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. 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Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '4' > 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 totsize views time logins shared blogs 1 112285 1418 210907 56 3 145 2 84786 869 120982 56 4 101 3 83123 1530 176508 54 12 98 4 101193 2172 179321 89 2 132 5 38361 901 123185 40 1 60 6 68504 463 52746 25 3 38 7 119182 3201 385534 92 0 144 8 22807 371 33170 18 0 5 9 17140 1192 101645 63 0 28 10 116174 1583 149061 44 5 84 11 57635 1439 165446 33 0 79 12 66198 1764 237213 84 0 127 13 71701 1495 173326 88 7 78 14 57793 1373 133131 55 7 60 15 80444 2187 258873 60 3 131 16 53855 1491 180083 66 9 84 17 97668 4041 324799 154 0 133 18 133824 1706 230964 53 4 150 19 101481 2152 236785 119 3 91 20 99645 1036 135473 41 0 132 21 114789 1882 202925 61 7 136 22 99052 1929 215147 58 0 124 23 67654 2242 344297 75 1 118 24 65553 1220 153935 33 5 70 25 97500 1289 132943 40 7 107 26 69112 2515 174724 92 0 119 27 82753 2147 174415 100 0 89 28 85323 2352 225548 112 5 112 29 72654 1638 223632 73 0 108 30 30727 1222 124817 40 0 52 31 77873 1812 221698 45 0 112 32 117478 1677 210767 60 3 116 33 74007 1579 170266 62 4 123 34 90183 1731 260561 75 1 125 35 61542 807 84853 31 4 27 36 101494 2452 294424 77 2 162 37 27570 829 101011 34 0 32 38 55813 1940 215641 46 0 64 39 79215 2662 325107 99 0 92 40 1423 186 7176 17 0 0 41 55461 1499 167542 66 2 83 42 31081 865 106408 30 1 41 43 22996 1793 96560 76 0 47 44 83122 2527 265769 146 2 120 45 70106 2747 269651 67 10 105 46 60578 1324 149112 56 6 79 47 39992 2702 175824 107 0 65 48 79892 1383 152871 58 5 70 49 49810 1179 111665 34 4 55 50 71570 2099 116408 61 1 39 51 100708 4308 362301 119 2 67 52 33032 918 78800 42 2 21 53 82875 1831 183167 66 0 127 54 139077 3373 277965 89 8 152 55 71595 1713 150629 44 3 113 56 72260 1438 168809 66 0 99 57 5950 496 24188 24 0 7 58 115762 2253 329267 259 8 141 59 32551 744 65029 17 5 21 60 31701 1161 101097 64 3 35 61 80670 2352 218946 41 1 109 62 143558 2144 244052 68 5 133 63 117105 4691 341570 168 1 123 64 23789 1112 103597 43 1 26 65 120733 2694 233328 132 5 230 66 105195 1973 256462 105 0 166 67 73107 1769 206161 71 12 68 68 132068 3148 311473 112 8 147 69 149193 2474 235800 94 8 179 70 46821 2084 177939 82 8 61 71 87011 1954 207176 70 8 101 72 95260 1226 196553 57 2 108 73 55183 1389 174184 53 0 90 74 106671 1496 143246 103 5 114 75 73511 2269 187559 121 8 103 76 92945 1833 187681 62 2 142 77 78664 1268 119016 52 5 79 78 70054 1943 182192 52 12 88 79 22618 893 73566 32 6 25 80 74011 1762 194979 62 7 83 81 83737 1403 167488 45 2 113 82 69094 1425 143756 46 0 118 83 93133 1857 275541 63 4 110 84 95536 1840 243199 75 3 129 85 225920 1502 182999 88 6 51 86 62133 1441 135649 46 2 93 87 61370 1420 152299 53 0 76 88 43836 1416 120221 37 1 49 89 106117 2970 346485 90 0 118 90 38692 1317 145790 63 5 38 91 84651 1644 193339 78 2 141 92 56622 870 80953 25 0 58 93 15986 1654 122774 45 0 27 94 95364 1054 130585 46 5 91 95 26706 937 112611 41 0 48 96 89691 3004 286468 144 1 63 97 67267 2008 241066 82 0 56 98 126846 2547 148446 91 1 144 99 41140 1885 204713 71 1 73 100 102860 1626 182079 63 2 168 101 51715 1468 140344 53 6 64 102 55801 2445 220516 62 1 97 103 111813 1964 243060 63 4 117 104 120293 1381 162765 32 2 100 105 138599 1369 182613 39 3 149 106 161647 1659 232138 62 0 187 107 115929 2888 265318 117 10 127 108 24266 1290 85574 34 0 37 109 162901 2845 310839 92 9 245 110 109825 1982 225060 93 7 87 111 129838 1904 232317 54 0 177 112 37510 1391 144966 144 0 49 113 43750 602 43287 14 4 49 114 40652 1743 155754 61 4 73 115 87771 1559 164709 109 0 177 116 85872 2014 201940 38 0 94 117 89275 2143 235454 73 0 117 118 44418 2146 220801 75 1 60 119 192565 874 99466 50 0 55 120 35232 1590 92661 61 1 39 121 40909 1590 133328 55 0 64 122 13294 1210 61361 77 0 26 123 32387 2072 125930 75 4 64 124 140867 1281 100750 72 0 58 125 120662 1401 224549 50 4 95 126 21233 834 82316 32 4 25 127 44332 1105 102010 53 3 26 128 61056 1272 101523 42 0 76 129 101338 1944 243511 71 0 129 130 1168 391 22938 10 0 11 131 13497 761 41566 35 5 2 132 65567 1605 152474 65 0 101 133 25162 530 61857 25 4 28 134 32334 1988 99923 66 0 36 135 40735 1386 132487 41 0 89 136 91413 2395 317394 86 1 193 137 855 387 21054 16 0 4 138 97068 1742 209641 42 5 84 139 44339 620 22648 19 0 23 140 14116 449 31414 19 0 39 141 10288 800 46698 45 0 14 142 65622 1684 131698 65 0 78 143 16563 1050 91735 35 0 14 144 76643 2699 244749 95 2 101 145 110681 1606 184510 49 7 82 146 29011 1502 79863 37 1 24 147 92696 1204 128423 64 8 36 148 94785 1138 97839 38 2 75 149 8773 568 38214 34 0 16 150 83209 1459 151101 32 2 55 151 93815 2158 272458 65 0 131 152 86687 1111 172494 52 0 131 153 34553 1421 108043 62 1 39 154 105547 2833 328107 65 3 144 155 103487 1955 250579 83 0 139 156 213688 2922 351067 95 3 211 157 71220 1002 158015 29 0 78 158 23517 1060 98866 18 0 50 159 56926 956 85439 33 0 39 160 91721 2186 229242 247 4 90 161 115168 3604 351619 139 4 166 162 111194 1035 84207 29 11 12 163 51009 1417 120445 118 0 57 164 135777 3261 324598 110 0 133 165 51513 1587 131069 67 4 69 166 74163 1424 204271 42 0 119 167 51633 1701 165543 65 1 119 168 75345 1249 141722 94 0 65 169 33416 946 116048 64 0 61 170 83305 1926 250047 81 0 49 171 98952 3352 299775 95 9 101 172 102372 1641 195838 67 1 196 173 37238 2035 173260 63 3 15 174 103772 2312 254488 83 10 136 175 123969 1369 104389 45 5 89 176 27142 1577 136084 30 0 40 177 135400 2201 199476 70 2 123 178 21399 961 92499 32 0 21 179 130115 1900 224330 83 1 163 180 24874 1254 135781 31 2 29 181 34988 1335 74408 67 4 35 182 45549 1597 81240 66 0 13 183 6023 207 14688 10 0 5 184 64466 1645 181633 70 2 96 185 54990 2429 271856 103 1 151 186 1644 151 7199 5 0 6 187 6179 474 46660 20 0 13 188 3926 141 17547 5 0 3 189 32755 1639 133368 36 1 56 190 34777 872 95227 34 0 23 191 73224 1318 152601 48 2 57 192 27114 1018 98146 40 0 14 193 20760 1383 79619 43 3 43 194 37636 1314 59194 31 6 20 195 65461 1335 139942 42 0 72 196 30080 1403 118612 46 2 87 197 24094 910 72880 33 0 21 198 69008 616 65475 18 2 56 199 54968 1407 99643 55 1 59 200 46090 771 71965 35 1 82 201 27507 766 77272 59 2 43 202 10672 473 49289 19 1 25 203 34029 1376 135131 66 0 38 204 46300 1232 108446 60 1 25 205 24760 1521 89746 36 3 38 206 18779 572 44296 25 0 12 207 21280 1059 77648 47 0 29 208 40662 1544 181528 54 0 47 209 28987 1230 134019 53 0 45 210 22827 1206 124064 40 1 40 211 18513 1205 92630 40 4 30 212 30594 