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Type 'q()' to quit R. > x <- array(list(-45.6 + ,16.1 + ,23.9 + ,39.3 + ,-39.4 + ,-0.3 + ,17.3 + ,17.7 + ,31.4 + ,-28.6 + ,-17.2 + ,-79 + ,-47.9 + ,9.1 + ,10.6 + ,-23.9 + ,-45 + ,-42.2 + ,43.2 + ,32.1 + ,-15.3 + ,21.8 + ,-12 + ,-95.8 + ,-14.3 + ,47.8 + ,64.8 + ,40.2 + ,-28.8 + ,23.5 + ,70.3 + ,12.3 + ,43.5 + ,-30.1 + ,-5.3 + ,-24 + ,11.1 + ,21.5 + ,38.5 + ,16.8 + ,-36.2 + ,6 + ,26.6 + ,-8 + ,13.2 + ,-23.6 + ,19.4 + ,-46.2 + ,-8.2 + ,33.8 + ,16.6 + ,5.4 + ,-25 + ,-5.3 + ,16.7 + ,19 + ,24.8 + ,-11.4 + ,4.9 + ,-58.7 + ,16.8 + ,13.6 + ,6.4 + ,22.8 + ,-19.6 + ,2.2 + ,19.8 + ,-10.7 + ,4.7 + ,-44.5 + ,-34.7 + ,-119.7 + ,-42.2 + ,-5.4 + ,19.1 + ,18.8 + ,-2.3 + ,0.2 + ,20.9 + ,3.7 + ,50.4 + ,-18.6 + ,10.6 + ,-66 + ,10 + ,27.2 + ,13.5 + ,47.2 + ,-20.3 + ,23.1 + ,12.6 + ,19.8 + ,5.4 + ,-25.2 + ,-6.5 + ,-46.5 + ,-2.6 + ,-0.3 + ,38.5 + ,-8.9 + ,-38 + ,19.5 + ,51.7 + ,19.4 + ,18.2 + ,-50.8 + ,-6.1 + ,-54.6 + ,12.1 + ,26.3 + ,19.5 + ,-0.8 + ,-49.6 + ,28.8 + ,31.7 + ,2.3 + ,3.8 + ,-66.2 + ,-20.5 + ,-113.2 + ,-65.2 + ,-3.9 + ,9.1 + ,23.2 + ,-39.1 + ,12.5 + ,49.1 + ,54.9 + ,30.8 + ,-3.5 + ,-28.3 + ,-61 + ,-2 + ,40 + ,74 + ,23.1 + ,-45.3 + ,17.5 + ,25.8 + ,15.2 + ,-3.6 + ,-40.5 + ,11.5 + ,-59.8 + ,23.3 + ,-27.8 + ,55.7 + ,22.7 + ,-79.2 + ,28.8 + ,17.3 + ,39.6 + ,-22.2 + ,-43 + ,-50.3 + ,-86.5 + ,-31.9 + ,23.1 + ,53.6 + ,21.6 + ,-64.2 + ,35.2 + ,52.1 + ,40.6 + ,17.1 + ,-7.8 + ,-10 + ,-58 + ,14 + ,15.8 + ,46 + ,-8.9 + ,-26.7 + ,39 + ,-1.3 + ,38.7 + ,22.1 + ,-49.2 + ,-3.4 + ,-86.7 + ,-24.3 + ,42.8 + ,44.9 + ,4.4 + ,-60.5 + ,41.4 + ,38.5 + ,28.5 + ,7.6 + ,-46.4 + ,7 + ,-73 + ,5.7 + ,23.6 + ,39.4 + ,30.3 + ,-92.5 + ,77.8 + ,12.4 + ,28.9 + ,6.4 + ,-12 + ,-9.1 + ,-53.2 + ,-23.1 + ,47.3 + ,20.7 + ,27.8 + ,-84.3 + ,62.8 + ,26.4 + ,32.3 + ,13.3 + ,-17.9 + ,10 + ,-45.6 + ,13.5 + ,11.9 + ,26 + ,-6.3 + ,-79.9 + ,54.2 + ,22.9 + ,31.8 + ,3.8 + ,-11.4 + ,-8.6 + ,-49.4 + ,-2.5 + ,23 + ,29 + ,20.6 + ,-117 + ,37.9 + ,30.7 + ,4.7 + ,-5.7 + ,4.9 + ,18.3 + ,-35.4 + ,-21.3 + ,35.8 + ,43.8 + ,18.7 + ,-131.1 + ,39.8 + ,44.5 + ,16.5 + ,9.7 + ,-6.6 + ,15.8 + ,-45.7 + ,-4.8 + ,17.6 + ,20.5 + ,24.2 + ,-109 + ,20.8 + ,31.2 + ,-8.8 + ,11.8 + ,13 + ,8.3 + ,-77.9 + ,-38.8 + ,6.1 + ,18.1 + ,16.8 + ,-128.5 + ,15.9 + ,29 + ,-7.2 + ,3.3 + ,-34.8 + ,-2.9 + ,-77.8 + ,-2.8 + ,26.7 + ,48.1 + ,30 + ,-109.6 + ,16 + ,26.9 + ,22.1 + ,27 + ,-24.5 + ,12 + ,-75.2 + ,3.5 + ,19.7 + ,51.8 + ,35.3 + ,-108.2 + ,25.3 + ,31.6 + ,19.9 + ,18.8 + ,20.4 + ,15 + ,-55.9 + ,-17 + ,33.3 + ,33.8 + ,37.5 + ,-104.8 + ,29.7 + ,34.2 + ,4.3 + ,40.2 + ,-29.3 + ,-0.2 + ,-95 + ,-13.2 + ,38.5 + ,45.4 + ,15.7 + ,-123.6 + ,12 + ,37.5 + ,-31.7 + ,15.8 + ,-64.1 + ,-42.1 + ,-207.4 + ,-12.9 + ,-5 + ,53.9 + ,19.7 + ,-94.6 + ,36 + ,51.3 + ,17.4 + ,27.8 + ,1.3 + ,3.6 + ,-97.9 + ,14.1 + ,50.8 + ,63.5 + ,58.6 + ,-135.1 + ,7.8 + ,25.5 + ,29.6 + ,19.3 + ,-26.2 + ,7.3 + ,-82.6 + ,-26.1 + ,55.3 + ,98.8 + ,41.7 + ,-130.2 + ,51.2 + ,18.4 + ,32 + ,21.6 + ,-12.5 + ,46.6 + ,-101.7 + ,15.8 + ,26 + ,79.1 + ,23.1 + ,-86.9 + ,-11.2 + ,50.7 + ,13.4 + ,33.7 + ,-16.9 + ,-9.6) + ,dim=c(1 + ,371) + ,dimnames=list(c('y') + ,1:371)) > y <- array(NA,dim=c(1,371),dimnames=list(c('y'),1:371)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Include Monthly 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 y M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 -45.6 1 0 0 0 0 0 0 0 0 0 0 1 2 16.1 0 1 0 0 0 0 0 0 0 0 0 2 3 23.9 0 0 1 0 0 0 0 0 0 0 0 3 4 39.3 0 0 0 1 0 0 0 0 0 0 0 4 5 -39.4 0 0 0 0 1 0 0 0 0 0 0 5 6 -0.3 0 0 0 0 0 1 0 0 0 0 0 6 7 17.3 0 0 0 0 0 0 1 0 0 0 0 7 8 17.7 0 0 0 0 0 0 0 1 0 0 0 8 9 31.4 0 0 0 0 0 0 0 0 1 0 0 9 10 -28.6 0 0 0 0 0 0 0 0 0 1 0 10 11 -17.2 0 0 0 0 0 0 0 0 0 0 1 11 12 -79.0 0 0 0 0 0 0 0 0 0 0 0 12 13 -47.9 1 0 0 0 0 0 0 0 0 0 0 13 14 9.1 0 1 0 0 0 0 0 0 0 0 0 14 15 10.6 0 0 1 0 0 0 0 0 0 0 0 15 16 -23.9 0 0 0 1 0 0 0 0 0 0 0 16 17 -45.0 0 0 0 0 1 0 0 0 0 0 0 17 18 -42.2 0 0 0 0 0 1 0 0 0 0 0 18 19 43.2 0 0 0 0 0 0 1 0 0 0 0 19 20 32.1 0 0 0 0 0 0 0 1 0 0 0 20 21 -15.3 0 0 0 0 0 0 0 0 1 0 0 21 22 21.8 0 0 0 0 0 0 0 0 0 1 0 22 23 -12.0 0 0 0 0 0 0 0 0 0 0 1 23 24 -95.8 0 0 0 0 0 0 0 0 0 0 0 24 25 -14.3 1 0 0 0 0 0 0 0 0 0 0 25 26 47.8 0 1 0 0 0 0 0 0 0 0 0 26 27 64.8 0 0 1 0 0 0 0 0 0 0 0 27 28 40.2 0 0 0 1 0 0 0 0 0 0 0 28 29 -28.8 0 0 0 0 1 0 0 0 0 0 0 29 30 23.5 0 0 0 0 0 1 0 0 0 0 0 30 31 70.3 0 0 0 0 0 0 1 0 0 0 0 31 32 12.3 0 0 0 0 0 0 0 1 0 0 0 32 33 43.5 0 0 0 0 0 0 0 0 1 0 0 33 34 -30.1 0 0 0 0 0 0 0 0 0 1 0 34 35 -5.3 0 0 0 0 0 0 0 0 0 0 1 35 36 -24.0 0 0 0 0 0 0 0 0 0 0 0 36 37 11.1 1 0 0 0 0 0 0 0 0 0 0 37 38 21.5 0 1 0 0 0 0 0 0 0 0 0 38 39 38.5 0 0 1 0 0 0 0 0 0 0 0 39 40 16.8 0 0 0 1 0 0 0 0 0 0 0 40 41 -36.2 0 0 0 0 1 0 0 0 0 0 0 41 42 6.0 0 0 0 0 0 1 0 0 0 0 0 42 43 26.6 0 0 0 0 0 0 1 0 0 0 0 43 44 -8.0 0 0 0 0 0 0 0 1 0 0 0 44 45 13.2 0 0 0 0 0 0 0 0 1 0 0 45 46 -23.6 0 0 0 0 0 0 0 0 0 1 0 46 47 19.4 0 0 0 0 0 0 0 0 0 0 1 47 48 -46.2 0 0 0 0 0 0 0 0 0 0 0 48 49 -8.2 1 0 0 0 0 0 0 0 0 0 0 49 50 33.8 0 1 0 0 0 0 0 0 0 0 0 50 51 16.6 0 0 1 0 0 0 0 0 0 0 0 51 52 5.4 0 0 0 1 0 0 0 0 0 0 0 52 53 -25.0 0 0 0 0 1 0 0 0 0 0 0 53 54 -5.3 0 0 0 0 0 1 0 0 0 0 0 54 55 16.7 0 0 0 0 0 0 1 0 0 0 0 55 56 19.0 0 0 0 0 0 0 0 1 0 0 0 56 57 24.8 0 0 0 0 0 0 0 0 1 0 0 57 58 -11.4 0 0 0 0 0 0 0 0 0 1 0 58 59 4.9 0 0 0 0 0 0 0 0 0 0 1 59 60 -58.7 0 0 0 0 0 0 0 0 0 0 0 60 61 16.8 1 0 0 0 0 0 0 0 0 0 0 61 62 13.6 0 1 0 0 0 0 0 0 0 0 0 62 63 6.4 0 0 1 0 0 0 0 0 0 0 0 63 64 22.8 0 0 0 1 0 0 0 0 0 0 0 64 65 -19.6 0 0 0 0 1 0 0 0 0 0 0 65 66 2.2 0 0 0 0 0 1 0 0 0 0 0 66 67 19.8 0 0 0 0 0 0 1 0 0 0 0 67 68 -10.7 0 0 0 0 0 0 0 1 0 0 0 68 69 4.7 0 0 0 0 0 0 0 0 1 0 0 69 70 -44.5 0 0 0 0 0 0 0 0 0 1 0 70 71 -34.7 0 0 0 0 0 0 0 0 0 0 1 71 72 -119.7 0 0 0 0 0 0 0 0 0 0 0 72 73 -42.2 1 0 0 0 0 0 0 0 0 0 0 73 74 -5.4 0 1 0 0 0 0 0 0 0 0 0 74 75 19.1 0 0 1 0 0 0 0 0 0 0 0 75 76 18.8 0 0 0 1 0 0 0 0 0 0 0 76 77 -2.3 0 0 0 0 1 0 0 0 0 0 0 77 78 0.2 0 0 0 0 0 1 0 0 0 0 0 78 79 20.9 0 0 0 0 0 0 1 0 0 0 0 79 80 3.7 0 0 0 0 0 0 0 1 0 0 0 80 81 50.4 0 0 0 0 0 0 0 0 1 0 0 81 82 -18.6 0 0 0 0 0 0 0 0 0 1 0 82 83 10.6 0 0 0 0 0 0 0 0 0 0 1 83 84 -66.0 0 0 0 0 0 0 0 0 0 0 0 84 85 10.0 1 0 0 0 0 0 0 0 0 0 0 85 86 27.2 0 1 0 0 0 0 0 0 0 0 0 86 87 13.5 0 0 1 0 0 0 0 0 0 0 0 87 88 47.2 0 0 0 1 0 0 0 0 0 0 0 88 89 -20.3 0 0 0 0 1 0 0 0 0 0 0 89 90 23.1 0 0 0 0 0 1 0 0 0 0 0 90 91 12.6 0 0 0 0 0 0 1 0 0 0 0 91 92 19.8 0 0 0 0 0 0 0 1 0 0 0 92 93 5.4 0 0 0 0 0 0 0 0 1 0 0 93 94 -25.2 0 0 0 0 0 0 0 0 0 1 0 94 95 -6.5 0 0 0 0 0 0 0 0 0 0 1 95 96 -46.5 0 0 0 0 0 0 0 0 0 0 0 96 97 -2.6 1 0 0 0 0 0 0 0 0 0 0 97 98 -0.3 0 1 0 0 0 0 0 0 0 0 0 98 99 38.5 0 0 1 0 0 0 0 0 0 0 0 99 100 -8.9 0 0 0 1 0 0 0 0 0 0 0 100 101 -38.0 0 0 0 0 1 0 0 0 0 0 0 101 102 19.5 0 0 0 0 0 1 0 0 0 0 0 102 103 51.7 0 0 0 0 0 0 1 0 0 0 0 103 104 19.4 0 0 0 0 0 0 0 1 0 0 0 104 105 18.2 0 0 0 0 0 0 0 0 1 0 0 105 106 -50.8 0 0 0 0 0 0 0 0 0 1 0 106 107 -6.1 0 0 0 0 0 0 0 0 0 0 1 107 108 -54.6 0 0 0 0 0 0 0 0 0 0 0 108 109 12.1 1 0 0 0 0 0 0 0 0 0 0 109 110 26.3 0 1 0 0 0 0 0 0 0 0 0 110 111 19.5 0 0 1 0 0 0 0 0 0 0 0 111 112 -0.8 0 0 0 1 0 0 0 0 0 0 0 112 113 -49.6 0 0 0 0 1 0 0 0 0 0 0 113 114 28.8 0 0 0 0 0 1 0 0 0 0 0 114 115 31.7 0 0 0 0 0 0 1 0 0 0 0 115 116 2.3 0 0 0 0 0 0 0 1 0 0 0 116 117 3.8 0 0 0 0 0 0 0 0 1 0 0 117 118 -66.2 0 0 0 0 0 0 0 0 0 1 0 118 119 -20.5 0 0 0 0 0 0 0 0 0 0 1 119 120 -113.2 0 0 0 0 0 0 0 0 0 0 0 120 121 -65.2 1 0 0 0 0 0 0 0 0 0 0 121 122 -3.9 0 1 0 0 0 0 0 0 0 0 0 122 123 9.1 0 0 1 0 0 0 0 0 0 0 0 123 124 23.2 0 0 0 1 0 0 0 0 0 0 0 124 125 -39.1 0 0 0 0 1 0 0 0 0 0 0 125 126 12.5 0 0 0 0 0 1 0 0 0 0 0 126 127 49.1 0 0 0 0 0 0 1 0 0 0 0 127 128 54.9 0 0 0 0 0 0 0 1 0 0 0 128 129 30.8 0 0 0 0 0 0 0 0 1 0 0 129 130 -3.5 0 0 0 0 0 0 0 0 0 1 0 130 131 -28.3 0 0 0 0 0 0 0 0 0 0 1 131 132 -61.0 0 0 0 0 0 0 0 0 0 0 0 132 133 -2.0 1 0 0 0 0 0 0 0 0 0 0 133 134 40.0 0 1 0 0 0 0 0 0 0 0 0 134 135 74.0 0 0 1 0 0 0 0 0 0 0 0 135 136 23.1 0 0 0 1 0 0 0 0 0 0 0 136 137 -45.3 0 0 0 0 1 0 0 0 0 0 0 137 138 17.5 0 0 0 0 0 1 0 0 0 0 0 138 139 25.8 0 0 0 0 0 0 1 0 0 0 0 139 140 15.2 0 0 0 0 0 0 0 1 0 0 0 140 141 -3.6 0 0 0 0 0 0 0 0 1 0 0 141 142 -40.5 0 0 0 0 0 0 0 0 0 1 0 142 143 11.5 0 0 0 0 0 0 0 0 0 0 1 143 144 -59.8 0 0 0 0 0 0 0 0 0 0 0 144 145 23.3 1 0 0 0 0 0 0 0 0 0 0 145 146 -27.8 0 1 0 0 0 0 0 0 0 0 0 146 147 55.7 0 0 1 0 0 0 0 0 0 0 0 147 148 22.7 0 0 0 1 0 0 0 0 0 0 0 148 149 -79.2 0 0 0 0 1 0 0 0 0 0 0 149 150 28.8 0 0 0 0 0 1 0 0 0 0 0 150 151 17.3 0 0 0 0 0 0 1 0 0 0 0 151 152 39.6 0 0 0 0 0 0 0 1 0 0 0 152 153 -22.2 0 0 0 0 0 0 0 0 1 0 0 153 154 -43.0 0 0 0 0 0 0 0 0 0 1 0 154 155 -50.3 0 0 0 0 0 0 0 0 0 0 1 155 156 -86.5 0 0 0 0 0 0 0 0 0 0 0 156 157 -31.9 1 0 0 0 0 0 0 0 0 0 0 157 158 23.1 0 1 0 0 0 0 0 0 0 0 0 158 159 53.6 0 0 1 0 0 0 0 0 0 0 0 159 160 21.6 0 0 0 1 0 0 0 0 0 0 0 160 161 -64.2 0 0 0 0 1 0 0 0 0 0 0 161 162 35.2 0 0 0 0 0 1 0 0 0 0 0 162 163 52.1 0 0 