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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,'LNDEFPSOLEM' + ,'LNDEFPICET' + ,'LNDEFPSPORT' + ,'LNDEFBUDBEER' + ,'LNDEFBUDSISSS ') + ,1:130)) > y <- array(NA,dim=c(14,130),dimnames=list(c('LNDEFQPILS','LNDEFPBEPIL','LNDEFPBELUX','LNDEFPBEABD','LNDEFPBEWIT','LNDEFPBEZWB','LNDEFPBEREG','LNDEFPBETAF','LNDEFPSOORA','LNDEFPSOLEM','LNDEFPICET','LNDEFPSPORT','LNDEFBUDBEER','LNDEFBUDSISSS '),1:130)) > 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 = 'Do not include Seasonal Dummies' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x LNDEFQPILS LNDEFPBEPIL LNDEFPBELUX LNDEFPBEABD LNDEFPBEWIT LNDEFPBEZWB 1 19.72 4.66 5.35 5.31 5.04 5.41 2 19.65 4.67 5.37 5.31 5.05 5.42 3 19.59 4.65 5.35 5.31 5.03 5.40 4 19.59 4.65 5.34 5.28 5.04 5.41 5 19.55 4.64 5.34 5.27 5.03 5.41 6 19.61 4.64 5.32 5.28 5.01 5.40 7 19.57 4.66 5.35 5.29 5.03 5.42 8 19.55 4.65 5.34 5.25 5.03 5.41 9 19.57 4.64 5.35 5.28 5.04 5.42 10 19.51 4.63 5.32 5.30 5.01 5.43 11 19.48 4.63 5.33 5.31 5.01 5.47 12 19.49 4.63 5.33 5.26 4.99 5.45 13 19.58 4.62 5.31 5.28 4.99 5.43 14 19.48 4.63 5.33 5.27 5.02 5.43 15 19.46 4.64 5.30 5.27 5.02 5.44 16 19.48 4.63 5.30 5.28 5.02 5.44 17 19.49 4.64 5.31 5.35 5.03 5.49 18 19.44 4.63 5.30 5.34 5.01 5.48 19 19.57 4.63 5.30 5.35 5.01 5.49 20 19.50 4.64 5.33 5.35 5.03 5.48 21 19.34 4.63 5.30 5.33 5.03 5.45 22 19.40 4.67 5.34 5.35 5.05 5.47 23 19.40 4.67 5.35 5.33 5.04 5.47 24 19.43 4.66 5.31 5.23 5.04 5.44 25 19.44 4.66 5.32 5.27 5.06 5.46 26 19.49 4.64 5.31 5.23 5.03 5.42 27 19.48 4.65 5.32 5.26 5.03 5.43 28 19.48 4.64 5.31 5.27 5.03 5.43 29 19.45 4.65 5.33 5.27 5.01 5.44 30 19.48 4.64 5.32 5.29 5.04 5.42 31 19.44 4.65 5.33 5.30 5.02 5.42 32 19.51 4.65 5.33 5.30 5.04 5.42 33 19.49 4.65 5.32 5.29 5.04 5.41 34 19.56 4.67 5.34 5.29 5.04 5.39 35 19.57 4.66 5.31 5.27 5.02 5.38 36 19.49 4.67 5.33 5.27 5.02 5.39 37 19.54 4.69 5.31 5.28 5.00 5.39 38 19.62 4.66 5.26 5.25 4.97 5.36 39 19.56 4.68 5.31 5.27 5.00 5.38 40 19.64 4.69 5.34 5.29 5.01 5.40 41 19.59 4.65 5.32 5.26 4.99 5.39 42 19.60 4.66 5.33 5.27 4.98 5.39 43 19.63 4.65 5.32 5.27 4.99 5.40 44 19.67 4.65 5.31 5.26 5.00 5.40 45 19.61 4.67 5.32 5.29 5.00 5.41 46 19.62 4.67 5.32 5.29 4.97 5.40 47 19.67 4.67 5.32 5.27 4.99 5.38 48 19.63 4.65 5.33 5.24 4.99 5.38 49 19.62 4.65 5.34 5.21 5.01 5.39 50 19.70 4.66 5.35 5.24 5.02 5.39 51 19.83 4.66 5.33 5.26 5.00 5.39 52 19.85 4.64 5.31 5.24 4.98 5.37 53 19.73 4.67 5.35 5.28 5.01 5.40 54 19.61 4.66 5.35 5.28 4.99 5.37 55 19.63 4.66 5.38 5.30 5.02 5.41 56 19.68 4.65 5.35 5.28 5.02 5.39 57 19.66 4.63 5.32 5.25 5.01 5.37 58 19.56 4.63 5.32 5.24 5.00 5.37 59 19.50 4.63 5.31 5.25 4.99 5.37 60 19.55 4.64 5.32 5.26 4.99 5.37 61 19.53 4.63 5.31 5.25 4.99 5.37 62 19.49 4.63 5.30 5.25 4.98 5.36 63 19.47 4.62 5.29 5.27 4.98 5.39 64 19.57 4.62 5.30 5.26 4.99 5.38 65 19.53 4.63 5.30 5.27 4.99 5.38 66 19.43 4.62 5.30 5.23 4.98 5.36 67 19.43 4.64 5.31 5.21 5.02 5.39 68 19.43 4.64 5.31 5.21 5.06 5.40 69 19.45 4.64 5.29 5.23 5.06 5.40 70 19.41 4.63 5.30 5.26 5.02 5.41 71 19.48 4.67 5.32 5.29 4.99 5.44 72 19.48 4.64 5.29 5.27 4.98 5.44 73 19.48 4.62 5.28 5.23 4.96 5.40 74 19.37 4.66 5.31 5.28 5.01 5.41 75 19.35 4.67 5.29 5.26 5.00 5.38 76 19.38 4.66 5.30 5.24 4.99 5.38 77 19.41 4.66 5.30 5.20 5.00 5.39 78 19.48 4.66 5.30 5.21 4.98 5.38 79 19.44 4.64 5.29 5.21 4.97 5.37 80 19.41 4.64 5.29 5.18 4.97 5.36 81 19.42 4.66 5.30 5.22 4.99 5.37 82 19.42 4.64 5.28 5.23 4.98 5.37 83 19.42 4.64 5.27 5.21 4.99 5.36 84 19.48 4.65 5.29 5.21 4.99 5.37 85 19.53 4.66 5.28 5.22 4.99 5.37 86 19.56 4.65 5.27 5.23 4.99 5.37 87 19.53 4.65 5.26 5.24 4.99 5.37 88 19.52 4.68 5.28 5.26 5.01 5.39 89 19.52 4.66 5.26 5.23 4.97 5.37 90 19.63 4.65 5.26 5.23 4.98 5.38 91 19.63 4.65 5.27 5.18 4.97 5.38 92 19.57 4.64 5.37 5.15 4.97 5.38 93 19.60 4.64 5.31 5.16 4.98 5.38 94 19.74 4.67 5.36 5.16 5.03 5.40 95 19.63 4.68 5.39 5.17 5.08 5.41 96 19.59 4.66 5.38 5.17 4.98 5.38 97 19.70 4.66 5.39 5.17 4.91 5.35 98 19.88 4.66 5.38 5.17 4.93 5.34 99 19.72 4.66 5.29 5.21 4.94 5.34 100 19.62 4.65 5.27 5.23 4.93 5.33 101 19.78 4.65 5.28 5.22 4.94 5.33 102 19.61 4.64 5.31 5.22 4.94 5.33 103 19.70 4.67 5.34 5.24 4.99 5.36 104 