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(1418
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+ ,16
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+ ,1
+ ,8
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+ ,27
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+ ,50857
+ ,21
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+ ,56613
+ ,19
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+ ,0
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+ ,894
+ ,72535
+ ,14
+ ,329
+ ,44
+ ,0
+ ,17)
+ ,dim=c(7
+ ,289)
+ ,dimnames=list(c('pageviews'
+ ,'time_in_rfc'
+ ,'logins'
+ ,'compendium_views_info'
+ ,'compendium_views_pr'
+ ,'shared_compendiums'
+ ,'blogged_computations')
+ ,1:289))
> y <- array(NA,dim=c(7,289),dimnames=list(c('pageviews','time_in_rfc','logins','compendium_views_info','compendium_views_pr','shared_compendiums','blogged_computations'),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 = '2'
> par3 <- 'No Linear Trend'
> par2 <- 'Do not include Seasonal Dummies'
> par1 <- '2'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> 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 pageviews logins compendium_views_info compendium_views_pr
1 210907 1418 56 396 81
2 120982 869 56 297 55
3 176508 1530 54 559 50
4 179321 2172 89 967 125
5 123185 901 40 270 40
6 52746 463 25 143 37
7 385534 3201 92 1562 63
8 33170 371 18 109 44
9 101645 1192 63 371 88
10 149061 1583 44 656 66
11 165446 1439 33 511 57
12 237213 1764 84 655 74
13 173326 1495 88 465 49
14 133131 1373 55 525 52
15 258873 2187 60 885 88
16 180083 1491 66 497 36
17 324799 4041 154 1436 108
18 230964 1706 53 612 43
19 236785 2152 119 865 75
20 135473 1036 41 385 32
21 202925 1882 61 567 44
22 215147 1929 58 639 85
23 344297 2242 75 963 86
24 153935 1220 33 398 56
25 132943 1289 40 410 50
26 174724 2515 92 966 135
27 174415 2147 100 801 63
28 225548 2352 112 892 81
29 223632 1638 73 513 52
30 124817 1222 40 469 44
31 221698 1812 45 683 113
32 210767 1677 60 643 39
33 170266 1579 62 535 73
34 260561 1731 75 625 48
35 84853 807 31 264 33
36 294424 2452 77 992 59
37 101011 829 34 238 41
38 215641 1940 46 818 69
39 325107 2662 99 937 64
40 7176 186 17 70 1
41 167542 1499 66 507 59
42 106408 865 30 260 32
43 96560 1793 76 503 129
44 265769 2527 146 927 37
45 269651 2747 67 1269 31
46 149112 1324 56 537 65
47 175824 2702 107 910 107
48 152871 1383 58 532 74
49 111665 1179 34 345 54
50 116408 2099 61 918 76
51 362301 4308 119 1635 715
52 78800 918 42 330 57
53 183167 1831 66 557 66
54 277965 3373 89 1178 106
55 150629 1713 44 740 54
56 168809 1438 66 452 32
57 24188 496 24 218 20
58 329267 2253 259 764 71
59 65029 744 17 255 21
60 101097 1161 64 454 70
61 218946 2352 41 866 112
62 244052 2144 68 574 66
63 341570 4691 168 1276 190
64 103597 1112 43 379 66
65 233328 2694 132 825 165
66 256462 1973 105 798 56
67 206161 1769 71 663 61
68 311473 3148 112 1069 53
69 235800 2474 94 921 127
70 177939 2084 82 858 63
71 207176 1954 70 711 38
72 196553 1226 57 503 50
73 174184 1389 53 382 52
74 143246 1496 103 464 42
75 187559 2269 121 717 76
76 187681 1833 62 690 67
77 119016 1268 52 462 50
78 182192 1943 52 657 53
79 73566 893 32 385 39
80 194979 1762 62 577 50
81 167488 1403 45 619 77
82 143756 1425 46 479 57
83 275541 1857 63 817 73
84 243199 1840 75 752 34
85 182999 1502 88 430 39
86 135649 1441 46 451 46
87 152299 1420 53 537 63
88 120221 1416 37 519 35
89 346485 2970 90 1000 106
90 145790 1317 63 637 43
91 193339 1644 78 465 47
92 80953 870 25 437 31
93 122774 1654 45 711 162
94 130585 1054 46 299 57
95 112611 937 41 248 36
96 286468 3004 144 1162 263
97 241066 2008 82 714 78
98 148446 2547 91 905 63
99 204713 1885 71 649 54
100 182079 1626 63 512 63
101 140344 1468 53 472 77
102 220516 2445 62 905 79
103 243060 1964 63 786 110
104 162765 1381 32 489 56
105 182613 1369 39 479 56
106 232138 1659 62 617 43
107 265318 2888 117 925 111
108 85574 1290 34 351 71
109 310839 2845 92 1144 62
110 225060 1982 93 669 56
111 232317 1904 54 707 74
112 144966 1391 144 458 60
113 43287 602 14 214 43
114 155754 1743 61 599 68
115 164709 1559 109 572 53
116 201940 2014 38 897 87
117 235454 2143 73 819 46
118 220801 2146 75 720 105
119 99466 874 50 273 32
120 92661 1590 61 508 133
121 133328 1590 55 506 79
122 61361 1210 77 451 51
123 125930 2072 75 699 207
124 100750 1281 72 407 67
125 224549 1401 50 465 47
126 82316 834 32 245 34
127 102010 1105 53 370 66
128 101523 1272 42 316 76
129 243511 1944 71 603 65
130 22938 391 10 154 9
131 41566 761 35 229 42
132 152474 1605 65 577 45
133 61857 530 25 192 25
134 99923 1988 66 617 115
135 132487 1386 41 411 97
136 317394 2395 86 975 53
137 21054 387 16 146 2
138 209641 1742 42 705 52
139 22648 620 19 184 44
140 31414 449 19 200 22
141 46698 800 45 274 35
142 131698 1684 65 502 74
143 91735 1050 35 382 103
144 244749 2699 95 964 144
145 184510 1606 49 537 60
146 79863 1502 37 438 134
147 128423 1204 64 369 89
148 97839 1138 38 417 42
149 38214 568 34 276 52
150 151101 1459 32 514 98
151 272458 2158 65 822 99
152 172494 1111 52 389 52
153 108043 1421 62 466 29
154 328107 2833 65 1255 125
155 250579 1955 83 694 106
156 351067 2922 95 1024 95
157 158015 1002 29 400 40
158 98866 1060 18 397 140
159 85439 956 33 350 43
160 229242 2186 247 719 128
161 351619 3604 139 1277 142
162 84207 1035 29 356 73
163 120445 1417 118 457 72
164 324598 3261 110 1402 128
165 131069 1587 67 600 61
166 204271 1424 42 480 73
167 165543 1701 65 595 148
168 141722 1249 94 436 64
169 116048 946 64 230 45
170 250047 1926 81 651 58
171 299775 3352 95 1367 97
172 195838 1641 67 564 50
173 173260 2035 63 716 37
174 254488 2312 83 747 50
175 104389 1369 45 467 105
176 136084 1577 30 671 69
177 199476 2201 70 861 46
178 92499 961 32 319 57
179 224330 1900 83 612 52
180 135781 1254 31 433 98
181 74408 1335 67 434 61
182 81240 1597 66 503 89
183 14688 207 10 85 0
184 181633 1645 70 564 48
185 271856 2429 103 824 91
186 7199 151 5 74 0
187 46660 474 20 259 7
188 17547 141 5 69 3
189 133368 1639 36 535 54
190 95227 872 34 239 70
191 152601 1318 48 438 36
192 98146 1018 40 459 37
193 79619 1383 43 426 123
194 59194 1314 31 288 247
195 139942 1335 42 498 46
196 118612 1403 46 454 72
197 72880 910 33 376 41
198 65475 616 18 225 24
199 99643 1407 55 555 45
200 71965 771 35 252 33
201 77272 766 59 208 27
202 49289 473 19 130 36
203 135131 1376 66 481 87
204 108446 1232 60 389 90
205 89746 1521 36 565 114
206 44296 572 25 173 31
207 77648 1059 47 278 45
208 181528 1544 54 609 69
209 134019 1230 53 422 51
210 124064 1206 40 445 34
211 92630 1205 40 387 60
212 121848 1255 39 339 45
213 52915 613 14 181 54
214 81872 721 45 245 25
215 58981 1109 36 384 38
216 53515 740 28 212 52
217 60812 1126 44 399 67
218 56375 728 30 229 74
219 65490 689 22 224 38
220 80949 592 17 203 30
221 76302 995 31 333 26
222 104011 1613 55 384 67
223 98104 2048 54 636 132
224 67989 705 21 185 42
225 30989 301 14 93 35
