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(63047 + ,257 + ,13 + ,22 + ,10345 + ,66751 + ,160 + ,26 + ,21 + ,17607 + ,7176 + ,70 + ,0 + ,0 + ,1423 + ,78306 + ,360 + ,37 + ,28 + ,20050 + ,144655 + ,757 + ,47 + ,59 + ,21212 + ,269638 + ,974 + ,84 + ,58 + ,93979 + ,69266 + ,287 + ,21 + ,36 + ,15524 + ,83529 + ,154 + ,36 + ,58 + ,16182 + ,73226 + ,311 + ,35 + ,29 + ,19238 + ,178519 + ,617 + ,40 + ,48 + ,28909 + ,67250 + ,297 + ,35 + ,24 + ,22357 + ,102982 + ,393 + ,46 + ,44 + ,25560 + ,50001 + ,369 + ,20 + ,16 + ,9954 + ,91093 + ,558 + ,24 + ,46 + ,18490 + ,80112 + ,226 + ,19 + ,35 + ,17777 + ,72961 + ,315 + ,15 + ,35 + ,25268 + ,77159 + ,243 + ,52 + ,63 + ,37525 + ,15629 + ,88 + ,0 + ,15 + ,6023 + ,71693 + ,494 + ,38 + ,62 + ,25042 + ,19920 + ,155 + ,12 + ,12 + ,35713 + ,39403 + ,234 + ,10 + ,33 + ,7039 + ,104383 + ,365 + ,53 + ,44 + ,40841 + ,56088 + ,280 + ,4 + ,29 + ,9214 + ,62006 + ,331 + ,24 + ,26 + ,17446 + ,81665 + ,378 + ,39 + ,31 + ,10295 + ,69451 + ,230 + ,19 + ,22 + ,13206 + ,88794 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,14507 + ,75 + ,0 + ,19 + ,15924 + ,7131 + ,27 + ,0 + ,0 + ,0 + ,4194 + ,14 + ,0 + ,0 + ,0 + ,21416 + ,96 + ,15 + ,12 + ,7084 + ,39000 + ,117 + ,1 + ,24 + ,14831 + ,42419 + ,228 + ,12 + ,26 + ,6585) + ,dim=c(5 + ,144) + ,dimnames=list(c('TijdInRFC' + ,'CompendiumViews' + ,'Blogs' + ,'FeedbackMessages' + ,'CompendiumLengte') + ,1:144)) > y <- array(NA,dim=c(5,144),dimnames=list(c('TijdInRFC','CompendiumViews','Blogs','FeedbackMessages','CompendiumLengte'),1:144)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '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 TijdInRFC CompendiumViews Blogs FeedbackMessages CompendiumLengte 1 63047 257 13 22 10345 2 66751 160 26 21 17607 3 7176 70 0 0 1423 4 78306 360 37 28 20050 5 144655 757 47 59 21212 6 269638 974 84 58 93979 7 69266 287 21 36 15524 8 83529 154 36 58 16182 9 73226 311 35 29 19238 10 178519 617 40 48 28909 11 67250 297 35 24 22357 12 102982 393 46 44 25560 13 50001 369 20 16 9954 14 91093 558 24 46 18490 15 80112 226 19 35 17777 16 72961 315 15 35 25268 17 77159 243 52 63 37525 18 15629 88 0 15 6023 19 71693 494 38 62 25042 20 19920 155 12 12 35713 21 39403 234 10 33 7039 22 104383 365 53 44 40841 23 56088 280 4 29 9214 24 62006 331 24 26 17446 25 81665 378 39 31 10295 26 69451 230 19 22 13206 27 88794 396 23 46 26093 28 90642 179 39 39 20744 29 207069 524 38 45 68013 30 99340 504 20 23 12840 31 56695 225 20 41 12672 32 108143 366 41 32 10872 33 64204 372 29 12 21325 34 29101 171 0 18 24542 35 113060 437 31 41 16401 36 0 0 0 0 0 37 65773 313 8 32 12821 38 67047 366 35 24 14662 39 41953 232 3 54 22190 40 113787 402 47 71 37929 41 86584 349 42 32 18009 42 59588 316 11 53 11076 43 40064 140 10 24 24981 44 74471 445 26 35 30691 45 60437 226 27 42 29164 46 55118 173 1 33 13985 47 40295 103 15 30 7588 48 103397 356 32 36 20023 49 78982 293 13 48 25524 50 67317 460 25 34 14717 51 39887 156 10 34 6832 52 59682 204 24 30 9624 53 132740 455 26 43 24300 54 104816 321 29 41 21790 55 101395 367 40 66 16493 56 72824 309 22 20 9269 57 76018 235 27 23 20105 58 33891 137 8 30 11216 59 63694 198 27 49 15569 60 33239 248 0 37 21799 61 35093 149 0 61 3772 62 35252 306 17 25 6057 63 36977 178 7 28 20828 64 42406 145 18 25 9976 65 56353 144 7 29 14055 66 58817 270 24 53 17455 67 81051 311 19 55 39553 68 70872 501 39 33 14818 69 42372 153 17 37 