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 + ,59 + ,56 + ,30 + ,84786 + ,34 + ,56 + ,28 + ,83123 + ,49 + ,54 + ,38 + ,101193 + ,50 + ,89 + ,30 + ,38361 + ,34 + ,40 + ,22 + ,68504 + ,15 + ,25 + ,26 + ,119182 + ,107 + ,92 + ,25 + ,22807 + ,9 + ,18 + ,18 + ,17140 + ,28 + ,63 + ,11 + ,116174 + ,41 + ,44 + ,26 + ,57635 + ,46 + ,33 + ,25 + ,66198 + ,66 + ,84 + ,38 + ,71701 + ,48 + ,88 + ,44 + ,57793 + ,37 + ,55 + ,30 + ,80444 + ,72 + ,60 + ,40 + ,53855 + ,50 + ,66 + ,34 + ,97668 + ,90 + ,154 + ,47 + ,133824 + ,64 + ,53 + ,30 + ,101481 + ,66 + ,119 + ,31 + ,99645 + ,38 + ,41 + ,23 + ,114789 + ,56 + ,61 + ,36 + ,99052 + ,60 + ,58 + ,36 + ,67654 + ,96 + ,75 + ,30 + ,65553 + ,43 + ,33 + ,25 + ,97500 + ,37 + ,40 + ,39 + ,69112 + ,49 + ,92 + ,34 + ,82753 + ,48 + ,100 + ,31 + ,85323 + ,63 + ,112 + ,31 + ,72654 + ,62 + ,73 + ,33 + ,30727 + ,35 + ,40 + ,25 + ,77873 + ,62 + ,45 + ,33 + ,117478 + ,59 + ,60 + ,35 + ,74007 + ,47 + ,62 + ,42 + ,90183 + ,72 + ,75 + ,43 + ,61542 + ,24 + ,31 + ,30 + 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+ ,13 + ,10 + ,27975 + ,25 + ,42 + ,16 + ,14483 + ,17 + ,38 + ,16 + ,13127 + ,11 + ,29 + ,9 + ,5839 + ,8 + ,20 + ,16 + ,24069 + ,21 + ,27 + ,17 + ,3738 + ,10 + ,20 + ,7 + ,18625 + ,15 + ,19 + ,15 + ,36341 + ,14 + ,37 + ,14 + ,24548 + ,23 + ,26 + ,14 + ,21792 + ,18 + ,42 + ,18 + ,26263 + ,16 + ,49 + ,12 + ,23686 + ,33 + ,30 + ,16 + ,49303 + ,21 + ,49 + ,21 + ,25659 + ,29 + ,67 + ,19 + ,28904 + ,20 + ,28 + ,16 + ,2781 + ,12 + ,19 + ,1 + ,29236 + ,29 + ,49 + ,16 + ,19546 + ,17 + ,27 + ,10 + ,22818 + ,19 + ,30 + ,19 + ,32689 + ,15 + ,22 + ,12 + ,5752 + ,5 + ,12 + ,2 + ,22197 + ,24 + ,31 + ,14 + ,20055 + ,23 + ,20 + ,17 + ,25272 + ,22 + ,20 + ,19 + ,82206 + ,25 + ,39 + ,14 + ,32073 + ,25 + ,29 + ,11 + ,5444 + ,11 + ,16 + ,4 + ,20154 + ,18 + ,27 + ,16 + ,36944 + ,14 + ,21 + ,20 + ,8019 + ,16 + ,19 + ,12 + ,30884 + ,17 + ,35 + ,15 + ,19540 + ,20 + ,14 + ,16) + ,dim=c(4 + ,289) + ,dimnames=list(c('TotSize' + ,'TimeInRfc' + ,'Logins' + ,'CompReviewed') + ,1:289)) > y <- array(NA,dim=c(4,289),dimnames=list(c('TotSize','TimeInRfc','Logins','CompReviewed'),1:289)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '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 TotSize TimeInRfc Logins CompReviewed 1 112285 59 56 30 2 84786 34 56 28 3 83123 49 54 38 4 101193 50 89 30 5 38361 34 40 22 6 68504 15 25 26 7 119182 107 92 25 8 22807 9 18 18 9 17140 28 63 11 10 116174 41 44 26 11 57635 46 33 25 12 66198 66 84 38 13 71701 48 88 44 14 57793 37 55 30 15 80444 72 60 40 16 53855 50 66 34 17 97668 90 154 47 18 133824 64 53 30 19 101481 66 119 31 20 99645 38 41 23 21 114789 56 61 36 22 99052 60 58 36 23 67654 96 75 30 24 65553 43 33 25 25 97500 37 40 39 26 69112 49 92 34 27 82753 48 100 31 28 85323 63 112 31 29 72654 62 73 33 30 30727 35 40 25 31 77873 62 45 33 32 117478 59 60 35 33 74007 47 62 42 34 90183 72 75 43 35 61542 24 31 30 36 101494 82 77 33 37 27570 28 34 13 38 55813 60 46 32 39 79215 90 99 36 40 1423 2 17 0 41 55461 47 66 28 42 31081 30 30 14 43 22996 27 76 17 44 83122 74 146 32 45 70106 75 67 30 46 60578 41 56 35 47 39992 49 107 20 48 79892 42 58 28 49 49810 31 34 28 50 71570 32 61 39 51 100708 101 119 34 52 33032 22 42 26 53 82875 51 66 39 54 139077 77 89 39 55 71595 42 44 33 56 72260 47 66 28 57 5950 7 24 4 58 115762 91 259 39 59 32551 18 17 18 60 31701 28 64 14 61 80670 61 41 29 62 143558 68 68 44 63 117105 95 168 21 64 23789 29 43 16 65 120733 65 132 28 66 105195 71 105 35 67 73107 57 71 28 68 132068 87 112 38 69 149193 66 94 23 70 46821 49 82 36 71 87011 58 70 32 72 95260 55 57 29 73 55183 48 53 25 74 106671 40 103 27 75 73511 52 121 36 76 92945 52 62 28 77 78664 33 52 23 78 70054 51 52 40 79 22618 20 32 23 80 74011 54 62 40 81 83737 47 45 28 82 69094 40 46 34 83 93133 77 63 33 84 95536 68 75 28 85 225920 51 88 34 86 62133 38 46 30 87 61370 42 53 33 88 43836 33 37 22 89 106117 96 90 38 90 38692 40 63 26 91 84651 54 78 35 92 56622 22 25 8 93 15986 34 45 24 94 95364 36 46 29 95 26706 31 41 20 96 89691 80 144 29 97 67267 67 82 45 98 126846 41 91 37 99 41140 57 71 33 100 102860 51 63 33 101 51715 39 53 25 102 55801 61 62 32 103 111813 68 63 29 104 120293 45 32 28 105 138599 51 39 28 106 161647 64 62 31 107 115929 74 117 52 108 24266 24 34 21 109 162901 86 92 24 110 109825 63 93 41 111 129838 65 54 33 112 37510 40 144 32 113 43750 12 14 19 114 40652 43 61 20 115 87771 46 109 31 116 85872 56 38 31 117 89275 65 73 32 118 44418 61 75 18 119 192565 28 50 23 120 35232 26 61 17 121 40909 37 55 20 122 13294 17 77 12 123 32387 35 75 17 124 140867 28 72 30 125 120662 62 50 31 126 21233 23 32 10 127 44332 28 53 13 128 61056 28 42 22 129 101338 68 71 42 130 1168 6 10 1 131 13497 12 35 9 132 65567 42 65 32 133 25162 17 25 11 134 32334 28 66 25 135 40735 37 41 36 136 91413 88 86 31 137 855 6 16 0 138 97068 58 42 24 139 44339 6 19 13 140 14116 9 19 8 141 10288 13 45 13 142 65622 37 65 19 143 16563 25 35 18 144 76643 68 95 33 145 110681 51 49 40 146 29011 22 37 22 147 92696 36 64 38 148 94785 27 38 24 149 8773 11 34 8 150 83209 42 32 35 151 93815 76 65 43 152 86687 48 52 43 153 34553 30 62 14 154 105547 91 65 41 155 103487 70 83 38 156 213688 98 95 45 157 71220 44 29 31 158 23517 27 18 13 159 56926 24 33 28 160 91721 64 247 31 161 115168 98 139 40 162 111194 23 29 30 163 51009 33 118 16 164 135777 90 110 37 165 51513 36 67 30 166 74163 57 42 35 167 51633 46 65 32 168 75345 39 94 27 169 33416 32 64 20 170 83305 69 81 18 171 98952 83 95 31 172 102372 54 67 31 173 37238 48 63 21 174 103772 71 83 39 175 123969 29 45 41 176 27142 38 30 13 177 135400 55 70 32 178 21399 26 32 18 179 130115 62 83 39 180 24874 38 31 14 181 34988 21 67 7 182 45549 23 66 17 183 6023 4 10 0 184 64466 50 70 30 185 54990 76 103 37 186 1644 2 5 0 187 6179 13 20 5 188 3926 5 5 1 189 32755 37 36 16 190 34777 26 34 32 191 73224 42 48 24 192 27114 27 40 17 193 20760 22 43 11 194 37636 16 31 24 195 65461 39 42 22 196 30080 33 46 12 197 24094 20 33 19 198 69008 18 18 13 199 54968 28 55 17 200 46090 20 35 15 201 27507 21 59 16 202 10672 14 19 24 203 34029 38 66 15 204 46300 30 60 17 205 24760 25 36 18 206 18779 12 25 20 207 21280 22 47 16 208 40662 50 54 16 209 28987 37 53 18 210 22827 34 40 22 211 18513 26 40 8 212 30594 34 39 17 213 24006 15 14 18 214 27913 23 45 16 215 42744 16 36 23 216 12934 15 28 22 217 22574 17 44 13 218 41385 16 