R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)
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> x <- array(list(210907
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+ ,1
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+ ,27
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+ ,1
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+ ,46
+ ,0
+ ,28
+ ,15
+ ,72535
+ ,14
+ ,329
+ ,44
+ ,0
+ ,17
+ ,16)
+ ,dim=c(7
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'logins'
+ ,'compendium_views_info'
+ ,'compendium_views_pr'
+ ,'shared_compendiums'
+ ,'blogged_computations'
+ ,'compendiums_reviewed')
+ ,1:289))
> y <- array(NA,dim=c(7,289),dimnames=list(c('time_in_rfc','logins','compendium_views_info','compendium_views_pr','shared_compendiums','blogged_computations','compendiums_reviewed'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = ''
> par6 = ''
> par5 = ''
> par4 = ''
> par3 = '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
time_in_rfc logins compendium_views_info compendium_views_pr
1 210907 56 396 81
2 120982 56 297 55
3 176508 54 559 50
4 179321 89 967 125
5 123185 40 270 40
6 52746 25 143 37
7 385534 92 1562 63
8 33170 18 109 44
9 101645 63 371 88
10 149061 44 656 66
11 165446 33 511 57
12 237213 84 655 74
13 173326 88 465 49
14 133131 55 525 52
15 258873 60 885 88
16 180083 66 497 36
17 324799 154 1436 108
18 230964 53 612 43
19 236785 119 865 75
20 135473 41 385 32
21 202925 61 567 44
22 215147 58 639 85
23 344297 75 963 86
24 153935 33 398 56
25 132943 40 410 50
26 174724 92 966 135
27 174415 100 801 63
28 225548 112 892 81
29 223632 73 513 52
30 124817 40 469 44
31 221698 45 683 113
32 210767 60 643 39
33 170266 62 535 73
34 260561 75 625 48
35 84853 31 264 33
36 294424 77 992 59
37 101011 34 238 41
38 215641 46 818 69
39 325107 99 937 64
40 7176 17 70 1
41 167542 66 507 59
42 106408 30 260 32
43 96560 76 503 129
44 265769 146 927 37
45 269651 67 1269 31
46 149112 56 537 65
47 175824 107 910 107
48 152871 58 532 74
49 111665 34 345 54
50 116408 61 918 76
51 362301 119 1635 715
52 78800 42 330 57
53 183167 66 557 66
54 277965 89 1178 106
55 150629 44 740 54
56 168809 66 452 32
57 24188 24 218 20
58 329267 259 764 71
59 65029 17 255 21
60 101097 64 454 70
61 218946 41 866 112
62 244052 68 574 66
63 341570 168 1276 190
64 103597 43 379 66
65 233328 132 825 165
66 256462 105 798 56
67 206161 71 663 61
68 311473 112 1069 53
69 235800 94 921 127
70 177939 82 858 63
71 207176 70 711 38
72 196553 57 503 50
73 174184 53 382 52
74 143246 103 464 42
75 187559 121 717 76
76 187681 62 690 67
77 119016 52 462 50
78 182192 52 657 53
79 73566 32 385 39
80 194979 62 577 50
81 167488 45 619 77
82 143756 46 479 57
83 275541 63 817 73
84 243199 75 752 34
85 182999 88 430 39
86 135649 46 451 46
87 152299 53 537 63
88 120221 37 519 35
89 346485 90 1000 106
90 145790 63 637 43
91 193339 78 465 47
92 80953 25 437 31
93 122774 45 711 162
94 130585 46 299 57
95 112611 41 248 36
96 286468 144 1162 263
97 241066 82 714 78
98 148446 91 905 63
99 204713 71 649 54
100 182079 63 512 63
101 140344 53 472 77
102 220516 62 905 79
103 243060 63 786 110
104 162765 32 489 56
105 182613 39 479 56
106 232138 62 617 43
107 265318 117 925 111
108 85574 34 351 71
109 310839 92 1144 62
110 225060 93 669 56
111 232317 54 707 74
112 144966 144 458 60
113 43287 14 214 43
114 155754 61 599 68
115 164709 109 572 53
116 201940 38 897 87
117 235454 73 819 46
118 220801 75 720 105
119 99466 50 273 32
120 92661 61 508 133
121 133328 55 506 79
122 61361 77 451 51
123 125930 75 699 207
124 100750 72 407 67
125 224549 50 465 47
126 82316 32 245 34
127 102010 53 370 66
128 101523 42 316 76
129 243511 71 603 65
130 22938 10 154 9
131 41566 35 229 42
132 152474 65 577 45
133 61857 25 192 25
134 99923 66 617 115
135 132487 41 411 97
136 317394 86 975 53
137 21054 16 146 2
138 209641 42 705 52
139 22648 19 184 44
140 31414 19 200 22
141 46698 45 274 35
142 131698 65 502 74
143 91735 35 382 103
144 244749 95 964 144
145 184510 49 537 60
146 79863 37 438 134
147 128423 64 369 89
148 97839 38 417 42
149 38214 34 276 52
150 151101 32 514 98
151 272458 65 822 99
152 172494 52 389 52
153 108043 62 466 29
154 328107 65 1255 125
155 250579 83 694 106
156 351067 95 1024 95
157 158015 29 400 40
158 98866 18 397 140
159 85439 33 350 43
160 229242 247 719 128
161 351619 139 1277 142
162 84207 29 356 73
163 120445 118 457 72
164 324598 110 1402 128
165 131069 67 600 61
166 204271 42 480 73
167 165543 65 595 148
168 141722 94 436 64
169 116048 64 230 45
170 250047 81 651 58
171 299775 95 1367 97
172 195838 67 564 50
173 173260 63 716 37
174 254488 83 747 50
175 104389 45 467 105
176 136084 30 671 69
177 199476 70 861 46
178 92499 32 319 57
179 224330 83 612 52
180 135781 31 433 98
181 74408 67 434 61
182 81240 66 503 89
183 14688 10 85 0
184 181633 70 564 48
185 271856 103 824 91
186 7199 5 74 0
187 46660 20 259 7
188 17547 5 69 3
189 133368 36 535 54
190 95227 34 239 70
191 152601 48 438 36
192 98146 40 459 37
193 79619 43 426 123
194 59194 31 288 247
195 139942 42 498 46
196 118612 46 454 72
197 72880 33 376 41
198 65475 18 225 24
199 99643 55 555 45
200 71965 35 252 33
201 77272 59 208 27
202 49289 19 130 36
203 135131 66 481 87
204 108446 60 389 90
205 89746 36 565 114
206 44296 25 173 31
207 77648 47 278 45
208 181528 54 609 69
209 134019 53 422 51
210 124064 40 445 34
211 92630 40 387 60
212 121848 39 339 45
213 52915 14 181 54
214 81872 45 245 25
215 58981 36 384 38
216 53515 28 212 52
217 60812 44 399 67
218 56375 30 229 74
219 65490 22 224 38
220 80949 17 203 30
221 76302 31 333 26
222 104011 55 384 67
223 98104 54 636 132
224 67989 21 185 42
225 30989 14 93 35
226 135458 81 581 118
227 73504 35 248 68
228 63123 43 304 43
229 61254 46 344 76
230 74914 30 407 64
231 31774 23 170 48
232 81437 38 312 64
233 87186 54 507 56
234 50090 20 224 71
235 65745 53 340 75
236 56653 45 168 39
237 158399 39 443 42
238 46455 20 204 39
239 73624 24 367 93
240 38395 31 210 38
241 91899 35 335 60
242 139526 151 364 71
243 52164 52 178 52
244 51567 30 206 27
245 70551 31 279 59
246 84856 29 387 40
247 102538 57 490 79
248 86678 40 238 44
249 85709 44 343 65
250 34662 25 232 10
251 150580 77 530 124
252 99611 35 291 81
253 19349 11 67 15
254 99373 63 397 92
255 86230 44 467 42
256 30837 19 178 10
257 31706 13 175 24
258 89806 42 299 64
259 62088 38 154 45
260 40151 29 106 22
261 27634 20 189 56
262 76990 27 194 94
263 37460 20 135 19
264 54157 19 201 35
265 49862 37 207 32
266 84337 26 280 35
267 64175 42 260 48
268 59382 49 227 49
269 119308 30 239 48
270 76702 49 333 62
271 103425 67 428 96
