R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(87.28 + ,255 + ,87.28 + ,280.2 + ,87.09 + ,299.9 + ,86.92 + ,339.2 + ,87.59 + ,374.2 + ,90.72 + ,393.5 + ,90.69 + ,389.2 + ,90.3 + ,381.7 + ,89.55 + ,375.2 + ,88.94 + ,369 + ,88.41 + ,357.4 + ,87.82 + ,352.1 + ,87.07 + ,346.5 + ,86.82 + ,342.9 + ,86.4 + ,340.3 + ,86.02 + ,328.3 + ,85.66 + ,322.9 + ,85.32 + ,314.3 + ,85 + ,308.9 + ,84.67 + ,294 + ,83.94 + ,285.6 + ,82.83 + ,281.2 + ,81.95 + ,280.3 + ,81.19 + ,278.8 + ,80.48 + ,274.5 + ,78.86 + ,270.4 + ,69.47 + ,263.4 + ,68.77 + ,259.9 + ,70.06 + ,258 + ,73.95 + ,262.7 + ,75.8 + ,284.7 + ,77.79 + ,311.3 + ,81.57 + ,322.1 + ,83.07 + ,327 + ,84.34 + ,331.3 + ,85.1 + ,333.3 + ,85.25 + ,321.4 + ,84.26 + ,327 + ,83.63 + ,320 + ,86.44 + ,314.7 + ,85.3 + ,316.7 + ,84.1 + ,314.4 + ,83.36 + ,321.3 + ,82.48 + ,318.2 + ,81.58 + ,307.2 + ,80.47 + ,301.3 + ,79.34 + ,287.5 + ,82.13 + ,277.7 + ,81.69 + ,274.4 + ,80.7 + ,258.8 + ,79.88 + ,253.3 + ,79.16 + ,251 + ,78.38 + ,248.4 + ,77.42 + ,249.5 + ,76.47 + ,246.1 + ,75.46 + ,244.5 + ,74.48 + ,243.6 + ,78.27 + ,244 + ,80.7 + ,240.8 + ,79.91 + ,249.8 + ,78.75 + ,248 + ,77.78 + ,259.4 + ,81.14 + ,260.5 + ,81.08 + ,260.8 + ,80.03 + ,261.3 + ,78.91 + ,259.5 + ,78.01 + ,256.6 + ,76.9 + ,257.9 + ,75.97 + ,256.5 + ,81.93 + ,254.2 + ,80.27 + ,253.3 + ,78.67 + ,253.8 + ,77.42 + ,255.5 + ,76.16 + ,257.1 + ,74.7 + ,257.3 + ,76.39 + ,253.2 + ,76.04 + ,252.8 + ,74.65 + ,252 + ,73.29 + ,250.7 + ,71.79 + ,252.2 + ,74.39 + ,250 + ,74.91 + ,251 + ,74.54 + ,253.4 + ,73.08 + ,251.2 + ,72.75 + ,255.6 + ,71.32 + ,261.1 + ,70.38 + ,258.9 + ,70.35 + ,259.9 + ,70.01 + ,261.2 + ,69.36 + ,264.7 + ,67.77 + ,267.1 + ,69.26 + ,266.4 + ,69.8 + ,267.7 + ,68.38 + ,268.6 + ,67.62 + ,267.5 + ,68.39 + ,268.5 + ,66.95 + ,268.5 + ,65.21 + ,270.5 + ,66.64 + ,270.9 + ,63.45 + ,270.1 + ,60.66 + ,269.3 + ,62.34 + ,269.8 + ,60.32 + ,270.1 + ,58.64 + ,264.9 + ,60.46 + ,263.7 + ,58.59 + ,264.8 + ,61.87 + ,263.7 + ,61.85 + ,255.9 + ,67.44 + ,276.2 + ,77.06 + ,360.1 + ,91.74 + ,380.5 + ,93.15 + ,373.7 + ,94.15 + ,369.8 + ,93.11 + ,366.6 + ,91.51 + ,359.3 + ,89.96 + ,345.8 + ,88.16 + ,326.2 + ,86.98 + ,324.5 + ,88.03 + ,328.1 + ,86.24 + ,327.5 + ,84.65 + ,324.4 + ,83.23 + ,316.5 + ,81.7 + ,310.9 + ,80.25 + ,301.5 + ,78.8 + ,291.7 + ,77.51 + ,290.4 + ,76.2 + ,287.4 + ,75.04 + ,277.7 + ,74 + ,281.6 + ,75.49 + ,288 + ,77.14 + ,276 + ,76.15 + ,272.9 + ,76.27 + ,283 + ,78.19 + ,283.3 + ,76.49 + ,276.8 + ,77.31 + ,284.5 + ,76.65 + ,282.7 + ,74.99 + ,281.2 + ,73.51 + ,287.4 + ,72.07 + ,283.1 + ,70.59 + ,284 + ,71.96 + ,285.5 + ,76.29 + ,289.2 + ,74.86 + ,292.5 + ,74.93 + ,296.4 + ,71.9 + ,305.2 + ,71.01 + ,303.9 + ,77.47 + ,311.5 + ,75.78 + ,316.3 + ,76.6 + ,316.7 + ,76.07 + ,322.5 + ,74.57 + ,317.1 + ,73.02 + ,309.8 + ,72.65 + ,303.8 + ,73.16 + ,290.3 + ,71.53 + ,293.7 + ,69.78 + ,291.7 + ,67.98 + ,296.5 + ,69.96 + ,289.1 + ,72.16 + ,288.5 + ,70.47 + ,293.8 + ,68.86 + ,297.7 + ,67.37 + ,305.4 + ,65.87 + ,302.7 + ,72.16 + ,302.5 + ,71.34 + ,303 + ,69.93 + ,294.5 + ,68.44 + ,294.1 + ,67.16 + ,294.5 + ,66.01 + ,297.1 + ,67.25 + ,289.4 + ,70.91 + ,292.4 + ,69.75 + ,287.9 + ,68.59 + ,286.6 + ,67.48 + ,280.5 + ,66.31 + ,272.4 + ,64.81 + ,269.2 + ,66.58 + ,270.6 + ,65.97 + ,267.3 + ,64.7 + ,262.5 + ,64.7 + ,266.8 + ,60.94 + ,268.8 + ,59.08 + ,263.1 + ,58.42 + ,261.2 + ,57.77 + ,266 + ,57.11 + ,262.5 + ,53.31 + ,265.2 + ,49.96 + ,261.3 + ,49.4 + ,253.7 + ,48.84 + ,249.2 + ,48.3 + ,239.1 + ,47.74 + ,236.4 + ,47.24 + ,235.2 + ,46.76 + ,245.2 + ,46.29 + ,246.2 + ,48.9 + ,247.7 + ,49.23 + ,251.4 + ,48.53 + ,253.3 + ,48.03 + ,254.8 + ,54.34 + ,250 + ,53.79 + ,249.3 + ,53.24 + ,241.5 + ,52.96 + ,243.3 + ,52.17 + ,248 + ,51.7 + ,253 + ,58.55 + ,252.9 + ,78.2 + ,251.5 + ,77.03 + ,251.6 + ,76.19 + ,253.5 + ,77.15 + ,259.8 + ,75.87 + ,334.1 + ,95.47 + ,448 + ,109.67 + ,445.8 + ,112.28 + ,445 + ,112.01 + ,448.2 + ,107.93 + ,438.2 + ,105.96 + ,439.8 + ,105.06 + ,423.4 + ,102.98 + ,410.8 + ,102.2 + ,408.4 + ,105.23 + ,406.7 + ,101.85 + ,405.9 + ,99.89 + ,402.7 + ,96.23 + ,405.1 + ,94.76 + ,399.6 + ,91.51 + ,386.5 + ,91.63 + ,381.4 + ,91.54 + ,375.2 + ,85.23 + ,357.7 + ,87.83 + ,359 + ,87.38 + ,355 + ,84.44 + ,352.7 + ,85.19 + ,344.4 + ,84.03 + ,343.8 + ,86.73 + ,338 + ,102.52 + ,339 + ,104.45 + ,333.3 + ,106.98 + ,334.4 + ,107.02 + ,328.3 + ,99.26 + ,330.7 + ,94.45 + ,330 + ,113.44 + ,331.6 + ,157.33 + ,351.2 + ,147.38 + ,389.4 + ,171.89 + ,410.9 + ,171.95 + ,442.8 + ,132.71 + ,462.8 + ,126.02 + ,466.9 + ,121.18 + ,461.7 + ,115.45 + ,439.2 + ,110.48 + ,430.3 + ,117.85 + ,416.1 + ,117.63 + ,402.5 + ,124.65 + ,397.3 + ,109.59 + ,403.3 + ,111.27 + ,395.9 + ,99.78 + ,387.8 + ,98.21 + ,378.6 + ,99.2 + ,377.1 + ,97.97 + ,370.4 + ,89.55 + ,362 + ,87.91 + ,350.3 + ,93.34 + ,348.2 + ,94.42 + ,344.6 + ,93.2 + ,343.5 + ,90.29 + ,342.8 + ,91.46 + ,347.6 + ,89.98 + ,346.6 + ,88.35 + ,349.5 + ,88.41 + ,342.1 + ,82.44 + ,342 + ,79.89 + ,342.8 + ,75.69 + ,339.3 + ,75.66 + ,348.2 + ,84.5 + ,333.7 + ,96.73 + ,334.7 + ,87.48 + ,354 + ,82.39 + ,367.7 + ,83.48 + ,363.3 + ,79.31 + ,358.4 + ,78.16 + ,353.1 + ,72.77 + ,343.1 + ,72.45 + ,344.6 + ,68.46 + ,344.4 + ,67.62 + ,333.9 + ,68.76 + ,331.7 + ,70.07 + ,324.3 + ,68.55 + ,321.2 + ,65.3 + ,322.4 + ,58.96 + ,321.7 + ,59.17 + ,320.5 + ,62.37 + ,312.8 + ,66.28 + ,309.7 + ,55.62 + ,315.6 + ,55.23 + ,309.7 + ,55.85 + ,304.6 + ,56.75 + ,302.5 + ,50.89 + ,301.5 + ,53.88 + ,298.8 + ,52.95 + ,291.3 + ,55.08 + ,293.6 + ,53.61 + ,294.6 + ,58.78 + ,285.9 + ,61.85 + ,297.6 + ,55.91 + ,301.1 + ,53.32 + ,293.8 + ,46.41 + ,297.7 + ,44.57 + ,292.9 + ,50 + ,292.1 + ,50 + ,287.2 + ,53.36 + ,288.2 + ,46.23 + ,283.8 + ,50.45 + ,299.9 + ,49.07 + ,292.4 + ,45.85 + ,293.3 + ,48.45 + ,300.8 + ,49.96 + ,293.7 + ,46.53 + ,293.1 + ,50.51 + ,294.4 + ,47.58 + ,292.1 + ,48.05 + ,291.9 + ,46.84 + ,282.5 + ,47.67 + ,277.9 + ,49.16 + ,287.5 + ,55.54 + ,289.2 + ,55.82 + ,285.6 + ,58.22 + ,293.2 + ,56.19 + ,290.8 + ,57.77 + ,283.1 + ,63.19 + ,275 + ,54.76 + ,287.8 + ,55.74 + ,287.8 + ,62.54 + ,287.4 + ,61.39 + ,284 + ,69.6 + ,277.8 + ,79.23 + ,277.6 + ,80 + ,304.9 + ,93.68 + ,294 + ,107.63 + ,300.9 + ,100.18 + ,324 + ,97.3 + ,332.9 + ,90.45 + ,341.6 + ,80.64 + ,333.4 + ,80.58 + ,348.2 + ,75.82 + ,344.7 + ,85.59 + ,344.7 + ,89.35 + ,329.3 + ,89.42 + ,323.5 + ,104.73 + ,323.2 + ,95.32 + ,317.4 + ,89.27 + ,330.1 + ,90.44 + ,329.2 + ,86.97 + ,334.9 + ,79.98 + ,315.8 + ,81.22 + ,315.4 + ,87.35 + ,319.6 + ,83.64 + ,317.3 + ,82.22 + ,313.8 + ,94.4 + ,315.8 + ,102.18 + ,311.3) + ,dim=c(2 + ,360) + ,dimnames=list(c('X' + ,'Y') + ,1:360)) > y <- array(NA,dim=c(2,360),dimnames=list(c('X','Y'),1:360)) > 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 = '2' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '2' > #'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 Attaching package: 'zoo' The following object(s) are masked from 'package:base': as.Date, as.Date.numeric > 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 Y X 1 255.0 87.28 2 280.2 87.28 3 299.9 87.09 4 339.2 86.92 5 374.2 87.59 6 393.5 90.72 7 389.2 90.69 8 381.7 90.30 9 375.2 89.55 10 369.0 88.94 11 357.4 88.41 12 352.1 87.82 13 346.5 87.07 14 342.9 86.82 15 340.3 86.40 16 328.3 86.02 17 322.9 85.66 18 314.3 85.32 19 308.9 85.00 20 294.0 84.67 21 285.6 83.94 22 281.2 82.83 23 280.3 81.95 24 278.8 81.19 25 274.5 80.48 26 270.4 78.86 27 263.4 69.47 28 259.9 68.77 29 258.0 70.06 30 262.7 73.95 