1255 121848 39 0 41 213 24006 613 52915 14 0 25 214 27913 721 81872 45 0 23 215 42744 1109 58981 36 7 14 216 12934 740 53515 28 2 16 217 22574 1126 60812 44 0 26 218 41385 728 56375 30 7 21 219 18653 689 65490 22 3 27 220 18472 592 80949 17 0 9 221 30976 995 76302 31 0 33 222 63339 1613 104011 55 6 42 223 25568 2048 98104 54 2 68 224 33747 705 67989 21 0 32 225 4154 301 30989 14 0 6 226 19474 1803 135458 81 3 67 227 35130 799 73504 35 0 33 228 39067 861 63123 43 1 77 229 13310 1186 61254 46 1 46 230 65892 1451 74914 30 0 30 231 4143 628 31774 23 1 0 232 28579 1161 81437 38 0 36 233 51776 1463 87186 54 0 46 234 21152 742 50090 20 0 18 235 38084 979 65745 53 0 48 236 27717 675 56653 45 0 29 237 32928 1241 158399 39 0 28 238 11342 676 46455 20 0 34 239 19499 1049 73624 24 0 33 240 16380 620 38395 31 0 34 241 36874 1081 91899 35 0 33 242 48259 1688 139526 151 0 80 243 16734 736 52164 52 0 32 244 28207 617 51567 30 2 30 245 30143 812 70551 31 0 41 246 41369 1051 84856 29 1 41 247 45833 1656 102538 57 1 51 248 29156 705 86678 40 0 18 249 35944 945 85709 44 0 34 250 36278 554 34662 25 0 31 251 45588 1597 150580 77 0 39 252 45097 982 99611 35 0 54 253 3895 222 19349 11 0 14 254 28394 1212 99373 63 1 24 255 18632 1143 86230 44 0 24 256 2325 435 30837 19 0 8 257 25139 532 31706 13 0 26 258 27975 882 89806 42 0 19 259 14483 608 62088 38 1 11 260 13127 459 40151 29 0 14 261 5839 578 27634 20 0 1 262 24069 826 76990 27 0 39 263 3738 509 37460 20 0 5 264 18625 717 54157 19 0 37 265 36341 637 49862 37 0 32 266 24548 857 84337 26 0 38 267 21792 830 64175 42 0 47 268 26263 652 59382 49 0 47 269 23686 707 119308 30 0 37 270 49303 954 76702 49 0 51 271 25659 1461 103425 67 1 45 272 28904 672 70344 28 0 21 273 2781 778 43410 19 0 1 274 29236 1141 104838 49 1 42 275 19546 680 62215 27 0 26 276 22818 1090 69304 30 6 21 277 32689 616 53117 22 3 4 278 5752 285 19764 12 1 10 279 22197 1145 86680 31 2 43 280 20055 733 84105 20 0 34 281 25272 888 77945 20 0 31 282 82206 849 89113 39 0 19 283 32073 1182 91005 29 3 34 284 5444 528 40248 16 1 6 285 20154 642 64187 27 0 11 286 36944 947 50857 21 0 24 287 8019 819 56613 19 1 16 288 30884 757 62792 35 0 72 289 19540 894 72535 14 0 21 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) views time logins shared blogs 6408.279 -4.398 0.154 14.861 2501.742 453.184 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -55055 -11986 -5017 6962 158512 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 6408.27878 2928.18866 2.188 0.029452 * views -4.39793 4.38597 -1.003 0.316849 time 0.15396 0.04452 3.458 0.000628 *** logins 14.86116 61.12509 0.243 0.808083 shared 2501.74176 514.14152 4.866 1.9e-06 *** blogs 453.18415 47.45012 9.551 < 2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 22660 on 283 degrees of freedom Multiple R-squared: 0.6911, Adjusted R-squared: 0.6857 F-statistic: 126.7 on 5 and 283 DF, p-value: < 2.2e-16 > if (n > n25) { + kp3 <- k + 3 + nmkm3 <- n - k - 3 + gqarr <- array(NA, dim=c(nmkm3-kp3+1,3)) + numgqtests <- 0 + numsignificant1 <- 0 + numsignificant5 <- 0 + numsignificant10 <- 0 + for (mypoint in kp3:nmkm3) { + j <- 0 + numgqtests <- numgqtests + 1 + for (myalt in c('greater', 'two.sided', 'less')) { + j <- j + 1 + gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value + } + if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1 + if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1 + } + gqarr + } [,1] [,2] [,3] [1,] 3.770921e-01 7.541842e-01 6.229079e-01 [2,] 3.151905e-01 6.303811e-01 6.848095e-01 [3,] 5.069492e-01 9.861015e-01 4.930508e-01 [4,] 4.030550e-01 8.061100e-01 5.969450e-01 [5,] 3.626049e-01 7.252097e-01 6.373951e-01 [6,] 2.874461e-01 5.748922e-01 7.125539e-01 [7,] 3.461398e-01 6.922796e-01 6.538602e-01 [8,] 3.358667e-01 6.717334e-01 6.641333e-01 [9,] 2.535374e-01 5.070749e-01 7.464626e-01 [10,] 2.290529e-01 4.581057e-01 7.709471e-01 [11,] 4.241268e-01 8.482536e-01 5.758732e-01 [12,] 3.475081e-01 6.950162e-01 6.524919e-01 [13,] 2.768108e-01 5.536216e-01 7.231892e-01 [14,] 2.166021e-01 4.332042e-01 7.833979e-01 [15,] 1.839642e-01 3.679284e-01 8.160358e-01 [16,] 1.383053e-01 2.766106e-01 8.616947e-01 [17,] 1.019963e-01 2.039926e-01 8.980037e-01 [18,] 1.314009e-01 2.628017e-01 8.685991e-01 [19,] 1.102817e-01 2.205633e-01 8.897183e-01 [20,] 8.276750e-02 1.655350e-01 9.172325e-01 [21,] 6.131083e-02 1.226217e-01 9.386892e-01 [22,] 5.503104e-02 1.100621e-01 9.449690e-01 [23,] 4.006598e-02 8.013196e-02 9.599340e-01 [24,] 5.271458e-02 1.054292e-01 9.472854e-01 [25,] 6.089830e-02 1.217966e-01 9.391017e-01 [26,] 4.485941e-02 8.971882e-02 9.551406e-01 [27,] 4.831894e-02 9.663787e-02 9.516811e-01 [28,] 4.104063e-02 8.208125e-02 9.589594e-01 [29,] 3.122261e-02 6.244522e-02 9.687774e-01 [30,] 2.240418e-02 4.480836e-02 9.775958e-01 [31,] 1.815227e-02 3.630453e-02 9.818477e-01 [32,] 1.535927e-02 3.071853e-02 9.846407e-01 [33,] 1.227170e-02 2.454340e-02 9.877283e-01 [34,] 9.265949e-03 1.853190e-02 9.907341e-01 [35,] 9.155566e-03 1.831113e-02 9.908444e-01 [36,] 6.454688e-03 1.290938e-02 9.935453e-01 [37,] 9.079945e-03 1.815989e-02 9.909201e-01 [38,] 6.998275e-03 1.399655e-02 9.930017e-01 [39,] 5.253839e-03 1.050768e-02 9.947462e-01 [40,] 4.685033e-03 9.370066e-03 9.953150e-01 [41,] 3.228786e-03 6.457572e-03 9.967712e-01 [42,] 6.439178e-03 1.287836e-02 9.935608e-01 [43,] 1.120179e-02 2.240358e-02 9.887982e-01 [44,] 8.077064e-03 1.615413e-02 9.919229e-01 [45,] 5.959115e-03 1.191823e-02 9.940409e-01 [46,] 4.640816e-03 9.281633e-03 9.953592e-01 [47,] 4.246918e-03 8.493835e-03 9.957531e-01 [48,] 2.976470e-03 5.952939e-03 9.970235e-01 [49,] 2.307687e-03 4.615374e-03 9.976923e-01 [50,] 2.056557e-03 4.113114e-03 9.979434e-01 [51,] 1.423292e-03 2.846584e-03 9.985767e-01 [52,] 1.040497e-03 2.080994e-03 9.989595e-01 [53,] 7.119289e-04 1.423858e-03 9.992881e-01 [54,] 2.007214e-03 4.014428e-03 9.979928e-01 [55,] 1.653501e-03 3.307002e-03 9.983465e-01 [56,] 1.199743e-03 2.399487e-03 9.988003e-01 [57,] 2.205155e-03 4.410310e-03 9.977948e-01 [58,] 1.584348e-03 3.168696e-03 9.984157e-01 [59,] 1.289423e-03 2.578846e-03 9.987106e-01 [60,] 9.509174e-04 1.901835e-03 9.990491e-01 [61,] 8.171423e-04 1.634285e-03 9.991829e-01 [62,] 9.827509e-04 1.965502e-03 9.990172e-01 [63,] 7.084195e-04 1.416839e-03 9.992916e-01 [64,] 6.033362e-04 1.206672e-03 9.993967e-01 [65,] 4.736700e-04 9.473401e-04 9.995263e-01 [66,] 4.907668e-04 9.815337e-04 9.995092e-01 [67,] 4.579391e-04 9.158781e-04 9.995421e-01 [68,] 3.261688e-04 6.523376e-04 9.996738e-01 [69,] 2.469727e-04 4.939454e-04 9.997530e-01 [70,] 