R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(112285 + ,1418 + ,210907 + ,56 + ,79 + ,144 + ,84786 + ,869 + ,120982 + ,56 + ,58 + ,103 + ,119182 + ,3201 + ,385534 + ,92 + ,121 + ,150 + ,116174 + ,1583 + ,149061 + ,44 + ,43 + ,84 + ,133824 + ,1706 + ,230964 + ,53 + ,102 + ,151 + ,99645 + ,1036 + ,135473 + ,41 + ,82 + ,138 + ,99052 + ,1929 + ,215147 + ,58 + ,101 + ,124 + ,65553 + ,1220 + ,153935 + ,33 + ,50 + ,73 + ,85323 + ,2352 + ,225548 + ,112 + ,81 + ,116 + ,117478 + ,1677 + ,210767 + ,60 + ,94 + ,119 + ,74007 + ,1579 + ,170266 + ,62 + ,44 + ,129 + ,101494 + ,2452 + ,294424 + ,77 + ,107 + ,175 + ,31081 + ,865 + ,106408 + ,30 + ,33 + ,41 + ,22996 + ,1793 + ,96560 + ,76 + ,42 + ,47 + ,60578 + ,1324 + ,149112 + ,56 + ,56 + ,80 + ,79892 + ,1383 + ,152871 + ,58 + ,59 + ,73 + ,82875 + ,1831 + ,183167 + ,66 + ,91 + ,127 + ,23789 + ,1112 + ,103597 + ,43 + ,27 + ,26 + ,149193 + ,2474 + ,235800 + ,94 + ,105 + ,190 + ,106671 + ,1496 + ,143246 + ,103 + ,67 + ,116 + ,92945 + ,1833 + ,187681 + ,62 + ,114 + ,143 + ,83737 + ,1403 + ,167488 + ,45 + ,69 + ,113 + ,69094 + ,1425 + ,143756 + ,46 + ,105 + ,120 + ,95536 + ,1840 + ,243199 + ,75 + ,88 + ,134 + ,95364 + ,1054 + ,130585 + ,46 + ,67 + ,91 + ,102860 + ,1626 + ,182079 + ,63 + ,124 + ,181 + ,115929 + ,2888 + ,265318 + ,117 + ,110 + ,138 + ,162901 + ,2845 + ,310839 + ,92 + ,130 + ,254 + ,109825 + ,1982 + ,225060 + ,93 + ,93 + ,87 + ,37510 + ,1391 + ,144966 + ,144 + ,39 + ,51 + ,192565 + ,874 + ,99466 + ,50 + ,28 + ,56 + ,44332 + ,1105 + ,102010 + ,53 + ,28 + ,26 + ,32334 + ,1988 + ,99923 + ,66 + ,44 + ,36 + ,91413 + ,2395 + ,317394 + ,86 + ,116 + ,195 + ,44339 + ,620 + ,22648 + ,19 + ,12 + ,24 + ,14116 + ,449 + ,31414 + ,19 + ,18 + ,39 + ,92696 + ,1204 + ,128423 + ,64 + ,32 + ,37 + ,94785 + ,1138 + ,97839 + ,38 + ,25 + ,77 + ,105547 + ,2833 + ,328107 + ,65 + ,129 + ,153 + ,71220 + ,1002 + ,158015 + ,29 + ,59 + ,79 + ,51009 + ,1417 + ,120445 + ,118 + ,36 + ,63 + ,135777 + ,3261 + ,324598 + ,110 + ,113 + ,134 + ,51513 + ,1587 + ,131069 + ,67 + ,47 + ,69 + ,74163 + ,1424 + ,204271 + ,42 + ,92 + ,119 + ,33416 + ,946 + ,116048 + ,64 + ,50 + ,63 + ,102372 + ,1641 + ,195838 + ,67 + ,111 + ,197 + ,103772 + ,2312 + ,254488 + ,83 + ,120 + ,140 + ,130115 + ,1900 + ,224330 + ,83 + ,131 + ,167 + ,24874 + ,1254 + ,135781 + ,31 + ,45 + ,32 + ,45549 + ,1597 + ,81240 + ,66 + ,58 + ,13 + ,4143 + ,628 + ,31774 + ,23 + ,0 + ,0 + ,28207 + ,617 + ,51567 + ,30 + ,21 + ,30 + ,45833 + ,1656 + ,102538 + ,57 + ,50 + ,51 + ,28394 + ,1212 + ,99373 + ,63 + ,12 + ,25 + ,18632 + ,1143 + ,86230 + ,44 + ,21 + ,25 + ,2325 + ,435 + ,30837 + ,19 + ,8 + ,8 + ,21792 + ,830 + ,64175 + ,42 + ,37 + ,46 + ,26263 + ,652 + ,59382 + ,49 + ,29 + ,47 + ,23686 + ,707 + ,119308 + ,30 + ,32 + ,37 + ,49303 + ,954 + ,76702 + ,49 + ,35 + ,51 + ,20055 + ,733 + ,84105 + ,20 + ,17 + ,34 + ,83123 + ,1530 + ,176508 + ,54 + ,60 + ,98 + ,57635 + ,1439 + ,165446 + ,33 + ,69 + ,80 + ,66198 + ,1764 + ,237213 + ,84 + ,78 + ,130 + ,57793 + ,1373 + ,133131 + ,55 + ,44 + ,60 + ,97668 + ,4041 + ,324799 + ,154 + ,158 + ,140 + ,101481 + ,2152 + ,236785 + ,119 + ,77 + ,91 + ,67654 + ,2242 + ,344297 + ,75 + ,80 + ,119 + ,69112 + ,2515 + ,174724 + ,92 + ,123 + ,123 + ,82753 + ,2147 + ,174415 + ,100 + ,73 + ,90 + ,72654 + ,1638 + ,223632 + ,73 + ,105 + ,113 + ,30727 + ,1222 + ,124817 + ,40 + ,47 + ,56 + ,79215 + ,2662 + ,325107 + ,99 + ,84 + ,96 + ,1423 + ,186 + ,7176 + ,17 + ,0 + ,0 + ,83122 + ,2527 + ,265769 + ,146 + ,96 + ,126 + ,39992 + ,2702 + ,175824 + ,107 + ,57 + ,70 + ,49810 + ,1179 + ,111665 + ,34 + ,39 + ,57 + ,100708 + ,4308 + ,362301 + ,119 + ,76 + ,68 + ,72260 + ,1438 + ,168809 + ,66 + ,76 + ,102 + ,5950 + ,496 + ,24188 + ,24 + ,8 + ,7 + ,115762 + ,2253 + ,329267 + ,259 + ,79 + ,148 + ,143558 + ,2144 + ,244052 + ,68 + ,101 + ,137 + ,117105 + ,4691 + ,341570 + ,168 + ,94 + ,135 + ,105195 + ,1973 + ,256462 + ,105 + ,123 + ,181 + ,95260 + ,1226 + ,196553 + ,57 + ,41 + ,107 + ,55183 + ,1389 + ,174184 + ,53 + ,72 + ,94 + ,73511 + ,2269 + ,187559 + ,121 + ,75 + ,106 + ,22618 + ,893 + ,73566 + ,32 + ,22 + ,26 + ,225920 + ,1502 + ,182999 + ,88 + ,73 + ,54 + ,61370 + ,1420 + ,152299 + ,53 + ,62 + ,78 + ,106117 + ,2970 + ,346485 + ,90 + ,118 + ,121 + ,84651 + ,1644 + ,193339 + ,78 + ,100 + ,145 + ,15986 + ,1654 + ,122774 + ,45 + ,24 + ,27 + ,26706 + ,937 + ,112611 + ,41 + ,46 + ,48 + ,89691 + ,3004 + ,286468 + ,144 + ,57 + ,68 + ,126846 + ,2547 + ,148446 + ,91 + ,135 + ,150 + ,51715 + ,1468 + ,140344 + ,53 + ,33 + ,65 + ,55801 + ,2445 + ,220516 + ,62 + ,98 + ,97 + ,111813 + ,1964 + ,243060 + ,63 + ,58 + ,121 + ,120293 + ,1381 + ,162765 + ,32 + ,68 + ,99 + ,161647 + ,1659 + ,232138 + ,62 + ,131 + ,188 + ,24266 + ,1290 + ,85574 + ,34 + ,37 + ,40 + ,129838 + ,1904 + ,232317 + ,54 + ,118 + ,178 + ,87771 + ,1559 + ,164709 + ,109 + ,81 + ,176 + ,44418 + ,2146 + ,220801 + ,75 + ,51 + ,66 + ,35232 + ,1590 + ,92661 + ,61 + ,40 + ,39 + ,40909 + ,1590 + ,133328 + ,55 + ,56 + ,66 + ,13294 + ,1210 + ,61361 + ,77 + ,27 + ,27 + ,140867 + ,1281 + ,100750 + ,72 + ,83 + ,58 + ,61056 + ,1272 + ,101523 + ,42 + ,59 + ,77 + ,101338 + ,1944 + ,243511 + ,71 + ,133 + ,130 + ,1168 + ,391 + ,22938 + ,10 + ,12 + ,11 + ,65567 + ,1605 + ,152474 + ,65 + ,106 + ,101 + ,40735 + ,1386 + ,132487 + ,41 + ,71 + ,120 + ,855 + ,387 + ,21054 + ,16 + ,4 + ,4 + ,97068 + ,1742 + ,209641 + ,42 + ,62 + ,89 + ,10288 + ,800 + ,46698 + ,45 + ,14 + ,14 + ,65622 + ,1684 + ,131698 + ,65 + ,60 + ,78 + ,76643 + ,2699 + ,244749 + ,95 + ,98 + ,106 + ,93815 + ,2158 + ,272458 + ,65 + ,100 + ,132 + ,34553 + ,1421 + ,108043 + ,62 + ,45 + ,40 + ,213688 + ,2922 + ,351067 + ,95 + ,136 + ,220 + ,91721 + ,2186 + ,229242 + ,247 + ,63 + ,95 + ,111194 + ,1035 + ,84207 + ,29 + ,14 + ,12 + ,83305 + ,1926 + ,250047 + ,81 + ,41 + ,55 + ,98952 + ,3352 + ,299775 + ,95 + ,91 + ,103 + ,37238 + ,2035 + ,173260 + ,63 + ,41 + ,16 + ,21399 + ,961 + ,92499 + ,32 + ,25 + ,21 + ,34988 + ,1335 + ,74408 + ,67 + ,29 + ,36 + ,64466 + ,1645 + ,181633 + ,70 + ,47 + ,96 + ,28579 + ,1161 + ,81437 + ,38 + ,37 + ,36 + ,38084 + ,979 + ,65745 + ,53 + ,26 + ,50 + ,27717 + ,675 + ,56653 + ,45 + ,38 + ,30 + ,32928 + ,1241 + ,158399 + ,39 + ,23 + ,30 + ,19499 + ,1049 + ,73624 + ,24 + ,30 + ,33 + ,36874 + ,1081 + ,91899 + ,35 + ,18 + ,37 + ,48259 + ,1688 + ,139526 + ,151 + ,28 + ,83 + ,29156 + ,705 + ,86678 + ,40 + ,12 + ,19 + ,45588 + ,1597 + ,150580 + ,77 + ,27 + ,41 + ,45097 + ,982 + ,99611 + ,35 + ,41 + ,54 + ,25139 + ,532 + ,31706 + ,13 + ,26 + ,26 + ,27975 + ,882 + ,89806 + ,42 + ,27 + ,20 + ,5752 + ,285 + ,19764 + ,12 + ,10 + ,10 + ,20154 + ,642 + ,64187 + ,27 + ,10 + ,12 + ,19540 + ,894 + ,72535 + ,14 + ,17 + ,27 + ,101193 + ,2172 + ,179321 + ,89 + ,108 + ,135 + ,38361 + ,901 + ,123185 + ,40 + ,49 + ,61 + ,68504 + ,463 + ,52746 + ,25 + ,0 + ,39 + ,22807 + ,371 + ,33170 + ,18 + ,1 + ,5 + ,17140 + ,1192 + ,101645 + ,63 + ,20 + ,28 + ,71701 + ,1495 + ,173326 + ,88 + ,86 + ,82 + ,80444 + ,2187 + ,258873 + ,60 + ,104 + ,131 + ,53855 + ,1491 + ,180083 + ,66 + ,63 + ,84 + ,114789 + ,1882 + ,202925 + ,61 + ,115 + ,150 + ,97500 + ,1289 + ,132943 + ,40 + ,83 + ,110 + ,77873 + ,1812 + ,221698 + ,45 + ,105 + ,115 + ,90183 + ,1731 + ,260561 + ,75 + ,114 + ,127 + ,61542 + ,807 + ,84853 + ,31 + ,38 + ,27 + ,27570 + ,829 + ,101011 + ,34 + ,30 + ,35 + ,55813 + ,1940 + ,215641 + ,46 + ,71 + ,64 + ,55461 + ,1499 + ,167542 + ,66 + ,59 + ,84 + ,70106 + ,2747 + ,269651 + ,67 + ,106 + ,105 + ,71570 + ,2099 + ,116408 + ,61 + ,34 + ,40 + ,33032 + ,918 + ,78800 + ,42 + ,20 + ,21 + ,139077 + ,3373 + ,277965 + ,89 + ,115 + ,154 + ,71595 + ,1713 + ,150629 + ,44 + ,85 + ,116 + ,32551 + ,744 + ,65029 + ,17 + ,21 + ,21 + ,120733 + ,2694 + ,233328 + ,132 + ,92 + ,230 + ,73107 + ,1769 + ,206161 + ,71 + ,75 + ,71 + ,132068 + ,3148 + ,311473 + ,112 + ,128 + ,147 + ,46821 + ,2084 + ,177939 + ,82 + ,55 + ,64 + ,87011 + ,1954 + ,207176 + ,70 + ,56 + ,105 + ,78664 + ,1268 + ,119016 + ,52 + ,118 + ,81 + ,70054 + ,1943 + ,182192 + ,52 + ,77 + ,89 + ,74011 + ,1762 + ,194979 + ,62 + ,66 + ,84 + ,93133 + ,1857 + ,275541 + ,63 + ,116 + ,110 + ,62133 + ,1441 + ,135649 + ,46 + ,99 + ,96 + ,43836 + ,1416 + ,120221 + ,37 + ,53 + ,51 + ,38692 + ,1317 + ,145790 + ,63 + ,30 + ,38 + ,56622 + ,870 + ,80953 + ,25 + ,49 + ,59 + ,67267 + ,2008 + ,241066 + ,82 + ,75 + ,58 + ,41140 + ,1885 + ,204713 + ,71 + ,68 + ,74 + ,138599 + ,1369 + ,182613 + ,39 + ,81 + ,152 + ,43750 + ,602 + ,43287 + ,14 + ,13 + ,49 + ,40652 + ,1743 + ,155754 + ,61 + ,74 + ,73 + ,85872 + ,2014 + ,201940 + ,38 + ,109 + ,94 + ,89275 + ,2143 + ,235454 + ,73 + ,151 + ,120 + ,32387 + ,2072 + ,125930 + ,75 + ,37 + ,65 + ,120662 + ,1401 + ,224549 + ,50 + ,54 + ,98 + ,21233 + ,834 + ,82316 + ,32 + ,27 + ,25 + ,13497 + ,761 + ,41566 + ,35 + ,0 + ,2 + ,25162 + ,530 + ,61857 + ,25 + ,23 + ,31 + ,16563 + ,1050 + ,91735 + ,35 + ,7 + ,15 + ,110681 + ,1606 + ,184510 + ,49 + ,64 + ,83 + ,29011 + ,1502 + ,79863 + ,37 + ,29 + ,24 + ,8773 + ,568 + ,38214 + ,34 + ,16 + ,16 + ,83209 + ,1459 + ,151101 + ,32 + ,48 + ,56 + ,86687 + ,1111 + ,172494 + ,52 + ,46 + ,144 + ,103487 + ,1955 + ,250579 + ,83 + ,130 + ,143 + ,23517 + ,1060 + ,98866 + ,18 + ,25 + ,50 + ,56926 + ,956 + ,85439 + ,33 + ,32 + ,39 + ,115168 + ,3604 + ,351619 + ,139 + ,95 + ,169 + ,51633 + ,1701 + ,165543 + ,65 + ,70 + ,119 + ,75345 + ,1249 + ,141722 + ,94 + ,19 + ,75 + ,123969 + ,1369 + ,104389 + ,45 + ,135 + ,89 + ,27142 + ,1577 + ,136084 + ,30 + ,27 + ,40 + ,135400 + ,2201 + ,199476 + ,70 + ,87 + ,125 + ,6023 + ,207 + ,14688 + ,10 + ,4 + ,5 + ,51776 + ,1463 + ,87186 + ,54 + ,28 + ,47 + ,21152 + ,742 + ,50090 + ,20 + ,16 + ,20 + ,11342 + ,676 + ,46455 + ,20 + ,22 + ,34 + ,16380 + ,620 + ,38395 + ,31 + ,16 + ,34 + ,16734 + ,736 + ,52164 + ,52 + ,32 + ,32 + ,30143 + ,812 + ,70551 + ,31 + ,23 + ,43 + ,41369 + ,1051 + ,84856 + ,29 + ,29 + ,41 + ,35944 + ,945 + ,85709 + ,44 + ,21 + ,37 + ,36278 + ,554 + ,34662 + ,25 + ,18 + ,33 + ,3895 + ,222 + ,19349 + ,11 + ,13 + ,14 + ,14483 + ,608 + ,62088 + ,38 + ,13 + ,11 + ,13127 + ,459 + ,40151 + ,29 + ,16 + ,14 + ,5839 + ,578 + ,27634 + ,20 + ,2 + ,3 + ,24069 + ,826 + ,76990 + ,27 + ,42 + ,40 + ,3738 + ,509 + ,37460 + ,20 + ,5 + ,5 + ,18625 + ,717 + ,54157 + ,19 + ,37 + ,38 + ,36341 + ,637 + ,49862 + ,37 + ,17 + ,32 + ,24548 + ,857 + ,84337 + ,26 + ,38 + ,41 + ,25659 + ,1461 + ,103425 + ,67 + ,17 + ,49 + ,28904 + ,672 + ,70344 + ,28 + ,20 + ,21 + ,2781 + ,778 + ,43410 + ,19 + ,7 + ,1 + ,29236 + ,1141 + ,104838 + ,49 + ,46 + ,44 + ,19546 + ,680 + ,62215 + ,27 + ,24 + ,26 + ,22818 + ,1090 + ,69304 + ,30 + ,40 + ,21 + ,32689 + ,616 + ,53117 + ,22 + ,3 + ,4 + ,22197 + ,1145 + ,86680 + ,31 + ,37 + ,43 + ,25272 + ,888 + ,77945 + ,20 + ,28 + ,32 + ,82206 + ,849 + ,89113 + ,39 + ,19 + ,20 + ,32073 + ,1182 + ,91005 + ,29 + ,29 + ,34 + ,5444 + ,528 + ,40248 + ,16 + ,8 + ,6 + ,36944 + ,947 + ,50857 + ,21 + ,15 + ,24 + ,8019 + ,819 + ,56613 + ,19 + ,15 + ,16 + ,30884 + ,757 + ,62792 + ,35 + ,28 + ,72) + ,dim=c(6 + ,241) + ,dimnames=list(c('totsize' + ,'pageviews' + ,'time_in_rfc' + ,'logins' + ,'blogged_computations' + ,'tothyperlinks') + ,1:241)) > y <- array(NA,dim=c(6,241),dimnames=list(c('totsize','pageviews','time_in_rfc','logins','blogged_computations','tothyperlinks'),1:241)) > 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 blogged_computations totsize pageviews time_in_rfc logins tothyperlinks 1 79 112285 1418 210907 56 144 2 58 84786 869 120982 56 103 3 121 119182 3201 385534 92 150 4 43 116174 1583 149061 44 84 5 102 133824 1706 230964 53 151 6 82 99645 1036 135473 41 138 7 101 99052 1929 215147 58 124 8 50 65553 1220 153935 33 73 9 81 85323 2352 225548 112 116 10 94 117478 1677 210767 60 119 11 44 74007 1579 170266 62 129 12 107 101494 2452 294424 77 175 13 33 31081 865 106408 30 41 14 42 22996 1793 96560 76 47 15 56 60578 1324 149112 56 80 16 59 79892 1383 152871 58 73 17 91 82875 1831 183167 66 127 18 27 23789 1112 103597 43 26 19 105 149193 2474 235800 94 190 20 67 106671 1496 143246 103 116 21 114 92945 1833 187681 62 143 22 69 83737 1403 167488 45 113 23 105 69094 1425 143756 46 120 24 88 95536 1840 243199 75 134 25 67 95364 1054 130585 46 91 26 124 102860 1626 182079 63 181 27 110 115929 2888 265318 117 138 28 130 162901 2845 310839 92 254 29 93 109825 1982 225060 93 87 30 39 37510 1391 144966 144 51 31 28 192565 874 99466 50 56 32 28 44332 1105 102010 53 26 33 44 32334 1988 99923 66 36 34 116 91413 2395 317394 86 195 35 12 44339 620 22648 19 24 36 18 14116 449 31414 19 39 37 32 92696 1204 128423 64 37 38 25 94785 1138 97839 38 77 39 129 105547 2833 328107 65 153 40 59 71220 1002 158015 29 79 41 36 51009 1417 120445 118 63 42 113 135777 3261 324598 110 134 43 47 51513 1587 131069 67 69 44 92 74163 1424 204271 42 119 45 50 33416 946 116048 64 63 46 111 102372 1641 195838 67 197 47 120 103772 2312 254488 83 140 48 131 130115 1900 224330 83 167 49 45 24874 1254 135781 31 32 50 58 45549 1597 81240 66 13 51 0 4143 628 31774 23 0 52 21 28207 617 51567 30 30 53 50 45833 1656 102538 57 51 54 12 28394 1212 99373 63 25 55 21 18632 1143 86230 44 25 56 8 2325 435 30837 19 8 57 37 21792 830 64175 42 46 58 29 26263 652 59382 49 47 59 32 23686 707 119308 30 37 60 35 49303 954 76702 49 51 61 17 20055 733 84105 20 34 62 60 83123 1530 176508 54 98 63 69 57635 1439 165446 33 80 64 78 66198 1764 237213 84 130 65 44 57793 1373 133131 55 60 66 158 97668 4041 324799 154 140 67 77 101481 2152 236785 119 91 68 80 67654 2242 344297 75 119 69 123 69112 2515 174724 92 123 70 73 82753 2147 174415 100 90 71 105 72654 1638 223632 73 113 72 47 30727 1222 124817 40 56 73 84 79215 2662 325107 99 96 74 0 1423 186 7176 17 0 75 96 83122 2527 265769 146 126 76 57 39992 2702 175824 107 70 77 39 49810 1179 111665 34 57 78 76 100708 4308 362301 119 68 79 76 72260 1438 168809 66 102 80 8 5950 496 24188 24 7 81 79 115762 2253 329267 259 148 82 101 143558 2144 244052 68 137 83 94 117105 4691 341570 168 135 84 123 105195 1973 256462 105 181 85 41 95260 1226 196553 57 107 86 72 55183 1389 174184 53 94 87 75 73511 2269 187559 121 106 88 22 22618 893 73566 32 26 89 73 225920 1502 182999 88 54 90 62 