19.65 4.66 5.33 5.24 4.99 5.37 105 19.61 4.64 5.31 5.24 4.99 5.35 106 19.62 4.64 5.30 5.22 4.98 5.34 107 19.58 4.67 5.32 5.19 5.02 5.37 108 19.69 4.64 5.30 5.14 5.00 5.32 109 19.63 4.62 5.27 5.13 4.99 5.32 110 19.54 4.61 5.27 5.19 4.98 5.33 111 19.56 4.61 5.28 5.21 5.01 5.32 112 19.55 4.62 5.29 5.23 5.03 5.34 113 19.49 4.62 5.27 5.21 5.03 5.33 114 19.53 4.62 5.26 5.23 5.04 5.35 115 19.48 4.60 5.24 5.21 5.03 5.35 116 19.58 4.60 5.24 5.23 5.02 5.35 117 19.48 4.61 5.26 5.22 5.03 5.33 118 19.46 4.60 5.23 5.14 5.01 5.32 119 19.45 4.61 5.25 5.01 5.03 5.33 120 19.39 4.63 5.27 5.10 5.05 5.36 121 19.46 4.63 5.29 5.12 5.04 5.36 122 19.41 4.62 5.29 5.18 5.05 5.36 123 19.45 4.64 5.30 5.26 5.06 5.41 124 19.52 4.60 5.27 5.25 5.02 5.40 125 19.47 4.60 5.27 5.23 5.02 5.36 126 19.37 4.61 5.30 5.25 5.05 5.37 127 19.37 4.60 5.27 5.25 5.04 5.36 128 19.40 4.61 5.31 5.25 5.03 5.35 129 19.42 4.61 5.32 5.25 5.05 5.37 130 19.45 4.61 5.30 5.23 5.04 5.36 LNDEFPBEREG LNDEFPBETAF LNDEFPSOORA LNDEFPSOLEM LNDEFPICET LNDEFPSPORT 1 5.50 4.44 4.25 4.24 4.73 5.03 2 5.51 4.45 4.26 4.26 4.75 5.06 3 5.49 4.44 4.26 4.25 4.73 5.03 4 5.49 4.45 4.24 4.24 4.75 5.03 5 5.49 4.43 4.25 4.24 4.74 5.05 6 5.47 4.41 4.24 4.24 4.69 5.04 7 5.48 4.44 4.25 4.25 4.75 5.07 8 5.48 4.44 4.23 4.24 4.75 5.07 9 5.50 4.45 4.23 4.23 4.79 5.04 10 5.50 4.43 4.23 4.23 4.77 5.04 11 5.52 4.43 4.23 4.24 4.74 5.04 12 5.48 4.43 4.24 4.22 4.73 5.03 13 5.44 4.42 4.23 4.23 4.75 5.04 14 5.48 4.44 4.23 4.24 4.77 5.05 15 5.50 4.40 4.22 4.21 4.76 5.03 16 5.53 4.40 4.22 4.23 4.77 5.04 17 5.59 4.42 4.21 4.21 4.77 5.04 18 5.59 4.42 4.19 4.20 4.74 5.03 19 5.61 4.41 4.17 4.17 4.71 5.04 20 5.59 4.42 4.19 4.19 4.72 5.04 21 5.55 4.41 4.24 4.22 4.74 5.04 22 5.54 4.45 4.28 4.27 4.78 5.04 23 5.53 4.46 4.27 4.26 4.77 5.06 24 5.51 4.45 4.24 4.23 4.76 5.04 25 5.51 4.47 4.23 4.23 4.74 5.03 26 5.50 4.46 4.25 4.25 4.72 5.02 27 5.51 4.45 4.27 4.27 4.75 5.02 28 5.47 4.44 4.25 4.25 4.74 5.02 29 5.49 4.45 4.26 4.25 4.75 5.03 30 5.48 4.45 4.26 4.26 4.74 5.02 31 5.49 4.45 4.24 4.24 4.74 5.03 32 5.50 4.45 4.23 4.22 4.74 5.01 33 5.51 4.46 4.26 4.24 4.77 5.03 34 5.49 4.43 4.24 4.22 4.73 4.98 35 5.47 4.42 4.24 4.20 4.72 5.00 36 5.47 4.43 4.26 4.23 4.72 4.93 37 5.48 4.43 4.26 4.23 4.71 4.96 38 5.47 4.39 4.25 4.22 4.69 4.97 39 5.47 4.43 4.27 4.23 4.71 5.01 40 5.47 4.45 4.28 4.24 4.74 5.02 41 5.45 4.43 4.26 4.24 4.76 5.00 42 5.44 4.42 4.28 4.25 4.76 5.01 43 5.44 4.43 4.28 4.24 4.76 4.97 44 5.44 4.42 4.28 4.24 4.75 5.01 45 5.47 4.45 4.30 4.26 4.75 5.02 46 5.46 4.44 4.27 4.24 4.73 5.00 47 5.44 4.42 4.28 4.23 4.73 4.99 48 5.44 4.41 4.29 4.24 4.73 4.97 49 5.46 4.43 4.28 4.24 4.74 4.98 50 5.46 4.44 4.28 4.26 4.75 4.98 51 5.46 4.41 4.27 4.24 4.73 4.98 52 5.42 4.39 4.25 4.22 4.72 4.98 53 5.45 4.43 4.29 4.26 4.76 4.99 54 5.44 4.43 4.29 4.25 4.73 4.99 55 5.47 4.46 4.30 4.27 4.78 5.01 56 5.45 4.43 4.29 4.25 4.76 5.00 57 5.44 4.42 4.29 4.24 4.75 4.92 58 5.43 4.43 4.29 4.23 4.75 4.97 59 5.43 4.43 4.29 4.24 4.75 5.01 60 5.45 4.44 4.30 4.25 4.75 5.02 61 5.43 4.43 4.29 4.25 4.76 5.02 62 5.45 4.43 4.29 4.24 4.76 5.03 63 5.43 4.43 4.28 4.23 4.74 5.03 64 5.46 4.44 4.26 4.21 4.74 5.01 65 5.46 4.45 4.27 4.22 4.75 5.02 66 5.44 4.45 4.27 4.22 4.75 5.01 67 5.46 4.42 4.27 4.21 4.75 5.01 68 5.49 4.43 4.26 4.21 4.74 5.01 69 5.50 4.43 4.24 4.20 4.73 5.01 70 5.51 4.43 4.25 4.20 4.72 5.01 71 5.56 4.45 4.25 4.21 4.73 5.04 72 5.55 4.43 4.23 4.19 4.70 5.01 73 5.49 4.40 4.24 4.20 4.71 4.99 74 5.50 4.44 4.29 4.23 4.76 5.03 75 5.46 4.43 4.29 4.23 4.74 5.02 76 5.45 4.43 4.28 4.23 4.74 5.01 77 5.45 4.45 4.28 4.22 4.76 5.02 78 5.45 4.45 4.28 4.22 4.76 5.03 79 5.46 4.44 4.29 4.22 4.77 5.01 80 5.45 4.40 4.29 4.23 4.76 5.01 81 5.46 4.44 4.30 4.24 4.77 5.00 82 5.46 4.45 4.28 4.25 4.75 5.01 83 5.46 4.43 4.28 4.26 4.73 4.99 84 5.46 4.44 4.29 4.26 4.72 4.99 85 5.47 4.43 4.29 4.24 4.71 4.97 86 5.46 4.43 4.29 4.24 4.72 4.95 87 5.46 4.42 4.28 4.23 4.72 4.96 88 5.46 4.43 4.29 4.26 4.72 4.90 89 5.43 4.40 4.28 4.26 4.71 4.94 90 5.44 4.40 4.27 4.24 4.69 4.93 91 5.44 4.41 4.29 4.27 4.71 4.97 92 5.45 4.42 4.28 4.26 4.70 4.95 93 5.44 4.41 4.28 4.26 4.70 4.96 94 5.44 4.44 4.28 4.28 4.71 4.94 95 5.46 4.45 4.30 4.27 4.73 4.95 96 5.44 4.41 4.30 4.27 4.71 4.94 97 