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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,1.26 + ,1.10 + ,-.65 + ,.08 + ,.21 + ,.64 + ,15.79 + ,13.64 + ,14.62 + ,15.52 + ,16.04 + ,15.03 + ,.22 + ,.92 + ,.86 + ,1.01 + ,.66 + ,.54 + ,.98 + ,1.27 + ,1.13 + ,-.66 + ,.07 + ,.20 + ,.63 + ,15.78 + ,13.68 + ,14.63 + ,15.49 + ,16.08 + ,15.05 + ,.21 + ,.91 + ,.84 + ,1.00 + ,.65 + ,.54 + ,.98 + ,1.27 + ,1.14 + ,-.62 + ,.06 + ,.21 + ,.63 + ,15.84 + ,13.67 + ,14.67 + ,15.56 + ,16.13) + ,dim=c(19 + ,130) + ,dimnames=list(c('QBEPIL' + ,'PBEPIL' + ,'PBELUX' + ,'PBABD' + ,'PBFRU' + ,'PBEPAL' + ,'PBESTO' + ,'PBEWIT' + ,'PBENA' + ,'PCHSAN' + ,'PWABR' + ,'PSOCOLA' + ,'PSOBIT' + ,'PSPORT' + ,'BUDBEER' + ,'BUDCHIL' + ,'BUDAMB' + ,'BUDWATER' + ,'BUDSISSS') + ,1:130)) > y <- array(NA,dim=c(19,130),dimnames=list(c('QBEPIL','PBEPIL','PBELUX','PBABD','PBFRU','PBEPAL','PBESTO','PBEWIT','PBENA','PCHSAN','PWABR','PSOCOLA','PSOBIT','PSPORT','BUDBEER','BUDCHIL','BUDAMB','BUDWATER','BUDSISSS'),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' > 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 QBEPIL PBEPIL PBELUX PBABD PBFRU PBEPAL PBESTO PBEWIT PBENA PCHSAN PWABR 1 15.27 0.21 0.90 0.85 0.92 0.59 0.62 0.98 1.19 0.99 -0.73 2 15.18 0.20 0.90 0.84 0.95 0.58 0.62 0.96 1.17 0.96 -0.72 3 15.13 0.19 0.89 0.86 0.94 0.58 0.61 0.97 1.17 0.95 -0.72 4 15.14 0.20 0.89 0.82 0.95 0.59 0.60 0.98 1.17 0.95 -0.72 5 15.10 0.19 0.89 0.81 0.95 0.58 0.59 0.97 1.18 0.93 -0.72 6 15.17 0.20 0.88 0.84 0.96 0.57 0.61 0.97 1.18 0.94 -0.71 7 15.11 0.19 0.88 0.82 0.95 0.56 0.61 0.97 1.18 0.97 -0.72 8 15.09 0.19 0.88 0.79 0.95 0.57 0.58 0.94 1.18 0.98 -0.72 9 15.10 0.17 0.88 0.81 0.95 0.57 0.59 0.94 1.17 0.97 -0.72 10 15.06 0.17 0.87 0.85 0.94 0.55 0.58 0.96 1.17 0.97 -0.72 11 15.03 0.18 0.88 0.86 0.93 0.56 0.55 0.91 1.17 0.96 -0.71 12 15.03 0.17 0.87 0.80 0.92 0.53 0.55 0.88 1.17 0.96 -0.72 13 15.13 0.17 0.86 0.84 0.92 0.54 0.57 0.92 1.17 0.97 -0.72 14 15.02 0.18 0.88 0.82 0.95 0.57 0.57 0.91 1.18 0.91 -0.71 15 15.01 0.19 0.86 0.83 0.97 0.57 0.55 0.92 1.18 0.93 -0.70 16 15.04 0.19 0.85 0.84 0.97 0.57 0.57 0.93 1.17 0.92 -0.70 17 15.02 0.18 0.85 0.89 0.96 0.57 0.56 0.92 1.18 0.94 -0.70 18 15.00 0.18 0.86 0.90 0.97 0.57 0.58 0.92 1.18 0.96 -0.70 19 15.13 0.19 0.86 0.91 0.98 0.57 0.58 0.91 1.17 0.96 -0.68 20 15.06 0.19 0.88 0.90 0.97 0.58 0.58 0.91 1.17 0.95 -0.68 21 14.90 0.19 0.86 0.89 0.95 0.58 0.58 0.92 1.17 0.88 -0.68 22 14.91 0.18 0.85 0.86 0.94 0.57 0.56 0.90 1.18 0.83 -0.69 23 14.92 0.19 0.86 0.85 0.95 0.56 0.57 0.92 1.18 0.94 -0.70 24 14.97 0.19 0.85 0.77 0.94 0.58 0.57 0.92 1.18 0.94 -0.69 25 14.97 0.19 0.85 0.80 0.95 0.59 0.57 0.92 1.18 1.00 -0.71 26 15.03 0.18 0.85 0.77 0.92 0.57 0.61 0.95 1.19 0.99 -0.71 27 15.01 0.18 0.85 0.79 0.94 0.56 0.62 0.93 1.18 1.01 -0.70 28 15.02 0.18 0.85 0.82 0.97 0.57 0.61 0.93 1.19 1.01 -0.70 29 14.98 0.18 0.86 0.80 1.00 0.54 0.60 0.94 1.20 1.06 -0.69 30 15.03 0.18 0.87 0.84 1.01 0.59 0.60 0.95 1.19 1.07 -0.69 31 14.99 0.20 0.88 0.85 1.01 0.57 0.60 0.95 1.20 1.09 -0.69 32 15.05 0.20 0.87 0.85 0.98 0.59 0.61 0.95 1.20 1.08 -0.69 33 15.04 0.19 0.87 0.83 0.96 0.58 0.61 0.95 1.20 1.07 -0.71 34 15.11 0.23 0.90 0.84 0.98 0.60 0.50 0.95 1.21 1.09 -0.70 35 15.14 0.23 0.88 0.84 0.99 0.59 0.50 0.93 1.21 1.09 -0.70 36 15.06 0.24 0.90 0.84 0.99 0.59 0.51 0.95 1.21 1.08 -0.72 37 15.10 0.25 0.88 0.84 1.00 0.56 0.50 0.93 1.22 1.08 -0.69 38 15.20 0.24 0.84 0.83 1.02 0.55 0.49 0.95 1.20 1.05 -0.70 39 15.13 0.25 0.88 0.84 1.02 0.57 0.50 0.96 1.21 1.07 -0.69 40 15.21 0.25 0.90 0.85 1.00 0.58 0.50 0.97 1.21 1.08 -0.67 41 15.17 0.23 0.90 0.84 0.99 0.57 0.52 0.97 1.21 1.08 -0.68 42 15.18 0.24 0.91 0.84 0.99 0.56 0.51 0.97 1.20 1.07 -0.69 43 15.21 0.23 0.90 0.84 0.99 0.56 0.51 0.97 1.20 1.07 -0.68 44 15.25 0.24 0.90 0.85 0.98 0.58 0.51 0.98 1.21 1.05 -0.67 45 15.18 0.24 0.89 0.86 1.01 0.56 0.49 0.95 1.21 1.06 -0.68 46 15.19 0.24 0.89 0.86 1.02 0.55 0.50 0.96 1.21 1.05 -0.68 47 15.25 0.25 0.90 0.85 1.03 0.57 0.50 0.97 1.22 1.05 -0.67 48 15.21 0.23 0.91 0.82 1.02 0.58 0.52 0.96 1.22 1.04 -0.68 49 15.20 0.24 0.92 0.79 1.03 0.59 0.52 0.97 1.22 1.05 -0.68 50 15.28 0.24 0.92 0.81 1.02 0.60 0.53 0.97 1.22 1.06 -0.68 51 15.41 0.25 0.92 0.84 1.01 0.58 0.53 0.97 1.21 1.07 -0.67 52 15.45 0.25 0.92 0.84 1.00 0.58 0.54 0.97 1.22 1.07 -0.67 53 15.31 0.24 0.93 0.86 1.00 0.58 0.53 0.97 1.23 1.05 -0.68 54 15.19 0.24 0.93 0.86 1.01 0.57 0.52 0.96 1.21 1.05 -0.65 55 15.18 0.22 0.93 0.86 1.01 0.58 0.51 0.96 1.22 1.07 -0.68 56 15.26 0.22 0.93 0.85 1.00 0.59 0.50 0.97 1.23 1.07 -0.66 57 15.24 0.22 0.91 0.84 1.00 0.60 0.51 0.97 1.22 1.07 -0.67 58 15.14 0.22 0.90 0.82 0.98 0.59 0.50 0.96 