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(2 + ,7 + ,41 + ,38 + ,13 + ,12 + ,14 + ,12 + ,2 + ,5 + ,39 + ,32 + ,16 + ,11 + ,18 + ,11 + ,2 + ,5 + ,30 + ,35 + ,19 + ,15 + ,11 + ,14 + ,1 + ,5 + ,31 + ,33 + ,15 + ,6 + ,12 + ,12 + ,2 + ,8 + ,34 + ,37 + ,14 + ,13 + ,16 + ,21 + ,2 + ,6 + ,35 + ,29 + ,13 + ,10 + ,18 + ,12 + ,2 + ,5 + ,39 + ,31 + ,19 + ,12 + ,14 + ,22 + ,2 + ,6 + ,34 + ,36 + ,15 + ,14 + ,14 + ,11 + ,2 + ,5 + ,36 + ,35 + ,14 + ,12 + ,15 + ,10 + ,2 + ,4 + ,37 + ,38 + ,15 + ,6 + ,15 + ,13 + ,1 + ,6 + ,38 + ,31 + ,16 + ,10 + ,17 + ,10 + ,2 + ,5 + ,36 + ,34 + ,16 + ,12 + ,19 + ,8 + ,1 + ,5 + ,38 + ,35 + ,16 + ,12 + ,10 + ,15 + ,2 + ,6 + ,39 + ,38 + ,16 + ,11 + ,16 + ,14 + ,2 + ,7 + ,33 + ,37 + ,17 + ,15 + ,18 + ,10 + ,1 + ,6 + ,32 + ,33 + ,15 + ,12 + ,14 + ,14 + ,1 + ,7 + ,36 + ,32 + ,15 + ,10 + ,14 + ,14 + ,2 + ,6 + ,38 + ,38 + ,20 + ,12 + ,17 + ,11 + ,1 + ,8 + ,39 + ,38 + ,18 + ,11 + ,14 + ,10 + ,2 + ,7 + ,32 + ,32 + ,16 + ,12 + ,16 + ,13 + ,1 + ,5 + ,32 + ,33 + ,16 + ,11 + ,18 + ,7 + 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+ ,16 + ,9 + ,16 + ,9 + ,2 + ,6 + ,35 + ,39 + ,16 + ,6 + ,12 + ,12 + ,2 + ,8 + ,35 + ,34 + ,14 + ,8 + ,9 + ,19 + ,2 + ,4 + ,33 + ,31 + ,10 + ,8 + ,13 + ,18 + ,2 + ,5 + ,36 + ,32 + ,17 + ,15 + ,13 + ,15 + ,2 + ,6 + ,32 + ,37 + ,13 + ,6 + ,14 + ,14 + ,2 + ,7 + ,33 + ,36 + ,15 + ,9 + ,19 + ,11 + ,2 + ,7 + ,34 + ,32 + ,16 + ,11 + ,13 + ,9 + ,2 + ,6 + ,32 + ,35 + ,12 + ,8 + ,12 + ,18 + ,2 + ,6 + ,34 + ,36 + ,13 + ,8 + ,13 + ,16) + ,dim=c(8 + ,162) + ,dimnames=list(c('Gender' + ,'Age' + ,'Connected' + ,'Separate' + ,'Learning' + ,'Software' + ,'Happiness' + ,'Depression') + ,1:162)) > y <- array(NA,dim=c(8,162),dimnames=list(c('Gender','Age','Connected','Separate','Learning','Software','Happiness','Depression'),1:162)) > 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 = '7' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '7' > #'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 Happiness Gender Age Connected Separate Learning Software Depression 1 14 2 7 41 38 13 12 12 2 18 2 5 39 32 16 11 11 3 11 2 5 30 35 19 15 14 4 12 1 5 31 33 15 6 12 5 16 2 8 34 37 14 13 21 6 18 2 6 35 29 13 10 12 7 14 2 5 39 31 19 12 22 8 14 2 6 34 36 15 14 11 9 15 2 5 36 35 14 12 10 10 15 2 4 37 38 15 6 13 11 17 1 6 38 31 16 10 10 12 19 2 5 36 34 16 12 8 13 10 1 5 38 35 16 12 15 14 16 2 6 39 38 16 11 14 15 18 2 7 33 37 17 15 10 16 14 1 6 32 33 15 12 14 17 14 1 7 36 32 15 10 14 18 17 2 6 38 38 20 12 11 19 14 1 8 39 38 18 11 10 20 16 2 7 32 32 16 12 13 21 18 1 5 32 33 16 11 7 22 11 2 5 31 31 16 12 14 23 14 2 7 39 38 19 13 12 24 12 2 7 37 39 16 11 14 25 17 1 5 39 32 17 9 11 26 9 2 4 41 32 17 13 9 27 16 1 10 36 35 16 10 11 28 14 2 6 33 37 15 14 15 29 15 2 5 33 33 16 12 14 30 11 1 5 34 33 14 10 13 31 16 2 5 31 28 15 12 9 32 13 1 5 27 32 12 8 15 33 17 2 6 37 31 14 10 10 34 15 2 5 34 37 16 12 11 35 14 1 5 34 30 14 12 13 36 16 1 5 32 33 7 7 8 37 9 1 5 29 31 10 6 20 38 15 1 5 36 33 14 12 12 39 17 2 5 29 31 16 10 10 40 13 1 5 35 33 16 10 10 41 15 1 5 37 32 16 10 9 42 16 2 7 34 33 14 12 14 43 16 1 5 38 32 20 15 8 44 12 1 6 35 33 14 10 14 45 12 2 7 38 28 14 10 11 46 11 2 7 37 35 11 12 13 47 15 2 5 38 39 14 13 9 48 15 2 5 33 34 15 11 11 49 17 2 4 36 38 16 11 15 50 13 1 5 38 32 14 12 11 51 16 2 4 32 38 16 14 10 52 14 1 5 32 30 14 10 14 53 11 1 5 32 33 12 12 18 54 12 2 7 34 38 16 13 14 55 12 1 5 32 32 9 5 11 56 15 2 5 37 32 14 6 12 57 16 2 6 39 34 16 12 13 58 15 2 4 29 34 16 12 9 59 12 1 6 37 36 15 11 10 60 12 2 6 35 34 16 10 15 61 8 1 5 30 28 12 7 20 62 13 1 7 38 34 16 12 12 63 11 2 6 34 35 16 14 12 64 14 2 8 31 35 14 11 14 65 15 2 7 34 31 16 12 13 66 10 1 5 35 37 17 13 11 67 11 2 6 36 35 18 14 17 68 12 1 6 30 27 18 11 12 69 15 2 5 39 40 12 12 13 70 15 1 5 35 37 16 12 14 71 14 1 5 38 36 10 8 13 72 16 2 5 31 38 14 11 15 73 15 2 4 34 39 18 14 13 74 15 1 6 38 41 18 14 10 