R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)
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Type 'license()' or 'licence()' for distribution details.
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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(348542
+ ,335658
+ ,330664
+ ,326814
+ ,322900
+ ,322310
+ ,385164
+ ,404861
+ ,412136
+ ,411057
+ ,410040
+ ,414980
+ ,413626
+ ,411062
+ ,408352
+ ,409780
+ ,411318
+ ,415555
+ ,479481
+ ,497826
+ ,501638
+ ,497990
+ ,499287
+ ,506247
+ ,510401
+ ,508642
+ ,501805
+ ,495476
+ ,490336
+ ,490042
+ ,553155
+ ,569999
+ ,573170
+ ,571687
+ ,575453
+ ,580177
+ ,579849
+ ,574346
+ ,563325
+ ,555604
+ ,545544
+ ,545109
+ ,605181
+ ,627856
+ ,631421
+ ,625671
+ ,613577
+ ,606463
+ ,601676
+ ,589121
+ ,573559
+ ,558487
+ ,552148
+ ,545720
+ ,606569
+ ,636067
+ ,630704
+ ,623275
+ ,617771
+ ,605401
+ ,619393
+ ,596019
+ ,569977
+ ,546213
+ ,528492
+ ,505944
+ ,554910
+ ,567831
+ ,564021
+ ,552800
+ ,541102
+ ,542378
+ ,540380
+ ,521219
+ ,504652
+ ,490626
+ ,481686
+ ,477930
+ ,522605
+ ,531432
+ ,532355
+ ,539954
+ ,524987
+ ,533307
+ ,530541
+ ,508392
+ ,495208
+ ,482223
+ ,470495
+ ,466106
+ ,515037
+ ,517752
+ ,515565
+ ,510727
+ ,499725
+ ,498369
+ ,493756
+ ,476141
+ ,458458
+ ,443182
+ ,429597
+ ,424476
+ ,476257
+ ,480555
+ ,469762
+ ,459820
+ ,451028
+ ,450065
+ ,444385
+ ,428846
+ ,421020
+ ,399778
+ ,389005
+ ,384018
+ ,431933
+ ,445844
+ ,431464
+ ,423263
+ ,415881
+ ,416208
+ ,413491
+ ,399153
+ ,385939
+ ,373917
+ ,364635
+ ,364696
+ ,418358
+ ,428212
+ ,423730
+ ,420677
+ ,417428
+ ,423245
+ ,423113
+ ,418873
+ ,405733
+ ,397812
+ ,389918
+ ,391116
+ ,443814
+ ,460373
+ ,455422
+ ,456288
+ ,452233
+ ,459256
+ ,461146
+ ,451391
+ ,443101
+ ,438810
+ ,430457
+ ,435721
+ ,488280
+ ,505814
+ ,502338
+ ,500910
+ ,501434
+ ,515476
+ ,520862
+ ,519517
+ ,511805
+ ,508607
+ ,505327
+ ,511435
+ ,570158
+ ,591665
+ ,593572
+ ,586346
+ ,586063
+ ,591504
+ ,594033
+ ,585597
+ ,572450
+ ,562917
+ ,554675
+ ,553997
+ ,601310
+ ,622255
+ ,616735
+ ,606480
+ ,595079
+ ,598588
+ ,599917
+ ,591573
+ ,575489
+ ,567223
+ ,555338
+ ,555252
+ ,608249
+ ,630859
+ ,628632
+ ,624435
+ ,609670
+ ,615830
+ ,621170
+ ,604212
+ ,584348
+ ,573717
+ ,555234
+ ,544897
+ ,598866
+ ,620081
+ ,607699
+ ,589960
+ ,578665
+ ,580166
+ ,579457
+ ,571560
+ ,560460
+ ,551397
+ ,536763
+ ,540562
+ ,588184
+ ,607049
+ ,598968
+ ,577644
+ ,562640
+ ,565867
+ ,561274
+ ,554144
+ ,539900
+ ,526271
+ ,511841
+ ,505282
+ ,554083
+ ,584225
+ ,568858
+ ,539516
+ ,521612
+ ,525562
+ ,526519
+ ,515713
+ ,503454
+ ,489301
+ ,479020
+ ,475102
+ ,523682
+ ,551528
+ ,531626
+ ,511037
+ ,492417
+ ,492188
+ ,492865
+ ,480961
+ ,461935
+ ,456608
+ ,441977
+ ,439148
+ ,488180
+ ,520564
+ ,501492
+ ,485025
+ ,464196
+ ,460170
+ ,467037
+ ,460070
+ ,447988
+ ,442867
+ ,436087
+ ,431328
+ ,484015
+ ,509673
+ ,512927
+ ,502831
+ ,470984
+ ,471067
+ ,476049
+ ,474605
+ ,470439
+ ,461251
+ ,454724
+ ,455626
+ ,516847
+ ,525192
+ ,522975
+ ,518585
+ ,509239
+ ,512238
+ ,519164
+ ,517009
+ ,509933
+ ,509127
+ ,500857
+ ,506971
+ ,569323
+ ,579714
+ ,577992
+ ,565464
+ ,547344
+ ,554788
+ ,562325
+ ,560854
+ ,555332
+ ,543599
+ ,536662
+ ,542722
+ ,593530
+ ,610763
+ ,612613
+ ,611324
+ ,594167
+ ,595454
+ ,590865
+ ,589379
+ ,584428
+ ,573100
+ ,567456
+ ,569028
+ ,620735
+ ,628884
+ ,628232
+ ,612117
+ ,595404
+ ,597141)
+ ,dim=c(1
+ ,312)
+ ,dimnames=list(c('werkloosheid')
+ ,1:312))
> y <- array(NA,dim=c(1,312),dimnames=list(c('werkloosheid'),1:312))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'Linear Trend'
> par2 = 'Include Monthly Dummies'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> library(lattice)
> library(lmtest)
Loading required package: zoo
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
werkloosheid M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t
1 348542 1 0 0 0 0 0 0 0 0 0 0 1
2 335658 0 1 0 0 0 0 0 0 0 0 0 2
3 330664 0 0 1 0 0 0 0 0 0 0 0 3
4 326814 0 0 0 1 0 0 0 0 0 0 0 4
5 322900 0 0 0 0 1 0 0 0 0 0 0 5
6 322310 0 0 0 0 0 1 0 0 0 0 0 6
7 385164 0 0 0 0 0 0 1 0 0 0 0 7
8 404861 0 0 0 0 0 0 0 1 0 0 0 8
9 412136 0 0 0 0 0 0 0 0 1 0 0 9
10 411057 0 0 0 0 0 0 0 0 0 1 0 10
11 410040 0 0 0 0 0 0 0 0 0 0 1 11
12 414980 0 0 0 0 0 0 0 0 0 0 0 12
13 413626 1 0 0 0 0 0 0 0 0 0 0 13
14 411062 0 1 0 0 0 0 0 0 0 0 0 14
15 408352 0 0 1 0 0 0 0 0 0 0 0 15
16 409780 0 0 0 1 0 0 0 0 0 0 0 16
17 411318 0 0 0 0 1 0 0 0 0 0 0 17
18 415555 0 0 0 0 0 1 0 0 0 0 0 18
19 479481 0 0 0 0 0 0 1 0 0 0 0 19
20 497826 0 0 0 0 0 0 0 1 0 0 0 20
21 501638 0 0 0 0 0 0 0 0 1 0 0 21
22 497990 0 0 0 0 0 0 0 0 0 1 0 22
23 499287 0 0 0 0 0 0 0 0 0 0 1 23
24 506247 0 0 0 0 0 0 0 0 0 0 0 24
25 510401 1 0 0 0 0 0 0 0 0 0 0 25
26 508642 0 1 0 0 0 0 0 0 0 0 0 26
27 501805 0 0 1 0 0 0 0 0 0 0 0 27
28 495476 0 0 0 1 0 0 0 0 0 0 0 28
29 490336 0 0 0 0 1 0 0 0 0 0 0 29
30 490042 0 0 0 0 0 1 0 0 0 0 0 30
31 553155 0 0 0 0 0 0 1 0 0 0 0 31
32 569999 0 0 0 0 0 0 0 1 0 0 0 32
33 573170 0 0 0 0 0 0 0 0 1 0 0 33
34 571687 0 0 0 0 0 0 0 0 0 1 0 34
35 575453 0 0 0 0 0 0 0 0 0 0 1 35
36 580177 0 0 0 0 0 0 0 0 0 0 0 36
37 579849 1 0 0 0 0 0 0 0 0 0 0 37
38 574346 0 1 0 0 0 0 0 0 0 0 0 38
39 563325 0 0 1 0 0 0 0 0 0 0 0 39
40 555604 0 0 0 1 0 0 0 0 0 0 0 40
41 545544 0 0 0 0 1 0 0 0 0 0 0 41
42 545109 0 0 0 0 0 1 0 0 0 0 0 42
43 605181 0 0 0 0 0 0 1 0 0 0 0 43
44 627856 0 0 0 0 0 0 0 1 0 0 0 44
45 631421 0 0 0 0 0 0 0 0 1 0 0 45
46 625671 0 0 0 0 0 0 0 0 0 1 0 46
47 613577 0 0 0 0 0 0 0 0 0 0 1 47
48 606463 0 0 0 0 0 0 0 0 0 0 0 48
49 601676 1 0 0 0 0 0 0 0 0 0 0 49
50 589121 0 1 0 0 0 0 0 0 0 0 0 50
51 573559 0 0 1 0 0 0 0 0 0 0 0 51
52 558487 0 0 0 1 0 0 0 0 0 0 0 52
53 552148 0 0 0 0 1 0 0 0 0 0 0 53
54 545720 0 0 0 0 0 1 0 0 0 0 0 54
55 606569 0 0 0 0 0 0 1 0 0 0 0 55
56 636067 0 0 0 0 0 0 0 1 0 0 0 56
57 630704 0 0 0 0 0 0 0 0 1 0 0 57
58 623275 0 0 0 0 0 0 0 0 0 1 0 58
59 617771 0 0 0 0 0 0 0 0 0 0 1 59
60 605401 0 0 0 0 0 0 0 0 0 0 0 60
61 619393 1 0 0 0 0 0 0 0 0 0 0 61
62 596019 0 1 0 0 0 0 0 0 0 0 0 62
63 569977 0 0 1 0 0 0 0 0 0 0 0 63
64 546213 0 0 0 1 0 0 0 0 0 0 0 64
65 528492 0 0 0 0 1 0 0 0 0 0 0 65
66 505944 0 0 0 0 0 1 0 0 0 0 0 66
67 554910 0 0 0 0 0 0 1 0 0 0 0 67
68 567831 0 0 0 0 0 0 0 1 0 0 0 68
69 564021 0 0 0 0 0 0 0 0 1 0 0 69
70 552800 0 0 0 0 0 0 0 0 0 1 0 70
71 541102 0 0 0 0 0 0 0 0 0 0 1 71
72 542378 0 0 0 0 0 0 0 0 0 0 0 72
73 540380 1 0 0 0 0 0 0 0 0 0 0 73
74 521219 0 1 0 0 0 0 0 0 0 0 0 74
75 504652 0 0 1 0 0 0 0 0 0 0 0 75
76 490626 0 0 0 1 0 0 0 0 0 0 0 76
77 481686 0 0 0 0 1 0 0 0 0 0 0 77
78 477930 0 0 0 0 0 1 0 0 0 0 0 78
79 522605 0 0 0 0 0 0 1 0 0 0 0 79
80 531432 0 0 0 0 0 0 0 1 0 0 0 80
81 532355 0 0 0 0 0 0 0 0 1 0 0 81
82 539954 0 0 0 0 0 0 0 0 0 1 0 82
83 524987 0 0 0 0 0 0 0 0 0 0 1 83
84 533307 0 0 0 0 0 0 0 0 0 0 0 84
85 530541 1 0 0 0 0 0 0 0 0 0 0 85
86 508392 0 1 0 0 0 0 0 0 0 0 0 86
87 495208 0 0 1 0 0 0 0 0 0 0 0 87
88 482223 0 0 0 1 0 0 0 0 0 0 0 88
89 470495 0 0 0 0 1 0 0 0 0 0 0 89
90 466106 0 0 0 0 0 1 0 0 0 0 0 90
91 515037 0 0 0 0 0 0 1 0 0 0 0 91
92 517752 0 0 0 0 0 0 0 1 0 0 0 92
93 515565 0 0 0 0 0 0 0 0 1 0 0 93
94 510727 0 0 0 0 0 0 0 0 0 1 0 94
95 499725 0 0 0 0 0 0 0 0 0 0 1 95
96 498369 0 0 0 0 0 0 0 0 0 0 0 96
97 493756 1 0 0 0 0 0 0 0 0 0 0 97
98 476141 0 1 0 0 0 0 0 0 0 0 0 98
99 458458 0 0 1 0 0 0 0 0 0 0 0 99
100 443182 0 0 0 1 0 0 0 0 0 0 0 100
101 429597 0 0 0 0 1 0 0 0 0 0 0 101
102 424476 0 0 0 0 0 1 0 0 0 0 0 102
103 476257 0 0 0 0 0 0 1 0 0 0 0 103
104 480555 0 0 0 0 0 0 0 1 0 0 0 104
105 469762 0 0 0 0 0 0 0 0 1 0 0 105
106 459820 0 0 0 0 0 0 0 0 0 1 0 106
107 451028 0 0 0 0 0 0 0 0 0 0 1 107
108 450065 0 0 0 0 0 0 0 0 0 0 0 108
109 444385 1 0 0 0 0 0 0 0 0 0 0 109
110 428846 0 1 0 0 0 0 0 0 0 0 0 110
111 421020 0 0 1 0 0 0 0 0 0 0 0 111