17065 70 19144 40 0 27 1536 71 114177 500 39 26 11938 72 59414 209 21 2 24589 73 51379 242 29 46 21332 74 40756 265 27 15 13229 75 53398 311 23 63 11331 76 17799 141 0 28 853 77 71154 234 31 24 19821 78 58305 336 19 31 34666 79 27454 124 12 25 15051 80 34323 241 23 7 27969 81 44761 127 33 35 17897 82 113862 327 21 42 6031 83 35027 175 17 10 7153 84 62396 331 27 33 13365 85 29613 176 14 28 11197 86 65559 281 12 25 25291 87 120064 303 22 62 28994 88 36149 159 15 35 10461 89 40181 155 14 30 16415 90 53398 194 22 36 8495 91 56435 300 25 17 18318 92 77283 370 36 34 25143 93 71738 187 10 37 20471 94 48503 212 16 20 14561 95 25214 185 12 7 16902 96 119424 449 20 46 12994 97 79201 234 38 43 29697 98 19349 67 13 0 3895 99 78760 316 12 45 9807 100 54133 336 11 26 10711 101 21623 116 8 1 2325 102 25497 141 22 16 19000 103 69535 236 14 29 22418 104 30709 98 7 21 7872 105 37043 97 14 19 5650 106 24716 152 2 10 3979 107 60734 153 35 47 14956 108 27246 97 5 7 3738 109 0 0 0 0 0 110 38814 165 34 11 10586 111 27646 153 12 28 18122 112 65373 226 34 27 17899 113 43021 182 30 46 10913 114 43116 172 21 9 18060 115 3058 1 0 0 0 116 0 0 0 0 0 117 96347 196 28 49 15452 118 55195 282 18 27 33996 119 73321 307 13 31 8877 120 45266 183 14 46 18708 121 43410 292 7 3 2781 122 83842 257 41 41 20854 123 39296 141 21 15 8179 124 38490 192 28 21 7139 125 39841 129 1 23 13798 126 19764 75 10 4 5619 127 66463 315 31 41 13050 128 64589 204 7 46 11297 129 63339 257 26 54 16170 130 11796 79 1 1 0 131 7627 25 0 0 0 132 68998 217 12 21 20539 133 6836 11 0 0 0 134 35414 228 18 3 10056 135 5118 6 5 0 0 136 20898 115 4 3 2418 137 0 0 0 0 0 138 42690 167 6 44 11806 139 14507 75 0 19 15924 140 7131 27 0 0 0 141 4194 14 0 0 0 142 21416 96 15 12 7084 143 39000 117 1 24 14831 144 42419 228 12 26 6585 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) CompendiumViews Blogs FeedbackMessages -3711.5606 135.9199 484.0041 331.4775 CompendiumLengte 0.6562 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -47116 -9801 247 7853 61621 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -3711.5606 2861.2824 -1.297 0.196723 CompendiumViews 135.9199 14.1339 9.617 < 2e-16 *** Blogs 484.0041 142.0674 3.407 0.000860 *** FeedbackMessages 331.4775 97.5999 3.396 0.000891 *** CompendiumLengte 0.6562 0.1537 4.270 3.6e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 16060 on 139 degrees of freedom Multiple R-squared: 0.8318, Adjusted R-squared: 0.8269 F-statistic: 171.8 on 4 and 139 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,] 0.16689049 3.337810e-01 8.331095e-01 [2,] 0.08807562 1.761512e-01 9.119244e-01 [3,] 0.76064972 4.787006e-01 2.393503e-01 [4,] 0.67021342 6.595732e-01 3.297866e-01 [5,] 0.55866751 8.826650e-01 4.413325e-01 [6,] 0.51033521 9.793296e-01 4.896648e-01 [7,] 0.72736285 5.452743e-01 2.726371e-01 [8,] 0.66289998 6.742000e-01 3.371000e-01 [9,] 0.66766281 6.646744e-01 3.323372e-01 [10,] 0.87581049 2.483790e-01 1.241895e-01 [11,] 0.83412816 3.317437e-01 1.658718e-01 [12,] 0.97567631 4.864737e-02 2.432369e-02 [13,] 0.99270328 1.459344e-02 7.296721e-03 [14,] 0.98868188 2.263625e-02 1.131812e-02 [15,] 0.98432989 3.134022e-02 1.567011e-02 [16,] 0.97857382 4.285237e-02 2.142618e-02 [17,] 0.97181745 5.636509e-02 2.818255e-02 [18,] 0.95951787 8.096426e-02 4.048213e-02 [19,] 0.96023146 7.953707e-02 3.976854e-02 [20,] 0.94492183 1.101563e-01 5.507817e-02 [21,] 0.96037786 