1.22 1.07 -0.66 59 15.08 0.21 0.89 0.83 0.98 0.58 0.49 0.96 1.22 1.04 -0.67 60 15.12 0.21 0.89 0.83 0.98 0.56 0.48 0.96 1.21 1.04 -0.67 61 15.11 0.21 0.89 0.83 0.99 0.57 0.50 0.95 1.22 1.05 -0.68 62 15.08 0.21 0.88 0.83 0.98 0.57 0.47 0.89 1.22 0.98 -0.68 63 15.06 0.21 0.88 0.86 1.00 0.57 0.47 0.90 1.21 1.01 -0.68 64 15.17 0.21 0.89 0.85 0.99 0.58 0.47 0.93 1.21 1.05 -0.69 65 15.11 0.22 0.88 0.85 0.97 0.58 0.46 0.93 1.21 1.06 -0.70 66 15.03 0.22 0.90 0.83 0.98 0.58 0.49 0.95 1.21 1.06 -0.69 67 15.02 0.23 0.90 0.81 0.99 0.61 0.50 0.92 1.21 1.06 -0.69 68 15.02 0.23 0.90 0.80 0.99 0.65 0.50 0.93 1.21 1.06 -0.68 69 15.04 0.24 0.89 0.82 1.00 0.65 0.49 0.95 1.21 1.05 -0.68 70 15.01 0.23 0.90 0.86 1.01 0.62 0.49 0.94 1.21 1.04 -0.67 71 15.06 0.25 0.90 0.87 1.02 0.57 0.52 0.96 1.21 1.03 -0.63 72 15.09 0.25 0.91 0.88 1.03 0.59 0.51 0.96 1.20 1.04 -0.66 73 15.11 0.25 0.91 0.86 1.01 0.59 0.53 0.97 1.21 1.09 -0.68 74 14.94 0.24 0.89 0.86 0.99 0.59 0.50 0.97 1.21 1.09 -0.69 75 14.94 0.26 0.88 0.86 0.99 0.59 0.51 0.96 1.21 1.08 -0.69 76 14.97 0.26 0.90 0.83 0.99 0.59 0.51 0.98 1.22 1.08 -0.69 77 14.99 0.25 0.89 0.78 1.00 0.59 0.50 0.97 1.22 1.08 -0.69 78 15.06 0.25 0.89 0.80 0.99 0.57 0.51 0.97 1.21 1.08 -0.68 79 15.03 0.24 0.88 0.81 0.99 0.57 0.51 0.98 1.22 1.09 -0.68 80 15.00 0.23 0.89 0.77 0.99 0.57 0.51 0.98 1.22 1.09 -0.69 81 15.01 0.24 0.89 0.80 0.99 0.58 0.50 0.97 1.22 1.09 -0.68 82 15.02 0.24 0.87 0.82 1.00 0.57 0.49 0.97 1.22 1.10 -0.66 83 15.03 0.24 0.87 0.81 0.99 0.59 0.52 0.98 1.22 1.10 -0.66 84 15.08 0.24 0.88 0.81 0.98 0.59 0.51 0.98 1.22 1.09 -0.66 85 15.13 0.26 0.88 0.82 0.99 0.59 0.52 0.98 1.22 1.07 -0.66 86 15.15 0.25 0.86 0.82 0.98 0.58 0.51 0.98 1.22 1.07 -0.70 87 15.14 0.26 0.87 0.84 0.99 0.60 0.51 0.98 1.24 1.10 -0.71 88 15.10 0.26 0.86 0.85 0.98 0.59 0.51 0.98 1.26 1.10 -0.71 89 15.12 0.26 0.87 0.83 0.99 0.58 0.51 0.95 1.25 1.07 -0.72 90 15.23 0.26 0.86 0.83 0.99 0.58 0.51 0.98 1.25 1.07 -0.72 91 15.24 0.26 0.87 0.79 0.98 0.58 0.51 0.98 1.25 1.09 -0.70 92 15.19 0.25 0.98 0.76 0.98 0.58 0.52 0.97 1.25 1.10 -0.67 93 15.21 0.25 0.91 0.76 0.97 0.59 0.50 0.95 1.24 1.09 -0.69 94 15.33 0.26 0.96 0.75 0.97 0.62 0.54 0.97 1.24 1.10 -0.69 95 15.21 0.26 0.97 0.75 0.95 0.66 0.55 0.97 1.24 1.10 -0.69 96 15.19 0.27 0.98 0.77 0.94 0.59 0.54 0.99 1.24 1.11 -0.69 97 15.32 0.27 1.00 0.79 0.97 0.53 0.55 0.97 1.24 1.11 -0.71 98 15.51 0.29 1.00 0.79 0.99 0.55 0.56 0.97 1.24 1.10 -0.71 99 15.34 0.27 0.91 0.82 1.00 0.55 0.55 0.98 1.26 1.06 -0.72 100 15.23 0.26 0.88 0.84 1.00 0.55 0.54 0.96 1.24 1.07 -0.71 101 15.40 0.27 0.90 0.84 1.00 0.57 0.56 0.95 1.24 1.09 -0.73 102 15.23 0.27 0.93 0.85 1.00 0.56 0.54 0.95 1.24 1.08 -0.72 103 15.30 0.27 0.94 0.84 1.00 0.58 0.54 0.97 1.24 1.08 -0.71 104 15.25 0.26 0.92 0.84 1.00 0.58 0.54 0.96 1.24 1.08 -0.71 105 15.22 0.26 0.92 0.85 0.99 0.60 0.54 0.96 1.24 1.08 -0.72 106 15.24 0.26 0.92 0.84 1.00 0.60 0.53 0.95 1.23 1.08 -0.73 107 15.17 0.26 0.92 0.78 0.99 0.61 0.51 0.97 1.25 1.09 -0.73 108 15.31 0.26 0.92 0.76 1.00 0.62 0.53 0.97 1.25 1.09 -0.73 109 15.27 0.26 0.90 0.77 0.99 0.62 0.53 0.97 1.25 1.09 -0.73 110 15.16 0.24 0.90 0.81 0.98 0.61 0.52 0.96 1.25 1.08 -0.72 111 15.18 0.23 0.90 0.83 0.98 0.63 0.54 0.95 1.26 1.10 -0.73 112 15.15 0.22 0.89 0.83 0.99 0.63 0.53 0.98 1.25 1.10 -0.74 113 15.11 0.23 0.89 0.83 0.99 0.65 0.55 0.98 1.26 1.09 -0.70 114 15.15 0.24 0.87 0.84 1.00 0.65 0.54 0.97 1.27 1.10 -0.73 115 15.11 0.23 0.87 0.84 0.99 0.66 0.55 0.97 1.26 1.09 -0.73 116 15.20 0.23 0.87 0.85 1.00 0.64 0.56 0.97 1.24 1.10 -0.73 117 15.10 0.23 0.88 0.84 1.00 0.65 0.54 0.95 1.25 1.09 -0.75 118 15.09 0.23 0.86 0.77 1.00 0.64 0.54 0.86 1.26 1.09 -0.74 119 15.07 0.23 0.87 0.63 1.01 0.65 0.55 0.97 1.26 1.08 -0.74 120 15.00 0.23 0.88 0.70 1.04 0.65 0.55 0.97 1.26 1.08 -0.73 121 15.06 0.23 0.90 0.73 1.01 0.65 0.54 0.97 1.27 1.08 -0.73 122 15.03 0.24 0.91 0.80 1.02 0.67 0.55 0.99 1.27 1.10 -0.73 123 15.06 0.25 0.92 0.88 1.02 0.67 0.55 0.99 1.27 1.12 -0.72 124 15.18 0.26 0.93 0.90 1.03 0.68 0.58 0.99 1.27 1.13 -0.70 125 15.13 0.26 0.93 0.89 1.02 0.68 0.57 0.99 1.28 1.12 -0.71 126 14.99 0.23 0.92 0.87 1.01 0.66 0.54 0.99 1.27 1.11 -0.71 127 14.99 0.22 0.89 0.87 1.01 0.66 0.55 0.99 1.26 1.11 -0.65 128 15.03 0.23 0.93 0.87 1.00 0.65 0.54 0.99 1.26 1.10 -0.65 129 15.03 0.22 0.92 0.86 1.01 0.66 0.54 0.98 1.27 1.13 -0.66 130 15.05 0.21 0.91 0.84 1.00 0.65 0.54 0.98 1.27 1.14 -0.62 PSOCOLA PSOBIT PSPORT BUDBEER BUDCHIL BUDAMB BUDWATER BUDSISSS 1 -0.05 0.17 0.57 16.00 13.09 14.63 15.66 16.12 2 -0.03 0.17 0.59 15.92 13.08 14.52 15.52 16.24 3 -0.03 0.19 0.57 15.86 13.13 14.65 15.54 16.06 4 -0.05 0.17 0.57 15.87 13.14 14.64 15.51 15.91 5 -0.04 0.17 