272 70344 28 230 45
273 43410 19 292 63
274 104838 49 350 71
275 62215 27 186 26
276 69304 30 326 48
277 53117 22 155 29
278 19764 12 75 19
279 86680 31 361 45
280 84105 20 261 45
281 77945 20 299 67
282 89113 39 300 30
283 91005 29 450 36
284 40248 16 183 34
285 64187 27 238 36
286 50857 21 165 34
287 56613 19 234 37
288 62792 35 176 46
289 72535 14 329 44
shared_compendiums blogged_computations compendiums_reviewed
1 3 79 30
2 4 58 28
3 12 60 38
4 2 108 30
5 1 49 22
6 3 0 26
7 0 121 25
8 0 1 18
9 0 20 11
10 5 43 26
11 0 69 25
12 0 78 38
13 7 86 44
14 7 44 30
15 3 104 40
16 9 63 34
17 0 158 47
18 4 102 30
19 3 77 31
20 0 82 23
21 7 115 36
22 0 101 36
23 1 80 30
24 5 50 25
25 7 83 39
26 0 123 34
27 0 73 31
28 5 81 31
29 0 105 33
30 0 47 25
31 0 105 33
32 3 94 35
33 4 44 42
34 1 114 43
35 4 38 30
36 2 107 33
37 0 30 13
38 0 71 32
39 0 84 36
40 0 0 0
41 2 59 28
42 1 33 14
43 0 42 17
44 2 96 32
45 10 106 30
46 6 56 35
47 0 57 20
48 5 59 28
49 4 39 28
50 1 34 39
51 2 76 34
52 2 20 26
53 0 91 39
54 8 115 39
55 3 85 33
56 0 76 28
57 0 8 4
58 8 79 39
59 5 21 18
60 3 30 14
61 1 76 29
62 5 101 44
63 1 94 21
64 1 27 16
65 5 92 28
66 0 123 35
67 12 75 28
68 8 128 38
69 8 105 23
70 8 55 36
71 8 56 32
72 2 41 29
73 0 72 25
74 5 67 27
75 8 75 36
76 2 114 28
77 5 118 23
78 12 77 40
79 6 22 23
80 7 66 40
81 2 69 28
82 0 105 34
83 4 116 33
84 3 88 28
85 6 73 34
86 2 99 30
87 0 62 33
88 1 53 22
89 0 118 38
90 5 30 26
91 2 100 35
92 0 49 8
93 0 24 24
94 5 67 29
95 0 46 20
96 1 57 29
97 0 75 45
98 1 135 37
99 1 68 33
100 2 124 33
101 6 33 25
102 1 98 32
103 4 58 29
104 2 68 28
105 3 81 28
106 0 131 31
107 10 110 52
108 0 37 21
109 9 130 24
110 7 93 41
111 0 118 33
112 0 39 32
113 4 13 19
114 4 74 20
115 0 81 31
116 0 109 31
117 0 151 32
118 1 51 18
119 0 28 23
120 1 40 17
121 0 56 20
122 0 27 12
123 4 37 17
124 0 83 30
125 4 54 31
126 4 27 10
127 3 28 13
128 0 59 22
129 0 133 42
130 0 12 1
131 5 0 9
132 0 106 32
133 4 23 11
134 0 44 25
135 0 71 36
136 1 116 31
137 0 4 0
138 5 62 24
139 0 12 13
140 0 18 8
141 0 14 13
142 0 60 19
143 0 7 18
144 2 98 33
145 7 64 40
146 1 29 22
147 8 32 38
148 2 25 24
149 0 16 8
150 2 48 35
151 0 100 43
152 0 46 43
153 1 45 14
154 3 129 41
155 0 130 38
156 3 136 45
157 0 59 31
158 0 25 13
159 0 32 28
160 4 63 31
161 4 95 40
162 11 14 30
163 0 36 16
164 0 113 37
165 4 47 30
166 0 92 35
167 1 70 32
168 0 19 27
169 0 50 20
170 0 41 18
171 9 91 31
172 1 111 31
173 3 41 21
174 10 120 39
175 5 135 41
176 0 27 13
177 2 87 32
178 0 25 18
179 1 131 39
180 2 45 14
181 4 29 7
182 0 58 17
183 0 4 0
184 2 47 30
185 1 109 37
186 0 7 0
187 0 12 5
188 0 0 1
189 1 37 16
190 0 37 32
191 2 46 24
192 0 15 17
193 3 42 11
194 6 7 24
195 0 54 22
196 2 54 12
197 0 14 19
198 2 16 13
199 1 33 17
200 1 32 15
201 2 21 16
202 1 15 24
203 0 38 15
204 1 22 17
205 3 28 18
206 0 10 20
207 0 31 16
208 0 32 16
209 0 32 18
210 1 43 22
211 4 27 8
212 0 37 17
213 0 20 18
214 0 32 16
215 7 0 23
216 2 5 22
217 0 26 13
218 7 10 13
219 3 27 16
220 0 11 16
221 0 29 20
222 6 25 22
223 2 55 17
224 0 23 18
225 0 5 17
226 3 43 12
227 0 23 7
228 1 34 17
229 1 36 14
230 0 35 23
231 1 0 17
232 0 37 14
233 0 28 15
234 0 16 17
235 0 26 21
236 0 38 18
237 0 23 18
238 0 22 17
239 0 30 17
240 0 16 16
241 0 18 15
242 0 28 21
243 0 32 16
244 2 21 14
245 0 23 15
246 1 29 17
247 1 50 15
248 0 12 15
249 0 21 10
250 0 18 6
251 0 27 22
252 0 41 21
253 0 13 1
254 1 12 18
255 0 21 17
256 0 8 4
257 0 26 10
258 0 27 16
259 1 13 16
260 0 16 9
261 0 2 16
262 0 42 17
263 0 5 7
264 0 37 15
265 0 17 14
266 0 38 14
267 0 37 18
268 0 29 12
269 0 32 16
270 0 35 21
271 1 17 19
272 0 20 16
273 0 7 1
274 1 46 16
275 0 24 10
276 6 40 19
277 3 3 12
278 1 10 2
279 2 37 14
280 0 17 17
281 0 28 19
282 0 19 14
283 3 29 11
284 1 8 4
285 0 10 16
286 0 15 20
287 1 15 12
288 0 28 15
289 0 17 16
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) logins compendium_views_info
-11367.88 324.49 155.34
compendium_views_pr shared_compendiums blogged_computations
-64.36 -462.49 486.63
compendiums_reviewed
1477.69
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-126149 -15103 615 14616 104473
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -11367.88 4373.83 -2.599 0.00984 **
logins 324.49 70.00 4.636 5.45e-06 ***
compendium_views_info 155.34 11.50 13.507 < 2e-16 ***
compendium_views_pr -64.36 39.25 -1.640 0.10214
shared_compendiums -462.49 678.66 -0.681 0.49613
blogged_computations 486.63 87.05 5.590 5.35e-08 ***
compendiums_reviewed 1477.69 264.41 5.589 5.40e-08 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 28410 on 282 degrees of freedom
Multiple R-squared: 0.8834, Adjusted R-squared: 0.8809
F-statistic: 356.1 on 6 and 282 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,] 0.9511871 9.762581e-02 4.881290e-02
[2,] 0.9065524 1.868953e-01 9.344763e-02
[3,] 0.8994817 2.010366e-01 1.005183e-01
[4,] 0.9304168 1.391664e-01 6.958319e-02
[5,] 0.8933013 2.133973e-01 1.066987e-01
[6,] 0.8543650 2.912700e-01 1.456350e-01
[7,] 0.7970013 4.059973e-01 2.029987e-01
[8,] 0.8511021 2.977958e-01 1.488979e-01
[9,] 0.8058020 3.883960e-01 1.941980e-01
[10,] 0.7871496 4.257007e-01 2.128504e-01
[11,] 0.8541974 2.916051e-01 1.458026e-01
[12,] 0.8217703 3.564594e-01 1.782297e-01
[13,] 0.7779087 4.441827e-01 2.220913e-01
[14,] 0.9931221 1.375571e-02 6.877857e-03
[15,] 0.9909673 1.806547e-02 9.032735e-03
[16,] 0.9912098 1.758044e-02 8.790221e-03
[17,] 0.9981897 3.620672e-03 1.810336e-03
[18,] 0.9989696 2.060845e-03 1.030423e-03
[19,] 0.9983974 3.205255e-03 1.602628e-03
[20,] 0.9983298 3.340309e-03 1.670154e-03
[21,] 0.9982952 3.409582e-03 1.704791e-03
[22,] 0.9980509 3.898124e-03 1.949062e-03
[23,] 0.9971221 5.755767e-03 2.877883e-03
[24,] 0.9959016 8.196761e-03 4.098380e-03
[25,] 0.9956462 8.707606e-03 4.353803e-03
[26,] 0.9959908 8.018334e-03 4.009167e-03
[27,] 0.9949646 1.007087e-02 5.035437e-03
[28,] 0.9933930 1.321403e-02 6.607015e-03
[29,] 0.9909749 1.805012e-02 9.025062e-03
[30,] 0.9976183 4.763428e-03 2.381714e-03
[31,] 0.9979409 4.118241e-03 2.059121e-03
[32,] 0.9971259 5.748298e-03 2.874149e-03
[33,] 0.9963672 7.265695e-03 3.632847e-03
[34,] 0.9952930 9.414044e-03 4.707022e-03
[35,] 0.9934224 1.315528e-02 6.577639e-03
[36,] 0.9946215 1.075700e-02 5.378502e-03
[37,] 0.9928999 1.420014e-02 7.100072e-03
[38,] 0.9919442 1.611160e-02 8.055802e-03
[39,] 0.9892191 2.156179e-02 1.078090e-02
[40,] 0.9858040 2.839207e-02 1.419604e-02
[41,] 0.9994398 1.120437e-03 5.602184e-04
[42,] 0.9999513 9.734755e-05 4.867377e-05
[43,] 0.9999352 1.296247e-04 6.481234e-05
[44,] 0.9999088 1.823957e-04 9.119783e-05
[45,] 0.9998892 2.216782e-04 1.108391e-04