0 0 0 0 1 0 0 0 0 163 164 40.6 0 0 0 0 0 0 0 1 0 0 0 164 165 17.1 0 0 0 0 0 0 0 0 1 0 0 165 166 -7.8 0 0 0 0 0 0 0 0 0 1 0 166 167 -10.0 0 0 0 0 0 0 0 0 0 0 1 167 168 -58.0 0 0 0 0 0 0 0 0 0 0 0 168 169 14.0 1 0 0 0 0 0 0 0 0 0 0 169 170 15.8 0 1 0 0 0 0 0 0 0 0 0 170 171 46.0 0 0 1 0 0 0 0 0 0 0 0 171 172 -8.9 0 0 0 1 0 0 0 0 0 0 0 172 173 -26.7 0 0 0 0 1 0 0 0 0 0 0 173 174 39.0 0 0 0 0 0 1 0 0 0 0 0 174 175 -1.3 0 0 0 0 0 0 1 0 0 0 0 175 176 38.7 0 0 0 0 0 0 0 1 0 0 0 176 177 22.1 0 0 0 0 0 0 0 0 1 0 0 177 178 -49.2 0 0 0 0 0 0 0 0 0 1 0 178 179 -3.4 0 0 0 0 0 0 0 0 0 0 1 179 180 -86.7 0 0 0 0 0 0 0 0 0 0 0 180 181 -24.3 1 0 0 0 0 0 0 0 0 0 0 181 182 42.8 0 1 0 0 0 0 0 0 0 0 0 182 183 44.9 0 0 1 0 0 0 0 0 0 0 0 183 184 4.4 0 0 0 1 0 0 0 0 0 0 0 184 185 -60.5 0 0 0 0 1 0 0 0 0 0 0 185 186 41.4 0 0 0 0 0 1 0 0 0 0 0 186 187 38.5 0 0 0 0 0 0 1 0 0 0 0 187 188 28.5 0 0 0 0 0 0 0 1 0 0 0 188 189 7.6 0 0 0 0 0 0 0 0 1 0 0 189 190 -46.4 0 0 0 0 0 0 0 0 0 1 0 190 191 7.0 0 0 0 0 0 0 0 0 0 0 1 191 192 -73.0 0 0 0 0 0 0 0 0 0 0 0 192 193 5.7 1 0 0 0 0 0 0 0 0 0 0 193 194 23.6 0 1 0 0 0 0 0 0 0 0 0 194 195 39.4 0 0 1 0 0 0 0 0 0 0 0 195 196 30.3 0 0 0 1 0 0 0 0 0 0 0 196 197 -92.5 0 0 0 0 1 0 0 0 0 0 0 197 198 77.8 0 0 0 0 0 1 0 0 0 0 0 198 199 12.4 0 0 0 0 0 0 1 0 0 0 0 199 200 28.9 0 0 0 0 0 0 0 1 0 0 0 200 201 6.4 0 0 0 0 0 0 0 0 1 0 0 201 202 -12.0 0 0 0 0 0 0 0 0 0 1 0 202 203 -9.1 0 0 0 0 0 0 0 0 0 0 1 203 204 -53.2 0 0 0 0 0 0 0 0 0 0 0 204 205 -23.1 1 0 0 0 0 0 0 0 0 0 0 205 206 47.3 0 1 0 0 0 0 0 0 0 0 0 206 207 20.7 0 0 1 0 0 0 0 0 0 0 0 207 208 27.8 0 0 0 1 0 0 0 0 0 0 0 208 209 -84.3 0 0 0 0 1 0 0 0 0 0 0 209 210 62.8 0 0 0 0 0 1 0 0 0 0 0 210 211 26.4 0 0 0 0 0 0 1 0 0 0 0 211 212 32.3 0 0 0 0 0 0 0 1 0 0 0 212 213 13.3 0 0 0 0 0 0 0 0 1 0 0 213 214 -17.9 0 0 0 0 0 0 0 0 0 1 0 214 215 10.0 0 0 0 0 0 0 0 0 0 0 1 215 216 -45.6 0 0 0 0 0 0 0 0 0 0 0 216 217 13.5 1 0 0 0 0 0 0 0 0 0 0 217 218 11.9 0 1 0 0 0 0 0 0 0 0 0 218 219 26.0 0 0 1 0 0 0 0 0 0 0 0 219 220 -6.3 0 0 0 1 0 0 0 0 0 0 0 220 221 -79.9 0 0 0 0 1 0 0 0 0 0 0 221 222 54.2 0 0 0 0 0 1 0 0 0 0 0 222 223 22.9 0 0 0 0 0 0 1 0 0 0 0 223 224 31.8 0 0 0 0 0 0 0 1 0 0 0 224 225 3.8 0 0 0 0 0 0 0 0 1 0 0 225 226 -11.4 0 0 0 0 0 0 0 0 0 1 0 226 227 -8.6 0 0 0 0 0 0 0 0 0 0 1 227 228 -49.4 0 0 0 0 0 0 0 0 0 0 0 228 229 -2.5 1 0 0 0 0 0 0 0 0 0 0 229 230 23.0 0 1 0 0 0 0 0 0 0 0 0 230 231 29.0 0 0 1 0 0 0 0 0 0 0 0 231 232 20.6 0 0 0 1 0 0 0 0 0 0 0 232 233 -117.0 0 0 0 0 1 0 0 0 0 0 0 233 234 37.9 0 0 0 0 0 1 0 0 0 0 0 234 235 30.7 0 0 0 0 0 0 1 0 0 0 0 235 236 4.7 0 0 0 0 0 0 0 1 0 0 0 236 237 -5.7 0 0 0 0 0 0 0 0 1 0 0 237 238 4.9 0 0 0 0 0 0 0 0 0 1 0 238 239 18.3 0 0 0 0 0 0 0 0 0 0 1 239 240 -35.4 0 0 0 0 0 0 0 0 0 0 0 240 241 -21.3 1 0 0 0 0 0 0 0 0 0 0 241 242 35.8 0 1 0 0 0 0 0 0 0 0 0 242 243 43.8 0 0 1 0 0 0 0 0 0 0 0 243 244 18.7 0 0 0 1 0 0 0 0 0 0 0 244 245 -131.1 0 0 0 0 1 0 0 0 0 0 0 245 246 39.8 0 0 0 0 0 1 0 0 0 0 0 246 247 44.5 0 0 0 0 0 0 1 0 0 0 0 247 248 16.5 0 0 0 0 0 0 0 1 0 0 0 248 249 9.7 0 0 0 0 0 0 0 0 1 0 0 249 250 -6.6 0 0 0 0 0 0 0 0 0 1 0 250 251 15.8 0 0 0 0 0 0 0 0 0 0 1 251 252 -45.7 0 0 0 0 0 0 0 0 0 0 0 252 253 -4.8 1 0 0 0 0 0 0 0 0 0 0 253 254 17.6 0 1 0 0 0 0 0 0 0 0 0 254 255 20.5 0 0 1 0 0 0 0 0 0 0 0 255 256 24.2 0 0 0 1 0 0 0 0 0 0 0 256 257 -109.0 0 0 0 0 1 0 0 0 0 0 0 257 258 20.8 0 0 0 0 0 1 0 0 0 0 0 258 259 31.2 0 0 0 0 0 0 1 0 0 0 0 259 260 -8.8 0 0 0 0 0 0 0 1 0 0 0 260 261 11.8 0 0 0 0 0 0 0 0 1 0 0 261 262 13.0 0 0 0 0 0 0 0 0 0 1 0 262 263 8.3 0 0 0 0 0 0 0 0 0 0 1 263 264 -77.9 0 0 0 0 0 0 0 0 0 0 0 264 265 -38.8 1 0 0 0 0 0 0 0 0 0 0 265 266 6.1 0 1 0 0 0 0 0 0 0 0 0 266 267 18.1 0 0 1 0 0 0 0 0 0 0 0 267 268 16.8 0 0 0 1 0 0 0 0 0 0 0 268 269 -128.5 0 0 0 0 1 0 0 0 0 0 0 269 270 15.9 0 0 0 0 0 1 0 0 0 0 0 270 271 29.0 0 0 0 0 0 0 1 0 0 0 0 271 272 -7.2 0 0 0 0 0 0 0 1 0 0 0 272 273 3.3 0 0 0 0 0 0 0 0 1 0 0 273 274 -34.8 0 0 0 0 0 0 0 0 0 1 0 274 275 -2.9 0 0 0 0 0 0 0 0 0 0 1 275 276 -77.8 0 0 0 0 0 0 0 0 0 0 0 276 277 -2.8 1 0 0 0 0 0 0 0 0 0 0 277 278 26.7 0 1 0 0 0 0 0 0 0 0 0 278 279 48.1 0 0 1 0 0 0 0 0 0 0 0 279 280 30.0 0 0 0 1 0 0 0 0 0 0 0 280 281 -109.6 0 0 0 0 1 0 0 0 0 0 0 281 282 16.0 0 0 0 0 0 1 0 0 0 0 0 282 283 26.9 0 0 0 0 0 0 1 0 0 0 0 283 284 22.1 0 0 0 0 0 0 0 1 0 0 0 284 285 27.0 0 0 0 0 0 0 0 0 1 0 0 285 286 -24.5 0 0 0 0 0 0 0 0 0 1 0 286 287 12.0 0 0 0 0 0 0 0 0 0 0 1 287 288 -75.2 0 0 0 0 0 0 0 0 0 0 0 288 289 3.5 1 0 0 0 0 0 0 0 0 0 0 289 290 19.7 0 1 0 0 0 0 0 0 0 0 0 290 291 51.8 0 0 1 0 0 0 0 0 0 0 0 291 292 35.3 0 0 0 1 0 0 0 0 0 0 0 292 293 -108.2 0 0 0 0 1 0 0 0 0 0 0 293 294 25.3 0 0 0 0 0 1 0 0 0 0 0 294 295 31.6 0 0 0 0 0 0 1 0 0 0 0 295 296 19.9 0 0 0 0 0 0 0 1 0 0 0 296 297 18.8 0 0 0 0 0 0 0 0 1 0 0 297 298 20.4 0 0 0 0 0 0 0 0 0 1 0 298 299 15.0 0 0 0 0 0 0 0 0 0 0 1 299 300 -55.9 0 0 0 0 0 0 0 0 0 0 0 300 301 -17.0 1 0 0 0 0 0 0 0 0 0 0 301 302 33.3 0 1 0 0 0 0 0 0 0 0 0 302 303 33.8 0 0 1 0 0 0 0 0 0 0 0 303 304 37.5 0 0 0 1 0 0 0 0 0 0 0 304 305 -104.8 0 0 0 0 1 0 0 0 0 0 0 305 306 29.7 0 0 0 0 0 1 0 0 0 0 0 306 307 34.2 0 0 0 0 0 0 1 0 0 0 0 307 308 4.3 0 0 0 0 0 0 0 1 0 0 0 308 309 40.2 0 0 0 0 0 0 0 0 1 0 0 309 310 -29.3 0 0 0 0 0 0 0 0 0 1 0 310 311 -0.2 0 0 0 0 0 0 0 0 0 0 1 311 312 -95.0 0 0 0 0 0 0 0 0 0 0 0 312 313 -13.2 1 0 0 0 0 0 0 0 0 0 0 313 314 38.5 0 1 0 0 0 0 0 0 0 0 0 314 315 45.4 0 0 1 0 0 0 0 0 0 0 0 315 316 15.7 0 0 0 1 0 0 0 0 0 0 0 316 317 -123.6 0 0 0 0 1 0 0 0 0 0 0 317 318 12.0 0 0 0 0 0 1 0 0 0 0 0 318 319 37.5 0 0 0 0 0 0 1 0 0 0 0 319 320 -31.7 0 0 0 0 0 0 0 1 0 0 0 320 321 15.8 0 0 0 0 0 0 0 0 1 0 0 321 322 -64.1 0 0 0 0 0 0 0 0 0 1 0 322 323 -42.1 0 0 0 0 0 0 0 0 0 0 1 323 324 -207.4 0 0 0 0 0 0 0 0 0 0 0 324 325 -12.9 1 0 0 0 0 0 0 0 0 0 0 325 326 -5.0 0 1 0 0 0 0 0 0 0 0 0 326 327 53.9 0 0 1 0 0 0 0 0 0 0 0 327 328 19.7 0 0 0 1 0 0 0 0 0 0 0 328 329 -94.6 0 0 0 0 1 0 0 0 0 0 0 329 330 36.0 0 0 0 0 0 1 0 0 0 0 0 330 331 51.3 0 0 0 0 0 0 1 0 0 0 0 331 332 17.4 0 0 0 0 0 0 0 1 0 0 0 332 333 27.8 0 0 0 0 0 0 0 0 1 0 0 333 334 1.3 0 0 0 0 0 0 0 0 0 1 0 334 335 3.6 0 0 0 0 0 0 0 0 0 0 1 335 336 -97.9 0 0 0 0 0 0 0 0 0 0 0 336 337 14.1 1 0 0 0 0 0 0 0 0 0 0 337 338 50.8 0 1 0 0 0 0 0 0 0 0 0 338 339 63.5 0 0 1 0 0 0 0 0 0 0 0 339 340 58.6 0 0 0 1 0 0 0 0 0 0 0 340 341 -135.1 0 0 0 0 1 0 0 0 0 0 0 341 342 7.8 0 0 0 0 0 1 0 0 0 0 0 342 343 25.5 0 0 0 0 0 0 1 0 0 0 0 343 344 29.6 0 0 0 0 0 0 0 1 0 0 0 344 345 19.3 0 0 0 0 0 0 0 0 1 0 0 345 346 -26.2 0 0 0 0 0 0 0 0 0 1 0 346 347 7.3 0 0 0 0 0 0 0 0 0 0 1 347 348 -82.6 0 0 0 0 0 0 0 0 0 0 0 348 349 -26.1 1 0 0 0 0 0 0 0 0 0 0 349 350 55.3 0 1 0 0 0 0 0 0 0 0 0 350 351 98.8 0 0 1 0 0 0 0 0 0 0 0 351 352 41.7 0 0 0 1 0 0 0 0 0 0 0 352 353 -130.2 0 0 0 0 1 0 0 0 0 0 0 353 354 51.2 0 0 0 0 0 1 0 0 0 0 0 354 355 18.4 0 0 0 0 0 0 1 0 0 0 0 355 356 32.0 0 0 0 0 0 0 0 1 0 0 0 356 357 21.6 0 0 0 0 0 0 0 0 1 0 0 357 358 -12.5 0 0 0 0 0 0 0 0 0 1 0 358 359 46.6 0 0 0 0 0 0 0 0 0 0 1 359 360 -101.7 0 0 0 0 0 0 0 0 0 0 0 360 361 15.8 1 0 0 0 0 0 0 0 0 0 0 361 362 26.0 0 1 0 0 0 0 0 0 0 0 0 362 363 79.1 0 0 1 0 0 0 0 0 0 0 0 363 364 23.1 0 0 0 1 0 0 0 0 0 0 0 364 365 -86.9 0 0 0 0 1 0 0 0 0 0 0 365 366 -11.2 0 0 0 0 0 1 0 0 0 0 0 366 367 50.7 0 0 0 0 0 0 1 0 0 0 0 367 368 13.4 0 0 0 0 0 0 0 1 0 0 0 368 369 33.7 0 0 0 0 0 0 0 0 1 0 0 369 370 -16.9 0 0 0 0 0 0 0 0 0 1 0 370 371 -9.6 0 0 0 0 0 0 0 0 0 0 1 371 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) M1 M2 M3 M4 M5 -7.429e+01 6.442e+01 9.658e+01 1.132e+02 9.485e+01 1.587e+00 M6 M7 M8 M9 M10 M11 9.708e+01 1.055e+02 9.142e+01 8.976e+01 5.224e+01 7.185e+01 t -1.126e-04 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -133.071 -13.053 0.479 14.944 70.414 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7.429e+01 4.823e+00 -15.405 < 2e-16 *** M1 6.442e+01 6.065e+00 10.620 < 2e-16 *** M2 9.658e+01 6.065e+00 15.923 < 2e-16 *** M3 1.132e+02 6.065e+00 18.670 < 2e-16 *** M4 9.485e+01 6.065e+00 15.639 < 2e-16 *** M5 1.587e+00 6.065e+00 0.262 0.794 M6 9.708e+01 6.065e+00 16.007 < 2e-16 *** M7 1.055e+02 6.065e+00 17.388 < 2e-16 *** M8 9.142e+01 6.065e+00 15.073 < 2e-16 *** M9 8.976e+01 6.065e+00 14.798 < 2e-16 *** M10 5.224e+01 6.065e+00 8.613 2.3e-16 *** M11 7.185e+01 6.065e+00 11.845 < 2e-16 *** t -1.126e-04 1.148e-02 -0.010 0.992 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 23.68 on 358 degrees of freedom Multiple R-squared: 0.7075, Adjusted R-squared: 0.6977 F-statistic: 72.17 on 12 and 358 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 0.45342936 0.9068587 0.54657064 [2,] 0.32124826 0.6424965 0.67875174 [3,] 0.26755716 0.5351143 0.73244284 [4,] 0.40223434 0.8044687 0.59776566 [5,] 0.37465580 0.7493116 0.62534420 [6,] 0.38587868 0.7717574 0.61412132 [7,] 0.64081294 0.7183741 0.35918706 [8,] 0.56385193 0.8722961 0.43614807 [9,] 0.48168450 0.9633690 0.51831550 [10,] 0.55987397 0.8802521 0.44012603 [11,] 0.59623078 