112 399778 0 0 0 1 0 0 0 0 0 0 0 112
113 389005 0 0 0 0 1 0 0 0 0 0 0 113
114 384018 0 0 0 0 0 1 0 0 0 0 0 114
115 431933 0 0 0 0 0 0 1 0 0 0 0 115
116 445844 0 0 0 0 0 0 0 1 0 0 0 116
117 431464 0 0 0 0 0 0 0 0 1 0 0 117
118 423263 0 0 0 0 0 0 0 0 0 1 0 118
119 415881 0 0 0 0 0 0 0 0 0 0 1 119
120 416208 0 0 0 0 0 0 0 0 0 0 0 120
121 413491 1 0 0 0 0 0 0 0 0 0 0 121
122 399153 0 1 0 0 0 0 0 0 0 0 0 122
123 385939 0 0 1 0 0 0 0 0 0 0 0 123
124 373917 0 0 0 1 0 0 0 0 0 0 0 124
125 364635 0 0 0 0 1 0 0 0 0 0 0 125
126 364696 0 0 0 0 0 1 0 0 0 0 0 126
127 418358 0 0 0 0 0 0 1 0 0 0 0 127
128 428212 0 0 0 0 0 0 0 1 0 0 0 128
129 423730 0 0 0 0 0 0 0 0 1 0 0 129
130 420677 0 0 0 0 0 0 0 0 0 1 0 130
131 417428 0 0 0 0 0 0 0 0 0 0 1 131
132 423245 0 0 0 0 0 0 0 0 0 0 0 132
133 423113 1 0 0 0 0 0 0 0 0 0 0 133
134 418873 0 1 0 0 0 0 0 0 0 0 0 134
135 405733 0 0 1 0 0 0 0 0 0 0 0 135
136 397812 0 0 0 1 0 0 0 0 0 0 0 136
137 389918 0 0 0 0 1 0 0 0 0 0 0 137
138 391116 0 0 0 0 0 1 0 0 0 0 0 138
139 443814 0 0 0 0 0 0 1 0 0 0 0 139
140 460373 0 0 0 0 0 0 0 1 0 0 0 140
141 455422 0 0 0 0 0 0 0 0 1 0 0 141
142 456288 0 0 0 0 0 0 0 0 0 1 0 142
143 452233 0 0 0 0 0 0 0 0 0 0 1 143
144 459256 0 0 0 0 0 0 0 0 0 0 0 144
145 461146 1 0 0 0 0 0 0 0 0 0 0 145
146 451391 0 1 0 0 0 0 0 0 0 0 0 146
147 443101 0 0 1 0 0 0 0 0 0 0 0 147
148 438810 0 0 0 1 0 0 0 0 0 0 0 148
149 430457 0 0 0 0 1 0 0 0 0 0 0 149
150 435721 0 0 0 0 0 1 0 0 0 0 0 150
151 488280 0 0 0 0 0 0 1 0 0 0 0 151
152 505814 0 0 0 0 0 0 0 1 0 0 0 152
153 502338 0 0 0 0 0 0 0 0 1 0 0 153
154 500910 0 0 0 0 0 0 0 0 0 1 0 154
155 501434 0 0 0 0 0 0 0 0 0 0 1 155
156 515476 0 0 0 0 0 0 0 0 0 0 0 156
157 520862 1 0 0 0 0 0 0 0 0 0 0 157
158 519517 0 1 0 0 0 0 0 0 0 0 0 158
159 511805 0 0 1 0 0 0 0 0 0 0 0 159
160 508607 0 0 0 1 0 0 0 0 0 0 0 160
161 505327 0 0 0 0 1 0 0 0 0 0 0 161
162 511435 0 0 0 0 0 1 0 0 0 0 0 162
163 570158 0 0 0 0 0 0 1 0 0 0 0 163
164 591665 0 0 0 0 0 0 0 1 0 0 0 164
165 593572 0 0 0 0 0 0 0 0 1 0 0 165
166 586346 0 0 0 0 0 0 0 0 0 1 0 166
167 586063 0 0 0 0 0 0 0 0 0 0 1 167
168 591504 0 0 0 0 0 0 0 0 0 0 0 168
169 594033 1 0 0 0 0 0 0 0 0 0 0 169
170 585597 0 1 0 0 0 0 0 0 0 0 0 170
171 572450 0 0 1 0 0 0 0 0 0 0 0 171
172 562917 0 0 0 1 0 0 0 0 0 0 0 172
173 554675 0 0 0 0 1 0 0 0 0 0 0 173
174 553997 0 0 0 0 0 1 0 0 0 0 0 174
175 601310 0 0 0 0 0 0 1 0 0 0 0 175
176 622255 0 0 0 0 0 0 0 1 0 0 0 176
177 616735 0 0 0 0 0 0 0 0 1 0 0 177
178 606480 0 0 0 0 0 0 0 0 0 1 0 178
179 595079 0 0 0 0 0 0 0 0 0 0 1 179
180 598588 0 0 0 0 0 0 0 0 0 0 0 180
181 599917 1 0 0 0 0 0 0 0 0 0 0 181
182 591573 0 1 0 0 0 0 0 0 0 0 0 182
183 575489 0 0 1 0 0 0 0 0 0 0 0 183
184 567223 0 0 0 1 0 0 0 0 0 0 0 184
185 555338 0 0 0 0 1 0 0 0 0 0 0 185
186 555252 0 0 0 0 0 1 0 0 0 0 0 186
187 608249 0 0 0 0 0 0 1 0 0 0 0 187
188 630859 0 0 0 0 0 0 0 1 0 0 0 188
189 628632 0 0 0 0 0 0 0 0 1 0 0 189
190 624435 0 0 0 0 0 0 0 0 0 1 0 190
191 609670 0 0 0 0 0 0 0 0 0 0 1 191
192 615830 0 0 0 0 0 0 0 0 0 0 0 192
193 621170 1 0 0 0 0 0 0 0 0 0 0 193
194 604212 0 1 0 0 0 0 0 0 0 0 0 194
195 584348 0 0 1 0 0 0 0 0 0 0 0 195
196 573717 0 0 0 1 0 0 0 0 0 0 0 196
197 555234 0 0 0 0 1 0 0 0 0 0 0 197
198 544897 0 0 0 0 0 1 0 0 0 0 0 198
199 598866 0 0 0 0 0 0 1 0 0 0 0 199
200 620081 0 0 0 0 0 0 0 1 0 0 0 200
201 607699 0 0 0 0 0 0 0 0 1 0 0 201
202 589960 0 0 0 0 0 0 0 0 0 1 0 202
203 578665 0 0 0 0 0 0 0 0 0 0 1 203
204 580166 0 0 0 0 0 0 0 0 0 0 0 204
205 579457 1 0 0 0 0 0 0 0 0 0 0 205
206 571560 0 1 0 0 0 0 0 0 0 0 0 206
207 560460 0 0 1 0 0 0 0 0 0 0 0 207
208 551397 0 0 0 1 0 0 0 0 0 0 0 208
209 536763 0 0 0 0 1 0 0 0 0 0 0 209
210 540562 0 0 0 0 0 1 0 0 0 0 0 210
211 588184 0 0 0 0 0 0 1 0 0 0 0 211
212 607049 0 0 0 0 0 0 0 1 0 0 0 212
213 598968 0 0 0 0 0 0 0 0 1 0 0 213
214 577644 0 0 0 0 0 0 0 0 0 1 0 214
215 562640 0 0 0 0 0 0 0 0 0 0 1 215
216 565867 0 0 0 0 0 0 0 0 0 0 0 216
217 561274 1 0 0 0 0 0 0 0 0 0 0 217
218 554144 0 1 0 0 0 0 0 0 0 0 0 218
219 539900 0 0 1 0 0 0 0 0 0 0 0 219
220 526271 0 0 0 1 0 0 0 0 0 0 0 220
221 511841 0 0 0 0 1 0 0 0 0 0 0 221
222 505282 0 0 0 0 0 1 0 0 0 0 0 222
223 554083 0 0 0 0 0 0 1 0 0 0 0 223
224 584225 0 0 0 0 0 0 0 1 0 0 0 224
225 568858 0 0 0 0 0 0 0 0 1 0 0 225
226 539516 0 0 0 0 0 0 0 0 0 1 0 226
227 521612 0 0 0 0 0 0 0 0 0 0 1 227
228 525562 0 0 0 0 0 0 0 0 0 0 0 228
229 526519 1 0 0 0 0 0 0 0 0 0 0 229
230 515713 0 1 0 0 0 0 0 0 0 0 0 230
231 503454 0 0 1 0 0 0 0 0 0 0 0 231
232 489301 0 0 0 1 0 0 0 0 0 0 0 232
233 479020 0 0 0 0 1 0 0 0 0 0 0 233
234 475102 0 0 0 0 0 1 0 0 0 0 0 234
235 523682 0 0 0 0 0 0 1 0 0 0 0 235
236 551528 0 0 0 0 0 0 0 1 0 0 0 236
237 531626 0 0 0 0 0 0 0 0 1 0 0 237
238 511037 0 0 0 0 0 0 0 0 0 1 0 238
239 492417 0 0 0 0 0 0 0 0 0 0 1 239
240 492188 0 0 0 0 0 0 0 0 0 0 0 240
241 492865 1 0 0 0 0 0 0 0 0 0 0 241
242 480961 0 1 0 0 0 0 0 0 0 0 0 242
243 461935 0 0 1 0 0 0 0 0 0 0 0 243
244 456608 0 0 0 1 0 0 0 0 0 0 0 244
245 441977 0 0 0 0 1 0 0 0 0 0 0 245
246 439148 0 0 0 0 0 1 0 0 0 0 0 246
247 488180 0 0 0 0 0 0 1 0 0 0 0 247
248 520564 0 0 0 0 0 0 0 1 0 0 0 248
249 501492 0 0 0 0 0 0 0 0 1 0 0 249
250 485025 0 0 0 0 0 0 0 0 0 1 0 250
251 464196 0 0 0 0 0 0 0 0 0 0 1 251
252 460170 0 0 0 0 0 0 0 0 0 0 0 252
253 467037 1 0 0 0 0 0 0 0 0 0 0 253
254 460070 0 1 0 0 0 0 0 0 0 0 0 254
255 447988 0 0 1 0 0 0 0 0 0 0 0 255
256 442867 0 0 0 1 0 0 0 0 0 0 0 256
257 436087 0 0 0 0 1 0 0 0 0 0 0 257
258 431328 0 0 0 0 0 1 0 0 0 0 0 258
259 484015 0 0 0 0 0 0 1 0 0 0 0 259
260 509673 0 0 0 0 0 0 0 1 0 0 0 260
261 512927 0 0 0 0 0 0 0 0 1 0 0 261
262 502831 0 0 0 0 0 0 0 0 0 1 0 262
263 470984 0 0 0 0 0 0 0 0 0 0 1 263
264 471067 0 0 0 0 0 0 0 0 0 0 0 264
265 476049 1 0 0 0 0 0 0 0 0 0 0 265
266 474605 0 1 0 0 0 0 0 0 0 0 0 266
267 470439 0 0 1 0 0 0 0 0 0 0 0 267
268 461251 0 0 0 1 0 0 0 0 0 0 0 268
269 454724 0 0 0 0 1 0 0 0 0 0 0 269
270 455626 0 0 0 0 0 1 0 0 0 0 0 270
271 516847 0 0 0 0 0 0 1 0 0 0 0 271
272 525192 0 0 0 0 0 0 0 1 0 0 0 272
273 522975 0 0 0 0 0 0 0 0 1 0 0 273
274 518585 0 0 0 0 0 0 0 0 0 1 0 274
275 509239 0 0 0 0 0 0 0 0 0 0 1 275
276 512238 0 0 0 0 0 0 0 0 0 0 0 276
277 519164 1 0 0 0 0 0 0 0 0 0 0 277
278 517009 0 1 0 0 0 0 0 0 0 0 0 278
279 509933 0 0 1 0 0 0 0 0 0 0 0 279
280 509127 0 0 0 1 0 0 0 0 0 0 0 280
281 500857 0 0 0 0 1 0 0 0 0 0 0 281
282 506971 0 0 0 0 0 1 0 0 0 0 0 282
283 569323 0 0 0 0 0 0 1 0 0 0 0 283
284 579714 0 0 0 0 0 0 0 1 0 0 0 284
285 577992 0 0 0 0 0 0 0 0 1 0 0 285
286 565464 0 0 0 0 0 0 0 0 0 1 0 286
287 547344 0 0 0 0 0 0 0 0 0 0 1 287
288 554788 0 0 0 0 0 0 0 0 0 0 0 288
289 562325 1 0 0 0 0 0 0 0 0 0 0 289
290 560854 0 1 0 0 0 0 0 0 0 0 0 290
291 555332 0 0 1 0 0 0 0 0 0 0 0 291
292 543599 0 0 0 1 0 0 0 0 0 0 0 292
293 536662 0 0 0 0 1 0 0 0 0 0 0 293
294 542722 0 0 0 0 0 1 0 0 0 0 0 294
295 593530 0 0 0 0 0 0 1 0 0 0 0 295
296 610763 0 0 0 0 0 0 0 1 0 0 0 296
297 612613 0 0 0 0 0 0 0 0 1 0 0 297
298 611324 0 0 0 0 0 0 0 0 0 1 0 298
299 594167 0 0 0 0 0 0 0 0 0 0 1 299
300 595454 0 0 0 0 0 0 0 0 0 0 0 300
301 590865 1 0 0 0 0 0 0 0 0 0 0 301
302 589379 0 1 0 0 0 0 0 0 0 0 0 302
303 584428 0 0 1 0 0 0 0 0 0 0 0 303
304 573100 0 0 0 1 0 0 0 0 0 0 0 304
305 567456 0 0 0 0 1 0 0 0 0 0 0 305
306 569028 0 0 0 0 0 1 0 0 0 0 0 306
307 620735 0 0 0 0 0 0 1 0 0 0 0 307
308 628884 0 0 0 0 0 0 0 1 0 0 0 308
309 628232 0 0 0 0 0 0 0 0 1 0 0 309
310 612117 0 0 0 0 0 0 0 0 0 1 0 310
311 595404 0 0 0 0 0 0 0 0 0 0 1 311
312 597141 0 0 0 0 0 0 0 0 0 0 0 312
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) M1 M2 M3 M4 M5
493431.8 -6167.2 -15906.8 -27820.4 -37839.5 -47365.1
M6 M7 M8 M9 M10 M11
-49205.4 4347.0 21790.0 17317.8 8601.9 -2279.2
t
209.6
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-142286 -54245 7643 49850 119342