226 135458 1803 81 581 118
227 73504 799 35 248 68
228 63123 861 43 304 43
229 61254 1186 46 344 76
230 74914 1451 30 407 64
231 31774 628 23 170 48
232 81437 1161 38 312 64
233 87186 1463 54 507 56
234 50090 742 20 224 71
235 65745 979 53 340 75
236 56653 675 45 168 39
237 158399 1241 39 443 42
238 46455 676 20 204 39
239 73624 1049 24 367 93
240 38395 620 31 210 38
241 91899 1081 35 335 60
242 139526 1688 151 364 71
243 52164 736 52 178 52
244 51567 617 30 206 27
245 70551 812 31 279 59
246 84856 1051 29 387 40
247 102538 1656 57 490 79
248 86678 705 40 238 44
249 85709 945 44 343 65
250 34662 554 25 232 10
251 150580 1597 77 530 124
252 99611 982 35 291 81
253 19349 222 11 67 15
254 99373 1212 63 397 92
255 86230 1143 44 467 42
256 30837 435 19 178 10
257 31706 532 13 175 24
258 89806 882 42 299 64
259 62088 608 38 154 45
260 40151 459 29 106 22
261 27634 578 20 189 56
262 76990 826 27 194 94
263 37460 509 20 135 19
264 54157 717 19 201 35
265 49862 637 37 207 32
266 84337 857 26 280 35
267 64175 830 42 260 48
268 59382 652 49 227 49
269 119308 707 30 239 48
270 76702 954 49 333 62
271 103425 1461 67 428 96
272 70344 672 28 230 45
273 43410 778 19 292 63
274 104838 1141 49 350 71
275 62215 680 27 186 26
276 69304 1090 30 326 48
277 53117 616 22 155 29
278 19764 285 12 75 19
279 86680 1145 31 361 45
280 84105 733 20 261 45
281 77945 888 20 299 67
282 89113 849 39 300 30
283 91005 1182 29 450 36
284 40248 528 16 183 34
285 64187 642 27 238 36
286 50857 947 21 165 34
287 56613 819 19 234 37
288 62792 757 35 176 46
289 72535 894 14 329 44
shared_compendiums blogged_computations
1 3 79
2 4 58
3 12 60
4 2 108
5 1 49
6 3 0
7 0 121
8 0 1
9 0 20
10 5 43
11 0 69
12 0 78
13 7 86
14 7 44
15 3 104
16 9 63
17 0 158
18 4 102
19 3 77
20 0 82
21 7 115
22 0 101
23 1 80
24 5 50
25 7 83
26 0 123
27 0 73
28 5 81
29 0 105
30 0 47
31 0 105
32 3 94
33 4 44
34 1 114
35 4 38
36 2 107
37 0 30
38 0 71
39 0 84
40 0 0
41 2 59
42 1 33
43 0 42
44 2 96
45 10 106
46 6 56
47 0 57
48 5 59
49 4 39
50 1 34
51 2 76
52 2 20
53 0 91
54 8 115
55 3 85
56 0 76
57 0 8
58 8 79
59 5 21
60 3 30
61 1 76
62 5 101
63 1 94
64 1 27
65 5 92
66 0 123
67 12 75
68 8 128
69 8 105
70 8 55
71 8 56
72 2 41
73 0 72
74 5 67
75 8 75
76 2 114
77 5 118
78 12 77
79 6 22
80 7 66
81 2 69
82 0 105
83 4 116
84 3 88
85 6 73
86 2 99
87 0 62
88 1 53
89 0 118
90 5 30
91 2 100
92 0 49
93 0 24
94 5 67
95 0 46
96 1 57
97 0 75
98 1 135
99 1 68
100 2 124
101 6 33
102 1 98
103 4 58
104 2 68
105 3 81
106 0 131
107 10 110
108 0 37
109 9 130
110 7 93
111 0 118
112 0 39
113 4 13
114 4 74
115 0 81
116 0 109
117 0 151
118 1 51
119 0 28
120 1 40
121 0 56
122 0 27
123 4 37
124 0 83
125 4 54
126 4 27
127 3 28
128 0 59
129 0 133
130 0 12
131 5 0
132 0 106
133 4 23
134 0 44
135 0 71
136 1 116
137 0 4
138 5 62
139 0 12
140 0 18
141 0 14
142 0 60
143 0 7
144 2 98
145 7 64
146 1 29
147 8 32
148 2 25
149 0 16
150 2 48
151 0 100
152 0 46
153 1 45
154 3 129
155 0 130
156 3 136
157 0 59
158 0 25
159 0 32
160 4 63
161 4 95
162 11 14
163 0 36
164 0 113
165 4 47
166 0 92
167 1 70
168 0 19
169 0 50
170 0 41
171 9 91
172 1 111
173 3 41
174 10 120
175 5 135
176 0 27
177 2 87
178 0 25
179 1 131
180 2 45
181 4 29
182 0 58
183 0 4
184 2 47
185 1 109
186 0 7
187 0 12
188 0 0
189 1 37
190 0 37
191 2 46
192 0 15
193 3 42
194 6 7
195 0 54
196 2 54
197 0 14
198 2 16
199 1 33
200 1 32
201 2 21
202 1 15
203 0 38
204 1 22
205 3 28
206 0 10
207 0 31
208 0 32
209 0 32
210 1 43
211 4 27
212 0 37
213 0 20
214 0 32
215 7 0
216 2 5
217 0 26
218 7 10
219 3 27
220 0 11
221 0 29
222 6 25
223 2 55
224 0 23
225 0 5
226 3 43
227 0 23
228 1 34
229 1 36
230 0 35
231 1 0
232 0 37
233 0 28
234 0 16
235 0 26
236 0 38
237 0 23
238 0 22
239 0 30
240 0 16
241 0 18
242 0 28
243 0 32
244 2 21
245 0 23
246 1 29
247 1 50
248 0 12
249 0 21
250 0 18
251 0 27
252 0 41
253 0 13
254 1 12
255 0 21
256 0 8
257 0 26
258 0 27
259 1 13
260 0 16
261 0 2
262 0 42
263 0 5
264 0 37
265 0 17
266 0 38
267 0 37
268 0 29
269 0 32
270 0 35
271 1 17
272 0 20
273 0 7
274 1 46
275 0 24
276 6 40
277 3 3
278 1 10
279 2 37
280 0 17
281 0 28
282 0 19
283 3 29
284 1 8
285 0 10
286 0 15
287 1 15
288 0 28
289 0 17
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) pageviews logins
968.34 16.38 323.80
compendium_views_info compendium_views_pr shared_compendiums
124.35 -69.13 617.64
blogged_computations
724.81
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-130357 -15680 -324 17011 109913
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 968.34 3928.05 0.247 0.805460
pageviews 16.38 11.03 1.485 0.138765
logins 323.80 82.13 3.943 0.000102 ***
compendium_views_info 124.35 23.35 5.326 2.06e-07 ***
compendium_views_pr -69.13 44.31 -1.560 0.119875
shared_compendiums 617.64 680.54 0.908 0.364875
blogged_computations 724.81 79.32 9.138 < 2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 29830 on 282 degrees of freedom
Multiple R-squared: 0.8715, Adjusted R-squared: 0.8688
F-statistic: 318.7 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,] 0.3280636 6.561271e-01 6.719364e-01
[2,] 0.3125026 6.250052e-01 6.874974e-01
[3,] 0.1910934 3.821868e-01 8.089066e-01
[4,] 0.4752397 9.504794e-01 5.247603e-01
[5,] 0.3840275 7.680550e-01 6.159725e-01
[6,] 0.2922184 5.844367e-01 7.077816e-01
[7,] 0.2190427 4.380854e-01 7.809573e-01
[8,] 0.7753967 4.492067e-01 2.246033e-01
[9,] 0.7162839 5.674321e-01 2.837161e-01
[10,] 0.7049702 5.900597e-01 2.950298e-01
[11,] 0.7732805 4.534391e-01 2.267195e-01
[12,] 0.7443512 5.112975e-01 2.556488e-01
[13,] 0.6931641 6.136718e-01 3.068359e-01
[14,] 0.9862901 2.741974e-02 1.370987e-02
[15,] 0.9812870 3.742603e-02 1.871301e-02
[16,] 0.9792376 4.152487e-02 2.076244e-02
[17,] 0.9943663 1.126736e-02 5.633682e-03
[18,] 0.9963063 7.387429e-03 3.693715e-03
[19,] 0.9944230 1.115405e-02 5.577027e-03
[20,] 0.9941424 1.171520e-02 5.857600e-03
[21,] 0.9937516 1.249684e-02 6.248419e-03
[22,] 0.9931602 1.367951e-02 6.839754e-03
[23,] 0.9902724 1.945527e-02 9.727636e-03
[24,] 0.9882230 2.355401e-02 1.177701e-02
[25,] 0.9904092 1.918164e-02 9.590820e-03
[26,] 0.9900395 1.992104e-02 9.960518e-03
[27,] 0.9874694 2.506118e-02 1.253059e-02
[28,] 0.9834391 3.312185e-02 1.656092e-02
[29,] 0.9779778 4.404439e-02 2.202219e-02
[30,] 0.9918123 1.637534e-02 8.187669e-03
[31,] 0.9955319 8.936117e-03 4.468058e-03
[32,] 0.9938887 1.222260e-02 6.111302e-03
[33,] 0.9920157 1.596859e-02 7.984293e-03
[34,] 0.9916199 1.676015e-02 8.380076e-03
[35,] 0.9885846 2.283070e-02 1.141535e-02
[36,] 0.9941176 1.176471e-02 5.882353e-03
[37,] 0.9919226 1.615478e-02 8.077391e-03
[38,] 0.9938049 1.239020e-02 6.195099e-03
[39,] 0.9916154 1.676921e-02 8.384604e-03
[40,] 0.9889349 2.213021e-02 1.106510e-02
[41,] 0.9968398 6.320331e-03 3.160166e-03
[42,] 0.9995519 8.961996e-04 4.480998e-04
[43,] 0.9993747 1.250600e-03 6.252999e-04
[44,] 0.9991270 1.746020e-03 8.730100e-04
[45,] 0.9990537 1.892659e-03 9.463296e-04
[46,] 0.9994992 1.001509e-03 5.007547e-04