30 13 219 18653 18 22 16 220 18472 22 17 16 221 30976 21 31 20 222 63339 29 55 22 223 25568 27 54 17 224 33747 19 21 18 225 4154 9 14 17 226 19474 38 81 12 227 35130 20 35 7 228 39067 18 43 17 229 13310 17 46 14 230 65892 21 30 23 231 4143 9 23 17 232 28579 23 38 14 233 51776 24 54 15 234 21152 14 20 17 235 38084 18 53 21 236 27717 16 45 18 237 32928 44 39 18 238 11342 13 20 17 239 19499 20 24 17 240 16380 11 31 16 241 36874 26 35 15 242 48259 39 151 21 243 16734 14 52 16 244 28207 14 30 14 245 30143 20 31 15 246 41369 24 29 17 247 45833 28 57 15 248 29156 24 40 15 249 35944 24 44 10 250 36278 10 25 6 251 45588 42 77 22 252 45097 28 35 21 253 3895 5 11 1 254 28394 28 63 18 255 18632 24 44 17 256 2325 9 19 4 257 25139 9 13 10 258 27975 25 42 16 259 14483 17 38 16 260 13127 11 29 9 261 5839 8 20 16 262 24069 21 27 17 263 3738 10 20 7 264 18625 15 19 15 265 36341 14 37 14 266 24548 23 26 14 267 21792 18 42 18 268 26263 16 49 12 269 23686 33 30 16 270 49303 21 49 21 271 25659 29 67 19 272 28904 20 28 16 273 2781 12 19 1 274 29236 29 49 16 275 19546 17 27 10 276 22818 19 30 19 277 32689 15 22 12 278 5752 5 12 2 279 22197 24 31 14 280 20055 23 20 17 281 25272 22 20 19 282 82206 25 39 14 283 32073 25 29 11 284 5444 11 16 4 285 20154 18 27 16 286 36944 14 21 20 287 8019 16 19 12 288 30884 17 35 15 289 19540 20 14 16 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) TimeInRfc Logins CompReviewed -7762.06 789.31 -1.31 1511.62 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -53030 -14228 -4799 9546 143525 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7762.06 3647.19 -2.128 0.0342 * TimeInRfc 789.31 117.72 6.705 1.08e-10 *** Logins -1.31 62.09 -0.021 0.9832 CompReviewed 1511.62 212.44 7.116 9.05e-12 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 24910 on 285 degrees of freedom Multiple R-squared: 0.6242, Adjusted R-squared: 0.6203 F-statistic: 157.8 on 3 and 285 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,] 0.50275017 9.944997e-01 4.972498e-01 [2,] 0.36017093 7.203419e-01 6.398291e-01 [3,] 0.28376159 5.675232e-01 7.162384e-01 [4,] 0.55357790 8.928442e-01 4.464221e-01 [5,] 0.48987058 9.797412e-01 5.101294e-01 [6,] 0.75489620 4.902076e-01 2.451038e-01 [7,] 0.72711422 5.457716e-01 2.728858e-01 [8,] 0.65937745 6.812451e-01 3.406226e-01 [9,] 0.66685142 6.662972e-01 3.331486e-01 [10,] 0.65751280 6.849744e-01 3.424872e-01 [11,] 0.58932806 8.213439e-01 4.106719e-01 [12,] 0.71142197 5.771561e-01 2.885780e-01 [13,] 0.69637338 6.072532e-01 3.036266e-01 [14,] 0.72772875 5.445425e-01 2.722712e-01 [15,] 0.72212610 5.557478e-01 2.778739e-01 [16,] 0.66194336 6.761133e-01 3.380566e-01 [17,] 0.79417070 4.116586e-01 2.058293e-01 [18,] 0.75092785 4.981443e-01 2.490721e-01 [19,] 0.71444213 5.711157e-01 2.855579e-01 [20,] 0.66441452 6.711710e-01 3.355855e-01 [21,] 0.61676038 7.664792e-01 3.832396e-01 [22,] 0.55941803 8.811639e-01 4.405820e-01 [23,] 0.52365611 9.526878e-01 4.763439e-01 [24,] 0.58314604 8.337079e-01 4.168540e-01 [25,] 0.54044882 9.191024e-01 4.595512e-01 [26,] 0.55464265 8.907147e-01 4.453573e-01 [27,] 0.51888702 9.622260e-01 4.811130e-01 [28,] 0.48147455 9.629491e-01 5.185254e-01 [29,] 0.42783928 8.556786e-01 5.721607e-01 [30,] 0.37593189 7.518638e-01 6.240681e-01 [31,] 0.36150298 7.230060e-01 6.384970e-01 [32,] 0.39133213 7.826643e-01 6.086679e-01 [33,] 0.39765796 7.953159e-01 6.023420e-01 [34,] 0.36691611 7.338322e-01 6.330839e-01 [35,] 0.33732700 6.746540e-01 6.626730e-01 [36,] 0.30603833 6.120767e-01 6.939617e-01 [37,] 0.28560101 5.712020e-01 7.143990e-01 [38,] 0.24837423 4.967485e-01 7.516258e-01 [39,] 0.23599058 4.719812e-01 7.640094e-01 [40,] 0.21471204 4.294241e-01 7.852880e-01 [41,] 0.19285324 3.857065e-01 8.071468e-01 [42,] 0.17135170 3.427034e-01 8.286483e-01 [43,] 0.15020830 3.004166e-01 8.497917e-01 [44,] 0.12470510 2.494102e-01 8.752949e-01 [45,] 0.10666760 2.133352e-01 8.933324e-01 [46,] 0.09919975 1.983995e-01 9.008002e-01 [47,] 0.08100901 1.620180e-01 9.189910e-01 [48,] 0.11248260 2.249652e-01 8.875174e-01 [49,] 0.09252908 1.850582e-01 9.074709e-01 [50,] 0.07562986 1.512597e-01 9.243701e-01 [51,] 0.06167769 1.233554e-01 9.383223e-01 [52,] 0.05792698 1.158540e-01 9.420730e-01 [53,] 0.04666031 9.332062e-02 9.533397e-01 [54,] 0.03713512 7.427023e-02 9.628649e-01 [55,] 0.02912887 5.825775e-02 9.708711e-01 [56,] 0.04203737 8.407474e-02 9.579626e-01 [57,] 0.04870098 9.740196e-02 9.512990e-01 [58,] 0.04345467 8.690934e-02 9.565453e-01 [59,] 0.06389130 1.277826e-01 9.361087e-01 [60,] 0.05338084 1.067617e-01 9.466192e-01 [61,] 0.04323003 8.646006e-02 9.567700e-01 [62,] 0.04052705 8.105409e-02 9.594730e-01 [63,] 0.17411477 3.482295e-01 8.258852e-01 [64,] 0.20653152 4.130630e-01 7.934685e-01 [65,] 0.17937006 3.587401e-01 8.206299e-01 [66,] 0.16613056 3.322611e-01 8.338694e-01 [67,] 0.14857162 2.971432e-01 8.514284e-01 [68,] 0.19781159 3.956232e-01 8.021884e-01 [69,] 0.17841544 3.568309e-01 8.215846e-01 [70,] 0.16684069 3.336814e-01 8.331593e-01 [71,] 0.16627981 3.325596e-01 8.337202e-01 [72,] 0.15752935 3.150587e-01 8.424707e-01 [73,] 0.15263860 3.052772e-01 8.473614e-01 [74,] 0.14203069 2.840614e-01 8.579693e-01 [75,] 0.12698584 2.539717e-01 8.730142e-01 [76,] 0.10870809 2.174162e-01 8.912919e-01 [77,] 0.09351537 1.870307e-01 9.064846e-01 [78,] 0.08003146 1.600629e-01 9.199685e-01 [79,] 0.94002405 1.199519e-01 5.997595e-02 [80,] 0.92894194 1.421161e-01 7.105806e-02 [81,] 0.91962624 1.607475e-01 8.037376e-02 [82,] 0.90713140 1.857372e-01 9.286860e-02 [83,] 0.89852964 2.029407e-01 1.014704e-01 [84,] 0.89872159 2.025568e-01 1.012784e-01 [85,] 0.88202490 2.359502e-01 1.179751e-01 [86,] 0.89013405 2.197319e-01 1.098660e-01 [87,] 0.91458955 1.708209e-01 8.541045e-02 [88,] 0.92058746 1.588251e-01 7.941254e-02 [89,] 0.91755498 1.648900e-01 8.244502e-02 [90,] 0.90573198 1.885360e-01 9.426802e-02 [91,] 0.93166920 1.366616e-01 6.833080e-02 [92,] 0.95473553 9.052894e-02 4.526447e-02 [93,] 0.97074011 5.851979e-02 2.925989e-02 [94,] 0.96881211 6.237578e-02 3.118789e-02 [95,] 0.96333136 7.333728e-02 3.666864e-02 [96,] 0.96787737 6.424525e-02 3.212263e-02 [97,] 0.96672835 6.654330e-02 3.327165e-02 [98,] 0.98156891 3.686217e-02 1.843109e-02 [99,] 0.99446258 1.107485e-02 5.537425e-03 [100,] 0.99917551 1.648978e-03 8.244888e-04 [101,] 0.99897467 2.050665e-03 1.025332e-03 [102,] 0.99888132 2.237363e-03 1.118682e-03 [103,] 0.99981497 3.700666e-04 1.850333e-04 [104,] 0.99975161 4.967852e-04 2.483926e-04 [105,] 0.99982862 3.427591e-04 1.713796e-04 [106,] 0.99987994 2.401139e-04 1.200569e-04 [107,] 0.99984277 3.144642e-04 1.572321e-04 [108,] 0.99981455 3.708955e-04 1.854477e-04 [109,] 0.99976115 4.776983e-04 2.388491e-04 [110,] 0.99967404 6.519136e-04 3.259568e-04 [111,] 0.99955741 8.851827e-04 4.425914e-04 [112,] 0.99955237 8.952666e-04 4.476333e-04 [113,] 1.00000000 1.180719e-09 5.903597e-10 [114,] 1.00000000 1.922194e-09 9.610971e-10 [115,] 1.00000000 2.818320e-09 1.409160e-09 [116,] 1.00000000 3.986427e-09 1.993213e-09 [117,] 1.00000000 5.469037e-09 2.734519e-09 [118,] 1.00000000 1.720955e-11 8.604775e-12 [119,] 1.00000000 8.919875e-12 4.459938e-12 [120,] 1.00000000 1.509138e-11 7.545688e-12 [121,] 1.00000000 2.400193e-11 1.200096e-11 [122,] 1.00000000 3.512837e-11 1.756419e-11 [123,] 1.00000000 6.009331e-11 3.004666e-11 [124,] 1.00000000 1.000142e-10 5.000709e-11 [125,] 1.00000000 1.688220e-10 8.441099e-11 [126,] 1.00000000 2.760715e-10 1.380357e-10 [127,] 1.00000000 4.630103e-10 2.315052e-10 [128,] 1.00000000 5.257622e-10 2.628811e-10 [129,] 1.00000000 2.554297e-10 1.277149e-10 [130,] 1.00000000 3.502390e-10 1.751195e-10 [131,] 1.00000000 5.666822e-10 2.833411e-10 [132,] 1.00000000 5.277002e-10 2.638501e-10 [133,] 1.00000000 4.192530e-10 2.096265e-10 [134,] 1.00000000 6.936513e-10 3.468257e-10 [135,] 1.00000000 1.001736e-09 5.008682e-10 [136,] 1.00000000 1.316347e-09 6.581737e-10 [137,] 1.00000000 1.331707e-09 6.658537e-10 [138,] 1.00000000 1.602264e-09 8.011318e-10 [139,] 1.00000000 1.982568e-09 9.912842e-10 [140,] 1.00000000 2.744363e-09 1.372182e-09 [141,] 1.00000000 3.834853e-09 1.917427e-09 [142,] 1.00000000 7.705252e-10 3.852626e-10 [143,] 1.00000000 1.275536e-09 6.377682e-10 [144,] 1.00000000 2.088617e-09 1.044309e-09 [145,] 1.00000000 2.164547e-09 1.082273e-09 [146,] 1.00000000 3.431137e-09 1.715569e-09 [147,] 1.00000000 5.712602e-09 2.856301e-09 [148,] 1.00000000 6.329207e-09 3.164603e-09 [149,] 0.99999999 1.055652e-08 5.278262e-09 [150,] 1.00000000 1.533488e-11 7.667441e-12 [151,] 1.00000000 2.769083e-11 1.384541e-11 [152,] 1.00000000 4.617409e-11 2.308705e-11 [153,] 1.00000000 8.106617e-11 4.053309e-11 [154,] 1.00000000 1.424893e-10 7.124463e-11 [155,] 1.00000000 2.242014e-10 1.121007e-10 [156,] 1.00000000 4.911576e-12 2.455788e-12 [157,] 1.00000000 8.924120e-12 4.462060e-12 [158,] 1.00000000 7.943368e-12 3.971684e-12 [159,] 1.00000000 1.222035e-11 6.110175e-12 [160,] 1.00000000 2.024829e-11 1.012414e-11 [161,] 1.00000000 1.993364e-11 9.966822e-12 [162,] 1.00000000 3.014447e-11 1.507223e-11 [163,] 1.00000000 4.408420e-11 2.204210e-11 [164,] 1.00000000 5.883918e-11 2.941959e-11 [165,] 1.00000000 1.043191e-10 5.215956e-11 [166,] 1.00000000 7.041876e-11 3.520938e-11 [167,] 1.00000000 7.631580e-11 3.815790e-11 [168,] 1.00000000 1.309132e-10 6.545660e-11 [169,] 1.00000000 2.892202e-12 1.446101e-12 [170,] 1.00000000 4.533635e-12 2.266818e-12 [171,] 1.00000000 6.655391e-15 3.327696e-15 [172,] 1.00000000 9.750832e-15 4.875416e-15 [173,] 1.00000000 4.403738e-17 2.201869e-17 [174,] 1.00000000 7.330079e-17 3.665039e-17 [175,] 1.00000000 1.330063e-16 6.650314e-17 [176,] 1.00000000 2.155317e-16 1.077658e-16 [177,] 1.00000000 4.819421e-16 2.409710e-16 [178,] 1.00000000 8.852187e-16 4.426093e-16 [179,] 1.00000000 2.620548e-16 1.310274e-16 [180,] 1.00000000 5.934830e-16 2.967415e-16 [181,] 1.00000000 1.156633e-15 5.783167e-16 [182,] 1.00000000 2.581231e-15 1.290616e-15 [183,] 1.00000000 5.020188e-15 2.510094e-15 [184,] 1.00000000 7.550939e-15 3.775470e-15 [185,] 1.00000000 4.591274e-15 2.295637e-15 [186,] 1.00000000 8.990741e-15 4.495370e-15 [187,] 1.00000000 1.840298e-14 9.201489e-15 [188,] 1.00000000 3.655984e-14 1.827992e-14 [189,] 1.00000000 2.723869e-14 1.361935e-14 [190,] 1.00000000 5.797423e-14 2.898712e-14 [191,] 1.00000000 1.129687e-13 5.648436e-14 [192,] 1.00000000 1.333139e-15 6.665693e-16 [193,] 1.00000000 1.049199e-15 5.245997e-16 [194,] 1.00000000 8.726890e-16 4.363445e-16 [195,] 1.00000000 1.977869e-15 9.889347e-16 [196,] 1.00000000 1.681242e-15 8.406210e-16 [197,] 1.00000000 3.667075e-15 1.833537e-15 [198,] 1.00000000 6.406519e-15 3.203259e-15 [199,] 1.00000000 1.278563e-14 6.392815e-15 [200,] 1.00000000 2.482937e-14 1.241469e-14 [201,] 1.00000000 4.603152e-14 2.301576e-14 [202,] 1.00000000 9.990546e-14 4.995273e-14 [203,] 1.00000000 1.647989e-13 8.239945e-14 [204,] 1.00000000 1.490118e-13 7.450588e-14 [205,] 1.00000000 3.073266e-13 1.536633e-13 [206,] 1.00000000 6.067335e-13 3.033667e-13 [207,] 1.00000000 1.349713e-12 6.748565e-13 [208,] 1.00000000 2.939662e-12 1.469831e-12 [209,] 1.00000000 4.769655e-12 2.384828e-12 [210,] 1.00000000 5.126601e-12 2.563301e-12 [211,] 1.00000000 1.127390e-11 5.636951e-12 [212,] 1.00000000 1.051158e-11 5.255789e-12 [213,] 1.00000000 2.030850e-11 1.015425e-11 [214,] 1.00000000 3.523601e-11 1.761801e-11 [215,] 1.00000000 7.621381e-11 3.810691e-11 [216,] 1.00000000 4.510049e-11 2.255025e-11 [217,] 1.00000000 8.131136e-11 4.065568e-11 [218,] 1.00000000 1.637596e-10 8.187981e-11 [219,] 1.00000000 1.758437e-10 8.792184e-11 [220,] 1.00000000 1.371019e-10 6.855097e-11 [221,] 1.00000000 1.841573e-10 9.207866e-11 [222,] 1.00000000 3.062604e-10 1.531302e-10 [223,] 1.00000000 4.574194e-10 2.287097e-10 [224,] 1.00000000 4.631626e-11 2.315813e-11 [225,] 1.00000000 5.212661e-11 2.606330e-11 [226,] 1.00000000 1.230436e-10 6.152178e-11 [227,] 1.00000000 8.168989e-11 4.084494e-11 [228,] 1.00000000 1.914354e-10 9.571772e-11 [229,] 1.00000000 3.882286e-10 1.941143e-10 [230,] 1.00000000 9.018641e-10 4.509321e-10 [231,] 1.00000000 1.328348e-09 6.641738e-10 [232,] 1.00000000 2.237458e-09 1.118729e-09 [233,] 1.00000000 4.248468e-09 2.124234e-09 [234,] 1.00000000 9.087659e-09 4.543829e-09 [235,] 0.99999999 1.879731e-08 9.398657e-09 [236,] 0.99999998 3.792662e-08 1.896331e-08 [237,] 0.99999997 6.227607e-08 3.113803e-08 [238,] 0.99999994 1.270984e-07 6.354920e-08 [239,] 0.99999987 2.683054e-07 1.341527e-07 [240,] 0.99999980 4.027320e-07 2.013660e-07 [241,] 0.99999968 6.475024e-07 3.237512e-07 [242,] 0.99999931 1.380695e-06 6.903474e-07 [243,] 0.99999883 2.331538e-06 1.165769e-06 [244,] 0.99999939 1.223949e-06 6.119745e-07 [245,] 0.99999873 2.543584e-06 1.271792e-06 [246,] 0.99999786 4.275458e-06 