R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(0 + ,1149822 + ,1 + ,0 + ,0 + ,1086979 + ,2 + ,0 + ,0 + ,1276674 + ,3 + ,0 + ,0 + ,1522522 + ,4 + ,0 + ,0 + ,1742117 + ,5 + ,0 + ,0 + ,1737275 + ,6 + ,0 + ,0 + ,1979900 + ,7 + ,0 + ,0 + ,2061036 + ,8 + ,0 + ,0 + ,1867943 + ,9 + ,0 + ,0 + ,1707752 + ,10 + ,0 + ,0 + ,1298756 + ,11 + ,0 + ,0 + ,1281814 + ,12 + ,0 + ,0 + ,1281151 + ,13 + ,0 + ,0 + ,1164976 + ,14 + ,0 + ,0 + ,1454329 + ,15 + ,0 + ,0 + ,1645288 + ,16 + ,0 + ,0 + ,1817743 + ,17 + ,0 + ,0 + ,1895785 + ,18 + ,0 + ,0 + ,2236311 + ,19 + ,0 + ,0 + ,2295951 + ,20 + ,0 + ,0 + ,2087315 + ,21 + ,0 + ,0 + ,1980891 + ,22 + ,0 + ,0 + ,1465446 + ,23 + ,0 + ,0 + ,1445026 + ,24 + ,0 + ,0 + ,1488120 + ,25 + ,0 + ,0 + ,1338333 + ,26 + ,0 + ,0 + ,1715789 + ,27 + ,0 + ,0 + ,1806090 + ,28 + ,0 + ,0 + ,2083316 + ,29 + ,0 + ,0 + ,2092278 + ,30 + ,0 + ,0 + ,2430800 + ,31 + ,0 + ,0 + ,2424894 + ,32 + ,0 + ,0 + ,2299016 + ,33 + ,0 + ,0 + ,2130688 + ,34 + ,0 + ,0 + ,1652221 + ,35 + ,0 + ,0 + ,1608162 + ,36 + ,0 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,210 + ,1 + ,4532467 + ,211 + ,211 + ,1 + ,4484739 + ,212 + ,212 + ,1 + ,4014972 + ,213 + ,213 + ,1 + ,3983758 + ,214 + ,214 + ,1 + ,3158459 + ,215 + ,215 + ,1 + ,3100569 + ,216 + ,216 + ,1 + ,2935404 + ,217 + ,217 + ,1 + ,2855719 + ,218 + ,218 + ,1 + ,3465611 + ,219 + ,219 + ,1 + ,3006985 + ,220 + ,220 + ,1 + ,4095110 + ,221 + ,221 + ,1 + ,4104793 + ,222 + ,222 + ,1 + ,4730788 + ,223 + ,223 + ,1 + ,4642726 + ,224 + ,224 + ,1 + ,4246919 + ,225 + ,225 + ,1 + ,4308117 + ,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 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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