75 13 1 6 34 27 16 12 11 76 12 2 6 39 30 17 9 19 77 17 2 6 37 37 16 13 13 78 13 2 7 34 31 16 11 17 79 15 1 5 28 31 13 12 13 80 13 1 7 37 27 16 12 9 81 15 1 6 33 36 16 12 11 82 16 1 5 37 38 20 12 10 83 15 2 5 35 37 16 12 9 84 16 1 4 37 33 15 12 12 85 15 2 8 32 34 15 11 12 86 14 2 8 33 31 16 10 13 87 15 1 5 38 39 14 9 13 88 14 2 5 33 34 16 12 12 89 13 2 6 29 32 16 12 15 90 7 2 4 33 33 15 12 22 91 17 2 5 31 36 12 9 13 92 13 2 5 36 32 17 15 15 93 15 2 5 35 41 16 12 13 94 14 2 5 32 28 15 12 15 95 13 2 6 29 30 13 12 10 96 16 2 6 39 36 16 10 11 97 12 2 5 37 35 16 13 16 98 14 2 6 35 31 16 9 11 99 17 1 5 37 34 16 12 11 100 15 1 7 32 36 14 10 10 101 17 2 5 38 36 16 14 10 102 12 1 6 37 35 16 11 16 103 16 2 6 36 37 20 15 12 104 11 1 6 32 28 15 11 11 105 15 2 4 33 39 16 11 16 106 9 1 5 40 32 13 12 19 107 16 2 5 38 35 17 12 11 108 15 1 7 41 39 16 12 16 109 10 1 6 36 35 16 11 15 110 10 2 9 43 42 12 7 24 111 15 2 6 30 34 16 12 14 112 11 2 6 31 33 16 14 15 113 13 2 5 32 41 17 11 11 114 14 1 6 32 33 13 11 15 115 18 2 5 37 34 12 10 12 116 16 1 8 37 32 18 13 10 117 14 2 7 33 40 14 13 14 118 14 2 5 34 40 14 8 13 119 14 2 7 33 35 13 11 9 120 14 2 6 38 36 16 12 15 121 12 2 6 33 37 13 11 15 122 14 2 9 31 27 16 13 14 123 15 2 7 38 39 13 12 11 124 15 2 6 37 38 16 14 8 125 15 2 5 33 31 15 13 11 126 13 2 5 31 33 16 15 11 127 17 1 6 39 32 15 10 8 128 17 2 6 44 39 17 11 10 129 19 2 7 33 36 15 9 11 130 15 2 5 35 33 12 11 13 131 13 1 5 32 33 16 10 11 132 9 1 5 28 32 10 11 20 133 15 2 6 40 37 16 8 10 134 15 1 4 27 30 12 11 15 135 15 1 5 37 38 14 12 12 136 16 2 7 32 29 15 12 14 137 11 1 5 28 22 13 9 23 138 14 1 7 34 35 15 11 14 139 11 2 7 30 35 11 10 16 140 15 2 6 35 34 12 8 11 141 13 1 5 31 35 8 9 12 142 15 2 8 32 34 16 8 10 143 16 1 5 30 34 15 9 14 144 14 2 5 30 35 17 15 12 145 15 1 5 31 23 16 11 12 146 16 2 6 40 31 10 8 11 147 16 2 4 32 27 18 13 12 148 11 1 5 36 36 13 12 13 149 12 1 5 32 31 16 12 11 150 9 1 7 35 32 13 9 19 151 16 2 6 38 39 10 7 12 152 13 2 7 42 37 15 13 17 153 16 1 10 34 38 16 9 9 154 12 2 6 35 39 16 6 12 155 9 2 8 35 34 14 8 19 156 13 2 4 33 31 10 8 18 157 13 2 5 36 32 17 15 15 158 14 2 6 32 37 13 6 14 159 19 2 7 33 36 15 9 11 160 13 2 7 34 32 16 11 9 161 12 2 6 32 35 12 8 18 162 13 2 6 34 36 13 8 16 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Gender Age Connected Separate Learning 15.5282459 0.9414064 -0.0007302 0.0264827 0.0331486 0.0616397 Software Depression -0.0753992 -0.3986397 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -7.0346 -1.2347 0.0971 1.2924 4.9565 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 15.5282459 2.2779505 6.817 1.98e-10 *** Gender 0.9414064 0.3284616 2.866 0.00474 ** Age -0.0007302 0.1338671 -0.005 0.99565 Connected 0.0264827 0.0500198 0.529 0.59726 Separate 0.0331486 0.0475053 0.698 0.48636 Learning 0.0616397 0.0839919 0.734 0.46414 Software -0.0753992 0.0860866 -0.876 0.38247 Depression -0.3986397 0.0498289 -8.000 2.78e-13 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.929 on 154 degrees of freedom Multiple R-squared: 0.3484, Adjusted R-squared: 0.3188 F-statistic: 11.76 on 7 and 154 DF, p-value: 5.983e-12 > 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,] 0.7661372 0.467725663 0.233862831 [2,] 0.8163287 0.367342509 0.183671254 [3,] 0.7454743 0.509051431 0.254525715 [4,] 0.6425267 0.714946595 0.357473298 [5,] 0.5705614 0.858877127 0.429438563 [6,] 0.6328512 0.734297516 0.367148758 [7,] 0.6054971 0.789005843 0.394502922 [8,] 0.5203118 0.959376463 0.479688232 [9,] 0.5249230 0.950153994 0.475076997 [10,] 0.5299910 0.940018038 0.470009019 [11,] 0.7279342 0.544131615 0.272065807 [12,] 0.8798030 0.240393981 0.120196990 [13,] 0.8864664 0.227067239 0.113533619 [14,] 0.9071620 0.185676071 0.092838036 [15,] 0.9011014 0.197797128 0.098898564 [16,] 0.9980705 0.003859088 0.001929544 [17,] 0.9981454 0.003709222 0.001854611 [18,] 0.9971363 0.005727303 