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 493431.79 14481.00 34.074 < 2e-16 ***
M1 -6167.25 18178.03 -0.339 0.73465
M2 -15906.83 18177.05 -0.875 0.38222
M3 -27820.41 18176.16 -1.531 0.12693
M4 -37839.52 18175.37 -2.082 0.03820 *
M5 -47365.10 18174.67 -2.606 0.00962 **
M6 -49205.45 18174.06 -2.707 0.00717 **
M7 4346.97 18173.55 0.239 0.81112
M8 21789.97 18173.13 1.199 0.23147
M9 17317.78 18172.80 0.953 0.34138
M10 8601.85 18172.56 0.473 0.63631
M11 -2279.19 18172.42 -0.125 0.90028
t 209.62 41.22 5.086 6.47e-07 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 65520 on 299 degrees of freedom
Multiple R-squared: 0.1823, Adjusted R-squared: 0.1495
F-statistic: 5.556 on 12 and 299 DF, p-value: 1.377e-08
> 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,] 8.924456e-04 1.784891e-03 9.991076e-01
[2,] 2.071362e-04 4.142725e-04 9.997929e-01
[3,] 6.087995e-05 1.217599e-04 9.999391e-01
[4,] 1.432222e-05 2.864443e-05 9.999857e-01
[5,] 2.493796e-06 4.987591e-06 9.999975e-01
[6,] 3.162174e-07 6.324349e-07 9.999997e-01
[7,] 3.434101e-08 6.868202e-08 1.000000e+00
[8,] 3.863130e-09 7.726260e-09 1.000000e+00
[9,] 4.690708e-10 9.381417e-10 1.000000e+00
[10,] 4.453615e-11 8.907230e-11 1.000000e+00
[11,] 5.827491e-12 1.165498e-11 1.000000e+00
[12,] 5.554416e-13 1.110883e-12 1.000000e+00
[13,] 5.233614e-14 1.046723e-13 1.000000e+00
[14,] 6.730627e-15 1.346125e-14 1.000000e+00
[15,] 1.058323e-15 2.116647e-15 1.000000e+00
[16,] 1.555982e-16 3.111964e-16 1.000000e+00
[17,] 2.910043e-17 5.820085e-17 1.000000e+00
[18,] 7.307140e-18 1.461428e-17 1.000000e+00
[19,] 1.356316e-18 2.712631e-18 1.000000e+00
[20,] 1.530739e-19 3.061479e-19 1.000000e+00
[21,] 1.884732e-20 3.769465e-20 1.000000e+00
[22,] 5.373710e-21 1.074742e-20 1.000000e+00
[23,] 1.173166e-21 2.346332e-21 1.000000e+00
[24,] 7.827154e-22 1.565431e-21 1.000000e+00
[25,] 1.105939e-21 2.211877e-21 1.000000e+00
[26,] 5.785013e-21 1.157003e-20 1.000000e+00
[27,] 1.564037e-20 3.128075e-20 1.000000e+00
[28,] 4.154649e-20 8.309298e-20 1.000000e+00
[29,] 2.997445e-20 5.994889e-20 1.000000e+00
[30,] 2.125724e-20 4.251448e-20 1.000000e+00
[31,] 2.122078e-20 4.244155e-20 1.000000e+00
[32,] 1.530981e-19 3.061961e-19 1.000000e+00
[33,] 4.641704e-18 9.283407e-18 1.000000e+00
[34,] 9.030847e-17 1.806169e-16 1.000000e+00
[35,] 1.346347e-15 2.692693e-15 1.000000e+00
[36,] 2.181632e-14 4.363264e-14 1.000000e+00
[37,] 4.258156e-13 8.516313e-13 1.000000e+00
[38,] 3.674311e-12 7.348622e-12 1.000000e+00
[39,] 2.876276e-11 5.752553e-11 1.000000e+00
[40,] 1.438713e-10 2.877425e-10 1.000000e+00
[41,] 2.816470e-10 5.632940e-10 1.000000e+00
[42,] 7.841648e-10 1.568330e-09 1.000000e+00
[43,] 2.232941e-09 4.465882e-09 1.000000e+00
[44,] 6.382442e-09 1.276488e-08 1.000000e+00
[45,] 2.854592e-08 5.709183e-08 1.000000e+00
[46,] 4.606804e-08 9.213608e-08 1.000000e+00
[47,] 1.142897e-07 2.285793e-07 9.999999e-01
[48,] 4.571466e-07 9.142932e-07 9.999995e-01
[49,] 2.642139e-06 5.284278e-06 9.999974e-01
[50,] 1.615696e-05 3.231391e-05 9.999838e-01
[51,] 1.294335e-04 2.588669e-04 9.998706e-01
[52,] 8.559799e-04 1.711960e-03 9.991440e-01
[53,] 3.998925e-03 7.997850e-03 9.960011e-01
[54,] 1.362465e-02 2.724929e-02 9.863754e-01
[55,] 3.680471e-02 7.360943e-02 9.631953e-01
[56,] 8.425498e-02 1.685100e-01 9.157450e-01
[57,] 1.482749e-01 2.965497e-01 8.517251e-01
[58,] 2.113819e-01 4.227638e-01 7.886181e-01
[59,] 2.881445e-01 5.762889e-01 7.118555e-01
[60,] 3.696408e-01 7.392817e-01 6.303592e-01
[61,] 4.509216e-01 9.018432e-01 5.490784e-01
[62,] 5.249670e-01 9.500659e-01 4.750330e-01
[63,] 5.852390e-01 8.295220e-01 4.147610e-01
[64,] 6.569894e-01 6.860211e-01 3.430106e-01
[65,] 7.286042e-01 5.427916e-01 2.713958e-01
[66,] 7.847533e-01 4.304933e-01 2.152467e-01
[67,] 8.181666e-01 3.636667e-01 1.818334e-01
[68,] 8.528222e-01 2.943556e-01 1.471778e-01
[69,] 8.744763e-01 2.510474e-01 1.255237e-01
[70,] 8.854813e-01 2.290373e-01 1.145187e-01
[71,] 8.973759e-01 2.052482e-01 1.026241e-01
[72,] 9.067617e-01 1.864766e-01 9.323832e-02
[73,] 9.147837e-01 1.704326e-01 8.521629e-02
[74,] 9.224099e-01 1.551802e-01 7.759010e-02
[75,] 9.278617e-01 1.442766e-01 7.213828e-02
[76,] 9.345733e-01 1.308533e-01 6.542667e-02
[77,] 9.438245e-01 1.123511e-01 5.617554e-02
[78,] 9.519175e-01 9.616505e-02 4.808253e-02
[79,] 9.586098e-01 8.278038e-02 4.139019e-02
[80,] 9.648556e-01 7.028873e-02 3.514437e-02
[81,] 9.697952e-01 6.040967e-02 3.020484e-02
[82,] 9.717178e-01 5.656438e-02 2.828219e-02
[83,] 9.734924e-01 5.301520e-02 2.650760e-02
[84,] 9.753125e-01 4.937497e-02 2.468748e-02
[85,] 9.771159e-01 4.576819e-02 2.288409e-02
[86,] 9.790208e-01 4.195844e-02 2.097922e-02
[87,] 9.804422e-01 3.911567e-02 1.955784e-02
[88,] 9.819026e-01 3.619472e-02 1.809736e-02
[89,] 9.841828e-01 3.163444e-02 1.581722e-02
[90,] 9.869216e-01 2.615680e-02 1.307840e-02
[91,] 9.893712e-01 2.125754e-02 1.062877e-02
[92,] 9.912441e-01 1.751173e-02 8.755863e-03
[93,] 9.927105e-01 1.457900e-02 7.289502e-03
[94,] 9.933915e-01 1.321700e-02 6.608499e-03
[95,] 9.940446e-01 1.191078e-02 5.955390e-03
[96,] 9.943359e-01 1.132829e-02 5.664144e-03
[97,] 9.949611e-01 1.007787e-02 5.038935e-03
[98,] 9.955097e-01 8.980594e-03 4.490297e-03
[99,] 9.960017e-01 7.996668e-03 3.998334e-03
[100,] 9.966050e-01 6.789926e-03 3.394963e-03
[101,] 9.971502e-01 5.699578e-03 2.849789e-03
[102,] 9.978547e-01 4.290658e-03 2.145329e-03
[103,] 9.983903e-01 3.219498e-03 1.609749e-03
[104,] 9.987528e-01 2.494373e-03 1.247186e-03
[105,] 9.990383e-01 1.923394e-03 9.616969e-04
[106,] 9.991953e-01 1.609473e-03 8.047364e-04
[107,] 9.993545e-01 1.291038e-03 6.455188e-04
[108,] 9.994908e-01 1.018304e-03 5.091519e-04
[109,] 9.996096e-01 7.807858e-04 3.903929e-04
[110,] 9.997028e-01 5.943749e-04 2.971874e-04
[111,] 9.997709e-01 4.582206e-04 2.291103e-04
[112,] 9.998258e-01 3.484524e-04 1.742262e-04
[113,] 9.998835e-01 2.329728e-04 1.164864e-04
[114,] 9.999243e-01 1.513475e-04 7.567374e-05
[115,] 9.999478e-01 1.044220e-04 5.221099e-05
[116,] 9.999605e-01 7.901040e-05 3.950520e-05
[117,] 9.999693e-01 6.138138e-05 3.069069e-05
[118,] 9.999749e-01 5.018233e-05 2.509117e-05
[119,] 9.999788e-01 4.230028e-05 2.115014e-05
[120,] 9.999830e-01 3.400919e-05 1.700460e-05
[121,] 9.999865e-01 2.693971e-05 1.346985e-05
[122,] 9.999894e-01 2.117199e-05 1.058600e-05
[123,] 9.999918e-01 1.647789e-05 8.238946e-06
[124,] 9.999939e-01 1.228766e-05 6.143828e-06
[125,] 9.999958e-01 8.400566e-06 4.200283e-06
[126,] 9.999973e-01 5.489209e-06 2.744605e-06
[127,] 9.999979e-01 4.127861e-06 2.063931e-06
[128,] 9.999983e-01 3.427874e-06 1.713937e-06
[129,] 9.999985e-01 2.904743e-06 1.452371e-06
[130,] 9.999987e-01 2.513085e-06 1.256542e-06
[131,] 9.999990e-01 2.019741e-06 1.009870e-06
[132,] 9.999992e-01 1.627172e-06 8.135862e-07
[133,] 9.999993e-01 1.332171e-06 6.660857e-07
[134,] 9.999995e-01 1.076979e-06 5.384893e-07
[135,] 9.999996e-01 8.965154e-07 4.482577e-07
[136,] 9.999996e-01 7.225838e-07 3.612919e-07
[137,] 9.999997e-01 5.332788e-07 2.666394e-07
[138,] 9.999998e-01 3.932490e-07 1.966245e-07
[139,] 9.999998e-01 3.317866e-07 1.658933e-07
[140,] 9.999998e-01 3.333625e-07 1.666812e-07
[141,] 9.999998e-01 3.619024e-07 1.809512e-07
[142,] 9.999998e-01 3.909884e-07 1.954942e-07
[143,] 9.999998e-01 4.191972e-07 2.095986e-07
[144,] 9.999998e-01 4.538147e-07 2.269073e-07
[145,] 9.999998e-01 4.921252e-07 2.460626e-07
[146,] 9.999997e-01 5.441854e-07 2.720927e-07
[147,] 9.999997e-01 5.940748e-07 2.970374e-07
[148,] 9.999997e-01 6.558959e-07 3.279479e-07
[149,] 9.999996e-01 7.057514e-07 3.528757e-07
[150,] 9.999996e-01 7.641329e-07 3.820665e-07
[151,] 9.999996e-01 8.650838e-07 4.325419e-07
[152,] 9.999995e-01 9.396014e-07 4.698007e-07
[153,] 9.999995e-01 1.006112e-06 5.030560e-07
[154,] 9.999995e-01 9.636152e-07 4.818076e-07
[155,] 9.999995e-01 9.276439e-07 4.638220e-07