2.835377e-04 5.670753e-04 9.997165e-01 [71,] 2.504715e-04 5.009429e-04 9.997495e-01 [72,] 1.811926e-04 3.623852e-04 9.998188e-01 [73,] 1.221419e-04 2.442838e-04 9.998779e-01 [74,] 9.237088e-05 1.847418e-04 9.999076e-01 [75,] 6.568336e-05 1.313667e-04 9.999343e-01 [76,] 4.509738e-05 9.019476e-05 9.999549e-01 [77,] 8.986552e-01 2.026897e-01 1.013448e-01 [78,] 8.829124e-01 2.341753e-01 1.170876e-01 [79,] 8.638350e-01 2.723300e-01 1.361650e-01 [80,] 8.427858e-01 3.144284e-01 1.572142e-01 [81,] 8.217121e-01 3.565759e-01 1.782879e-01 [82,] 8.094106e-01 3.811788e-01 1.905894e-01 [83,] 7.930465e-01 4.139070e-01 2.069535e-01 [84,] 7.757796e-01 4.484408e-01 2.242204e-01 [85,] 7.633148e-01 4.733703e-01 2.366852e-01 [86,] 7.544431e-01 4.911139e-01 2.455569e-01 [87,] 7.397397e-01 5.205207e-01 2.602603e-01 [88,] 7.292437e-01 5.415126e-01 2.707563e-01 [89,] 7.004328e-01 5.991344e-01 2.995672e-01 [90,] 7.572170e-01 4.855659e-01 2.427830e-01 [91,] 7.635456e-01 4.729088e-01 2.364544e-01 [92,] 7.372578e-01 5.254844e-01 2.627422e-01 [93,] 7.217300e-01 5.565401e-01 2.782700e-01 [94,] 7.166077e-01 5.667845e-01 2.833923e-01 [95,] 6.983870e-01 6.032260e-01 3.016130e-01 [96,] 7.761676e-01 4.476649e-01 2.238324e-01 [97,] 8.074756e-01 3.850488e-01 1.925244e-01 [98,] 8.542640e-01 2.914720e-01 1.457360e-01 [99,] 8.342494e-01 3.315011e-01 1.657506e-01 [100,] 8.146786e-01 3.706428e-01 1.853214e-01 [101,] 7.998437e-01 4.003126e-01 2.001563e-01 [102,] 7.925146e-01 4.149708e-01 2.074854e-01 [103,] 7.775012e-01 4.449976e-01 2.224988e-01 [104,] 7.571253e-01 4.857494e-01 2.428747e-01 [105,] 7.290948e-01 5.418104e-01 2.709052e-01 [106,] 7.396700e-01 5.206599e-01 2.603300e-01 [107,] 7.331714e-01 5.336573e-01 2.668286e-01 [108,] 7.151077e-01 5.697847e-01 2.848923e-01 [109,] 6.851507e-01 6.296986e-01 3.148493e-01 [110,] 6.729572e-01 6.540857e-01 3.270428e-01 [111,] 9.999626e-01 7.472777e-05 3.736389e-05 [112,] 9.999472e-01 1.056751e-04 5.283753e-05 [113,] 9.999301e-01 1.397994e-04 6.989971e-05 [114,] 9.999106e-01 1.787313e-04 8.936565e-05 [115,] 9.999193e-01 1.613760e-04 8.068801e-05 [116,] 9.999999e-01 1.054605e-07 5.273025e-08 [117,] 1.000000e+00 7.067647e-08 3.533823e-08 [118,] 1.000000e+00 7.988226e-08 3.994113e-08 [119,] 9.999999e-01 1.255382e-07 6.276912e-08 [120,] 9.999999e-01 1.743407e-07 8.717037e-08 [121,] 9.999999e-01 2.597736e-07 1.298868e-07 [122,] 9.999998e-01 3.408218e-07 1.704109e-07 [123,] 9.999998e-01 4.484581e-07 2.242291e-07 [124,] 9.999997e-01 6.804590e-07 3.402295e-07 [125,] 9.999996e-01 8.743288e-07 4.371644e-07 [126,] 9.999993e-01 1.325113e-06 6.625564e-07 [127,] 9.999993e-01 1.422004e-06 7.110022e-07 [128,] 9.999998e-01 3.636436e-07 1.818218e-07 [129,] 9.999997e-01 5.156819e-07 2.578409e-07 [130,] 9.999996e-01 7.064770e-07 3.532385e-07 [131,] 9.999997e-01 5.222946e-07 2.611473e-07 [132,] 9.999997e-01 6.893485e-07 3.446742e-07 [133,] 9.999995e-01 1.015527e-06 5.077637e-07 [134,] 9.999993e-01 1.358366e-06 6.791832e-07 [135,] 9.999990e-01 1.996356e-06 9.981782e-07 [136,] 9.999986e-01 2.857975e-06 1.428987e-06 [137,] 9.999987e-01 2.687932e-06 1.343966e-06 [138,] 9.999980e-01 4.011974e-06 2.005987e-06 [139,] 9.999986e-01 2.727585e-06 1.363792e-06 [140,] 9.999995e-01 9.564760e-07 4.782380e-07 [141,] 9.999993e-01 1.367143e-06 6.835715e-07 [142,] 9.999995e-01 9.707071e-07 4.853535e-07 [143,] 9.999993e-01 1.460857e-06 7.304284e-07 [144,] 9.999989e-01 2.231037e-06 1.115518e-06 [145,] 9.999983e-01 3.363448e-06 1.681724e-06 [146,] 9.999980e-01 4.083063e-06 2.041532e-06 [147,] 9.999969e-01 6.151883e-06 3.075942e-06 [148,] 9.999999e-01 1.435167e-07 7.175836e-08 [149,] 9.999999e-01 1.901847e-07 9.509237e-08 [150,] 9.999999e-01 2.425865e-07 1.212932e-07 [151,] 9.999999e-01 1.962052e-07 9.810262e-08 [152,] 9.999998e-01 3.125835e-07 1.562917e-07 [153,] 9.999998e-01 3.937088e-07 1.968544e-07 [154,] 1.000000e+00 5.099458e-09 2.549729e-09 [155,] 1.000000e+00 8.498535e-09 4.249267e-09 [156,] 1.000000e+00 3.888559e-09 1.944280e-09 [157,] 1.000000e+00 6.166778e-09 3.083389e-09 [158,] 1.000000e+00 9.867065e-09 4.933532e-09 [159,] 1.000000e+00 7.014685e-09 3.507343e-09 [160,] 1.000000e+00 5.299789e-09 2.649894e-09 [161,] 1.000000e+00 7.438072e-09 3.719036e-09 [162,] 1.000000e+00 4.792370e-09 2.396185e-09 [163,] 1.000000e+00 8.112554e-09 4.056277e-09 [164,] 1.000000e+00 1.125021e-08 5.625104e-09 [165,] 1.000000e+00 1.908975e-08 9.544874e-09 [166,] 1.000000e+00 2.647970e-08 1.323985e-08 [167,] 1.000000e+00 2.961237e-10 1.480619e-10 [168,] 1.000000e+00 4.101260e-10 2.050630e-10 [169,] 1.000000e+00 3.794195e-12 1.897097e-12 [170,] 1.000000e+00 7.020101e-12 3.510051e-12 [171,] 1.000000e+00 2.255326e-13 1.127663e-13 [172,] 1.000000e+00 3.263818e-13 1.631909e-13 [173,] 1.000000e+00 6.530283e-13 3.265141e-13 [174,] 1.000000e+00 5.701140e-13 2.850570e-13 [175,] 1.000000e+00 1.068062e-12 5.340309e-13 [176,] 1.000000e+00 1.881976e-12 9.409880e-13 [177,] 1.000000e+00 2.263073e-13 1.131536e-13 [178,] 1.000000e+00 4.097074e-13 2.048537e-13 [179,] 1.000000e+00 6.251166e-13 3.125583e-13 [180,] 1.000000e+00 1.163406e-12 5.817028e-13 [181,] 1.000000e+00 1.691203e-12 8.456013e-13 [182,] 1.000000e+00 3.129939e-12 1.564969e-12 [183,] 1.000000e+00 1.718191e-12 8.590953e-13 [184,] 1.000000e+00 3.498497e-12 1.749249e-12 [185,] 1.000000e+00 4.158160e-12 2.079080e-12 [186,] 1.000000e+00 7.427614e-12 3.713807e-12 [187,] 1.000000e+00 6.931009e-12 3.465505e-12 [188,] 1.000000e+00 4.384279e-12 2.192139e-12 [189,] 1.000000e+00 8.983655e-12 4.491827e-12 [190,] 1.000000e+00 9.205904e-13 4.602952e-13 [191,] 1.000000e+00 1.061477e-12 5.307384e-13 [192,] 1.000000e+00 1.701074e-12 8.505369e-13 [193,] 1.000000e+00 3.320763e-12 1.660382e-12 [194,] 1.000000e+00 5.220409e-12 2.610205e-12 [195,] 1.000000e+00 1.048247e-11 5.241235e-12 [196,] 1.000000e+00 1.358933e-11 6.794663e-12 [197,] 1.000000e+00 2.124967e-11 1.062483e-11 [198,] 1.000000e+00 4.383879e-11 2.191940e-11 [199,] 1.000000e+00 8.185144e-11 4.092572e-11 [200,] 1.000000e+00 1.587031e-10 7.935153e-11 [201,] 1.000000e+00 2.571040e-10 1.285520e-10 [202,] 1.000000e+00 3.080075e-10 1.540037e-10 [203,] 1.000000e+00 3.166225e-10 1.583112e-10 [204,] 1.000000e+00 5.698191e-10 2.849096e-10 [205,] 1.000000e+00 1.119682e-09 5.598412e-10 [206,] 1.000000e+00 2.209744e-09 1.104872e-09 [207,] 1.000000e+00 2.874922e-09 1.437461e-09 [208,] 1.000000e+00 4.790037e-09 2.395018e-09 [209,] 1.000000e+00 9.308668e-09 4.654334e-09 [210,] 1.000000e+00 9.247015e-09 4.623508e-09 [211,] 1.000000e+00 1.662950e-08 8.314751e-09 [212,] 1.000000e+00 3.130251e-08 