31 284.7 75.80 32 311.3 77.79 33 322.1 81.57 34 327.0 83.07 35 331.3 84.34 36 333.3 85.10 37 321.4 85.25 38 327.0 84.26 39 320.0 83.63 40 314.7 86.44 41 316.7 85.30 42 314.4 84.10 43 321.3 83.36 44 318.2 82.48 45 307.2 81.58 46 301.3 80.47 47 287.5 79.34 48 277.7 82.13 49 274.4 81.69 50 258.8 80.70 51 253.3 79.88 52 251.0 79.16 53 248.4 78.38 54 249.5 77.42 55 246.1 76.47 56 244.5 75.46 57 243.6 74.48 58 244.0 78.27 59 240.8 80.70 60 249.8 79.91 61 248.0 78.75 62 259.4 77.78 63 260.5 81.14 64 260.8 81.08 65 261.3 80.03 66 259.5 78.91 67 256.6 78.01 68 257.9 76.90 69 256.5 75.97 70 254.2 81.93 71 253.3 80.27 72 253.8 78.67 73 255.5 77.42 74 257.1 76.16 75 257.3 74.70 76 253.2 76.39 77 252.8 76.04 78 252.0 74.65 79 250.7 73.29 80 252.2 71.79 81 250.0 74.39 82 251.0 74.91 83 253.4 74.54 84 251.2 73.08 85 255.6 72.75 86 261.1 71.32 87 258.9 70.38 88 259.9 70.35 89 261.2 70.01 90 264.7 69.36 91 267.1 67.77 92 266.4 69.26 93 267.7 69.80 94 268.6 68.38 95 267.5 67.62 96 268.5 68.39 97 268.5 66.95 98 270.5 65.21 99 270.9 66.64 100 270.1 63.45 101 269.3 60.66 102 269.8 62.34 103 270.1 60.32 104 264.9 58.64 105 263.7 60.46 106 264.8 58.59 107 263.7 61.87 108 255.9 61.85 109 276.2 67.44 110 360.1 77.06 111 380.5 91.74 112 373.7 93.15 113 369.8 94.15 114 366.6 93.11 115 359.3 91.51 116 345.8 89.96 117 326.2 88.16 118 324.5 86.98 119 328.1 88.03 120 327.5 86.24 121 324.4 84.65 122 316.5 83.23 123 310.9 81.70 124 301.5 80.25 125 291.7 78.80 126 290.4 77.51 127 287.4 76.20 128 277.7 75.04 129 281.6 74.00 130 288.0 75.49 131 276.0 77.14 132 272.9 76.15 133 283.0 76.27 134 283.3 78.19 135 276.8 76.49 136 284.5 77.31 137 282.7 76.65 138 281.2 74.99 139 287.4 73.51 140 283.1 72.07 141 284.0 70.59 142 285.5 71.96 143 289.2 76.29 144 292.5 74.86 145 296.4 74.93 146 305.2 71.90 147 303.9 71.01 148 311.5 77.47 149 316.3 75.78 150 316.7 76.60 151 322.5 76.07 152 317.1 74.57 153 309.8 73.02 154 303.8 72.65 155 290.3 73.16 156 293.7 71.53 157 291.7 69.78 158 296.5 67.98 159 289.1 69.96 160 288.5 72.16 161 293.8 70.47 162 297.7 68.86 163 305.4 67.37 164 302.7 65.87 165 302.5 72.16 166 303.0 71.34 167 294.5 69.93 168 294.1 68.44 169 294.5 67.16 170 297.1 66.01 171 289.4 67.25 172 292.4 70.91 173 287.9 69.75 174 286.6 68.59 175 280.5 67.48 176 272.4 66.31 177 269.2 64.81 178 270.6 66.58 179 267.3 65.97 180 262.5 64.70 181 266.8 64.70 182 268.8 60.94 183 263.1 59.08 184 261.2 58.42 185 266.0 57.77 186 262.5 57.11 187 265.2 53.31 188 261.3 49.96 189 253.7 49.40 190 249.2 48.84 191 239.1 48.30 192 236.4 47.74 193 235.2 47.24 194 245.2 46.76 195 246.2 46.29 196 247.7 48.90 197 251.4 49.23 198 253.3 48.53 199 254.8 48.03 200 250.0 54.34 201 249.3 53.79 202 241.5 53.24 203 243.3 52.96 204 248.0 52.17 205 253.0 51.70 206 252.9 58.55 207 251.5 78.20 208 251.6 77.03 209 253.5 76.19 210 259.8 77.15 211 334.1 75.87 212 448.0 95.47 213 445.8 109.67 214 445.0 112.28 215 448.2 112.01 216 438.2 107.93 217 439.8 105.96 218 423.4 105.06 219 410.8 102.98 220 408.4 102.20 221 406.7 105.23 222 405.9 101.85 223 402.7 99.89 224 405.1 96.23 225 399.6 94.76 226 386.5 91.51 227 381.4 91.63 228 375.2 91.54 229 357.7 85.23 230 359.0 87.83 231 355.0 87.38 232 352.7 84.44 233 344.4 85.19 234 343.8 84.03 235 338.0 86.73 236 339.0 102.52 237 333.3 104.45 238 334.4 106.98 239 328.3 107.02 240 330.7 99.26 241 330.0 94.45 242 331.6 113.44 243 351.2 157.33 244 389.4 147.38 245 410.9 171.89 246 442.8 171.95 247 462.8 132.71 248 466.9 126.02 249 461.7 121.18 250 439.2 115.45 251 430.3 110.48 252 416.1 117.85 253 402.5 117.63 254 397.3 124.65 255 403.3 109.59 256 395.9 111.27 257 387.8 99.78 258 378.6 98.21 259 377.1 99.20 260 370.4 97.97 261 362.0 89.55 262 350.3 87.91 263 348.2 93.34 264 344.6 94.42 265 343.5 93.20 266 342.8 90.29 267 347.6 91.46 268 346.6 89.98 269 349.5 88.35 270 342.1 88.41 271 342.0 82.44 272 342.8 79.89 273 339.3 75.69 274 348.2 75.66 275 333.7 84.50 276 334.7 96.73 277 354.0 87.48 278 367.7 82.39 279 363.3 83.48 280 358.4 79.31 281 353.1 78.16 282 343.1 72.77 283 344.6 72.45 284 344.4 68.46 285 333.9 67.62 286 331.7 68.76 287 324.3 70.07 288 321.2 68.55 289 322.4 65.30 290 321.7 58.96 291 320.5 59.17 292 312.8 62.37 293 309.7 66.28 294 315.6 55.62 295 309.7 55.23 296 304.6 55.85 297 302.5 56.75 298 301.5 50.89 299 298.8 53.88 300 291.3 52.95 301 293.6 55.08 302 294.6 53.61 303 285.9 58.78 304 297.6 61.85 305 301.1 55.91 306 293.8 53.32 307 297.7 46.41 308 292.9 44.57 309 292.1 50.00 310 287.2 50.00 311 288.2 53.36 312 283.8 46.23 313 299.9 50.45 314 292.4 49.07 315 293.3 45.85 316 300.8 48.45 317 293.7 49.96 318 293.1 46.53 319 294.4 50.51 320 292.1 47.58 321 291.9 48.05 322 282.5 46.84 323 277.9 47.67 324 287.5 49.16 325 289.2 55.54 326 285.6 55.82 327 293.2 58.22 328 290.8 56.19 329 283.1 57.77 330 275.0 63.19 331 287.8 54.76 332 287.8 55.74 333 287.4 62.54 334 284.0 61.39 335 277.8 69.60 336 277.6 79.23 337 304.9 80.00 338 294.0 93.68 339 300.9 107.63 340 324.0 100.18 341 332.9 97.30 342 341.6 90.45 343 333.4 80.64 344 348.2 80.58 345 344.7 75.82 346 344.7 85.59 347 329.3 89.35 348 323.5 89.42 349 323.2 104.73 350 317.4 95.32 351 330.1 89.27 352 329.2 90.44 353 334.9 86.97 354 315.8 79.98 355 315.4 81.22 356 319.6 87.35 357 317.3 83.64 358 313.8 82.22 359 315.8 94.40 360 311.3 102.18 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) X 165.550 1.842 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -104.10 -23.01 -1.58 28.30 106.62 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 165.55010 7.74054 21.39 <2e-16 *** X 1.84168 0.09701 18.98 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 34.65 on 358 degrees of freedom Multiple R-squared: 0.5017, Adjusted R-squared: 0.5003 F-statistic: 360.4 on 1 and 358 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] 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0.999999993 1.497889e-08 7.489446e-09 [247,] 0.999999999 1.351634e-09 6.758171e-10 [248,] 1.000000000 6.594297e-10 3.297148e-10 [249,] 1.000000000 6.065735e-10 3.032868e-10 [250,] 1.000000000 8.559136e-10 4.279568e-10 [251,] 1.000000000 3.371582e-10 1.685791e-10 [252,] 1.000000000 2.152588e-10 1.076294e-10 [253,] 1.000000000 8.057847e-11 4.028923e-11 [254,] 1.000000000 4.619796e-11 2.309898e-11 [255,] 1.000000000 2.892839e-11 1.446420e-11 [256,] 1.000000000 2.368501e-11 1.184250e-11 [257,] 1.000000000 1.740359e-11 8.701793e-12 [258,] 1.000000000 2.139295e-11 1.069647e-11 [259,] 1.000000000 3.462662e-11 1.731331e-11 [260,] 1.000000000 6.158488e-11 3.079244e-11 [261,] 1.000000000 1.082834e-10 5.414170e-11 [262,] 1.000000000 1.798409e-10 8.992043e-11 [263,] 1.000000000 2.683432e-10 1.341716e-10 [264,] 1.000000000 3.884364e-10 1.942182e-10 [265,] 1.000000000 4.648543e-10 2.324271e-10 [266,] 1.000000000 7.160220e-10 3.580110e-10 [267,] 1.000000000 8.826589e-10 4.413295e-10 [268,] 1.000000000 9.194810e-10 4.597405e-10 [269,] 1.000000000 9.022184e-10 4.511092e-10 [270,] 1.000000000 5.006949e-10 2.503474e-10 [271,] 1.000000000 8.362670e-10 4.181335e-10 [272,] 0.999999999 1.548063e-09 7.740317e-10 [273,] 0.999999999 1.212901e-09 6.064507e-10 [274,] 1.000000000 1.701463e-10 8.507315e-11 [275,] 1.000000000 3.209890e-11 1.604945e-11 [276,] 1.000000000 5.386448e-12 2.693224e-12 [277,] 1.000000000 1.189982e-12 5.949909e-13 [278,] 1.000000000 4.194869e-13 2.097435e-13 [279,] 1.000000000 1.057941e-13 5.289704e-14 [280,] 1.000000000 1.461657e-14 