61370 1420 152299 53 78 91 118 106117 2970 346485 90 121 92 100 84651 1644 193339 78 145 93 24 15986 1654 122774 45 27 94 46 26706 937 112611 41 48 95 57 89691 3004 286468 144 68 96 135 126846 2547 148446 91 150 97 33 51715 1468 140344 53 65 98 98 55801 2445 220516 62 97 99 58 111813 1964 243060 63 121 100 68 120293 1381 162765 32 99 101 131 161647 1659 232138 62 188 102 37 24266 1290 85574 34 40 103 118 129838 1904 232317 54 178 104 81 87771 1559 164709 109 176 105 51 44418 2146 220801 75 66 106 40 35232 1590 92661 61 39 107 56 40909 1590 133328 55 66 108 27 13294 1210 61361 77 27 109 83 140867 1281 100750 72 58 110 59 61056 1272 101523 42 77 111 133 101338 1944 243511 71 130 112 12 1168 391 22938 10 11 113 106 65567 1605 152474 65 101 114 71 40735 1386 132487 41 120 115 4 855 387 21054 16 4 116 62 97068 1742 209641 42 89 117 14 10288 800 46698 45 14 118 60 65622 1684 131698 65 78 119 98 76643 2699 244749 95 106 120 100 93815 2158 272458 65 132 121 45 34553 1421 108043 62 40 122 136 213688 2922 351067 95 220 123 63 91721 2186 229242 247 95 124 14 111194 1035 84207 29 12 125 41 83305 1926 250047 81 55 126 91 98952 3352 299775 95 103 127 41 37238 2035 173260 63 16 128 25 21399 961 92499 32 21 129 29 34988 1335 74408 67 36 130 47 64466 1645 181633 70 96 131 37 28579 1161 81437 38 36 132 26 38084 979 65745 53 50 133 38 27717 675 56653 45 30 134 23 32928 1241 158399 39 30 135 30 19499 1049 73624 24 33 136 18 36874 1081 91899 35 37 137 28 48259 1688 139526 151 83 138 12 29156 705 86678 40 19 139 27 45588 1597 150580 77 41 140 41 45097 982 99611 35 54 141 26 25139 532 31706 13 26 142 27 27975 882 89806 42 20 143 10 5752 285 19764 12 10 144 10 20154 642 64187 27 12 145 17 19540 894 72535 14 27 146 108 101193 2172 179321 89 135 147 49 38361 901 123185 40 61 148 0 68504 463 52746 25 39 149 1 22807 371 33170 18 5 150 20 17140 1192 101645 63 28 151 86 71701 1495 173326 88 82 152 104 80444 2187 258873 60 131 153 63 53855 1491 180083 66 84 154 115 114789 1882 202925 61 150 155 83 97500 1289 132943 40 110 156 105 77873 1812 221698 45 115 157 114 90183 1731 260561 75 127 158 38 61542 807 84853 31 27 159 30 27570 829 101011 34 35 160 71 55813 1940 215641 46 64 161 59 55461 1499 167542 66 84 162 106 70106 2747 269651 67 105 163 34 71570 2099 116408 61 40 164 20 33032 918 78800 42 21 165 115 139077 3373 277965 89 154 166 85 71595 1713 150629 44 116 167 21 32551 744 65029 17 21 168 92 120733 2694 233328 132 230 169 75 73107 1769 206161 71 71 170 128 132068 3148 311473 112 147 171 55 46821 2084 177939 82 64 172 56 87011 1954 207176 70 105 173 118 78664 1268 119016 52 81 174 77 70054 1943 182192 52 89 175 66 74011 1762 194979 62 84 176 116 93133 1857 275541 63 110 177 99 62133 1441 135649 46 96 178 53 43836 1416 120221 37 51 179 30 38692 1317 145790 63 38 180 49 56622 870 80953 25 59 181 75 67267 2008 241066 82 58 182 68 41140 1885 204713 71 74 183 81 138599 1369 182613 39 152 184 13 43750 602 43287 14 49 185 74 40652 1743 155754 61 73 186 109 85872 2014 201940 38 94 187 151 89275 2143 235454 73 120 188 37 32387 2072 125930 75 65 189 54 120662 1401 224549 50 98 190 27 21233 834 82316 32 25 191 0 13497 761 41566 35 2 192 23 25162 530 61857 25 31 193 7 16563 1050 91735 35 15 194 64 110681 1606 184510 49 83 195 29 29011 1502 79863 37 24 196 16 8773 568 38214 34 16 197 48 83209 1459 151101 32 56 198 46 86687 1111 172494 52 144 199 130 103487 1955 250579 83 143 200 25 23517 1060 98866 18 50 201 32 56926 956 85439 33 39 202 95 115168 3604 351619 139 169 203 70 51633 1701 165543 65 119 204 19 75345 1249 141722 94 75 205 135 123969 1369 104389 45 89 206 27 27142 1577 136084 30 40 207 87 135400 2201 199476 70 125 208 4 6023 207 14688 10 5 209 28 51776 1463 87186 54 47 210 16 21152 742 50090 20 20 211 22 11342 676 46455 20 34 212 16 16380 620 38395 31 34 213 32 16734 736 52164 52 32 214 23 30143 812 70551 31 43 215 29 41369 1051 84856 29 41 216 21 35944 945 85709 44 37 217 18 36278 554 34662 25 33 218 13 3895 222 19349 11 14 219 13 14483 608 62088 38 11 220 16 13127 459 40151 29 14 221 2 5839 578 27634 20 3 222 42 24069 826 76990 27 40 223 5 3738 509 37460 20 5 224 37 18625 717 54157 19 38 225 17 36341 637 49862 37 32 226 38 24548 857 84337 26 41 227 17 25659 1461 103425 67 49 228 20 28904 672 70344 28 21 229 7 2781 778 43410 19 1 230 46 29236 1141 104838 49 44 231 24 19546 680 62215 27 26 232 40 22818 1090 69304 30 21 233 3 32689 616 53117 22 4 234 37 22197 1145 86680 31 43 235 28 25272 888 77945 20 32 236 19 82206 849 89113 39 20 237 29 32073 1182 91005 29 34 238 8 5444 528 40248 16 6 239 15 36944 947 50857 21 24 240 15 8019 819 56613 19 16 241 28 30884 757 62792 35 72 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) totsize pageviews time_in_rfc logins -4.869e-01 7.841e-05 1.370e-02 5.617e-05 -1.481e-01 tothyperlinks 4.342e-01 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -47.289 -8.038 -0.347 7.055 69.177 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -4.869e-01 2.355e+00 -0.207 0.83642 totsize 7.841e-05 4.296e-05 1.825 0.06925 . pageviews 1.370e-02 3.371e-03 4.064 6.59e-05 *** time_in_rfc 5.617e-05 3.470e-05 1.619 0.10688 logins -1.481e-01 4.506e-02 -3.287 0.00117 ** tothyperlinks 4.342e-01 3.980e-02 10.908 < 2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 16.25 on 235 degrees of freedom Multiple R-squared: 0.819, Adjusted R-squared: 0.8152 F-statistic: 212.7 on 5 and 235 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,] 0.241354881 4.827098e-01 7.586451e-01 [2,] 0.378488900 7.569778e-01 6.215111e-01 [3,] 0.713317560 5.733649e-01 2.866824e-01 [4,] 0.601459438 7.970811e-01 3.985406e-01 [5,] 0.505353053 9.892939e-01 4.946469e-01 [6,] 0.510040223 9.799196e-01 4.899598e-01 [7,] 0.407990193 8.159804e-01 5.920098e-01 [8,] 0.316392149 6.327843e-01 6.836079e-01 [9,] 0.311516006 6.230320e-01 6.884840e-01 [10,] 0.235494374 4.709887e-01 7.645056e-01 [11,] 0.186373201 3.727464e-01 8.136268e-01 [12,] 0.134529095 2.690582e-01 8.654709e-01 [13,] 0.282830038 5.656601e-01 7.171700e-01 [14,] 0.223204034 4.464081e-01 7.767960e-01 [15,] 0.393790210 7.875804e-01 6.062098e-01 [16,] 0.326104216 6.522084e-01 6.738958e-01 [17,] 0.285550773 5.711015e-01 7.144492e-01 [18,] 0.279332527 5.586651e-01 7.206675e-01 [19,] 0.254707083 5.094142e-01 7.452929e-01 [20,] 0.368878242 7.377565e-01 6.311218e-01 [21,] 0.430650466 8.613009e-01 5.693495e-01 [22,] 0.375034631 7.500693e-01 6.249654e-01 [23,] 0.352858237 7.057165e-01 6.471418e-01 [24,] 0.300927889 6.018558e-01 6.990721e-01 [25,] 0.250868881 5.017378e-01 7.491311e-01 [26,] 0.227353244 4.547065e-01 7.726468e-01 [27,] 0.201781188 4.035624e-01 7.982188e-01 [28,] 0.173266001 3.465320e-01 8.267340e-01 [29,] 0.141374804 2.827496e-01 8.586252e-01 [30,] 0.199747701 3.994954e-01 8.002523e-01 [31,] 0.180380798 3.607616e-01 8.196192e-01 [32,] 0.147107643 2.942153e-01 8.528924e-01 [33,] 0.123592169 2.471843e-01 8.764078e-01 [34,] 0.098652194 1.973044e-01 9.013478e-01 [35,] 0.079980982 1.599620e-01 9.200190e-01 [36,] 0.070021296 1.400426e-01 9.299787e-01 [37,] 