1.565125e-08 [213,] 1.000000e+00 5.965022e-08 2.982511e-08 [214,] 1.000000e+00 1.531980e-08 7.659898e-09 [215,] 1.000000e+00 1.272728e-08 6.363639e-09 [216,] 1.000000e+00 2.208630e-08 1.104315e-08 [217,] 1.000000e+00 3.823882e-08 1.911941e-08 [218,] 1.000000e+00 9.233336e-09 4.616668e-09 [219,] 1.000000e+00 1.615769e-08 8.078843e-09 [220,] 1.000000e+00 3.080046e-08 1.540023e-08 [221,] 1.000000e+00 2.245363e-08 1.122681e-08 [222,] 1.000000e+00 2.604971e-09 1.302486e-09 [223,] 1.000000e+00 4.879572e-09 2.439786e-09 [224,] 1.000000e+00 1.031481e-08 5.157406e-09 [225,] 1.000000e+00 1.049743e-08 5.248713e-09 [226,] 1.000000e+00 2.211954e-08 1.105977e-08 [227,] 1.000000e+00 3.969601e-08 1.984800e-08 [228,] 1.000000e+00 7.920473e-08 3.960236e-08 [229,] 9.999999e-01 1.239904e-07 6.199520e-08 [230,] 9.999999e-01 1.959105e-07 9.795527e-08 [231,] 9.999998e-01 3.420665e-07 1.710333e-07 [232,] 9.999997e-01 6.715834e-07 3.357917e-07 [233,] 9.999994e-01 1.271296e-06 6.356482e-07 [234,] 9.999990e-01 1.996994e-06 9.984970e-07 [235,] 9.999984e-01 3.182797e-06 1.591399e-06 [236,] 9.999970e-01 5.922078e-06 2.961039e-06 [237,] 9.999942e-01 1.155411e-05 5.777056e-06 [238,] 9.999915e-01 1.701742e-05 8.508708e-06 [239,] 9.999855e-01 2.897343e-05 1.448671e-05 [240,] 9.999725e-01 5.505914e-05 2.752957e-05 [241,] 9.999509e-01 9.825152e-05 4.912576e-05 [242,] 9.999534e-01 9.322982e-05 4.661491e-05 [243,] 9.999146e-01 1.708776e-04 8.543880e-05 [244,] 9.998683e-01 2.634152e-04 1.317076e-04 [245,] 9.997777e-01 4.445038e-04 2.222519e-04 [246,] 9.996286e-01 7.428045e-04 3.714022e-04 [247,] 9.994713e-01 1.057370e-03 5.286849e-04 [248,] 9.992313e-01 1.537403e-03 7.687013e-04 [249,] 9.989801e-01 2.039848e-03 1.019924e-03 [250,] 9.982778e-01 3.444411e-03 1.722205e-03 [251,] 9.976580e-01 4.683937e-03 2.341968e-03 [252,] 9.962909e-01 7.418139e-03 3.709070e-03 [253,] 9.942658e-01 1.146840e-02 5.734201e-03 [254,] 9.905761e-01 1.884787e-02 9.423935e-03 [255,] 9.884037e-01 2.319266e-02 1.159633e-02 [256,] 9.813780e-01 3.724405e-02 1.862203e-02 [257,] 9.741261e-01 5.174790e-02 2.587395e-02 [258,] 9.600291e-01 7.994181e-02 3.997091e-02 [259,] 9.427959e-01 1.144083e-01 5.720414e-02 [260,] 9.207024e-01 1.585952e-01 7.929759e-02 [261,] 9.227796e-01 1.544407e-01 7.722035e-02 [262,] 9.100115e-01 1.799770e-01 8.998852e-02 [263,] 9.218884e-01 1.562231e-01 7.811157e-02 [264,] 8.813353e-01 2.373294e-01 1.186647e-01 [265,] 8.762520e-01 2.474960e-01 1.237480e-01 [266,] 9.594449e-01 8.111027e-02 4.055514e-02 [267,] 9.512467e-01 9.750659e-02 4.875330e-02 [268,] 9.104733e-01 1.790533e-01 8.952667e-02 [269,] 8.992956e-01 2.014088e-01 1.007044e-01 [270,] 9.190796e-01 1.618408e-01 8.092040e-02 [271,] 9.066346e-01 1.867309e-01 9.336544e-02 [272,] 8.046082e-01 3.907836e-01 1.953918e-01 > postscript(file="/var/wessaorg/rcomp/tmp/13w9j1354822986.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/2pgd31354822986.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3ir1s1354822986.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4n4zz1354822986.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5k9m91354822986.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 = 289 Frequency = 1 1 2 3 4 5 6 5592.0125 6962.0098 -18967.5542 10581.8339 -13337.8825 30913.2914 7 8 9 10 11 12 867.8744 10389.9867 -13300.9007 42547.7330 -4209.1456 -27777.0209 13 14 15 16 17 18 -8986.4601 -8594.7422 -23966.8244 -35286.0208 -3537.3066 20586.5061 19 20 21 22 23 24 17567.5342 16505.5657 5362.9658 10945.9214 -38995.0909 -3912.0781 25 26 27 28 29 30 9695.0395 -8432.6164 17114.1559 -10397.1235 -11010.2203 -13684.2001 31 32 33 34 35 36 -6124.8411 25028.5261 -18341.5793 -8993.4974 22915.0138 -19024.5093 37 38 39 40 41 42 -5751.4988 -4951.3763 -8704.5549 -5524.7406 -13748.6143 -9434.0647 43 44 45 46 47 48 -12822.5398 -14646.5487 -39334.8281 -14609.3372 -12650.5366 10936.0713 49 50 51 52 53 54 -4042.7456 35388.0225 20329.8404 3384.2357 -2216.7890 14486.1113 55 56 57 58 59 60 -9839.8067 339.5786 -5529.9143 -19194.5354 -2875.4790 -9484.2404 61 62 63 64 65 66 -1611.9996 35211.2053 17998.2806 -8602.4204 -28453.8149 -8810.7489 67 68 69 70 71 72 -19155.0219 3252.7084 14829.9355 -26694.7553 -9526.9261 9187.2856 73 74 75 76 77 78 -13508.6171 19085.0737 -20285.5797 -4574.7820 10425.2277 -26533.7706 79 80 81 82 83 84 -18004.9635 -10715.4990 830.0587 -7339.6417 -8324.8494 -7304.2425 85 86 87 88 89 90 158511.7576 -6655.9788 2528.7711 -111.9953 4611.5540 -15036.3949 91 92 93 94 95 96 -14355.7058 14919.9633 -14955.4518 19053.8336 -15281.4649 19196.3484 97 98 99 100 101 102 5977.6516 39671.4657 -25135.6857 -6505.3027 -14646.7448 -21187.5885 103 104 105 106 107 108 12654.3033 44101.0593 34486.6388 41127.4544 -2937.7092 -6917.2524 109 110 111 112 113 114 -13765.8160 19161.2594 15019.1180 -9446.1540 903.6422 -26066.9436 115 116 117 118 119 120 -18973.4184 14065.8787 1932.9282 -17354.8298 149018.2664 467.6305 121 122 123 124 125 126 -8855.2669 -10167.1913 -24422.6399 97226.0366 32040.5207 -15993.1316 127 128 129 130 131 132 7002.0378 9544.9623 6471.7755 -12185.9236 -9899.2888 -3995.4935 133 134 135 136 137 138 -11506.7022 1988.9166 -20918.5088 -44573.4324 -9143.3275 14843.6635 139 140 141 142 143 144 26464.8907 -13110.7385 -6805.0190 10028.9079 -6215.9451 -7764.3905 145 146 147 148 149 150 27526.6394 2984.4580 34530.7920 38760.9840 -8777.0138 29549.2055 151 152 153 154 155 156 -5384.0286 -1532.7327 -3337.7351 -12647.9189 2870.7687 61540.3396 157 158 159 160 161 162 9110.6861 -16377.8636 23403.1177 5167.6182 -16827.6077 62984.4933 163 164 165 166 167 168 4703.4294 31826.1478 -10367.8806 -11985.8339 -30178.4878 21755.9073 169 170 171 172 173 174 -15294.2541 23459.4325 -8567.6896 -19292.5660 -2135.3205 -19533.8767 175 176 177 178 179 180 53998.6179 -11855.8126 46174.2743 -5016.6937 19920.0892 -15531.0115 181 182 183 184 185 186 -3869.2149 26784.0481 -4150.8448 -12221.8443 -55054.6536 -8001.9802 187 188 189 190 191 192 -11517.1795 -5997.6134 -15393.8334 6613.7898 17569.0068 3132.9603 193 194 195 196 197 198 -19455.4777 3358.0982 10124.6741 -33533.9321 459.7457 24578.8379 199 200 201 202 203 204 9349.3261 -8190.3873 -12796.6851 -15358.4358 -5334.7031 13890.3100 205 206 207 208 209 210 -14037.7954 2256.6636 -6266.5869 -9006.5836 -13826.6878 -18602.1650 211 212 213 214 215 216 -21054.2822 -8215.0664 609.0527 978.4023 7740.3745 -11129.6706 217 218 219 220 221 222 -681.6733 2023.8690 -14876.2690 -2127.1321 1780.2216 13149.2116 223 224 225 226 227 228 -23560.1918 5157.5107 -8628.8149 -38932.6169 5443.5709 -11309.2039 229 230 231 232 233 234 -21344.9962 40289.7903 -7238.9408 -2140.9017 16729.5206 1840.4521 235 236 237 238 239 240 3318.5316 1743.7789 -5678.7353 -14951.1029 -8942.9500 -9081.9200 241 242 243 244 245 246 5595.6420 -10706.1490 -9743.3894 -2471.9966 -2597.6326 5005.0157 247 248 249 250 251 252 4459.4387 3751.3171 4433.6186 12549.2791 4201.0116 2679.0195 253 254 255 256 257 258 -11024.0147 -2298.1440 -7555.9650 -10825.7644 4212.8932 2384.2483 259 260 261 262 263 264 -6862.0687 -4219.9396 -3032.2904 -8635.6147 -8762.3217 -10018.3001 265 266 267 268 269 270 10005.5554 -8683.3978 -12770.3812 -8448.2970 -15195.5782 11440.5059 271 272 273 274 275 276 -14138.2288 4687.7943 -7624.7598 -10559.0615 -5634.5188 -14439.9237 277 278 279 280 281 282 11166.8985 -9657.7061 -17472.2395 -11784.1179 -3577.4763 56621.3964 283 284 285 286 287 288 -6492.7671 -10297.4905 1300.5076 15681.9718 -13538.7187 -15012.0749 289 -3829.1419 > postscript(file="/var/wessaorg/rcomp/tmp/6m5ei1354822986.