7.308284e-15 [281,] 1.000000000 6.181889e-15 3.090945e-15 [282,] 1.000000000 3.449901e-15 1.724951e-15 [283,] 1.000000000 4.085453e-15 2.042726e-15 [284,] 1.000000000 5.474500e-15 2.737250e-15 [285,] 1.000000000 5.352547e-15 2.676273e-15 [286,] 1.000000000 3.291565e-15 1.645782e-15 [287,] 1.000000000 2.239096e-15 1.119548e-15 [288,] 1.000000000 3.559553e-15 1.779777e-15 [289,] 1.000000000 7.696334e-15 3.848167e-15 [290,] 1.000000000 6.138441e-15 3.069220e-15 [291,] 1.000000000 7.771160e-15 3.885580e-15 [292,] 1.000000000 1.392669e-14 6.963346e-15 [293,] 1.000000000 2.830934e-14 1.415467e-14 [294,] 1.000000000 4.687691e-14 2.343845e-14 [295,] 1.000000000 9.796344e-14 4.898172e-14 [296,] 1.000000000 2.261389e-13 1.130695e-13 [297,] 1.000000000 5.270867e-13 2.635433e-13 [298,] 1.000000000 1.190917e-12 5.954583e-13 [299,] 1.000000000 2.310448e-12 1.155224e-12 [300,] 1.000000000 5.512210e-12 2.756105e-12 [301,] 1.000000000 1.133603e-11 5.668013e-12 [302,] 1.000000000 2.536999e-11 1.268500e-11 [303,] 1.000000000 4.226549e-11 2.113275e-11 [304,] 1.000000000 7.888123e-11 3.944062e-11 [305,] 1.000000000 1.706941e-10 8.534704e-11 [306,] 1.000000000 3.766360e-10 1.883180e-10 [307,] 1.000000000 8.285355e-10 4.142677e-10 [308,] 0.999999999 1.762234e-09 8.811172e-10 [309,] 0.999999998 3.120006e-09 1.560003e-09 [310,] 0.999999997 6.479196e-09 3.239598e-09 [311,] 0.999999994 1.217698e-08 6.088490e-09 [312,] 0.999999991 1.845872e-08 9.229358e-09 [313,] 0.999999982 3.698208e-08 1.849104e-08 [314,] 0.999999966 6.807035e-08 3.403517e-08 [315,] 0.999999934 1.320087e-07 6.600434e-08 [316,] 0.999999876 2.481905e-07 1.240952e-07 [317,] 0.999999767 4.651125e-07 2.325563e-07 [318,] 0.999999514 9.726329e-07 4.863164e-07 [319,] 0.999999016 1.968272e-06 9.841358e-07 [320,] 0.999998012 3.975310e-06 1.987655e-06 [321,] 0.999995913 8.173400e-06 4.086700e-06 [322,] 0.999991880 1.623979e-05 8.119897e-06 [323,] 0.999983750 3.250026e-05 1.625013e-05 [324,] 0.999968008 6.398466e-05 3.199233e-05 [325,] 0.999943121 1.137590e-04 5.687948e-05 [326,] 0.999939590 1.208193e-04 6.040967e-05 [327,] 0.999889512 2.209762e-04 1.104881e-04 [328,] 0.999809737 3.805265e-04 1.902632e-04 [329,] 0.999736527 5.269450e-04 2.634725e-04 [330,] 0.999760290 4.794198e-04 2.397099e-04 [331,] 0.999953802 9.239686e-05 4.619843e-05 [332,] 0.999998689 2.621772e-06 1.310886e-06 [333,] 0.999999287 1.425099e-06 7.125493e-07 [334,] 0.999999836 3.277073e-07 1.638537e-07 [335,] 0.999999795 4.101297e-07 2.050648e-07 [336,] 0.999999348 1.304669e-06 6.523347e-07 [337,] 0.999998587 2.826507e-06 1.413253e-06 [338,] 0.999998345 3.310862e-06 1.655431e-06 [339,] 0.999994773 1.045498e-05 5.227489e-06 [340,] 0.999996109 7.781986e-06 3.890993e-06 [341,] 0.999996743 6.513369e-06 3.256684e-06 [342,] 0.999999475 1.050185e-06 5.250925e-07 [343,] 0.999998593 2.813184e-06 1.406592e-06 [344,] 0.999993687 1.262647e-05 6.313235e-06 [345,] 0.999973377 5.324548e-05 2.662274e-05 [346,] 0.999885647 2.287070e-04 1.143535e-04 [347,] 0.999753943 4.921137e-04 2.460569e-04 [348,] 0.999525408 9.491842e-04 4.745921e-04 [349,] 0.999994101 1.179721e-05 5.898606e-06 [350,] 0.999919552 1.608967e-04 8.044834e-05 [351,] 0.999065957 1.868085e-03 9.340427e-04 > postscript(file="/var/wessaorg/rcomp/tmp/160iv1354732387.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2p7gv1354732387.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/38rl61354732387.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4nnmb1354732387.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5ahha1354732387.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 = 360 Frequency = 1 1 2 3 4 5 -7.129220e+01 -4.609220e+01 -2.604228e+01 1.357080e+01 4.733687e+01 6 7 8 9 10 6.087241e+01 5.662766e+01 4.984591e+01 4.472718e+01 3.965060e+01 11 12 13 14 15 2.902669e+01 2.481329e+01 2.059455e+01 1.745497e+01 1.562848e+01 16 17 18 19 20 4.328317e+00 -4.086770e-01 -8.382505e+00 -1.319317e+01 -2.748541e+01 21 22 23 24 25 -3.454098e+01 -3.689671e+01 -3.617603e+01 -3.627635e+01 -3.926876e+01 26 27 28 29 30 -4.038523e+01 -3.009183e+01 -3.230265e+01 -3.657842e+01 -3.904257e+01 31 32 33 34 35 -2.044968e+01 2.485369e+00 6.323807e+00 8.461282e+00 1.042234e+01 36 37 38 39 40 1.102267e+01 -1.153587e+00 6.269679e+00 4.299398e-01 -1.004519e+01 41 42 43 44 45 -5.945671e+00 -6.035651e+00 2.227194e+00 7.478754e-01 -8.594610e+00 46 47 48 49 50 -1.245034e+01 -2.416924e+01 -3.910754e+01 -4.159719e+01 -5.537393e+01 51 52 53 54 55 -5.936375e+01 -6.033774e+01 -6.150122e+01 -5.863321e+01 -6.028361e+01 56 57 58 59 60 -6.002351e+01 -5.911866e+01 -6.569864e+01 -7.337393e+01 -6.291900e+01 61 62 63 64 65 -6.258265e+01 -4.939621e+01 -5.448427e+01 -5.407377e+01 -5.164000e+01 66 67 68 69 70 -5.137732e+01 -5.261980e+01 -4.927553e+01 -4.896277e+01 -6.223920e+01 71 72 73 74 75 -6.008200e+01 -5.663531e+01 -5.263321e+01 -4.871269e+01 -4.582383e+01 76 77 78 79 80 -5.303627e+01 -5.279169e+01 -5.103175e+01 -4.982706e+01 -4.556453e+01 81 82 83 84 85 -5.255291e+01 -5.251058e+01 -4.942916e+01 -4.894030e+01 -4.393255e+01 86 87 88 89 90 -3.579894e+01 -3.626776e+01 -3.521251e+01 -3.328634e+01 -2.858924e+01 91 92 93 94 95 -2.326097e+01 -2.670507e+01 -2.639958e+01 -2.288439e+01 -2.258471e+01 96 97 98 99 100 -2.300281e+01 -2.035079e+01 -1.514626e+01 -1.737986e+01 -1.230489e+01 101 102 103 104 105 -7.966598e+00 -1.056063e+01 -6.540426e+00 -8.646398e+00 -1.319826e+01 106 107 108 109 110 -8.654314e+00 -1.579503e+01 -2.355820e+01 -1.355321e+01 5.262980e+01 111 112 113 114 115 4.599389e+01 3.659712e+01 3.085543e+01 2.957078e+01 2.521748e+01 116 117 118 119 120 1.457209e+01 -1.712885e+00 -1.239699e+00 4.265339e-01 3.123147e+00 121 122 123 124 125 2.951423e+00 -2.333387e+00 -5.115612e+00 -1.184517e+01 -1.897473e+01 126 127 128 129 130 -1.789896e+01 -1.848635e+01 -2.605000e+01 -2.023465e+01 -1.657876e+01 131 132 133 134 135 -3.161754e+01 -3.289427e+01 -2.301527e+01 -2.625130e+01 -2.962044e+01 136 137 138 139 140 -2.343062e+01 -2.401511e+01 -2.245792e+01 -1.353223e+01 -1.518020e+01 141 142 143 144 145 -1.155451e+01 -1.257762e+01 -1.685211e+01 -1.091850e+01 -7.147417e+00 146 147 148 149 150 7.232883e+00 7.571981e+00 3.274708e+00 1.118715e+01 1.007697e+01 151 152 153 154 155 1.685306e+01 1.421559e+01 9.770198e+00 4.451621e+00 -9.987638e+00 156 157 158 159 160 -3.585694e+00 -2.362748e+00 5.752281e+00 -5.294251e+00 -9.945954e+00 161 162 163 164 165 -1.533510e+00 5.331600e+00 1.577571e+01 1.583823e+01 4.054046e+00 166 167 168 169 170 6.064226e+00 1.609991e-01 2.505107e+00 5.262461e+00 9.980397e+00 171 172 173 174 175 -3.290047e-03 -3.743850e+00 -6.107498e+00 -5.271145e+00 -9.326877e+00 176 177 178 179 180 -1.527211e+01 -1.570958e+01 -1.756936e+01 -1.974594e+01 -2.220700e+01 181 182 183 184 185 -1.790700e+01 -8.982269e+00 -1.125674e+01 -1.194123e+01 -5.944134e+00 186 187 188 189 190 -8.228623e+00 1.469773e+00 3.739412e+00 -2.829246e+00 -6.297903e+00 191 192 193 194 195 -1.540339e+01 -1.707205e+01 -1.735121e+01 -6.467202e+00 -4.601611e+00 196 197 198 199 200 -7.908404e+00 -4.816160e+00 -1.626981e+00 7.938603e-01 -1.562716e+01 201 202 203 204 205 -1.531423e+01 -2.210131e+01 -1.978564e+01 -1.363071e+01 -7.765117e+00 206 207 208 209 210 -2.048065e+01 -5.806972e+01 -5.581495e+01 -5.236794e+01 -4.783595e+01 211 212 213 214 215 2.882140e+01 1.066244e+02 7.827251e+01 7.266572e+01 7.636297e+01 216 217 218 219 220 7.387704e+01 