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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+ ,44 + ,17 + ,16) + ,dim=c(6 + ,289) + ,dimnames=list(c('pageviews' + ,'RFC' + ,'logins' + ,'compendiumviews' + ,'bloggedcomputations' + ,'compendiumsreviewed') + ,1:289)) > y <- array(NA,dim=c(6,289),dimnames=list(c('pageviews','RFC','logins','compendiumviews','bloggedcomputations','compendiumsreviewed'),1:289)) > 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 = '5' > 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 bloggedcomputations pageviews RFC logins compendiumviews 1 79 1418 210907 56 81 2 58 869 120982 56 55 3 60 1530 176508 54 50 4 108 2172 179321 89 125 5 49 901 123185 40 40 6 0 463 52746 25 37 7 121 3201 385534 92 63 8 1 371 33170 18 44 9 20 1192 101645 63 88 10 43 1583 149061 44 66 11 69 1439 165446 33 57 12 78 1764 237213 84 74 13 86 1495 173326 88 49 14 44 1373 133131 55 52 15 104 2187 258873 60 88 16 63 1491 180083 66 36 17 158 4041 324799 154 108 18 102 1706 230964 53 43 19 77 2152 236785 119 75 20 82 1036 135473 41 32 21 115 1882 202925 61 44 22 101 1929 215147 58 85 23 80 2242 344297 75 86 24 50 1220 153935 33 56 25 83 1289 132943 40 50 26 123 2515 174724 92 135 27 73 2147 174415 100 63 28 81 2352 225548 112 81 29 105 1638 223632 73 52 30 47 1222 124817 40 44 31 105 1812 221698 45 113 32 94 1677 210767 60 39 33 44 1579 170266 62 73 34 114 1731 260561 75 48 35 38 807 84853 31 33 36 107 2452 294424 77 59 37 30 829 101011 34 41 38 71 1940 215641 46 69 39 84 2662 325107 99 64 40 0 186 7176 17 1 41 59 1499 167542 66 59 42 33 865 106408 30 32 43 42 1793 96560 76 129 44 96 2527 265769 146 37 45 106 2747 269651 67 31 46 56 1324 149112 56 65 47 57 2702 175824 107 107 48 59 1383 152871 58 74 49 39 1179 111665 34 54 50 34 2099 116408 61 76 51 76 4308 362301 119 715 52 20 918 78800 42 57 53 91 1831 183167 66 66 54 115 3373 277965 89 106 55 85 1713 150629 44 54 56 76 1438 168809 66 32 57 8 496 24188 24 20 58 79 2253 329267 259 71 59 21 744 65029 17 21 60 30 1161 101097 64 70 61 76 2352 218946 41 112 62 101 2144 244052 68 66 63 94 4691 341570 168 190 64 27 1112 103597 43 66 65 92 2694 233328 132 165 66 123 1973 256462 105 56 67 75 1769 206161 71 61 68 128 3148 311473 112 53 69 105 2474 235800 94 127 70 55 2084 177939 82 63 71 56 1954 207176 70 38 72 41 1226 196553 57 50 73 72 1389 174184 53 52 74 67 1496 143246 103 42 75 75 2269 187559 121 76 76 114 1833 187681 62 67 77 118 1268 119016 52 50 78 77 1943 182192 52 53 79 22 893 73566 32 39 80 66 1762 194979 62 50 81 69 1403 167488 45 77 82 105 1425 143756 46 57 83 116 1857 275541 63 73 84 88 1840 243199 75 34 85 73 1502 182999 88 39 86 99 1441 135649 46 46 87 62 1420 152299 53 63 88 53 1416 120221 37 35 89 118 2970 346485 90 106 90 30 1317 145790 63 43 91 100 1644 193339 78 47 92 49 870 80953 25 31 93 24 1654 122774 45 162 94 67 1054 130585 46 57 95 46 937 112611 41 36 96 57 3004 286468 144 263 97 75 2008 241066 82 78 98 135 2547 148446 91 63 99 68 1885 204713 71 54 100 124 1626 182079 63 63 101 33 1468 140344 53 77 102 98 2445 220516 62 79 103 58 1964 243060 63 110 104 68 1381 162765 32 56 105 81 1369 182613 39 56 106 131 1659 232138 62 43 107 110 2888 265318 117 111 108 37 1290 85574 34 71 109 130 2845 310839 92 62 110 93 1982 225060 93 56 111 118 1904 232317 54 74 112 39 1391 144966 144 60 113 13 602 43287 14 43 114 74 1743 155754 61 68 115 81 1559 164709 109 53 116 109 2014 201940 38 87 117 151 2143 235454 73 46 118 51 2146 220801 75 105 119 28 874 99466 50 32 120 40 1590 92661 61 133 121 56 1590 133328 55 79 122 27 1210 61361 77 51 123 37 2072 125930 75 207 124 83 1281 100750 72 67 125 54 1401 224549 50 47 126 27 834 82316 32 34 127 28 1105 102010 53 66 128 59 1272 101523 42 76 129 133 1944 243511 71 65 130 12 391 22938 10 9 131 0 761 41566 35 42 132 106 1605 152474 65 45 133 23 530 61857 25 25 134 44 1988 99923 66 115 135 71 1386 132487 41 97 136 116 2395 317394 86 53 137 4 387 21054 16 2 138 62 1742 209641 42 52 139 12 620 22648 19 44 140 18 449 31414 19 22 141 14 800 46698 45 35 142 60 1684 131698 65 74 143 7 1050 91735 35 103 144 98 2699 244749 95 144 145 64 1606 184510 49 60 146 29 1502 79863 37 134 147 32 1204 128423 64 89 148 25 1138 97839 38 42 149 16 568 38214 34 52 150 48 1459 151101 32 98 151 100 2158 272458 65 99 152 46 1111 172494 52 52 153 45 1421 108043 62 29 154 129 2833 328107 65 125 155 130 1955 250579 83 106 156 136 2922 351067 95 95 157 59 1002 158015 29 40 158 25 1060 98866 18 140 159 32 956 85439 33 43 160 63 2186 229242 247 128 161 95 3604 351619 139 142 162 14 1035 84207 29 73 163 36 1417 120445 118 72 164 113 3261 324598 110 128 165 47 1587 131069 67 61 166 92 1424 204271 42 73 167 70 1701 165543 65 148 168 19 1249 141722 94 64 169 50 946 116048 64 45 170 41 1926 250047 81 58 171 91 3352 299775 95 97 172 111 1641 195838 67 50 173 41 2035 173260 63 37 174 120 2312 254488 83 50 175 135 1369 104389 45 105 176 27 1577 136084 30 69 177 87 2201 199476 70 46 178 25 961 92499 32 57 179 131 1900 224330 83 52 180 45 1254 135781 31 98 181 29 1335 74408 67 61 182 58 1597 81240 66 89 183 4 207 14688 10 0 184 47 1645 181633 70 48 185 109 2429 271856 103 91 186 7 151 7199 5 0 187 12 474 46660 20 7 188 0 141 17547 5 3 189 37 1639 133368 36 54 190 37 872 95227 34 70 191 46 1318 152601 48 36 192 15 1018 98146 40 37 193 42 1383 79619 43 123 194 7 1314 59194 31 247 195 54 1335 139942 42 46 196 54 1403 118612 46 72 197 14 910 72880 33 41 198 16 616 65475 18 24 199 33 1407 99643 55 45 200 32 771 71965 35 33 201 21 766 77272 59 27 202 15 473 49289 19 36 203 38 1376 135131 66 87 204 22 1232 108446 60 90 205 28 1521 89746 36 114 206 10 572 44296 25 31 207 31 1059 77648 47 45 208 32 1544 181528 54 69 209 32 1230 134019 53 51 210 43 1206 124064 40 34 211 27 1205 92630 40 60 212 37 1255 121848 39 45 213 20 613 52915 14 54 214 32 721 81872 45 25 215 0 1109 58981 36 38 216 5 740 53515 28 52 217 26 1126 60812 44 67 218 10 728 56375 30 74 219 27 689 65490 22 38 220 11 592 80949 17 30 221 29 995 76302 31 26 222 25 1613 104011 55 67 223 55 2048 98104 54 132 224 23 705 67989 21 42 225 5 301 30989 14 35 226 43 1803 135458 81 118 227 23 799 73504 35 68 228 34 861 63123 43 43 229 36 1186 61254 46 76 230 35 1451 74914 30 64 231 0 628 31774 23 48 232 37 1161 81437 38 64 233 28 1463 87186 54 56 234 16 742 50090 20 71 235 26 979 65745 53 75 236 38 675 56653 45 39 237 23 1241 158399 39 42 238 22 676 46455 20 39 239 30 1049 73624 24 93 240 16 620 38395 31 38 241 18 1081 91899 35 60 242 28 1688 139526 151 71 243 32 736 52164 52 52 244 21 617 51567 30 27 245 23 812 70551 31 59 246 29 1051 84856 29 40 247 50 1656 102538 57 79 248 12 705 86678 40 44 249 21 945 85709 44 65 250 18 554 34662 25 10 251 27 1597 150580 77 124 