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. 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+ ,4730788 + ,4104793 + ,4095110 + ,3006985 + ,1 + ,4246919 + ,225 + ,225 + ,4642726 + ,4730788 + ,4104793 + ,4095110 + ,1 + ,4308117 + ,226 + ,226 + ,4246919 + ,4642726 + ,4730788 + ,4104793) + ,dim=c(8 + ,222) + ,dimnames=list(c('9/11' + ,'Yt' + ,'t' + ,'9/11_t' + ,'Yt-1' + ,'Yt-2' + ,'Yt-3' + ,'Yt-4') + ,1:222)) > y <- array(NA,dim=c(8,222),dimnames=list(c('9/11','Yt','t','9/11_t','Yt-1','Yt-2','Yt-3','Yt-4'),1:222)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > 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 Yt-1 Yt-2 Yt-3 Yt-4 M1 M2 M3 M4 M5 M6 1 1742117 0 5 0 1522522 1276674 1086979 1149822 1 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0 0 0 137 0 0 0 0 0 138 0 0 0 0 0 139 1 0 0 0 0 140 0 1 0 0 0 141 0 0 1 0 0 142 0 0 0 1 0 143 0 0 0 0 1 144 0 0 0 0 0 145 0 0 0 0 0 146 0 0 0 0 0 147 0 0 0 0 0 148 0 0 0 0 0 149 0 0 0 0 0 150 0 0 0 0 0 151 1 0 0 0 0 152 0 1 0 0 0 153 0 0 1 0 0 154 0 0 0 1 0 155 0 0 0 0 1 156 0 0 0 0 0 157 0 0 0 0 0 158 0 0 0 0 0 159 0 0 0 0 0 160 0 0 0 0 0 161 0 0 0 0 0 162 0 0 0 0 0 163 1 0 0 0 0 164 0 1 0 0 0 165 0 0 1 0 0 166 0 0 0 1 0 167 0 0 0 0 1 168 0 0 0 0 0 169 0 0 0 0 0 170 0 0 0 0 0 171 0 0 0 0 0 172 0 0 0 0 0 173 0 0 0 0 0 174 0 0 0 0 0 175 1 0 0 0 0 176 0 1 0 0 0 177 0 0 1 0 0 178 0 0 0 1 0 179 0 0 0 0 1 180 0 0 0 0 0 181 0 0 0 0 0 182 0 0 0 0 0 183 0 0 0 0 0 184 0 0 0 0 0 185 0 0 0 0 0 186 0 0 0 0 0 187 1 0 0 0 0 188 0 1 0 0 0 189 0 0 1 0 0 190 0 0 0 1 0 191 0 0 0 0 1 192 0 0 0 0 0 193 0 0 0 0 0 194 0 0 0 0 0 195 0 0 0 0 0 196 0 0 0 0 0 197 0 0 0 0 0 198 0 0 0 0 0 199 1 0 0 0 0 200 0 1 0 0 0 201 0 0 1 0 0 202 0 0 0 1 0 203 0 0 0 0 1 204 0 0 0 0 0 205 0 0 0 0 0 206 0 0 0 0 0 207 0 0 0 0 0 208 0 0 0 0 0 209 0 0 0 0 0 210 0 0 0 0 0 211 1 0 0 0 0 212 0 1 0 0 0 213 0 0 1 0 0 214 0 0 0 1 0 215 0 0 0 0 1 216 0 0 0 0 0 217 0 0 0 0 0 218 0 0 0 0 0 219 0 0 0 0 0 220 0 0 0 0 0 221 0 0 0 0 0 222 0 0 0 0 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` `Yt-1` `Yt-2` 5.261e+05 3.819e+05 5.463e+03 -3.715e+03 6.583e-01 2.668e-01 `Yt-3` `Yt-4` M1 M2 M3 M4 -7.407e-03 -2.169e-01 1.350e+05 -1.580e+05 2.916e+05 8.277e+03 M5 M6 M7 M8 M9 M10 -3.090e+05 -1.925e+05 -6.645e+05 -2.959e+05 -1.711e+05 -2.088e+05 M11 1.867e+05 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -635000 -50325 -1851 66640 419149 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.261e+05 6.584e+04 7.991 9.90e-14 *** `9/11` 3.819e+05 9.303e+04 4.106 5.84e-05 *** t 5.463e+03 9.827e+02 5.559 8.46e-08 *** `9/11_t` -3.715e+03 7.932e+02 -4.684 5.15e-06 *** `Yt-1` 6.583e-01 6.859e-02 9.598 < 2e-16 *** `Yt-2` 2.668e-01 8.235e-02 3.241 0.001394 ** `Yt-3` -7.407e-03 8.179e-02 -0.091 0.927935 `Yt-4` -2.169e-01 6.754e-02 -3.211 0.001538 ** M1 1.350e+05 5.295e+04 2.549 0.011527 * M2 -1.580e+05 5.568e+04 -2.838 0.005002 ** M3 2.916e+05 6.095e+04 4.784 3.29e-06 *** M4 8.277e+03 5.949e+04 0.139 0.889494 M5 -3.090e+05 7.294e+04 -4.236 3.45e-05 *** M6 -1.925e+05 8.195e+04 -2.349 0.019783 * M7 -6.645e+05 7.222e+04 -9.201 < 2e-16 *** M8 -2.959e+05 8.962e+04 -3.302 0.001134 ** M9 -1.711e+05 7.288e+04 -2.348 0.019834 * M10 -2.088e+05 6.499e+04 -3.213 0.001529 ** M11 1.867e+05 5.251e+04 3.556 0.000468 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 112500 on 203 degrees of freedom Multiple R-squared: 0.9854, Adjusted R-squared: 0.9841 F-statistic: 760.8 on 18 and 203 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,] 7.901454e-02 1.580291e-01 0.9209855 [2,] 6.284469e-02 1.256894e-01 0.9371553 [3,] 4.890776e-02 9.781552e-02 0.9510922 [4,] 2.606674e-02 5.213348e-02 0.9739333 [5,] 1.233721e-02 2.467443e-02 0.9876628 [6,] 5.588552e-03 1.117710e-02 0.9944114 [7,] 3.019322e-03 6.038644e-03 0.9969807 [8,] 1.322037e-03 2.644075e-03 0.9986780 [9,] 4.869680e-04 9.739360e-04 0.9995130 [10,] 2.083021e-04 4.166042e-04 0.9997917 [11,] 9.637114e-05 1.927423e-04 0.9999036 [12,] 3.736690e-05 7.473379e-05 0.9999626 [13,] 2.027183e-05 4.054367e-05 0.9999797 [14,] 7.778395e-06 1.555679e-05 0.9999922 [15,] 2.508939e-06 5.017878e-06 0.9999975 [16,] 1.494117e-06 2.988234e-06 0.9999985 [17,] 7.610503e-07 1.522101e-06 0.9999992 [18,] 3.697273e-07 7.394546e-07 0.9999996 [19,] 1.822103e-07 3.644206e-07 0.9999998 [20,] 6.269526e-08 1.253905e-07 0.9999999 [21,] 2.464477e-08 4.928954e-08 1.0000000 [22,] 1.101522e-08 2.203044e-08 1.0000000 [23,] 3.880311e-09 7.760622e-09 1.0000000 [24,] 3.912324e-09 7.824649e-09 1.0000000 [25,] 1.215037e-09 2.430074e-09 1.0000000 [26,] 1.645905e-09 3.291810e-09 1.0000000 [27,] 1.060655e-09 2.121309e-09 1.0000000 [28,] 