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 + ,1901 + ,61 + ,17 + ,56 + ,84 + ,4 + ,21 + ,51 + ,9 + ,2 + ,2509 + ,74 + ,19 + ,73 + ,47 + ,3 + ,15 + ,45 + ,9 + ,3 + ,2114 + ,57 + ,18 + ,62 + ,63 + ,3 + ,17 + ,44 + ,9 + ,4 + ,1331 + ,50 + ,15 + ,42 + ,28 + ,3 + ,20 + ,42 + ,9 + ,5 + ,1399 + ,48 + ,15 + ,59 + ,22 + ,2 + ,12 + ,38 + ,9 + ,6 + ,7333 + ,2 + ,12 + ,27 + ,18 + ,6 + ,4 + ,38 + ,9 + ,7 + ,1170 + ,31 + ,20 + ,78 + ,27 + ,5 + ,11 + ,35 + ,9 + ,8 + ,1507 + ,61 + ,14 + ,56 + ,37 + ,5 + ,12 + ,35 + ,9 + ,9 + ,1107 + ,36 + ,15 + ,59 + ,20 + ,5 + ,9 + ,34 + ,9 + ,10 + ,2051 + ,46 + ,13 + ,51 + ,67 + ,5 + ,14 + ,33 + ,9 + ,11 + ,1290 + ,30 + ,17 + ,47 + ,28 + ,4 + ,11 + ,32 + ,9 + ,12 + ,820 + ,49 + ,10 + ,35 + ,45 + ,3 + ,14 + ,31 + ,9 + ,13 + ,1502 + ,14 + ,13 + ,47 + ,15 + ,5 + ,4 + ,30 + ,9 + ,14 + ,1451 + ,12 + ,12 + ,47 + ,23 + ,6 + ,7 + ,30 + ,9 + ,15 + ,1178 + ,54 + ,16 + ,55 + ,30 + ,6 + ,9 + ,30 + ,9 + ,16 + ,1514 + ,44 + ,15 + ,54 + ,27 + ,2 + ,14 + ,29 + ,9 + ,17 + ,883 + ,40 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,4 + ,13 + ,0 + ,0 + ,0 + ,4 + ,11 + ,137 + ,291 + ,0 + ,14 + ,6 + ,39 + ,0 + ,2 + ,4 + ,11 + ,138 + ,213 + ,0 + ,9 + ,31 + ,10 + ,0 + ,0 + ,4 + ,11 + ,139 + ,135 + ,0 + ,0 + ,0 + ,1 + ,0 + ,1 + ,3 + ,11 + ,140 + ,210 + ,3 + ,1 + ,3 + ,3 + ,3 + ,3 + ,3 + ,11) + ,dim=c(10 + ,140) + ,dimnames=list(c('Place' + ,'pageviews' + ,'Blogs' + ,'PR' + ,'LFM' + ,'KCS' + ,'SPR' + ,'CH' + ,'Hours' + ,'Month') + ,1:140)) > y <- array(NA,dim=c(10,140),dimnames=list(c('Place','pageviews','Blogs','PR','LFM','KCS','SPR','CH','Hours','Month'),1:140)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from 'package:base': as.Date, as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Place pageviews Blogs PR LFM KCS SPR CH Hours Month 1 1 1901 61 17 56 84 4 21 51 9 2 2 2509 74 19 73 47 3 15 45 9 3 3 2114 57 18 62 63 3 17 44 9 4 4 1331 50 15 42 28 3 20 42 9 5 5 1399 48 15 59 22 2 12 38 9 6 6 7333 2 12 27 18 6 4 38 9 7 7 1170 31 20 78 27 5 11 35 9 8 8 1507 61 14 56 37 5 12 35 9 9 9 1107 36 15 59 20 5 9 34 9 10 10 2051 46 13 51 67 5 14 33 9 11 11 1290 30 17 47 28 4 11 32 9 12 12 820 49 10 35 45 3 14 31 9 13 13 1502 14 13 47 15 5 4 30 9 14 14 1451 12 12 47 23 6 7 30 9 15 15 1178 54 16 55 30 6 9 30 9 16 16 1514 44 15 54 27 2 14 29 9 17 17 883 40 15 60 43 5 13 29 9 18 18 1405 57 15 55 36 5 11 29 9 19 19 927 29 12 48 28 5 9 28 9 20 20 1352 32 13 47 28 9 8 27 9 21 21 1314 28 12 47 22 4 9 27 9 22 22 1307 40 15 52 27 4 11 27 9 23 23 1243 54 12 48 24 5 7 26 9 24 24 1232 56 12 48 52 3 15 26 9 25 25 1097 19 9 27 12 0 4 26 9 26 26 1100 67 12 12 24 5 10 26 9 27 27 1316 25 13 51 10 3 10 26 9 28 28 903 42 16 58 71 4 13 25 9 29 29 929 28 15 60 12 2 10 25 9 30 30 1049 57 13 46 24 5 10 25 9 31 31 1372 28 12 45 22 11 6 24 9 32 32 1470 35 13 42 21 5 8 24 9 33 33 821 10 12 41 13 3 7 24 9 34 34 1239 30 12 47 28 4 11 24 9 35 35 1384 23 8 32 19 5 10 24 9 36 36 820 32 15 56 29 5 11 24 9 37 37 1462 24 12 42 12 2 10 24 9 38 38 1202 42 12 41 32 6 8 23 9 39 39 1091 33 12 47 21 3 10 23 9 40 40 1228 19 14 47 19 4 5 23 9 41 41 707 17 15 49 15 8 5 23 9 42 42 868 49 15 52 14 14 5 23 9 43 43 1165 30 12 42 34 11 9 22 9 44 44 1106 3 13 55 8 8 2 22 9 45 45 1429 56 12 48 27 3 9 22 9 46 46 1671 37 13 48 31 3 13 22 9 47 47 1579 26 12 38 21 11 7 22 9 48 48 774 19 12 48 10 3 5 21 10 49 49 934 22 13 50 21 4 7 21 10 50 50 825 53 12 39 19 3 8 21 10 51 51 1375 35 12 48 27 5 8 21 10 52 52 968 12 9 36 17 6 5 21 10 53 53 1156 34 13 49 30 8 5 21 10 54 54 1374 28 13 39 19 3 10 21 10 55 