R version 2.12.1 (2010-12-16) Copyright (C) 2010 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(13 + ,10345 + ,3010 + ,10823 + ,13 + ,13 + ,26 + ,17607 + ,4344 + ,44480 + ,27 + ,24 + ,0 + ,1423 + ,603 + ,1929 + ,0 + ,0 + ,37 + ,20050 + ,6792 + ,30032 + ,37 + ,37 + ,47 + ,21212 + ,7843 + ,27669 + ,39 + ,38 + ,80 + ,93979 + ,13738 + ,114967 + ,99 + ,96 + ,21 + ,15524 + ,4120 + ,29951 + ,21 + ,21 + ,36 + ,16182 + ,4174 + ,38824 + ,33 + ,33 + ,35 + ,19238 + ,6202 + ,26517 + ,36 + ,35 + ,40 + ,28909 + ,8535 + ,63570 + ,44 + ,40 + ,35 + ,22357 + ,5818 + ,27131 + ,33 + ,33 + ,46 + ,25560 + ,9834 + ,41061 + ,47 + ,47 + ,20 + ,9954 + ,4145 + ,18810 + ,19 + ,19 + ,24 + ,18490 + ,4719 + ,27582 + ,41 + ,40 + ,19 + ,17777 + ,3981 + ,37026 + ,22 + ,22 + ,15 + ,25268 + ,3264 + ,24252 + ,17 + ,17 + ,48 + ,37525 + ,11276 + ,32579 + ,46 + ,46 + ,0 + ,6023 + ,1 + ,0 + ,0 + ,0 + ,38 + ,25042 + ,9480 + ,29666 + ,31 + ,31 + ,12 + ,35713 + ,1953 + ,7533 + ,20 + ,20 + ,10 + ,7039 + ,1801 + ,11892 + ,10 + ,10 + ,51 + ,40841 + ,7352 + ,51557 + ,55 + ,55 + ,4 + ,9214 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,20794 + ,25 + ,25 + ,12 + ,6585 + ,1392 + ,11200 + ,6 + ,6) + ,dim=c(6 + ,144) + ,dimnames=list(c('Bloggedcomputations' + ,'characters' + ,'revisions' + ,'seconds' + ,'includedhyperlinks' + ,'includedblogs') + ,1:144)) > y <- array(NA,dim=c(6,144),dimnames=list(c('Bloggedcomputations','characters','revisions','seconds','includedhyperlinks','includedblogs'),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 = '4' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x seconds Bloggedcomputations characters revisions includedhyperlinks 1 10823 13 10345 3010 13 2 44480 26 17607 4344 27 3 1929 0 1423 603 0 4 30032 37 20050 6792 37 5 27669 47 21212 7843 39 6 114967 80 93979 13738 99 7 29951 21 15524 4120 21 8 38824 36 16182 4174 33 9 26517 35 19238 6202 36 10 63570 40 28909 8535 44 11 27131 35 22357 5818 33 12 41061 46 25560 9834 47 13 18810 20 9954 4145 19 14 27582 24 18490 4719 41 15 37026 19 17777 3981 22 16 24252 15 25268 3264 17 17 32579 48 37525 11276 46 18 0 0 6023 1 0 19 29666 38 25042 9480 31 20 7533 12 35713 1953 20 21 11892 10 7039 1801 10 22 51557 51 40841 7352 55 23 5737 4 9214 761 6 24 11203 24 17446 1147 17 25 28714 39 10295 3536 33 26 24268 19 13206 3146 33 27 30749 23 26093 6764 32 28 46643 39 20744 7038 37 29 64530 38 68013 8298 44 30 35346 20 12840 5718 22 31 5766 20 12672 2493 15 32 29217 41 10872 4226 18 33 15912 26 21325 3553 25 34 3728 0 24542 58 7 35 37494 31 16401 4425 35 36 0 0 0 0 0 37 13214 8 12821 3705 14 38 19576 35 14662 4968 31 39 13632 3 22190 2320 9 40 67378 47 37929 9820 59 41 29387 42 18009 3606 62 42 15936 11 11076 3987 12 43 18156 10 24981 2138 23 44 23750 26 30691 2299 31 45 15559 27 29164 3308 57 46 21713 0 13985 4721 23 47 12023 15 7588 1369 14 48 23588 32 20023 4118 31 49 28661 13 25524 5396 17 50 16874 25 14717 3704 24 51 11804 10 6832 1801 11 52 12949 14 9624 3814 16 53 38340 24 24300 5010 32 54 36573 29 21790 5369 36 55 40068 40 16493 3952 37 56 25561 22 9269 3264 25 57 31287 27 20105 4177 30 58 8383 8 11216 2352 10 59 29178 27 15569 5624 16 60 1237 0 21799 176 3 61 10241 0 3772 2356 0 62 8219 17 6057 1700 17 63 9348 7 20828 1262 9 64 25242 18 9976 2766 22 65 24267 7 14055 2536 5 66 25902 24 17455 4931 23 67 51849 18 39553 9606 16 68 29065 39 14818 4097 53 69 22417 17 17065 4537 23 70 1714 0 1536 516 0 71 29085 39 11938 2643 51 72 22118 21 24589 1277 25 73 14803 29 21332 3230 51 74 13243 27 13229 3356 46 75 13985 23 11331 2204 16 76 657 0 853 342 0 77 26171 31 19821 6783 25 78 34867 19 34666 4213 34 79 12297 12 15051 2822 14 80 17487 23 27969 5199 32 81 13461 33 17897 