R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(1 + ,-28 + ,-25 + ,37 + ,-16 + ,-33 + ,2 + ,-26 + ,-23 + ,33 + ,-15 + ,-32 + ,3 + ,-27 + ,-24 + ,36 + ,-16 + ,-32 + ,4 + ,-26 + ,-24 + ,37 + ,-14 + ,-31 + ,5 + ,-27 + ,-25 + ,39 + ,-14 + ,-31 + ,6 + ,-27 + ,-25 + ,39 + ,-14 + ,-32 + ,7 + ,-27 + ,-24 + ,37 + ,-16 + ,-32 + ,8 + ,-28 + ,-24 + ,37 + ,-17 + ,-33 + ,9 + ,-26 + ,-22 + ,36 + ,-15 + ,-31 + ,10 + ,-13 + ,1 + ,23 + ,-9 + ,-21 + ,11 + ,-13 + ,-5 + ,21 + ,-9 + ,-17 + ,12 + ,-14 + ,-10 + ,24 + ,-7 + ,-14 + ,1 + ,-12 + ,-10 + ,25 + ,-4 + ,-10 + ,2 + ,-16 + ,-15 + ,29 + ,-9 + ,-13 + ,3 + ,-16 + ,-13 + ,24 + ,-8 + ,-19 + ,4 + ,-12 + ,-11 + ,22 + ,-6 + ,-10 + ,5 + ,-15 + ,-15 + ,28 + ,-5 + ,-13 + ,6 + ,-18 + ,-15 + ,39 + ,-7 + ,-11 + ,7 + ,-17 + ,-16 + ,36 + ,-6 + ,-9 + ,8 + ,-10 + ,-4 + ,32 + ,-1 + ,-1 + ,9 + ,-9 + ,-5 + ,27 + ,-2 + ,-3 + ,10 + ,-13 + ,-9 + ,33 + ,-1 + ,-7 + ,11 + ,-15 + ,-14 + ,36 + ,-3 + ,-6 + ,12 + ,-12 + ,-11 + ,34 + ,-2 + ,-1 + ,1 + ,-13 + ,-7 + ,34 + ,-2 + ,-11 + ,2 + ,-10 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,2 + ,6 + ,-3 + ,0 + ,12 + ,-1 + ,3 + ,7 + ,-4 + ,-6 + ,8 + ,-2 + ,-1 + ,8 + ,-9 + ,-13 + ,17 + ,-1 + ,-4 + ,9 + ,-9 + ,-15 + ,22 + ,-1 + ,4 + ,10 + ,-7 + ,-8 + ,24 + ,1 + ,5 + ,11 + ,-14 + ,-20 + ,36 + ,-2 + ,3 + ,12 + ,-12 + ,-10 + ,31 + ,-5 + ,-1 + ,1 + ,-16 + ,-22 + ,34 + ,-5 + ,-4 + ,2 + ,-20 + ,-25 + ,47 + ,-6 + ,0 + ,3 + ,-12 + ,-10 + ,33 + ,-4 + ,-1 + ,4 + ,-12 + ,-8 + ,35 + ,-3 + ,-1 + ,5 + ,-10 + ,-9 + ,31 + ,-3 + ,3 + ,6 + ,-10 + ,-5 + ,35 + ,-1 + ,2 + ,7 + ,-13 + ,-7 + ,39 + ,-2 + ,-4 + ,8 + ,-16 + ,-11 + ,46 + ,-3 + ,-3 + ,9 + ,-14 + ,-11 + ,40 + ,-3 + ,-1 + ,10 + ,-17 + ,-16 + ,50 + ,-3 + ,3 + ,11 + ,-24 + ,-28 + ,62 + ,-5 + ,-2) + ,dim=c(6 + ,335) + ,dimnames=list(c('Maand' + ,'Csmvert' + ,'econs' + ,'werkloosh' + ,'finsit' + ,'spaarverm') + ,1:335)) > y <- array(NA,dim=c(6,335),dimnames=list(c('Maand','Csmvert','econs','werkloosh','finsit','spaarverm'),1:335)) > 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 Csmvert Maand econs werkloosh finsit spaarverm 1 -28 1 -25 37 -16 -33 2 -26 2 -23 33 -15 -32 3 -27 3 -24 36 -16 -32 4 -26 4 -24 37 -14 -31 5 -27 5 -25 39 -14 -31 6 -27 6 -25 39 -14 -32 7 -27 7 -24 37 -16 -32 8 -28 8 -24 37 -17 -33 9 -26 9 -22 36 -15 -31 10 -13 10 1 23 -9 -21 11 -13 11 -5 21 -9 -17 12 -14 12 -10 24 -7 -14 13 -12 1 -10 25 -4 -10 14 -16 2 -15 29 -9 -13 15 -16 3 -13 24 -8 -19 16 -12 4 -11 22 -6 -10 17 -15 5 -15 28 -5 -13 18 -18 6 -15 39 -7 -11 19 -17 7 -16 36 -6 -9 20 -10 8 -4 32 -1 -1 21 -9 9 -5 27 -2 -3 22 -13 10 -9 33 -1 -7 23 -15 11 -14 36 -3 -6 24 -12 12 -11 34 -2 -1 25 -13 1 -7 34 -2 -11 26 -10 2 -7 31 -1 -3 27 -13 3 -9 37 -2 -1 28 -11 4 -5 36 -1 -2 29 -12 5 -10 35 0 -2 30 -10 6 -9 32 1 -2 31 -13 7 -10 35 -1 -4 32 -12 8 -8 36 -1 -1 33 -11 9 -9 35 0 0 34 -11 10 -10 32 0 -3 35 -11 11 -10 28 1 -4 36 -8 12 -5 24 1 -4 37 -7 1 -6 25 2 -2 38 -10 2 -10 29 1 -3 39 -8 3 -10 28 2 4 40 -8 4 -9 25 1 3 41 -7 5 -10 22 0 3 42 -7 6 -8 22 2 -1 43 -6 7 -8 22 1 5 44 -8 8 -8 23 0 -2 45 -6 9 -4 22 1 2 46 -3 10 2 14 3 -1 47 1 11 3 7 2 6 48 0 12 2 9 4 4 49 -3 1 -3 12 1 -2 50 0 2 -1 9 4 4 51 0 3 1 6 2 3 52 -1 4 2 8 3 0 53 -1 5 -4 10 2 7 54 0 6 0 8 3 5 55 1 7 5 9 5 3 56 0 8 -1 11 5 9 57 2 9 3 6 3 7 58 3 10 6 6 4 8 59 2 11 7 9 5 8 60 4 12 7 7 5 10 61 3 1 3 8 4 11 62 4 2 8 2 6 5 63 3 3 3 2 5 9 64 1 4 0 7 4 7 65 2 5 1 6 4 8 66 4 6 4 4 7 12 67 3 7 4 8 8 10 68 2 8 1 9 5 10 69 -4 9 -17 11 4 8 70 -5 10 -16 14 1 11 71 -5 11 -13 18 2 10 72 -7 12 -15 23 0 8 73 -13 1 -31 25 -2 5 74 -11 2 -26 31 -1 12 75 -3 3 -5 18 2 10 76 -3 4 -5 19 3 8 77 -5 5 -6 23 2 8 78 -4 6 -5 24 2 10 79 -4 7 -5 25 5 12 80 -4 8 -7 26 4 13 81 -5 9 -6 27 5 7 82 -4 10 -8 23 2 13 83 -5 11 -6 27 6 11 84 -6 12 -12 34 7 13 85 -9 1 -15 34 1 11 86 -10 2 -15 37 1 10 87 -11 3 -16 41 0 15 88 -13 4 -19 43 -2 11 89 -13 5 -23 38 -1 10 90 -13 6 -23 39 -1 12 91 -11 7 -21 35 1 14 92 -12 8 -21 38 0 11 93 -14 9 -25 40 0 8 94 -20 10 -34 49 -1 3 95 -17 11 -30 51 -1 15 96 -16 12 -27 48 -1 11 97 -24 1 -40 54 -4 0 98 -24 2 -40 56 -6 4 99 -22 3 -34 56 -3 7 100 -25 4 -43 61 -7 12 101 -24 5 -39 57 -4 5 102 -25 6 -40 57 -5 2 103 -24 7 -40 52 -3 0 104 -25 8 -40 58 -5 5 105 -24 9 -35 60 -6 4 106 -26 10 -43 62 -7 7 107 -25 11 -44 48 -6 0 108 -24 12 -38 50 -8 -1 109 -22 1 -37 50 -5 3 110 -20 2 -31 48 -5 2 111 -14 3 -20 40 -3 7 112 -13 4 -22 35 -2 6 113 -10 5 -9 33 -1 3 114 -10 6 -11 34 1 3 115 -11 7 -8 34 -1 1 116 -6 8 -3 28 -1 8 117 -2 9 3 26 3 10 118 -3 10 6 23 2 6 119 -2 11 -3 20 4 11 120 -4 12 -8 20 3 6 121 -7 1 -8 26 1 6 122 -8 2 -10 28 0 3 123 -7 3 -9 29 2 10 124 -4 4 -7 25 2 12 125 -7 5 -12 27 2 9 126 -5 6 -9 24 3 12 127 -6 7 -8 26 2 10 128 -12 8 -19 38 1 6 129 -12 9 -21 38 0 8 130 -16 10 -24 45 -4 11 131 -20 11 -30 53 -9 11 132 -16 12 -28 44 -6 11 133 -16 1 -27 43 -7 14 134 -18 2 -26 47 -6 8 135 -15 3 -27 40 -6 12 136 -12 4 -23 34 -3 11 137 -13 5 -26 38 -3 14 138 -13 6 -23 39 -4 15 139 -12 7 -21 35 -5 15 140 -11 8 -20 35 -4 14 141 -9 9 -14 36 -3 16 142 -9 10 -16 25 -5 9 143 -8 11 -17 24 -3 13 144 -8 12 -18 29 -2 15 145 -15 1 -25 44 -3 14 146 -16 2 -26 43 -5 11 147 -21 3 -36 57 -3 14 148 -21 4 -35 56 -3 10 149 -16 5 -27 47 -4 13 150 -13 6 -22 41 -2 15 151 -12 7 -25 38 -3 20 152 -8 8 -17 33 -2 19 153 -9 9 -14 36 -3 16 154 -1 10 -7 22 2 22 155 -5 11 -12 27 1 19 156 -9 12 -17 32 -1 16 157 -1 1 -8 21 2 23 158 3 2 -2 14 5 23 159 2 3 -1 10 3 16 160 3 4 1 14 3 23 161 5 5 0 12 3 30 162 5 6 -2 10 1 31 163 3 7 -5 12 3 24 164 2 8 -4 9 1 20 165 1 9 -9 14 2 24 166 -4 10 -16 23 2 23 167 1 11 -7 17 1 25 168 1 12 -7 16 2 25 169 6 1 3 7 4 23 170 3 2 -2 9 3 21 171 2 3 -3 9 3 16 172 2 4 -6 14 3 26 173 2 5 -7 12 2 23 174 -8 6 -24 23 -1 15 175 0 7 -13 12 1 23 176 -2 8 -14 15 3 20 177 3 9 -7 6 4 22 178 5 10 -1 6 4 24 179 8 11 5 1 6 22 180 8 12 6 3 4 24 181 9 1 5 -1 6 24 182 11 2 5 -4 6 29 183 13 3 9 -6 8 29 184 12 4 10 -9 4 25 185 13 5 14 -13 8 16 186 15 6 19 -13 10 18 187 13 7 18 -10 9 13 188 16 8 16 -12 12 22 189 10 9 8 -9 9 15 190 14 10 10 -15 11 20 191 14 11 12 -14 11 19 192 15 12 13 -18 11 18 193 13 1 15 -13 11 13 194 8 2 3 -2 11 17 195 7 3 2 -1 9 17 196 3 4 -2 5 8 13 197 3 5 1 8 6 14 198 4 6 1 6 7 13 199 4 7 -1 7 8 17 200 0 8 -6 15 6 17 201 -4 9 -13 23 5 15 202 -14 10 -25 43 2 9 203 -18 11 -26 60 3 10 204 -8 12 -9 36 3 9 205 -1 1 1 28 7 14 206 1 2 3 23 8 18 207 2 3 6 23 7 18 208 0 4 2 22 7 12 209 1 5 5 22 6 16 210 0 6 5 24 6 12 211 -1 7 0 32 7 19 212 -3 8 -5 27 5 13 213 -3 9 -4 27 5 12 214 -3 10 -2 27 5 13 215 -4 11 -1 29 4 11 216 -8 12 -8 38 4 10 217 -9 1 -16 40 4 16 218 -13 2 -19 45 1 12 219 -18 3 -28 50 -1 6 220 -11 4 -11 43 3 8 221 -9 5 -4 44 4 6 222 -10 6 -9 44 3 8 223 -13 7 -12 49 2 8 224 -11 8 -10 42 1 9 225 -5 9 -2 36 4 13 226 -15 10 -13 57 3 8 227 -6 11 0 42 5 11 228 -6 12 0 39 6 8 229 -3 1 4 33 6 10 230 -1 2 7 32 6 15 231 -3 3 5 34 6 12 232 -4 4 2 37 6 13 233 -6 5 -2 38 5 12 234 0 6 6 28 6 15 235 -4 7 -3 31 5 13 236 -2 8 1 28 6 13 237 -2 9 0 30 5 16 238 -6 10 -7 39 7 14 239 -7 11 -6 38 4 12 240 -6 12 -4 39 5 15 241 -6 1 -4 38 6 14 242 -3 2 -2 37 6 19 243 -2 3 2 32 5 16 244 -5 4 -5 32 3 16 245 -11 5 -15 44 2 11 246 -11 6 -16 43 3 13 247 -11 7 -18 42 3 12 248 -10 8 -13 38 2 11 249 -14 9 -23 37 0 6 250 -8 10 -10 35 4 9 251 -9 11 -10 37 4 6 252 -5 12 -6 33 5 15 253 -1 1 -3 24 6 17 254 -2 2 -4 24 6 13 255 -5 3 -7 31 5 12 256 -4 4 -7 25 5 13 257 -6 5 -7 28 3 10 258 -2 6 -3 24 5 14 259 -2 7 0 25 5 13 260 -2 8 -5 16 5 10 261 -2 9 -3 17 3 11 262 2 10 3 11 6 12 263 1 11 2 12 6 7 264 -8 12 -7 39 4 11 265 -1 1 -1 19 6 9 266 1 2 0 14 5 13 267 -1 3 -3 15 4 12 268 2 4 4 7 5 5 269 2 5 2 12 5 13 270 1 6 3 12 4 11 271 -1 7 0 14 3 8 