0.002863651 [19,] 0.9957281 0.008543746 0.004271873 [20,] 0.9958507 0.008298544 0.004149272 [21,] 0.9939173 0.012165497 0.006082748 [22,] 0.9908995 0.018201032 0.009100516 [23,] 0.9873982 0.025203504 0.012601752 [24,] 0.9824037 0.035192676 0.017596338 [25,] 0.9769551 0.046089714 0.023044857 [26,] 0.9692471 0.061505824 0.030752912 [27,] 0.9743647 0.051270661 0.025635330 [28,] 0.9726499 0.054700156 0.027350078 [29,] 0.9657795 0.068440957 0.034220478 [30,] 0.9600390 0.079921944 0.039960972 [31,] 0.9470588 0.105882425 0.052941213 [32,] 0.9407109 0.118578240 0.059289120 [33,] 0.9303615 0.139276960 0.069638480 [34,] 0.9197391 0.160521709 0.080260855 [35,] 0.9756646 0.048670712 0.024335356 [36,] 0.9857880 0.028424042 0.014212021 [37,] 0.9813944 0.037211183 0.018605591 [38,] 0.9747650 0.050470086 0.025235043 [39,] 0.9865414 0.026917298 0.013458649 [40,] 0.9827004 0.034599248 0.017299624 [41,] 0.9776220 0.044756074 0.022378037 [42,] 0.9721557 0.055688557 0.027844279 [43,] 0.9631937 0.073612562 0.036806281 [44,] 0.9663218 0.067356391 0.033678196 [45,] 0.9677999 0.064400138 0.032200069 [46,] 0.9580313 0.083937416 0.041968708 [47,] 0.9526529 0.094694146 0.047347073 [48,] 0.9420002 0.115999618 0.057999809 [49,] 0.9514370 0.097126043 0.048563021 [50,] 0.9522714 0.095457157 0.047728578 [51,] 0.9620962 0.075807681 0.037903840 [52,] 0.9536763 0.092647333 0.046323667 [53,] 0.9756634 0.048673286 0.024336643 [54,] 0.9686536 0.062692707 0.031346353 [55,] 0.9607163 0.078567332 0.039283666 [56,] 0.9851199 0.029760259 0.014880129 [57,] 0.9843714 0.031257256 0.015628628 [58,] 0.9843242 0.031351674 0.015675837 [59,] 0.9802825 0.039435035 0.019717517 [60,] 0.9809511 0.038097896 0.019048948 [61,] 0.9757625 0.048474910 0.024237455 [62,] 0.9794412 0.041117656 0.020558828 [63,] 0.9735839 0.052832152 0.026416076 [64,] 0.9659829 0.068034133 0.034017067 [65,] 0.9595079 0.080984205 0.040492103 [66,] 0.9489467 0.102106585 0.051053292 [67,] 0.9579608 0.084078362 0.042039181 [68,] 0.9475834 0.104833218 0.052416609 [69,] 0.9484029 0.103194195 0.051597098 [70,] 0.9507662 0.098467672 0.049233836 [71,] 0.9394287 0.121142651 0.060571325 [72,] 0.9274438 0.145112389 0.072556194 [73,] 0.9161890 0.167621995 0.083810998 [74,] 0.9193295 0.161341040 0.080670520 [75,] 0.9016006 0.196798733 0.098399366 [76,] 0.8805438 0.238912321 0.119456161 [77,] 0.8624189 0.275162207 0.137581104 [78,] 0.8384990 0.323002018 0.161501009 [79,] 0.8090960 0.381807955 0.190903978 [80,] 0.8729173 0.254165417 0.127082709 [81,] 0.8940429 0.211914112 0.105957056 [82,] 0.8714348 0.257130477 0.128565238 [83,] 0.8469780 0.306043976 0.153021988 [84,] 0.8220970 0.355805981 0.177902990 [85,] 0.8258156 0.348368778 0.174184389 [86,] 0.7942693 0.411461336 0.205730668 [87,] 0.7711782 0.457643511 0.228821756 [88,] 0.7565495 0.486901029 0.243450514 [89,] 0.7839381 0.432123744 0.216061872 [90,] 0.7485673 0.502865417 0.251432709 [91,] 0.7297812 0.540437571 0.270218786 [92,] 0.6893463 0.621307473 0.310653737 [93,] 0.6652087 0.669582647 0.334791323 [94,] 0.7460088 0.507982429 0.253991214 [95,] 0.7574650 0.485070045 0.242535022 [96,] 0.7725160 0.454967931 0.227483965 [97,] 0.7373369 0.525326106 0.262663053 [98,] 0.7774392 0.445121521 0.222560761 [99,] 0.8152875 0.369425023 0.184712512 [100,] 0.7877888 0.424422448 0.212211224 [101,] 0.7768362 0.446327658 0.223163829 [102,] 0.7761064 0.447787290 0.223893645 [103,] 0.7765212 0.446957529 0.223478765 [104,] 0.7605452 0.478909570 0.239454785 [105,] 0.8238855 0.352228967 0.176114484 [106,] 0.7994375 0.401124999 0.200562499 [107,] 0.7747124 0.450575136 0.225287568 [108,] 0.7343224 0.531355273 0.265677637 [109,] 0.7289666 0.542066844 0.271033422 [110,] 0.6898810 0.620237923 0.310118961 [111,] 0.6539477 0.692104658 0.346052329 [112,] 0.6011089 0.797782131 0.398891066 [113,] 0.5478720 0.904255952 0.452127976 [114,] 0.5080905 0.983819028 