[47,] 0.9992940 1.411910e-03 7.059548e-04
[48,] 0.9993280 1.344000e-03 6.719998e-04
[49,] 0.9996977 6.045462e-04 3.022731e-04
[50,] 0.9995681 8.637764e-04 4.318882e-04
[51,] 0.9994678 1.064304e-03 5.321518e-04
[52,] 0.9993136 1.372719e-03 6.863595e-04
[53,] 0.9994320 1.135975e-03 5.679875e-04
[54,] 0.9992423 1.515468e-03 7.577342e-04
[55,] 0.9989439 2.112152e-03 1.056076e-03
[56,] 0.9987627 2.474525e-03 1.237262e-03
[57,] 0.9983138 3.372468e-03 1.686234e-03
[58,] 0.9978153 4.369459e-03 2.184729e-03
[59,] 0.9970598 5.880412e-03 2.940206e-03
[60,] 0.9967163 6.567389e-03 3.283695e-03
[61,] 0.9964367 7.126630e-03 3.563315e-03
[62,] 0.9959507 8.098645e-03 4.049322e-03
[63,] 0.9984630 3.074002e-03 1.537001e-03
[64,] 0.9984209 3.158257e-03 1.579129e-03
[65,] 0.9983672 3.265520e-03 1.632760e-03
[66,] 0.9984452 3.109567e-03 1.554783e-03
[67,] 0.9985450 2.909932e-03 1.454966e-03
[68,] 0.9995623 8.753293e-04 4.376647e-04
[69,] 0.9994011 1.197809e-03 5.989044e-04
[70,] 0.9992784 1.443186e-03 7.215932e-04
[71,] 0.9991704 1.659269e-03 8.296345e-04
[72,] 0.9988731 2.253879e-03 1.126940e-03
[73,] 0.9988905 2.218932e-03 1.109466e-03
[74,] 0.9991465 1.706915e-03 8.534576e-04
[75,] 0.9991395 1.721087e-03 8.605434e-04
[76,] 0.9989619 2.076159e-03 1.038079e-03
[77,] 0.9990101 1.979890e-03 9.899448e-04
[78,] 0.9986650 2.669961e-03 1.334980e-03
[79,] 0.9984169 3.166142e-03 1.583071e-03
[80,] 0.9994421 1.115881e-03 5.579405e-04
[81,] 0.9992361 1.527750e-03 7.638750e-04
[82,] 0.9990038 1.992331e-03 9.961656e-04
[83,] 0.9990554 1.889154e-03 9.445772e-04
[84,] 0.9988319 2.336291e-03 1.168146e-03
[85,] 0.9985185 2.963052e-03 1.481526e-03
[86,] 0.9982179 3.564185e-03 1.782092e-03
[87,] 0.9979505 4.099082e-03 2.049541e-03
[88,] 0.9983609 3.278174e-03 1.639087e-03
[89,] 0.9999962 7.640950e-06 3.820475e-06
[90,] 0.9999952 9.633484e-06 4.816742e-06
[91,] 0.9999936 1.282261e-05 6.411304e-06
[92,] 0.9999914 1.712250e-05 8.561250e-06
[93,] 0.9999896 2.085072e-05 1.042536e-05
[94,] 0.9999960 8.050555e-06 4.025277e-06
[95,] 0.9999949 1.018252e-05 5.091262e-06
[96,] 0.9999949 1.019958e-05 5.099792e-06
[97,] 0.9999932 1.358837e-05 6.794185e-06
[98,] 0.9999905 1.903699e-05 9.518495e-06
[99,] 0.9999880 2.393294e-05 1.196647e-05
[100,] 0.9999830 3.404884e-05 1.702442e-05
[101,] 0.9999765 4.706989e-05 2.353495e-05
[102,] 0.9999689 6.216761e-05 3.108380e-05
[103,] 0.9999585 8.307222e-05 4.153611e-05
[104,] 0.9999446 1.107517e-04 5.537585e-05
[105,] 0.9999332 1.335804e-04 6.679018e-05
[106,] 0.9999250 1.500880e-04 7.504398e-05
[107,] 0.9999226 1.548923e-04 7.744617e-05
[108,] 0.9999305 1.389479e-04 6.947394e-05
[109,] 0.9999448 1.104360e-04 5.521801e-05
[110,] 0.9999269 1.462327e-04 7.311635e-05
[111,] 0.9999440 1.119987e-04 5.599934e-05
[112,] 0.9999255 1.490362e-04 7.451812e-05
[113,] 0.9999748 5.031599e-05 2.515800e-05
[114,] 0.9999773 4.533630e-05 2.266815e-05
[115,] 0.9999896 2.085922e-05 1.042961e-05
[116,] 0.9999996 7.960724e-07 3.980362e-07
[117,] 0.9999994 1.168166e-06 5.840832e-07
[118,] 0.9999991 1.756829e-06 8.784143e-07
[119,] 0.9999988 2.478166e-06 1.239083e-06
[120,] 0.9999985 3.099516e-06 1.549758e-06
[121,] 0.9999980 4.001488e-06 2.000744e-06
[122,] 0.9999972 5.516808e-06 2.758404e-06
[123,] 0.9999984 3.208537e-06 1.604268e-06
[124,] 0.9999976 4.731469e-06 2.365734e-06
[125,] 0.9999993 1.338235e-06 6.691174e-07
[126,] 0.9999990 2.048889e-06 1.024445e-06
[127,] 0.9999994 1.186449e-06 5.932245e-07
[128,] 0.9999992 1.650309e-06 8.251547e-07
[129,] 0.9999993 1.324680e-06 6.623399e-07
[130,] 0.9999992 1.505131e-06 7.525655e-07
[131,] 0.9999991 1.881433e-06 9.407166e-07
[132,] 0.9999990 2.094184e-06 1.047092e-06
[133,] 0.9999987 2.539029e-06 1.269514e-06
[134,] 0.9999983 3.314334e-06 1.657167e-06
[135,] 0.9999977 4.505758e-06 2.252879e-06
[136,] 0.9999981 3.826793e-06 1.913397e-06
[137,] 0.9999979 4.217654e-06 2.108827e-06
[138,] 0.9999982 3.599471e-06 1.799736e-06
[139,] 0.9999973 5.444652e-06 2.722326e-06
[140,] 0.9999970 6.072483e-06 3.036242e-06
[141,] 0.9999966 6.817405e-06 3.408702e-06
[142,] 0.9999981 3.708257e-06 1.854129e-06
[143,] 0.9999995 9.012312e-07 4.506156e-07
[144,] 0.9999995 9.072880e-07 4.536440e-07
[145,] 0.9999994 1.107748e-06 5.538739e-07
[146,] 0.9999993 1.322203e-06 6.611016e-07
[147,] 0.9999998 3.554801e-07 1.777401e-07
[148,] 0.9999999 1.563845e-07 7.819224e-08
[149,] 0.9999999 1.784700e-07 8.923502e-08
[150,] 0.9999999 2.820429e-07 1.410214e-07
[151,] 0.9999998 4.152847e-07 2.076423e-07
[152,] 0.9999998 3.883814e-07 1.941907e-07
[153,] 0.9999998 4.279740e-07 2.139870e-07
[154,] 0.9999998 4.718533e-07 2.359267e-07
[155,] 0.9999996 7.160204e-07 3.580102e-07
[156,] 0.9999995 9.045853e-07 4.522926e-07
[157,] 0.9999999 2.083962e-07 1.041981e-07
[158,] 0.9999999 2.879647e-07 1.439824e-07
[159,] 0.9999998 3.558500e-07 1.779250e-07
[160,] 0.9999998 4.578898e-07 2.289449e-07
[161,] 1.0000000 6.747581e-09 3.373790e-09
[162,] 1.0000000 1.089687e-08 5.448435e-09
[163,] 1.0000000 1.556172e-08 7.780862e-09
[164,] 1.0000000 2.646008e-08 1.323004e-08
[165,] 1.0000000 1.151702e-08 5.758509e-09
[166,] 1.0000000 1.458089e-09 7.290444e-10
[167,] 1.0000000 2.538678e-09 1.269339e-09
[168,] 1.0000000 3.306070e-09 1.653035e-09
[169,] 1.0000000 5.087445e-09 2.543722e-09
[170,] 1.0000000 8.011121e-09 4.005560e-09
[171,] 1.0000000 5.612625e-09 2.806312e-09
[172,] 1.0000000 2.841365e-09 1.420683e-09
[173,] 1.0000000 1.444250e-10 7.221252e-11
[174,] 1.0000000 2.506972e-10 1.253486e-10
[175,] 1.0000000 1.488340e-10 7.441702e-11
[176,] 1.0000000 4.853562e-11 2.426781e-11
[177,] 1.0000000 6.853499e-11 3.426750e-11
[178,] 1.0000000 1.112527e-10 5.562636e-11
[179,] 1.0000000 2.087015e-10 1.043508e-10
[180,] 1.0000000 3.302805e-10 1.651402e-10
[181,] 1.0000000 3.685676e-10 1.842838e-10
[182,] 1.0000000 1.088319e-10 5.441593e-11
[183,] 1.0000000 2.096091e-10 1.048046e-10
[184,] 1.0000000 2.409184e-10 1.204592e-10
[185,] 1.0000000 3.863053e-10 1.931527e-10
[186,] 1.0000000 5.049987e-10 2.524994e-10
[187,] 1.0000000 8.612887e-10 4.306444e-10
[188,] 1.0000000 1.427947e-09 7.139737e-10
[189,] 1.0000000 2.290374e-09 1.145187e-09
[190,] 1.0000000 1.859486e-09 9.297430e-10
[191,] 1.0000000 3.466852e-09 1.733426e-09
[192,] 1.0000000 6.258166e-09 3.129083e-09
[193,] 1.0000000 1.045328e-08 5.226638e-09
[194,] 1.0000000 1.559262e-08 7.796308e-09
[195,] 1.0000000 2.451598e-08 1.225799e-08
[196,] 1.0000000 2.804519e-08 1.402259e-08
[197,] 1.0000000 4.953975e-08 2.476988e-08
[198,] 1.0000000 8.590001e-08 4.295000e-08
[199,] 1.0000000 1.290499e-08 6.452493e-09
[200,] 1.0000000 8.534303e-09 4.267152e-09
[201,] 1.0000000 8.860303e-09 4.430152e-09
[202,] 1.0000000 1.533961e-08 7.669806e-09
[203,] 1.0000000 8.232765e-09 4.116382e-09
[204,] 1.0000000 1.556629e-08 7.783146e-09
[205,] 1.0000000 2.651439e-08 1.325719e-08
[206,] 1.0000000 3.886097e-08 1.943049e-08
[207,] 1.0000000 7.288143e-08 3.644072e-08
[208,] 1.0000000 4.345426e-08 2.172713e-08
