R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(61 + ,80 + ,41 + ,568 + ,10173 + ,81 + ,111 + ,50 + ,1110 + ,10083 + ,87 + ,122 + ,46 + ,338 + ,10258 + ,87 + ,131 + ,36 + ,555 + ,10154 + ,136 + ,192 + ,67 + ,281 + ,10207 + ,147 + ,188 + ,104 + ,571 + ,10133 + ,168 + ,216 + ,115 + ,322 + ,10197 + ,185 + ,238 + ,125 + ,503 + ,10184 + ,137 + ,173 + ,97 + ,1078 + ,10163 + ,125 + ,160 + ,88 + ,582 + ,10104 + ,64 + ,93 + ,27 + ,926 + ,10127 + ,45 + ,67 + ,19 + ,491 + ,10164 + ,35 + ,60 + ,9 + ,504 + ,10219 + ,-4 + ,32 + ,-47 + ,314 + ,10177 + ,88 + ,126 + ,46 + ,269 + ,10138 + ,85 + ,131 + ,36 + ,252 + ,10164 + ,95 + ,134 + ,51 + ,342 + ,10223 + ,128 + ,162 + ,90 + ,1464 + ,10122 + ,186 + ,230 + ,142 + ,921 + ,10161 + ,182 + ,232 + ,119 + ,115 + ,10199 + ,151 + ,200 + ,92 + ,789 + ,10160 + ,106 + ,143 + ,70 + ,495 + ,10157 + ,60 + ,85 + ,30 + ,1279 + ,10113 + ,44 + ,66 + ,19 + ,391 + ,10276 + ,30 + ,54 + ,2 + ,352 + ,10303 + ,54 + ,81 + ,21 + ,340 + ,10232 + ,72 + ,100 + ,41 + ,715 + ,10140 + ,88 + 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,138 + ,58 + ,617 + ,10133 + ,142 + ,185 + ,92 + ,706 + ,10158 + ,150 + ,198 + ,97 + ,832 + ,10173 + ,190 + ,237 + ,138 + ,393 + ,10171 + ,176 + ,223 + ,127 + ,1551 + ,10130 + ,175 + ,237 + ,136 + ,675 + ,10105 + ,112 + ,146 + ,80 + ,1225 + ,10154 + ,73 + ,102 + ,38 + ,737 + ,10206 + ,52 + ,77 + ,23 + ,1444 + ,10078 + ,48 + ,70 + ,22 + ,452 + ,10233 + ,61 + ,86 + ,30 + ,1157 + ,10179 + ,68 + ,98 + ,32 + ,718 + ,10197 + ,97 + ,141 + ,55 + ,419 + ,10075 + ,146 + ,195 + ,96 + ,898 + ,10147 + ,160 + ,205 + ,110 + ,417 + ,10195 + ,155 + ,191 + ,117 + ,1207 + ,10129 + ,175 + ,226 + ,125 + ,163 + ,10175 + ,163 + ,191 + ,127 + ,643 + ,10128 + ,117 + ,147 + ,86 + ,1333 + ,10099 + ,82 + ,100 + ,62 + ,1625 + ,10015 + ,55 + ,74 + ,33 + ,970 + ,10079 + ,32 + ,56 + ,6 + ,787 + ,10112 + ,48 + ,77 + ,17 + ,995 + ,10170 + ,53 + ,80 + ,24 + ,669 + ,10048 + ,82 + ,120 + ,44 + ,861 + ,10119 + ,139 + ,186 + ,85 + ,247 + ,10180 + ,150 + ,196 + ,95 + ,349 + ,10168 + ,184 + ,229 + ,140 + ,994 + ,10141 + ,185 + ,229 + ,139 + ,1213 + ,10149 + ,138 + ,229 + ,104 + ,2540 + ,10117 + ,147 + ,176 + ,117 + ,388 + ,10140 + ,77 + ,104 + ,42 + ,907 + ,10216 + ,32 + ,61 + ,-4 + ,778 + ,10227 + ,48 + ,72 + ,23 + ,729 + ,10209 + ,72 + ,99 + ,42 + ,1428 + ,10097 + ,76 + ,113 + ,34 + ,462 + ,10176 + ,94 + ,140 + ,44 + ,528 + ,10158 + ,133 + ,174 + ,89 + ,325 + ,10132 + ,164 + ,209 + ,116 + ,777 + ,10154 + ,174 + ,205 + ,133 + ,686 + ,10145 + ,187 + ,229 + ,141 + ,1464 + ,10153 + ,149 + ,215 + ,104 + ,438 + ,10199 + ,102 + ,136 + ,63 + ,792 + ,10111 + ,86 + ,113 + ,52 + ,1089 + ,10071 + ,35 + ,57 + ,13 + ,920 + ,10151 + ,31 + ,55 + ,2 + ,680 + ,10148 + ,28 + ,66 + ,-10 + ,206 + ,10206 + ,75 + ,125 + ,23 + ,177 + ,10235 + ,102 + ,149 + ,45 + ,438 + ,10170 + ,133 + ,176 + ,83 + ,800 + ,10164 + ,178 + ,230 + ,114 + ,278 + ,10161 + ,190 + ,238 + ,137 + ,396 + ,10155 + ,190 + ,245 + ,132 + ,101 + ,10181 + ,147 + ,238 + ,87 + ,785 + ,10200 + ,83 + ,124 + ,39 + ,724 + ,10133 + ,83 + ,111 + ,52 + ,556 + ,10139 + ,46 + ,72 + ,18 + ,905 + ,10169 + ,40 + ,63 + ,12 + ,1199 + ,10080 + ,50 + ,78 + ,19 + ,688 + ,10191 + ,61 + ,100 + ,18 + ,443 + ,10202 + ,102 + ,149 + ,49 + ,710 + ,10128 + ,117 + ,166 + ,61 + ,273 + ,10160 + ,158 + ,201 + ,105 + ,752 + ,10170 + ,170 + ,214 + ,123 + ,852 + ,10158 + ,190 + ,231 + ,150 + ,1838 + ,10110 + ,155 + ,214 + ,113 + ,765 + ,10181 + ,117 + ,151 + ,84 + ,453 + ,10093 + ,68 + ,97 + ,33 + ,792 + ,10206 + ,40 + ,68 + ,7 + ,490 + ,10180 + ,56 + ,81 + ,30 + ,562 + ,10202 + ,28 + ,55 + ,-2 + ,731 + ,10193 + ,66 + ,99 + ,28 + ,315 + ,10158 + ,103 + ,146 + ,57 + ,623 + ,10139 + ,122 + ,170 + ,68 + ,423 + ,10167 + ,166 + ,218 + ,111 + ,726 + ,10188 + ,176 + ,218 + ,132 + ,1137 + ,10147 + ,164 + ,207 + ,115 + ,773 + ,10173 + ,160 + ,218 + ,114 + ,971 + ,10180 + ,139 + ,178 + ,102 + ,547 + ,10166 + ,75 + ,105 + ,40 + ,1004 + ,10149 + ,44 + ,67 + ,16 + ,538 + ,10167 + ,22 + ,47 + ,-7 + ,149 + ,10243 + ,32 + ,55 + ,11 + ,504 + ,10148 + ,42 + ,73 + ,7 + ,619 + ,10105 + ,86 + ,124 + ,47 + ,176 + ,10144 + ,140 + ,185 + ,93 + ,908 + ,10136 + ,163 + ,213 + ,104 + ,290 + ,10208 + ,222 + ,278 + ,159 + ,155 + ,10192 + ,166 + ,205 + ,129 + ,2681 + ,10111 + ,183 + ,278 + ,140 + ,179 + ,10139 + ,140 + ,171 + ,100 + ,1243 + ,10112 + ,98 + ,125 + ,67 + ,973 + ,10147 + ,69 + ,92 + ,44 + ,860 + ,10205 + ,75 + ,96 + ,49 + ,1029 + ,10154 + ,63 + ,92 + ,32 + ,772 + ,10087 + ,81 + ,118 + ,40 + ,805 + ,10151 + ,126 + ,185 + ,63 + ,3 + ,10217 + ,139 + ,183 + ,92 + ,1237 + ,10106 + ,171 + ,215 + ,133 + ,939 + ,10117 + ,170 + ,207 + ,134 + ,1799 + ,10115 + ,173 + ,214 + ,126 + ,534 + ,10148 + ,144 + ,207 + ,102 + ,1042 + ,10191 + ,105 + ,142 + ,64 + ,270 + ,10238 + ,75 + ,102 + ,43 + ,724 + ,10183 + ,41 + ,66 + ,16 + ,783 + ,10206 + ,68 + ,87 + ,43 + ,648 + ,10138 + ,53 + ,90 + ,11 + ,465 + ,10238 + ,61 + ,90 + ,26 + ,1292 + ,10052 + ,87 + ,133 + ,40 + ,318 + ,10110 + ,155 + ,205 + ,94 + ,747 + ,10156 + ,159 + ,201 + ,113 + ,298 + ,10160 + ,180 + ,220 + ,137 + ,1145 + ,10141 + ,175 + ,210 + ,140 + ,1456 + ,10116 + ,138 + ,220 + ,93 + ,612 + ,10176 + ,105 + ,136 + ,67 + ,1136 + ,10146 + ,73 + ,95 + ,44 + ,903 + ,1125 + ,26 + ,52 + ,-3 + ,609 + ,10180 + ,12 + ,40 + ,-14 + ,532 + ,10133 + ,35 + ,60 + ,4 + ,672 + ,10141 + ,64 + ,100 + ,25 + ,568 + ,10141 + ,115 + ,169 + ,57 + ,234 + ,10140 + ,138 + ,184 + ,87 + ,778 + ,10187 + ,138 + ,202 + ,107 + ,436 + ,10169 + ,182 + ,226 + ,140 + ,795 + ,10128 + ,191 + ,239 + ,136 + ,298 + ,10164 + ,155 + ,226 + ,112 + ,284 + ,10208 + ,113 + ,149 + ,70 + ,852 + ,10165 + ,98 + ,121 + ,72 + ,1307 + ,10036 + ,29 + ,50 + ,3 + ,1166 + ,10064) + ,dim=c(5 + ,240) + ,dimnames=list(c('Temp' + ,'Max' + ,'Min' + ,'Neerslag' + ,'Luchtdruk') + ,1:240)) > y <- array(NA,dim=c(5,240),dimnames=list(c('Temp','Max','Min','Neerslag','Luchtdruk'),1:240)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Temp Max Min Neerslag Luchtdruk t 1 61 80 41 568 10173 1 2 81 111 50 1110 10083 2 3 87 122 46 338 10258 3 4 87 131 36 555 10154 4 5 136 192 67 281 10207 5 6 147 188 104 571 10133 6 7 168 216 115 322 10197 7 8 185 238 125 503 10184 8 9 137 173 97 1078 10163 9 10 125 