] 0.21274927 3.56178221 [59,] 2.64607476 0.21274927 [60,] 1.24500845 2.64607476 [61,] -2.33805361 1.24500845 [62,] 3.76012223 -2.33805361 [63,] -1.06488291 3.76012223 [64,] 8.46268970 -1.06488291 [65,] 6.39807546 8.46268970 [66,] 3.06464786 6.39807546 [67,] 4.08756442 3.06464786 [68,] -23.52986947 4.08756442 [69,] -1.13834296 -23.52986947 [70,] -0.15556461 -1.13834296 [71,] 1.24434968 -0.15556461 [72,] -8.08824297 1.24434968 [73,] -0.63179400 -8.08824297 [74,] -3.28001711 -0.63179400 [75,] 3.90467681 -3.28001711 [76,] 0.14921440 3.90467681 [77,] 7.08082040 0.14921440 [78,] 2.83403014 7.08082040 [79,] 1.75046089 2.83403014 [80,] -9.08730200 1.75046089 [81,] -0.05008883 -9.08730200 [82,] 2.66138843 -0.05008883 [83,] -2.12142801 2.66138843 [84,] -3.64511356 -2.12142801 [85,] 1.48679177 -3.64511356 [86,] -3.67815163 1.48679177 [87,] 3.59020943 -3.67815163 [88,] 5.93902043 3.59020943 [89,] 3.20835708 5.93902043 [90,] 1.96129784 3.20835708 [91,] 1.07331218 1.96129784 [92,] -6.59630067 1.07331218 [93,] 3.27233448 -6.59630067 [94,] -4.56735760 3.27233448 [95,] 0.03762993 -4.56735760 [96,] -0.49029294 0.03762993 [97,] -3.78407052 -0.49029294 [98,] 3.76457883 -3.78407052 [99,] -2.06588755 3.76457883 [100,] 4.21577394 -2.06588755 [101,] -0.13074528 4.21577394 [102,] -1.27454460 -0.13074528 [103,] 6.43801778 -1.27454460 [104,] -3.73517010 6.43801778 [105,] 4.84214578 -3.73517010 [106,] 3.96917529 4.84214578 [107,] -4.26085782 3.96917529 [108,] 0.54417590 -4.26085782 [109,] 1.54521701 0.54417590 [110,] 3.11276551 1.54521701 [111,] -0.02474268 3.11276551 [112,] 4.10044488 -0.02474268 [113,] 4.99633678 4.10044488 [114,] 0.83681198 4.99633678 [115,] 6.11442214 0.83681198 [116,] -11.09141374 6.11442214 [117,] -1.28732415 -11.09141374 [118,] 0.70373027 -1.28732415 [119,] 2.77222618 0.70373027 [120,] -4.11030155 2.77222618 [121,] 2.16679512 -4.11030155 [122,] 1.08913856 2.16679512 [123,] -2.15423072 1.08913856 [124,] 3.09951075 -2.15423072 [125,] 1.16048530 3.09951075 [126,] 0.80424501 1.16048530 [127,] -2.83564666 0.80424501 [128,] -1.47954914 -2.83564666 [129,] -0.12146061 -1.47954914 [130,] -0.86894737 -0.12146061 [131,] -2.95588906 -0.86894737 [132,] -2.30729306 -2.95588906 [133,] 0.22415657 -2.30729306 [134,] -2.57618072 0.22415657 [135,] 0.20506748 -2.57618072 [136,] 2.84584099 0.20506748 [137,] 4.16243882 2.84584099 [138,] -0.23278887 4.16243882 [139,] 2.76929845 -0.23278887 [140,] -12.11179573 2.76929845 [141,] -7.01809597 -12.11179573 [142,] 2.28164115 -7.01809597 [143,] 2.84731917 2.28164115 [144,] -3.81897870 2.84731917 [145,] 2.09948747 -3.81897870 [146,] 1.09183148 2.09948747 [147,] 3.43182411 1.09183148 [148,] -1.38143737 3.43182411 [149,] 1.81870501 -1.38143737 [150,] 0.88970178 1.81870501 [151,] 4.89142934 0.88970178 [152,] -8.95929371 4.89142934 [153,] 1.24886974 -8.95929371 [154,] 2.41947989 1.24886974 [155,] -3.68451752 2.41947989 [156,] -0.84785633 -3.68451752 [157,] -2.12920191 -0.84785633 [158,] 1.91302061 -2.12920191 [159,] 7.15189853 1.91302061 [160,] 4.92847630 7.15189853 [161,] 7.09422224 4.92847630 [162,] 1.20684684 7.09422224 [163,] 0.51994627 1.20684684 [164,] -4.93568497 0.51994627 [165,] 2.48146942 -4.93568497 [166,] -3.09678960 2.48146942 [167,] -1.31100059 -3.09678960 [168,] 1.64549704 -1.31100059 [169,] -1.33516674 1.64549704 [170,] 1.43213261 -1.33516674 [171,] 6.01976761 1.43213261 [172,] 4.35358149 6.01976761 [173,] 5.97599784 4.35358149 [174,] 