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)
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Type 'license()' or 'licence()' for distribution details.
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Type 'contributors()' for more information and
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Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(1483509
+ ,8036554
+ ,4623093
+ ,5528662
+ ,4221032
+ ,8061847
+ ,7640066
+ ,2935533
+ ,8161548
+ ,2543967
+ ,13163450
+ ,3348436
+ ,3997440
+ ,2322911
+ ,2019457
+ ,3047748
+ ,5728767
+ ,2605173
+ ,5646743
+ ,13121544
+ ,3453409
+ ,1878333
+ ,4247362
+ ,23022552
+ ,7646203
+ ,9016602
+ ,3606568
+ ,3173510
+ ,17568772
+ ,10805045
+ ,31056269
+ ,15623385
+ ,6663443
+ ,35435745
+ ,2823250
+ ,5197089
+ ,4120632
+ ,8832767
+ ,3695374
+ ,8385805
+ ,3777904
+ ,5199532
+ ,5297275
+ ,14847382
+ ,5900158
+ ,4416718
+ ,3926429
+ ,4876884
+ ,2795297
+ ,3385527
+ ,3877941
+ ,3556729
+ ,4982836
+ ,2976325
+ ,2295026
+ ,2218752
+ ,4146062
+ ,3302091
+ ,3864505
+ ,5454794
+ ,1749836
+ ,6684048
+ ,2809918
+ ,4092664
+ ,5070470
+ ,9814477
+ ,6665318
+ ,3912554
+ ,6188129
+ ,3627991
+ ,3308767
+ ,3820332
+ ,4932979
+ ,5567917
+ ,5020814
+ ,3803273
+ ,3999984
+ ,4883104
+ ,13731747
+ ,47531824
+ ,8415570
+ ,22178158
+ ,61211654
+ ,18223748
+ ,17678085
+ ,49299580
+ ,25899948
+ ,34121754
+ ,9859231
+ ,29740892
+ ,21085212
+ ,43003866
+ ,59549247
+ ,18026465
+ ,4680597
+ ,5564728
+ ,11792347
+ ,10371624
+ ,3728446
+ ,5732978
+ ,4067638
+ ,2395508
+ ,5018801
+ ,22068888
+ ,7678580
+ ,15510095
+ ,6471239
+ ,14349204
+ ,35151574
+ ,8210488
+ ,5022664
+ ,13996871
+ ,12822431
+ ,14011552
+ ,20260980
+ ,23718976
+ ,45833049
+ ,30688420
+ ,16576062
+ ,14844405
+ ,16728286
+ ,43477680
+ ,57497427
+ ,24233726
+ ,24921208
+ ,9516725
+ ,27977239
+ ,21632046
+ ,22956809
+ ,9704324
+ ,19871149
+ ,5553842
+ ,5667858
+ ,4348188
+ ,10025042
+ ,10639796
+ ,8639184
+ ,10764378
+ ,12097733
+ ,3988414
+ ,4607102
+ ,7126895
+ ,6009625
+ ,21533237
+ ,5986771
+ ,5455310
+ ,1822874
+ ,3374062
+ ,2920748
+ ,2295942
+ ,6809829
+ ,3318281
+ ,13784645
+ ,7366577
+ ,1628637
+ ,4258976
+ ,7159779
+ ,8098401
+ ,6894240
+ ,3771246
+ ,3249726
+ ,3147380
+ ,4063037
+ ,9621916
+ ,5890158
+ ,2142901
+ ,3145007
+ ,1562168
+ ,3303103
+ ,5886910
+ ,3454270
+ ,6995348
+ ,6487869
+ ,12091976
+ ,3934625
+ ,3999749
+ ,3613526
+ ,4271706
+ ,4253390
+ ,5551591
+ ,4663041
+ ,2104104
+ ,5385399
+ ,6205877
+ ,7529500
+ ,17222705
+ ,6230913
+ ,6508275
+ ,4518884
+ ,4234991
+ ,5625388
+ ,5810139
+ ,6942187
+ ,3711188
+ ,4261281
+ ,1989945
+ ,5033342
+ ,7239565
+ ,11058795
+ ,7384772
+ ,3884771
+ ,3239201
+ ,2316403
+ ,4034947
+ ,3245271
+ ,2387251
+ ,2174886
+ ,3436080
+ ,3738956
+ ,1884730
+ ,1509144
+ ,42728366
+ ,3446317
+ ,4600683
+ ,2953615
+ ,3570060
+ ,2130208
+ ,2442943
+ ,4892020
+ ,3222192
+ ,3121617
+ ,3665542
+ ,5519432
+ ,4113468
+ ,1714614
+ ,3651985
+ ,2419548
+ ,2378854
+ ,2303949
+ ,2555534
+ ,1713005
+ ,1705960
+ ,6115046
+ ,3951044
+ ,3785568
+ ,4670530
+ ,2265100
+ ,1105643
+ ,2814152
+ ,3728673
+ ,2038949
+ ,2402919
+ ,2348814
+ ,2797822
+ ,902505
+ ,1331319
+ ,4204238
+ ,2212485
+ ,6797382
+ ,4532324
+ ,1778808
+ ,1890720
+ ,5463736
+ ,11368931
+ ,2040164
+ ,4276399
+ ,3714445
+ ,2068168
+ ,1003842
+ ,2858535
+ ,2355484
+ ,2719262
+ ,1897741
+ ,3945185
+ ,3799916
+ ,1017654
+ ,3052241
+ ,3932970
+ ,3598151
+ ,2296005
+ ,2202018
+ ,2461777
+ ,2452042
+ ,2185142
+ ,11968502
+ ,20395972
+ ,21756900
+ ,30024300
+ ,10811344
+ ,1819202
+ ,1276885
+ ,2946701
+ ,3587459
+ ,2832691
+ ,6674805
+ ,3868362
+ ,4302909
+ ,23265229
+ ,22348002
+ ,11883953
+ ,6634979
+ ,2935493
+ ,3425669
+ ,1171611
+ ,6875879
+ ,19451908
+ ,13885933
+ ,7643317
+ ,10797966
+ ,7297445
+ ,8739736
+ ,12455537
+ ,24291181
+ ,4215150
+ ,28652176
+ ,6851172
+ ,3746871
+ ,7327861
+ ,16829710
+ ,13778594
+ ,6463717
+ ,8956867
+ ,21204915
+ ,16115855
+ ,2536113
+ ,16645717
+ ,17003730
+ ,15969006
+ ,31020427
+ ,23798897
+ ,20770321
+ ,44410402
+ ,27037491
+ ,29627771
+ ,18189792
+ ,4654610
+ ,12307201
+ ,15300578
+ ,10623864
+ ,6880178
+ ,29947357
+ ,18611399
+ ,42432604
+ ,20208278
+ ,14004392
+ ,25737765
+ ,16735738
+ ,22450825
+ ,6880840
+ ,8510379
+ ,8182481
+ ,10948683
+ ,4805277
+ ,2589229
+ ,5658407
+ ,12862611
+ ,5666188
+ ,6875556
+ ,7098766
+ ,36083309
+ ,10200330
+ ,7784976)
+ ,dim=c(1
+ ,352)
+ ,dimnames=list(c('Y')
+ ,1:352))
> y <- array(NA,dim=c(1,352),dimnames=list(c('Y'),1:352))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = ''
> par6 = ''
> par5 = ''
> par4 = ''
> par3 = 'Linear Trend'
> par2 = 'Include Monthly Dummies'
> par1 = '1'
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from 'package:base':
as.Date, as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
Y M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t
1 1483509 1 0 0 0 0 0 0 0 0 0 0 1
2 8036554 0 1 0 0 0 0 0 0 0 0 0 2
3 4623093 0 0 1 0 0 0 0 0 0 0 0 3
4 5528662 0 0 0 1 0 0 0 0 0 0 0 4
5 4221032 0 0 0 0 1 0 0 0 0 0 0 5
6 8061847 0 0 0 0 0 1 0 0 0 0 0 6
7 7640066 0 0 0 0 0 0 1 0 0 0 0 7
8 2935533 0 0 0 0 0 0 0 1 0 0 0 8
9 8161548 0 0 0 0 0 0 0 0 1 0 0 9
10 2543967 0 0 0 0 0 0 0 0 0 1 0 10
11 13163450 0 0 0 0 0 0 0 0 0 0 1 11
12 3348436 0 0 0 0 0 0 0 0 0 0 0 12
13 3997440 1 0 0 0 0 0 0 0 0 0 0 13
14 2322911 0 1 0 0 0 0 0 0 0 0 0 14
15 2019457 0 0 1 0 0 0 0 0 0 0 0 15
16 3047748 0 0 0 1 0 0 0 0 0 0 0 16
17 5728767 0 0 0 0 1 0 0 0 0 0 0 17
18 2605173 0 0 0 0 0 1 0 0 0 0 0 18
19 5646743 0 0 0 0 0 0 1 0 0 0 0 19
20 13121544 0 0 0 0 0 0 0 1 0 0 0 20
21 3453409 0 0 0 0 0 0 0 0 1 0 0 21
22 1878333 0 0 0 0 0 0 0 0 0 1 0 22
23 4247362 0 0 0 0 0 0 0 0 0 0 1 23
24 23022552 0 0 0 0 0 0 0 0 0 0 0 24
25 7646203 1 0 0 0 0 0 0 0 0 0 0 25
26 9016602 0 1 0 0 0 0 0 0 0 0 0 26
27 3606568 0 0 1 0 0 0 0 0 0 0 0 27
28 3173510 0 0 0 1 0 0 0 0 0 0 0 28
29 17568772 0 0 0 0 1 0 0 0 0 0 0 29
30 10805045 0 0 0 0 0 1 0 0 0 0 0 30
31 31056269 0 0 0 0 0 0 1 0 0 0 0 31
32 15623385 0 0 0 0 0 0 0 1 0 0 0 32
33 6663443 0 0 0 0 0 0 0 0 1 0 0 33
34 35435745 0 0 0 0 0 0 0 0 0 1 0 34
35 2823250 0 0 0 0 0 0 0 0 0 0 1 35
36 5197089 0 0 0 0 0 0 0 0 0 0 0 36
37 4120632 1 0 0 0 0 0 0 0 0 0 0 37
38 8832767 0 1 0 0 0 0 0 0 0 0 0 38
39 3695374 0 0 1 0 0 0 0 0 0 0 0 39
40 8385805 0 0 0 1 0 0 0 0 0 0 0 40
41 3777904 0 0 0 0 1 0 0 0 0 0 0 41
42 5199532 0 0 0 0 0 1 0 0 0 0 0 42
43 5297275 0 0 0 0 0 0 1 0 0 0 0 43
44 14847382 0 0 0 0 0 0 0 1 0 0 0 44
45 5900158 0 0 0 0 0 0 0 0 1 0 0 45
46 4416718 0 0 0 0 0 0 0 0 0 1 0 46
47 3926429 0 0 0 0 0 0 0 0 0 0 1 47
48 4876884 0 0 0 0 0 0 0 0 0 0 0 48
49 2795297 1 0 0 0 0 0 0 0 0 0 0 49
50 3385527 0 1 0 0 0 0 0 0 0 0 0 50
51 3877941 0 0 1 0 0 0 0 0 0 0 0 51
52 3556729 0 0 0 1 0 0 0 0 0 0 0 52
53 4982836 0 0 0 0 1 0 0 0 0 0 0 53
54 2976325 0 0 0 0 0 1 0 0 0 0 0 54
55 2295026 0 0 0 0 0 0 1 0 0 0 0 55
56 2218752 0 0 0 0 0 0 0 1 0 0 0 56
57 4146062 0 0 0 0 0 0 0 0 1 0 0 57
58 3302091 0 0 0 0 0 0 0 0 0 1 0 58
59 3864505 0 0 0 0 0 0 0 0 0 0 1 59
60 5454794 0 0 0 0 0 0 0 0 0 0 0 60
61 1749836 1 0 0 0 0 0 0 0 0 0 0 61
62 6684048 0 1 0 0 0 0 0 0 0 0 0 62
63 2809918 0 0 1 0 0 0 0 0 0 0 0 63
64 4092664 0 0 0 1 0 0 0 0 0 0 0 64
65 5070470 0 0 0 0 1 0 0 0 0 0 0 65
66 9814477 0 0 0 0 0 1 0 0 0 0 0 66
67 6665318 0 0 0 0 0 0 1 0 0 0 0 67
68 3912554 0 0 0 0 0 0 0 1 0 0 0 68
69 6188129 0 0 0 0 0 0 0 0 1 0 0 69
70 3627991 0 0 0 0 0 0 0 0 0 1 0 70
71 3308767 0 0 0 0 0 0 0 0 0 0 1 71
72 3820332 0 0 0 0 0 0 0 0 0 0 0 72
73 4932979 1 0 0 0 0 0 0 0 0 0 0 73
74 5567917 0 1 0 0 0 0 0 0 0 0 0 74
75 5020814 0 0 1 0 0 0 0 0 0 0 0 75
76 3803273 0 0 0 1 0 0 0 0 0 0 0 76
77 3999984 0 0 0 0 1 0 0 0 0 0 0 77
78 4883104 0 0 0 0 0 1 0 0 0 0 0 78
79 13731747 0 0 0 0 0 0 1 0 0 0 0 79
80 47531824 0 0 0 0 0 0 0 1 0 0 0 80
81 8415570 0 0 0 0 0 0 0 0 1 0 0 81
82 22178158 0 0 0 0 0 0 0 0 0 1 0 82
83 61211654 0 0 0 0 0 0 0 0 0 0 1 83
84 18223748 0 0 0 0 0 0 0 0 0 0 0 84
85 17678085 1 0 0 0 0 0 0 0 0 0 0 85
86 49299580 0 1 0 0 0 0 0 0 0 0 0 86
87 25899948 0 0 1 0 0 0 0 0 0 0 0 87
88 34121754 0 0 0 1 0 0 0 0 0 0 0 88
89 9859231 0 0 0 0 1 0 0 0 0 0 0 89
90 29740892 0 0 0 0 0 1 0 0 0 0 0 90
91 21085212 0 0 0 0 0 0 1 0 0 0 0 91
92 43003866 0 0 0 0 0 0 0 1 0 0 0 92
93 59549247 0 0 0 0 0 0 0 0 1 0 0 93
94 18026465 0 0 0 0 0 0 0 0 0 1 0 94
95 4680597 0 0 0 0 0 0 0 0 0 0 1 95
96 5564728 0 0 0 0 0 0 0 0 0 0 0 96
97 11792347 1 0 0 0 0 0 0 0 0 0 0 97
98 10371624 0 1 0 0 0 0 0 0 0 0 0 98
99 3728446 0 0 1 0 0 0 0 0 0 0 0 99
100 5732978 0 0 0 1 0 0 0 0 0 0 0 100
101 4067638 0 0 0 0 1 0 0 0 0 0 0 101
102 2395508 0 0 0 0 0 1 0 0 0 0 0 102
103 5018801 0 0 0 0 0 0 1 0 0 0 0 103
104 22068888 0 0 0 0 0 0 0 1 0 0 0 104
105 7678580 0 0 0 0 0 0 0 0 1 0 0 105
106 15510095 0 0 0 0 0 0 0 0 0 1 0 106
107 6471239 0 0 0 0 0 0 0 0 0 0 1 107
108 14349204 0 0 0 0 0 0 0 0 0 0 0 108
109 35151574 1 0 0 0 0 0 0 0 0 0 0 109
110 8210488 0 1 0 0 0 0 0 0 0 0 0 110
111 5022664 0 0 1 0 0 0 0 0 0 0 0 111