7.910515e+01 6.436267e+01 5.559337e+01 5.462988e+01 221 222 223 224 225 4.734958e+01 5.277447e+01 5.318417e+01 6.232473e+01 5.953201e+01 226 227 228 229 230 5.241748e+01 4.709647e+01 4.106223e+01 3.518325e+01 3.169487e+01 231 232 233 234 235 2.852363e+01 3.163818e+01 2.195691e+01 2.349327e+01 1.272072e+01 236 237 238 239 240 -1.535946e+01 -2.461390e+01 -2.817336e+01 -3.434703e+01 -1.765557e+01 241 242 243 244 245 -9.497072e+00 -4.287064e+01 -1.041021e+02 -4.757736e+01 -7.121702e+01 246 247 248 249 250 -3.942752e+01 5.284013e+01 6.926099e+01 7.297474e+01 6.102758e+01 251 252 253 254 255 6.128075e+01 3.350754e+01 2.031271e+01 2.184097e+00 3.591985e+01 256 257 258 259 260 2.542582e+01 3.848676e+01 3.217820e+01 2.885493e+01 2.442020e+01 261 262 263 264 265 3.152718e+01 2.284754e+01 1.074720e+01 5.158179e+00 6.305032e+00 266 267 268 269 270 1.096433e+01 1.360956e+01 1.533525e+01 2.123720e+01 1.372669e+01 271 272 273 274 275 2.462154e+01 3.011783e+01 3.435290e+01 4.330815e+01 1.252768e+01 276 277 278 279 280 -8.996110e+00 2.733946e+01 5.041363e+01 4.400619e+01 4.678601e+01 281 282 283 284 285 4.360395e+01 4.353062e+01 4.561996e+01 5.276827e+01 4.381529e+01 286 287 288 289 290 3.951577e+01 2.970316e+01 2.940252e+01 3.658799e+01 4.756426e+01 291 292 293 294 295 4.597751e+01 3.238412e+01 2.208314e+01 4.761549e+01 4.243374e+01 296 297 298 299 300 3.619190e+01 3.243438e+01 4.222665e+01 3.402001e+01 2.823278e+01 301 302 303 304 305 2.660999e+01 3.031727e+01 1.209577e+01 1.814180e+01 3.258140e+01 306 307 308 309 310 3.005136e+01 4.667739e+01 4.526608e+01 3.446574e+01 2.956574e+01 311 312 313 314 315 2.437769e+01 3.310889e+01 4.143699e+01 3.647851e+01 4.330873e+01 316 317 318 319 320 4.602035e+01 3.613941e+01 4.185639e+01 3.582649e+01 3.892262e+01 321 322 323 324 325 3.785703e+01 3.068546e+01 2.455687e+01 3.141276e+01 2.136282e+01 326 327 328 329 330 1.724715e+01 2.042711e+01 2.176573e+01 1.115587e+01 -6.926056e+00 331 332 333 334 335 2.139933e+01 1.959448e+01 6.671038e+00 5.388973e+00 -1.593125e+01 336 337 338 339 340 -3.386665e+01 -7.984750e+00 -4.407898e+01 -6.287046e+01 -2.604992e+01 341 342 343 344 345 -1.184587e+01 9.469661e+00 1.933657e+01 3.424707e+01 3.951349e+01 346 347 348 349 350 2.152024e+01 -8.044879e-01 -6.733406e+00 -3.522957e+01 -2.369934e+01 351 352 353 354 355 1.428468e-01 -2.911923e+00 9.178718e+00 2.952083e+00 2.683962e-01 356 357 358 359 360 -6.821122e+00 -2.288477e+00 -3.173287e+00 -2.360499e+01 -4.243328e+01 > postscript(file="/var/wessaorg/rcomp/tmp/6jhdv1354732387.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 = 360 Frequency = 1 lag(myerror, k = 1) myerror 0 -7.129220e+01 NA 1 -4.609220e+01 -7.129220e+01 2 -2.604228e+01 -4.609220e+01 3 1.357080e+01 -2.604228e+01 4 4.733687e+01 1.357080e+01 5 6.087241e+01 4.733687e+01 6 5.662766e+01 6.087241e+01 7 4.984591e+01 5.662766e+01 8 4.472718e+01 4.984591e+01 9 3.965060e+01 4.472718e+01 10 2.902669e+01 3.965060e+01 11 2.481329e+01 2.902669e+01 12 2.059455e+01 2.481329e+01 13 1.745497e+01 2.059455e+01 14 1.562848e+01 1.745497e+01 15 4.328317e+00 1.562848e+01 16 -4.086770e-01 4.328317e+00 17 -8.382505e+00 -4.086770e-01 18 -1.319317e+01 -8.382505e+00 19 -2.748541e+01 -1.319317e+01 20 -3.454098e+01 -2.748541e+01 21 -3.689671e+01 -3.454098e+01 22 -3.617603e+01 -3.689671e+01 23 -3.627635e+01 -3.617603e+01 24 -3.926876e+01 -3.627635e+01 25 -4.038523e+01 -3.926876e+01 26 -3.009183e+01 -4.038523e+01 27 -3.230265e+01 -3.009183e+01 28 -3.657842e+01 -3.230265e+01 29 -3.904257e+01 -3.657842e+01 30 -2.044968e+01 -3.904257e+01 31 2.485369e+00 -2.044968e+01 32 6.323807e+00 2.485369e+00 33 8.461282e+00 6.323807e+00 34 1.042234e+01 8.461282e+00 35 1.102267e+01 1.042234e+01 36 -1.153587e+00 1.102267e+01 37 6.269679e+00 -1.153587e+00 38 4.299398e-01 6.269679e+00 39 -1.004519e+01 4.299398e-01 40 -5.945671e+00 -1.004519e+01 41 -6.035651e+00 -5.945671e+00 42 2.227194e+00 -6.035651e+00 43 7.478754e-01 2.227194e+00 44 -8.594610e+00 7.478754e-01 45 -1.245034e+01 -8.594610e+00 46 -2.416924e+01 -1.245034e+01 47 -3.910754e+01 -2.416924e+01 48 -4.159719e+01 -3.910754e+01 49 -5.537393e+01 -4.159719e+01 50 -5.936375e+01 -5.537393e+01 51 -6.033774e+01 -5.936375e+01 52 -6.150122e+01 -6.033774e+01 53 -5.863321e+01 -6.150122e+01 54 -6.028361e+01 -5.863321e+01 55 -6.002351e+01 -6.028361e+01 56 -5.911866e+01 -6.002351e+01 57 -6.569864e+01 -5.911866e+01 58 -7.337393e+01 -6.569864e+01 59 -6.291900e+01 -7.337393e+01 60 -6.258265e+01 -6.291900e+01 61 -4.939621e+01 -6.258265e+01 62 -5.448427e+01 -4.939621e+01 63 -5.407377e+01 -5.448427e+01 64 -5.164000e+01 -5.407377e+01 65 -5.137732e+01 -5.164000e+01 66 -5.261980e+01 -5.137732e+01 67 -4.927553e+01 -5.261980e+01 68 -4.896277e+01 -4.927553e+01 69 -6.223920e+01 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-7.966598e+00 102 -6.540426e+00 -1.056063e+01 103 -8.646398e+00 -6.540426e+00 104 -1.319826e+01 -8.646398e+00 105 -8.654314e+00 -1.319826e+01 106 -1.579503e+01 -8.654314e+00 107 -2.355820e+01 -1.579503e+01 108 -1.355321e+01 -2.355820e+01 109 5.262980e+01 -1.355321e+01 110 4.599389e+01 5.262980e+01 111 3.659712e+01 4.599389e+01 112 3.085543e+01 3.659712e+01 113 2.957078e+01 3.085543e+01 114 2.521748e+01 2.957078e+01 115 1.457209e+01 2.521748e+01 116 -1.712885e+00 1.457209e+01 117 -1.239699e+00 -1.712885e+00 118 4.265339e-01 -1.239699e+00 119 3.123147e+00 4.265339e-01 120 2.951423e+00 3.123147e+00 121 -2.333387e+00 2.951423e+00 122 -5.115612e+00 -2.333387e+00 123 -1.184517e+01 -5.115612e+00 124 -1.897473e+01 -1.184517e+01 125 -1.789896e+01 -1.897473e+01 126 -1.848635e+01 -1.789896e+01 127 -2.605000e+01 -1.848635e+01 128 -2.023465e+01 -2.605000e+01 129 -1.657876e+01 -2.023465e+01 130 -3.161754e+01 -1.657876e+01 131 -3.289427e+01 -3.161754e+01 132 -2.301527e+01 -3.289427e+01 133 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6.064226e+00 4.054046e+00 166 1.609991e-01 6.064226e+00 167 2.505107e+00 1.609991e-01 168 5.262461e+00 2.505107e+00 169 9.980397e+00 5.262461e+00 170 -3.290047e-03 9.980397e+00 171 -3.743850e+00 -3.290047e-03 172 -6.107498e+00 -3.743850e+00 173 -5.271145e+00 -6.107498e+00 174 -9.326877e+00 -5.271145e+00 175 -1.527211e+01 -9.326877e+00 176 -1.570958e+01 -1.527211e+01 177 -1.756936e+01 -1.570958e+01 178 -1.974594e+01 -1.756936e+01 179 -2.220700e+01 -1.974594e+01 180 -1.790700e+01 -2.220700e+01 181 -8.982269e+00 -1.790700e+01 182 -1.125674e+01 -8.982269e+00 183 -1.194123e+01 -1.125674e+01 184 -5.944134e+00 -1.194123e+01 185 -8.228623e+00 -5.944134e+00 186 1.469773e+00 -8.228623e+00 187 3.739412e+00 1.469773e+00 188 -2.829246e+00 3.739412e+00 189 -6.297903e+00 -2.829246e+00 190 -1.540339e+01 -6.297903e+00 191 -1.707205e+01 -1.540339e+01 192 -1.735121e+01 -1.707205e+01 193 -6.467202e+00 -1.735121e+01 194 -4.601611e+00 -6.467202e+00 195 -7.908404e+00 -4.601611e+00 196 -4.816160e+00 -7.908404e+00 197 -1.626981e+00 -4.816160e+00 198 7.938603e-01 -1.626981e+00 199 -1.562716e+01 7.938603e-01 200 -1.531423e+01 -1.562716e+01 201 -2.210131e+01 -1.531423e+01 202 -1.978564e+01 -2.210131e+01 203 -1.363071e+01 -1.978564e+01 204 -7.765117e+00 -1.363071e+01 205 -2.048065e+01 -7.765117e+00 206 -5.806972e+01 -2.048065e+01 207 -5.581495e+01 -5.806972e+01 208 -5.236794e+01 -5.581495e+01 209 -4.783595e+01 -5.236794e+01 210 2.882140e+01 -4.783595e+01 211 1.066244e+02 2.882140e+01 212 7.827251e+01 1.066244e+02 213 7.266572e+01 7.827251e+01 214 7.636297e+01 