252 41 982 99611 35 81 253 13 222 19349 11 15 254 12 1212 99373 63 92 255 21 1143 86230 44 42 256 8 435 30837 19 10 257 26 532 31706 13 24 258 27 882 89806 42 64 259 13 608 62088 38 45 260 16 459 40151 29 22 261 2 578 27634 20 56 262 42 826 76990 27 94 263 5 509 37460 20 19 264 37 717 54157 19 35 265 17 637 49862 37 32 266 38 857 84337 26 35 267 37 830 64175 42 48 268 29 652 59382 49 49 269 32 707 119308 30 48 270 35 954 76702 49 62 271 17 1461 103425 67 96 272 20 672 70344 28 45 273 7 778 43410 19 63 274 46 1141 104838 49 71 275 24 680 62215 27 26 276 40 1090 69304 30 48 277 3 616 53117 22 29 278 10 285 19764 12 19 279 37 1145 86680 31 45 280 17 733 84105 20 45 281 28 888 77945 20 67 282 19 849 89113 39 30 283 29 1182 91005 29 36 284 8 528 40248 16 34 285 10 642 64187 27 36 286 15 947 50857 21 34 287 15 819 56613 19 37 288 28 757 62792 35 46 289 17 894 72535 14 44 compendiumsreviewed 1 30 2 28 3 38 4 30 5 22 6 26 7 25 8 18 9 11 10 26 11 25 12 38 13 44 14 30 15 40 16 34 17 47 18 30 19 31 20 23 21 36 22 36 23 30 24 25 25 39 26 34 27 31 28 31 29 33 30 25 31 33 32 35 33 42 34 43 35 30 36 33 37 13 38 32 39 36 40 0 41 28 42 14 43 17 44 32 45 30 46 35 47 20 48 28 49 28 50 39 51 34 52 26 53 39 54 39 55 33 56 28 57 4 58 39 59 18 60 14 61 29 62 44 63 21 64 16 65 28 66 35 67 28 68 38 69 23 70 36 71 32 72 29 73 25 74 27 75 36 76 28 77 23 78 40 79 23 80 40 81 28 82 34 83 33 84 28 85 34 86 30 87 33 88 22 89 38 90 26 91 35 92 8 93 24 94 29 95 20 96 29 97 45 98 37 99 33 100 33 101 25 102 32 103 29 104 28 105 28 106 31 107 52 108 21 109 24 110 41 111 33 112 32 113 19 114 20 115 31 116 31 117 32 118 18 119 23 120 17 121 20 122 12 123 17 124 30 125 31 126 10 127 13 128 22 129 42 130 1 131 9 132 32 133 11 134 25 135 36 136 31 137 0 138 24 139 13 140 8 141 13 142 19 143 18 144 33 145 40 146 22 147 38 148 24 149 8 150 35 151 43 152 43 153 14 154 41 155 38 156 45 157 31 158 13 159 28 160 31 161 40 162 30 163 16 164 37 165 30 166 35 167 32 168 27 169 20 170 18 171 31 172 31 173 21 174 39 175 41 176 13 177 32 178 18 179 39 180 14 181 7 182 17 183 0 184 30 185 37 186 0 187 5 188 1 189 16 190 32 191 24 192 17 193 11 194 24 195 22 196 12 197 19 198 13 199 17 200 15 201 16 202 24 203 15 204 17 205 18 206 20 207 16 208 16 209 18 210 22 211 8 212 17 213 18 214 16 215 23 216 22 217 13 218 13 219 16 220 16 221 20 222 22 223 17 224 18 225 17 226 12 227 7 228 17 229 14 230 23 231 17 232 14 233 15 234 17 235 21 236 18 237 18 238 17 239 17 240 16 241 15 242 21 243 16 244 14 245 15 246 17 247 15 248 15 249 10 250 6 251 22 252 21 253 1 254 18 255 17 256 4 257 10 258 16 259 16 260 9 261 16 262 17 263 7 264 15 265 14 266 14 267 18 268 12 269 16 270 21 271 19 272 16 273 1 274 16 275 10 276 19 277 12 278 2 279 14 280 17 281 19 282 14 283 11 284 4 285 16 286 20 287 12 288 15 289 16 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) pageviews RFC -9.8388026 0.0183670 0.0001883 logins compendiumviews compendiumsreviewed -0.1230046 -0.1255536 1.0768570 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -41.580 -12.423 -0.295 9.008 74.610 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -9.839e+00 2.840e+00 -3.464 0.000615 *** pageviews 1.837e-02 4.052e-03 4.532 8.61e-06 *** RFC 1.883e-04 3.451e-05 5.454 1.07e-07 *** logins -1.230e-01 4.933e-02 -2.493 0.013226 * compendiumviews -1.256e-01 2.604e-02 -4.822 2.32e-06 *** compendiumsreviewed 1.077e+00 1.563e-01 6.891 3.59e-11 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 18.29 on 283 degrees of freedom Multiple R-squared: 0.7586, Adjusted R-squared: 0.7543 F-statistic: 177.8 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,] 0.6076288 7.847423e-01 3.923712e-01 [2,] 0.4431879 8.863758e-01 5.568121e-01 [3,] 0.5073631 9.852738e-01 4.926369e-01 [4,] 0.5147168 9.705664e-01 4.852832e-01 [5,] 0.4564148 9.128296e-01 5.435852e-01 [6,] 0.3615017 7.230034e-01 6.384983e-01 [7,] 0.2712388 5.424775e-01 7.287612e-01 [8,] 0.1946439 3.892878e-01 8.053561e-01 [9,] 0.1349973 2.699946e-01 8.650027e-01 [10,] 0.2461525 4.923050e-01 7.538475e-01 [11,] 0.2262561 4.525122e-01 7.737439e-01 [12,] 0.5732528 8.534945e-01 4.267472e-01 [13,] 0.6806829 6.386343e-01 3.193171e-01 [14,] 0.6242610 7.514779e-01 3.757390e-01 [15,] 0.7058536 5.882928e-01 2.941464e-01 [16,] 0.6486615 7.026769e-01 3.513385e-01 [17,] 0.6024728 7.950545e-01 3.975272e-01 [18,] 0.6424540 7.150920e-01 3.575460e-01 [19,] 0.5949852 8.100296e-01 4.050148e-01 [20,] 0.5428464 9.143073e-01 4.571536e-01 [21,] 0.6198773 7.602455e-01 3.801227e-01 [22,] 0.5646128 8.707744e-01 4.353872e-01 [23,] 0.5270335 9.459330e-01 4.729665e-01 [24,] 0.4878373 9.756745e-01 5.121627e-01 [25,] 0.7246337 5.507325e-01 2.753663e-01 [26,] 0.7133481 5.733038e-01 2.866519e-01 [27,] 0.6676383 6.647235e-01 3.323617e-01 [28,] 0.6174962 7.650075e-01 3.825038e-01 [29,] 0.5703667 8.592666e-01 4.296333e-01 [30,] 0.5730632 8.538736e-01 4.269368e-01 [31,] 0.6773287 6.453426e-01 3.226713e-01 [32,] 0.6584926 6.830147e-01 3.415074e-01 [33,] 0.6140217 7.719567e-01 3.859783e-01 [34,] 0.5654008 8.691983e-01 4.345992e-01 [35,] 0.5339906 9.320187e-01 4.660094e-01 [36,] 0.4854462 9.708925e-01 5.145538e-01 [37,] 0.4374990 8.749979e-01 5.625010e-01 [38,] 0.4056377 8.112754e-01 5.943623e-01 [39,] 0.4195384 8.390768e-01 5.804616e-01 [40,] 0.3731586 7.463173e-01 6.268414e-01 [41,] 0.3545430 7.090861e-01 6.454570e-01 [42,] 0.5524264 8.951472e-01 4.475736e-01 [43,] 0.5816961 8.366077e-01 4.183039e-01 [44,] 0.5719340 8.561321e-01 4.280660e-01 [45,] 0.5373315 9.253370e-01 4.626685e-01 [46,] 0.4959439 9.918877e-01 5.040561e-01 [47,] 0.4782796 9.565591e-01 5.217204e-01 [48,] 0.4474152 8.948304e-01 5.525848e-01 [49,] 0.4076553 8.153105e-01 5.923447e-01 [50,] 0.3978758 7.957516e-01 6.021242e-01 [51,] 0.3673587 7.347174e-01 6.326413e-01 [52,] 0.3271788 6.543577e-01 6.728212e-01 [53,] 0.3030985 6.061969e-01 6.969015e-01 [54,] 0.2680280 5.360561e-01 7.319720e-01 [55,] 0.2922918 5.845837e-01 7.077082e-01 [56,] 0.2605012 5.210024e-01 7.394988e-01 [57,] 0.2551610 5.103221e-01 7.448390e-01 [58,] 0.3281917 6.563833e-01 6.718083e-01 [59,] 0.2914724 5.829447e-01 7.085276e-01 [60,] 0.2586370 5.172740e-01 7.413630e-01 [61,] 0.3084765 6.169530e-01 6.915235e-01 [62,] 0.3506822 7.013644e-01 6.493178e-01 [63,] 0.4098265 8.196529e-01 5.901735e-01 [64,] 0.4515330 9.030660e-01 5.484670e-01 [65,] 0.4249675 8.499350e-01 5.750325e-01 [66,] 0.4021826 8.043653e-01 5.978174e-01 [67,] 0.3684625 7.369251e-01 6.315375e-01 [68,] 0.5272565 9.454870e-01 4.727435e-01 [69,] 0.9056868 1.886265e-01 9.431323e-02 [70,] 0.8963557 2.072886e-01 1.036443e-01 [71,] 0.8901046 2.197908e-01 1.098954e-01 [72,] 0.8954834 2.090332e-01 1.045166e-01 [73,] 0.8796539 2.406922e-01 1.203461e-01 [74,] 0.9282300 1.435401e-01 