7.924428e-02 3.962214e-02 [22,] 0.99957131 8.573726e-04 4.286863e-04 [23,] 0.99940700 1.185991e-03 5.929957e-04 [24,] 0.99903327 1.933452e-03 9.667260e-04 [25,] 0.99951741 9.651743e-04 4.825871e-04 [26,] 0.99948022 1.039568e-03 5.197842e-04 [27,] 0.99936771 1.264580e-03 6.322902e-04 [28,] 0.99944577 1.108466e-03 5.542328e-04 [29,] 0.99914332 1.713366e-03 8.566832e-04 [30,] 0.99870042 2.599161e-03 1.299581e-03 [31,] 0.99842229 3.155415e-03 1.577707e-03 [32,] 0.99855870 2.882606e-03 1.441303e-03 [33,] 0.99793819 4.123618e-03 2.061809e-03 [34,] 0.99692289 6.154219e-03 3.077110e-03 [35,] 0.99598702 8.025969e-03 4.012985e-03 [36,] 0.99425557 1.148887e-02 5.744434e-03 [37,] 0.99649107 7.017854e-03 3.508927e-03 [38,] 0.99558510 8.829793e-03 4.414896e-03 [39,] 0.99567106 8.657880e-03 4.328940e-03 [40,] 0.99436880 1.126240e-02 5.631199e-03 [41,] 0.99512913 9.741735e-03 4.870868e-03 [42,] 0.99333668 1.332665e-02 6.663325e-03 [43,] 0.99551144 8.977124e-03 4.488562e-03 [44,] 0.99371768 1.256463e-02 6.282316e-03 [45,] 0.99180459 1.639081e-02 8.195407e-03 [46,] 0.99758654 4.826915e-03 2.413458e-03 [47,] 0.99862554 2.748925e-03 1.374463e-03 [48,] 0.99800437 3.991261e-03 1.995630e-03 [49,] 0.99761030 4.779398e-03 2.389699e-03 [50,] 0.99766669 4.666613e-03 2.333306e-03 [51,] 0.99663149 6.737014e-03 3.368507e-03 [52,] 0.99515605 9.687893e-03 4.843946e-03 [53,] 0.99658172 6.836559e-03 3.418280e-03 [54,] 0.99619189 7.616224e-03 3.808112e-03 [55,] 0.99771862 4.562765e-03 2.281382e-03 [56,] 0.99705632 5.887353e-03 2.943676e-03 [57,] 0.99578533 8.429350e-03 4.214675e-03 [58,] 0.99623130 7.537393e-03 3.768696e-03 [59,] 0.99613113 7.737742e-03 3.868871e-03 [60,] 0.99489493 1.021014e-02 5.105072e-03 [61,] 0.99857187 2.856268e-03 1.428134e-03 [62,] 0.99799231 4.015381e-03 2.007690e-03 [63,] 0.99724487 5.510267e-03 2.755133e-03 [64,] 0.99721307 5.573855e-03 2.786928e-03 [65,] 0.99741679 5.166420e-03 2.583210e-03 [66,] 0.99803592 3.928151e-03 1.964076e-03 [67,] 0.99813576 3.728471e-03 1.864235e-03 [68,] 0.99965139 6.972131e-04 3.486066e-04 [69,] 0.99975171 4.965767e-04 2.482883e-04 [70,] 0.99974044 5.191145e-04 2.595572e-04 [71,] 0.99982053 3.589476e-04 1.794738e-04 [72,] 0.99977037 4.592620e-04 2.296310e-04 [73,] 0.99981908 3.618447e-04 1.809224e-04 [74,] 0.99972702 5.459592e-04 2.729796e-04 [75,] 0.99999120 1.760002e-05 8.800009e-06 [76,] 0.99998427 3.145649e-05 1.572824e-05 [77,] 0.99998123 3.754790e-05 1.877395e-05 [78,] 0.99998583 2.833341e-05 1.416671e-05 [79,] 0.99997510 4.980475e-05 2.490238e-05 [80,] 0.99999763 4.738369e-06 2.369184e-06 [81,] 0.99999728 5.431859e-06 2.715930e-06 [82,] 0.99999538 9.245578e-06 4.622789e-06 [83,] 0.99999160 1.680399e-05 8.401997e-06 [84,] 0.99998604 2.792545e-05 1.396272e-05 [85,] 0.99998082 3.836414e-05 1.918207e-05 [86,] 0.99998904 2.191832e-05 1.095916e-05 [87,] 0.99997966 4.068182e-05 2.034091e-05 [88,] 0.99997649 4.702353e-05 2.351176e-05 [89,] 0.99999544 9.127794e-06 4.563897e-06 [90,] 0.99999241 1.518132e-05 7.590661e-06 [91,] 0.99998663 2.674306e-05 1.337153e-05 [92,] 0.99998056 3.888404e-05 1.944202e-05 [93,] 0.99997434 5.132257e-05 2.566128e-05 [94,] 0.99995292 9.415491e-05 4.707746e-05 [95,] 0.99995956 8.088506e-05 4.044253e-05 [96,] 0.99995815 8.370787e-05 4.185394e-05 [97,] 0.99992364 1.527150e-04 7.635748e-05 [98,] 0.99988839 2.232188e-04 1.116094e-04 [99,] 0.99980234 3.953292e-04 1.976646e-04 [100,] 