4780 24 82 15192 21 6031 2341 16 83 16584 17 7153 1825 19 84 22892 27 13365 4653 27 85 7081 14 11197 1524 24 86 21623 12 25291 2685 12 87 41992 21 28994 9230 43 88 11301 14 10461 2490 13 89 15230 14 16415 4718 19 90 14667 22 8495 2937 24 91 23795 25 18318 3599 27 92 28055 36 25143 4487 26 93 29162 10 20471 2149 14 94 14962 16 14561 1921 26 95 8749 12 16902 2896 15 96 37310 20 12994 5815 30 97 31551 38 29697 4679 33 98 9604 13 3895 786 14 99 13937 12 9807 4006 11 100 16850 11 10711 2686 12 101 3439 8 2325 593 8 102 16638 22 19000 2454 22 103 12847 14 22418 4061 12 104 13462 7 7872 2856 6 105 8086 14 5650 1678 10 106 2255 2 3979 460 1 107 25918 35 14956 5054 31 108 3255 5 3738 999 5 109 0 0 0 0 0 110 16138 34 10586 3685 35 111 5941 12 18122 503 15 112 27123 34 17899 3595 36 113 19148 30 10913 3367 27 114 15214 21 18060 1330 36 115 0 0 0 0 0 116 0 0 0 0 0 117 34998 28 15452 6878 29 118 18998 17 33996 3080 19 119 10651 12 8877 1349 16 120 13465 14 18708 3339 15 121 13 7 2781 4 1 122 32505 41 20854 3446 36 123 15769 21 8179 1467 22 124 5936 28 7139 255 16 125 4174 1 13798 424 1 126 9876 10 5619 2374 10 127 17678 31 13050 3519 31 128 14633 7 11297 2650 22 129 13380 26 16170 2757 22 130 0 1 0 0 0 131 0 0 0 0 0 132 5652 12 20539 459 10 133 0 0 0 0 0 134 3636 18 10056 549 9 135 0 5 0 0 0 136 1695 4 2418 206 0 137 0 0 0 0 0 138 8778 6 11806 2885 7 139 4148 0 15924 1034 2 140 0 0 0 0 0 141 0 0 0 0 0 142 10404 15 7084 2558 16 143 20794 0 14831 5086 25 144 11200 12 6585 1392 6 includedblogs 1 13 2 24 3 0 4 37 5 38 6 96 7 21 8 33 9 35 10 40 11 33 12 47 13 19 14 40 15 22 16 17 17 46 18 0 19 31 20 20 21 10 22 55 23 6 24 17 25 33 26 33 27 32 28 36 29 39 30 22 31 15 32 18 33 24 34 7 35 34 36 0 37 7 38 31 39 9 40 52 41 60 42 11 43 20 44 31 45 56 46 23 47 14 48 30 49 17 50 24 51 11 52 16 53 30 54 35 55 37 56 25 57 30 58 9 59 16 60 3 61 0 62 19 63 9 64 18 65 5 66 22 67 16 68 53 69 23 70 0 71 50 72 25 73 48 74 46 75 16 76 0 77 25 78 33 79 14 80 30 81 23 82 16 83 19 84 27 85 24 86 12 87 43 88 13 89 19 90 24 91 27 92 26 93 14 94 26 95 15 96 29 97 33 98 14 99 11 100 11 101 8 102 22 103 11 104 6 105 10 106 0 107 30 108 5 109 0 110 34 111 15 112 34 113 28 114 36 115 0 116 0 117 29 118 19 119 15 120 15 121 1 122 36 123 22 124 16 125 1 126 10 127 31 128 22 129 21 130 0 131 0 132 10 133 0 134 9 135 0 136 0 137 0 138 7 139 2 140 0 141 0 142 16 143 25 144 6 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Bloggedcomputations characters -1582.5573 199.4435 0.3307 revisions includedhyperlinks includedblogs 2.7039 1492.9494 -1382.2171 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -23403.8 -3369.0 127.3 3392.4 17261.0 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.583e+03 1.011e+03 -1.566 0.11974 Bloggedcomputations 1.994e+02 8.957e+01 2.227 0.02760 * characters 3.307e-01 7.172e-02 4.611 9.06e-06 *** revisions 2.704e+00 3.768e-01 7.176 4.02e-11 *** includedhyperlinks 1.493e+03 5.141e+02 2.904 0.00429 ** includedblogs -1.382e+03 5.245e+02 -2.635 0.00937 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6708 on 138 degrees of freedom Multiple R-squared: 0.8338, Adjusted R-squared: 0.8277 F-statistic: 138.4 on 5 and 138 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,] 0.8314765 3.370470e-01 1.685235e-01 [2,] 0.9068601 1.862797e-01 9.313986e-02 [3,] 0.8422151 3.155699e-01 1.577849e-01 [4,] 0.8467492 3.065016e-01 1.532508e-01 [5,] 0.7750827 4.498345e-01 2.249173e-01 [6,] 0.8830754 2.338492e-01 1.169246e-01 [7,] 0.9632933 7.341336e-02 3.670668e-02 [8,] 0.9539784 9.204314e-02 4.602157e-02 [9,] 0.9797907 4.041853e-02 2.020927e-02 [10,] 0.9850131 2.997373e-02 1.498686e-02 [11,] 0.9880347 2.393056e-02 1.196528e-02 [12,] 0.9996487 