112 13996871 0 0 0 1 0 0 0 0 0 0 0 112
113 12822431 0 0 0 0 1 0 0 0 0 0 0 113
114 14011552 0 0 0 0 0 1 0 0 0 0 0 114
115 20260980 0 0 0 0 0 0 1 0 0 0 0 115
116 23718976 0 0 0 0 0 0 0 1 0 0 0 116
117 45833049 0 0 0 0 0 0 0 0 1 0 0 117
118 30688420 0 0 0 0 0 0 0 0 0 1 0 118
119 16576062 0 0 0 0 0 0 0 0 0 0 1 119
120 14844405 0 0 0 0 0 0 0 0 0 0 0 120
121 16728286 1 0 0 0 0 0 0 0 0 0 0 121
122 43477680 0 1 0 0 0 0 0 0 0 0 0 122
123 57497427 0 0 1 0 0 0 0 0 0 0 0 123
124 24233726 0 0 0 1 0 0 0 0 0 0 0 124
125 24921208 0 0 0 0 1 0 0 0 0 0 0 125
126 9516725 0 0 0 0 0 1 0 0 0 0 0 126
127 27977239 0 0 0 0 0 0 1 0 0 0 0 127
128 21632046 0 0 0 0 0 0 0 1 0 0 0 128
129 22956809 0 0 0 0 0 0 0 0 1 0 0 129
130 9704324 0 0 0 0 0 0 0 0 0 1 0 130
131 19871149 0 0 0 0 0 0 0 0 0 0 1 131
132 5553842 0 0 0 0 0 0 0 0 0 0 0 132
133 5667858 1 0 0 0 0 0 0 0 0 0 0 133
134 4348188 0 1 0 0 0 0 0 0 0 0 0 134
135 10025042 0 0 1 0 0 0 0 0 0 0 0 135
136 10639796 0 0 0 1 0 0 0 0 0 0 0 136
137 8639184 0 0 0 0 1 0 0 0 0 0 0 137
138 10764378 0 0 0 0 0 1 0 0 0 0 0 138
139 12097733 0 0 0 0 0 0 1 0 0 0 0 139
140 3988414 0 0 0 0 0 0 0 1 0 0 0 140
141 4607102 0 0 0 0 0 0 0 0 1 0 0 141
142 7126895 0 0 0 0 0 0 0 0 0 1 0 142
143 6009625 0 0 0 0 0 0 0 0 0 0 1 143
144 21533237 0 0 0 0 0 0 0 0 0 0 0 144
145 5986771 1 0 0 0 0 0 0 0 0 0 0 145
146 5455310 0 1 0 0 0 0 0 0 0 0 0 146
147 1822874 0 0 1 0 0 0 0 0 0 0 0 147
148 3374062 0 0 0 1 0 0 0 0 0 0 0 148
149 2920748 0 0 0 0 1 0 0 0 0 0 0 149
150 2295942 0 0 0 0 0 1 0 0 0 0 0 150
151 6809829 0 0 0 0 0 0 1 0 0 0 0 151
152 3318281 0 0 0 0 0 0 0 1 0 0 0 152
153 13784645 0 0 0 0 0 0 0 0 1 0 0 153
154 7366577 0 0 0 0 0 0 0 0 0 1 0 154
155 1628637 0 0 0 0 0 0 0 0 0 0 1 155
156 4258976 0 0 0 0 0 0 0 0 0 0 0 156
157 7159779 1 0 0 0 0 0 0 0 0 0 0 157
158 8098401 0 1 0 0 0 0 0 0 0 0 0 158
159 6894240 0 0 1 0 0 0 0 0 0 0 0 159
160 3771246 0 0 0 1 0 0 0 0 0 0 0 160
161 3249726 0 0 0 0 1 0 0 0 0 0 0 161
162 3147380 0 0 0 0 0 1 0 0 0 0 0 162
163 4063037 0 0 0 0 0 0 1 0 0 0 0 163
164 9621916 0 0 0 0 0 0 0 1 0 0 0 164
165 5890158 0 0 0 0 0 0 0 0 1 0 0 165
166 2142901 0 0 0 0 0 0 0 0 0 1 0 166
167 3145007 0 0 0 0 0 0 0 0 0 0 1 167
168 1562168 0 0 0 0 0 0 0 0 0 0 0 168
169 3303103 1 0 0 0 0 0 0 0 0 0 0 169
170 5886910 0 1 0 0 0 0 0 0 0 0 0 170
171 3454270 0 0 1 0 0 0 0 0 0 0 0 171
172 6995348 0 0 0 1 0 0 0 0 0 0 0 172
173 6487869 0 0 0 0 1 0 0 0 0 0 0 173
174 12091976 0 0 0 0 0 1 0 0 0 0 0 174
175 3934625 0 0 0 0 0 0 1 0 0 0 0 175
176 3999749 0 0 0 0 0 0 0 1 0 0 0 176
177 3613526 0 0 0 0 0 0 0 0 1 0 0 177
178 4271706 0 0 0 0 0 0 0 0 0 1 0 178
179 4253390 0 0 0 0 0 0 0 0 0 0 1 179
180 5551591 0 0 0 0 0 0 0 0 0 0 0 180
181 4663041 1 0 0 0 0 0 0 0 0 0 0 181
182 2104104 0 1 0 0 0 0 0 0 0 0 0 182
183 5385399 0 0 1 0 0 0 0 0 0 0 0 183
184 6205877 0 0 0 1 0 0 0 0 0 0 0 184
185 7529500 0 0 0 0 1 0 0 0 0 0 0 185
186 17222705 0 0 0 0 0 1 0 0 0 0 0 186
187 6230913 0 0 0 0 0 0 1 0 0 0 0 187
188 6508275 0 0 0 0 0 0 0 1 0 0 0 188
189 4518884 0 0 0 0 0 0 0 0 1 0 0 189
190 4234991 0 0 0 0 0 0 0 0 0 1 0 190
191 5625388 0 0 0 0 0 0 0 0 0 0 1 191
192 5810139 0 0 0 0 0 0 0 0 0 0 0 192
193 6942187 1 0 0 0 0 0 0 0 0 0 0 193
194 3711188 0 1 0 0 0 0 0 0 0 0 0 194
195 4261281 0 0 1 0 0 0 0 0 0 0 0 195
196 1989945 0 0 0 1 0 0 0 0 0 0 0 196
197 5033342 0 0 0 0 1 0 0 0 0 0 0 197
198 7239565 0 0 0 0 0 1 0 0 0 0 0 198
199 11058795 0 0 0 0 0 0 1 0 0 0 0 199
200 7384772 0 0 0 0 0 0 0 1 0 0 0 200
201 3884771 0 0 0 0 0 0 0 0 1 0 0 201
202 3239201 0 0 0 0 0 0 0 0 0 1 0 202
203 2316403 0 0 0 0 0 0 0 0 0 0 1 203
204 4034947 0 0 0 0 0 0 0 0 0 0 0 204
205 3245271 1 0 0 0 0 0 0 0 0 0 0 205
206 2387251 0 1 0 0 0 0 0 0 0 0 0 206
207 2174886 0 0 1 0 0 0 0 0 0 0 0 207
208 3436080 0 0 0 1 0 0 0 0 0 0 0 208
209 3738956 0 0 0 0 1 0 0 0 0 0 0 209
210 1884730 0 0 0 0 0 1 0 0 0 0 0 210
211 1509144 0 0 0 0 0 0 1 0 0 0 0 211
212 42728366 0 0 0 0 0 0 0 1 0 0 0 212
213 3446317 0 0 0 0 0 0 0 0 1 0 0 213
214 4600683 0 0 0 0 0 0 0 0 0 1 0 214
215 2953615 0 0 0 0 0 0 0 0 0 0 1 215
216 3570060 0 0 0 0 0 0 0 0 0 0 0 216
217 2130208 1 0 0 0 0 0 0 0 0 0 0 217
218 2442943 0 1 0 0 0 0 0 0 0 0 0 218
219 4892020 0 0 1 0 0 0 0 0 0 0 0 219
220 3222192 0 0 0 1 0 0 0 0 0 0 0 220
221 3121617 0 0 0 0 1 0 0 0 0 0 0 221
222 3665542 0 0 0 0 0 1 0 0 0 0 0 222
223 5519432 0 0 0 0 0 0 1 0 0 0 0 223
224 4113468 0 0 0 0 0 0 0 1 0 0 0 224
225 1714614 0 0 0 0 0 0 0 0 1 0 0 225
226 3651985 0 0 0 0 0 0 0 0 0 1 0 226
227 2419548 0 0 0 0 0 0 0 0 0 0 1 227
228 2378854 0 0 0 0 0 0 0 0 0 0 0 228
229 2303949 1 0 0 0 0 0 0 0 0 0 0 229
230 2555534 0 1 0 0 0 0 0 0 0 0 0 230
231 1713005 0 0 1 0 0 0 0 0 0 0 0 231
232 1705960 0 0 0 1 0 0 0 0 0 0 0 232
233 6115046 0 0 0 0 1 0 0 0 0 0 0 233
234 3951044 0 0 0 0 0 1 0 0 0 0 0 234
235 3785568 0 0 0 0 0 0 1 0 0 0 0 235
236 4670530 0 0 0 0 0 0 0 1 0 0 0 236
237 2265100 0 0 0 0 0 0 0 0 1 0 0 237
238 1105643 0 0 0 0 0 0 0 0 0 1 0 238
239 2814152 0 0 0 0 0 0 0 0 0 0 1 239
240 3728673 0 0 0 0 0 0 0 0 0 0 0 240
241 2038949 1 0 0 0 0 0 0 0 0 0 0 241
242 2402919 0 1 0 0 0 0 0 0 0 0 0 242
243 2348814 0 0 1 0 0 0 0 0 0 0 0 243
244 2797822 0 0 0 1 0 0 0 0 0 0 0 244
245 902505 0 0 0 0 1 0 0 0 0 0 0 245
246 1331319 0 0 0 0 0 1 0 0 0 0 0 246
247 4204238 0 0 0 0 0 0 1 0 0 0 0 247
248 2212485 0 0 0 0 0 0 0 1 0 0 0 248
249 6797382 0 0 0 0 0 0 0 0 1 0 0 249
250 4532324 0 0 0 0 0 0 0 0 0 1 0 250
251 1778808 0 0 0 0 0 0 0 0 0 0 1 251
252 1890720 0 0 0 0 0 0 0 0 0 0 0 252
253 5463736 1 0 0 0 0 0 0 0 0 0 0 253
254 11368931 0 1 0 0 0 0 0 0 0 0 0 254
255 2040164 0 0 1 0 0 0 0 0 0 0 0 255
256 4276399 0 0 0 1 0 0 0 0 0 0 0 256
257 3714445 0 0 0 0 1 0 0 0 0 0 0 257
258 2068168 0 0 0 0 0 1 0 0 0 0 0 258
259 1003842 0 0 0 0 0 0 1 0 0 0 0 259
260 2858535 0 0 0 0 0 0 0 1 0 0 0 260
261 2355484 0 0 0 0 0 0 0 0 1 0 0 261
262 2719262 0 0 0 0 0 0 0 0 0 1 0 262
263 1897741 0 0 0 0 0 0 0 0 0 0 1 263
264 3945185 0 0 0 0 0 0 0 0 0 0 0 264
265 3799916 1 0 0 0 0 0 0 0 0 0 0 265
266 1017654 0 1 0 0 0 0 0 0 0 0 0 266
267 3052241 0 0 1 0 0 0 0 0 0 0 0 267
268 3932970 0 0 0 1 0 0 0 0 0 0 0 268
269 3598151 0 0 0 0 1 0 0 0 0 0 0 269
270 2296005 0 0 0 0 0 1 0 0 0 0 0 270
271 2202018 0 0 0 0 0 0 1 0 0 0 0 271
272 2461777 0 0 0 0 0 0 0 1 0 0 0 272
273 2452042 0 0 0 0 0 0 0 0 1 0 0 273
274 2185142 0 0 0 0 0 0 0 0 0 1 0 274
275 11968502 0 0 0 0 0 0 0 0 0 0 1 275
276 20395972 0 0 0 0 0 0 0 0 0 0 0 276
277 21756900 1 0 0 0 0 0 0 0 0 0 0 277
278 30024300 0 1 0 0 0 0 0 0 0 0 0 278
279 10811344 0 0 1 0 0 0 0 0 0 0 0 279
280 1819202 0 0 0 1 0 0 0 0 0 0 0 280
281 1276885 0 0 0 0 1 0 0 0 0 0 0 281
282 2946701 0 0 0 0 0 1 0 0 0 0 0 282
283 3587459 0 0 0 0 0 0 1 0 0 0 0 283
284 2832691 0 0 0 0 0 0 0 1 0 0 0 284
285 6674805 0 0 0 0 0 0 0 0 1 0 0 285
286 3868362 0 0 0 0 0 0 0 0 0 1 0 286
287 4302909 0 0 0 0 0 0 0 0 0 0 1 287
288 23265229 0 0 0 0 0 0 0 0 0 0 0 288
289 22348002 1 0 0 0 0 0 0 0 0 0 0 289
290 11883953 0 1 0 0 0 0 0 0 0 0 0 290
291 6634979 0 0 1 0 0 0 0 0 0 0 0 291
292 2935493 0 0 0 1 0 0 0 0 0 0 0 292
293 3425669 0 0 0 0 1 0 0 0 0 0 0 293
294 1171611 0 0 0 0 0 1 0 0 0 0 0 294
295 6875879 0 0 0 0 0 0 1 0 0 0 0 295
296 19451908 0 0 0 0 0 0 0 1 0 0 0 296
297 13885933 0 0 0 0 0 0 0 0 1 0 0 297
298 7643317 0 0 0 0 0 0 0 0 0 1 0 298
299 10797966 0 0 0 0 0 0 0 0 0 0 1 299
300 7297445 0 0 0 0 0 0 0 0 0 0 0 300
301 8739736 1 0 0 0 0 0 0 0 0 0 0 301
302 12455537 0 1 0 0 0 0 0 0 0 0 0 302
303 24291181 0 0 1 0 0 0 0 0 0 0 0 303
304 4215150 0 0 0 1 0 0 0 0 0 0 0 304
305 28652176 0 0 0 0 1 0 0 0 0 0 0 305
306 6851172 0 0 0 0 0 1 0 0 0 0 0 306
307 3746871 0 0 0 0 0 0 1 0 0 0 0 307
308 7327861 0 0 0 0 0 0 0 1 0 0 0 308
309 16829710 0 0 0 0 0 0 0 0 1 0 0 309
310 13778594 0 0 0 0 0 0 0 0 0 1 0 310
311 6463717 0 0 0 0 0 0 0 0 0 0 1 311
312 8956867 0 0 0 0 0 0 0 0 0 0 0 312
313 21204915 1 0 0 0 0 0 0 0 0 0 0 313
314 16115855 0 1 0 0 0 0 0 0 0 0 0 314
315 2536113 0 0 1 0 0 0 0 0 0 0 0 315
316 16645717 0 0 0 1 0 0 0 0 0 0 0 316
317 17003730 0 0 0 0 1 0 0 0 0 0 0 317
318 15969006 0 0 0 0 0 1 0 0 0 0 0 318
319 31020427 0 0 0 0 0 0 1 0 0 0 0 319
320 23798897 0 0 0 0 0 0 0 1 0 0 0 320
321 20770321 0 0 0 0 0 0 0 0 1 0 0 321
322 44410402 0 0 0 0 0 0 0 0 0 1 0 322
323 27037491 0 0 0 0 0 0 0 0 0 0 1 323
324 29627771 0 0 0 0 0 0 0 0 0 0 0 324
325 18189792 1 0 0 0 0 0 0 0 0 0 0 325
326 4654610 0 1 0 0 0 0 0 0 0 0 0 326
327 12307201 0 0 1 0 0 0 0 0 0 0 0 327
328 15300578 0 0 0 1 0 0 0 0 0 0 0 328
329 10623864 0 0 0 0 1 0 0 0 0 0 0 329
330 6880178 0 0 0 0 0 1 0 0 0 0 0 330
331 29947357 0 0 0 0 0 0 1 0 0 0 0 331
332 18611399 0 0 0 0 0 0 0 1 0 0 0 332
333 42432604 0 0 0 0 0 0 0 0 1 0 0 333
334 20208278 0 0 0 0 0 0 0 0 0 1 0 334
335 14004392 0 0 0 0 0 0 0 0 0 0 1 335
336 25737765 0 0 0 0 0 0 0 0 0 0 0 336
337 16735738 1 0 0 0 0 0 0 0 0 0 0 337
338 22450825 0 1 0 0 0 0 0 0 0 0 0 338
339 6880840 0 0 1 0 0 0 0 0 0 0 0 339
340 8510379 0 0 0 1 0 0 0 0 0 0 0 340
341 8182481 0 0 0 0 1 0 0 0 0 0 0 341
342 10948683 0 0 0 0 0 1 0 0 0 0 0 342