55 1224 38 12 41 17 3 5 21 10 56 56 804 38 15 45 24 5 10 21 10 57 57 998 45 15 60 36 5 10 21 10 58 58 1112 15 13 45 16 3 7 21 10 59 59 1153 35 14 41 16 3 10 20 10 60 60 613 27 14 52 30 3 9 20 10 61 61 729 23 12 46 18 5 10 20 10 62 62 813 33 12 39 26 3 10 20 10 63 63 912 23 9 32 17 3 5 20 10 64 64 1178 26 14 52 28 6 8 20 10 65 65 1201 32 16 54 20 4 6 19 10 66 66 1165 35 15 51 27 3 7 19 10 67 67 705 18 13 52 13 13 6 18 10 68 68 814 18 16 57 10 5 3 17 10 69 69 1082 41 12 47 29 6 9 17 10 70 70 885 39 12 45 34 5 11 17 10 71 71 837 56 12 41 30 3 9 17 10 72 72 586 35 12 43 16 4 10 16 10 73 73 913 37 10 31 22 4 9 16 10 74 74 547 26 15 32 22 7 7 15 10 75 75 758 33 12 41 31 4 6 15 10 76 76 848 7 9 27 10 5 6 15 10 77 77 634 16 10 40 7 7 5 15 10 78 78 501 13 13 46 10 3 5 15 10 79 79 849 54 12 32 55 6 8 15 10 80 80 733 30 13 9 25 8 7 15 10 81 81 634 9 16 64 9 5 5 15 10 82 82 1010 35 15 30 31 5 10 15 10 83 83 778 0 12 46 0 0 0 15 10 84 84 480 40 12 37 24 3 10 15 10 85 85 848 22 12 22 14 5 6 15 10 86 86 714 29 12 20 11 3 6 14 10 87 87 871 25 12 21 8 8 4 14 10 88 88 776 17 14 44 9 9 3 14 10 89 89 815 32 12 24 18 9 7 14 10 90 90 811 40 12 33 14 4 5 14 10 91 91 529 24 12 45 27 2 8 13 10 92 92 642 18 13 35 10 0 0 13 10 93 93 562 15 8 31 16 3 5 13 10 94 94 626 17 16 20 13 7 5 13 10 95 95 636 28 12 13 10 5 5 13 11 96 96 935 18 11 33 16 3 5 13 11 97 97 473 16 15 58 11 3 6 12 11 98 98 836 28 13 26 8 3 5 12 11 99 99 938 17 12 36 29 7 6 12 11 100 100 656 25 13 32 12 4 4 12 11 101 101 566 2 13 34 1 0 0 12 11 102 102 765 10 12 15 26 5 8 12 11 103 103 705 9 12 40 5 5 2 11 11 104 104 558 7 12 37 5 5 2 11 11 105 105 582 27 14 26 24 6 8 11 11 106 106 608 25 12 31 19 6 3 11 11 107 107 567 16 16 47 10 5 3 11 11 108 108 434 28 8 21 6 6 3 11 11 109 109 479 7 8 21 61 0 3 11 11 110 110 488 0 5 9 25 25 1 10 11 111 111 507 16 9 28 7 2 2 10 11 112 112 394 10 11 24 10 5 2 10 11 113 113 504 0 4 15 3 3 1 9 11 114 114 368 2 8 19 1 1 2 9 11 115 115 386 5 13 35 38 5 7 9 11 116 116 451 36 13 45 13 4 4 9 11 117 117 580 10 12 20 2 0 1 9 11 118 118 565 43 13 1 8 4 6 9 11 119 119 510 14 12 29 30 10 3 9 11 120 120 495 12 12 33 11 6 2 8 11 121 121 596 15 10 32 69 23 3 8 11 122 122 412 8 12 11 2 0 2 8 11 123 123 338 39 5 10 23 6 5 7 11 124 124 446 10 13 18 8 4 4 7 11 125 125 418 0 12 41 0 0 0 7 11 126 126 335 7 6 0 2 0 0 6 11 127 127 349 10 9 10 4 2 3 6 11 128 128 308 3 12 24 4 4 2 5 11 129 129 466 8 15 28 0 0 0 5 11 130 130 228 0 11 38 9 9 1 5 11 131 131 428 8 3 4 5 5 3 5 11 132 132 242 1 8 25 0 0 0 5 11 133 133 352 0 12 40 0 0 0 5 11 134 134 244 8 0 0 13 4 4 5 11 135 135 269 3 9 23 1 0 1 5 11 136 136 242 0 4 13 0 0 0 4 11 137 137 291 0 14 6 39 0 2 4 11 138 138 213 0 9 31 10 0 0 4 11 139 139 135 0 0 0 1 0 1 3 11 140 140 210 3 1 3 3 3 3 3 11 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) pageviews Blogs PR LFM KCS -7.982e+01 -1.116e-04 -7.824e-02 2.650e-01 -1.902e-01 1.075e-01 SPR CH Hours Month -2.534e-01 -5.581e-02 -2.415e+00 1.995e+01 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -13.4995 -5.0342 -0.7942 4.2206 28.6889 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7.982e+01 1.763e+01 -4.528 1.33e-05 *** pageviews -1.116e-04 1.239e-03 -0.090 0.9283 Blogs -7.824e-02 5.730e-02 -1.366 0.1744 PR 2.650e-01 2.712e-01 0.977 0.3304 LFM -1.902e-01 6.393e-02 -2.975 0.0035 ** KCS 1.075e-01 5.740e-02 1.873 0.0633 . SPR -2.534e-01 1.777e-01 -1.426 0.1563 CH -5.581e-02 3.212e-01 -0.174 0.8623 Hours -2.415e+00 1.883e-01 -12.825 < 2e-16 *** Month 1.995e+01 1.550e+00 12.873 < 