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 = 289 Frequency = 1 lag(myerror, k = 1) myerror 0 5592.0125 NA 1 6962.0098 5592.0125 2 -18967.5542 6962.0098 3 10581.8339 -18967.5542 4 -13337.8825 10581.8339 5 30913.2914 -13337.8825 6 867.8744 30913.2914 7 10389.9867 867.8744 8 -13300.9007 10389.9867 9 42547.7330 -13300.9007 10 -4209.1456 42547.7330 11 -27777.0209 -4209.1456 12 -8986.4601 -27777.0209 13 -8594.7422 -8986.4601 14 -23966.8244 -8594.7422 15 -35286.0208 -23966.8244 16 -3537.3066 -35286.0208 17 20586.5061 -3537.3066 18 17567.5342 20586.5061 19 16505.5657 17567.5342 20 5362.9658 16505.5657 21 10945.9214 5362.9658 22 -38995.0909 10945.9214 23 -3912.0781 -38995.0909 24 9695.0395 -3912.0781 25 -8432.6164 9695.0395 26 17114.1559 -8432.6164 27 -10397.1235 17114.1559 28 -11010.2203 -10397.1235 29 -13684.2001 -11010.2203 30 -6124.8411 -13684.2001 31 25028.5261 -6124.8411 32 -18341.5793 25028.5261 33 -8993.4974 -18341.5793 34 22915.0138 -8993.4974 35 -19024.5093 22915.0138 36 -5751.4988 -19024.5093 37 -4951.3763 -5751.4988 38 -8704.5549 -4951.3763 39 -5524.7406 -8704.5549 40 -13748.6143 -5524.7406 41 -9434.0647 -13748.6143 42 -12822.5398 -9434.0647 43 -14646.5487 -12822.5398 44 -39334.8281 -14646.5487 45 -14609.3372 -39334.8281 46 -12650.5366 -14609.3372 47 10936.0713 -12650.5366 48 -4042.7456 10936.0713 49 35388.0225 -4042.7456 50 20329.8404 35388.0225 51 3384.2357 20329.8404 52 -2216.7890 3384.2357 53 14486.1113 -2216.7890 54 -9839.8067 14486.1113 55 339.5786 -9839.8067 56 -5529.9143 339.5786 57 -19194.5354 -5529.9143 58 -2875.4790 -19194.5354 59 -9484.2404 -2875.4790 60 -1611.9996 -9484.2404 61 35211.2053 -1611.9996 62 17998.2806 35211.2053 63 -8602.4204 17998.2806 64 -28453.8149 -8602.4204 65 -8810.7489 -28453.8149 66 -19155.0219 -8810.7489 67 3252.7084 -19155.0219 68 14829.9355 3252.7084 69 -26694.7553 14829.9355 70 -9526.9261 -26694.7553 71 9187.2856 -9526.9261 72 -13508.6171 9187.2856 73 19085.0737 -13508.6171 74 -20285.5797 19085.0737 75 -4574.7820 -20285.5797 76 10425.2277 -4574.7820 77 -26533.7706 10425.2277 78 -18004.9635 -26533.7706 79 -10715.4990 -18004.9635 80 830.0587 -10715.4990 81 -7339.6417 830.0587 82 -8324.8494 -7339.6417 83 -7304.2425 -8324.8494 84 158511.7576 -7304.2425 85 -6655.9788 158511.7576 86 2528.7711 -6655.9788 87 -111.9953 2528.7711 88 4611.5540 -111.9953 89 -15036.3949 4611.5540 90 -14355.7058 -15036.3949 91 14919.9633 -14355.7058 92 -14955.4518 14919.9633 93 19053.8336 -14955.4518 94 -15281.4649 19053.8336 95 19196.3484 -15281.4649 96 5977.6516 19196.3484 97 39671.4657 5977.6516 98 -25135.6857 39671.4657 99 -6505.3027 -25135.6857 100 -14646.7448 -6505.3027 101 -21187.5885 -14646.7448 102 12654.3033 -21187.5885 103 44101.0593 12654.3033 104 34486.6388 44101.0593 105 41127.4544 34486.6388 106 -2937.7092 41127.4544 107 -6917.2524 -2937.7092 108 -13765.8160 -6917.2524 109 19161.2594 -13765.8160 110 15019.1180 19161.2594 111 -9446.1540 15019.1180 112 903.6422 -9446.1540 113 -26066.9436 903.6422 114 -18973.4184 -26066.9436 115 14065.8787 -18973.4184 116 1932.9282 14065.8787 117 -17354.8298 1932.9282 118 149018.2664 -17354.8298 119 467.6305 149018.2664 120 -8855.2669 467.6305 121 -10167.1913 -8855.2669 122 -24422.6399 -10167.1913 123 97226.0366 -24422.6399 124 32040.5207 97226.0366 125 -15993.1316 32040.5207 126 7002.0378 -15993.1316 127 9544.9623 7002.0378 128 6471.7755 9544.9623 129 -12185.9236 6471.7755 130 -9899.2888 -12185.9236 131 -3995.4935 -9899.2888 132 -11506.7022 -3995.4935 133 1988.9166 -11506.7022 134 -20918.5088 1988.9166 135 -44573.4324 -20918.5088 136 -9143.3275 -44573.4324 137 14843.6635 -9143.3275 138 26464.8907 14843.6635 139 -13110.7385 26464.8907 140 -6805.0190 -13110.7385 141 10028.9079 -6805.0190 142 -6215.9451 10028.9079 143 -7764.3905 -6215.9451 144 27526.6394 -7764.3905 145 2984.4580 27526.6394 146 34530.7920 2984.4580 147 38760.9840 34530.7920 148 -8777.0138 38760.9840 149 29549.2055 -8777.0138 150 -5384.0286 29549.2055 151 -1532.7327 -5384.0286 152 -3337.7351 -1532.7327 153 -12647.9189 -3337.7351 154 2870.7687 -12647.9189 155 61540.3396 2870.7687 156 9110.6861 61540.3396 157 -16377.8636 9110.6861 158 23403.1177 -16377.8636 159 5167.6182 23403.1177 160 -16827.6077 5167.6182 161 62984.4933 -16827.6077 162 4703.4294 62984.4933 163 31826.1478 4703.4294 164 -10367.8806 31826.1478 165 -11985.8339 -10367.8806 166 -30178.4878 -11985.8339 167 21755.9073 -30178.4878 168 -15294.2541 21755.9073 169 23459.4325 -15294.2541 170 -8567.6896 23459.4325 171 -19292.5660 -8567.6896 172 -2135.3205 -19292.5660 173 -19533.8767 -2135.3205 174 53998.6179 -19533.8767 175 -11855.8126 53998.6179 176 46174.2743 -11855.8126 177 -5016.6937 46174.2743 178 19920.0892 -5016.6937 179 -15531.0115 19920.0892 180 -3869.2149 -15531.0115 181 26784.0481 -3869.2149 182 -4150.8448 26784.0481 183 -12221.8443 -4150.8448 184 -55054.6536 -12221.8443 185 -8001.9802 -55054.6536 186 -11517.1795 -8001.9802 187 -5997.6134 -11517.1795 188 -15393.8334 -5997.6134 189 6613.7898 -15393.8334 190 17569.0068 6613.7898 191 3132.9603 17569.0068 192 -19455.4777 3132.9603 193 3358.0982 -19455.4777 194 10124.6741 3358.0982 195 -33533.9321 10124.6741 196 459.7457 -33533.9321 197 24578.8379 459.7457 198 9349.3261 24578.8379 199 -8190.3873 9349.3261 200 -12796.6851 -8190.3873 201 -15358.4358 -12796.6851 202 -5334.7031 -15358.4358 203 13890.3100 -5334.7031 204 -14037.7954 13890.3100 205 2256.6636 -14037.7954 206 -6266.5869 2256.6636 207 -9006.5836 -6266.5869 208 -13826.6878 -9006.5836 209 -18602.1650 -13826.6878 210 -21054.2822 -18602.1650 211 -8215.0664 -21054.2822 