[209,] 1.0000000 8.074852e-08 4.037426e-08
[210,] 0.9999999 1.327245e-07 6.636224e-08
[211,] 1.0000000 8.342531e-08 4.171265e-08
[212,] 0.9999999 1.543312e-07 7.716562e-08
[213,] 0.9999999 2.123976e-07 1.061988e-07
[214,] 1.0000000 4.037226e-08 2.018613e-08
[215,] 1.0000000 5.959681e-08 2.979841e-08
[216,] 0.9999999 1.154415e-07 5.772076e-08
[217,] 0.9999999 2.116808e-07 1.058404e-07
[218,] 0.9999998 3.902749e-07 1.951375e-07
[219,] 0.9999997 5.370537e-07 2.685269e-07
[220,] 0.9999998 3.223110e-07 1.611555e-07
[221,] 0.9999999 2.712046e-07 1.356023e-07
[222,] 0.9999998 4.475582e-07 2.237791e-07
[223,] 0.9999996 7.931759e-07 3.965879e-07
[224,] 0.9999998 3.338311e-07 1.669155e-07
[225,] 0.9999997 5.975045e-07 2.987523e-07
[226,] 0.9999997 5.163375e-07 2.581688e-07
[227,] 0.9999995 9.609462e-07 4.804731e-07
[228,] 1.0000000 7.357047e-09 3.678524e-09
[229,] 1.0000000 1.441888e-08 7.209440e-09
[230,] 1.0000000 1.739450e-08 8.697250e-09
[231,] 1.0000000 2.013010e-08 1.006505e-08
[232,] 1.0000000 3.825767e-08 1.912884e-08
[233,] 1.0000000 7.861311e-08 3.930655e-08
[234,] 1.0000000 8.996250e-08 4.498125e-08
[235,] 0.9999999 2.003010e-07 1.001505e-07
[236,] 0.9999998 4.355191e-07 2.177596e-07
[237,] 0.9999995 9.360112e-07 4.680056e-07
[238,] 0.9999997 5.747241e-07 2.873621e-07
[239,] 0.9999998 4.125563e-07 2.062782e-07
[240,] 0.9999995 9.431361e-07 4.715680e-07
[241,] 0.9999994 1.260020e-06 6.300102e-07
[242,] 0.9999990 1.967884e-06 9.839418e-07
[243,] 0.9999981 3.726807e-06 1.863404e-06
[244,] 0.9999962 7.599040e-06 3.799520e-06
[245,] 0.9999920 1.609088e-05 8.045441e-06
[246,] 0.9999865 2.693866e-05 1.346933e-05
[247,] 0.9999771 4.578342e-05 2.289171e-05
[248,] 0.9999789 4.228474e-05 2.114237e-05
[249,] 0.9999599 8.026739e-05 4.013370e-05
[250,] 0.9999393 1.214263e-04 6.071316e-05
[251,] 0.9998718 2.563857e-04 1.281929e-04
[252,] 0.9998403 3.193651e-04 1.596826e-04
[253,] 0.9996773 6.454518e-04 3.227259e-04
[254,] 0.9993524 1.295265e-03 6.476325e-04
[255,] 0.9990507 1.898523e-03 9.492615e-04
[256,] 0.9984642 3.071605e-03 1.535802e-03
[257,] 0.9969582 6.083550e-03 3.041775e-03
[258,] 0.9965753 6.849425e-03 3.424713e-03
[259,] 0.9964906 7.018777e-03 3.509388e-03
[260,] 0.9999139 1.721789e-04 8.608947e-05
[261,] 0.9999386 1.227192e-04 6.135962e-05
[262,] 0.9998302 3.395176e-04 1.697588e-04
[263,] 0.9995094 9.811137e-04 4.905569e-04
[264,] 0.9999512 9.763369e-05 4.881685e-05
[265,] 0.9998088 3.824758e-04 1.912379e-04
[266,] 0.9995358 9.283089e-04 4.641544e-04
[267,] 0.9981624 3.675149e-03 1.837574e-03
[268,] 0.9976036 4.792756e-03 2.396378e-03
[269,] 0.9899135 2.017294e-02 1.008647e-02
[270,] 0.9603736 7.925287e-02 3.962644e-02
> postscript(file="/var/fisher/rcomp/tmp/10meg1355274188.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/29bkv1355274188.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3g7i41355274188.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/4e0nq1355274188.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/5ens21355274188.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
65822.72344 10007.15545 16037.42315 -77163.09567 27563.48009
6 7 8 9 10
19021.51045 24761.98821 9058.98339 6205.53387 -3350.29065
11 12 13 14 15
20606.85753 47282.11415 -1717.59716 -6040.33765 21453.82587
16 17 18 19 20
22786.01423 -77847.18178 35358.90003 1993.25182 -838.01689
21 22 23 24 25
-3764.04663 17011.46334 109913.18116 37348.71723 -14101.14600
26 27 28 29 30
-97171.19494 -42261.69941 -17330.41067 35893.67349 1535.64897
31 32 33 34 35
23253.34102 15655.12647 27514.86762 49307.11395 67.61398
36 37 38 39 40
30292.54014 26949.02437 19590.60202 75502.91557 -10978.97716
41 42 43 44 45
17683.18099 26901.60129 -42459.09760 -7398.28092 -36671.38249
46 47 48 49 50
1745.88926 -51125.78152 3577.96886 10469.33892 -72854.49134
51 52 53 54 55
42029.40577 -3631.45239 177.65765 -34522.57090 -44393.43755
56 57 58 59 60
13835.59159 -24200.21320 55234.00554 -2197.49764 -14824.83658
61 62 63 64 65
10527.98672 42837.75916 -4921.77510 7736.96837 -15463.11481
66 67 68 69 70
4665.05002 13226.86403 -4308.67827 -22923.02652 -30859.79810
71 72 73 74 75
20218.54144 67002.03970 37208.89452 -22023.80746 -32962.58656
76 77 78 79 80
-28421.19498 -62169.03188 -8696.70454 -17221.68773 24618.84410
81 82 83 84 85
6070.53946 -27177.23426 40659.37891 31009.29789 21541.86758
86 87 88 89 90
-29711.37034 3550.48847 -17072.88197 65175.78288 1778.92375
91 92 93 94 95
11895.30006 -30074.62200 -14467.27795 12566.39325 21327.23451
96 97 98 99 100
21421.29568 42900.24893 -130356.94006 23003.46022 -16346.70890
101 102 103 104 105
17173.44383 -19301.89602 54877.36827 21355.80248 30337.08010
106 107 108 109 110
15217.86941 -14096.65102 -13090.59127 -4274.77402 10463.14082
111 112 113 114 115
14348.18897 -6486.25729 -7606.79453 -19408.06206 -23264.02887
116 117 118 119 120
-28854.26996 -32363.41091 40539.58294 15961.36688 -37689.16187
121 122 123 124 125
-9542.99642 -56485.90284 -35162.31291 -50652.92282 88258.12748
126 127 128 129 130
7169.24153 2185.69820 -10685.11315 20820.40104 -14898.40876
131 132 133 134 135
-11861.49337 -41300.46473 2824.05086 -55645.53936 -323.88817
136 137 138 139 140
47075.53358 -12350.29483 34440.48469 -23164.64791 -19456.91429
141 142 143 144 145
-23745.09608 -18698.22655 16779.54220 -13375.70050 28029.44549
146 147 148 149 150
-24528.01803 19142.13551 -2380.32367 -25390.20190 22705.06216
151 152 153 154 155
47241.46397 58371.08037 -25453.50953 16915.36348 17515.57688
156 157 158 159 160
50280.70958 41504.95500 16897.24441 -5617.97400 -16204.29501
161 162 163 164 165
26302.51117 731.51630 -19886.05231 -12797.40939 -24518.86215
166 167 168 169 170
45053.60880 553.62305 26294.10487 17130.65379 84643.25435
171 172 173 174 175
-21657.73219 -1453.26389 511.82432 6186.75441 -85325.29210
176 177 178 179 180
1331.50457 -28390.08820 11580.24390 -2711.28724 23313.56249
181 182 183 184 185
-43363.41389 -65692.72385 -6377.99150 28936.86215 21953.37753
186 187 188 189 190
-12137.29261 -8968.90322 4277.32641 3665.95377 17267.38763
191 192 193 194 195
27948.07715 2159.79624 -34691.61018 -853.06314 5620.52031
196 197 198 199 200
-12085.08420 -7748.21248 9436.23500 -32620.88368 -5831.90386
201 202 203 204 205
4197.72004 9254.01764 8911.98868 9155.42180 -32317.87113
206 207 208 209 210
-754.39630 -9813.10050 43630.49713 23597.72626 5619.43263
211 212 213 214 215
-7044.49940 21832.56055 4101.85424 2591.18092 -21256.59818
216 217 218 219 220
3732.17809 -36676.56074 -1164.21191 -538.13208 33636.96222
221 222 223 224 225
-11633.03297 -6132.35541 -64957.42809 11900.89189 7787.98063
226 227 228 229 230
-18381.29936 5306.31269 -25963.01917 -38269.35500 -31090.47737
231 232 233 234 235
-5367.37750 -12044.00131 -34700.49350 -4051.57854 -24360.19074
236 237 238 239 240
-15680.48209 55620.52454 -10679.49442 -13250.01330 -17850.33436
241 242 243 244 245
11334.68789 1364.38633 -19431.21518 -9427.75826 -1041.43180
246 247 248 249 250