2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.924 on 130 degrees of freedom Multiple R-squared: 0.9727, Adjusted R-squared: 0.9709 F-statistic: 515.5 on 9 and 130 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,] 0.01666899 3.333799e-02 9.833310e-01 [2,] 0.02057436 4.114872e-02 9.794256e-01 [3,] 0.02625564 5.251129e-02 9.737444e-01 [4,] 0.27713315 5.542663e-01 7.228669e-01 [5,] 0.30536023 6.107205e-01 6.946398e-01 [6,] 0.36509195 7.301839e-01 6.349081e-01 [7,] 0.48689147 9.737829e-01 5.131085e-01 [8,] 0.41067950 8.213590e-01 5.893205e-01 [9,] 0.59147085 8.170583e-01 4.085292e-01 [10,] 0.69086541 6.182692e-01 3.091346e-01 [11,] 0.74284575 5.143085e-01 2.571543e-01 [12,] 0.71905262 5.618948e-01 2.809474e-01 [13,] 0.79668201 4.066360e-01 2.033180e-01 [14,] 0.74021590 5.195682e-01 2.597841e-01 [15,] 0.93351842 1.329632e-01 6.648158e-02 [16,] 0.93445703 1.310859e-01 6.554297e-02 [17,] 0.96941767 6.116466e-02 3.058233e-02 [18,] 0.98676520 2.646961e-02 1.323480e-02 [19,] 0.99830876 3.382481e-03 1.691240e-03 [20,] 0.99930993 1.380147e-03 6.900733e-04 [21,] 0.99981830 3.634042e-04 1.817021e-04 [22,] 0.99992250 1.550085e-04 7.750426e-05 [23,] 0.99995826 8.348647e-05 4.174324e-05 [24,] 0.99998736 2.527698e-05 1.263849e-05 [25,] 0.99999476 1.047888e-05 5.239439e-06 [26,] 0.99999872 2.555407e-06 1.277703e-06 [27,] 0.99999939 1.228795e-06 6.143976e-07 [28,] 0.99999991 1.802940e-07 9.014701e-08 [29,] 0.99999998 3.213042e-08 1.606521e-08 [30,] 1.00000000 7.406207e-09 3.703104e-09 [31,] 1.00000000 9.274463e-09 4.637231e-09 [32,] 1.00000000 2.991153e-09 1.495577e-09 [33,] 1.00000000 3.679072e-10 1.839536e-10 [34,] 1.00000000 2.037432e-10 1.018716e-10 [35,] 1.00000000 1.404937e-10 7.024684e-11 [36,] 1.00000000 8.785724e-11 4.392862e-11 [37,] 1.00000000 6.381708e-11 3.190854e-11 [38,] 1.00000000 5.495598e-11 2.747799e-11 [39,] 1.00000000 8.053483e-11 4.026742e-11 [40,] 1.00000000 1.049502e-10 5.247509e-11 [41,] 1.00000000 1.645275e-10 8.226374e-11 [42,] 1.00000000 3.759662e-10 1.879831e-10 [43,] 1.00000000 5.000115e-10 2.500058e-10 [44,] 1.00000000 1.090830e-09 5.454152e-10 [45,] 1.00000000 1.758393e-09 8.791967e-10 [46,] 1.00000000 1.908231e-09 9.541156e-10 [47,] 1.00000000 4.090200e-09 2.045100e-09 [48,] 1.00000000 6.832263e-09 3.416131e-09 [49,] 1.00000000 8.536145e-09 4.268072e-09 [50,] 1.00000000 7.533680e-09 3.766840e-09 [51,] 1.00000000 3.105682e-09 1.552841e-09 [52,] 1.00000000 9.688683e-10 4.844342e-10 [53,] 1.00000000 1.259108e-09 6.295541e-10 [54,] 1.00000000 1.014497e-09 5.072483e-10 [55,] 1.00000000 2.173260e-09 1.086630e-09 [56,] 1.00000000 2.007053e-09 1.003526e-09 [57,] 1.00000000 3.493434e-09 1.746717e-09 [58,] 1.00000000 6.937449e-09 3.468725e-09 [59,] 1.00000000 9.374102e-09 4.687051e-09 [60,] 0.99999999 1.236542e-08 6.182711e-09 [61,] 0.99999999 1.437242e-08 7.186208e-09 [62,] 1.00000000 1.073978e-09 5.369891e-10 [63,] 1.00000000 6.116402e-11 3.058201e-11 [64,] 1.00000000 2.262164e-11 1.131082e-11 [65,] 1.00000000 5.886210e-12 2.943105e-12 [66,] 1.00000000 1.026150e-12 5.130749e-13 [67,] 1.00000000 7.536352e-14 3.768176e-14 [68,] 1.00000000 2.020194e-14 1.010097e-14 [69,] 1.00000000 2.378629e-14 1.189315e-14 [70,] 1.00000000 6.192981e-14 3.096491e-14 [71,] 1.00000000 2.558933e-14 1.279466e-14 [72,] 1.00000000 3.508588e-14 1.754294e-14 [73,] 1.00000000 4.305741e-14 2.152871e-14 [74,] 1.00000000 4.993943e-14 2.496971e-14 [75,] 1.00000000 9.806204e-14 4.903102e-14 [76,] 1.00000000 1.661541e-13 8.307705e-14 [77,] 1.00000000 3.466473e-13 1.733237e-13 [78,] 1.00000000 