0.491909514 [115,] 0.4511466 0.902293249 0.548853376 [116,] 0.4538593 0.907718693 0.546140653 [117,] 0.4090891 0.818178177 0.590910912 [118,] 0.3879207 0.775841386 0.612079307 [119,] 0.5529975 0.894004907 0.447002453 [120,] 0.4970314 0.994062894 0.502968553 [121,] 0.4737382 0.947476395 0.526261803 [122,] 0.4484085 0.896816908 0.551591546 [123,] 0.3901380 0.780275985 0.609862007 [124,] 0.3938428 0.787685651 0.606157174 [125,] 0.3692309 0.738461878 0.630769061 [126,] 0.3809542 0.761908315 0.619045843 [127,] 0.3585385 0.717076930 0.641461535 [128,] 0.3317572 0.663514351 0.668242825 [129,] 0.3029118 0.605823693 0.697088154 [130,] 0.2414811 0.482962125 0.758518938 [131,] 0.2133226 0.426645219 0.786677391 [132,] 0.1657813 0.331562547 0.834218727 [133,] 0.3087617 0.617523440 0.691238280 [134,] 0.2528955 0.505790949 0.747104526 [135,] 0.2779661 0.555932237 0.722033882 [136,] 0.2094850 0.418969982 0.790515009 [137,] 0.3279721 0.655944138 0.672027931 [138,] 0.4945500 0.989100047 0.505449977 [139,] 0.4263359 0.852671886 0.573664057 [140,] 0.3030043 0.606008627 0.696995686 [141,] 0.2451037 0.490207364 0.754896318 > postscript(file="/var/fisher/rcomp/tmp/1kdv71354802508.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2r9sk1354802508.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/3w8b51354802508.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4hsxs1354802508.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/51adc1354802508.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 = 162 Frequency = 1 1 2 3 4 5 6 -0.86423094 2.72720745 -2.82129732 -2.06938987 4.95654326 3.44147351 7 8 9 10 11 12 3.03587275 -0.98440596 -0.49275139 0.06247433 2.25493647 2.61983850 13 14 15 16 17 18 -2.73439121 1.72496540 2.56313859 1.15453216 0.93168188 1.38436959 19 20 21 22 23 24 -1.05000575 1.78672520 2.22628530 -2.75646436 -1.10570433 -2.25448757 25 26 27 28 29 30 2.45617585 -7.03460879 1.57686822 0.60348690 1.12427318 -2.38696182 31 32 33 34 35 36 0.41142255 0.60132577 1.46329203 -0.23072277 0.86328221 0.87808513 37 38 39 40 41 42 -1.45281167 1.31223151 1.55114389 -1.73264286 -0.15109933 2.22253028 43 44 45 46 47 48 0.55421561 -1.01407458 -3.06437506 -3.13693558 -1.00155146 -0.11855396 49 50 51 52 53 54 3.20159264 -1.10622497 0.54052247 1.16408888 -0.06672038 -1.99109262 55 56 57 58 59 60 -2.16692494 -0.07490413 1.53431912 -0.79687333 -2.74728480 -1.71326918 61 62 63 64 65 66 -2.42772880 -0.89570123 -3.61425737 0.16101225 0.76690840 -4.30203950 67 68 69 70 71 72 -1.79730361 -1.65120866 0.58125617 1.88012002 0.50342205 2.45801556 73 74 75 76 77 78 0.52704831 0.10176833 -0.95710056 -0.22908575 2.56323799 0.28606795 79 80 81 82 83 84 2.05066936 -1.83309771 0.77104511 0.95288877 -1.05448481 2.22337895 85 86 87 88 89 90 0.30875911 -0.35667705 1.23281696 -0.70615474 -0.33727764 -3.62569993 91 92 93 94 95 96 2.69951424 -0.35882871 0.40747970 0.77677797 -2.07925999 0.51994428 97 98 99 100 101 102 -1.17527608 -1.28378143 2.73068129 0.37209928 1.44865377 -0.38393780 103 104 105 106 107 108 1.09532074 -2.95104329 1.64653179 -1.90843319 0.66800399 2.45366670 109 110 111 112 113 114 -2.75609480 -0.58001010 1.17130288 -2.27259318 -2.44739048 1.60105197 115 116 117 118 119 120 3.28367480 1.35264930 0.09237225 -0.71120650 -1.82424211 0.29178406 121 122 123 124 125 126 -1.49943135 0.45444999 -0.21657115 -1.38770980 0.13169008 -1.79248297 127 128 129 130 131 132 1.45966552 0.90320508 3.66581103 0.84382758 -1.25455515 -1.08248163 133 134 135 136 137 138 -1.08912501 2.89309020 1.12000606 2.34645020 2.10920565 0.96060075 139 140 141 142 143 144 -1.90643617 -0.21206767 -0.47801186 -0.77635747 2.94742117 -0.49529738 145 146 147 148 149 150 1.57745196 0.87824394 1.50375747 -2.32693482 -2.03745967 -2.00075690 151 152 153 154 155 156 0.98926134 0.08775324 0.65770934 -3.37652775 -3.14476903 0.85263998 157 158 159 160 161 162 -0.35882871 -0.24858428 3.66581103 -2.93619807 -0.37529041 -0.32032334 > postscript(file="/var/fisher/rcomp/tmp/6mzlf1354802508.