160 88 582 10104 10 11 64 93 27 926 10127 11 12 45 67 19 491 10164 12 13 35 60 9 504 10219 13 14 -4 32 -47 314 10177 14 15 88 126 46 269 10138 15 16 85 131 36 252 10164 16 17 95 134 51 342 10223 17 18 128 162 90 1464 10122 18 19 186 230 142 921 10161 19 20 182 232 119 115 10199 20 21 151 200 92 789 10160 21 22 106 143 70 495 10157 22 23 60 85 30 1279 10113 23 24 44 66 19 391 10276 24 25 30 54 2 352 10303 25 26 54 81 21 340 10232 26 27 72 100 41 715 10140 27 28 88 126 46 425 10121 28 29 153 204 94 413 10188 29 30 168 218 114 935 10164 30 31 181 227 130 680 10165 31 32 180 220 141 1472 10121 32 33 149 220 109 767 10166 33 34 84 120 46 1215 10091 34 35 85 110 58 1113 10121 35 36 42 67 17 711 10180 36 37 54 81 22 742 10197 37 38 30 52 5 225 10289 38 39 96 106 17 107 10220 39 40 110 156 57 457 10106 40 41 141 187 91 448 10141 41 42 159 204 106 385 10165 42 43 164 204 125 1518 10152 43 44 155 196 111 495 10188 44 45 135 204 99 1283 10110 45 46 93 124 63 751 10144 46 47 28 53 3 674 10206 47 48 56 77 30 1705 10045 48 49 56 77 30 894 10100 49 50 22 50 -9 309 10147 50 51 76 105 42 745 10149 51 52 83 125 38 806 10116 52 53 121 165 73 423 10138 53 54 151 194 102 506 10183 54 55 208 263 149 148 10174 55 56 179 225 132 494 10143 56 57 139 263 108 1794 10120 57 58 99 140 58 1329 10143 58 59 103 127 66 289 10181 59 60 57 86 24 1213 10161 60 61 44 71 15 1263 10121 61 62 70 95 43 910 10095 62 63 58 95 17 934 10114 63 64 91 133 47 228 10173 64 65 126 178 63 366 10164 65 66 146 160 101 45 10174 66 67 199 250 142 459 10155 67 68 194 251 131 253 10182 68 69 145 250 107 999 10109 69 70 131 173 85 182 10198 70 71 74 103 38 483 10167 71 72 -3 21 -36 401 10178 72 73 7 29 -15 47 10143 73 74 10 39 -21 665 10127 74 75 34 71 -3 102 10183 75 76 94 148 35 22 10178 76 77 105 144 62 445 10142 77 78 151 199 91 378 10207 78 79 162 206 110 419 10176 79 80 175 224 127 1046 10145 80 81 128 206 79 531 10172 81 82 115 152 76 809 10157 82 83 62 88 32 1416 10086 83 84 11 35 -18 369 10151 84 85 -7 23 -39 20 10236 85 86 64 92 30 882 10160 86 87 80 117 43 262 10233 87 88 77 120 26 186 10212 88 89 127 173 74 763 10150 89 90 158 202 111 1038 10100 90 91 173 217 123 558 10178 91 92 206 256 151 335 10161 92 93 147 217 95 242 10217 93 94 103 143 59 898 10173 94 95 73 95 47 498 10067 95 96 52 77 21 757 10117 96 97 52 76 23 843 10149 97 98 68 100 33 133 10238 98 99 77 108 39 1035 10211 99 100 94 132 61 1117 10030 100 101 147 195 91 341 10165 101 102 160 198 123 1304 10142 102 103 166 204 124 566 10126 103 104 167 212 112 756 10176 104 105 155 204 122 1761 10095 105 106 104 129 70 1469 10105 106 107 44 73 11 1370 10172 107 108 53 77 29 795 10180 108 109 56 80 26 920 10126 109 110 36 64 2 754 10154 110 111 76 109 38 1034 10107 111 112 99 138 58 617 10133 112 113 142 185 92 706 10158 113 114 150 198 97 832 10173 114 115 190 237 138 393 10171 115 116 176 223 127 1551 10130 116 117 175 237 136 675 10105 117 118 112 146 80 1225 10154 118 119 73 102 38 737 10206 119 120 52 77 23 1444 10078 120 121 48 70 22 452 10233 121 122 61 86 30 1157 10179 122 123 68 98 32 718 10197 123 124 97 141 55 419 10075 124 125 146 195 96 898 10147 125 126 160 205 110 417 10195 126 127 155 191 117 1207 10129 127 128 175 226 125 163 10175 128 129 163 191 127 643 10128 129 130 117 147 86 1333 10099 130 131 82 100 62 1625 10015 131 132 55 74 33 970 10079 132 133 32 56 6 787 10112 133 134 48 77 17 995 10170 134 135 53 80 24 669 10048 135 136 82 120 44 861 10119 136 137 139 186 85 247 10180 137 138 150 196 95 349 10168 138 139 184 229 140 994 10141 139 140 185 229 139 1213 10149 140 141 138 229 104 2540 10117 141 142 147 176 117 388 10140 142 143 77 104 42 907 10216 143 144 32 61 -4 778 10227 144 145 48 72 23 729 10209 145 146 72 99 42 1428 10097 146 147 76 113 34 462 10176 147 148 94 140 44 528 10158 148 149 133 174 89 325 10132 149 150 164 209 116 777 10154 150 151 174 205 133 686 10145 151 152 187 229 141 1464 10153 152 153 149 215 104 438 10199 153 154 102 136 63 792 10111 154 155 86 113 52 1089 10071 155 156 35 57 13 920 10151 156 157 31 55 2 680 10148 157 158 28 66 -10 206 10206 158 159 75 125 23 177 10235 159 160 102 149 45 438 10170 160 161 133 176 83 800 10164 161 162 178 230 114 278 10161 162 163 190 238 137 396 10155 163 164 190 245 132 101 10181 164 165 147 238 87 785 10200 165 166 83 124 39 724 10133 166 167 83 111 52 556 10139 167 168 46 72 18 905 10169 168 169 40 63 12 1199 10080 169 170 50 78 19 688 10191 170 171 61 100 18 443 10202 171 172 102 149 49 710 10128 172 173 117 166 61 273 10160 173 174 158 201 105 752 10170 174 175 170 214 123 852 10158 175 176 190 231 150 1838 10110 176 177 155 214 113 765 10181 177 178 117 151 84 453 10093 178 179 68 97 33 792 10206 179 180 40 68 7 490 10180 180 181 56 81 30 562 10202 181 182 28 55 -2 731 10193 182 183 66 99 28 315 10158 183 184 103 146 57 623 10139 184 185 122 170 68 423 10167 185 186 166 218 111 726 10188 186 187 176 218 132 1137 10147 187 188 164 207 115 773 10173 188 189 160 218 114 971 10180 189 190 139 178 102 547 10166 190 191 75 105 40 1004 10149 191 192 44 67 16 538 10167 192 193 22 47 -7 149 10243 193 194 32 55 11 504 10148 194 195 42 73 7 619 10105 195 196 86 124 47 176 10144 196 197 140 185 93 908 10136 197 198 163 213 104 290 10208 198 199 222 278 159 155 10192 199 200 166 205 129 2681 10111 200 201 183 278 140 179 10139 201 202 140 171 100 1243 10112 202 203 98 125 67 973 10147 203 204 69 92 44 860 10205 204 205 75 96 49 1029 10154 205 206 63 92 32 772 10087 206 207 81 118 40 805 10151 207 208 126 185 63 3 10217 208 209 139 183 92 1237 10106 209 210 171 215 133 939 10117 210 211 170 207 134 1799 10115 211 212 173 214 126 534 10148 212 213 144 207 102 1042 10191 213 214 105 142 64 270 10238 214 215 75 102 43 724 10183 215 216 41 66 16 783 10206 216 217 68 87 43 648 10138 217 218 53 90 11 465 10238 218 219 61 90 26 1292 10052 219 220 87 133 40 318 10110 220 221 155 205 94 747 10156 221 222 159 201 113 298 10160 222 223 180 220 137 1145 10141 223 224 175 210 140 1456 10116 224 225 138 220 93 612 10176 225 226 105 136 67 1136 10146 226 227 73 95 44 903 1125 227 228 26 52 -3 609 10180 228 229 12 40 -14 532 10133 229 230 35 60 4 672 10141 230 231 64 100 25 568 10141 231 232 115 169 57 234 