5.025545e-10 1.005109e-09 1.0000000 [29,] 2.557244e-10 5.114488e-10 1.0000000 [30,] 2.167473e-10 4.334946e-10 1.0000000 [31,] 7.270863e-11 1.454173e-10 1.0000000 [32,] 4.410024e-11 8.820048e-11 1.0000000 [33,] 4.357319e-11 8.714638e-11 1.0000000 [34,] 2.297223e-11 4.594445e-11 1.0000000 [35,] 7.851902e-12 1.570380e-11 1.0000000 [36,] 1.053561e-11 2.107121e-11 1.0000000 [37,] 4.575675e-12 9.151350e-12 1.0000000 [38,] 5.917256e-11 1.183451e-10 1.0000000 [39,] 5.170726e-11 1.034145e-10 1.0000000 [40,] 3.696001e-10 7.392002e-10 1.0000000 [41,] 2.051313e-10 4.102626e-10 1.0000000 [42,] 3.307014e-10 6.614028e-10 1.0000000 [43,] 1.343609e-10 2.687217e-10 1.0000000 [44,] 8.824232e-11 1.764846e-10 1.0000000 [45,] 8.473189e-11 1.694638e-10 1.0000000 [46,] 5.737688e-11 1.147538e-10 1.0000000 [47,] 1.025179e-10 2.050358e-10 1.0000000 [48,] 8.271272e-11 1.654254e-10 1.0000000 [49,] 4.789001e-11 9.578001e-11 1.0000000 [50,] 3.321352e-11 6.642704e-11 1.0000000 [51,] 1.447886e-11 2.895772e-11 1.0000000 [52,] 2.136834e-11 4.273668e-11 1.0000000 [53,] 9.153962e-12 1.830792e-11 1.0000000 [54,] 1.194633e-11 2.389267e-11 1.0000000 [55,] 1.993584e-11 3.987168e-11 1.0000000 [56,] 5.030943e-11 1.006189e-10 1.0000000 [57,] 2.600333e-11 5.200666e-11 1.0000000 [58,] 4.234010e-11 8.468019e-11 1.0000000 [59,] 6.756008e-11 1.351202e-10 1.0000000 [60,] 5.681166e-11 1.136233e-10 1.0000000 [61,] 2.823997e-11 5.647993e-11 1.0000000 [62,] 2.593769e-11 5.187539e-11 1.0000000 [63,] 1.247925e-11 2.495850e-11 1.0000000 [64,] 1.930357e-11 3.860714e-11 1.0000000 [65,] 1.021168e-11 2.042336e-11 1.0000000 [66,] 1.693520e-11 3.387039e-11 1.0000000 [67,] 1.360821e-11 2.721643e-11 1.0000000 [68,] 6.506433e-12 1.301287e-11 1.0000000 [69,] 6.398113e-12 1.279623e-11 1.0000000 [70,] 1.043665e-11 2.087329e-11 1.0000000 [71,] 1.031698e-08 2.063397e-08 1.0000000 [72,] 5.757012e-09 1.151402e-08 1.0000000 [73,] 1.054839e-08 2.109678e-08 1.0000000 [74,] 8.466102e-09 1.693220e-08 1.0000000 [75,] 6.324488e-09 1.264898e-08 1.0000000 [76,] 5.386887e-09 1.077377e-08 1.0000000 [77,] 3.635300e-09 7.270601e-09 1.0000000 [78,] 1.676178e-08 3.352357e-08 1.0000000 [79,] 1.067934e-08 2.135869e-08 1.0000000 [80,] 6.033443e-09 1.206689e-08 1.0000000 [81,] 3.699479e-09 7.398957e-09 1.0000000 [82,] 1.185427e-08 2.370853e-08 1.0000000 [83,] 1.814756e-08 3.629513e-08 1.0000000 [84,] 1.078619e-08 2.157238e-08 1.0000000 [85,] 7.861958e-09 1.572392e-08 1.0000000 [86,] 6.032352e-09 1.206470e-08 1.0000000 [87,] 4.807035e-09 9.614070e-09 1.0000000 [88,] 3.173938e-09 6.347876e-09 1.0000000 [89,] 2.191773e-09 4.383546e-09 1.0000000 [90,] 1.521457e-09 3.042913e-09 1.0000000 [91,] 9.551689e-10 1.910338e-09 1.0000000 [92,] 8.581934e-10 1.716387e-09 1.0000000 [93,] 6.169012e-09 1.233802e-08 1.0000000 [94,] 4.988467e-09 9.976933e-09 1.0000000 [95,] 2.836110e-09 5.672221e-09 1.0000000 [96,] 3.379582e-09 6.759163e-09 1.0000000 [97,] 2.482713e-09 4.965427e-09 1.0000000 [98,] 1.657538e-09 3.315076e-09 1.0000000 [99,] 1.134322e-09 2.268645e-09 1.0000000 [100,] 6.816137e-10 1.363227e-09 1.0000000 [101,] 8.051087e-10 1.610217e-09 1.0000000 [102,] 7.958553e-10 1.591711e-09 1.0000000 [103,] 6.694547e-10 1.338909e-09 1.0000000 [104,] 6.716753e-10 1.343351e-09 1.0000000 [105,] 5.957222e-10 1.191444e-09 1.0000000 [106,] 1.594151e-08 3.188302e-08 1.0000000 [107,] 8.986588e-09 1.797318e-08 1.0000000 [108,] 1.015398e-08 2.030797e-08 1.0000000 [109,] 6.537031e-09 1.307406e-08 1.0000000 [110,] 3.673593e-08 7.347186e-08 1.0000000 [111,] 4.324465e-07 8.648930e-07 0.9999996 [112,] 1.658080e-06 3.316160e-06 0.9999983 [113,] 1.166986e-06 2.333971e-06 0.9999988 [114,] 1.089229e-06 2.178458e-06 0.9999989 [115,] 1.201215e-06 2.402430e-06 0.9999988 [116,] 9.225011e-07 1.845002e-06 0.9999991 [117,] 1.031790e-06 2.063580e-06 0.9999990 [118,] 1.745425e-06 3.490849e-06 0.9999983 [119,] 1.040288e-06 2.080577e-06 0.9999990 [120,] 7.940001e-07 1.588000e-06 0.9999992 [121,] 2.040626e-06 4.081251e-06 0.9999980 [122,] 1.268376e-06 2.536752e-06 0.9999987 [123,] 9.877181e-07 1.975436e-06 0.9999990 [124,] 1.193401e-06 2.386802e-06 0.9999988 [125,] 1.074890e-06 2.149780e-06 0.9999989 [126,] 3.061075e-06 6.122150e-06 0.9999969 [127,] 2.492890e-06 4.985780e-06 0.9999975 [128,] 1.535744e-06 3.071488e-06 0.9999985 [129,] 1.346100e-06 2.692201e-06 0.9999987 [130,] 1.523723e-06 3.047447e-06 0.9999985 [131,] 9.187004e-07 1.837401e-06 0.9999991 [132,] 6.603529e-07 1.320706e-06 0.9999993 [133,] 4.256350e-07 8.512701e-07 0.9999996 [134,] 3.488892e-07 6.977784e-07 0.9999997 [135,] 2.620522e-07 5.241045e-07 0.9999997 [136,] 4.132903e-07 8.265805e-07 0.9999996 [137,] 