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 = 162 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.86423094 NA 1 2.72720745 -0.86423094 2 -2.82129732 2.72720745 3 -2.06938987 -2.82129732 4 4.95654326 -2.06938987 5 3.44147351 4.95654326 6 3.03587275 3.44147351 7 -0.98440596 3.03587275 8 -0.49275139 -0.98440596 9 0.06247433 -0.49275139 10 2.25493647 0.06247433 11 2.61983850 2.25493647 12 -2.73439121 2.61983850 13 1.72496540 -2.73439121 14 2.56313859 1.72496540 15 1.15453216 2.56313859 16 0.93168188 1.15453216 17 1.38436959 0.93168188 18 -1.05000575 1.38436959 19 1.78672520 -1.05000575 20 2.22628530 1.78672520 21 -2.75646436 2.22628530 22 -1.10570433 -2.75646436 23 -2.25448757 -1.10570433 24 2.45617585 -2.25448757 25 -7.03460879 2.45617585 26 1.57686822 -7.03460879 27 0.60348690 1.57686822 28 1.12427318 0.60348690 29 -2.38696182 1.12427318 30 0.41142255 -2.38696182 31 0.60132577 0.41142255 32 1.46329203 0.60132577 33 -0.23072277 1.46329203 34 0.86328221 -0.23072277 35 0.87808513 0.86328221 36 -1.45281167 0.87808513 37 1.31223151 -1.45281167 38 1.55114389 1.31223151 39 -1.73264286 1.55114389 40 -0.15109933 -1.73264286 41 2.22253028 -0.15109933 42 0.55421561 2.22253028 43 -1.01407458 0.55421561 44 -3.06437506 -1.01407458 45 -3.13693558 -3.06437506 46 -1.00155146 -3.13693558 47 -0.11855396 -1.00155146 48 3.20159264 -0.11855396 49 -1.10622497 3.20159264 50 0.54052247 -1.10622497 51 1.16408888 0.54052247 52 -0.06672038 1.16408888 53 -1.99109262 -0.06672038 54 -2.16692494 -1.99109262 55 -0.07490413 -2.16692494 56 1.53431912 -0.07490413 57 -0.79687333 1.53431912 58 -2.74728480 -0.79687333 59 -1.71326918 -2.74728480 60 -2.42772880 -1.71326918 61 -0.89570123 -2.42772880 62 -3.61425737 -0.89570123 63 0.16101225 -3.61425737 64 0.76690840 0.16101225 65 -4.30203950 0.76690840 66 -1.79730361 -4.30203950 67 -1.65120866 -1.79730361 68 0.58125617 -1.65120866 69 1.88012002 0.58125617 70 0.50342205 1.88012002 71 2.45801556 0.50342205 72 0.52704831 2.45801556 73 0.10176833 0.52704831 74 -0.95710056 0.10176833 75 -0.22908575 -0.95710056 76 2.56323799 -0.22908575 77 0.28606795 2.56323799 78 2.05066936 0.28606795 79 -1.83309771 2.05066936 80 0.77104511 -1.83309771 81 0.95288877 0.77104511 82 -1.05448481 0.95288877 83 2.22337895 -1.05448481 84 0.30875911 2.22337895 85 -0.35667705 0.30875911 86 1.23281696 -0.35667705 87 -0.70615474 1.23281696 88 -0.33727764 -0.70615474 89 -3.62569993 -0.33727764 90 2.69951424 -3.62569993 91 -0.35882871 2.69951424 92 0.40747970 -0.35882871 93 0.77677797 0.40747970 94 -2.07925999 0.77677797 95 0.51994428 -2.07925999 96 -1.17527608 0.51994428 97 -1.28378143 -1.17527608 98 2.73068129 -1.28378143 99 0.37209928 2.73068129 100 1.44865377 0.37209928 101 -0.38393780 1.44865377 102 1.09532074 -0.38393780 103 -2.95104329 1.09532074 104 1.64653179 -2.95104329 105 -1.90843319 1.64653179 106 0.66800399 -1.90843319 107 2.45366670 0.66800399 108 -2.75609480 2.45366670 109 -0.58001010 -2.75609480 110 1.17130288 -0.58001010 111 -2.27259318 1.17130288 112 -2.44739048 -2.27259318 113 1.60105197 -2.44739048 114 3.28367480 1.60105197 115 1.35264930 3.28367480 116 0.09237225 1.35264930 117 -0.71120650 0.09237225 118 -1.82424211 -0.71120650 119 0.29178406 -1.82424211 120 -1.49943135 0.29178406 121 0.45444999 -1.49943135 122 -0.21657115 0.45444999 123 -1.38770980 -0.21657115 124 0.13169008 -1.38770980 125 -1.79248297 0.13169008 126 1.45966552 -1.79248297 127 0.90320508 1.45966552 128 3.66581103 0.90320508 129 0.84382758 3.66581103 130 -1.25455515 0.84382758 131 -1.08248163 -1.25455515 132 -1.08912501 -1.08248163 133 2.89309020 -1.08912501 134 1.12000606 2.89309020 135 2.34645020 1.12000606 136 2.10920565 2.34645020 137 0.96060075 2.10920565 138 -1.90643617 