0.056937187 1.138744e-01 9.430628e-01 [38,] 0.044432502 8.886500e-02 9.555675e-01 [39,] 0.054636153 1.092723e-01 9.453638e-01 [40,] 0.096782506 1.935650e-01 9.032175e-01 [41,] 0.079637875 1.592757e-01 9.203621e-01 [42,] 0.156898340 3.137967e-01 8.431017e-01 [43,] 0.142718819 2.854376e-01 8.572812e-01 [44,] 0.117477770 2.349555e-01 8.825222e-01 [45,] 0.096563439 1.931269e-01 9.034366e-01 [46,] 0.102886635 2.057733e-01 8.971134e-01 [47,] 0.087882135 1.757643e-01 9.121179e-01 [48,] 0.070783670 1.415673e-01 9.292163e-01 [49,] 0.058325230 1.166505e-01 9.416748e-01 [50,] 0.045966435 9.193287e-02 9.540336e-01 [51,] 0.035935814 7.187163e-02 9.640642e-01 [52,] 0.027719319 5.543864e-02 9.722807e-01 [53,] 0.024925341 4.985068e-02 9.750747e-01 [54,] 0.021462896 4.292579e-02 9.785371e-01 [55,] 0.017143879 3.428776e-02 9.828561e-01 [56,] 0.014760377 2.952075e-02 9.852396e-01 [57,] 0.011325148 2.265030e-02 9.886749e-01 [58,] 0.027242612 5.448522e-02 9.727574e-01 [59,] 0.021146081 4.229216e-02 9.788539e-01 [60,] 0.023341806 4.668361e-02 9.766582e-01 [61,] 0.041069687 8.213937e-02 9.589303e-01 [62,] 0.032878116 6.575623e-02 9.671219e-01 [63,] 0.054407911 1.088158e-01 9.455921e-01 [64,] 0.043743897 8.748779e-02 9.562561e-01 [65,] 0.036952308 7.390462e-02 9.630477e-01 [66,] 0.029176400 5.835280e-02 9.708236e-01 [67,] 0.023479134 4.695827e-02 9.765209e-01 [68,] 0.026961304 5.392261e-02 9.730387e-01 [69,] 0.021877842 4.375568e-02 9.781222e-01 [70,] 0.035488123 7.097625e-02 9.645119e-01 [71,] 0.029512757 5.902551e-02 9.704872e-01 [72,] 0.023248272 4.649654e-02 9.767517e-01 [73,] 0.021260643 4.252129e-02 9.787394e-01 [74,] 0.016995392 3.399078e-02 9.830046e-01 [75,] 0.041766451 8.353290e-02 9.582335e-01 [76,] 0.036734187 7.346837e-02 9.632658e-01 [77,] 0.063240196 1.264804e-01 9.367598e-01 [78,] 0.053255787 1.065116e-01 9.467442e-01 [79,] 0.043565258 8.713052e-02 9.564347e-01 [80,] 0.035383589 7.076718e-02 9.646164e-01 [81,] 0.047120125 9.424025e-02 9.528799e-01 [82,] 0.038673254 7.734651e-02 9.613267e-01 [83,] 0.035731598 7.146320e-02 9.642684e-01 [84,] 0.030834130 6.166826e-02 9.691659e-01 [85,] 0.027859527 5.571905e-02 9.721405e-01 [86,] 0.024339273 4.867855e-02 9.756607e-01 [87,] 0.023922008 4.784402e-02 9.760780e-01 [88,] 0.042330608 8.466122e-02 9.576694e-01 [89,] 0.045893824 9.178765e-02 9.541062e-01 [90,] 0.045660463 9.132093e-02 9.543395e-01 [91,] 0.084584451 1.691689e-01 9.154155e-01 [92,] 0.073539740 1.470795e-01 9.264603e-01 [93,] 0.067680023 1.353600e-01 9.323200e-01 [94,] 0.056094462 1.121889e-01 9.439055e-01 [95,] 0.046253039 9.250608e-02 9.537470e-01 [96,] 0.049686811 9.937362e-02 9.503132e-01 [97,] 0.044570145 8.914029e-02 9.554299e-01 [98,] 0.036693363 7.338673e-02 9.633066e-01 [99,] 0.029992479 5.998496e-02 9.700075e-01 [100,] 0.025078252 5.015650e-02 9.749217e-01 [101,] 0.054478346 1.089567e-01 9.455217e-01 [102,] 0.045450827 9.090165e-02 9.545492e-01 [103,] 0.111513131 2.230263e-01 8.884869e-01 [104,] 0.094884489 1.897690e-01 9.051155e-01 [105,] 0.176141520 3.522830e-01 8.238585e-01 [106,] 0.154795939 3.095919e-01 8.452041e-01 [107,] 0.133754132 2.675083e-01 8.662459e-01 [108,] 0.127788759 2.555775e-01 8.722112e-01 [109,] 0.109610025 2.192201e-01 8.903900e-01 [110,] 0.093432756 1.868655e-01 9.065672e-01 [111,] 0.084384274 1.687685e-01 9.156157e-01 [112,] 0.071581627 1.431633e-01 9.284184e-01 [113,] 0.063638576 1.272772e-01 9.363614e-01 [114,] 0.075762567 1.515251e-01 9.242374e-01 [115,] 0.080049883 1.600998e-01 9.199501e-01 [116,] 0.077992620 1.559852e-01 9.220074e-01 [117,] 0.082646587 1.652932e-01 9.173534e-01 [118,] 0.074597354 1.491947e-01 9.254026e-01 [119,] 0.062907946 1.258159e-01 9.370921e-01 [120,] 0.052160828 1.043217e-01 9.478392e-01 [121,] 0.044305148 8.861030e-02 9.556949e-01 [122,] 0.051895489 1.037910e-01 9.481045e-01 [123,] 0.043745219 8.749044e-02 9.562548e-01 [124,] 0.037443621 7.488724e-02 9.625564e-01 [125,] 0.040734756 8.146951e-02 9.592652e-01 [126,] 0.039697826 7.939565e-02 9.603022e-01 [127,] 0.032309972 6.461994e-02 9.676900e-01 [128,] 0.031742233 6.348447e-02 9.682578e-01 [129,] 0.034365526 6.873105e-02 9.656345e-01 [130,] 0.028823591 5.764718e-02 9.711764e-01 [131,] 0.025936624 5.187325e-02 9.740634e-01 [132,] 0.020758303 4.151661e-02 9.792417e-01 [133,] 0.017091775 3.418355e-02 9.829082e-01 [134,] 0.013915703 2.783141e-02 9.860843e-01 [135,] 0.010994610 2.198922e-02 9.890054e-01 [136,] 0.008735669 1.747134e-02 9.912643e-01 [137,] 0.007595886 1.519177e-02 9.924041e-01 [138,] 0.008347780 1.669556e-02 9.916522e-01 [139,] 0.006682754 1.336551e-02 9.933172e-01 [140,] 0.011366292 2.273258e-02 9.886337e-01 [141,] 0.009308018 1.861604e-02 9.906920e-01 [142,] 0.007302337 1.460467e-02 9.926977e-01 [143,] 0.013829203 2.765841e-02 9.861708e-01 [144,] 0.011189615 2.237923e-02 9.888104e-01 [145,] 0.008711265 1.742253e-02 9.912887e-01 [146,] 0.007755533 1.551107e-02 9.922445e-01 [147,] 0.006316189 1.263238e-02 9.936838e-01 [148,] 0.006249553 1.249911e-02 9.937504e-01 [149,] 0.008303685 1.660737e-02 9.916963e-01 [150,] 0.006949733 1.389947e-02 9.930503e-01 [151,] 0.005289043 1.057809e-02 9.947110e-01 [152,] 0.004212219 8.424439e-03 9.957878e-01 [153,] 0.003152885 6.305770e-03 9.968471e-01 [154,] 0.002607274 5.214548e-03 9.973927e-01 [155,] 0.002424740 4.849479e-03 9.975753e-01 [156,] 0.001782183 3.564366e-03 9.982178e-01 [157,] 0.001615323 3.230646e-03 9.983847e-01 [158,] 0.001193407 2.386813e-03 9.988066e-01 [159,] 0.000877157 1.754314e-03 9.991228e-01 [160,] 0.003771586 7.543172e-03 9.962284e-01 [161,] 0.003324596 6.649192e-03 9.966754e-01 [162,] 0.002657275 5.314550e-03 9.973427e-01 [163,] 0.001947135 3.894270e-03 9.980529e-01 [164,] 0.002857660 5.715320e-03 9.971423e-01 [165,] 0.061337528 1.226751e-01 9.386625e-01 [166,] 0.050027025 1.000541e-01 9.499730e-01 [167,] 0.040622716 8.124543e-02 9.593773e-01 [168,] 0.056032621 1.120652e-01 9.439674e-01 [169,] 0.098075021 1.961500e-01 9.019250e-01 [170,] 0.083043494 1.660870e-01 9.169565e-01 [171,] 0.068914894 1.378298e-01 9.310851e-01 [172,] 0.057734246 1.154685e-01 9.422658e-01 [173,] 0.057963753 1.159275e-01 9.420362e-01 [174,] 0.051173226 1.023465e-01 9.488268e-01 [175,] 0.064216198 1.284324e-01 9.357838e-01 [176,] 0.082182737 1.643655e-01 9.178173e-01 [177,] 0.091803287 1.836066e-01 9.081967e-01 [178,] 0.116498622 2.329972e-01 8.835014e-01 [179,] 0.778317811 4.433644e-01 2.216822e-01 [180,] 0.760204205 4.795916e-01 2.397958e-01 [181,] 0.763263304 4.734734e-01 2.367367e-01 [182,] 0.739592018 5.208160e-01 2.604080e-01 [183,] 0.706064255 5.878715e-01 2.939357e-01 [184,] 0.664583335 6.708333e-01 3.354167e-01 [185,] 0.630708415 7.385832e-01 3.692916e-01 [186,] 0.592002998 8.159940e-01 4.079970e-01 [187,] 0.543776334 9.124473e-01 4.562237e-01 [188,] 0.506371266 9.872575e-01 4.936287e-01 [189,] 0.475005332 9.500107e-01 5.249947e-01 [190,] 0.849381983 3.012360e-01 1.506180e-01 [191,] 0.944892552 1.102149e-01 5.510745e-02 [192,] 0.943789891 1.124202e-01 5.621011e-02 [193,] 0.928995043 1.420099e-01 7.100496e-02 [194,] 0.923523323 