343 4805277 0 0 0 0 0 0 1 0 0 0 0 343
344 2589229 0 0 0 0 0 0 0 1 0 0 0 344
345 5658407 0 0 0 0 0 0 0 0 1 0 0 345
346 12862611 0 0 0 0 0 0 0 0 0 1 0 346
347 5666188 0 0 0 0 0 0 0 0 0 0 1 347
348 6875556 0 0 0 0 0 0 0 0 0 0 0 348
349 7098766 1 0 0 0 0 0 0 0 0 0 0 349
350 36083309 0 1 0 0 0 0 0 0 0 0 0 350
351 10200330 0 0 1 0 0 0 0 0 0 0 0 351
352 7784976 0 0 0 1 0 0 0 0 0 0 0 352
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) M1 M2 M3 M4 M5
9395186 -576259 1548021 -1825171 -2504010 -2171238
M6 M7 M8 M9 M10 M11
-2466678 163424 3265090 1932905 438612 -1013150
t
2340
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-11028205 -5916412 -3563714 2467333 52635367
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 9395186 2151203 4.367 1.67e-05 ***
M1 -576259 2689189 -0.214 0.830
M2 1548021 2689140 0.576 0.565
M3 -1825170 2689102 -0.679 0.498
M4 -2504010 2689075 -0.931 0.352
M5 -2171238 2712011 -0.801 0.424
M6 -2466678 2711941 -0.910 0.364
M7 163424 2711881 0.060 0.952
M8 3265090 2711832 1.204 0.229
M9 1932905 2711795 0.713 0.476
M10 438612 2711768 0.162 0.872
M11 -1013150 2711751 -0.374 0.709
t 2340 5417 0.432 0.666
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 10330000 on 339 degrees of freedom
Multiple R-squared: 0.03034, Adjusted R-squared: -0.003983
F-statistic: 0.884 on 12 and 339 DF, p-value: 0.5636
> 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,] 1.588322e-02 3.176644e-02 9.841168e-01
[2,] 4.854596e-03 9.709193e-03 9.951454e-01
[3,] 1.783804e-03 3.567608e-03 9.982162e-01
[4,] 3.584152e-04 7.168305e-04 9.996416e-01
[5,] 3.165332e-03 6.330664e-03 9.968347e-01
[6,] 1.330801e-03 2.661602e-03 9.986692e-01
[7,] 4.138737e-04 8.277474e-04 9.995861e-01
[8,] 3.766677e-04 7.533355e-04 9.996233e-01
[9,] 1.025552e-02 2.051103e-02 9.897445e-01
[10,] 5.820236e-03 1.164047e-02 9.941798e-01
[11,] 2.923349e-03 5.846699e-03 9.970767e-01
[12,] 1.367490e-03 2.734980e-03 9.986325e-01
[13,] 6.496228e-04 1.299246e-03 9.993504e-01
[14,] 1.011705e-03 2.023410e-03 9.989883e-01
[15,] 5.132468e-04 1.026494e-03 9.994868e-01
[16,] 6.983428e-03 1.396686e-02 9.930166e-01
[17,] 4.136135e-03 8.272271e-03 9.958639e-01
[18,] 2.528956e-03 5.057913e-03 9.974710e-01
[19,] 4.585163e-02 9.170325e-02 9.541484e-01
[20,] 4.852249e-02 9.704499e-02 9.514775e-01
[21,] 5.513851e-02 1.102770e-01 9.448615e-01
[22,] 4.443075e-02 8.886151e-02 9.555692e-01
[23,] 3.224238e-02 6.448476e-02 9.677576e-01
[24,] 2.425338e-02 4.850676e-02 9.757466e-01
[25,] 1.653355e-02 3.306710e-02 9.834664e-01
[26,] 1.588180e-02 3.176361e-02 9.841182e-01
[27,] 1.214119e-02 2.428239e-02 9.878588e-01
[28,] 1.452167e-02 2.904334e-02 9.854783e-01
[29,] 9.930963e-03 1.986193e-02 9.900690e-01
[30,] 6.958750e-03 1.391750e-02 9.930412e-01
[31,] 7.453338e-03 1.490668e-02 9.925467e-01
[32,] 5.461951e-03 1.092390e-02 9.945380e-01
[33,] 4.454317e-03 8.908634e-03 9.955457e-01
[34,] 3.117794e-03 6.235588e-03 9.968822e-01
[35,] 2.327675e-03 4.655350e-03 9.976723e-01
[36,] 1.523464e-03 3.046929e-03 9.984765e-01
[37,] 1.009453e-03 2.018906e-03 9.989905e-01
[38,] 6.825074e-04 1.365015e-03 9.993175e-01
[39,] 4.719444e-04 9.438888e-04 9.995281e-01
[40,] 5.062686e-04 1.012537e-03 9.994937e-01
[41,] 4.985196e-04 9.970391e-04 9.995015e-01
[42,] 3.275318e-04 6.550636e-04 9.996725e-01
[43,] 2.661763e-04 5.323527e-04 9.997338e-01
[44,] 1.693752e-04 3.387504e-04 9.998306e-01
[45,] 1.092412e-04 2.184824e-04 9.998908e-01
[46,] 6.973590e-05 1.394718e-04 9.999303e-01
[47,] 4.364687e-05 8.729374e-05 9.999564e-01
[48,] 2.677138e-05 5.354277e-05 9.999732e-01
[49,] 1.603659e-05 3.207318e-05 9.999840e-01
[50,] 9.494148e-06 1.898830e-05 9.999905e-01
[51,] 6.431896e-06 1.286379e-05 9.999936e-01
[52,] 3.913563e-06 7.827127e-06 9.999961e-01
[53,] 2.766476e-06 5.532953e-06 9.999972e-01
[54,] 1.673334e-06 3.346668e-06 9.999983e-01
[55,] 1.133838e-06 2.267676e-06 9.999989e-01
[56,] 6.633195e-07 1.326639e-06 9.999993e-01
[57,] 4.104400e-07 8.208800e-07 9.999996e-01
[58,] 2.520933e-07 5.041866e-07 9.999997e-01
[59,] 1.466340e-07 2.932680e-07 9.999999e-01
[60,] 8.834113e-08 1.766823e-07 9.999999e-01
[61,] 4.915369e-08 9.830737e-08 1.000000e+00
[62,] 2.736894e-08 5.473787e-08 1.000000e+00
[63,] 1.475200e-08 2.950400e-08 1.000000e+00
[64,] 9.899407e-09 1.979881e-08 1.000000e+00
[65,] 1.031378e-04 2.062756e-04 9.998969e-01
[66,] 7.165287e-05 1.433057e-04 9.999283e-01
[67,] 1.010540e-04 2.021079e-04 9.998989e-01
[68,] 1.649397e-01 3.298794e-01 8.350603e-01
[69,] 1.537834e-01 3.075667e-01 8.462166e-01
[70,] 1.503874e-01 3.007749e-01 8.496126e-01
[71,] 5.302073e-01 9.395854e-01 4.697927e-01
[72,] 5.798102e-01 8.403797e-01 4.201898e-01
[73,] 7.128400e-01 5.743200e-01 2.871600e-01
[74,] 6.825548e-01 6.348905e-01 3.174452e-01
[75,] 7.398382e-01 5.203237e-01 2.601618e-01
[76,] 7.211431e-01 5.577139e-01 2.788569e-01
[77,] 8.305353e-01 3.389295e-01 1.694647e-01
[78,] 9.925418e-01 1.491638e-02 7.458190e-03
[79,] 9.910475e-01 1.790501e-02 8.952505e-03
[80,] 9.922559e-01 1.548828e-02 7.744140e-03
[81,] 9.918675e-01 1.626508e-02 8.132538e-03
[82,] 9.898495e-01 2.030109e-02 1.015054e-02
[83,] 9.887650e-01 2.247008e-02 1.123504e-02
[84,] 9.880729e-01 2.385416e-02 1.192708e-02
[85,] 9.869824e-01 2.603523e-02 1.301761e-02
[86,] 9.859141e-01 2.817185e-02 1.408593e-02
[87,] 9.863000e-01 2.740001e-02 1.370001e-02
[88,] 9.863900e-01 2.722004e-02 1.361002e-02
[89,] 9.847408e-01 3.051841e-02 1.525921e-02
[90,] 9.839072e-01 3.218554e-02 1.609277e-02
[91,] 9.808248e-01 3.835038e-02 1.917519e-02
[92,] 9.797624e-01 4.047523e-02 2.023761e-02
[93,] 9.756295e-01 4.874104e-02 2.437052e-02
[94,] 9.888137e-01 2.237256e-02 1.118628e-02
[95,] 9.877583e-01 2.448338e-02 1.224169e-02
[96,] 9.859677e-01 2.806461e-02 1.403231e-02
[97,] 9.835094e-01 3.298130e-02 1.649065e-02
[98,] 9.802579e-01 3.948422e-02 1.974211e-02
[99,] 9.771308e-01 4.573838e-02 2.286919e-02
[100,] 9.750869e-01 4.982616e-02 2.491308e-02
[101,] 9.740951e-01 5.180986e-02 2.590493e-02
[102,] 9.950331e-01 9.933862e-03 4.966931e-03
[103,] 9.968749e-01 6.250273e-03 3.125137e-03
[104,] 9.965406e-01 6.918761e-03 3.459381e-03
[105,] 9.958481e-01 8.303889e-03 4.151945e-03
[106,] 9.952544e-01 9.491256e-03 4.745628e-03
[107,] 9.992963e-01 1.407364e-03 7.036819e-04
[108,] 9.999996e-01 7.813961e-07 3.906980e-07
[109,] 9.999998e-01 3.532555e-07 1.766277e-07
[110,] 9.999999e-01 1.488590e-07 7.442951e-08
[111,] 9.999999e-01 1.639799e-07 8.198993e-08
[112,] 1.000000e+00 4.911199e-08 2.455600e-08
[113,] 1.000000e+00 3.054089e-08 1.527044e-08
[114,] 1.000000e+00 1.666737e-08 8.333683e-09
[115,] 1.000000e+00 1.544124e-08 7.720622e-09
[116,] 1.000000e+00 8.248581e-09 4.124290e-09
[117,] 1.000000e+00 8.765600e-09 4.382800e-09
[118,] 1.000000e+00 9.011582e-09 4.505791e-09
[119,] 1.000000e+00 6.604526e-09 3.302263e-09
[120,] 1.000000e+00 6.484369e-09 3.242185e-09
[121,] 1.000000e+00 6.128329e-09 3.064164e-09
[122,] 1.000000e+00 6.937418e-09 3.468709e-09
[123,] 1.000000e+00 7.034735e-09 3.517368e-09
[124,] 1.000000e+00 6.568382e-09 3.284191e-09
[125,] 1.000000e+00 3.566087e-09 1.783043e-09
[126,] 1.000000e+00 2.731410e-09 1.365705e-09
[127,] 1.000000e+00 2.847586e-09 1.423793e-09
[128,] 1.000000e+00 2.853648e-09 1.426824e-09
[129,] 1.000000e+00 1.387071e-09 6.935356e-10
[130,] 1.000000e+00 1.718568e-09 8.592842e-10
[131,] 1.000000e+00 1.786482e-09 8.932412e-10
[132,] 1.000000e+00 1.791610e-09 8.958050e-10
[133,] 1.000000e+00 1.961014e-09 9.805069e-10
[134,] 1.000000e+00 2.372944e-09 1.186472e-09
[135,] 1.000000e+00 2.762979e-09 1.381490e-09
[136,] 1.000000e+00 3.075716e-09 1.537858e-09
[137,] 1.000000e+00 2.424253e-09 1.212127e-09
[138,] 1.000000e+00 2.333593e-09 1.166797e-09
[139,] 1.000000e+00 2.792481e-09 1.396240e-09
[140,] 1.000000e+00 2.964727e-09 1.482364e-09
[141,] 1.000000e+00 3.888840e-09 1.944420e-09
[142,] 1.000000e+00 5.384599e-09 2.692299e-09
[143,] 1.000000e+00 6.992143e-09 3.496071e-09
[144,] 1.000000e+00 8.466974e-09 4.233487e-09
[145,] 1.000000e+00 1.049081e-08 5.245404e-09
[146,] 1.000000e+00 1.418270e-08 7.091349e-09
[147,] 1.000000e+00 1.868657e-08 9.343287e-09
[148,] 1.000000e+00 2.248515e-08 1.124257e-08
[149,] 1.000000e+00 2.598941e-08 1.299471e-08
[150,] 1.000000e+00 3.058578e-08 1.529289e-08
[151,] 1.000000e+00 3.645090e-08 1.822545e-08
[152,] 1.000000e+00 4.586494e-08 2.293247e-08
[153,] 1.000000e+00 5.893299e-08 2.946650e-08
[154,] 1.000000e+00 8.229294e-08 4.114647e-08
[155,] 9.999999e-01 1.115606e-07 5.578031e-08
[156,] 9.999999e-01 1.474064e-07 7.370318e-08
[157,] 9.999999e-01 1.767363e-07 8.836816e-08
[158,] 9.999999e-01 2.384748e-07 1.192374e-07
[159,] 9.999999e-01 2.164312e-07 1.082156e-07
[160,] 9.999999e-01 2.789252e-07 1.394626e-07
[161,] 9.999998e-01 3.229609e-07 1.614804e-07
[162,] 9.999998e-01 3.951429e-07 1.975715e-07
[163,] 9.999997e-01 5.308030e-07 2.654015e-07
[164,] 9.999997e-01 6.988328e-07 3.494164e-07
