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)
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> x <- array(list(0
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+ ,226
+ ,226)
+ ,dim=c(4
+ ,226)
+ ,dimnames=list(c('9/11'
+ ,'Yt'
+ ,'t'
+ ,'9/11_t')
+ ,1:226))
> y <- array(NA,dim=c(4,226),dimnames=list(c('9/11','Yt','t','9/11_t'),1:226))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Include Monthly Dummies'
> par1 = '2'
> 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
Yt 9/11 t 9/11_t M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11
1 1149822 0 1 0 1 0 0 0 0 0 0 0 0 0 0
2 1086979 0 2 0 0 1 0 0 0 0 0 0 0 0 0
3 1276674 0 3 0 0 0 1 0 0 0 0 0 0 0 0
4 1522522 0 4 0 0 0 0 1 0 0 0 0 0 0 0
5 1742117 0 5 0 0 0 0 0 1 0 0 0 0 0 0
6 1737275 0 6 0 0 0 0 0 0 1 0 0 0 0 0
7 1979900 0 7 0 0 0 0 0 0 0 1 0 0 0 0
8 2061036 0 8 0 0 0 0 0 0 0 0 1 0 0 0
9 1867943 0 9 0 0 0 0 0 0 0 0 0 1 0 0
10 1707752 0 10 0 0 0 0 0 0 0 0 0 0 1 0
11 1298756 0 11 0 0 0 0 0 0 0 0 0 0 0 1
12 1281814 0 12 0 0 0 0 0 0 0 0 0 0 0 0
13 1281151 0 13 0 1 0 0 0 0 0 0 0 0 0 0
14 1164976 0 14 0 0 1 0 0 0 0 0 0 0 0 0
15 1454329 0 15 0 0 0 1 0 0 0 0 0 0 0 0
16 1645288 0 16 0 0 0 0 1 0 0 0 0 0 0 0
17 1817743 0 17 0 0 0 0 0 1 0 0 0 0 0 0
18 1895785 0 18 0 0 0 0 0 0 1 0 0 0 0 0
19 2236311 0 19 0 0 0 0 0 0 0 1 0 0 0 0
20 2295951 0 20 0 0 0 0 0 0 0 0 1 0 0 0
21 2087315 0 21 0 0 0 0 0 0 0 0 0 1 0 0
22 1980891 0 22 0 0 0 0 0 0 0 0 0 0 1 0
23 1465446 0 23 0 0 0 0 0 0 0 0 0 0 0 1
24 1445026 0 24 0 0 0 0 0 0 0 0 0 0 0 0
25 1488120 0 25 0 1 0 0 0 0 0 0 0 0 0 0
26 1338333 0 26 0 0 1 0 0 0 0 0 0 0 0 0
27 1715789 0 27 0 0 0 1 0 0 0 0 0 0 0 0
28 1806090 0 28 0 0 0 0 1 0 0 0 0 0 0 0
29 2083316 0 29 0 0 0 0 0 1 0 0 0 0 0 0
30 2092278 0 30 0 0 0 0 0 0 1 0 0 0 0 0
31 2430800 0 31 0 0 0 0 0 0 0 1 0 0 0 0
32 2424894 0 32 0 0 0 0 0 0 0 0 1 0 0 0
33 2299016 0 33 0 0 0 0 0 0 0 0 0 1 0 0
34 2130688 0 34 0 0 0 0 0 0 0 0 0 0 1 0
35 1652221 0 35 0 0 0 0 0 0 0 0 0 0 0 1
36 1608162 0 36 0 0 0 0 0 0 0 0 0 0 0 0
37 1647074 0 37 0 1 0 0 0 0 0 0 0 0 0 0
38 1479691 0 38 0 0 1 0 0 0 0 0 0 0 0 0
39 1884978 0 39 0 0 0 1 0 0 0 0 0 0 0 0
40 2007898 0 40 0 0 0 0 1 0 0 0 0 0 0 0
41 2208954 0 41 0 0 0 0 0 1 0 0 0 0 0 0
42 2217164 0 42 0 0 0 0 0 0 1 0 0 0 0 0
43 2534291 0 43 0 0 0 0 0 0 0 1 0 0 0 0
44 2560312 0 44 0 0 0 0 0 0 0 0 1 0 0 0
45 2429069 0 45 0 0 0 0 0 0 0 0 0 1 0 0
46 2315077 0 46 0 0 0 0 0 0 0 0 0 0 1 0
47 1799608 0 47 0 0 0 0 0 0 0 0 0 0 0 1
48 1772590 0 48 0 0 0 0 0 0 0 0 0 0 0 0
49 1744799 0 49 0 1 0 0 0 0 0 0 0 0 0 0
50 1659093 0 50 0 0 1 0 0 0 0 0 0 0 0 0
51 2099821 0 51 0 0 0 1 0 0 0 0 0 0 0 0
52 2135736 0 52 0 0 0 0 1 0 0 0 0 0 0 0
53 2427894 0 53 0 0 0 0 0 1 0 0 0 0 0 0
54 2468882 0 54 0 0 0 0 0 0 1 0 0 0 0 0
55 2703217 0 55 0 0 0 0 0 0 0 1 0 0 0 0
56 2766841 0 56 0 0 0 0 0 0 0 0 1 0 0 0
57 2655236 0 57 0 0 0 0 0 0 0 0 0 1 0 0
58 2550373 0 58 0 0 0 0 0 0 0 0 0 0 1 0
59 2052097 0 59 0 0 0 0 0 0 0 0 0 0 0 1
60 1998055 0 60 0 0 0 0 0 0 0 0 0 0 0 0
61 1920748 0 61 0 1 0 0 0 0 0 0 0 0 0 0
62 1876694 0 62 0 0 1 0 0 0 0 0 0 0 0 0
63 2380930 0 63 0 0 0 1 0 0 0 0 0 0 0 0
64 2467402 0 64 0 0 0 0 1 0 0 0 0 0 0 0
65 2770771 0 65 0 0 0 0 0 1 0 0 0 0 0 0
66 2781340 0 66 0 0 0 0 0 0 1 0 0 0 0 0
67 3143926 0 67 0 0 0 0 0 0 0 1 0 0 0 0
68 3172235 0 68 0 0 0 0 0 0 0 0 1 0 0 0
69 2952540 0 69 0 0 0 0 0 0 0 0 0 1 0 0
70 2920877 0 70 0 0 0 0 0 0 0 0 0 0 1 0
71 2384552 0 71 0 0 0 0 0 0 0 0 0 0 0 1
72 2248987 0 72 0 0 0 0 0 0 0 0 0 0 0 0
73 2208616 0 73 0 1 0 0 0 0 0 0 0 0 0 0
74 2178756 0 74 0 0 1 0 0 0 0 0 0 0 0 0
75 2632870 0 75 0 0 0 1 0 0 0 0 0 0 0 0
76 2706905 0 76 0 0 0 0 1 0 0 0 0 0 0 0
77 3029745 0 77 0 0 0 0 0 1 0 0 0 0 0 0
78 3015402 0 78 0 0 0 0 0 0 1 0 0 0 0 0
79 3391414 0 79 0 0 0 0 0 0 0 1 0 0 0 0
80 3507805 0 80 0 0 0 0 0 0 0 0 1 0 0 0
81 3177852 0 81 0 0 0 0 0 0 0 0 0 1 0 0
82 3142961 0 82 0 0 0 0 0 0 0 0 0 0 1 0
83 2545815 0 83 0 0 0 0 0 0 0 0 0 0 0 1
84 2414007 0 84 0 0 0 0 0 0 0 0 0 0 0 0
85 2372578 0 85 0 1 0 0 0 0 0 0 0 0 0 0
86 2332664 0 86 0 0 1 0 0 0 0 0 0 0 0 0
87 2825328 0 87 0 0 0 1 0 0 0 0 0 0 0 0
88 2901478 0 88 0 0 0 0 1 0 0 0 0 0 0 0
89 3263955 0 89 0 0 0 0 0 1 0 0 0 0 0 0
90 3226738 0 90 0 0 0 0 0 0 1 0 0 0 0 0
91 3610786 0 91 0 0 0 0 0 0 0 1 0 0 0 0
92 3709274 0 92 0 0 0 0 0 0 0 0 1 0 0 0
93 3467185 0 93 0 0 0 0 0 0 0 0 0 1 0 0
94 3449646 0 94 0 0 0 0 0 0 0 0 0 0 1 0
95 2802951 0 95 0 0 0 0 0 0 0 0 0 0 0 1
96 2462530 0 96 0 0 0 0 0 0 0 0 0 0 0 0
97 2490645 0 97 0 1 0 0 0 0 0 0 0 0 0 0
98 2561520 0 98 0 0 1 0 0 0 0 0 0 0 0 0
99 3067554 0 99 0 0 0 1 0 0 0 0 0 0 0 0
100 3226951 0 100 0 0 0 0 1 0 0 0 0 0 0 0
101 3546493 0 101 0 0 0 0 0 1 0 0 0 0 0 0
102 3492787 0 102 0 0 0 0 0 0 1 0 0 0 0 0
103 3952263 0 103 0 0 0 0 0 0 0 1 0 0 0 0
104 3932072 0 104 0 0 0 0 0 0 0 0 1 0 0 0
105 3720284 0 105 0 0 0 0 0 0 0 0 0 1 0 0
106 3651555 0 106 0 0 0 0 0 0 0 0 0 0 1 0
107 2914972 0 107 0 0 0 0 0 0 0 0 0 0 0 1
108 2713514 0 108 0 0 0 0 0 0 0 0 0 0 0 0
109 2703997 0 109 0 1 0 0 0 0 0 0 0 0 0 0
110 2591373 0 110 0 0 1 0 0 0 0 0 0 0 0 0
111 3163748 0 111 0 0 0 1 0 0 0 0 0 0 0 0
112 3355137 0 112 0 0 0 0 1 0 0 0 0 0 0 0
113 3613702 0 113 0 0 0 0 0 1 0 0 0 0 0 0
114 3686773 0 114 0 0 0 0 0 0 1 0 0 0 0 0
115 4098716 0 115 0 0 0 0 0 0 0 1 0 0 0 0
116 4063517 0 116 0 0 0 0 0 0 0 0 1 0 0 0
117 3551489 1 117 117 0 0 0 0 0 0 0 0 1 0 0
118 3226663 1 118 118 0 0 0 0 0 0 0 0 0 1 0
119 2656842 1 119 119 0 0 0 0 0 0 0 0 0 0 1
120 2597484 1 120 120 0 0 0 0 0 0 0 0 0 0 0
121 2572399 1 121 121 1 0 0 0 0 0 0 0 0 0 0
122 2596631 1 122 122 0 1 0 0 0 0 0 0 0 0 0
123 3165225 1 123 123 0 0 1 0 0 0 0 0 0 0 0
124 3303145 1 124 124 0 0 0 1 0 0 0 0 0 0 0
125 3698247 1 125 125 0 0 0 0 1 0 0 0 0 0 0
126 3668631 1 126 126 0 0 0 0 0 1 0 0 0 0 0
127 4130433 1 127 127 0 0 0 0 0 0 1 0 0 0 0
128 4131400 1 128 128 0 0 0 0 0 0 0 1 0 0 0