1.73936801 5.97599784 [175,] 3.23961270 1.73936801 [176,] -6.87654830 3.23961270 [177,] -5.36651595 -6.87654830 [178,] 1.18046523 -5.36651595 [179,] -0.84506300 1.18046523 [180,] -4.70307689 -0.84506300 [181,] -0.78117968 -4.70307689 [182,] -0.90030640 -0.78117968 [183,] 1.99050491 -0.90030640 [184,] 4.06227695 1.99050491 [185,] 3.91527802 4.06227695 [186,] 1.87593656 3.91527802 [187,] 3.16264329 1.87593656 [188,] -2.68881296 3.16264329 [189,] -4.38557770 -2.68881296 [190,] 1.90648689 -4.38557770 [191,] -2.43351589 1.90648689 [192,] -4.10430383 -2.43351589 [193,] -7.11716503 -4.10430383 [194,] 0.23493557 -7.11716503 [195,] -3.32563517 0.23493557 [196,] 2.62028468 -3.32563517 [197,] 4.83181984 2.62028468 [198,] 3.01429963 4.83181984 [199,] 7.60191572 3.01429963 [200,] -22.71980510 7.60191572 [201,] 4.53780197 -22.71980510 [202,] -0.70239100 4.53780197 [203,] -3.31407057 -0.70239100 [204,] -1.10903860 -3.31407057 [205,] -1.55145088 -1.10903860 [206,] 2.30895582 -1.55145088 [207,] 3.91499177 2.30895582 [208,] 4.95991076 3.91499177 [209,] -3.98317387 4.95991076 [210,] 2.18841420 -3.98317387 [211,] 0.76322052 2.18841420 [212,] -6.24916380 0.76322052 [213,] -1.60462011 -6.24916380 [214,] -0.82644420 -1.60462011 [215,] -3.62812676 -0.82644420 [216,] -3.19722291 -3.62812676 [217,] 1.78594363 -3.19722291 [218,] 4.38515706 1.78594363 [219,] 0.30969205 4.38515706 [220,] 9.18712334 0.30969205 [221,] -1.26758757 9.18712334 [222,] 1.79335505 -1.26758757 [223,] -0.02612178 1.79335505 [224,] -13.01471661 -0.02612178 [225,] 3.54613867 -13.01471661 [226,] 0.14451738 3.54613867 [227,] -1.80434874 0.14451738 [228,] -4.60144179 -1.80434874 [229,] 0.02880162 -4.60144179 [230,] 0.34827935 0.02880162 [231,] 3.86608976 0.34827935 [232,] 4.32274743 3.86608976 [233,] -17.63670374 4.32274743 [234,] -2.40772401 -17.63670374 [235,] 1.97133991 -2.40772401 [236,] -13.13426360 1.97133991 [237,] 3.36737285 -13.13426360 [238,] -0.79653012 3.36737285 [239,] 1.06894491 -0.79653012 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.39610337 -6.92385117 2 0.01028704 -0.39610337 3 5.16822448 0.01028704 4 10.44580241 5.16822448 5 -1.01108028 10.44580241 6 1.41078265 -1.01108028 7 5.13390000 1.41078265 8 1.94224469 5.13390000 9 -2.40642809 1.94224469 10 3.48394972 -2.40642809 11 -3.78666903 3.48394972 12 -4.43217138 -3.78666903 13 3.59179379 -4.43217138 14 -0.75567229 3.59179379 15 1.35315762 -0.75567229 16 0.51554507 1.35315762 17 3.81698000 0.51554507 18 -0.39053856 3.81698000 19 5.98637641 -0.39053856 20 8.51418128 5.98637641 21 -3.73735836 8.51418128 22 2.23798980 -3.73735836 23 -5.04941748 2.23798980 24 -3.47724824 -5.04941748 25 -1.81831978 -3.47724824 26 -1.82039460 -1.81831978 27 0.17910174 -1.82039460 28 5.52474338 0.17910174 29 5.09594765 5.52474338 30 2.46942744 5.09594765 31 0.99012071 2.46942744 32 -12.13525854 0.99012071 33 2.94488704 -12.13525854 34 -1.56473543 2.94488704 35 -4.08821159 -1.56473543 36 -0.10026260 -4.08821159 37 -5.63152038 -0.10026260 38 33.07645332 -5.63152038 39 4.60813676 33.07645332 40 1.56834704 4.60813676 41 3.07071910 1.56834704 42 1.73629060 3.07071910 43 -1.01272817 1.73629060 44 -10.71535883 -1.01272817 45 -3.93081495 -10.71535883 46 -3.89797702 -3.93081495 47 3.50227743 -3.89797702 48 -1.35654879 3.50227743 49 -2.77920201 -1.35654879 50 -0.02594578 -2.77920201 51 3.32470099 -0.02594578 52 1.30455905 3.32470099 53 1.94620777 1.30455905 54 0.96187513 1.94620777 