[165,] 9.999995e-01 1.000210e-06 5.001049e-07
[166,] 9.999993e-01 1.429594e-06 7.147969e-07
[167,] 9.999991e-01 1.809739e-06 9.048695e-07
[168,] 9.999988e-01 2.352117e-06 1.176059e-06
[169,] 9.999986e-01 2.847131e-06 1.423565e-06
[170,] 9.999982e-01 3.610189e-06 1.805094e-06
[171,] 9.999992e-01 1.683527e-06 8.417635e-07
[172,] 9.999989e-01 2.191386e-06 1.095693e-06
[173,] 9.999986e-01 2.806259e-06 1.403129e-06
[174,] 9.999982e-01 3.631469e-06 1.815735e-06
[175,] 9.999975e-01 4.921952e-06 2.460976e-06
[176,] 9.999969e-01 6.280824e-06 3.140412e-06
[177,] 9.999956e-01 8.825853e-06 4.412927e-06
[178,] 9.999940e-01 1.206629e-05 6.033145e-06
[179,] 9.999919e-01 1.626319e-05 8.131594e-06
[180,] 9.999895e-01 2.104712e-05 1.052356e-05
[181,] 9.999863e-01 2.730929e-05 1.365464e-05
[182,] 9.999820e-01 3.602542e-05 1.801271e-05
[183,] 9.999804e-01 3.928212e-05 1.964106e-05
[184,] 9.999795e-01 4.099374e-05 2.049687e-05
[185,] 9.999739e-01 5.227482e-05 2.613741e-05
[186,] 9.999663e-01 6.741548e-05 3.370774e-05
[187,] 9.999552e-01 8.960848e-05 4.480424e-05
[188,] 9.999417e-01 1.165671e-04 5.828354e-05
[189,] 9.999205e-01 1.590258e-04 7.951292e-05
[190,] 9.998921e-01 2.158436e-04 1.079218e-04
[191,] 9.998609e-01 2.781000e-04 1.390500e-04
[192,] 9.998194e-01 3.611730e-04 1.805865e-04
[193,] 9.997749e-01 4.502694e-04 2.251347e-04
[194,] 9.997059e-01 5.882458e-04 2.941229e-04
[195,] 9.996320e-01 7.360462e-04 3.680231e-04
[196,] 9.995352e-01 9.296506e-04 4.648253e-04
[197,] 9.999982e-01 3.595864e-06 1.797932e-06
[198,] 9.999975e-01 4.968432e-06 2.484216e-06
[199,] 9.999965e-01 7.015237e-06 3.507618e-06
[200,] 9.999952e-01 9.568054e-06 4.784027e-06
[201,] 9.999931e-01 1.385427e-05 6.927137e-06
[202,] 9.999901e-01 1.980980e-05 9.904900e-06
[203,] 9.999864e-01 2.716393e-05 1.358196e-05
[204,] 9.999828e-01 3.441507e-05 1.720754e-05
[205,] 9.999781e-01 4.377401e-05 2.188700e-05
[206,] 9.999698e-01 6.035286e-05 3.017643e-05
[207,] 9.999630e-01 7.405114e-05 3.702557e-05
[208,] 9.999519e-01 9.624778e-05 4.812389e-05
[209,] 9.999411e-01 1.178928e-04 5.894638e-05
[210,] 9.999223e-01 1.553599e-04 7.767994e-05
[211,] 9.998931e-01 2.138238e-04 1.069119e-04
[212,] 9.998564e-01 2.871429e-04 1.435715e-04
[213,] 9.998048e-01 3.904829e-04 1.952415e-04
[214,] 9.997341e-01 5.317493e-04 2.658746e-04
[215,] 9.996533e-01 6.934895e-04 3.467447e-04
[216,] 9.995399e-01 9.201470e-04 4.600735e-04
[217,] 9.994041e-01 1.191846e-03 5.959228e-04
[218,] 9.992580e-01 1.484080e-03 7.420398e-04
[219,] 9.991077e-01 1.784525e-03 8.922624e-04
[220,] 9.988374e-01 2.325190e-03 1.162595e-03
[221,] 9.985781e-01 2.843753e-03 1.421876e-03
[222,] 9.981906e-01 3.618785e-03 1.809392e-03
[223,] 9.977072e-01 4.585597e-03 2.292798e-03
[224,] 9.970382e-01 5.923550e-03 2.961775e-03
[225,] 9.961733e-01 7.653440e-03 3.826720e-03
[226,] 9.951772e-01 9.645675e-03 4.822838e-03
[227,] 9.942146e-01 1.157075e-02 5.785376e-03
[228,] 9.926556e-01 1.468873e-02 7.344365e-03
[229,] 9.909180e-01 1.816402e-02 9.082008e-03
[230,] 9.885756e-01 2.284889e-02 1.142445e-02
[231,] 9.859056e-01 2.818873e-02 1.409436e-02
[232,] 9.824806e-01 3.503872e-02 1.751936e-02
[233,] 9.791277e-01 4.174463e-02 2.087232e-02
[234,] 9.741880e-01 5.162399e-02 2.581199e-02
[235,] 9.683667e-01 6.326651e-02 3.163326e-02
[236,] 9.616023e-01 7.679536e-02 3.839768e-02
[237,] 9.562044e-01 8.759110e-02 4.379555e-02
[238,] 9.474598e-01 1.050805e-01 5.254024e-02
[239,] 9.379397e-01 1.241207e-01 6.206034e-02
[240,] 9.260395e-01 1.479211e-01 7.396054e-02
[241,] 9.141331e-01 1.717338e-01 8.586688e-02
[242,] 8.987242e-01 2.025517e-01 1.012758e-01
[243,] 8.821423e-01 2.357153e-01 1.178577e-01
[244,] 8.664197e-01 2.671607e-01 1.335803e-01
[245,] 8.485389e-01 3.029222e-01 1.514611e-01
[246,] 8.344781e-01 3.310438e-01 1.655219e-01
[247,] 8.170228e-01 3.659544e-01 1.829772e-01
[248,] 7.937061e-01 4.125878e-01 2.062939e-01
[249,] 7.775984e-01 4.448032e-01 2.224016e-01
[250,] 7.592906e-01 4.814188e-01 2.407094e-01
[251,] 7.661276e-01 4.677448e-01 2.338724e-01
[252,] 7.371551e-01 5.256899e-01 2.628449e-01
[253,] 7.050428e-01 5.899144e-01 2.949572e-01
[254,] 6.741847e-01 6.516306e-01 3.258153e-01
[255,] 6.389280e-01 7.221440e-01 3.610720e-01
[256,] 6.156792e-01 7.686415e-01 3.843208e-01
[257,] 5.917400e-01 8.165200e-01 4.082600e-01
[258,] 5.915571e-01 8.168859e-01 4.084429e-01
[259,] 5.916642e-01 8.166717e-01 4.083358e-01
[260,] 5.610850e-01 8.778301e-01 4.389150e-01
[261,] 5.547609e-01 8.904782e-01 4.452391e-01
[262,] 5.656193e-01 8.687615e-01 4.343807e-01
[263,] 6.464769e-01 7.070462e-01 3.535231e-01
[264,] 6.179743e-01 7.640515e-01 3.820257e-01
[265,] 5.807217e-01 8.385567e-01 4.192783e-01
[266,] 5.607868e-01 8.784263e-01 4.392132e-01
[267,] 5.206891e-01 9.586218e-01 4.793109e-01
[268,] 4.990568e-01 9.981136e-01 5.009432e-01
[269,] 4.809945e-01 9.619889e-01 5.190055e-01
[270,] 4.712849e-01 9.425698e-01 5.287151e-01
[271,] 4.846889e-01 9.693778e-01 5.153111e-01
[272,] 4.559226e-01 9.118451e-01 5.440774e-01
[273,] 4.615671e-01 9.231341e-01 5.384329e-01
[274,] 4.702129e-01 9.404258e-01 5.297871e-01
[275,] 4.336278e-01 8.672556e-01 5.663722e-01
[276,] 3.928365e-01 7.856731e-01 6.071635e-01
[277,] 3.597709e-01 7.195418e-01 6.402291e-01
[278,] 3.537293e-01 7.074585e-01 6.462707e-01
[279,] 3.308338e-01 6.616676e-01 6.691662e-01
[280,] 3.173179e-01 6.346358e-01 6.826821e-01
[281,] 2.940623e-01 5.881247e-01 7.059377e-01
[282,] 2.707741e-01 5.415482e-01 7.292259e-01
[283,] 2.930288e-01 5.860576e-01 7.069712e-01
[284,] 2.582621e-01 5.165242e-01 7.417379e-01
[285,] 2.546415e-01 5.092830e-01 7.453585e-01
[286,] 2.373394e-01 4.746789e-01 7.626606e-01
[287,] 2.254170e-01 4.508341e-01 7.745830e-01
[288,] 2.529172e-01 5.058344e-01 7.470828e-01
[289,] 2.399297e-01 4.798594e-01 7.600703e-01
[290,] 2.830849e-01 5.661697e-01 7.169151e-01
[291,] 2.505246e-01 5.010491e-01 7.494754e-01
[292,] 3.212544e-01 6.425088e-01 6.787456e-01
[293,] 3.099175e-01 6.198350e-01 6.900825e-01
[294,] 2.963309e-01 5.926619e-01 7.036691e-01
[295,] 3.379930e-01 6.759859e-01 6.620070e-01
[296,] 3.617701e-01 7.235402e-01 6.382299e-01
[297,] 4.392353e-01 8.784706e-01 5.607647e-01
[298,] 3.939298e-01 7.878597e-01 6.060702e-01
[299,] 4.109121e-01 8.218241e-01 5.890879e-01
[300,] 4.766337e-01 9.532674e-01 5.233663e-01
[301,] 4.344261e-01 8.688521e-01 5.655739e-01
[302,] 3.806120e-01 7.612241e-01 6.193880e-01
[303,] 3.280079e-01 6.560159e-01 6.719921e-01
[304,] 2.998086e-01 5.996171e-01 7.001914e-01
[305,] 2.570277e-01 5.140554e-01 7.429723e-01
[306,] 2.515477e-01 5.030955e-01 7.484523e-01
[307,] 3.630018e-01 7.260037e-01 6.369982e-01
[308,] 3.481531e-01 6.963062e-01 6.518469e-01
[309,] 3.153052e-01 6.306105e-01 6.846948e-01
[310,] 2.544284e-01 5.088568e-01 7.455716e-01
[311,] 6.471425e-01 7.057150e-01 3.528575e-01
[312,] 5.952795e-01 8.094410e-01 4.047205e-01
[313,] 5.252971e-01 9.494057e-01 4.747029e-01
[314,] 4.519638e-01 9.039276e-01 5.480362e-01
[315,] 4.398415e-01 8.796830e-01 5.601585e-01
[316,] 4.550100e-01 9.100200e-01 5.449900e-01
[317,] 3.761200e-01 7.522400e-01 6.238800e-01
[318,] 8.041204e-01 3.917591e-01 1.958796e-01
[319,] 7.041498e-01 5.917003e-01 2.958502e-01
[320,] 5.844605e-01 8.310790e-01 4.155395e-01
[321,] 7.326133e-01 5.347734e-01 2.673867e-01
> postscript(file="/var/wessaorg/rcomp/tmp/111w71355049991.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/2vu391355049991.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/337ol1355049991.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4qzhr1355049991.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5h8yq1355049991.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 352
Frequency = 1
1 2 3 4 5 6
-7337758.77 -2911334.27 -2953943.74 -1371876.00 -3014617.88 1119296.50
7 8 9 10 11 12
-1934927.09 -9743466.40 -3187606.78 -7313235.09 4755669.91 -6074834.64
13 14 15 16 17 18
-4851912.30 -8653061.80 -5585664.27 -3880874.54 -1534967.41 -4365462.03
19 20 21 22 23 24
-3956334.62 414460.07 -7923830.31 -8006953.62 -4188502.62 13571196.83
25 26 27 28 29 30
-1231233.84 -1987455.34 -4026637.80 -3783197.07 10276953.05 3806325.43
31 32 33 34 35 36
21425106.85 2888216.54 -4741880.84 25522373.85 -5640699.15 -4282350.71
37 38 39 40 41 42
-4784889.37 -2199374.87 -3965916.33 1401013.40 -3541999.48 -1827272.10
43 44 45 46 47 48
-4361971.69 2084129.00 -5533250.38 -5524737.69 -4565604.69 -4630640.24
49 50 51 52 53 54
-6138308.90 -7674699.40 -3811433.87 -3456147.13 -2365152.01 -4078563.63
55 56 57 58 59 60
-7392305.22 -10572585.53 -7315430.91 -6667449.22 -4655613.22 -4080814.77
61 62 63 64 65 66
-7211854.43 -4404262.93 -4907541.40 -2948296.67 -2305602.55 2731503.83
67 68 69 70 71 72
-3050097.75 -8906868.06 -5301448.44 -6369633.75 -5239435.75 -5743361.30
73 74 75 76 77 78
-4056795.97 -5548478.47 -2724729.93 -3265772.20 -3404173.08 -2227953.70
79 80 81 82 83 84
3988246.71 34684317.40 -3102091.98 12152448.71 52635366.71 8631970.16