129 3864358 1 129 129 0 0 0 0 0 0 0 0 1 0 0
130 3721110 1 130 130 0 0 0 0 0 0 0 0 0 1 0
131 2892532 1 131 131 0 0 0 0 0 0 0 0 0 0 1
132 2843451 1 132 132 0 0 0 0 0 0 0 0 0 0 0
133 2747502 1 133 133 1 0 0 0 0 0 0 0 0 0 0
134 2668775 1 134 134 0 1 0 0 0 0 0 0 0 0 0
135 3018602 1 135 135 0 0 1 0 0 0 0 0 0 0 0
136 3013392 1 136 136 0 0 0 1 0 0 0 0 0 0 0
137 3393657 1 137 137 0 0 0 0 1 0 0 0 0 0 0
138 3544233 1 138 138 0 0 0 0 0 1 0 0 0 0 0
139 4075832 1 139 139 0 0 0 0 0 0 1 0 0 0 0
140 4032923 1 140 140 0 0 0 0 0 0 0 1 0 0 0
141 3734509 1 141 141 0 0 0 0 0 0 0 0 1 0 0
142 3761285 1 142 142 0 0 0 0 0 0 0 0 0 1 0
143 2970090 1 143 143 0 0 0 0 0 0 0 0 0 0 1
144 2847849 1 144 144 0 0 0 0 0 0 0 0 0 0 0
145 2741680 1 145 145 1 0 0 0 0 0 0 0 0 0 0
146 2830639 1 146 146 0 1 0 0 0 0 0 0 0 0 0
147 3257673 1 147 147 0 0 1 0 0 0 0 0 0 0 0
148 3480085 1 148 148 0 0 0 1 0 0 0 0 0 0 0
149 3843271 1 149 149 0 0 0 0 1 0 0 0 0 0 0
150 3796961 1 150 150 0 0 0 0 0 1 0 0 0 0 0
151 4337767 1 151 151 0 0 0 0 0 0 1 0 0 0 0
152 4243630 1 152 152 0 0 0 0 0 0 0 1 0 0 0
153 3927202 1 153 153 0 0 0 0 0 0 0 0 1 0 0
154 3915296 1 154 154 0 0 0 0 0 0 0 0 0 1 0
155 3087396 1 155 155 0 0 0 0 0 0 0 0 0 0 1
156 2963792 1 156 156 0 0 0 0 0 0 0 0 0 0 0
157 2955792 1 157 157 1 0 0 0 0 0 0 0 0 0 0
158 2829925 1 158 158 0 1 0 0 0 0 0 0 0 0 0
159 3281195 1 159 159 0 0 1 0 0 0 0 0 0 0 0
160 3548011 1 160 160 0 0 0 1 0 0 0 0 0 0 0
161 4059648 1 161 161 0 0 0 0 1 0 0 0 0 0 0
162 3941175 1 162 162 0 0 0 0 0 1 0 0 0 0 0
163 4528594 1 163 163 0 0 0 0 0 0 1 0 0 0 0
164 4433151 1 164 164 0 0 0 0 0 0 0 1 0 0 0
165 4145737 1 165 165 0 0 0 0 0 0 0 0 1 0 0
166 4077132 1 166 166 0 0 0 0 0 0 0 0 0 1 0
167 3198519 1 167 167 0 0 0 0 0 0 0 0 0 0 1
168 3078660 1 168 168 0 0 0 0 0 0 0 0 0 0 0
169 3028202 1 169 169 1 0 0 0 0 0 0 0 0 0 0
170 2858642 1 170 170 0 1 0 0 0 0 0 0 0 0 0
171 3398954 1 171 171 0 0 1 0 0 0 0 0 0 0 0
172 3808883 1 172 172 0 0 0 1 0 0 0 0 0 0 0
173 4175961 1 173 173 0 0 0 0 1 0 0 0 0 0 0
174 4227542 1 174 174 0 0 0 0 0 1 0 0 0 0 0
175 4744616 1 175 175 0 0 0 0 0 0 1 0 0 0 0
176 4608012 1 176 176 0 0 0 0 0 0 0 1 0 0 0
177 4295049 1 177 177 0 0 0 0 0 0 0 0 1 0 0
178 4201144 1 178 178 0 0 0 0 0 0 0 0 0 1 0
179 3353276 1 179 179 0 0 0 0 0 0 0 0 0 0 1
180 3286851 1 180 180 0 0 0 0 0 0 0 0 0 0 0
181 3169889 1 181 181 1 0 0 0 0 0 0 0 0 0 0
182 3051720 1 182 182 0 1 0 0 0 0 0 0 0 0 0
183 3695426 1 183 183 0 0 1 0 0 0 0 0 0 0 0
184 3905501 1 184 184 0 0 0 1 0 0 0 0 0 0 0
185 4296458 1 185 185 0 0 0 0 1 0 0 0 0 0 0
186 4246247 1 186 186 0 0 0 0 0 1 0 0 0 0 0
187 4921849 1 187 187 0 0 0 0 0 0 1 0 0 0 0
188 4821446 1 188 188 0 0 0 0 0 0 0 1 0 0 0
189 4425064 1 189 189 0 0 0 0 0 0 0 0 1 0 0
190 4379099 1 190 190 0 0 0 0 0 0 0 0 0 1 0
191 3472889 1 191 191 0 0 0 0 0 0 0 0 0 0 1
192 3359160 1 192 192 0 0 0 0 0 0 0 0 0 0 0
193 3200944 1 193 193 1 0 0 0 0 0 0 0 0 0 0
194 3153170 1 194 194 0 1 0 0 0 0 0 0 0 0 0
195 3741498 1 195 195 0 0 1 0 0 0 0 0 0 0 0
196 3918719 1 196 196 0 0 0 1 0 0 0 0 0 0 0
197 4403449 1 197 197 0 0 0 0 1 0 0 0 0 0 0
198 4400407 1 198 198 0 0 0 0 0 1 0 0 0 0 0
199 4847473 1 199 199 0 0 0 0 0 0 1 0 0 0 0
200 4716136 1 200 200 0 0 0 0 0 0 0 1 0 0 0
201 4297440 1 201 201 0 0 0 0 0 0 0 0 1 0 0
202 4272253 1 202 202 0 0 0 0 0 0 0 0 0 1 0
203 3271834 1 203 203 0 0 0 0 0 0 0 0 0 0 1
204 3168388 1 204 204 0 0 0 0 0 0 0 0 0 0 0
205 2911748 1 205 205 1 0 0 0 0 0 0 0 0 0 0
206 2720999 1 206 206 0 1 0 0 0 0 0 0 0 0 0
207 3199918 1 207 207 0 0 1 0 0 0 0 0 0 0 0
208 3672623 1 208 208 0 0 0 1 0 0 0 0 0 0 0
209 3892013 1 209 209 0 0 0 0 1 0 0 0 0 0 0
210 3850845 1 210 210 0 0 0 0 0 1 0 0 0 0 0
211 4532467 1 211 211 0 0 0 0 0 0 1 0 0 0 0
212 4484739 1 212 212 0 0 0 0 0 0 0 1 0 0 0
213 4014972 1 213 213 0 0 0 0 0 0 0 0 1 0 0
214 3983758 1 214 214 0 0 0 0 0 0 0 0 0 1 0
215 3158459 1 215 215 0 0 0 0 0 0 0 0 0 0 1
216 3100569 1 216 216 0 0 0 0 0 0 0 0 0 0 0
217 2935404 1 217 217 1 0 0 0 0 0 0 0 0 0 0
218 2855719 1 218 218 0 1 0 0 0 0 0 0 0 0 0
219 3465611 1 219 219 0 0 1 0 0 0 0 0 0 0 0
220 3006985 1 220 220 0 0 0 1 0 0 0 0 0 0 0
221 4095110 1 221 221 0 0 0 0 1 0 0 0 0 0 0
222 4104793 1 222 222 0 0 0 0 0 1 0 0 0 0 0
223 4730788 1 223 223 0 0 0 0 0 0 1 0 0 0 0
224 4642726 1 224 224 0 0 0 0 0 0 0 1 0 0 0
225 4246919 1 225 225 0 0 0 0 0 0 0 0 1 0 0
226 4308117 1 226 226 0 0 0 0 0 0 0 0 0 1 0
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) `9/11` t `9/11_t` M1 M2
851085 1269793 17930 -12136 -52753 -140451
M3 M4 M5 M6 M7 M8
315253 445525 798067 787610 1224701 1195502
M9 M10 M11
904434 815865 111160
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-834163 -94393 14941 93574 492736
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 851085.2 53524.2 15.901 < 2e-16 ***
`9/11` 1269792.9 101008.3 12.571 < 2e-16 ***
t 17930.1 503.5 35.612 < 2e-16 ***
`9/11_t` -12135.8 741.9 -16.358 < 2e-16 ***
M1 -52753.3 59686.7 -0.884 0.3778
M2 -140451.3 59683.4 -2.353 0.0195 *
M3 315252.7 59682.4 5.282 3.17e-07 ***
M4 445525.2 59683.7 7.465 2.16e-12 ***
M5 798067.5 59687.3 13.371 < 2e-16 ***
M6 787609.8 59693.1 13.194 < 2e-16 ***
M7 1224701.2 59701.3 20.514 < 2e-16 ***
M8 1195501.6 59711.8 20.021 < 2e-16 ***
M9 904434.4 59681.7 15.154 < 2e-16 ***
M10 815865.2 59683.8 13.670 < 2e-16 ***
M11 111160.3 60470.4 1.838 0.0674 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 181400 on 211 degrees of freedom
Multiple R-squared: 0.9632, Adjusted R-squared: 0.9608
F-statistic: 394.6 on 14 and 211 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,] 1.223544e-02 2.447089e-02 0.98776456
[2,] 1.460183e-02 2.920366e-02 0.98539817
[3,] 7.021213e-03 1.404243e-02 0.99297879
[4,] 2.573222e-03 5.146444e-03 0.99742678
[5,] 1.675607e-03 3.351214e-03 0.99832439
[6,] 4.789497e-04 9.578995e-04 0.99952105
[7,] 1.330753e-04 2.661505e-04 0.99986692