-9713.43223 -36340.87608 25958.39119 1634.64355 -24680.37030
251 252 253 254 255
21616.74316 10920.76062 -5534.57179 5830.21254 -18096.95699
256 257 258 259 260
-10650.33838 -21133.19108 8464.57495 12776.90467 -983.23709
261 262 263 264 265
-10358.55258 5681.23739 2580.33990 -14100.93221 -9371.12930
266 267 268 269 270
970.82042 -19819.20592 -13991.94463 47449.55039 -18250.02764
271 272 273 274 275
-2694.05493 9315.95449 -13482.95923 -3259.49370 2638.38091
276 277 278 279 280
-29150.84819 13638.05397 -5636.81489 -12914.18341 22987.74569
281 282 283 284 285
3111.43402 12607.27025 -15056.06438 -1371.59961 9605.32052
286 287 288 289
-1462.70167 -1952.78248 -909.45955 2198.41614
> postscript(file="/var/fisher/rcomp/tmp/6ozlf1355274188.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 65822.72344 NA
1 10007.15545 65822.72344
2 16037.42315 10007.15545
3 -77163.09567 16037.42315
4 27563.48009 -77163.09567
5 19021.51045 27563.48009
6 24761.98821 19021.51045
7 9058.98339 24761.98821
8 6205.53387 9058.98339
9 -3350.29065 6205.53387
10 20606.85753 -3350.29065
11 47282.11415 20606.85753
12 -1717.59716 47282.11415
13 -6040.33765 -1717.59716
14 21453.82587 -6040.33765
15 22786.01423 21453.82587
16 -77847.18178 22786.01423
17 35358.90003 -77847.18178
18 1993.25182 35358.90003
19 -838.01689 1993.25182
20 -3764.04663 -838.01689
21 17011.46334 -3764.04663
22 109913.18116 17011.46334
23 37348.71723 109913.18116
24 -14101.14600 37348.71723
25 -97171.19494 -14101.14600
26 -42261.69941 -97171.19494
27 -17330.41067 -42261.69941
28 35893.67349 -17330.41067
29 1535.64897 35893.67349
30 23253.34102 1535.64897
31 15655.12647 23253.34102
32 27514.86762 15655.12647
33 49307.11395 27514.86762
34 67.61398 49307.11395
35 30292.54014 67.61398
36 26949.02437 30292.54014
37 19590.60202 26949.02437
38 75502.91557 19590.60202
39 -10978.97716 75502.91557
40 17683.18099 -10978.97716
41 26901.60129 17683.18099
42 -42459.09760 26901.60129
43 -7398.28092 -42459.09760
44 -36671.38249 -7398.28092
45 1745.88926 -36671.38249
46 -51125.78152 1745.88926
47 3577.96886 -51125.78152
48 10469.33892 3577.96886
49 -72854.49134 10469.33892
50 42029.40577 -72854.49134
51 -3631.45239 42029.40577
52 177.65765 -3631.45239
53 -34522.57090 177.65765
54 -44393.43755 -34522.57090
55 13835.59159 -44393.43755
56 -24200.21320 13835.59159
57 55234.00554 -24200.21320
58 -2197.49764 55234.00554
59 -14824.83658 -2197.49764
60 10527.98672 -14824.83658
61 42837.75916 10527.98672
62 -4921.77510 42837.75916
63 7736.96837 -4921.77510
64 -15463.11481 7736.96837
65 4665.05002 -15463.11481
66 13226.86403 4665.05002
67 -4308.67827 13226.86403
68 -22923.02652 -4308.67827
69 -30859.79810 -22923.02652
70 20218.54144 -30859.79810
71 67002.03970 20218.54144
72 37208.89452 67002.03970
73 -22023.80746 37208.89452
74 -32962.58656 -22023.80746
75 -28421.19498 -32962.58656
76 -62169.03188 -28421.19498
77 -8696.70454 -62169.03188
78 -17221.68773 -8696.70454
79 24618.84410 -17221.68773
80 6070.53946 24618.84410
81 -27177.23426 6070.53946
82 40659.37891 -27177.23426
83 31009.29789 40659.37891
84 21541.86758 31009.29789
85 -29711.37034 21541.86758
86 3550.48847 -29711.37034
87 -17072.88197 3550.48847
88 65175.78288 -17072.88197
89 1778.92375 65175.78288
90 11895.30006 1778.92375
91 -30074.62200 11895.30006
92 -14467.27795 -30074.62200
93 12566.39325 -14467.27795
94 21327.23451 12566.39325
95 21421.29568 21327.23451
96 42900.24893 21421.29568
97 -130356.94006 42900.24893
98 23003.46022 -130356.94006
99 -16346.70890 23003.46022
100 17173.44383 -16346.70890
101 -19301.89602 17173.44383
102 54877.36827 -19301.89602
103 21355.80248 54877.36827
104 30337.08010 21355.80248
105 15217.86941 30337.08010
106 -14096.65102 15217.86941
107 -13090.59127 -14096.65102
108 -4274.77402 -13090.59127
109 10463.14082 -4274.77402
110 14348.18897 10463.14082
111 -6486.25729 14348.18897
112 -7606.79453 -6486.25729
113 -19408.06206 -7606.79453
114 -23264.02887 -19408.06206
115 -28854.26996 -23264.02887
116 -32363.41091 -28854.26996
117 40539.58294 -32363.41091
118 15961.36688 40539.58294
119 -37689.16187 15961.36688
120 -9542.99642 -37689.16187
121 -56485.90284 -9542.99642
122 -35162.31291 -56485.90284
123 -50652.92282 -35162.31291
124 88258.12748 -50652.92282
125 7169.24153 88258.12748
126 2185.69820 7169.24153
127 -10685.11315 2185.69820
128 20820.40104 -10685.11315
129 -14898.40876 20820.40104
130 -11861.49337 -14898.40876
131 -41300.46473 -11861.49337
132 2824.05086 -41300.46473
133 -55645.53936 2824.05086
134 -323.88817 -55645.53936
135 47075.53358 -323.88817
136 -12350.29483 47075.53358
137 34440.48469 -12350.29483
138 -23164.64791 34440.48469
139 -19456.91429 -23164.64791
140 -23745.09608 -19456.91429
141 -18698.22655 -23745.09608
142 16779.54220 -18698.22655
143 -13375.70050 16779.54220
144 28029.44549 -13375.70050
145 -24528.01803 28029.44549
146 19142.13551 -24528.01803
147 -2380.32367 19142.13551
148 -25390.20190 -2380.32367
149 22705.06216 -25390.20190
150 47241.46397 22705.06216
151 58371.08037 47241.46397
152 -25453.50953 58371.08037
153 16915.36348 -25453.50953
154 17515.57688 16915.36348
155 50280.70958 17515.57688
156 41504.95500 50280.70958
157 16897.24441 41504.95500
158 -5617.97400 16897.24441
159 -16204.29501 -5617.97400
160 26302.51117 -16204.29501
161 731.51630 26302.51117
162 -19886.05231 731.51630
163 -12797.40939 -19886.05231
164 -24518.86215 -12797.40939
165 45053.60880 -24518.86215
166 553.62305 45053.60880
167 26294.10487 553.62305
168 17130.65379 26294.10487
169 84643.25435 17130.65379
170 -21657.73219 84643.25435
171 -1453.26389 -21657.73219
172 511.82432 -1453.26389
173 6186.75441 511.82432
174 -85325.29210 6186.75441
175 1331.50457 -85325.29210
176 -28390.08820 1331.50457
177 11580.24390 -28390.08820
178 -2711.28724 11580.24390
179 23313.56249 -2711.28724
180 -43363.41389 23313.56249
181 -65692.72385 -43363.41389
182 -6377.99150 -65692.72385
183 28936.86215 -6377.99150
184 21953.37753 28936.86215
185 -12137.29261 21953.37753
186 -8968.90322 -12137.29261
187 4277.32641 -8968.90322
188 3665.95377 4277.32641
189 17267.38763 3665.95377
190 27948.07715 17267.38763
191 2159.79624 27948.07715
192 -34691.61018 2159.79624
193 -853.06314 -34691.61018
194 5620.52031 -853.06314
195 -12085.08420 5620.52031
196 -7748.21248 -12085.08420
197 9436.23500 -7748.21248
198 -32620.88368 9436.23500
199 -5831.90386 -32620.88368
200 4197.72004 -5831.90386
201 9254.01764 4197.72004
202 8911.98868 9254.01764
203 9155.42180 8911.98868
204 -32317.87113 9155.42180
205 -754.39630 -32317.87113
206 -9813.10050 -754.39630
207 43630.49713 -9813.10050
208 23597.72626 43630.49713
209 5619.43263 23597.72626
210 -7044.49940 5619.43263
211 21832.56055 -7044.49940
212 4101.85424 21832.56055
213 2591.18092 4101.85424
214 -21256.59818 2591.18092
215 3732.17809 -21256.59818
216 -36676.56074 3732.17809
217 -1164.21191 -36676.56074
218 -538.13208 -1164.21191
219 33636.96222 -538.13208
220 -11633.03297 33636.96222