85 86 87 88 89 90
8660225.50 38155100.00 18126319.53 27024624.27 2426989.39 22601749.77
91 92 93 94 95 96
11313627.18 30128274.87 48003500.49 7972671.18 -3923774.82 -4055134.37
97 98 99 100 101 102
2746402.97 -800940.53 -4073267.00 -1392236.27 -3392688.15 -4771718.77
103 104 105 106 107 108
-4780868.35 9165212.34 -3895251.04 5428216.65 -2161217.35 4701257.10
109 110 111 112 113 114
26077545.43 -2990161.07 -2807133.53 6843572.20 5334020.32 6816240.70
115 116 117 118 119 120
10433226.11 10787215.80 34231133.42 20578457.11 7915521.11 5168373.56
121 122 123 124 125 126
7626172.90 32248946.40 49639544.93 17052342.67 17404712.79 2293329.17
127 128 129 130 131 132
18121400.58 8672201.27 11326808.89 -433723.42 11182523.58 -4150273.97
133 134 135 136 137 138
-3462339.63 -6908630.13 2139075.40 3430328.13 1094604.25 3512897.63
139 140 141 142 143 144
2213810.05 -8999515.26 -7050982.64 -3039236.95 -2707084.95 11801036.50
145 146 147 148 149 150
-3171511.17 -5829592.67 -6091177.13 -3863490.40 -4651916.28 -4983622.90
151 152 153 154 155 156
-3102178.49 -9697732.80 2098475.83 -2827639.49 -7116157.49 -5501309.04
157 158 159 160 161 162
-2026587.70 -3214586.20 -1047895.67 -3494390.93 -4351022.81 -4160269.43
163 164 165 166 167 168
-5877055.02 -3422182.33 -5824095.71 -8079400.02 -5627872.02 -8226201.57
169 170 171 172 173 174
-5911348.23 -5454161.73 -4515950.20 -298373.47 -1140964.34 4756242.03
175 176 177 178 179 180
-6033551.55 -9072433.86 -8128812.24 -5978679.55 -4547573.55 -4264863.10
181 182 183 184 185 186
-4579494.77 -9265052.27 -2612905.73 -1115929.00 -127417.88 9858886.50
187 188 189 190 191 192
-3765348.08 -6591992.40 -7251538.77 -6043479.08 -3203660.08 -4034399.64
193 194 195 196 197 198
-2328433.30 -7686052.80 -3765108.27 -5359945.53 -2651660.41 -152338.03
199 200 201 202 203 204
1034449.38 -5743579.93 -7913736.31 -7067353.62 -6540729.62 -5837676.17
205 206 207 208 209 210
-6053433.83 -9038074.33 -5879587.80 -3941895.07 -3974130.94 -5535257.57
211 212 213 214 215 216
-8543286.15 29571929.54 -8380274.84 -5733956.15 -5931602.15 -6330647.70
217 218 219 220 221 222
-7196581.37 -9010466.87 -3190538.33 -4183867.60 -4619554.48 -3782530.10
223 224 225 226 227 228
-4561082.68 -9071052.99 -10140062.37 -6710738.68 -6493753.68 -7549938.24
229 230 231 232 233 234
-7050924.90 -8925960.40 -6397637.87 -5728184.13 -1654210.01 -3525112.63
235 236 237 238 239 240
-6323031.22 -8542075.53 -9617660.91 -9285165.22 -6127234.22 -6228203.77
241 242 243 244 245 246
-7344009.43 -9106659.93 -5789913.40 -4664406.67 -6894835.54 -6172922.16
247 248 249 250 251 252
-5932445.75 -11028205.06 -5113463.44 -5886568.75 -7190662.75 -8094241.30
253 254 255 256 257 258
-3947306.97 -168732.47 -6126647.93 -3213914.20 -4110980.08 -5464157.70
259 260 261 262 263 264
-9160926.28 -10410239.59 -9583445.97 -7727715.28 -7099814.28 -6067860.84
265 266 267 268 269 270
-5639211.50 -10548094.00 -5142655.47 -3585427.73 -4255358.61 -5264405.23
271 272 273 274 275 276
-7990834.82 -10835082.13 -9514972.51 -8289919.82 2942862.18 10354841.63
277 278 279 280 281 282
12289687.97 18430467.47 2588363.00 -5727280.27 -6604709.14 -4641793.76
283 284 285 286 287 288
-6633478.35 -10492252.66 -5320294.04 -6634784.35 -4750815.35 13196014.10
289 290 291 292 293 294
12852705.43 262035.93 -1616086.53 -4639073.80 -4484009.68 -6444968.30
295 296 297 298 299 300
-3373142.88 6098879.81 1862749.43 -2887913.88 1716157.12 -2799854.44
301 302 303 304 305 306
-783645.10 805535.40 16012030.93 -3387501.33 20714412.79 -793491.83
307 308 309 310 311 312
-6530235.42 -6053251.73 4778441.89 3219278.58 -2646176.42 -1168516.97
313 314 315 316 317 318
11653449.37 4437768.87 -5771121.60 9014981.13 9037882.26 8296257.64
319 320 321 322 323 324
20715236.05 10389699.74 8690968.36 33823002.05 17899513.05 19474302.50
325 326 327 328 329 330
8610241.84 -7051560.66 3971881.87 7641757.60 2629931.72 -820654.90
331 332 333 334 335 336
19614081.52 5174117.21 30325166.83 9592793.52 4838329.52 15556211.97
337 338 339 340 341 342
7128103.30 10716569.80 -1482563.66 823474.07 160464.19 3219765.57
343 344 345 346 347 348
-5556083.02 -10876137.33 -6477114.71 2219041.98 -3527959.02 -3334081.57
349 350 351 352
-2536953.23 24320969.27 1808841.80 69986.54
> postscript(file="/var/wessaorg/rcomp/tmp/6a3y11355049991.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 = 352
Frequency = 1
lag(myerror, k = 1) myerror
0 -7337758.77 NA
1 -2911334.27 -7337758.77
2 -2953943.74 -2911334.27
3 -1371876.00 -2953943.74
4 -3014617.88 -1371876.00
5 1119296.50 -3014617.88
6 -1934927.09 1119296.50
7 -9743466.40 -1934927.09
8 -3187606.78 -9743466.40
9 -7313235.09 -3187606.78
10 4755669.91 -7313235.09
11 -6074834.64 4755669.91
12 -4851912.30 -6074834.64
13 -8653061.80 -4851912.30
14 -5585664.27 -8653061.80
15 -3880874.54 -5585664.27
16 -1534967.41 -3880874.54
17 -4365462.03 -1534967.41
18 -3956334.62 -4365462.03
19 414460.07 -3956334.62
20 -7923830.31 414460.07
21 -8006953.62 -7923830.31
22 -4188502.62 -8006953.62
23 13571196.83 -4188502.62
24 -1231233.84 13571196.83
25 -1987455.34 -1231233.84
26 -4026637.80 -1987455.34
27 -3783197.07 -4026637.80
28 10276953.05 -3783197.07
29 3806325.43 10276953.05
30 21425106.85 3806325.43
31 2888216.54 21425106.85
32 -4741880.84 2888216.54
33 25522373.85 -4741880.84
34 -5640699.15 25522373.85
35 -4282350.71 -5640699.15
36 -4784889.37 -4282350.71
37 -2199374.87 -4784889.37
38 -3965916.33 -2199374.87
39 1401013.40 -3965916.33
40 -3541999.48 1401013.40
41 -1827272.10 -3541999.48
42 -4361971.69 -1827272.10
43 2084129.00 -4361971.69
44 -5533250.38 2084129.00
45 -5524737.69 -5533250.38
46 -4565604.69 -5524737.69
47 -4630640.24 -4565604.69
48 -6138308.90 -4630640.24
49 -7674699.40 -6138308.90
50 -3811433.87 -7674699.40
51 -3456147.13 -3811433.87
52 -2365152.01 -3456147.13
53 -4078563.63 -2365152.01
54 -7392305.22 -4078563.63
55 -10572585.53 -7392305.22
56 -7315430.91 -10572585.53
57 -6667449.22 -7315430.91
58 -4655613.22 -6667449.22
59 -4080814.77 -4655613.22
60 -7211854.43 -4080814.77
61 -4404262.93 -7211854.43
62 -4907541.40 -4404262.93
63 -2948296.67 -4907541.40
64 -2305602.55 -2948296.67
65 2731503.83 -2305602.55
66 -3050097.75 2731503.83
67 -8906868.06 -3050097.75
68 -5301448.44 -8906868.06
69 -6369633.75 -5301448.44
70 -5239435.75 -6369633.75
71 -5743361.30 -5239435.75
72 -4056795.97 -5743361.30
73 -5548478.47 -4056795.97
74 -2724729.93 -5548478.47
75 -3265772.20 -2724729.93
76 -3404173.08 -3265772.20
77 -2227953.70 -3404173.08
78 3988246.71 -2227953.70
79 34684317.40 3988246.71
80 -3102091.98 34684317.40
81 12152448.71 -3102091.98
82 52635366.71 12152448.71
83 8631970.16 52635366.71
84 8660225.50 8631970.16
85 38155100.00 8660225.50
86 18126319.53 38155100.00
87 27024624.27 18126319.53
88 2426989.39 27024624.27
89 22601749.77 2426989.39
90 11313627.18 22601749.77
91 30128274.87 11313627.18
92 48003500.49 30128274.87
93 7972671.18 48003500.49
94 -3923774.82 7972671.18
95 -4055134.37 -3923774.82
96 2746402.97 -4055134.37
97 -800940.53 2746402.97
98 -4073267.00 -800940.53
99 -1392236.27 -4073267.00
100 -3392688.15 -1392236.27
101 -4771718.77 -3392688.15
102 -4780868.35 -4771718.77
103 9165212.34 -4780868.35
104 -3895251.04 9165212.34
105 5428216.65 -3895251.04
106 -2161217.35 5428216.65
107 4701257.10 -2161217.35
108 26077545.43 4701257.10
109 -2990161.07 26077545.43
110 -2807133.53 -2990161.07
111 6843572.20 -2807133.53
112 5334020.32 6843572.20
113 6816240.70 5334020.32
114 10433226.11 6816240.70
115 10787215.80 10433226.11
116 34231133.42 10787215.80
117 20578457.11 34231133.42
118 7915521.11 20578457.11
119 5168373.56 7915521.11
120 7626172.90 5168373.56
121 32248946.40 7626172.90
122 49639544.93 32248946.40
123 17052342.67 49639544.93
124 17404712.79 17052342.67
125 2293329.17 17404712.79
126 18121400.58 2293329.17
127 8672201.27 18121400.58
128 11326808.89 8672201.27
129 -433723.42 11326808.89
130 11182523.58 -433723.42
131 -4150273.97 11182523.58
132 -3462339.63 -4150273.97
133 -6908630.13 -3462339.63
134 2139075.40 -6908630.13
135 3430328.13 2139075.40
136 1094604.25 3430328.13
137 3512897.63 1094604.25
138 2213810.05 3512897.63
139 -8999515.26 2213810.05
140 -7050982.64 -8999515.26
141 -3039236.95 -7050982.64
142 -2707084.95 -3039236.95
143 11801036.50 -2707084.95
144 -3171511.17 11801036.50
145 -5829592.67 -3171511.17
146 -6091177.13 -5829592.67
147 -3863490.40 -6091177.13
148 -4651916.28 -3863490.40
149 -4983622.90 -4651916.28
150 -3102178.49 -4983622.90
151 -9697732.80 -3102178.49
152 2098475.83 -9697732.80
153 -2827639.49 2098475.83
154 -7116157.49 -2827639.49
155 -5501309.04 -7116157.49
156 -2026587.70 -5501309.04
157 -3214586.20 -2026587.70
158 -1047895.67 -3214586.20
159 -3494390.93 -1047895.67
160 -4351022.81 -3494390.93
161 -4160269.43 -4351022.81
162 -5877055.02 -4160269.43
163 -3422182.33 -5877055.02
164 -5824095.71 -3422182.33