10140 232 233 138 184 87 778 10187 233 234 138 202 107 436 10169 234 235 182 226 140 795 10128 235 236 191 239 136 298 10164 236 237 155 226 112 284 10208 237 238 113 149 70 852 10165 238 239 98 121 72 1307 10036 239 240 29 50 3 1166 10064 240 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Max Min Neerslag Luchtdruk t 1.695e+01 3.384e-01 6.917e-01 -5.929e-03 -4.219e-05 -5.557e-03 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -30.276 -2.226 0.699 2.974 32.704 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.695e+01 6.465e+00 2.621 0.00934 ** Max 3.384e-01 2.112e-02 16.028 < 2e-16 *** Min 6.917e-01 2.924e-02 23.652 < 2e-16 *** Neerslag -5.929e-03 9.068e-04 -6.538 3.87e-10 *** Luchtdruk -4.219e-05 6.174e-04 -0.068 0.94557 t -5.557e-03 5.201e-03 -1.068 0.28644 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 5.52 on 234 degrees of freedom Multiple R-squared: 0.9894, Adjusted R-squared: 0.9892 F-statistic: 4378 on 5 and 234 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 2.536111e-03 5.072222e-03 9.974639e-01 [2,] 2.947809e-04 5.895617e-04 9.997052e-01 [3,] 4.616344e-05 9.232689e-05 9.999538e-01 [4,] 8.263582e-06 1.652716e-05 9.999917e-01 [5,] 5.126577e-05 1.025315e-04 9.999487e-01 [6,] 1.766829e-05 3.533659e-05 9.999823e-01 [7,] 3.101405e-06 6.202810e-06 9.999969e-01 [8,] 2.066237e-06 4.132474e-06 9.999979e-01 [9,] 3.764226e-07 7.528452e-07 9.999996e-01 [10,] 6.616903e-08 1.323381e-07 9.999999e-01 [11,] 2.133246e-08 4.266492e-08 1.000000e+00 [12,] 3.060220e-07 6.120439e-07 9.999997e-01 [13,] 9.866388e-08 1.973278e-07 9.999999e-01 [14,] 6.097743e-08 1.219549e-07 9.999999e-01 [15,] 2.150533e-08 4.301067e-08 1.000000e+00 [16,] 5.286823e-09 1.057365e-08 1.000000e+00 [17,] 1.244295e-09 2.488589e-09 1.000000e+00 [18,] 4.002442e-10 8.004885e-10 1.000000e+00 [19,] 9.117260e-11 1.823452e-10 1.000000e+00 [20,] 1.978769e-11 3.957537e-11 1.000000e+00 [21,] 4.389657e-12 8.779315e-12 1.000000e+00 [22,] 1.990060e-12 3.980120e-12 1.000000e+00 [23,] 4.269288e-13 8.538575e-13 1.000000e+00 [24,] 1.722246e-13 3.444492e-13 1.000000e+00 [25,] 2.748359e-03 5.496719e-03 9.972516e-01 [26,] 1.747654e-03 3.495308e-03 9.982523e-01 [27,] 1.140004e-03 2.280007e-03 9.988600e-01 [28,] 6.886579e-04 1.377316e-03 9.993113e-01 [29,] 4.463965e-04 8.927930e-04 9.995536e-01 [30,] 2.752375e-04 5.504749e-04 9.997248e-01 [31,] 8.995444e-01 2.009111e-01 1.004556e-01 [32,] 8.846737e-01 2.306526e-01 1.153263e-01 [33,] 8.621668e-01 2.756664e-01 1.378332e-01 [34,] 8.347425e-01 3.305150e-01 1.652575e-01 [35,] 8.028584e-01 3.942831e-01 1.971416e-01 [36,] 7.677580e-01 4.644841e-01 2.322420e-01 [37,] 9.415818e-01 1.168364e-01 5.841821e-02 [38,] 9.298163e-01 1.403675e-01 7.018374e-02 [39,] 9.182174e-01 1.635652e-01 8.178261e-02 [40,] 9.144377e-01 1.711247e-01 8.556234e-02 [41,] 8.959899e-01 2.080201e-01 1.040101e-01 [42,] 8.833536e-01 2.332927e-01 1.166464e-01 [43,] 8.594113e-01 2.811774e-01 1.405887e-01 [44,] 8.356939e-01 3.286122e-01 1.643061e-01 [45,] 8.071838e-01 3.856324e-01 1.928162e-01 [46,] 7.764795e-01 4.470410e-01 2.235205e-01 [47,] 7.421248e-01 5.157505e-01 2.578752e-01 [48,] 7.054353e-01 5.891294e-01 2.945647e-01 [49,] 9.998852e-01 2.295676e-04 1.147838e-04 [50,] 9.999020e-01 1.959474e-04 9.797371e-05 [51,] 9.998527e-01 2.946329e-04 1.473164e-04 [52,] 9.998420e-01 3.160750e-04 1.580375e-04 [53,] 9.997904e-01 4.192991e-04 2.096496e-04 [54,] 9.997134e-01 5.732828e-04 2.866414e-04 [55,] 9.996373e-01 7.253710e-04 3.626855e-04 [56,] 9.995117e-01 9.765829e-04 4.882914e-04 [57,] 9.996116e-01 7.767836e-04 3.883918e-04 [58,] 9.995966e-01 8.067572e-04 4.033786e-04 [59,] 9.994584e-01 1.083264e-03 5.416322e-04 [60,] 9.993183e-01 1.363406e-03 6.817028e-04 [61,] 9.999994e-01 1.195384e-06 5.976919e-07 [62,] 9.999991e-01 1.853200e-06 9.265999e-07 [63,] 9.999985e-01 3.005251e-06 1.502625e-06 [64,] 9.999976e-01 4.775106e-06 2.387553e-06 [65,] 9.999990e-01 1.959661e-06 9.798307e-07 [66,] 9.999984e-01 3.115298e-06 1.557649e-06 [67,] 9.999980e-01 4.092032e-06 2.046016e-06 [68,] 9.999972e-01 5.503670e-06 2.751835e-06 [69,] 9.999957e-01 8.698403e-06 4.349202e-06 [70,] 9.999970e-01 6.084202e-06 3.042101e-06 [71,] 9.999958e-01 8.388740e-06 4.194370e-06 [72,] 9.999943e-01 1.136727e-05 5.683635e-06 [73,] 9.999975e-01 4.980957e-06 2.490479e-06 [74,] 9.999962e-01 7.649338e-06 3.824669e-06 [75,] 9.999956e-01 8.835640e-06 4.417820e-06 [76,] 9.999936e-01 1.280268e-05 6.401342e-06 [77,] 9.999918e-01 1.648638e-05 8.243188e-06 [78,] 9.999885e-01 2.300207e-05 1.150104e-05 [79,] 9.999850e-01 2.996360e-05 1.498180e-05 [80,] 9.999810e-01 3.794208e-05 1.897104e-05 [81,] 9.999832e-01 3.368864e-05 1.684432e-05 [82,] 9.999783e-01 4.330390e-05 2.165195e-05 [83,] 9.999692e-01 6.153808e-05 3.076904e-05 [84,] 9.999555e-01 8.895232e-05 4.447616e-05 [85,] 9.999633e-01 7.339594e-05 3.669797e-05 [86,] 9.999559e-01 8.814470e-05 4.407235e-05 [87,] 9.999530e-01 9.401102e-05 4.700551e-05 [88,] 9.999312e-01 1.375236e-04 6.876182e-05 [89,] 9.999010e-01 1.979599e-04 9.897994e-05 [90,] 9.998776e-01 2.448009e-04 1.224005e-04 [91,] 9.998663e-01 2.674540e-04 1.337270e-04 [92,] 9.998234e-01 3.531969e-04 1.765985e-04 [93,] 9.997918e-01 4.164088e-04 2.082044e-04 [94,] 9.997119e-01 5.762662e-04 2.881331e-04 [95,] 9.996024e-01 7.952796e-04 3.976398e-04 [96,] 9.996543e-01 6.914744e-04 3.457372e-04 [97,] 9.996221e-01 7.557807e-04 3.778903e-04 [98,] 9.996081e-01 7.837055e-04 3.918527e-04 [99,] 9.995574e-01 8.851073e-04 4.425536e-04 [100,] 9.994995e-01 1.000908e-03 5.004538e-04 [101,] 9.993085e-01 1.382969e-03 6.914846e-04 [102,] 9.990679e-01 1.864145e-03 9.320725e-04 [103,] 9.988337e-01 2.332622e-03 1.166311e-03 [104,] 9.984128e-01 3.174500e-03 1.587250e-03 [105,] 9.981519e-01 3.696257e-03 1.848129e-03 [106,] 9.980048e-01 3.990430e-03 1.995215e-03 [107,] 9.973806e-01 5.238825e-03 2.619413e-03 [108,] 9.974770e-01 5.046018e-03 2.523009e-03 [109,] 9.990774e-01 1.845230e-03 9.226151e-04 [110,] 9.987800e-01 2.439961e-03 1.219981e-03 [111,] 9.983417e-01 3.316688e-03 1.658344e-03 [112,] 9.979143e-01 4.171328e-03 2.085664e-03 [113,] 9.976513e-01 4.697461e-03 2.348730e-03 [114,] 9.969627e-01 6.074505e-03 3.037252e-03 [115,] 9.959887e-01 8.022699e-03 4.011349e-03 [116,] 