212 609.0527 -8215.0664 213 978.4023 609.0527 214 7740.3745 978.4023 215 -11129.6706 7740.3745 216 -681.6733 -11129.6706 217 2023.8690 -681.6733 218 -14876.2690 2023.8690 219 -2127.1321 -14876.2690 220 1780.2216 -2127.1321 221 13149.2116 1780.2216 222 -23560.1918 13149.2116 223 5157.5107 -23560.1918 224 -8628.8149 5157.5107 225 -38932.6169 -8628.8149 226 5443.5709 -38932.6169 227 -11309.2039 5443.5709 228 -21344.9962 -11309.2039 229 40289.7903 -21344.9962 230 -7238.9408 40289.7903 231 -2140.9017 -7238.9408 232 16729.5206 -2140.9017 233 1840.4521 16729.5206 234 3318.5316 1840.4521 235 1743.7789 3318.5316 236 -5678.7353 1743.7789 237 -14951.1029 -5678.7353 238 -8942.9500 -14951.1029 239 -9081.9200 -8942.9500 240 5595.6420 -9081.9200 241 -10706.1490 5595.6420 242 -9743.3894 -10706.1490 243 -2471.9966 -9743.3894 244 -2597.6326 -2471.9966 245 5005.0157 -2597.6326 246 4459.4387 5005.0157 247 3751.3171 4459.4387 248 4433.6186 3751.3171 249 12549.2791 4433.6186 250 4201.0116 12549.2791 251 2679.0195 4201.0116 252 -11024.0147 2679.0195 253 -2298.1440 -11024.0147 254 -7555.9650 -2298.1440 255 -10825.7644 -7555.9650 256 4212.8932 -10825.7644 257 2384.2483 4212.8932 258 -6862.0687 2384.2483 259 -4219.9396 -6862.0687 260 -3032.2904 -4219.9396 261 -8635.6147 -3032.2904 262 -8762.3217 -8635.6147 263 -10018.3001 -8762.3217 264 10005.5554 -10018.3001 265 -8683.3978 10005.5554 266 -12770.3812 -8683.3978 267 -8448.2970 -12770.3812 268 -15195.5782 -8448.2970 269 11440.5059 -15195.5782 270 -14138.2288 11440.5059 271 4687.7943 -14138.2288 272 -7624.7598 4687.7943 273 -10559.0615 -7624.7598 274 -5634.5188 -10559.0615 275 -14439.9237 -5634.5188 276 11166.8985 -14439.9237 277 -9657.7061 11166.8985 278 -17472.2395 -9657.7061 279 -11784.1179 -17472.2395 280 -3577.4763 -11784.1179 281 56621.3964 -3577.4763 282 -6492.7671 56621.3964 283 -10297.4905 -6492.7671 284 1300.5076 -10297.4905 285 15681.9718 1300.5076 286 -13538.7187 15681.9718 287 -15012.0749 -13538.7187 288 -3829.1419 -15012.0749 289 NA -3829.1419 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 6962.0098 5592.0125 [2,] -18967.5542 6962.0098 [3,] 10581.8339 -18967.5542 [4,] -13337.8825 10581.8339 [5,] 30913.2914 -13337.8825 [6,] 867.8744 30913.2914 [7,] 10389.9867 867.8744 [8,] -13300.9007 10389.9867 [9,] 42547.7330 -13300.9007 [10,] -4209.1456 42547.7330 [11,] -27777.0209 -4209.1456 [12,] -8986.4601 -27777.0209 [13,] -8594.7422 -8986.4601 [14,] -23966.8244 -8594.7422 [15,] -35286.0208 -23966.8244 [16,] -3537.3066 -35286.0208 [17,] 20586.5061 -3537.3066 [18,] 17567.5342 20586.5061 [19,] 16505.5657 17567.5342 [20,] 5362.9658 16505.5657 [21,] 10945.9214 5362.9658 [22,] -38995.0909 10945.9214 [23,] -3912.0781 -38995.0909 [24,] 9695.0395 -3912.0781 [25,] -8432.6164 9695.0395 [26,] 17114.1559 -8432.6164 [27,] -10397.1235 17114.1559 [28,] -11010.2203 -10397.1235 [29,] -13684.2001 -11010.2203 [30,] -6124.8411 -13684.2001 [31,] 25028.5261 -6124.8411 [32,] -18341.5793 25028.5261 [33,] -8993.4974 -18341.5793 [34,] 22915.0138 -8993.4974 [35,] -19024.5093 22915.0138 [36,] -5751.4988 -19024.5093 [37,] -4951.3763 -5751.4988 [38,] -8704.5549 -4951.3763 [39,] -5524.7406 -8704.5549 [40,] -13748.6143 -5524.7406 [41,] -9434.0647 -13748.6143 [42,] -12822.5398 -9434.0647 [43,] -14646.5487 -12822.5398 [44,] -39334.8281 -14646.5487 [45,] -14609.3372 -39334.8281 [46,] -12650.5366 -14609.3372 [47,] 10936.0713 -12650.5366 [48,] -4042.7456 10936.0713 [49,] 35388.0225 -4042.7456 [50,] 20329.8404 35388.0225 [51,] 3384.2357 20329.8404 [52,] -2216.7890 3384.2357 [53,] 14486.1113 -2216.7890 [54,] -9839.8067 14486.1113 [55,] 339.5786 -9839.8067 [56,] -5529.9143 339.5786 [57,] -19194.5354 -5529.9143 [58,] -2875.4790 -19194.5354 [59,] -9484.2404 -2875.4790 [60,] -1611.9996 -9484.2404 [61,] 35211.2053 -1611.9996 [62,] 17998.2806 35211.2053 [63,] -8602.4204 17998.2806 [64,] -28453.8149 -8602.4204 [65,] -8810.7489 -28453.8149 [66,] -19155.0219 -8810.7489 [67,] 3252.7084 -19155.0219 [68,] 14829.9355 3252.7084 [69,] -26694.7553 14829.9355 [70,] -9526.9261 -26694.7553 [71,] 9187.2856 -9526.9261 [72,] -13508.6171 9187.2856 [73,] 19085.0737 -13508.6171 [74,] -20285.5797 19085.0737 [75,] -4574.7820 -20285.5797 [76,] 10425.2277 -4574.7820 [77,] -26533.7706 10425.2277 [78,] -18004.9635 -26533.7706 [79,] -10715.4990 -18004.9635 [80,] 830.0587 -10715.4990 [81,] -7339.6417 830.0587 [82,] -8324.8494 -7339.6417 [83,] -7304.2425 -8324.8494 [84,] 158511.7576 -7304.2425 [85,] -6655.9788 158511.7576 [86,] 2528.7711 -6655.9788 [87,] -111.9953 2528.7711 [88,] 4611.5540 -111.9953 [89,] -15036.3949 4611.5540 [90,] -14355.7058 -15036.3949 [91,] 14919.9633 -14355.7058 [92,] -14955.4518 14919.9633 [93,] 19053.8336 -14955.4518 [94,] -15281.4649 19053.8336 [95,] 19196.3484 -15281.4649 [96,] 5977.6516 19196.3484 [97,] 39671.4657 5977.6516 [98,] -25135.6857 39671.4657 [99,] -6505.3027 -25135.6857 [100,] -14646.7448 -6505.3027 [101,] -21187.5885 -14646.7448 [102,] 12654.3033 -21187.5885 [103,] 44101.0593 12654.3033 [104,] 34486.6388 44101.0593 [105,] 41127.4544 34486.6388 [106,] -2937.7092 41127.4544 [107,] -6917.2524 -2937.7092 [108,] -13765.8160 -6917.2524 [109,] 19161.2594 -13765.8160 [110,] 15019.1180 19161.2594 [111,] -9446.1540 15019.1180 [112,] 903.6422 -9446.1540 [113,] -26066.9436 903.6422 [114,] -18973.4184 -26066.9436 [115,] 14065.8787 -18973.4184 [116,] 1932.9282 14065.8787 [117,] -17354.8298 1932.9282 [118,] 149018.2664 -17354.8298 [119,] 467.6305 149018.2664 [120,] -8855.2669 467.6305 [121,] -10167.1913 -8855.2669 [122,] -24422.6399 -10167.1913 [123,] 97226.0366 -24422.6399 [124,] 32040.5207 97226.0366 [125,] -15993.1316 32040.5207 [126,] 7002.0378 -15993.1316 [127,] 9544.9623 7002.0378 [128,] 6471.7755 9544.9623 [129,] -12185.9236 6471.7755 [130,] -9899.2888 -12185.9236 [131,] -3995.4935 -9899.2888 [132,] -11506.7022 -3995.4935 [133,] 1988.9166 -11506.7022 [134,] -20918.5088 1988.9166 [135,] -44573.4324 -20918.5088 [136,] -9143.3275 -44573.4324 [137,] 14843.6635 -9143.3275 [138,] 26464.8907 14843.6635 [139,] -13110.7385 26464.8907 [140,] -6805.0190 -13110.7385 [141,] 10028.9079 -6805.0190 [142,] -6215.9451 10028.9079 [143,] -7764.3905 -6215.9451 [144,] 27526.6394 -7764.3905 [145,] 2984.4580 27526.6394 [146,] 34530.7920 2984.4580 [147,] 38760.9840 34530.7920 [148,] -8777.0138 38760.9840 [149,] 29549.2055 -8777.0138 [150,] -5384.0286 29549.2055 [151,] -1532.7327 -5384.0286 [152,] -3337.7351 -1532.7327 [153,] -12647.9189 -3337.7351 [154,] 2870.7687 -12647.9189 [155,] 61540.3396 2870.7687 [156,] 9110.6861 61540.3396 [157,] -16377.8636 9110.6861 [158,] 23403.1177 -16377.8636 [159,] 5167.6182 23403.1177 [160,] -16827.6077 5167.6182 [161,] 62984.4933 -16827.6077 [162,] 4703.4294 62984.4933 [163,] 31826.1478 4703.4294 [164,] -10367.8806 31826.1478 [165,] -11985.8339 -10367.8806 [166,] -30178.4878 -11985.8339 [167,] 21755.9073 -30178.4878 [168,] -15294.2541 21755.9073 [169,] 23459.4325 -15294.2541 [170,] -8567.6896 23459.4325 [171,] -19292.5660 -8567.6896 [172,] -2135.3205 -19292.5660 [173,] -19533.8767 -2135.3205 [174,] 53998.6179 -19533.8767 [175,] -11855.8126 53998.6179 [176,] 46174.2743 -11855.8126 [177,] -5016.6937 46174.2743 [178,] 19920.0892 -5016.6937 [179,] -15531.0115 19920.0892 [180,] -3869.2149 -15531.0115 [181,] 26784.0481 -3869.2149 [182,] -4150.8448 26784.0481 [183,] -12221.8443 -4150.8448 [184,] -55054.6536 -12221.8443 [185,] -8001.9802 -55054.6536 [186,] -11517.1795 -8001.9802 [187,] -5997.6134 -11517.1795 [188,] -15393.8334 -5997.6134 [189,] 6613.7898 -15393.8334 [190,] 17569.0068 6613.7898 [191,] 3132.9603 17569.0068 [192,] -19455.4777 3132.9603 [193,] 3358.0982 -19455.4777 [194,] 10124.6741 3358.0982 [195,] -33533.9321 10124.6741 [196,] 459.7457 -33533.9321 [197,] 24578.8379 459.7457 [198,] 9349.3261 24578.8379 [199,] -8190.3873 9349.3261 [200,] -12796.6851 -8190.3873 [201,] -15358.4358 -12796.6851 [202,] -5334.7031 -15358.4358 [203,] 13890.3100 -5334.7031 [204,] -14037.7954 13890.3100 [205,] 2256.6636 -14037.7954 [206,] -6266.5869 2256.6636 [207,] -9006.5836 -6266.5869 [208,] -13826.6878 -9006.5836 [209,] -18602.1650 -13826.6878 [210,] -21054.2822 -18602.1650 [211,] -8215.0664 -21054.2822 [212,] 609.0527 -8215.0664 [213,] 978.4023 609.0527 [214,] 7740.3745 978.4023 [215,] -11129.6706 7740.3745 [216,] -681.6733 -11129.6706 [217,] 2023.8690 -681.6733 [218,] -14876.2690 2023.8690 [219,] -2127.1321 -14876.2690 [220,] 1780.2216 -2127.1321 [221,] 13149.2116 1780.2216 [222,] -23560.1918 13149.2116 [223,] 5157.5107 -23560.1918 [224,] -8628.8149 5157.5107 [225,] -38932.6169 -8628.8149 [226,] 5443.5709 -38932.6169 [227,] -11309.2039 5443.5709 [228,] -21344.9962 -11309.2039 [229,] 40289.7903 -21344.9962 [230,] -7238.9408 40289.7903 [231,] -2140.9017 -7238.9408 [232,] 16729.5206 -2140.9017 [233,] 1840.4521 16729.5206 [234,] 3318.5316 1840.4521 [235,] 1743.7789 3318.5316 [236,] -5678.7353 1743.7789 [237,] -14951.1029 -5678.7353 [238,] -8942.9500 -14951.1029 [239,] -9081.9200 -8942.9500 [240,] 5595.6420 -9081.9200 [241,] -10706.1490 5595.6420 [242,] -9743.3894 -10706.1490 [243,] -2471.9966 -9743.3894 [244,] -2597.6326 -2471.9966 [245,] 5005.0157 -2597.6326 [246,] 4459.4387 5005.0157 [247,] 3751.3171 4459.4387 [248,] 4433.6186 3751.3171 [249,] 12549.2791 4433.6186 [250,] 4201.0116 12549.2791 [251,] 2679.0195 4201.0116 [252,] -11024.0147 2679.0195 [253,] -2298.1440 -11024.0147 [254,] -7555.9650 -2298.1440 [255,] -10825.7644 -7555.9650 [256,] 4212.8932 -10825.7644 [257,] 2384.2483 4212.8932 [258,] -6862.0687 2384.2483 [259,] -4219.9396 -6862.0687 [260,] -3032.2904 -4219.9396 [261,] -8635.6147 -3032.2904 [262,] -8762.3217 -8635.6147 [263,] -10018.3001 -8762.3217 [264,] 10005.5554 -10018.3001 [265,] -8683.3978 10005.5554 [266,] -12770.3812 -8683.3978 [267,] -8448.2970 -12770.3812 [268,] -15195.5782 -8448.2970 [269,] 11440.5059 -15195.5782 [270,] -14138.2288 11440.5059 [271,] 4687.7943 -14138.2288 [272,] -7624.7598 4687.7943 [273,] -10559.0615 -7624.7598 [274,] -5634.5188 -10559.0615 [275,] -14439.9237 -5634.5188 [276,] 11166.8985 -14439.9237 [277,] -9657.7061 11166.8985 [278,] -17472.2395 -9657.7061 [279,] -11784.1179 -17472.2395 [280,] -3577.4763 -11784.1179 [281,] 56621.3964 -3577.4763 [282,] -6492.7671 56621.3964 [283,] -10297.4905 -6492.7671 [284,] 1300.5076 -10297.4905 [285,] 15681.9718 1300.5076 [286,] -13538.7187 15681.9718 [287,] -15012.0749 -13538.7187 [288,] -3829.1419 -15012.0749 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 6962.0098 5592.0125 2 -18967.5542 6962.0098 3 10581.8339 -18967.5542 4 -13337.8825 10581.8339 5 30913.2914 -13337.8825 6 867.8744 30913.2914 7 10389.9867 867.8744 8 -13300.9007 10389.9867 9 42547.7330 -13300.9007 10 -4209.1456 42547.7330 11 -27777.0209 -4209.1456 12 -8986.4601 -27777.0209 13 -8594.7422 -8986.4601 14 -23966.8244 -8594.7422 15 -35286.0208 -23966.8244 16 -3537.3066 -35286.0208 17 20586.5061 -3537.3066 18 17567.5342 20586.5061 19 16505.5657 17567.5342 20 5362.9658 16505.5657 21 10945.9214 5362.9658 22 -38995.0909 10945.9214 23 -3912.0781 -38995.0909 24 9695.0395 -3912.0781 25 -8432.6164 9695.0395 26 17114.1559 -8432.6164 27 -10397.1235 17114.1559 28 -11010.2203 -10397.1235 29 -13684.2001 -11010.2203 30 -6124.8411 -13684.2001 31 25028.5261 -6124.8411 32 -18341.5793 25028.5261 33 -8993.4974 -18341.5793 34 22915.0138 -8993.4974 35 -19024.5093 22915.0138 36 -5751.4988 -19024.5093 37 -4951.3763 -5751.4988 38 -8704.5549 -4951.3763 39 -5524.7406 -8704.5549 40 -13748.6143 -5524.7406 41 -9434.0647 -13748.6143 42 -12822.5398 -9434.0647 43 -14646.5487 -12822.5398 44 -39334.8281 -14646.5487 45 -14609.3372 -39334.8281 46 -12650.5366 -14609.3372 47 10936.0713 -12650.5366 48 -4042.7456 10936.0713 49 35388.0225 -4042.7456 50 20329.8404 35388.0225 51 3384.2357 20329.8404 52 -2216.7890 3384.2357 53 14486.1113 -2216.7890 54 -9839.8067 14486.1113 55 339.5786 -9839.8067 56 -5529.9143 339.5786 57 -19194.5354 -5529.9143 58 -2875.4790 -19194.5354 59 -9484.2404 -2875.4790 60 -1611.9996 -9484.2404 61 35211.2053 -1611.9996 62 17998.2806 35211.2053 63 -8602.4204 17998.2806 64 -28453.8149 -8602.4204 65 -8810.7489 -28453.8149 66 -19155.0219 -8810.7489 67 3252.7084 -19155.0219 68 14829.9355 3252.7084 69 -26694.7553 14829.9355 70 -9526.9261 -26694.7553 71 9187.2856 -9526.9261 72 -13508.6171 9187.2856 73 19085.0737 -13508.6171 74 -20285.5797 19085.0737 75 -4574.7820 -20285.5797 76 10425.2277 -4574.7820 77 -26533.7706 10425.2277 78 -18004.9635 -26533.7706 79 -10715.4990 -18004.9635 80 830.0587 -10715.4990 81 -7339.6417 830.0587 82 -8324.8494 -7339.6417 83 -7304.2425 -8324.8494 84 158511.7576 -7304.2425 85 -6655.9788 158511.7576 86 2528.7711 -6655.9788 87 -111.9953 2528.7711 88 4611.5540 -111.9953 89 -15036.3949 4611.5540 90 -14355.7058 -15036.3949 91 14919.9633 -14355.7058 92 -14955.4518 14919.9633 93 19053.8336 -14955.4518 94 -15281.4649 19053.8336 95 19196.3484 -15281.4649 96 5977.6516 19196.3484 97 39671.4657 5977.6516 98 -25135.6857 39671.4657 99 -6505.3027 -25135.6857 100 -14646.7448 -6505.3027 101 -21187.5885 -14646.7448 102 12654.3033 -21187.5885 103 44101.0593 12654.3033 104 34486.6388 44101.0593 105 