[46,] 0.9999604 7.916372e-05 3.958186e-05
[47,] 0.9999409 1.181582e-04 5.907910e-05
[48,] 0.9999336 1.328385e-04 6.641926e-05
[49,] 0.9999757 4.865798e-05 2.432899e-05
[50,] 0.9999630 7.400689e-05 3.700345e-05
[51,] 0.9999484 1.031313e-04 5.156566e-05
[52,] 0.9999293 1.414425e-04 7.072126e-05
[53,] 0.9999353 1.293133e-04 6.465665e-05
[54,] 0.9999392 1.215911e-04 6.079554e-05
[55,] 0.9999113 1.773213e-04 8.866066e-05
[56,] 0.9998846 2.308331e-04 1.154165e-04
[57,] 0.9998341 3.317822e-04 1.658911e-04
[58,] 0.9997939 4.121254e-04 2.060627e-04
[59,] 0.9997091 5.818663e-04 2.909332e-04
[60,] 0.9996193 7.613388e-04 3.806694e-04
[61,] 0.9996856 6.287252e-04 3.143626e-04
[62,] 0.9996291 7.417338e-04 3.708669e-04
[63,] 0.9998334 3.331069e-04 1.665535e-04
[64,] 0.9998518 2.964255e-04 1.482127e-04
[65,] 0.9998400 3.200055e-04 1.600028e-04
[66,] 0.9998544 2.911897e-04 1.455949e-04
[67,] 0.9998477 3.045742e-04 1.522871e-04
[68,] 0.9999327 1.345103e-04 6.725517e-05
[69,] 0.9999083 1.833938e-04 9.169690e-05
[70,] 0.9998999 2.001180e-04 1.000590e-04
[71,] 0.9998653 2.693564e-04 1.346782e-04
[72,] 0.9998082 3.836962e-04 1.918481e-04
[73,] 0.9998354 3.291566e-04 1.645783e-04
[74,] 0.9998795 2.409276e-04 1.204638e-04
[75,] 0.9998852 2.295949e-04 1.147974e-04
[76,] 0.9998529 2.942618e-04 1.471309e-04
[77,] 0.9998546 2.907055e-04 1.453528e-04
[78,] 0.9998074 3.851550e-04 1.925775e-04
[79,] 0.9997630 4.739963e-04 2.369981e-04
[80,] 0.9999456 1.088057e-04 5.440286e-05
[81,] 0.9999268 1.463846e-04 7.319228e-05
[82,] 0.9999001 1.997783e-04 9.988913e-05
[83,] 0.9998790 2.420699e-04 1.210349e-04
[84,] 0.9998709 2.581723e-04 1.290861e-04
[85,] 0.9998272 3.455314e-04 1.727657e-04
[86,] 0.9997958 4.084800e-04 2.042400e-04
[87,] 0.9997612 4.776210e-04 2.388105e-04
[88,] 0.9996998 6.003433e-04 3.001716e-04
[89,] 0.9999998 4.399170e-07 2.199585e-07
[90,] 0.9999997 6.364869e-07 3.182434e-07
[91,] 0.9999995 9.233694e-07 4.616847e-07
[92,] 0.9999994 1.276505e-06 6.382523e-07
[93,] 0.9999992 1.594928e-06 7.974638e-07
[94,] 0.9999997 6.429778e-07 3.214889e-07
[95,] 0.9999996 8.649110e-07 4.324555e-07
[96,] 0.9999996 8.128651e-07 4.064325e-07
[97,] 0.9999995 1.013326e-06 5.066628e-07
[98,] 0.9999994 1.212549e-06 6.062743e-07
[99,] 0.9999992 1.649582e-06 8.247911e-07
[100,] 0.9999991 1.873494e-06 9.367470e-07
[101,] 0.9999986 2.856454e-06 1.428227e-06
[102,] 0.9999981 3.839132e-06 1.919566e-06
[103,] 0.9999980 4.061141e-06 2.030571e-06
[104,] 0.9999973 5.440157e-06 2.720078e-06
[105,] 0.9999960 7.972974e-06 3.986487e-06
[106,] 0.9999964 7.244132e-06 3.622066e-06
[107,] 0.9999968 6.410842e-06 3.205421e-06
[108,] 0.9999964 7.198451e-06 3.599225e-06
[109,] 0.9999987 2.692535e-06 1.346268e-06
[110,] 0.9999980 4.057552e-06 2.028776e-06
[111,] 0.9999981 3.876183e-06 1.938091e-06
[112,] 0.9999971 5.769844e-06 2.884922e-06
[113,] 0.9999990 2.070999e-06 1.035499e-06
[114,] 0.9999987 2.511497e-06 1.255749e-06
[115,] 0.9999996 7.134415e-07 3.567208e-07
[116,] 1.0000000 2.483517e-08 1.241759e-08
[117,] 1.0000000 2.970299e-08 1.485149e-08
[118,] 1.0000000 4.333453e-08 2.166726e-08
[119,] 1.0000000 6.831967e-08 3.415984e-08
[120,] 1.0000000 9.535393e-08 4.767696e-08
[121,] 0.9999999 1.523201e-07 7.616005e-08
[122,] 0.9999999 2.388548e-07 1.194274e-07
[123,] 0.9999999 1.035053e-07 5.175263e-08
[124,] 0.9999999 1.497370e-07 7.486851e-08
[125,] 1.0000000 2.897364e-08 1.448682e-08
[126,] 1.0000000 4.097956e-08 2.048978e-08
[127,] 1.0000000 1.535286e-08 7.676430e-09
[128,] 1.0000000 2.526269e-08 1.263135e-08
[129,] 1.0000000 1.518376e-08 7.591880e-09
[130,] 1.0000000 1.708827e-08 8.544133e-09
[131,] 1.0000000 2.438812e-08 1.219406e-08
[132,] 1.0000000 2.653517e-08 1.326759e-08
[133,] 1.0000000 4.122921e-08 2.061460e-08
[134,] 1.0000000 6.326202e-08 3.163101e-08
[135,] 1.0000000 9.595524e-08 4.797762e-08
[136,] 0.9999999 1.274202e-07 6.371008e-08
[137,] 0.9999999 1.381042e-07 6.905209e-08
[138,] 0.9999999 2.072151e-07 1.036076e-07
[139,] 0.9999999 2.971257e-07 1.485629e-07
[140,] 0.9999998 3.539203e-07 1.769601e-07
[141,] 0.9999997 5.495975e-07 2.747988e-07
[142,] 0.9999997 5.452200e-07 2.726100e-07
[143,] 0.9999997 6.084990e-07 3.042495e-07
[144,] 0.9999996 8.190910e-07 4.095455e-07
[145,] 0.9999994 1.213452e-06 6.067262e-07
[146,] 0.9999992 1.580696e-06 7.903478e-07
[147,] 0.9999998 4.326764e-07 2.163382e-07
[148,] 0.9999998 3.978375e-07 1.989188e-07
[149,] 0.9999998 4.313589e-07 2.156795e-07
[150,] 0.9999998 4.972202e-07 2.486101e-07
[151,] 0.9999997 5.924073e-07 2.962037e-07
[152,] 0.9999997 5.355738e-07 2.677869e-07
[153,] 0.9999996 7.934918e-07 3.967459e-07
[154,] 0.9999995 9.202108e-07 4.601054e-07
[155,] 0.9999994 1.183824e-06 5.919120e-07
[156,] 0.9999995 9.691544e-07 4.845772e-07
[157,] 0.9999998 3.653313e-07 1.826657e-07
[158,] 0.9999997 5.597329e-07 2.798664e-07
[159,] 0.9999996 8.597772e-07 4.298886e-07
[160,] 0.9999995 1.027593e-06 5.137964e-07
[161,] 1.0000000 4.521492e-09 2.260746e-09
[162,] 1.0000000 7.676956e-09 3.838478e-09
[163,] 1.0000000 1.109700e-08 5.548499e-09
[164,] 1.0000000 1.856820e-08 9.284100e-09
[165,] 1.0000000 8.052113e-09 4.026057e-09
[166,] 1.0000000 2.269326e-10 1.134663e-10
[167,] 1.0000000 3.840033e-10 1.920016e-10
[168,] 1.0000000 3.639596e-10 1.819798e-10
[169,] 1.0000000 6.064814e-10 3.032407e-10
[170,] 1.0000000 1.098179e-09 5.490894e-10
[171,] 1.0000000 3.981795e-10 1.990898e-10
[172,] 1.0000000 4.644298e-10 2.322149e-10
[173,] 1.0000000 3.731351e-11 1.865675e-11
[174,] 1.0000000 7.007239e-11 3.503620e-11
[175,] 1.0000000 7.568552e-11 3.784276e-11
[176,] 1.0000000 5.058747e-11 2.529373e-11
[177,] 1.0000000 9.250643e-11 4.625321e-11
[178,] 1.0000000 1.658385e-10 8.291923e-11
[179,] 1.0000000 2.933626e-10 1.466813e-10
[180,] 1.0000000 4.018043e-10 2.009021e-10
[181,] 1.0000000 7.167550e-10 3.583775e-10
[182,] 1.0000000 3.319191e-10 1.659595e-10
[183,] 1.0000000 6.169822e-10 3.084911e-10
[184,] 1.0000000 9.675273e-10 4.837637e-10
[185,] 1.0000000 1.599044e-09 7.995218e-10
[186,] 1.0000000 2.385669e-09 1.192834e-09
[187,] 1.0000000 3.710113e-09 1.855056e-09
[188,] 1.0000000 5.154268e-09 2.577134e-09
[189,] 1.0000000 7.999732e-09 3.999866e-09
[190,] 1.0000000 5.913999e-09 2.956999e-09
[191,] 1.0000000 1.086692e-08 5.433461e-09
[192,] 1.0000000 1.930096e-08 9.650478e-09
[193,] 1.0000000 3.466793e-08 1.733396e-08
[194,] 1.0000000 4.668236e-08 2.334118e-08
[195,] 1.0000000 7.096272e-08 3.548136e-08
[196,] 1.0000000 7.904656e-08 3.952328e-08
[197,] 0.9999999 1.218379e-07 6.091893e-08
[198,] 0.9999999 2.115657e-07 1.057829e-07
[199,] 1.0000000 2.675847e-08 1.337924e-08