0.8075384 0.40376922 [12,] 0.66397490 0.6720502 0.33602510 [13,] 0.63112702 0.7377460 0.36887298 [14,] 0.57200137 0.8559973 0.42799863 [15,] 0.57681845 0.8463631 0.42318155 [16,] 0.55999484 0.8800103 0.44000516 [17,] 0.55723654 0.8855269 0.44276346 [18,] 0.52446862 0.9510628 0.47553138 [19,] 0.58759891 0.8248022 0.41240109 [20,] 0.52619933 0.9476013 0.47380067 [21,] 0.64055803 0.7188839 0.35944197 [22,] 0.62479386 0.7504123 0.37520614 [23,] 0.61579167 0.7684167 0.38420833 [24,] 0.57672593 0.8465481 0.42327407 [25,] 0.55204751 0.8959050 0.44795249 [26,] 0.52869865 0.9426027 0.47130135 [27,] 0.47785251 0.9557050 0.52214749 [28,] 0.49825064 0.9965013 0.50174936 [29,] 0.56787760 0.8642448 0.43212240 [30,] 0.53648764 0.9270247 0.46351236 [31,] 0.51419898 0.9716020 0.48580102 [32,] 0.49379478 0.9875896 0.50620522 [33,] 0.45596785 0.9119357 0.54403215 [34,] 0.40619269 0.8123854 0.59380731 [35,] 0.36039965 0.7207993 0.63960035 [36,] 0.37864465 0.7572893 0.62135535 [37,] 0.36982912 0.7396582 0.63017088 [38,] 0.35136526 0.7027305 0.64863474 [39,] 0.32547402 0.6509480 0.67452598 [40,] 0.34333752 0.6866750 0.65666248 [41,] 0.30127724 0.6025545 0.69872276 [42,] 0.26258430 0.5251686 0.73741570 [43,] 0.22793657 0.4558731 0.77206343 [44,] 0.19491331 0.3898266 0.80508669 [45,] 0.16801000 0.3360200 0.83199000 [46,] 0.17754526 0.3550905 0.82245474 [47,] 0.16998115 0.3399623 0.83001885 [48,] 0.19628780 0.3925756 0.80371220 [49,] 0.16704328 0.3340866 0.83295672 [50,] 0.16886182 0.3377236 0.83113818 [51,] 0.14696041 0.2939208 0.85303959 [52,] 0.14167354 0.2833471 0.85832646 [53,] 0.15945937 0.3189187 0.84054063 [54,] 0.14977865 0.2995573 0.85022135 [55,] 0.17174750 0.3434950 0.82825250 [56,] 0.20352790 0.4070558 0.79647210 [57,] 0.36184280 0.7236856 0.63815720 [58,] 0.37622978 0.7524596 0.62377022 [59,] 0.38685801 0.7737160 0.61314199 [60,] 0.35746508 0.7149302 0.64253492 [61,] 0.32216993 0.6443399 0.67783007 [62,] 0.42260317 0.8452063 0.57739683 [63,] 0.39763639 0.7952728 0.60236361 [64,] 0.36716315 0.7343263 0.63283685 [65,] 0.33578420 0.6715684 0.66421580 [66,] 0.37741898 0.7548380 0.62258102 [67,] 0.34156849 0.6831370 0.65843151 [68,] 0.32496801 0.6499360 0.67503199 [69,] 0.29319501 0.5863900 0.70680499 [70,] 0.30098041 0.6019608 0.69901959 [71,] 0.27073167 0.5414633 0.72926833 [72,] 0.25937146 0.5187429 0.74062854 [73,] 0.27305761 0.5461152 0.72694239 [74,] 0.30171397 0.6034279 0.69828603 [75,] 0.29429460 0.5885892 0.70570540 [76,] 0.28751552 0.5750310 0.71248448 [77,] 0.25960332 0.5192066 0.74039668 [78,] 0.24622857 0.4924571 0.75377143 [79,] 0.22083255 0.4416651 0.77916745 [80,] 0.19543152 0.3908630 0.80456848 [81,] 0.19713320 0.3942664 0.80286680 [82,] 0.17656750 0.3531350 0.82343250 [83,] 0.17810544 0.3562109 0.82189456 [84,] 0.16058937 0.3211787 0.83941063 [85,] 0.18153422 0.3630684 0.81846578 [86,] 0.19349104 0.3869821 0.80650896 [87,] 0.18143960 0.3628792 0.81856040 [88,] 0.17838943 0.3567789 0.82161057 [89,] 0.15756961 0.3151392 0.84243039 [90,] 0.13800568 0.2760114 0.86199432 [91,] 0.15794892 0.3158978 0.84205108 [92,] 0.13821799 0.2764360 0.86178201 [93,] 0.12778997 0.2555799 0.87221003 [94,] 0.12877308 0.2575462 0.87122692 [95,] 0.11227903 0.2245581 0.88772097 [96,] 0.10348083 0.2069617 0.89651917 [97,] 0.10214891 0.2042978 0.89785109 [98,] 0.11415734 0.2283147 0.88584266 [99,] 0.11199373 0.2239875 0.88800627 [100,] 0.09665048 0.1933010 0.90334952 [101,] 0.08751635 0.1750327 0.91248365 [102,] 0.08092594 0.1618519 0.91907406 [103,] 0.12529658 0.2505932 0.87470342 [104,] 0.11809367 0.2361873 0.88190633 [105,] 0.17382973 0.3476595 0.82617027 [106,] 0.29695968 0.5939194 0.70304032 [107,] 0.30045777 0.6009155 0.69954223 [108,] 0.30703231 0.6140646 0.69296769 [109,] 0.28347790 0.5669558 0.71652210 [110,] 0.30830218 0.6166044 0.69169782 [111,] 0.29258122 0.5851624 0.70741878 [112,] 0.28667833 0.5733567 0.71332167 [113,] 0.36599318 0.7319864 0.63400682 [114,] 0.34906155 0.6981231 0.65093845 [115,] 0.34943453 0.6988691 0.65056547 [116,] 0.35544278 0.7108856 0.64455722 [117,] 0.33436443 0.6687289 0.66563557 [118,] 0.31429660 0.6285932 0.68570340 [119,] 0.31092396 0.6218479 0.68907604 [120,] 0.39317871 0.7863574 0.60682129 [121,] 0.36404721 0.7280944 0.63595279 [122,] 0.40168172 0.8033634 0.59831828 [123,] 0.38072992 0.7614598 0.61927008 [124,] 0.35374658 0.7074932 0.64625342 [125,] 0.32499338 0.6499868 0.67500662 [126,] 0.32381259 0.6476252 0.67618741 [127,] 0.31434264 0.6286853 0.68565736 [128,] 0.30286168 0.6057234 0.69713832 [129,] 0.28472802 0.5694560 0.71527198 [130,] 0.32595780 0.6519156 0.67404220 [131,] 0.45326962 0.9065392 0.54673038 [132,] 0.45252414 0.9050483 0.54747586 [133,] 0.42252771 0.8450554 0.57747229 [134,] 0.48539380 0.9707876 0.51460620 [135,] 0.47174962 0.9434992 0.52825038 [136,] 0.45479728 0.9095946 0.54520272 [137,] 0.45689319 0.9137864 0.54310681 [138,] 0.52286086 0.9542783 0.47713914 [139,] 0.51931842 0.9613632 0.48068158 [140,] 0.63102038 0.7379592 0.36897962 [141,] 0.61400718 0.7719856 0.38599282 [142,] 0.61501485 0.7699703 0.38498515 [143,] 0.58977514 0.8204497 0.41022486 [144,] 0.58199155 0.8360169 0.41800845 [145,] 0.55309668 0.8938066 0.44690332 [146,] 0.57922433 0.8415513 0.42077567 [147,] 0.57506170 0.8498766 0.42493830 [148,] 0.57164942 0.8567012 0.42835058 [149,] 0.57509336 0.8498133 0.42490664 [150,] 0.54512323 0.9097535 0.45487677 [151,] 0.53049845 0.9390031 0.46950155 [152,] 0.50675846 0.9864831 0.49324154 [153,] 0.49093982 0.9818796 0.50906018 [154,] 0.49655633 0.9931127 0.50344367 [155,] 0.47136916 0.9427383 0.52863084 [156,] 0.44684192 0.8936838 0.55315808 [157,] 0.47661343 0.9532269 0.52338657 [158,] 0.62567267 0.7486547 0.37432733 [159,] 0.62100203 0.7579959 0.37899797 [160,] 0.66299332 0.6740134 0.33700668 [161,] 0.66129099 0.6774180 0.33870901 [162,] 0.63508356 0.7298329 0.36491644 [163,] 0.65660587 0.6867883 0.34339413 [164,] 0.63179210 0.7364158 0.36820790 [165,] 0.61580894 0.7683821 0.38419106 [166,] 0.60245587 0.7950883 0.39754413 [167,] 0.60021826 0.7995635 0.39978174 [168,] 0.57453330 0.8509334 0.42546670 [169,] 0.56683840 0.8663232 0.43316160 [170,] 0.62361235 0.7527753 0.37638765 [171,] 0.62047244 0.7590551 0.37952756 [172,] 0.59383010 0.8123398 0.40616990 [173,] 0.57205626 0.8558875 0.42794374 [174,] 0.54717165 0.9056567 0.45282835 [175,] 0.56433630 0.8713274 0.43566370 [176,] 0.54205238 0.9158952 0.45794762 [177,] 0.51264441 0.9747112 0.48735559 [178,] 0.49638241 0.9927648 0.50361759 [179,] 0.46756726 0.9351345 0.53243274 [180,] 0.43959352 0.8791870 0.56040648 [181,] 0.41552309 0.8310462 0.58447691 [182,] 0.48451535 0.9690307 0.51548465 [183,] 0.64330589 0.7133882 0.35669411 [184,] 0.63915996 0.7216801 0.36084004 [185,] 0.61988711 0.7602258 0.38011289 [186,] 0.59700239 0.8059952 0.40299761 [187,] 0.57408436 0.8518313 0.42591564 [188,] 0.55153973 0.8969205 0.44846027 [189,] 0.55304335 0.8939133 0.44695665 [190,] 0.53697231 0.9260554 0.46302769 [191,] 0.54275760 0.9144848 0.45724240 [192,] 0.54347979 0.9130404 0.45652021 [193,] 0.51557020 0.9688596 0.48442980 [194,] 0.56477198 0.8704560 0.43522802 [195,] 0.63146482 0.7370704 0.36853518 [196,] 0.60413228 0.7917354 0.39586772 [197,] 0.59366468 0.8126706 0.40633532 [198,] 0.56398691 0.8720262 0.43601309 [199,] 0.53538951 0.9292210 0.46461049 [200,] 0.51309698 0.9738060 0.48690302 [201,] 0.55041211 0.8991758 0.44958789 [202,] 0.55432586 0.8913483 0.44567414 [203,] 0.53316647 0.9336671 0.46683353 [204,] 0.52161395 0.9567721 0.47838605 [205,] 0.55051797 0.8989641 0.44948203 [206,] 0.60495744 0.7900851 0.39504256 [207,] 0.63845850 0.7230830 0.36154150 [208,] 0.61395820 0.7720836 0.38604180 [209,] 0.60858102 0.7828380 0.39141898 [210,] 0.58797085 0.8240583 0.41202915 [211,] 0.56309465 0.8738107 0.43690535 [212,] 0.53835112 0.9232978 0.46164888 [213,] 0.57547867 0.8490427 0.42452133 [214,] 0.54880378 0.9023924 0.45119622 [215,] 0.51758504 0.9648299 0.48241496 [216,] 0.50175569 0.9964886 0.49824431 [217,] 0.47193560 0.9438712 0.52806440 [218,] 0.56731717 0.8653657 0.43268283 [219,] 0.55359615 0.8928077 0.44640385 [220,] 0.52202443 0.9559511 0.47797557 [221,] 0.49884950 0.9976990 0.50115050 [222,] 0.50072085 0.9985583 0.49927915 [223,] 0.51217138 0.9756572 0.48782862 [224,] 0.50415449 0.9916910 0.49584551 [225,] 0.63836026 0.7232795 0.36163974 [226,] 0.61512683 0.7697463 0.38487317 [227,] 0.59504347 0.8099131 0.40495653 [228,] 0.56551790 0.8689642 0.43448210 [229,] 0.53592370 0.9281526 0.46407630 [230,] 0.65658824 0.6868235 0.34341176 [231,] 0.65216210 0.6956758 0.34783790 [232,] 0.63425046 0.7314991 0.36574954 [233,] 0.60980584 0.7803883 0.39019416 [234,] 0.58083268 0.8383346 0.41916732 [235,] 0.56430266 0.8713947 0.43569734 [236,] 0.55255283 0.8948943 0.44744717 [237,] 0.66372928 0.6725414 0.33627072 [238,] 0.63745534 0.7250893 0.36254466 [239,] 0.60692575 0.7861485 0.39307425 [240,] 0.61430913 0.7713817 0.38569087 [241,] 