[8,] 3.789768e-05 7.579535e-05 0.99996210
[9,] 1.303677e-05 2.607353e-05 0.99998696
[10,] 1.008454e-05 2.016909e-05 0.99998992
[11,] 3.296260e-06 6.592520e-06 0.99999670
[12,] 1.045693e-06 2.091387e-06 0.99999895
[13,] 2.640873e-07 5.281746e-07 0.99999974
[14,] 1.016190e-07 2.032380e-07 0.99999990
[15,] 2.769973e-08 5.539946e-08 0.99999997
[16,] 9.700755e-09 1.940151e-08 0.99999999
[17,] 2.375956e-09 4.751912e-09 1.00000000
[18,] 5.585753e-10 1.117151e-09 1.00000000
[19,] 1.536695e-10 3.073391e-10 1.00000000
[20,] 4.401282e-11 8.802565e-11 1.00000000
[21,] 3.228118e-11 6.456236e-11 1.00000000
[22,] 1.170608e-11 2.341216e-11 1.00000000
[23,] 2.694041e-12 5.388081e-12 1.00000000
[24,] 7.140809e-13 1.428162e-12 1.00000000
[25,] 2.423057e-13 4.846114e-13 1.00000000
[26,] 7.972227e-14 1.594445e-13 1.00000000
[27,] 3.357242e-14 6.714484e-14 1.00000000
[28,] 7.462879e-15 1.492576e-14 1.00000000
[29,] 2.071557e-15 4.143114e-15 1.00000000
[30,] 4.776714e-16 9.553427e-16 1.00000000
[31,] 1.122402e-16 2.244803e-16 1.00000000
[32,] 1.071400e-16 2.142801e-16 1.00000000
[33,] 3.171364e-17 6.342728e-17 1.00000000
[34,] 4.705355e-17 9.410710e-17 1.00000000
[35,] 1.429362e-17 2.858723e-17 1.00000000
[36,] 4.570139e-18 9.140277e-18 1.00000000
[37,] 1.956056e-18 3.912112e-18 1.00000000
[38,] 8.926177e-19 1.785235e-18 1.00000000
[39,] 3.052590e-19 6.105179e-19 1.00000000
[40,] 1.399445e-19 2.798890e-19 1.00000000
[41,] 1.724641e-19 3.449282e-19 1.00000000
[42,] 8.408083e-20 1.681617e-19 1.00000000
[43,] 2.373486e-20 4.746972e-20 1.00000000
[44,] 1.608245e-20 3.216490e-20 1.00000000
[45,] 3.782432e-21 7.564864e-21 1.00000000
[46,] 2.125336e-19 4.250673e-19 1.00000000
[47,] 3.803470e-19 7.606939e-19 1.00000000
[48,] 8.563040e-18 1.712608e-17 1.00000000
[49,] 4.238081e-17 8.476161e-17 1.00000000
[50,] 2.004430e-15 4.008859e-15 1.00000000
[51,] 1.786164e-14 3.572328e-14 1.00000000
[52,] 1.896584e-14 3.793168e-14 1.00000000
[53,] 1.781881e-13 3.563762e-13 1.00000000
[54,] 2.944845e-13 5.889689e-13 1.00000000
[55,] 1.267485e-13 2.534970e-13 1.00000000
[56,] 5.323045e-14 1.064609e-13 1.00000000
[57,] 2.852105e-14 5.704211e-14 1.00000000
[58,] 4.273368e-14 8.546735e-14 1.00000000
[59,] 2.431892e-14 4.863785e-14 1.00000000
[60,] 4.369494e-14 8.738987e-14 1.00000000
[61,] 3.709460e-14 7.418921e-14 1.00000000
[62,] 1.333937e-13 2.667874e-13 1.00000000
[63,] 1.422300e-12 2.844599e-12 1.00000000
[64,] 8.421323e-13 1.684265e-12 1.00000000
[65,] 1.133616e-12 2.267232e-12 1.00000000
[66,] 5.145458e-13 1.029092e-12 1.00000000
[67,] 2.404459e-13 4.808918e-13 1.00000000
[68,] 1.726235e-13 3.452471e-13 1.00000000
[69,] 8.470763e-14 1.694153e-13 1.00000000
[70,] 4.794017e-14 9.588035e-14 1.00000000
[71,] 2.007638e-14 4.015276e-14 1.00000000
[72,] 2.022961e-14 4.045923e-14 1.00000000
[73,] 1.151418e-14 2.302836e-14 1.00000000
[74,] 2.192257e-14 4.384515e-14 1.00000000
[75,] 5.328961e-14 1.065792e-13 1.00000000
[76,] 4.722733e-14 9.445466e-14 1.00000000
[77,] 1.304522e-13 2.609044e-13 1.00000000
[78,] 6.652095e-14 1.330419e-13 1.00000000
[79,] 2.958983e-13 5.917967e-13 1.00000000
[80,] 6.718896e-13 1.343779e-12 1.00000000
[81,] 3.331214e-13 6.662428e-13 1.00000000
[82,] 1.977807e-13 3.955613e-13 1.00000000
[83,] 1.659218e-13 3.318436e-13 1.00000000
[84,] 2.116246e-13 4.232491e-13 1.00000000
[85,] 1.359584e-13 2.719167e-13 1.00000000
[86,] 5.203076e-13 1.040615e-12 1.00000000
[87,] 6.208056e-13 1.241611e-12 1.00000000
[88,] 4.943786e-13 9.887572e-13 1.00000000
[89,] 4.838150e-13 9.676300e-13 1.00000000
[90,] 2.646503e-13 5.293006e-13 1.00000000
[91,] 3.892496e-13 7.784992e-13 1.00000000
[92,] 6.596376e-13 1.319275e-12 1.00000000
[93,] 1.805518e-12 3.611035e-12 1.00000000
[94,] 9.548114e-13 1.909623e-12 1.00000000
[95,] 4.746744e-13 9.493488e-13 1.00000000
[96,] 2.231854e-13 4.463708e-13 1.00000000
[97,] 1.205406e-13 2.410812e-13 1.00000000
[98,] 9.593369e-14 1.918674e-13 1.00000000
[99,] 4.618841e-14 9.237681e-14 1.00000000
[100,] 2.966826e-14 5.933652e-14 1.00000000
[101,] 1.042231e-13 2.084463e-13 1.00000000
[102,] 9.509679e-14 1.901936e-13 1.00000000
[103,] 9.547535e-14 1.909507e-13 1.00000000
[104,] 5.403883e-14 1.080777e-13 1.00000000
[105,] 4.050337e-14 8.100674e-14 1.00000000
[106,] 5.570732e-14 1.114146e-13 1.00000000
[107,] 3.638495e-14 7.276990e-14 1.00000000
[108,] 3.305334e-14 6.610667e-14 1.00000000
[109,] 1.637367e-14 3.274734e-14 1.00000000
[110,] 1.336107e-14 2.672213e-14 1.00000000
[111,] 6.609353e-15 1.321871e-14 1.00000000
[112,] 4.259926e-15 8.519851e-15 1.00000000
[113,] 3.779750e-15 7.559500e-15 1.00000000
[114,] 8.374423e-14 1.674885e-13 1.00000000
[115,] 1.902198e-13 3.804396e-13 1.00000000
[116,] 8.022759e-13 1.604552e-12 1.00000000
[117,] 1.699936e-12 3.399872e-12 1.00000000
[118,] 6.586223e-12 1.317245e-11 1.00000000
[119,] 1.320727e-10 2.641454e-10 1.00000000
[120,] 1.226420e-09 2.452840e-09 1.00000000
[121,] 1.951076e-09 3.902151e-09 1.00000000
[122,] 7.257179e-09 1.451436e-08 0.99999999
[123,] 1.550321e-08 3.100642e-08 0.99999998
[124,] 2.257899e-08 4.515798e-08 0.99999998
[125,] 3.258164e-08 6.516329e-08 0.99999997
[126,] 2.902809e-08 5.805618e-08 0.99999997
[127,] 2.947760e-08 5.895520e-08 0.99999997
[128,] 4.036972e-08 8.073944e-08 0.99999996
[129,] 2.262569e-08 4.525139e-08 0.99999998
[130,] 1.483065e-08 2.966130e-08 0.99999999
[131,] 1.085092e-08 2.170184e-08 0.99999999
[132,] 1.740012e-08 3.480024e-08 0.99999998
[133,] 2.423943e-08 4.847885e-08 0.99999998
[134,] 1.115067e-07 2.230133e-07 0.99999989
[135,] 2.611614e-07 5.223227e-07 0.99999974
[136,] 3.781632e-07 7.563264e-07 0.99999962
[137,] 6.162017e-07 1.232403e-06 0.99999938
[138,] 7.035630e-07 1.407126e-06 0.99999930
[139,] 1.000026e-06 2.000052e-06 0.99999900
[140,] 8.086772e-07 1.617354e-06 0.99999919