9.949532e-01 1.009365e-02 5.046826e-03 [117,] 9.938115e-01 1.237690e-02 6.188450e-03 [118,] 9.920542e-01 1.589165e-02 7.945825e-03 [119,] 9.897640e-01 2.047194e-02 1.023597e-02 [120,] 9.877486e-01 2.450271e-02 1.225135e-02 [121,] 9.846406e-01 3.071888e-02 1.535944e-02 [122,] 9.806983e-01 3.860346e-02 1.930173e-02 [123,] 9.763874e-01 4.722522e-02 2.361261e-02 [124,] 9.727572e-01 5.448554e-02 2.724277e-02 [125,] 9.679142e-01 6.417167e-02 3.208584e-02 [126,] 9.606428e-01 7.871433e-02 3.935717e-02 [127,] 9.543493e-01 9.130138e-02 4.565069e-02 [128,] 9.446832e-01 1.106335e-01 5.531676e-02 [129,] 9.362722e-01 1.274556e-01 6.372778e-02 [130,] 9.310426e-01 1.379149e-01 6.895744e-02 [131,] 9.175383e-01 1.649234e-01 8.246168e-02 [132,] 9.047447e-01 1.905107e-01 9.525533e-02 [133,] 9.852222e-01 2.955556e-02 1.477778e-02 [134,] 9.860065e-01 2.798691e-02 1.399345e-02 [135,] 9.824693e-01 3.506135e-02 1.753067e-02 [136,] 9.783476e-01 4.330483e-02 2.165242e-02 [137,] 9.766479e-01 4.670418e-02 2.335209e-02 [138,] 9.722531e-01 5.549376e-02 2.774688e-02 [139,] 9.654560e-01 6.908801e-02 3.454400e-02 [140,] 9.591625e-01 8.167494e-02 4.083747e-02 [141,] 9.502102e-01 9.957962e-02 4.978981e-02 [142,] 9.398118e-01 1.203763e-01 6.018817e-02 [143,] 9.280095e-01 1.439811e-01 7.199053e-02 [144,] 9.195675e-01 1.608650e-01 8.043248e-02 [145,] 9.471649e-01 1.056702e-01 5.283508e-02 [146,] 9.358344e-01 1.283311e-01 6.416556e-02 [147,] 9.238193e-01 1.523613e-01 7.618066e-02 [148,] 9.213196e-01 1.573609e-01 7.868043e-02 [149,] 9.076521e-01 1.846958e-01 9.234788e-02 [150,] 8.943620e-01 2.112761e-01 1.056380e-01 [151,] 8.756944e-01 2.486112e-01 1.243056e-01 [152,] 8.821484e-01 2.357031e-01 1.178516e-01 [153,] 8.719165e-01 2.561669e-01 1.280835e-01 [154,] 8.916319e-01 2.167362e-01 1.083681e-01 [155,] 8.760073e-01 2.479854e-01 1.239927e-01 [156,] 8.614122e-01 2.771755e-01 1.385878e-01 [157,] 8.886482e-01 2.227037e-01 1.113518e-01 [158,] 8.691137e-01 2.617726e-01 1.308863e-01 [159,] 8.504324e-01 2.991352e-01 1.495676e-01 [160,] 8.311531e-01 3.376939e-01 1.688469e-01 [161,] 8.077477e-01 3.845045e-01 1.922523e-01 [162,] 7.824459e-01 4.351081e-01 2.175541e-01 [163,] 7.503289e-01 4.993422e-01 2.496711e-01 [164,] 7.378443e-01 5.243114e-01 2.621557e-01 [165,] 7.285598e-01 5.428804e-01 2.714402e-01 [166,] 7.368263e-01 5.263474e-01 2.631737e-01 [167,] 7.064513e-01 5.870974e-01 2.935487e-01 [168,] 6.737496e-01 6.525009e-01 3.262504e-01 [169,] 6.990616e-01 6.018767e-01 3.009384e-01 [170,] 6.801164e-01 6.397672e-01 3.198836e-01 [171,] 6.400289e-01 7.199423e-01 3.599711e-01 [172,] 5.985592e-01 8.028816e-01 4.014408e-01 [173,] 5.803328e-01 8.393344e-01 4.196672e-01 [174,] 5.419076e-01 9.161849e-01 4.580924e-01 [175,] 4.976834e-01 9.953668e-01 5.023166e-01 [176,] 4.560579e-01 9.121159e-01 5.439421e-01 [177,] 4.407711e-01 8.815422e-01 5.592289e-01 [178,] 4.210512e-01 8.421024e-01 5.789488e-01 [179,] 3.801873e-01 7.603747e-01 6.198127e-01 [180,] 3.607835e-01 7.215670e-01 6.392165e-01 [181,] 3.292078e-01 6.584155e-01 6.707922e-01 [182,] 2.981429e-01 5.962858e-01 7.018571e-01 [183,] 2.601882e-01 5.203765e-01 7.398118e-01 [184,] 2.261873e-01 4.523746e-01 7.738127e-01 [185,] 1.991837e-01 3.983673e-01 8.008163e-01 [186,] 2.121878e-01 4.243757e-01 7.878122e-01 [187,] 1.791412e-01 3.582824e-01 8.208588e-01 [188,] 1.529640e-01 3.059281e-01 8.470360e-01 [189,] 1.294337e-01 2.588674e-01 8.705663e-01 [190,] 1.462027e-01 2.924055e-01 8.537973e-01 [191,] 1.935684e-01 3.871369e-01 8.064316e-01 [192,] 1.751837e-01 3.503674e-01 8.248163e-01 [193,] 6.936561e-01 6.126877e-01 3.063439e-01 [194,] 6.647399e-01 6.705202e-01 3.352601e-01 [195,] 6.139063e-01 7.721873e-01 3.860937e-01 [196,] 5.801614e-01 8.396772e-01 4.198386e-01 [197,] 5.317642e-01 9.364716e-01 4.682358e-01 [198,] 4.877110e-01 9.754219e-01 5.122890e-01 [199,] 4.320439e-01 8.640878e-01 5.679561e-01 [200,] 4.289178e-01 8.578357e-01 5.710822e-01 [201,] 3.949240e-01 7.898481e-01 6.050760e-01 [202,] 3.554644e-01 7.109289e-01 6.445356e-01 [203,] 3.027897e-01 6.055794e-01 6.972103e-01 [204,] 2.662953e-01 5.325906e-01 7.337047e-01 [205,] 3.104027e-01 6.208054e-01 6.895973e-01 [206,] 2.585531e-01 5.171062e-01 7.414469e-01 [207,] 2.088241e-01 4.176482e-01 7.911759e-01 [208,] 1.916239e-01 3.832477e-01 8.083761e-01 [209,] 1.630014e-01 3.260028e-01 8.369986e-01 [210,] 1.243143e-01 2.486286e-01 8.756857e-01 [211,] 9.443541e-02 1.888708e-01 9.055646e-01 [212,] 6.801917e-02 1.360383e-01 9.319808e-01 [213,] 1.267166e-01 2.534332e-01 8.732834e-01 [214,] 9.972019e-02 1.994404e-01 9.002798e-01 [215,] 7.762470e-02 1.552494e-01 9.223753e-01 [216,] 5.185963e-02 1.037193e-01 9.481404e-01 [217,] 1.792449e-01 3.584898e-01 8.207551e-01 [218,] 1.342667e-01 2.685335e-01 8.657333e-01 [219,] 1.028287e-01 2.056574e-01 8.971713e-01 [220,] 6.448747e-02 1.289749e-01 9.355125e-01 [221,] 3.815259e-02 7.630518e-02 9.618474e-01 [222,] 2.015132e-02 4.030265e-02 9.798487e-01 [223,] 1.053409e-02 2.106818e-02 9.894659e-01 > postscript(file="/var/wessaorg/rcomp/tmp/1qxqd1322155823.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/274x11322155823.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/38x1u1322155823.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/468il1322155823.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/51dmu1322155823.