0.96060075 139 -0.21206767 -1.90643617 140 -0.47801186 -0.21206767 141 -0.77635747 -0.47801186 142 2.94742117 -0.77635747 143 -0.49529738 2.94742117 144 1.57745196 -0.49529738 145 0.87824394 1.57745196 146 1.50375747 0.87824394 147 -2.32693482 1.50375747 148 -2.03745967 -2.32693482 149 -2.00075690 -2.03745967 150 0.98926134 -2.00075690 151 0.08775324 0.98926134 152 0.65770934 0.08775324 153 -3.37652775 0.65770934 154 -3.14476903 -3.37652775 155 0.85263998 -3.14476903 156 -0.35882871 0.85263998 157 -0.24858428 -0.35882871 158 3.66581103 -0.24858428 159 -2.93619807 3.66581103 160 -0.37529041 -2.93619807 161 -0.32032334 -0.37529041 162 NA -0.32032334 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 2.72720745 -0.86423094 [2,] -2.82129732 2.72720745 [3,] -2.06938987 -2.82129732 [4,] 4.95654326 -2.06938987 [5,] 3.44147351 4.95654326 [6,] 3.03587275 3.44147351 [7,] -0.98440596 3.03587275 [8,] -0.49275139 -0.98440596 [9,] 0.06247433 -0.49275139 [10,] 2.25493647 0.06247433 [11,] 2.61983850 2.25493647 [12,] -2.73439121 2.61983850 [13,] 1.72496540 -2.73439121 [14,] 2.56313859 1.72496540 [15,] 1.15453216 2.56313859 [16,] 0.93168188 1.15453216 [17,] 1.38436959 0.93168188 [18,] -1.05000575 1.38436959 [19,] 1.78672520 -1.05000575 [20,] 2.22628530 1.78672520 [21,] -2.75646436 2.22628530 [22,] -1.10570433 -2.75646436 [23,] -2.25448757 -1.10570433 [24,] 2.45617585 -2.25448757 [25,] -7.03460879 2.45617585 [26,] 1.57686822 -7.03460879 [27,] 0.60348690 1.57686822 [28,] 1.12427318 0.60348690 [29,] -2.38696182 1.12427318 [30,] 0.41142255 -2.38696182 [31,] 0.60132577 0.41142255 [32,] 1.46329203 0.60132577 [33,] -0.23072277 1.46329203 [34,] 0.86328221 -0.23072277 [35,] 0.87808513 0.86328221 [36,] -1.45281167 0.87808513 [37,] 1.31223151 -1.45281167 [38,] 1.55114389 1.31223151 [39,] -1.73264286 1.55114389 [40,] -0.15109933 -1.73264286 [41,] 2.22253028 -0.15109933 [42,] 0.55421561 2.22253028 [43,] -1.01407458 0.55421561 [44,] -3.06437506 -1.01407458 [45,] -3.13693558 -3.06437506 [46,] -1.00155146 -3.13693558 [47,] -0.11855396 -1.00155146 [48,] 3.20159264 -0.11855396 [49,] -1.10622497 3.20159264 [50,] 0.54052247 -1.10622497 [51,] 1.16408888 0.54052247 [52,] -0.06672038 1.16408888 [53,] -1.99109262 -0.06672038 [54,] -2.16692494 -1.99109262 [55,] -0.07490413 -2.16692494 [56,] 1.53431912 -0.07490413 [57,] -0.79687333 1.53431912 [58,] -2.74728480 -0.79687333 [59,] -1.71326918 -2.74728480 [60,] -2.42772880 -1.71326918 [61,] -0.89570123 -2.42772880 [62,] -3.61425737 -0.89570123 [63,] 0.16101225 -3.61425737 [64,] 0.76690840 0.16101225 [65,] -4.30203950 0.76690840 [66,] -1.79730361 -4.30203950 [67,] -1.65120866 -1.79730361 [68,] 0.58125617 -1.65120866 [69,] 1.88012002 0.58125617 [70,] 0.50342205 1.88012002 [71,] 2.45801556 0.50342205 [72,] 0.52704831 2.45801556 [73,] 0.10176833 0.52704831 [74,] -0.95710056 0.10176833 [75,] -0.22908575 -0.95710056 [76,] 2.56323799 -0.22908575 [77,] 0.28606795 2.56323799 [78,] 2.05066936 0.28606795 [79,] -1.83309771 2.05066936 [80,] 0.77104511 -1.83309771 [81,] 0.95288877 0.77104511 [82,] -1.05448481 0.95288877 [83,] 2.22337895 -1.05448481 [84,] 0.30875911 2.22337895 [85,] -0.35667705 0.30875911 [86,] 1.23281696 -0.35667705 [87,] -0.70615474 1.23281696 [88,] -0.33727764 -0.70615474 [89,] -3.62569993 -0.33727764 [90,] 2.69951424 -3.62569993 [91,] -0.35882871 2.69951424 [92,] 0.40747970 -0.35882871 [93,] 0.77677797 0.40747970 [94,] -2.07925999 0.77677797 [95,] 0.51994428 -2.07925999 [96,] -1.17527608 0.51994428 [97,] -1.28378143 -1.17527608 [98,] 2.73068129 -1.28378143 [99,] 0.37209928 2.73068129 [100,] 1.44865377 0.37209928 [101,] -0.38393780 1.44865377 [102,] 1.09532074 -0.38393780 [103,] -2.95104329 1.09532074 [104,] 1.64653179 -2.95104329 [105,] -1.90843319 1.64653179 [106,] 0.66800399 -1.90843319 [107,] 2.45366670 0.66800399 [108,] -2.75609480 2.45366670 [109,] -0.58001010 -2.75609480 [110,] 1.17130288 -0.58001010 [111,] -2.27259318 1.17130288 [112,] -2.44739048 -2.27259318 [113,] 1.60105197 -2.44739048 [114,] 3.28367480 1.60105197 [115,] 1.35264930 3.28367480 [116,] 0.09237225 1.35264930 [117,] -0.71120650 0.09237225 [118,] -1.82424211 -0.71120650 [119,] 0.29178406 -1.82424211 [120,] -1.49943135 0.29178406 [121,] 0.45444999 -1.49943135 [122,] -0.21657115 0.45444999 [123,] -1.38770980 -0.21657115 [124,] 0.13169008 -1.38770980 [125,] -1.79248297 0.13169008 [126,] 1.45966552 -1.79248297 [127,] 0.90320508 1.45966552 [128,] 3.66581103 0.90320508 [129,] 0.84382758 3.66581103 [130,] -1.25455515 0.84382758 [131,] -1.08248163 -1.25455515 [132,] -1.08912501 -1.08248163 [133,] 2.89309020 -1.08912501 [134,] 1.12000606 2.89309020 [135,] 2.34645020 1.12000606 [136,] 2.10920565 2.34645020 [137,] 0.96060075 2.10920565 [138,] -1.90643617 0.96060075 [139,] -0.21206767 -1.90643617 [140,] -0.47801186 -0.21206767 [141,] -0.77635747 -0.47801186 [142,] 2.94742117 -0.77635747 [143,] -0.49529738 2.94742117 [144,] 1.57745196 -0.49529738 [145,] 0.87824394 1.57745196 [146,] 1.50375747 0.87824394 [147,] -2.32693482 1.50375747 [148,] -2.03745967 -2.32693482 [149,] -2.00075690 -2.03745967 [150,] 0.98926134 -2.00075690 [151,] 0.08775324 0.98926134 [152,] 0.65770934 0.08775324 [153,] -3.37652775 0.65770934 [154,] -3.14476903 -3.37652775 [155,] 0.85263998 -3.14476903 [156,] -0.35882871 0.85263998 [157,] -0.24858428 -0.35882871 [158,] 3.66581103 -0.24858428 [159,] -2.93619807 3.66581103 [160,] -0.37529041 -2.93619807 [161,] -0.32032334 -0.37529041 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 2.72720745 -0.86423094 2 -2.82129732 2.72720745 3 -2.06938987 -2.82129732 4 4.95654326 -2.06938987 5 3.44147351 4.95654326 6 3.03587275 3.44147351 7 -0.98440596 3.03587275 8 -0.49275139 -0.98440596 9 0.06247433 -0.49275139 10 2.25493647 0.06247433 11 2.61983850 2.25493647 12 -2.73439121 2.61983850 13 1.72496540 -2.73439121 14 2.56313859 1.72496540 15 1.15453216 2.56313859 16 0.93168188 1.15453216 17 1.38436959 0.93168188 18 -1.05000575 1.38436959 19 1.78672520 -1.05000575 20 2.22628530 1.78672520 21 -2.75646436 2.22628530 22 -1.10570433 -2.75646436 23 -2.25448757 -1.10570433 24 2.45617585 -2.25448757 25 -7.03460879 2.45617585 26 1.57686822 -7.03460879 27 0.60348690 1.57686822 28 1.12427318 0.60348690 29 -2.38696182 1.12427318 30 0.41142255 -2.38696182 31 0.60132577 0.41142255 32 1.46329203 0.60132577 33 -0.23072277 1.46329203 34 0.86328221 -0.23072277 35 0.87808513 0.86328221 36 -1.45281167 0.87808513 37 1.31223151 -1.45281167 38 1.55114389 1.31223151 39 -1.73264286 1.55114389 40 -0.15109933 -1.73264286 41 2.22253028 -0.15109933 42 0.55421561 2.22253028 43 -1.01407458 0.55421561 44 -3.06437506 -1.01407458 45 -3.13693558 -3.06437506 46 -1.00155146 -3.13693558 47 -0.11855396 -1.00155146 48 3.20159264 -0.11855396 49 -1.10622497 3.20159264 50 0.54052247 -1.10622497 51 1.16408888 0.54052247 52 -0.06672038 1.16408888 53 -1.99109262 -0.06672038 54 -2.16692494 -1.99109262 55 -0.07490413 -2.16692494 56 1.53431912 -0.07490413 57 -0.79687333 1.53431912 58 -2.74728480 -0.79687333 59 -1.71326918 -2.74728480 60 -2.42772880 -1.71326918 61 -0.89570123 -2.42772880 62 -3.61425737 -0.89570123 63 0.16101225 -3.61425737 64 0.76690840 0.16101225 65 -4.30203950 0.76690840 66 -1.79730361 -4.30203950 67 -1.65120866 -1.79730361 68 0.58125617 -1.65120866 69 1.88012002 0.58125617 70 0.50342205 1.88012002 71 2.45801556 0.50342205 72 0.52704831 2.45801556 73 0.10176833 0.52704831 74 -0.95710056 0.10176833 75 -0.22908575 -0.95710056 76 2.56323799 -0.22908575 77 0.28606795 2.56323799 78 2.05066936 0.28606795 79 -1.83309771 2.05066936 80 0.77104511 -1.83309771 81 0.95288877 0.77104511 82 -1.05448481 0.95288877 83 2.22337895 -1.05448481 84 0.30875911 2.22337895 85 -0.35667705 0.30875911 86 1.23281696 -0.35667705 87 -0.70615474 1.23281696 