221 -6132.35541 -11633.03297
222 -64957.42809 -6132.35541
223 11900.89189 -64957.42809
224 7787.98063 11900.89189
225 -18381.29936 7787.98063
226 5306.31269 -18381.29936
227 -25963.01917 5306.31269
228 -38269.35500 -25963.01917
229 -31090.47737 -38269.35500
230 -5367.37750 -31090.47737
231 -12044.00131 -5367.37750
232 -34700.49350 -12044.00131
233 -4051.57854 -34700.49350
234 -24360.19074 -4051.57854
235 -15680.48209 -24360.19074
236 55620.52454 -15680.48209
237 -10679.49442 55620.52454
238 -13250.01330 -10679.49442
239 -17850.33436 -13250.01330
240 11334.68789 -17850.33436
241 1364.38633 11334.68789
242 -19431.21518 1364.38633
243 -9427.75826 -19431.21518
244 -1041.43180 -9427.75826
245 -9713.43223 -1041.43180
246 -36340.87608 -9713.43223
247 25958.39119 -36340.87608
248 1634.64355 25958.39119
249 -24680.37030 1634.64355
250 21616.74316 -24680.37030
251 10920.76062 21616.74316
252 -5534.57179 10920.76062
253 5830.21254 -5534.57179
254 -18096.95699 5830.21254
255 -10650.33838 -18096.95699
256 -21133.19108 -10650.33838
257 8464.57495 -21133.19108
258 12776.90467 8464.57495
259 -983.23709 12776.90467
260 -10358.55258 -983.23709
261 5681.23739 -10358.55258
262 2580.33990 5681.23739
263 -14100.93221 2580.33990
264 -9371.12930 -14100.93221
265 970.82042 -9371.12930
266 -19819.20592 970.82042
267 -13991.94463 -19819.20592
268 47449.55039 -13991.94463
269 -18250.02764 47449.55039
270 -2694.05493 -18250.02764
271 9315.95449 -2694.05493
272 -13482.95923 9315.95449
273 -3259.49370 -13482.95923
274 2638.38091 -3259.49370
275 -29150.84819 2638.38091
276 13638.05397 -29150.84819
277 -5636.81489 13638.05397
278 -12914.18341 -5636.81489
279 22987.74569 -12914.18341
280 3111.43402 22987.74569
281 12607.27025 3111.43402
282 -15056.06438 12607.27025
283 -1371.59961 -15056.06438
284 9605.32052 -1371.59961
285 -1462.70167 9605.32052
286 -1952.78248 -1462.70167
287 -909.45955 -1952.78248
288 2198.41614 -909.45955
289 NA 2198.41614
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 10007.15545 65822.72344
[2,] 16037.42315 10007.15545
[3,] -77163.09567 16037.42315
[4,] 27563.48009 -77163.09567
[5,] 19021.51045 27563.48009
[6,] 24761.98821 19021.51045
[7,] 9058.98339 24761.98821
[8,] 6205.53387 9058.98339
[9,] -3350.29065 6205.53387
[10,] 20606.85753 -3350.29065
[11,] 47282.11415 20606.85753
[12,] -1717.59716 47282.11415
[13,] -6040.33765 -1717.59716
[14,] 21453.82587 -6040.33765
[15,] 22786.01423 21453.82587
[16,] -77847.18178 22786.01423
[17,] 35358.90003 -77847.18178
[18,] 1993.25182 35358.90003
[19,] -838.01689 1993.25182
[20,] -3764.04663 -838.01689
[21,] 17011.46334 -3764.04663
[22,] 109913.18116 17011.46334
[23,] 37348.71723 109913.18116
[24,] -14101.14600 37348.71723
[25,] -97171.19494 -14101.14600
[26,] -42261.69941 -97171.19494
[27,] -17330.41067 -42261.69941
[28,] 35893.67349 -17330.41067
[29,] 1535.64897 35893.67349
[30,] 23253.34102 1535.64897
[31,] 15655.12647 23253.34102
[32,] 27514.86762 15655.12647
[33,] 49307.11395 27514.86762
[34,] 67.61398 49307.11395
[35,] 30292.54014 67.61398
[36,] 26949.02437 30292.54014
[37,] 19590.60202 26949.02437
[38,] 75502.91557 19590.60202
[39,] -10978.97716 75502.91557
[40,] 17683.18099 -10978.97716
[41,] 26901.60129 17683.18099
[42,] -42459.09760 26901.60129
[43,] -7398.28092 -42459.09760
[44,] -36671.38249 -7398.28092
[45,] 1745.88926 -36671.38249
[46,] -51125.78152 1745.88926
[47,] 3577.96886 -51125.78152
[48,] 10469.33892 3577.96886
[49,] -72854.49134 10469.33892
[50,] 42029.40577 -72854.49134
[51,] -3631.45239 42029.40577
[52,] 177.65765 -3631.45239
[53,] -34522.57090 177.65765
[54,] -44393.43755 -34522.57090
[55,] 13835.59159 -44393.43755
[56,] -24200.21320 13835.59159
[57,] 55234.00554 -24200.21320
[58,] -2197.49764 55234.00554
[59,] -14824.83658 -2197.49764
[60,] 10527.98672 -14824.83658
[61,] 42837.75916 10527.98672
[62,] -4921.77510 42837.75916
[63,] 7736.96837 -4921.77510
[64,] -15463.11481 7736.96837
[65,] 4665.05002 -15463.11481
[66,] 13226.86403 4665.05002
[67,] -4308.67827 13226.86403
[68,] -22923.02652 -4308.67827
[69,] -30859.79810 -22923.02652
[70,] 20218.54144 -30859.79810
[71,] 67002.03970 20218.54144
[72,] 37208.89452 67002.03970
[73,] -22023.80746 37208.89452
[74,] -32962.58656 -22023.80746
[75,] -28421.19498 -32962.58656
[76,] -62169.03188 -28421.19498
[77,] -8696.70454 -62169.03188
[78,] -17221.68773 -8696.70454
[79,] 24618.84410 -17221.68773
[80,] 6070.53946 24618.84410
[81,] -27177.23426 6070.53946
[82,] 40659.37891 -27177.23426
[83,] 31009.29789 40659.37891
[84,] 21541.86758 31009.29789
[85,] -29711.37034 21541.86758
[86,] 3550.48847 -29711.37034
[87,] -17072.88197 3550.48847
[88,] 65175.78288 -17072.88197
[89,] 1778.92375 65175.78288
[90,] 11895.30006 1778.92375
[91,] -30074.62200 11895.30006
[92,] -14467.27795 -30074.62200
[93,] 12566.39325 -14467.27795
[94,] 21327.23451 12566.39325
[95,] 21421.29568 21327.23451
[96,] 42900.24893 21421.29568
[97,] -130356.94006 42900.24893
[98,] 23003.46022 -130356.94006
[99,] -16346.70890 23003.46022
[100,] 17173.44383 -16346.70890
[101,] -19301.89602 17173.44383
[102,] 54877.36827 -19301.89602
[103,] 21355.80248 54877.36827
[104,] 30337.08010 21355.80248
[105,] 15217.86941 30337.08010
[106,] -14096.65102 15217.86941
[107,] -13090.59127 -14096.65102
[108,] -4274.77402 -13090.59127
[109,] 10463.14082 -4274.77402
[110,] 14348.18897 10463.14082
[111,] -6486.25729 14348.18897
[112,] -7606.79453 -6486.25729
[113,] -19408.06206 -7606.79453
[114,] -23264.02887 -19408.06206
[115,] -28854.26996 -23264.02887
[116,] -32363.41091 -28854.26996
[117,] 40539.58294 -32363.41091
[118,] 15961.36688 40539.58294
[119,] -37689.16187 15961.36688
[120,] -9542.99642 -37689.16187
[121,] -56485.90284 -9542.99642
[122,] -35162.31291 -56485.90284
[123,] -50652.92282 -35162.31291
[124,] 88258.12748 -50652.92282
[125,] 7169.24153 88258.12748
[126,] 2185.69820 7169.24153
[127,] -10685.11315 2185.69820
[128,] 20820.40104 -10685.11315
[129,] -14898.40876 20820.40104
[130,] -11861.49337 -14898.40876
[131,] -41300.46473 -11861.49337
[132,] 2824.05086 -41300.46473
[133,] -55645.53936 2824.05086
[134,] -323.88817 -55645.53936
[135,] 47075.53358 -323.88817
[136,] -12350.29483 47075.53358
[137,] 34440.48469 -12350.29483
[138,] -23164.64791 34440.48469
[139,] -19456.91429 -23164.64791
[140,] -23745.09608 -19456.91429
[141,] -18698.22655 -23745.09608
[142,] 16779.54220 -18698.22655
[143,] -13375.70050 16779.54220
[144,] 28029.44549 -13375.70050
[145,] -24528.01803 28029.44549
[146,] 19142.13551 -24528.01803
[147,] -2380.32367 19142.13551
[148,] -25390.20190 -2380.32367
[149,] 22705.06216 -25390.20190
[150,] 47241.46397 22705.06216
[151,] 58371.08037 47241.46397
[152,] -25453.50953 58371.08037
[153,] 16915.36348 -25453.50953
[154,] 17515.57688 16915.36348
[155,] 50280.70958 17515.57688
[156,] 41504.95500 50280.70958
[157,] 16897.24441 41504.95500
[158,] -5617.97400 16897.24441
[159,] -16204.29501 -5617.97400
[160,] 26302.51117 -16204.29501