0.59 15.82 13.06 14.56 15.45 15.87 6 -0.04 0.17 0.60 15.89 13.05 14.54 15.41 15.85 7 -0.06 0.16 0.60 15.83 13.12 14.53 15.40 15.92 8 -0.04 0.17 0.60 15.83 13.12 14.57 15.45 15.95 9 -0.03 0.16 0.58 15.80 13.03 14.51 15.38 15.95 10 -0.03 0.17 0.58 15.79 13.06 14.51 15.36 15.91 11 -0.04 0.19 0.59 15.79 13.02 14.49 15.32 15.92 12 -0.05 0.16 0.57 15.81 13.02 14.55 15.35 15.90 13 -0.04 0.19 0.59 15.88 12.96 14.60 15.41 15.90 14 -0.04 0.19 0.60 15.78 13.04 14.50 15.37 15.88 15 -0.03 0.20 0.59 15.78 13.03 14.52 15.38 15.84 16 -0.04 0.17 0.59 15.80 13.02 14.57 15.40 15.85 17 -0.06 0.20 0.58 15.82 12.98 14.61 15.36 15.95 18 -0.05 0.22 0.59 15.82 13.04 14.59 15.34 15.89 19 -0.06 0.21 0.60 16.04 12.95 14.86 15.47 16.07 20 -0.07 0.20 0.59 15.91 12.98 14.71 15.34 15.99 21 -0.02 0.21 0.60 15.69 13.11 14.49 15.28 15.85 22 -0.07 0.19 0.55 15.66 13.07 14.58 15.37 15.94 23 -0.07 0.20 0.57 15.67 13.02 14.54 15.37 15.91 24 -0.04 0.21 0.58 15.73 13.02 14.58 15.40 15.88 25 -0.03 0.17 0.56 15.72 13.07 14.60 15.38 15.95 26 -0.03 0.19 0.56 15.78 13.04 14.63 15.40 15.95 27 -0.06 0.20 0.54 15.75 13.14 14.58 15.37 15.94 28 -0.05 0.20 0.56 15.77 13.15 14.58 15.39 15.89 29 -0.04 0.20 0.57 15.73 13.31 14.62 15.43 15.96 30 -0.02 0.20 0.57 15.77 13.37 14.60 15.44 15.98 31 -0.02 0.20 0.57 15.74 13.33 14.61 15.44 15.92 32 -0.03 0.18 0.55 15.80 13.32 14.63 15.48 15.94 33 -0.02 0.19 0.58 15.78 13.82 14.70 15.52 16.00 34 -0.02 0.18 0.54 15.89 13.53 14.66 15.48 16.08 35 -0.01 0.21 0.57 15.93 13.49 14.58 15.43 16.02 36 -0.01 0.22 0.50 15.83 13.47 14.74 15.59 15.97 37 -0.03 0.21 0.53 15.86 13.81 14.61 15.49 16.02 38 -0.02 0.21 0.55 15.98 13.66 14.65 15.48 16.02 39 -0.03 0.21 0.58 15.92 13.42 14.67 15.54 16.03 40 -0.03 0.21 0.58 15.96 13.44 14.64 15.48 16.15 41 -0.03 0.21 0.58 15.94 13.55 14.63 15.49 16.01 42 -0.02 0.21 0.59 15.96 13.49 14.79 15.70 16.13 43 -0.03 0.20 0.54 15.97 13.44 14.88 15.81 16.12 44 -0.03 0.19 0.59 16.03 13.48 14.70 15.65 16.14 45 -0.02 0.24 0.59 15.94 13.60 14.70 15.62 16.23 46 -0.02 0.20 0.58 15.95 13.38 14.68 15.64 16.15 47 -0.06 0.20 0.57 16.02 13.20 14.54 15.49 16.06 48 -0.03 0.17 0.55 15.96 13.29 14.69 15.68 16.04 49 -0.03 0.17 0.56 15.96 13.11 14.71 15.75 16.04 50 -0.03 0.19 0.56 16.04 13.26 14.53 15.52 16.21 51 -0.03 0.22 0.56 16.17 13.21 14.74 15.81 16.24 52 -0.02 0.22 0.58 16.20 13.09 14.88 16.08 16.12 53 -0.02 0.20 0.57 16.06 13.24 14.65 15.72 16.29 54 -0.02 0.20 0.57 15.96 13.23 14.59 15.53 16.11 55 -0.04 0.16 0.56 15.92 13.45 14.70 15.51 16.17 56 -0.02 0.17 0.57 15.98 13.45 14.68 15.49 16.12 57 0.00 0.18 0.51 15.97 13.33 14.61 15.45 16.06 58 0.01 0.18 0.56 15.88 13.31 14.67 15.57 16.02 59 0.02 0.18 0.59 15.83 13.33 14.63 15.51 16.02 60 0.01 0.17 0.59 15.87 13.27 14.61 15.49 16.08 61 0.01 0.16 0.61 15.85 13.33 14.54 15.40 16.00 62 0.02 0.19 0.61 15.82 13.31 14.57 15.37 15.98 63 0.01 0.20 0.62 15.84 13.32 14.50 15.32 15.99 64 0.01 0.19 0.61 15.95 13.29 14.58 15.35 16.03 65 0.01 0.19 0.60 15.88 13.28 14.63 15.41 16.06 66 0.02 0.21 0.61 15.83 13.33 14.53 15.35 15.96 67 0.02 0.20 0.61 15.82 13.32 14.54 15.36 15.96 68 0.02 0.19 0.60 15.83 13.34 14.56 15.40 16.01 69 0.01 0.19 0.60 15.88 13.27 14.58 15.39 15.99 70 0.01 0.19 0.61 15.86 13.32 14.58 15.36 15.98 71 -0.01 0.20 0.62 15.96 13.34 14.85 15.50 16.20 72 0.00 0.21 0.62 16.01 13.26 14.71 15.29 16.10 73 0.01 0.21 0.62 15.95 13.30 14.59 15.25 15.90 74 -0.01 0.19 0.61 15.75 13.39 14.61 15.44 15.98 75 0.00 0.19 0.61 15.75 13.41 14.58 15.40 15.96 76 0.01 0.20 0.60 15.78 13.41 14.59 15.39 15.96 77 0.01 0.19 0.61 15.78 13.50 14.62 15.41 15.99 78 0.01 0.19 0.62 15.85 13.46 14.66 15.49 16.02 79 0.01 0.18 0.61 15.82 13.44 14.60 15.43 15.99 80 0.03 0.19 0.61 15.80 13.36 14.54 15.41 15.99 81 0.02 0.19 0.59 15.79 13.45 14.60 15.41 16.07 82 0.02 0.20 0.60 15.80 13.47 14.67 15.49 16.06 83 0.03 0.20 0.59 15.81 13.49 14.63 15.45 16.02 84 0.03 0.19 0.59 15.85 13.48 14.62 15.49 16.04 85 0.02 0.20 0.57 15.93 13.44 14.59 15.45 16.12 86 0.02 0.19 0.55 15.91 13.38 14.65 15.56 16.10 87 0.02 0.21 0.57 15.92 13.40 14.62 15.46 16.08 88 0.02 0.20 0.48 15.89 13.46 14.59 15.48 16.23 89 0.03 0.22 0.55 15.89 13.52 14.68 15.51 16.08 90 0.02 0.21 0.54 16.00 13.62 14.74 15.62 16.11 91 0.02 0.23 0.58 16.02 13.61 14.70 15.58 16.14 92 0.02 0.21 0.56 15.98 13.54 14.68 15.57 16.07 93 0.03 0.21 0.57 15.98 13.47 14.63 15.54 16.09 94 0.02 0.19 0.53 16.09 13.50 14.68 15.61 16.33 95 0.02 0.18 0.53 15.98 13.92 14.75 15.63 16.39 96 0.02 0.18 0.55 15.98 13.75 14.76 15.73 16.22 97 0.02 0.21 0.55 16.09 13.64 14.67 15.57 16.24 98 0.02 0.21 0.55 16.26 13.57 14.62 15.48 16.26 99 0.00 0.20 0.58 16.10 13.61 14.65 15.56 16.17 100 0.03 0.21 0.61 16.02 13.50 14.55 