[141,] 8.002085e-07 1.600417e-06 0.99999920
[142,] 1.175073e-06 2.350145e-06 0.99999882
[143,] 9.420654e-07 1.884131e-06 0.99999906
[144,] 1.474195e-06 2.948390e-06 0.99999853
[145,] 2.533863e-06 5.067727e-06 0.99999747
[146,] 1.073264e-05 2.146527e-05 0.99998927
[147,] 2.661907e-05 5.323815e-05 0.99997338
[148,] 3.168829e-05 6.337658e-05 0.99996831
[149,] 5.508008e-05 1.101602e-04 0.99994492
[150,] 7.723618e-05 1.544724e-04 0.99992276
[151,] 1.417230e-04 2.834460e-04 0.99985828
[152,] 1.612568e-04 3.225136e-04 0.99983874
[153,] 3.338788e-04 6.677575e-04 0.99966612
[154,] 6.345411e-04 1.269082e-03 0.99936546
[155,] 4.774301e-04 9.548603e-04 0.99952257
[156,] 5.607072e-04 1.121414e-03 0.99943929
[157,] 5.921945e-04 1.184389e-03 0.99940781
[158,] 1.239280e-03 2.478560e-03 0.99876072
[159,] 2.159409e-03 4.318817e-03 0.99784059
[160,] 2.165172e-03 4.330345e-03 0.99783483
[161,] 3.624341e-03 7.248682e-03 0.99637566
[162,] 3.499860e-03 6.999720e-03 0.99650014
[163,] 3.049667e-03 6.099334e-03 0.99695033
[164,] 2.544916e-03 5.089831e-03 0.99745508
[165,] 2.318972e-03 4.637945e-03 0.99768103
[166,] 1.521218e-03 3.042437e-03 0.99847878
[167,] 1.221675e-03 2.443349e-03 0.99877833
[168,] 8.892020e-04 1.778404e-03 0.99911080
[169,] 6.603040e-04 1.320608e-03 0.99933970
[170,] 7.155123e-04 1.431025e-03 0.99928449
[171,] 5.655210e-04 1.131042e-03 0.99943448
[172,] 3.440674e-04 6.881348e-04 0.99965593
[173,] 2.231206e-04 4.462413e-04 0.99977688
[174,] 1.504598e-04 3.009197e-04 0.99984954
[175,] 9.635898e-05 1.927180e-04 0.99990364
[176,] 8.786376e-05 1.757275e-04 0.99991214
[177,] 9.671320e-05 1.934264e-04 0.99990329
[178,] 1.133876e-04 2.267753e-04 0.99988661
[179,] 7.214157e-04 1.442831e-03 0.99927858
[180,] 1.470246e-03 2.940492e-03 0.99852975
[181,] 4.746849e-03 9.493697e-03 0.99525315
[182,] 4.806089e-03 9.612179e-03 0.99519391
[183,] 3.929145e-03 7.858289e-03 0.99607086
[184,] 4.382908e-03 8.765817e-03 0.99561709
[185,] 4.671701e-03 9.343403e-03 0.99532830
[186,] 5.842241e-03 1.168448e-02 0.99415776
[187,] 5.860350e-03 1.172070e-02 0.99413965
[188,] 6.606104e-03 1.321221e-02 0.99339390
[189,] 7.008287e-03 1.401657e-02 0.99299171
[190,] 6.827123e-03 1.365425e-02 0.99317288
[191,] 9.530431e-01 9.391379e-02 0.04695689
> postscript(file="/var/wessaorg/rcomp/tmp/1puxs1322580803.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/2i3o51322580803.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3pazo1322580803.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4n7d01322580803.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/54j9r1322580803.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 226
Frequency = 1
1 2 3 4 5
333560.11209 340484.94950 56545.94481 154191.30854 3313.93542
6 7 8 9 10
-9000.49032 -221396.91607 -128991.39445 -48947.30641 -138499.14203
11 12 13 14 15
139279.62876 215567.84603 249728.11262 203320.95003 19039.94534
16 17 18 19 20
61796.30907 -136221.06405 -65651.48979 -180146.91554 -109237.39392
21 22 23 24 25
-44736.30587 -80521.14150 90808.62929 163618.84656 241536.11315
26 27 28 29 30
161516.95057 65338.94587 7437.30960 -85809.06352 -84319.48926
31 32 33 34 35
-200818.91501 -195455.39339 -48196.30534 -145885.14097 62422.62982
36 37 38 39 40
111593.84709 185329.11368 87713.95110 19366.94640 -5915.68987
41 42 43 44 45
-175332.06298 -174594.48873 -312488.91448 -275198.39285 -133304.30481
46 47 48 49 50
-176657.14044 -5351.36965 60860.84762 67893.11422 51954.95163
51 52 53 54 55
19048.94693 -93238.68934 -171553.06245 -138037.48820 -358723.91395
56 57 58 59 60
-283830.39232 -122298.30428 -156522.13991 31976.63088 71164.84815
61 62 63 64 65
28681.11475 54394.95216 84996.94746 23266.31119 -43837.06192
66 67 68 69 70
-40740.48767 -133175.91341 -93597.39179 -40155.30375 -1179.13938
71 72 73 74 75
149270.63141 106935.84868 101388.11528 141295.95269 121775.94800
76 77 78 79 80
47608.31172 -24.06139 -21839.48714 -100848.91288 26811.60874
81 82 83 84 85
-30004.30322 5743.86116 95372.63194 56794.84921 50189.11581
86 87 88 89 90
80042.95322 99072.94853 27020.31225 19024.93914 -25664.48661
91 92 93 94 95
-96637.91235 13119.60927 44167.69731 97267.86169 137347.63248
96 97 98 99 100
-109843.15026 -46904.88366 93737.95375 126137.94906 137332.31279
101 102 103 104 105
86401.93967 25223.51392 29678.08818 20756.60980 82105.69784
106 107 108 109 110
84015.86222 34207.63301 -74020.14973 -48713.88313 -91570.04572
111 112 113 114 115
7170.94959 50357.31332 -61550.05980 4048.51446 -39029.91129
116 117 118 119 120
-62959.38967 -151756.06360 -393807.11153 -264717.55306 -218709.54811
121 122 123 124 125
-196835.49382 -90699.86873 16395.91427 18249.06568 55014.48025
126 127 128 129 130
30061.84219 48978.20413 73350.51344 91581.38917 31108.34123
131 132 133 134 135
-98559.10029 -42274.09534 -91264.04106 -88087.41596 -199758.63297
136 137 138 139 140
-341035.48155 -319107.06698 -163867.70504 -75154.34310 -94658.03379
141 142 143 144 145
-107799.15806 1751.79400 -90532.64753 -107407.64257 -166617.58829
146 147 148 149 150
4245.03681 -30219.18020 56125.97121 60975.38579 19328.74773
151 152 153 154 155
117249.10967 46517.41898 15362.29470 86231.24677 -42758.19476
156 157 158 159 160
-60996.18981 -22037.13552 -66000.51043 -76228.72743 54520.42398
161 162 163 164 165
207820.83855 94011.20049 238544.56243 166506.87174 164365.74747
166 167 168 169 170
178535.69953 -1166.74199 -15659.73704 -19158.68276 -106815.05766
171 172 173 174 175
-28001.27467 245860.87675 254602.29132 310846.65326 385035.01520
176 177 178 179 180
271836.32451 244146.20024 233016.15230 84058.71077 122999.71573
181 182 183 184 185
52996.77001 16731.39511 198939.17810 272947.32951 305567.74409
186 187 188 189 190
260020.10603 492736.46797 415738.77728 304629.65300 341439.60507
191 192 193 194 195