0.99964587 7.082531e-04 3.541265e-04 [101,] 0.99948155 1.036905e-03 5.184526e-04 [102,] 0.99910580 1.788396e-03 8.941978e-04 [103,] 0.99852102 2.957963e-03 1.478981e-03 [104,] 0.99886157 2.276865e-03 1.138432e-03 [105,] 0.99818110 3.637792e-03 1.818896e-03 [106,] 0.99893055 2.138892e-03 1.069446e-03 [107,] 0.99816280 3.674393e-03 1.837197e-03 [108,] 0.99686331 6.273378e-03 3.136689e-03 [109,] 0.99478215 1.043569e-02 5.217846e-03 [110,] 0.99987407 2.518545e-04 1.259272e-04 [111,] 0.99993919 1.216204e-04 6.081018e-05 [112,] 0.99995156 9.688877e-05 4.844438e-05 [113,] 0.99996124 7.752482e-05 3.876241e-05 [114,] 0.99990769 1.846233e-04 9.231166e-05 [115,] 0.99994776 1.044721e-04 5.223607e-05 [116,] 0.99992669 1.466258e-04 7.331291e-05 [117,] 0.99981387 3.722513e-04 1.861257e-04 [118,] 0.99954973 9.005323e-04 4.502662e-04 [119,] 0.99900722 1.985563e-03 9.927814e-04 [120,] 0.99770221 4.595578e-03 2.297789e-03 [121,] 0.99828217 3.435661e-03 1.717830e-03 [122,] 0.99594489 8.110227e-03 4.055113e-03 [123,] 0.99073357 1.853285e-02 9.266427e-03 [124,] 0.98016859 3.966281e-02 1.983141e-02 [125,] 0.99891407 2.171869e-03 1.085935e-03 [126,] 0.99650688 6.986232e-03 3.493116e-03 [127,] 0.98837796 2.324409e-02 1.162204e-02 [128,] 0.96656276 6.687448e-02 3.343724e-02 [129,] 0.90349292 1.930142e-01 9.650708e-02 > postscript(file="/var/wessaorg/rcomp/tmp/1kxwz1322154889.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2u6zf1322154889.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3j4bt1322154890.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/40ecp1322154890.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5cll71322154890.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 144 Frequency = 1 1 2 3 4 5 6 11454.3692 17616.8220 439.4180 -7259.6040 -10749.1376 19414.0818 7 8 9 10 11 12 1684.6811 19040.6943 -4510.1767 44127.2892 -8972.5459 -344.2076 13 14 15 16 17 18 -17957.2573 -20035.6420 20642.9007 -1584.4235 -22832.5499 -1544.7456 19 20 21 22 23 24 -47115.7776 -30656.0765 -9088.3710 -8552.6147 4147.0492 -10954.2167 25 26 27 28 29 30 -1908.5358 16746.8419 -4820.5730 24608.2485 61620.8933 8818.4672 31 32 33 34 35 36 -1761.2331 24522.3997 -14653.6037 -12500.3878 18017.7928 3711.5606 37 38 39 40 41 42 4049.3902 -13504.6900 -19781.3615 -8312.7133 106.8544 -9811.3694 43 44 45 46 47 48 -4440.8411 -26626.5391 -12696.4330 14715.9322 7823.3048 18160.9934 49 50 51 52 53 54 3917.6326 -24521.9855 1801.7346 7790.3674 31825.1088 22972.3395 55 56 57 58 59 60 3163.8434 11176.5047 13903.7238 -2194.5761 966.7930 -23326.3828 61 62 63 64 65 66 -4142.7563 -23117.4418 -9841.5665 2864.0779 18268.5620 -14807.8999 67 68 69 70 71 72 -10889.8873 -33050.5568 -6402.6899 7460.9745 14600.5132 7756.3680 73 74 75 76 77 78 -21083.8429 -18272.1379 -24611.9210 -7495.2410 7094.5057 -25871.6581 79 80 81 82 83 84 -9659.7089 -26527.3642 -8106.8277 45084.1669 -1283.9478 -11658.6878 85 86 87 88 89 90 -14002.0550 386.5486 32366.7557 -7476.8122 -4666.6558 2585.5407 91 92 93 94 95 96 -10384.5979 -14488.6050 19495.1019 -528.7606 -15438.8240 28653.0280 97 98 99 100 101 102 -1025.0609 5106.0391 12361.1429 -8795.3686 3838.7142 -18375.3589 103 104 105 106 107 108 10070.2409 5585.8787 10788.7638 873.9977 1316.3513 10580.1531 109 110 111 112 113 114 3711.5606 -6949.9733 -16418.9575 1215.6043 -14933.8793 -1548.7174 115 116 117 118 119 120 6633.6407 3711.5606 33484.4021 -19392.4260 12912.3532 -10195.6813 121 122 123 124 125 126 1225.6392 5503.3519 3339.6813 -9092.6975 8856.8895 3428.5224 127 128 129 130 131 132 -9798.1079 14524.0032 -8975.2313 3954.4059 7940.5628 16968.5156 133 134 135 136 137 138 9052.4416 -8169.2647 5594.0205 4461.6706 3711.5606 -1532.9981 139 140 141 142 143 144 -8722.5667 7172.7230 6002.6818 -3806.9447 8637.6137 -3606.6102 > postscript(file="/var/wessaorg/rcomp/tmp/6w5cj1322154890.