2.137729e-06 [247,] 0.99999548 9.044534e-06 4.522267e-06 [248,] 0.99999229 1.542001e-05 7.710003e-06 [249,] 0.99998974 2.052206e-05 1.026103e-05 [250,] 0.99998073 3.854995e-05 1.927497e-05 [251,] 0.99997358 5.284592e-05 2.642296e-05 [252,] 0.99994852 1.029698e-04 5.148488e-05 [253,] 0.99992805 1.438975e-04 7.194873e-05 [254,] 0.99985930 2.813976e-04 1.406988e-04 [255,] 0.99981030 3.793975e-04 1.896987e-04 [256,] 0.99963811 7.237886e-04 3.618943e-04 [257,] 0.99941959 1.160817e-03 5.804083e-04 [258,] 0.99892398 2.152039e-03 1.076020e-03 [259,] 0.99828654 3.426914e-03 1.713457e-03 [260,] 0.99684530 6.309396e-03 3.154698e-03 [261,] 0.99535211 9.295773e-03 4.647886e-03 [262,] 0.99191847 1.616306e-02 8.081530e-03 [263,] 0.98720088 2.559823e-02 1.279912e-02 [264,] 0.98176130 3.647741e-02 1.823870e-02 [265,] 0.98801656 2.396687e-02 1.198344e-02 [266,] 0.97855023 4.289955e-02 2.144977e-02 [267,] 0.96513478 6.973044e-02 3.486522e-02 [268,] 0.97852209 4.295581e-02 2.147791e-02 [269,] 0.96530423 6.939153e-02 3.469577e-02 [270,] 0.95670196 8.659608e-02 4.329804e-02 [271,] 0.93322637 1.335473e-01 6.677363e-02 [272,] 0.90188118 1.962376e-01 9.811882e-02 [273,] 0.90182536 1.963493e-01 9.817464e-02 [274,] 0.83656108 3.268778e-01 1.634389e-01 [275,] 0.72801064 5.439787e-01 2.719894e-01 [276,] 0.93292250 1.341550e-01 6.707750e-02 > postscript(file="/var/wessaorg/rcomp/tmp/1ocwn1355154757.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/2ka461355154757.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/35p0c1355154757.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4km5v1355154757.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5u2a61355154757.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$resid, main='Residual Normal Q-Q Plot') > qqline(mysum$resid) > grid() > dev.off() null device 1 > (myerror <- as.ts(mysum$resid)) Time Series: Start = 1 End = 289 Frequency = 1 1 2 3 4 5 6 28202.5789 23459.5387 -5161.9123 24257.5753 -13916.6952 25157.0477 7 8 9 10 11 12 4818.0028 -3720.3069 -13743.9014 52329.9018 -8658.4280 -35465.8734 13 14 15 16 17 18 -24819.7966 -8925.9373 -29010.3969 -29157.0258 -36452.1914 45791.1061 19 20 21 22 23 24 10444.3030 42699.7593 24011.3334 5113.1694 -45607.9638 1627.4984 25 26 27 28 29 30 17156.8386 -13076.6670 5898.9787 -3354.9379 -18308.9440 -26874.8639 31 32 33 34 35 36 -13126.6132 25842.7174 -18735.2978 -23786.6126 5052.6463 -5249.8815 37 38 39 40 41 42 -6375.1202 -32095.0660 -38349.4003 7628.7049 -16113.3795 -5959.5962 43 44 45 46 47 48 -16151.2876 -15705.4277 -26590.9561 -16854.9628 -21014.3430 12253.6876 49 50 51 52 53 54 -9177.3464 -4799.1155 -22489.3647 -15817.8504 -8484.4345 27225.6580 55 56 57 58 59 60 -3619.7470 685.6205 2171.8482 -6917.0307 -1081.3956 -3716.4518 61 62 63 64 65 66 -3499.0629 31224.8353 18358.7190 -15468.5024 35037.4968 4146.9445 67 68 69 70 71 72 -6353.9193 13865.3111 70216.5226 -38404.0031 712.9823 15847.7437 73 74 75 76 77 78 -12662.8533 42181.8578 -14030.8546 17418.8381 25679.7090 -22835.3891 79 80 81 82 83 84 -20131.4690 -21233.2194 12135.1186 -6051.1301 -9682.6721 7397.9224 85 86 87 88 89 90 142147.4769 -5387.0326 -13832.9604 -7656.3152 -19218.2795 -24337.9068 91 92 93 94 95 96 -3014.1656 34959.0460 -39308.3871 30934.2050 -20179.2192 -9340.0398 97 98 99 100 101 102 -45770.1413 46435.6337 -45879.0193 20566.3566 -9027.0741 -32875.4210 103 104 105 106 107 108 22147.5870 50252.7112 63832.0258 72114.2726 -13168.8063 -18614.8449 109 110 111 112 113 114 66624.1075 6005.9795 36482.2469 -34483.5480 13337.9083 -15678.7325 115 116 117 118 119 120 12507.3828 2622.3122 -2544.2504 -23078.7162 143524.6337 -3145.6230 121 122 123 124 125 126 -10693.7374 -10400.7901 -13076.0675 81274.1053 32692.1748 -4233.3355 127 128 129 130 131 132 10411.7625 13516.7768 -7967.9959 2695.6824 -1771.3899 -8108.6251 133 134 135 136 137 138 2910.7300 -19708.6524 -35071.9918 -17031.7077 3902.1601 22826.2730 139 140 141 142 143 144 27739.0291 2706.2026 -11803.0825 15543.9788 -22570.9842 -19026.9853 145 146 147 148 149 150 17787.6820 -13798.9185 14685.1981 45006.6072 -4195.7708 4955.2977 151 152 153 154 155 156 -23324.9440 -8369.3227 -2445.6886 -20409.3359 -1335.4182 76199.3110 157 158 159 160 161 162 -2569.7688 -9659.7652 3462.5055 2430.5512 -14704.9660 55491.3359 163 164 165 166 167 168 8692.4835 16715.3855 -14400.9131 -15917.2381 -25199.8602 11633.3801 169 170 171 172 173 174 -14228.4069 9501.6712 -5534.3772 20738.9086 -24548.2772 -3351.3470 175 176 177 178 179 180 46923.6171 -14701.4466 51469.9087 -18528.2218 30095.4322 -18479.7570 181 182 183 184 185 186 15680.9786 9545.8515 10640.9200 -12494.3074 -53030.4587 7833.9895 187 188 189 190 191 192 -3851.8630 6236.4431 -12826.1401 -26310.2824 11619.0714 -12080.4337 193 194 195 196 197 198 -5414.2409 -3469.1634 9239.3801 -6284.3288 -12607.6794 42935.0139 199 200 201 202 203 204 15003.9017 15437.4198 -5415.0783 -28870.2612 -10790.5405 4763.8322 205 206 207 208 209 210 -14372.6745 -13130.3059 -12447.1024 -15156.5814 -19595.1166 -29450.6952 211 212 213 214 215 216 -6287.5450 -14126.9049 -7262.3981 -6606.0304 3157.0047 -24362.5435 217 218 219 220 221 222 -2675.6273 16906.3469 -11949.6076 -15294.3908 -8029.2274 15027.4930 223 224 225 226 227 228 -13608.0991 -669.4660 -20866.9254 -20791.0363 16570.3797 6980.2743 229 230 231 232 233 234 -13448.6281 22350.6030 -20866.1388 -2925.9578 17991.0673 -7807.6116 235 236 237 238 239 240 -36.1095 -4300.1089 -21197.6128 -16828.3028 -14191.2259 -8685.6595 241 242 243 244 245 246 1485.5670 -6308.2520 -10672.0840 3795.3445 -514.8187 4528.0869 247 248 249 250 251 252 8894.7609 -4647.2673 9704.0711 27109.9915 -12955.7098 -939.7705 253 254 255 256 257 258 6213.3008 -13071.2413 -18189.2688 -3038.3174 10698.1050 -8126.5769 259 260 261 262 263 264 -15309.3450 -1359.9388 -16873.1389 -10406.6059 -6948.1766 -8101.9901 265 266 267 268 269 270 11938.5118 -6972.6731 -11807.6553 3320.8495 -18745.7626 8809.7257 271 272 273 274 275 276 -18101.9317 -3269.3675 -415.3838 -10013.6447 -1191.0308 -13098.2994 277 278 279 280 281 282 10500.7987 6559.9904 -10106.4339 -16008.3908 -13025.3220 49123.7343 283 284 285 286 287 288 3512.4981 -1501.8639 -10442.0595 3450.8380 -14962.4389 2599.3462 289 -12651.7021 > postscript(file="/var/wessaorg/rcomp/tmp/6lhok1355154757.