[156,] 9.999995e-01 9.273220e-07 4.636610e-07
[157,] 9.999995e-01 9.408328e-07 4.704164e-07
[158,] 9.999995e-01 9.601906e-07 4.800953e-07
[159,] 9.999995e-01 9.842591e-07 4.921296e-07
[160,] 9.999995e-01 1.098320e-06 5.491599e-07
[161,] 9.999994e-01 1.197447e-06 5.987235e-07
[162,] 9.999993e-01 1.338081e-06 6.690406e-07
[163,] 9.999992e-01 1.528370e-06 7.641850e-07
[164,] 9.999991e-01 1.741276e-06 8.706379e-07
[165,] 9.999990e-01 1.961449e-06 9.807244e-07
[166,] 9.999990e-01 2.013140e-06 1.006570e-06
[167,] 9.999990e-01 2.066323e-06 1.033162e-06
[168,] 9.999989e-01 2.254009e-06 1.127004e-06
[169,] 9.999988e-01 2.425739e-06 1.212869e-06
[170,] 9.999987e-01 2.679226e-06 1.339613e-06
[171,] 9.999985e-01 2.912608e-06 1.456304e-06
[172,] 9.999984e-01 3.173509e-06 1.586755e-06
[173,] 9.999984e-01 3.281163e-06 1.640582e-06
[174,] 9.999984e-01 3.215591e-06 1.607795e-06
[175,] 9.999986e-01 2.761121e-06 1.380561e-06
[176,] 9.999988e-01 2.309707e-06 1.154853e-06
[177,] 9.999991e-01 1.737478e-06 8.687389e-07
[178,] 9.999995e-01 1.011290e-06 5.056450e-07
[179,] 9.999997e-01 6.939011e-07 3.469505e-07
[180,] 9.999997e-01 5.514691e-07 2.757345e-07
[181,] 9.999998e-01 4.358943e-07 2.179472e-07
[182,] 9.999998e-01 3.930313e-07 1.965157e-07
[183,] 9.999998e-01 4.077616e-07 2.038808e-07
[184,] 9.999998e-01 4.063771e-07 2.031885e-07
[185,] 9.999998e-01 3.823791e-07 1.911896e-07
[186,] 9.999998e-01 3.872413e-07 1.936207e-07
[187,] 9.999998e-01 4.072722e-07 2.036361e-07
[188,] 9.999998e-01 3.750636e-07 1.875318e-07
[189,] 9.999998e-01 3.329846e-07 1.664923e-07
[190,] 9.999999e-01 2.682141e-07 1.341070e-07
[191,] 9.999999e-01 2.140293e-07 1.070147e-07
[192,] 9.999999e-01 1.652944e-07 8.264718e-08
[193,] 9.999999e-01 1.204216e-07 6.021080e-08
[194,] 1.000000e+00 9.286066e-08 4.643033e-08
[195,] 1.000000e+00 6.037774e-08 3.018887e-08
[196,] 1.000000e+00 4.145159e-08 2.072580e-08
[197,] 1.000000e+00 2.678936e-08 1.339468e-08
[198,] 1.000000e+00 1.637008e-08 8.185041e-09
[199,] 1.000000e+00 1.109429e-08 5.547143e-09
[200,] 1.000000e+00 6.096146e-09 3.048073e-09
[201,] 1.000000e+00 2.758748e-09 1.379374e-09
[202,] 1.000000e+00 1.213158e-09 6.065790e-10
[203,] 1.000000e+00 4.833479e-10 2.416740e-10
[204,] 1.000000e+00 1.928138e-10 9.640690e-11
[205,] 1.000000e+00 7.866467e-11 3.933234e-11
[206,] 1.000000e+00 3.382999e-11 1.691500e-11
[207,] 1.000000e+00 1.613666e-11 8.068331e-12
[208,] 1.000000e+00 7.952344e-12 3.976172e-12
[209,] 1.000000e+00 1.851855e-12 9.259274e-13
[210,] 1.000000e+00 5.239332e-13 2.619666e-13
[211,] 1.000000e+00 2.697265e-13 1.348632e-13
[212,] 1.000000e+00 1.070282e-13 5.351409e-14
[213,] 1.000000e+00 2.846072e-14 1.423036e-14
[214,] 1.000000e+00 6.015760e-15 3.007880e-15
[215,] 1.000000e+00 1.390705e-15 6.953526e-16
[216,] 1.000000e+00 2.881920e-16 1.440960e-16
[217,] 1.000000e+00 6.813380e-17 3.406690e-17
[218,] 1.000000e+00 1.305704e-17 6.528519e-18
[219,] 1.000000e+00 2.498053e-18 1.249026e-18
[220,] 1.000000e+00 5.224041e-19 2.612021e-19
[221,] 1.000000e+00 1.904512e-20 9.522558e-21
[222,] 1.000000e+00 2.074263e-21 1.037132e-21
[223,] 1.000000e+00 3.934880e-22 1.967440e-22
[224,] 1.000000e+00 3.850404e-23 1.925202e-23
[225,] 1.000000e+00 2.116403e-24 1.058201e-24
[226,] 1.000000e+00 1.070317e-25 5.351583e-26
[227,] 1.000000e+00 1.050810e-26 5.254050e-27
[228,] 1.000000e+00 3.738428e-27 1.869214e-27
[229,] 1.000000e+00 5.994101e-28 2.997051e-28
[230,] 1.000000e+00 2.015306e-28 1.007653e-28
[231,] 1.000000e+00 9.727883e-29 4.863941e-29
[232,] 1.000000e+00 9.212886e-29 4.606443e-29
[233,] 1.000000e+00 1.009616e-30 5.048079e-31
[234,] 1.000000e+00 3.545413e-31 1.772707e-31
[235,] 1.000000e+00 3.397494e-31 1.698747e-31
[236,] 1.000000e+00 3.463603e-31 1.731802e-31
[237,] 1.000000e+00 7.916061e-31 3.958031e-31
[238,] 1.000000e+00 2.026592e-30 1.013296e-30
[239,] 1.000000e+00 8.727308e-30 4.363654e-30
[240,] 1.000000e+00 5.460562e-29 2.730281e-29
[241,] 1.000000e+00 2.963869e-28 1.481935e-28
[242,] 1.000000e+00 1.578554e-27 7.892772e-28
[243,] 1.000000e+00 1.048192e-26 5.240959e-27
[244,] 1.000000e+00 6.349476e-26 3.174738e-26
[245,] 1.000000e+00 2.846042e-25 1.423021e-25
[246,] 1.000000e+00 8.195205e-25 4.097603e-25
[247,] 1.000000e+00 2.490743e-24 1.245371e-24
[248,] 1.000000e+00 1.617670e-23 8.088350e-24
[249,] 1.000000e+00 9.421893e-23 4.710946e-23
[250,] 1.000000e+00 4.036615e-22 2.018308e-22
[251,] 1.000000e+00 1.711228e-21 8.556141e-22
[252,] 1.000000e+00 7.965768e-21 3.982884e-21
[253,] 1.000000e+00 3.194626e-20 1.597313e-20
[254,] 1.000000e+00 1.246267e-19 6.231336e-20
[255,] 1.000000e+00 2.943779e-19 1.471889e-19
[256,] 1.000000e+00 1.211433e-18 6.057167e-19
[257,] 1.000000e+00 2.976397e-18 1.488198e-18
[258,] 1.000000e+00 4.121680e-18 2.060840e-18
[259,] 1.000000e+00 9.762034e-18 4.881017e-18
[260,] 1.000000e+00 4.932849e-17 2.466424e-17
[261,] 1.000000e+00 2.135578e-16 1.067789e-16
[262,] 1.000000e+00 7.326483e-16 3.663242e-16
[263,] 1.000000e+00 2.003802e-15 1.001901e-15
[264,] 1.000000e+00 3.176464e-15 1.588232e-15
[265,] 1.000000e+00 1.761864e-14 8.809320e-15
[266,] 1.000000e+00 7.220517e-14 3.610258e-14
[267,] 1.000000e+00 3.393637e-13 1.696819e-13
[268,] 1.000000e+00 2.853722e-12 1.426861e-12
[269,] 1.000000e+00 2.250275e-11 1.125137e-11
[270,] 1.000000e+00 1.554149e-10 7.770747e-11
[271,] 1.000000e+00 7.503499e-10 3.751749e-10
[272,] 1.000000e+00 2.548108e-09 1.274054e-09
[273,] 1.000000e+00 1.257112e-08 6.285559e-09
[274,] 1.000000e+00 7.709276e-08 3.854638e-08
[275,] 9.999998e-01 4.455173e-07 2.227586e-07
[276,] 9.999988e-01 2.300661e-06 1.150331e-06
[277,] 9.999948e-01 1.040173e-05 5.200867e-06
[278,] 9.999829e-01 3.420662e-05 1.710331e-05
[279,] 9.999302e-01 1.396375e-04 6.981874e-05
[280,] 9.998573e-01 2.854705e-04 1.427353e-04
[281,] 9.993712e-01 1.257696e-03 6.288478e-04
> postscript(file="/var/www/rcomp/tmp/17ygk1322561658.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/21r591322561658.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/36vvd1322561658.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/4po591322561658.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/5psaj1322561658.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 = 312
Frequency = 1
1 2 3 4 5 6
-138932.1610 -142286.1994 -135576.2379 -129616.7379 -124214.7764 -123174.0456
7 8 9 10 11 12
-114082.0840 -112037.6994 -100500.1225 -93072.8148 -83418.3917 -80967.1994
13 14 15 16 17 18
-76363.5696 -69397.6081 -60403.6466 -49166.1466 -38312.1850 -32444.4542
19 20 21 22 23 24
-22280.4927 -21588.1081 -13513.5312 -8655.2235 3313.1996 7784.3919
25 26 27 28 29 30
17896.0217 25666.9832 30533.9448 34014.4448 38190.4063 39527.1371
31 32 33 34 35 36
48878.0986 48069.4832 55503.0602 62526.3679 76963.7909 79198.9832
37 38 39 40 41 42
84828.6130 88855.5746 89538.5361 91627.0361 90882.9977 92078.7284
43 44 45 46 47 48
98388.6900 103411.0746 111238.6515 113994.9592 112572.3823 102969.5746
49 50 51 52 53 54
104140.2044 101115.1659 97257.1275 91994.6275 94971.5890 90174.3198
55 56 57 58 59 60
97261.2813 109106.6659 108006.2428 109083.5505 114250.9736 99392.1659
61 62 63 64 65 66
119341.7957 105497.7573 91159.7188 77205.2188 68800.1803 47882.9111
67 68 69 70 71 72
43086.8726 38355.2573 38807.8342 36093.1419 35066.5650 33853.7573
73 74 75 76 77 78
37813.3871 28182.3486 23319.3101 19102.8101 19478.7717 17353.5025
79 80 81 82 83 84
8266.4640 -559.1514 4626.4255 20731.7332 16436.1563 22267.3486
85 86 87 88 89 90
25458.9784 12839.9399 11359.9015 8184.4015 5772.3630 3014.0938
91 92 93 94 95 96
-1816.9447 -16754.5601 -14678.9831 -11010.6754 -11341.2524 -15186.0601
97 98 99 100 101 102
-13841.4303 -21926.4687 -27905.5072 -33372.0072 -37641.0456 -41131.3149
103 104 105 106 107 108
-43112.3533 -56466.9687 -62997.3918 -64433.0841 -62553.6610 -66005.4687