7.177004e-02 [75,] 0.9318519 1.362962e-01 6.814811e-02 [76,] 0.9187549 1.624901e-01 8.124506e-02 [77,] 0.9038766 1.922469e-01 9.612345e-02 [78,] 0.9380778 1.238444e-01 6.192221e-02 [79,] 0.9267180 1.465641e-01 7.328205e-02 [80,] 0.9131761 1.736479e-01 8.682395e-02 [81,] 0.9004198 1.991605e-01 9.958024e-02 [82,] 0.9175946 1.648109e-01 8.240544e-02 [83,] 0.9206504 1.586992e-01 7.934958e-02 [84,] 0.9283727 1.432547e-01 7.162734e-02 [85,] 0.9307453 1.385095e-01 6.925475e-02 [86,] 0.9250221 1.499557e-01 7.497787e-02 [87,] 0.9121371 1.757258e-01 8.786290e-02 [88,] 0.9178925 1.642150e-01 8.210750e-02 [89,] 0.9279398 1.441203e-01 7.206017e-02 [90,] 0.9761100 4.778010e-02 2.389005e-02 [91,] 0.9744269 5.114625e-02 2.557313e-02 [92,] 0.9933269 1.334615e-02 6.673077e-03 [93,] 0.9939597 1.208050e-02 6.040252e-03 [94,] 0.9923791 1.524181e-02 7.620905e-03 [95,] 0.9934415 1.311690e-02 6.558451e-03 [96,] 0.9916681 1.666386e-02 8.331931e-03 [97,] 0.9905014 1.899730e-02 9.498649e-03 [98,] 0.9973790 5.242069e-03 2.621035e-03 [99,] 0.9968029 6.394196e-03 3.197098e-03 [100,] 0.9959111 8.177726e-03 4.088863e-03 [101,] 0.9963172 7.365663e-03 3.682831e-03 [102,] 0.9952454 9.509268e-03 4.754634e-03 [103,] 0.9968144 6.371261e-03 3.185630e-03 [104,] 0.9963821 7.235863e-03 3.617932e-03 [105,] 0.9957400 8.520072e-03 4.260036e-03 [106,] 0.9954915 9.017075e-03 4.508538e-03 [107,] 0.9954109 9.178227e-03 4.589114e-03 [108,] 0.9964858 7.028364e-03 3.514182e-03 [109,] 0.9997577 4.845733e-04 2.422867e-04 [110,] 0.9997515 4.969496e-04 2.484748e-04 [111,] 0.9997009 5.981622e-04 2.990811e-04 [112,] 0.9996122 7.755743e-04 3.877871e-04 [113,] 0.9994956 1.008825e-03 5.044124e-04 [114,] 0.9993327 1.334524e-03 6.672618e-04 [115,] 0.9991044 1.791158e-03 8.955788e-04 [116,] 0.9996104 7.791220e-04 3.895610e-04 [117,] 0.9996997 6.005275e-04 3.002637e-04 [118,] 0.9995946 8.107742e-04 4.053871e-04 [119,] 0.9994541 1.091782e-03 5.458909e-04 [120,] 0.9994378 1.124381e-03 5.621905e-04 [121,] 0.9997727 4.546450e-04 2.273225e-04 [122,] 0.9997172 5.656202e-04 2.828101e-04 [123,] 0.9996765 6.469325e-04 3.234662e-04 [124,] 0.9999092 1.815866e-04 9.079328e-05 [125,] 0.9998765 2.469603e-04 1.234802e-04 [126,] 0.9998350 3.299622e-04 1.649811e-04 [127,] 0.9997986 4.027201e-04 2.013601e-04 [128,] 0.9997532 4.935778e-04 2.467889e-04 [129,] 0.9996673 6.653283e-04 3.326641e-04 [130,] 0.9996084 7.831460e-04 3.915730e-04 [131,] 0.9994724 1.055129e-03 5.275646e-04 [132,] 0.9993455 1.308936e-03 6.544681e-04 [133,] 0.9991390 1.722082e-03 8.610408e-04 [134,] 0.9989975 2.004966e-03 1.002483e-03 [135,] 0.9991934 1.613196e-03 8.065982e-04 [136,] 0.9989995 2.001016e-03 1.000508e-03 [137,] 0.9989639 2.072247e-03 1.036124e-03 [138,] 0.9986843 2.631408e-03 1.315704e-03 [139,] 0.9990163 1.967328e-03 9.836639e-04 [140,] 0.9990523 1.895410e-03 9.477048e-04 [141,] 0.9988197 2.360536e-03 1.180268e-03 [142,] 0.9988261 2.347792e-03 1.173896e-03 [143,] 0.9984732 3.053592e-03 1.526796e-03 [144,] 0.9990795 1.841086e-03 9.205432e-04 [145,] 0.9988622 2.275555e-03 1.137777e-03 [146,] 0.9985855 2.828946e-03 1.414473e-03 [147,] 0.9996212 7.575436e-04 3.787718e-04 [148,] 0.9995496 9.008370e-04 4.504185e-04 [149,] 0.9993920 1.215943e-03 6.079715e-04 [150,] 0.9991789 1.642175e-03 8.210874e-04 [151,] 0.9990301 1.939795e-03 9.698974e-04 [152,] 0.9987100 2.579977e-03 1.289989e-03 [153,] 0.9992306 1.538711e-03 7.693555e-04 [154,] 0.9996013 7.974624e-04 3.987312e-04 [155,] 0.9994614 1.077145e-03 5.385724e-04 [156,] 0.9992912 1.417524e-03 7.087620e-04 [157,] 0.9991731 1.653725e-03 8.268625e-04 [158,] 0.9991494 1.701202e-03 8.506009e-04 [159,] 0.9989467 2.106508e-03 1.053254e-03 [160,] 0.9994577 1.084635e-03 5.423173e-04 [161,] 0.9993646 1.270747e-03 6.353735e-04 [162,] 0.9996417 7.165150e-04 3.582575e-04 [163,] 0.9996924 6.151409e-04 3.075705e-04 [164,] 0.9999165 1.669012e-04 8.345059e-05 [165,] 0.9999475 1.050360e-04 5.251800e-05 [166,] 0.9999554 8.912417e-05 4.456208e-05 [167,] 1.0000000 1.335929e-09 6.679647e-10 [168,] 1.0000000 1.037669e-09 5.188346e-10 [169,] 1.0000000 1.492595e-09 7.462975e-10 [170,] 1.0000000 2.441953e-09 1.220976e-09 [171,] 1.0000000 5.023048e-13 2.511524e-13 [172,] 1.0000000 8.134681e-13 4.067341e-13 [173,] 1.0000000 1.587128e-12 7.935641e-13 [174,] 1.0000000 4.765222e-13 2.382611e-13 [175,] 1.0000000 9.515707e-13 4.757853e-13 [176,] 1.0000000 1.214792e-12 6.073959e-13 [177,] 1.0000000 4.922604e-14 2.461302e-14 [178,] 1.0000000 9.941797e-14 4.970898e-14 [179,] 1.0000000 2.000129e-13 1.000064e-13 [180,] 1.0000000 3.373834e-13 1.686917e-13 [181,] 1.0000000 5.577762e-13 2.788881e-13 [182,] 1.0000000 6.278369e-13 3.139184e-13 [183,] 1.0000000 1.028746e-12 5.143730e-13 [184,] 1.0000000 9.126519e-13 4.563260e-13 [185,] 1.0000000 9.164356e-13 4.582178e-13 [186,] 1.0000000 9.593083e-13 4.796542e-13 [187,] 1.0000000 6.950001e-13 3.475001e-13 [188,] 1.0000000 3.488044e-13 1.744022e-13 [189,] 1.0000000 4.475147e-13 2.237573e-13 [190,] 1.0000000 8.942288e-13 4.471144e-13 [191,] 1.0000000 1.841971e-12 9.209853e-13 [192,] 1.0000000 2.585697e-12 1.292849e-12 [193,] 1.0000000 5.377207e-12 2.688603e-12 [194,] 1.0000000 1.040807e-11 5.204036e-12 [195,] 1.0000000 2.049502e-11 1.024751e-11 [196,] 1.0000000 3.158560e-11 1.579280e-11 [197,] 1.0000000 5.278033e-11 2.639017e-11 [198,] 1.0000000 8.456164e-11 4.228082e-11 [199,] 1.0000000 1.567759e-10 7.838793e-11 [200,] 1.0000000 1.959231e-10 9.796153e-11 [201,] 1.0000000 3.727591e-10 1.863796e-10 [202,] 1.0000000 5.027405e-10 2.513703e-10 [203,] 1.0000000 9.795744e-10 4.897872e-10 [204,] 1.0000000 1.786980e-09 8.934898e-10 [205,] 1.0000000 3.495917e-09 1.747958e-09 [206,] 1.0000000 4.293133e-09 2.146567e-09 [207,] 1.0000000 5.644418e-10 2.822209e-10 [208,] 1.0000000 3.432238e-10 1.716119e-10 [209,] 1.0000000 7.086387e-10 3.543194e-10 [210,] 1.0000000 9.272107e-10 4.636053e-10 [211,] 1.0000000 1.665553e-09 8.327766e-10 [212,] 1.0000000 2.386219e-09 1.193109e-09 [213,] 1.0000000 4.661084e-09 2.330542e-09 [214,] 1.0000000 4.340807e-09 2.170403e-09 [215,] 1.0000000 6.135780e-09 3.067890e-09 [216,] 1.0000000 1.239570e-08 6.197852e-09 [217,] 1.0000000 1.723539e-08 8.617694e-09 [218,] 1.0000000 2.939792e-08 1.469896e-08 [219,] 1.0000000 5.449727e-08 2.724864e-08 [220,] 1.0000000 7.393749e-08 3.696874e-08 [221,] 1.0000000 9.928685e-08 4.964343e-08 [222,] 0.9999999 1.920425e-07 9.602123e-08 [223,] 1.0000000 8.120765e-08 4.060383e-08 [224,] 0.9999999 1.103940e-07 5.519698e-08 [225,] 0.9999999 2.156484e-07 1.078242e-07 [226,] 0.9999998 3.439064e-07 1.719532e-07 [227,] 0.9999997 6.703657e-07 3.351829e-07 [228,] 0.9999997 5.107172e-07 2.553586e-07 [229,] 0.9999997 5.232177e-07 2.616089e-07 [230,] 0.9999995 1.043714e-06 5.218569e-07 [231,] 0.9999990 2.008037e-06 1.004019e-06 [232,] 0.9999981 3.807328e-06 1.903664e-06 [233,] 0.9999975 5.022656e-06 2.511328e-06 [234,] 0.9999955 8.934878e-06 4.467439e-06 [235,] 0.9999955 8.918116e-06 4.459058e-06 [236,] 0.9999916 1.675942e-05 8.379712e-06 [237,] 0.9999842 3.169583e-05 1.584792e-05 [238,] 0.9999707 5.851164e-05 2.925582e-05 [239,] 0.9999813 3.746424e-05 1.873212e-05 [240,] 0.9999794 4.114060e-05 2.057030e-05 [241,] 0.9999610 7.807204e-05 3.903602e-05 [242,] 0.9999344 1.311098e-04 6.555491e-05 [243,] 0.9999229 1.542919e-04 7.714593e-05 [244,] 0.9998837 2.326186e-04 1.163093e-04 [245,] 0.9998194 3.612548e-04 1.806274e-04 [246,] 0.9998925 2.149095e-04 1.074547e-04 [247,] 0.9998435 3.129955e-04 1.564978e-04 [248,] 0.9997068 5.863418e-04 2.931709e-04 [249,] 0.9997241 5.517853e-04 2.758926e-04 [250,] 0.9994954 1.009175e-03 5.045876e-04 [251,] 0.9992842 1.431679e-03 7.158397e-04 [252,] 0.9987310 2.538044e-03 1.269022e-03 [253,] 0.9986798 2.640394e-03 1.320197e-03 [254,] 0.9988701 2.259875e-03 1.129937e-03 [255,] 0.9983137 3.372566e-03 1.686283e-03 [256,] 0.9988868 2.226434e-03 1.113217e-03 [257,] 0.9979690 4.061966e-03 2.030983e-03 [258,] 0.9976835 4.633065e-03 2.316532e-03 [259,] 0.9973005 5.398995e-03 2.699498e-03 [260,] 0.9962353 7.529336e-03 3.764668e-03 [261,] 0.9928073 1.438541e-02 7.192704e-03 [262,] 0.9908695 1.826094e-02 9.130471e-03 [263,] 0.9992011 1.597837e-03 7.989187e-04 [264,] 0.9980205 3.958982e-03 1.979491e-03 [265,] 0.9995798 8.403157e-04 4.201578e-04 [266,] 0.9990200 1.959934e-03 9.799671e-04 [267,] 0.9990898 1.820468e-03 9.102342e-04 [268,] 0.9988585 2.283095e-03 1.141547e-03 [269,] 0.9981519 3.696290e-03 1.848145e-03 [270,] 0.9998019 3.962741e-04 1.981371e-04 [271,] 0.9993307 1.338531e-03 6.692657e-04 [272,] 0.9982075 3.584920e-03 1.792460e-03 > postscript(file="/var/wessaorg/rcomp/tmp/1jtdv1354877729.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/2kqlp1354877729.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3l0cm1354877729.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4qjzb1354877729.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5wcjv1354877729.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 7.84237567 12.74405915 -19.49195226 38.52341132 5.35135173 -28.87252729 7 8 9 10 11 12 -8.22800091 -13.86477370 -4.23731293 -18.59725720 5.55684661 -10.51445841 13 14 15 16 17 18 5.34538350 -15.45340423 0.29061175 -12.42292042 14.36276866 16.63678670 19 20 21 22 23 24 -6.59156621 31.60024123 26.33114162 13.94571793 -28.43858491 -7.37932459 25 26 27 28 29 30 13.33692640 45.40606402 -2.60196281 -4.25724863 22.62553649 -5.58004417 31 32 33 34 35 36 24.00840685 7.94616031 -35.65250148 11.94054090 -7.30671078 -2.28129420 37 38 39 40 41 42 0.92739316 -15.52680285 -34.81131051 7.28825112 -4.86006816 -0.44869214 43 44 45 46 47 48 7.96701760 -2.46235984 -5.55088029 -9.19101663 -10.83008038 0.93166846 49 50 51 52 53 54 -13.02738842 -41.58004506 6.30384911 -17.53217094 7.13404394 -7.18286714 55 56 57 58 59 60 11.67520603 9.63185105 5.33100133 -15.75330785 -9.72403608 1.06769653 61 62 63 64 65 66 -10.70183705 -5.21504225 -24.71727112 -6.74198492 15.23377748 30.57681025 67 68 69 70 71 72 -0.22326903 0.89326103 27.74822088 -27.70662254 -30.13040896 -26.62124107 73 74 75 76 77 78 9.66254365 11.26250634 -6.48615847 40.72648613 70.05023558 -13.17062944 79 80 81 82 83 84 -14.34710689 -22.40004138 6.59019770 37.80459515 21.23758563 1.60213504 85 86 87 88 89 90 -0.09114813 35.96324906 -4.02062611 -0.54644480 -8.48037671 -26.64649733 91 92 93 94 95 96 21.05170141 25.97208341 -19.62277345 14.48255037 5.45525821 -22.76043904 97 98 99 100 101 102 -26.00314818 49.37186334 -15.34440698 49.81956770 -21.27904022 4.50372736 103 104 105 106 107 108 -23.66004212 2.64771653 12.99265636 46.30920819 -10.82124803 -2.48193882 109 110 111 112 113 114 22.32370330 -1.61408869 29.53000737 -13.21388863 -9.70656091 17.00735619 115 116 117 118 119 120 17.87654595 26.04611407 57.44818035 -17.11874115 -11.53874532 9.08667188 121 122 123 124 125 126 6.68238840 6.01549193 1.98373725 35.30664600 -25.49727573 3.46068228 127 128 129 130 131 132 -0.85403725 17.38112723 32.95737782 11.62227195 -12.07681270 36.84148167 133 134 135 136 137 138 5.82789842 -5.85030321 8.89576801 5.94882810 4.98642275 -13.77217816 139 140 141 142 143 144 0.04995830 10.16257179 -3.71551025 10.94188218 -21.86241029 6.41979378 145 146 147 148 149 150 -19.90746595 -6.09857963 -26.32540440 -20.37871717 10.30843920 -18.85384295 151 152 153 154 155 156 -6.96865511 -30.41970903 4.59094599 4.57549532 39.35593242 1.23458664 157 158 159 160 161 162 -4.10542000 2.55015973 -12.49845184 2.60290099 -35.69811470 -30.59663751 163 164 165 166 167 168 3.46301907 -8.40569448 -13.38972079 13.87065910 9.54996121 -30.25880546 169 170 171 172 173 174 12.60200972 -33.74671651 -26.68011323 34.96738968 -29.37441931 13.95516312 175 176 177 178 179 180 74.60977451 -19.39032591 -1.21306064 -8.51605530 38.45088497 7.28645869 181 182 183 184 185 186 8.67322169 24.19883332 8.50178238 -25.23714441 7.29810660 13.32515712 187 188 189 190 191 192 2.30352363 3.86056240 -14.39362525 -8.59274487 -12.51730372 -21.07623195 193 194 195 196 197 198 20.33539201 -9.45871173 0.22480700 17.51632477 -17.84866279 -6.57307196 199 200 201 202 203 204 -7.65331452 6.42561191 -4.35969324 -12.11526518 0.01526587 -10.83136739 205 206 207 208 209 210 -7.63473160 -13.57595048 0.97190203 -22.61776098 -12.44337366 -7.16938110 211 212 213 214 215 216 1.10700320 -7.00981957 -2.26317564 4.62767415 -37.20220620 -22.54520820 217 218 219 220 221 222 3.53452066 -5.16331343 2.10251166 -16.64558442 -8.26023876 -22.88132156 223 224 225 226 227 228 13.66332572 -4.43631503 -8.71364257 6.07880067 9.63084328 8.52299706 229 230 231 232 233 234 12.64842671 -8.95682897 -17.12819288 7.81735911 -7.92496764 -4.15140011 235 236 237 238 239 240 -1.19758050 15.82421000 -29.08712865 -0.27258525 3.03372318 -1.42233933 241 242 243 244 245 246 -13.63089610 -14.55722792 14.19584575 1.80267879 -0.28886587 -6.15681635 247 248 249 250 251 252 10.89684950 -13.13585739 0.15141215 9.00768106 -19.49166481 5.91109409 253 254 255 256 257 258 17.27827024 -19.21272053 -14.00906679 3.32911761 13.94250591 -0.29545470 259 260 261 262 263 264 -6.92236677 6.48730215 -11.71819282 18.99046302 -4.25444054 14.05291828 265 266 267 268 269 270 -0.75488497 8.73787485 11.32223568 14.94159806 -1.12005918 4.07466261 271 272 273 274 275 276 -19.63153862 -3.88213880 3.54721303 12.85754281 5.45387304 6.02834096 277 278 279 280 281 282 -15.04996610 12.59138544 3.87765594 -12.65400447 -2.73276908 -10.04300582 283 284 285 286 287 288 -3.76154927 2.49358678 -13.42502658 -16.81407716 -6.80119305 6.04181532 289 -13.21969864 > postscript(file="/var/wessaorg/rcomp/tmp/6atdl1354877729.