272 -2 8 -10 9 2 8 273 -2 9 -10 8 3 8 274 -1 10 -9 4 2 8 275 -8 11 -22 7 -1 0 276 -4 12 -16 3 0 3 277 -6 1 -18 5 -2 0 278 -3 2 -14 0 1 -1 279 -3 3 -12 -2 -2 -1 280 -7 4 -17 6 -2 -4 281 -9 5 -23 11 -2 1 282 -11 6 -28 9 -6 -1 283 -13 7 -31 17 -4 0 284 -11 8 -21 21 -2 -1 285 -9 9 -19 21 0 6 286 -17 10 -22 41 -5 0 287 -22 11 -22 57 -4 -3 288 -25 12 -25 65 -5 -3 289 -20 1 -16 68 -1 4 290 -24 2 -22 73 -2 1 291 -24 3 -21 71 -4 0 292 -22 4 -10 71 -1 -4 293 -19 5 -7 70 1 -2 294 -18 6 -5 69 1 3 295 -17 7 -4 65 -2 2 296 -11 8 7 57 1 5 297 -11 9 6 57 1 6 298 -12 10 3 57 3 6 299 -10 11 10 55 3 3 300 -15 12 0 65 1 4 301 -15 1 -2 65 1 7 302 -15 2 -1 64 0 5 303 -13 3 2 60 2 6 304 -8 4 8 43 2 1 305 -13 5 -6 47 -1 3 306 -9 6 -4 40 1 6 307 -7 7 4 31 0 0 308 -4 8 7 27 1 3 309 -4 9 3 24 1 4 310 -2 10 3 23 3 7 311 0 11 8 17 2 6 312 -2 12 3 16 0 6 313 -3 1 -3 15 0 6 314 1 2 4 8 3 6 315 -2 3 -5 5 -2 2 316 -1 4 -1 6 0 2 317 1 5 5 5 1 2 318 -3 6 0 12 -1 3 319 -4 7 -6 8 -2 -1 320 -9 8 -13 17 -1 -4 321 -9 9 -15 22 -1 4 322 -7 10 -8 24 1 5 323 -14 11 -20 36 -2 3 324 -12 12 -10 31 -5 -1 325 -16 1 -22 34 -5 -4 326 -20 2 -25 47 -6 0 327 -12 3 -10 33 -4 -1 328 -12 4 -8 35 -3 -1 329 -10 5 -9 31 -3 3 330 -10 6 -5 35 -1 2 331 -13 7 -7 39 -2 -4 332 -16 8 -11 46 -3 -3 333 -14 9 -11 40 -3 -1 334 -17 10 -16 50 -3 3 335 -24 11 -28 62 -5 -2 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Maand econs werkloosh finsit spaarverm 0.09723 -0.01149 0.24853 -0.25164 0.24977 0.24832 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.91540 -0.24726 0.01519 0.26705 0.92644 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.097228 0.055573 1.750 0.0811 . Maand -0.011492 0.005587 -2.057 0.0405 * econs 0.248532 0.002709 91.756 <2e-16 *** werkloosh -0.251643 0.001350 -186.446 <2e-16 *** finsit 0.249770 0.008363 29.866 <2e-16 *** spaarverm 0.248320 0.002829 87.770 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.3518 on 329 degrees of freedom Multiple R-squared: 0.9985, Adjusted R-squared: 0.9985 F-statistic: 4.332e+04 on 5 and 329 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,] 0.30650831 0.613016616 0.693491692 [2,] 0.18344480 0.366889596 0.816555202 [3,] 0.11330001 0.226600029 0.886699986 [4,] 0.22580433 0.451608664 0.774195668 [5,] 0.14545334 0.290906682 0.854546659 [6,] 0.14837874 0.296757480 0.851621260 [7,] 0.11084916 0.221698326 0.889150837 [8,] 0.08572006 0.171440123 0.914279938 [9,] 0.05985720 0.119714405 0.940142798 [10,] 0.16637942 0.332758849 0.833620575 [11,] 0.19952929 0.399058578 0.800470711 [12,] 0.25254624 0.505092477 0.747453762 [13,] 0.24387252 0.487745048 0.756127476 [14,] 0.27809661 0.556193215 0.721903393 [15,] 0.22079380 0.441587593 0.779206203 [16,] 0.18442178 0.368843553 0.815578223 [17,] 0.21553929 0.431078571 0.784460715 [18,] 0.21052247 0.421044945 0.789477527 [19,] 0.42724398 0.854487951 0.572756025 [20,] 0.37001350 0.740026996 0.629986502 [21,] 0.33955834 0.679116686 0.660441657 [22,] 0.37062674 0.741253484 0.629373258 [23,] 0.41310611 0.826212216 0.586893892 [24,] 0.39317684 0.786353682 0.606823159 [25,] 0.35441037 0.708820743 0.645589628 [26,] 0.33403409 0.668068178 0.665965911 [27,] 0.55108156 0.897836873 0.448918437 [28,] 0.49873492 0.997469843 0.501265079 [29,] 0.53308540 0.933829195 0.466914597 [30,] 0.48218248 0.964364962 0.517817519 [31,] 0.43720041 0.874400814 0.562799593 [32,] 0.51664545 0.966709107 0.483354553 [33,] 0.49093244 0.981864887 0.509067557 [34,] 0.44477289 0.889545775 0.555227112 [35,] 0.39608529 0.792170576 0.603914712 [36,] 0.36530802 0.730616043 0.634691978 [37,] 0.33598564 0.671971288 0.664014356 [38,] 0.42206527 0.844130537 0.577934732 [39,] 0.37784881 0.755697618 0.622151191 [40,] 0.34737634 0.694752681 0.652623660 [41,] 0.44937615 0.898752298 0.550623851 [42,] 0.41578773 0.831575457 0.584212271 [43,] 0.41754306 0.835086127 0.582456937 [44,] 0.47855651 0.957113029 0.521443486 [45,] 0.44131730 0.882634594 0.558682703 [46,] 0.40314268 0.806285360 0.596857320 [47,] 0.36399872 0.727997446 0.636001277 [48,] 0.40513300 0.810266002 0.594866999 [49,] 0.39585358 0.791707157 0.604146421 [50,] 0.35705087 0.714101740 0.642949130 [51,] 0.43816875 0.876337505 0.561831247 [52,] 0.46719067 0.934381345 0.532809328 [53,] 0.45391061 0.907821212 0.546089394 [54,] 0.50350427 0.992991461 0.496495730 [55,] 0.72319621 0.553607573 0.276803787 [56,] 0.69035029 0.619299416 0.309649708 [57,] 0.66549580 0.669008390 0.334504195 [58,] 0.77754720 0.444905598 0.222452799 [59,] 0.79109449 0.417811023 0.208905512 [60,] 0.78813818 0.423723649 0.211861825 [61,] 0.75868454 0.482630916 0.241315458 [62,] 0.76349064 0.473018714 0.236509357 [63,] 0.73535786 0.529284290 0.264642145 [64,] 0.81363241 0.372735173 0.186367587 [65,] 0.78914577 0.421708464 0.210854232 [66,] 0.78587716 0.428245685 0.214122842 [67,] 0.78154945 0.436901095 0.218450548 [68,] 0.76327559 0.473448825 0.236724412 [69,] 0.74835415 0.503291706 0.251645853 [70,] 0.73681651 0.526366971 0.263183486 [71,] 0.80763279 0.384734414 0.192367207 [72,] 0.78388223 0.432235535 0.216117768 [73,] 0.78834464 0.423310717 0.211655358 [74,] 0.76411857 0.471762854 0.235881427 [75,] 0.86491402 0.270171968 0.135085984 [76,] 0.91334424 0.173311520 0.086655760 [77,] 0.90104958 0.197900832 0.098950416 [78,] 0.88833319 0.223333611 0.111666806 [79,] 0.90691701 0.186165970 0.093082985 [80,] 0.89903950 0.201921006 0.100960503 [81,] 0.88292316 0.234153673 0.117076836 [82,] 0.87367145 0.252657099 0.126328549 [83,] 0.91834068 0.163318646 0.081659323 [84,] 0.90532796 0.189344080 0.094672040 [85,] 0.90198205 0.196035891 0.098017946 [86,] 0.89488427 0.210231455 0.105115727 [87,] 0.88036188 0.239276245 0.119638123 [88,] 0.88328959 0.233420812 0.116710406 [89,] 0.88041713 0.239165732 0.119582866 [90,] 0.88187432 0.236251359 0.118125679 [91,] 0.91012732 0.179745354 0.089872677 [92,] 0.90451147 0.190977055 0.095488527 [93,] 0.90039408 0.199211849 0.099605925 [94,] 0.88523261 0.229534780 0.114767390 [95,] 0.88122970 0.237540591 0.118770295 [96,] 0.89016337 0.219673263 0.109836631 [97,] 0.89136217 0.217275657 0.108637828 [98,] 0.89080916 0.218381685 0.109190843 [99,] 0.90144172 0.197116568 0.098558284 [100,] 0.90083747 0.198325055 0.099162527 [101,] 0.88931174 0.221376513 0.110688256 [102,] 0.89755168 0.204896636 0.102448318 [103,] 0.88216144 0.235677120 0.117838560 [104,] 0.87233054 0.255338912 0.127669456 [105,] 0.85430997 0.291380056 0.145690028 [106,] 0.84768379 0.304632417 0.152316208 [107,] 0.85641496 0.287170086 0.143585043 [108,] 0.83969209 0.320615829 0.160307915 [109,] 0.87979806 0.240403881 0.120201940 [110,] 0.91001640 0.179967198 0.089983599 [111,] 0.89879667 0.202406669 0.101203334 [112,] 0.95246528 0.095069433 0.047534717 [113,] 0.94999528 0.100009438 0.050004719 [114,] 0.97079840 0.058403208 0.029201604 [115,] 0.97570716 0.048585671 0.024292836 [116,] 0.98031786 0.039364271 0.019682135 [117,] 0.97614380 0.047712392 0.023856196 [118,] 0.97934106 0.041317874 0.020658937 [119,] 0.98152889 0.036942225 0.018471112 [120,] 0.98613657 0.027726855 0.013863427 [121,] 0.99456504 0.010869928 0.005434964 [122,] 0.99477982 0.010440362 0.005220181 [123,] 0.99506886 0.009862278 0.004931139 [124,] 0.99848933 0.003021336 0.001510668 [125,] 0.99837180 0.003256399 0.001628199 [126,] 0.99816105 0.003677897 0.001838948 [127,] 0.99794558 0.004108847 0.002054423 [128,] 0.99770631 0.004587381 0.002293691 [129,] 0.99749763 0.005004747 0.002502374 [130,] 0.99706033 0.005879343 0.002939671 [131,] 0.99740875 0.005182491 0.002591246 [132,] 0.99732584 0.005348321 0.002674160 [133,] 0.99734318 0.005313640 0.002656820 [134,] 0.99723611 0.005527778 0.002763889 [135,] 0.99668570 0.006628608 0.003314304 [136,] 0.99793858 0.004122839 0.002061419 [137,] 0.99839387 0.003212269 0.001606135 [138,] 0.99816673 0.003666532 0.001833266 [139,] 0.99847893 0.003042136 0.001521068 [140,] 0.99806385 0.003872303 0.001936152 [141,] 0.99797921 0.004041577 0.002020789 [142,] 0.99822275 0.003554494 0.001777247 [143,] 0.99844144 0.003117122 0.001558561 [144,] 0.99840441 0.003191180 0.001595590 [145,] 0.99843273 0.003134537 0.001567269 [146,] 0.99841730 0.003165397 0.001582699 [147,] 0.99805078 0.003898449 0.001949225 [148,] 0.99815604 0.003687927 0.001843963 [149,] 0.99763367 0.004732651 0.002366325 [150,] 0.99698332 0.006033363 0.003016681 [151,] 0.99617373 0.007652539 0.003826270 [152,] 0.99561344 0.008773119 0.004386560 [153,] 0.99496413 0.010071740 0.005035870 [154,] 0.99372750 0.012544993 0.006272496 [155,] 0.99533885 0.009322297 0.004661148 [156,] 0.99416429 0.011671429 0.005835715 [157,] 0.99384423 0.012311544 0.006155772 [158,] 0.99453091 0.010938186 0.005469093 [159,] 0.99654388 0.006912250 0.003456125 [160,] 0.99575366 0.008492675 0.004246337 [161,] 0.99521084 0.009578318 0.004789159 [162,] 0.99469704 0.010605923 0.005302962 [163,] 0.99402560 0.011948799 0.005974399 [164,] 0.99317060 0.013658796 0.006829398 [165,] 0.99508844 0.009823115 0.004911558 [166,] 0.99492645 0.010147100 0.005073550 [167,] 0.99509726 0.009805476 0.004902738 [168,] 0.99571829 0.008563412 0.004281706 [169,] 0.99495966 0.010080671 0.005040336 [170,] 0.99392428 0.012151436 0.006075718 [171,] 0.99253054 0.014938917 0.007469459 [172,] 0.99326427 0.013471455 0.006735728 [173,] 0.99165928 0.016681439 0.008340720 [174,] 0.98992086 0.020158277 0.010079138 [175,] 0.98776508 0.024469840 0.012234920 [176,] 0.98593825 0.028123505 0.014061753 [177,] 0.98436119 0.031277613 0.015638807 [178,] 0.98095301 0.038093989 0.019046995 [179,] 0.98418969 0.031620615 0.015810308 [180,] 0.98788607 0.024227863 0.012113932 [181,] 0.98670442 0.026591157 0.013295579 [182,] 0.98373068 0.032538637 0.016269318 [183,] 0.98019829 0.039603430 0.019801715 [184,] 0.97603451 0.047930989 0.023965495 [185,] 0.97213279 0.055734419 0.027867210 [186,] 0.97322838 0.053543230 0.026771615 [187,] 0.97270018 0.054599639 0.027299819 [188,] 0.98215163 0.035696730 0.017848365 [189,] 0.98052085 0.038958292 0.019479146 [190,] 0.97795932 0.044081352 0.022040676 [191,] 0.97624155 0.047516897 0.023758448 [192,] 0.97933677 0.041326455 0.020663227 [193,] 0.97502335 0.049953299 0.024976650 [194,] 0.97436640 0.051267204 0.025633602 [195,] 0.97487109 0.050257811 0.025128906 [196,] 0.97574841 0.048503182 0.024251591 [197,] 0.97873446 0.042531073 0.021265536 [198,] 0.98426767 0.031464667 0.015732333 [199,] 0.98077297 0.038454052 0.019227026 [200,] 0.97804656 0.043906876 0.021953438 [201,] 0.97528500 0.049429993 0.024714997 [202,] 0.97307657 0.053846863 0.026923431 [203,] 0.98159200 0.036816001 0.018408000 [204,] 0.98716536 0.025669284 0.012834642 [205,] 0.99143271 0.017134577 0.008567289 [206,] 0.98971339 0.020573214 0.010286607 [207,] 0.98758325 0.024833494 0.012416747 [208,] 0.98504252 0.029914952 0.014957476 [209,] 0.98160156 0.036796876 0.018398438 [210,] 0.97867861 0.042642772 0.021321386 [211,] 0.97798081 0.044038374 0.022019187 [212,] 0.97578535 0.048429298 0.024214649 [213,] 0.97998705 0.040025910 0.020012955 [214,] 0.98570729 0.028585414 0.014292707 [215,] 0.98316189 0.033676223 0.016838111 [216,] 0.98382053 0.032358934 0.016179467 [217,] 0.98483092 0.030338157 0.015169079 [218,] 0.98181027 0.036379451 0.018189725 [219,] 0.98951431 0.020971385 0.010485692 [220,] 0.98954311 0.020913782 0.010456891 [221,] 0.98760168 0.024796634 0.012398317 [222,] 0.98450090 0.030998203 0.015499102 [223,] 0.98321796 0.033564078 0.016782039 [224,] 0.97918691 0.041626187 0.020813094 [225,] 0.97637422 0.047251558 0.023625779 [226,] 0.97591476 0.048170478 0.024085239 [227,] 0.97087257 0.058254868 0.029127434 [228,] 0.96491043 0.070179147 0.035089573 [229,] 0.96940139 0.061197217 0.030598608 [230,] 0.97182701 0.056345975 0.028172988 [231,] 0.96876483 0.062470340 0.031235170 [232,] 0.96287413 0.074251744 0.037125872 [233,] 0.97191715 0.056165705 0.028082853 [234,] 0.98306352 0.033872969 0.016936485 [235,] 0.98433788 0.031324237 0.015662118 [236,] 0.98407097 0.031858061 0.015929031 [237,] 0.99266309 0.014673830 0.007336915 [238,] 0.99078702 0.018425955 0.009212977 [239,] 0.99347196 0.013056087 0.006528044 [240,] 0.99289399 0.014212012 0.007106006 [241,] 0.99268020 0.014639608 0.007319804 [242,] 0.99135219 0.017295610 0.008647805 [243,] 0.99267560 0.014648803 0.007324401 [244,] 0.99129741 0.017405170 0.008702585 [245,] 0.98931054 0.021378915 0.010689458 [246,] 0.98951648 0.020967035 0.010483518 [247,] 0.99105577 0.017888470 0.008944235 [248,] 0.99104218 0.017915646 0.008957823 [249,] 0.99147231 0.017055371 0.008527686 [250,] 0.99043935 0.019121301 0.009560650 [251,] 0.98782262 0.024354765 0.012177382 [252,] 0.98832207 0.023355861 0.011677931 [253,] 0.98773181 0.024536383 0.012268192 [254,] 0.98807070 0.023858603 0.011929301 [255,] 0.98817237 0.023655261 0.011827630 [256,] 0.98533059 0.029338819 0.014669410 [257,] 0.98313176 0.033736478 0.016868239 [258,] 0.97874897 0.042502060 0.021251030 [259,] 0.98170639 0.036587229 0.018293614 [260,] 0.97796872 0.044062559 0.022031279 [261,] 0.97278104 0.054437930 0.027218965 [262,] 0.97638439 0.047231227 0.023615613 [263,] 0.97210218 0.055795641 0.027897821 [264,] 0.97417875 0.051642501 0.025821250 [265,] 0.96775588 0.064488236 0.032244118 [266,] 0.95995654 0.080086911 0.040043456 [267,] 0.96509942 0.069801163 0.034900581 [268,] 0.95676994 0.086460120 0.043230060 [269,] 0.94716378 0.105672434 0.052836217 [270,] 0.94886512 0.102269764 0.051134882 [271,] 0.93853264 0.122934710 0.061467355 [272,] 0.92828845 0.143423093 0.071711546 [273,] 0.91789837 0.164203266 0.082101633 [274,] 0.89929147 0.201417067 0.100708533 [275,] 0.88060493 0.238790135 0.119395068 [276,] 0.88816985 0.223660308 0.111830154 [277,] 0.88197338 0.236053230 0.118026615 [278,] 0.86745599 0.265088023 0.132544012 [279,] 0.85887489 0.282250229 0.141125114 [280,] 0.84802362 0.303952763 0.151976382 [281,] 0.85838867 0.283222656 0.141611328 [282,] 0.84136994 0.317260115 0.158630057 [283,] 0.82290303 0.354193936 0.177096968 [284,] 0.84468065 0.310638692 0.155319346 [285,] 0.91566776 0.168664488 0.084332244 [286,] 0.90763437 0.184731253 0.092365626 [287,] 0.91965238 0.160695232 0.080347616 [288,] 0.90304384 0.193912312 0.096956156 [289,] 0.88899277 0.222014460 0.111007230 [290,] 0.92573109 0.148537822 0.074268911 [291,] 0.90855087 0.182898254 0.091449127 [292,] 0.89614313 0.207713737 0.103856869 [293,] 0.86838149 0.263237025 0.131618512 [294,] 0.85210131 0.295797381 0.147898690 [295,] 0.85026195 0.299476100 0.149738050 [296,] 0.81203856 0.375922876 0.187961438 [297,] 0.77593530 0.448129405 0.224064703 [298,] 0.79094929 0.418101427 0.209050714 [299,] 0.77359731 0.452805385 0.226402693 [300,] 0.72090431 0.558191378 0.279095689 [301,] 0.66269629 0.674607426 0.337303713 [302,] 0.84285990 0.314280191 0.157140095 [303,] 0.90543568 0.189128635 0.094564317 [304,] 0.87315509 0.253689810 0.126844905 [305,] 0.83915266 0.321694677 0.160847338 [306,] 0.78908826 0.421823483 0.210911742 [307,] 0.84685019 0.306299629 0.153149814 [308,] 0.85497333 0.290053337 0.145026668 [309,] 0.91620679 0.167586423 0.083793212 [310,] 0.89309521 0.213809579 0.106904789 [311,] 0.92424054 0.151518925 0.075759463 [312,] 0.90648385 0.187032304 0.093516152 [313,] 0.87440371 0.251192587 0.125596293 [314,] 0.83432528 0.331349438 0.165674719 [315,] 0.82771579 0.344568422 0.172284211 [316,] 0.79109577 0.417808461 0.208904230 [317,] 0.70474605 0.590507909 0.295253955 [318,] 0.94877199 0.102456030 0.051228015 > postscript(file="/var/wessaorg/rcomp/tmp/18t5y1355590686.