7.025251e-04 3.512625e-04 [13,] 0.9993882 1.223655e-03 6.118274e-04 [14,] 0.9989501 2.099725e-03 1.049863e-03 [15,] 0.9982264 3.547161e-03 1.773581e-03 [16,] 0.9983700 3.260053e-03 1.630026e-03 [17,] 0.9975256 4.948824e-03 2.474412e-03 [18,] 0.9964175 7.165013e-03 3.582506e-03 [19,] 0.9949878 1.002438e-02 5.012190e-03 [20,] 0.9961988 7.602399e-03 3.801199e-03 [21,] 0.9970159 5.968255e-03 2.984128e-03 [22,] 0.9993224 1.355222e-03 6.776112e-04 [23,] 0.9995366 9.268710e-04 4.634355e-04 [24,] 0.9996725 6.550890e-04 3.275445e-04 [25,] 0.9998602 2.795598e-04 1.397799e-04 [26,] 0.9997766 4.467982e-04 2.233991e-04 [27,] 0.9997989 4.021983e-04 2.010991e-04 [28,] 0.9996655 6.689316e-04 3.344658e-04 [29,] 0.9999869 2.619818e-05 1.309909e-05 [30,] 0.9999914 1.721678e-05 8.608392e-06 [31,] 0.9999859 2.810133e-05 1.405066e-05 [32,] 0.9999866 2.677203e-05 1.338602e-05 [33,] 0.9999968 6.346998e-06 3.173499e-06 [34,] 0.9999944 1.119339e-05 5.596694e-06 [35,] 0.9999921 1.573218e-05 7.866088e-06 [36,] 0.9999875 2.498624e-05 1.249312e-05 [37,] 0.9999986 2.732796e-06 1.366398e-06 [38,] 0.9999983 3.303806e-06 1.651903e-06 [39,] 0.9999972 5.568793e-06 2.784397e-06 [40,] 0.9999957 8.542327e-06 4.271163e-06 [41,] 0.9999935 1.294139e-05 6.470697e-06 [42,] 0.9999908 1.835673e-05 9.178363e-06 [43,] 0.9999856 2.882695e-05 1.441348e-05 [44,] 0.9999793 4.130687e-05 2.065344e-05 [45,] 0.9999863 2.735270e-05 1.367635e-05 [46,] 0.9999851 2.985543e-05 1.492772e-05 [47,] 0.9999975 5.074020e-06 2.537010e-06 [48,] 0.9999981 3.879715e-06 1.939857e-06 [49,] 0.9999981 3.797442e-06 1.898721e-06 [50,] 0.9999971 5.721663e-06 2.860832e-06 [51,] 0.9999957 8.647667e-06 4.323833e-06 [52,] 0.9999945 1.091779e-05 5.458896e-06 [53,] 0.9999924 1.526786e-05 7.633932e-06 [54,] 0.9999871 2.570536e-05 1.285268e-05 [55,] 0.9999786 4.272374e-05 2.136187e-05 [56,] 0.9999932 1.367261e-05 6.836305e-06 [57,] 0.9999988 2.319810e-06 1.159905e-06 [58,] 0.9999981 3.825732e-06 1.912866e-06 [59,] 0.9999995 9.342087e-07 4.671044e-07 [60,] 0.9999991 1.760939e-06 8.804695e-07 [61,] 0.9999984 3.262065e-06 1.631032e-06 [62,] 0.9999970 5.921421e-06 2.960710e-06 [63,] 0.9999975 4.926476e-06 2.463238e-06 [64,] 0.9999975 5.062398e-06 2.531199e-06 [65,] 0.9999991 1.877540e-06 9.387699e-07 [66,] 0.9999998 4.205115e-07 2.102557e-07 [67,] 0.9999996 7.955388e-07 3.977694e-07 [68,] 0.9999992 1.524734e-06 7.623670e-07 [69,] 0.9999990 2.042672e-06 1.021336e-06 [70,] 0.9999994 1.125986e-06 5.629929e-07 [71,] 0.9999990 1.955153e-06 9.775764e-07 [72,] 0.9999998 4.074194e-07 2.037097e-07 [73,] 1.0000000 2.980770e-08 1.490385e-08 [74,] 1.0000000 5.618029e-08 2.809014e-08 [75,] 1.0000000 6.530202e-08 3.265101e-08 [76,] 0.9999999 1.353689e-07 6.768444e-08 [77,] 0.9999999 1.414985e-07 7.074926e-08 [78,] 0.9999999 1.243667e-07 6.218333e-08 [79,] 0.9999999 2.521986e-07 1.260993e-07 [80,] 0.9999998 4.999855e-07 2.499928e-07 [81,] 0.9999998 3.639581e-07 1.819791e-07 [82,] 0.9999997 6.365235e-07 3.182618e-07 [83,] 0.9999994 1.210028e-06 6.050141e-07 [84,] 0.9999989 2.182841e-06 1.091420e-06 [85,] 1.0000000 9.942052e-10 4.971026e-10 [86,] 1.0000000 2.514834e-09 1.257417e-09 [87,] 1.0000000 1.428595e-09 7.142975e-10 [88,] 1.0000000 3.287638e-11 1.643819e-11 [89,] 1.0000000 4.750594e-11 2.375297e-11 [90,] 1.0000000 9.398188e-11 4.699094e-11 [91,] 1.0000000 2.153473e-10 1.076737e-10 [92,] 1.0000000 1.568810e-10 7.844051e-11 [93,] 1.0000000 4.381549e-10 2.190774e-10 [94,] 1.0000000 1.211556e-09 6.057781e-10 [95,] 1.0000000 8.091829e-10 4.045914e-10 [96,] 1.0000000 1.610942e-09 8.054709e-10 [97,] 1.0000000 4.498754e-09 2.249377e-09 [98,] 1.0000000 1.223940e-08 6.119701e-09 [99,] 1.0000000 3.241788e-08 