165 -8079400.02 -5824095.71
166 -5627872.02 -8079400.02
167 -8226201.57 -5627872.02
168 -5911348.23 -8226201.57
169 -5454161.73 -5911348.23
170 -4515950.20 -5454161.73
171 -298373.47 -4515950.20
172 -1140964.34 -298373.47
173 4756242.03 -1140964.34
174 -6033551.55 4756242.03
175 -9072433.86 -6033551.55
176 -8128812.24 -9072433.86
177 -5978679.55 -8128812.24
178 -4547573.55 -5978679.55
179 -4264863.10 -4547573.55
180 -4579494.77 -4264863.10
181 -9265052.27 -4579494.77
182 -2612905.73 -9265052.27
183 -1115929.00 -2612905.73
184 -127417.88 -1115929.00
185 9858886.50 -127417.88
186 -3765348.08 9858886.50
187 -6591992.40 -3765348.08
188 -7251538.77 -6591992.40
189 -6043479.08 -7251538.77
190 -3203660.08 -6043479.08
191 -4034399.64 -3203660.08
192 -2328433.30 -4034399.64
193 -7686052.80 -2328433.30
194 -3765108.27 -7686052.80
195 -5359945.53 -3765108.27
196 -2651660.41 -5359945.53
197 -152338.03 -2651660.41
198 1034449.38 -152338.03
199 -5743579.93 1034449.38
200 -7913736.31 -5743579.93
201 -7067353.62 -7913736.31
202 -6540729.62 -7067353.62
203 -5837676.17 -6540729.62
204 -6053433.83 -5837676.17
205 -9038074.33 -6053433.83
206 -5879587.80 -9038074.33
207 -3941895.07 -5879587.80
208 -3974130.94 -3941895.07
209 -5535257.57 -3974130.94
210 -8543286.15 -5535257.57
211 29571929.54 -8543286.15
212 -8380274.84 29571929.54
213 -5733956.15 -8380274.84
214 -5931602.15 -5733956.15
215 -6330647.70 -5931602.15
216 -7196581.37 -6330647.70
217 -9010466.87 -7196581.37
218 -3190538.33 -9010466.87
219 -4183867.60 -3190538.33
220 -4619554.48 -4183867.60
221 -3782530.10 -4619554.48
222 -4561082.68 -3782530.10
223 -9071052.99 -4561082.68
224 -10140062.37 -9071052.99
225 -6710738.68 -10140062.37
226 -6493753.68 -6710738.68
227 -7549938.24 -6493753.68
228 -7050924.90 -7549938.24
229 -8925960.40 -7050924.90
230 -6397637.87 -8925960.40
231 -5728184.13 -6397637.87
232 -1654210.01 -5728184.13
233 -3525112.63 -1654210.01
234 -6323031.22 -3525112.63
235 -8542075.53 -6323031.22
236 -9617660.91 -8542075.53
237 -9285165.22 -9617660.91
238 -6127234.22 -9285165.22
239 -6228203.77 -6127234.22
240 -7344009.43 -6228203.77
241 -9106659.93 -7344009.43
242 -5789913.40 -9106659.93
243 -4664406.67 -5789913.40
244 -6894835.54 -4664406.67
245 -6172922.16 -6894835.54
246 -5932445.75 -6172922.16
247 -11028205.06 -5932445.75
248 -5113463.44 -11028205.06
249 -5886568.75 -5113463.44
250 -7190662.75 -5886568.75
251 -8094241.30 -7190662.75
252 -3947306.97 -8094241.30
253 -168732.47 -3947306.97
254 -6126647.93 -168732.47
255 -3213914.20 -6126647.93
256 -4110980.08 -3213914.20
257 -5464157.70 -4110980.08
258 -9160926.28 -5464157.70
259 -10410239.59 -9160926.28
260 -9583445.97 -10410239.59
261 -7727715.28 -9583445.97
262 -7099814.28 -7727715.28
263 -6067860.84 -7099814.28
264 -5639211.50 -6067860.84
265 -10548094.00 -5639211.50
266 -5142655.47 -10548094.00
267 -3585427.73 -5142655.47
268 -4255358.61 -3585427.73
269 -5264405.23 -4255358.61
270 -7990834.82 -5264405.23
271 -10835082.13 -7990834.82
272 -9514972.51 -10835082.13
273 -8289919.82 -9514972.51
274 2942862.18 -8289919.82
275 10354841.63 2942862.18
276 12289687.97 10354841.63
277 18430467.47 12289687.97
278 2588363.00 18430467.47
279 -5727280.27 2588363.00
280 -6604709.14 -5727280.27
281 -4641793.76 -6604709.14
282 -6633478.35 -4641793.76
283 -10492252.66 -6633478.35
284 -5320294.04 -10492252.66
285 -6634784.35 -5320294.04
286 -4750815.35 -6634784.35
287 13196014.10 -4750815.35
288 12852705.43 13196014.10
289 262035.93 12852705.43
290 -1616086.53 262035.93
291 -4639073.80 -1616086.53
292 -4484009.68 -4639073.80
293 -6444968.30 -4484009.68
294 -3373142.88 -6444968.30
295 6098879.81 -3373142.88
296 1862749.43 6098879.81
297 -2887913.88 1862749.43
298 1716157.12 -2887913.88
299 -2799854.44 1716157.12
300 -783645.10 -2799854.44
301 805535.40 -783645.10
302 16012030.93 805535.40
303 -3387501.33 16012030.93
304 20714412.79 -3387501.33
305 -793491.83 20714412.79
306 -6530235.42 -793491.83
307 -6053251.73 -6530235.42
308 4778441.89 -6053251.73
309 3219278.58 4778441.89
310 -2646176.42 3219278.58
311 -1168516.97 -2646176.42
312 11653449.37 -1168516.97
313 4437768.87 11653449.37
314 -5771121.60 4437768.87
315 9014981.13 -5771121.60
316 9037882.26 9014981.13
317 8296257.64 9037882.26
318 20715236.05 8296257.64
319 10389699.74 20715236.05
320 8690968.36 10389699.74
321 33823002.05 8690968.36
322 17899513.05 33823002.05
323 19474302.50 17899513.05
324 8610241.84 19474302.50
325 -7051560.66 8610241.84
326 3971881.87 -7051560.66
327 7641757.60 3971881.87
328 2629931.72 7641757.60
329 -820654.90 2629931.72
330 19614081.52 -820654.90
331 5174117.21 19614081.52
332 30325166.83 5174117.21
333 9592793.52 30325166.83
334 4838329.52 9592793.52
335 15556211.97 4838329.52
336 7128103.30 15556211.97
337 10716569.80 7128103.30
338 -1482563.66 10716569.80
339 823474.07 -1482563.66
340 160464.19 823474.07
341 3219765.57 160464.19
342 -5556083.02 3219765.57
343 -10876137.33 -5556083.02
344 -6477114.71 -10876137.33
345 2219041.98 -6477114.71
346 -3527959.02 2219041.98
347 -3334081.57 -3527959.02
348 -2536953.23 -3334081.57
349 24320969.27 -2536953.23
350 1808841.80 24320969.27
351 69986.54 1808841.80
352 NA 69986.54
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -2911334.27 -7337758.8
[2,] -2953943.74 -2911334.3
[3,] -1371876.00 -2953943.7
[4,] -3014617.88 -1371876.0
[5,] 1119296.50 -3014617.9
[6,] -1934927.09 1119296.5
[7,] -9743466.40 -1934927.1
[8,] -3187606.78 -9743466.4
[9,] -7313235.09 -3187606.8
[10,] 4755669.91 -7313235.1
[11,] -6074834.64 4755669.9
[12,] -4851912.30 -6074834.6
[13,] -8653061.80 -4851912.3
[14,] -5585664.27 -8653061.8
[15,] -3880874.54 -5585664.3
[16,] -1534967.41 -3880874.5
[17,] -4365462.03 -1534967.4
[18,] -3956334.62 -4365462.0
[19,] 414460.07 -3956334.6
[20,] -7923830.31 414460.1
[21,] -8006953.62 -7923830.3
[22,] -4188502.62 -8006953.6
[23,] 13571196.83 -4188502.6
[24,] -1231233.84 13571196.8
[25,] -1987455.34 -1231233.8
[26,] -4026637.80 -1987455.3
[27,] -3783197.07 -4026637.8
[28,] 10276953.05 -3783197.1
[29,] 3806325.43 10276953.1
[30,] 21425106.85 3806325.4
[31,] 2888216.54 21425106.8
[32,] -4741880.84 2888216.5
[33,] 25522373.85 -4741880.8
[34,] -5640699.15 25522373.8
[35,] -4282350.71 -5640699.2
[36,] -4784889.37 -4282350.7
[37,] -2199374.87 -4784889.4
[38,] -3965916.33 -2199374.9
[39,] 1401013.40 -3965916.3
[40,] -3541999.48 1401013.4
[41,] -1827272.10 -3541999.5
[42,] -4361971.69 -1827272.1
[43,] 2084129.00 -4361971.7
[44,] -5533250.38 2084129.0
[45,] -5524737.69 -5533250.4
[46,] -4565604.69 -5524737.7
[47,] -4630640.24 -4565604.7
[48,] -6138308.90 -4630640.2
[49,] -7674699.40 -6138308.9
[50,] -3811433.87 -7674699.4
[51,] -3456147.13 -3811433.9
[52,] -2365152.01 -3456147.1
[53,] -4078563.63 -2365152.0
[54,] -7392305.22 -4078563.6
[55,] -10572585.53 -7392305.2
[56,] -7315430.91 -10572585.5
[57,] -6667449.22 -7315430.9
[58,] -4655613.22 -6667449.2
[59,] -4080814.77 -4655613.2
[60,] -7211854.43 -4080814.8
[61,] -4404262.93 -7211854.4
[62,] -4907541.40 -4404262.9
[63,] -2948296.67 -4907541.4
[64,] -2305602.55 -2948296.7
[65,] 2731503.83 -2305602.5
[66,] -3050097.75 2731503.8
[67,] -8906868.06 -3050097.8
[68,] -5301448.44 -8906868.1
[69,] -6369633.75 -5301448.4
[70,] -5239435.75 -6369633.8
[71,] -5743361.30 -5239435.8
[72,] -4056795.97 -5743361.3
[73,] -5548478.47 -4056796.0
[74,] -2724729.93 -5548478.5
[75,] -3265772.20 -2724729.9
[76,] -3404173.08 -3265772.2
[77,] -2227953.70 -3404173.1
[78,] 3988246.71 -2227953.7
[79,] 34684317.40 3988246.7
[80,] -3102091.98 34684317.4
[81,] 12152448.71 -3102092.0
[82,] 52635366.71 12152448.7
[83,] 8631970.16 52635366.7
[84,] 8660225.50 8631970.2
[85,] 38155100.00 8660225.5
[86,] 18126319.53 38155100.0
[87,] 27024624.27 18126319.5
[88,] 2426989.39 27024624.3
[89,] 22601749.77 2426989.4
[90,] 11313627.18 22601749.8
[91,] 30128274.87 11313627.2
[92,] 48003500.49 30128274.9
[93,] 7972671.18 48003500.5
[94,] -3923774.82 7972671.2
[95,] -4055134.37 -3923774.8
[96,] 2746402.97 -4055134.4
[97,] -800940.53 2746403.0
[98,] -4073267.00 -800940.5
[99,] -1392236.27 -4073267.0
[100,] -3392688.15 -1392236.3
[101,] -4771718.77 -3392688.1
[102,] -4780868.35 -4771718.8
[103,] 9165212.34 -4780868.4
[104,] -3895251.04 9165212.3
[105,] 5428216.65 -3895251.0
[106,] -2161217.35 5428216.6
[107,] 4701257.10 -2161217.4
[108,] 26077545.43 4701257.1
[109,] -2990161.07 26077545.4
[110,] -2807133.53 -2990161.1
[111,] 6843572.20 -2807133.5
[112,] 5334020.32 6843572.2
[113,] 6816240.70 5334020.3
[114,] 10433226.11 6816240.7
[115,] 10787215.80 10433226.1
[116,] 34231133.42 10787215.8
[117,] 20578457.11 34231133.4
[118,] 7915521.11 20578457.1
[119,] 5168373.56 7915521.1
[120,] 7626172.90 5168373.6
[121,] 32248946.40 7626172.9
[122,] 49639544.93 32248946.4
[123,] 17052342.67 49639544.9
[124,] 17404712.79 17052342.7
[125,] 2293329.17 17404712.8
[126,] 18121400.58 2293329.2