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 7.84237567 NA 1 12.74405915 7.84237567 2 -19.49195226 12.74405915 3 38.52341132 -19.49195226 4 5.35135173 38.52341132 5 -28.87252729 5.35135173 6 -8.22800091 -28.87252729 7 -13.86477370 -8.22800091 8 -4.23731293 -13.86477370 9 -18.59725720 -4.23731293 10 5.55684661 -18.59725720 11 -10.51445841 5.55684661 12 5.34538350 -10.51445841 13 -15.45340423 5.34538350 14 0.29061175 -15.45340423 15 -12.42292042 0.29061175 16 14.36276866 -12.42292042 17 16.63678670 14.36276866 18 -6.59156621 16.63678670 19 31.60024123 -6.59156621 20 26.33114162 31.60024123 21 13.94571793 26.33114162 22 -28.43858491 13.94571793 23 -7.37932459 -28.43858491 24 13.33692640 -7.37932459 25 45.40606402 13.33692640 26 -2.60196281 45.40606402 27 -4.25724863 -2.60196281 28 22.62553649 -4.25724863 29 -5.58004417 22.62553649 30 24.00840685 -5.58004417 31 7.94616031 24.00840685 32 -35.65250148 7.94616031 33 11.94054090 -35.65250148 34 -7.30671078 11.94054090 35 -2.28129420 -7.30671078 36 0.92739316 -2.28129420 37 -15.52680285 0.92739316 38 -34.81131051 -15.52680285 39 7.28825112 -34.81131051 40 -4.86006816 7.28825112 41 -0.44869214 -4.86006816 42 7.96701760 -0.44869214 43 -2.46235984 7.96701760 44 -5.55088029 -2.46235984 45 -9.19101663 -5.55088029 46 -10.83008038 -9.19101663 47 0.93166846 -10.83008038 48 -13.02738842 0.93166846 49 -41.58004506 -13.02738842 50 6.30384911 -41.58004506 51 -17.53217094 6.30384911 52 7.13404394 -17.53217094 53 -7.18286714 7.13404394 54 11.67520603 -7.18286714 55 9.63185105 11.67520603 56 5.33100133 9.63185105 57 -15.75330785 5.33100133 58 -9.72403608 -15.75330785 59 1.06769653 -9.72403608 60 -10.70183705 1.06769653 61 -5.21504225 -10.70183705 62 -24.71727112 -5.21504225 63 -6.74198492 -24.71727112 64 15.23377748 -6.74198492 65 30.57681025 15.23377748 66 -0.22326903 30.57681025 67 0.89326103 -0.22326903 68 27.74822088 0.89326103 69 -27.70662254 27.74822088 70 -30.13040896 -27.70662254 71 -26.62124107 -30.13040896 72 9.66254365 -26.62124107 73 11.26250634 9.66254365 74 -6.48615847 11.26250634 75 40.72648613 -6.48615847 76 70.05023558 40.72648613 77 -13.17062944 70.05023558 78 -14.34710689 -13.17062944 79 -22.40004138 -14.34710689 80 6.59019770 -22.40004138 81 37.80459515 6.59019770 82 21.23758563 37.80459515 83 1.60213504 21.23758563 84 -0.09114813 1.60213504 85 35.96324906 -0.09114813 86 -4.02062611 35.96324906 87 -0.54644480 -4.02062611 88 -8.48037671 -0.54644480 89 -26.64649733 -8.48037671 90 21.05170141 -26.64649733 91 25.97208341 21.05170141 92 -19.62277345 25.97208341 93 14.48255037 -19.62277345 94 5.45525821 14.48255037 95 -22.76043904 5.45525821 96 -26.00314818 -22.76043904 97 49.37186334 -26.00314818 98 -15.34440698 49.37186334 99 49.81956770 -15.34440698 100 -21.27904022 49.81956770 101 4.50372736 -21.27904022 102 -23.66004212 4.50372736 103 2.64771653 -23.66004212 104 12.99265636 2.64771653 105 46.30920819 12.99265636 106 -10.82124803 46.30920819 107 -2.48193882 -10.82124803 108 22.32370330 -2.48193882 109 -1.61408869 22.32370330 110 29.53000737 -1.61408869 111 -13.21388863 29.53000737 112 -9.70656091 -13.21388863 113 17.00735619 -9.70656091 114 17.87654595 17.00735619 115 26.04611407 17.87654595 116 57.44818035 26.04611407 117 -17.11874115 57.44818035 118 -11.53874532 -17.11874115 119 9.08667188 -11.53874532 120 6.68238840 9.08667188 121 6.01549193 6.68238840 122 1.98373725 6.01549193 123 35.30664600 1.98373725 124 -25.49727573 35.30664600 125 3.46068228 -25.49727573 126 -0.85403725 3.46068228 127 17.38112723 -0.85403725 128 32.95737782 17.38112723 129 11.62227195 32.95737782 130 -12.07681270 11.62227195 131 36.84148167 -12.07681270 132 5.82789842 36.84148167 133 -5.85030321 5.82789842 134 8.89576801 -5.85030321 135 5.94882810 8.89576801 136 4.98642275 5.94882810 137 -13.77217816 4.98642275 138 0.04995830 -13.77217816 139 10.16257179 0.04995830 140 -3.71551025 10.16257179 141 10.94188218 -3.71551025 142 -21.86241029 10.94188218 143 6.41979378 -21.86241029 144 -19.90746595 6.41979378 145 -6.09857963 -19.90746595 146 -26.32540440 -6.09857963 147 -20.37871717 -26.32540440 148 10.30843920 -20.37871717 149 -18.85384295 10.30843920 150 -6.96865511 -18.85384295 151 -30.41970903 -6.96865511 152 4.59094599 -30.41970903 153 4.57549532 4.59094599 154 39.35593242 4.57549532 155 1.23458664 39.35593242 156 -4.10542000 1.23458664 157 2.55015973 -4.10542000 158 -12.49845184 2.55015973 159 2.60290099 -12.49845184 160 -35.69811470 2.60290099 161 -30.59663751 -35.69811470 162 3.46301907 -30.59663751 163 -8.40569448 3.46301907 164 -13.38972079 -8.40569448 165 13.87065910 -13.38972079 166 9.54996121 13.87065910 167 -30.25880546 9.54996121 168 12.60200972 -30.25880546 169 -33.74671651 12.60200972 170 -26.68011323 -33.74671651 171 34.96738968 -26.68011323 172 -29.37441931 34.96738968 173 13.95516312 -29.37441931 174 74.60977451 13.95516312 175 -19.39032591 74.60977451 176 -1.21306064 -19.39032591 177 -8.51605530 -1.21306064 178 38.45088497 -8.51605530 179 7.28645869 38.45088497 180 8.67322169 7.28645869 181 24.19883332 8.67322169 182 8.50178238 24.19883332 183 -25.23714441 8.50178238 184 7.29810660 -25.23714441 185 13.32515712 7.29810660 186 2.30352363 13.32515712 187 3.86056240 2.30352363 188 -14.39362525 3.86056240 189 -8.59274487 -14.39362525 190 -12.51730372 -8.59274487 191 -21.07623195 -12.51730372 192 20.33539201 -21.07623195 193 -9.45871173 20.33539201 194 0.22480700 -9.45871173 195 17.51632477 0.22480700 196 -17.84866279 17.51632477 197 -6.57307196 -17.84866279 198 -7.65331452 -6.57307196 199 6.42561191 -7.65331452 200 -4.35969324 6.42561191 201 -12.11526518 -4.35969324 202 0.01526587 -12.11526518 203 -10.83136739 0.01526587 204 -7.63473160 -10.83136739 205 -13.57595048 -7.63473160 206 0.97190203 -13.57595048 207 -22.61776098 0.97190203 208 -12.44337366 -22.61776098 209 -7.16938110 -12.44337366 210 1.10700320 -7.16938110 211 -7.00981957 1.10700320 212 -2.26317564 -7.00981957 213 4.62767415 -2.26317564 214 -37.20220620 4.62767415 215 -22.54520820 -37.20220620 216 3.53452066 -22.54520820 217 -5.16331343 3.53452066 218 2.10251166 -5.16331343 219 -16.64558442 2.10251166 220 -8.26023876 -16.64558442 221 -22.88132156 -8.26023876 222 13.66332572 -22.88132156 223 -4.43631503 13.66332572 224 -8.71364257 -4.43631503 225 6.07880067 -8.71364257 226 9.63084328 6.07880067 227 8.52299706 9.63084328 228 12.64842671 8.52299706 229 -8.95682897 12.64842671 230 -17.12819288 -8.95682897 231 7.81735911 -17.12819288 232 -7.92496764 7.81735911 233 -4.15140011 -7.92496764 234 -1.19758050 -4.15140011 235 15.82421000 -1.19758050 236 -29.08712865 15.82421000 237 -0.27258525 -29.08712865 238 