1.620894e-08 [100,] 1.0000000 8.208610e-08 4.104305e-08 [101,] 0.9999999 2.152945e-07 1.076472e-07 [102,] 1.0000000 2.087533e-08 1.043767e-08 [103,] 1.0000000 5.215767e-08 2.607883e-08 [104,] 0.9999999 1.100378e-07 5.501892e-08 [105,] 0.9999999 1.993398e-07 9.966990e-08 [106,] 0.9999998 4.841641e-07 2.420820e-07 [107,] 0.9999993 1.342190e-06 6.710951e-07 [108,] 0.9999982 3.627521e-06 1.813761e-06 [109,] 0.9999989 2.106026e-06 1.053013e-06 [110,] 0.9999973 5.467575e-06 2.733788e-06 [111,] 0.9999952 9.650772e-06 4.825386e-06 [112,] 0.9999893 2.148193e-05 1.074097e-05 [113,] 0.9999719 5.618916e-05 2.809458e-05 [114,] 0.9999997 5.562114e-07 2.781057e-07 [115,] 1.0000000 7.922185e-08 3.961092e-08 [116,] 0.9999998 3.584455e-07 1.792228e-07 [117,] 0.9999994 1.146108e-06 5.730541e-07 [118,] 0.9999975 4.972447e-06 2.486223e-06 [119,] 0.9999916 1.681700e-05 8.408500e-06 [120,] 0.9999731 5.380008e-05 2.690004e-05 [121,] 0.9998948 2.103565e-04 1.051783e-04 [122,] 0.9995972 8.055670e-04 4.027835e-04 [123,] 0.9985401 2.919760e-03 1.459880e-03 [124,] 0.9953891 9.221842e-03 4.610921e-03 [125,] 0.9852190 2.956210e-02 1.478105e-02 [126,] 0.9656338 6.873245e-02 3.436623e-02 [127,] 0.9046336 1.907329e-01 9.536644e-02 > postscript(file="/var/www/rcomp/tmp/13r8v1322153847.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/29hul1322153847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/3bwv71322153847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/418pn1322153847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5f50s1322153847.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 -3186.482931 16172.377675 1410.524536 -4857.253250 -14044.454798 6 7 8 9 10 17260.981081 8746.135719 12935.092368 -7381.017211 14135.942407 11 12 13 14 15 -5045.698045 -6777.990427 -199.643814 -418.521409 15740.105295 16 17 18 19 20 3779.103682 -23403.846381 -411.856997 -13677.239437 -12582.907113 21 22 23 24 25 3175.336722 3492.901558 752.775672 -2754.058909 5898.605945 26 27 28 29 30 5533.387468 -2716.996187 9077.981270 1822.372227 10796.524225 31 32 33 34 35 -9232.622852 5607.188139 -8500.399033 -3737.046355 10247.522216 36 37 38 39 40 1582.557318 -12282.521764 -7536.279344 8.639594 4282.881713 41 42 43 44 45 -2742.568937 -1829.549495 -2991.193340 348.963823 -14526.047557 46 47 48 49 50 3358.846555 2852.741541 -3782.623532 2737.558598 -4069.138807 51 52 53 54 55 3045.055991 -3527.659301 7245.734527 5280.111126 13435.818407 56 57 58 59 60 8096.755302 6219.895609 -4188.125792 3248.545979 -5197.114124 61 62 63 64 65 4205.759713 693.368416 -1761.985695 4491.621220 12394.861362 66 67 68 69 70 -336.314202 9016.364087 1022.370628 151.322474 1393.399071 71 72 73 74 75 4765.501499 5159.825568 -14980.150299 -9102.112063 -497.802858 76 77 78 79 80 1032.739994 -6092.741958 4657.864650 -2671.632472 -15132.144553 81 82 83 84 85 -14420.907375 2490.271678 5372.048658 -901.166765 -4609.686312 86 87 88 89 90 3860.065236 79.631162 -1540.242643 -6268.884085 -1546.378015 91 92 93 94 95 1612.783259 -868.371374 14619.691056 465.080722 -7142.551857 96 97 98 99 100 10179.241940 -571.474653 3630.235724 -2166.780132 2722.962067 101 102 103 104 105 167.879799 -1521.752099 -9467.590002 2658.491527 -636.533879 106 107 108 109 110 -613.878644 -2906.255453 -650.644482 1582.557318 -7782.972687 111 112 113 114 115 -3883.483943 -465.861361 426.810079 -946.501887 1582.557318 116 117 118 119 120 1582.557318 4077.544863 -4483.935989 103.217142 -4620.495042 121 122 123 124 125 -841.727950 5710.181987 4055.802269 -2887.834749 -262.863855 126 127 128 129 130 79.556736 -4185.449063 1482.190407 -6843.197802 1383.113789 131 132 133 134 135 1582.557318 -4299.112843 1582.557318 -4177.833793 585.339672 136 137 138 139 140 1123.179616 1582.557318 -3316.122515 -2552.583881 1582.557318 141 142 143 144 1582.557318 -2036.030145 951.688966 3783.416648 > postscript(file="/var/www/rcomp/tmp/6v6qg1322153847.