[161,] 731.51630 26302.51117
[162,] -19886.05231 731.51630
[163,] -12797.40939 -19886.05231
[164,] -24518.86215 -12797.40939
[165,] 45053.60880 -24518.86215
[166,] 553.62305 45053.60880
[167,] 26294.10487 553.62305
[168,] 17130.65379 26294.10487
[169,] 84643.25435 17130.65379
[170,] -21657.73219 84643.25435
[171,] -1453.26389 -21657.73219
[172,] 511.82432 -1453.26389
[173,] 6186.75441 511.82432
[174,] -85325.29210 6186.75441
[175,] 1331.50457 -85325.29210
[176,] -28390.08820 1331.50457
[177,] 11580.24390 -28390.08820
[178,] -2711.28724 11580.24390
[179,] 23313.56249 -2711.28724
[180,] -43363.41389 23313.56249
[181,] -65692.72385 -43363.41389
[182,] -6377.99150 -65692.72385
[183,] 28936.86215 -6377.99150
[184,] 21953.37753 28936.86215
[185,] -12137.29261 21953.37753
[186,] -8968.90322 -12137.29261
[187,] 4277.32641 -8968.90322
[188,] 3665.95377 4277.32641
[189,] 17267.38763 3665.95377
[190,] 27948.07715 17267.38763
[191,] 2159.79624 27948.07715
[192,] -34691.61018 2159.79624
[193,] -853.06314 -34691.61018
[194,] 5620.52031 -853.06314
[195,] -12085.08420 5620.52031
[196,] -7748.21248 -12085.08420
[197,] 9436.23500 -7748.21248
[198,] -32620.88368 9436.23500
[199,] -5831.90386 -32620.88368
[200,] 4197.72004 -5831.90386
[201,] 9254.01764 4197.72004
[202,] 8911.98868 9254.01764
[203,] 9155.42180 8911.98868
[204,] -32317.87113 9155.42180
[205,] -754.39630 -32317.87113
[206,] -9813.10050 -754.39630
[207,] 43630.49713 -9813.10050
[208,] 23597.72626 43630.49713
[209,] 5619.43263 23597.72626
[210,] -7044.49940 5619.43263
[211,] 21832.56055 -7044.49940
[212,] 4101.85424 21832.56055
[213,] 2591.18092 4101.85424
[214,] -21256.59818 2591.18092
[215,] 3732.17809 -21256.59818
[216,] -36676.56074 3732.17809
[217,] -1164.21191 -36676.56074
[218,] -538.13208 -1164.21191
[219,] 33636.96222 -538.13208
[220,] -11633.03297 33636.96222
[221,] -6132.35541 -11633.03297
[222,] -64957.42809 -6132.35541
[223,] 11900.89189 -64957.42809
[224,] 7787.98063 11900.89189
[225,] -18381.29936 7787.98063
[226,] 5306.31269 -18381.29936
[227,] -25963.01917 5306.31269
[228,] -38269.35500 -25963.01917
[229,] -31090.47737 -38269.35500
[230,] -5367.37750 -31090.47737
[231,] -12044.00131 -5367.37750
[232,] -34700.49350 -12044.00131
[233,] -4051.57854 -34700.49350
[234,] -24360.19074 -4051.57854
[235,] -15680.48209 -24360.19074
[236,] 55620.52454 -15680.48209
[237,] -10679.49442 55620.52454
[238,] -13250.01330 -10679.49442
[239,] -17850.33436 -13250.01330
[240,] 11334.68789 -17850.33436
[241,] 1364.38633 11334.68789
[242,] -19431.21518 1364.38633
[243,] -9427.75826 -19431.21518
[244,] -1041.43180 -9427.75826
[245,] -9713.43223 -1041.43180
[246,] -36340.87608 -9713.43223
[247,] 25958.39119 -36340.87608
[248,] 1634.64355 25958.39119
[249,] -24680.37030 1634.64355
[250,] 21616.74316 -24680.37030
[251,] 10920.76062 21616.74316
[252,] -5534.57179 10920.76062
[253,] 5830.21254 -5534.57179
[254,] -18096.95699 5830.21254
[255,] -10650.33838 -18096.95699
[256,] -21133.19108 -10650.33838
[257,] 8464.57495 -21133.19108
[258,] 12776.90467 8464.57495
[259,] -983.23709 12776.90467
[260,] -10358.55258 -983.23709
[261,] 5681.23739 -10358.55258
[262,] 2580.33990 5681.23739
[263,] -14100.93221 2580.33990
[264,] -9371.12930 -14100.93221
[265,] 970.82042 -9371.12930
[266,] -19819.20592 970.82042
[267,] -13991.94463 -19819.20592
[268,] 47449.55039 -13991.94463
[269,] -18250.02764 47449.55039
[270,] -2694.05493 -18250.02764
[271,] 9315.95449 -2694.05493
[272,] -13482.95923 9315.95449
[273,] -3259.49370 -13482.95923
[274,] 2638.38091 -3259.49370
[275,] -29150.84819 2638.38091
[276,] 13638.05397 -29150.84819
[277,] -5636.81489 13638.05397
[278,] -12914.18341 -5636.81489
[279,] 22987.74569 -12914.18341
[280,] 3111.43402 22987.74569
[281,] 12607.27025 3111.43402
[282,] -15056.06438 12607.27025
[283,] -1371.59961 -15056.06438
[284,] 9605.32052 -1371.59961
[285,] -1462.70167 9605.32052
[286,] -1952.78248 -1462.70167
[287,] -909.45955 -1952.78248
[288,] 2198.41614 -909.45955
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 10007.15545 65822.72344
2 16037.42315 10007.15545
3 -77163.09567 16037.42315
4 27563.48009 -77163.09567
5 19021.51045 27563.48009
6 24761.98821 19021.51045
7 9058.98339 24761.98821
8 6205.53387 9058.98339
9 -3350.29065 6205.53387
10 20606.85753 -3350.29065
11 47282.11415 20606.85753
12 -1717.59716 47282.11415
13 -6040.33765 -1717.59716
14 21453.82587 -6040.33765
15 22786.01423 21453.82587
16 -77847.18178 22786.01423
17 35358.90003 -77847.18178
18 1993.25182 35358.90003
19 -838.01689 1993.25182
20 -3764.04663 -838.01689
21 17011.46334 -3764.04663
22 109913.18116 17011.46334
23 37348.71723 109913.18116
24 -14101.14600 37348.71723
25 -97171.19494 -14101.14600
26 -42261.69941 -97171.19494
27 -17330.41067 -42261.69941
28 35893.67349 -17330.41067
29 1535.64897 35893.67349
30 23253.34102 1535.64897
31 15655.12647 23253.34102
32 27514.86762 15655.12647
33 49307.11395 27514.86762
34 67.61398 49307.11395
35 30292.54014 67.61398
36 26949.02437 30292.54014
37 19590.60202 26949.02437
38 75502.91557 19590.60202
39 -10978.97716 75502.91557
40 17683.18099 -10978.97716
41 26901.60129 17683.18099
42 -42459.09760 26901.60129
43 -7398.28092 -42459.09760
44 -36671.38249 -7398.28092
45 1745.88926 -36671.38249
46 -51125.78152 1745.88926
47 3577.96886 -51125.78152
48 10469.33892 3577.96886
49 -72854.49134 10469.33892
50 42029.40577 -72854.49134
51 -3631.45239 42029.40577
52 177.65765 -3631.45239
53 -34522.57090 177.65765
54 -44393.43755 -34522.57090
55 13835.59159 -44393.43755
56 -24200.21320 13835.59159
57 55234.00554 -24200.21320
58 -2197.49764 55234.00554
59 -14824.83658 -2197.49764
60 10527.98672 -14824.83658
61 42837.75916 10527.98672
62 -4921.77510 42837.75916
63 7736.96837 -4921.77510
64 -15463.11481 7736.96837
65 4665.05002 -15463.11481
66 13226.86403 4665.05002
67 -4308.67827 13226.86403
68 -22923.02652 -4308.67827
69 -30859.79810 -22923.02652
70 20218.54144 -30859.79810
71 67002.03970 20218.54144
72 37208.89452 67002.03970
73 -22023.80746 37208.89452
74 -32962.58656 -22023.80746
75 -28421.19498 -32962.58656
76 -62169.03188 -28421.19498
77 -8696.70454 -62169.03188
78 -17221.68773 -8696.70454
79 24618.84410 -17221.68773
80 6070.53946 24618.84410
81 -27177.23426 6070.53946
82 40659.37891 -27177.23426
83 31009.29789 40659.37891
84 21541.86758 31009.29789
85 -29711.37034 21541.86758
86 3550.48847 -29711.37034
87 -17072.88197 3550.48847
88 65175.78288 -17072.88197
89 1778.92375 65175.78288
90 11895.30006 1778.92375
91 -30074.62200 11895.30006
92 -14467.27795 -30074.62200
93 12566.39325 -14467.27795
94 21327.23451 12566.39325
95 21421.29568 21327.23451
96 42900.24893 21421.29568
97 -130356.94006 42900.24893
98 23003.46022 -130356.94006
99 -16346.70890 23003.46022
100 17173.44383 -16346.70890
101 -19301.89602 17173.44383
102 54877.36827 -19301.89602
103 21355.80248 54877.36827
104 30337.08010 21355.80248
105 15217.86941 30337.08010