2.906788e-13 1.453394e-13 [79,] 1.00000000 3.558995e-13 1.779498e-13 [80,] 1.00000000 3.601703e-13 1.800851e-13 [81,] 1.00000000 3.931654e-13 1.965827e-13 [82,] 1.00000000 1.352700e-12 6.763500e-13 [83,] 1.00000000 1.369353e-12 6.846763e-13 [84,] 1.00000000 4.373033e-12 2.186517e-12 [85,] 1.00000000 2.474694e-12 1.237347e-12 [86,] 1.00000000 3.572035e-12 1.786017e-12 [87,] 1.00000000 1.047548e-11 5.237739e-12 [88,] 1.00000000 1.945911e-11 9.729557e-12 [89,] 1.00000000 6.139951e-11 3.069975e-11 [90,] 1.00000000 1.841061e-10 9.205305e-11 [91,] 1.00000000 3.009759e-10 1.504880e-10 [92,] 1.00000000 5.116769e-10 2.558384e-10 [93,] 1.00000000 8.810700e-10 4.405350e-10 [94,] 1.00000000 1.898518e-09 9.492591e-10 [95,] 1.00000000 6.515120e-09 3.257560e-09 [96,] 0.99999999 2.009616e-08 1.004808e-08 [97,] 0.99999997 6.218702e-08 3.109351e-08 [98,] 0.99999990 2.078240e-07 1.039120e-07 [99,] 0.99999973 5.454140e-07 2.727070e-07 [100,] 0.99999914 1.721378e-06 8.606889e-07 [101,] 0.99999907 1.865138e-06 9.325689e-07 [102,] 0.99999869 2.629517e-06 1.314759e-06 [103,] 0.99999969 6.287344e-07 3.143672e-07 [104,] 0.99999950 1.009887e-06 5.049437e-07 [105,] 0.99999825 3.506702e-06 1.753351e-06 [106,] 0.99999967 6.695826e-07 3.347913e-07 [107,] 0.99999867 2.653164e-06 1.326582e-06 [108,] 0.99999432 1.136829e-05 5.684147e-06 [109,] 0.99998305 3.389961e-05 1.694980e-05 [110,] 0.99995963 8.074377e-05 4.037188e-05 [111,] 0.99990432 1.913658e-04 9.568289e-05 [112,] 0.99962357 7.528540e-04 3.764270e-04 [113,] 0.99862303 2.753948e-03 1.376974e-03 [114,] 0.99346065 1.307869e-02 6.539346e-03 [115,] 0.97143714 5.712572e-02 2.856286e-02 > postscript(file="/var/fisher/rcomp/tmp/16spz1355667838.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/2z9zo1355667838.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/3i5731355667838.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/44pcl1355667838.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/5x1sc1355667838.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 = 140 Frequency = 1 1 2 3 4 5 6 28.68893225 22.37887531 16.15465937 12.61119818 6.98243748 0.75184458 7 8 9 10 11 12 2.83887292 2.61025642 1.16057370 -5.13094714 -5.93171033 -8.25296412 13 14 15 16 17 18 -7.66882921 -7.00509102 -2.92871100 -5.42562756 -4.68324003 -2.60500601 19 20 21 22 23 24 -6.05173223 -6.68135356 -6.30001018 -4.63176513 -4.57120262 -6.48620538 25 26 27 28 29 30 -8.66978712 -7.24968835 -1.36099603 -7.09146157 -0.87070550 -0.25067279 31 32 33 34 35 36 -2.31094459 -2.88945885 -3.54588290 -0.92895082 -1.08832372 2.24347745 37 38 39 40 41 42 1.83272555 0.35955110 2.31788765 1.89720549 4.24170441 9.96213829 43 44 45 46 47 48 3.30019881 6.03251969 7.23002289 6.29872093 7.55847586 -13.49953963 49 50 51 52 53 54 -12.94893249 -11.34544457 -10.33367195 -11.50505839 -8.24073848 -9.39355733 55 56 57 58 59 60 -7.04655563 -6.09418362 -2.96181740 -5.14370330 -5.84723384 -5.00201176 61 62 63 64 65 66 -3.06058375 -3.96701260 -3.58634567 -0.09766111 -0.94836937 -0.97335179 67 68 69 70 71 72 0.93437019 -2.18453340 -1.65113878 -1.88930602 -0.51388325 -1.40497143 73 74 75 76 77 78 -2.66511711 -5.46727367 -3.17285346 -3.55400991 1.10738667 0.86774221 79 80 81 82 83 84 -1.19275543 -3.04710755 6.81255412 1.60128301 5.18210099 6.30525606 85 86 87 88 89 90 4.44365153 2.99701152 5.36985897 9.66799269 7.82781131 10.21620118 91 92 93 94 95 96 8.06376761 7.31401969 9.02897708 7.31671671 -11.22842573 -8.06037620 97 98 99 100 101 102 -5.39480389 -8.70500624 -7.57509541 -6.05098575 -6.53475695 -9.20901499 103 104 105 106 107 108 -4.03108067 -3.77456414 -5.28331799 -2.69748849 0.29092128 0.07325654 109 110 111 112 113 114 -7.99761604 -1.35195857 -0.38275227 -0.71774592 -2.56946331 -1.96346259 115 116 117 118 119 120 -1.69303694 5.90813809 0.39959235 0.74898871 4.05273455 4.21359945 121 122 123 124 125 126 3.92910158 1.15382584 3.25196994 2.44634315 6.92327059 -0.37593678 127 128 129 130 131 132 2.42664551 2.77865286 3.45787362 8.13669086 4.96606293 7.16957436 133 134 135 136 137 138 9.89657136 6.92213948 9.63199359 7.45439909 0.39786288 10.47476990 139 140 6.56363623 8.76928466 > postscript(file="/var/fisher/rcomp/tmp/68niv1355667838.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 = 140 Frequency = 1 lag(myerror, k = 1) myerror 0 28.68893225 NA 1 22.37887531 28.68893225 2 16.15465937 22.37887531 3 12.61119818 16.15465937 4 6.98243748 12.61119818 5 0.75184458 6.98243748 6 2.83887292 0.75184458 7 2.61025642 2.83887292 8 1.16057370 2.61025642 9 -5.13094714 1.16057370 10 -5.93171033 -5.13094714 11 -8.25296412 -5.93171033 12 -7.66882921 -8.25296412 13 -7.00509102 -7.66882921 14 -2.92871100 -7.00509102 15 -5.42562756 -2.92871100 16 -4.68324003 -5.42562756 17 -2.60500601 -4.68324003 18 -6.05173223 -2.60500601 19 -6.68135356 -6.05173223 20 -6.30001018 -6.68135356 21 -4.63176513 -6.30001018 22 -4.57120262 -4.63176513 23 -6.48620538 -4.57120262 24 -8.66978712 -6.48620538 25 -7.24968835 -8.66978712 26 -1.36099603 -7.24968835 27 -7.09146157 -1.36099603 28 -0.87070550 -7.09146157 29 -0.25067279 -0.87070550 30 -2.31094459 -0.25067279 31 -2.88945885 -2.31094459 32 -3.54588290 -2.88945885 33 -0.92895082 -3.54588290 34 -1.08832372 -0.92895082 35 2.24347745 -1.08832372 36 1.83272555 2.24347745 37 0.35955110 1.83272555 38 2.31788765 0.35955110 39 1.89720549 2.31788765 40 4.24170441 1.89720549 41 9.96213829 4.24170441 42 3.30019881 9.96213829 43 6.03251969 3.30019881 44 7.23002289 6.03251969 45 6.29872093 7.23002289 46 7.55847586 6.29872093 47 -13.49953963 7.55847586 48 -12.94893249 -13.49953963 49 -11.34544457 -12.94893249 50 -10.33367195 -11.34544457 51 -11.50505839 -10.33367195 52 -8.24073848 -11.50505839 53 -9.39355733 -8.24073848 54 -7.04655563 -9.39355733 55 -6.09418362 -7.04655563 56 -2.96181740 -6.09418362 57 -5.14370330 -2.96181740 58 -5.84723384 -5.14370330 59 -5.00201176 -5.84723384 60 -3.06058375 -5.00201176 61 -3.96701260 -3.06058375 62 -3.58634567 -3.96701260 63 -0.09766111 -3.58634567 64 -0.94836937 -0.09766111 65 -0.97335179 -0.94836937 66 0.93437019 -0.97335179 67 -2.18453340 0.93437019 68 -1.65113878 -2.18453340 69 -1.88930602 -1.65113878 70 -0.51388325 -1.88930602 71 -1.40497143 -0.51388325 72 -2.66511711 -1.40497143 73 -5.46727367 -2.66511711 74 -3.17285346 -5.46727367 75 -3.55400991 -3.17285346 76 1.10738667 -3.55400991 77 0.86774221 1.10738667 78 -1.19275543 0.86774221 79 -3.04710755 -1.19275543 80 6.81255412 -3.04710755 81 1.60128301 6.81255412 82 5.18210099 1.60128301 83 6.30525606 5.18210099 84 4.44365153 6.30525606 85 2.99701152 4.44365153 86 5.36985897 2.99701152 87 9.66799269 5.36985897 88 7.82781131 9.66799269 89 10.21620118 7.82781131 90 8.06376761 10.21620118 91 7.31401969 8.06376761 92 9.02897708 7.31401969 93 7.31671671 9.02897708 94 -11.22842573 7.31671671 95 -8.06037620 -11.22842573 96 -5.39480389 -8.06037620 97 -8.70500624 -5.39480389 98 -7.57509541 -8.70500624 99 -6.05098575 -7.57509541 100 -6.53475695 -6.05098575 101 -9.20901499 -6.53475695 102 -4.03108067 -9.20901499 103 -3.77456414 -4.03108067 104 -5.28331799 -3.77456414 