5.43 4.40 4.29 4.27 4.70 4.94 98 5.42 4.40 4.26 4.24 4.70 4.92 99 5.44 4.40 4.30 4.26 4.72 4.96 100 5.44 4.40 4.33 4.29 4.77 4.99 101 5.42 4.40 4.32 4.27 4.74 4.97 102 5.40 4.40 4.32 4.25 4.73 4.97 103 5.45 4.40 4.33 4.27 4.76 5.01 104 5.45 4.40 4.35 4.29 4.78 5.00 105 5.44 4.39 4.34 4.26 4.76 4.99 106 5.43 4.39 4.32 4.22 4.72 4.99 107 5.46 4.43 4.33 4.25 4.75 5.00 108 5.44 4.39 4.31 4.24 4.72 5.00 109 5.42 4.38 4.31 4.24 4.71 5.00 110 5.43 4.40 4.35 4.28 4.72 5.05 111 5.43 4.42 4.34 4.26 4.71 5.06 112 5.43 4.44 4.32 4.25 4.74 5.07 113 5.42 4.43 4.32 4.24 4.72 5.06 114 5.43 4.44 4.32 4.25 4.74 5.06 115 5.45 4.42 4.29 4.22 4.71 5.04 116 5.43 4.42 4.29 4.21 4.71 5.05 117 5.43 4.43 4.30 4.23 4.73 5.05 118 5.42 4.41 4.30 4.24 4.72 5.04 119 5.44 4.40 4.31 4.23 4.72 5.03 120 5.48 4.41 4.32 4.24 4.72 5.04 121 5.50 4.41 4.30 4.22 4.73 5.05 122 5.53 4.43 4.29 4.22 4.69 5.03 123 5.55 4.44 4.28 4.22 4.67 5.05 124 5.54 4.40 4.23 4.18 4.62 4.99 125 5.48 4.39 4.25 4.18 4.63 4.99 126 5.48 4.40 4.31 4.22 4.75 5.02 127 5.47 4.40 4.31 4.24 4.76 5.02 128 5.47 4.42 4.31 4.23 4.75 5.01 129 5.47 4.44 4.30 4.22 4.78 5.03 130 5.46 4.43 4.31 4.23 4.79 5.02 LNDEFBUDBEER LNDEFBUDSISSS\r 1 20.46 20.58 2 20.39 20.71 3 20.32 20.52 4 20.32 20.37 5 20.27 20.32 6 20.33 20.29 7 20.29 20.39 8 20.29 20.41 9 20.27 20.42 10 20.25 20.37 11 20.25 20.37 12 20.27 20.35 13 20.33 20.35 14 20.24 20.33 15 20.23 20.29 16 20.25 20.30 17 20.28 20.41 18 20.27 20.34 19 20.48 20.51 20 20.36 20.44 21 20.13 20.30 22 20.15 20.43 23 20.15 20.40 24 20.19 20.34 25 20.19 20.42 26 20.24 20.41 27 20.22 20.41 28 20.23 20.35 29 20.20 20.42 30 20.23 20.43 31 20.19 20.37 32 20.25 20.40 33 20.24 20.45 34 20.33 20.53 35 20.36 20.45 36 20.26 20.40 37 20.30 20.46 38 20.40 20.44 39 20.34 20.45 40 20.40 20.59 41 20.36 20.43 42 20.39 20.56 43 20.40 20.55 44 20.44 20.55 45 20.37 20.66 46 20.38 20.58 47 20.43 20.47 48 20.38 20.46 49 20.38 20.46 50 20.46 20.63 51 20.58 20.66 52 20.60 20.51 53 20.49 20.71 54 20.38 20.53 55 20.36 20.61 56 20.40 20.54 57 20.38 20.47 58 20.30 20.43 59 20.25 20.44 60 20.30 20.51 61 20.27 20.42 62 20.24 20.39 63 20.25 20.40 64 20.36 20.43 65 20.30 20.47 66 20.23 20.36 67 20.23 20.37 68 20.24 20.42 69 20.28 20.40 70 20.26 20.38 71 20.38 20.62 72 20.39 20.49 73 20.32 20.27 74 20.17 20.40 75 20.16 20.37 76 20.18 20.37 77 20.19 20.40 78 20.26 20.43 79 20.23 20.39 80 20.20 20.40 81 20.21 20.48 82 20.21 20.47 83 20.21 20.42 84 20.25 20.44 85 20.33 20.52 86 20.31 20.50 87 20.32 20.47 88 20.31 20.65 89 20.29 20.47 90 20.40 20.50 91 20.41 20.54 92 20.37 20.46 93 20.37 20.48 94 20.50 20.74 95 20.41 20.81 96 20.38 20.62 97 20.47 20.63 98 20.63 20.64 99 20.49 20.55 100 20.40 20.73 101 20.56 20.75 102 20.40 20.56 103 20.48 20.85 104 20.44 21.00 105 20.38 20.70 106 20.40 20.56 107 20.37 20.60 108 20.47 20.55 109 20.40 20.49 110 20.30 20.63 111 20.30 20.56 112 20.30 20.57 113 20.25 20.45 114 20.31 20.49 115 20.29 20.38 116 20.37 20.46 117 20.28 20.50 118 20.27 20.41 119 20.29 20.41 120 20.22 20.47 121 20.29 20.47 122 20.27 20.42 123 20.35 20.64 124 20.47 20.47 125 20.37 20.34 126 20.15 20.46 127 20.14 20.42 128 20.17 20.42 129 20.18 20.47 130 20.23 20.52 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) LNDEFPBEPIL LNDEFPBELUX LNDEFPBEABD -4.91995 0.17800 0.22345 0.27790 LNDEFPBEWIT LNDEFPBEZWB LNDEFPBEREG LNDEFPBETAF 0.43353 -0.39559 -0.48909 -0.11634 LNDEFPSOORA LNDEFPSOLEM LNDEFPICET LNDEFPSPORT -0.42192 1.23161 0.50122 -0.01325 LNDEFBUDBEER `LNDEFBUDSISSS\r` 1.08061 -0.17272 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.047355 -0.011150 -0.001021 0.012569 0.049521 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -4.91995 1.40157 -3.510 0.000638 *** LNDEFPBEPIL 0.17800 0.12103 1.471 0.144065 LNDEFPBELUX 0.22345 0.07668 2.914 0.004280 ** LNDEFPBEABD 0.27790 0.04725 5.881 4.01e-08 *** LNDEFPBEWIT 0.43353 0.07634 5.679 1.02e-07 *** LNDEFPBEZWB -0.39559 0.12611 -3.137 0.002164 ** LNDEFPBEREG -0.48909 0.09856 -4.962 2.41e-06 *** LNDEFPBETAF -0.11634 0.12716 -0.915 0.362127 LNDEFPSOORA -0.42192 0.14545 -2.901 0.004453 ** LNDEFPSOLEM 1.23161 0.12527 9.831 < 2e-16 *** LNDEFPICET 0.50122 0.08636 5.804 5.74e-08 *** LNDEFPSPORT -0.01325 0.06816 -0.194 