55 -1.34746264 0.96187513 56 -29.86459754 -1.34746264 57 3.56178221 -29.86459754 58 0.21274927 3.56178221 59 2.64607476 0.21274927 60 1.24500845 2.64607476 61 -2.33805361 1.24500845 62 3.76012223 -2.33805361 63 -1.06488291 3.76012223 64 8.46268970 -1.06488291 65 6.39807546 8.46268970 66 3.06464786 6.39807546 67 4.08756442 3.06464786 68 -23.52986947 4.08756442 69 -1.13834296 -23.52986947 70 -0.15556461 -1.13834296 71 1.24434968 -0.15556461 72 -8.08824297 1.24434968 73 -0.63179400 -8.08824297 74 -3.28001711 -0.63179400 75 3.90467681 -3.28001711 76 0.14921440 3.90467681 77 7.08082040 0.14921440 78 2.83403014 7.08082040 79 1.75046089 2.83403014 80 -9.08730200 1.75046089 81 -0.05008883 -9.08730200 82 2.66138843 -0.05008883 83 -2.12142801 2.66138843 84 -3.64511356 -2.12142801 85 1.48679177 -3.64511356 86 -3.67815163 1.48679177 87 3.59020943 -3.67815163 88 5.93902043 3.59020943 89 3.20835708 5.93902043 90 1.96129784 3.20835708 91 1.07331218 1.96129784 92 -6.59630067 1.07331218 93 3.27233448 -6.59630067 94 -4.56735760 3.27233448 95 0.03762993 -4.56735760 96 -0.49029294 0.03762993 97 -3.78407052 -0.49029294 98 3.76457883 -3.78407052 99 -2.06588755 3.76457883 100 4.21577394 -2.06588755 101 -0.13074528 4.21577394 102 -1.27454460 -0.13074528 103 6.43801778 -1.27454460 104 -3.73517010 6.43801778 105 4.84214578 -3.73517010 106 3.96917529 4.84214578 107 -4.26085782 3.96917529 108 0.54417590 -4.26085782 109 1.54521701 0.54417590 110 3.11276551 1.54521701 111 -0.02474268 3.11276551 112 4.10044488 -0.02474268 113 4.99633678 4.10044488 114 0.83681198 4.99633678 115 6.11442214 0.83681198 116 -11.09141374 6.11442214 117 -1.28732415 -11.09141374 118 0.70373027 -1.28732415 119 2.77222618 0.70373027 120 -4.11030155 2.77222618 121 2.16679512 -4.11030155 122 1.08913856 2.16679512 123 -2.15423072 1.08913856 124 3.09951075 -2.15423072 125 1.16048530 3.09951075 126 0.80424501 1.16048530 127 -2.83564666 0.80424501 128 -1.47954914 -2.83564666 129 -0.12146061 -1.47954914 130 -0.86894737 -0.12146061 131 -2.95588906 -0.86894737 132 -2.30729306 -2.95588906 133 0.22415657 -2.30729306 134 -2.57618072 0.22415657 135 0.20506748 -2.57618072 136 2.84584099 0.20506748 137 4.16243882 2.84584099 138 -0.23278887 4.16243882 139 2.76929845 -0.23278887 140 -12.11179573 2.76929845 141 -7.01809597 -12.11179573 142 2.28164115 -7.01809597 143 2.84731917 2.28164115 144 -3.81897870 2.84731917 145 2.09948747 -3.81897870 146 1.09183148 2.09948747 147 3.43182411 1.09183148 148 -1.38143737 3.43182411 149 1.81870501 -1.38143737 150 0.88970178 1.81870501 151 4.89142934 0.88970178 152 -8.95929371 4.89142934 153 1.24886974 -8.95929371 154 2.41947989 1.24886974 155 -3.68451752 2.41947989 156 -0.84785633 -3.68451752 157 -2.12920191 -0.84785633 158 1.91302061 -2.12920191 159 7.15189853 1.91302061 160 4.92847630 7.15189853 161 7.09422224 4.92847630 162 1.20684684 7.09422224 163 0.51994627 1.20684684 164 -4.93568497 0.51994627 165 2.48146942 -4.93568497 166 -3.09678960 2.48146942 167 -1.31100059 -3.09678960 168 1.64549704 -1.31100059 169 -1.33516674 1.64549704 170 1.43213261 -1.33516674 171 6.01976761 1.43213261 172 4.35358149 6.01976761 173 5.97599784 4.35358149 174 1.73936801 5.97599784 175 3.23961270 1.73936801 176 -6.87654830 3.23961270 177 -5.36651595 -6.87654830 178 1.18046523 -5.36651595 179 -0.84506300 1.18046523 180 -4.70307689 -0.84506300 181 -0.78117968 -4.70307689 182 -0.90030640 -0.78117968 183 1.99050491 -0.90030640 