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 144 Frequency = 1 lag(myerror, k = 1) myerror 0 11454.3692 NA 1 17616.8220 11454.3692 2 439.4180 17616.8220 3 -7259.6040 439.4180 4 -10749.1376 -7259.6040 5 19414.0818 -10749.1376 6 1684.6811 19414.0818 7 19040.6943 1684.6811 8 -4510.1767 19040.6943 9 44127.2892 -4510.1767 10 -8972.5459 44127.2892 11 -344.2076 -8972.5459 12 -17957.2573 -344.2076 13 -20035.6420 -17957.2573 14 20642.9007 -20035.6420 15 -1584.4235 20642.9007 16 -22832.5499 -1584.4235 17 -1544.7456 -22832.5499 18 -47115.7776 -1544.7456 19 -30656.0765 -47115.7776 20 -9088.3710 -30656.0765 21 -8552.6147 -9088.3710 22 4147.0492 -8552.6147 23 -10954.2167 4147.0492 24 -1908.5358 -10954.2167 25 16746.8419 -1908.5358 26 -4820.5730 16746.8419 27 24608.2485 -4820.5730 28 61620.8933 24608.2485 29 8818.4672 61620.8933 30 -1761.2331 8818.4672 31 24522.3997 -1761.2331 32 -14653.6037 24522.3997 33 -12500.3878 -14653.6037 34 18017.7928 -12500.3878 35 3711.5606 18017.7928 36 4049.3902 3711.5606 37 -13504.6900 4049.3902 38 -19781.3615 -13504.6900 39 -8312.7133 -19781.3615 40 106.8544 -8312.7133 41 -9811.3694 106.8544 42 -4440.8411 -9811.3694 43 -26626.5391 -4440.8411 44 -12696.4330 -26626.5391 45 14715.9322 -12696.4330 46 7823.3048 14715.9322 47 18160.9934 7823.3048 48 3917.6326 18160.9934 49 -24521.9855 3917.6326 50 1801.7346 -24521.9855 51 7790.3674 1801.7346 52 31825.1088 7790.3674 53 22972.3395 31825.1088 54 3163.8434 22972.3395 55 11176.5047 3163.8434 56 13903.7238 11176.5047 57 -2194.5761 13903.7238 58 966.7930 -2194.5761 59 -23326.3828 966.7930 60 -4142.7563 -23326.3828 61 -23117.4418 -4142.7563 62 -9841.5665 -23117.4418 63 2864.0779 -9841.5665 64 18268.5620 2864.0779 65 -14807.8999 18268.5620 66 -10889.8873 -14807.8999 67 -33050.5568 -10889.8873 68 -6402.6899 -33050.5568 69 7460.9745 -6402.6899 70 14600.5132 7460.9745 71 7756.3680 14600.5132 72 -21083.8429 7756.3680 73 -18272.1379 -21083.8429 74 -24611.9210 -18272.1379 75 -7495.2410 -24611.9210 76 7094.5057 -7495.2410 77 -25871.6581 7094.5057 78 -9659.7089 -25871.6581 79 -26527.3642 -9659.7089 80 -8106.8277 -26527.3642 81 45084.1669 -8106.8277 82 -1283.9478 45084.1669 83 -11658.6878 -1283.9478 84 -14002.0550 -11658.6878 85 386.5486 -14002.0550 86 32366.7557 386.5486 87 -7476.8122 32366.7557 88 -4666.6558 -7476.8122 89 2585.5407 -4666.6558 90 -10384.5979 2585.5407 91 -14488.6050 -10384.5979 92 19495.1019 -14488.6050 93 -528.7606 19495.1019 94 -15438.8240 -528.7606 95 28653.0280 -15438.8240 96 -1025.0609 28653.0280 97 5106.0391 -1025.0609 98 12361.1429 5106.0391 99 -8795.3686 12361.1429 100 3838.7142 -8795.3686 101 -18375.3589 3838.7142 102 10070.2409 -18375.3589 103 5585.8787 10070.2409 104 10788.7638 5585.8787 105 873.9977 10788.7638 106 1316.3513 873.9977 107 10580.1531 1316.3513 108 3711.5606 10580.1531 109 -6949.9733 3711.5606 110 -16418.9575 -6949.9733 111 1215.6043 -16418.9575 112 -14933.8793 1215.6043 113 -1548.7174 -14933.8793 114 6633.6407 -1548.7174 115 3711.5606 6633.6407 116 33484.4021 3711.5606 117 -19392.4260 33484.4021 118 12912.3532 -19392.4260 119 -10195.6813 12912.3532 120 1225.6392 -10195.6813 121 5503.3519 1225.6392 122 3339.6813 5503.3519 123 -9092.6975 3339.6813 124 8856.8895 -9092.6975 125 3428.5224 8856.8895 126 -9798.1079 3428.5224 127 14524.0032 -9798.1079 128 -8975.2313 14524.0032 129 3954.4059 -8975.2313 130 7940.5628 3954.4059 131 16968.5156 7940.5628 132 9052.4416 16968.5156 133 -8169.2647 9052.4416 134 5594.0205 -8169.2647 135 4461.6706 5594.0205 136 3711.5606 4461.6706 137 -1532.9981 3711.5606 138 -8722.5667 -1532.9981 139 7172.7230 -8722.5667 140 6002.6818 7172.7230 141 -3806.9447 6002.6818 142 8637.6137 -3806.9447 143 -3606.6102 8637.6137 144 NA -3606.6102 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 17616.8220 11454.3692 [2,] 439.4180 17616.8220 [3,] -7259.6040 439.4180 [4,] -10749.1376 -7259.6040 [5,] 19414.0818 -10749.1376 [6,] 1684.6811 19414.0818 [7,] 19040.6943 1684.6811 [8,] -4510.1767 19040.6943 [9,] 44127.2892 -4510.1767 [10,] -8972.5459 44127.2892 [11,] -344.2076 -8972.5459 [12,] -17957.2573 -344.2076 [13,] -20035.6420 -17957.2573 [14,] 20642.9007 -20035.6420 [15,] -1584.4235 20642.9007 [16,] -22832.5499 -1584.4235 [17,] -1544.7456 -22832.5499 [18,] -47115.7776 -1544.7456 [19,] -30656.0765 -47115.7776 [20,] -9088.3710 -30656.0765 [21,] -8552.6147 -9088.3710 [22,] 4147.0492 -8552.6147 [23,] -10954.2167 4147.0492 [24,] -1908.5358 -10954.2167 [25,] 16746.8419 -1908.5358 [26,] -4820.5730 16746.8419 [27,] 24608.2485 -4820.5730 [28,] 61620.8933 24608.2485 [29,] 8818.4672 61620.8933 [30,] -1761.2331 8818.4672 [31,] 24522.3997 -1761.2331 [32,] -14653.6037 24522.3997 [33,] -12500.3878 -14653.6037 [34,] 18017.7928 -12500.3878 [35,] 3711.5606 18017.7928 [36,] 4049.3902 3711.5606 [37,] -13504.6900 4049.3902 [38,] -19781.3615 -13504.6900 [39,] -8312.7133 -19781.3615 [40,] 106.8544 -8312.7133 [41,] -9811.3694 106.8544 [42,] -4440.8411 -9811.3694 [43,] -26626.5391 -4440.8411 [44,] -12696.4330 -26626.5391 [45,] 14715.9322 -12696.4330 [46,] 7823.3048 14715.9322 [47,] 18160.9934 7823.3048 [48,] 3917.6326 18160.9934 [49,] -24521.9855 3917.6326 [50,] 1801.7346 -24521.9855 [51,] 7790.3674 1801.7346 [52,] 31825.1088 7790.3674 [53,] 22972.3395 31825.1088 [54,] 3163.8434 22972.3395 [55,] 11176.5047 3163.8434 [56,] 13903.7238 11176.5047 [57,] -2194.5761 13903.7238 [58,] 966.7930 -2194.5761 [59,] -23326.3828 966.7930 [60,] -4142.7563 -23326.3828 [61,] -23117.4418 -4142.7563 [62,] -9841.5665 -23117.4418 [63,] 2864.0779 -9841.5665 [64,] 18268.5620 2864.0779 [65,] -14807.8999 18268.5620 [66,] -10889.8873 -14807.8999 [67,] -33050.5568 -10889.8873 [68,] -6402.6899 -33050.5568 [69,] 7460.9745 -6402.6899 [70,] 14600.5132 7460.9745 [71,] 7756.3680 14600.5132 [72,] -21083.8429 7756.3680 [73,] -18272.1379 -21083.8429 [74,] -24611.9210 -18272.1379 [75,] -7495.2410 -24611.9210 [76,] 7094.5057 -7495.2410 [77,] -25871.6581 7094.5057 [78,] -9659.7089 -25871.6581 [79,] -26527.3642 -9659.7089 [80,] -8106.8277 -26527.3642 [81,] 45084.1669 -8106.8277 [82,] -1283.9478 45084.1669 [83,] -11658.6878 -1283.9478 [84,] -14002.0550 -11658.6878 [85,] 386.5486 -14002.0550 [86,] 32366.7557 386.5486 [87,] -7476.8122 32366.7557 [88,] -4666.6558 -7476.8122 [89,] 2585.5407 -4666.6558 [90,] -10384.5979 2585.5407 [91,] -14488.6050 -10384.5979 [92,] 19495.1019 -14488.6050 [93,] -528.7606 