0.846194 LNDEFBUDBEER 1.08061 0.03823 28.265 < 2e-16 *** `LNDEFBUDSISSS\r` -0.17272 0.03447 -5.011 1.96e-06 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.01873 on 116 degrees of freedom Multiple R-squared: 0.9722, Adjusted R-squared: 0.969 F-statistic: 311.6 on 13 and 116 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,] 0.2542932 0.508586317 0.745706841 [2,] 0.4257362 0.851472494 0.574263753 [3,] 0.5893149 0.821370210 0.410685105 [4,] 0.6744584 0.651083224 0.325541612 [5,] 0.5754138 0.849172304 0.424586152 [6,] 0.5903309 0.819338118 0.409669059 [7,] 0.4863475 0.972694993 0.513652504 [8,] 0.5030821 0.993835853 0.496917926 [9,] 0.6012715 0.797457057 0.398728528 [10,] 0.5553937 0.889212538 0.444606269 [11,] 0.4938671 0.987734189 0.506132905 [12,] 0.4916890 0.983378059 0.508310971 [13,] 0.4458649 0.891729791 0.554135105 [14,] 0.4599349 0.919869871 0.540065065 [15,] 0.4278601 0.855720219 0.572139890 [16,] 0.4261166 0.852233289 0.573883355 [17,] 0.3984707 0.796941379 0.601529310 [18,] 0.4615852 0.923170494 0.538414753 [19,] 0.4213046 0.842609220 0.578695390 [20,] 0.3834947 0.766989461 0.616505270 [21,] 0.4566735 0.913346921 0.543326540 [22,] 0.4895305 0.979060954 0.510469523 [23,] 0.4912297 0.982459346 0.508770327 [24,] 0.4420561 0.884112152 0.557943924 [25,] 0.5277382 0.944523620 0.472261810 [26,] 0.6709309 0.658138100 0.329069050 [27,] 0.6488994 0.702201299 0.351100649 [28,] 0.6011392 0.797721592 0.398860796 [29,] 0.5907202 0.818559657 0.409279828 [30,] 0.6710798 0.657840392 0.328920196 [31,] 0.6199763 0.760047321 0.380023660 [32,] 0.5816258 0.836748328 0.418374164 [33,] 0.5254976 0.949004766 0.474502383 [34,] 0.4894534 0.978906834 0.510546583 [35,] 0.6144402 0.771119685 0.385559843 [36,] 0.6165024 0.766995112 0.383497556 [37,] 0.5723632 0.855273508 0.427636754 [38,] 0.6290834 0.741833155 0.370916577 [39,] 0.5796801 0.840639809 0.420319904 [40,] 0.5627327 0.874534695 0.437267348 [41,] 0.5686420 0.862715905 0.431357952 [42,] 0.5164417 0.967116606 0.483558303 [43,] 0.4663619 0.932723718 0.533638141 [44,] 0.4201327 0.840265390 0.579867305 [45,] 0.3740089 0.748017843 0.625991078 [46,] 0.3345956 0.669191174 0.665404413 [47,] 0.3043419 0.608683705 0.695658147 [48,] 0.2670526 0.534105224 0.732947388 [49,] 0.2655386 0.531077233 0.734461384 [50,] 0.3631031 0.726206128 0.636896936 [51,] 0.3568577 0.713715397 0.643142301 [52,] 0.3643226 0.728645113 0.635677444 [53,] 0.4022051 0.804410241 0.597794880 [54,] 0.4068827 0.813765454 0.593117273 [55,] 0.4163703 0.832740565 0.583629718 [56,] 0.3818334 0.763666763 0.618166619 [57,] 0.3339785 0.667957053 0.666021473 [58,] 0.2850445 0.570088944 0.714955528 [59,] 0.3398059 0.679611883 0.660194059 [60,] 0.3665848 0.733169590 0.633415205 [61,] 0.3536886 0.707377204 0.646311398 [62,] 0.3413607 0.682721435 0.658639283 [63,] 0.3049048 0.609809662 0.695095169 [64,] 0.2628926 0.525785148 0.737107426 [65,] 0.2357980 0.471596100 0.764201950 [66,] 0.2073951 0.414790258 0.792604871 [67,] 0.2169807 0.433961450 0.783019275 [68,] 0.1759179 0.351835740 0.824082130 [69,] 0.1442779 0.288555893 0.855722054 [70,] 0.3903760 0.780752020 0.609623990 [71,] 0.3647461 0.729492228 0.635253886 [72,] 0.3292724 0.658544860 0.670727570 [73,] 0.2769828 0.553965560 0.723017220 [74,] 0.4720125 0.944025087 0.527987457 [75,] 0.4823831 0.964766278 0.517616861 [76,] 0.5912229 0.817554214 0.408777107 [77,] 0.6115656 0.776868737 0.388434369 [78,] 0.6414184 0.717163116 0.358581558 [79,] 0.7306299 0.538740172 0.269370086 [80,] 0.6680828 0.663834406 0.331917203 [81,] 0.6664439 0.667112193 0.333556097 [82,] 0.8606260 0.278747929 0.139373964 [83,] 0.9500065 0.099986967 0.049993484 [84,] 0.9263519 0.147296186 0.073648093 [85,] 0.9532744 0.093451235 0.046725618 [86,] 0.9501489 0.099702143 0.049851072 [87,] 0.9398960 0.120208031 0.060104015 [88,] 0.9084599 0.183080228 0.091540114 [89,] 0.9141811 0.171637791 0.085818895 [90,] 0.8950792 0.209841605 0.104920803 [91,] 0.8374542 0.325091502 0.162545751 [92,] 0.7651628 0.469674319 0.234837159 [93,] 0.9943628 0.011274493 0.005637247 [94,] 0.9979031 0.004193887 0.002096944 [95,] 0.9961912 0.007617569 0.003808784 [96,] 0.9863882 0.027223576 0.013611788 [97,] 0.9597405 0.080518924 0.040259462 > postscript(file="/var/wessaorg/rcomp/tmp/1igad1333289296.