109 110 111 112 113 114
-65727.8389 -71736.8774 -67858.9158 -79291.4158 -80748.4543 -84104.7235
115 116 117 118 119 120
-89951.7620 -93693.3774 -103810.8005 -103505.4928 -100216.0697 -102377.8774
121 122 123 124 125 126
-99137.2476 -103945.2860 -105455.3245 -107667.8245 -107633.8630 -105942.1322
127 128 129 130 131 132
-106042.1707 -113840.7860 -114060.2091 -108606.9014 -101184.4783 -97856.2860
133 134 135 136 137 138
-92030.6562 -86740.6947 -88176.7332 -86288.2332 -84866.2716 -82037.5409
139 140 141 142 143 144
-83101.5793 -84195.1947 -84883.6178 -75511.3101 -68894.8870 -64360.6947
145 146 147 148 149 150
-56513.0649 -56738.1034 -53324.1418 -47805.6418 -46842.6803 -39947.9495
151 152 153 154 155 156
-41150.9880 -41269.6034 -40483.0264 -33404.7187 -22209.2957 -10656.1034
157 158 159 160 161 162
687.5264 8872.4880 12864.4495 19475.9495 25511.9111 33250.6418
163 164 165 166 167 168
38211.6034 42065.9880 48235.5649 49515.8726 59904.2957 62856.4880
169 170 171 172 173 174
71343.1178 72437.0793 70994.0409 71270.5409 72344.5024 73297.2332
175 176 177 178 179 180
66848.1947 70140.5793 68883.1562 67134.4639 66404.8870 67425.0793
181 182 183 184 185 186
74711.7091 75897.6707 71517.6322 73061.1322 70492.0937 72036.8245
187 188 189 190 191 192
71271.7860 76229.1707 78264.7476 82574.0553 78480.4783 82151.6707
193 194 195 196 197 198
93449.3005 86021.2620 77861.2235 77039.7235 67872.6851 59166.4158
199 200 201 202 203 204
59373.3774 62935.7620 54816.3389 45583.6466 44960.0697 43972.2620
205 206 207 208 209 210
49220.8918 50853.8533 51457.8149 52204.3149 46886.2764 52316.0072
211 212 213 214 215 216
46175.9687 47388.3533 43569.9303 30752.2379 26419.6610 27157.8533
217 218 219 220 221 222
28522.4831 30922.4447 28382.4062 24562.9062 19448.8677 14520.5985
223 224 225 226 227 228
9559.5601 22048.9447 10944.5216 -9891.1707 -17123.7476 -15662.5553
229 230 231 232 233 234
-8747.9255 -10023.9640 -10579.0025 -14922.5025 -15887.5409 -18174.8101
235 236 237 238 239 240
-23356.8486 -13163.4640 -28802.8871 -40885.5794 -48834.1563 -51551.9640
241 242 243 244 245 246
-44917.3342 -47291.3726 -54613.4111 -50130.9111 -55445.9496 -56644.2188
247 248 249 250 251 252
-61374.2573 -46642.8726 -61452.2957 -69412.9880 -79570.5650 -86085.3726
253 254 255 256 257 258
-73260.7428 -70697.7813 -71075.8198 -66387.3198 -63851.3582 -66979.6275
259 260 261 262 263 264
-68054.6659 -60049.2813 -52532.7044 -54122.3967 -75297.9736 -77703.7813
265 266 267 268 269 270
-66764.1515 -58678.1900 -51140.2284 -50518.7284 -47729.7669 -45197.0361
271 272 273 274 275 276
-37738.0746 -47045.6900 -45000.1130 -40883.8054 -39558.3823 -39048.1900
277 278 279 280 281 282
-26164.5602 -18789.5986 -14161.6371 -5158.1371 -4112.1756 3632.5552
283 284 285 286 287 288
12222.5168 4960.9014 7501.4783 3479.7860 -3968.7909 986.4014
289 290 291 292 293 294
14481.0312 22539.9927 28721.9542 26798.4542 29177.4158 36868.1466
295 296 297 298 299 300
33914.1081 33494.4927 39607.0696 46824.3773 40338.8004 39136.9927
301 302 303 304 305 306
40505.6225 48549.5840 55302.5456 53784.0456 57456.0071 60658.7379
307 308 309 310 311 312
58603.6994 49100.0840 52710.6610 45101.9687 39060.3917 38308.5840
> postscript(file="/var/www/rcomp/tmp/655dl1322561658.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 = 312
Frequency = 1
lag(myerror, k = 1) myerror
0 -138932.1610 NA
1 -142286.1994 -138932.1610
2 -135576.2379 -142286.1994
3 -129616.7379 -135576.2379
4 -124214.7764 -129616.7379
5 -123174.0456 -124214.7764
6 -114082.0840 -123174.0456
7 -112037.6994 -114082.0840
8 -100500.1225 -112037.6994
9 -93072.8148 -100500.1225
10 -83418.3917 -93072.8148
11 -80967.1994 -83418.3917
12 -76363.5696 -80967.1994
13 -69397.6081 -76363.5696
14 -60403.6466 -69397.6081
15 -49166.1466 -60403.6466
16 -38312.1850 -49166.1466
17 -32444.4542 -38312.1850
18 -22280.4927 -32444.4542
19 -21588.1081 -22280.4927
20 -13513.5312 -21588.1081
21 -8655.2235 -13513.5312
22 3313.1996 -8655.2235
23 7784.3919 3313.1996
24 17896.0217 7784.3919
25 25666.9832 17896.0217
26 30533.9448 25666.9832
27 34014.4448 30533.9448
28 38190.4063 34014.4448
29 39527.1371 38190.4063
30 48878.0986 39527.1371
31 48069.4832 48878.0986
32 55503.0602 48069.4832
33 62526.3679 55503.0602
34 76963.7909 62526.3679
35 79198.9832 76963.7909
36 84828.6130 79198.9832
37 88855.5746 84828.6130
38 89538.5361 88855.5746
39 91627.0361 89538.5361
40 90882.9977 91627.0361
41 92078.7284 90882.9977
42 98388.6900 92078.7284
43 103411.0746 98388.6900
44 111238.6515 103411.0746
45 113994.9592 111238.6515
46 112572.3823 113994.9592
47 102969.5746 112572.3823
48 104140.2044 102969.5746
49 101115.1659 104140.2044
50 97257.1275 101115.1659
51 91994.6275 97257.1275
52 94971.5890 91994.6275
53 90174.3198 94971.5890
54 97261.2813 90174.3198
55 109106.6659 97261.2813
56 108006.2428 109106.6659
57 109083.5505 108006.2428
58 114250.9736 109083.5505
59 99392.1659 114250.9736
60 119341.7957 99392.1659
61 105497.7573 119341.7957
62 91159.7188 105497.7573
63 77205.2188 91159.7188
64 68800.1803 77205.2188
65 47882.9111 68800.1803
66 43086.8726 47882.9111
67 38355.2573 43086.8726
68 38807.8342 38355.2573
69 36093.1419 38807.8342
70 35066.5650 36093.1419
71 33853.7573 35066.5650
72 37813.3871 33853.7573
73 28182.3486 37813.3871
74 23319.3101 28182.3486
75 19102.8101 23319.3101
76 19478.7717 19102.8101
77 17353.5025 19478.7717
78 8266.4640 17353.5025
79 -559.1514 8266.4640
80 4626.4255 -559.1514
81 20731.7332 4626.4255
82 16436.1563 20731.7332
83 22267.3486 16436.1563
84 25458.9784 22267.3486
85 12839.9399 25458.9784
86 11359.9015 12839.9399
87 8184.4015 11359.9015
88 5772.3630 8184.4015
89 3014.0938 5772.3630
90 -1816.9447 3014.0938
91 -16754.5601 -1816.9447
92 -14678.9831 -16754.5601
93 -11010.6754 -14678.9831
94 -11341.2524 -11010.6754
95 -15186.0601 -11341.2524
96 -13841.4303 -15186.0601
97 -21926.4687 -13841.4303
98 -27905.5072 -21926.4687
99 -33372.0072 -27905.5072
100 -37641.0456 -33372.0072
101 -41131.3149 -37641.0456
102 -43112.3533 -41131.3149
103 -56466.9687 -43112.3533
104 -62997.3918 -56466.9687
105 -64433.0841 -62997.3918
106 -62553.6610 -64433.0841
107 -66005.4687 -62553.6610
108 -65727.8389 -66005.4687
109 -71736.8774 -65727.8389
110 -67858.9158 -71736.8774
111 -79291.4158 -67858.9158
112 -80748.4543 -79291.4158
113 -84104.7235 -80748.4543
114 -89951.7620 -84104.7235
115 -93693.3774 -89951.7620
116 -103810.8005 -93693.3774
117 -103505.4928 -103810.8005
118 -100216.0697 -103505.4928
119 -102377.8774 -100216.0697
120 -99137.2476 -102377.8774
121 -103945.2860 -99137.2476
122 -105455.3245 -103945.2860
123 -107667.8245 -105455.3245
124 -107633.8630 -107667.8245
125 -105942.1322 -107633.8630
126 -106042.1707 -105942.1322
127 -113840.7860 -106042.1707
128 -114060.2091 -113840.7860
129 -108606.9014 -114060.2091
130 -101184.4783 -108606.9014
131 -97856.2860 -101184.4783
132 -92030.6562 -97856.2860
133 -86740.6947 -92030.6562
134 -88176.7332 -86740.6947
135 -86288.2332 -88176.7332
136 -84866.2716 -86288.2332
137 -82037.5409 -84866.2716
138 -83101.5793 -82037.5409
139 -84195.1947 -83101.5793
140 -84883.6178 -84195.1947
141 -75511.3101 -84883.6178
142 -68894.8870 -75511.3101
143 -64360.6947 -68894.8870
144 -56513.0649 -64360.6947
145 -56738.1034 -56513.0649
146 -53324.1418 -56738.1034
147 -47805.6418 -53324.1418
148 -46842.6803 -47805.6418
149 -39947.9495 -46842.6803
150 -41150.9880 -39947.9495
151 -41269.6034 -41150.9880
152 -40483.0264 -41269.6034
153 -33404.7187 -40483.0264
154 -22209.2957 -33404.7187
155 -10656.1034 -22209.2957
156 687.5264 -10656.1034
157 8872.4880 687.5264
158 12864.4495 8872.4880
159 19475.9495 12864.4495
160 25511.9111 19475.9495
161 33250.6418 25511.9111
162 38211.6034 33250.6418
163 42065.9880 38211.6034
164 48235.5649 42065.9880
165 49515.8726 48235.5649