19495.1019 [94,] -15438.8240 -528.7606 [95,] 28653.0280 -15438.8240 [96,] -1025.0609 28653.0280 [97,] 5106.0391 -1025.0609 [98,] 12361.1429 5106.0391 [99,] -8795.3686 12361.1429 [100,] 3838.7142 -8795.3686 [101,] -18375.3589 3838.7142 [102,] 10070.2409 -18375.3589 [103,] 5585.8787 10070.2409 [104,] 10788.7638 5585.8787 [105,] 873.9977 10788.7638 [106,] 1316.3513 873.9977 [107,] 10580.1531 1316.3513 [108,] 3711.5606 10580.1531 [109,] -6949.9733 3711.5606 [110,] -16418.9575 -6949.9733 [111,] 1215.6043 -16418.9575 [112,] -14933.8793 1215.6043 [113,] -1548.7174 -14933.8793 [114,] 6633.6407 -1548.7174 [115,] 3711.5606 6633.6407 [116,] 33484.4021 3711.5606 [117,] -19392.4260 33484.4021 [118,] 12912.3532 -19392.4260 [119,] -10195.6813 12912.3532 [120,] 1225.6392 -10195.6813 [121,] 5503.3519 1225.6392 [122,] 3339.6813 5503.3519 [123,] -9092.6975 3339.6813 [124,] 8856.8895 -9092.6975 [125,] 3428.5224 8856.8895 [126,] -9798.1079 3428.5224 [127,] 14524.0032 -9798.1079 [128,] -8975.2313 14524.0032 [129,] 3954.4059 -8975.2313 [130,] 7940.5628 3954.4059 [131,] 16968.5156 7940.5628 [132,] 9052.4416 16968.5156 [133,] -8169.2647 9052.4416 [134,] 5594.0205 -8169.2647 [135,] 4461.6706 5594.0205 [136,] 3711.5606 4461.6706 [137,] -1532.9981 3711.5606 [138,] -8722.5667 -1532.9981 [139,] 7172.7230 -8722.5667 [140,] 6002.6818 7172.7230 [141,] -3806.9447 6002.6818 [142,] 8637.6137 -3806.9447 [143,] -3606.6102 8637.6137 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 17616.8220 11454.3692 2 439.4180 17616.8220 3 -7259.6040 439.4180 4 -10749.1376 -7259.6040 5 19414.0818 -10749.1376 6 1684.6811 19414.0818 7 19040.6943 1684.6811 8 -4510.1767 19040.6943 9 44127.2892 -4510.1767 10 -8972.5459 44127.2892 11 -344.2076 -8972.5459 12 -17957.2573 -344.2076 13 -20035.6420 -17957.2573 14 20642.9007 -20035.6420 15 -1584.4235 20642.9007 16 -22832.5499 -1584.4235 17 -1544.7456 -22832.5499 18 -47115.7776 -1544.7456 19 -30656.0765 -47115.7776 20 -9088.3710 -30656.0765 21 -8552.6147 -9088.3710 22 4147.0492 -8552.6147 23 -10954.2167 4147.0492 24 -1908.5358 -10954.2167 25 16746.8419 -1908.5358 26 -4820.5730 16746.8419 27 24608.2485 -4820.5730 28 61620.8933 24608.2485 29 8818.4672 61620.8933 30 -1761.2331 8818.4672 31 24522.3997 -1761.2331 32 -14653.6037 24522.3997 33 -12500.3878 -14653.6037 34 18017.7928 -12500.3878 35 3711.5606 18017.7928 36 4049.3902 3711.5606 37 -13504.6900 4049.3902 38 -19781.3615 -13504.6900 39 -8312.7133 -19781.3615 40 106.8544 -8312.7133 41 -9811.3694 106.8544 42 -4440.8411 -9811.3694 43 -26626.5391 -4440.8411 44 -12696.4330 -26626.5391 45 14715.9322 -12696.4330 46 7823.3048 14715.9322 47 18160.9934 7823.3048 48 3917.6326 18160.9934 49 -24521.9855 3917.6326 50 1801.7346 -24521.9855 51 7790.3674 1801.7346 52 31825.1088 7790.3674 53 22972.3395 31825.1088 54 3163.8434 22972.3395 55 11176.5047 3163.8434 56 13903.7238 11176.5047 57 -2194.5761 13903.7238 58 966.7930 -2194.5761 59 -23326.3828 966.7930 60 -4142.7563 -23326.3828 61 -23117.4418 -4142.7563 62 -9841.5665 -23117.4418 63 2864.0779 -9841.5665 64 18268.5620 2864.0779 65 -14807.8999 18268.5620 66 -10889.8873 -14807.8999 67 -33050.5568 -10889.8873 68 -6402.6899 -33050.5568 69 7460.9745 -6402.6899 70 14600.5132 7460.9745 71 7756.3680 14600.5132 72 -21083.8429 7756.3680 73 -18272.1379 -21083.8429 74 -24611.9210 -18272.1379 75 -7495.2410 -24611.9210 76 7094.5057 -7495.2410 77 -25871.6581 7094.5057 