134140.16354 125777.16849 14520.22278 48649.84787 175479.63087
196 197 198 199 200
216633.78228 343027.19685 344648.55879 348828.92073 240897.23004
201 202 203 204 205
107474.10577 165062.05783 -136446.38369 -134526.37874 -344207.32446
206 207 208 209 210
-453052.69936 -435631.91637 -98993.76495 -237940.35038 -274444.98844
211 212 213 214 215
-35708.62650 -60031.31719 -244525.44146 -192964.48940 -319352.93093
216 217 218 219 220
-271876.92597 -390082.87169 -387864.24659 -239470.46360 -834163.31219
221 222 223 224 225
-104374.89761 -90028.53567 93080.82627 28424.13558 -82109.98870
226
61862.96337
> postscript(file="/var/wessaorg/rcomp/tmp/61bc61322580803.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 = 226
Frequency = 1
lag(myerror, k = 1) myerror
0 333560.11209 NA
1 340484.94950 333560.11209
2 56545.94481 340484.94950
3 154191.30854 56545.94481
4 3313.93542 154191.30854
5 -9000.49032 3313.93542
6 -221396.91607 -9000.49032
7 -128991.39445 -221396.91607
8 -48947.30641 -128991.39445
9 -138499.14203 -48947.30641
10 139279.62876 -138499.14203
11 215567.84603 139279.62876
12 249728.11262 215567.84603
13 203320.95003 249728.11262
14 19039.94534 203320.95003
15 61796.30907 19039.94534
16 -136221.06405 61796.30907
17 -65651.48979 -136221.06405
18 -180146.91554 -65651.48979
19 -109237.39392 -180146.91554
20 -44736.30587 -109237.39392
21 -80521.14150 -44736.30587
22 90808.62929 -80521.14150
23 163618.84656 90808.62929
24 241536.11315 163618.84656
25 161516.95057 241536.11315
26 65338.94587 161516.95057
27 7437.30960 65338.94587
28 -85809.06352 7437.30960
29 -84319.48926 -85809.06352
30 -200818.91501 -84319.48926
31 -195455.39339 -200818.91501
32 -48196.30534 -195455.39339
33 -145885.14097 -48196.30534
34 62422.62982 -145885.14097
35 111593.84709 62422.62982
36 185329.11368 111593.84709
37 87713.95110 185329.11368
38 19366.94640 87713.95110
39 -5915.68987 19366.94640
40 -175332.06298 -5915.68987
41 -174594.48873 -175332.06298
42 -312488.91448 -174594.48873
43 -275198.39285 -312488.91448
44 -133304.30481 -275198.39285
45 -176657.14044 -133304.30481
46 -5351.36965 -176657.14044
47 60860.84762 -5351.36965
48 67893.11422 60860.84762
49 51954.95163 67893.11422
50 19048.94693 51954.95163
51 -93238.68934 19048.94693
52 -171553.06245 -93238.68934
53 -138037.48820 -171553.06245
54 -358723.91395 -138037.48820
55 -283830.39232 -358723.91395
56 -122298.30428 -283830.39232
57 -156522.13991 -122298.30428
58 31976.63088 -156522.13991
59 71164.84815 31976.63088
60 28681.11475 71164.84815
61 54394.95216 28681.11475
62 84996.94746 54394.95216
63 23266.31119 84996.94746
64 -43837.06192 23266.31119
65 -40740.48767 -43837.06192
66 -133175.91341 -40740.48767
67 -93597.39179 -133175.91341
68 -40155.30375 -93597.39179
69 -1179.13938 -40155.30375
70 149270.63141 -1179.13938
71 106935.84868 149270.63141
72 101388.11528 106935.84868
73 141295.95269 101388.11528
74 121775.94800 141295.95269
75 47608.31172 121775.94800
76 -24.06139 47608.31172
77 -21839.48714 -24.06139
78 -100848.91288 -21839.48714
79 26811.60874 -100848.91288
80 -30004.30322 26811.60874
81 5743.86116 -30004.30322
82 95372.63194 5743.86116
83 56794.84921 95372.63194
84 50189.11581 56794.84921
85 80042.95322 50189.11581
86 99072.94853 80042.95322
87 27020.31225 99072.94853
88 19024.93914 27020.31225
89 -25664.48661 19024.93914
90 -96637.91235 -25664.48661
91 13119.60927 -96637.91235
92 44167.69731 13119.60927
93 97267.86169 44167.69731
94 137347.63248 97267.86169
95 -109843.15026 137347.63248
96 -46904.88366 -109843.15026
97 93737.95375 -46904.88366
98 126137.94906 93737.95375
99 137332.31279 126137.94906
100 86401.93967 137332.31279
101 25223.51392 86401.93967
102 29678.08818 25223.51392
103 20756.60980 29678.08818
104 82105.69784 20756.60980
105 84015.86222 82105.69784
106 34207.63301 84015.86222
107 -74020.14973 34207.63301
108 -48713.88313 -74020.14973
109 -91570.04572 -48713.88313
110 7170.94959 -91570.04572
111 50357.31332 7170.94959
112 -61550.05980 50357.31332
113 4048.51446 -61550.05980
114 -39029.91129 4048.51446
115 -62959.38967 -39029.91129
116 -151756.06360 -62959.38967
117 -393807.11153 -151756.06360
118 -264717.55306 -393807.11153
119 -218709.54811 -264717.55306
120 -196835.49382 -218709.54811
121 -90699.86873 -196835.49382
122 16395.91427 -90699.86873
123 18249.06568 16395.91427
124 55014.48025 18249.06568
125 30061.84219 55014.48025
126 48978.20413 30061.84219
127 73350.51344 48978.20413
128 91581.38917 73350.51344
129 31108.34123 91581.38917
130 -98559.10029 31108.34123
131 -42274.09534 -98559.10029
132 -91264.04106 -42274.09534
133 -88087.41596 -91264.04106
134 -199758.63297 -88087.41596
135 -341035.48155 -199758.63297
136 -319107.06698 -341035.48155
137 -163867.70504 -319107.06698
138 -75154.34310 -163867.70504
139 -94658.03379 -75154.34310
140 -107799.15806 -94658.03379
141 1751.79400 -107799.15806
142 -90532.64753 1751.79400
143 -107407.64257 -90532.64753
144 -166617.58829 -107407.64257
145 4245.03681 -166617.58829
146 -30219.18020 4245.03681
147 56125.97121 -30219.18020
148 60975.38579 56125.97121
149 19328.74773 60975.38579
150 117249.10967 19328.74773
151 46517.41898 117249.10967
152 15362.29470 46517.41898
153 86231.24677 15362.29470
154 -42758.19476 86231.24677
155 -60996.18981 -42758.19476
156 -22037.13552 -60996.18981
157 -66000.51043 -22037.13552
158 -76228.72743 -66000.51043
159 54520.42398 -76228.72743
160 207820.83855 54520.42398
161 94011.20049 207820.83855
162 238544.56243 94011.20049
163 166506.87174 238544.56243
164 164365.74747 166506.87174
165 178535.69953 164365.74747
166 -1166.74199 178535.69953
167 -15659.73704 -1166.74199
168 -19158.68276 -15659.73704
169 -106815.05766 -19158.68276
170 -28001.27467 -106815.05766
171 245860.87675 -28001.27467
172 254602.29132 245860.87675