1.529534e-01 7.647668e-02 [195,] 0.902320216 1.953596e-01 9.767978e-02 [196,] 0.916836772 1.663265e-01 8.316323e-02 [197,] 0.999997131 5.738331e-06 2.869166e-06 [198,] 0.999999055 1.890371e-06 9.451856e-07 [199,] 0.999998175 3.650219e-06 1.825109e-06 [200,] 0.999995870 8.260732e-06 4.130366e-06 [201,] 0.999991267 1.746639e-05 8.733193e-06 [202,] 0.999980732 3.853531e-05 1.926766e-05 [203,] 0.999958469 8.306292e-05 4.153146e-05 [204,] 0.999913390 1.732205e-04 8.661024e-05 [205,] 0.999980977 3.804530e-05 1.902265e-05 [206,] 0.999967565 6.486985e-05 3.243492e-05 [207,] 0.999936083 1.278348e-04 6.391740e-05 [208,] 0.999882485 2.350296e-04 1.175148e-04 [209,] 0.999767807 4.643851e-04 2.321926e-04 [210,] 0.999510093 9.798148e-04 4.899074e-04 [211,] 0.998943906 2.112187e-03 1.056094e-03 [212,] 0.998547563 2.904874e-03 1.452437e-03 [213,] 0.996972119 6.055762e-03 3.027881e-03 [214,] 0.995697213 8.605574e-03 4.302787e-03 [215,] 0.991384876 1.723025e-02 8.615124e-03 [216,] 0.990707164 1.858567e-02 9.292836e-03 [217,] 0.986755202 2.648960e-02 1.324480e-02 [218,] 0.973551892 5.289622e-02 2.644811e-02 [219,] 0.998003361 3.993278e-03 1.996639e-03 [220,] 0.994380018 1.123996e-02 5.619982e-03 [221,] 0.991073232 1.785354e-02 8.926768e-03 [222,] 0.979833375 4.033325e-02 2.016662e-02 [223,] 0.950938358 9.812328e-02 4.906164e-02 [224,] 0.983359564 3.328087e-02 1.664044e-02 > postscript(file="/var/fisher/rcomp/tmp/1vcvf1355077852.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2yedt1355077852.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/39tcv1355077852.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/47u081355077852.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/5tvuo1355077852.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 = 241 Frequency = 1 1 2 3 4 5 6 -14.81039126 -3.28274488 -4.85329119 -25.62906724 -2.05412684 -0.96705652 7 8 9 10 11 12 9.96964770 -6.81536787 -3.85899892 7.68954283 -39.32999715 -15.16607298 13 14 15 16 17 18 -0.13153570 1.55439023 -1.21081096 2.59094278 4.25931370 -0.34666595 19 20 21 22 23 24 -21.90876488 -4.51886239 18.64955522 -8.09796387 27.19089233 -4.93465667 25 26 27 28 29 30 5.54314235 14.67181321 4.35485401 -35.36297557 21.09115789 8.54013996 31 32 33 34 35 36 -21.07677789 0.70892889 3.25687660 -13.23520969 -8.35929210 -4.65221215 37 38 39 40 41 42 -5.06926496 -30.82940630 7.17970054 1.29943326 -3.55867799 -1.94039714 43 44 45 46 47 48 -5.68342057 10.24959401 10.51949266 -5.62232648 17.90070387 22.44965205 49 50 51 52 53 54 9.43289039 32.61133355 -6.81711435 -0.65313832 4.75308874 -13.44323272 55 56 57 58 59 60 -4.80908383 -0.04434844 7.05527374 2.01473330 2.62446364 -0.63780120 61 62 63 64 65 66 -10.64845851 -11.45022224 6.12017563 -8.18713519 -4.23073130 39.26613131 67 68 69 70 71 72 4.87330707 -15.42067461 34.03243912 3.53316174 26.54658243 2.94134683 73 74 75 76 77 78 -3.46076381 -0.05704423 7.35246486 -7.07441768 -6.55026042 -22.66061701 79 80 81 82 83 84 7.13510151 0.38424341 -4.83275338 -2.25129954 -31.85807615 10.77964744 85 86 87 88 89 90 -31.82711692 6.39089137 0.01277661 -2.19793650 14.51178682 3.65710777 91 92 93 94 95 96 10.82302687 9.07263862 -11.37350322 10.46728077 -14.97325146 30.67256305 97 98 99 100 101 102 -18.92759704 15.30697666 -34.03503561 -7.24521421 10.61112881 0.77870706 103 104 105 106 107 108 -0.10387431 -16.26650709 -11.33621670 2.84564895 3.50491777 6.10891337 109 110 111 112 113 114 34.72095051 4.36559078 39.31253172 2.45697738 36.57612814 -4.15897706 115 116 117 118 119 120 -1.42987748 -13.17861725 0.68763782 0.64259142 9.81364736 0.58820526 121 122 123 124 125 126 9.06359411 -21.45344926 8.82159428 -14.05202291 -17.35022180 -9.66790360 127 128 129 130 131 132 3.34815497 1.07363064 -1.42595759 -21.61175693 4.76898665 -7.45834708 133 134 135 136 137 138 17.52726127 -12.23760010 -0.31758198 -15.25193192 -19.92141072 -6.64784694 139 140 141 142 143 144 -12.81370585 0.64525539 6.08556489 5.70684934 2.45811696 -4.70240054 145 146 147 148 149 150 -10.01302038 15.30227276 6.66023573 -27.41799633 -6.75046429 -5.71697520 151 152 153 154 155 156 28.08685829 5.69598785 2.03406432 13.22203964 8.88649583 18.84656657 157 158 159 160 161 162 25.04195522 10.71160067 1.13754737 7.45397873 -1.49700676 12.55633324 163 164 165 166 167 168 -14.74332440 -1.99871439 -10.90801810 4.10446577 -1.50769951 -47.28900791 169 170 171 172 173 174 13.63684852 10.28750780 -2.36257640 -23.95407368 60.80183956 4.20974463 175 176 177 178 179 180 -1.68746437 29.84659710 32.39292696 7.24086816 -5.94028119 6.67141031 181 182 183 184 185 186 16.13431335 6.33344102 -18.60496093 -19.82070931 16.01946395 28.64295676 187 188 189 190 191 192 60.62326468 -17.61620028 -21.91785606 3.66144519 -9.01293177 1.02438969 193 194 195 196 197 198 -14.67385396 -5.32970153 -2.78519468 3.96276515 -6.08143626 -40.03321448 199 200 201 202 203 204 31.72984528 -15.47080453 -1.91389584 -35.43998136 -8.19525273 -30.12628797 205 206 207 208 209 210 69.17735559 -16.80746881 -8.38221706 -0.33511430 -12.91486914 -3.86878834 211 212 213 214 215 216 -2.06973880 -5.61551025 11.97373499 -8.03815843 -6.42337482 -8.63532259 217 218 219 220 221 222 -4.51673371 4.60512706 1.38954254 5.13314407 -5.77963223 11.59462465 223 224 225 226 227 228 -3.09007877 9.48020087 -5.30046664 6.13748089 -21.69429581 0.09540140 229 230 231 232 233 234 -3.44513861 10.83315205 2.85723985 15.20208331 -8.97472734 1.11792549 235 236 237 238 239 240 -0.96617826 -6.49897069 -4.79495905 -1.66740634 -10.54649337 -3.67153055 241 -13.90538540 > postscript(file="/var/fisher/rcomp/tmp/6mmei1355077852.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 = 241 Frequency = 1 lag(myerror, k = 1) myerror 0 -14.81039126 NA 1 -3.28274488 -14.81039126 2 -4.85329119 -3.28274488 3 -25.62906724 -4.85329119 4 -2.05412684 -25.62906724 5 -0.96705652 -2.05412684 6 9.96964770 -0.96705652 7 -6.81536787 9.96964770 8 -3.85899892 -6.81536787 9 7.68954283 -3.85899892 10 -39.32999715 7.68954283 11 -15.16607298 -39.32999715 12 -0.13153570 -15.16607298 13 1.55439023 -0.13153570 14 -1.21081096 1.55439023 15 2.59094278 -1.21081096 16 4.25931370 2.59094278 17 -0.34666595 4.25931370 18 -21.90876488 -0.34666595 19 -4.51886239 -21.90876488 20 18.64955522 -4.51886239 21 -8.09796387 18.64955522 22 27.19089233 -8.09796387 23 -4.93465667 27.19089233 24 5.54314235 -4.93465667 25 14.67181321 5.54314235 26 4.35485401 14.67181321 27 -35.36297557 4.35485401 28 21.09115789 -35.36297557 29 8.54013996 21.09115789 30 -21.07677789 8.54013996 31 0.70892889 -21.07677789 32 3.25687660 0.70892889 33 -13.23520969 3.25687660 34 -8.35929210 -13.23520969 35 -4.65221215 -8.35929210 36 -5.06926496 -4.65221215 37 -30.82940630 -5.06926496 38 7.17970054 -30.82940630 39 1.29943326 7.17970054 40 -3.55867799 1.29943326 41 -1.94039714 -3.55867799 42 -5.68342057 -1.94039714 43 10.24959401 -5.68342057 44 10.51949266 10.24959401 45 -5.62232648 10.51949266 46 17.90070387 -5.62232648 47 22.44965205 17.90070387 48 9.43289039 22.44965205 49 32.61133355 9.43289039 50 -6.81711435 