88 -0.33727764 -0.70615474 89 -3.62569993 -0.33727764 90 2.69951424 -3.62569993 91 -0.35882871 2.69951424 92 0.40747970 -0.35882871 93 0.77677797 0.40747970 94 -2.07925999 0.77677797 95 0.51994428 -2.07925999 96 -1.17527608 0.51994428 97 -1.28378143 -1.17527608 98 2.73068129 -1.28378143 99 0.37209928 2.73068129 100 1.44865377 0.37209928 101 -0.38393780 1.44865377 102 1.09532074 -0.38393780 103 -2.95104329 1.09532074 104 1.64653179 -2.95104329 105 -1.90843319 1.64653179 106 0.66800399 -1.90843319 107 2.45366670 0.66800399 108 -2.75609480 2.45366670 109 -0.58001010 -2.75609480 110 1.17130288 -0.58001010 111 -2.27259318 1.17130288 112 -2.44739048 -2.27259318 113 1.60105197 -2.44739048 114 3.28367480 1.60105197 115 1.35264930 3.28367480 116 0.09237225 1.35264930 117 -0.71120650 0.09237225 118 -1.82424211 -0.71120650 119 0.29178406 -1.82424211 120 -1.49943135 0.29178406 121 0.45444999 -1.49943135 122 -0.21657115 0.45444999 123 -1.38770980 -0.21657115 124 0.13169008 -1.38770980 125 -1.79248297 0.13169008 126 1.45966552 -1.79248297 127 0.90320508 1.45966552 128 3.66581103 0.90320508 129 0.84382758 3.66581103 130 -1.25455515 0.84382758 131 -1.08248163 -1.25455515 132 -1.08912501 -1.08248163 133 2.89309020 -1.08912501 134 1.12000606 2.89309020 135 2.34645020 1.12000606 136 2.10920565 2.34645020 137 0.96060075 2.10920565 138 -1.90643617 0.96060075 139 -0.21206767 -1.90643617 140 -0.47801186 -0.21206767 141 -0.77635747 -0.47801186 142 2.94742117 -0.77635747 143 -0.49529738 2.94742117 144 1.57745196 -0.49529738 145 0.87824394 1.57745196 146 1.50375747 0.87824394 147 -2.32693482 1.50375747 148 -2.03745967 -2.32693482 149 -2.00075690 -2.03745967 150 0.98926134 -2.00075690 151 0.08775324 0.98926134 152 0.65770934 0.08775324 153 -3.37652775 0.65770934 154 -3.14476903 -3.37652775 155 0.85263998 -3.14476903 156 -0.35882871 0.85263998 157 -0.24858428 -0.35882871 158 3.66581103 -0.24858428 159 -2.93619807 3.66581103 160 -0.37529041 -2.93619807 161 -0.32032334 -0.37529041 > 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/fisher/rcomp/tmp/78bk41354802508.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/8qp921354802508.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9sbsn1354802508.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/fisher/rcomp/tmp/10nr3v1354802508.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/fisher/rcomp/tmp/11kp6k1354802508.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/fisher/rcomp/tmp/12l5xs1354802508.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/fisher/rcomp/tmp/138w2i1354802508.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/fisher/rcomp/tmp/14rz921354802508.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/fisher/rcomp/tmp/15p2du1354802508.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/fisher/rcomp/tmp/16jydd1354802508.tab") + } > > try(system("convert tmp/1kdv71354802508.ps tmp/1kdv71354802508.png",intern=TRUE)) character(0) > try(system("convert tmp/2r9sk1354802508.ps tmp/2r9sk1354802508.png",intern=TRUE)) character(0) > try(system("convert tmp/3w8b51354802508.ps tmp/3w8b51354802508.png",intern=TRUE)) character(0) > try(system("convert tmp/4hsxs1354802508.ps tmp/4hsxs1354802508.png",intern=TRUE)) character(0) > try(system("convert tmp/51adc1354802508.ps tmp/51adc1354802508.png",intern=TRUE)) character(0) > try(system("convert tmp/6mzlf1354802508.ps tmp/6mzlf1354802508.png",intern=TRUE)) character(0) > try(system("convert tmp/78bk41354802508.ps tmp/78bk41354802508.png",intern=TRUE)) character(0) > try(system("convert tmp/8qp921354802508.ps tmp/8qp921354802508.png",intern=TRUE)) character(0) > try(system("convert tmp/9sbsn1354802508.ps tmp/9sbsn1354802508.png",intern=TRUE)) character(0) > try(system("convert tmp/10nr3v1354802508.ps tmp/10nr3v1354802508.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.287 1.495 9.779