7.266572e+01 215 7.387704e+01 7.636297e+01 216 7.910515e+01 7.387704e+01 217 6.436267e+01 7.910515e+01 218 5.559337e+01 6.436267e+01 219 5.462988e+01 5.559337e+01 220 4.734958e+01 5.462988e+01 221 5.277447e+01 4.734958e+01 222 5.318417e+01 5.277447e+01 223 6.232473e+01 5.318417e+01 224 5.953201e+01 6.232473e+01 225 5.241748e+01 5.953201e+01 226 4.709647e+01 5.241748e+01 227 4.106223e+01 4.709647e+01 228 3.518325e+01 4.106223e+01 229 3.169487e+01 3.518325e+01 230 2.852363e+01 3.169487e+01 231 3.163818e+01 2.852363e+01 232 2.195691e+01 3.163818e+01 233 2.349327e+01 2.195691e+01 234 1.272072e+01 2.349327e+01 235 -1.535946e+01 1.272072e+01 236 -2.461390e+01 -1.535946e+01 237 -2.817336e+01 -2.461390e+01 238 -3.434703e+01 -2.817336e+01 239 -1.765557e+01 -3.434703e+01 240 -9.497072e+00 -1.765557e+01 241 -4.287064e+01 -9.497072e+00 242 -1.041021e+02 -4.287064e+01 243 -4.757736e+01 -1.041021e+02 244 -7.121702e+01 -4.757736e+01 245 -3.942752e+01 -7.121702e+01 246 5.284013e+01 -3.942752e+01 247 6.926099e+01 5.284013e+01 248 7.297474e+01 6.926099e+01 249 6.102758e+01 7.297474e+01 250 6.128075e+01 6.102758e+01 251 3.350754e+01 6.128075e+01 252 2.031271e+01 3.350754e+01 253 2.184097e+00 2.031271e+01 254 3.591985e+01 2.184097e+00 255 2.542582e+01 3.591985e+01 256 3.848676e+01 2.542582e+01 257 3.217820e+01 3.848676e+01 258 2.885493e+01 3.217820e+01 259 2.442020e+01 2.885493e+01 260 3.152718e+01 2.442020e+01 261 2.284754e+01 3.152718e+01 262 1.074720e+01 2.284754e+01 263 5.158179e+00 1.074720e+01 264 6.305032e+00 5.158179e+00 265 1.096433e+01 6.305032e+00 266 1.360956e+01 1.096433e+01 267 1.533525e+01 1.360956e+01 268 2.123720e+01 1.533525e+01 269 1.372669e+01 2.123720e+01 270 2.462154e+01 1.372669e+01 271 3.011783e+01 2.462154e+01 272 3.435290e+01 3.011783e+01 273 4.330815e+01 3.435290e+01 274 1.252768e+01 4.330815e+01 275 -8.996110e+00 1.252768e+01 276 2.733946e+01 -8.996110e+00 277 5.041363e+01 2.733946e+01 278 4.400619e+01 5.041363e+01 279 4.678601e+01 4.400619e+01 280 4.360395e+01 4.678601e+01 281 4.353062e+01 4.360395e+01 282 4.561996e+01 4.353062e+01 283 5.276827e+01 4.561996e+01 284 4.381529e+01 5.276827e+01 285 3.951577e+01 4.381529e+01 286 2.970316e+01 3.951577e+01 287 2.940252e+01 2.970316e+01 288 3.658799e+01 2.940252e+01 289 4.756426e+01 3.658799e+01 290 4.597751e+01 4.756426e+01 291 3.238412e+01 4.597751e+01 292 2.208314e+01 3.238412e+01 293 4.761549e+01 2.208314e+01 294 4.243374e+01 4.761549e+01 295 3.619190e+01 4.243374e+01 296 3.243438e+01 3.619190e+01 297 4.222665e+01 3.243438e+01 298 3.402001e+01 4.222665e+01 299 2.823278e+01 3.402001e+01 300 2.660999e+01 2.823278e+01 301 3.031727e+01 2.660999e+01 302 1.209577e+01 3.031727e+01 303 1.814180e+01 1.209577e+01 304 3.258140e+01 1.814180e+01 305 3.005136e+01 3.258140e+01 306 4.667739e+01 3.005136e+01 307 4.526608e+01 4.667739e+01 308 3.446574e+01 4.526608e+01 309 2.956574e+01 3.446574e+01 310 2.437769e+01 2.956574e+01 311 3.310889e+01 2.437769e+01 312 4.143699e+01 3.310889e+01 313 3.647851e+01 4.143699e+01 314 4.330873e+01 3.647851e+01 315 4.602035e+01 4.330873e+01 316 3.613941e+01 4.602035e+01 317 4.185639e+01 3.613941e+01 318 3.582649e+01 4.185639e+01 319 3.892262e+01 3.582649e+01 320 3.785703e+01 3.892262e+01 321 3.068546e+01 3.785703e+01 322 2.455687e+01 3.068546e+01 323 3.141276e+01 2.455687e+01 324 2.136282e+01 3.141276e+01 325 1.724715e+01 2.136282e+01 326 2.042711e+01 1.724715e+01 327 2.176573e+01 2.042711e+01 328 1.115587e+01 2.176573e+01 329 -6.926056e+00 1.115587e+01 330 2.139933e+01 -6.926056e+00 331 1.959448e+01 2.139933e+01 332 6.671038e+00 1.959448e+01 333 5.388973e+00 6.671038e+00 334 -1.593125e+01 5.388973e+00 335 -3.386665e+01 -1.593125e+01 336 -7.984750e+00 -3.386665e+01 337 -4.407898e+01 -7.984750e+00 338 -6.287046e+01 -4.407898e+01 339 -2.604992e+01 -6.287046e+01 340 -1.184587e+01 -2.604992e+01 341 9.469661e+00 -1.184587e+01 342 1.933657e+01 9.469661e+00 343 3.424707e+01 1.933657e+01 344 3.951349e+01 3.424707e+01 345 2.152024e+01 3.951349e+01 346 -8.044879e-01 2.152024e+01 347 -6.733406e+00 -8.044879e-01 348 -3.522957e+01 -6.733406e+00 349 -2.369934e+01 -3.522957e+01 350 1.428468e-01 -2.369934e+01 351 -2.911923e+00 1.428468e-01 352 9.178718e+00 -2.911923e+00 353 2.952083e+00 9.178718e+00 354 2.683962e-01 2.952083e+00 355 -6.821122e+00 2.683962e-01 356 -2.288477e+00 -6.821122e+00 357 -3.173287e+00 -2.288477e+00 358 -2.360499e+01 -3.173287e+00 359 -4.243328e+01 -2.360499e+01 360 NA -4.243328e+01 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -4.609220e+01 -7.129220e+01 [2,] -2.604228e+01 -4.609220e+01 [3,] 1.357080e+01 -2.604228e+01 [4,] 4.733687e+01 1.357080e+01 [5,] 6.087241e+01 4.733687e+01 [6,] 5.662766e+01 6.087241e+01 [7,] 4.984591e+01 5.662766e+01 [8,] 4.472718e+01 4.984591e+01 [9,] 3.965060e+01 4.472718e+01 [10,] 2.902669e+01 3.965060e+01 [11,] 2.481329e+01 2.902669e+01 [12,] 2.059455e+01 2.481329e+01 [13,] 1.745497e+01 2.059455e+01 [14,] 1.562848e+01 1.745497e+01 [15,] 4.328317e+00 1.562848e+01 [16,] -4.086770e-01 4.328317e+00 [17,] -8.382505e+00 -4.086770e-01 [18,] -1.319317e+01 -8.382505e+00 [19,] -2.748541e+01 -1.319317e+01 [20,] -3.454098e+01 -2.748541e+01 [21,] -3.689671e+01 -3.454098e+01 [22,] -3.617603e+01 -3.689671e+01 [23,] -3.627635e+01 -3.617603e+01 [24,] -3.926876e+01 -3.627635e+01 [25,] -4.038523e+01 -3.926876e+01 [26,] -3.009183e+01 -4.038523e+01 [27,] -3.230265e+01 -3.009183e+01 [28,] -3.657842e+01 -3.230265e+01 [29,] -3.904257e+01 -3.657842e+01 [30,] -2.044968e+01 -3.904257e+01 [31,] 2.485369e+00 -2.044968e+01 [32,] 6.323807e+00 2.485369e+00 [33,] 8.461282e+00 6.323807e+00 [34,] 1.042234e+01 8.461282e+00 [35,] 1.102267e+01 1.042234e+01 [36,] -1.153587e+00 1.102267e+01 [37,] 6.269679e+00 -1.153587e+00 [38,] 4.299398e-01 6.269679e+00 [39,] -1.004519e+01 4.299398e-01 [40,] -5.945671e+00 -1.004519e+01 [41,] -6.035651e+00 -5.945671e+00 [42,] 2.227194e+00 -6.035651e+00 [43,] 7.478754e-01 2.227194e+00 [44,] -8.594610e+00 7.478754e-01 [45,] -1.245034e+01 -8.594610e+00 [46,] -2.416924e+01 -1.245034e+01 [47,] -3.910754e+01 -2.416924e+01 [48,] -4.159719e+01 -3.910754e+01 [49,] -5.537393e+01 -4.159719e+01 [50,] -5.936375e+01 -5.537393e+01 [51,] -6.033774e+01 -5.936375e+01 [52,] -6.150122e+01 -6.033774e+01 [53,] -5.863321e+01 -6.150122e+01 [54,] -6.028361e+01 -5.863321e+01 [55,] -6.002351e+01 -6.028361e+01 [56,] -5.911866e+01 -6.002351e+01 [57,] -6.569864e+01 -5.911866e+01 [58,] -7.337393e+01 -6.569864e+01 [59,] -6.291900e+01 -7.337393e+01 [60,] -6.258265e+01 -6.291900e+01 [61,] -4.939621e+01 -6.258265e+01 [62,] -5.448427e+01 -4.939621e+01 [63,] -5.407377e+01 -5.448427e+01 [64,] -5.164000e+01 -5.407377e+01 [65,] -5.137732e+01 -5.164000e+01 [66,] -5.261980e+01 -5.137732e+01 [67,] -4.927553e+01 -5.261980e+01 [68,] -4.896277e+01 -4.927553e+01 [69,] -6.223920e+01 -4.896277e+01 [70,] -6.008200e+01 -6.223920e+01 [71,] -5.663531e+01 -6.008200e+01 [72,] -5.263321e+01 -5.663531e+01 [73,] -4.871269e+01 -5.263321e+01 [74,] -4.582383e+01 -4.871269e+01 [75,] -5.303627e+01 -4.582383e+01 [76,] -5.279169e+01 -5.303627e+01 [77,] -5.103175e+01 -5.279169e+01 [78,] -4.982706e+01 -5.103175e+01 [79,] -4.556453e+01 -4.982706e+01 [80,] -5.255291e+01 -4.556453e+01 [81,] -5.251058e+01 -5.255291e+01 [82,] -4.942916e+01 -5.251058e+01 [83,] -4.894030e+01 -4.942916e+01 [84,] -4.393255e+01 -4.894030e+01 [85,] -3.579894e+01 -4.393255e+01 [86,] -3.626776e+01 -3.579894e+01 [87,] -3.521251e+01 -3.626776e+01 [88,] -3.328634e+01 -3.521251e+01 [89,] -2.858924e+01 -3.328634e+01 [90,] -2.326097e+01 -2.858924e+01 [91,] -2.670507e+01 -2.326097e+01 [92,] -2.639958e+01 -2.670507e+01 [93,] -2.288439e+01 -2.639958e+01 [94,] -2.258471e+01 -2.288439e+01 [95,] -2.300281e+01 -2.258471e+01 [96,] -2.035079e+01 -2.300281e+01 [97,] -1.514626e+01 -2.035079e+01 [98,] -1.737986e+01 -1.514626e+01 [99,] -1.230489e+01 -1.737986e+01 [100,] -7.966598e+00 -1.230489e+01 [101,] -1.056063e+01 -7.966598e+00 [102,] -6.540426e+00 -1.056063e+01 [103,] -8.646398e+00 -6.540426e+00 [104,] -1.319826e+01 -8.646398e+00 [105,] -8.654314e+00 -1.319826e+01 [106,] -1.579503e+01 -8.654314e+00 [107,] -2.355820e+01 -1.579503e+01 [108,] -1.355321e+01 -2.355820e+01 [109,] 5.262980e+01 -1.355321e+01 [110,] 4.599389e+01 5.262980e+01 [111,] 3.659712e+01 4.599389e+01 [112,] 3.085543e+01 3.659712e+01 [113,] 2.957078e+01 3.085543e+01 [114,] 2.521748e+01 2.957078e+01 [115,] 1.457209e+01 2.521748e+01 [116,] -1.712885e+00 1.457209e+01 [117,] -1.239699e+00 -1.712885e+00 [118,] 4.265339e-01 -1.239699e+00 [119,] 3.123147e+00 4.265339e-01 [120,] 2.951423e+00 3.123147e+00 [121,] -2.333387e+00 2.951423e+00 [122,] -5.115612e+00 -2.333387e+00 [123,] -1.184517e+01 -5.115612e+00 [124,] -1.897473e+01 -1.184517e+01 [125,] -1.789896e+01 -1.897473e+01 [126,] -1.848635e+01 -1.789896e+01 [127,] -2.605000e+01 -1.848635e+01 [128,] -2.023465e+01 -2.605000e+01 [129,] -1.657876e+01 -2.023465e+01 [130,] -3.161754e+01 -1.657876e+01 [131,] -3.289427e+01 -3.161754e+01 [132,] -2.301527e+01 -3.289427e+01 [133,] -2.625130e+01 -2.301527e+01 [134,] -2.962044e+01 -2.625130e+01 [135,] -2.343062e+01 -2.962044e+01 [136,] -2.401511e+01 -2.343062e+01 [137,] -2.245792e+01 -2.401511e+01 [138,] -1.353223e+01 -2.245792e+01 [139,] -1.518020e+01 -1.353223e+01 [140,] -1.155451e+01 -1.518020e+01 [141,] -1.257762e+01 -1.155451e+01 [142,] -1.685211e+01 -1.257762e+01 [143,] -1.091850e+01 -1.685211e+01 [144,] -7.147417e+00 -1.091850e+01 [145,] 7.232883e+00 -7.147417e+00 [146,] 7.571981e+00 7.232883e+00 [147,] 3.274708e+00 7.571981e+00 [148,] 1.118715e+01 3.274708e+00 [149,] 1.007697e+01 1.118715e+01 [150,] 1.685306e+01 1.007697e+01 [151,] 1.421559e+01 1.685306e+01 [152,] 9.770198e+00 1.421559e+01 [153,] 4.451621e+00 9.770198e+00 [154,] -9.987638e+00 4.451621e+00 [155,] -3.585694e+00 -9.987638e+00 [156,] -2.362748e+00 -3.585694e+00 [157,] 5.752281e+00 -2.362748e+00 [158,] -5.294251e+00 5.752281e+00 [159,] -9.945954e+00 -5.294251e+00 [160,] -1.533510e+00 -9.945954e+00 [161,] 5.331600e+00 -1.533510e+00 [162,] 1.577571e+01 5.331600e+00 [163,] 1.583823e+01 1.577571e+01 [164,] 4.054046e+00 1.583823e+01 [165,] 6.064226e+00 4.054046e+00 [166,] 1.609991e-01 6.064226e+00 [167,] 2.505107e+00 1.609991e-01 [168,] 5.262461e+00 2.505107e+00 [169,] 9.980397e+00 5.262461e+00 [170,] -3.290047e-03 9.980397e+00 [171,] -3.743850e+00 -3.290047e-03 [172,] -6.107498e+00 -3.743850e+00 [173,] -5.271145e+00 -6.107498e+00 [174,] -9.326877e+00 -5.271145e+00 [175,] -1.527211e+01 -9.326877e+00 [176,] -1.570958e+01 -1.527211e+01 [177,] -1.756936e+01 -1.570958e+01 [178,] -1.974594e+01 -1.756936e+01 [179,] -2.220700e+01 -1.974594e+01 [180,] -1.790700e+01 -2.220700e+01 [181,] -8.982269e+00 -1.790700e+01 [182,] -1.125674e+01 -8.982269e+00 [183,] -1.194123e+01 -1.125674e+01 [184,] -5.944134e+00 -1.194123e+01 [185,] -8.228623e+00 -5.944134e+00 [186,] 1.469773e+00 -8.228623e+00 [187,] 3.739412e+00 1.469773e+00 [188,] -2.829246e+00 3.739412e+00 [189,] -6.297903e+00 -2.829246e+00 [190,] -1.540339e+01 -6.297903e+00 [191,] -1.707205e+01 -1.540339e+01 [192,] -1.735121e+01 -1.707205e+01 [193,] -6.467202e+00 -1.735121e+01 [194,] -4.601611e+00 -6.467202e+00 [195,] -7.908404e+00 -4.601611e+00 [196,] -4.816160e+00 -7.908404e+00 [197,] -1.626981e+00 -4.816160e+00 [198,] 7.938603e-01 -1.626981e+00 [199,] -1.562716e+01 7.938603e-01 [200,] -1.531423e+01 -1.562716e+01 [201,] -2.210131e+01 -1.531423e+01 [202,] -1.978564e+01 -2.210131e+01 [203,] -1.363071e+01 -1.978564e+01 [204,] -7.765117e+00 -1.363071e+01 [205,] -2.048065e+01 -7.765117e+00 [206,] -5.806972e+01 -2.048065e+01 [207,] -5.581495e+01 -5.806972e+01 [208,] -5.236794e+01 -5.581495e+01 [209,] -4.783595e+01 -5.236794e+01 [210,] 2.882140e+01 -4.783595e+01 [211,] 1.066244e+02 2.882140e+01 [212,] 7.827251e+01 1.066244e+02 [213,] 7.266572e+01 7.827251e+01 [214,] 7.636297e+01 7.266572e+01 [215,] 7.387704e+01 7.636297e+01 [216,] 7.910515e+01 7.387704e+01 [217,] 6.436267e+01 7.910515e+01 [218,] 5.559337e+01 6.436267e+01 [219,] 5.462988e+01 5.559337e+01 [220,] 4.734958e+01 5.462988e+01 [221,] 5.277447e+01 4.734958e+01 [222,] 5.318417e+01 5.277447e+01 [223,] 6.232473e+01 5.318417e+01 [224,] 5.953201e+01 6.232473e+01 [225,] 5.241748e+01 5.953201e+01 [226,] 4.709647e+01 5.241748e+01 [227,] 4.106223e+01 4.709647e+01 [228,] 3.518325e+01 4.106223e+01 [229,] 3.169487e+01 3.518325e+01 [230,] 2.852363e+01 3.169487e+01 [231,] 3.163818e+01 2.852363e+01 [232,] 2.195691e+01 3.163818e+01 [233,] 2.349327e+01 2.195691e+01 [234,] 1.272072e+01 2.349327e+01 [235,] -1.535946e+01 1.272072e+01 [236,] -2.461390e+01 -1.535946e+01 [237,] -2.817336e+01 -2.461390e+01 [238,] -3.434703e+01 -2.817336e+01 [239,] -1.765557e+01 -3.434703e+01 [240,] -9.497072e+00 -1.765557e+01 [241,] -4.287064e+01 -9.497072e+00 [242,] -1.041021e+02 -4.287064e+01 [243,] -4.757736e+01 -1.041021e+02 [244,] -7.121702e+01 -4.757736e+01 [245,] -3.942752e+01 -7.121702e+01 [246,] 5.284013e+01 -3.942752e+01 [247,] 6.926099e+01 5.284013e+01 [248,] 7.297474e+01 6.926099e+01 [249,] 6.102758e+01 7.297474e+01 [250,] 6.128075e+01 6.102758e+01 [251,] 3.350754e+01 6.128075e+01 [252,] 2.031271e+01 3.350754e+01 [253,] 2.184097e+00 2.031271e+01 [254,] 3.591985e+01 2.184097e+00 [255,] 2.542582e+01 3.591985e+01 [256,] 3.848676e+01 2.542582e+01 [257,] 3.217820e+01 3.848676e+01 [258,] 2.885493e+01 3.217820e+01 [259,] 2.442020e+01 2.885493e+01 [260,] 3.152718e+01 2.442020e+01 [261,] 2.284754e+01 3.152718e+01 [262,] 1.074720e+01 2.284754e+01 [263,] 5.158179e+00 1.074720e+01 [264,] 6.305032e+00 5.158179e+00 [265,] 1.096433e+01 6.305032e+00 [266,] 1.360956e+01 1.096433e+01 [267,] 1.533525e+01 1.360956e+01 [268,] 2.123720e+01 1.533525e+01 [269,] 1.372669e+01 2.123720e+01 [270,] 2.462154e+01 1.372669e+01 [271,] 3.011783e+01 2.462154e+01 [272,] 3.435290e+01 3.011783e+01 [273,] 4.330815e+01 3.435290e+01 [274,] 1.252768e+01 4.330815e+01 [275,] -8.996110e+00 1.252768e+01 [276,] 2.733946e+01 -8.996110e+00 [277,] 5.041363e+01 2.733946e+01 [278,] 4.400619e+01 5.041363e+01 [279,] 4.678601e+01 4.400619e+01 [280,] 4.360395e+01 4.678601e+01 [281,] 4.353062e+01 4.360395e+01 [282,] 4.561996e+01 4.353062e+01 [283,] 5.276827e+01 4.561996e+01 [284,] 4.381529e+01 5.276827e+01 [285,] 3.951577e+01 4.381529e+01 [286,] 2.970316e+01 3.951577e+01 [287,] 2.940252e+01 2.970316e+01 [288,] 3.658799e+01 2.940252e+01 [289,] 4.756426e+01 3.658799e+01 [290,] 4.597751e+01 4.756426e+01 [291,] 3.238412e+01 4.597751e+01 [292,] 2.208314e+01 3.238412e+01 [293,] 4.761549e+01 2.208314e+01 [294,] 4.243374e+01 4.761549e+01 [295,] 3.619190e+01 4.243374e+01 [296,] 3.243438e+01 3.619190e+01 [297,] 4.222665e+01 3.243438e+01 [298,] 3.402001e+01 4.222665e+01 [299,] 2.823278e+01 3.402001e+01 [300,] 2.660999e+01 2.823278e+01 [301,] 3.031727e+01 2.660999e+01 [302,] 1.209577e+01 3.031727e+01 [303,] 1.814180e+01 