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 240 Frequency = 1 1 2 3 4 5 6 -7.57695738 -1.07835134 -0.59850146 4.56025514 9.85676391 -1.66025267 7 8 9 10 11 12 0.78701568 4.50274007 1.28194729 -3.03087937 2.88326981 -4.35591799 13 14 15 16 17 18 -4.98503265 3.10304341 -1.29969856 0.83091165 -0.01809913 3.18337165 19 20 21 22 23 24 -1.01011107 5.45038900 7.95584738 -4.27399028 1.67464835 -5.53896159 25 26 27 28 29 30 -3.94356425 -2.29193935 -2.33095513 -0.30326455 5.03511561 4.56267576 31 32 33 34 35 36 1.94346842 0.40327460 -12.63503154 2.44322707 -2.07066450 -4.53413111 37 38 39 40 41 42 -0.54056379 -6.02308691 32.70432942 4.19095409 1.13574866 2.64009229 43 44 45 46 47 48 1.22040666 -1.44664215 -11.17958020 -4.35132390 -4.26955331 3.04387432 49 50 51 52 53 54 -1.75657562 -3.10382965 -0.40318484 2.96076369 0.95002639 1.57601839 55 56 57 58 59 60 0.59737625 -1.72781788 -30.27551832 3.18575893 -0.10703246 2.30269923 61 62 63 64 65 66 0.90471100 -2.67343653 3.45917493 -1.32971409 8.19715473 6.10749033 67 68 69 70 71 72 2.74859831 3.80411001 -23.83145281 -1.38957545 -0.40102093 1.05537658 73 74 75 76 77 78 -8.27233118 -0.83757277 -3.44787613 3.73964129 -0.07032254 6.86794620 79 80 81 82 83 84 2.60413135 1.47527326 -9.27847452 -0.27491506 2.42052668 -2.25728185 85 86 87 88 89 90 -3.73062954 1.30394801 -3.81610644 3.48141569 5.76726971 2.99407393 91 92 93 94 95 96 1.78028620 0.89679265 -6.71314150 3.12474978 -4.70069185 -0.08170648 97 98 99 100 101 102 -0.60986410 -3.84933906 3.64533458 -2.21014224 4.12835134 -0.30694293 103 104 105 106 107 108 -1.39986293 6.32712488 -3.92165419 4.70341396 3.88678810 -4.32058902 109 110 111 112 113 114 0.48357682 1.52161111 3.05496387 -0.05907292 4.05141750 4.94657684 115 116 117 118 119 120 0.79109686 6.00722326 -11.14524548 -1.34473233 0.71174420 2.73978735 121 122 123 124 125 126 -4.06885673 2.16584878 1.12481751 -2.10897630 3.10490361 1.19270012 127 128 129 130 131 132 0.77550778 -2.78540125 -1.47421980 -0.12862204 -0.88848844 -2.90538680 133 134 135 136 137 138 -2.21599627 0.30954508 -2.47999385 0.29580772 2.96776449 4.27633386 139 140 141 142 143 144 -0.18945730 2.80655465 -12.11242856 -6.91994647 2.40982495 3.02137311 145 146 147 148 149 150 -3.66274733 2.20258674 1.27964869 3.62117967 -1.21069803 1.95487208 151 152 153 154 155 156 1.01550661 4.97818025 -8.76675386 1.42937098 2.58665605 -3.47825821 157 158 159 160 161 162 -0.61029823 -1.83505045 2.20650583 7.41719421 5.14684153 7.33964794 163 164 165 166 167 168 1.42821721 0.77527884 -4.66789534 2.75558502 -2.82702026 -1.03467936 169 170 171 172 173 174 1.90624887 -1.03148834 1.76814069 6.32800412 4.69035355 6.25675475 175 176 177 178 179 180 2.00464421 3.42506418 -6.58217661 -5.04989297 1.52188472 -0.46568963 181 182 183 184 185 186 -4.34082817 -0.40033100 -0.50440117 2.36111286 4.45110608 4.26656094 187 188 189 190 191 192 2.18165563 3.51169024 -2.33959948 -4.01090931 2.29379967 -2.00174857 193 194 195 196 197 198 -3.62179341 -6.67337922 0.68717147 -2.85978834 3.02324651 5.28309289 199 200 201 202 203 204 3.44649973 7.88127313 -22.26020454 4.93241158 -0.26768417 -2.85249852 205 206 207 208 209 210 -0.65929303 -1.06781587 2.80333514 4.47287324 5.40782716 -3.54210664 211 212 213 214 215 216 2.57797545 1.24938370 -5.76176759 -1.04899546 -0.29125525 -3.07571849 217 218 219 220 221 222 -2.65615363 2.38744389 4.91298233 0.91000069 9.74258226 -0.70215793 223 224 225 226 227 228 2.29357831 0.45121337 -12.41953494 4.10374724 0.13185816 -1.16158130 229 230 231 232 233 234 -3.94474836 0.67211592 0.99828037 4.53763015 4.94328203 -17.00519183 235 236 237 238 239 240 -1.82105799 2.60650708 -12.46888887 4.01274315 -0.19678189 1.72932200 > postscript(file="/var/wessaorg/rcomp/tmp/6gd9i1322155823.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 240 Frequency = 1 lag(myerror, k = 1) myerror 0 -7.57695738 NA 1 -1.07835134 -7.57695738 2 -0.59850146 -1.07835134 3 4.56025514 -0.59850146 4 9.85676391 4.56025514 5 -1.66025267 9.85676391 6 0.78701568 -1.66025267 7 4.50274007 0.78701568 8 1.28194729 4.50274007 9 -3.03087937 1.28194729 10 2.88326981 -3.03087937 11 -4.35591799 2.88326981 12 -4.98503265 -4.35591799 13 3.10304341 -4.98503265 14 -1.29969856 3.10304341 15 0.83091165 -1.29969856 16 -0.01809913 0.83091165 17 3.18337165 -0.01809913 18 -1.01011107 3.18337165 19 5.45038900 -1.01011107 20 7.95584738 5.45038900 21 -4.27399028 7.95584738 22 1.67464835 -4.27399028 23 -5.53896159 1.67464835 24 -3.94356425 -5.53896159 25 -2.29193935 -3.94356425 26 -2.33095513 -2.29193935 27 -0.30326455 -2.33095513 28 5.03511561 -0.30326455 29 4.56267576 5.03511561 30 1.94346842 4.56267576 31 0.40327460 1.94346842 32 -12.63503154 0.40327460 33 2.44322707 -12.63503154 34 -2.07066450 2.44322707 35 -4.53413111 -2.07066450 36 -0.54056379 -4.53413111 37 -6.02308691 -0.54056379 38 32.70432942 -6.02308691 39 4.19095409 32.70432942 40 1.13574866 4.19095409 41 2.64009229 1.13574866 42 1.22040666 2.64009229 43 -1.44664215 1.22040666 44 -11.17958020 -1.44664215 45 -4.35132390 -11.17958020 46 -4.26955331 -4.35132390 47 3.04387432 -4.26955331 48 -1.75657562 3.04387432 49 -3.10382965 -1.75657562 50 -0.40318484 -3.10382965 51 2.96076369 -0.40318484 52 0.95002639 2.96076369 53 1.57601839 0.95002639 54 0.59737625 1.57601839 55 -1.72781788 0.59737625 56 -30.27551832 -1.72781788 57 3.18575893 -30.27551832 58 -0.10703246 3.18575893 59 2.30269923 -0.10703246 60 0.90471100 2.30269923 61 -2.67343653 0.90471100 62 3.45917493 -2.67343653 63 -1.32971409 3.45917493 64 8.19715473 -1.32971409 65 6.10749033 8.19715473 66 2.74859831 6.10749033 67 3.80411001 2.74859831 68 -23.83145281 3.80411001 69 -1.38957545 -23.83145281 70 -0.40102093 -1.38957545 71 1.05537658 -0.40102093 72 -8.27233118 1.05537658 73 -0.83757277 -8.27233118 74 -3.44787613 -0.83757277 75 3.73964129 -3.44787613 76 -0.07032254 3.73964129 77 6.86794620 -0.07032254 78 2.60413135 6.86794620 79 1.47527326 2.60413135 80 -9.27847452 1.47527326 81 -0.27491506 -9.27847452 82 2.42052668 -0.27491506 83 -2.25728185 2.42052668 84 -3.73062954 -2.25728185 85 1.30394801 -3.73062954 86 -3.81610644 1.30394801 87 3.48141569 -3.81610644 88 5.76726971 3.48141569 89 2.99407393 5.76726971 90 1.78028620 2.99407393 91 0.89679265 1.78028620 92 -6.71314150 0.89679265 93 3.12474978 -6.71314150 94 -4.70069185 3.12474978 95 -0.08170648 -4.70069185 96 -0.60986410 -0.08170648 97 -3.84933906 -0.60986410 98 3.64533458 -3.84933906 99 -2.21014224 3.64533458 100 4.12835134 -2.21014224 101 -0.30694293 4.12835134 102 -1.39986293 -0.30694293 103 6.32712488 -1.39986293 104 -3.92165419 6.32712488 105 4.70341396 -3.92165419 106 3.88678810 4.70341396 107 -4.32058902 3.88678810 108 0.48357682 -4.32058902 109 1.52161111 0.48357682 110 3.05496387 1.52161111 111 -0.05907292 3.05496387 112 4.05141750 -0.05907292 113 4.94657684 4.05141750 114 0.79109686 4.94657684 115 6.00722326 0.79109686 116 -11.14524548 6.00722326 117 -1.34473233 -11.14524548 118 0.71174420 -1.34473233 119 2.73978735 0.71174420 120 -4.06885673 2.73978735 121 2.16584878 -4.06885673 122 1.12481751 2.16584878 123 -2.10897630 