15.48 16.34 101 0.04 0.22 0.60 16.18 13.62 14.50 15.42 16.38 102 0.03 0.19 0.60 16.03 13.79 14.56 15.53 16.18 103 0.02 0.19 0.60 16.08 13.51 14.73 15.73 16.45 104 0.04 0.17 0.60 16.04 13.44 14.77 15.85 16.59 105 0.04 0.27 0.60 15.99 13.37 14.65 15.68 16.31 106 0.03 0.20 0.60 16.02 13.43 14.70 15.52 16.18 107 -0.01 0.21 0.60 15.97 13.62 14.57 15.48 16.19 108 0.03 0.21 0.62 16.09 13.54 14.76 15.63 16.17 109 0.07 0.21 0.64 16.04 13.62 14.71 15.67 16.13 110 0.09 0.21 0.67 15.92 13.63 14.59 15.51 16.26 111 0.08 0.22 0.68 15.91 13.70 14.54 15.44 16.18 112 0.05 0.22 0.67 15.91 13.62 14.60 15.47 16.17 113 0.06 0.25 0.68 15.87 13.61 14.61 15.51 16.06 114 0.04 0.25 0.67 15.92 13.58 14.58 15.44 16.10 115 0.06 0.23 0.67 15.92 13.53 14.54 15.42 16.02 116 0.06 0.20 0.67 16.00 13.52 14.63 15.49 16.08 117 0.07 0.21 0.67 15.90 13.52 14.60 15.43 16.12 118 0.08 0.22 0.67 15.90 13.63 14.50 15.33 16.04 119 0.07 0.22 0.65 15.91 13.55 14.52 15.35 16.03 120 0.05 0.22 0.64 15.82 13.57 14.52 15.35 16.08 121 0.04 0.24 0.66 15.90 13.57 14.59 15.40 16.08 122 0.04 0.23 0.65 15.88 13.56 14.72 15.41 16.04 123 0.04 0.23 0.66 15.96 13.59 14.71 15.44 16.25 124 0.04 0.22 0.64 16.13 13.56 14.74 15.33 16.12 125 0.06 0.22 0.65 16.03 13.57 14.71 15.39 16.00 126 0.08 0.22 0.64 15.77 13.65 14.65 15.53 16.08 127 0.08 0.22 0.64 15.76 13.66 14.62 15.54 16.04 128 0.08 0.21 0.64 15.79 13.64 14.62 15.52 16.04 129 0.07 0.20 0.63 15.78 13.68 14.63 15.49 16.08 130 0.06 0.21 0.63 15.84 13.67 14.67 15.56 16.13 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) PBEPIL PBELUX PBABD PBFRU PBEPAL 0.13093 -0.96539 0.07268 0.02492 -0.17543 -0.32265 PBESTO PBEWIT PBENA PCHSAN PWABR PSOCOLA -0.12653 0.28370 0.11537 -0.01276 -0.16193 0.11014 PSOBIT PSPORT BUDBEER BUDCHIL BUDAMB BUDWATER -0.16576 -0.27635 0.99401 0.05641 -0.33264 0.26556 BUDSISSS -0.03513 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.050319 -0.012627 0.000895 0.011565 0.052384 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.13093 0.56723 0.231 0.81788 PBEPIL -0.96539 0.16914 -5.707 9.67e-08 *** PBELUX 0.07268 0.10123 0.718 0.47430 PBABD 0.02492 0.05706 0.437 0.66318 PBFRU -0.17543 0.12798 -1.371 0.17323 PBEPAL -0.32265 0.09824 -3.284 0.00137 ** PBESTO -0.12653 0.08069 -1.568 0.11972 PBEWIT 0.28370 0.12103 2.344 0.02085 * PBENA 0.11537 0.19724 0.585 0.55979 PCHSAN -0.01276 0.07910 -0.161 0.87214 PWABR -0.16193 0.11450 -1.414 0.16009 PSOCOLA 0.11014 0.13205 0.834 0.40603 PSOBIT -0.16576 0.13327 -1.244 0.21620 PSPORT -0.27635 0.08472 -3.262 0.00147 ** BUDBEER 0.99401 0.03285 30.261 < 2e-16 *** BUDCHIL 0.05641 0.01875 3.008 0.00325 ** BUDAMB -0.33264 0.03775 -8.812 1.91e-14 *** BUDWATER 0.26556 0.02669 9.951 < 2e-16 *** BUDSISSS -0.03513 0.02713 -1.295 0.19810 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.02222 on 111 degrees of freedom Multiple R-squared: 0.967, Adjusted R-squared: 0.9617 F-statistic: 180.9 on 18 and 111 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,] 0.5611196663 0.8777606673 0.4388803 [2,] 0.4679082017 0.9358164034 0.5320918 [3,] 0.3859748579 0.7719497158 0.6140251 [4,] 0.2651491824 0.5302983647 0.7348508 [5,] 0.1994849855 0.3989699711 0.8005150 [6,] 0.1472491647 0.2944983294 0.8527508 [7,] 0.1029096649 0.2058193297 0.8970903 [8,] 0.0838236136 0.1676472272 0.9161764 [9,] 0.0538384503 0.1076769007 0.9461615 [10,] 0.0333688412 0.0667376824 0.9666312 [11,] 0.0224272554 0.0448545109 0.9775727 [12,] 0.0178106280 0.0356212559 0.9821894 [13,] 0.0123341206 0.0246682411 0.9876659 [14,] 0.0111551196 0.0223102393 0.9888449 [15,] 0.0061316090 0.0122632180 0.9938684 [16,] 0.0043129789 0.0086259578 0.9956870 [17,] 0.0024140290 0.0048280580 0.9975860 [18,] 0.0012811654 0.0025623308 0.9987188 [19,] 0.0080820250 0.0161640499 0.9919180 [20,] 0.0076952032 0.0153904064 0.9923048 [21,] 0.0047095043 0.0094190085 0.9952905 [22,] 0.0029249653 0.0058499307 0.9970750 [23,] 0.0034845607 0.0069691213 0.9965154 [24,] 0.0060446106 0.0120892212 0.9939554 [25,] 0.0038290078 0.0076580157 0.9961710 [26,] 0.0024868294 0.0049736589 0.9975132 [27,] 0.0014607953 0.0029215905 0.9985392 [28,] 0.0010230436 0.0020460872 0.9989770 [29,] 0.0006308118 0.0012616237 0.9993692 [30,] 0.0007454294 0.0014908588 0.9992546 [31,] 0.0008325578 0.0016651155 0.9991674 [32,] 0.0005144817 0.0010289634 0.9994855 [33,] 0.0002865930 0.0005731861 0.9997134 [34,] 0.0011498984 0.0022997968 0.9988501 [35,] 0.0082897822 0.0165795645 0.9917102 [36,] 0.0081325775 0.0162651551 0.9918674 [37,] 0.0060742427 0.0121484854 0.9939258 [38,] 0.0050264431 0.0100528861 0.9949736 [39,] 0.0036866431 0.0073732861 0.9963134 [40,] 0.0031638843 0.0063277685 0.9968361 [41,] 