4.939271e-07 9.878543e-07 0.9999995 [138,] 9.377984e-07 1.875597e-06 0.9999991 [139,] 7.083427e-07 1.416685e-06 0.9999993 [140,] 4.109836e-07 8.219672e-07 0.9999996 [141,] 2.693202e-07 5.386404e-07 0.9999997 [142,] 2.832684e-07 5.665368e-07 0.9999997 [143,] 1.890063e-07 3.780127e-07 0.9999998 [144,] 1.057213e-07 2.114425e-07 0.9999999 [145,] 7.724177e-08 1.544835e-07 0.9999999 [146,] 5.547735e-08 1.109547e-07 0.9999999 [147,] 3.154729e-07 6.309458e-07 0.9999997 [148,] 1.898550e-07 3.797099e-07 0.9999998 [149,] 1.025859e-07 2.051719e-07 0.9999999 [150,] 1.003208e-07 2.006417e-07 0.9999999 [151,] 8.326069e-08 1.665214e-07 0.9999999 [152,] 4.225362e-08 8.450724e-08 1.0000000 [153,] 3.372870e-08 6.745740e-08 1.0000000 [154,] 2.032271e-08 4.064542e-08 1.0000000 [155,] 1.040528e-08 2.081056e-08 1.0000000 [156,] 6.166003e-09 1.233201e-08 1.0000000 [157,] 3.062869e-09 6.125739e-09 1.0000000 [158,] 2.377619e-09 4.755238e-09 1.0000000 [159,] 4.886614e-09 9.773228e-09 1.0000000 [160,] 2.425210e-09 4.850421e-09 1.0000000 [161,] 1.489577e-09 2.979155e-09 1.0000000 [162,] 3.953264e-09 7.906527e-09 1.0000000 [163,] 1.753104e-09 3.506209e-09 1.0000000 [164,] 1.009472e-09 2.018943e-09 1.0000000 [165,] 4.520037e-10 9.040074e-10 1.0000000 [166,] 2.801837e-10 5.603673e-10 1.0000000 [167,] 1.100049e-10 2.200098e-10 1.0000000 [168,] 7.732481e-11 1.546496e-10 1.0000000 [169,] 7.338201e-11 1.467640e-10 1.0000000 [170,] 1.064750e-10 2.129499e-10 1.0000000 [171,] 5.081127e-09 1.016225e-08 1.0000000 [172,] 1.051910e-08 2.103821e-08 1.0000000 [173,] 4.272968e-08 8.545935e-08 1.0000000 [174,] 1.836732e-08 3.673463e-08 1.0000000 [175,] 7.652433e-09 1.530487e-08 1.0000000 [176,] 4.483021e-09 8.966043e-09 1.0000000 [177,] 2.446184e-09 4.892367e-09 1.0000000 [178,] 4.746826e-09 9.493652e-09 1.0000000 [179,] 2.624682e-09 5.249365e-09 1.0000000 > postscript(file="/var/wessaorg/rcomp/tmp/16qm21322581145.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/2v15y1322581145.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/31kgi1322581145.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4o6011322581145.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/59zzg1322581145.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 = 222 Frequency = 1 1 2 3 4 5 -31834.44151 28476.68232 -196446.48660 59084.34810 107247.11046 6 7 8 9 10 -68696.77691 199066.53956 136192.71022 82500.28183 -34262.50027 11 12 13 14 15 -158063.39440 50987.52700 -120934.35959 57112.06374 -90688.05582 16 17 18 19 20 44528.68712 55566.10901 -31942.88842 119196.18272 103795.84871 21 22 23 24 25 121582.50985 -45797.75624 -94155.91036 -35222.49394 -50379.05985 26 27 28 29 30 9839.35461 -104085.49438 -35715.37778 123973.49935 -77424.85172 31 32 33 34 35 128440.41341 67975.20368 104763.09793 -84303.26540 -84286.81460 36 37 38 39 40 -11517.74381 -132781.21200 -35485.83513 -143708.11439 -22616.17784 41 42 43 44 45 99874.89159 -52496.67040 77625.30421 50944.64601 18924.05206 46 47 48 49 50 -37592.24030 -46002.08867 -102162.18124 -98365.81798 12926.91108 51 52 53 54 55 -216933.49228 -30676.55890 128790.42336 -30918.72025 87470.12092 56 57 58 59 60 28311.54217 -35696.45849 -8646.00072 35773.87667 -28978.52381 61 62 63 64 65 -74629.36379 -5123.27166 -75552.13195 10126.03638 52734.25042 66 67 68 69 70 41157.62451 129704.34348 -13921.51971 -72.54109 54203.35231 71 72 73 74 75 20445.85626 -44941.64762 -41444.24811 -3642.30586 -60403.08669 76 77 78 79 80 108613.32504 -16565.59800 12405.83266 75242.02515 -5441.52618 81 82 83 84 85 -2829.34827 39935.96834 38467.18029 -46693.13086 -15541.69637 86 87 88 89 90 -29166.09711 -65033.81271 87645.47191 68398.29560 56756.82623 91 92 93 94 95 36785.51710 -227754.79385 14136.82249 180972.82519 89093.46394 96 97 98 99 100 4089.55996 -50161.05196 -50098.58879 15289.38748 21770.61687 101 102 103 104 105 81390.52186 27263.09886 -41504.53717 -119761.74566 23196.13458 106 107 108 109 110 -17541.88996 69295.00617 51433.43991 -112077.37975 7063.27210 111 112 113 114 115 -27644.09801 -32222.81768 -209842.74860 -287557.02637 52438.77104 116 117 118 119 120 73075.56035 -872.04332 16987.71663 55037.77348 -15906.17837 121 122 123 124 125 -5319.70656 -31114.45225 17701.61497 36998.53289 47095.31467 126 127 128 129 130 -41866.48050 -134452.78042 28006.59245 -49.18717 -3779.28143 131 132 133 134 135 -153848.09011 -194729.58470 -62511.74845 115897.07962 71345.14365 136 137 138 139 140 -78414.13013 -91313.39069 61703.52969 -82244.02511 -72671.02889 141 142 143 144 145 -78304.91138 149050.30295 -23907.28182 51320.44751 -4961.22868 146 147 148 149 150 -35996.99541 81255.54943 -24018.36053 -28827.07566 68406.56713 151 152 153 154 155 -80357.39949 -48905.48698 50128.17829 -10264.48397 -51731.30813 156 157 158 159 160 109701.84386 185871.06761 -73311.15549 104031.43746 -3248.56091 161 162 163 164 165 41037.66449 47516.36355 -112278.54536 -28635.81209 44879.03638 166 167 168 169 170 -44927.45384 31770.30214 289856.67299 93963.81525 52994.64146 171 172 173 174 175 106989.81765 -10554.74162 23959.46876 69298.51080 -51839.12775 176 177 178 179 180 62633.52381 20536.48703 6383.34748 177453.63674 165003.65837 181 182 183 184 185 82922.55899 -10318.07630 283785.47673 82080.19030 -28533.08303 186 187 188 189 190 89099.93004 -65031.59352 34984.25327 -19394.03666 86592.53647 191 192 193 194 195 153949.12732 115752.11766 155423.85478 71244.14043 68484.73385 196 197 198 199 200 -32725.73341 -63620.61669 106270.85413 -199584.40534 -39685.78356 201 202 203 204 205 -178803.77101 -149935.11439 -91957.67946 277006.22214 -136388.85469 206 207 208 209 210 -194684.79887 111475.48834 11753.93429 -245666.89102 -77023.51838 211 212 213 214 215 -138676.80342 -29142.18376 -164624.30306 -97076.06285 32666.34455 216 217 218 219 220 -635000.00504 419148.87267 113387.43150 120136.12326 -192408.68411 221 222 -145698.14589 88047.79534 > postscript(file="/var/wessaorg/rcomp/tmp/65mcp1322581145.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 = 222 Frequency = 1 lag(myerror, k = 1) myerror 0 -31834.44151 NA 1 28476.68232 -31834.44151 2 -196446.48660 28476.68232 3 59084.34810 -196446.48660 4 107247.11046 59084.34810 5 -68696.77691 107247.11046 6 199066.53956 -68696.77691 7 136192.71022 199066.53956 8 82500.28183 136192.71022 9 -34262.50027 82500.28183 10 -158063.39440 -34262.50027 11 50987.52700 -158063.39440 12 -120934.35959 50987.52700 13 57112.06374 -120934.35959 14 -90688.05582 57112.06374 15 44528.68712 -90688.05582 16 55566.10901 44528.68712 17 -31942.88842 55566.10901 18 119196.18272 -31942.88842 19 103795.84871 119196.18272 20 121582.50985 103795.84871 21 -45797.75624 121582.50985 22 -94155.91036 -45797.75624 23 -35222.49394 -94155.91036 24 -50379.05985 -35222.49394 25 9839.35461 -50379.05985 26 -104085.49438 9839.35461 27 -35715.37778 -104085.49438 28 123973.49935 -35715.37778 29 -77424.85172 123973.49935 30 128440.41341 -77424.85172 31 67975.20368 128440.41341 32 104763.09793 67975.20368 33 -84303.26540 104763.09793 34 -84286.81460 -84303.26540 35 -11517.74381 -84286.81460 36 -132781.21200 -11517.74381 37 -35485.83513 -132781.21200 38 -143708.11439 -35485.83513 39 -22616.17784 -143708.11439 40 99874.89159 -22616.17784 41 -52496.67040 99874.89159 42 77625.30421 -52496.67040 43 50944.64601 77625.30421 44 18924.05206 50944.64601 45 -37592.24030 18924.05206 46 -46002.08867 -37592.24030 47 -102162.18124 -46002.08867 48 -98365.81798 -102162.18124 49 12926.91108 -98365.81798 50 -216933.49228 12926.91108 51 -30676.55890 -216933.49228 52 128790.42336 -30676.55890 53 -30918.72025 128790.42336 54 87470.12092 -30918.72025 55 28311.54217 87470.12092 56 -35696.45849 28311.54217 57 -8646.00072 -35696.45849 58 35773.87667 -8646.00072 59 -28978.52381 35773.87667 60 -74629.36379 -28978.52381 61 -5123.27166 -74629.36379 62 -75552.13195 -5123.27166 63 10126.03638 -75552.13195 64 52734.25042 10126.03638 65 41157.62451 52734.25042 66 129704.34348 41157.62451 67 -13921.51971 129704.34348 68 -72.54109 -13921.51971 69 54203.35231 -72.54109 70 20445.85626 54203.35231 71 -44941.64762 20445.85626 72 -41444.24811 -44941.64762 73 -3642.30586 -41444.24811 74 -60403.08669 -3642.30586 75 108613.32504 -60403.08669 76 -16565.59800 108613.32504 77 12405.83266 -16565.59800 78 75242.02515 12405.83266 79 -5441.52618 75242.02515 80 -2829.34827 -5441.52618 81 39935.96834 -2829.34827 82 38467.18029 39935.96834 83 -46693.13086 38467.18029 84 -15541.69637 -46693.13086 85 -29166.09711 -15541.69637 86 -65033.81271 -29166.09711 87 87645.47191 -65033.81271 88 68398.29560 87645.47191 89 56756.82623 68398.29560 90 36785.51710 56756.82623 91 -227754.79385 36785.51710 92 14136.82249 -227754.79385 93 180972.82519 14136.82249 94 89093.46394 180972.82519 95 4089.55996 89093.46394 96 -50161.05196 4089.55996 97 -50098.58879 -50161.05196 98 15289.38748 -50098.58879 99 21770.61687 15289.38748 100 81390.52186 21770.61687 101 27263.09886 81390.52186 102 -41504.53717 27263.09886 103 -119761.74566 -41504.53717 104 23196.13458 -119761.74566 105 -17541.88996 23196.13458 106 69295.00617 -17541.88996 107 51433.43991 69295.00617 108 -112077.37975 51433.43991 109 7063.27210 -112077.37975 110 -27644.09801 7063.27210 111 -32222.81768 -27644.09801 112 -209842.74860 -32222.81768 113 -287557.02637 -209842.74860 