[200,] 1.0000000 1.862011e-08 9.310055e-09
[201,] 1.0000000 2.554287e-08 1.277143e-08
[202,] 1.0000000 3.494102e-08 1.747051e-08
[203,] 1.0000000 1.458149e-08 7.290747e-09
[204,] 1.0000000 2.760117e-08 1.380059e-08
[205,] 1.0000000 4.878225e-08 2.439113e-08
[206,] 1.0000000 4.715796e-08 2.357898e-08
[207,] 1.0000000 7.690109e-08 3.845055e-08
[208,] 1.0000000 5.321442e-08 2.660721e-08
[209,] 1.0000000 9.886952e-08 4.943476e-08
[210,] 0.9999999 1.735172e-07 8.675862e-08
[211,] 0.9999999 1.333897e-07 6.669487e-08
[212,] 0.9999999 2.289474e-07 1.144737e-07
[213,] 0.9999998 3.604761e-07 1.802380e-07
[214,] 0.9999999 1.232547e-07 6.162735e-08
[215,] 0.9999999 1.915938e-07 9.579689e-08
[216,] 0.9999998 3.576964e-07 1.788482e-07
[217,] 0.9999997 6.595166e-07 3.297583e-07
[218,] 0.9999995 9.972466e-07 4.986233e-07
[219,] 0.9999994 1.204816e-06 6.024081e-07
[220,] 0.9999995 9.728730e-07 4.864365e-07
[221,] 0.9999996 7.593808e-07 3.796904e-07
[222,] 0.9999995 1.036591e-06 5.182956e-07
[223,] 0.9999990 1.955279e-06 9.776394e-07
[224,] 0.9999994 1.165648e-06 5.828238e-07
[225,] 0.9999990 1.932364e-06 9.661822e-07
[226,] 0.9999996 8.710935e-07 4.355467e-07
[227,] 0.9999993 1.445162e-06 7.225810e-07
[228,] 1.0000000 1.141339e-08 5.706696e-09
[229,] 1.0000000 1.836142e-08 9.180708e-09
[230,] 1.0000000 2.234524e-08 1.117262e-08
[231,] 1.0000000 1.510533e-08 7.552667e-09
[232,] 1.0000000 2.715091e-08 1.357545e-08
[233,] 1.0000000 4.986070e-08 2.493035e-08
[234,] 1.0000000 5.308228e-08 2.654114e-08
[235,] 0.9999999 1.146372e-07 5.731859e-08
[236,] 0.9999999 2.495685e-07 1.247843e-07
[237,] 0.9999997 5.540857e-07 2.770428e-07
[238,] 0.9999996 7.413553e-07 3.706777e-07
[239,] 0.9999997 6.770128e-07 3.385064e-07
[240,] 0.9999993 1.458944e-06 7.294718e-07
[241,] 0.9999989 2.157392e-06 1.078696e-06
[242,] 0.9999987 2.676486e-06 1.338243e-06
[243,] 0.9999974 5.274546e-06 2.637273e-06
[244,] 0.9999943 1.140848e-05 5.704242e-06
[245,] 0.9999883 2.347752e-05 1.173876e-05
[246,] 0.9999832 3.365051e-05 1.682525e-05
[247,] 0.9999686 6.286562e-05 3.143281e-05
[248,] 0.9999705 5.900358e-05 2.950179e-05
[249,] 0.9999450 1.100581e-04 5.502904e-05
[250,] 0.9999070 1.859928e-04 9.299639e-05
[251,] 0.9998066 3.868897e-04 1.934449e-04
[252,] 0.9998556 2.888902e-04 1.444451e-04
[253,] 0.9997162 5.675557e-04 2.837778e-04
[254,] 0.9994155 1.169007e-03 5.845033e-04
[255,] 0.9991516 1.696746e-03 8.483731e-04
[256,] 0.9987615 2.477090e-03 1.238545e-03
[257,] 0.9975492 4.901603e-03 2.450801e-03
[258,] 0.9976105 4.779076e-03 2.389538e-03
[259,] 0.9969167 6.166604e-03 3.083302e-03
[260,] 0.9999703 5.930697e-05 2.965348e-05
[261,] 0.9999954 9.199294e-06 4.599647e-06
[262,] 0.9999888 2.247946e-05 1.123973e-05
[263,] 0.9999553 8.938917e-05 4.469458e-05
[264,] 0.9999620 7.597847e-05 3.798923e-05
[265,] 0.9998393 3.213437e-04 1.606718e-04
[266,] 0.9995992 8.016532e-04 4.008266e-04
[267,] 0.9986822 2.635682e-03 1.317841e-03
[268,] 0.9971410 5.718006e-03 2.859003e-03
[269,] 0.9882376 2.352484e-02 1.176242e-02
[270,] 0.9561125 8.777505e-02 4.388752e-02
> postscript(file="/var/fisher/rcomp/tmp/141a11355226793.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/2mmvq1355226793.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/3iczm1355226793.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/45f2r1355226793.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/55dxt1355226793.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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
66415.8409 3832.9902 6937.0235 -76319.7597 26314.8364 -862.8853
7 8 9 10 11 12
32639.5798 -2487.9496 14616.0091 -8535.6876 19876.5888 30230.2905
13 14 15 16 17 18
-16570.9986 -14059.1254 10630.9242 18411.4809 -76259.0240 40717.2560
19 20 21 22 23 24
-1893.8588 1900.5573 3332.1659 11557.4594 104473.3037 37412.9319
25 26 27 28 29 30
-23922.0927 -95226.3845 -48370.1584 -15688.9230 35110.4049 -6630.5502
31 32 33 34 35 36
19780.6668 9217.9148 1482.9469 35040.9190 -13696.4120 30599.1625
37 38 39 40 41 42
33205.6148 7619.3149 68843.2061 2218.1497 13372.6618 33428.7570
43 44 45 46 47 48
-32125.1463 -4934.0673 -27140.5066 -13120.4069 -39291.9563 -232.9582
49 50 51 52 53 54
3380.0280 -103440.5964 40794.9950 -18281.4209 -11070.3632 -25605.9244
55 56 57 58 59 60
-52495.6764 12247.8637 -14612.3591 50108.9647 -1884.4495 -8220.0602
61 62 63 64 65 66
10320.5690 36582.6370 36127.7672 10066.7553 495.7775 1827.7888
67 68 69 70 71 72
23103.8947 9111.0274 389.7829 -42788.9107 16991.8907 52627.7393
73 74 75 76 77 78
40381.8558 -18371.9349 -32816.9828 -19867.0093 -44134.4992 -12988.1857
79 80 81 82 83 84
-24662.9528 11828.3938 -972.7510 -31878.6774 40889.8694 32792.3251
85 86 87 88 89 90
18535.7798 -26588.6827 -11827.9938 -16623.5223 66557.8689 -10174.7981
91 92 93 94 95 96
10732.1569 -17345.5987 -27623.0609 11104.1130 22529.1205 17404.4750
97 98 99 100 101 102
16940.7585 -126148.5072 14310.6213 -10655.2569 15923.7918 -18244.8344
103 104 105 106 107 108
49740.9443 17851.7235 31118.0341 20754.3260 -23567.8258 -13081.7062
109 110 111 112 113 114
24072.5558 3328.5498 14914.7604 -23940.8314 -12915.2218 -5057.7238
115 116 117 118 119 120
-29960.5091 -31613.1212 -21894.7458 51792.1250 6648.9671 -30240.2823
121 122 123 124 125 126
-3472.9076 -49903.5593 -23573.6645 -54876.8224 80248.4418 21364.5855
127 128 129 130 131 132
11504.3292 -6153.3980 15569.8391 400.7866 -2279.4535 -42852.8765
133 134 135 136 137 138
11299.5442 -56921.7954 -14797.6650 51016.5817 2732.7072 37890.0457
139 140 141 142 143 144
-22949.3349 -13616.0883 -22869.1657 -8517.0931 9030.7923 -10716.5710
145 146 147 148 149 150
13408.2418 -26347.9451 -592.6304 -11902.1999 -20585.0611 4396.2354
151 152 153 154 155 156
29213.8190 23982.8436 -13352.4620 9505.0338 14617.6378 47365.6427
157 158 159 160 161 162
25892.1561 20358.6940 -22449.7692 -17605.5482 25166.9249 -10493.6113
163 164 165 166 167 168
-13994.4561 -18938.5394 -33933.5426 35657.2249 -7969.4340 9835.5947
169 170 171 172 173 174
19931.7178 91188.2495 -11718.2523 1710.4255 5747.7804 14702.7464
175 176 177 178 179 180
-88597.7833 5576.7047 -31354.4662 8834.6185 -3871.0254 34474.5709
181 182 183 184 185 186
-22062.0789 -54560.8285 7660.6245 19487.4841 20404.5746 2042.9322
187 188 189 190 191 192
-1472.2402 15289.4158 12237.6143 -2349.6434 25747.4311 -4805.1523
193 194 195 196 197 198
-16529.3966 -4433.0792 4496.0398 6078.3574 -17117.8452 11524.4359
199 200 201 202 203 204
-30869.9579 -2320.6801 5984.9827 -5686.8922 15306.8123 10346.2040
205 206 207 208 209 210
-29833.4721 -11746.8537 -5251.5759 45997.7716 23747.7906 2543.0175
211 212 213 214 215 216