0.0185451958 0.0370903917 0.9814548 [42,] 0.0129808500 0.0259617000 0.9870192 [43,] 0.0094266822 0.0188533643 0.9905733 [44,] 0.0083763431 0.0167526863 0.9916237 [45,] 0.0200067565 0.0400135130 0.9799932 [46,] 0.0146288101 0.0292576202 0.9853712 [47,] 0.0122579114 0.0245158229 0.9877421 [48,] 0.0124426085 0.0248852170 0.9875574 [49,] 0.0202547655 0.0405095310 0.9797452 [50,] 0.0226646542 0.0453293083 0.9773353 [51,] 0.0376529276 0.0753058551 0.9623471 [52,] 0.0314417938 0.0628835876 0.9685582 [53,] 0.0294392459 0.0588784917 0.9705608 [54,] 0.0214027462 0.0428054924 0.9785973 [55,] 0.0157530886 0.0315061772 0.9842469 [56,] 0.0122757395 0.0245514790 0.9877243 [57,] 0.0085894338 0.0171788676 0.9914106 [58,] 0.0071422695 0.0142845391 0.9928577 [59,] 0.0202958041 0.0405916083 0.9797042 [60,] 0.0139334296 0.0278668591 0.9860666 [61,] 0.0100799792 0.0201599584 0.9899200 [62,] 0.0074590624 0.0149181249 0.9925409 [63,] 0.0048237264 0.0096474529 0.9951763 [64,] 0.0032457139 0.0064914278 0.9967543 [65,] 0.0020126169 0.0040252337 0.9979874 [66,] 0.0024158379 0.0048316759 0.9975842 [67,] 0.0038398878 0.0076797757 0.9961601 [68,] 0.0036149138 0.0072298276 0.9963851 [69,] 0.0026858096 0.0053716192 0.9973142 [70,] 0.0016139151 0.0032278302 0.9983861 [71,] 0.0037639820 0.0075279641 0.9962360 [72,] 0.0040721083 0.0081442166 0.9959279 [73,] 0.0025097177 0.0050194354 0.9974903 [74,] 0.0028173070 0.0056346140 0.9971827 [75,] 0.0026750938 0.0053501877 0.9973249 [76,] 0.0073745788 0.0147491577 0.9926254 [77,] 0.0154639744 0.0309279487 0.9845360 [78,] 0.0126088656 0.0252177312 0.9873911 [79,] 0.0101122142 0.0202244284 0.9898878 [80,] 0.0438699611 0.0877399222 0.9561300 [81,] 0.1813183846 0.3626367692 0.8186816 [82,] 0.1246912979 0.2493825958 0.8753087 [83,] 0.0828376407 0.1656752813 0.9171624 [84,] 0.0615314513 0.1230629025 0.9384685 [85,] 0.0429466335 0.0858932670 0.9570534 [86,] 0.3860755759 0.7721511519 0.6139244 [87,] 0.2589989349 0.5179978698 0.7410011 > postscript(file="/var/wessaorg/rcomp/tmp/1gwtr1333541230.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/2l0ea1333541230.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/32v641333541230.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4hiaw1333541230.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/55pqc1333541230.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 -0.0126400795 -0.0125780798 0.0082299333 0.0175137533 0.0116009215 6 7 8 9 10 0.0310530210 0.0137058691 0.0030589552 0.0207858155 -0.0208192680 11 12 13 14 15 -0.0150311776 -0.0449945416 -0.0068276592 -0.0163416644 -0.0145190143 16 17 18 19 20 0.0051630660 -0.0125888207 -0.0308813214 -0.0322776257 0.0038884757 21 22 23 24 25 -0.0135497984 0.0126725706 0.0114571913 0.0162566429 0.0263011826 26 27 28 29 30 0.0109824197 0.0153316553 0.0075680675 -0.0025357623 0.0081183324 31 32 33 34 35 0.0123939120 0.0053642443 -0.0085985610 -0.0112159390 -0.0163443702 36 37 38 39 40 -0.0040995977 -0.0078981690 -0.0111813038 0.0045588112 0.0523844833 41 42 43 44 45 -0.0079682768 -0.0072893843 -0.0057155494 -0.0206593051 0.0141239967 46 47 48 49 50 -0.0007463944 0.0065828816 -0.0081136499 -0.0051873949 -0.0003121740 51 52 53 54 55 0.0057551488 -0.0038606632 -0.0093450779 0.0020597576 0.0331267001 56 57 58 59 60 0.0523101396 0.0228515594 0.0105236813 -0.0067572186 -0.0094879583 61 62 63 64 65 0.0063853680 0.0397540794 -0.0033629466 0.0059914296 0.0192402357 66 67 68 69 70 -0.0292055660 0.0016743094 -0.0040904833 -0.0155655838 -0.0331006160 71 72 73 74 75 -0.0074905606 -0.0140482293 0.0188431610 -0.0194244301 0.0022958988 76 77 78 79 80 -0.0012833625 0.0161128010 0.0099989916 -0.0115918121 -0.0433949879 81 82 83 84 85 0.0051359046 0.0117614174 0.0086466333 0.0006724358 -0.0040836233 86 87 88 89 90 0.0011170200 0.0178571664 -0.0390672721 0.0217699459 -0.0025149551 91 92 93 94 95 0.0029178878 -0.0264845075 -0.0013463290 0.0162901710 0.0103008668 96 97 98 99 100 -0.0465076873 -0.0137645671 0.0495800289 0.0104744828 -0.0127127600 101 102 103 104 105 0.0070135855 -0.0503187711 0.0017185042 -0.0290974722 0.0093492825 106 107 108 109 110 0.0433078713 -0.0213323702 0.0356952361 0.0127948307 0.0125170330 111 112 113 114 115 0.0423283796 0.0116073883 0.0312398849 0.0409862326 -0.0184065674 116 117 118 119 120 -0.0001273404 0.0085618950 0.0093648143 -0.0418244511 -0.0178845750 121 122 123 124 125 -0.0273381407 0.0091045739 -0.0344531142 -0.0337314221 -0.0201332003 126 127 128 129 130 -0.0042094976 -0.0042122213 0.0111223656 0.0249346931 -0.0217147711 > postscript(file="/var/wessaorg/rcomp/tmp/6lm9l1333541230.