78 -9659.7089 -25871.6581 79 -26527.3642 -9659.7089 80 -8106.8277 -26527.3642 81 45084.1669 -8106.8277 82 -1283.9478 45084.1669 83 -11658.6878 -1283.9478 84 -14002.0550 -11658.6878 85 386.5486 -14002.0550 86 32366.7557 386.5486 87 -7476.8122 32366.7557 88 -4666.6558 -7476.8122 89 2585.5407 -4666.6558 90 -10384.5979 2585.5407 91 -14488.6050 -10384.5979 92 19495.1019 -14488.6050 93 -528.7606 19495.1019 94 -15438.8240 -528.7606 95 28653.0280 -15438.8240 96 -1025.0609 28653.0280 97 5106.0391 -1025.0609 98 12361.1429 5106.0391 99 -8795.3686 12361.1429 100 3838.7142 -8795.3686 101 -18375.3589 3838.7142 102 10070.2409 -18375.3589 103 5585.8787 10070.2409 104 10788.7638 5585.8787 105 873.9977 10788.7638 106 1316.3513 873.9977 107 10580.1531 1316.3513 108 3711.5606 10580.1531 109 -6949.9733 3711.5606 110 -16418.9575 -6949.9733 111 1215.6043 -16418.9575 112 -14933.8793 1215.6043 113 -1548.7174 -14933.8793 114 6633.6407 -1548.7174 115 3711.5606 6633.6407 116 33484.4021 3711.5606 117 -19392.4260 33484.4021 118 12912.3532 -19392.4260 119 -10195.6813 12912.3532 120 1225.6392 -10195.6813 121 5503.3519 1225.6392 122 3339.6813 5503.3519 123 -9092.6975 3339.6813 124 8856.8895 -9092.6975 125 3428.5224 8856.8895 126 -9798.1079 3428.5224 127 14524.0032 -9798.1079 128 -8975.2313 14524.0032 129 3954.4059 -8975.2313 130 7940.5628 3954.4059 131 16968.5156 7940.5628 132 9052.4416 16968.5156 133 -8169.2647 9052.4416 134 5594.0205 -8169.2647 135 4461.6706 5594.0205 136 3711.5606 4461.6706 137 -1532.9981 3711.5606 138 -8722.5667 -1532.9981 139 7172.7230 -8722.5667 140 6002.6818 7172.7230 141 -3806.9447 6002.6818 142 8637.6137 -3806.9447 143 -3606.6102 8637.6137 > 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/7whvj1322154890.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8yswj1322154890.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9psik1322154890.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10zhzi1322154890.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11mabm1322154890.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/12poc11322154890.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/139x861322154890.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/142lpz1322154890.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/152kj11322154890.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/16dfk21322154890.tab") + } > > try(system("convert tmp/1kxwz1322154889.ps tmp/1kxwz1322154889.png",intern=TRUE)) character(0) > try(system("convert tmp/2u6zf1322154889.ps tmp/2u6zf1322154889.png",intern=TRUE)) character(0) > try(system("convert tmp/3j4bt1322154890.ps tmp/3j4bt1322154890.png",intern=TRUE)) character(0) > try(system("convert tmp/40ecp1322154890.ps tmp/40ecp1322154890.png",intern=TRUE)) character(0) > try(system("convert tmp/5cll71322154890.ps tmp/5cll71322154890.png",intern=TRUE)) character(0) > try(system("convert tmp/6w5cj1322154890.ps tmp/6w5cj1322154890.png",intern=TRUE)) character(0) > try(system("convert tmp/7whvj1322154890.ps tmp/7whvj1322154890.png",intern=TRUE)) character(0) > try(system("convert tmp/8yswj1322154890.ps tmp/8yswj1322154890.png",intern=TRUE)) character(0) > try(system("convert tmp/9psik1322154890.ps tmp/9psik1322154890.png",intern=TRUE)) character(0) > try(system("convert tmp/10zhzi1322154890.ps tmp/10zhzi1322154890.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.367 0.493 4.893