11653.3177 27671.2006 -1231.6778 2973.6940 -29286.6716 -7805.1762
217 218 219 220 221 222
-31627.9562 6359.6193 1974.4474 28201.6572 -16109.8168 294.1111
223 224 225 226 227 228
-49310.5534 8717.2809 -1933.6506 615.2192 17831.0843 -25121.2416
229 230 231 232 233 234
-28593.4533 -33575.4246 -12297.8402 -2565.1571 -29912.1529 -8164.8287
235 236 237 238 239 240
-31756.9499 -15258.2109 53208.8905 -13672.4538 -13539.0758 -21900.8046
241 242 243 244 245 246
12808.2609 5265.1134 -16860.1681 -7043.7314 -1040.2668 -9498.5025
247 248 249 250 251 252
-21655.7628 22922.6568 8705.5195 -15102.8842 16965.3251 8648.3032
253 254 255 256 257 258
9901.3808 2574.3183 -21859.7659 -770.9732 -14213.3201 8436.1756
259 260 261 262 263 264
10592.6862 5973.4697 -17858.9576 9952.0139 9813.2179 -9781.4163
265 266 267 268 269 270
-9832.1631 6846.4017 -19988.0573 -9102.7822 47689.4671 -23630.9826
271 272 273 274 275 276
-3140.5284 6418.9246 2424.3364 4941.5766 11146.0587 -21380.1847
277 278 279 280 281 282
17330.3729 9451.3133 -2960.2885 17942.5183 -1012.6320 13221.3128
283 284 285 286 287 288
-3602.2200 10844.0353 3630.6842 -4885.2145 3278.4494 2632.8603
289
-830.2903
> postscript(file="/var/fisher/rcomp/tmp/6uxyh1355226793.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 66415.8409 NA
1 3832.9902 66415.8409
2 6937.0235 3832.9902
3 -76319.7597 6937.0235
4 26314.8364 -76319.7597
5 -862.8853 26314.8364
6 32639.5798 -862.8853
7 -2487.9496 32639.5798
8 14616.0091 -2487.9496
9 -8535.6876 14616.0091
10 19876.5888 -8535.6876
11 30230.2905 19876.5888
12 -16570.9986 30230.2905
13 -14059.1254 -16570.9986
14 10630.9242 -14059.1254
15 18411.4809 10630.9242
16 -76259.0240 18411.4809
17 40717.2560 -76259.0240
18 -1893.8588 40717.2560
19 1900.5573 -1893.8588
20 3332.1659 1900.5573
21 11557.4594 3332.1659
22 104473.3037 11557.4594
23 37412.9319 104473.3037
24 -23922.0927 37412.9319
25 -95226.3845 -23922.0927
26 -48370.1584 -95226.3845
27 -15688.9230 -48370.1584
28 35110.4049 -15688.9230
29 -6630.5502 35110.4049
30 19780.6668 -6630.5502
31 9217.9148 19780.6668
32 1482.9469 9217.9148
33 35040.9190 1482.9469
34 -13696.4120 35040.9190
35 30599.1625 -13696.4120
36 33205.6148 30599.1625
37 7619.3149 33205.6148
38 68843.2061 7619.3149
39 2218.1497 68843.2061
40 13372.6618 2218.1497
41 33428.7570 13372.6618
42 -32125.1463 33428.7570
43 -4934.0673 -32125.1463
44 -27140.5066 -4934.0673
45 -13120.4069 -27140.5066
46 -39291.9563 -13120.4069
47 -232.9582 -39291.9563
48 3380.0280 -232.9582
49 -103440.5964 3380.0280
50 40794.9950 -103440.5964
51 -18281.4209 40794.9950
52 -11070.3632 -18281.4209
53 -25605.9244 -11070.3632
54 -52495.6764 -25605.9244
55 12247.8637 -52495.6764
56 -14612.3591 12247.8637
57 50108.9647 -14612.3591
58 -1884.4495 50108.9647
59 -8220.0602 -1884.4495
60 10320.5690 -8220.0602
61 36582.6370 10320.5690
62 36127.7672 36582.6370
63 10066.7553 36127.7672
64 495.7775 10066.7553
65 1827.7888 495.7775
66 23103.8947 1827.7888
67 9111.0274 23103.8947
68 389.7829 9111.0274
69 -42788.9107 389.7829
70 16991.8907 -42788.9107
71 52627.7393 16991.8907
72 40381.8558 52627.7393
73 -18371.9349 40381.8558
74 -32816.9828 -18371.9349
75 -19867.0093 -32816.9828
76 -44134.4992 -19867.0093
77 -12988.1857 -44134.4992
78 -24662.9528 -12988.1857
79 11828.3938 -24662.9528
80 -972.7510 11828.3938
81 -31878.6774 -972.7510
82 40889.8694 -31878.6774
83 32792.3251 40889.8694
84 18535.7798 32792.3251
85 -26588.6827 18535.7798
86 -11827.9938 -26588.6827
87 -16623.5223 -11827.9938
88 66557.8689 -16623.5223
89 -10174.7981 66557.8689
90 10732.1569 -10174.7981
91 -17345.5987 10732.1569
92 -27623.0609 -17345.5987
93 11104.1130 -27623.0609
94 22529.1205 11104.1130
95 17404.4750 22529.1205
96 16940.7585 17404.4750
97 -126148.5072 16940.7585
98 14310.6213 -126148.5072
99 -10655.2569 14310.6213
100 15923.7918 -10655.2569
101 -18244.8344 15923.7918
102 49740.9443 -18244.8344
103 17851.7235 49740.9443
104 31118.0341 17851.7235
105 20754.3260 31118.0341
106 -23567.8258 20754.3260
107 -13081.7062 -23567.8258
108 24072.5558 -13081.7062
109 3328.5498 24072.5558
110 14914.7604 3328.5498
111 -23940.8314 14914.7604
112 -12915.2218 -23940.8314
113 -5057.7238 -12915.2218
114 -29960.5091 -5057.7238
115 -31613.1212 -29960.5091
116 -21894.7458 -31613.1212
117 51792.1250 -21894.7458
118 6648.9671 51792.1250
119 -30240.2823 6648.9671
120 -3472.9076 -30240.2823
121 -49903.5593 -3472.9076
122 -23573.6645 -49903.5593
123 -54876.8224 -23573.6645
124 80248.4418 -54876.8224
125 21364.5855 80248.4418
126 11504.3292 21364.5855
127 -6153.3980 11504.3292
128 15569.8391 -6153.3980
129 400.7866 15569.8391
130 -2279.4535 400.7866
131 -42852.8765 -2279.4535
132 11299.5442 -42852.8765
133 -56921.7954 11299.5442
134 -14797.6650 -56921.7954
135 51016.5817 -14797.6650
136 2732.7072 51016.5817
137 37890.0457 2732.7072
138 -22949.3349 37890.0457
139 -13616.0883 -22949.3349
140 -22869.1657 -13616.0883
141 -8517.0931 -22869.1657
142 9030.7923 -8517.0931
143 -10716.5710 9030.7923
144 13408.2418 -10716.5710
145 -26347.9451 13408.2418
146 -592.6304 -26347.9451
147 -11902.1999 -592.6304
148 -20585.0611 -11902.1999
149 4396.2354 -20585.0611
150 29213.8190 4396.2354
151 23982.8436 29213.8190
152 -13352.4620 23982.8436
153 9505.0338 -13352.4620
154 14617.6378 9505.0338
155 47365.6427 14617.6378
156 25892.1561 47365.6427
157 20358.6940 25892.1561
158 -22449.7692 20358.6940
159 -17605.5482 -22449.7692
160 25166.9249 -17605.5482
161 -10493.6113 25166.9249
162 -13994.4561 -10493.6113
163 -18938.5394 -13994.4561
164 -33933.5426 -18938.5394
165 35657.2249 -33933.5426
166 -7969.4340 35657.2249
167 9835.5947 -7969.4340
168 19931.7178 9835.5947
169 91188.2495 19931.7178
170 -11718.2523 91188.2495
171 1710.4255 -11718.2523
172 5747.7804 1710.4255
173 14702.7464 5747.7804
174 -88597.7833 14702.7464
175 5576.7047 -88597.7833
176 -31354.4662 5576.7047
177 8834.6185 -31354.4662
178 -3871.0254 8834.6185
179 34474.5709 -3871.0254
180 -22062.0789 34474.5709
181 -54560.8285 -22062.0789
182 7660.6245 -54560.8285
183 19487.4841 7660.6245
184 20404.5746 19487.4841
185 2042.9322 20404.5746
186 -1472.2402 2042.9322
187 15289.4158 -1472.2402
188 12237.6143 15289.4158
189 -2349.6434 12237.6143
190 25747.4311 -2349.6434
191 -4805.1523 25747.4311
192 -16529.3966 -4805.1523
193 -4433.0792 -16529.3966
194 4496.0398 -4433.0792
195 6078.3574 4496.0398
196 -17117.8452 6078.3574
197 11524.4359 -17117.8452
198 -30869.9579 11524.4359
199 -2320.6801 -30869.9579
200 5984.9827 -2320.6801
201 -5686.8922 5984.9827
202 15306.8123 -5686.8922
203 10346.2040 15306.8123
204 -29833.4721 10346.2040
205 -11746.8537 -29833.4721
206 -5251.5759 -11746.8537