32.61133355 51 -0.65313832 -6.81711435 52 4.75308874 -0.65313832 53 -13.44323272 4.75308874 54 -4.80908383 -13.44323272 55 -0.04434844 -4.80908383 56 7.05527374 -0.04434844 57 2.01473330 7.05527374 58 2.62446364 2.01473330 59 -0.63780120 2.62446364 60 -10.64845851 -0.63780120 61 -11.45022224 -10.64845851 62 6.12017563 -11.45022224 63 -8.18713519 6.12017563 64 -4.23073130 -8.18713519 65 39.26613131 -4.23073130 66 4.87330707 39.26613131 67 -15.42067461 4.87330707 68 34.03243912 -15.42067461 69 3.53316174 34.03243912 70 26.54658243 3.53316174 71 2.94134683 26.54658243 72 -3.46076381 2.94134683 73 -0.05704423 -3.46076381 74 7.35246486 -0.05704423 75 -7.07441768 7.35246486 76 -6.55026042 -7.07441768 77 -22.66061701 -6.55026042 78 7.13510151 -22.66061701 79 0.38424341 7.13510151 80 -4.83275338 0.38424341 81 -2.25129954 -4.83275338 82 -31.85807615 -2.25129954 83 10.77964744 -31.85807615 84 -31.82711692 10.77964744 85 6.39089137 -31.82711692 86 0.01277661 6.39089137 87 -2.19793650 0.01277661 88 14.51178682 -2.19793650 89 3.65710777 14.51178682 90 10.82302687 3.65710777 91 9.07263862 10.82302687 92 -11.37350322 9.07263862 93 10.46728077 -11.37350322 94 -14.97325146 10.46728077 95 30.67256305 -14.97325146 96 -18.92759704 30.67256305 97 15.30697666 -18.92759704 98 -34.03503561 15.30697666 99 -7.24521421 -34.03503561 100 10.61112881 -7.24521421 101 0.77870706 10.61112881 102 -0.10387431 0.77870706 103 -16.26650709 -0.10387431 104 -11.33621670 -16.26650709 105 2.84564895 -11.33621670 106 3.50491777 2.84564895 107 6.10891337 3.50491777 108 34.72095051 6.10891337 109 4.36559078 34.72095051 110 39.31253172 4.36559078 111 2.45697738 39.31253172 112 36.57612814 2.45697738 113 -4.15897706 36.57612814 114 -1.42987748 -4.15897706 115 -13.17861725 -1.42987748 116 0.68763782 -13.17861725 117 0.64259142 0.68763782 118 9.81364736 0.64259142 119 0.58820526 9.81364736 120 9.06359411 0.58820526 121 -21.45344926 9.06359411 122 8.82159428 -21.45344926 123 -14.05202291 8.82159428 124 -17.35022180 -14.05202291 125 -9.66790360 -17.35022180 126 3.34815497 -9.66790360 127 1.07363064 3.34815497 128 -1.42595759 1.07363064 129 -21.61175693 -1.42595759 130 4.76898665 -21.61175693 131 -7.45834708 4.76898665 132 17.52726127 -7.45834708 133 -12.23760010 17.52726127 134 -0.31758198 -12.23760010 135 -15.25193192 -0.31758198 136 -19.92141072 -15.25193192 137 -6.64784694 -19.92141072 138 -12.81370585 -6.64784694 139 0.64525539 -12.81370585 140 6.08556489 0.64525539 141 5.70684934 6.08556489 142 2.45811696 5.70684934 143 -4.70240054 2.45811696 144 -10.01302038 -4.70240054 145 15.30227276 -10.01302038 146 6.66023573 15.30227276 147 -27.41799633 6.66023573 148 -6.75046429 -27.41799633 149 -5.71697520 -6.75046429 150 28.08685829 -5.71697520 151 5.69598785 28.08685829 152 2.03406432 5.69598785 153 13.22203964 2.03406432 154 8.88649583 13.22203964 155 18.84656657 8.88649583 156 25.04195522 18.84656657 157 10.71160067 25.04195522 158 1.13754737 10.71160067 159 7.45397873 1.13754737 160 -1.49700676 7.45397873 161 12.55633324 -1.49700676 162 -14.74332440 12.55633324 163 -1.99871439 -14.74332440 164 -10.90801810 -1.99871439 165 4.10446577 -10.90801810 166 -1.50769951 4.10446577 167 -47.28900791 -1.50769951 168 13.63684852 -47.28900791 169 10.28750780 13.63684852 170 -2.36257640 10.28750780 171 -23.95407368 -2.36257640 172 60.80183956 -23.95407368 173 4.20974463 60.80183956 174 -1.68746437 4.20974463 175 29.84659710 -1.68746437 176 32.39292696 29.84659710 177 7.24086816 32.39292696 178 -5.94028119 7.24086816 179 6.67141031 -5.94028119 180 16.13431335 6.67141031 181 6.33344102 16.13431335 182 -18.60496093 6.33344102 183 -19.82070931 -18.60496093 184 16.01946395 -19.82070931 185 28.64295676 16.01946395 186 60.62326468 28.64295676 187 -17.61620028 60.62326468 188 -21.91785606 -17.61620028 189 3.66144519 -21.91785606 190 -9.01293177 3.66144519 191 1.02438969 -9.01293177 192 -14.67385396 1.02438969 193 -5.32970153 -14.67385396 194 -2.78519468 -5.32970153 195 3.96276515 -2.78519468 196 -6.08143626 3.96276515 197 -40.03321448 -6.08143626 198 31.72984528 -40.03321448 199 -15.47080453 31.72984528 200 -1.91389584 -15.47080453 201 -35.43998136 -1.91389584 202 -8.19525273 -35.43998136 203 -30.12628797 -8.19525273 204 69.17735559 -30.12628797 205 -16.80746881 69.17735559 206 -8.38221706 -16.80746881 207 -0.33511430 -8.38221706 208 -12.91486914 -0.33511430 209 -3.86878834 -12.91486914 210 -2.06973880 -3.86878834 211 -5.61551025 -2.06973880 212 11.97373499 -5.61551025 213 -8.03815843 11.97373499 214 -6.42337482 -8.03815843 215 -8.63532259 -6.42337482 216 -4.51673371 -8.63532259 217 4.60512706 -4.51673371 218 1.38954254 4.60512706 219 5.13314407 1.38954254 220 -5.77963223 5.13314407 221 11.59462465 -5.77963223 222 -3.09007877 11.59462465 223 9.48020087 -3.09007877 224 -5.30046664 9.48020087 225 6.13748089 -5.30046664 226 -21.69429581 6.13748089 227 0.09540140 -21.69429581 228 -3.44513861 0.09540140 229 10.83315205 -3.44513861 230 2.85723985 10.83315205 231 15.20208331 2.85723985 232 -8.97472734 15.20208331 233 1.11792549 -8.97472734 234 -0.96617826 1.11792549 235 -6.49897069 -0.96617826 236 -4.79495905 -6.49897069 237 -1.66740634 -4.79495905 238 -10.54649337 -1.66740634 239 -3.67153055 -10.54649337 240 -13.90538540 -3.67153055 241 NA -13.90538540 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -3.28274488 -14.81039126 [2,] -4.85329119 -3.28274488 [3,] -25.62906724 -4.85329119 [4,] -2.05412684 -25.62906724 [5,] -0.96705652 -2.05412684 [6,] 9.96964770 -0.96705652 [7,] -6.81536787 9.96964770 [8,] -3.85899892 -6.81536787 [9,] 7.68954283 -3.85899892 [10,] -39.32999715 7.68954283 [11,] -15.16607298 -39.32999715 [12,] -0.13153570 -15.16607298 [13,] 1.55439023 -0.13153570 [14,] -1.21081096 1.55439023 [15,] 2.59094278 -1.21081096 [16,] 4.25931370 2.59094278 [17,] -0.34666595 4.25931370 [18,] -21.90876488 -0.34666595 [19,] -4.51886239 -21.90876488 [20,] 18.64955522 -4.51886239 [21,] -8.09796387 18.64955522 [22,] 27.19089233 -8.09796387 [23,] -4.93465667 27.19089233 [24,] 5.54314235 -4.93465667 [25,] 14.67181321 5.54314235 [26,] 4.35485401 14.67181321 [27,] -35.36297557 4.35485401 [28,] 21.09115789 -35.36297557 [29,] 8.54013996 21.09115789 [30,] -21.07677789 8.54013996 [31,] 0.70892889 -21.07677789 [32,] 3.25687660 0.70892889 [33,] -13.23520969 3.25687660 [34,] -8.35929210 -13.23520969 [35,] -4.65221215 -8.35929210 [36,] -5.06926496 -4.65221215 [37,] -30.82940630 -5.06926496 [38,] 7.17970054 -30.82940630 [39,] 1.29943326 7.17970054 [40,] -3.55867799 1.29943326 [41,] -1.94039714 -3.55867799 [42,] -5.68342057 -1.94039714 [43,] 10.24959401 -5.68342057 [44,] 10.51949266 10.24959401 [45,] -5.62232648 10.51949266 [46,] 17.90070387 -5.62232648 [47,] 22.44965205 17.90070387 [48,] 9.43289039 22.44965205 [49,] 32.61133355 9.43289039 [50,] -6.81711435 32.61133355 [51,] -0.65313832 -6.81711435 [52,] 4.75308874 -0.65313832 [53,] -13.44323272 4.75308874 [54,] -4.80908383 -13.44323272 [55,] -0.04434844 -4.80908383 [56,] 7.05527374 -0.04434844 [57,] 2.01473330 