0.58261869 0.8347626 0.41738131 [242,] 0.61723692 0.7655262 0.38276308 [243,] 0.58700943 0.8259811 0.41299057 [244,] 0.55436582 0.8912684 0.44563418 [245,] 0.54808234 0.9038353 0.45191766 [246,] 0.51581398 0.9683720 0.48418602 [247,] 0.57934681 0.8413064 0.42065319 [248,] 0.55495742 0.8900852 0.44504258 [249,] 0.56172724 0.8765455 0.43827276 [250,] 0.57852280 0.8429544 0.42147720 [251,] 0.56453951 0.8709210 0.43546049 [252,] 0.59534692 0.8093062 0.40465308 [253,] 0.56720689 0.8655862 0.43279311 [254,] 0.63120186 0.7375963 0.36879814 [255,] 0.59870573 0.8025885 0.40129427 [256,] 0.56440336 0.8711933 0.43559664 [257,] 0.55476377 0.8904725 0.44523623 [258,] 0.53807526 0.9238495 0.46192474 [259,] 0.51319654 0.9736069 0.48680346 [260,] 0.47864358 0.9572872 0.52135642 [261,] 0.48080498 0.9616100 0.51919502 [262,] 0.44795090 0.8959018 0.55204910 [263,] 0.41361463 0.8272293 0.58638537 [264,] 0.38760568 0.7752114 0.61239432 [265,] 0.35627450 0.7125490 0.64372550 [266,] 0.36185985 0.7237197 0.63814015 [267,] 0.32917641 0.6583528 0.67082359 [268,] 0.29825490 0.5965098 0.70174510 [269,] 0.27401805 0.5480361 0.72598195 [270,] 0.24811047 0.4962209 0.75188953 [271,] 0.22006523 0.4401305 0.77993477 [272,] 0.20200380 0.4040076 0.79799620 [273,] 0.21904883 0.4380977 0.78095117 [274,] 0.20200606 0.4040121 0.79799394 [275,] 0.17889706 0.3577941 0.82110294 [276,] 0.15986996 0.3197399 0.84013004 [277,] 0.14207564 0.2841513 0.85792436 [278,] 0.14180751 0.2836150 0.85819249 [279,] 0.12359787 0.2471957 0.87640213 [280,] 0.10502943 0.2100589 0.89497057 [281,] 0.09272409 0.1854482 0.90727591 [282,] 0.07787337 0.1557467 0.92212663 [283,] 0.13260478 0.2652096 0.86739522 [284,] 0.12836775 0.2567355 0.87163225 [285,] 0.27692482 0.5538496 0.72307518 [286,] 0.24473313 0.4894663 0.75526687 [287,] 0.22043789 0.4408758 0.77956211 [288,] 0.21300241 0.4260048 0.78699759 [289,] 0.19741066 0.3948213 0.80258934 [290,] 0.20149280 0.4029856 0.79850720 [291,] 0.19253621 0.3850724 0.80746379 [292,] 0.16899227 0.3379845 0.83100773 [293,] 0.14628577 0.2925715 0.85371423 [294,] 0.15809933 0.3161987 0.84190067 [295,] 0.13700130 0.2740026 0.86299870 [296,] 0.12079485 0.2415897 0.87920515 [297,] 0.15682836 0.3136567 0.84317164 [298,] 0.13256530 0.2651306 0.86743470 [299,] 0.12709312 0.2541862 0.87290688 [300,] 0.10967839 0.2193568 0.89032161 [301,] 0.09036689 0.1807338 0.90963311 [302,] 0.08980729 0.1796146 0.91019271 [303,] 0.07430133 0.1486027 0.92569867 [304,] 0.06537799 0.1307560 0.93462201 [305,] 0.08846302 0.1769260 0.91153698 [306,] 0.07167478 0.1433496 0.92832522 [307,] 0.08915409 0.1783082 0.91084591 [308,] 0.12374630 0.2474926 0.87625370 [309,] 0.87271208 0.2545758 0.12728792 [310,] 0.84945816 0.3010837 0.15054184 [311,] 0.92063484 0.1587303 0.07936516 [312,] 0.92821896 0.1435621 0.07178104 [313,] 0.92871519 0.1425696 0.07128481 [314,] 0.92172340 0.1565532 0.07827660 [315,] 0.91091441 0.1781712 0.08908559 [316,] 0.90138021 0.1972396 0.09861979 [317,] 0.87578771 0.2484246 0.12421229 [318,] 0.84252653 0.3149469 0.15747347 [319,] 0.83048396 0.3390321 0.16951604 [320,] 0.79556755 0.4088649 0.20443245 [321,] 0.75205141 0.4958972 0.24794859 [322,] 0.72899898 0.5420020 0.27100102 [323,] 0.68682947 0.6263411 0.31317053 [324,] 0.67878669 0.6424266 0.32121331 [325,] 0.68414107 0.6317179 0.31585893 [326,] 0.69622554 0.6075489 0.30377446 [327,] 0.64459053 0.7108189 0.35540947 [328,] 0.58338949 0.8332210 0.41661051 [329,] 0.50848784 0.9830243 0.49151216 [330,] 0.44162732 0.8832546 0.55837268 [331,] 0.38851273 0.7770255 0.61148727 [332,] 0.34774846 0.6954969 0.65225154 [333,] 0.27759108 0.5551822 0.72240892 [334,] 0.37327349 0.7465470 0.62672651 [335,] 0.31130581 0.6226116 0.68869419 [336,] 0.24512051 0.4902410 0.75487949 [337,] 0.17335005 0.3467001 0.82664995 [338,] 0.28595881 0.5719176 0.71404119 [339,] 0.41244945 0.8248989 0.58755055 [340,] 0.52084059 0.9583188 0.47915941 > postscript(file="/var/wessaorg/rcomp/tmp/194rh1322153799.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2n61x1322153799.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/38aax1322153799.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/42srt1322153799.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5ttml1322153799.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 = 371 Frequency = 1 1 2 3 4 5 -35.72349505 -6.18801118 -15.04284989 18.74102108 33.30553721 6 7 8 9 10 -23.09123698 -13.86543053 0.57327915 15.93779528 -6.54930150 11 12 13 14 15 -14.75252731 -4.70626027 -38.02214376 -13.18665989 -28.34149860 16 17 18 19 20 -44.45762764 27.70688849 -64.98988570 12.03592075 14.97463043 21 22 23 24 25 -30.76085344 43.85204978 -9.55117602 -21.50490898 -4.42079248 26 27 28 29 30 25.51469139 25.85985268 19.64372365 43.90823978 0.71146558 31 32 33 34 35 39.13727203 -4.82401829 28.04049784 -8.04659893 -2.84982474 36 37 38 39 40 50.29644230 20.98055880 -0.78395733 -0.43879604 -3.75492507 41 42 43 44 45 36.50959106 -16.78718313 -4.56137668 -25.12266701 -2.25815088 46 47 48 49 50 -1.54524765 21.85152654 28.09779358 1.68191008 11.51739395 51 52 53 54 55 -22.33744475 -15.15357379 47.71094234 -28.08583185 -14.46002540 56 57 58 59 60 1.87868428 9.34320041 10.65610363 7.35287783 15.59914486 61 62 63 64 65 26.68326137 -8.68125476 -32.53609347 2.24777750 53.11229362 66 67 68 69 70 -20.58448057 -11.35867412 -27.81996444 -10.75544831 -22.44254509 71 72 73 74 75 -32.24577089 -45.39950385 -32.31538735 -27.67990348 -19.83474219 76 77 78 79 80 -1.75087122 70.41364491 -22.58312929 -10.25732283 -13.41861316 81 82 83 84 85 34.94590297 3.45880620 13.05558039 8.30184743 19.88596393 86 87 88 89 90 4.92144780 -25.43339091 26.65048006 52.41499619 0.31822200 91 92 93 94 95 -18.55597155 2.68273813 -10.05274575 -3.13984252 -4.04306833 96 97 98 99 100 27.80319871 7.28731521 -22.57720091 -0.43203962 -29.44816866 101 102 103 104 105 34.71634747 -3.28042672 20.54537973 2.28408941 2.74860554 106 107 108 109 110 -28.73849124 -3.64171704 19.70455000 21.98866650 4.02415037 111 112 113 114 115 -19.43068834 -21.34681737 23.11769876 6.02092456 0.54673101 116 117 118 119 120 -14.81455931 -11.65004318 -44.13713995 -18.04036576 -38.89409872 121 122 123 124 125 -55.30998222 -26.17449835 -29.82933706 2.65453391 33.61905004 126 127 128 129 130 -10.27772416 17.94808230 37.78679197 15.35130810 18.56421133 131 132 133 134 135 -25.83901448 13.30725256 7.89136906 17.72685293 35.07201422 136 137 138 139 140 2.55588519 27.42040132 -5.27637287 -5.35056642 -1.91185674 141 142 143 144 145 -19.04734061 -18.43443739 13.96233680 14.50860384 33.19272035 146 147 148 149 150 -50.07179578 16.77336551 2.15723647 -6.47824740 6.02497841 151 152 153 154 155 -13.84921514 22.48949454 -37.64598933 -20.93308611 -47.83631191 156 157 158 159 160 -12.19004487 -22.00592837 0.82955550 14.67471679 1.05858776 161 162 163 164 165 8.52310389 12.42632969 20.95213614 23.49084582 1.65536195 166 167 168 169 170 14.26826518 -7.53496063 16.31130641 23.89542291 -6.46909322 171 172 173 174 175 7.07606807 -29.44006096 46.02445517 16.22768098 -32.44651257 176 177 178 179 180 21.59219710 6.65671323 -27.13038354 -0.93360935 -12.38734231 181 182 183 184 185 -14.40322581 20.53225806 5.97741935 -16.13870968 12.22580645 186 187 188 189 190 18.62903226 7.35483871 11.39354839 -7.84193548 -24.32903226 191 192 193 194 195 9.46774194 1.31400897 15.59812548 1.33360935 0.47877064 196 197 198 199 200 9.76264161 -19.77284227 55.03038354 -18.74381001 11.79489967 201 202 203 204 205 -9.04058420 10.07231902 -6.63090678 21.11536026 -13.20052324 206 207 208 209 210 25.03496063 -18.21987808 7.26399289 -11.57149098 40.03173482 211 212 213 214 215 -4.74245872 15.19625095 -2.13923292 4.17367031 12.47044450 216 217 218 219 220 28.71671154 23.40082804 -10.36368809 -12.91852680 -26.83465583 221 222 223 224 225 -7.17013970 31.43308611 -8.24110744 14.69760224 -11.63788164 226 227 228 229 230 10.67502159 -6.12820422 24.91806282 7.40217932 0.73766320 231 232 233 234 235 -9.91717551 0.06669545 -44.26878842 15.13443739 -0.43975616 236 237 238 239 240 -12.40104648 -21.13653035 26.97637287 20.77314707 38.91941411 241 242 243 244 245 -11.39646939 13.53901448 4.88417577 -1.83195326 -58.36743713 246 247 248 249 250 17.03578867 13.36159512 -0.59969520 -5.73517907 15.47772416 251 252 253 254 255 18.27449835 28.62076539 5.10488189 -4.65963424 -18.41447295 256 257 258 259 260 3.66939802 -36.26608585 -1.96286005 0.06294641 -25.89834392 261 262 263 264 265 -3.63382779 35.07907544 10.77584963 -3.57788333 -28.89376683 266 267 268 269 270 -16.15828296 -20.81312167 -3.72925070 -55.76473457 -6.86150876 271 272 273 274 275 -2.13570231 -24.29699263 -12.13247650 -12.71957328 -0.42279909 276 277 278 279 280 -3.47653205 7.10758446 4.44306833 9.18822962 9.47210058 281 282 283 284 285 -36.86338329 -6.76015748 -4.23435103 5.00435865 11.56887478 286 287 288 289 290 -2.41822200 14.47855220 -0.87518076 13.40893574 -2.55558039 291 292 293 294 295 12.88958090 14.77345187 -35.46203200 2.54119380 0.46700025 296 297 298 299 300 2.80570993 3.37022606 42.48312929 17.47990348 18.42617052 301 302 303 304 305 -7.08971298 11.04577089 -5.10906782 16.97480315 -32.06068072 306 307 308 309 310 6.94254509 3.06835154 -12.79293879 24.77157734 -7.21551943 311 312 313 314 315 2.28125476 -20.67247820 -3.28836170 16.24712217 6.49228346 316 317 318 319 320 -4.82384557 -50.85932944 -10.75610363 6.36970282 -48.79158750 321 322 323 324 325 0.37292863 -42.01416815 -39.61739395 -133.07112692 -2.98701041 326 327 328 329 330 -27.25152654 14.99363475 -0.82249428 -21.85797816 13.24524765 331 332 333 334 335 20.17105410 0.30976378 12.37427991 23.38718313 6.08395733 336 337 338 339 340 -23.56977563 24.01434087 28.54982474 24.59498603 38.07885700 341 342 343 344 345 -62.35662687 -14.95340107 -5.62759462 12.51111506 3.87563119 346 347 348 349 350 -4.11146558 9.78530861 -8.26842435 -16.18430785 33.05117602 351 352 353 354 355 59.89633731 21.18020828 -57.45527559 28.44795022 -12.72624333 356 357 358 359 360 14.91246634 6.17698247 9.58988570 49.08665989 -27.36707307 361 362 363 364 365 25.71704343 3.75252731 40.19768860 2.58155956 -14.15392431 366 367 368 369 370 -33.95069850 19.57510795 -3.68618237 18.27833376 5.19123698 371 -7.11198882 > postscript(file="/var/wessaorg/rcomp/tmp/6wedt1322153799.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 = 371 Frequency = 1 lag(myerror, k = 1) myerror 0 -35.72349505 NA 1 -6.18801118 -35.72349505 2 -15.04284989 -6.18801118 3 18.74102108 -15.04284989 4 33.30553721 18.74102108 5 -23.09123698 33.30553721 6 -13.86543053 -23.09123698 7 0.57327915 -13.86543053 8 15.93779528 0.57327915 9 -6.54930150 15.93779528 10 -14.75252731 -6.54930150 11 -4.70626027 -14.75252731 12 -38.02214376 -4.70626027 13 -13.18665989 -38.02214376 14 -28.34149860 -13.18665989 15 -44.45762764 -28.34149860 16 27.70688849 -44.45762764 17 -64.98988570 27.70688849 18 12.03592075 -64.98988570 19 14.97463043 12.03592075 20 -30.76085344 14.97463043 21 43.85204978 -30.76085344 22 -9.55117602 43.85204978 23 -21.50490898 -9.55117602 24 -4.42079248 -21.50490898 25 25.51469139 -4.42079248 26 25.85985268 25.51469139 27 19.64372365 25.85985268 28 43.90823978 19.64372365 29 0.71146558 43.90823978 30 39.13727203 0.71146558 31 -4.82401829 39.13727203 32 28.04049784 -4.82401829 33 -8.04659893 28.04049784 34 -2.84982474 -8.04659893 35 50.29644230 -2.84982474 36 20.98055880 50.29644230 37 -0.78395733 20.98055880 38 -0.43879604 -0.78395733 39 -3.75492507 -0.43879604 40 36.50959106 -3.75492507 41 -16.78718313 36.50959106 42 -4.56137668 -16.78718313 43 -25.12266701 -4.56137668 44 -2.25815088 -25.12266701 45 -1.54524765 -2.25815088 46 21.85152654 -1.54524765 47 28.09779358 21.85152654 48 1.68191008 28.09779358 49 11.51739395 1.68191008 50 -22.33744475 11.51739395 51 -15.15357379 -22.33744475 52 47.71094234 -15.15357379 53 -28.08583185 47.71094234 54 -14.46002540 -28.08583185 55 1.87868428 -14.46002540 56 9.34320041 1.87868428 57 10.65610363 9.34320041 58 7.35287783 10.65610363 59 15.59914486 7.35287783 60 26.68326137 15.59914486 61 -8.68125476 26.68326137 62 -32.53609347 -8.68125476 63 2.24777750 -32.53609347 64 53.11229362 2.24777750 65 -20.58448057 53.11229362 66 -11.35867412 -20.58448057 67 -27.81996444 -11.35867412 68 -10.75544831 -27.81996444 69 -22.44254509 -10.75544831 70 -32.24577089 -22.44254509 71 -45.39950385 -32.24577089 72 -32.31538735 -45.39950385 73 -27.67990348 -32.31538735 74 -19.83474219 -27.67990348 75 -1.75087122 -19.83474219 76 70.41364491 -1.75087122 77 -22.58312929 70.41364491 78 -10.25732283 -22.58312929 79 -13.41861316 -10.25732283 80 34.94590297 -13.41861316 81 3.45880620 34.94590297 82 13.05558039 3.45880620 83 8.30184743 13.05558039 84 19.88596393 8.30184743 85 4.92144780 19.88596393 86 -25.43339091 4.92144780 87 26.65048006 -25.43339091 88 52.41499619 26.65048006 89 0.31822200 52.41499619 90 -18.55597155 0.31822200 91 2.68273813 -18.55597155 92 -10.05274575 2.68273813 93 -3.13984252 -10.05274575 94 -4.04306833 -3.13984252 95 27.80319871 -4.04306833 96 7.28731521 27.80319871 97 -22.57720091 7.28731521 98 -0.43203962 -22.57720091 99 -29.44816866 -0.43203962 100 34.71634747 -29.44816866 101 -3.28042672 34.71634747 102 20.54537973 -3.28042672 103 2.28408941 20.54537973 104 2.74860554 2.28408941 105 -28.73849124 2.74860554 106 -3.64171704 -28.73849124 107 19.70455000 -3.64171704 108 21.98866650 19.70455000 109 4.02415037 21.98866650 110 -19.43068834 4.02415037 111 -21.34681737 -19.43068834 112 23.11769876 -21.34681737 113 6.02092456 23.11769876 114 0.54673101 6.02092456 115 -14.81455931 0.54673101 116 -11.65004318 -14.81455931 117 -44.13713995 -11.65004318 118 -18.04036576 -44.13713995 119 -38.89409872 -18.04036576 120 -55.30998222 -38.89409872 121 -26.17449835 -55.30998222 122 -29.82933706 -26.17449835 123 2.65453391 -29.82933706 124 33.61905004 2.65453391 125 -10.27772416 33.61905004 126 17.94808230 -10.27772416 127 37.78679197 17.94808230 128 15.35130810 37.78679197 129 18.56421133 15.35130810 130 -25.83901448 18.56421133 131 13.30725256 -25.83901448 132 7.89136906 13.30725256 133 17.72685293 7.89136906 134 35.07201422 17.72685293 135 2.55588519 35.07201422 136 27.42040132 2.55588519 137 -5.27637287 27.42040132 138 -5.35056642 -5.27637287 139 -1.91185674 -5.35056642 140 -19.04734061 -1.91185674 141 -18.43443739 -19.04734061 142 13.96233680 -18.43443739 143 14.50860384 13.96233680 144 33.19272035 14.50860384 145 -50.07179578 33.19272035 146 16.77336551 -50.07179578 147 2.15723647 16.77336551 148 -6.47824740 2.15723647 149 6.02497841 -6.47824740 150 -13.84921514 6.02497841 151 22.48949454 -13.84921514 152 -37.64598933 22.48949454 153 -20.93308611 -37.64598933 154 -47.83631191 -20.93308611 155 -12.19004487 -47.83631191 156 -22.00592837 -12.19004487 157 0.82955550 -22.00592837 158 14.67471679 0.82955550 159 1.05858776 14.67471679 160 8.52310389 1.05858776 161 12.42632969 8.52310389 162 20.95213614 12.42632969 163 23.49084582 20.95213614 164 1.65536195 23.49084582 165 14.26826518 1.65536195 166 -7.53496063 14.26826518 167 16.31130641 -7.53496063 168 23.89542291 16.31130641 169 -6.46909322 23.89542291 170 7.07606807 -6.46909322 171 -29.44006096 7.07606807 172 46.02445517 -29.44006096 173 16.22768098 46.02445517 174 -32.44651257 16.22768098 175 21.59219710 -32.44651257 176 6.65671323 21.59219710 177 -27.13038354 6.65671323 178 -0.93360935 -27.13038354 179 -12.38734231 -0.93360935 180 -14.40322581 -12.38734231 181 20.53225806 -14.40322581 182 5.97741935 20.53225806 183 -16.13870968 5.97741935 184 12.22580645 -16.13870968 185 18.62903226 12.22580645 186 7.35483871 18.62903226 187 11.39354839 7.35483871 188 -7.84193548 11.39354839 189 -24.32903226 -7.84193548 190 9.46774194 -24.32903226 191 1.31400897 9.46774194 192 15.59812548 1.31400897 193 1.33360935 15.59812548 194 0.47877064 1.33360935 195 9.76264161 0.47877064 196 -19.77284227 9.76264161 197 55.03038354 -19.77284227 198 -18.74381001 55.03038354 199 11.79489967 -18.74381001 200 -9.04058420 11.79489967 201 10.07231902 -9.04058420 202 -6.63090678 10.07231902 203 21.11536026 -6.63090678 204 -13.20052324 21.11536026 205 25.03496063 -13.20052324 206 -18.21987808 25.03496063 207 7.26399289 -18.21987808 208 -11.57149098 7.26399289 209 40.03173482 -11.57149098 210 -4.74245872 40.03173482 211 15.19625095 -4.74245872 212 -2.13923292 15.19625095 213 4.17367031 -2.13923292 214 12.47044450 4.17367031 215 28.71671154 12.47044450 216 23.40082804 28.71671154 217 -10.36368809 23.40082804 218 -12.91852680 -10.36368809 219 -26.83465583 -12.91852680 220 -7.17013970 -26.83465583 221 31.43308611 -7.17013970 222 -8.24110744 31.43308611 223 14.69760224 -8.24110744 224 -11.63788164 14.69760224 225 10.67502159 -11.63788164 226 -6.12820422 10.67502159 227 24.91806282 -6.12820422 228 7.40217932 24.91806282 229 0.73766320 7.40217932 230 -9.91717551 0.73766320 231 0.06669545 -9.91717551 232 -44.26878842 0.06669545 233 15.13443739 -44.26878842 234 -0.43975616 15.13443739 235 -12.40104648 -0.43975616 236 -21.13653035 -12.40104648 237 26.97637287 -21.13653035 238 20.77314707 26.97637287 239 38.91941411 20.77314707 240 -11.39646939 38.91941411 241 13.53901448 -11.39646939 242 4.88417577 13.53901448 243 -1.83195326 4.88417577 244 -58.36743713 -1.83195326 245 17.03578867 -58.36743713 246 13.36159512 17.03578867 247 -0.59969520 13.36159512 248 -5.73517907 -0.59969520 249 15.47772416 -5.73517907 250 18.27449835 15.47772416 251 28.62076539 18.27449835 252 5.10488189 28.62076539 253 -4.65963424 5.10488189 254 -18.41447295 -4.65963424 255 3.66939802 -18.41447295 256 -36.26608585 3.66939802 257 -1.96286005 -36.26608585 258 0.06294641 -1.96286005 259 -25.89834392 0.06294641 260 -3.63382779 -25.89834392 261 35.07907544 -3.63382779 262 10.77584963 35.07907544 263 -3.57788333 10.77584963 264 -28.89376683 -3.57788333 265 -16.15828296 -28.89376683 266 -20.81312167 -16.15828296 267 -3.72925070 -20.81312167 268 -55.76473457 -3.72925070 269 -6.86150876 -55.76473457 270 -2.13570231 -6.86150876 271 -24.29699263 -2.13570231 272 -12.13247650 -24.29699263 273 -12.71957328 -12.13247650 274 -0.42279909 -12.71957328 275 -3.47653205 -0.42279909 276 7.10758446 -3.47653205 277 4.44306833 7.10758446 278 9.18822962 4.44306833 279 9.47210058 9.18822962 280 -36.86338329 9.47210058 281 -6.76015748 -36.86338329 282 -4.23435103 -6.76015748 283 5.00435865 -4.23435103 284 11.56887478 5.00435865 285 -2.41822200 11.56887478 286 14.47855220 -2.41822200 287 -0.87518076 14.47855220 288 13.40893574 -0.87518076 289 -2.55558039 13.40893574 290 12.88958090 -2.55558039 291 14.77345187 12.88958090 292 -35.46203200 14.77345187 293 2.54119380 -35.46203200 294 0.46700025 2.54119380 295 2.80570993 0.46700025 296 3.37022606 2.80570993 297 42.48312929 3.37022606 298 17.47990348 42.48312929 299 18.42617052 17.47990348 300 -7.08971298 18.42617052 301 11.04577089 -7.08971298 302 -5.10906782 11.04577089 303 16.97480315 -5.10906782 304 -32.06068072 16.97480315 305 6.94254509 -32.06068072 306 3.06835154 6.94254509 307 -12.79293879 3.06835154 308 24.77157734 -12.79293879 309 -7.21551943 24.77157734 310 2.28125476 -7.21551943 311 -20.67247820 2.28125476 312 -3.28836170 -20.67247820 313 16.24712217 -3.28836170 314 6.49228346 16.24712217 315 -4.82384557 6.49228346 316 -50.85932944 -4.82384557 317 -10.75610363 -50.85932944 318 6.36970282 -10.75610363 319 -48.79158750 6.36970282 320 0.37292863 -48.79158750 321 -42.01416815 0.37292863 322 -39.61739395 -42.01416815 323 -133.07112692 -39.61739395 324 -2.98701041 -133.07112692 325 -27.25152654 -2.98701041 326 14.99363475 -27.25152654 327 -0.82249428 14.99363475 328 -21.85797816 -0.82249428 329 13.24524765 -21.85797816 330 20.17105410 13.24524765 331 0.30976378 20.17105410 332 12.37427991 0.30976378 333 23.38718313 12.37427991 334 6.08395733 23.38718313 335 -23.56977563 6.08395733 336 24.01434087 -23.56977563 337 28.54982474 24.01434087 338 24.59498603 28.54982474 339 38.07885700 24.59498603 340 -62.35662687 38.07885700 341 -14.95340107 -62.35662687 342 -5.62759462 -14.95340107 343 12.51111506 -5.62759462 344 3.87563119 12.51111506 345 -4.11146558 3.87563119 346 9.78530861 -4.11146558 347 -8.26842435 9.78530861 348 -16.18430785 -8.26842435 349 33.05117602 -16.18430785 350 59.89633731 33.05117602 351 21.18020828 59.89633731 352 -57.45527559 21.18020828 353 28.44795022 -57.45527559 354 -12.72624333 28.44795022 355 14.91246634 -12.72624333 356 6.17698247 14.91246634 357 9.58988570 6.17698247 358 49.08665989 9.58988570 359 -27.36707307 49.08665989 360 25.71704343 -27.36707307 361 3.75252731 25.71704343 362 40.19768860 3.75252731 363 2.58155956 40.19768860 364 -14.15392431 2.58155956 365 -33.95069850 -14.15392431 366 19.57510795 -33.95069850 367 -3.68618237 19.57510795 368 18.27833376 -3.68618237 369 5.19123698 18.27833376 370 -7.11198882 5.19123698 371 NA -7.11198882 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -6.18801118 -35.72349505 [2,] -15.04284989 -6.18801118 [3,] 18.74102108 -15.04284989 [4,] 33.30553721 18.74102108 [5,] -23.09123698 33.30553721 [6,] -13.86543053 -23.09123698 [7,] 0.57327915 -13.86543053 [8,] 15.93779528 0.57327915 [9,] -6.54930150 15.93779528 [10,] -14.75252731 -6.54930150 [11,] -4.70626027 -14.75252731 [12,] -38.02214376 -4.70626027 [13,] -13.18665989 -38.02214376 [14,] -28.34149860 -13.18665989 [15,] -44.45762764 -28.34149860 [16,] 27.70688849 -44.45762764 [17,] -64.98988570 27.70688849 [18,] 12.03592075 -64.98988570 [19,] 14.97463043 12.03592075 [20,] -30.76085344 14.97463043 [21,] 43.85204978 -30.76085344 [22,] -9.55117602 43.85204978 [23,] -21.50490898 -9.55117602 [24,] -4.42079248 -21.50490898 [25,] 25.51469139 -4.42079248 [26,] 25.85985268 25.51469139 [27,] 19.64372365 25.85985268 [28,] 43.90823978 19.64372365 [29,] 0.71146558 43.90823978 [30,] 39.13727203 0.71146558 [31,] -4.82401829 39.13727203 [32,] 28.04049784 -4.82401829 [33,] -8.04659893 28.04049784 [34,] -2.84982474 -8.04659893 [35,] 50.29644230 -2.84982474 [36,] 20.98055880 50.29644230 [37,] -0.78395733 20.98055880 [38,] -0.43879604 -0.78395733 [39,] -3.75492507 -0.43879604 [40,] 36.50959106 -3.75492507 [41,] -16.78718313 36.50959106 [42,] -4.56137668 -16.78718313 [43,] -25.12266701 -4.56137668 [44,] -2.25815088 -25.12266701 [45,] -1.54524765 -2.25815088 [46,] 21.85152654 -1.54524765 [47,] 28.09779358 21.85152654 [48,] 1.68191008 28.09779358 [49,] 11.51739395 1.68191008 [50,] -22.33744475 11.51739395 [51,] -15.15357379 -22.33744475 [52,] 47.71094234 -15.15357379 [53,] -28.08583185 47.71094234 [54,] -14.46002540 -28.08583185 [55,] 1.87868428 -14.46002540 [56,] 9.34320041 1.87868428 [57,] 10.65610363 9.34320041 [58,] 7.35287783 10.65610363 [59,] 15.59914486 7.35287783 [60,] 26.68326137 15.59914486 [61,] -8.68125476 26.68326137 [62,] -32.53609347 -8.68125476 [63,] 2.24777750 -32.53609347 [64,] 53.11229362 2.24777750 [65,] -20.58448057 53.11229362 [66,] -11.35867412 -20.58448057 [67,] -27.81996444 -11.35867412 [68,] -10.75544831 -27.81996444 [69,] -22.44254509 -10.75544831 [70,] -32.24577089 -22.44254509 [71,] -45.39950385 -32.24577089 [72,] -32.31538735 -45.39950385 [73,] -27.67990348 -32.31538735 [74,] -19.83474219 -27.67990348 [75,] -1.75087122 -19.83474219 [76,] 70.41364491 -1.75087122 [77,] -22.58312929 70.41364491 [78,] -10.25732283 -22.58312929 [79,] -13.41861316 -10.25732283 [80,] 34.94590297 -13.41861316 [81,] 3.45880620 34.94590297 [82,] 13.05558039 3.45880620 [83,] 8.30184743 13.05558039 [84,] 19.88596393 8.30184743 [85,] 4.92144780 19.88596393 [86,] -25.43339091 4.92144780 [87,] 26.65048006 -25.43339091 [88,] 52.41499619 26.65048006 [89,] 0.31822200 52.41499619 [90,] -18.55597155 0.31822200 [91,] 2.68273813 -18.55597155 [92,] -10.05274575 2.68273813 [93,] -3.13984252 -10.05274575 [94,] -4.04306833 -3.13984252 [95,] 27.80319871 -4.04306833 [96,] 7.28731521 27.80319871 [97,] -22.57720091 7.28731521 [98,] -0.43203962 -22.57720091 [99,] -29.44816866 -0.43203962 [100,] 34.71634747 -29.44816866 [101,] -3.28042672 34.71634747 [102,] 20.54537973 -3.28042672 [103,] 2.28408941 20.54537973 [104,] 2.74860554 2.28408941 [105,] -28.73849124 2.74860554 [106,] -3.64171704 -28.73849124 [107,] 19.70455000 -3.64171704 [108,] 21.98866650 19.70455000 [109,] 4.02415037 21.98866650 [110,] -19.43068834 4.02415037 [111,] -21.34681737 -19.43068834 [112,] 23.11769876 -21.34681737 [113,] 6.02092456 23.11769876 [114,] 0.54673101 6.02092456 [115,] -14.81455931 0.54673101 [116,] -11.65004318 -14.81455931 [117,] -44.13713995 -11.65004318 [118,] -18.04036576 -44.13713995 [119,] -38.89409872 -18.04036576 [120,] -55.30998222 -38.89409872 [121,] -26.17449835 -55.30998222 [122,] -29.82933706 -26.17449835 [123,] 2.65453391 -29.82933706 [124,] 33.61905004 2.65453391 [125,] -10.27772416 33.61905004 [126,] 17.94808230 -10.27772416 [127,] 37.78679197 17.94808230 [128,] 15.35130810 37.78679197 [129,] 18.56421133 15.35130810 [130,] -25.83901448 18.56421133 [131,] 13.30725256 -25.83901448 [132,] 7.89136906 13.30725256 [133,] 17.72685293 7.89136906 [134,] 35.07201422 17.72685293 [135,] 2.55588519 35.07201422 [136,] 27.42040132 2.55588519 [137,] -5.27637287 27.42040132 [138,] -5.35056642 -5.27637287 [139,] -1.91185674 -5.35056642 [140,] -19.04734061 -1.91185674 [141,] -18.43443739 -19.04734061 [142,] 13.96233680 -18.43443739 [143,] 14.50860384 13.96233680 [144,] 33.19272035 14.50860384 [145,] -50.07179578 33.19272035 [146,] 16.77336551 -50.07179578 [147,] 2.15723647 16.77336551 [148,] -6.47824740 2.15723647 [149,] 6.02497841 -6.47824740 [150,] -13.84921514 6.02497841 [151,] 22.48949454 -13.84921514 [152,] -37.64598933 22.48949454 [153,] -20.93308611 -37.64598933 [154,] -47.83631191 -20.93308611 [155,] -12.19004487 -47.83631191 [156,] -22.00592837 -12.19004487 [157,] 0.82955550 -22.00592837 [158,] 14.67471679 0.82955550 [159,] 1.05858776 14.67471679 [160,] 8.52310389 1.05858776 [161,] 12.42632969 8.52310389 [162,] 20.95213614 12.42632969 [163,] 23.49084582 20.95213614 [164,] 1.65536195 23.49084582 [165,] 14.26826518 1.65536195 [166,] -7.53496063 14.26826518 [167,] 16.31130641 -7.53496063 [168,] 23.89542291 16.31130641 [169,] -6.46909322 23.89542291 [170,] 7.07606807 -6.46909322 [171,] -29.44006096 7.07606807 [172,] 46.02445517 -29.44006096 [173,] 16.22768098 46.02445517 [174,] -32.44651257 16.22768098 [175,] 21.59219710 -32.44651257 [176,] 6.65671323 21.59219710 [177,] -27.13038354 6.65671323 [178,] -0.93360935 -27.13038354 [179,] -12.38734231 -0.93360935 [180,] -14.40322581 -12.38734231 [181,] 20.53225806 -14.40322581 [182,] 5.97741935 20.53225806 [183,] -16.13870968 5.97741935 [184,] 12.22580645 -16.13870968 [185,] 18.62903226 12.22580645 [186,] 7.35483871 18.62903226 [187,] 11.39354839 7.35483871 [188,] -7.84193548 11.39354839 [189,] -24.32903226 -7.84193548 [190,] 9.46774194 -24.32903226 [191,] 1.31400897 9.46774194 [192,] 15.59812548 1.31400897 [193,] 1.33360935 15.59812548 [194,] 0.47877064 1.33360935 [195,] 9.76264161 0.47877064 [196,] -19.77284227 9.76264161 [197,] 55.03038354 -19.77284227 [198,] -18.74381001 55.03038354 [199,] 11.79489967 -18.74381001 [200,] -9.04058420 11.79489967 [201,] 10.07231902 -9.04058420 [202,] -6.63090678 10.07231902 [203,] 21.11536026 -6.63090678 [204,] -13.20052324 21.11536026 [205,] 25.03496063 -13.20052324 [206,] -18.21987808 25.03496063 [207,] 7.26399289 -18.21987808 [208,] -11.57149098 7.26399289 [209,] 40.03173482 -11.57149098 [210,] -4.74245872 40.03173482 [211,] 15.19625095 -4.74245872 [212,] -2.13923292 15.19625095 [213,] 4.17367031 -2.13923292 [214,] 12.47044450 4.17367031 [215,] 28.71671154 12.47044450 [216,] 23.40082804 28.71671154 [217,] -10.36368809 23.40082804 [218,] -12.91852680 -10.36368809 [219,] -26.83465583 -12.91852680 [220,] -7.17013970 -26.83465583 [221,] 31.43308611 -7.17013970 [222,] -8.24110744 31.43308611 [223,] 14.69760224 -8.24110744 [224,] -11.63788164 14.69760224 [225,] 10.67502159 -11.63788164 [226,] -6.12820422 10.67502159 [227,] 24.91806282 -6.12820422 [228,] 7.40217932 24.91806282 [229,] 0.73766320 7.40217932 [230,] -9.91717551 0.73766320 [231,] 0.06669545 -9.91717551 [232,] -44.26878842 0.06669545 [233,] 15.13443739 -44.26878842 [234,] -0.43975616 15.13443739 [235,] -12.40104648 -0.43975616 [236,] -21.13653035 -12.40104648 [237,] 26.97637287 -21.13653035 [238,] 20.77314707 26.97637287 [239,] 38.91941411 20.77314707 [240,] -11.39646939 38.91941411 [241,] 13.53901448 -11.39646939 [242,] 4.88417577 13.53901448 [243,] -1.83195326 4.88417577 [244,] -58.36743713 -1.83195326 [245,] 17.03578867 -58.36743713 [246,] 13.36159512 17.03578867 [247,] -0.59969520 13.36159512 [248,] -5.73517907 -0.59969520 [249,] 15.47772416 -5.73517907 [250,] 18.27449835 15.47772416 [251,] 28.62076539 18.27449835 [252,] 5.10488189 28.62076539 [253,] -4.65963424 5.10488189 [254,] -18.41447295 -4.65963424 [255,] 3.66939802 -18.41447295 [256,] -36.26608585 3.66939802 [257,] -1.96286005 -36.26608585 [258,] 0.06294641 -1.96286005 [259,] -25.89834392 0.06294641 [260,] -3.63382779 -25.89834392 [261,] 35.07907544 -3.63382779 [262,] 10.77584963 35.07907544 [263,] -3.57788333 10.77584963 [264,] -28.89376683 -3.57788333 [265,] -16.15828296 -28.89376683 [266,] -20.81312167 -16.15828296 [267,] -3.72925070 -20.81312167 [268,] -55.76473457 -3.72925070 [269,] -6.86150876 -55.76473457 [270,] -2.13570231 -6.86150876 [271,] -24.29699263 -2.13570231 [272,] -12.13247650 -24.29699263 [273,] -12.71957328 -12.13247650 [274,] -0.42279909 -12.71957328 [275,] -3.47653205 -0.42279909 [276,] 7.10758446 -3.47653205 [277,] 4.44306833 7.10758446 [278,] 9.18822962 4.44306833 [279,] 9.47210058 9.18822962 [280,] -36.86338329 9.47210058 [281,] -6.76015748 -36.86338329 [282,] -4.23435103 -6.76015748 [283,] 5.00435865 -4.23435103 [284,] 11.56887478 5.00435865 [285,] -2.41822200 11.56887478 [286,] 14.47855220 -2.41822200 [287,] -0.87518076 14.47855220 [288,] 13.40893574 -0.87518076 [289,] -2.55558039 13.40893574 [290,] 12.88958090 -2.55558039 [291,] 14.77345187 12.88958090 [292,] -35.46203200 14.77345187 [293,] 2.54119380 -35.46203200 [294,] 0.46700025 2.54119380 [295,] 2.80570993 0.46700025 [296,] 3.37022606 2.80570993 [297,] 42.48312929 3.37022606 [298,] 17.47990348 42.48312929 [299,] 18.42617052 17.47990348 [300,] -7.08971298 18.42617052 [301,] 11.04577089 -7.08971298 [302,] -5.10906782 11.04577089 [303,] 16.97480315 -5.10906782 [304,] -32.06068072 16.97480315 [305,] 6.94254509 -32.06068072 [306,] 3.06835154 6.94254509 [307,] -12.79293879 3.06835154 [308,] 24.77157734 -12.79293879 [309,] -7.21551943 24.77157734 [310,] 2.28125476 -7.21551943 [311,] -20.67247820 2.28125476 [312,] -3.28836170 -20.67247820 [313,] 16.24712217 -3.28836170 [314,] 6.49228346 16.24712217 [315,] -4.82384557 6.49228346 [316,] -50.85932944 -4.82384557 [317,] -10.75610363 -50.85932944 [318,] 6.36970282 -10.75610363 [319,] -48.79158750 6.36970282 [320,] 0.37292863 -48.79158750 [321,] -42.01416815 0.37292863 [322,] -39.61739395 -42.01416815 [323,] -133.07112692 -39.61739395 [324,] -2.98701041 -133.07112692 [325,] -27.25152654 -2.98701041 [326,] 14.99363475 -27.25152654 [327,] -0.82249428 14.99363475 [328,] -21.85797816 -0.82249428 [329,] 13.24524765 -21.85797816 [330,] 20.17105410 13.24524765 [331,] 0.30976378 20.17105410 [332,] 12.37427991 0.30976378 [333,] 23.38718313 12.37427991 [334,] 6.08395733 23.38718313 [335,] -23.56977563 6.08395733 [336,] 24.01434087 -23.56977563 [337,] 28.54982474 24.01434087 [338,] 24.59498603 28.54982474 [339,] 38.07885700 24.59498603 [340,] -62.35662687 38.07885700 [341,] -14.95340107 -62.35662687 [342,] -5.62759462 -14.95340107 [343,] 12.51111506 -5.62759462 [344,] 3.87563119 12.51111506 [345,] -4.11146558 3.87563119 [346,] 9.78530861 -4.11146558 [347,] -8.26842435 9.78530861 [348,] -16.18430785 -8.26842435 [349,] 33.05117602 -16.18430785 [350,] 59.89633731 33.05117602 [351,] 21.18020828 59.89633731 [352,] -57.45527559 21.18020828 [353,] 28.44795022 -57.45527559 [354,] -12.72624333 28.44795022 [355,] 14.91246634 -12.72624333 [356,] 6.17698247 14.91246634 [357,] 9.58988570 6.17698247 [358,] 49.08665989 9.58988570 [359,] -27.36707307 49.08665989 [360,] 25.71704343 -27.36707307 [361,] 3.75252731 25.71704343 [362,] 40.19768860 3.75252731 [363,] 2.58155956 40.19768860 [364,] -14.15392431 2.58155956 [365,] -33.95069850 -14.15392431 [366,] 19.57510795 -33.95069850 [367,] -3.68618237 19.57510795 [368,] 18.27833376 -3.68618237 [369,] 5.19123698 18.27833376 [370,] -7.11198882 5.19123698 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -6.18801118 -35.72349505 2 -15.04284989 -6.18801118 3 18.74102108 -15.04284989 4 33.30553721 18.74102108 5 -23.09123698 33.30553721 6 -13.86543053 -23.09123698 7 0.57327915 -13.86543053 8 15.93779528 0.57327915 9 -6.54930150 15.93779528 10 -14.75252731 -6.54930150 11 -4.70626027 -14.75252731 12 -38.02214376 -4.70626027 13 -13.18665989 -38.02214376 14 -28.34149860 -13.18665989 15 -44.45762764 -28.34149860 16 27.70688849 -44.45762764 17 -64.98988570 27.70688849 18 12.03592075 -64.98988570 19 14.97463043 12.03592075 20 -30.76085344 14.97463043 21 43.85204978 -30.76085344 22 -9.55117602 43.85204978 23 -21.50490898 -9.55117602 24 -4.42079248 -21.50490898 25 25.51469139 -4.42079248 26 25.85985268 25.51469139 27 19.64372365 25.85985268 28 43.90823978 19.64372365 29 0.71146558 43.90823978 30 39.13727203 0.71146558 31 -4.82401829 39.13727203 32 28.04049784 -4.82401829 33 -8.04659893 28.04049784 34 -2.84982474 -8.04659893 35 50.29644230 -2.84982474 36 20.98055880 50.29644230 37 -0.78395733 20.98055880 38 -0.43879604 -0.78395733 39 -3.75492507 -0.43879604 40 36.50959106 -3.75492507 41 -16.78718313 36.50959106 42 -4.56137668 -16.78718313 43 -25.12266701 -4.56137668 44 -2.25815088 -25.12266701 45 -1.54524765 -2.25815088 46 21.85152654 -1.54524765 47 28.09779358 21.85152654 48 1.68191008 28.09779358 49 11.51739395 1.68191008 50 -22.33744475 11.51739395 51 -15.15357379 -22.33744475 52 47.71094234 -15.15357379 53 -28.08583185 47.71094234 54 -14.46002540 -28.08583185 55 1.87868428 -14.46002540 56 9.34320041 1.87868428 57 10.65610363 9.34320041 58 7.35287783 10.65610363 59 15.59914486 7.35287783 60 26.68326137 15.59914486 61 -8.68125476 26.68326137 62 -32.53609347 -8.68125476 63 2.24777750 -32.53609347 64 53.11229362 2.24777750 65 -20.58448057 53.11229362 66 -11.35867412 -20.58448057 67 -27.81996444 -11.35867412 68 -10.75544831 -27.81996444 69 -22.44254509 -10.75544831 70 -32.24577089 -22.44254509 71 -45.39950385 -32.24577089 72 -32.31538735 -45.39950385 73 -27.67990348 -32.31538735 74 -19.83474219 -27.67990348 75 -1.75087122 -19.83474219 76 70.41364491 -1.75087122 77 -22.58312929 70.41364491 78 -10.25732283 -22.58312929 79 -13.41861316 -10.25732283 80 34.94590297 -13.41861316 81 3.45880620 34.94590297 82 13.05558039 3.45880620 83 8.30184743 13.05558039 84 19.88596393 8.30184743 85 4.92144780 19.88596393 86 -25.43339091 4.92144780 87 26.65048006 -25.43339091 88 52.41499619 26.65048006 89 0.31822200 52.41499619 90 -18.55597155 0.31822200 91 2.68273813 -18.55597155 92 -10.05274575 2.68273813 93 -3.13984252 -10.05274575 94 -4.04306833 -3.13984252 95 27.80319871 -4.04306833 96 7.28731521 27.80319871 97 -22.57720091 7.28731521 98 -0.43203962 -22.57720091 99 -29.44816866 -0.43203962 100 34.71634747 -29.44816866 101 -3.28042672 34.71634747 102 20.54537973 -3.28042672 103 2.28408941 20.54537973 104 2.74860554 2.28408941 105 -28.73849124 2.74860554 106 -3.64171704 -28.73849124 107 19.70455000 -3.64171704 108 21.98866650 19.70455000 109 4.02415037 21.98866650 110 -19.43068834 4.02415037 111 -21.34681737 -19.43068834 112 23.11769876 -21.34681737 113 6.02092456 23.11769876 114 0.54673101 6.02092456 115 -14.81455931 0.54673101 116 -11.65004318 -14.81455931 117 -44.13713995 -11.65004318 118 -18.04036576 -44.13713995 119 -38.89409872 -18.04036576 120 -55.30998222 -38.89409872 121 -26.17449835 -55.30998222 122 -29.82933706 -26.17449835 123 2.65453391 -29.82933706 124 33.61905004 2.65453391 125 -10.27772416 33.61905004 126 17.94808230 -10.27772416 127 37.78679197 17.94808230 128 15.35130810 37.78679197 129 18.56421133 15.35130810 130 -25.83901448 18.56421133 131 13.30725256 -25.83901448 132 7.89136906 13.30725256 133 17.72685293 7.89136906 134 35.07201422 17.72685293 135 2.55588519 35.07201422 136 27.42040132 2.55588519 137 -5.27637287 27.42040132 138 -5.35056642 -5.27637287 139 -1.91185674 -5.35056642 140 -19.04734061 -1.91185674 141 -18.43443739 -19.04734061 142 13.96233680 -18.43443739 143 14.50860384 13.96233680 144 33.19272035 14.50860384 145 -50.07179578 33.19272035 146 16.77336551 -50.07179578 147 2.15723647 16.77336551 148 -6.47824740 2.15723647 149 6.02497841 -6.47824740 150 -13.84921514 6.02497841 151 22.48949454 -13.84921514 152 -37.64598933 22.48949454 153 -20.93308611 -37.64598933 154 -47.83631191 -20.93308611 155 -12.19004487 -47.83631191 156 -22.00592837 -12.19004487 157 0.82955550 -22.00592837 158 14.67471679 0.82955550 159 1.05858776 14.67471679 160 8.52310389 1.05858776 161 12.42632969 8.52310389 162 20.95213614 12.42632969 163 23.49084582 20.95213614 164 1.65536195 23.49084582 165 14.26826518 1.65536195 166 -7.53496063 14.26826518 167 16.31130641 -7.53496063 168 23.89542291 16.31130641 169 -6.46909322 23.89542291 170 7.07606807 -6.46909322 171 -29.44006096 7.07606807 172 46.02445517 -29.44006096 173 16.22768098 46.02445517 174 -32.44651257 16.22768098 175 21.59219710 -32.44651257 176 6.65671323 21.59219710 177 -27.13038354 6.65671323 178 -0.93360935 -27.13038354 179 -12.38734231 -0.93360935 180 -14.40322581 -12.38734231 181 20.53225806 -14.40322581 182 5.97741935 20.53225806 183 -16.13870968 5.97741935 184 12.22580645 -16.13870968 185 18.62903226 12.22580645 186 7.35483871 18.62903226 187 11.39354839 7.35483871 188 -7.84193548 11.39354839 189 -24.32903226 -7.84193548 190 9.46774194 -24.32903226 191 1.31400897 9.46774194 192 15.59812548 1.31400897 193 1.33360935 15.59812548 194 0.47877064 1.33360935 195 9.76264161 0.47877064 196 -19.77284227 9.76264161 197 55.03038354 -19.77284227 198 -18.74381001 55.03038354 199 11.79489967 -18.74381001 200 -9.04058420 11.79489967 201 10.07231902 -9.04058420 202 -6.63090678 10.07231902 203 21.11536026 -6.63090678 204 -13.20052324 21.11536026 205 25.03496063 -13.20052324 206 -18.21987808 25.03496063 207 7.26399289 -18.21987808 208 -11.57149098 7.26399289 209 40.03173482 -11.57149098 210 -4.74245872 40.03173482 211 15.19625095 -4.74245872 212 -2.13923292 15.19625095 213 4.17367031 -2.13923292 214 12.47044450 4.17367031 215 28.71671154 12.47044450 216 23.40082804 28.71671154 217 -10.36368809 23.40082804 218 -12.91852680 -10.36368809 219 -26.83465583 -12.91852680 220 -7.17013970 -26.83465583 221 31.43308611 -7.17013970 222 -8.24110744 31.43308611 223 14.69760224 -8.24110744 224 -11.63788164 14.69760224 225 10.67502159 -11.63788164 226 -6.12820422 10.67502159 227 24.91806282 -6.12820422 228 7.40217932 24.91806282 229 0.73766320 7.40217932 230 -9.91717551 0.73766320 231 0.06669545 -9.91717551 232 -44.26878842 0.06669545 233 15.13443739 -44.26878842 234 -0.43975616 15.13443739 235 -12.40104648 -0.43975616 236 -21.13653035 -12.40104648 237 26.97637287 -21.13653035 238 20.77314707 26.97637287 239 38.91941411 20.77314707 240 -11.39646939 38.91941411 241 13.53901448 -11.39646939 242 4.88417577 13.53901448 243 -1.83195326 4.88417577 244 -58.36743713 -1.83195326 245 17.03578867 -58.36743713 246 13.36159512 17.03578867 247 -0.59969520 13.36159512 248 -5.73517907 -0.59969520 249 15.47772416 -5.73517907 250 18.27449835 15.47772416 251 28.62076539 18.27449835 252 5.10488189 28.62076539 253 -4.65963424 5.10488189 254 -18.41447295 -4.65963424 255 3.66939802 -18.41447295 256 -36.26608585 3.66939802 257 -1.96286005 -36.26608585 258 0.06294641 -1.96286005 259 -25.89834392 0.06294641 260 -3.63382779 -25.89834392 261 35.07907544 -3.63382779 262 10.77584963 35.07907544 263 -3.57788333 10.77584963 264 -28.89376683 -3.57788333 265 -16.15828296 -28.89376683 266 -20.81312167 -16.15828296 267 -3.72925070 -20.81312167 268 -55.76473457 -3.72925070 269 -6.86150876 -55.76473457 270 -2.13570231 -6.86150876 271 -24.29699263 -2.13570231 272 -12.13247650 -24.29699263 273 -12.71957328 -12.13247650 274 -0.42279909 -12.71957328 275 -3.47653205 -0.42279909 276 7.10758446 -3.47653205 277 4.44306833 7.10758446 278 9.18822962 4.44306833 279 9.47210058 9.18822962 280 -36.86338329 9.47210058 281 -6.76015748 -36.86338329 282 -4.23435103 -6.76015748 283 5.00435865 -4.23435103 284 11.56887478 5.00435865 285 -2.41822200 11.56887478 286 14.47855220 -2.41822200 287 -0.87518076 14.47855220 288 13.40893574 -0.87518076 289 -2.55558039 13.40893574 290 12.88958090 -2.55558039 291 14.77345187 12.88958090 292 -35.46203200 14.77345187 293 2.54119380 -35.46203200 294 0.46700025 2.54119380 295 2.80570993 0.46700025 296 3.37022606 2.80570993 297 42.48312929 3.37022606 298 17.47990348 42.48312929 299 18.42617052 17.47990348 300 -7.08971298 18.42617052 301 11.04577089 -7.08971298 302 -5.10906782 11.04577089 303 16.97480315 -5.10906782 304 -32.06068072 16.97480315 305 6.94254509 -32.06068072 306 3.06835154 6.94254509 307 -12.79293879 3.06835154 308 24.77157734 -12.79293879 309 -7.21551943 24.77157734 310 2.28125476 -7.21551943 311 -20.67247820 2.28125476 312 -3.28836170 -20.67247820 313 16.24712217 -3.28836170 314 6.49228346 16.24712217 315 -4.82384557 6.49228346 316 -50.85932944 -4.82384557 317 -10.75610363 -50.85932944 318 6.36970282 -10.75610363 319 -48.79158750 6.36970282 320 0.37292863 -48.79158750 321 -42.01416815 0.37292863 322 -39.61739395 -42.01416815 323 -133.07112692 -39.61739395 324 -2.98701041 -133.07112692 325 -27.25152654 -2.98701041 326 14.99363475 -27.25152654 327 -0.82249428 14.99363475 328 -21.85797816 -0.82249428 329 13.24524765 -21.85797816 330 20.17105410 13.24524765 331 0.30976378 20.17105410 332 12.37427991 0.30976378 333 23.38718313 12.37427991 334 6.08395733 23.38718313 335 -23.56977563 6.08395733 336 24.01434087 -23.56977563 337 28.54982474 24.01434087 338 24.59498603 28.54982474 339 38.07885700 24.59498603 340 -62.35662687 38.07885700 341 -14.95340107 -62.35662687 342 -5.62759462 -14.95340107 343 12.51111506 -5.62759462 344 3.87563119 12.51111506 345 -4.11146558 3.87563119 346 9.78530861 -4.11146558 347 -8.26842435 9.78530861 348 -16.18430785 -8.26842435 349 33.05117602 -16.18430785 350 59.89633731 33.05117602 351 21.18020828 59.89633731 352 -57.45527559 21.18020828 353 28.44795022 -57.45527559 354 -12.72624333 28.44795022 355 14.91246634 -12.72624333 356 6.17698247 14.91246634 357 9.58988570 6.17698247 358 49.08665989 9.58988570 359 -27.36707307 49.08665989 360 25.71704343 -27.36707307 361 3.75252731 25.71704343 362 40.19768860 3.75252731 363 2.58155956 40.19768860 364 -14.15392431 2.58155956 365 -33.95069850 -14.15392431 366 19.57510795 -33.95069850 367 -3.68618237 19.57510795 368 18.27833376 -3.68618237 369 5.19123698 18.27833376 370 -7.11198882 5.19123698 > 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/7v8yu1322153799.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/86hkf1322153799.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9lbx91322153799.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10iz7q1322153799.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/119hoc1322153799.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/12af541322153799.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/138rp41322153799.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/1463y11322153799.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/15bwwi1322153799.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/16ehy01322153799.tab") + } > > try(system("convert tmp/194rh1322153799.ps tmp/194rh1322153799.png",intern=TRUE)) character(0) > try(system("convert tmp/2n61x1322153799.ps tmp/2n61x1322153799.png",intern=TRUE)) character(0) > try(system("convert tmp/38aax1322153799.ps tmp/38aax1322153799.png",intern=TRUE)) character(0) > try(system("convert tmp/42srt1322153799.ps tmp/42srt1322153799.png",intern=TRUE)) character(0) > try(system("convert tmp/5ttml1322153799.ps tmp/5ttml1322153799.png",intern=TRUE)) character(0) > try(system("convert tmp/6wedt1322153799.ps tmp/6wedt1322153799.png",intern=TRUE)) character(0) > try(system("convert tmp/7v8yu1322153799.ps tmp/7v8yu1322153799.png",intern=TRUE)) character(0) > try(system("convert tmp/86hkf1322153799.ps tmp/86hkf1322153799.png",intern=TRUE)) character(0) > try(system("convert tmp/9lbx91322153799.ps tmp/9lbx91322153799.png",intern=TRUE)) character(0) > try(system("convert tmp/10iz7q1322153799.ps tmp/10iz7q1322153799.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 10.236 0.550 10.917