[127,] 8672201.27 18121400.6
[128,] 11326808.89 8672201.3
[129,] -433723.42 11326808.9
[130,] 11182523.58 -433723.4
[131,] -4150273.97 11182523.6
[132,] -3462339.63 -4150274.0
[133,] -6908630.13 -3462339.6
[134,] 2139075.40 -6908630.1
[135,] 3430328.13 2139075.4
[136,] 1094604.25 3430328.1
[137,] 3512897.63 1094604.3
[138,] 2213810.05 3512897.6
[139,] -8999515.26 2213810.0
[140,] -7050982.64 -8999515.3
[141,] -3039236.95 -7050982.6
[142,] -2707084.95 -3039237.0
[143,] 11801036.50 -2707085.0
[144,] -3171511.17 11801036.5
[145,] -5829592.67 -3171511.2
[146,] -6091177.13 -5829592.7
[147,] -3863490.40 -6091177.1
[148,] -4651916.28 -3863490.4
[149,] -4983622.90 -4651916.3
[150,] -3102178.49 -4983622.9
[151,] -9697732.80 -3102178.5
[152,] 2098475.83 -9697732.8
[153,] -2827639.49 2098475.8
[154,] -7116157.49 -2827639.5
[155,] -5501309.04 -7116157.5
[156,] -2026587.70 -5501309.0
[157,] -3214586.20 -2026587.7
[158,] -1047895.67 -3214586.2
[159,] -3494390.93 -1047895.7
[160,] -4351022.81 -3494390.9
[161,] -4160269.43 -4351022.8
[162,] -5877055.02 -4160269.4
[163,] -3422182.33 -5877055.0
[164,] -5824095.71 -3422182.3
[165,] -8079400.02 -5824095.7
[166,] -5627872.02 -8079400.0
[167,] -8226201.57 -5627872.0
[168,] -5911348.23 -8226201.6
[169,] -5454161.73 -5911348.2
[170,] -4515950.20 -5454161.7
[171,] -298373.47 -4515950.2
[172,] -1140964.34 -298373.5
[173,] 4756242.03 -1140964.3
[174,] -6033551.55 4756242.0
[175,] -9072433.86 -6033551.6
[176,] -8128812.24 -9072433.9
[177,] -5978679.55 -8128812.2
[178,] -4547573.55 -5978679.6
[179,] -4264863.10 -4547573.6
[180,] -4579494.77 -4264863.1
[181,] -9265052.27 -4579494.8
[182,] -2612905.73 -9265052.3
[183,] -1115929.00 -2612905.7
[184,] -127417.88 -1115929.0
[185,] 9858886.50 -127417.9
[186,] -3765348.08 9858886.5
[187,] -6591992.40 -3765348.1
[188,] -7251538.77 -6591992.4
[189,] -6043479.08 -7251538.8
[190,] -3203660.08 -6043479.1
[191,] -4034399.64 -3203660.1
[192,] -2328433.30 -4034399.6
[193,] -7686052.80 -2328433.3
[194,] -3765108.27 -7686052.8
[195,] -5359945.53 -3765108.3
[196,] -2651660.41 -5359945.5
[197,] -152338.03 -2651660.4
[198,] 1034449.38 -152338.0
[199,] -5743579.93 1034449.4
[200,] -7913736.31 -5743579.9
[201,] -7067353.62 -7913736.3
[202,] -6540729.62 -7067353.6
[203,] -5837676.17 -6540729.6
[204,] -6053433.83 -5837676.2
[205,] -9038074.33 -6053433.8
[206,] -5879587.80 -9038074.3
[207,] -3941895.07 -5879587.8
[208,] -3974130.94 -3941895.1
[209,] -5535257.57 -3974130.9
[210,] -8543286.15 -5535257.6
[211,] 29571929.54 -8543286.2
[212,] -8380274.84 29571929.5
[213,] -5733956.15 -8380274.8
[214,] -5931602.15 -5733956.2
[215,] -6330647.70 -5931602.2
[216,] -7196581.37 -6330647.7
[217,] -9010466.87 -7196581.4
[218,] -3190538.33 -9010466.9
[219,] -4183867.60 -3190538.3
[220,] -4619554.48 -4183867.6
[221,] -3782530.10 -4619554.5
[222,] -4561082.68 -3782530.1
[223,] -9071052.99 -4561082.7
[224,] -10140062.37 -9071053.0
[225,] -6710738.68 -10140062.4
[226,] -6493753.68 -6710738.7
[227,] -7549938.24 -6493753.7
[228,] -7050924.90 -7549938.2
[229,] -8925960.40 -7050924.9
[230,] -6397637.87 -8925960.4
[231,] -5728184.13 -6397637.9
[232,] -1654210.01 -5728184.1
[233,] -3525112.63 -1654210.0
[234,] -6323031.22 -3525112.6
[235,] -8542075.53 -6323031.2
[236,] -9617660.91 -8542075.5
[237,] -9285165.22 -9617660.9
[238,] -6127234.22 -9285165.2
[239,] -6228203.77 -6127234.2
[240,] -7344009.43 -6228203.8
[241,] -9106659.93 -7344009.4
[242,] -5789913.40 -9106659.9
[243,] -4664406.67 -5789913.4
[244,] -6894835.54 -4664406.7
[245,] -6172922.16 -6894835.5
[246,] -5932445.75 -6172922.2
[247,] -11028205.06 -5932445.8
[248,] -5113463.44 -11028205.1
[249,] -5886568.75 -5113463.4
[250,] -7190662.75 -5886568.8
[251,] -8094241.30 -7190662.8
[252,] -3947306.97 -8094241.3
[253,] -168732.47 -3947307.0
[254,] -6126647.93 -168732.5
[255,] -3213914.20 -6126647.9
[256,] -4110980.08 -3213914.2
[257,] -5464157.70 -4110980.1
[258,] -9160926.28 -5464157.7
[259,] -10410239.59 -9160926.3
[260,] -9583445.97 -10410239.6
[261,] -7727715.28 -9583446.0
[262,] -7099814.28 -7727715.3
[263,] -6067860.84 -7099814.3
[264,] -5639211.50 -6067860.8
[265,] -10548094.00 -5639211.5
[266,] -5142655.47 -10548094.0
[267,] -3585427.73 -5142655.5
[268,] -4255358.61 -3585427.7
[269,] -5264405.23 -4255358.6
[270,] -7990834.82 -5264405.2
[271,] -10835082.13 -7990834.8
[272,] -9514972.51 -10835082.1
[273,] -8289919.82 -9514972.5
[274,] 2942862.18 -8289919.8
[275,] 10354841.63 2942862.2
[276,] 12289687.97 10354841.6
[277,] 18430467.47 12289688.0
[278,] 2588363.00 18430467.5
[279,] -5727280.27 2588363.0
[280,] -6604709.14 -5727280.3
[281,] -4641793.76 -6604709.1
[282,] -6633478.35 -4641793.8
[283,] -10492252.66 -6633478.4
[284,] -5320294.04 -10492252.7
[285,] -6634784.35 -5320294.0
[286,] -4750815.35 -6634784.4
[287,] 13196014.10 -4750815.4
[288,] 12852705.43 13196014.1
[289,] 262035.93 12852705.4
[290,] -1616086.53 262035.9
[291,] -4639073.80 -1616086.5
[292,] -4484009.68 -4639073.8
[293,] -6444968.30 -4484009.7
[294,] -3373142.88 -6444968.3
[295,] 6098879.81 -3373142.9
[296,] 1862749.43 6098879.8
[297,] -2887913.88 1862749.4
[298,] 1716157.12 -2887913.9
[299,] -2799854.44 1716157.1
[300,] -783645.10 -2799854.4
[301,] 805535.40 -783645.1
[302,] 16012030.93 805535.4
[303,] -3387501.33 16012030.9
[304,] 20714412.79 -3387501.3
[305,] -793491.83 20714412.8
[306,] -6530235.42 -793491.8
[307,] -6053251.73 -6530235.4
[308,] 4778441.89 -6053251.7
[309,] 3219278.58 4778441.9
[310,] -2646176.42 3219278.6
[311,] -1168516.97 -2646176.4
[312,] 11653449.37 -1168517.0
[313,] 4437768.87 11653449.4
[314,] -5771121.60 4437768.9
[315,] 9014981.13 -5771121.6
[316,] 9037882.26 9014981.1
[317,] 8296257.64 9037882.3
[318,] 20715236.05 8296257.6
[319,] 10389699.74 20715236.0
[320,] 8690968.36 10389699.7
[321,] 33823002.05 8690968.4
[322,] 17899513.05 33823002.0
[323,] 19474302.50 17899513.0
[324,] 8610241.84 19474302.5
[325,] -7051560.66 8610241.8
[326,] 3971881.87 -7051560.7
[327,] 7641757.60 3971881.9
[328,] 2629931.72 7641757.6
[329,] -820654.90 2629931.7
[330,] 19614081.52 -820654.9
[331,] 5174117.21 19614081.5
[332,] 30325166.83 5174117.2
[333,] 9592793.52 30325166.8
[334,] 4838329.52 9592793.5
[335,] 15556211.97 4838329.5
[336,] 7128103.30 15556212.0
[337,] 10716569.80 7128103.3
[338,] -1482563.66 10716569.8
[339,] 823474.07 -1482563.7
[340,] 160464.19 823474.1
[341,] 3219765.57 160464.2
[342,] -5556083.02 3219765.6
[343,] -10876137.33 -5556083.0
[344,] -6477114.71 -10876137.3
[345,] 2219041.98 -6477114.7
[346,] -3527959.02 2219042.0
[347,] -3334081.57 -3527959.0
[348,] -2536953.23 -3334081.6
[349,] 24320969.27 -2536953.2
[350,] 1808841.80 24320969.3
[351,] 69986.54 1808841.8
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -2911334.27 -7337758.8
2 -2953943.74 -2911334.3
3 -1371876.00 -2953943.7
4 -3014617.88 -1371876.0
5 1119296.50 -3014617.9
6 -1934927.09 1119296.5
7 -9743466.40 -1934927.1
8 -3187606.78 -9743466.4
9 -7313235.09 -3187606.8
10 4755669.91 -7313235.1
11 -6074834.64 4755669.9
12 -4851912.30 -6074834.6
13 -8653061.80 -4851912.3
14 -5585664.27 -8653061.8
15 -3880874.54 -5585664.3
16 -1534967.41 -3880874.5
17 -4365462.03 -1534967.4
18 -3956334.62 -4365462.0
19 414460.07 -3956334.6
20 -7923830.31 414460.1
21 -8006953.62 -7923830.3
22 -4188502.62 -8006953.6
23 13571196.83 -4188502.6
24 -1231233.84 13571196.8
25 -1987455.34 -1231233.8
26 -4026637.80 -1987455.3
27 -3783197.07 -4026637.8
28 10276953.05 -3783197.1
29 3806325.43 10276953.1
30 21425106.85 3806325.4
31 2888216.54 21425106.8
32 -4741880.84 2888216.5
33 25522373.85 -4741880.8
34 -5640699.15 25522373.8
35 -4282350.71 -5640699.2
36 -4784889.37 -4282350.7
37 -2199374.87 -4784889.4
38 -3965916.33 -2199374.9
39 1401013.40 -3965916.3
40 -3541999.48 1401013.4
41 -1827272.10 -3541999.5
42 -4361971.69 -1827272.1
43 2084129.00 -4361971.7
44 -5533250.38 2084129.0
45 -5524737.69 -5533250.4
46 -4565604.69 -5524737.7
47 -4630640.24 -4565604.7
48 -6138308.90 -4630640.2
49 -7674699.40 -6138308.9
50 -3811433.87 -7674699.4
51 -3456147.13 -3811433.9
52 -2365152.01 -3456147.1
53 -4078563.63 -2365152.0
54 -7392305.22 -4078563.6
55 -10572585.53 -7392305.2
56 -7315430.91 -10572585.5
57 -6667449.22 -7315430.9
58 -4655613.22 -6667449.2
59 -4080814.77 -4655613.2
60 -7211854.43 -4080814.8
61 -4404262.93 -7211854.4
62 -4907541.40 -4404262.9
63 -2948296.67 -4907541.4
64 -2305602.55 -2948296.7
65 2731503.83 -2305602.5
66 -3050097.75 2731503.8
67 -8906868.06 -3050097.8
68 -5301448.44 -8906868.1
69 -6369633.75 -5301448.4
70 -5239435.75 -6369633.8
71 -5743361.30 -5239435.8
72 -4056795.97 -5743361.3
73 -5548478.47 -4056796.0
74 -2724729.93 -5548478.5
75 -3265772.20 -2724729.9
76 -3404173.08 -3265772.2
77 -2227953.70 -3404173.1
78 3988246.71 -2227953.7
79 34684317.40 3988246.7
80 -3102091.98 34684317.4
81 12152448.71 -3102092.0
82 52635366.71 12152448.7
83 8631970.16 52635366.7