105 -2.69748849 -5.28331799 106 0.29092128 -2.69748849 107 0.07325654 0.29092128 108 -7.99761604 0.07325654 109 -1.35195857 -7.99761604 110 -0.38275227 -1.35195857 111 -0.71774592 -0.38275227 112 -2.56946331 -0.71774592 113 -1.96346259 -2.56946331 114 -1.69303694 -1.96346259 115 5.90813809 -1.69303694 116 0.39959235 5.90813809 117 0.74898871 0.39959235 118 4.05273455 0.74898871 119 4.21359945 4.05273455 120 3.92910158 4.21359945 121 1.15382584 3.92910158 122 3.25196994 1.15382584 123 2.44634315 3.25196994 124 6.92327059 2.44634315 125 -0.37593678 6.92327059 126 2.42664551 -0.37593678 127 2.77865286 2.42664551 128 3.45787362 2.77865286 129 8.13669086 3.45787362 130 4.96606293 8.13669086 131 7.16957436 4.96606293 132 9.89657136 7.16957436 133 6.92213948 9.89657136 134 9.63199359 6.92213948 135 7.45439909 9.63199359 136 0.39786288 7.45439909 137 10.47476990 0.39786288 138 6.56363623 10.47476990 139 8.76928466 6.56363623 140 NA 8.76928466 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 22.37887531 28.68893225 [2,] 16.15465937 22.37887531 [3,] 12.61119818 16.15465937 [4,] 6.98243748 12.61119818 [5,] 0.75184458 6.98243748 [6,] 2.83887292 0.75184458 [7,] 2.61025642 2.83887292 [8,] 1.16057370 2.61025642 [9,] -5.13094714 1.16057370 [10,] -5.93171033 -5.13094714 [11,] -8.25296412 -5.93171033 [12,] -7.66882921 -8.25296412 [13,] -7.00509102 -7.66882921 [14,] -2.92871100 -7.00509102 [15,] -5.42562756 -2.92871100 [16,] -4.68324003 -5.42562756 [17,] -2.60500601 -4.68324003 [18,] -6.05173223 -2.60500601 [19,] -6.68135356 -6.05173223 [20,] -6.30001018 -6.68135356 [21,] -4.63176513 -6.30001018 [22,] -4.57120262 -4.63176513 [23,] -6.48620538 -4.57120262 [24,] -8.66978712 -6.48620538 [25,] -7.24968835 -8.66978712 [26,] -1.36099603 -7.24968835 [27,] -7.09146157 -1.36099603 [28,] -0.87070550 -7.09146157 [29,] -0.25067279 -0.87070550 [30,] -2.31094459 -0.25067279 [31,] -2.88945885 -2.31094459 [32,] -3.54588290 -2.88945885 [33,] -0.92895082 -3.54588290 [34,] -1.08832372 -0.92895082 [35,] 2.24347745 -1.08832372 [36,] 1.83272555 2.24347745 [37,] 0.35955110 1.83272555 [38,] 2.31788765 0.35955110 [39,] 1.89720549 2.31788765 [40,] 4.24170441 1.89720549 [41,] 9.96213829 4.24170441 [42,] 3.30019881 9.96213829 [43,] 6.03251969 3.30019881 [44,] 7.23002289 6.03251969 [45,] 6.29872093 7.23002289 [46,] 7.55847586 6.29872093 [47,] -13.49953963 7.55847586 [48,] -12.94893249 -13.49953963 [49,] -11.34544457 -12.94893249 [50,] -10.33367195 -11.34544457 [51,] -11.50505839 -10.33367195 [52,] -8.24073848 -11.50505839 [53,] -9.39355733 -8.24073848 [54,] -7.04655563 -9.39355733 [55,] -6.09418362 -7.04655563 [56,] -2.96181740 -6.09418362 [57,] -5.14370330 -2.96181740 [58,] -5.84723384 -5.14370330 [59,] -5.00201176 -5.84723384 [60,] -3.06058375 -5.00201176 [61,] -3.96701260 -3.06058375 [62,] -3.58634567 -3.96701260 [63,] -0.09766111 -3.58634567 [64,] -0.94836937 -0.09766111 [65,] -0.97335179 -0.94836937 [66,] 0.93437019 -0.97335179 [67,] -2.18453340 0.93437019 [68,] -1.65113878 -2.18453340 [69,] -1.88930602 -1.65113878 [70,] -0.51388325 -1.88930602 [71,] -1.40497143 -0.51388325 [72,] -2.66511711 -1.40497143 [73,] -5.46727367 -2.66511711 [74,] -3.17285346 -5.46727367 [75,] -3.55400991 -3.17285346 [76,] 1.10738667 -3.55400991 [77,] 0.86774221 1.10738667 [78,] -1.19275543 0.86774221 [79,] -3.04710755 -1.19275543 [80,] 6.81255412 -3.04710755 [81,] 1.60128301 6.81255412 [82,] 5.18210099 1.60128301 [83,] 6.30525606 5.18210099 [84,] 4.44365153 6.30525606 [85,] 2.99701152 4.44365153 [86,] 5.36985897 