173 310846.65326 254602.29132
174 385035.01520 310846.65326
175 271836.32451 385035.01520
176 244146.20024 271836.32451
177 233016.15230 244146.20024
178 84058.71077 233016.15230
179 122999.71573 84058.71077
180 52996.77001 122999.71573
181 16731.39511 52996.77001
182 198939.17810 16731.39511
183 272947.32951 198939.17810
184 305567.74409 272947.32951
185 260020.10603 305567.74409
186 492736.46797 260020.10603
187 415738.77728 492736.46797
188 304629.65300 415738.77728
189 341439.60507 304629.65300
190 134140.16354 341439.60507
191 125777.16849 134140.16354
192 14520.22278 125777.16849
193 48649.84787 14520.22278
194 175479.63087 48649.84787
195 216633.78228 175479.63087
196 343027.19685 216633.78228
197 344648.55879 343027.19685
198 348828.92073 344648.55879
199 240897.23004 348828.92073
200 107474.10577 240897.23004
201 165062.05783 107474.10577
202 -136446.38369 165062.05783
203 -134526.37874 -136446.38369
204 -344207.32446 -134526.37874
205 -453052.69936 -344207.32446
206 -435631.91637 -453052.69936
207 -98993.76495 -435631.91637
208 -237940.35038 -98993.76495
209 -274444.98844 -237940.35038
210 -35708.62650 -274444.98844
211 -60031.31719 -35708.62650
212 -244525.44146 -60031.31719
213 -192964.48940 -244525.44146
214 -319352.93093 -192964.48940
215 -271876.92597 -319352.93093
216 -390082.87169 -271876.92597
217 -387864.24659 -390082.87169
218 -239470.46360 -387864.24659
219 -834163.31219 -239470.46360
220 -104374.89761 -834163.31219
221 -90028.53567 -104374.89761
222 93080.82627 -90028.53567
223 28424.13558 93080.82627
224 -82109.98870 28424.13558
225 61862.96337 -82109.98870
226 NA 61862.96337
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 340484.94950 333560.11209
[2,] 56545.94481 340484.94950
[3,] 154191.30854 56545.94481
[4,] 3313.93542 154191.30854
[5,] -9000.49032 3313.93542
[6,] -221396.91607 -9000.49032
[7,] -128991.39445 -221396.91607
[8,] -48947.30641 -128991.39445
[9,] -138499.14203 -48947.30641
[10,] 139279.62876 -138499.14203
[11,] 215567.84603 139279.62876
[12,] 249728.11262 215567.84603
[13,] 203320.95003 249728.11262
[14,] 19039.94534 203320.95003
[15,] 61796.30907 19039.94534
[16,] -136221.06405 61796.30907
[17,] -65651.48979 -136221.06405
[18,] -180146.91554 -65651.48979
[19,] -109237.39392 -180146.91554
[20,] -44736.30587 -109237.39392
[21,] -80521.14150 -44736.30587
[22,] 90808.62929 -80521.14150
[23,] 163618.84656 90808.62929
[24,] 241536.11315 163618.84656
[25,] 161516.95057 241536.11315
[26,] 65338.94587 161516.95057
[27,] 7437.30960 65338.94587
[28,] -85809.06352 7437.30960
[29,] -84319.48926 -85809.06352
[30,] -200818.91501 -84319.48926
[31,] -195455.39339 -200818.91501
[32,] -48196.30534 -195455.39339
[33,] -145885.14097 -48196.30534
[34,] 62422.62982 -145885.14097
[35,] 111593.84709 62422.62982
[36,] 185329.11368 111593.84709
[37,] 87713.95110 185329.11368
[38,] 19366.94640 87713.95110
[39,] -5915.68987 19366.94640
[40,] -175332.06298 -5915.68987
[41,] -174594.48873 -175332.06298
[42,] -312488.91448 -174594.48873
[43,] -275198.39285 -312488.91448
[44,] -133304.30481 -275198.39285
[45,] -176657.14044 -133304.30481
[46,] -5351.36965 -176657.14044
[47,] 60860.84762 -5351.36965
[48,] 67893.11422 60860.84762
[49,] 51954.95163 67893.11422
[50,] 19048.94693 51954.95163
[51,] -93238.68934 19048.94693
[52,] -171553.06245 -93238.68934
[53,] -138037.48820 -171553.06245
[54,] -358723.91395 -138037.48820
[55,] -283830.39232 -358723.91395
[56,] -122298.30428 -283830.39232
[57,] -156522.13991 -122298.30428
[58,] 31976.63088 -156522.13991
[59,] 71164.84815 31976.63088
[60,] 28681.11475 71164.84815
[61,] 54394.95216 28681.11475
[62,] 84996.94746 54394.95216
[63,] 23266.31119 84996.94746
[64,] -43837.06192 23266.31119
[65,] -40740.48767 -43837.06192
[66,] -133175.91341 -40740.48767
[67,] -93597.39179 -133175.91341
[68,] -40155.30375 -93597.39179
[69,] -1179.13938 -40155.30375
[70,] 149270.63141 -1179.13938
[71,] 106935.84868 149270.63141
[72,] 101388.11528 106935.84868
[73,] 141295.95269 101388.11528
[74,] 121775.94800 141295.95269
[75,] 47608.31172 121775.94800
[76,] -24.06139 47608.31172
[77,] -21839.48714 -24.06139
[78,] -100848.91288 -21839.48714
[79,] 26811.60874 -100848.91288
[80,] -30004.30322 26811.60874
[81,] 5743.86116 -30004.30322
[82,] 95372.63194 5743.86116
[83,] 56794.84921 95372.63194
[84,] 50189.11581 56794.84921
[85,] 80042.95322 50189.11581
[86,] 99072.94853 80042.95322
[87,] 27020.31225 99072.94853
[88,] 19024.93914 27020.31225
[89,] -25664.48661 19024.93914
[90,] -96637.91235 -25664.48661
[91,] 13119.60927 -96637.91235
[92,] 44167.69731 13119.60927
[93,] 97267.86169 44167.69731
[94,] 137347.63248 97267.86169
[95,] -109843.15026 137347.63248
[96,] -46904.88366 -109843.15026
[97,] 93737.95375 -46904.88366
[98,] 126137.94906 93737.95375
[99,] 137332.31279 126137.94906
[100,] 86401.93967 137332.31279
[101,] 25223.51392 86401.93967
[102,] 29678.08818 25223.51392
[103,] 20756.60980 29678.08818
[104,] 82105.69784 20756.60980
[105,] 84015.86222 82105.69784
[106,] 34207.63301 84015.86222
[107,] -74020.14973 34207.63301
[108,] -48713.88313 -74020.14973
[109,] -91570.04572 -48713.88313
[110,] 7170.94959 -91570.04572
[111,] 50357.31332 7170.94959
[112,] -61550.05980 50357.31332
[113,] 4048.51446 -61550.05980
[114,] -39029.91129 4048.51446
[115,] -62959.38967 -39029.91129
[116,] -151756.06360 -62959.38967
[117,] -393807.11153 -151756.06360
[118,] -264717.55306 -393807.11153
[119,] -218709.54811 -264717.55306
[120,] -196835.49382 -218709.54811
[121,] -90699.86873 -196835.49382
[122,] 16395.91427 -90699.86873
[123,] 18249.06568 16395.91427
[124,] 55014.48025 18249.06568
[125,] 30061.84219 55014.48025
[126,] 48978.20413 30061.84219
[127,] 73350.51344 48978.20413
[128,] 91581.38917 73350.51344
[129,] 31108.34123 91581.38917