207 45997.7716 -5251.5759
208 23747.7906 45997.7716
209 2543.0175 23747.7906
210 11653.3177 2543.0175
211 27671.2006 11653.3177
212 -1231.6778 27671.2006
213 2973.6940 -1231.6778
214 -29286.6716 2973.6940
215 -7805.1762 -29286.6716
216 -31627.9562 -7805.1762
217 6359.6193 -31627.9562
218 1974.4474 6359.6193
219 28201.6572 1974.4474
220 -16109.8168 28201.6572
221 294.1111 -16109.8168
222 -49310.5534 294.1111
223 8717.2809 -49310.5534
224 -1933.6506 8717.2809
225 615.2192 -1933.6506
226 17831.0843 615.2192
227 -25121.2416 17831.0843
228 -28593.4533 -25121.2416
229 -33575.4246 -28593.4533
230 -12297.8402 -33575.4246
231 -2565.1571 -12297.8402
232 -29912.1529 -2565.1571
233 -8164.8287 -29912.1529
234 -31756.9499 -8164.8287
235 -15258.2109 -31756.9499
236 53208.8905 -15258.2109
237 -13672.4538 53208.8905
238 -13539.0758 -13672.4538
239 -21900.8046 -13539.0758
240 12808.2609 -21900.8046
241 5265.1134 12808.2609
242 -16860.1681 5265.1134
243 -7043.7314 -16860.1681
244 -1040.2668 -7043.7314
245 -9498.5025 -1040.2668
246 -21655.7628 -9498.5025
247 22922.6568 -21655.7628
248 8705.5195 22922.6568
249 -15102.8842 8705.5195
250 16965.3251 -15102.8842
251 8648.3032 16965.3251
252 9901.3808 8648.3032
253 2574.3183 9901.3808
254 -21859.7659 2574.3183
255 -770.9732 -21859.7659
256 -14213.3201 -770.9732
257 8436.1756 -14213.3201
258 10592.6862 8436.1756
259 5973.4697 10592.6862
260 -17858.9576 5973.4697
261 9952.0139 -17858.9576
262 9813.2179 9952.0139
263 -9781.4163 9813.2179
264 -9832.1631 -9781.4163
265 6846.4017 -9832.1631
266 -19988.0573 6846.4017
267 -9102.7822 -19988.0573
268 47689.4671 -9102.7822
269 -23630.9826 47689.4671
270 -3140.5284 -23630.9826
271 6418.9246 -3140.5284
272 2424.3364 6418.9246
273 4941.5766 2424.3364
274 11146.0587 4941.5766
275 -21380.1847 11146.0587
276 17330.3729 -21380.1847
277 9451.3133 17330.3729
278 -2960.2885 9451.3133
279 17942.5183 -2960.2885
280 -1012.6320 17942.5183
281 13221.3128 -1012.6320
282 -3602.2200 13221.3128
283 10844.0353 -3602.2200
284 3630.6842 10844.0353
285 -4885.2145 3630.6842
286 3278.4494 -4885.2145
287 2632.8603 3278.4494
288 -830.2903 2632.8603
289 NA -830.2903
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 3832.9902 66415.8409
[2,] 6937.0235 3832.9902
[3,] -76319.7597 6937.0235
[4,] 26314.8364 -76319.7597
[5,] -862.8853 26314.8364
[6,] 32639.5798 -862.8853
[7,] -2487.9496 32639.5798
[8,] 14616.0091 -2487.9496
[9,] -8535.6876 14616.0091
[10,] 19876.5888 -8535.6876
[11,] 30230.2905 19876.5888
[12,] -16570.9986 30230.2905
[13,] -14059.1254 -16570.9986
[14,] 10630.9242 -14059.1254
[15,] 18411.4809 10630.9242
[16,] -76259.0240 18411.4809
[17,] 40717.2560 -76259.0240
[18,] -1893.8588 40717.2560
[19,] 1900.5573 -1893.8588
[20,] 3332.1659 1900.5573
[21,] 11557.4594 3332.1659
[22,] 104473.3037 11557.4594
[23,] 37412.9319 104473.3037
[24,] -23922.0927 37412.9319
[25,] -95226.3845 -23922.0927
[26,] -48370.1584 -95226.3845
[27,] -15688.9230 -48370.1584
[28,] 35110.4049 -15688.9230
[29,] -6630.5502 35110.4049
[30,] 19780.6668 -6630.5502
[31,] 9217.9148 19780.6668
[32,] 1482.9469 9217.9148
[33,] 35040.9190 1482.9469
[34,] -13696.4120 35040.9190
[35,] 30599.1625 -13696.4120
[36,] 33205.6148 30599.1625
[37,] 7619.3149 33205.6148
[38,] 68843.2061 7619.3149
[39,] 2218.1497 68843.2061
[40,] 13372.6618 2218.1497
[41,] 33428.7570 13372.6618
[42,] -32125.1463 33428.7570
[43,] -4934.0673 -32125.1463
[44,] -27140.5066 -4934.0673
[45,] -13120.4069 -27140.5066
[46,] -39291.9563 -13120.4069
[47,] -232.9582 -39291.9563
[48,] 3380.0280 -232.9582
[49,] -103440.5964 3380.0280
[50,] 40794.9950 -103440.5964
[51,] -18281.4209 40794.9950
[52,] -11070.3632 -18281.4209
[53,] -25605.9244 -11070.3632
[54,] -52495.6764 -25605.9244
[55,] 12247.8637 -52495.6764
[56,] -14612.3591 12247.8637
[57,] 50108.9647 -14612.3591
[58,] -1884.4495 50108.9647
[59,] -8220.0602 -1884.4495
[60,] 10320.5690 -8220.0602
[61,] 36582.6370 10320.5690
[62,] 36127.7672 36582.6370
[63,] 10066.7553 36127.7672
[64,] 495.7775 10066.7553
[65,] 1827.7888 495.7775
[66,] 23103.8947 1827.7888
[67,] 9111.0274 23103.8947
[68,] 389.7829 9111.0274
[69,] -42788.9107 389.7829
[70,] 16991.8907 -42788.9107
[71,] 52627.7393 16991.8907
[72,] 40381.8558 52627.7393
[73,] -18371.9349 40381.8558
[74,] -32816.9828 -18371.9349
[75,] -19867.0093 -32816.9828
[76,] -44134.4992 -19867.0093
[77,] -12988.1857 -44134.4992
[78,] -24662.9528 -12988.1857
[79,] 11828.3938 -24662.9528
[80,] -972.7510 11828.3938
[81,] -31878.6774 -972.7510
[82,] 40889.8694 -31878.6774
[83,] 32792.3251 40889.8694
[84,] 18535.7798 32792.3251
[85,] -26588.6827 18535.7798
[86,] -11827.9938 -26588.6827
[87,] -16623.5223 -11827.9938
[88,] 66557.8689 -16623.5223
[89,] -10174.7981 66557.8689
[90,] 10732.1569 -10174.7981
[91,] -17345.5987 10732.1569
[92,] -27623.0609 -17345.5987
[93,] 11104.1130 -27623.0609
[94,] 22529.1205 11104.1130
[95,] 17404.4750 22529.1205
[96,] 16940.7585 17404.4750
[97,] -126148.5072 16940.7585
[98,] 14310.6213 -126148.5072
[99,] -10655.2569 14310.6213
[100,] 15923.7918 -10655.2569
[101,] -18244.8344 15923.7918
[102,] 49740.9443 -18244.8344
[103,] 17851.7235 49740.9443
[104,] 31118.0341 17851.7235
[105,] 20754.3260 31118.0341
[106,] -23567.8258 20754.3260
[107,] -13081.7062 -23567.8258
[108,] 24072.5558 -13081.7062
[109,] 3328.5498 24072.5558
[110,] 14914.7604 3328.5498
[111,] -23940.8314 14914.7604
[112,] -12915.2218 -23940.8314
[113,] -5057.7238 -12915.2218
[114,] -29960.5091 -5057.7238
[115,] -31613.1212 -29960.5091
[116,] -21894.7458 -31613.1212
[117,] 51792.1250 -21894.7458
[118,] 6648.9671 51792.1250
[119,] -30240.2823 6648.9671
[120,] -3472.9076 -30240.2823
[121,] -49903.5593 -3472.9076
[122,] -23573.6645 -49903.5593
[123,] -54876.8224 -23573.6645
[124,] 80248.4418 -54876.8224
[125,] 21364.5855 80248.4418
[126,] 11504.3292 21364.5855
[127,] -6153.3980 11504.3292
[128,] 15569.8391 -6153.3980
[129,] 400.7866 15569.8391
[130,] -2279.4535 400.7866
[131,] -42852.8765 -2279.4535
[132,] 11299.5442 -42852.8765
[133,] -56921.7954 11299.5442
[134,] -14797.6650 -56921.7954
[135,] 51016.5817 -14797.6650
[136,] 2732.7072 51016.5817
[137,] 37890.0457 2732.7072
[138,] -22949.3349 37890.0457
[139,] -13616.0883 -22949.3349
[140,] -22869.1657 -13616.0883
[141,] -8517.0931 -22869.1657
[142,] 9030.7923 -8517.0931
[143,] -10716.5710 9030.7923
[144,] 13408.2418 -10716.5710
[145,] -26347.9451 13408.2418
[146,] -592.6304 -26347.9451
[147,] -11902.1999 -592.6304
[148,] -20585.0611 -11902.1999
[149,] 4396.2354 -20585.0611
[150,] 29213.8190 4396.2354
[151,] 23982.8436 29213.8190
[152,] -13352.4620 23982.8436