114 52438.77104 -287557.02637 115 73075.56035 52438.77104 116 -872.04332 73075.56035 117 16987.71663 -872.04332 118 55037.77348 16987.71663 119 -15906.17837 55037.77348 120 -5319.70656 -15906.17837 121 -31114.45225 -5319.70656 122 17701.61497 -31114.45225 123 36998.53289 17701.61497 124 47095.31467 36998.53289 125 -41866.48050 47095.31467 126 -134452.78042 -41866.48050 127 28006.59245 -134452.78042 128 -49.18717 28006.59245 129 -3779.28143 -49.18717 130 -153848.09011 -3779.28143 131 -194729.58470 -153848.09011 132 -62511.74845 -194729.58470 133 115897.07962 -62511.74845 134 71345.14365 115897.07962 135 -78414.13013 71345.14365 136 -91313.39069 -78414.13013 137 61703.52969 -91313.39069 138 -82244.02511 61703.52969 139 -72671.02889 -82244.02511 140 -78304.91138 -72671.02889 141 149050.30295 -78304.91138 142 -23907.28182 149050.30295 143 51320.44751 -23907.28182 144 -4961.22868 51320.44751 145 -35996.99541 -4961.22868 146 81255.54943 -35996.99541 147 -24018.36053 81255.54943 148 -28827.07566 -24018.36053 149 68406.56713 -28827.07566 150 -80357.39949 68406.56713 151 -48905.48698 -80357.39949 152 50128.17829 -48905.48698 153 -10264.48397 50128.17829 154 -51731.30813 -10264.48397 155 109701.84386 -51731.30813 156 185871.06761 109701.84386 157 -73311.15549 185871.06761 158 104031.43746 -73311.15549 159 -3248.56091 104031.43746 160 41037.66449 -3248.56091 161 47516.36355 41037.66449 162 -112278.54536 47516.36355 163 -28635.81209 -112278.54536 164 44879.03638 -28635.81209 165 -44927.45384 44879.03638 166 31770.30214 -44927.45384 167 289856.67299 31770.30214 168 93963.81525 289856.67299 169 52994.64146 93963.81525 170 106989.81765 52994.64146 171 -10554.74162 106989.81765 172 23959.46876 -10554.74162 173 69298.51080 23959.46876 174 -51839.12775 69298.51080 175 62633.52381 -51839.12775 176 20536.48703 62633.52381 177 6383.34748 20536.48703 178 177453.63674 6383.34748 179 165003.65837 177453.63674 180 82922.55899 165003.65837 181 -10318.07630 82922.55899 182 283785.47673 -10318.07630 183 82080.19030 283785.47673 184 -28533.08303 82080.19030 185 89099.93004 -28533.08303 186 -65031.59352 89099.93004 187 34984.25327 -65031.59352 188 -19394.03666 34984.25327 189 86592.53647 -19394.03666 190 153949.12732 86592.53647 191 115752.11766 153949.12732 192 155423.85478 115752.11766 193 71244.14043 155423.85478 194 68484.73385 71244.14043 195 -32725.73341 68484.73385 196 -63620.61669 -32725.73341 197 106270.85413 -63620.61669 198 -199584.40534 106270.85413 199 -39685.78356 -199584.40534 200 -178803.77101 -39685.78356 201 -149935.11439 -178803.77101 202 -91957.67946 -149935.11439 203 277006.22214 -91957.67946 204 -136388.85469 277006.22214 205 -194684.79887 -136388.85469 206 111475.48834 -194684.79887 207 11753.93429 111475.48834 208 -245666.89102 11753.93429 209 -77023.51838 -245666.89102 210 -138676.80342 -77023.51838 211 -29142.18376 -138676.80342 212 -164624.30306 -29142.18376 213 -97076.06285 -164624.30306 214 32666.34455 -97076.06285 215 -635000.00504 32666.34455 216 419148.87267 -635000.00504 217 113387.43150 419148.87267 218 120136.12326 113387.43150 219 -192408.68411 120136.12326 220 -145698.14589 -192408.68411 221 88047.79534 -145698.14589 222 NA 88047.79534 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 28476.68232 -31834.44151 [2,] -196446.48660 28476.68232 [3,] 59084.34810 -196446.48660 [4,] 107247.11046 59084.34810 [5,] -68696.77691 107247.11046 [6,] 199066.53956 -68696.77691 [7,] 136192.71022 199066.53956 [8,] 82500.28183 136192.71022 [9,] -34262.50027 82500.28183 [10,] -158063.39440 -34262.50027 [11,] 50987.52700 -158063.39440 [12,] -120934.35959 50987.52700 [13,] 57112.06374 -120934.35959 [14,] -90688.05582 57112.06374 [15,] 44528.68712 -90688.05582 [16,] 55566.10901 44528.68712 [17,] -31942.88842 55566.10901 [18,] 119196.18272 -31942.88842 [19,] 103795.84871 119196.18272 [20,] 121582.50985 103795.84871 [21,] -45797.75624 121582.50985 [22,] -94155.91036 -45797.75624 [23,] -35222.49394 -94155.91036 [24,] -50379.05985 -35222.49394 [25,] 9839.35461 -50379.05985 [26,] -104085.49438 9839.35461 [27,] -35715.37778 -104085.49438 [28,] 123973.49935 -35715.37778 [29,] -77424.85172 123973.49935 [30,] 128440.41341 -77424.85172 [31,] 67975.20368 128440.41341 [32,] 104763.09793 67975.20368 [33,] -84303.26540 104763.09793 [34,] -84286.81460 -84303.26540 [35,] -11517.74381 -84286.81460 [36,] -132781.21200 -11517.74381 [37,] -35485.83513 -132781.21200 [38,] -143708.11439 -35485.83513 [39,] -22616.17784 -143708.11439 [40,] 99874.89159 -22616.17784 [41,] -52496.67040 99874.89159 [42,] 77625.30421 -52496.67040 [43,] 50944.64601 77625.30421 [44,] 