106 -14096.65102 15217.86941
107 -13090.59127 -14096.65102
108 -4274.77402 -13090.59127
109 10463.14082 -4274.77402
110 14348.18897 10463.14082
111 -6486.25729 14348.18897
112 -7606.79453 -6486.25729
113 -19408.06206 -7606.79453
114 -23264.02887 -19408.06206
115 -28854.26996 -23264.02887
116 -32363.41091 -28854.26996
117 40539.58294 -32363.41091
118 15961.36688 40539.58294
119 -37689.16187 15961.36688
120 -9542.99642 -37689.16187
121 -56485.90284 -9542.99642
122 -35162.31291 -56485.90284
123 -50652.92282 -35162.31291
124 88258.12748 -50652.92282
125 7169.24153 88258.12748
126 2185.69820 7169.24153
127 -10685.11315 2185.69820
128 20820.40104 -10685.11315
129 -14898.40876 20820.40104
130 -11861.49337 -14898.40876
131 -41300.46473 -11861.49337
132 2824.05086 -41300.46473
133 -55645.53936 2824.05086
134 -323.88817 -55645.53936
135 47075.53358 -323.88817
136 -12350.29483 47075.53358
137 34440.48469 -12350.29483
138 -23164.64791 34440.48469
139 -19456.91429 -23164.64791
140 -23745.09608 -19456.91429
141 -18698.22655 -23745.09608
142 16779.54220 -18698.22655
143 -13375.70050 16779.54220
144 28029.44549 -13375.70050
145 -24528.01803 28029.44549
146 19142.13551 -24528.01803
147 -2380.32367 19142.13551
148 -25390.20190 -2380.32367
149 22705.06216 -25390.20190
150 47241.46397 22705.06216
151 58371.08037 47241.46397
152 -25453.50953 58371.08037
153 16915.36348 -25453.50953
154 17515.57688 16915.36348
155 50280.70958 17515.57688
156 41504.95500 50280.70958
157 16897.24441 41504.95500
158 -5617.97400 16897.24441
159 -16204.29501 -5617.97400
160 26302.51117 -16204.29501
161 731.51630 26302.51117
162 -19886.05231 731.51630
163 -12797.40939 -19886.05231
164 -24518.86215 -12797.40939
165 45053.60880 -24518.86215
166 553.62305 45053.60880
167 26294.10487 553.62305
168 17130.65379 26294.10487
169 84643.25435 17130.65379
170 -21657.73219 84643.25435
171 -1453.26389 -21657.73219
172 511.82432 -1453.26389
173 6186.75441 511.82432
174 -85325.29210 6186.75441
175 1331.50457 -85325.29210
176 -28390.08820 1331.50457
177 11580.24390 -28390.08820
178 -2711.28724 11580.24390
179 23313.56249 -2711.28724
180 -43363.41389 23313.56249
181 -65692.72385 -43363.41389
182 -6377.99150 -65692.72385
183 28936.86215 -6377.99150
184 21953.37753 28936.86215
185 -12137.29261 21953.37753
186 -8968.90322 -12137.29261
187 4277.32641 -8968.90322
188 3665.95377 4277.32641
189 17267.38763 3665.95377
190 27948.07715 17267.38763
191 2159.79624 27948.07715
192 -34691.61018 2159.79624
193 -853.06314 -34691.61018
194 5620.52031 -853.06314
195 -12085.08420 5620.52031
196 -7748.21248 -12085.08420
197 9436.23500 -7748.21248
198 -32620.88368 9436.23500
199 -5831.90386 -32620.88368
200 4197.72004 -5831.90386
201 9254.01764 4197.72004
202 8911.98868 9254.01764
203 9155.42180 8911.98868
204 -32317.87113 9155.42180
205 -754.39630 -32317.87113
206 -9813.10050 -754.39630
207 43630.49713 -9813.10050
208 23597.72626 43630.49713
209 5619.43263 23597.72626
210 -7044.49940 5619.43263
211 21832.56055 -7044.49940
212 4101.85424 21832.56055
213 2591.18092 4101.85424
214 -21256.59818 2591.18092
215 3732.17809 -21256.59818
216 -36676.56074 3732.17809
217 -1164.21191 -36676.56074
218 -538.13208 -1164.21191
219 33636.96222 -538.13208
220 -11633.03297 33636.96222
221 -6132.35541 -11633.03297
222 -64957.42809 -6132.35541
223 11900.89189 -64957.42809
224 7787.98063 11900.89189
225 -18381.29936 7787.98063
226 5306.31269 -18381.29936
227 -25963.01917 5306.31269
228 -38269.35500 -25963.01917
229 -31090.47737 -38269.35500
230 -5367.37750 -31090.47737
231 -12044.00131 -5367.37750
232 -34700.49350 -12044.00131
233 -4051.57854 -34700.49350
234 -24360.19074 -4051.57854
235 -15680.48209 -24360.19074
236 55620.52454 -15680.48209
237 -10679.49442 55620.52454
238 -13250.01330 -10679.49442
239 -17850.33436 -13250.01330
240 11334.68789 -17850.33436
241 1364.38633 11334.68789
242 -19431.21518 1364.38633
243 -9427.75826 -19431.21518
244 -1041.43180 -9427.75826
245 -9713.43223 -1041.43180
246 -36340.87608 -9713.43223
247 25958.39119 -36340.87608
248 1634.64355 25958.39119
249 -24680.37030 1634.64355
250 21616.74316 -24680.37030
251 10920.76062 21616.74316
252 -5534.57179 10920.76062
253 5830.21254 -5534.57179
254 -18096.95699 5830.21254
255 -10650.33838 -18096.95699
256 -21133.19108 -10650.33838
257 8464.57495 -21133.19108
258 12776.90467 8464.57495
259 -983.23709 12776.90467
260 -10358.55258 -983.23709
261 5681.23739 -10358.55258
262 2580.33990 5681.23739
263 -14100.93221 2580.33990
264 -9371.12930 -14100.93221
265 970.82042 -9371.12930
266 -19819.20592 970.82042
267 -13991.94463 -19819.20592
268 47449.55039 -13991.94463
269 -18250.02764 47449.55039
270 -2694.05493 -18250.02764
271 9315.95449 -2694.05493
272 -13482.95923 9315.95449
273 -3259.49370 -13482.95923
274 2638.38091 -3259.49370
275 -29150.84819 2638.38091
276 13638.05397 -29150.84819
277 -5636.81489 13638.05397
278 -12914.18341 -5636.81489
279 22987.74569 -12914.18341
280 3111.43402 22987.74569
281 12607.27025 3111.43402
282 -15056.06438 12607.27025
283 -1371.59961 -15056.06438
284 9605.32052 -1371.59961
285 -1462.70167 9605.32052
286 -1952.78248 -1462.70167
287 -909.45955 -1952.78248
288 2198.41614 -909.45955
> 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/702v91355274188.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/8ge9s1355274188.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/9ap421355274188.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/fisher/rcomp/tmp/10uanq1355274188.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/1156oq1355274188.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/12hlsb1355274188.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/13xzy61355274188.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/14bpgx1355274188.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/15qo8j1355274188.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/16wwxh1355274188.tab")
+ }
>
> try(system("convert tmp/10meg1355274188.ps tmp/10meg1355274188.png",intern=TRUE))
character(0)
> try(system("convert tmp/29bkv1355274188.ps tmp/29bkv1355274188.png",intern=TRUE))
character(0)
> try(system("convert tmp/3g7i41355274188.ps tmp/3g7i41355274188.png",intern=TRUE))
character(0)
> try(system("convert tmp/4e0nq1355274188.ps tmp/4e0nq1355274188.png",intern=TRUE))
character(0)
> try(system("convert tmp/5ens21355274188.ps tmp/5ens21355274188.png",intern=TRUE))
character(0)
> try(system("convert tmp/6ozlf1355274188.ps tmp/6ozlf1355274188.png",intern=TRUE))
character(0)
> try(system("convert tmp/702v91355274188.ps tmp/702v91355274188.png",intern=TRUE))
character(0)
> try(system("convert tmp/8ge9s1355274188.ps tmp/8ge9s1355274188.png",intern=TRUE))
character(0)
> try(system("convert tmp/9ap421355274188.ps tmp/9ap421355274188.png",intern=TRUE))
character(0)
> try(system("convert tmp/10uanq1355274188.ps tmp/10uanq1355274188.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
11.846 1.575 13.418