[130,] -98559.10029 31108.34123
[131,] -42274.09534 -98559.10029
[132,] -91264.04106 -42274.09534
[133,] -88087.41596 -91264.04106
[134,] -199758.63297 -88087.41596
[135,] -341035.48155 -199758.63297
[136,] -319107.06698 -341035.48155
[137,] -163867.70504 -319107.06698
[138,] -75154.34310 -163867.70504
[139,] -94658.03379 -75154.34310
[140,] -107799.15806 -94658.03379
[141,] 1751.79400 -107799.15806
[142,] -90532.64753 1751.79400
[143,] -107407.64257 -90532.64753
[144,] -166617.58829 -107407.64257
[145,] 4245.03681 -166617.58829
[146,] -30219.18020 4245.03681
[147,] 56125.97121 -30219.18020
[148,] 60975.38579 56125.97121
[149,] 19328.74773 60975.38579
[150,] 117249.10967 19328.74773
[151,] 46517.41898 117249.10967
[152,] 15362.29470 46517.41898
[153,] 86231.24677 15362.29470
[154,] -42758.19476 86231.24677
[155,] -60996.18981 -42758.19476
[156,] -22037.13552 -60996.18981
[157,] -66000.51043 -22037.13552
[158,] -76228.72743 -66000.51043
[159,] 54520.42398 -76228.72743
[160,] 207820.83855 54520.42398
[161,] 94011.20049 207820.83855
[162,] 238544.56243 94011.20049
[163,] 166506.87174 238544.56243
[164,] 164365.74747 166506.87174
[165,] 178535.69953 164365.74747
[166,] -1166.74199 178535.69953
[167,] -15659.73704 -1166.74199
[168,] -19158.68276 -15659.73704
[169,] -106815.05766 -19158.68276
[170,] -28001.27467 -106815.05766
[171,] 245860.87675 -28001.27467
[172,] 254602.29132 245860.87675
[173,] 310846.65326 254602.29132
[174,] 385035.01520 310846.65326
[175,] 271836.32451 385035.01520
[176,] 244146.20024 271836.32451
[177,] 233016.15230 244146.20024
[178,] 84058.71077 233016.15230
[179,] 122999.71573 84058.71077
[180,] 52996.77001 122999.71573
[181,] 16731.39511 52996.77001
[182,] 198939.17810 16731.39511
[183,] 272947.32951 198939.17810
[184,] 305567.74409 272947.32951
[185,] 260020.10603 305567.74409
[186,] 492736.46797 260020.10603
[187,] 415738.77728 492736.46797
[188,] 304629.65300 415738.77728
[189,] 341439.60507 304629.65300
[190,] 134140.16354 341439.60507
[191,] 125777.16849 134140.16354
[192,] 14520.22278 125777.16849
[193,] 48649.84787 14520.22278
[194,] 175479.63087 48649.84787
[195,] 216633.78228 175479.63087
[196,] 343027.19685 216633.78228
[197,] 344648.55879 343027.19685
[198,] 348828.92073 344648.55879
[199,] 240897.23004 348828.92073
[200,] 107474.10577 240897.23004
[201,] 165062.05783 107474.10577
[202,] -136446.38369 165062.05783
[203,] -134526.37874 -136446.38369
[204,] -344207.32446 -134526.37874
[205,] -453052.69936 -344207.32446
[206,] -435631.91637 -453052.69936
[207,] -98993.76495 -435631.91637
[208,] -237940.35038 -98993.76495
[209,] -274444.98844 -237940.35038
[210,] -35708.62650 -274444.98844
[211,] -60031.31719 -35708.62650
[212,] -244525.44146 -60031.31719
[213,] -192964.48940 -244525.44146
[214,] -319352.93093 -192964.48940
[215,] -271876.92597 -319352.93093
[216,] -390082.87169 -271876.92597
[217,] -387864.24659 -390082.87169
[218,] -239470.46360 -387864.24659
[219,] -834163.31219 -239470.46360
[220,] -104374.89761 -834163.31219
[221,] -90028.53567 -104374.89761
[222,] 93080.82627 -90028.53567
[223,] 28424.13558 93080.82627
[224,] -82109.98870 28424.13558
[225,] 61862.96337 -82109.98870
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 340484.94950 333560.11209
2 56545.94481 340484.94950
3 154191.30854 56545.94481
4 3313.93542 154191.30854
5 -9000.49032 3313.93542
6 -221396.91607 -9000.49032
7 -128991.39445 -221396.91607
8 -48947.30641 -128991.39445
9 -138499.14203 -48947.30641
10 139279.62876 -138499.14203
11 215567.84603 139279.62876
12 249728.11262 215567.84603
13 203320.95003 249728.11262
14 19039.94534 203320.95003
15 61796.30907 19039.94534
16 -136221.06405 61796.30907
17 -65651.48979 -136221.06405
18 -180146.91554 -65651.48979
19 -109237.39392 -180146.91554
20 -44736.30587 -109237.39392
21 -80521.14150 -44736.30587
22 90808.62929 -80521.14150
23 163618.84656 90808.62929
24 241536.11315 163618.84656
25 161516.95057 241536.11315
26 65338.94587 161516.95057
27 7437.30960 65338.94587
28 -85809.06352 7437.30960
29 -84319.48926 -85809.06352
30 -200818.91501 -84319.48926
31 -195455.39339 -200818.91501
32 -48196.30534 -195455.39339
33 -145885.14097 -48196.30534
34 62422.62982 -145885.14097
35 111593.84709 62422.62982
36 185329.11368 111593.84709
37 87713.95110 185329.11368
38 19366.94640 87713.95110
39 -5915.68987 19366.94640
40 -175332.06298 -5915.68987
41 -174594.48873 -175332.06298
42 -312488.91448 -174594.48873
43 -275198.39285 -312488.91448
44 -133304.30481 -275198.39285
45 -176657.14044 -133304.30481
46 -5351.36965 -176657.14044
47 60860.84762 -5351.36965
48 67893.11422 60860.84762
49 51954.95163 67893.11422
50 19048.94693 51954.95163
51 -93238.68934 19048.94693
52 -171553.06245 -93238.68934
53 -138037.48820 -171553.06245
54 -358723.91395 -138037.48820
55 -283830.39232 -358723.91395
56 -122298.30428 -283830.39232
57 -156522.13991 -122298.30428
58 31976.63088 -156522.13991
59 71164.84815 31976.63088
60 28681.11475 71164.84815
61 54394.95216 28681.11475
62 84996.94746 54394.95216
63 23266.31119 84996.94746
64 -43837.06192 23266.31119
65 -40740.48767 -43837.06192
66 -133175.91341 -40740.48767
67 -93597.39179 -133175.91341
68 -40155.30375 -93597.39179
69 -1179.13938 -40155.30375
70 149270.63141 -1179.13938
71 106935.84868 149270.63141
72 101388.11528 106935.84868
73 141295.95269 101388.11528
74 121775.94800 141295.95269
75 47608.31172 121775.94800
76 -24.06139 47608.31172
77 -21839.48714 -24.06139
78 -100848.91288 -21839.48714
79 26811.60874 -100848.91288
80 -30004.30322 26811.60874
81 5743.86116 -30004.30322
82 95372.63194 5743.86116
83 56794.84921 95372.63194
84 50189.11581 56794.84921
85 80042.95322 50189.11581
86 99072.94853 80042.95322
87 27020.31225 99072.94853
88 19024.93914 27020.31225
89 -25664.48661 19024.93914