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/202om1355590686.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/32l2w1355590686.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4wk0j1355590686.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/50c5g1355590687.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 = 335 Frequency = 1 1 2 3 4 5 6 -0.370784292 -0.361016720 -0.096294477 0.418981186 0.182290746 0.442102793 7 8 9 10 11 12 0.201316944 -0.289101272 -0.022494526 0.019595987 0.025711786 -0.209708775 13 14 15 16 17 18 0.172931942 0.427462055 -0.076173822 0.200550480 0.211216517 -0.006319335 19 20 21 22 23 24 -0.247634101 -0.460500452 0.287718075 -0.453295960 -0.192997718 0.078244487 25 26 27 28 29 30 0.440904272 0.461138389 -0.767318837 -0.003045665 -0.250308491 0.507953504 31 32 33 34 35 36 -0.480914660 -0.459802475 0.050488580 0.300543191 -0.695986285 0.066276309 37 38 39 40 41 42 0.693627904 0.203907665 -0.024252397 -0.518131000 0.236733564 0.244902826 43 44 45 46 47 48 0.016245112 0.267389412 -0.209937057 -0.457357486 0.055632699 -0.183957359 49 50 51 52 53 54 0.926444693 0.446716097 -0.045924317 -0.284487806 0.233009732 -0.006040114 55 56 57 58 59 60 0.011537595 -0.472414676 0.282915850 0.050723660 -0.681156666 0.330409703 61 62 63 64 65 66 0.451215344 -0.299427861 -0.788787979 -0.027076891 0.235920805 -0.744056536 67 68 69 70 71 72 -0.479122512 0.278916408 0.013671872 -0.464089291 -0.193069838 0.569879439 73 74 75 76 77 78 0.167756049 0.458438874 -0.273259170 0.236746015 -0.246888796 0.271074866 79 80 81 82 83 84 -0.711739136 0.049908833 0.304662183 0.066035253 -0.915403030 0.602369408 85 86 87 88 89 90 0.216809024 0.231549910 -0.493684541 0.259507300 0.005461069 -0.228043722 91 92 93 94 95 96 -0.716365816 0.044784664 0.298648651 0.303080596 -0.156106721 0.348141628 97 98 99 100 101 102 0.443324543 0.464362316 -0.509603848 -0.245633760 -0.245909332 0.008843856 103 104 105 106 107 108 -0.240778375 -0.461488744 0.308721194 0.316561540 -0.457946285 0.313501842 109 110 111 112 113 114 0.195968066 0.461304933 -0.015332661 0.233558012 0.006044165 0.266702852 115 116 117 118 119 120 -0.471220343 0.049516861 0.570814996 -0.675166919 0.077041175 0.822560411 121 122 123 124 125 126 -0.294455742 0.712114887 -0.511060567 0.500156814 0.002552349 -0.481208537 127 128 129 130 131 132 -0.468552479 0.539551473 0.801236567 -0.426056882 0.338616780 0.838950074 133 134 135 136 137 138 -0.282827774 -0.273145584 0.232097744 0.238616710 0.257315473 -0.223694296 139 140 141 142 143 144 -0.466067322 0.295443440 0.320979625 0.299241399 -0.185197068 0.586631738 145 146 147 148 149 150 -0.527326870 -0.274446892 -0.499137303 0.005460034 0.268723205 -0.468479425 151 152 153 154 155 156 -0.458151406 0.305423789 0.320979625 0.330981405 -0.161924484 -0.405060635 157 158 159 160 161 162 -0.023878990 -0.014385995 -0.020218239 -0.237456927 -0.218958651 0.037530216 163 164 165 166 167 168 0.536602895 0.037453812 0.306768953 -0.428911647 0.589068743 0.099148178 169 170 171 172 173 174 0.219733259 -0.276421397 0.225201910 -0.242695877 0.508771418 0.249240896 175 176 177 178 179 180 0.272714679 -0.466912505 -0.206337332 -0.182674357 0.076514125 0.345660207 181 182 183 184 185 186 -0.038332811 -0.023369173 -0.008828612 -0.008438220 0.238156327 0.010811377 187 188 189 190 191 192 0.517133261 0.538214018 -0.219563934 0.043868295 0.058260193 0.062968906 193 194 195 196 197 198 -0.060693121 -0.292029731 -0.280823644 -0.522298205 -0.250252345 0.256504072 199 200 201 202 203 204 -0.226347217 -0.459514313 0.051251805 0.317210208 0.357074300 0.352419318 205 206 207 208 209 210 0.486868374 -0.499966785 0.015700428 0.259595360 -0.218017140 0.290040584 211 212 213 214 215 216 0.569324780 0.554718947 0.565999446 -0.167891459 -0.155235401 0.109083999 217 218 219 220 221 222 -0.015710601 -0.257820183 0.238129641 -0.232633982 0.537650369 0.544930107 223 224 225 226 227 228 -0.189998662 -0.435620456 0.335172678 -0.143616923 0.617821619 0.369574946 229 230 231 232 233 234 0.242537913 0.015192801 -0.228006307 0.035689367 -0.208959712 0.303121038 235 236 237 238 239 240 0.052735519 0.065402870 0.333522382 0.346622236 0.103888928 -0.124768624 241 242 243 244 245 246 -0.504274685 0.516911751 0.270792468 -0.478455106 0.529437227 -0.208591646 247 248 249 250 251 252 0.296640549 -0.443007192 -0.456703427 0.076553945 0.336291741 -0.137563207 253 254 255 256 257 258 -0.020767268 0.232536111 0.249213164 -0.497472325 -0.486552108 0.031422847 259 260 261 262 263 264 -0.202716803 -0.468393680 -0.451102165 -0.438286151 0.314980103 -0.136124531 265 266 267 268 269 270 0.210514329 -0.028249809 -0.521430435 0.225667037 0.005877559 -0.484752277 271 272 273 274 275 276 -0.229650100 0.258712500 -0.231208065 -0.225049543 -0.491849828 0.027151697 277 278 279 280 281 282 0.145586638 0.403748551 0.164200892 0.176454106 -0.304249397 -0.057666629 283 284 285 286 287 288 -0.035295697 0.246233185 -0.477116763 0.051597183 -0.415433506 -0.395433435 289 290 291 292 293 294 0.258979725 0.014605384 0.022139464 -0.456244941 0.561830258 -0.416983306 295 296 297 298 299 300 0.337034617 0.107267143 0.118970881 -0.623481830 -0.110036655 0.154419953 301 302 303 304 305 306 -0.219890042 0.037837176 -0.450696537 0.033275845 -0.216549227 0.291879912 307 308 309 310 311 312 -0.209977564 0.054618604 0.056988146 0.572338059 0.329404425 -0.168549190 313 314 315 316 317 318 -0.055416156 -0.294454708 0.441020898 0.210490299 0.229380447 -0.503749524 319 320 321 322 323 324 0.235409545 -0.253400936 -0.473190414 -0.445992639 -0.186457521 -0.175906690 325 326 327 328 329 330 0.179947202 -0.535117707 -0.025819602 -0.257874422 0.002297745 -0.224984086 331 332 333 334 335 0.029832220 -0.201599036 -0.196604453 -0.419304843 0.335420322 > postscript(file="/var/wessaorg/rcomp/tmp/6749n1355590687.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 = 335 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.370784292 NA 1 -0.361016720 -0.370784292 2 -0.096294477 -0.361016720 3 0.418981186 -0.096294477 4 0.182290746 0.418981186 5 0.442102793 0.182290746 6 0.201316944 0.442102793 7 -0.289101272 0.201316944 8 -0.022494526 -0.289101272 9 0.019595987 -0.022494526 10 0.025711786 0.019595987 11 -0.209708775 0.025711786 12 0.172931942 -0.209708775 13 0.427462055 0.172931942 14 -0.076173822 0.427462055 15 0.200550480 -0.076173822 16 0.211216517 0.200550480 17 -0.006319335 0.211216517 18 -0.247634101 -0.006319335 19 -0.460500452 -0.247634101 20 0.287718075 -0.460500452 21 -0.453295960 0.287718075 22 -0.192997718 -0.453295960 23 0.078244487 -0.192997718 24 0.440904272 0.078244487 25 0.461138389 0.440904272 26 -0.767318837 0.461138389 27 -0.003045665 -0.767318837 28 -0.250308491 -0.003045665 29 0.507953504 -0.250308491 30 -0.480914660 0.507953504 31 -0.459802475 -0.480914660 32 0.050488580 -0.459802475 33 0.300543191 0.050488580 34 -0.695986285 0.300543191 35 0.066276309 -0.695986285 36 0.693627904 0.066276309 37 0.203907665 0.693627904 38 -0.024252397 0.203907665 39 -0.518131000 -0.024252397 40 0.236733564 -0.518131000 41 0.244902826 0.236733564 42 0.016245112 0.244902826 43 0.267389412 0.016245112 44 -0.209937057 0.267389412 45 -0.457357486 -0.209937057 46 0.055632699 -0.457357486 47 -0.183957359 0.055632699 48 0.926444693 -0.183957359 