3.03372318 -0.27258525 239 -1.42233933 3.03372318 240 -13.63089610 -1.42233933 241 -14.55722792 -13.63089610 242 14.19584575 -14.55722792 243 1.80267879 14.19584575 244 -0.28886587 1.80267879 245 -6.15681635 -0.28886587 246 10.89684950 -6.15681635 247 -13.13585739 10.89684950 248 0.15141215 -13.13585739 249 9.00768106 0.15141215 250 -19.49166481 9.00768106 251 5.91109409 -19.49166481 252 17.27827024 5.91109409 253 -19.21272053 17.27827024 254 -14.00906679 -19.21272053 255 3.32911761 -14.00906679 256 13.94250591 3.32911761 257 -0.29545470 13.94250591 258 -6.92236677 -0.29545470 259 6.48730215 -6.92236677 260 -11.71819282 6.48730215 261 18.99046302 -11.71819282 262 -4.25444054 18.99046302 263 14.05291828 -4.25444054 264 -0.75488497 14.05291828 265 8.73787485 -0.75488497 266 11.32223568 8.73787485 267 14.94159806 11.32223568 268 -1.12005918 14.94159806 269 4.07466261 -1.12005918 270 -19.63153862 4.07466261 271 -3.88213880 -19.63153862 272 3.54721303 -3.88213880 273 12.85754281 3.54721303 274 5.45387304 12.85754281 275 6.02834096 5.45387304 276 -15.04996610 6.02834096 277 12.59138544 -15.04996610 278 3.87765594 12.59138544 279 -12.65400447 3.87765594 280 -2.73276908 -12.65400447 281 -10.04300582 -2.73276908 282 -3.76154927 -10.04300582 283 2.49358678 -3.76154927 284 -13.42502658 2.49358678 285 -16.81407716 -13.42502658 286 -6.80119305 -16.81407716 287 6.04181532 -6.80119305 288 -13.21969864 6.04181532 289 NA -13.21969864 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 12.74405915 7.84237567 [2,] -19.49195226 12.74405915 [3,] 38.52341132 -19.49195226 [4,] 5.35135173 38.52341132 [5,] -28.87252729 5.35135173 [6,] -8.22800091 -28.87252729 [7,] -13.86477370 -8.22800091 [8,] -4.23731293 -13.86477370 [9,] -18.59725720 -4.23731293 [10,] 5.55684661 -18.59725720 [11,] -10.51445841 5.55684661 [12,] 5.34538350 -10.51445841 [13,] -15.45340423 5.34538350 [14,] 0.29061175 -15.45340423 [15,] -12.42292042 0.29061175 [16,] 14.36276866 -12.42292042 [17,] 16.63678670 14.36276866 [18,] -6.59156621 16.63678670 [19,] 31.60024123 -6.59156621 [20,] 26.33114162 31.60024123 [21,] 13.94571793 26.33114162 [22,] -28.43858491 13.94571793 [23,] -7.37932459 -28.43858491 [24,] 13.33692640 -7.37932459 [25,] 45.40606402 13.33692640 [26,] -2.60196281 45.40606402 [27,] -4.25724863 -2.60196281 [28,] 22.62553649 -4.25724863 [29,] -5.58004417 22.62553649 [30,] 24.00840685 -5.58004417 [31,] 7.94616031 24.00840685 [32,] -35.65250148 7.94616031 [33,] 11.94054090 -35.65250148 [34,] -7.30671078 11.94054090 [35,] -2.28129420 -7.30671078 [36,] 0.92739316 -2.28129420 [37,] -15.52680285 0.92739316 [38,] -34.81131051 -15.52680285 [39,] 7.28825112 -34.81131051 [40,] -4.86006816 7.28825112 [41,] -0.44869214 -4.86006816 [42,] 7.96701760 -0.44869214 [43,] -2.46235984 7.96701760 [44,] -5.55088029 -2.46235984 [45,] -9.19101663 -5.55088029 [46,] -10.83008038 -9.19101663 [47,] 0.93166846 -10.83008038 [48,] -13.02738842 0.93166846 [49,] -41.58004506 -13.02738842 [50,] 6.30384911 -41.58004506 [51,] -17.53217094 6.30384911 [52,] 7.13404394 -17.53217094 [53,] -7.18286714 7.13404394 [54,] 11.67520603 -7.18286714 [55,] 9.63185105 11.67520603 [56,] 5.33100133 9.63185105 [57,] -15.75330785 5.33100133 [58,] -9.72403608 -15.75330785 [59,] 1.06769653 -9.72403608 [60,] -10.70183705 1.06769653 [61,] -5.21504225 -10.70183705 [62,] -24.71727112 -5.21504225 [63,] -6.74198492 -24.71727112 [64,] 15.23377748 -6.74198492 [65,] 30.57681025 15.23377748 [66,] -0.22326903 30.57681025 [67,] 0.89326103 -0.22326903 [68,] 27.74822088 0.89326103 [69,] -27.70662254 27.74822088 [70,] -30.13040896 -27.70662254 [71,] -26.62124107 -30.13040896 [72,] 9.66254365 -26.62124107 [73,] 11.26250634 9.66254365 [74,] -6.48615847 11.26250634 [75,] 40.72648613 -6.48615847 [76,] 70.05023558 40.72648613 [77,] -13.17062944 70.05023558 [78,] -14.34710689 -13.17062944 [79,] -22.40004138 -14.34710689 [80,] 6.59019770 -22.40004138 [81,] 37.80459515 6.59019770 [82,] 21.23758563 37.80459515 [83,] 1.60213504 21.23758563 [84,] -0.09114813 1.60213504 [85,] 35.96324906 -0.09114813 [86,] -4.02062611 35.96324906 [87,] -0.54644480 -4.02062611 [88,] -8.48037671 -0.54644480 [89,] -26.64649733 -8.48037671 [90,] 21.05170141 -26.64649733 [91,] 25.97208341 21.05170141 [92,] -19.62277345 25.97208341 [93,] 14.48255037 -19.62277345 [94,] 5.45525821 14.48255037 [95,] -22.76043904 5.45525821 [96,] -26.00314818 -22.76043904 [97,] 49.37186334 -26.00314818 [98,] -15.34440698 49.37186334 [99,] 49.81956770 -15.34440698 [100,] -21.27904022 49.81956770 [101,] 4.50372736 -21.27904022 [102,] -23.66004212 4.50372736 [103,] 2.64771653 -23.66004212 [104,] 12.99265636 2.64771653 [105,] 46.30920819 12.99265636 [106,] -10.82124803 46.30920819 [107,] -2.48193882 -10.82124803 [108,] 22.32370330 -2.48193882 [109,] -1.61408869 22.32370330 [110,] 29.53000737 -1.61408869 [111,] -13.21388863 29.53000737 [112,] -9.70656091 -13.21388863 [113,] 17.00735619 -9.70656091 [114,] 17.87654595 17.00735619 [115,] 26.04611407 17.87654595 [116,] 57.44818035 26.04611407 [117,] -17.11874115 57.44818035 [118,] -11.53874532 -17.11874115 [119,] 9.08667188 -11.53874532 [120,] 6.68238840 9.08667188 [121,] 6.01549193 6.68238840 [122,] 1.98373725 6.01549193 [123,] 35.30664600 1.98373725 [124,] -25.49727573 35.30664600 [125,] 3.46068228 -25.49727573 [126,] -0.85403725 3.46068228 [127,] 17.38112723 -0.85403725 [128,] 32.95737782 17.38112723 [129,] 11.62227195 32.95737782 [130,] -12.07681270 11.62227195 [131,] 36.84148167 -12.07681270 [132,] 5.82789842 36.84148167 [133,] -5.85030321 5.82789842 [134,] 8.89576801 -5.85030321 [135,] 5.94882810 8.89576801 [136,] 4.98642275 5.94882810 [137,] -13.77217816 4.98642275 [138,] 0.04995830 -13.77217816 [139,] 10.16257179 0.04995830 [140,] -3.71551025 10.16257179 [141,] 10.94188218 -3.71551025 [142,] -21.86241029 10.94188218 [143,] 6.41979378 -21.86241029 [144,] -19.90746595 6.41979378 [145,] -6.09857963 -19.90746595 [146,] -26.32540440 -6.09857963 [147,] -20.37871717 -26.32540440 [148,] 10.30843920 -20.37871717 [149,] -18.85384295 10.30843920 [150,] -6.96865511 -18.85384295 [151,] -30.41970903 -6.96865511 [152,] 4.59094599 -30.41970903 [153,] 4.57549532 4.59094599 [154,] 39.35593242 4.57549532 [155,] 1.23458664 39.35593242 [156,] -4.10542000 1.23458664 [157,] 2.55015973 -4.10542000 [158,] -12.49845184 2.55015973 [159,] 2.60290099 -12.49845184 [160,] -35.69811470 2.60290099 [161,] -30.59663751 -35.69811470 [162,] 3.46301907 -30.59663751 [163,] -8.40569448 3.46301907 [164,] -13.38972079 -8.40569448 [165,] 13.87065910 -13.38972079 [166,] 9.54996121 13.87065910 [167,] -30.25880546 9.54996121 [168,] 12.60200972 -30.25880546 [169,] -33.74671651 12.60200972 [170,] -26.68011323 -33.74671651 [171,] 34.96738968 -26.68011323 [172,] -29.37441931 34.96738968 [173,] 13.95516312 -29.37441931 [174,] 74.60977451 13.95516312 [175,] -19.39032591 74.60977451 [176,] -1.21306064 -19.39032591 [177,] -8.51605530 -1.21306064 [178,] 38.45088497 -8.51605530 [179,] 7.28645869 38.45088497 [180,] 8.67322169 7.28645869 [181,] 24.19883332 8.67322169 [182,] 8.50178238 24.19883332 [183,] -25.23714441 8.50178238 [184,] 7.29810660 -25.23714441 [185,] 13.32515712 7.29810660 [186,] 2.30352363 13.32515712 [187,] 3.86056240 2.30352363 [188,] -14.39362525 3.86056240 [189,] -8.59274487 -14.39362525 [190,] -12.51730372 -8.59274487 [191,] -21.07623195 -12.51730372 [192,] 20.33539201 -21.07623195 [193,] -9.45871173 20.33539201 [194,] 0.22480700 -9.45871173 [195,] 17.51632477 0.22480700 [196,] -17.84866279 17.51632477 [197,] -6.57307196 -17.84866279 [198,] -7.65331452 -6.57307196 [199,] 6.42561191 -7.65331452 [200,] -4.35969324 6.42561191 [201,] -12.11526518 -4.35969324 [202,] 0.01526587 -12.11526518 [203,] -10.83136739 0.01526587 [204,] -7.63473160 -10.83136739 [205,] -13.57595048 -7.63473160 [206,] 0.97190203 -13.57595048 [207,] -22.61776098 0.97190203 [208,] -12.44337366 -22.61776098 [209,] -7.16938110 -12.44337366 [210,] 1.10700320 -7.16938110 [211,] -7.00981957 1.10700320 [212,] -2.26317564 -7.00981957 [213,] 4.62767415 -2.26317564 [214,] -37.20220620 4.62767415 [215,] -22.54520820 -37.20220620 [216,] 3.53452066 -22.54520820 [217,] -5.16331343 3.53452066 [218,] 2.10251166 -5.16331343 [219,] -16.64558442 2.10251166 [220,] -8.26023876 -16.64558442 [221,] -22.88132156 -8.26023876 [222,] 13.66332572 -22.88132156 [223,] -4.43631503 13.66332572 [224,] -8.71364257 -4.43631503 [225,] 6.07880067 -8.71364257 [226,] 9.63084328 6.07880067 [227,] 8.52299706 9.63084328 [228,] 12.64842671 8.52299706 [229,] -8.95682897 12.64842671 [230,] -17.12819288 -8.95682897 [231,] 7.81735911 -17.12819288 [232,] -7.92496764 7.81735911 [233,] -4.15140011 -7.92496764 [234,] -1.19758050 -4.15140011 [235,] 15.82421000 -1.19758050 [236,] -29.08712865 15.82421000 [237,] -0.27258525 -29.08712865 [238,] 3.03372318 -0.27258525 [239,] -1.42233933 3.03372318 [240,] -13.63089610 -1.42233933 [241,] -14.55722792 -13.63089610 [242,] 14.19584575 -14.55722792 [243,] 1.80267879 14.19584575 [244,] -0.28886587 1.80267879 [245,] -6.15681635 -0.28886587 [246,] 10.89684950 -6.15681635 [247,] -13.13585739 10.89684950 [248,] 0.15141215 -13.13585739 [249,] 9.00768106 0.15141215 [250,] -19.49166481 9.00768106 [251,] 5.91109409 -19.49166481 [252,] 17.27827024 5.91109409 [253,] -19.21272053 17.27827024 [254,] -14.00906679 -19.21272053 [255,] 3.32911761 -14.00906679 [256,] 13.94250591 3.32911761 [257,] -0.29545470 13.94250591 [258,] -6.92236677 -0.29545470 [259,] 6.48730215 -6.92236677 [260,] -11.71819282 6.48730215 [261,] 18.99046302 -11.71819282 [262,] -4.25444054 18.99046302 [263,] 14.05291828 -4.25444054 [264,] -0.75488497 14.05291828 [265,] 8.73787485 -0.75488497 [266,] 11.32223568 8.73787485 [267,] 14.94159806 11.32223568 [268,] -1.12005918 14.94159806 [269,] 4.07466261 -1.12005918 [270,] -19.63153862 4.07466261 [271,] -3.88213880 -19.63153862 [272,] 3.54721303 -3.88213880 [273,] 12.85754281 3.54721303 [274,] 5.45387304 12.85754281 [275,] 6.02834096 5.45387304 [276,] -15.04996610 6.02834096 [277,] 12.59138544 -15.04996610 [278,] 3.87765594 12.59138544 [279,] -12.65400447 3.87765594 [280,] -2.73276908 -12.65400447 [281,] -10.04300582 -2.73276908 [282,] -3.76154927 -10.04300582 [283,] 2.49358678 -3.76154927 [284,] -13.42502658 2.49358678 [285,] -16.81407716 -13.42502658 [286,] -6.80119305 -16.81407716 [287,] 6.04181532 -6.80119305 [288,] -13.21969864 6.04181532 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 12.74405915 7.84237567 2 -19.49195226 12.74405915 3 38.52341132 -19.49195226 4 5.35135173 38.52341132 5 -28.87252729 5.35135173 6 -8.22800091 -28.87252729 7 -13.86477370 -8.22800091 8 -4.23731293 -13.86477370 9 -18.59725720 -4.23731293 10 5.55684661 -18.59725720 11 -10.51445841 5.55684661 12 5.34538350 -10.51445841 13 -15.45340423 5.34538350 14 0.29061175 -15.45340423 15 -12.42292042 0.29061175 16 14.36276866 -12.42292042 17 16.63678670 14.36276866 18 -6.59156621 16.63678670 19 31.60024123 -6.59156621 20 26.33114162 31.60024123 21 13.94571793 26.33114162 22 -28.43858491 13.94571793 23 -7.37932459 -28.43858491 24 13.33692640 -7.37932459 25 45.40606402 13.33692640 26 -2.60196281 45.40606402 27 -4.25724863 -2.60196281 28 22.62553649 -4.25724863 29 -5.58004417 22.62553649 30 24.00840685 -5.58004417 31 7.94616031 24.00840685 32 -35.65250148 7.94616031 33 11.94054090 -35.65250148 34 -7.30671078 11.94054090 35 -2.28129420 -7.30671078 36 0.92739316 -2.28129420 37 -15.52680285 0.92739316 38 -34.81131051 -15.52680285 39 7.28825112 -34.81131051 40 -4.86006816 7.28825112 41 -0.44869214 -4.86006816 42 7.96701760 -0.44869214 43 -2.46235984 7.96701760 44 -5.55088029 -2.46235984 45 -9.19101663 -5.55088029 46 -10.83008038 -9.19101663 47 0.93166846 -10.83008038 48 -13.02738842 0.93166846 49 -41.58004506 -13.02738842 50 6.30384911 -41.58004506 51 -17.53217094 6.30384911 52 7.13404394 -17.53217094 53 -7.18286714 7.13404394 54 11.67520603 -7.18286714 55 9.63185105 11.67520603 56 5.33100133 9.63185105 57 -15.75330785 5.33100133 58 -9.72403608 -15.75330785 59 1.06769653 -9.72403608 60 -10.70183705 1.06769653 61 -5.21504225 -10.70183705 62 -24.71727112 -5.21504225 63 -6.74198492 -24.71727112 64 15.23377748 -6.74198492 65 30.57681025 15.23377748 66 -0.22326903 30.57681025 67 0.89326103 -0.22326903 68 27.74822088 0.89326103 69 -27.70662254 27.74822088 70 -30.13040896 -27.70662254 71 -26.62124107 -30.13040896 72 9.66254365 -26.62124107 73 11.26250634 9.66254365 74 -6.48615847 11.26250634 75 40.72648613 -6.48615847 76 70.05023558 40.72648613 77 -13.17062944 70.05023558 78 -14.34710689 -13.17062944 79 -22.40004138 -14.34710689 80 6.59019770 -22.40004138 81 37.80459515 6.59019770 82 21.23758563 37.80459515 83 1.60213504 21.23758563 84 -0.09114813 1.60213504 85 35.96324906 -0.09114813 86 -4.02062611 35.96324906 87 -0.54644480 -4.02062611 88 -8.48037671 -0.54644480 89 -26.64649733 -8.48037671 90 21.05170141 -26.64649733 91 25.97208341 21.05170141 92 -19.62277345 25.97208341 93 14.48255037 -19.62277345 94 5.45525821 14.48255037 95 -22.76043904 5.45525821 96 -26.00314818 -22.76043904 97 49.37186334 -26.00314818 98 -15.34440698 49.37186334 99 49.81956770 -15.34440698 100 -21.27904022 49.81956770 101 4.50372736 -21.27904022 102 -23.66004212 4.50372736 103 2.64771653 -23.66004212 104 12.99265636 2.64771653 105 46.30920819 12.99265636 106 -10.82124803 46.30920819 107 -2.48193882 -10.82124803 108 22.32370330 -2.48193882 109 -1.61408869 22.32370330 110 29.53000737 -1.61408869 111 -13.21388863 