166 59904.2957 49515.8726
167 62856.4880 59904.2957
168 71343.1178 62856.4880
169 72437.0793 71343.1178
170 70994.0409 72437.0793
171 71270.5409 70994.0409
172 72344.5024 71270.5409
173 73297.2332 72344.5024
174 66848.1947 73297.2332
175 70140.5793 66848.1947
176 68883.1562 70140.5793
177 67134.4639 68883.1562
178 66404.8870 67134.4639
179 67425.0793 66404.8870
180 74711.7091 67425.0793
181 75897.6707 74711.7091
182 71517.6322 75897.6707
183 73061.1322 71517.6322
184 70492.0937 73061.1322
185 72036.8245 70492.0937
186 71271.7860 72036.8245
187 76229.1707 71271.7860
188 78264.7476 76229.1707
189 82574.0553 78264.7476
190 78480.4783 82574.0553
191 82151.6707 78480.4783
192 93449.3005 82151.6707
193 86021.2620 93449.3005
194 77861.2235 86021.2620
195 77039.7235 77861.2235
196 67872.6851 77039.7235
197 59166.4158 67872.6851
198 59373.3774 59166.4158
199 62935.7620 59373.3774
200 54816.3389 62935.7620
201 45583.6466 54816.3389
202 44960.0697 45583.6466
203 43972.2620 44960.0697
204 49220.8918 43972.2620
205 50853.8533 49220.8918
206 51457.8149 50853.8533
207 52204.3149 51457.8149
208 46886.2764 52204.3149
209 52316.0072 46886.2764
210 46175.9687 52316.0072
211 47388.3533 46175.9687
212 43569.9303 47388.3533
213 30752.2379 43569.9303
214 26419.6610 30752.2379
215 27157.8533 26419.6610
216 28522.4831 27157.8533
217 30922.4447 28522.4831
218 28382.4062 30922.4447
219 24562.9062 28382.4062
220 19448.8677 24562.9062
221 14520.5985 19448.8677
222 9559.5601 14520.5985
223 22048.9447 9559.5601
224 10944.5216 22048.9447
225 -9891.1707 10944.5216
226 -17123.7476 -9891.1707
227 -15662.5553 -17123.7476
228 -8747.9255 -15662.5553
229 -10023.9640 -8747.9255
230 -10579.0025 -10023.9640
231 -14922.5025 -10579.0025
232 -15887.5409 -14922.5025
233 -18174.8101 -15887.5409
234 -23356.8486 -18174.8101
235 -13163.4640 -23356.8486
236 -28802.8871 -13163.4640
237 -40885.5794 -28802.8871
238 -48834.1563 -40885.5794
239 -51551.9640 -48834.1563
240 -44917.3342 -51551.9640
241 -47291.3726 -44917.3342
242 -54613.4111 -47291.3726
243 -50130.9111 -54613.4111
244 -55445.9496 -50130.9111
245 -56644.2188 -55445.9496
246 -61374.2573 -56644.2188
247 -46642.8726 -61374.2573
248 -61452.2957 -46642.8726
249 -69412.9880 -61452.2957
250 -79570.5650 -69412.9880
251 -86085.3726 -79570.5650
252 -73260.7428 -86085.3726
253 -70697.7813 -73260.7428
254 -71075.8198 -70697.7813
255 -66387.3198 -71075.8198
256 -63851.3582 -66387.3198
257 -66979.6275 -63851.3582
258 -68054.6659 -66979.6275
259 -60049.2813 -68054.6659
260 -52532.7044 -60049.2813
261 -54122.3967 -52532.7044
262 -75297.9736 -54122.3967
263 -77703.7813 -75297.9736
264 -66764.1515 -77703.7813
265 -58678.1900 -66764.1515
266 -51140.2284 -58678.1900
267 -50518.7284 -51140.2284
268 -47729.7669 -50518.7284
269 -45197.0361 -47729.7669
270 -37738.0746 -45197.0361
271 -47045.6900 -37738.0746
272 -45000.1130 -47045.6900
273 -40883.8054 -45000.1130
274 -39558.3823 -40883.8054
275 -39048.1900 -39558.3823
276 -26164.5602 -39048.1900
277 -18789.5986 -26164.5602
278 -14161.6371 -18789.5986
279 -5158.1371 -14161.6371
280 -4112.1756 -5158.1371
281 3632.5552 -4112.1756
282 12222.5168 3632.5552
283 4960.9014 12222.5168
284 7501.4783 4960.9014
285 3479.7860 7501.4783
286 -3968.7909 3479.7860
287 986.4014 -3968.7909
288 14481.0312 986.4014
289 22539.9927 14481.0312
290 28721.9542 22539.9927
291 26798.4542 28721.9542
292 29177.4158 26798.4542
293 36868.1466 29177.4158
294 33914.1081 36868.1466
295 33494.4927 33914.1081
296 39607.0696 33494.4927
297 46824.3773 39607.0696
298 40338.8004 46824.3773
299 39136.9927 40338.8004
300 40505.6225 39136.9927
301 48549.5840 40505.6225
302 55302.5456 48549.5840
303 53784.0456 55302.5456
304 57456.0071 53784.0456
305 60658.7379 57456.0071
306 58603.6994 60658.7379
307 49100.0840 58603.6994
308 52710.6610 49100.0840
309 45101.9687 52710.6610
310 39060.3917 45101.9687
311 38308.5840 39060.3917
312 NA 38308.5840
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -142286.1994 -138932.1610
[2,] -135576.2379 -142286.1994
[3,] -129616.7379 -135576.2379
[4,] -124214.7764 -129616.7379
[5,] -123174.0456 -124214.7764
[6,] -114082.0840 -123174.0456
[7,] -112037.6994 -114082.0840
[8,] -100500.1225 -112037.6994
[9,] -93072.8148 -100500.1225
[10,] -83418.3917 -93072.8148
[11,] -80967.1994 -83418.3917
[12,] -76363.5696 -80967.1994
[13,] -69397.6081 -76363.5696
[14,] -60403.6466 -69397.6081
[15,] -49166.1466 -60403.6466
[16,] -38312.1850 -49166.1466
[17,] -32444.4542 -38312.1850
[18,] -22280.4927 -32444.4542
[19,] -21588.1081 -22280.4927
[20,] -13513.5312 -21588.1081
[21,] -8655.2235 -13513.5312
[22,] 3313.1996 -8655.2235
[23,] 7784.3919 3313.1996
[24,] 17896.0217 7784.3919
[25,] 25666.9832 17896.0217
[26,] 30533.9448 25666.9832
[27,] 34014.4448 30533.9448
[28,] 38190.4063 34014.4448
[29,] 39527.1371 38190.4063
[30,] 48878.0986 39527.1371
[31,] 48069.4832 48878.0986
[32,] 55503.0602 48069.4832
[33,] 62526.3679 55503.0602
[34,] 76963.7909 62526.3679
[35,] 79198.9832 76963.7909
[36,] 84828.6130 79198.9832
[37,] 88855.5746 84828.6130
[38,] 89538.5361 88855.5746
[39,] 91627.0361 89538.5361
[40,] 90882.9977 91627.0361
[41,] 92078.7284 90882.9977
[42,] 98388.6900 92078.7284
[43,] 103411.0746 98388.6900
[44,] 111238.6515 103411.0746
[45,] 113994.9592 111238.6515
[46,] 112572.3823 113994.9592
[47,] 102969.5746 112572.3823
[48,] 104140.2044 102969.5746
[49,] 101115.1659 104140.2044
[50,] 97257.1275 101115.1659
[51,] 91994.6275 97257.1275
[52,] 94971.5890 91994.6275
[53,] 90174.3198 94971.5890
[54,] 97261.2813 90174.3198
[55,] 109106.6659 97261.2813
[56,] 108006.2428 109106.6659
[57,] 109083.5505 108006.2428
[58,] 114250.9736 109083.5505
[59,] 99392.1659 114250.9736
[60,] 119341.7957 99392.1659
[61,] 105497.7573 119341.7957
[62,] 91159.7188 105497.7573
[63,] 77205.2188 91159.7188
[64,] 68800.1803 77205.2188
[65,] 47882.9111 68800.1803
[66,] 43086.8726 47882.9111
[67,] 38355.2573 43086.8726
[68,] 38807.8342 38355.2573
[69,] 36093.1419 38807.8342
[70,] 35066.5650 36093.1419
[71,] 33853.7573 35066.5650
[72,] 37813.3871 33853.7573
[73,] 28182.3486 37813.3871
[74,] 23319.3101 28182.3486
[75,] 19102.8101 23319.3101
[76,] 19478.7717 19102.8101
[77,] 17353.5025 19478.7717
[78,] 8266.4640 17353.5025
[79,] -559.1514 8266.4640
[80,] 4626.4255 -559.1514
[81,] 20731.7332 4626.4255
[82,] 16436.1563 20731.7332
[83,] 22267.3486 16436.1563
[84,] 25458.9784 22267.3486
[85,] 12839.9399 25458.9784
[86,] 11359.9015 12839.9399
[87,] 8184.4015 11359.9015
[88,] 5772.3630 8184.4015
[89,] 3014.0938 5772.3630
[90,] -1816.9447 3014.0938
[91,] -16754.5601 -1816.9447
[92,] -14678.9831 -16754.5601
[93,] -11010.6754 -14678.9831
[94,] -11341.2524 -11010.6754
[95,] -15186.0601 -11341.2524
[96,] -13841.4303 -15186.0601
[97,] -21926.4687 -13841.4303
[98,] -27905.5072 -21926.4687
[99,] -33372.0072 -27905.5072
[100,] -37641.0456 -33372.0072
[101,] -41131.3149 -37641.0456
[102,] -43112.3533 -41131.3149
[103,] -56466.9687 -43112.3533
[104,] -62997.3918 -56466.9687
[105,] -64433.0841 -62997.3918
[106,] -62553.6610 -64433.0841
[107,] -66005.4687 -62553.6610
[108,] -65727.8389 -66005.4687
[109,] -71736.8774 -65727.8389
[110,] -67858.9158 -71736.8774
[111,] -79291.4158 -67858.9158
[112,] -80748.4543 -79291.4158
[113,] -84104.7235 -80748.4543
[114,] -89951.7620 -84104.7235
[115,] -93693.3774 -89951.7620
[116,] -103810.8005 -93693.3774
[117,] -103505.4928 -103810.8005
[118,] -100216.0697 -103505.4928
[119,] -102377.8774 -100216.0697
[120,] -99137.2476 -102377.8774
[121,] -103945.2860 -99137.2476
[122,] -105455.3245 -103945.2860
[123,] -107667.8245 -105455.3245
[124,] -107633.8630 -107667.8245
[125,] -105942.1322 -107633.8630
[126,] -106042.1707 -105942.1322
[127,] -113840.7860 -106042.1707
[128,] -114060.2091 -113840.7860
[129,] -108606.9014 -114060.2091