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 -0.0126400795 NA 1 -0.0125780798 -0.0126400795 2 0.0082299333 -0.0125780798 3 0.0175137533 0.0082299333 4 0.0116009215 0.0175137533 5 0.0310530210 0.0116009215 6 0.0137058691 0.0310530210 7 0.0030589552 0.0137058691 8 0.0207858155 0.0030589552 9 -0.0208192680 0.0207858155 10 -0.0150311776 -0.0208192680 11 -0.0449945416 -0.0150311776 12 -0.0068276592 -0.0449945416 13 -0.0163416644 -0.0068276592 14 -0.0145190143 -0.0163416644 15 0.0051630660 -0.0145190143 16 -0.0125888207 0.0051630660 17 -0.0308813214 -0.0125888207 18 -0.0322776257 -0.0308813214 19 0.0038884757 -0.0322776257 20 -0.0135497984 0.0038884757 21 0.0126725706 -0.0135497984 22 0.0114571913 0.0126725706 23 0.0162566429 0.0114571913 24 0.0263011826 0.0162566429 25 0.0109824197 0.0263011826 26 0.0153316553 0.0109824197 27 0.0075680675 0.0153316553 28 -0.0025357623 0.0075680675 29 0.0081183324 -0.0025357623 30 0.0123939120 0.0081183324 31 0.0053642443 0.0123939120 32 -0.0085985610 0.0053642443 33 -0.0112159390 -0.0085985610 34 -0.0163443702 -0.0112159390 35 -0.0040995977 -0.0163443702 36 -0.0078981690 -0.0040995977 37 -0.0111813038 -0.0078981690 38 0.0045588112 -0.0111813038 39 0.0523844833 0.0045588112 40 -0.0079682768 0.0523844833 41 -0.0072893843 -0.0079682768 42 -0.0057155494 -0.0072893843 43 -0.0206593051 -0.0057155494 44 0.0141239967 -0.0206593051 45 -0.0007463944 0.0141239967 46 0.0065828816 -0.0007463944 47 -0.0081136499 0.0065828816 48 -0.0051873949 -0.0081136499 49 -0.0003121740 -0.0051873949 50 0.0057551488 -0.0003121740 51 -0.0038606632 0.0057551488 52 -0.0093450779 -0.0038606632 53 0.0020597576 -0.0093450779 54 0.0331267001 0.0020597576 55 0.0523101396 0.0331267001 56 0.0228515594 0.0523101396 57 0.0105236813 0.0228515594 58 -0.0067572186 0.0105236813 59 -0.0094879583 -0.0067572186 60 0.0063853680 -0.0094879583 61 0.0397540794 0.0063853680 62 -0.0033629466 0.0397540794 63 0.0059914296 -0.0033629466 64 0.0192402357 0.0059914296 65 -0.0292055660 0.0192402357 66 0.0016743094 -0.0292055660 67 -0.0040904833 0.0016743094 68 -0.0155655838 -0.0040904833 69 -0.0331006160 -0.0155655838 70 -0.0074905606 -0.0331006160 71 -0.0140482293 -0.0074905606 72 0.0188431610 -0.0140482293 73 -0.0194244301 0.0188431610 74 0.0022958988 -0.0194244301 75 -0.0012833625 0.0022958988 76 0.0161128010 -0.0012833625 77 0.0099989916 0.0161128010 78 -0.0115918121 0.0099989916 79 -0.0433949879 -0.0115918121 80 0.0051359046 -0.0433949879 81 0.0117614174 0.0051359046 82 0.0086466333 0.0117614174 83 0.0006724358 0.0086466333 84 -0.0040836233 0.0006724358 85 0.0011170200 -0.0040836233 86 0.0178571664 0.0011170200 87 -0.0390672721 0.0178571664 88 0.0217699459 -0.0390672721 89 -0.0025149551 0.0217699459 90 0.0029178878 -0.0025149551 91 -0.0264845075 0.0029178878 92 -0.0013463290 -0.0264845075 93 0.0162901710 -0.0013463290 94 0.0103008668 0.0162901710 95 -0.0465076873 0.0103008668 96 -0.0137645671 -0.0465076873 97 0.0495800289 -0.0137645671 98 0.0104744828 0.0495800289 99 -0.0127127600 0.0104744828 100 0.0070135855 -0.0127127600 101 -0.0503187711 0.0070135855 102 0.0017185042 -0.0503187711 103 -0.0290974722 0.0017185042 104 0.0093492825 -0.0290974722 105 0.0433078713 0.0093492825 106 -0.0213323702 0.0433078713 107 0.0356952361 -0.0213323702 108 0.0127948307 0.0356952361 109 0.0125170330 0.0127948307 110 0.0423283796 0.0125170330 111 0.0116073883 0.0423283796 112 0.0312398849 0.0116073883 113 0.0409862326 0.0312398849 114 -0.0184065674 0.0409862326 115 -0.0001273404 -0.0184065674 116 0.0085618950 -0.0001273404 117 0.0093648143 0.0085618950 118 -0.0418244511 0.0093648143 119 -0.0178845750 -0.0418244511 120 -0.0273381407 -0.0178845750 121 0.0091045739 -0.0273381407 122 -0.0344531142 0.0091045739 123 -0.0337314221 -0.0344531142 124 -0.0201332003 -0.0337314221 125 -0.0042094976 -0.0201332003 126 -0.0042122213 -0.0042094976 127 0.0111223656 -0.0042122213 128 0.0249346931 0.0111223656 129 -0.0217147711 0.0249346931 130 NA -0.0217147711 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.0125780798 -0.0126400795 [2,] 0.0082299333 -0.0125780798 [3,] 0.0175137533 0.0082299333 [4,] 0.0116009215 0.0175137533 [5,] 0.0310530210 0.0116009215 [6,] 0.0137058691 0.0310530210 [7,] 0.0030589552 0.0137058691 [8,] 0.0207858155 0.0030589552 [9,] -0.0208192680 0.0207858155 [10,] -0.0150311776 -0.0208192680 [11,] -0.0449945416 -0.0150311776 [12,] -0.0068276592 -0.0449945416 [13,] -0.0163416644 -0.0068276592 [14,] -0.0145190143 -0.0163416644 [15,] 0.0051630660 -0.0145190143 [16,] -0.0125888207 0.0051630660 [17,] -0.0308813214 -0.0125888207 [18,] -0.0322776257 -0.0308813214 [19,] 0.0038884757 -0.0322776257 [20,] -0.0135497984 0.0038884757 [21,] 0.0126725706 -0.0135497984 [22,] 0.0114571913 0.0126725706 [23,] 0.0162566429 0.0114571913 [24,] 0.0263011826 0.0162566429 [25,] 0.0109824197 0.0263011826 [26,] 0.0153316553 0.0109824197 [27,] 0.0075680675 0.0153316553 [28,] -0.0025357623 0.0075680675 [29,] 0.0081183324 -0.0025357623 [30,] 0.0123939120 0.0081183324 [31,] 0.0053642443 0.0123939120 [32,] -0.0085985610 0.0053642443 [33,] -0.0112159390 -0.0085985610 [34,] -0.0163443702 -0.0112159390 [35,] -0.0040995977 -0.0163443702 [36,] -0.0078981690 -0.0040995977 [37,] -0.0111813038 -0.0078981690 [38,] 0.0045588112 -0.0111813038 [39,] 0.0523844833 0.0045588112 [40,] -0.0079682768 0.0523844833 [41,] -0.0072893843 -0.0079682768 [42,] -0.0057155494 -0.0072893843 [43,] -0.0206593051 -0.0057155494 [44,] 0.0141239967 -0.0206593051 [45,] -0.0007463944 0.0141239967 [46,] 0.0065828816 -0.0007463944 [47,] -0.0081136499 0.0065828816 [48,] -0.0051873949 -0.0081136499 [49,] -0.0003121740 -0.0051873949 [50,] 0.0057551488 -0.0003121740 [51,] -0.0038606632 0.0057551488 [52,] -0.0093450779 -0.0038606632 [53,] 0.0020597576 -0.0093450779 [54,] 0.0331267001 0.0020597576 [55,] 0.0523101396 0.0331267001 [56,] 0.0228515594 0.0523101396 [57,] 0.0105236813 0.0228515594 [58,] -0.0067572186 0.0105236813 [59,] -0.0094879583 -0.0067572186 [60,] 0.0063853680 -0.0094879583 [61,] 0.0397540794 0.0063853680 [62,] -0.0033629466 0.0397540794 [63,] 0.0059914296 -0.0033629466 [64,] 0.0192402357 0.0059914296 [65,] -0.0292055660 0.0192402357 [66,] 0.0016743094 -0.0292055660 [67,] -0.0040904833 0.0016743094 [68,] -0.0155655838 -0.0040904833 [69,] -0.0331006160 -0.0155655838 [70,] -0.0074905606 -0.0331006160 [71,] -0.0140482293 -0.0074905606 [72,] 0.0188431610 -0.0140482293 [73,] -0.0194244301 0.0188431610 [74,] 0.0022958988 -0.0194244301 [75,] -0.0012833625 0.0022958988 [76,] 0.0161128010 -0.0012833625 [77,] 0.0099989916 0.0161128010 [78,] -0.0115918121 0.0099989916 [79,] -0.0433949879 -0.0115918121 [80,] 0.0051359046 -0.0433949879 [81,] 0.0117614174 0.0051359046 [82,] 0.0086466333 0.0117614174 [83,] 0.0006724358 0.0086466333 [84,] -0.0040836233 0.0006724358 [85,] 0.0011170200 -0.0040836233 [86,] 0.0178571664 0.0011170200 [87,] -0.0390672721 0.0178571664 [88,] 0.0217699459 -0.0390672721 [89,] -0.0025149551 0.0217699459 [90,] 0.0029178878 -0.0025149551 [91,] -0.0264845075 0.0029178878 [92,] -0.0013463290 -0.0264845075 [93,] 0.0162901710 -0.0013463290 [94,] 0.0103008668 0.0162901710 [95,] -0.0465076873 0.0103008668 [96,] -0.0137645671 -0.0465076873 [97,] 0.0495800289 -0.0137645671 [98,] 0.0104744828 0.0495800289 [99,] -0.0127127600 0.0104744828 [100,] 0.0070135855 -0.0127127600 [101,] -0.0503187711 0.0070135855 [102,] 0.0017185042 -0.0503187711 [103,] -0.0290974722 0.0017185042 [104,] 0.0093492825 -0.0290974722 [105,] 0.0433078713 0.0093492825 [106,] -0.0213323702 0.0433078713 [107,] 0.0356952361 -0.0213323702 [108,] 0.0127948307 0.0356952361 [109,] 0.0125170330 0.0127948307 [110,] 0.0423283796 0.0125170330 [111,] 0.0116073883 0.0423283796 [112,] 0.0312398849 0.0116073883 [113,] 0.0409862326 0.0312398849 [114,] -0.0184065674 0.0409862326 [115,] -0.0001273404 -0.0184065674 [116,] 0.0085618950 -0.0001273404 [117,] 0.0093648143 0.0085618950 [118,] -0.0418244511 0.0093648143 [119,] -0.0178845750 -0.0418244511 [120,] -0.0273381407 -0.0178845750 [121,] 0.0091045739 -0.0273381407 [122,] -0.0344531142 0.0091045739 [123,] -0.0337314221 -0.0344531142 [124,] -0.0201332003 -0.0337314221 [125,] -0.0042094976 -0.0201332003 [126,] -0.0042122213 -0.0042094976 [127,] 0.0111223656 -0.0042122213 [128,] 0.0249346931 0.0111223656 [129,] -0.0217147711 0.0249346931 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.0125780798 -0.0126400795 2 0.0082299333 -0.0125780798 3 0.0175137533 0.0082299333 4 0.0116009215 0.0175137533 5 0.0310530210 0.0116009215 6 0.0137058691 0.0310530210 7 0.0030589552 0.0137058691 8 0.0207858155 0.0030589552 9 -0.0208192680 0.0207858155 10 -0.0150311776 -0.0208192680 11 -0.0449945416 -0.0150311776 12 -0.0068276592 -0.0449945416 13 -0.0163416644 -0.0068276592 14 -0.0145190143 -0.0163416644 15 0.0051630660 -0.0145190143 16 -0.0125888207 0.0051630660 17 -0.0308813214 -0.0125888207 18 -0.0322776257 -0.0308813214 19 0.0038884757 -0.0322776257 20 -0.0135497984 0.0038884757 21 0.0126725706 -0.0135497984 22 0.0114571913 0.0126725706 23 0.0162566429 0.0114571913 24 0.0263011826 0.0162566429 25 0.0109824197 0.0263011826 26 0.0153316553 0.0109824197 27 0.0075680675 0.0153316553 28 -0.0025357623 0.0075680675 29 0.0081183324 -0.0025357623 30 0.0123939120 0.0081183324 31 0.0053642443 0.0123939120 32 -0.0085985610 0.0053642443 33 -0.0112159390 -0.0085985610 34 -0.0163443702 -0.0112159390 35 -0.0040995977 -0.0163443702 36 -0.0078981690 -0.0040995977 37 -0.0111813038 -0.0078981690 38 0.0045588112 -0.0111813038 39 0.0523844833 0.0045588112 40 -0.0079682768 0.0523844833 41 -0.0072893843 -0.0079682768 42 -0.0057155494 -0.0072893843 43 -0.0206593051 -0.0057155494 44 0.0141239967 -0.0206593051 45 -0.0007463944 0.0141239967 46 0.0065828816 -0.0007463944 47 -0.0081136499 0.0065828816 48 -0.0051873949 -0.0081136499 49 -0.0003121740 -0.0051873949 50 0.0057551488 -0.0003121740 51 -0.0038606632 0.0057551488 52 -0.0093450779 -0.0038606632 53 0.0020597576 -0.0093450779 54 0.0331267001 0.0020597576 55 0.0523101396 0.0331267001 56 0.0228515594 0.0523101396 57 0.0105236813 0.0228515594 58 -0.0067572186 0.0105236813 59 -0.0094879583 -0.0067572186 60 0.0063853680 -0.0094879583 61 0.0397540794 0.0063853680 62 -0.0033629466 0.0397540794 63 0.0059914296 -0.0033629466 64 0.0192402357 0.0059914296 65 -0.0292055660 0.0192402357 66 0.0016743094 -0.0292055660 67 -0.0040904833 0.0016743094 68 -0.0155655838 -0.0040904833 69 -0.0331006160 -0.0155655838 70 -0.0074905606 -0.0331006160 71 -0.0140482293 -0.0074905606 72 0.0188431610 -0.0140482293 73 -0.0194244301 0.0188431610 74 0.0022958988 -0.0194244301 75 -0.0012833625 0.0022958988 76 0.0161128010 -0.0012833625 77 0.0099989916 0.0161128010 78 -0.0115918121 0.0099989916 79 -0.0433949879 -0.0115918121 80 0.0051359046 -0.0433949879 81 0.0117614174 0.0051359046 82 0.0086466333 0.0117614174 83 0.0006724358 0.0086466333 84 -0.0040836233 0.0006724358 85 0.0011170200 -0.0040836233 86 0.0178571664 0.0011170200 87 -0.0390672721 0.0178571664 88 0.0217699459 -0.0390672721 89 -0.0025149551 0.0217699459 90 0.0029178878 -0.0025149551 91 -0.0264845075 0.0029178878 92 -0.0013463290 -0.0264845075 93 0.0162901710 -0.0013463290 94 0.0103008668 0.0162901710 95 -0.0465076873 0.0103008668 96 -0.0137645671 -0.0465076873 97 0.0495800289 -0.0137645671 98 0.0104744828 0.0495800289 99 -0.0127127600 0.0104744828 100 0.0070135855 -0.0127127600 101 -0.0503187711 0.0070135855 102 0.0017185042 -0.0503187711 103 -0.0290974722 0.0017185042 104 0.0093492825 -0.0290974722 105 0.0433078713 0.0093492825 106 -0.0213323702 0.0433078713 107 0.0356952361 -0.0213323702 108 0.0127948307 0.0356952361 109 0.0125170330 0.0127948307 110 0.0423283796 0.0125170330 111 0.0116073883 0.0423283796 112 0.0312398849 0.0116073883 113 0.0409862326 0.0312398849 114 -0.0184065674 0.0409862326 115 -0.0001273404 -0.0184065674 116 0.0085618950 -0.0001273404 117 0.0093648143 0.0085618950 118 -0.0418244511 0.0093648143 119 -0.0178845750 -0.0418244511 120 -0.0273381407 -0.0178845750 121 0.0091045739 -0.0273381407 122 -0.0344531142 0.0091045739 123 -0.0337314221 -0.0344531142 124 -0.0201332003 -0.0337314221 125 -0.0042094976 -0.0201332003 126 -0.0042122213 -0.0042094976 127 0.0111223656 -0.0042122213 128 0.0249346931 0.0111223656 129 -0.0217147711 0.0249346931 > 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/770f61333541230.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/87s6n1333541230.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/9pzfa1333541230.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/100tl21333541230.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11or761333541230.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12ah3f1333541230.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/137ust1333541231.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14g2fo1333541231.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/152uua1333541231.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/16n1xc1333541231.tab") + } > > try(system("convert tmp/1gwtr1333541230.ps tmp/1gwtr1333541230.png",intern=TRUE)) character(0) > try(system("convert tmp/2l0ea1333541230.ps tmp/2l0ea1333541230.png",intern=TRUE)) character(0) > try(system("convert tmp/32v641333541230.ps tmp/32v641333541230.png",intern=TRUE)) character(0) > try(system("convert tmp/4hiaw1333541230.ps tmp/4hiaw1333541230.png",intern=TRUE)) character(0) > try(system("convert tmp/55pqc1333541230.ps tmp/55pqc1333541230.png",intern=TRUE)) character(0) > try(system("convert tmp/6lm9l1333541230.ps tmp/6lm9l1333541230.png",intern=TRUE)) character(0) > try(system("convert tmp/770f61333541230.ps tmp/770f61333541230.png",intern=TRUE)) character(0) > try(system("convert tmp/87s6n1333541230.ps tmp/87s6n1333541230.png",intern=TRUE)) character(0) > try(system("convert tmp/9pzfa1333541230.ps tmp/9pzfa1333541230.png",intern=TRUE)) character(0) > try(system("convert tmp/100tl21333541230.ps tmp/100tl21333541230.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.221 0.717 6.954