2.99701152 [87,] 9.66799269 5.36985897 [88,] 7.82781131 9.66799269 [89,] 10.21620118 7.82781131 [90,] 8.06376761 10.21620118 [91,] 7.31401969 8.06376761 [92,] 9.02897708 7.31401969 [93,] 7.31671671 9.02897708 [94,] -11.22842573 7.31671671 [95,] -8.06037620 -11.22842573 [96,] -5.39480389 -8.06037620 [97,] -8.70500624 -5.39480389 [98,] -7.57509541 -8.70500624 [99,] -6.05098575 -7.57509541 [100,] -6.53475695 -6.05098575 [101,] -9.20901499 -6.53475695 [102,] -4.03108067 -9.20901499 [103,] -3.77456414 -4.03108067 [104,] -5.28331799 -3.77456414 [105,] -2.69748849 -5.28331799 [106,] 0.29092128 -2.69748849 [107,] 0.07325654 0.29092128 [108,] -7.99761604 0.07325654 [109,] -1.35195857 -7.99761604 [110,] -0.38275227 -1.35195857 [111,] -0.71774592 -0.38275227 [112,] -2.56946331 -0.71774592 [113,] -1.96346259 -2.56946331 [114,] -1.69303694 -1.96346259 [115,] 5.90813809 -1.69303694 [116,] 0.39959235 5.90813809 [117,] 0.74898871 0.39959235 [118,] 4.05273455 0.74898871 [119,] 4.21359945 4.05273455 [120,] 3.92910158 4.21359945 [121,] 1.15382584 3.92910158 [122,] 3.25196994 1.15382584 [123,] 2.44634315 3.25196994 [124,] 6.92327059 2.44634315 [125,] -0.37593678 6.92327059 [126,] 2.42664551 -0.37593678 [127,] 2.77865286 2.42664551 [128,] 3.45787362 2.77865286 [129,] 8.13669086 3.45787362 [130,] 4.96606293 8.13669086 [131,] 7.16957436 4.96606293 [132,] 9.89657136 7.16957436 [133,] 6.92213948 9.89657136 [134,] 9.63199359 6.92213948 [135,] 7.45439909 9.63199359 [136,] 0.39786288 7.45439909 [137,] 10.47476990 0.39786288 [138,] 6.56363623 10.47476990 [139,] 8.76928466 6.56363623 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 22.37887531 28.68893225 2 16.15465937 22.37887531 3 12.61119818 16.15465937 4 6.98243748 12.61119818 5 0.75184458 6.98243748 6 2.83887292 0.75184458 7 2.61025642 2.83887292 8 1.16057370 2.61025642 9 -5.13094714 1.16057370 10 -5.93171033 -5.13094714 11 -8.25296412 -5.93171033 12 -7.66882921 -8.25296412 13 -7.00509102 -7.66882921 14 -2.92871100 -7.00509102 15 -5.42562756 -2.92871100 16 -4.68324003 -5.42562756 17 -2.60500601 -4.68324003 18 -6.05173223 -2.60500601 19 -6.68135356 -6.05173223 20 -6.30001018 -6.68135356 21 -4.63176513 -6.30001018 22 -4.57120262 -4.63176513 23 -6.48620538 -4.57120262 24 -8.66978712 -6.48620538 25 -7.24968835 -8.66978712 26 -1.36099603 -7.24968835 27 -7.09146157 -1.36099603 28 -0.87070550 -7.09146157 29 -0.25067279 -0.87070550 30 -2.31094459 -0.25067279 31 -2.88945885 -2.31094459 32 -3.54588290 -2.88945885 33 -0.92895082 -3.54588290 34 -1.08832372 -0.92895082 35 2.24347745 -1.08832372 36 1.83272555 2.24347745 37 0.35955110 1.83272555 38 2.31788765 0.35955110 39 1.89720549 2.31788765 40 4.24170441 1.89720549 41 9.96213829 4.24170441 42 3.30019881 9.96213829 43 6.03251969 3.30019881 44 7.23002289 6.03251969 45 6.29872093 7.23002289 46 7.55847586 6.29872093 47 -13.49953963 7.55847586 48 -12.94893249 -13.49953963 49 -11.34544457 -12.94893249 50 -10.33367195 -11.34544457 51 -11.50505839 -10.33367195 52 -8.24073848 -11.50505839 53 -9.39355733 -8.24073848 54 -7.04655563 -9.39355733 55 -6.09418362 -7.04655563 56 -2.96181740 -6.09418362 57 -5.14370330 -2.96181740 58 -5.84723384 -5.14370330 59 -5.00201176 -5.84723384 60 -3.06058375 -5.00201176 61 -3.96701260 -3.06058375 62 -3.58634567 -3.96701260 63 -0.09766111 -3.58634567 64 -0.94836937 -0.09766111 65 -0.97335179 -0.94836937 66 0.93437019 -0.97335179 67 -2.18453340 0.93437019 68 -1.65113878 -2.18453340 69 -1.88930602 -1.65113878 70 -0.51388325 -1.88930602 71 -1.40497143 -0.51388325 72 -2.66511711 -1.40497143 73 -5.46727367 -2.66511711 74 -3.17285346 -5.46727367 75 -3.55400991 -3.17285346 76 1.10738667 -3.55400991 77 0.86774221 1.10738667 78 -1.19275543 0.86774221 79 -3.04710755 -1.19275543 80 6.81255412 -3.04710755 81 1.60128301 6.81255412 82 5.18210099 1.60128301 83 6.30525606 5.18210099 84 4.44365153 6.30525606 85 2.99701152 4.44365153 86 5.36985897 2.99701152 87 9.66799269 5.36985897 88 7.82781131 9.66799269 89 10.21620118 7.82781131 90 8.06376761 10.21620118 91 7.31401969 8.06376761 92 9.02897708 7.31401969 93 7.31671671 9.02897708 94 -11.22842573 7.31671671 95 -8.06037620 -11.22842573 96 -5.39480389 -8.06037620 97 -8.70500624 -5.39480389 98 -7.57509541 -8.70500624 99 -6.05098575 -7.57509541 100 -6.53475695 -6.05098575 101 -9.20901499 -6.53475695 102 -4.03108067 -9.20901499 103 -3.77456414 -4.03108067 104 -5.28331799 -3.77456414 105 -2.69748849 -5.28331799 106 0.29092128 -2.69748849 107 0.07325654 0.29092128 108 -7.99761604 0.07325654 109 -1.35195857 -7.99761604 110 -0.38275227 -1.35195857 111 -0.71774592 -0.38275227 112 -2.56946331 -0.71774592 113 -1.96346259 -2.56946331 114 -1.69303694 -1.96346259 115 5.90813809 -1.69303694 116 0.39959235 5.90813809 117 0.74898871 0.39959235 118 4.05273455 0.74898871 119 4.21359945 4.05273455 120 3.92910158 4.21359945 121 1.15382584 3.92910158 122 3.25196994 1.15382584 123 2.44634315 3.25196994 124 6.92327059 2.44634315 125 -0.37593678 6.92327059 126 2.42664551 -0.37593678 127 2.77865286 2.42664551 128 3.45787362 2.77865286 129 8.13669086 3.45787362 130 4.96606293 8.13669086 131 7.16957436 4.96606293 132 9.89657136 7.16957436 133 6.92213948 9.89657136 134 9.63199359 6.92213948 135 7.45439909 9.63199359 136 0.39786288 7.45439909 137 10.47476990 0.39786288 138 6.56363623 10.47476990 139 8.76928466 6.56363623 > 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/7a0031355667838.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/8fj7z1355667838.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/9tftp1355667838.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/10iesb1355667838.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/11mrvc1355667838.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/120vw91355667838.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/138id11355667838.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14v29l1355667838.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/15c5vo1355667838.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/163u2l1355667838.tab") + } > > try(system("convert tmp/16spz1355667838.ps tmp/16spz1355667838.png",intern=TRUE)) character(0) > try(system("convert tmp/2z9zo1355667838.ps tmp/2z9zo1355667838.png",intern=TRUE)) character(0) > try(system("convert tmp/3i5731355667838.ps tmp/3i5731355667838.png",intern=TRUE)) character(0) > try(system("convert tmp/44pcl1355667838.ps tmp/44pcl1355667838.png",intern=TRUE)) character(0) > try(system("convert tmp/5x1sc1355667838.ps tmp/5x1sc1355667838.png",intern=TRUE)) character(0) > try(system("convert tmp/68niv1355667838.ps tmp/68niv1355667838.png",intern=TRUE)) character(0) > try(system("convert tmp/7a0031355667838.ps tmp/7a0031355667838.png",intern=TRUE)) character(0) > try(system("convert tmp/8fj7z1355667838.ps tmp/8fj7z1355667838.png",intern=TRUE)) character(0) > try(system("convert tmp/9tftp1355667838.ps tmp/9tftp1355667838.png",intern=TRUE)) character(0) > try(system("convert tmp/10iesb1355667838.ps tmp/10iesb1355667838.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.068 1.775 9.868