[153,] 9505.0338 -13352.4620
[154,] 14617.6378 9505.0338
[155,] 47365.6427 14617.6378
[156,] 25892.1561 47365.6427
[157,] 20358.6940 25892.1561
[158,] -22449.7692 20358.6940
[159,] -17605.5482 -22449.7692
[160,] 25166.9249 -17605.5482
[161,] -10493.6113 25166.9249
[162,] -13994.4561 -10493.6113
[163,] -18938.5394 -13994.4561
[164,] -33933.5426 -18938.5394
[165,] 35657.2249 -33933.5426
[166,] -7969.4340 35657.2249
[167,] 9835.5947 -7969.4340
[168,] 19931.7178 9835.5947
[169,] 91188.2495 19931.7178
[170,] -11718.2523 91188.2495
[171,] 1710.4255 -11718.2523
[172,] 5747.7804 1710.4255
[173,] 14702.7464 5747.7804
[174,] -88597.7833 14702.7464
[175,] 5576.7047 -88597.7833
[176,] -31354.4662 5576.7047
[177,] 8834.6185 -31354.4662
[178,] -3871.0254 8834.6185
[179,] 34474.5709 -3871.0254
[180,] -22062.0789 34474.5709
[181,] -54560.8285 -22062.0789
[182,] 7660.6245 -54560.8285
[183,] 19487.4841 7660.6245
[184,] 20404.5746 19487.4841
[185,] 2042.9322 20404.5746
[186,] -1472.2402 2042.9322
[187,] 15289.4158 -1472.2402
[188,] 12237.6143 15289.4158
[189,] -2349.6434 12237.6143
[190,] 25747.4311 -2349.6434
[191,] -4805.1523 25747.4311
[192,] -16529.3966 -4805.1523
[193,] -4433.0792 -16529.3966
[194,] 4496.0398 -4433.0792
[195,] 6078.3574 4496.0398
[196,] -17117.8452 6078.3574
[197,] 11524.4359 -17117.8452
[198,] -30869.9579 11524.4359
[199,] -2320.6801 -30869.9579
[200,] 5984.9827 -2320.6801
[201,] -5686.8922 5984.9827
[202,] 15306.8123 -5686.8922
[203,] 10346.2040 15306.8123
[204,] -29833.4721 10346.2040
[205,] -11746.8537 -29833.4721
[206,] -5251.5759 -11746.8537
[207,] 45997.7716 -5251.5759
[208,] 23747.7906 45997.7716
[209,] 2543.0175 23747.7906
[210,] 11653.3177 2543.0175
[211,] 27671.2006 11653.3177
[212,] -1231.6778 27671.2006
[213,] 2973.6940 -1231.6778
[214,] -29286.6716 2973.6940
[215,] -7805.1762 -29286.6716
[216,] -31627.9562 -7805.1762
[217,] 6359.6193 -31627.9562
[218,] 1974.4474 6359.6193
[219,] 28201.6572 1974.4474
[220,] -16109.8168 28201.6572
[221,] 294.1111 -16109.8168
[222,] -49310.5534 294.1111
[223,] 8717.2809 -49310.5534
[224,] -1933.6506 8717.2809
[225,] 615.2192 -1933.6506
[226,] 17831.0843 615.2192
[227,] -25121.2416 17831.0843
[228,] -28593.4533 -25121.2416
[229,] -33575.4246 -28593.4533
[230,] -12297.8402 -33575.4246
[231,] -2565.1571 -12297.8402
[232,] -29912.1529 -2565.1571
[233,] -8164.8287 -29912.1529
[234,] -31756.9499 -8164.8287
[235,] -15258.2109 -31756.9499
[236,] 53208.8905 -15258.2109
[237,] -13672.4538 53208.8905
[238,] -13539.0758 -13672.4538
[239,] -21900.8046 -13539.0758
[240,] 12808.2609 -21900.8046
[241,] 5265.1134 12808.2609
[242,] -16860.1681 5265.1134
[243,] -7043.7314 -16860.1681
[244,] -1040.2668 -7043.7314
[245,] -9498.5025 -1040.2668
[246,] -21655.7628 -9498.5025
[247,] 22922.6568 -21655.7628
[248,] 8705.5195 22922.6568
[249,] -15102.8842 8705.5195
[250,] 16965.3251 -15102.8842
[251,] 8648.3032 16965.3251
[252,] 9901.3808 8648.3032
[253,] 2574.3183 9901.3808
[254,] -21859.7659 2574.3183
[255,] -770.9732 -21859.7659
[256,] -14213.3201 -770.9732
[257,] 8436.1756 -14213.3201
[258,] 10592.6862 8436.1756
[259,] 5973.4697 10592.6862
[260,] -17858.9576 5973.4697
[261,] 9952.0139 -17858.9576
[262,] 9813.2179 9952.0139
[263,] -9781.4163 9813.2179
[264,] -9832.1631 -9781.4163
[265,] 6846.4017 -9832.1631
[266,] -19988.0573 6846.4017
[267,] -9102.7822 -19988.0573
[268,] 47689.4671 -9102.7822
[269,] -23630.9826 47689.4671
[270,] -3140.5284 -23630.9826
[271,] 6418.9246 -3140.5284
[272,] 2424.3364 6418.9246
[273,] 4941.5766 2424.3364
[274,] 11146.0587 4941.5766
[275,] -21380.1847 11146.0587
[276,] 17330.3729 -21380.1847
[277,] 9451.3133 17330.3729
[278,] -2960.2885 9451.3133
[279,] 17942.5183 -2960.2885
[280,] -1012.6320 17942.5183
[281,] 13221.3128 -1012.6320
[282,] -3602.2200 13221.3128
[283,] 10844.0353 -3602.2200
[284,] 3630.6842 10844.0353
[285,] -4885.2145 3630.6842
[286,] 3278.4494 -4885.2145
[287,] 2632.8603 3278.4494
[288,] -830.2903 2632.8603
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 3832.9902 66415.8409
2 6937.0235 3832.9902
3 -76319.7597 6937.0235
4 26314.8364 -76319.7597
5 -862.8853 26314.8364
6 32639.5798 -862.8853
7 -2487.9496 32639.5798
8 14616.0091 -2487.9496
9 -8535.6876 14616.0091
10 19876.5888 -8535.6876
11 30230.2905 19876.5888
12 -16570.9986 30230.2905
13 -14059.1254 -16570.9986
14 10630.9242 -14059.1254
15 18411.4809 10630.9242
16 -76259.0240 18411.4809
17 40717.2560 -76259.0240
18 -1893.8588 40717.2560
19 1900.5573 -1893.8588
20 3332.1659 1900.5573
21 11557.4594 3332.1659
22 104473.3037 11557.4594
23 37412.9319 104473.3037
24 -23922.0927 37412.9319
25 -95226.3845 -23922.0927
26 -48370.1584 -95226.3845
27 -15688.9230 -48370.1584
28 35110.4049 -15688.9230
29 -6630.5502 35110.4049
30 19780.6668 -6630.5502
31 9217.9148 19780.6668
32 1482.9469 9217.9148
33 35040.9190 1482.9469
34 -13696.4120 35040.9190
35 30599.1625 -13696.4120
36 33205.6148 30599.1625
37 7619.3149 33205.6148
38 68843.2061 7619.3149
39 2218.1497 68843.2061
40 13372.6618 2218.1497
41 33428.7570 13372.6618
42 -32125.1463 33428.7570
43 -4934.0673 -32125.1463
44 -27140.5066 -4934.0673
45 -13120.4069 -27140.5066
46 -39291.9563 -13120.4069
47 -232.9582 -39291.9563
48 3380.0280 -232.9582
49 -103440.5964 3380.0280
50 40794.9950 -103440.5964
51 -18281.4209 40794.9950
52 -11070.3632 -18281.4209
53 -25605.9244 -11070.3632
54 -52495.6764 -25605.9244
55 12247.8637 -52495.6764
56 -14612.3591 12247.8637
57 50108.9647 -14612.3591
58 -1884.4495 50108.9647
59 -8220.0602 -1884.4495
60 10320.5690 -8220.0602
61 36582.6370 10320.5690
62 36127.7672 36582.6370
63 10066.7553 36127.7672
64 495.7775 10066.7553
65 1827.7888 495.7775
66 23103.8947 1827.7888
67 9111.0274 23103.8947
68 389.7829 9111.0274
69 -42788.9107 389.7829
70 16991.8907 -42788.9107
71 52627.7393 16991.8907
72 40381.8558 52627.7393
73 -18371.9349 40381.8558
74 -32816.9828 -18371.9349
75 -19867.0093 -32816.9828
76 -44134.4992 -19867.0093
77 -12988.1857 -44134.4992
78 -24662.9528 -12988.1857
79 11828.3938 -24662.9528
80 -972.7510 11828.3938
81 -31878.6774 -972.7510
82 40889.8694 -31878.6774
83 32792.3251 40889.8694
84 18535.7798 32792.3251
85 -26588.6827 18535.7798
86 -11827.9938 -26588.6827
87 -16623.5223 -11827.9938
88 66557.8689 -16623.5223
89 -10174.7981 66557.8689
90 10732.1569 -10174.7981
91 -17345.5987 10732.1569
92 -27623.0609 -17345.5987
93 11104.1130 -27623.0609
94 22529.1205 11104.1130
95 17404.4750 22529.1205
96 16940.7585 17404.4750
97 -126148.5072 16940.7585
98 14310.6213 -126148.5072
99 -10655.2569 14310.6213
100 15923.7918 -10655.2569
101 -18244.8344 15923.7918
102 49740.9443 -18244.8344