18924.05206 50944.64601 [45,] -37592.24030 18924.05206 [46,] -46002.08867 -37592.24030 [47,] -102162.18124 -46002.08867 [48,] -98365.81798 -102162.18124 [49,] 12926.91108 -98365.81798 [50,] -216933.49228 12926.91108 [51,] -30676.55890 -216933.49228 [52,] 128790.42336 -30676.55890 [53,] -30918.72025 128790.42336 [54,] 87470.12092 -30918.72025 [55,] 28311.54217 87470.12092 [56,] -35696.45849 28311.54217 [57,] -8646.00072 -35696.45849 [58,] 35773.87667 -8646.00072 [59,] -28978.52381 35773.87667 [60,] -74629.36379 -28978.52381 [61,] -5123.27166 -74629.36379 [62,] -75552.13195 -5123.27166 [63,] 10126.03638 -75552.13195 [64,] 52734.25042 10126.03638 [65,] 41157.62451 52734.25042 [66,] 129704.34348 41157.62451 [67,] -13921.51971 129704.34348 [68,] -72.54109 -13921.51971 [69,] 54203.35231 -72.54109 [70,] 20445.85626 54203.35231 [71,] -44941.64762 20445.85626 [72,] -41444.24811 -44941.64762 [73,] -3642.30586 -41444.24811 [74,] -60403.08669 -3642.30586 [75,] 108613.32504 -60403.08669 [76,] -16565.59800 108613.32504 [77,] 12405.83266 -16565.59800 [78,] 75242.02515 12405.83266 [79,] -5441.52618 75242.02515 [80,] -2829.34827 -5441.52618 [81,] 39935.96834 -2829.34827 [82,] 38467.18029 39935.96834 [83,] -46693.13086 38467.18029 [84,] -15541.69637 -46693.13086 [85,] -29166.09711 -15541.69637 [86,] -65033.81271 -29166.09711 [87,] 87645.47191 -65033.81271 [88,] 68398.29560 87645.47191 [89,] 56756.82623 68398.29560 [90,] 36785.51710 56756.82623 [91,] -227754.79385 36785.51710 [92,] 14136.82249 -227754.79385 [93,] 180972.82519 14136.82249 [94,] 89093.46394 180972.82519 [95,] 4089.55996 89093.46394 [96,] -50161.05196 4089.55996 [97,] -50098.58879 -50161.05196 [98,] 15289.38748 -50098.58879 [99,] 21770.61687 15289.38748 [100,] 81390.52186 21770.61687 [101,] 27263.09886 81390.52186 [102,] -41504.53717 27263.09886 [103,] -119761.74566 -41504.53717 [104,] 23196.13458 -119761.74566 [105,] -17541.88996 23196.13458 [106,] 69295.00617 -17541.88996 [107,] 51433.43991 69295.00617 [108,] -112077.37975 51433.43991 [109,] 7063.27210 -112077.37975 [110,] -27644.09801 7063.27210 [111,] -32222.81768 -27644.09801 [112,] -209842.74860 -32222.81768 [113,] -287557.02637 -209842.74860 [114,] 52438.77104 -287557.02637 [115,] 73075.56035 52438.77104 [116,] -872.04332 73075.56035 [117,] 16987.71663 -872.04332 [118,] 55037.77348 16987.71663 [119,] -15906.17837 55037.77348 [120,] -5319.70656 -15906.17837 [121,] -31114.45225 -5319.70656 [122,] 17701.61497 -31114.45225 [123,] 36998.53289 17701.61497 [124,] 47095.31467 36998.53289 [125,] -41866.48050 47095.31467 [126,] -134452.78042 -41866.48050 [127,] 28006.59245 -134452.78042 [128,] -49.18717 28006.59245 [129,] -3779.28143 -49.18717 [130,] -153848.09011 -3779.28143 [131,] -194729.58470 -153848.09011 [132,] -62511.74845 -194729.58470 [133,] 115897.07962 -62511.74845 [134,] 71345.14365 115897.07962 [135,] -78414.13013 71345.14365 [136,] -91313.39069 -78414.13013 [137,] 61703.52969 -91313.39069 [138,] -82244.02511 61703.52969 [139,] -72671.02889 -82244.02511 [140,] -78304.91138 -72671.02889 [141,] 149050.30295 -78304.91138 [142,] -23907.28182 149050.30295 [143,] 51320.44751 -23907.28182 [144,] -4961.22868 51320.44751 [145,] -35996.99541 -4961.22868 [146,] 81255.54943 -35996.99541 [147,] -24018.36053 81255.54943 [148,] -28827.07566 -24018.36053 [149,] 68406.56713 -28827.07566 [150,] -80357.39949 68406.56713 [151,] -48905.48698 -80357.39949 [152,] 50128.17829 -48905.48698 [153,] -10264.48397 50128.17829 [154,] -51731.30813 -10264.48397 [155,] 109701.84386 -51731.30813 [156,] 185871.06761 109701.84386 [157,] -73311.15549 185871.06761 [158,] 104031.43746 -73311.15549 [159,] -3248.56091 104031.43746 [160,] 41037.66449 -3248.56091 [161,] 47516.36355 41037.66449 [162,] -112278.54536 47516.36355 [163,] -28635.81209 -112278.54536 [164,] 44879.03638 -28635.81209 [165,] -44927.45384 44879.03638 [166,] 31770.30214 -44927.45384 [167,] 289856.67299 31770.30214 [168,] 93963.81525 289856.67299 [169,] 52994.64146 93963.81525 [170,] 106989.81765 52994.64146 [171,] -10554.74162 106989.81765 [172,] 23959.46876 -10554.74162 [173,] 69298.51080 23959.46876 [174,] -51839.12775 69298.51080 [175,] 62633.52381 -51839.12775 [176,] 20536.48703 62633.52381 [177,] 6383.34748 20536.48703 [178,] 177453.63674 6383.34748 [179,] 165003.65837 177453.63674 [180,] 82922.55899 165003.65837 [181,] -10318.07630 82922.55899 [182,] 283785.47673 -10318.07630 [183,] 82080.19030 283785.47673 [184,] -28533.08303 82080.19030 [185,] 89099.93004 -28533.08303 [186,] -65031.59352 89099.93004 [187,] 34984.25327 -65031.59352 [188,] -19394.03666 34984.25327 [189,] 86592.53647 -19394.03666 [190,] 153949.12732 86592.53647 [191,] 115752.11766 153949.12732 [192,] 155423.85478 115752.11766 [193,] 71244.14043 155423.85478 [194,] 68484.73385 71244.14043 [195,] -32725.73341 68484.73385 [196,] -63620.61669 -32725.73341 [197,] 106270.85413 -63620.61669 [198,] -199584.40534 106270.85413 [199,] -39685.78356 -199584.40534 [200,] -178803.77101 -39685.78356 [201,] -149935.11439 -178803.77101 [202,] -91957.67946 -149935.11439 [203,] 277006.22214 -91957.67946 [204,] -136388.85469 277006.22214 [205,] -194684.79887 -136388.85469 [206,] 111475.48834 -194684.79887 [207,] 11753.93429 111475.48834 [208,] -245666.89102 11753.93429 [209,] -77023.51838 -245666.89102 [210,] -138676.80342 -77023.51838 [211,] -29142.18376 -138676.80342 [212,] -164624.30306 -29142.18376 [213,] -97076.06285 -164624.30306 [214,] 32666.34455 -97076.06285 [215,] -635000.00504 32666.34455 [216,] 419148.87267 -635000.00504 [217,] 113387.43150 419148.87267 [218,] 120136.12326 113387.43150 [219,] -192408.68411 120136.12326 [220,] -145698.14589 -192408.68411 [221,] 88047.79534 -145698.14589 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 28476.68232 -31834.44151 2 -196446.48660 28476.68232 3 59084.34810 -196446.48660 4 107247.11046 59084.34810 5 -68696.77691 107247.11046 6 199066.53956 -68696.77691 7 136192.71022 199066.53956 8 82500.28183 136192.71022 9 -34262.50027 82500.28183 10 -158063.39440 -34262.50027 11 50987.52700 -158063.39440 12 -120934.35959 50987.52700 13 57112.06374 -120934.35959 14 -90688.05582 57112.06374 15 44528.68712 -90688.05582 16 55566.10901 44528.68712 17 -31942.88842 55566.10901 18 119196.18272 -31942.88842 19 103795.84871 119196.18272 20 121582.50985 103795.84871 21 -45797.75624 121582.50985 22 -94155.91036 -45797.75624 23 -35222.49394 -94155.91036 24 -50379.05985 -35222.49394 25 9839.35461 -50379.05985 26 -104085.49438 9839.35461 27 -35715.37778 -104085.49438 28 123973.49935 -35715.37778 29 -77424.85172 123973.49935 30 128440.41341 -77424.85172 31 67975.20368 128440.41341 32 104763.09793 67975.20368 33 -84303.26540 104763.09793 34 -84286.81460 -84303.26540 35 -11517.74381 -84286.81460 36 -132781.21200 -11517.74381 37 -35485.83513 -132781.21200 38 -143708.11439 -35485.83513 39 -22616.17784 -143708.11439 40 99874.89159 -22616.17784 41 -52496.67040 99874.89159 42 77625.30421 -52496.67040 43 50944.64601 77625.30421 44 18924.05206 50944.64601 45 -37592.24030 18924.05206 46 -46002.08867 -37592.24030 47 -102162.18124 -46002.08867 48 -98365.81798 -102162.18124 49 12926.91108 -98365.81798 50 -216933.49228 12926.91108 51 -30676.55890 -216933.49228 52 128790.42336 -30676.55890 53 -30918.72025 128790.42336 54 87470.12092 -30918.72025 55 28311.54217 87470.12092 56 -35696.45849 28311.54217 57 -8646.00072 -35696.45849 58 35773.87667 -8646.00072 59 -28978.52381 35773.87667 60 -74629.36379 -28978.52381 61 -5123.27166 -74629.36379 62 -75552.13195 -5123.27166 63 10126.03638 -75552.13195 64 52734.25042 10126.03638 65 41157.62451 52734.25042 66 129704.34348 41157.62451 67 -13921.51971 129704.34348 68 -72.54109 -13921.51971 69 54203.35231 -72.54109 70 20445.85626 54203.35231 71 -44941.64762 20445.85626 72 -41444.24811 -44941.64762 73 -3642.30586 -41444.24811 74 -60403.08669 -3642.30586 75 108613.32504 -60403.08669 76 -16565.59800 108613.32504 77 12405.83266 -16565.59800 78 75242.02515 12405.83266 79 -5441.52618 75242.02515 80 -2829.34827 -5441.52618 81 39935.96834 -2829.34827 82 38467.18029 39935.96834 83 -46693.13086 38467.18029 84 -15541.69637 -46693.13086 85 -29166.09711 -15541.69637 86 -65033.81271 -29166.09711 87 87645.47191 -65033.81271 88 68398.29560 87645.47191 89 56756.82623 68398.29560 90 36785.51710 56756.82623 91 -227754.79385 36785.51710 92 14136.82249 -227754.79385 93 180972.82519 14136.82249 94 89093.46394 180972.82519 95 4089.55996 89093.46394 96 -50161.05196 4089.55996 97 -50098.58879 -50161.05196 98 15289.38748 -50098.58879 99 21770.61687 15289.38748 100 81390.52186 21770.61687 101 27263.09886 81390.52186 102 -41504.53717 27263.09886 103 -119761.74566 -41504.53717 104 23196.13458 -119761.74566 105 -17541.88996 23196.13458 106 69295.00617 -17541.88996 107 51433.43991 69295.00617 108 -112077.37975 51433.43991 109 7063.27210 -112077.37975 110 -27644.09801 7063.27210 111 -32222.81768 -27644.09801 112 -209842.74860 -32222.81768 113 -287557.02637 -209842.74860 114 52438.77104 -287557.02637 115 73075.56035 52438.77104 116 -872.04332 73075.56035 117 16987.71663 -872.04332 118 55037.77348 16987.71663 119 -15906.17837 55037.77348 120 -5319.70656 -15906.17837 121 -31114.45225 -5319.70656 122 17701.61497 -31114.45225 123 36998.53289 17701.61497 124 