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2npz11333289296.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3vt7u1333289296.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4jtgy1333289296.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5kmtr1333289296.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 = 130 Frequency = 1 1 2 3 4 5 0.0134042334 0.0108867524 0.0134981843 -0.0072011381 0.0142572546 6 7 8 9 10 0.0192442970 -0.0034518956 -0.0049452688 0.0320381794 0.0125990020 11 12 13 14 15 0.0059113324 0.0196660413 -0.0095455310 -0.0325383011 0.0028423953 16 17 18 19 20 -0.0128807452 0.0277617621 0.0067673331 -0.0073243807 -0.0106755526 21 22 23 24 25 0.0092544271 -0.0172682708 -0.0051444618 0.0160006979 0.0337085693 26 27 28 29 30 0.0296876528 0.0054014005 -0.0140535379 0.0171173527 -0.0183620388 31 32 33 34 35 -0.0024067390 0.0243064615 0.0041144597 -0.0029556979 -0.0014713866 36 37 38 39 40 -0.0126132868 0.0216265415 0.0248078411 -0.0027310152 0.0054741372 41 42 43 44 45 -0.0351325067 -0.0473548418 -0.0133036101 -0.0114710059 0.0150970854 46 47 48 49 50 0.0252028133 -0.0045570185 0.0078836011 0.0022811875 -0.0199728775 51 52 53 54 55 0.0200639395 0.0062049594 -0.0198932772 -0.0310709869 -0.0121308686 56 57 58 59 60 0.0057167263 0.0204763784 0.0163818221 0.0041442468 0.0083915368 61 62 63 64 65 -0.0081181148 0.0039627973 -0.0064525627 0.0038800402 0.0192533435 66 67 68 69 70 -0.0246978499 -0.0100731004 -0.0089993291 -0.0229865266 -0.0182009209 71 72 73 74 75 -0.0216234245 -0.0093314079 -0.0081391708 -0.0098713784 -0.0343673573 76 77 78 79 80 -0.0257833621 0.0140797588 0.0156868144 0.0100396838 0.0017178650 81 82 83 84 85 -0.0105927404 -0.0121688600 -0.0261870461 0.0021447313 0.0102957032 86 87 88 89 90 0.0495208765 0.0100545357 -0.0065361226 -0.0070581497 0.0258526155 91 92 93 94 95 0.0011104742 -0.0228119926 0.0110131141 -0.0012550412 -0.0090847801 96 97 98 99 100 -0.0167473052 0.0087084314 0.0262806278 -0.0007876289 -0.0203267490 101 102 103 104 105 -0.0081580020 -0.0231379807 -0.0073732392 -0.0066210575 0.0030833267 106 107 108 109 110 0.0314459057 -0.0044791021 0.0058978013 0.0226220260 0.0287417849 111 112 113 114 115 0.0397817268 0.0124779778 0.0080068050 -0.0259542456 -0.0089020128 116 117 118 119 120 0.0199108202 -0.0209162585 -0.0248789685 -0.0063066470 0.0026190028 121 122 123 124 125 0.0123803383 -0.0113085993 -0.0153260798 -0.0314846025 -0.0332251221 126 127 128 129 130 0.0196097986 -0.0021652905 0.0046005506 0.0150892657 -0.0091947781 > postscript(file="/var/wessaorg/rcomp/tmp/63ikg1333289296.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 = 130 Frequency = 1 lag(myerror, k = 1) myerror 0 0.0134042334 NA 1 0.0108867524 0.0134042334 2 0.0134981843 0.0108867524 3 -0.0072011381 0.0134981843 4 0.0142572546 -0.0072011381 5 0.0192442970 0.0142572546 6 -0.0034518956 0.0192442970 7 -0.0049452688 -0.0034518956 8 0.0320381794 -0.0049452688 9 0.0125990020 0.0320381794 10 0.0059113324 0.0125990020 11 0.0196660413 0.0059113324 12 -0.0095455310 0.0196660413 13 -0.0325383011 -0.0095455310 14 0.0028423953 -0.0325383011 15 -0.0128807452 0.0028423953 16 0.0277617621 -0.0128807452 17 0.0067673331 0.0277617621 18 -0.0073243807 0.0067673331 19 -0.0106755526 -0.0073243807 20 0.0092544271 -0.0106755526 21 -0.0172682708 0.0092544271 22 -0.0051444618 -0.0172682708 23 0.0160006979 -0.0051444618 24 0.0337085693 0.0160006979 25 0.0296876528 0.0337085693 26 0.0054014005 0.0296876528 27 -0.0140535379 0.0054014005 28 0.0171173527 -0.0140535379 29 -0.0183620388 0.0171173527 30 -0.0024067390 -0.0183620388 31 0.0243064615 -0.0024067390 32 0.0041144597 0.0243064615 33 -0.0029556979 0.0041144597 34 -0.0014713866 -0.0029556979 35 -0.0126132868 -0.0014713866 36 0.0216265415 -0.0126132868 37 0.0248078411 0.0216265415 38 -0.0027310152 0.0248078411 39 0.0054741372 -0.0027310152 40 -0.0351325067 0.0054741372 41 -0.0473548418 -0.0351325067 42 -0.0133036101 -0.0473548418 43 -0.0114710059 -0.0133036101 44 0.0150970854 -0.0114710059 45 0.0252028133 0.0150970854 46 -0.0045570185 0.0252028133 47 0.0078836011 -0.0045570185 48 0.0022811875 0.0078836011 49 -0.0199728775 0.0022811875 50 0.0200639395 -0.0199728775 51 0.0062049594 0.0200639395 52 -0.0198932772 0.0062049594 53 -0.0310709869 -0.0198932772 54 -0.0121308686 -0.0310709869 55 0.0057167263 -0.0121308686 56 0.0204763784 0.0057167263 57 0.0163818221 0.0204763784 58 0.0041442468 0.0163818221 59 0.0083915368 0.0041442468 60 -0.0081181148 0.0083915368 61 0.0039627973 -0.0081181148 62 -0.0064525627 0.0039627973 63 0.0038800402 -0.0064525627 64 0.0192533435 0.0038800402 65 -0.0246978499 0.0192533435 66 -0.0100731004 -0.0246978499 67 -0.0089993291 -0.0100731004 68 -0.0229865266 -0.0089993291 69 -0.0182009209 -0.0229865266 70 -0.0216234245 -0.0182009209 71 -0.0093314079 -0.0216234245 72 -0.0081391708 -0.0093314079 73 -0.0098713784 -0.0081391708 74 -0.0343673573 -0.0098713784 75 -0.0257833621 -0.0343673573 76 0.0140797588 -0.0257833621 77 0.0156868144 0.0140797588 78 0.0100396838 0.0156868144 79 0.0017178650 0.0100396838 80 -0.0105927404 0.0017178650 81 -0.0121688600 -0.0105927404 82 -0.0261870461 -0.0121688600 83 0.0021447313 -0.0261870461 84 0.0102957032 0.0021447313 85 0.0495208765 0.0102957032 86 0.0100545357 0.0495208765 87 -0.0065361226 0.0100545357 88 -0.0070581497 -0.0065361226 89 0.0258526155 -0.0070581497 90 0.0011104742 0.0258526155 91 -0.0228119926 0.0011104742 92 0.0110131141 -0.0228119926 93 -0.0012550412 0.0110131141 94 -0.0090847801 -0.0012550412 95 -0.0167473052 -0.0090847801 96 0.0087084314 -0.0167473052 97 0.0262806278 0.0087084314 98 -0.0007876289 0.0262806278 99 -0.0203267490 -0.0007876289 100 -0.0081580020 -0.0203267490 101 -0.0231379807 -0.0081580020 102 -0.0073732392 -0.0231379807 103 -0.0066210575 -0.0073732392 104 0.0030833267 -0.0066210575 105 0.0314459057 0.0030833267 106 -0.0044791021 0.0314459057 107 0.0058978013 -0.0044791021 108 0.0226220260 0.0058978013 109 0.0287417849 0.0226220260 110 0.0397817268 0.0287417849 111 0.0124779778 0.0397817268 112 0.0080068050 0.0124779778 113 -0.0259542456 0.0080068050 114 -0.0089020128 -0.0259542456 115 0.0199108202 -0.0089020128 116 -0.0209162585 0.0199108202 117 -0.0248789685 -0.0209162585 118 -0.0063066470 -0.0248789685 119 0.0026190028 -0.0063066470 120 0.0123803383 0.0026190028 121 -0.0113085993 0.0123803383 122 -0.0153260798 -0.0113085993 123 -0.0314846025 -0.0153260798 124 -0.0332251221 -0.0314846025 125 0.0196097986 -0.0332251221 126 -0.0021652905 0.0196097986 127 0.0046005506 -0.0021652905 128 0.0150892657 0.0046005506 129 -0.0091947781 0.0150892657 130 NA -0.0091947781 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 0.0108867524 0.0134042334 [2,] 0.0134981843 0.0108867524 [3,] -0.0072011381 0.0134981843 [4,] 0.0142572546 -0.0072011381 [5,] 0.0192442970 0.0142572546 [6,] -0.0034518956 0.0192442970 [7,] -0.0049452688 -0.0034518956 [8,] 0.0320381794 -0.0049452688 [9,] 0.0125990020 0.0320381794 [10,] 0.0059113324 0.0125990020 [11,] 0.0196660413 0.0059113324 [12,] -0.0095455310 0.0196660413 [13,] -0.0325383011 -0.0095455310 [14,] 0.0028423953 -0.0325383011 [15,] -0.0128807452 0.0028423953 [16,] 0.0277617621 -0.0128807452 [17,] 0.0067673331 0.0277617621 [18,] -0.0073243807 0.0067673331 [19,] -0.0106755526 -0.0073243807 [20,] 0.0092544271 -0.0106755526 [21,] -0.0172682708 0.0092544271 [22,] -0.0051444618 -0.0172682708 [23,] 0.0160006979 -0.0051444618 [24,] 0.0337085693 0.0160006979 [25,] 0.0296876528 0.0337085693 [26,] 0.0054014005 0.0296876528 [27,] -0.0140535379 0.0054014005 [28,] 0.0171173527 -0.0140535379 [29,] -0.0183620388 0.0171173527 [30,] -0.0024067390 -0.0183620388 [31,] 0.0243064615 -0.0024067390 [32,] 0.0041144597 0.0243064615 [33,] -0.0029556979 0.0041144597 [34,] -0.0014713866 -0.0029556979 [35,] -0.0126132868 -0.0014713866 [36,] 0.0216265415 -0.0126132868 [37,] 0.0248078411 0.0216265415 [38,] -0.0027310152 0.0248078411 [39,] 0.0054741372 -0.0027310152 [40,] -0.0351325067 0.0054741372 [41,] -0.0473548418 -0.0351325067 [42,] -0.0133036101 -0.0473548418 [43,] -0.0114710059 -0.0133036101 [44,] 0.0150970854 -0.0114710059 [45,] 0.0252028133 0.0150970854 [46,] -0.0045570185 0.0252028133 [47,] 0.0078836011 -0.0045570185 [48,] 0.0022811875 0.0078836011 [49,] -0.0199728775 0.0022811875 [50,] 0.0200639395 -0.0199728775 [51,] 0.0062049594 0.0200639395 [52,] -0.0198932772 0.0062049594 [53,] -0.0310709869 -0.0198932772 [54,] -0.0121308686 -0.0310709869 [55,] 0.0057167263 -0.0121308686 [56,] 0.0204763784 0.0057167263 [57,] 0.0163818221 0.0204763784 [58,] 0.0041442468 0.0163818221 [59,] 0.0083915368 0.0041442468 [60,] -0.0081181148 0.0083915368 [61,] 0.0039627973 -0.0081181148 [62,] -0.0064525627 0.0039627973 [63,] 0.0038800402 -0.0064525627 [64,] 0.0192533435 0.0038800402 [65,] -0.0246978499 0.0192533435 [66,] -0.0100731004 -0.0246978499 [67,] -0.0089993291 -0.0100731004 [68,] -0.0229865266 -0.0089993291 [69,] -0.0182009209 -0.0229865266 [70,] -0.0216234245 -0.0182009209 [71,] -0.0093314079 -0.0216234245 [72,] -0.0081391708 -0.0093314079 [73,] -0.0098713784 -0.0081391708 [74,] -0.0343673573 -0.0098713784 [75,] -0.0257833621 -0.0343673573 [76,] 0.0140797588 -0.0257833621 [77,] 0.0156868144 0.0140797588 [78,] 0.0100396838 0.0156868144 [79,] 0.0017178650 0.0100396838 [80,] -0.0105927404 0.0017178650 [81,] -0.0121688600 -0.0105927404 [82,] -0.0261870461 -0.0121688600 [83,] 0.0021447313 -0.0261870461 [84,] 0.0102957032 0.0021447313 [85,] 0.0495208765 0.0102957032 [86,] 0.0100545357 0.0495208765 [87,] -0.0065361226 0.0100545357 [88,] -0.0070581497 -0.0065361226 [89,] 0.0258526155 -0.0070581497 [90,] 0.0011104742 0.0258526155 [91,] -0.0228119926 0.0011104742 [92,] 0.0110131141 -0.0228119926 [93,] -0.0012550412 0.0110131141 [94,] -0.0090847801 -0.0012550412 [95,] -0.0167473052 -0.0090847801 [96,] 0.0087084314 -0.0167473052 [97,] 0.0262806278 0.0087084314 [98,] -0.0007876289 0.0262806278 [99,] -0.0203267490 -0.0007876289 [100,] -0.0081580020 -0.0203267490 [101,] -0.0231379807 -0.0081580020 [102,] -0.0073732392 -0.0231379807 [103,] -0.0066210575 -0.0073732392 [104,] 0.0030833267 -0.0066210575 [105,] 0.0314459057 0.0030833267 [106,] -0.0044791021 0.0314459057 [107,] 0.0058978013 -0.0044791021 [108,] 0.0226220260 0.0058978013 [109,] 0.0287417849 0.0226220260 [110,] 0.0397817268 0.0287417849 [111,] 0.0124779778 0.0397817268 [112,] 0.0080068050 0.0124779778 [113,] -0.0259542456 0.0080068050 [114,] -0.0089020128 -0.0259542456 [115,] 0.0199108202 -0.0089020128 [116,] -0.0209162585 0.0199108202 [117,] -0.0248789685 -0.0209162585 [118,] -0.0063066470 -0.0248789685 [119,] 0.0026190028 -0.0063066470 [120,] 0.0123803383 0.0026190028 [121,] -0.0113085993 0.0123803383 [122,] -0.0153260798 -0.0113085993 [123,] -0.0314846025 -0.0153260798 [124,] -0.0332251221 -0.0314846025 [125,] 0.0196097986 -0.0332251221 [126,] -0.0021652905 0.0196097986 [127,] 0.0046005506 -0.0021652905 [128,] 0.0150892657 0.0046005506 [129,] -0.0091947781 0.0150892657 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 0.0108867524 0.0134042334 2 0.0134981843 0.0108867524 3 -0.0072011381 0.0134981843 4 0.0142572546 -0.0072011381 5 0.0192442970 0.0142572546 6 -0.0034518956 0.0192442970 7 -0.0049452688 -0.0034518956 8 0.0320381794 -0.0049452688 9 0.0125990020 0.0320381794 10 0.0059113324 0.0125990020 11 0.0196660413 0.0059113324 12 -0.0095455310 0.0196660413 13 -0.0325383011 -0.0095455310 14 0.0028423953 -0.0325383011 15 -0.0128807452 0.0028423953 16 0.0277617621 -0.0128807452 17 0.0067673331 0.0277617621 18 -0.0073243807 0.0067673331 19 -0.0106755526 -0.0073243807 20 0.0092544271 -0.0106755526 21 -0.0172682708 0.0092544271 22 -0.0051444618 -0.0172682708 23 0.0160006979 -0.0051444618 24 0.0337085693 0.0160006979 25 0.0296876528 0.0337085693 26 0.0054014005 0.0296876528 27 -0.0140535379 0.0054014005 28 0.0171173527 -0.0140535379 29 -0.0183620388 0.0171173527 30 -0.0024067390 -0.0183620388 31 0.0243064615 -0.0024067390 32 0.0041144597 0.0243064615 33 -0.0029556979 0.0041144597 34 -0.0014713866 -0.0029556979 35 -0.0126132868 -0.0014713866 36 0.0216265415 -0.0126132868 37 0.0248078411 0.0216265415 38 -0.0027310152 0.0248078411 39 0.0054741372 -0.0027310152 40 -0.0351325067 0.0054741372 41 -0.0473548418 -0.0351325067 42 -0.0133036101 -0.0473548418 43 -0.0114710059 -0.0133036101 44 0.0150970854 -0.0114710059 45 0.0252028133 0.0150970854 46 -0.0045570185 0.0252028133 47 0.0078836011 -0.0045570185 48 0.0022811875 0.0078836011 49 -0.0199728775 