7.05527374 [58,] 2.62446364 2.01473330 [59,] -0.63780120 2.62446364 [60,] -10.64845851 -0.63780120 [61,] -11.45022224 -10.64845851 [62,] 6.12017563 -11.45022224 [63,] -8.18713519 6.12017563 [64,] -4.23073130 -8.18713519 [65,] 39.26613131 -4.23073130 [66,] 4.87330707 39.26613131 [67,] -15.42067461 4.87330707 [68,] 34.03243912 -15.42067461 [69,] 3.53316174 34.03243912 [70,] 26.54658243 3.53316174 [71,] 2.94134683 26.54658243 [72,] -3.46076381 2.94134683 [73,] -0.05704423 -3.46076381 [74,] 7.35246486 -0.05704423 [75,] -7.07441768 7.35246486 [76,] -6.55026042 -7.07441768 [77,] -22.66061701 -6.55026042 [78,] 7.13510151 -22.66061701 [79,] 0.38424341 7.13510151 [80,] -4.83275338 0.38424341 [81,] -2.25129954 -4.83275338 [82,] -31.85807615 -2.25129954 [83,] 10.77964744 -31.85807615 [84,] -31.82711692 10.77964744 [85,] 6.39089137 -31.82711692 [86,] 0.01277661 6.39089137 [87,] -2.19793650 0.01277661 [88,] 14.51178682 -2.19793650 [89,] 3.65710777 14.51178682 [90,] 10.82302687 3.65710777 [91,] 9.07263862 10.82302687 [92,] -11.37350322 9.07263862 [93,] 10.46728077 -11.37350322 [94,] -14.97325146 10.46728077 [95,] 30.67256305 -14.97325146 [96,] -18.92759704 30.67256305 [97,] 15.30697666 -18.92759704 [98,] -34.03503561 15.30697666 [99,] -7.24521421 -34.03503561 [100,] 10.61112881 -7.24521421 [101,] 0.77870706 10.61112881 [102,] -0.10387431 0.77870706 [103,] -16.26650709 -0.10387431 [104,] -11.33621670 -16.26650709 [105,] 2.84564895 -11.33621670 [106,] 3.50491777 2.84564895 [107,] 6.10891337 3.50491777 [108,] 34.72095051 6.10891337 [109,] 4.36559078 34.72095051 [110,] 39.31253172 4.36559078 [111,] 2.45697738 39.31253172 [112,] 36.57612814 2.45697738 [113,] -4.15897706 36.57612814 [114,] -1.42987748 -4.15897706 [115,] -13.17861725 -1.42987748 [116,] 0.68763782 -13.17861725 [117,] 0.64259142 0.68763782 [118,] 9.81364736 0.64259142 [119,] 0.58820526 9.81364736 [120,] 9.06359411 0.58820526 [121,] -21.45344926 9.06359411 [122,] 8.82159428 -21.45344926 [123,] -14.05202291 8.82159428 [124,] -17.35022180 -14.05202291 [125,] -9.66790360 -17.35022180 [126,] 3.34815497 -9.66790360 [127,] 1.07363064 3.34815497 [128,] -1.42595759 1.07363064 [129,] -21.61175693 -1.42595759 [130,] 4.76898665 -21.61175693 [131,] -7.45834708 4.76898665 [132,] 17.52726127 -7.45834708 [133,] -12.23760010 17.52726127 [134,] -0.31758198 -12.23760010 [135,] -15.25193192 -0.31758198 [136,] -19.92141072 -15.25193192 [137,] -6.64784694 -19.92141072 [138,] -12.81370585 -6.64784694 [139,] 0.64525539 -12.81370585 [140,] 6.08556489 0.64525539 [141,] 5.70684934 6.08556489 [142,] 2.45811696 5.70684934 [143,] -4.70240054 2.45811696 [144,] -10.01302038 -4.70240054 [145,] 15.30227276 -10.01302038 [146,] 6.66023573 15.30227276 [147,] -27.41799633 6.66023573 [148,] -6.75046429 -27.41799633 [149,] -5.71697520 -6.75046429 [150,] 28.08685829 -5.71697520 [151,] 5.69598785 28.08685829 [152,] 2.03406432 5.69598785 [153,] 13.22203964 2.03406432 [154,] 8.88649583 13.22203964 [155,] 18.84656657 8.88649583 [156,] 25.04195522 18.84656657 [157,] 10.71160067 25.04195522 [158,] 1.13754737 10.71160067 [159,] 7.45397873 1.13754737 [160,] -1.49700676 7.45397873 [161,] 12.55633324 -1.49700676 [162,] -14.74332440 12.55633324 [163,] -1.99871439 -14.74332440 [164,] -10.90801810 -1.99871439 [165,] 4.10446577 -10.90801810 [166,] -1.50769951 4.10446577 [167,] -47.28900791 -1.50769951 [168,] 13.63684852 -47.28900791 [169,] 10.28750780 13.63684852 [170,] -2.36257640 10.28750780 [171,] -23.95407368 -2.36257640 [172,] 60.80183956 -23.95407368 [173,] 4.20974463 60.80183956 [174,] -1.68746437 4.20974463 [175,] 29.84659710 -1.68746437 [176,] 32.39292696 29.84659710 [177,] 7.24086816 32.39292696 [178,] -5.94028119 7.24086816 [179,] 6.67141031 -5.94028119 [180,] 16.13431335 6.67141031 [181,] 6.33344102 16.13431335 [182,] -18.60496093 6.33344102 [183,] -19.82070931 -18.60496093 [184,] 16.01946395 -19.82070931 [185,] 28.64295676 16.01946395 [186,] 60.62326468 28.64295676 [187,] -17.61620028 60.62326468 [188,] -21.91785606 -17.61620028 [189,] 3.66144519 -21.91785606 [190,] -9.01293177 3.66144519 [191,] 1.02438969 -9.01293177 [192,] -14.67385396 1.02438969 [193,] -5.32970153 -14.67385396 [194,] -2.78519468 -5.32970153 [195,] 3.96276515 -2.78519468 [196,] -6.08143626 3.96276515 [197,] -40.03321448 -6.08143626 [198,] 31.72984528 -40.03321448 [199,] -15.47080453 31.72984528 [200,] -1.91389584 -15.47080453 [201,] -35.43998136 -1.91389584 [202,] -8.19525273 -35.43998136 [203,] -30.12628797 -8.19525273 [204,] 69.17735559 -30.12628797 [205,] -16.80746881 69.17735559 [206,] -8.38221706 -16.80746881 [207,] -0.33511430 -8.38221706 [208,] -12.91486914 -0.33511430 [209,] -3.86878834 -12.91486914 [210,] -2.06973880 -3.86878834 [211,] -5.61551025 -2.06973880 [212,] 11.97373499 -5.61551025 [213,] -8.03815843 11.97373499 [214,] -6.42337482 -8.03815843 [215,] -8.63532259 -6.42337482 [216,] -4.51673371 -8.63532259 [217,] 4.60512706 -4.51673371 [218,] 1.38954254 4.60512706 [219,] 5.13314407 1.38954254 [220,] -5.77963223 5.13314407 [221,] 11.59462465 -5.77963223 [222,] -3.09007877 11.59462465 [223,] 9.48020087 -3.09007877 [224,] -5.30046664 9.48020087 [225,] 6.13748089 -5.30046664 [226,] -21.69429581 6.13748089 [227,] 0.09540140 -21.69429581 [228,] -3.44513861 0.09540140 [229,] 10.83315205 -3.44513861 [230,] 2.85723985 10.83315205 [231,] 15.20208331 2.85723985 [232,] -8.97472734 15.20208331 [233,] 1.11792549 -8.97472734 [234,] -0.96617826 1.11792549 [235,] -6.49897069 -0.96617826 [236,] -4.79495905 -6.49897069 [237,] -1.66740634 -4.79495905 [238,] -10.54649337 -1.66740634 [239,] -3.67153055 -10.54649337 [240,] -13.90538540 -3.67153055 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -3.28274488 -14.81039126 2 -4.85329119 -3.28274488 3 -25.62906724 -4.85329119 4 -2.05412684 -25.62906724 5 -0.96705652 -2.05412684 6 9.96964770 -0.96705652 7 -6.81536787 9.96964770 8 -3.85899892 -6.81536787 9 7.68954283 -3.85899892 10 -39.32999715 7.68954283 11 -15.16607298 -39.32999715 12 -0.13153570 -15.16607298 13 1.55439023 -0.13153570 14 -1.21081096 1.55439023 15 2.59094278 -1.21081096 16 4.25931370 2.59094278 17 -0.34666595 4.25931370 18 -21.90876488 -0.34666595 19 -4.51886239 -21.90876488 20 18.64955522 -4.51886239 21 -8.09796387 18.64955522 22 27.19089233 -8.09796387 23 -4.93465667 27.19089233 24 5.54314235 -4.93465667 25 14.67181321 5.54314235 26 4.35485401 14.67181321 27 -35.36297557 4.35485401 28 21.09115789 -35.36297557 29 8.54013996 21.09115789 30 -21.07677789 8.54013996 31 0.70892889 -21.07677789 32 3.25687660 0.70892889 33 -13.23520969 3.25687660 34 -8.35929210 -13.23520969 35 -4.65221215 -8.35929210 36 -5.06926496 -4.65221215 37 -30.82940630 -5.06926496 38 7.17970054 -30.82940630 39 1.29943326 7.17970054 40 -3.55867799 1.29943326 41 -1.94039714 -3.55867799 42 -5.68342057 -1.94039714 43 10.24959401 -5.68342057 44 10.51949266 10.24959401 45 -5.62232648 10.51949266 46 17.90070387 -5.62232648 47 22.44965205 17.90070387 48 9.43289039 22.44965205 49 32.61133355 9.43289039 50 -6.81711435 32.61133355 51 -0.65313832 -6.81711435 52 4.75308874 -0.65313832 53 -13.44323272 4.75308874 54 -4.80908383 -13.44323272 55 -0.04434844 -4.80908383 56 7.05527374 -0.04434844 57 2.01473330 7.05527374 58 2.62446364 2.01473330 59 -0.63780120 2.62446364 60 -10.64845851 -0.63780120 61 -11.45022224 -10.64845851 62 6.12017563 -11.45022224 63 -8.18713519 6.12017563 64 -4.23073130 -8.18713519 65 39.26613131 -4.23073130 66 4.87330707 39.26613131 67 -15.42067461 4.87330707 68 34.03243912 -15.42067461 69 3.53316174 34.03243912 70 26.54658243 3.53316174 71 2.94134683 26.54658243 72 -3.46076381 2.94134683 73 -0.05704423 -3.46076381 74 7.35246486 -0.05704423 75 -7.07441768 7.35246486 76 -6.55026042 -7.07441768 77 -22.66061701 -6.55026042 78 7.13510151 -22.66061701 79 0.38424341 7.13510151 80 -4.83275338 0.38424341 81 -2.25129954 -4.83275338 82 -31.85807615 -2.25129954 83 10.77964744 -31.85807615 84 -31.82711692 10.77964744 85 6.39089137 -31.82711692 86 0.01277661 6.39089137 87 -2.19793650 0.01277661 88 14.51178682 -2.19793650 89 3.65710777 14.51178682 90 10.82302687 3.65710777 91 9.07263862 10.82302687 92 -11.37350322 9.07263862 93 10.46728077 -11.37350322 94 -14.97325146 10.46728077 95 30.67256305 -14.97325146 96 -18.92759704 30.67256305 97 15.30697666 -18.92759704 98 -34.03503561 15.30697666 99 -7.24521421 -34.03503561 100 10.61112881 -7.24521421 101 0.77870706 10.61112881 102 -0.10387431 0.77870706 103 -16.26650709 -0.10387431 104 -11.33621670 -16.26650709 105 2.84564895 -11.33621670 106 3.50491777 2.84564895 107 6.10891337 3.50491777 108 34.72095051 6.10891337 109 4.36559078 34.72095051 110 39.31253172 4.36559078 111 2.45697738 39.31253172 112 36.57612814 2.45697738 113 -4.15897706 36.57612814 114 -1.42987748 -4.15897706 115 -13.17861725 -1.42987748 116 0.68763782 -13.17861725 117 0.64259142 0.68763782 118 9.81364736 0.64259142 119 0.58820526 9.81364736 120 9.06359411 0.58820526 121 -21.45344926 9.06359411 122 8.82159428 -21.45344926 123 -14.05202291 8.82159428 124 -17.35022180 -14.05202291 125 -9.66790360 -17.35022180 126 3.34815497 -9.66790360 127 1.07363064 3.34815497 128 -1.42595759 1.07363064 129 -21.61175693 -1.42595759 130 4.76898665 -21.61175693 131 -7.45834708 4.76898665 132 17.52726127 -7.45834708 133 -12.23760010 17.52726127 134 -0.31758198 -12.23760010 135 -15.25193192 -0.31758198 136 -19.92141072 -15.25193192 137 -6.64784694 -19.92141072 138 -12.81370585 -6.64784694 139 0.64525539 -12.81370585 140 6.08556489 0.64525539 141 5.70684934 6.08556489 142 2.45811696 5.70684934 143 -4.70240054 2.45811696 144 -10.01302038 -4.70240054 145 15.30227276 -10.01302038 146 6.66023573 15.30227276 147 -27.41799633 6.66023573 148 -6.75046429 -27.41799633 149 -5.71697520 -6.75046429 150 28.08685829 -5.71697520 151 5.69598785 28.08685829 152 2.03406432 5.69598785 153 13.22203964 2.03406432 154 8.88649583 13.22203964 155 18.84656657 8.88649583 156 25.04195522 18.84656657 157 10.71160067 25.04195522 158 1.13754737 10.71160067 159 7.45397873 1.13754737 160 -1.49700676 7.45397873 161 12.55633324 -1.49700676 162 -14.74332440 12.55633324 163 -1.99871439 -14.74332440 164 -10.90801810 -1.99871439 165 4.10446577 -10.90801810 166 -1.50769951 4.10446577 167 -47.28900791 -1.50769951 168 13.63684852 -47.28900791 169 10.28750780 13.63684852 170 -2.36257640 10.28750780 171 -23.95407368 -2.36257640 172 60.80183956 -23.95407368 173 4.20974463 60.80183956 174 -1.68746437 4.20974463 175 29.84659710 -1.68746437 176 32.39292696 29.84659710 177 7.24086816 32.39292696 178 -5.94028119 7.24086816 179 6.67141031 -5.94028119 180 16.13431335 6.67141031 181 6.33344102 16.13431335 182 -18.60496093 6.33344102 183 -19.82070931 -18.60496093 184 16.01946395 -19.82070931 185 28.64295676 16.01946395 186 60.62326468 28.64295676 187 -17.61620028 60.62326468 188 -21.91785606 -17.61620028 189 3.66144519 -21.91785606 190 -9.01293177 3.66144519 191 1.02438969 -9.01293177 192 -14.67385396 1.02438969 193 -5.32970153 -14.67385396 194 -2.78519468 -5.32970153 195 3.96276515 -2.78519468 196 -6.08143626 3.96276515 197 -40.03321448 -6.08143626 198 31.72984528 -40.03321448 199 -15.47080453 31.72984528 200 -1.91389584 -15.47080453 201 -35.43998136 -1.91389584 202 -8.19525273 -35.43998136 203 -30.12628797 -8.19525273 204 69.17735559 -30.12628797 205 -16.80746881 69.17735559 206 -8.38221706 -16.80746881 207 -0.33511430 -8.38221706 208 -12.91486914 -0.33511430 209 -3.86878834 -12.91486914 210 -2.06973880 -3.86878834 211 -5.61551025 -2.06973880 212 11.97373499 -5.61551025 213 -8.03815843 11.97373499 214 -6.42337482 -8.03815843 215 -8.63532259 -6.42337482 216 -4.51673371 -8.63532259 217 4.60512706 -4.51673371 218 1.38954254 4.60512706 219 5.13314407 1.38954254 220 -5.77963223 5.13314407 221 11.59462465 -5.77963223 222 -3.09007877 11.59462465 223 9.48020087 -3.09007877 224 -5.30046664 9.48020087 225 6.13748089 -5.30046664 226 -21.69429581 6.13748089 227 0.09540140 -21.69429581 228 -3.44513861 0.09540140 229 10.83315205 -3.44513861 230 2.85723985 10.83315205 231 15.20208331 2.85723985 232 -8.97472734 15.20208331 233 1.11792549 -8.97472734 234 -0.96617826 1.11792549 235 -6.49897069 -0.96617826 236 -4.79495905 -6.49897069 237 -1.66740634 -4.79495905 238 -10.54649337 -1.66740634 239 -3.67153055 -10.54649337 240 -13.90538540 -3.67153055 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/7v6ko1355077852.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/8nnaf1355077852.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9vksr1355077852.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/fisher/rcomp/tmp/10ahwp1355077852.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/11fazp1355077852.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/12nnvz1355077852.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/13ctdp1355077852.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/1488zf1355077852.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/fisher/rcomp/tmp/15swvi1355077852.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/fisher/rcomp/tmp/1699m61355077852.tab") + } > > try(system("convert tmp/1vcvf1355077852.ps tmp/1vcvf1355077852.png",intern=TRUE)) character(0) > try(system("convert tmp/2yedt1355077852.ps tmp/2yedt1355077852.png",intern=TRUE)) character(0) > try(system("convert tmp/39tcv1355077852.ps tmp/39tcv1355077852.png",intern=TRUE)) character(0) > try(system("convert tmp/47u081355077852.ps tmp/47u081355077852.png",intern=TRUE)) character(0) > try(system("convert tmp/5tvuo1355077852.ps tmp/5tvuo1355077852.png",intern=TRUE)) character(0) > try(system("convert tmp/6mmei1355077852.ps tmp/6mmei1355077852.png",intern=TRUE)) character(0) > try(system("convert tmp/7v6ko1355077852.ps tmp/7v6ko1355077852.png",intern=TRUE)) character(0) > try(system("convert tmp/8nnaf1355077852.ps tmp/8nnaf1355077852.png",intern=TRUE)) character(0) > try(system("convert tmp/9vksr1355077852.ps tmp/9vksr1355077852.png",intern=TRUE)) character(0) > try(system("convert tmp/10ahwp1355077852.ps tmp/10ahwp1355077852.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 10.557 1.624 12.186