90 -96637.91235 -25664.48661
91 13119.60927 -96637.91235
92 44167.69731 13119.60927
93 97267.86169 44167.69731
94 137347.63248 97267.86169
95 -109843.15026 137347.63248
96 -46904.88366 -109843.15026
97 93737.95375 -46904.88366
98 126137.94906 93737.95375
99 137332.31279 126137.94906
100 86401.93967 137332.31279
101 25223.51392 86401.93967
102 29678.08818 25223.51392
103 20756.60980 29678.08818
104 82105.69784 20756.60980
105 84015.86222 82105.69784
106 34207.63301 84015.86222
107 -74020.14973 34207.63301
108 -48713.88313 -74020.14973
109 -91570.04572 -48713.88313
110 7170.94959 -91570.04572
111 50357.31332 7170.94959
112 -61550.05980 50357.31332
113 4048.51446 -61550.05980
114 -39029.91129 4048.51446
115 -62959.38967 -39029.91129
116 -151756.06360 -62959.38967
117 -393807.11153 -151756.06360
118 -264717.55306 -393807.11153
119 -218709.54811 -264717.55306
120 -196835.49382 -218709.54811
121 -90699.86873 -196835.49382
122 16395.91427 -90699.86873
123 18249.06568 16395.91427
124 55014.48025 18249.06568
125 30061.84219 55014.48025
126 48978.20413 30061.84219
127 73350.51344 48978.20413
128 91581.38917 73350.51344
129 31108.34123 91581.38917
130 -98559.10029 31108.34123
131 -42274.09534 -98559.10029
132 -91264.04106 -42274.09534
133 -88087.41596 -91264.04106
134 -199758.63297 -88087.41596
135 -341035.48155 -199758.63297
136 -319107.06698 -341035.48155
137 -163867.70504 -319107.06698
138 -75154.34310 -163867.70504
139 -94658.03379 -75154.34310
140 -107799.15806 -94658.03379
141 1751.79400 -107799.15806
142 -90532.64753 1751.79400
143 -107407.64257 -90532.64753
144 -166617.58829 -107407.64257
145 4245.03681 -166617.58829
146 -30219.18020 4245.03681
147 56125.97121 -30219.18020
148 60975.38579 56125.97121
149 19328.74773 60975.38579
150 117249.10967 19328.74773
151 46517.41898 117249.10967
152 15362.29470 46517.41898
153 86231.24677 15362.29470
154 -42758.19476 86231.24677
155 -60996.18981 -42758.19476
156 -22037.13552 -60996.18981
157 -66000.51043 -22037.13552
158 -76228.72743 -66000.51043
159 54520.42398 -76228.72743
160 207820.83855 54520.42398
161 94011.20049 207820.83855
162 238544.56243 94011.20049
163 166506.87174 238544.56243
164 164365.74747 166506.87174
165 178535.69953 164365.74747
166 -1166.74199 178535.69953
167 -15659.73704 -1166.74199
168 -19158.68276 -15659.73704
169 -106815.05766 -19158.68276
170 -28001.27467 -106815.05766
171 245860.87675 -28001.27467
172 254602.29132 245860.87675
173 310846.65326 254602.29132
174 385035.01520 310846.65326
175 271836.32451 385035.01520
176 244146.20024 271836.32451
177 233016.15230 244146.20024
178 84058.71077 233016.15230
179 122999.71573 84058.71077
180 52996.77001 122999.71573
181 16731.39511 52996.77001
182 198939.17810 16731.39511
183 272947.32951 198939.17810
184 305567.74409 272947.32951
185 260020.10603 305567.74409
186 492736.46797 260020.10603
187 415738.77728 492736.46797
188 304629.65300 415738.77728
189 341439.60507 304629.65300
190 134140.16354 341439.60507
191 125777.16849 134140.16354
192 14520.22278 125777.16849
193 48649.84787 14520.22278
194 175479.63087 48649.84787
195 216633.78228 175479.63087
196 343027.19685 216633.78228
197 344648.55879 343027.19685
198 348828.92073 344648.55879
199 240897.23004 348828.92073
200 107474.10577 240897.23004
201 165062.05783 107474.10577
202 -136446.38369 165062.05783
203 -134526.37874 -136446.38369
204 -344207.32446 -134526.37874
205 -453052.69936 -344207.32446
206 -435631.91637 -453052.69936
207 -98993.76495 -435631.91637
208 -237940.35038 -98993.76495
209 -274444.98844 -237940.35038
210 -35708.62650 -274444.98844
211 -60031.31719 -35708.62650
212 -244525.44146 -60031.31719
213 -192964.48940 -244525.44146
214 -319352.93093 -192964.48940
215 -271876.92597 -319352.93093
216 -390082.87169 -271876.92597
217 -387864.24659 -390082.87169
218 -239470.46360 -387864.24659
219 -834163.31219 -239470.46360
220 -104374.89761 -834163.31219
221 -90028.53567 -104374.89761
222 93080.82627 -90028.53567
223 28424.13558 93080.82627
224 -82109.98870 28424.13558
225 61862.96337 -82109.98870
> 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/755rw1322580803.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/8pk7e1322580803.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/9e57x1322580803.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/108v2x1322580803.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/1151ms1322580803.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/129zse1322580803.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13j26k1322580803.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/14eirj1322580803.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/15ojgd1322580803.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/164nri1322580803.tab")
+ }
>
> try(system("convert tmp/1puxs1322580803.ps tmp/1puxs1322580803.png",intern=TRUE))
character(0)
> try(system("convert tmp/2i3o51322580803.ps tmp/2i3o51322580803.png",intern=TRUE))
character(0)
> try(system("convert tmp/3pazo1322580803.ps tmp/3pazo1322580803.png",intern=TRUE))
character(0)
> try(system("convert tmp/4n7d01322580803.ps tmp/4n7d01322580803.png",intern=TRUE))
character(0)
> try(system("convert tmp/54j9r1322580803.ps tmp/54j9r1322580803.png",intern=TRUE))
character(0)
> try(system("convert tmp/61bc61322580803.ps tmp/61bc61322580803.png",intern=TRUE))
character(0)
> try(system("convert tmp/755rw1322580803.ps tmp/755rw1322580803.png",intern=TRUE))
character(0)
> try(system("convert tmp/8pk7e1322580803.ps tmp/8pk7e1322580803.png",intern=TRUE))
character(0)
> try(system("convert tmp/9e57x1322580803.ps tmp/9e57x1322580803.png",intern=TRUE))
character(0)
> try(system("convert tmp/108v2x1322580803.ps tmp/108v2x1322580803.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
6.807 0.590 7.461