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 -3186.482931 NA 1 16172.377675 -3186.482931 2 1410.524536 16172.377675 3 -4857.253250 1410.524536 4 -14044.454798 -4857.253250 5 17260.981081 -14044.454798 6 8746.135719 17260.981081 7 12935.092368 8746.135719 8 -7381.017211 12935.092368 9 14135.942407 -7381.017211 10 -5045.698045 14135.942407 11 -6777.990427 -5045.698045 12 -199.643814 -6777.990427 13 -418.521409 -199.643814 14 15740.105295 -418.521409 15 3779.103682 15740.105295 16 -23403.846381 3779.103682 17 -411.856997 -23403.846381 18 -13677.239437 -411.856997 19 -12582.907113 -13677.239437 20 3175.336722 -12582.907113 21 3492.901558 3175.336722 22 752.775672 3492.901558 23 -2754.058909 752.775672 24 5898.605945 -2754.058909 25 5533.387468 5898.605945 26 -2716.996187 5533.387468 27 9077.981270 -2716.996187 28 1822.372227 9077.981270 29 10796.524225 1822.372227 30 -9232.622852 10796.524225 31 5607.188139 -9232.622852 32 -8500.399033 5607.188139 33 -3737.046355 -8500.399033 34 10247.522216 -3737.046355 35 1582.557318 10247.522216 36 -12282.521764 1582.557318 37 -7536.279344 -12282.521764 38 8.639594 -7536.279344 39 4282.881713 8.639594 40 -2742.568937 4282.881713 41 -1829.549495 -2742.568937 42 -2991.193340 -1829.549495 43 348.963823 -2991.193340 44 -14526.047557 348.963823 45 3358.846555 -14526.047557 46 2852.741541 3358.846555 47 -3782.623532 2852.741541 48 2737.558598 -3782.623532 49 -4069.138807 2737.558598 50 3045.055991 -4069.138807 51 -3527.659301 3045.055991 52 7245.734527 -3527.659301 53 5280.111126 7245.734527 54 13435.818407 5280.111126 55 8096.755302 13435.818407 56 6219.895609 8096.755302 57 -4188.125792 6219.895609 58 3248.545979 -4188.125792 59 -5197.114124 3248.545979 60 4205.759713 -5197.114124 61 693.368416 4205.759713 62 -1761.985695 693.368416 63 4491.621220 -1761.985695 64 12394.861362 4491.621220 65 -336.314202 12394.861362 66 9016.364087 -336.314202 67 1022.370628 9016.364087 68 151.322474 1022.370628 69 1393.399071 151.322474 70 4765.501499 1393.399071 71 5159.825568 4765.501499 72 -14980.150299 5159.825568 73 -9102.112063 -14980.150299 74 -497.802858 -9102.112063 75 1032.739994 -497.802858 76 -6092.741958 1032.739994 77 4657.864650 -6092.741958 78 -2671.632472 4657.864650 79 -15132.144553 -2671.632472 80 -14420.907375 -15132.144553 81 2490.271678 -14420.907375 82 5372.048658 2490.271678 83 -901.166765 5372.048658 84 -4609.686312 -901.166765 85 3860.065236 -4609.686312 86 79.631162 3860.065236 87 -1540.242643 79.631162 88 -6268.884085 -1540.242643 89 -1546.378015 -6268.884085 90 1612.783259 -1546.378015 91 -868.371374 1612.783259 92 14619.691056 -868.371374 93 465.080722 14619.691056 94 -7142.551857 465.080722 95 10179.241940 -7142.551857 96 -571.474653 10179.241940 97 3630.235724 -571.474653 98 -2166.780132 3630.235724 99 2722.962067 -2166.780132 100 167.879799 2722.962067 101 -1521.752099 167.879799 102 -9467.590002 -1521.752099 103 2658.491527 -9467.590002 104 -636.533879 2658.491527 105 -613.878644 -636.533879 106 -2906.255453 -613.878644 107 -650.644482 -2906.255453 108 1582.557318 -650.644482 109 -7782.972687 1582.557318 110 -3883.483943 -7782.972687 111 -465.861361 -3883.483943 112 426.810079 -465.861361 113 -946.501887 426.810079 114 1582.557318 -946.501887 115 1582.557318 1582.557318 116 4077.544863 1582.557318 117 -4483.935989 4077.544863 118 103.217142 -4483.935989 119 -4620.495042 103.217142 120 -841.727950 -4620.495042 121 5710.181987 -841.727950 122 