1.209577e+01 [304,] 3.258140e+01 1.814180e+01 [305,] 3.005136e+01 3.258140e+01 [306,] 4.667739e+01 3.005136e+01 [307,] 4.526608e+01 4.667739e+01 [308,] 3.446574e+01 4.526608e+01 [309,] 2.956574e+01 3.446574e+01 [310,] 2.437769e+01 2.956574e+01 [311,] 3.310889e+01 2.437769e+01 [312,] 4.143699e+01 3.310889e+01 [313,] 3.647851e+01 4.143699e+01 [314,] 4.330873e+01 3.647851e+01 [315,] 4.602035e+01 4.330873e+01 [316,] 3.613941e+01 4.602035e+01 [317,] 4.185639e+01 3.613941e+01 [318,] 3.582649e+01 4.185639e+01 [319,] 3.892262e+01 3.582649e+01 [320,] 3.785703e+01 3.892262e+01 [321,] 3.068546e+01 3.785703e+01 [322,] 2.455687e+01 3.068546e+01 [323,] 3.141276e+01 2.455687e+01 [324,] 2.136282e+01 3.141276e+01 [325,] 1.724715e+01 2.136282e+01 [326,] 2.042711e+01 1.724715e+01 [327,] 2.176573e+01 2.042711e+01 [328,] 1.115587e+01 2.176573e+01 [329,] -6.926056e+00 1.115587e+01 [330,] 2.139933e+01 -6.926056e+00 [331,] 1.959448e+01 2.139933e+01 [332,] 6.671038e+00 1.959448e+01 [333,] 5.388973e+00 6.671038e+00 [334,] -1.593125e+01 5.388973e+00 [335,] -3.386665e+01 -1.593125e+01 [336,] -7.984750e+00 -3.386665e+01 [337,] -4.407898e+01 -7.984750e+00 [338,] -6.287046e+01 -4.407898e+01 [339,] -2.604992e+01 -6.287046e+01 [340,] -1.184587e+01 -2.604992e+01 [341,] 9.469661e+00 -1.184587e+01 [342,] 1.933657e+01 9.469661e+00 [343,] 3.424707e+01 1.933657e+01 [344,] 3.951349e+01 3.424707e+01 [345,] 2.152024e+01 3.951349e+01 [346,] -8.044879e-01 2.152024e+01 [347,] -6.733406e+00 -8.044879e-01 [348,] -3.522957e+01 -6.733406e+00 [349,] -2.369934e+01 -3.522957e+01 [350,] 1.428468e-01 -2.369934e+01 [351,] -2.911923e+00 1.428468e-01 [352,] 9.178718e+00 -2.911923e+00 [353,] 2.952083e+00 9.178718e+00 [354,] 2.683962e-01 2.952083e+00 [355,] -6.821122e+00 2.683962e-01 [356,] -2.288477e+00 -6.821122e+00 [357,] -3.173287e+00 -2.288477e+00 [358,] -2.360499e+01 -3.173287e+00 [359,] -4.243328e+01 -2.360499e+01 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -4.609220e+01 -7.129220e+01 2 -2.604228e+01 -4.609220e+01 3 1.357080e+01 -2.604228e+01 4 4.733687e+01 1.357080e+01 5 6.087241e+01 4.733687e+01 6 5.662766e+01 6.087241e+01 7 4.984591e+01 5.662766e+01 8 4.472718e+01 4.984591e+01 9 3.965060e+01 4.472718e+01 10 2.902669e+01 3.965060e+01 11 2.481329e+01 2.902669e+01 12 2.059455e+01 2.481329e+01 13 1.745497e+01 2.059455e+01 14 1.562848e+01 1.745497e+01 15 4.328317e+00 1.562848e+01 16 -4.086770e-01 4.328317e+00 17 -8.382505e+00 -4.086770e-01 18 -1.319317e+01 -8.382505e+00 19 -2.748541e+01 -1.319317e+01 20 -3.454098e+01 -2.748541e+01 21 -3.689671e+01 -3.454098e+01 22 -3.617603e+01 -3.689671e+01 23 -3.627635e+01 -3.617603e+01 24 -3.926876e+01 -3.627635e+01 25 -4.038523e+01 -3.926876e+01 26 -3.009183e+01 -4.038523e+01 27 -3.230265e+01 -3.009183e+01 28 -3.657842e+01 -3.230265e+01 29 -3.904257e+01 -3.657842e+01 30 -2.044968e+01 -3.904257e+01 31 2.485369e+00 -2.044968e+01 32 6.323807e+00 2.485369e+00 33 8.461282e+00 6.323807e+00 34 1.042234e+01 8.461282e+00 35 1.102267e+01 1.042234e+01 36 -1.153587e+00 1.102267e+01 37 6.269679e+00 -1.153587e+00 38 4.299398e-01 6.269679e+00 39 -1.004519e+01 4.299398e-01 40 -5.945671e+00 -1.004519e+01 41 -6.035651e+00 -5.945671e+00 42 2.227194e+00 -6.035651e+00 43 7.478754e-01 2.227194e+00 44 -8.594610e+00 7.478754e-01 45 -1.245034e+01 -8.594610e+00 46 -2.416924e+01 -1.245034e+01 47 -3.910754e+01 -2.416924e+01 48 -4.159719e+01 -3.910754e+01 49 -5.537393e+01 -4.159719e+01 50 -5.936375e+01 -5.537393e+01 51 -6.033774e+01 -5.936375e+01 52 -6.150122e+01 -6.033774e+01 53 -5.863321e+01 -6.150122e+01 54 -6.028361e+01 -5.863321e+01 55 -6.002351e+01 -6.028361e+01 56 -5.911866e+01 -6.002351e+01 57 -6.569864e+01 -5.911866e+01 58 -7.337393e+01 -6.569864e+01 59 -6.291900e+01 -7.337393e+01 60 -6.258265e+01 -6.291900e+01 61 -4.939621e+01 -6.258265e+01 62 -5.448427e+01 -4.939621e+01 63 -5.407377e+01 -5.448427e+01 64 -5.164000e+01 -5.407377e+01 65 -5.137732e+01 -5.164000e+01 66 -5.261980e+01 -5.137732e+01 67 -4.927553e+01 -5.261980e+01 68 -4.896277e+01 -4.927553e+01 69 -6.223920e+01 -4.896277e+01 70 -6.008200e+01 -6.223920e+01 71 -5.663531e+01 -6.008200e+01 72 -5.263321e+01 -5.663531e+01 73 -4.871269e+01 -5.263321e+01 74 -4.582383e+01 -4.871269e+01 75 -5.303627e+01 -4.582383e+01 76 -5.279169e+01 -5.303627e+01 77 -5.103175e+01 -5.279169e+01 78 -4.982706e+01 -5.103175e+01 79 -4.556453e+01 -4.982706e+01 80 -5.255291e+01 -4.556453e+01 81 -5.251058e+01 -5.255291e+01 82 -4.942916e+01 -5.251058e+01 83 -4.894030e+01 -4.942916e+01 84 -4.393255e+01 -4.894030e+01 85 -3.579894e+01 -4.393255e+01 86 -3.626776e+01 -3.579894e+01 87 -3.521251e+01 -3.626776e+01 88 -3.328634e+01 -3.521251e+01 89 -2.858924e+01 -3.328634e+01 90 -2.326097e+01 -2.858924e+01 91 -2.670507e+01 -2.326097e+01 92 -2.639958e+01 -2.670507e+01 93 -2.288439e+01 -2.639958e+01 94 -2.258471e+01 -2.288439e+01 95 -2.300281e+01 -2.258471e+01 96 -2.035079e+01 -2.300281e+01 97 -1.514626e+01 -2.035079e+01 98 -1.737986e+01 -1.514626e+01 99 -1.230489e+01 -1.737986e+01 100 -7.966598e+00 -1.230489e+01 101 -1.056063e+01 -7.966598e+00 102 -6.540426e+00 -1.056063e+01 103 -8.646398e+00 -6.540426e+00 104 -1.319826e+01 -8.646398e+00 105 -8.654314e+00 -1.319826e+01 106 -1.579503e+01 -8.654314e+00 107 -2.355820e+01 -1.579503e+01 108 -1.355321e+01 -2.355820e+01 109 5.262980e+01 -1.355321e+01 110 4.599389e+01 5.262980e+01 111 3.659712e+01 4.599389e+01 112 3.085543e+01 3.659712e+01 113 2.957078e+01 3.085543e+01 114 2.521748e+01 2.957078e+01 115 1.457209e+01 2.521748e+01 116 -1.712885e+00 1.457209e+01 117 -1.239699e+00 -1.712885e+00 118 4.265339e-01 -1.239699e+00 119 3.123147e+00 4.265339e-01 120 2.951423e+00 3.123147e+00 121 -2.333387e+00 2.951423e+00 122 -5.115612e+00 -2.333387e+00 123 -1.184517e+01 -5.115612e+00 124 -1.897473e+01 -1.184517e+01 125 -1.789896e+01 -1.897473e+01 126 -1.848635e+01 -1.789896e+01 127 -2.605000e+01 -1.848635e+01 128 -2.023465e+01 -2.605000e+01 129 -1.657876e+01 -2.023465e+01 130 -3.161754e+01 -1.657876e+01 131 -3.289427e+01 -3.161754e+01 132 -2.301527e+01 -3.289427e+01 133 -2.625130e+01 -2.301527e+01 134 -2.962044e+01 -2.625130e+01 135 -2.343062e+01 -2.962044e+01 136 -2.401511e+01 -2.343062e+01 137 -2.245792e+01 -2.401511e+01 138 -1.353223e+01 -2.245792e+01 139 -1.518020e+01 -1.353223e+01 140 -1.155451e+01 -1.518020e+01 141 -1.257762e+01 -1.155451e+01 142 -1.685211e+01 -1.257762e+01 143 -1.091850e+01 -1.685211e+01 144 -7.147417e+00 -1.091850e+01 145 7.232883e+00 -7.147417e+00 146 7.571981e+00 7.232883e+00 147 3.274708e+00 7.571981e+00 148 1.118715e+01 3.274708e+00 149 1.007697e+01 1.118715e+01 150 1.685306e+01 1.007697e+01 151 1.421559e+01 1.685306e+01 152 9.770198e+00 1.421559e+01 153 4.451621e+00 9.770198e+00 154 -9.987638e+00 4.451621e+00 155 -3.585694e+00 -9.987638e+00 156 -2.362748e+00 -3.585694e+00 157 5.752281e+00 -2.362748e+00 158 -5.294251e+00 5.752281e+00 159 -9.945954e+00 -5.294251e+00 160 -1.533510e+00 -9.945954e+00 161 5.331600e+00 -1.533510e+00 162 1.577571e+01 5.331600e+00 163 1.583823e+01 1.577571e+01 164 4.054046e+00 1.583823e+01 165 6.064226e+00 4.054046e+00 166 1.609991e-01 6.064226e+00 167 2.505107e+00 1.609991e-01 168 5.262461e+00 2.505107e+00 169 9.980397e+00 5.262461e+00 170 -3.290047e-03 9.980397e+00 171 -3.743850e+00 -3.290047e-03 172 -6.107498e+00 -3.743850e+00 173 -5.271145e+00 -6.107498e+00 174 -9.326877e+00 -5.271145e+00 175 -1.527211e+01 -9.326877e+00 176 -1.570958e+01 -1.527211e+01 177 -1.756936e+01 -1.570958e+01 178 -1.974594e+01 -1.756936e+01 179 -2.220700e+01 -1.974594e+01 180 -1.790700e+01 -2.220700e+01 181 -8.982269e+00 -1.790700e+01 182 -1.125674e+01 -8.982269e+00 183 -1.194123e+01 -1.125674e+01 184 -5.944134e+00 -1.194123e+01 185 -8.228623e+00 -5.944134e+00 186 1.469773e+00 -8.228623e+00 187 3.739412e+00 1.469773e+00 188 -2.829246e+00 3.739412e+00 189 -6.297903e+00 -2.829246e+00 190 -1.540339e+01 -6.297903e+00 191 -1.707205e+01 -1.540339e+01 192 -1.735121e+01 -1.707205e+01 193 -6.467202e+00 -1.735121e+01 194 -4.601611e+00 -6.467202e+00 195 -7.908404e+00 -4.601611e+00 196 -4.816160e+00 -7.908404e+00 197 -1.626981e+00 -4.816160e+00 198 7.938603e-01 -1.626981e+00 199 -1.562716e+01 7.938603e-01 200 -1.531423e+01 -1.562716e+01 201 -2.210131e+01 -1.531423e+01 202 -1.978564e+01 -2.210131e+01 203 -1.363071e+01 -1.978564e+01 204 -7.765117e+00 -1.363071e+01 205 -2.048065e+01 -7.765117e+00 206 -5.806972e+01 -2.048065e+01 207 -5.581495e+01 -5.806972e+01 208 -5.236794e+01 -5.581495e+01 209 -4.783595e+01 -5.236794e+01 210 2.882140e+01 -4.783595e+01 211 1.066244e+02 2.882140e+01 212 7.827251e+01 1.066244e+02 213 7.266572e+01 7.827251e+01 214 7.636297e+01 7.266572e+01 215 7.387704e+01 7.636297e+01 216 7.910515e+01 7.387704e+01 217 6.436267e+01 7.910515e+01 218 5.559337e+01 6.436267e+01 219 5.462988e+01 5.559337e+01 220 4.734958e+01 5.462988e+01 221 5.277447e+01 4.734958e+01 222 5.318417e+01 5.277447e+01 223 6.232473e+01 5.318417e+01 224 5.953201e+01 6.232473e+01 225 5.241748e+01 5.953201e+01 226 4.709647e+01 5.241748e+01 227 4.106223e+01 4.709647e+01 228 3.518325e+01 4.106223e+01 229 3.169487e+01 3.518325e+01 230 2.852363e+01 3.169487e+01 231 3.163818e+01 2.852363e+01 232 2.195691e+01 3.163818e+01 233 2.349327e+01 2.195691e+01 234 1.272072e+01 2.349327e+01 235 -1.535946e+01 1.272072e+01 236 -2.461390e+01 -1.535946e+01 237 -2.817336e+01 -2.461390e+01 238 -3.434703e+01 -2.817336e+01 239 -1.765557e+01 -3.434703e+01 240 -9.497072e+00 -1.765557e+01 241 -4.287064e+01 -9.497072e+00 242 -1.041021e+02 -4.287064e+01 243 -4.757736e+01 -1.041021e+02 244 -7.121702e+01 -4.757736e+01 245 -3.942752e+01 -7.121702e+01 246 5.284013e+01 -3.942752e+01 247 6.926099e+01 5.284013e+01 248 7.297474e+01 6.926099e+01 249 6.102758e+01 7.297474e+01 250 6.128075e+01 6.102758e+01 251 3.350754e+01 6.128075e+01 252 2.031271e+01 3.350754e+01 253 2.184097e+00 2.031271e+01 254 3.591985e+01 2.184097e+00 255 2.542582e+01 3.591985e+01 256 3.848676e+01 2.542582e+01 257 3.217820e+01 3.848676e+01 258 2.885493e+01 3.217820e+01 259 2.442020e+01 2.885493e+01 260 3.152718e+01 2.442020e+01 261 2.284754e+01 3.152718e+01 262 1.074720e+01 2.284754e+01 263 5.158179e+00 1.074720e+01 264 6.305032e+00 5.158179e+00 265 1.096433e+01 6.305032e+00 266 1.360956e+01 1.096433e+01 267 1.533525e+01 1.360956e+01 268 2.123720e+01 1.533525e+01 269 1.372669e+01 2.123720e+01 270 2.462154e+01 1.372669e+01 271 3.011783e+01 2.462154e+01 272 3.435290e+01 3.011783e+01 273 4.330815e+01 3.435290e+01 274 1.252768e+01 4.330815e+01 275 -8.996110e+00 1.252768e+01 276 2.733946e+01 -8.996110e+00 277 5.041363e+01 2.733946e+01 278 4.400619e+01 5.041363e+01 279 4.678601e+01 4.400619e+01 280 4.360395e+01 4.678601e+01 281 4.353062e+01 4.360395e+01 282 4.561996e+01 4.353062e+01 283 5.276827e+01 4.561996e+01 284 4.381529e+01 5.276827e+01 285 3.951577e+01 4.381529e+01 286 2.970316e+01 3.951577e+01 287 2.940252e+01 2.970316e+01 288 3.658799e+01 2.940252e+01 289 4.756426e+01 3.658799e+01 290 4.597751e+01 4.756426e+01 291 3.238412e+01 4.597751e+01 292 2.208314e+01 3.238412e+01 293 4.761549e+01 2.208314e+01 294 4.243374e+01 4.761549e+01 295 3.619190e+01 4.243374e+01 296 3.243438e+01 3.619190e+01 297 4.222665e+01 3.243438e+01 298 3.402001e+01 4.222665e+01 299 2.823278e+01 3.402001e+01 300 2.660999e+01 2.823278e+01 301 3.031727e+01 2.660999e+01 302 1.209577e+01 3.031727e+01 303 1.814180e+01 1.209577e+01 304 3.258140e+01 1.814180e+01 305 3.005136e+01 3.258140e+01 306 4.667739e+01 3.005136e+01 307 4.526608e+01 4.667739e+01 308 3.446574e+01 4.526608e+01 309 2.956574e+01 3.446574e+01 310 2.437769e+01 2.956574e+01 311 3.310889e+01 2.437769e+01 312 4.143699e+01 3.310889e+01 313 3.647851e+01 4.143699e+01 314 4.330873e+01 3.647851e+01 315 4.602035e+01 4.330873e+01 316 3.613941e+01 4.602035e+01 317 4.185639e+01 3.613941e+01 318 3.582649e+01 4.185639e+01 319 3.892262e+01 3.582649e+01 320 3.785703e+01 3.892262e+01 321 3.068546e+01 3.785703e+01 322 2.455687e+01 3.068546e+01 323 3.141276e+01 2.455687e+01 324 2.136282e+01 3.141276e+01 325 1.724715e+01 2.136282e+01 326 2.042711e+01 1.724715e+01 327 2.176573e+01 2.042711e+01 328 1.115587e+01 2.176573e+01 329 -6.926056e+00 1.115587e+01 330 2.139933e+01 -6.926056e+00 331 1.959448e+01 2.139933e+01 332 6.671038e+00 1.959448e+01 333 5.388973e+00 6.671038e+00 334 -1.593125e+01 5.388973e+00 335 -3.386665e+01 -1.593125e+01 336 -7.984750e+00 -3.386665e+01 337 -4.407898e+01 -7.984750e+00 338 -6.287046e+01 -4.407898e+01 339 -2.604992e+01 -6.287046e+01 340 -1.184587e+01 -2.604992e+01 341 9.469661e+00 -1.184587e+01 342 1.933657e+01 9.469661e+00 343 3.424707e+01 1.933657e+01 344 3.951349e+01 3.424707e+01 345 2.152024e+01 3.951349e+01 346 -8.044879e-01 2.152024e+01 347 -6.733406e+00 -8.044879e-01 348 -3.522957e+01 -6.733406e+00 349 -2.369934e+01 -3.522957e+01 350 1.428468e-01 -2.369934e+01 351 -2.911923e+00 1.428468e-01 352 9.178718e+00 -2.911923e+00 353 2.952083e+00 9.178718e+00 354 2.683962e-01 2.952083e+00 355 -6.821122e+00 2.683962e-01 356 -2.288477e+00 -6.821122e+00 357 -3.173287e+00 -2.288477e+00 358 -2.360499e+01 -3.173287e+00 359 -4.243328e+01 -2.360499e+01 > 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/7f4gg1354732387.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8zmlt1354732387.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9di6u1354732387.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/105sp41354732387.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11emc31354732387.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/12g2cm1354732387.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/13lqph1354732388.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/14zxcr1354732388.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/15itcn1354732388.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/16r3s11354732388.tab") + } > > try(system("convert tmp/160iv1354732387.ps tmp/160iv1354732387.png",intern=TRUE)) character(0) > try(system("convert tmp/2p7gv1354732387.ps tmp/2p7gv1354732387.png",intern=TRUE)) character(0) > try(system("convert tmp/38rl61354732387.ps tmp/38rl61354732387.png",intern=TRUE)) character(0) > try(system("convert tmp/4nnmb1354732387.ps tmp/4nnmb1354732387.png",intern=TRUE)) character(0) > try(system("convert tmp/5ahha1354732387.ps tmp/5ahha1354732387.png",intern=TRUE)) character(0) > try(system("convert tmp/6jhdv1354732387.ps tmp/6jhdv1354732387.png",intern=TRUE)) character(0) > try(system("convert tmp/7f4gg1354732387.ps tmp/7f4gg1354732387.png",intern=TRUE)) character(0) > try(system("convert tmp/8zmlt1354732387.ps tmp/8zmlt1354732387.png",intern=TRUE)) character(0) > try(system("convert tmp/9di6u1354732387.ps tmp/9di6u1354732387.png",intern=TRUE)) character(0) > try(system("convert tmp/105sp41354732387.ps tmp/105sp41354732387.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 22.510 2.047 24.651