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > dum <- cbind(lag(myerror,k=1),myerror) > dum Time Series: Start = 0 End = 289 Frequency = 1 lag(myerror, k = 1) myerror 0 28202.5789 NA 1 23459.5387 28202.5789 2 -5161.9123 23459.5387 3 24257.5753 -5161.9123 4 -13916.6952 24257.5753 5 25157.0477 -13916.6952 6 4818.0028 25157.0477 7 -3720.3069 4818.0028 8 -13743.9014 -3720.3069 9 52329.9018 -13743.9014 10 -8658.4280 52329.9018 11 -35465.8734 -8658.4280 12 -24819.7966 -35465.8734 13 -8925.9373 -24819.7966 14 -29010.3969 -8925.9373 15 -29157.0258 -29010.3969 16 -36452.1914 -29157.0258 17 45791.1061 -36452.1914 18 10444.3030 45791.1061 19 42699.7593 10444.3030 20 24011.3334 42699.7593 21 5113.1694 24011.3334 22 -45607.9638 5113.1694 23 1627.4984 -45607.9638 24 17156.8386 1627.4984 25 -13076.6670 17156.8386 26 5898.9787 -13076.6670 27 -3354.9379 5898.9787 28 -18308.9440 -3354.9379 29 -26874.8639 -18308.9440 30 -13126.6132 -26874.8639 31 25842.7174 -13126.6132 32 -18735.2978 25842.7174 33 -23786.6126 -18735.2978 34 5052.6463 -23786.6126 35 -5249.8815 5052.6463 36 -6375.1202 -5249.8815 37 -32095.0660 -6375.1202 38 -38349.4003 -32095.0660 39 7628.7049 -38349.4003 40 -16113.3795 7628.7049 41 -5959.5962 -16113.3795 42 -16151.2876 -5959.5962 43 -15705.4277 -16151.2876 44 -26590.9561 -15705.4277 45 -16854.9628 -26590.9561 46 -21014.3430 -16854.9628 47 12253.6876 -21014.3430 48 -9177.3464 12253.6876 49 -4799.1155 -9177.3464 50 -22489.3647 -4799.1155 51 -15817.8504 -22489.3647 52 -8484.4345 -15817.8504 53 27225.6580 -8484.4345 54 -3619.7470 27225.6580 55 685.6205 -3619.7470 56 2171.8482 685.6205 57 -6917.0307 2171.8482 58 -1081.3956 -6917.0307 59 -3716.4518 -1081.3956 60 -3499.0629 -3716.4518 61 31224.8353 -3499.0629 62 18358.7190 31224.8353 63 -15468.5024 18358.7190 64 35037.4968 -15468.5024 65 4146.9445 35037.4968 66 -6353.9193 4146.9445 67 13865.3111 -6353.9193 68 70216.5226 13865.3111 69 -38404.0031 70216.5226 70 712.9823 -38404.0031 71 15847.7437 712.9823 72 -12662.8533 15847.7437 73 42181.8578 -12662.8533 74 -14030.8546 42181.8578 75 17418.8381 -14030.8546 76 25679.7090 17418.8381 77 -22835.3891 25679.7090 78 -20131.4690 -22835.3891 79 -21233.2194 -20131.4690 80 12135.1186 -21233.2194 81 -6051.1301 12135.1186 82 -9682.6721 -6051.1301 83 7397.9224 -9682.6721 84 142147.4769 7397.9224 85 -5387.0326 142147.4769 86 -13832.9604 -5387.0326 87 -7656.3152 -13832.9604 88 -19218.2795 -7656.3152 89 -24337.9068 -19218.2795 90 -3014.1656 -24337.9068 91 34959.0460 -3014.1656 92 -39308.3871 34959.0460 93 30934.2050 -39308.3871 94 -20179.2192 30934.2050 95 -9340.0398 -20179.2192 96 -45770.1413 -9340.0398 97 46435.6337 -45770.1413 98 -45879.0193 46435.6337 99 20566.3566 -45879.0193 100 -9027.0741 20566.3566 101 -32875.4210 -9027.0741 102 22147.5870 -32875.4210 103 50252.7112 22147.5870 104 63832.0258 50252.7112 105 72114.2726 63832.0258 106 -13168.8063 72114.2726 107 -18614.8449 -13168.8063 108 66624.1075 -18614.8449 109 6005.9795 66624.1075 110 36482.2469 6005.9795 111 -34483.5480 36482.2469 112 13337.9083 -34483.5480 113 -15678.7325 13337.9083 114 12507.3828 -15678.7325 115 2622.3122 12507.3828 116 -2544.2504 2622.3122 117 -23078.7162 -2544.2504 118 143524.6337 -23078.7162 119 -3145.6230 143524.6337 120 -10693.7374 -3145.6230 121 -10400.7901 -10693.7374 122 -13076.0675 -10400.7901 123 81274.1053 -13076.0675 124 32692.1748 81274.1053 125 -4233.3355 32692.1748 126 10411.7625 -4233.3355 127 13516.7768 10411.7625 128 -7967.9959 13516.7768 129 2695.6824 -7967.9959 130 -1771.3899 2695.6824 131 -8108.6251 -1771.3899 132 2910.7300 -8108.6251 133 -19708.6524 2910.7300 134 -35071.9918 -19708.6524 135 -17031.7077 -35071.9918 136 3902.1601 -17031.7077 137 22826.2730 3902.1601 138 27739.0291 22826.2730 139 2706.2026 27739.0291 140 -11803.0825 2706.2026 141 15543.9788 -11803.0825 142 -22570.9842 15543.9788 143 -19026.9853 -22570.9842 144 17787.6820 -19026.9853 145 -13798.9185 17787.6820 146 14685.1981 -13798.9185 147 45006.6072 14685.1981 148 -4195.7708 45006.6072 149 4955.2977 -4195.7708 150 -23324.9440 4955.2977 151 -8369.3227 -23324.9440 152 -2445.6886 -8369.3227 153 -20409.3359 -2445.6886 154 -1335.4182 -20409.3359 155 76199.3110 -1335.4182 156 -2569.7688 76199.3110 157 -9659.7652 -2569.7688 158 3462.5055 -9659.7652 159 2430.5512 3462.5055 160 -14704.9660 2430.5512 161 55491.3359 -14704.9660 162 8692.4835 55491.3359 163 16715.3855 8692.4835 164 -14400.9131 16715.3855 165 -15917.2381 -14400.9131 166 -25199.8602 -15917.2381 167 11633.3801 -25199.8602 168 -14228.4069 11633.3801 169 9501.6712 -14228.4069 170 -5534.3772 9501.6712 171 20738.9086 -5534.3772 172 -24548.2772 20738.9086 173 -3351.3470 -24548.2772 174 46923.6171 -3351.3470 175 -14701.4466 46923.6171 176 51469.9087 -14701.4466 177 -18528.2218 51469.9087 178 30095.4322 -18528.2218 179 -18479.7570 30095.4322 180 15680.9786 -18479.7570 181 9545.8515 15680.9786 182 10640.9200 9545.8515 183 -12494.3074 10640.9200 184 -53030.4587 -12494.3074 185 7833.9895 -53030.4587 186 -3851.8630 7833.9895 187 6236.4431 -3851.8630 188 -12826.1401 6236.4431 189 -26310.2824 -12826.1401 190 11619.0714 -26310.2824 191 -12080.4337 11619.0714 192 -5414.2409 -12080.4337 193 -3469.1634 -5414.2409 194 9239.3801 -3469.1634 195 -6284.3288 9239.3801 196 -12607.6794 -6284.3288 197 42935.0139 -12607.6794 198 15003.9017 42935.0139 199 15437.4198 15003.9017 200 -5415.0783 15437.4198 201 -28870.2612 -5415.0783 202 -10790.5405 -28870.2612 203 4763.8322 -10790.5405 204 -14372.6745 4763.8322 205 -13130.3059 -14372.6745 206 -12447.1024 -13130.3059 207 -15156.5814 -12447.1024 208 -19595.1166 -15156.5814 209 -29450.6952 -19595.1166 210 -6287.5450 -29450.6952 211 -14126.9049 -6287.5450 212 -7262.3981 -14126.9049 213 -6606.0304 -7262.3981 214 3157.0047 -6606.0304 215 -24362.5435 3157.0047 216 -2675.6273 -24362.5435 217 16906.3469 -2675.6273 218 -11949.6076 16906.3469 219 -15294.3908 -11949.6076 220 -8029.2274 -15294.3908 221 15027.4930 -8029.2274 222 -13608.0991 15027.4930 223 -669.4660 -13608.0991 224 -20866.9254 -669.4660 225 -20791.0363 -20866.9254 226 16570.3797 -20791.0363 227 6980.2743 16570.3797 228 -13448.6281 6980.2743 229 22350.6030 -13448.6281 230 -20866.1388 22350.6030 231 -2925.9578 -20866.1388 232 17991.0673 -2925.9578 233 -7807.6116 17991.0673 234 -36.1095 -7807.6116 235 -4300.1089 -36.1095 236 -21197.6128 -4300.1089 237 -16828.3028 -21197.6128 238 -14191.2259 -16828.3028 239 -8685.6595 -14191.2259 240 