0.0022811875 50 0.0200639395 -0.0199728775 51 0.0062049594 0.0200639395 52 -0.0198932772 0.0062049594 53 -0.0310709869 -0.0198932772 54 -0.0121308686 -0.0310709869 55 0.0057167263 -0.0121308686 56 0.0204763784 0.0057167263 57 0.0163818221 0.0204763784 58 0.0041442468 0.0163818221 59 0.0083915368 0.0041442468 60 -0.0081181148 0.0083915368 61 0.0039627973 -0.0081181148 62 -0.0064525627 0.0039627973 63 0.0038800402 -0.0064525627 64 0.0192533435 0.0038800402 65 -0.0246978499 0.0192533435 66 -0.0100731004 -0.0246978499 67 -0.0089993291 -0.0100731004 68 -0.0229865266 -0.0089993291 69 -0.0182009209 -0.0229865266 70 -0.0216234245 -0.0182009209 71 -0.0093314079 -0.0216234245 72 -0.0081391708 -0.0093314079 73 -0.0098713784 -0.0081391708 74 -0.0343673573 -0.0098713784 75 -0.0257833621 -0.0343673573 76 0.0140797588 -0.0257833621 77 0.0156868144 0.0140797588 78 0.0100396838 0.0156868144 79 0.0017178650 0.0100396838 80 -0.0105927404 0.0017178650 81 -0.0121688600 -0.0105927404 82 -0.0261870461 -0.0121688600 83 0.0021447313 -0.0261870461 84 0.0102957032 0.0021447313 85 0.0495208765 0.0102957032 86 0.0100545357 0.0495208765 87 -0.0065361226 0.0100545357 88 -0.0070581497 -0.0065361226 89 0.0258526155 -0.0070581497 90 0.0011104742 0.0258526155 91 -0.0228119926 0.0011104742 92 0.0110131141 -0.0228119926 93 -0.0012550412 0.0110131141 94 -0.0090847801 -0.0012550412 95 -0.0167473052 -0.0090847801 96 0.0087084314 -0.0167473052 97 0.0262806278 0.0087084314 98 -0.0007876289 0.0262806278 99 -0.0203267490 -0.0007876289 100 -0.0081580020 -0.0203267490 101 -0.0231379807 -0.0081580020 102 -0.0073732392 -0.0231379807 103 -0.0066210575 -0.0073732392 104 0.0030833267 -0.0066210575 105 0.0314459057 0.0030833267 106 -0.0044791021 0.0314459057 107 0.0058978013 -0.0044791021 108 0.0226220260 0.0058978013 109 0.0287417849 0.0226220260 110 0.0397817268 0.0287417849 111 0.0124779778 0.0397817268 112 0.0080068050 0.0124779778 113 -0.0259542456 0.0080068050 114 -0.0089020128 -0.0259542456 115 0.0199108202 -0.0089020128 116 -0.0209162585 0.0199108202 117 -0.0248789685 -0.0209162585 118 -0.0063066470 -0.0248789685 119 0.0026190028 -0.0063066470 120 0.0123803383 0.0026190028 121 -0.0113085993 0.0123803383 122 -0.0153260798 -0.0113085993 123 -0.0314846025 -0.0153260798 124 -0.0332251221 -0.0314846025 125 0.0196097986 -0.0332251221 126 -0.0021652905 0.0196097986 127 0.0046005506 -0.0021652905 128 0.0150892657 0.0046005506 129 -0.0091947781 0.0150892657 > 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/7g8k21333289296.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/862ko1333289296.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9ju271333289296.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10j18e1333289296.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11ug8e1333289296.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/129pct1333289296.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/13b5lf1333289296.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/14n5v41333289296.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/15ef6k1333289296.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/16iq911333289296.tab") + } > > try(system("convert tmp/1igad1333289296.ps tmp/1igad1333289296.png",intern=TRUE)) character(0) > try(system("convert tmp/2npz11333289296.ps tmp/2npz11333289296.png",intern=TRUE)) character(0) > try(system("convert tmp/3vt7u1333289296.ps tmp/3vt7u1333289296.png",intern=TRUE)) character(0) > try(system("convert tmp/4jtgy1333289296.ps tmp/4jtgy1333289296.png",intern=TRUE)) character(0) > try(system("convert tmp/5kmtr1333289296.ps tmp/5kmtr1333289296.png",intern=TRUE)) character(0) > try(system("convert tmp/63ikg1333289296.ps tmp/63ikg1333289296.png",intern=TRUE)) character(0) > try(system("convert tmp/7g8k21333289296.ps tmp/7g8k21333289296.png",intern=TRUE)) character(0) > try(system("convert tmp/862ko1333289296.ps tmp/862ko1333289296.png",intern=TRUE)) character(0) > try(system("convert tmp/9ju271333289296.ps tmp/9ju271333289296.png",intern=TRUE)) character(0) > try(system("convert tmp/10j18e1333289296.ps tmp/10j18e1333289296.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.083 0.615 5.748