103 17851.7235 49740.9443
104 31118.0341 17851.7235
105 20754.3260 31118.0341
106 -23567.8258 20754.3260
107 -13081.7062 -23567.8258
108 24072.5558 -13081.7062
109 3328.5498 24072.5558
110 14914.7604 3328.5498
111 -23940.8314 14914.7604
112 -12915.2218 -23940.8314
113 -5057.7238 -12915.2218
114 -29960.5091 -5057.7238
115 -31613.1212 -29960.5091
116 -21894.7458 -31613.1212
117 51792.1250 -21894.7458
118 6648.9671 51792.1250
119 -30240.2823 6648.9671
120 -3472.9076 -30240.2823
121 -49903.5593 -3472.9076
122 -23573.6645 -49903.5593
123 -54876.8224 -23573.6645
124 80248.4418 -54876.8224
125 21364.5855 80248.4418
126 11504.3292 21364.5855
127 -6153.3980 11504.3292
128 15569.8391 -6153.3980
129 400.7866 15569.8391
130 -2279.4535 400.7866
131 -42852.8765 -2279.4535
132 11299.5442 -42852.8765
133 -56921.7954 11299.5442
134 -14797.6650 -56921.7954
135 51016.5817 -14797.6650
136 2732.7072 51016.5817
137 37890.0457 2732.7072
138 -22949.3349 37890.0457
139 -13616.0883 -22949.3349
140 -22869.1657 -13616.0883
141 -8517.0931 -22869.1657
142 9030.7923 -8517.0931
143 -10716.5710 9030.7923
144 13408.2418 -10716.5710
145 -26347.9451 13408.2418
146 -592.6304 -26347.9451
147 -11902.1999 -592.6304
148 -20585.0611 -11902.1999
149 4396.2354 -20585.0611
150 29213.8190 4396.2354
151 23982.8436 29213.8190
152 -13352.4620 23982.8436
153 9505.0338 -13352.4620
154 14617.6378 9505.0338
155 47365.6427 14617.6378
156 25892.1561 47365.6427
157 20358.6940 25892.1561
158 -22449.7692 20358.6940
159 -17605.5482 -22449.7692
160 25166.9249 -17605.5482
161 -10493.6113 25166.9249
162 -13994.4561 -10493.6113
163 -18938.5394 -13994.4561
164 -33933.5426 -18938.5394
165 35657.2249 -33933.5426
166 -7969.4340 35657.2249
167 9835.5947 -7969.4340
168 19931.7178 9835.5947
169 91188.2495 19931.7178
170 -11718.2523 91188.2495
171 1710.4255 -11718.2523
172 5747.7804 1710.4255
173 14702.7464 5747.7804
174 -88597.7833 14702.7464
175 5576.7047 -88597.7833
176 -31354.4662 5576.7047
177 8834.6185 -31354.4662
178 -3871.0254 8834.6185
179 34474.5709 -3871.0254
180 -22062.0789 34474.5709
181 -54560.8285 -22062.0789
182 7660.6245 -54560.8285
183 19487.4841 7660.6245
184 20404.5746 19487.4841
185 2042.9322 20404.5746
186 -1472.2402 2042.9322
187 15289.4158 -1472.2402
188 12237.6143 15289.4158
189 -2349.6434 12237.6143
190 25747.4311 -2349.6434
191 -4805.1523 25747.4311
192 -16529.3966 -4805.1523
193 -4433.0792 -16529.3966
194 4496.0398 -4433.0792
195 6078.3574 4496.0398
196 -17117.8452 6078.3574
197 11524.4359 -17117.8452
198 -30869.9579 11524.4359
199 -2320.6801 -30869.9579
200 5984.9827 -2320.6801
201 -5686.8922 5984.9827
202 15306.8123 -5686.8922
203 10346.2040 15306.8123
204 -29833.4721 10346.2040
205 -11746.8537 -29833.4721
206 -5251.5759 -11746.8537
207 45997.7716 -5251.5759
208 23747.7906 45997.7716
209 2543.0175 23747.7906
210 11653.3177 2543.0175
211 27671.2006 11653.3177
212 -1231.6778 27671.2006
213 2973.6940 -1231.6778
214 -29286.6716 2973.6940
215 -7805.1762 -29286.6716
216 -31627.9562 -7805.1762
217 6359.6193 -31627.9562
218 1974.4474 6359.6193
219 28201.6572 1974.4474
220 -16109.8168 28201.6572
221 294.1111 -16109.8168
222 -49310.5534 294.1111
223 8717.2809 -49310.5534
224 -1933.6506 8717.2809
225 615.2192 -1933.6506
226 17831.0843 615.2192
227 -25121.2416 17831.0843
228 -28593.4533 -25121.2416
229 -33575.4246 -28593.4533
230 -12297.8402 -33575.4246
231 -2565.1571 -12297.8402
232 -29912.1529 -2565.1571
233 -8164.8287 -29912.1529
234 -31756.9499 -8164.8287
235 -15258.2109 -31756.9499
236 53208.8905 -15258.2109
237 -13672.4538 53208.8905
238 -13539.0758 -13672.4538
239 -21900.8046 -13539.0758
240 12808.2609 -21900.8046
241 5265.1134 12808.2609
242 -16860.1681 5265.1134
243 -7043.7314 -16860.1681
244 -1040.2668 -7043.7314
245 -9498.5025 -1040.2668
246 -21655.7628 -9498.5025
247 22922.6568 -21655.7628
248 8705.5195 22922.6568
249 -15102.8842 8705.5195
250 16965.3251 -15102.8842
251 8648.3032 16965.3251
252 9901.3808 8648.3032
253 2574.3183 9901.3808
254 -21859.7659 2574.3183
255 -770.9732 -21859.7659
256 -14213.3201 -770.9732
257 8436.1756 -14213.3201
258 10592.6862 8436.1756
259 5973.4697 10592.6862
260 -17858.9576 5973.4697
261 9952.0139 -17858.9576
262 9813.2179 9952.0139
263 -9781.4163 9813.2179
264 -9832.1631 -9781.4163
265 6846.4017 -9832.1631
266 -19988.0573 6846.4017
267 -9102.7822 -19988.0573
268 47689.4671 -9102.7822
269 -23630.9826 47689.4671
270 -3140.5284 -23630.9826
271 6418.9246 -3140.5284
272 2424.3364 6418.9246
273 4941.5766 2424.3364
274 11146.0587 4941.5766
275 -21380.1847 11146.0587
276 17330.3729 -21380.1847
277 9451.3133 17330.3729
278 -2960.2885 9451.3133
279 17942.5183 -2960.2885
280 -1012.6320 17942.5183
281 13221.3128 -1012.6320
282 -3602.2200 13221.3128
283 10844.0353 -3602.2200
284 3630.6842 10844.0353
285 -4885.2145 3630.6842
286 3278.4494 -4885.2145
287 2632.8603 3278.4494
288 -830.2903 2632.8603
> 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/7hqb01355226793.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/8crju1355226793.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/9rd1y1355226793.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/101i821355226793.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/110kp21355226793.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/12p1m51355226793.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/134f461355226793.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/14ok1p1355226793.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/15l8om1355226793.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/16oagd1355226793.tab")
+ }
>
> try(system("convert tmp/141a11355226793.ps tmp/141a11355226793.png",intern=TRUE))
character(0)
> try(system("convert tmp/2mmvq1355226793.ps tmp/2mmvq1355226793.png",intern=TRUE))
character(0)
> try(system("convert tmp/3iczm1355226793.ps tmp/3iczm1355226793.png",intern=TRUE))
character(0)
> try(system("convert tmp/45f2r1355226793.ps tmp/45f2r1355226793.png",intern=TRUE))
character(0)
> try(system("convert tmp/55dxt1355226793.ps tmp/55dxt1355226793.png",intern=TRUE))
character(0)
> try(system("convert tmp/6uxyh1355226793.ps tmp/6uxyh1355226793.png",intern=TRUE))
character(0)
> try(system("convert tmp/7hqb01355226793.ps tmp/7hqb01355226793.png",intern=TRUE))
character(0)
> try(system("convert tmp/8crju1355226793.ps tmp/8crju1355226793.png",intern=TRUE))
character(0)
> try(system("convert tmp/9rd1y1355226793.ps tmp/9rd1y1355226793.png",intern=TRUE))
character(0)
> try(system("convert tmp/101i821355226793.ps tmp/101i821355226793.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.026 1.598 13.630