4055.802269 5710.181987 123 -2887.834749 4055.802269 124 -262.863855 -2887.834749 125 79.556736 -262.863855 126 -4185.449063 79.556736 127 1482.190407 -4185.449063 128 -6843.197802 1482.190407 129 1383.113789 -6843.197802 130 1582.557318 1383.113789 131 -4299.112843 1582.557318 132 1582.557318 -4299.112843 133 -4177.833793 1582.557318 134 585.339672 -4177.833793 135 1123.179616 585.339672 136 1582.557318 1123.179616 137 -3316.122515 1582.557318 138 -2552.583881 -3316.122515 139 1582.557318 -2552.583881 140 1582.557318 1582.557318 141 -2036.030145 1582.557318 142 951.688966 -2036.030145 143 3783.416648 951.688966 144 NA 3783.416648 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 16172.377675 -3186.482931 [2,] 1410.524536 16172.377675 [3,] -4857.253250 1410.524536 [4,] -14044.454798 -4857.253250 [5,] 17260.981081 -14044.454798 [6,] 8746.135719 17260.981081 [7,] 12935.092368 8746.135719 [8,] -7381.017211 12935.092368 [9,] 14135.942407 -7381.017211 [10,] -5045.698045 14135.942407 [11,] -6777.990427 -5045.698045 [12,] -199.643814 -6777.990427 [13,] -418.521409 -199.643814 [14,] 15740.105295 -418.521409 [15,] 3779.103682 15740.105295 [16,] -23403.846381 3779.103682 [17,] -411.856997 -23403.846381 [18,] -13677.239437 -411.856997 [19,] -12582.907113 -13677.239437 [20,] 3175.336722 -12582.907113 [21,] 3492.901558 3175.336722 [22,] 752.775672 3492.901558 [23,] -2754.058909 752.775672 [24,] 5898.605945 -2754.058909 [25,] 5533.387468 5898.605945 [26,] -2716.996187 5533.387468 [27,] 9077.981270 -2716.996187 [28,] 1822.372227 9077.981270 [29,] 10796.524225 1822.372227 [30,] -9232.622852 10796.524225 [31,] 5607.188139 -9232.622852 [32,] -8500.399033 5607.188139 [33,] -3737.046355 -8500.399033 [34,] 10247.522216 -3737.046355 [35,] 1582.557318 10247.522216 [36,] -12282.521764 1582.557318 [37,] -7536.279344 -12282.521764 [38,] 8.639594 -7536.279344 [39,] 4282.881713 8.639594 [40,] -2742.568937 4282.881713 [41,] -1829.549495 -2742.568937 [42,] -2991.193340 -1829.549495 [43,] 348.963823 -2991.193340 [44,] -14526.047557 348.963823 [45,] 3358.846555 -14526.047557 [46,] 2852.741541 3358.846555 [47,] -3782.623532 2852.741541 [48,] 2737.558598 -3782.623532 [49,] -4069.138807 2737.558598 [50,] 3045.055991 -4069.138807 [51,] -3527.659301 3045.055991 [52,] 7245.734527 -3527.659301 [53,] 5280.111126 7245.734527 [54,] 13435.818407 5280.111126 [55,] 8096.755302 13435.818407 [56,] 6219.895609 8096.755302 [57,] -4188.125792 6219.895609 [58,] 3248.545979 -4188.125792 [59,] -5197.114124 3248.545979 [60,] 4205.759713 -5197.114124 [61,] 693.368416 4205.759713 [62,] -1761.985695 693.368416 [63,] 4491.621220 -1761.985695 [64,] 12394.861362 4491.621220 [65,] -336.314202 12394.861362 [66,] 9016.364087 -336.314202 [67,] 1022.370628 9016.364087 [68,] 151.322474 1022.370628 [69,] 1393.399071 151.322474 [70,] 4765.501499 1393.399071 [71,] 5159.825568 4765.501499 [72,] -14980.150299 5159.825568 [73,] -9102.112063 -14980.150299 [74,] -497.802858 -9102.112063 [75,] 1032.739994 -497.802858 [76,] -6092.741958 1032.739994 [77,] 4657.864650 -6092.741958 [78,] -2671.632472 4657.864650 [79,] -15132.144553 -2671.632472 [80,] -14420.907375 -15132.144553 [81,] 2490.271678 -14420.907375 [82,] 5372.048658 2490.271678 [83,] -901.166765 5372.048658 [84,] -4609.686312 -901.166765 [85,] 3860.065236 -4609.686312 [86,] 79.631162 3860.065236 [87,] -1540.242643 79.631162 [88,] -6268.884085 -1540.242643 [89,] -1546.378015 -6268.884085 [90,] 1612.783259 -1546.378015 [91,] -868.371374 1612.783259 [92,] 14619.691056 -868.371374 [93,] 465.080722 14619.691056 [94,] -7142.551857 465.080722 [95,] 10179.241940 -7142.551857 [96,] -571.474653 10179.241940 [97,] 3630.235724 -571.474653 [98,] -2166.780132 3630.235724 [99,] 2722.962067 -2166.780132 [100,] 167.879799 2722.962067 [101,] -1521.752099 167.879799 [102,] -9467.590002 -1521.752099 [103,] 2658.491527 -9467.590002 [104,] -636.533879 2658.491527 [105,] -613.878644 -636.533879 [106,] -2906.255453 -613.878644 [107,] -650.644482 -2906.255453 [108,] 1582.557318 -650.644482 [109,] -7782.972687 1582.557318 [110,] -3883.483943 -7782.972687 [111,] -465.861361 -3883.483943 [112,] 426.810079 -465.861361 [113,] -946.501887 426.810079 [114,] 1582.557318 -946.501887 [115,] 1582.557318 1582.557318 [116,] 4077.544863 1582.557318 [117,] -4483.935989 4077.544863 [118,] 103.217142 -4483.935989 [119,] -4620.495042 103.217142 [120,] -841.727950 -4620.495042 [121,] 5710.181987 -841.727950 [122,] 4055.802269 5710.181987 [123,] -2887.834749 4055.802269 [124,] -262.863855 -2887.834749 [125,] 79.556736 -262.863855 [126,] -4185.449063 79.556736 [127,] 1482.190407 -4185.449063 [128,] -6843.197802 1482.190407 [129,] 1383.113789 -6843.197802 [130,] 1582.557318 1383.113789 [131,] -4299.112843 1582.557318 [132,] 1582.557318 -4299.112843 [133,] -4177.833793 1582.557318 [134,] 585.339672 -4177.833793 [135,] 1123.179616 585.339672 [136,] 1582.557318 1123.179616 [137,] -3316.122515 1582.557318 [138,] -2552.583881 -3316.122515 [139,] 1582.557318 -2552.583881 [140,] 1582.557318 1582.557318 [141,] -2036.030145 1582.557318 [142,] 951.688966 -2036.030145 [143,] 3783.416648 951.688966 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 16172.377675 -3186.482931 2 1410.524536 16172.377675 3 -4857.253250 1410.524536 4 -14044.454798 -4857.253250 5 17260.981081 -14044.454798 6 8746.135719 17260.981081 7 12935.092368 8746.135719 8 -7381.017211 12935.092368 9 14135.942407 -7381.017211 10 -5045.698045 14135.942407 11 -6777.990427 -5045.698045 12 -199.643814 -6777.990427 13 -418.521409 -199.643814 14 15740.105295 -418.521409 15 3779.103682 15740.105295 16 -23403.846381 3779.103682 17 -411.856997 -23403.846381 18 -13677.239437 -411.856997 19 -12582.907113 -13677.239437 20 3175.336722 -12582.907113 21 3492.901558 3175.336722 22 752.775672 3492.901558 23 -2754.058909 752.775672 24 5898.605945 -2754.058909 25 5533.387468 5898.605945 26 -2716.996187 5533.387468 27 9077.981270 -2716.996187 28 1822.372227 9077.981270 29 10796.524225 1822.372227 30 -9232.622852 10796.524225 31 5607.188139 -9232.622852 32 -8500.399033 5607.188139 33 -3737.046355 -8500.399033 34 10247.522216 -3737.046355 35 1582.557318 10247.522216 36 -12282.521764 1582.557318 37 -7536.279344 -12282.521764 38 8.639594 -7536.279344 39 4282.881713 8.639594 40 -2742.568937 4282.881713 41 -1829.549495 -2742.568937 42 -2991.193340 -1829.549495 43 348.963823 -2991.193340 44 -14526.047557 348.963823 45 3358.846555 -14526.047557 46 2852.741541 3358.846555 47 -3782.623532 2852.741541 48 2737.558598 -3782.623532 49 -4069.138807 2737.558598 50 3045.055991 -4069.138807 51 -3527.659301 3045.055991 52 7245.734527 -3527.659301 53 5280.111126 7245.734527 54 13435.818407 5280.111126 55 8096.755302 13435.818407 56 6219.895609 8096.755302 57 -4188.125792 6219.895609 58 3248.545979 -4188.125792 59 -5197.114124 3248.545979 60 4205.759713 -5197.114124 61 693.368416 4205.759713 62 -1761.985695 693.368416 63 4491.621220 -1761.985695 64 12394.861362 4491.621220 65 -336.314202 12394.861362 66 9016.364087 -336.314202 67 1022.370628 9016.364087 68 151.322474 1022.370628 69 1393.399071 151.322474 70 4765.501499 1393.399071 71 5159.825568 4765.501499 72 -14980.150299 5159.825568 73 -9102.112063 -14980.150299 74 -497.802858 -9102.112063 75 1032.739994 -497.802858 76 -6092.741958 1032.739994 77 4657.864650 -6092.741958 78 -2671.632472 4657.864650 