84 8660225.50 8631970.2
85 38155100.00 8660225.5
86 18126319.53 38155100.0
87 27024624.27 18126319.5
88 2426989.39 27024624.3
89 22601749.77 2426989.4
90 11313627.18 22601749.8
91 30128274.87 11313627.2
92 48003500.49 30128274.9
93 7972671.18 48003500.5
94 -3923774.82 7972671.2
95 -4055134.37 -3923774.8
96 2746402.97 -4055134.4
97 -800940.53 2746403.0
98 -4073267.00 -800940.5
99 -1392236.27 -4073267.0
100 -3392688.15 -1392236.3
101 -4771718.77 -3392688.1
102 -4780868.35 -4771718.8
103 9165212.34 -4780868.4
104 -3895251.04 9165212.3
105 5428216.65 -3895251.0
106 -2161217.35 5428216.6
107 4701257.10 -2161217.4
108 26077545.43 4701257.1
109 -2990161.07 26077545.4
110 -2807133.53 -2990161.1
111 6843572.20 -2807133.5
112 5334020.32 6843572.2
113 6816240.70 5334020.3
114 10433226.11 6816240.7
115 10787215.80 10433226.1
116 34231133.42 10787215.8
117 20578457.11 34231133.4
118 7915521.11 20578457.1
119 5168373.56 7915521.1
120 7626172.90 5168373.6
121 32248946.40 7626172.9
122 49639544.93 32248946.4
123 17052342.67 49639544.9
124 17404712.79 17052342.7
125 2293329.17 17404712.8
126 18121400.58 2293329.2
127 8672201.27 18121400.6
128 11326808.89 8672201.3
129 -433723.42 11326808.9
130 11182523.58 -433723.4
131 -4150273.97 11182523.6
132 -3462339.63 -4150274.0
133 -6908630.13 -3462339.6
134 2139075.40 -6908630.1
135 3430328.13 2139075.4
136 1094604.25 3430328.1
137 3512897.63 1094604.3
138 2213810.05 3512897.6
139 -8999515.26 2213810.0
140 -7050982.64 -8999515.3
141 -3039236.95 -7050982.6
142 -2707084.95 -3039237.0
143 11801036.50 -2707085.0
144 -3171511.17 11801036.5
145 -5829592.67 -3171511.2
146 -6091177.13 -5829592.7
147 -3863490.40 -6091177.1
148 -4651916.28 -3863490.4
149 -4983622.90 -4651916.3
150 -3102178.49 -4983622.9
151 -9697732.80 -3102178.5
152 2098475.83 -9697732.8
153 -2827639.49 2098475.8
154 -7116157.49 -2827639.5
155 -5501309.04 -7116157.5
156 -2026587.70 -5501309.0
157 -3214586.20 -2026587.7
158 -1047895.67 -3214586.2
159 -3494390.93 -1047895.7
160 -4351022.81 -3494390.9
161 -4160269.43 -4351022.8
162 -5877055.02 -4160269.4
163 -3422182.33 -5877055.0
164 -5824095.71 -3422182.3
165 -8079400.02 -5824095.7
166 -5627872.02 -8079400.0
167 -8226201.57 -5627872.0
168 -5911348.23 -8226201.6
169 -5454161.73 -5911348.2
170 -4515950.20 -5454161.7
171 -298373.47 -4515950.2
172 -1140964.34 -298373.5
173 4756242.03 -1140964.3
174 -6033551.55 4756242.0
175 -9072433.86 -6033551.6
176 -8128812.24 -9072433.9
177 -5978679.55 -8128812.2
178 -4547573.55 -5978679.6
179 -4264863.10 -4547573.6
180 -4579494.77 -4264863.1
181 -9265052.27 -4579494.8
182 -2612905.73 -9265052.3
183 -1115929.00 -2612905.7
184 -127417.88 -1115929.0
185 9858886.50 -127417.9
186 -3765348.08 9858886.5
187 -6591992.40 -3765348.1
188 -7251538.77 -6591992.4
189 -6043479.08 -7251538.8
190 -3203660.08 -6043479.1
191 -4034399.64 -3203660.1
192 -2328433.30 -4034399.6
193 -7686052.80 -2328433.3
194 -3765108.27 -7686052.8
195 -5359945.53 -3765108.3
196 -2651660.41 -5359945.5
197 -152338.03 -2651660.4
198 1034449.38 -152338.0
199 -5743579.93 1034449.4
200 -7913736.31 -5743579.9
201 -7067353.62 -7913736.3
202 -6540729.62 -7067353.6
203 -5837676.17 -6540729.6
204 -6053433.83 -5837676.2
205 -9038074.33 -6053433.8
206 -5879587.80 -9038074.3
207 -3941895.07 -5879587.8
208 -3974130.94 -3941895.1
209 -5535257.57 -3974130.9
210 -8543286.15 -5535257.6
211 29571929.54 -8543286.2
212 -8380274.84 29571929.5
213 -5733956.15 -8380274.8
214 -5931602.15 -5733956.2
215 -6330647.70 -5931602.2
216 -7196581.37 -6330647.7
217 -9010466.87 -7196581.4
218 -3190538.33 -9010466.9
219 -4183867.60 -3190538.3
220 -4619554.48 -4183867.6
221 -3782530.10 -4619554.5
222 -4561082.68 -3782530.1
223 -9071052.99 -4561082.7
224 -10140062.37 -9071053.0
225 -6710738.68 -10140062.4
226 -6493753.68 -6710738.7
227 -7549938.24 -6493753.7
228 -7050924.90 -7549938.2
229 -8925960.40 -7050924.9
230 -6397637.87 -8925960.4
231 -5728184.13 -6397637.9
232 -1654210.01 -5728184.1
233 -3525112.63 -1654210.0
234 -6323031.22 -3525112.6
235 -8542075.53 -6323031.2
236 -9617660.91 -8542075.5
237 -9285165.22 -9617660.9
238 -6127234.22 -9285165.2
239 -6228203.77 -6127234.2
240 -7344009.43 -6228203.8
241 -9106659.93 -7344009.4
242 -5789913.40 -9106659.9
243 -4664406.67 -5789913.4
244 -6894835.54 -4664406.7
245 -6172922.16 -6894835.5
246 -5932445.75 -6172922.2
247 -11028205.06 -5932445.8
248 -5113463.44 -11028205.1
249 -5886568.75 -5113463.4
250 -7190662.75 -5886568.8
251 -8094241.30 -7190662.8
252 -3947306.97 -8094241.3
253 -168732.47 -3947307.0
254 -6126647.93 -168732.5
255 -3213914.20 -6126647.9
256 -4110980.08 -3213914.2
257 -5464157.70 -4110980.1
258 -9160926.28 -5464157.7
259 -10410239.59 -9160926.3
260 -9583445.97 -10410239.6
261 -7727715.28 -9583446.0
262 -7099814.28 -7727715.3
263 -6067860.84 -7099814.3
264 -5639211.50 -6067860.8
265 -10548094.00 -5639211.5
266 -5142655.47 -10548094.0
267 -3585427.73 -5142655.5
268 -4255358.61 -3585427.7
269 -5264405.23 -4255358.6
270 -7990834.82 -5264405.2
271 -10835082.13 -7990834.8
272 -9514972.51 -10835082.1
273 -8289919.82 -9514972.5
274 2942862.18 -8289919.8
275 10354841.63 2942862.2
276 12289687.97 10354841.6
277 18430467.47 12289688.0
278 2588363.00 18430467.5
279 -5727280.27 2588363.0
280 -6604709.14 -5727280.3
281 -4641793.76 -6604709.1
282 -6633478.35 -4641793.8
283 -10492252.66 -6633478.4
284 -5320294.04 -10492252.7
285 -6634784.35 -5320294.0
286 -4750815.35 -6634784.4
287 13196014.10 -4750815.4
288 12852705.43 13196014.1
289 262035.93 12852705.4
290 -1616086.53 262035.9
291 -4639073.80 -1616086.5
292 -4484009.68 -4639073.8
293 -6444968.30 -4484009.7
294 -3373142.88 -6444968.3
295 6098879.81 -3373142.9
296 1862749.43 6098879.8
297 -2887913.88 1862749.4
298 1716157.12 -2887913.9
299 -2799854.44 1716157.1
300 -783645.10 -2799854.4
301 805535.40 -783645.1
302 16012030.93 805535.4
303 -3387501.33 16012030.9
304 20714412.79 -3387501.3
305 -793491.83 20714412.8
306 -6530235.42 -793491.8
307 -6053251.73 -6530235.4
308 4778441.89 -6053251.7
309 3219278.58 4778441.9
310 -2646176.42 3219278.6
311 -1168516.97 -2646176.4
312 11653449.37 -1168517.0
313 4437768.87 11653449.4
314 -5771121.60 4437768.9
315 9014981.13 -5771121.6
316 9037882.26 9014981.1
317 8296257.64 9037882.3
318 20715236.05 8296257.6
319 10389699.74 20715236.0
320 8690968.36 10389699.7
321 33823002.05 8690968.4
322 17899513.05 33823002.0
323 19474302.50 17899513.0
324 8610241.84 19474302.5
325 -7051560.66 8610241.8
326 3971881.87 -7051560.7
327 7641757.60 3971881.9
328 2629931.72 7641757.6
329 -820654.90 2629931.7
330 19614081.52 -820654.9
331 5174117.21 19614081.5
332 30325166.83 5174117.2
333 9592793.52 30325166.8
334 4838329.52 9592793.5
335 15556211.97 4838329.5
336 7128103.30 15556212.0
337 10716569.80 7128103.3
338 -1482563.66 10716569.8
339 823474.07 -1482563.7
340 160464.19 823474.1
341 3219765.57 160464.2
342 -5556083.02 3219765.6
343 -10876137.33 -5556083.0
344 -6477114.71 -10876137.3
345 2219041.98 -6477114.7
346 -3527959.02 2219042.0
347 -3334081.57 -3527959.0
348 -2536953.23 -3334081.6
349 24320969.27 -2536953.2
350 1808841.80 24320969.3
351 69986.54 1808841.8
> 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/7tt9x1355049991.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/8oj7r1355049991.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/92ror1355049991.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/10m8n31355049991.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11q6xf1355049992.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12drcg1355049992.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13t1ls1355049992.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/140ucx1355049992.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/15iiyh1355049992.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/162bmv1355049992.tab")
+ }
>
> try(system("convert tmp/111w71355049991.ps tmp/111w71355049991.png",intern=TRUE))
character(0)
> try(system("convert tmp/2vu391355049991.ps tmp/2vu391355049991.png",intern=TRUE))
character(0)
> try(system("convert tmp/337ol1355049991.ps tmp/337ol1355049991.png",intern=TRUE))
character(0)
> try(system("convert tmp/4qzhr1355049991.ps tmp/4qzhr1355049991.png",intern=TRUE))
character(0)
> try(system("convert tmp/5h8yq1355049991.ps tmp/5h8yq1355049991.png",intern=TRUE))
character(0)
> try(system("convert tmp/6a3y11355049991.ps tmp/6a3y11355049991.png",intern=TRUE))
character(0)
> try(system("convert tmp/7tt9x1355049991.ps tmp/7tt9x1355049991.png",intern=TRUE))
character(0)
> try(system("convert tmp/8oj7r1355049991.ps tmp/8oj7r1355049991.png",intern=TRUE))
character(0)
> try(system("convert tmp/92ror1355049991.ps tmp/92ror1355049991.png",intern=TRUE))
character(0)
> try(system("convert tmp/10m8n31355049991.ps tmp/10m8n31355049991.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
13.847 1.022 14.865