1.12481751 124 3.10490361 -2.10897630 125 1.19270012 3.10490361 126 0.77550778 1.19270012 127 -2.78540125 0.77550778 128 -1.47421980 -2.78540125 129 -0.12862204 -1.47421980 130 -0.88848844 -0.12862204 131 -2.90538680 -0.88848844 132 -2.21599627 -2.90538680 133 0.30954508 -2.21599627 134 -2.47999385 0.30954508 135 0.29580772 -2.47999385 136 2.96776449 0.29580772 137 4.27633386 2.96776449 138 -0.18945730 4.27633386 139 2.80655465 -0.18945730 140 -12.11242856 2.80655465 141 -6.91994647 -12.11242856 142 2.40982495 -6.91994647 143 3.02137311 2.40982495 144 -3.66274733 3.02137311 145 2.20258674 -3.66274733 146 1.27964869 2.20258674 147 3.62117967 1.27964869 148 -1.21069803 3.62117967 149 1.95487208 -1.21069803 150 1.01550661 1.95487208 151 4.97818025 1.01550661 152 -8.76675386 4.97818025 153 1.42937098 -8.76675386 154 2.58665605 1.42937098 155 -3.47825821 2.58665605 156 -0.61029823 -3.47825821 157 -1.83505045 -0.61029823 158 2.20650583 -1.83505045 159 7.41719421 2.20650583 160 5.14684153 7.41719421 161 7.33964794 5.14684153 162 1.42821721 7.33964794 163 0.77527884 1.42821721 164 -4.66789534 0.77527884 165 2.75558502 -4.66789534 166 -2.82702026 2.75558502 167 -1.03467936 -2.82702026 168 1.90624887 -1.03467936 169 -1.03148834 1.90624887 170 1.76814069 -1.03148834 171 6.32800412 1.76814069 172 4.69035355 6.32800412 173 6.25675475 4.69035355 174 2.00464421 6.25675475 175 3.42506418 2.00464421 176 -6.58217661 3.42506418 177 -5.04989297 -6.58217661 178 1.52188472 -5.04989297 179 -0.46568963 1.52188472 180 -4.34082817 -0.46568963 181 -0.40033100 -4.34082817 182 -0.50440117 -0.40033100 183 2.36111286 -0.50440117 184 4.45110608 2.36111286 185 4.26656094 4.45110608 186 2.18165563 4.26656094 187 3.51169024 2.18165563 188 -2.33959948 3.51169024 189 -4.01090931 -2.33959948 190 2.29379967 -4.01090931 191 -2.00174857 2.29379967 192 -3.62179341 -2.00174857 193 -6.67337922 -3.62179341 194 0.68717147 -6.67337922 195 -2.85978834 0.68717147 196 3.02324651 -2.85978834 197 5.28309289 3.02324651 198 3.44649973 5.28309289 199 7.88127313 3.44649973 200 -22.26020454 7.88127313 201 4.93241158 -22.26020454 202 -0.26768417 4.93241158 203 -2.85249852 -0.26768417 204 -0.65929303 -2.85249852 205 -1.06781587 -0.65929303 206 2.80333514 -1.06781587 207 4.47287324 2.80333514 208 5.40782716 4.47287324 209 -3.54210664 5.40782716 210 2.57797545 -3.54210664 211 1.24938370 2.57797545 212 -5.76176759 1.24938370 213 -1.04899546 -5.76176759 214 -0.29125525 -1.04899546 215 -3.07571849 -0.29125525 216 -2.65615363 -3.07571849 217 2.38744389 -2.65615363 218 4.91298233 2.38744389 219 0.91000069 4.91298233 220 9.74258226 0.91000069 221 -0.70215793 9.74258226 222 2.29357831 -0.70215793 223 0.45121337 2.29357831 224 -12.41953494 0.45121337 225 4.10374724 -12.41953494 226 0.13185816 4.10374724 227 -1.16158130 0.13185816 228 -3.94474836 -1.16158130 229 0.67211592 -3.94474836 230 0.99828037 0.67211592 231 4.53763015 0.99828037 232 4.94328203 4.53763015 233 -17.00519183 4.94328203 234 -1.82105799 -17.00519183 235 2.60650708 -1.82105799 236 -12.46888887 2.60650708 237 4.01274315 -12.46888887 238 -0.19678189 4.01274315 239 1.72932200 -0.19678189 240 NA 1.72932200 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -1.07835134 -7.57695738 [2,] -0.59850146 -1.07835134 [3,] 4.56025514 -0.59850146 [4,] 9.85676391 4.56025514 [5,] -1.66025267 9.85676391 [6,] 0.78701568 -1.66025267 [7,] 4.50274007 0.78701568 [8,] 1.28194729 4.50274007 [9,] -3.03087937 1.28194729 [10,] 2.88326981 -3.03087937 [11,] -4.35591799 2.88326981 [12,] -4.98503265 -4.35591799 [13,] 3.10304341 -4.98503265 [14,] -1.29969856 3.10304341 [15,] 0.83091165 -1.29969856 [16,] -0.01809913 0.83091165 [17,] 3.18337165 -0.01809913 [18,] -1.01011107 3.18337165 [19,] 5.45038900 -1.01011107 [20,] 7.95584738 5.45038900 [21,] -4.27399028 7.95584738 [22,] 1.67464835 -4.27399028 [23,] -5.53896159 1.67464835 [24,] -3.94356425 -5.53896159 [25,] -2.29193935 -3.94356425 [26,] -2.33095513 -2.29193935 [27,] -0.30326455 -2.33095513 [28,] 5.03511561 -0.30326455 [29,] 4.56267576 5.03511561 [30,] 1.94346842 4.56267576 [31,] 0.40327460 1.94346842 [32,] -12.63503154 0.40327460 [33,] 2.44322707 -12.63503154 [34,] -2.07066450 2.44322707 [35,] -4.53413111 -2.07066450 [36,] -0.54056379 -4.53413111 [37,] -6.02308691 -0.54056379 [38,] 32.70432942 -6.02308691 [39,] 4.19095409 32.70432942 [40,] 1.13574866 4.19095409 [41,] 2.64009229 1.13574866 [42,] 1.22040666 2.64009229 [43,] -1.44664215 1.22040666 [44,] -11.17958020 -1.44664215 [45,] -4.35132390 -11.17958020 [46,] -4.26955331 -4.35132390 [47,] 3.04387432 -4.26955331 [48,] -1.75657562 3.04387432 [49,] -3.10382965 -1.75657562 [50,] -0.40318484 -3.10382965 [51,] 2.96076369 -0.40318484 [52,] 0.95002639 2.96076369 [53,] 1.57601839 0.95002639 [54,] 0.59737625 1.57601839 [55,] -1.72781788 0.59737625 [56,] -30.27551832 -1.72781788 [57,] 3.18575893 -30.27551832 [58,] -0.10703246 3.18575893 [59,] 2.30269923 -0.10703246 [60,] 0.90471100 2.30269923 [61,] -2.67343653 0.90471100 [62,] 3.45917493 -2.67343653 [63,] -1.32971409 3.45917493 [64,] 8.19715473 -1.32971409 [65,] 6.10749033 8.19715473 [66,] 2.74859831 6.10749033 [67,] 3.80411001 2.74859831 [68,] -23.83145281 3.80411001 [69,] -1.38957545 -23.83145281 [70,] -0.40102093 -1.38957545 [71,] 1.05537658 -0.40102093 [72,] -8.27233118 1.05537658 [73,] -0.83757277 -8.27233118 [74,] -3.44787613 -0.83757277 [75,] 3.73964129 -3.44787613 [76,] -0.07032254 3.73964129 [77,] 6.86794620 -0.07032254 [78,] 2.60413135 6.86794620 [79,] 1.47527326 2.60413135 [80,] -9.27847452 1.47527326 [81,] -0.27491506 -9.27847452 [82,] 2.42052668 -0.27491506 [83,] -2.25728185 2.42052668 [84,] -3.73062954 -2.25728185 [85,] 1.30394801 -3.73062954 [86,] -3.81610644 1.30394801 [87,] 3.48141569 -3.81610644 [88,] 5.76726971 3.48141569 [89,] 2.99407393 5.76726971 [90,] 1.78028620 2.99407393 [91,] 0.89679265 1.78028620 [92,] -6.71314150 0.89679265 [93,] 3.12474978 -6.71314150 [94,] -4.70069185 3.12474978 [95,] -0.08170648 -4.70069185 [96,] -0.60986410 -0.08170648 [97,] -3.84933906 -0.60986410 [98,] 3.64533458 -3.84933906 [99,] -2.21014224 3.64533458 [100,] 4.12835134 -2.21014224 [101,] -0.30694293 4.12835134 [102,] -1.39986293 -0.30694293 [103,] 6.32712488 -1.39986293 [104,] -3.92165419 6.32712488 [105,] 4.70341396 -3.92165419 [106,] 3.88678810 4.70341396 [107,] -4.32058902 3.88678810 [108,] 0.48357682 -4.32058902 [109,] 1.52161111 0.48357682 [110,] 3.05496387 1.52161111 [111,] -0.05907292 3.05496387 [112,] 4.05141750 -0.05907292 [113,] 4.94657684 4.05141750 [114,] 0.79109686 4.94657684 [115,] 6.00722326 0.79109686 [116,] -11.14524548 6.00722326 [117,] -1.34473233 -11.14524548 [118,] 0.71174420 -1.34473233 [119,] 2.73978735 0.71174420 [120,] -4.06885673 2.73978735 [121,] 2.16584878 -4.06885673 [122,] 1.12481751 2.16584878 [123,] -2.10897630 1.12481751 [124,] 3.10490361 -2.10897630 [125,] 1.19270012 3.10490361 [126,] 0.77550778 1.19270012 [127,] -2.78540125 0.77550778 [128,] -1.47421980 -2.78540125 [129,] -0.12862204 -1.47421980 [130,] -0.88848844 -0.12862204 [131,] -2.90538680 -0.88848844 [132,] -2.21599627 -2.90538680 [133,] 0.30954508 -2.21599627 [134,] -2.47999385 0.30954508 [135,] 0.29580772 -2.47999385 [136,] 2.96776449 0.29580772 [137,] 4.27633386 2.96776449 [138,] -0.18945730 4.27633386 [139,] 2.80655465 -0.18945730 [140,] -12.11242856 2.80655465 [141,] -6.91994647 -12.11242856 [142,] 2.40982495 -6.91994647 [143,] 3.02137311 2.40982495 [144,] -3.66274733 3.02137311 [145,] 2.20258674 -3.66274733 [146,] 1.27964869 2.20258674 [147,] 3.62117967 1.27964869 [148,] -1.21069803 3.62117967 [149,] 1.95487208 -1.21069803 [150,] 1.01550661 1.95487208 [151,] 4.97818025 1.01550661 [152,] -8.76675386 4.97818025 [153,] 1.42937098 -8.76675386 [154,] 2.58665605 1.42937098 [155,] -3.47825821 2.58665605 [156,] -0.61029823 -3.47825821 [157,] -1.83505045 -0.61029823 [158,] 2.20650583 -1.83505045 [159,] 7.41719421 2.20650583 [160,] 5.14684153 7.41719421 [161,] 7.33964794 5.14684153 [162,] 1.42821721 7.33964794 [163,] 0.77527884 1.42821721 [164,] -4.66789534 0.77527884 [165,] 2.75558502 -4.66789534 [166,] -2.82702026 2.75558502 [167,] -1.03467936 -2.82702026 [168,] 1.90624887 -1.03467936 [169,] -1.03148834 1.90624887 [170,] 1.76814069 -1.03148834 [171,] 6.32800412 1.76814069 [172,] 4.69035355 6.32800412 [173,] 6.25675475 4.69035355 [174,] 2.00464421 6.25675475 [175,] 3.42506418 2.00464421 [176,] -6.58217661 3.42506418 [177,] -5.04989297 -6.58217661 [178,] 1.52188472 -5.04989297 [179,] -0.46568963 1.52188472 [180,] -4.34082817 -0.46568963 [181,] -0.40033100 -4.34082817 [182,] -0.50440117 -0.40033100 [183,] 2.36111286 -0.50440117 [184,] 4.45110608 2.36111286 [185,] 4.26656094 4.45110608 [186,] 2.18165563 4.26656094 [187,] 3.51169024 2.18165563 [188,] -2.33959948 3.51169024 [189,] -4.01090931 -2.33959948 [190,] 2.29379967 -4.01090931 [191,] -2.00174857 2.29379967 [192,] -3.62179341 -2.00174857 [193,] -6.67337922 -3.62179341 [194,] 0.68717147 -6.67337922 [195,] -2.85978834 0.68717147 [196,] 3.02324651 -2.85978834 [197,] 5.28309289 3.02324651 [198,] 3.44649973 5.28309289 [199,] 7.88127313 3.44649973 [200,] -22.26020454 7.88127313 [201,] 4.93241158 -22.26020454 [202,] -0.26768417 4.93241158 [203,] -2.85249852 -0.26768417 [204,] -0.65929303 -2.85249852 [205,] -1.06781587 -0.65929303 [206,] 2.80333514 -1.06781587 [207,] 4.47287324 2.80333514 [208,] 5.40782716 4.47287324 [209,] -3.54210664 5.40782716 [210,] 2.57797545 -3.54210664 [211,] 1.24938370 2.57797545 [212,] -5.76176759 1.24938370 [213,] -1.04899546 -5.76176759 [214,] -0.29125525 -1.04899546 [215,] -3.07571849 -0.29125525 [216,] -2.65615363 -3.07571849 [217,] 2.38744389 -2.65615363 [218,] 4.91298233 2.38744389 [219,] 0.91000069 4.91298233 [220,] 9.74258226 0.91000069 [221,] -0.70215793 9.74258226 [222,] 2.29357831 -0.70215793 [223,] 0.45121337 2.29357831 [224,] -12.41953494 0.45121337 [225,] 4.10374724 -12.41953494 [226,] 0.13185816 4.10374724 [227,] -1.16158130 0.13185816 [228,] -3.94474836 -1.16158130 [229,] 0.67211592 -3.94474836 [230,] 0.99828037 0.67211592 [231,] 4.53763015 0.99828037 [232,] 4.94328203 4.53763015 [233,] -17.00519183 4.94328203 [234,] -1.82105799 -17.00519183 [235,] 2.60650708 -1.82105799 [236,] -12.46888887 2.60650708 [237,] 4.01274315 -12.46888887 [238,] -0.19678189 4.01274315 [239,] 1.72932200 -0.19678189 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -1.07835134 -7.57695738 2 -0.59850146 -1.07835134 3 4.56025514 -0.59850146 4 9.85676391 4.56025514 5 -1.66025267 9.85676391 6 0.78701568 -1.66025267 7 4.50274007 0.78701568 8 1.28194729 4.50274007 9 -3.03087937 1.28194729 10 2.88326981 -3.03087937 11 -4.35591799 2.88326981 12 -4.98503265 -4.35591799 13 3.10304341 -4.98503265 14 -1.29969856 3.10304341 15 0.83091165 -1.29969856 16 -0.01809913 0.83091165 17 3.18337165 -0.01809913 18 -1.01011107 3.18337165 19 5.45038900 -1.01011107 20 7.95584738 5.45038900 21 -4.27399028 7.95584738 22 1.67464835 -4.27399028 23 -5.53896159 1.67464835 24 -3.94356425 -5.53896159 25 -2.29193935 -3.94356425 26 -2.33095513 -2.29193935 27 -0.30326455 -2.33095513 28 5.03511561 -0.30326455 29 4.56267576 5.03511561 30 1.94346842 4.56267576 31 0.40327460 1.94346842 32 -12.63503154 0.40327460 33 2.44322707 -12.63503154 34 -2.07066450 2.44322707 35 -4.53413111 -2.07066450 36 -0.54056379 -4.53413111 37 -6.02308691 -0.54056379 38 32.70432942 -6.02308691 39 4.19095409 32.70432942 40 1.13574866 4.19095409 41 2.64009229 1.13574866 42 1.22040666 2.64009229 43 -1.44664215 1.22040666 44 -11.17958020 -1.44664215 45 -4.35132390 -11.17958020 46 -4.26955331 -4.35132390 47 3.04387432 -4.26955331 48 -1.75657562 3.04387432 49 -3.10382965 -1.75657562 50 -0.40318484 -3.10382965 51 2.96076369 -0.40318484 52 0.95002639 2.96076369 53 1.57601839 0.95002639 54 0.59737625 1.57601839 55 -1.72781788 0.59737625 56 -30.27551832 -1.72781788 57 3.18575893 -30.27551832 58 -0.10703246 3.18575893 59 2.30269923 -0.10703246 60 0.90471100 2.30269923 61 -2.67343653 0.90471100 62 3.45917493 -2.67343653 63 -1.32971409 3.45917493 64 8.19715473 -1.32971409 65 6.10749033 8.19715473 66 2.74859831 6.10749033 67 3.80411001 2.74859831 68 -23.83145281 3.80411001 69 -1.38957545 -23.83145281 70 -0.40102093 -1.38957545 71 1.05537658 -0.40102093 72 -8.27233118 1.05537658 73 -0.83757277 -8.27233118 74 -3.44787613 -0.83757277 75 3.73964129 -3.44787613 76 -0.07032254 3.73964129 77 6.86794620 -0.07032254 78 2.60413135 6.86794620 79 1.47527326 2.60413135 80 -9.27847452 1.47527326 81 -0.27491506 -9.27847452 82 2.42052668 -0.27491506 83 -2.25728185 2.42052668 84 -3.73062954 -2.25728185 85 1.30394801 -3.73062954 86 -3.81610644 1.30394801 87 3.48141569 -3.81610644 88 5.76726971 3.48141569 89 2.99407393 5.76726971 90 1.78028620 2.99407393 91 0.89679265 1.78028620 92 -6.71314150 0.89679265 93 3.12474978 -6.71314150 94 -4.70069185 3.12474978 95 -0.08170648 -4.70069185 96 -0.60986410 -0.08170648 97 -3.84933906 -0.60986410 98 3.64533458 -3.84933906 99 -2.21014224 3.64533458 100 4.12835134 -2.21014224 101 -0.30694293 4.12835134 102 -1.39986293 -0.30694293 103 6.32712488 -1.39986293 104 -3.92165419 6.32712488 105 4.70341396 -3.92165419 106 3.88678810 4.70341396 107 -4.32058902 3.88678810 108 0.48357682 -4.32058902 109 1.52161111 0.48357682 110 3.05496387 1.52161111 111 -0.05907292 3.05496387 112 4.05141750 -0.05907292 113 4.94657684 4.05141750 114 0.79109686 4.94657684 115 6.00722326 0.79109686 116 -11.14524548 6.00722326 117 -1.34473233 -11.14524548 118 0.71174420 -1.34473233 119 2.73978735 0.71174420 120 -4.06885673 2.73978735 121 2.16584878 -4.06885673 122 1.12481751 2.16584878 123 -2.10897630 1.12481751 124 3.10490361 -2.10897630 125 1.19270012 3.10490361 126 0.77550778 1.19270012 127 -2.78540125 0.77550778 128 -1.47421980 -2.78540125 129 -0.12862204 -1.47421980 130 -0.88848844 -0.12862204 131 -2.90538680 -0.88848844 132 -2.21599627 -2.90538680 133 0.30954508 -2.21599627 134 -2.47999385 0.30954508 135 0.29580772 -2.47999385 136 2.96776449 0.29580772 137 4.27633386 2.96776449 138 -0.18945730 4.27633386 139 2.80655465 -0.18945730 140 -12.11242856 2.80655465 141 -6.91994647 -12.11242856 142 2.40982495 -6.91994647 143 3.02137311 2.40982495 144 -3.66274733 3.02137311 145 2.20258674 -3.66274733 146 1.27964869 2.20258674 147 3.62117967 1.27964869 148 -1.21069803 3.62117967 149 1.95487208 -1.21069803 150 1.01550661 1.95487208 151 4.97818025 1.01550661 152 -8.76675386 4.97818025 153 1.42937098 -8.76675386 154 2.58665605 1.42937098 155 -3.47825821 2.58665605 156 -0.61029823 -3.47825821 157 -1.83505045 -0.61029823 158 2.20650583 -1.83505045 159 7.41719421 2.20650583 160 5.14684153 7.41719421 161 7.33964794 5.14684153 162 1.42821721 7.33964794 163 0.77527884 1.42821721 164 -4.66789534 0.77527884 165 2.75558502 -4.66789534 166 -2.82702026 2.75558502 167 -1.03467936 -2.82702026 168 1.90624887 -1.03467936 169 -1.03148834 1.90624887 170 1.76814069 -1.03148834 171 6.32800412 1.76814069 172 4.69035355 6.32800412 173 6.25675475 4.69035355 174 2.00464421 6.25675475 175 3.42506418 2.00464421 176 -6.58217661 3.42506418 177 -5.04989297 -6.58217661 178 1.52188472 -5.04989297 179 -0.46568963 1.52188472 180 -4.34082817 -0.46568963 181 -0.40033100 -4.34082817 182 -0.50440117 -0.40033100 183 2.36111286 -0.50440117 184 4.45110608 2.36111286 185 4.26656094 4.45110608 186 2.18165563 4.26656094 187 3.51169024 2.18165563 188 -2.33959948 3.51169024 189 -4.01090931 -2.33959948 190 2.29379967 -4.01090931 191 -2.00174857 2.29379967 192 -3.62179341 -2.00174857 193 -6.67337922 -3.62179341 194 0.68717147 -6.67337922 195 -2.85978834 0.68717147 196 3.02324651 -2.85978834 197 5.28309289 3.02324651 198 3.44649973 5.28309289 199 7.88127313 3.44649973 200 -22.26020454 7.88127313 201 4.93241158 -22.26020454 202 -0.26768417 4.93241158 203 -2.85249852 -0.26768417 204 -0.65929303 -2.85249852 205 -1.06781587 -0.65929303 206 2.80333514 -1.06781587 207 4.47287324 2.80333514 208 5.40782716 4.47287324 209 -3.54210664 5.40782716 210 2.57797545 -3.54210664 211 1.24938370 2.57797545 212 -5.76176759 1.24938370 213 -1.04899546 -5.76176759 214 -0.29125525 -1.04899546 215 -3.07571849 -0.29125525 216 -2.65615363 -3.07571849 217 2.38744389 -2.65615363 218 4.91298233 2.38744389 219 0.91000069 4.91298233 220 9.74258226 0.91000069 221 -0.70215793 9.74258226 222 2.29357831 -0.70215793 223 0.45121337 2.29357831 224 -12.41953494 0.45121337 225 4.10374724 -12.41953494 226 0.13185816 4.10374724 227 -1.16158130 0.13185816 228 -3.94474836 -1.16158130 229 0.67211592 -3.94474836 230 0.99828037 0.67211592 231 4.53763015 0.99828037 232 4.94328203 4.53763015 233 -17.00519183 4.94328203 234 -1.82105799 -17.00519183 235 2.60650708 -1.82105799 236 -12.46888887 2.60650708 237 4.01274315 -12.46888887 238 -0.19678189 4.01274315 239 1.72932200 -0.19678189 > 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/7ufl31322155823.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8x5gn1322155823.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9271a1322155823.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') Warning messages: 1: In sqrt(crit * p * (1 - hh)/hh) : NaNs produced 2: In sqrt(crit * p * (1 - hh)/hh) : NaNs produced > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10czbl1322155823.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11wdg31322155823.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/12lzon1322155823.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/13dait1322155823.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/14nsci1322155823.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/157xl41322155823.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/1632r61322155823.tab") + } > > try(system("convert tmp/1qxqd1322155823.ps tmp/1qxqd1322155823.png",intern=TRUE)) character(0) > try(system("convert tmp/274x11322155823.ps tmp/274x11322155823.png",intern=TRUE)) character(0) > try(system("convert tmp/38x1u1322155823.ps tmp/38x1u1322155823.png",intern=TRUE)) character(0) > try(system("convert tmp/468il1322155823.ps tmp/468il1322155823.png",intern=TRUE)) character(0) > try(system("convert tmp/51dmu1322155823.ps tmp/51dmu1322155823.png",intern=TRUE)) character(0) > try(system("convert tmp/6gd9i1322155823.ps tmp/6gd9i1322155823.png",intern=TRUE)) character(0) > try(system("convert tmp/7ufl31322155823.ps tmp/7ufl31322155823.png",intern=TRUE)) character(0) > try(system("convert tmp/8x5gn1322155823.ps tmp/8x5gn1322155823.png",intern=TRUE)) character(0) > try(system("convert tmp/9271a1322155823.ps tmp/9271a1322155823.png",intern=TRUE)) character(0) > try(system("convert tmp/10czbl1322155823.ps tmp/10czbl1322155823.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.657 0.554 7.284