184 4.06227695 1.99050491 185 3.91527802 4.06227695 186 1.87593656 3.91527802 187 3.16264329 1.87593656 188 -2.68881296 3.16264329 189 -4.38557770 -2.68881296 190 1.90648689 -4.38557770 191 -2.43351589 1.90648689 192 -4.10430383 -2.43351589 193 -7.11716503 -4.10430383 194 0.23493557 -7.11716503 195 -3.32563517 0.23493557 196 2.62028468 -3.32563517 197 4.83181984 2.62028468 198 3.01429963 4.83181984 199 7.60191572 3.01429963 200 -22.71980510 7.60191572 201 4.53780197 -22.71980510 202 -0.70239100 4.53780197 203 -3.31407057 -0.70239100 204 -1.10903860 -3.31407057 205 -1.55145088 -1.10903860 206 2.30895582 -1.55145088 207 3.91499177 2.30895582 208 4.95991076 3.91499177 209 -3.98317387 4.95991076 210 2.18841420 -3.98317387 211 0.76322052 2.18841420 212 -6.24916380 0.76322052 213 -1.60462011 -6.24916380 214 -0.82644420 -1.60462011 215 -3.62812676 -0.82644420 216 -3.19722291 -3.62812676 217 1.78594363 -3.19722291 218 4.38515706 1.78594363 219 0.30969205 4.38515706 220 9.18712334 0.30969205 221 -1.26758757 9.18712334 222 1.79335505 -1.26758757 223 -0.02612178 1.79335505 224 -13.01471661 -0.02612178 225 3.54613867 -13.01471661 226 0.14451738 3.54613867 227 -1.80434874 0.14451738 228 -4.60144179 -1.80434874 229 0.02880162 -4.60144179 230 0.34827935 0.02880162 231 3.86608976 0.34827935 232 4.32274743 3.86608976 233 -17.63670374 4.32274743 234 -2.40772401 -17.63670374 235 1.97133991 -2.40772401 236 -13.13426360 1.97133991 237 3.36737285 -13.13426360 238 -0.79653012 3.36737285 239 1.06894491 -0.79653012 > 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/7o49z1322142800.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/86wet1322142800.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9sjsd1322142800.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') Warning messages: 1: In sqrt(crit * p * (1 - hh)/hh) : NaNs produced 2: In sqrt(crit * p * (1 - hh)/hh) : NaNs produced > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10hord1322142800.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/110fpi1322142800.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/120wxr1322142800.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/13us591322142800.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/14nrib1322142800.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/15wra31322142800.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/16oowh1322142800.tab") + } > > try(system("convert tmp/1mv4z1322142800.ps tmp/1mv4z1322142800.png",intern=TRUE)) character(0) > try(system("convert tmp/2kyvd1322142800.ps tmp/2kyvd1322142800.png",intern=TRUE)) character(0) > try(system("convert tmp/3vcnc1322142800.ps tmp/3vcnc1322142800.png",intern=TRUE)) character(0) > try(system("convert tmp/4hl6f1322142800.ps tmp/4hl6f1322142800.png",intern=TRUE)) character(0) > try(system("convert tmp/5qyve1322142800.ps tmp/5qyve1322142800.png",intern=TRUE)) character(0) > try(system("convert tmp/6eul91322142800.ps tmp/6eul91322142800.png",intern=TRUE)) character(0) > try(system("convert tmp/7o49z1322142800.ps tmp/7o49z1322142800.png",intern=TRUE)) character(0) > try(system("convert tmp/86wet1322142800.ps tmp/86wet1322142800.png",intern=TRUE)) character(0) > try(system("convert tmp/9sjsd1322142800.ps tmp/9sjsd1322142800.png",intern=TRUE)) character(0) > try(system("convert tmp/10hord1322142800.ps tmp/10hord1322142800.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.581 0.745 7.504