49 0.446716097 0.926444693 50 -0.045924317 0.446716097 51 -0.284487806 -0.045924317 52 0.233009732 -0.284487806 53 -0.006040114 0.233009732 54 0.011537595 -0.006040114 55 -0.472414676 0.011537595 56 0.282915850 -0.472414676 57 0.050723660 0.282915850 58 -0.681156666 0.050723660 59 0.330409703 -0.681156666 60 0.451215344 0.330409703 61 -0.299427861 0.451215344 62 -0.788787979 -0.299427861 63 -0.027076891 -0.788787979 64 0.235920805 -0.027076891 65 -0.744056536 0.235920805 66 -0.479122512 -0.744056536 67 0.278916408 -0.479122512 68 0.013671872 0.278916408 69 -0.464089291 0.013671872 70 -0.193069838 -0.464089291 71 0.569879439 -0.193069838 72 0.167756049 0.569879439 73 0.458438874 0.167756049 74 -0.273259170 0.458438874 75 0.236746015 -0.273259170 76 -0.246888796 0.236746015 77 0.271074866 -0.246888796 78 -0.711739136 0.271074866 79 0.049908833 -0.711739136 80 0.304662183 0.049908833 81 0.066035253 0.304662183 82 -0.915403030 0.066035253 83 0.602369408 -0.915403030 84 0.216809024 0.602369408 85 0.231549910 0.216809024 86 -0.493684541 0.231549910 87 0.259507300 -0.493684541 88 0.005461069 0.259507300 89 -0.228043722 0.005461069 90 -0.716365816 -0.228043722 91 0.044784664 -0.716365816 92 0.298648651 0.044784664 93 0.303080596 0.298648651 94 -0.156106721 0.303080596 95 0.348141628 -0.156106721 96 0.443324543 0.348141628 97 0.464362316 0.443324543 98 -0.509603848 0.464362316 99 -0.245633760 -0.509603848 100 -0.245909332 -0.245633760 101 0.008843856 -0.245909332 102 -0.240778375 0.008843856 103 -0.461488744 -0.240778375 104 0.308721194 -0.461488744 105 0.316561540 0.308721194 106 -0.457946285 0.316561540 107 0.313501842 -0.457946285 108 0.195968066 0.313501842 109 0.461304933 0.195968066 110 -0.015332661 0.461304933 111 0.233558012 -0.015332661 112 0.006044165 0.233558012 113 0.266702852 0.006044165 114 -0.471220343 0.266702852 115 0.049516861 -0.471220343 116 0.570814996 0.049516861 117 -0.675166919 0.570814996 118 0.077041175 -0.675166919 119 0.822560411 0.077041175 120 -0.294455742 0.822560411 121 0.712114887 -0.294455742 122 -0.511060567 0.712114887 123 0.500156814 -0.511060567 124 0.002552349 0.500156814 125 -0.481208537 0.002552349 126 -0.468552479 -0.481208537 127 0.539551473 -0.468552479 128 0.801236567 0.539551473 129 -0.426056882 0.801236567 130 0.338616780 -0.426056882 131 0.838950074 0.338616780 132 -0.282827774 0.838950074 133 -0.273145584 -0.282827774 134 0.232097744 -0.273145584 135 0.238616710 0.232097744 136 0.257315473 0.238616710 137 -0.223694296 0.257315473 138 -0.466067322 -0.223694296 139 0.295443440 -0.466067322 140 0.320979625 0.295443440 141 0.299241399 0.320979625 142 -0.185197068 0.299241399 143 0.586631738 -0.185197068 144 -0.527326870 0.586631738 145 -0.274446892 -0.527326870 146 -0.499137303 -0.274446892 147 0.005460034 -0.499137303 148 0.268723205 0.005460034 149 -0.468479425 0.268723205 150 -0.458151406 -0.468479425 151 0.305423789 -0.458151406 152 0.320979625 0.305423789 153 0.330981405 0.320979625 154 -0.161924484 0.330981405 155 -0.405060635 -0.161924484 156 -0.023878990 -0.405060635 157 -0.014385995 -0.023878990 158 -0.020218239 -0.014385995 159 -0.237456927 -0.020218239 160 -0.218958651 -0.237456927 161 0.037530216 -0.218958651 162 0.536602895 0.037530216 163 0.037453812 0.536602895 164 0.306768953 0.037453812 165 -0.428911647 0.306768953 166 0.589068743 -0.428911647 167 0.099148178 0.589068743 168 0.219733259 0.099148178 169 -0.276421397 0.219733259 170 0.225201910 -0.276421397 171 -0.242695877 0.225201910 172 0.508771418 -0.242695877 173 0.249240896 0.508771418 174 0.272714679 0.249240896 175 -0.466912505 0.272714679 176 -0.206337332 -0.466912505 177 -0.182674357 -0.206337332 178 0.076514125 -0.182674357 179 0.345660207 0.076514125 180 -0.038332811 0.345660207 181 -0.023369173 -0.038332811 182 -0.008828612 -0.023369173 183 -0.008438220 -0.008828612 184 0.238156327 -0.008438220 185 0.010811377 0.238156327 186 0.517133261 0.010811377 187 0.538214018 0.517133261 188 -0.219563934 0.538214018 189 0.043868295 -0.219563934 190 0.058260193 0.043868295 191 0.062968906 0.058260193 192 -0.060693121 0.062968906 193 -0.292029731 -0.060693121 194 -0.280823644 -0.292029731 195 -0.522298205 -0.280823644 196 -0.250252345 -0.522298205 197 0.256504072 -0.250252345 198 -0.226347217 0.256504072 199 -0.459514313 -0.226347217 200 0.051251805 -0.459514313 201 0.317210208 0.051251805 202 0.357074300 0.317210208 203 0.352419318 0.357074300 204 0.486868374 0.352419318 205 -0.499966785 0.486868374 206 0.015700428 -0.499966785 207 0.259595360 0.015700428 208 -0.218017140 0.259595360 209 0.290040584 -0.218017140 210 0.569324780 0.290040584 211 0.554718947 0.569324780 212 0.565999446 0.554718947 213 -0.167891459 0.565999446 214 -0.155235401 -0.167891459 215 0.109083999 -0.155235401 216 -0.015710601 0.109083999 217 -0.257820183 -0.015710601 218 0.238129641 -0.257820183 219 -0.232633982 0.238129641 220 0.537650369 -0.232633982 221 0.544930107 0.537650369 222 -0.189998662 0.544930107 223 -0.435620456 -0.189998662 224 0.335172678 -0.435620456 225 -0.143616923 0.335172678 226 0.617821619 -0.143616923 227 0.369574946 0.617821619 228 0.242537913 0.369574946 229 0.015192801 0.242537913 230 -0.228006307 0.015192801 231 0.035689367 -0.228006307 232 -0.208959712 0.035689367 233 0.303121038 -0.208959712 234 0.052735519 0.303121038 235 0.065402870 0.052735519 236 0.333522382 0.065402870 237 0.346622236 0.333522382 238 0.103888928 0.346622236 239 -0.124768624 0.103888928 240 -0.504274685 -0.124768624 241 0.516911751 -0.504274685 242 0.270792468 0.516911751 243 -0.478455106 0.270792468 244 0.529437227 -0.478455106 245 -0.208591646 0.529437227 246 0.296640549 -0.208591646 247 -0.443007192 0.296640549 248 -0.456703427 -0.443007192 249 0.076553945 -0.456703427 250 0.336291741 0.076553945 251 -0.137563207 0.336291741 252 -0.020767268 -0.137563207 253 0.232536111 -0.020767268 254 0.249213164 0.232536111 255 -0.497472325 0.249213164 256 -0.486552108 -0.497472325 257 0.031422847 -0.486552108 258 -0.202716803 0.031422847 259 -0.468393680 -0.202716803 260 -0.451102165 -0.468393680 261 -0.438286151 -0.451102165 262 0.314980103 -0.438286151 263 -0.136124531 0.314980103 264 0.210514329 -0.136124531 265 -0.028249809 0.210514329 266 -0.521430435 -0.028249809 267 0.225667037 -0.521430435 268 0.005877559 0.225667037 269 -0.484752277 0.005877559 270 -0.229650100 -0.484752277 271 0.258712500 -0.229650100 272 -0.231208065 0.258712500 273 -0.225049543 -0.231208065 274 -0.491849828 -0.225049543 275 0.027151697 -0.491849828 276 0.145586638 0.027151697 277 0.403748551 0.145586638 278 0.164200892 0.403748551 279 0.176454106 0.164200892 280 -0.304249397 0.176454106 281 -0.057666629 -0.304249397 282 -0.035295697 -0.057666629 283 0.246233185 -0.035295697 284 -0.477116763 0.246233185 285 0.051597183 -0.477116763 286 -0.415433506 0.051597183 287 -0.395433435 -0.415433506 288 0.258979725 -0.395433435 289 0.014605384 0.258979725 290 0.022139464 0.014605384 291 -0.456244941 0.022139464 292 0.561830258 -0.456244941 293 -0.416983306 0.561830258 294 0.337034617 -0.416983306 295 0.107267143 0.337034617 296 0.118970881 0.107267143 297 -0.623481830 0.118970881 298 -0.110036655 -0.623481830 299 0.154419953 -0.110036655 300 -0.219890042 0.154419953 301 0.037837176 -0.219890042 302 -0.450696537 0.037837176 303 0.033275845 -0.450696537 304 -0.216549227 0.033275845 305 0.291879912 -0.216549227 306 -0.209977564 0.291879912 307 0.054618604 -0.209977564 308 0.056988146 0.054618604 309 0.572338059 0.056988146 310 0.329404425 0.572338059 311 -0.168549190 0.329404425 312 -0.055416156 -0.168549190 313 -0.294454708 -0.055416156 314 0.441020898 -0.294454708 315 0.210490299 0.441020898 316 0.229380447 0.210490299 317 -0.503749524 0.229380447 318 0.235409545 -0.503749524 319 -0.253400936 0.235409545 320 -0.473190414 -0.253400936 321 -0.445992639 -0.473190414 322 -0.186457521 -0.445992639 323 -0.175906690 -0.186457521 324 0.179947202 -0.175906690 325 -0.535117707 0.179947202 326 -0.025819602 -0.535117707 327 -0.257874422 -0.025819602 328 0.002297745 -0.257874422 329 -0.224984086 0.002297745 330 0.029832220 -0.224984086 331 -0.201599036 0.029832220 332 -0.196604453 -0.201599036 333 -0.419304843 -0.196604453 334 0.335420322 -0.419304843 335 NA 0.335420322 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.361016720 -0.370784292 [2,] -0.096294477 -0.361016720 [3,] 0.418981186 -0.096294477 [4,] 0.182290746 0.418981186 [5,] 0.442102793 0.182290746 [6,] 0.201316944 0.442102793 [7,] -0.289101272 0.201316944 [8,] -0.022494526 -0.289101272 [9,] 0.019595987 -0.022494526 [10,] 0.025711786 0.019595987 [11,] -0.209708775 0.025711786 [12,] 0.172931942 -0.209708775 [13,] 0.427462055 0.172931942 [14,] -0.076173822 0.427462055 [15,] 0.200550480 -0.076173822 [16,] 0.211216517 0.200550480 [17,] -0.006319335 0.211216517 [18,] -0.247634101 -0.006319335 [19,] -0.460500452 -0.247634101 [20,] 0.287718075 -0.460500452 [21,] -0.453295960 0.287718075 [22,] -0.192997718 -0.453295960 [23,] 0.078244487 -0.192997718 [24,] 0.440904272 0.078244487 [25,] 0.461138389 0.440904272 [26,] -0.767318837 0.461138389 [27,] -0.003045665 -0.767318837 [28,] -0.250308491 -0.003045665 [29,] 0.507953504 -0.250308491 [30,] -0.480914660 0.507953504 [31,] -0.459802475 -0.480914660 [32,] 0.050488580 -0.459802475 [33,] 0.300543191 0.050488580 [34,] -0.695986285 0.300543191 [35,] 0.066276309 -0.695986285 [36,] 0.693627904 0.066276309 [37,] 0.203907665 0.693627904 [38,] -0.024252397 0.203907665 [39,] -0.518131000 -0.024252397 [40,] 0.236733564 -0.518131000 [41,] 0.244902826 0.236733564 [42,] 0.016245112 0.244902826 [43,] 0.267389412 0.016245112 [44,] -0.209937057 0.267389412 [45,] -0.457357486 -0.209937057 [46,] 0.055632699 -0.457357486 [47,] -0.183957359 0.055632699 [48,] 0.926444693 -0.183957359 [49,] 0.446716097 0.926444693 [50,] -0.045924317 0.446716097 [51,] -0.284487806 -0.045924317 [52,] 0.233009732 -0.284487806 [53,] -0.006040114 0.233009732 [54,] 0.011537595 -0.006040114 [55,] -0.472414676 0.011537595 [56,] 0.282915850 -0.472414676 [57,] 0.050723660 0.282915850 [58,] -0.681156666 0.050723660 [59,] 0.330409703 -0.681156666 [60,] 0.451215344 0.330409703 [61,] -0.299427861 0.451215344 [62,] -0.788787979 -0.299427861 [63,] -0.027076891 -0.788787979 [64,] 0.235920805 -0.027076891 [65,] -0.744056536 0.235920805 [66,] -0.479122512 -0.744056536 [67,] 0.278916408 -0.479122512 [68,] 0.013671872 0.278916408 [69,] -0.464089291 0.013671872 [70,] -0.193069838 -0.464089291 [71,] 0.569879439 -0.193069838 [72,] 0.167756049 0.569879439 [73,] 0.458438874 0.167756049 [74,] -0.273259170 0.458438874 [75,] 0.236746015 -0.273259170 [76,] -0.246888796 0.236746015 [77,] 0.271074866 -0.246888796 [78,] -0.711739136 0.271074866 [79,] 0.049908833 -0.711739136 [80,] 0.304662183 0.049908833 [81,] 0.066035253 0.304662183 [82,] -0.915403030 0.066035253 [83,] 0.602369408 -0.915403030 [84,] 0.216809024 0.602369408 [85,] 0.231549910 0.216809024 [86,] -0.493684541 0.231549910 [87,] 0.259507300 -0.493684541 [88,] 0.005461069 0.259507300 [89,] -0.228043722 0.005461069 [90,] -0.716365816 -0.228043722 [91,] 0.044784664 -0.716365816 [92,] 0.298648651 0.044784664 [93,] 0.303080596 0.298648651 [94,] -0.156106721 0.303080596 [95,] 0.348141628 -0.156106721 [96,] 0.443324543 0.348141628 [97,] 0.464362316 0.443324543 [98,] -0.509603848 0.464362316 [99,] -0.245633760 -0.509603848 [100,] -0.245909332 -0.245633760 [101,] 0.008843856 -0.245909332 [102,] -0.240778375 0.008843856 [103,] -0.461488744 -0.240778375 [104,] 0.308721194 -0.461488744 [105,] 0.316561540 0.308721194 [106,] -0.457946285 0.316561540 [107,] 0.313501842 -0.457946285 [108,] 0.195968066 0.313501842 [109,] 0.461304933 0.195968066 [110,] -0.015332661 0.461304933 [111,] 0.233558012 -0.015332661 [112,] 0.006044165 0.233558012 [113,] 0.266702852 0.006044165 [114,] -0.471220343 0.266702852 [115,] 0.049516861 -0.471220343 [116,] 0.570814996 0.049516861 [117,] -0.675166919 0.570814996 [118,] 0.077041175 -0.675166919 [119,] 0.822560411 0.077041175 [120,] -0.294455742 0.822560411 [121,] 0.712114887 -0.294455742 [122,] -0.511060567 0.712114887 [123,] 0.500156814 -0.511060567 [124,] 0.002552349 0.500156814 [125,] -0.481208537 0.002552349 [126,] -0.468552479 -0.481208537 [127,] 0.539551473 -0.468552479 [128,] 0.801236567 0.539551473 [129,] -0.426056882 0.801236567 [130,] 0.338616780 -0.426056882 [131,] 0.838950074 0.338616780 [132,] -0.282827774 0.838950074 [133,] -0.273145584 -0.282827774 [134,] 0.232097744 -0.273145584 [135,] 0.238616710 0.232097744 [136,] 0.257315473 0.238616710 [137,] -0.223694296 0.257315473 [138,] -0.466067322 -0.223694296 [139,] 0.295443440 -0.466067322 [140,] 0.320979625 0.295443440 [141,] 0.299241399 0.320979625 [142,] -0.185197068 0.299241399 [143,] 0.586631738 -0.185197068 [144,] -0.527326870 0.586631738 [145,] -0.274446892 -0.527326870 [146,] -0.499137303 -0.274446892 [147,] 0.005460034 -0.499137303 [148,] 0.268723205 0.005460034 [149,] -0.468479425 0.268723205 [150,] -0.458151406 -0.468479425 [151,] 0.305423789 -0.458151406 [152,] 0.320979625 0.305423789 [153,] 0.330981405 0.320979625 [154,] -0.161924484 0.330981405 [155,] -0.405060635 -0.161924484 [156,] -0.023878990 -0.405060635 [157,] -0.014385995 -0.023878990 [158,] -0.020218239 -0.014385995 [159,] -0.237456927 -0.020218239 [160,] -0.218958651 -0.237456927 [161,] 0.037530216 -0.218958651 [162,] 0.536602895 0.037530216 [163,] 0.037453812 0.536602895 [164,] 0.306768953 0.037453812 [165,] -0.428911647 0.306768953 [166,] 0.589068743 -0.428911647 [167,] 0.099148178 0.589068743 [168,] 0.219733259 0.099148178 [169,] -0.276421397 0.219733259 [170,] 0.225201910 -0.276421397 [171,] -0.242695877 0.225201910 [172,] 0.508771418 -0.242695877 [173,] 0.249240896 0.508771418 [174,] 0.272714679 0.249240896 [175,] -0.466912505 0.272714679 [176,] -0.206337332 -0.466912505 [177,] -0.182674357 -0.206337332 [178,] 0.076514125 -0.182674357 [179,] 0.345660207 0.076514125 [180,] -0.038332811 0.345660207 [181,] -0.023369173 -0.038332811 [182,] -0.008828612 -0.023369173 [183,] -0.008438220 -0.008828612 [184,] 0.238156327 -0.008438220 [185,] 0.010811377 0.238156327 [186,] 0.517133261 0.010811377 [187,] 0.538214018 0.517133261 [188,] -0.219563934 0.538214018 [189,] 0.043868295 -0.219563934 [190,] 0.058260193 0.043868295 [191,] 0.062968906 0.058260193 [192,] -0.060693121 0.062968906 [193,] -0.292029731 -0.060693121 [194,] -0.280823644 -0.292029731 [195,] -0.522298205 -0.280823644 [196,] -0.250252345 -0.522298205 [197,] 0.256504072 -0.250252345 [198,] -0.226347217 0.256504072 [199,] -0.459514313 -0.226347217 [200,] 0.051251805 -0.459514313 [201,] 0.317210208 0.051251805 [202,] 0.357074300 0.317210208 [203,] 0.352419318 0.357074300 [204,] 0.486868374 0.352419318 [205,] -0.499966785 0.486868374 [206,] 0.015700428 -0.499966785 [207,] 0.259595360 0.015700428 [208,] -0.218017140 0.259595360 [209,] 0.290040584 -0.218017140 [210,] 0.569324780 0.290040584 [211,] 0.554718947 0.569324780 [212,] 0.565999446 0.554718947 [213,] -0.167891459 0.565999446 [214,] -0.155235401 -0.167891459 [215,] 0.109083999 -0.155235401 [216,] -0.015710601 0.109083999 [217,] -0.257820183 -0.015710601 [218,] 