29.53000737 112 -9.70656091 -13.21388863 113 17.00735619 -9.70656091 114 17.87654595 17.00735619 115 26.04611407 17.87654595 116 57.44818035 26.04611407 117 -17.11874115 57.44818035 118 -11.53874532 -17.11874115 119 9.08667188 -11.53874532 120 6.68238840 9.08667188 121 6.01549193 6.68238840 122 1.98373725 6.01549193 123 35.30664600 1.98373725 124 -25.49727573 35.30664600 125 3.46068228 -25.49727573 126 -0.85403725 3.46068228 127 17.38112723 -0.85403725 128 32.95737782 17.38112723 129 11.62227195 32.95737782 130 -12.07681270 11.62227195 131 36.84148167 -12.07681270 132 5.82789842 36.84148167 133 -5.85030321 5.82789842 134 8.89576801 -5.85030321 135 5.94882810 8.89576801 136 4.98642275 5.94882810 137 -13.77217816 4.98642275 138 0.04995830 -13.77217816 139 10.16257179 0.04995830 140 -3.71551025 10.16257179 141 10.94188218 -3.71551025 142 -21.86241029 10.94188218 143 6.41979378 -21.86241029 144 -19.90746595 6.41979378 145 -6.09857963 -19.90746595 146 -26.32540440 -6.09857963 147 -20.37871717 -26.32540440 148 10.30843920 -20.37871717 149 -18.85384295 10.30843920 150 -6.96865511 -18.85384295 151 -30.41970903 -6.96865511 152 4.59094599 -30.41970903 153 4.57549532 4.59094599 154 39.35593242 4.57549532 155 1.23458664 39.35593242 156 -4.10542000 1.23458664 157 2.55015973 -4.10542000 158 -12.49845184 2.55015973 159 2.60290099 -12.49845184 160 -35.69811470 2.60290099 161 -30.59663751 -35.69811470 162 3.46301907 -30.59663751 163 -8.40569448 3.46301907 164 -13.38972079 -8.40569448 165 13.87065910 -13.38972079 166 9.54996121 13.87065910 167 -30.25880546 9.54996121 168 12.60200972 -30.25880546 169 -33.74671651 12.60200972 170 -26.68011323 -33.74671651 171 34.96738968 -26.68011323 172 -29.37441931 34.96738968 173 13.95516312 -29.37441931 174 74.60977451 13.95516312 175 -19.39032591 74.60977451 176 -1.21306064 -19.39032591 177 -8.51605530 -1.21306064 178 38.45088497 -8.51605530 179 7.28645869 38.45088497 180 8.67322169 7.28645869 181 24.19883332 8.67322169 182 8.50178238 24.19883332 183 -25.23714441 8.50178238 184 7.29810660 -25.23714441 185 13.32515712 7.29810660 186 2.30352363 13.32515712 187 3.86056240 2.30352363 188 -14.39362525 3.86056240 189 -8.59274487 -14.39362525 190 -12.51730372 -8.59274487 191 -21.07623195 -12.51730372 192 20.33539201 -21.07623195 193 -9.45871173 20.33539201 194 0.22480700 -9.45871173 195 17.51632477 0.22480700 196 -17.84866279 17.51632477 197 -6.57307196 -17.84866279 198 -7.65331452 -6.57307196 199 6.42561191 -7.65331452 200 -4.35969324 6.42561191 201 -12.11526518 -4.35969324 202 0.01526587 -12.11526518 203 -10.83136739 0.01526587 204 -7.63473160 -10.83136739 205 -13.57595048 -7.63473160 206 0.97190203 -13.57595048 207 -22.61776098 0.97190203 208 -12.44337366 -22.61776098 209 -7.16938110 -12.44337366 210 1.10700320 -7.16938110 211 -7.00981957 1.10700320 212 -2.26317564 -7.00981957 213 4.62767415 -2.26317564 214 -37.20220620 4.62767415 215 -22.54520820 -37.20220620 216 3.53452066 -22.54520820 217 -5.16331343 3.53452066 218 2.10251166 -5.16331343 219 -16.64558442 2.10251166 220 -8.26023876 -16.64558442 221 -22.88132156 -8.26023876 222 13.66332572 -22.88132156 223 -4.43631503 13.66332572 224 -8.71364257 -4.43631503 225 6.07880067 -8.71364257 226 9.63084328 6.07880067 227 8.52299706 9.63084328 228 12.64842671 8.52299706 229 -8.95682897 12.64842671 230 -17.12819288 -8.95682897 231 7.81735911 -17.12819288 232 -7.92496764 7.81735911 233 -4.15140011 -7.92496764 234 -1.19758050 -4.15140011 235 15.82421000 -1.19758050 236 -29.08712865 15.82421000 237 -0.27258525 -29.08712865 238 3.03372318 -0.27258525 239 -1.42233933 3.03372318 240 -13.63089610 -1.42233933 241 -14.55722792 -13.63089610 242 14.19584575 -14.55722792 243 1.80267879 14.19584575 244 -0.28886587 1.80267879 245 -6.15681635 -0.28886587 246 10.89684950 -6.15681635 247 -13.13585739 10.89684950 248 0.15141215 -13.13585739 249 9.00768106 0.15141215 250 -19.49166481 9.00768106 251 5.91109409 -19.49166481 252 17.27827024 5.91109409 253 -19.21272053 17.27827024 254 -14.00906679 -19.21272053 255 3.32911761 -14.00906679 256 13.94250591 3.32911761 257 -0.29545470 13.94250591 258 -6.92236677 -0.29545470 259 6.48730215 -6.92236677 260 -11.71819282 6.48730215 261 18.99046302 -11.71819282 262 -4.25444054 18.99046302 263 14.05291828 -4.25444054 264 -0.75488497 14.05291828 265 8.73787485 -0.75488497 266 11.32223568 8.73787485 267 14.94159806 11.32223568 268 -1.12005918 14.94159806 269 4.07466261 -1.12005918 270 -19.63153862 4.07466261 271 -3.88213880 -19.63153862 272 3.54721303 -3.88213880 273 12.85754281 3.54721303 274 5.45387304 12.85754281 275 6.02834096 5.45387304 276 -15.04996610 6.02834096 277 12.59138544 -15.04996610 278 3.87765594 12.59138544 279 -12.65400447 3.87765594 280 -2.73276908 -12.65400447 281 -10.04300582 -2.73276908 282 -3.76154927 -10.04300582 283 2.49358678 -3.76154927 284 -13.42502658 2.49358678 285 -16.81407716 -13.42502658 286 -6.80119305 -16.81407716 287 6.04181532 -6.80119305 288 -13.21969864 6.04181532 > 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/73j5n1354877729.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/8ln0g1354877729.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/9l9vb1354877729.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/10224k1354877729.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11x9od1354877729.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12gnl61354877729.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13smky1354877729.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14loee1354877729.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/15rfec1354877729.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/161e841354877729.tab") + } > > try(system("convert tmp/1jtdv1354877729.ps tmp/1jtdv1354877729.png",intern=TRUE)) character(0) > try(system("convert tmp/2kqlp1354877729.ps tmp/2kqlp1354877729.png",intern=TRUE)) character(0) > try(system("convert tmp/3l0cm1354877729.ps tmp/3l0cm1354877729.png",intern=TRUE)) character(0) > try(system("convert tmp/4qjzb1354877729.ps tmp/4qjzb1354877729.png",intern=TRUE)) character(0) > try(system("convert tmp/5wcjv1354877729.ps tmp/5wcjv1354877729.png",intern=TRUE)) character(0) > try(system("convert tmp/6atdl1354877729.ps tmp/6atdl1354877729.png",intern=TRUE)) character(0) > try(system("convert tmp/73j5n1354877729.ps tmp/73j5n1354877729.png",intern=TRUE)) character(0) > try(system("convert tmp/8ln0g1354877729.ps tmp/8ln0g1354877729.png",intern=TRUE)) character(0) > try(system("convert tmp/9l9vb1354877729.ps tmp/9l9vb1354877729.png",intern=TRUE)) character(0) > try(system("convert tmp/10224k1354877729.ps tmp/10224k1354877729.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 11.071 0.971 12.037