41127.4544 34486.6388 106 -2937.7092 41127.4544 107 -6917.2524 -2937.7092 108 -13765.8160 -6917.2524 109 19161.2594 -13765.8160 110 15019.1180 19161.2594 111 -9446.1540 15019.1180 112 903.6422 -9446.1540 113 -26066.9436 903.6422 114 -18973.4184 -26066.9436 115 14065.8787 -18973.4184 116 1932.9282 14065.8787 117 -17354.8298 1932.9282 118 149018.2664 -17354.8298 119 467.6305 149018.2664 120 -8855.2669 467.6305 121 -10167.1913 -8855.2669 122 -24422.6399 -10167.1913 123 97226.0366 -24422.6399 124 32040.5207 97226.0366 125 -15993.1316 32040.5207 126 7002.0378 -15993.1316 127 9544.9623 7002.0378 128 6471.7755 9544.9623 129 -12185.9236 6471.7755 130 -9899.2888 -12185.9236 131 -3995.4935 -9899.2888 132 -11506.7022 -3995.4935 133 1988.9166 -11506.7022 134 -20918.5088 1988.9166 135 -44573.4324 -20918.5088 136 -9143.3275 -44573.4324 137 14843.6635 -9143.3275 138 26464.8907 14843.6635 139 -13110.7385 26464.8907 140 -6805.0190 -13110.7385 141 10028.9079 -6805.0190 142 -6215.9451 10028.9079 143 -7764.3905 -6215.9451 144 27526.6394 -7764.3905 145 2984.4580 27526.6394 146 34530.7920 2984.4580 147 38760.9840 34530.7920 148 -8777.0138 38760.9840 149 29549.2055 -8777.0138 150 -5384.0286 29549.2055 151 -1532.7327 -5384.0286 152 -3337.7351 -1532.7327 153 -12647.9189 -3337.7351 154 2870.7687 -12647.9189 155 61540.3396 2870.7687 156 9110.6861 61540.3396 157 -16377.8636 9110.6861 158 23403.1177 -16377.8636 159 5167.6182 23403.1177 160 -16827.6077 5167.6182 161 62984.4933 -16827.6077 162 4703.4294 62984.4933 163 31826.1478 4703.4294 164 -10367.8806 31826.1478 165 -11985.8339 -10367.8806 166 -30178.4878 -11985.8339 167 21755.9073 -30178.4878 168 -15294.2541 21755.9073 169 23459.4325 -15294.2541 170 -8567.6896 23459.4325 171 -19292.5660 -8567.6896 172 -2135.3205 -19292.5660 173 -19533.8767 -2135.3205 174 53998.6179 -19533.8767 175 -11855.8126 53998.6179 176 46174.2743 -11855.8126 177 -5016.6937 46174.2743 178 19920.0892 -5016.6937 179 -15531.0115 19920.0892 180 -3869.2149 -15531.0115 181 26784.0481 -3869.2149 182 -4150.8448 26784.0481 183 -12221.8443 -4150.8448 184 -55054.6536 -12221.8443 185 -8001.9802 -55054.6536 186 -11517.1795 -8001.9802 187 -5997.6134 -11517.1795 188 -15393.8334 -5997.6134 189 6613.7898 -15393.8334 190 17569.0068 6613.7898 191 3132.9603 17569.0068 192 -19455.4777 3132.9603 193 3358.0982 -19455.4777 194 10124.6741 3358.0982 195 -33533.9321 10124.6741 196 459.7457 -33533.9321 197 24578.8379 459.7457 198 9349.3261 24578.8379 199 -8190.3873 9349.3261 200 -12796.6851 -8190.3873 201 -15358.4358 -12796.6851 202 -5334.7031 -15358.4358 203 13890.3100 -5334.7031 204 -14037.7954 13890.3100 205 2256.6636 -14037.7954 206 -6266.5869 2256.6636 207 -9006.5836 -6266.5869 208 -13826.6878 -9006.5836 209 -18602.1650 -13826.6878 210 -21054.2822 -18602.1650 211 -8215.0664 -21054.2822 212 609.0527 -8215.0664 213 978.4023 609.0527 214 7740.3745 978.4023 215 -11129.6706 7740.3745 216 -681.6733 -11129.6706 217 2023.8690 -681.6733 218 -14876.2690 2023.8690 219 -2127.1321 -14876.2690 220 1780.2216 -2127.1321 221 13149.2116 1780.2216 222 -23560.1918 13149.2116 223 5157.5107 -23560.1918 224 -8628.8149 5157.5107 225 -38932.6169 -8628.8149 226 5443.5709 -38932.6169 227 -11309.2039 5443.5709 228 -21344.9962 -11309.2039 229 40289.7903 -21344.9962 230 -7238.9408 40289.7903 231 -2140.9017 -7238.9408 232 16729.5206 -2140.9017 233 1840.4521 16729.5206 234 3318.5316 1840.4521 235 1743.7789 3318.5316 236 -5678.7353 1743.7789 237 -14951.1029 -5678.7353 238 -8942.9500 -14951.1029 239 -9081.9200 -8942.9500 240 5595.6420 -9081.9200 241 -10706.1490 5595.6420 242 -9743.3894 -10706.1490 243 -2471.9966 -9743.3894 244 -2597.6326 -2471.9966 245 5005.0157 -2597.6326 246 4459.4387 5005.0157 247 3751.3171 4459.4387 248 4433.6186 3751.3171 249 12549.2791 4433.6186 250 4201.0116 12549.2791 251 2679.0195 4201.0116 252 -11024.0147 2679.0195 253 -2298.1440 -11024.0147 254 -7555.9650 -2298.1440 255 -10825.7644 -7555.9650 256 4212.8932 -10825.7644 257 2384.2483 4212.8932 258 -6862.0687 2384.2483 259 -4219.9396 -6862.0687 260 -3032.2904 -4219.9396 261 -8635.6147 -3032.2904 262 -8762.3217 -8635.6147 263 -10018.3001 -8762.3217 264 10005.5554 -10018.3001 265 -8683.3978 10005.5554 266 -12770.3812 -8683.3978 267 -8448.2970 -12770.3812 268 -15195.5782 -8448.2970 269 11440.5059 -15195.5782 270 -14138.2288 11440.5059 271 4687.7943 -14138.2288 272 -7624.7598 4687.7943 273 -10559.0615 -7624.7598 274 -5634.5188 -10559.0615 275 -14439.9237 -5634.5188 276 11166.8985 -14439.9237 277 -9657.7061 11166.8985 278 -17472.2395 -9657.7061 279 -11784.1179 -17472.2395 280 -3577.4763 -11784.1179 281 56621.3964 -3577.4763 282 -6492.7671 56621.3964 283 -10297.4905 -6492.7671 284 1300.5076 -10297.4905 285 15681.9718 1300.5076 286 -13538.7187 15681.9718 287 -15012.0749 -13538.7187 288 -3829.1419 -15012.0749 > 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/7w68s1354822986.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/8hq2d1354822986.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/9gjyd1354822986.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/10gw6w1354822986.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11k2zk1354822986.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12nmi41354822986.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13y5ke1354822986.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14ngct1354822986.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/15x7a31354822986.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/16fl2q1354822986.tab") + } > > try(system("convert tmp/13w9j1354822986.ps tmp/13w9j1354822986.png",intern=TRUE)) character(0) > try(system("convert tmp/2pgd31354822986.ps tmp/2pgd31354822986.png",intern=TRUE)) character(0) > try(system("convert tmp/3ir1s1354822986.ps tmp/3ir1s1354822986.png",intern=TRUE)) character(0) > try(system("convert tmp/4n4zz1354822986.ps tmp/4n4zz1354822986.png",intern=TRUE)) character(0) > try(system("convert tmp/5k9m91354822986.ps tmp/5k9m91354822986.png",intern=TRUE)) character(0) > try(system("convert tmp/6m5ei1354822986.ps tmp/6m5ei1354822986.png",intern=TRUE)) character(0) > try(system("convert tmp/7w68s1354822986.ps tmp/7w68s1354822986.png",intern=TRUE)) character(0) > try(system("convert tmp/8hq2d1354822986.ps tmp/8hq2d1354822986.png",intern=TRUE)) character(0) > try(system("convert tmp/9gjyd1354822986.ps tmp/9gjyd1354822986.png",intern=TRUE)) character(0) > try(system("convert tmp/10gw6w1354822986.ps tmp/10gw6w1354822986.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 12.026 1.310 13.332