0.238129641 -0.257820183 [219,] -0.232633982 0.238129641 [220,] 0.537650369 -0.232633982 [221,] 0.544930107 0.537650369 [222,] -0.189998662 0.544930107 [223,] -0.435620456 -0.189998662 [224,] 0.335172678 -0.435620456 [225,] -0.143616923 0.335172678 [226,] 0.617821619 -0.143616923 [227,] 0.369574946 0.617821619 [228,] 0.242537913 0.369574946 [229,] 0.015192801 0.242537913 [230,] -0.228006307 0.015192801 [231,] 0.035689367 -0.228006307 [232,] -0.208959712 0.035689367 [233,] 0.303121038 -0.208959712 [234,] 0.052735519 0.303121038 [235,] 0.065402870 0.052735519 [236,] 0.333522382 0.065402870 [237,] 0.346622236 0.333522382 [238,] 0.103888928 0.346622236 [239,] -0.124768624 0.103888928 [240,] -0.504274685 -0.124768624 [241,] 0.516911751 -0.504274685 [242,] 0.270792468 0.516911751 [243,] -0.478455106 0.270792468 [244,] 0.529437227 -0.478455106 [245,] -0.208591646 0.529437227 [246,] 0.296640549 -0.208591646 [247,] -0.443007192 0.296640549 [248,] -0.456703427 -0.443007192 [249,] 0.076553945 -0.456703427 [250,] 0.336291741 0.076553945 [251,] -0.137563207 0.336291741 [252,] -0.020767268 -0.137563207 [253,] 0.232536111 -0.020767268 [254,] 0.249213164 0.232536111 [255,] -0.497472325 0.249213164 [256,] -0.486552108 -0.497472325 [257,] 0.031422847 -0.486552108 [258,] -0.202716803 0.031422847 [259,] -0.468393680 -0.202716803 [260,] -0.451102165 -0.468393680 [261,] -0.438286151 -0.451102165 [262,] 0.314980103 -0.438286151 [263,] -0.136124531 0.314980103 [264,] 0.210514329 -0.136124531 [265,] -0.028249809 0.210514329 [266,] -0.521430435 -0.028249809 [267,] 0.225667037 -0.521430435 [268,] 0.005877559 0.225667037 [269,] -0.484752277 0.005877559 [270,] -0.229650100 -0.484752277 [271,] 0.258712500 -0.229650100 [272,] -0.231208065 0.258712500 [273,] -0.225049543 -0.231208065 [274,] -0.491849828 -0.225049543 [275,] 0.027151697 -0.491849828 [276,] 0.145586638 0.027151697 [277,] 0.403748551 0.145586638 [278,] 0.164200892 0.403748551 [279,] 0.176454106 0.164200892 [280,] -0.304249397 0.176454106 [281,] -0.057666629 -0.304249397 [282,] -0.035295697 -0.057666629 [283,] 0.246233185 -0.035295697 [284,] -0.477116763 0.246233185 [285,] 0.051597183 -0.477116763 [286,] -0.415433506 0.051597183 [287,] -0.395433435 -0.415433506 [288,] 0.258979725 -0.395433435 [289,] 0.014605384 0.258979725 [290,] 0.022139464 0.014605384 [291,] -0.456244941 0.022139464 [292,] 0.561830258 -0.456244941 [293,] -0.416983306 0.561830258 [294,] 0.337034617 -0.416983306 [295,] 0.107267143 0.337034617 [296,] 0.118970881 0.107267143 [297,] -0.623481830 0.118970881 [298,] -0.110036655 -0.623481830 [299,] 0.154419953 -0.110036655 [300,] -0.219890042 0.154419953 [301,] 0.037837176 -0.219890042 [302,] -0.450696537 0.037837176 [303,] 0.033275845 -0.450696537 [304,] -0.216549227 0.033275845 [305,] 0.291879912 -0.216549227 [306,] -0.209977564 0.291879912 [307,] 0.054618604 -0.209977564 [308,] 0.056988146 0.054618604 [309,] 0.572338059 0.056988146 [310,] 0.329404425 0.572338059 [311,] -0.168549190 0.329404425 [312,] -0.055416156 -0.168549190 [313,] -0.294454708 -0.055416156 [314,] 0.441020898 -0.294454708 [315,] 0.210490299 0.441020898 [316,] 0.229380447 0.210490299 [317,] -0.503749524 0.229380447 [318,] 0.235409545 -0.503749524 [319,] -0.253400936 0.235409545 [320,] -0.473190414 -0.253400936 [321,] -0.445992639 -0.473190414 [322,] -0.186457521 -0.445992639 [323,] -0.175906690 -0.186457521 [324,] 0.179947202 -0.175906690 [325,] -0.535117707 0.179947202 [326,] -0.025819602 -0.535117707 [327,] -0.257874422 -0.025819602 [328,] 0.002297745 -0.257874422 [329,] -0.224984086 0.002297745 [330,] 0.029832220 -0.224984086 [331,] -0.201599036 0.029832220 [332,] -0.196604453 -0.201599036 [333,] -0.419304843 -0.196604453 [334,] 0.335420322 -0.419304843 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.361016720 -0.370784292 2 -0.096294477 -0.361016720 3 0.418981186 -0.096294477 4 0.182290746 0.418981186 5 0.442102793 0.182290746 6 0.201316944 0.442102793 7 -0.289101272 0.201316944 8 -0.022494526 -0.289101272 9 0.019595987 -0.022494526 10 0.025711786 0.019595987 11 -0.209708775 0.025711786 12 0.172931942 -0.209708775 13 0.427462055 0.172931942 14 -0.076173822 0.427462055 15 0.200550480 -0.076173822 16 0.211216517 0.200550480 17 -0.006319335 0.211216517 18 -0.247634101 -0.006319335 19 -0.460500452 -0.247634101 20 0.287718075 -0.460500452 21 -0.453295960 0.287718075 22 -0.192997718 -0.453295960 23 0.078244487 -0.192997718 24 0.440904272 0.078244487 25 0.461138389 0.440904272 26 -0.767318837 0.461138389 27 -0.003045665 -0.767318837 28 -0.250308491 -0.003045665 29 0.507953504 -0.250308491 30 -0.480914660 0.507953504 31 -0.459802475 -0.480914660 32 0.050488580 -0.459802475 33 0.300543191 0.050488580 34 -0.695986285 0.300543191 35 0.066276309 -0.695986285 36 0.693627904 0.066276309 37 0.203907665 0.693627904 38 -0.024252397 0.203907665 39 -0.518131000 -0.024252397 40 0.236733564 -0.518131000 41 0.244902826 0.236733564 42 0.016245112 0.244902826 43 0.267389412 0.016245112 44 -0.209937057 0.267389412 45 -0.457357486 -0.209937057 46 0.055632699 -0.457357486 47 -0.183957359 0.055632699 48 0.926444693 -0.183957359 49 0.446716097 0.926444693 50 -0.045924317 0.446716097 51 -0.284487806 -0.045924317 52 0.233009732 -0.284487806 53 -0.006040114 0.233009732 54 0.011537595 -0.006040114 55 -0.472414676 0.011537595 56 0.282915850 -0.472414676 57 0.050723660 0.282915850 58 -0.681156666 0.050723660 59 0.330409703 -0.681156666 60 0.451215344 0.330409703 61 -0.299427861 0.451215344 62 -0.788787979 -0.299427861 63 -0.027076891 -0.788787979 64 0.235920805 -0.027076891 65 -0.744056536 0.235920805 66 -0.479122512 -0.744056536 67 0.278916408 -0.479122512 68 0.013671872 0.278916408 69 -0.464089291 0.013671872 70 -0.193069838 -0.464089291 71 0.569879439 -0.193069838 72 0.167756049 0.569879439 73 0.458438874 0.167756049 74 -0.273259170 0.458438874 75 0.236746015 -0.273259170 76 -0.246888796 0.236746015 77 0.271074866 -0.246888796 78 -0.711739136 0.271074866 79 0.049908833 -0.711739136 80 0.304662183 0.049908833 81 0.066035253 0.304662183 82 -0.915403030 0.066035253 83 0.602369408 -0.915403030 84 0.216809024 0.602369408 85 0.231549910 0.216809024 86 -0.493684541 0.231549910 87 0.259507300 -0.493684541 88 0.005461069 0.259507300 89 -0.228043722 0.005461069 90 -0.716365816 -0.228043722 91 0.044784664 -0.716365816 92 0.298648651 0.044784664 93 0.303080596 0.298648651 94 -0.156106721 0.303080596 95 0.348141628 -0.156106721 96 0.443324543 0.348141628 97 0.464362316 0.443324543 98 -0.509603848 0.464362316 99 -0.245633760 -0.509603848 100 -0.245909332 -0.245633760 101 0.008843856 -0.245909332 102 -0.240778375 0.008843856 103 -0.461488744 -0.240778375 104 0.308721194 -0.461488744 105 0.316561540 0.308721194 106 -0.457946285 0.316561540 107 0.313501842 -0.457946285 108 0.195968066 0.313501842 109 0.461304933 0.195968066 110 -0.015332661 0.461304933 111 0.233558012 -0.015332661 112 0.006044165 0.233558012 113 0.266702852 0.006044165 114 -0.471220343 0.266702852 115 0.049516861 -0.471220343 116 0.570814996 0.049516861 117 -0.675166919 0.570814996 118 0.077041175 -0.675166919 119 0.822560411 0.077041175 120 -0.294455742 0.822560411 121 0.712114887 -0.294455742 122 -0.511060567 0.712114887 123 0.500156814 -0.511060567 124 0.002552349 0.500156814 125 -0.481208537 0.002552349 126 -0.468552479 -0.481208537 127 0.539551473 -0.468552479 128 0.801236567 0.539551473 129 -0.426056882 0.801236567 130 0.338616780 -0.426056882 131 0.838950074 0.338616780 132 -0.282827774 0.838950074 133 -0.273145584 -0.282827774 134 0.232097744 -0.273145584 135 