[130,] -101184.4783 -108606.9014
[131,] -97856.2860 -101184.4783
[132,] -92030.6562 -97856.2860
[133,] -86740.6947 -92030.6562
[134,] -88176.7332 -86740.6947
[135,] -86288.2332 -88176.7332
[136,] -84866.2716 -86288.2332
[137,] -82037.5409 -84866.2716
[138,] -83101.5793 -82037.5409
[139,] -84195.1947 -83101.5793
[140,] -84883.6178 -84195.1947
[141,] -75511.3101 -84883.6178
[142,] -68894.8870 -75511.3101
[143,] -64360.6947 -68894.8870
[144,] -56513.0649 -64360.6947
[145,] -56738.1034 -56513.0649
[146,] -53324.1418 -56738.1034
[147,] -47805.6418 -53324.1418
[148,] -46842.6803 -47805.6418
[149,] -39947.9495 -46842.6803
[150,] -41150.9880 -39947.9495
[151,] -41269.6034 -41150.9880
[152,] -40483.0264 -41269.6034
[153,] -33404.7187 -40483.0264
[154,] -22209.2957 -33404.7187
[155,] -10656.1034 -22209.2957
[156,] 687.5264 -10656.1034
[157,] 8872.4880 687.5264
[158,] 12864.4495 8872.4880
[159,] 19475.9495 12864.4495
[160,] 25511.9111 19475.9495
[161,] 33250.6418 25511.9111
[162,] 38211.6034 33250.6418
[163,] 42065.9880 38211.6034
[164,] 48235.5649 42065.9880
[165,] 49515.8726 48235.5649
[166,] 59904.2957 49515.8726
[167,] 62856.4880 59904.2957
[168,] 71343.1178 62856.4880
[169,] 72437.0793 71343.1178
[170,] 70994.0409 72437.0793
[171,] 71270.5409 70994.0409
[172,] 72344.5024 71270.5409
[173,] 73297.2332 72344.5024
[174,] 66848.1947 73297.2332
[175,] 70140.5793 66848.1947
[176,] 68883.1562 70140.5793
[177,] 67134.4639 68883.1562
[178,] 66404.8870 67134.4639
[179,] 67425.0793 66404.8870
[180,] 74711.7091 67425.0793
[181,] 75897.6707 74711.7091
[182,] 71517.6322 75897.6707
[183,] 73061.1322 71517.6322
[184,] 70492.0937 73061.1322
[185,] 72036.8245 70492.0937
[186,] 71271.7860 72036.8245
[187,] 76229.1707 71271.7860
[188,] 78264.7476 76229.1707
[189,] 82574.0553 78264.7476
[190,] 78480.4783 82574.0553
[191,] 82151.6707 78480.4783
[192,] 93449.3005 82151.6707
[193,] 86021.2620 93449.3005
[194,] 77861.2235 86021.2620
[195,] 77039.7235 77861.2235
[196,] 67872.6851 77039.7235
[197,] 59166.4158 67872.6851
[198,] 59373.3774 59166.4158
[199,] 62935.7620 59373.3774
[200,] 54816.3389 62935.7620
[201,] 45583.6466 54816.3389
[202,] 44960.0697 45583.6466
[203,] 43972.2620 44960.0697
[204,] 49220.8918 43972.2620
[205,] 50853.8533 49220.8918
[206,] 51457.8149 50853.8533
[207,] 52204.3149 51457.8149
[208,] 46886.2764 52204.3149
[209,] 52316.0072 46886.2764
[210,] 46175.9687 52316.0072
[211,] 47388.3533 46175.9687
[212,] 43569.9303 47388.3533
[213,] 30752.2379 43569.9303
[214,] 26419.6610 30752.2379
[215,] 27157.8533 26419.6610
[216,] 28522.4831 27157.8533
[217,] 30922.4447 28522.4831
[218,] 28382.4062 30922.4447
[219,] 24562.9062 28382.4062
[220,] 19448.8677 24562.9062
[221,] 14520.5985 19448.8677
[222,] 9559.5601 14520.5985
[223,] 22048.9447 9559.5601
[224,] 10944.5216 22048.9447
[225,] -9891.1707 10944.5216
[226,] -17123.7476 -9891.1707
[227,] -15662.5553 -17123.7476
[228,] -8747.9255 -15662.5553
[229,] -10023.9640 -8747.9255
[230,] -10579.0025 -10023.9640
[231,] -14922.5025 -10579.0025
[232,] -15887.5409 -14922.5025
[233,] -18174.8101 -15887.5409
[234,] -23356.8486 -18174.8101
[235,] -13163.4640 -23356.8486
[236,] -28802.8871 -13163.4640
[237,] -40885.5794 -28802.8871
[238,] -48834.1563 -40885.5794
[239,] -51551.9640 -48834.1563
[240,] -44917.3342 -51551.9640
[241,] -47291.3726 -44917.3342
[242,] -54613.4111 -47291.3726
[243,] -50130.9111 -54613.4111
[244,] -55445.9496 -50130.9111
[245,] -56644.2188 -55445.9496
[246,] -61374.2573 -56644.2188
[247,] -46642.8726 -61374.2573
[248,] -61452.2957 -46642.8726
[249,] -69412.9880 -61452.2957
[250,] -79570.5650 -69412.9880
[251,] -86085.3726 -79570.5650
[252,] -73260.7428 -86085.3726
[253,] -70697.7813 -73260.7428
[254,] -71075.8198 -70697.7813
[255,] -66387.3198 -71075.8198
[256,] -63851.3582 -66387.3198
[257,] -66979.6275 -63851.3582
[258,] -68054.6659 -66979.6275
[259,] -60049.2813 -68054.6659
[260,] -52532.7044 -60049.2813
[261,] -54122.3967 -52532.7044
[262,] -75297.9736 -54122.3967
[263,] -77703.7813 -75297.9736
[264,] -66764.1515 -77703.7813
[265,] -58678.1900 -66764.1515
[266,] -51140.2284 -58678.1900
[267,] -50518.7284 -51140.2284
[268,] -47729.7669 -50518.7284
[269,] -45197.0361 -47729.7669
[270,] -37738.0746 -45197.0361
[271,] -47045.6900 -37738.0746
[272,] -45000.1130 -47045.6900
[273,] -40883.8054 -45000.1130
[274,] -39558.3823 -40883.8054
[275,] -39048.1900 -39558.3823
[276,] -26164.5602 -39048.1900
[277,] -18789.5986 -26164.5602
[278,] -14161.6371 -18789.5986
[279,] -5158.1371 -14161.6371
[280,] -4112.1756 -5158.1371
[281,] 3632.5552 -4112.1756
[282,] 12222.5168 3632.5552
[283,] 4960.9014 12222.5168
[284,] 7501.4783 4960.9014
[285,] 3479.7860 7501.4783
[286,] -3968.7909 3479.7860
[287,] 986.4014 -3968.7909
[288,] 14481.0312 986.4014
[289,] 22539.9927 14481.0312
[290,] 28721.9542 22539.9927
[291,] 26798.4542 28721.9542
[292,] 29177.4158 26798.4542
[293,] 36868.1466 29177.4158
[294,] 33914.1081 36868.1466
[295,] 33494.4927 33914.1081
[296,] 39607.0696 33494.4927
[297,] 46824.3773 39607.0696
[298,] 40338.8004 46824.3773
[299,] 39136.9927 40338.8004
[300,] 40505.6225 39136.9927
[301,] 48549.5840 40505.6225
[302,] 55302.5456 48549.5840
[303,] 53784.0456 55302.5456
[304,] 57456.0071 53784.0456
[305,] 60658.7379 57456.0071
[306,] 58603.6994 60658.7379
[307,] 49100.0840 58603.6994
[308,] 52710.6610 49100.0840
[309,] 45101.9687 52710.6610
[310,] 39060.3917 45101.9687
[311,] 38308.5840 39060.3917
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -142286.1994 -138932.1610
2 -135576.2379 -142286.1994
3 -129616.7379 -135576.2379
4 -124214.7764 -129616.7379
5 -123174.0456 -124214.7764
6 -114082.0840 -123174.0456
7 -112037.6994 -114082.0840
8 -100500.1225 -112037.6994
9 -93072.8148 -100500.1225
10 -83418.3917 -93072.8148
11 -80967.1994 -83418.3917
12 -76363.5696 -80967.1994
13 -69397.6081 -76363.5696
14 -60403.6466 -69397.6081
15 -49166.1466 -60403.6466
16 -38312.1850 -49166.1466
17 -32444.4542 -38312.1850
18 -22280.4927 -32444.4542
19 -21588.1081 -22280.4927
20 -13513.5312 -21588.1081
21 -8655.2235 -13513.5312
22 3313.1996 -8655.2235
23 7784.3919 3313.1996
24 17896.0217 7784.3919
25 25666.9832 17896.0217
26 30533.9448 25666.9832
27 34014.4448 30533.9448
28 38190.4063 34014.4448
29 39527.1371 38190.4063
30 48878.0986 39527.1371
31 48069.4832 48878.0986
32 55503.0602 48069.4832
33 62526.3679 55503.0602
34 76963.7909 62526.3679
35 79198.9832 76963.7909
36 84828.6130 79198.9832
37 88855.5746 84828.6130
38 89538.5361 88855.5746
39 91627.0361 89538.5361
40 90882.9977 91627.0361
41 92078.7284 90882.9977
42 98388.6900 92078.7284
43 103411.0746 98388.6900
44 111238.6515 103411.0746
45 113994.9592 111238.6515
46 112572.3823 113994.9592
47 102969.5746 112572.3823
48 104140.2044 102969.5746
49 101115.1659 104140.2044
50 97257.1275 101115.1659
51 91994.6275 97257.1275
52 94971.5890 91994.6275
53 90174.3198 94971.5890
54 97261.2813 90174.3198
55 109106.6659 97261.2813
56 108006.2428 109106.6659
57 109083.5505 108006.2428
58 114250.9736 109083.5505
59 99392.1659 114250.9736
60 119341.7957 99392.1659
61 105497.7573 119341.7957
62 91159.7188 105497.7573
63 77205.2188 91159.7188
64 68800.1803 77205.2188
65 47882.9111 68800.1803
66 43086.8726 47882.9111
67 38355.2573 43086.8726
68 38807.8342 38355.2573
69 36093.1419 38807.8342
70 35066.5650 36093.1419
71 33853.7573 35066.5650
72 37813.3871 33853.7573
73 28182.3486 37813.3871
74 23319.3101 28182.3486
75 19102.8101 23319.3101
76 19478.7717 19102.8101
77 17353.5025 19478.7717
78 8266.4640 17353.5025
79 -559.1514 8266.4640
80 4626.4255 -559.1514
81 20731.7332 4626.4255
82 16436.1563 20731.7332
83 22267.3486 16436.1563
84 25458.9784 22267.3486
85 12839.9399 25458.9784
86 11359.9015 12839.9399
87 8184.4015 11359.9015
88 5772.3630 8184.4015
89 3014.0938 5772.3630