47095.31467 36998.53289 125 -41866.48050 47095.31467 126 -134452.78042 -41866.48050 127 28006.59245 -134452.78042 128 -49.18717 28006.59245 129 -3779.28143 -49.18717 130 -153848.09011 -3779.28143 131 -194729.58470 -153848.09011 132 -62511.74845 -194729.58470 133 115897.07962 -62511.74845 134 71345.14365 115897.07962 135 -78414.13013 71345.14365 136 -91313.39069 -78414.13013 137 61703.52969 -91313.39069 138 -82244.02511 61703.52969 139 -72671.02889 -82244.02511 140 -78304.91138 -72671.02889 141 149050.30295 -78304.91138 142 -23907.28182 149050.30295 143 51320.44751 -23907.28182 144 -4961.22868 51320.44751 145 -35996.99541 -4961.22868 146 81255.54943 -35996.99541 147 -24018.36053 81255.54943 148 -28827.07566 -24018.36053 149 68406.56713 -28827.07566 150 -80357.39949 68406.56713 151 -48905.48698 -80357.39949 152 50128.17829 -48905.48698 153 -10264.48397 50128.17829 154 -51731.30813 -10264.48397 155 109701.84386 -51731.30813 156 185871.06761 109701.84386 157 -73311.15549 185871.06761 158 104031.43746 -73311.15549 159 -3248.56091 104031.43746 160 41037.66449 -3248.56091 161 47516.36355 41037.66449 162 -112278.54536 47516.36355 163 -28635.81209 -112278.54536 164 44879.03638 -28635.81209 165 -44927.45384 44879.03638 166 31770.30214 -44927.45384 167 289856.67299 31770.30214 168 93963.81525 289856.67299 169 52994.64146 93963.81525 170 106989.81765 52994.64146 171 -10554.74162 106989.81765 172 23959.46876 -10554.74162 173 69298.51080 23959.46876 174 -51839.12775 69298.51080 175 62633.52381 -51839.12775 176 20536.48703 62633.52381 177 6383.34748 20536.48703 178 177453.63674 6383.34748 179 165003.65837 177453.63674 180 82922.55899 165003.65837 181 -10318.07630 82922.55899 182 283785.47673 -10318.07630 183 82080.19030 283785.47673 184 -28533.08303 82080.19030 185 89099.93004 -28533.08303 186 -65031.59352 89099.93004 187 34984.25327 -65031.59352 188 -19394.03666 34984.25327 189 86592.53647 -19394.03666 190 153949.12732 86592.53647 191 115752.11766 153949.12732 192 155423.85478 115752.11766 193 71244.14043 155423.85478 194 68484.73385 71244.14043 195 -32725.73341 68484.73385 196 -63620.61669 -32725.73341 197 106270.85413 -63620.61669 198 -199584.40534 106270.85413 199 -39685.78356 -199584.40534 200 -178803.77101 -39685.78356 201 -149935.11439 -178803.77101 202 -91957.67946 -149935.11439 203 277006.22214 -91957.67946 204 -136388.85469 277006.22214 205 -194684.79887 -136388.85469 206 111475.48834 -194684.79887 207 11753.93429 111475.48834 208 -245666.89102 11753.93429 209 -77023.51838 -245666.89102 210 -138676.80342 -77023.51838 211 -29142.18376 -138676.80342 212 -164624.30306 -29142.18376 213 -97076.06285 -164624.30306 214 32666.34455 -97076.06285 215 -635000.00504 32666.34455 216 419148.87267 -635000.00504 217 113387.43150 419148.87267 218 120136.12326 113387.43150 219 -192408.68411 120136.12326 220 -145698.14589 -192408.68411 221 88047.79534 -145698.14589 > 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/7sady1322581145.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/8q1jx1322581145.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/9s50n1322581145.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/1065m81322581145.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11p2qd1322581145.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/129rfj1322581145.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13rezw1322581145.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/141blu1322581145.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/15mytc1322581145.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/16zcas1322581145.tab") + } > > try(system("convert tmp/16qm21322581145.ps tmp/16qm21322581145.png",intern=TRUE)) character(0) > try(system("convert tmp/2v15y1322581145.ps tmp/2v15y1322581145.png",intern=TRUE)) character(0) > try(system("convert tmp/31kgi1322581145.ps tmp/31kgi1322581145.png",intern=TRUE)) character(0) > try(system("convert tmp/4o6011322581145.ps tmp/4o6011322581145.png",intern=TRUE)) character(0) > try(system("convert tmp/59zzg1322581145.ps tmp/59zzg1322581145.png",intern=TRUE)) character(0) > try(system("convert tmp/65mcp1322581145.ps tmp/65mcp1322581145.png",intern=TRUE)) character(0) > try(system("convert tmp/7sady1322581145.ps tmp/7sady1322581145.png",intern=TRUE)) character(0) > try(system("convert tmp/8q1jx1322581145.ps tmp/8q1jx1322581145.png",intern=TRUE)) character(0) > try(system("convert tmp/9s50n1322581145.ps tmp/9s50n1322581145.png",intern=TRUE)) character(0) > try(system("convert tmp/1065m81322581145.ps tmp/1065m81322581145.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.250 0.662 7.970