0.238616710 0.232097744 136 0.257315473 0.238616710 137 -0.223694296 0.257315473 138 -0.466067322 -0.223694296 139 0.295443440 -0.466067322 140 0.320979625 0.295443440 141 0.299241399 0.320979625 142 -0.185197068 0.299241399 143 0.586631738 -0.185197068 144 -0.527326870 0.586631738 145 -0.274446892 -0.527326870 146 -0.499137303 -0.274446892 147 0.005460034 -0.499137303 148 0.268723205 0.005460034 149 -0.468479425 0.268723205 150 -0.458151406 -0.468479425 151 0.305423789 -0.458151406 152 0.320979625 0.305423789 153 0.330981405 0.320979625 154 -0.161924484 0.330981405 155 -0.405060635 -0.161924484 156 -0.023878990 -0.405060635 157 -0.014385995 -0.023878990 158 -0.020218239 -0.014385995 159 -0.237456927 -0.020218239 160 -0.218958651 -0.237456927 161 0.037530216 -0.218958651 162 0.536602895 0.037530216 163 0.037453812 0.536602895 164 0.306768953 0.037453812 165 -0.428911647 0.306768953 166 0.589068743 -0.428911647 167 0.099148178 0.589068743 168 0.219733259 0.099148178 169 -0.276421397 0.219733259 170 0.225201910 -0.276421397 171 -0.242695877 0.225201910 172 0.508771418 -0.242695877 173 0.249240896 0.508771418 174 0.272714679 0.249240896 175 -0.466912505 0.272714679 176 -0.206337332 -0.466912505 177 -0.182674357 -0.206337332 178 0.076514125 -0.182674357 179 0.345660207 0.076514125 180 -0.038332811 0.345660207 181 -0.023369173 -0.038332811 182 -0.008828612 -0.023369173 183 -0.008438220 -0.008828612 184 0.238156327 -0.008438220 185 0.010811377 0.238156327 186 0.517133261 0.010811377 187 0.538214018 0.517133261 188 -0.219563934 0.538214018 189 0.043868295 -0.219563934 190 0.058260193 0.043868295 191 0.062968906 0.058260193 192 -0.060693121 0.062968906 193 -0.292029731 -0.060693121 194 -0.280823644 -0.292029731 195 -0.522298205 -0.280823644 196 -0.250252345 -0.522298205 197 0.256504072 -0.250252345 198 -0.226347217 0.256504072 199 -0.459514313 -0.226347217 200 0.051251805 -0.459514313 201 0.317210208 0.051251805 202 0.357074300 0.317210208 203 0.352419318 0.357074300 204 0.486868374 0.352419318 205 -0.499966785 0.486868374 206 0.015700428 -0.499966785 207 0.259595360 0.015700428 208 -0.218017140 0.259595360 209 0.290040584 -0.218017140 210 0.569324780 0.290040584 211 0.554718947 0.569324780 212 0.565999446 0.554718947 213 -0.167891459 0.565999446 214 -0.155235401 -0.167891459 215 0.109083999 -0.155235401 216 -0.015710601 0.109083999 217 -0.257820183 -0.015710601 218 0.238129641 -0.257820183 219 -0.232633982 0.238129641 220 0.537650369 -0.232633982 221 0.544930107 0.537650369 222 -0.189998662 0.544930107 223 -0.435620456 -0.189998662 224 0.335172678 -0.435620456 225 -0.143616923 0.335172678 226 0.617821619 -0.143616923 227 0.369574946 0.617821619 228 0.242537913 0.369574946 229 0.015192801 0.242537913 230 -0.228006307 0.015192801 231 0.035689367 -0.228006307 232 -0.208959712 0.035689367 233 0.303121038 -0.208959712 234 0.052735519 0.303121038 235 0.065402870 0.052735519 236 0.333522382 0.065402870 237 0.346622236 0.333522382 238 0.103888928 0.346622236 239 -0.124768624 0.103888928 240 -0.504274685 -0.124768624 241 0.516911751 -0.504274685 242 0.270792468 0.516911751 243 -0.478455106 0.270792468 244 0.529437227 -0.478455106 245 -0.208591646 0.529437227 246 0.296640549 -0.208591646 247 -0.443007192 0.296640549 248 -0.456703427 -0.443007192 249 0.076553945 -0.456703427 250 0.336291741 0.076553945 251 -0.137563207 0.336291741 252 -0.020767268 -0.137563207 253 0.232536111 -0.020767268 254 0.249213164 0.232536111 255 -0.497472325 0.249213164 256 -0.486552108 -0.497472325 257 0.031422847 -0.486552108 258 -0.202716803 0.031422847 259 -0.468393680 -0.202716803 260 -0.451102165 -0.468393680 261 -0.438286151 -0.451102165 262 0.314980103 -0.438286151 263 -0.136124531 0.314980103 264 0.210514329 -0.136124531 265 -0.028249809 0.210514329 266 -0.521430435 -0.028249809 267 0.225667037 -0.521430435 268 0.005877559 0.225667037 269 -0.484752277 0.005877559 270 -0.229650100 -0.484752277 271 0.258712500 -0.229650100 272 -0.231208065 0.258712500 273 -0.225049543 -0.231208065 274 -0.491849828 -0.225049543 275 0.027151697 -0.491849828 276 0.145586638 0.027151697 277 0.403748551 0.145586638 278 0.164200892 0.403748551 279 0.176454106 0.164200892 280 -0.304249397 0.176454106 281 -0.057666629 -0.304249397 282 -0.035295697 -0.057666629 283 0.246233185 -0.035295697 284 -0.477116763 0.246233185 285 0.051597183 -0.477116763 286 -0.415433506 0.051597183 287 -0.395433435 -0.415433506 288 0.258979725 -0.395433435 289 0.014605384 0.258979725 290 0.022139464 0.014605384 291 -0.456244941 0.022139464 292 0.561830258 -0.456244941 293 -0.416983306 0.561830258 294 0.337034617 -0.416983306 295 0.107267143 0.337034617 296 0.118970881 0.107267143 297 -0.623481830 0.118970881 298 -0.110036655 -0.623481830 299 0.154419953 -0.110036655 300 -0.219890042 0.154419953 301 0.037837176 -0.219890042 302 -0.450696537 0.037837176 303 0.033275845 -0.450696537 304 -0.216549227 0.033275845 305 0.291879912 -0.216549227 306 -0.209977564 0.291879912 307 0.054618604 -0.209977564 308 0.056988146 0.054618604 309 0.572338059 0.056988146 310 0.329404425 0.572338059 311 -0.168549190 0.329404425 312 -0.055416156 -0.168549190 313 -0.294454708 -0.055416156 314 0.441020898 -0.294454708 315 0.210490299 0.441020898 316 0.229380447 0.210490299 317 -0.503749524 0.229380447 318 0.235409545 -0.503749524 319 -0.253400936 0.235409545 320 -0.473190414 -0.253400936 321 -0.445992639 -0.473190414 322 -0.186457521 -0.445992639 323 -0.175906690 -0.186457521 324 0.179947202 -0.175906690 325 -0.535117707 0.179947202 326 -0.025819602 -0.535117707 327 -0.257874422 -0.025819602 328 0.002297745 -0.257874422 329 -0.224984086 0.002297745 330 0.029832220 -0.224984086 331 -0.201599036 0.029832220 332 -0.196604453 -0.201599036 333 -0.419304843 -0.196604453 334 0.335420322 -0.419304843 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/7q6ff1355590687.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8mgz11355590687.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/98jct1355590687.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10iq2c1355590687.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/1146zr1355590687.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12pc681355590687.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13nzdg1355590687.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/14ayin1355590687.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/wessaorg/rcomp/tmp/15te9g1355590687.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/wessaorg/rcomp/tmp/16qxyp1355590687.tab") + } > > try(system("convert tmp/18t5y1355590686.ps tmp/18t5y1355590686.png",intern=TRUE)) character(0) > try(system("convert tmp/202om1355590686.ps tmp/202om1355590686.png",intern=TRUE)) character(0) > try(system("convert tmp/32l2w1355590686.ps tmp/32l2w1355590686.png",intern=TRUE)) character(0) > try(system("convert tmp/4wk0j1355590686.ps tmp/4wk0j1355590686.png",intern=TRUE)) character(0) > try(system("convert tmp/50c5g1355590687.ps tmp/50c5g1355590687.png",intern=TRUE)) character(0) > try(system("convert tmp/6749n1355590687.ps tmp/6749n1355590687.png",intern=TRUE)) character(0) > try(system("convert tmp/7q6ff1355590687.ps tmp/7q6ff1355590687.png",intern=TRUE)) character(0) > try(system("convert tmp/8mgz11355590687.ps tmp/8mgz11355590687.png",intern=TRUE)) character(0) > try(system("convert tmp/98jct1355590687.ps tmp/98jct1355590687.png",intern=TRUE)) character(0) > try(system("convert tmp/10iq2c1355590687.ps tmp/10iq2c1355590687.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 14.264 1.327 15.586