79 -15132.144553 -2671.632472 80 -14420.907375 -15132.144553 81 2490.271678 -14420.907375 82 5372.048658 2490.271678 83 -901.166765 5372.048658 84 -4609.686312 -901.166765 85 3860.065236 -4609.686312 86 79.631162 3860.065236 87 -1540.242643 79.631162 88 -6268.884085 -1540.242643 89 -1546.378015 -6268.884085 90 1612.783259 -1546.378015 91 -868.371374 1612.783259 92 14619.691056 -868.371374 93 465.080722 14619.691056 94 -7142.551857 465.080722 95 10179.241940 -7142.551857 96 -571.474653 10179.241940 97 3630.235724 -571.474653 98 -2166.780132 3630.235724 99 2722.962067 -2166.780132 100 167.879799 2722.962067 101 -1521.752099 167.879799 102 -9467.590002 -1521.752099 103 2658.491527 -9467.590002 104 -636.533879 2658.491527 105 -613.878644 -636.533879 106 -2906.255453 -613.878644 107 -650.644482 -2906.255453 108 1582.557318 -650.644482 109 -7782.972687 1582.557318 110 -3883.483943 -7782.972687 111 -465.861361 -3883.483943 112 426.810079 -465.861361 113 -946.501887 426.810079 114 1582.557318 -946.501887 115 1582.557318 1582.557318 116 4077.544863 1582.557318 117 -4483.935989 4077.544863 118 103.217142 -4483.935989 119 -4620.495042 103.217142 120 -841.727950 -4620.495042 121 5710.181987 -841.727950 122 4055.802269 5710.181987 123 -2887.834749 4055.802269 124 -262.863855 -2887.834749 125 79.556736 -262.863855 126 -4185.449063 79.556736 127 1482.190407 -4185.449063 128 -6843.197802 1482.190407 129 1383.113789 -6843.197802 130 1582.557318 1383.113789 131 -4299.112843 1582.557318 132 1582.557318 -4299.112843 133 -4177.833793 1582.557318 134 585.339672 -4177.833793 135 1123.179616 585.339672 136 1582.557318 1123.179616 137 -3316.122515 1582.557318 138 -2552.583881 -3316.122515 139 1582.557318 -2552.583881 140 1582.557318 1582.557318 141 -2036.030145 1582.557318 142 951.688966 -2036.030145 143 3783.416648 951.688966 > 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/www/rcomp/tmp/70wnj1322153847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8oh0s1322153847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/988ni1322153847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/www/rcomp/tmp/10qh321322153847.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/www/rcomp/tmp/11ezaf1322153847.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/www/rcomp/tmp/128z3n1322153847.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/www/rcomp/tmp/1354g01322153848.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/www/rcomp/tmp/14b6hb1322153848.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/www/rcomp/tmp/1524ur1322153848.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/www/rcomp/tmp/16mvjv1322153848.tab") + } > > try(system("convert tmp/13r8v1322153847.ps tmp/13r8v1322153847.png",intern=TRUE)) character(0) > try(system("convert tmp/29hul1322153847.ps tmp/29hul1322153847.png",intern=TRUE)) character(0) > try(system("convert tmp/3bwv71322153847.ps tmp/3bwv71322153847.png",intern=TRUE)) character(0) > try(system("convert tmp/418pn1322153847.ps tmp/418pn1322153847.png",intern=TRUE)) character(0) > try(system("convert tmp/5f50s1322153847.ps tmp/5f50s1322153847.png",intern=TRUE)) character(0) > try(system("convert tmp/6v6qg1322153847.ps tmp/6v6qg1322153847.png",intern=TRUE)) character(0) > try(system("convert tmp/70wnj1322153847.ps tmp/70wnj1322153847.png",intern=TRUE)) character(0) > try(system("convert tmp/8oh0s1322153847.ps tmp/8oh0s1322153847.png",intern=TRUE)) character(0) > try(system("convert tmp/988ni1322153847.ps tmp/988ni1322153847.png",intern=TRUE)) character(0) > try(system("convert tmp/10qh321322153847.ps tmp/10qh321322153847.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.084 0.676 13.688