1485.5670 -8685.6595 241 -6308.2520 1485.5670 242 -10672.0840 -6308.2520 243 3795.3445 -10672.0840 244 -514.8187 3795.3445 245 4528.0869 -514.8187 246 8894.7609 4528.0869 247 -4647.2673 8894.7609 248 9704.0711 -4647.2673 249 27109.9915 9704.0711 250 -12955.7098 27109.9915 251 -939.7705 -12955.7098 252 6213.3008 -939.7705 253 -13071.2413 6213.3008 254 -18189.2688 -13071.2413 255 -3038.3174 -18189.2688 256 10698.1050 -3038.3174 257 -8126.5769 10698.1050 258 -15309.3450 -8126.5769 259 -1359.9388 -15309.3450 260 -16873.1389 -1359.9388 261 -10406.6059 -16873.1389 262 -6948.1766 -10406.6059 263 -8101.9901 -6948.1766 264 11938.5118 -8101.9901 265 -6972.6731 11938.5118 266 -11807.6553 -6972.6731 267 3320.8495 -11807.6553 268 -18745.7626 3320.8495 269 8809.7257 -18745.7626 270 -18101.9317 8809.7257 271 -3269.3675 -18101.9317 272 -415.3838 -3269.3675 273 -10013.6447 -415.3838 274 -1191.0308 -10013.6447 275 -13098.2994 -1191.0308 276 10500.7987 -13098.2994 277 6559.9904 10500.7987 278 -10106.4339 6559.9904 279 -16008.3908 -10106.4339 280 -13025.3220 -16008.3908 281 49123.7343 -13025.3220 282 3512.4981 49123.7343 283 -1501.8639 3512.4981 284 -10442.0595 -1501.8639 285 3450.8380 -10442.0595 286 -14962.4389 3450.8380 287 2599.3462 -14962.4389 288 -12651.7021 2599.3462 289 NA -12651.7021 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 23459.5387 28202.5789 [2,] -5161.9123 23459.5387 [3,] 24257.5753 -5161.9123 [4,] -13916.6952 24257.5753 [5,] 25157.0477 -13916.6952 [6,] 4818.0028 25157.0477 [7,] -3720.3069 4818.0028 [8,] -13743.9014 -3720.3069 [9,] 52329.9018 -13743.9014 [10,] -8658.4280 52329.9018 [11,] -35465.8734 -8658.4280 [12,] -24819.7966 -35465.8734 [13,] -8925.9373 -24819.7966 [14,] -29010.3969 -8925.9373 [15,] -29157.0258 -29010.3969 [16,] -36452.1914 -29157.0258 [17,] 45791.1061 -36452.1914 [18,] 10444.3030 45791.1061 [19,] 42699.7593 10444.3030 [20,] 24011.3334 42699.7593 [21,] 5113.1694 24011.3334 [22,] -45607.9638 5113.1694 [23,] 1627.4984 -45607.9638 [24,] 17156.8386 1627.4984 [25,] -13076.6670 17156.8386 [26,] 5898.9787 -13076.6670 [27,] -3354.9379 5898.9787 [28,] -18308.9440 -3354.9379 [29,] -26874.8639 -18308.9440 [30,] -13126.6132 -26874.8639 [31,] 25842.7174 -13126.6132 [32,] -18735.2978 25842.7174 [33,] -23786.6126 -18735.2978 [34,] 5052.6463 -23786.6126 [35,] -5249.8815 5052.6463 [36,] -6375.1202 -5249.8815 [37,] -32095.0660 -6375.1202 [38,] -38349.4003 -32095.0660 [39,] 7628.7049 -38349.4003 [40,] -16113.3795 7628.7049 [41,] -5959.5962 -16113.3795 [42,] -16151.2876 -5959.5962 [43,] -15705.4277 -16151.2876 [44,] -26590.9561 -15705.4277 [45,] -16854.9628 -26590.9561 [46,] -21014.3430 -16854.9628 [47,] 12253.6876 -21014.3430 [48,] -9177.3464 12253.6876 [49,] -4799.1155 -9177.3464 [50,] -22489.3647 -4799.1155 [51,] -15817.8504 -22489.3647 [52,] -8484.4345 -15817.8504 [53,] 27225.6580 -8484.4345 [54,] -3619.7470 27225.6580 [55,] 685.6205 -3619.7470 [56,] 2171.8482 685.6205 [57,] -6917.0307 2171.8482 [58,] -1081.3956 -6917.0307 [59,] -3716.4518 -1081.3956 [60,] -3499.0629 -3716.4518 [61,] 31224.8353 -3499.0629 [62,] 18358.7190 31224.8353 [63,] -15468.5024 18358.7190 [64,] 35037.4968 -15468.5024 [65,] 4146.9445 35037.4968 [66,] -6353.9193 4146.9445 [67,] 13865.3111 -6353.9193 [68,] 70216.5226 13865.3111 [69,] -38404.0031 70216.5226 [70,] 712.9823 -38404.0031 [71,] 15847.7437 712.9823 [72,] -12662.8533 15847.7437 [73,] 42181.8578 -12662.8533 [74,] -14030.8546 42181.8578 [75,] 17418.8381 -14030.8546 [76,] 25679.7090 17418.8381 [77,] -22835.3891 25679.7090 [78,] -20131.4690 -22835.3891 [79,] -21233.2194 -20131.4690 [80,] 12135.1186 -21233.2194 [81,] -6051.1301 12135.1186 [82,] -9682.6721 -6051.1301 [83,] 7397.9224 -9682.6721 [84,] 142147.4769 7397.9224 [85,] -5387.0326 142147.4769 [86,] -13832.9604 -5387.0326 [87,] -7656.3152 -13832.9604 [88,] -19218.2795 -7656.3152 [89,] -24337.9068 -19218.2795 [90,] -3014.1656 -24337.9068 [91,] 34959.0460 -3014.1656 [92,] -39308.3871 34959.0460 [93,] 30934.2050 -39308.3871 [94,] -20179.2192 30934.2050 [95,] -9340.0398 -20179.2192 [96,] -45770.1413 -9340.0398 [97,] 46435.6337 -45770.1413 [98,] -45879.0193 46435.6337 [99,] 20566.3566 -45879.0193 [100,] -9027.0741 20566.3566 [101,] -32875.4210 -9027.0741 [102,] 22147.5870 -32875.4210 [103,] 50252.7112 22147.5870 [104,] 63832.0258 50252.7112 [105,] 72114.2726 63832.0258 [106,] -13168.8063 72114.2726 [107,] -18614.8449 -13168.8063 [108,] 66624.1075 -18614.8449 [109,] 6005.9795 66624.1075 [110,] 36482.2469 6005.9795 [111,] -34483.5480 36482.2469 [112,] 13337.9083 -34483.5480 [113,] -15678.7325 13337.9083 [114,] 12507.3828 -15678.7325 [115,] 2622.3122 12507.3828 [116,] -2544.2504 2622.3122 [117,] -23078.7162 -2544.2504 [118,] 143524.6337 -23078.7162 [119,] -3145.6230 143524.6337 [120,] -10693.7374 -3145.6230 [121,] -10400.7901 -10693.7374 [122,] -13076.0675 -10400.7901 [123,] 81274.1053 -13076.0675 [124,] 32692.1748 81274.1053 [125,] -4233.3355 32692.1748 [126,] 10411.7625 -4233.3355 [127,] 13516.7768 10411.7625 [128,] -7967.9959 13516.7768 [129,] 2695.6824 -7967.9959 [130,] -1771.3899 2695.6824 [131,] -8108.6251 -1771.3899 [132,] 2910.7300 -8108.6251 [133,] -19708.6524 2910.7300 [134,] -35071.9918 -19708.6524 [135,] -17031.7077 -35071.9918 [136,] 3902.1601 -17031.7077 [137,] 22826.2730 3902.1601 [138,] 27739.0291 22826.2730 [139,] 2706.2026 27739.0291 [140,] -11803.0825 2706.2026 [141,] 15543.9788 -11803.0825 [142,] -22570.9842 15543.9788 [143,] -19026.9853 -22570.9842 [144,] 17787.6820 -19026.9853 [145,] -13798.9185 17787.6820 [146,] 14685.1981 -13798.9185 [147,] 45006.6072 14685.1981 [148,] -4195.7708 45006.6072 [149,] 4955.2977 -4195.7708 [150,] -23324.9440 4955.2977 [151,] -8369.3227 -23324.9440 [152,] -2445.6886 -8369.3227 [153,] -20409.3359 -2445.6886 [154,] -1335.4182 -20409.3359 [155,] 76199.3110 -1335.4182 [156,] -2569.7688 76199.3110 [157,] -9659.7652 -2569.7688 [158,] 3462.5055 -9659.7652 [159,] 2430.5512 3462.5055 [160,] -14704.9660 2430.5512 [161,] 55491.3359 -14704.9660 [162,] 8692.4835 55491.3359 [163,] 16715.3855 8692.4835 [164,] -14400.9131 16715.3855 [165,] -15917.2381 -14400.9131 [166,] -25199.8602 -15917.2381 [167,] 11633.3801 -25199.8602 [168,] -14228.4069 11633.3801 [169,] 9501.6712 -14228.4069 [170,] -5534.3772 9501.6712 [171,] 20738.9086 -5534.3772 [172,] -24548.2772 20738.9086 [173,] -3351.3470 -24548.2772 [174,] 46923.6171 -3351.3470 [175,] -14701.4466 46923.6171 [176,] 51469.9087 -14701.4466 [177,] -18528.2218 51469.9087 [178,] 30095.4322 -18528.2218 [179,] -18479.7570 30095.4322 [180,] 15680.9786 -18479.7570 [181,] 9545.8515 15680.9786 [182,] 10640.9200 9545.8515 [183,] -12494.3074 10640.9200 [184,] -53030.4587 -12494.3074 [185,] 7833.9895 -53030.4587 [186,] -3851.8630 7833.9895 [187,] 6236.4431 -3851.8630 [188,] -12826.1401 6236.4431 [189,] -26310.2824 -12826.1401 [190,] 11619.0714 -26310.2824 [191,] -12080.4337 11619.0714 [192,] -5414.2409 -12080.4337 [193,] -3469.1634 -5414.2409 [194,] 9239.3801 -3469.1634 [195,] -6284.3288 9239.3801 [196,] -12607.6794 -6284.3288 [197,] 42935.0139 -12607.6794 [198,] 15003.9017 42935.0139 [199,] 15437.4198 15003.9017 [200,] -5415.0783 15437.4198 [201,] -28870.2612 -5415.0783 [202,] -10790.5405 -28870.2612 [203,] 4763.8322 -10790.5405 [204,] -14372.6745 4763.8322 [205,] -13130.3059 -14372.6745 [206,] -12447.1024 -13130.3059 [207,] -15156.5814 -12447.1024 [208,] -19595.1166 -15156.5814 [209,] -29450.6952 -19595.1166 [210,] -6287.5450 -29450.6952 [211,] -14126.9049 -6287.5450 [212,] -7262.3981 -14126.9049 [213,] -6606.0304 -7262.3981 [214,] 3157.0047 -6606.0304 [215,] -24362.5435 3157.0047 [216,] -2675.6273 -24362.5435 [217,] 16906.3469 -2675.6273 [218,] -11949.6076 16906.3469 [219,] -15294.3908 -11949.6076 [220,] -8029.2274 -15294.3908 [221,] 15027.4930 -8029.2274 [222,] -13608.0991 15027.4930 [223,] -669.4660 -13608.0991 [224,] -20866.9254 -669.4660 [225,] -20791.0363 -20866.9254 [226,] 16570.3797 -20791.0363 [227,] 6980.2743 16570.3797 [228,] -13448.6281 6980.2743 [229,] 22350.6030 -13448.6281 [230,] -20866.1388 22350.6030 [231,] -2925.9578 -20866.1388 [232,] 17991.0673 -2925.9578 [233,] -7807.6116 17991.0673 [234,] -36.1095 -7807.6116 [235,] -4300.1089 -36.1095 [236,] -21197.6128 -4300.1089 [237,] -16828.3028 -21197.6128 [238,] -14191.2259 -16828.3028 [239,] -8685.6595 -14191.2259 [240,] 1485.5670 -8685.6595 [241,] -6308.2520 1485.5670 [242,] -10672.0840 -6308.2520 [243,] 3795.3445 -10672.0840 [244,] -514.8187 3795.3445 [245,] 4528.0869 -514.8187 [246,] 8894.7609 4528.0869 [247,] -4647.2673 8894.7609 [248,] 9704.0711 -4647.2673 [249,] 27109.9915 9704.0711 [250,] -12955.7098 27109.9915 [251,] -939.7705 -12955.7098 [252,] 6213.3008 -939.7705 [253,] -13071.2413 6213.3008 [254,] -18189.2688 -13071.2413 [255,] -3038.3174 -18189.2688 [256,] 10698.1050 -3038.3174 [257,] -8126.5769 10698.1050 [258,] -15309.3450 -8126.5769 [259,] -1359.9388 -15309.3450 [260,] -16873.1389 -1359.9388 [261,] -10406.6059 -16873.1389 [262,] -6948.1766 -10406.6059 [263,] -8101.9901 -6948.1766 [264,] 11938.5118 -8101.9901 [265,] -6972.6731 11938.5118 [266,] -11807.6553 -6972.6731 [267,] 3320.8495 -11807.6553 [268,] -18745.7626 3320.8495 [269,] 8809.7257 -18745.7626 [270,] -18101.9317 8809.7257 [271,] -3269.3675 -18101.9317 [272,] -415.3838 -3269.3675 [273,] -10013.6447 -415.3838 [274,] -1191.0308 -10013.6447 [275,] -13098.2994 -1191.0308 [276,] 10500.7987 -13098.2994 [277,] 6559.9904 10500.7987 [278,] -10106.4339 6559.9904 [279,] -16008.3908 -10106.4339 [280,] -13025.3220 -16008.3908 [281,] 49123.7343 -13025.3220 [282,] 3512.4981 49123.7343 [283,] -1501.8639 3512.4981 [284,] -10442.0595 -1501.8639 [285,] 3450.8380 -10442.0595 [286,] -14962.4389 3450.8380 [287,] 2599.3462 -14962.4389 [288,] -12651.7021 2599.3462 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 23459.5387 28202.5789 2 -5161.9123 23459.5387 3 24257.5753 -5161.9123 4 -13916.6952 24257.5753 5 25157.0477 -13916.6952 6 4818.0028 25157.0477 7 -3720.3069 4818.0028 8 -13743.9014 -3720.3069 9 52329.9018 -13743.9014 10 -8658.4280 52329.9018 11 -35465.8734 -8658.4280 12 -24819.7966 -35465.8734 13 -8925.9373 -24819.7966 14 -29010.3969 -8925.9373 15 -29157.0258 -29010.3969 16 -36452.1914 -29157.0258 17 45791.1061 -36452.1914 18 10444.3030 45791.1061 19 42699.7593 10444.3030 20 24011.3334 42699.7593 21 5113.1694 24011.3334 22 -45607.9638 5113.1694 23 1627.4984 -45607.9638 24 17156.8386 1627.4984 25 -13076.6670 17156.8386 26 5898.9787 -13076.6670 27 -3354.9379 5898.9787 28 -18308.9440 -3354.9379 29 -26874.8639 -18308.9440 30 -13126.6132 -26874.8639 31 25842.7174 -13126.6132 32 -18735.2978 25842.7174 33 -23786.6126 -18735.2978 34 5052.6463 -23786.6126 35 -5249.8815 5052.6463 36 -6375.1202 -5249.8815 37 -32095.0660 -6375.1202 38 -38349.4003 -32095.0660 39 7628.7049 -38349.4003 40 -16113.3795 7628.7049 41 -5959.5962 -16113.3795 42 -16151.2876 -5959.5962 43 -15705.4277 -16151.2876 44 -26590.9561 -15705.4277 45 -16854.9628 -26590.9561 46 -21014.3430 -16854.9628 47 12253.6876 -21014.3430 48 -9177.3464 12253.6876 49 -4799.1155 -9177.3464 50 -22489.3647 -4799.1155 51 -15817.8504 -22489.3647 52 -8484.4345 -15817.8504 53 27225.6580 -8484.4345 54 -3619.7470 27225.6580 55 685.6205 -3619.7470 56 2171.8482 685.6205 57 -6917.0307 2171.8482 58 -1081.3956 -6917.0307 59 -3716.4518 -1081.3956 60 -3499.0629 -3716.4518 61 31224.8353 -3499.0629 62 18358.7190 31224.8353 63 -15468.5024 18358.7190 64 35037.4968 -15468.5024 65 4146.9445 35037.4968 66 -6353.9193 4146.9445 67 13865.3111 -6353.9193 68 70216.5226 13865.3111 69 -38404.0031 70216.5226 70 712.9823 -38404.0031 71 15847.7437 712.9823 72 -12662.8533 15847.7437 73 42181.8578 -12662.8533 74 -14030.8546 42181.8578 75 17418.8381 -14030.8546 76 25679.7090 17418.8381 77 -22835.3891 25679.7090 78 -20131.4690 -22835.3891 79 -21233.2194 -20131.4690 80 12135.1186 -21233.2194 81 -6051.1301 12135.1186 82 -9682.6721 -6051.1301 83 7397.9224 -9682.6721 84 142147.4769 7397.9224 85 -5387.0326 142147.4769 86 -13832.9604 -5387.0326 87 -7656.3152 -13832.9604 88 -19218.2795 -7656.3152 89 -24337.9068 -19218.2795 90 -3014.1656 -24337.9068 91 34959.0460 -3014.1656 92 -39308.3871 34959.0460 93 30934.2050 -39308.3871 94 -20179.2192 30934.2050 95 -9340.0398 -20179.2192 96 -45770.1413 -9340.0398 97 46435.6337 -45770.1413 98 -45879.0193 46435.6337 99 20566.3566 -45879.0193 100 -9027.0741 20566.3566 101 -32875.4210 -9027.0741 102 22147.5870 -32875.4210 103 50252.7112 22147.5870 104 63832.0258 50252.7112 105 72114.2726 63832.0258 106 -13168.8063 72114.2726 107 -18614.8449 -13168.8063 108 66624.1075 -18614.8449 109 6005.9795 66624.1075 110 36482.2469 6005.9795 111 -34483.5480 36482.2469 112 13337.9083 -34483.5480 113 -15678.7325 13337.9083 114 12507.3828 -15678.7325 115 2622.3122 12507.3828 116 -2544.2504 2622.3122 117 -23078.7162 -2544.2504 118 143524.6337 -23078.7162 119 -3145.6230 143524.6337 120 -10693.7374 -3145.6230 121 -10400.7901 -10693.7374 122 -13076.0675 -10400.7901 123 81274.1053 -13076.0675 124 32692.1748 81274.1053 125 -4233.3355 32692.1748 126 10411.7625 -4233.3355 127 13516.7768 10411.7625 128 -7967.9959 13516.7768 129 2695.6824 -7967.9959 130 -1771.3899 2695.6824 131 -8108.6251 -1771.3899 132 2910.7300 -8108.6251 133 -19708.6524 2910.7300 134 -35071.9918 -19708.6524 135 -17031.7077 -35071.9918 136 3902.1601 -17031.7077 137 22826.2730 3902.1601 138 27739.0291 22826.2730 139 2706.2026 27739.0291 140 -11803.0825 2706.2026 141 15543.9788 -11803.0825 142 -22570.9842 15543.9788 143 -19026.9853 -22570.9842 144 17787.6820 -19026.9853 145 -13798.9185 17787.6820 146 14685.1981 -13798.9185 147 45006.6072 14685.1981 148 -4195.7708 45006.6072 149 4955.2977 -4195.7708 150 -23324.9440 4955.2977 151 -8369.3227 -23324.9440 152 -2445.6886 -8369.3227 153 -20409.3359 -2445.6886 154 -1335.4182 -20409.3359 155 76199.3110 -1335.4182 156 -2569.7688 76199.3110 157 -9659.7652 -2569.7688 158 3462.5055 -9659.7652 159 2430.5512 3462.5055 160 -14704.9660 2430.5512 161 55491.3359 -14704.9660 162 8692.4835 55491.3359 163 16715.3855 8692.4835 164 -14400.9131 16715.3855 165 -15917.2381 -14400.9131 166 -25199.8602 -15917.2381 167 11633.3801 -25199.8602 168 -14228.4069 11633.3801 169 9501.6712 -14228.4069 170 -5534.3772 9501.6712 171 20738.9086 -5534.3772 172 -24548.2772 20738.9086 173 -3351.3470 -24548.2772 174 46923.6171 -3351.3470 175 -14701.4466 46923.6171 176 51469.9087 -14701.4466 177 -18528.2218 51469.9087 178 30095.4322 -18528.2218 179 -18479.7570 30095.4322 180 15680.9786 -18479.7570 181 9545.8515 15680.9786 182 10640.9200 9545.8515 183 -12494.3074 10640.9200 184 -53030.4587 -12494.3074 185 7833.9895 -53030.4587 186 -3851.8630 7833.9895 187 6236.4431 -3851.8630 188 -12826.1401 6236.4431 189 -26310.2824 -12826.1401 190 11619.0714 -26310.2824 191 -12080.4337 11619.0714 192 -5414.2409 -12080.4337 193 -3469.1634 -5414.2409 194 9239.3801 -3469.1634 195 -6284.3288 9239.3801 196 -12607.6794 -6284.3288 197 42935.0139 -12607.6794 198 15003.9017 42935.0139 199 15437.4198 15003.9017 200 -5415.0783 15437.4198 201 -28870.2612 -5415.0783 202 -10790.5405 -28870.2612 203 4763.8322 -10790.5405 204 -14372.6745 4763.8322 205 -13130.3059 -14372.6745 206 -12447.1024 -13130.3059 207 -15156.5814 -12447.1024 208 -19595.1166 -15156.5814 209 -29450.6952 -19595.1166 210 -6287.5450 -29450.6952 211 -14126.9049 -6287.5450 212 -7262.3981 -14126.9049 213 -6606.0304 -7262.3981 214 3157.0047 -6606.0304 215 -24362.5435 3157.0047 216 -2675.6273 -24362.5435 217 16906.3469 -2675.6273 218 -11949.6076 16906.3469 219 -15294.3908 -11949.6076 220 -8029.2274 -15294.3908 221 15027.4930 -8029.2274 222 -13608.0991 15027.4930 223 -669.4660 -13608.0991 224 -20866.9254 -669.4660 225 -20791.0363 -20866.9254 226 16570.3797 -20791.0363 227 6980.2743 16570.3797 228 -13448.6281 6980.2743 229 22350.6030 -13448.6281 230 -20866.1388 22350.6030 231 -2925.9578 -20866.1388 232 17991.0673 -2925.9578 233 -7807.6116 17991.0673 234 -36.1095 -7807.6116 235 -4300.1089 -36.1095 236 -21197.6128 -4300.1089 237 -16828.3028 -21197.6128 238 -14191.2259 -16828.3028 239 -8685.6595 -14191.2259 240 1485.5670 -8685.6595 241 -6308.2520 1485.5670 242 -10672.0840 -6308.2520 243 3795.3445 -10672.0840 244 -514.8187 3795.3445 245 4528.0869 -514.8187 246 8894.7609 4528.0869 247 -4647.2673 8894.7609 248 9704.0711 -4647.2673 249 27109.9915 9704.0711 250 -12955.7098 27109.9915 251 -939.7705 -12955.7098 252 6213.3008 -939.7705 253 -13071.2413 6213.3008 254 -18189.2688 -13071.2413 255 -3038.3174 -18189.2688 256 10698.1050 -3038.3174 257 -8126.5769 10698.1050 258 -15309.3450 -8126.5769 259 -1359.9388 -15309.3450 260 -16873.1389 -1359.9388 261 -10406.6059 -16873.1389 262 -6948.1766 -10406.6059 263 -8101.9901 -6948.1766 264 11938.5118 -8101.9901 265 -6972.6731 11938.5118 266 -11807.6553 -6972.6731 267 3320.8495 -11807.6553 268 -18745.7626 3320.8495 269 8809.7257 -18745.7626 270 -18101.9317 8809.7257 271 -3269.3675 -18101.9317 272 -415.3838 -3269.3675 273 -10013.6447 -415.3838 274 -1191.0308 -10013.6447 275 -13098.2994 -1191.0308 276 10500.7987 -13098.2994 277 6559.9904 10500.7987 278 -10106.4339 6559.9904 279 -16008.3908 -10106.4339 280 -13025.3220 -16008.3908 281 49123.7343 -13025.3220 282 3512.4981 49123.7343 283 -1501.8639 3512.4981 284 -10442.0595 -1501.8639 285 3450.8380 -10442.0595 286 -14962.4389 3450.8380 287 2599.3462 -14962.4389 288 -12651.7021 2599.3462 > 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/7zeo71355154757.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/8e0ww1355154757.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/9goqq1355154757.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/10aksp1355154757.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11aqhe1355154758.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12402e1355154758.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13t1pm1355154758.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/1423cx1355154758.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/15samf1355154758.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/16u6ta1355154758.tab") + } > > try(system("convert tmp/1ocwn1355154757.ps tmp/1ocwn1355154757.png",intern=TRUE)) character(0) > try(system("convert tmp/2ka461355154757.ps tmp/2ka461355154757.png",intern=TRUE)) character(0) > try(system("convert tmp/35p0c1355154757.ps tmp/35p0c1355154757.png",intern=TRUE)) character(0) > try(system("convert tmp/4km5v1355154757.ps tmp/4km5v1355154757.png",intern=TRUE)) character(0) > try(system("convert tmp/5u2a61355154757.ps tmp/5u2a61355154757.png",intern=TRUE)) character(0) > try(system("convert tmp/6lhok1355154757.ps tmp/6lhok1355154757.png",intern=TRUE)) character(0) > try(system("convert tmp/7zeo71355154757.ps tmp/7zeo71355154757.png",intern=TRUE)) character(0) > try(system("convert tmp/8e0ww1355154757.ps tmp/8e0ww1355154757.png",intern=TRUE)) character(0) > try(system("convert tmp/9goqq1355154757.ps tmp/9goqq1355154757.png",intern=TRUE)) character(0) > try(system("convert tmp/10aksp1355154757.ps tmp/10aksp1355154757.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 14.594 1.354 15.958