90 -1816.9447 3014.0938
91 -16754.5601 -1816.9447
92 -14678.9831 -16754.5601
93 -11010.6754 -14678.9831
94 -11341.2524 -11010.6754
95 -15186.0601 -11341.2524
96 -13841.4303 -15186.0601
97 -21926.4687 -13841.4303
98 -27905.5072 -21926.4687
99 -33372.0072 -27905.5072
100 -37641.0456 -33372.0072
101 -41131.3149 -37641.0456
102 -43112.3533 -41131.3149
103 -56466.9687 -43112.3533
104 -62997.3918 -56466.9687
105 -64433.0841 -62997.3918
106 -62553.6610 -64433.0841
107 -66005.4687 -62553.6610
108 -65727.8389 -66005.4687
109 -71736.8774 -65727.8389
110 -67858.9158 -71736.8774
111 -79291.4158 -67858.9158
112 -80748.4543 -79291.4158
113 -84104.7235 -80748.4543
114 -89951.7620 -84104.7235
115 -93693.3774 -89951.7620
116 -103810.8005 -93693.3774
117 -103505.4928 -103810.8005
118 -100216.0697 -103505.4928
119 -102377.8774 -100216.0697
120 -99137.2476 -102377.8774
121 -103945.2860 -99137.2476
122 -105455.3245 -103945.2860
123 -107667.8245 -105455.3245
124 -107633.8630 -107667.8245
125 -105942.1322 -107633.8630
126 -106042.1707 -105942.1322
127 -113840.7860 -106042.1707
128 -114060.2091 -113840.7860
129 -108606.9014 -114060.2091
130 -101184.4783 -108606.9014
131 -97856.2860 -101184.4783
132 -92030.6562 -97856.2860
133 -86740.6947 -92030.6562
134 -88176.7332 -86740.6947
135 -86288.2332 -88176.7332
136 -84866.2716 -86288.2332
137 -82037.5409 -84866.2716
138 -83101.5793 -82037.5409
139 -84195.1947 -83101.5793
140 -84883.6178 -84195.1947
141 -75511.3101 -84883.6178
142 -68894.8870 -75511.3101
143 -64360.6947 -68894.8870
144 -56513.0649 -64360.6947
145 -56738.1034 -56513.0649
146 -53324.1418 -56738.1034
147 -47805.6418 -53324.1418
148 -46842.6803 -47805.6418
149 -39947.9495 -46842.6803
150 -41150.9880 -39947.9495
151 -41269.6034 -41150.9880
152 -40483.0264 -41269.6034
153 -33404.7187 -40483.0264
154 -22209.2957 -33404.7187
155 -10656.1034 -22209.2957
156 687.5264 -10656.1034
157 8872.4880 687.5264
158 12864.4495 8872.4880
159 19475.9495 12864.4495
160 25511.9111 19475.9495
161 33250.6418 25511.9111
162 38211.6034 33250.6418
163 42065.9880 38211.6034
164 48235.5649 42065.9880
165 49515.8726 48235.5649
166 59904.2957 49515.8726
167 62856.4880 59904.2957
168 71343.1178 62856.4880
169 72437.0793 71343.1178
170 70994.0409 72437.0793
171 71270.5409 70994.0409
172 72344.5024 71270.5409
173 73297.2332 72344.5024
174 66848.1947 73297.2332
175 70140.5793 66848.1947
176 68883.1562 70140.5793
177 67134.4639 68883.1562
178 66404.8870 67134.4639
179 67425.0793 66404.8870
180 74711.7091 67425.0793
181 75897.6707 74711.7091
182 71517.6322 75897.6707
183 73061.1322 71517.6322
184 70492.0937 73061.1322
185 72036.8245 70492.0937
186 71271.7860 72036.8245
187 76229.1707 71271.7860
188 78264.7476 76229.1707
189 82574.0553 78264.7476
190 78480.4783 82574.0553
191 82151.6707 78480.4783
192 93449.3005 82151.6707
193 86021.2620 93449.3005
194 77861.2235 86021.2620
195 77039.7235 77861.2235
196 67872.6851 77039.7235
197 59166.4158 67872.6851
198 59373.3774 59166.4158
199 62935.7620 59373.3774
200 54816.3389 62935.7620
201 45583.6466 54816.3389
202 44960.0697 45583.6466
203 43972.2620 44960.0697
204 49220.8918 43972.2620
205 50853.8533 49220.8918
206 51457.8149 50853.8533
207 52204.3149 51457.8149
208 46886.2764 52204.3149
209 52316.0072 46886.2764
210 46175.9687 52316.0072
211 47388.3533 46175.9687
212 43569.9303 47388.3533
213 30752.2379 43569.9303
214 26419.6610 30752.2379
215 27157.8533 26419.6610
216 28522.4831 27157.8533
217 30922.4447 28522.4831
218 28382.4062 30922.4447
219 24562.9062 28382.4062
220 19448.8677 24562.9062
221 14520.5985 19448.8677
222 9559.5601 14520.5985
223 22048.9447 9559.5601
224 10944.5216 22048.9447
225 -9891.1707 10944.5216
226 -17123.7476 -9891.1707
227 -15662.5553 -17123.7476
228 -8747.9255 -15662.5553
229 -10023.9640 -8747.9255
230 -10579.0025 -10023.9640
231 -14922.5025 -10579.0025
232 -15887.5409 -14922.5025
233 -18174.8101 -15887.5409
234 -23356.8486 -18174.8101
235 -13163.4640 -23356.8486
236 -28802.8871 -13163.4640
237 -40885.5794 -28802.8871
238 -48834.1563 -40885.5794
239 -51551.9640 -48834.1563
240 -44917.3342 -51551.9640
241 -47291.3726 -44917.3342
242 -54613.4111 -47291.3726
243 -50130.9111 -54613.4111
244 -55445.9496 -50130.9111
245 -56644.2188 -55445.9496
246 -61374.2573 -56644.2188
247 -46642.8726 -61374.2573
248 -61452.2957 -46642.8726
249 -69412.9880 -61452.2957
250 -79570.5650 -69412.9880
251 -86085.3726 -79570.5650
252 -73260.7428 -86085.3726
253 -70697.7813 -73260.7428
254 -71075.8198 -70697.7813
255 -66387.3198 -71075.8198
256 -63851.3582 -66387.3198
257 -66979.6275 -63851.3582
258 -68054.6659 -66979.6275
259 -60049.2813 -68054.6659
260 -52532.7044 -60049.2813
261 -54122.3967 -52532.7044
262 -75297.9736 -54122.3967
263 -77703.7813 -75297.9736
264 -66764.1515 -77703.7813
265 -58678.1900 -66764.1515
266 -51140.2284 -58678.1900
267 -50518.7284 -51140.2284
268 -47729.7669 -50518.7284
269 -45197.0361 -47729.7669
270 -37738.0746 -45197.0361
271 -47045.6900 -37738.0746
272 -45000.1130 -47045.6900
273 -40883.8054 -45000.1130
274 -39558.3823 -40883.8054
275 -39048.1900 -39558.3823
276 -26164.5602 -39048.1900
277 -18789.5986 -26164.5602
278 -14161.6371 -18789.5986
279 -5158.1371 -14161.6371
280 -4112.1756 -5158.1371
281 3632.5552 -4112.1756
282 12222.5168 3632.5552
283 4960.9014 12222.5168
284 7501.4783 4960.9014
285 3479.7860 7501.4783
286 -3968.7909 3479.7860
287 986.4014 -3968.7909
288 14481.0312 986.4014
289 22539.9927 14481.0312
290 28721.9542 22539.9927
291 26798.4542 28721.9542
292 29177.4158 26798.4542
293 36868.1466 29177.4158
294 33914.1081 36868.1466
295 33494.4927 33914.1081
296 39607.0696 33494.4927
297 46824.3773 39607.0696
298 40338.8004 46824.3773
299 39136.9927 40338.8004
300 40505.6225 39136.9927
301 48549.5840 40505.6225
302 55302.5456 48549.5840
303 53784.0456 55302.5456
304 57456.0071 53784.0456
305 60658.7379 57456.0071
306 58603.6994 60658.7379
307 49100.0840 58603.6994
308 52710.6610 49100.0840
309 45101.9687 52710.6610
310 39060.3917 45101.9687
311 38308.5840 39060.3917
> 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/7rb8l1322561658.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/8karr1322561658.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/www/rcomp/tmp/998ca1322561658.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/www/rcomp/tmp/10zhj61322561658.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11cfk21322561658.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/124pct1322561658.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/13imco1322561658.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/14rp9j1322561658.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/151h4l1322561658.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/16swd11322561658.tab")
+ }
>
> try(system("convert tmp/17ygk1322561658.ps tmp/17ygk1322561658.png",intern=TRUE))
character(0)
> try(system("convert tmp/21r591322561658.ps tmp/21r591322561658.png",intern=TRUE))
character(0)
> try(system("convert tmp/36vvd1322561658.ps tmp/36vvd1322561658.png",intern=TRUE))
character(0)
> try(system("convert tmp/4po591322561658.ps tmp/4po591322561658.png",intern=TRUE))
character(0)
> try(system("convert tmp/5psaj1322561658.ps tmp/5psaj1322561658.png",intern=TRUE))
character(0)
> try(system("convert tmp/655dl1322561658.ps tmp/655dl1322561658.png",intern=TRUE))
character(0)
> try(system("convert tmp/7rb8l1322561658.ps tmp/7rb8l1322561658.png",intern=TRUE))
character(0)
> try(system("convert tmp/8karr1322561658.ps tmp/8karr1322561658.png",intern=TRUE))
character(0)
> try(system("convert tmp/998ca1322561658.ps tmp/998ca1322561658.png",intern=TRUE))
character(0)
> try(system("convert tmp/10zhj61322561658.ps tmp/10zhj61322561658.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
8.34 0.28 8.61