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(41 + ,38 + ,13 + ,12 + ,14 + ,12 + ,53 + ,32 + ,39 + ,32 + ,16 + ,11 + ,18 + ,11 + ,86 + ,51 + ,30 + ,35 + ,19 + ,15 + ,11 + ,14 + ,66 + ,42 + ,31 + ,33 + ,15 + ,6 + ,12 + ,12 + ,67 + ,41 + ,34 + ,37 + ,14 + ,13 + ,16 + ,21 + ,76 + ,46 + ,35 + ,29 + ,13 + ,10 + ,18 + ,12 + ,78 + ,47 + ,39 + ,31 + ,19 + ,12 + ,14 + ,22 + ,53 + ,37 + ,34 + ,36 + ,15 + ,14 + ,14 + ,11 + ,80 + ,49 + ,36 + ,35 + ,14 + ,12 + ,15 + ,10 + ,74 + ,45 + ,37 + ,38 + ,15 + ,6 + ,15 + ,13 + ,76 + ,47 + ,38 + ,31 + ,16 + ,10 + ,17 + ,10 + ,79 + ,49 + ,36 + ,34 + ,16 + ,12 + ,19 + ,8 + ,54 + ,33 + ,38 + ,35 + ,16 + ,12 + ,10 + ,15 + ,67 + ,42 + ,39 + ,38 + ,16 + ,11 + ,16 + ,14 + ,54 + ,33 + ,33 + ,37 + ,17 + ,15 + ,18 + ,10 + ,87 + ,53 + ,32 + ,33 + ,15 + ,12 + ,14 + ,14 + ,58 + ,36 + ,36 + ,32 + ,15 + ,10 + ,14 + ,14 + ,75 + ,45 + ,38 + ,38 + ,20 + ,12 + ,17 + ,11 + ,88 + ,54 + ,39 + ,38 + ,18 + ,11 + ,14 + ,10 + ,64 + ,41 + ,32 + ,32 + ,16 + ,12 + ,16 + ,13 + ,57 + ,36 + ,32 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,32 + ,27 + ,18 + ,13 + ,16 + ,12 + ,76 + ,47 + ,36 + ,36 + ,13 + ,12 + ,11 + ,13 + ,60 + ,38 + ,32 + ,31 + ,16 + ,12 + ,12 + ,11 + ,75 + ,46 + ,35 + ,32 + ,13 + ,9 + ,9 + ,19 + ,73 + ,46 + ,38 + ,39 + ,10 + ,7 + ,16 + ,12 + ,85 + ,53 + ,42 + ,37 + ,15 + ,13 + ,13 + ,17 + ,79 + ,47 + ,34 + ,38 + ,16 + ,9 + ,16 + ,9 + ,71 + ,41 + ,35 + ,39 + ,16 + ,6 + ,12 + ,12 + ,72 + ,44 + ,35 + ,34 + ,14 + ,8 + ,9 + ,19 + ,69 + ,43 + ,33 + ,31 + ,10 + ,8 + ,13 + ,18 + ,78 + ,51 + ,36 + ,32 + ,17 + ,15 + ,13 + ,15 + ,54 + ,33 + ,32 + ,37 + ,13 + ,6 + ,14 + ,14 + ,69 + ,43 + ,33 + ,36 + ,15 + ,9 + ,19 + ,11 + ,81 + ,53 + ,34 + ,32 + ,16 + ,11 + ,13 + ,9 + ,84 + ,51 + ,32 + ,35 + ,12 + ,8 + ,12 + ,18 + ,84 + ,50 + ,34 + ,36 + ,13 + ,8 + ,13 + ,16 + ,69 + ,46) + ,dim=c(8 + ,162) + ,dimnames=list(c('Connected' + ,'Separate' + ,'Learning' + ,'Software' + ,'Happiness' + ,'Depression' + ,'Belonging' + ,'Belonging_Final') + ,1:162)) > y <- array(NA,dim=c(8,162),dimnames=list(c('Connected','Separate','Learning','Software','Happiness','Depression','Belonging','Belonging_Final'),1:162)) > 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 = '4' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '4' > #'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 Software Connected Separate Learning Happiness Depression Belonging 1 12 41 38 13 14 12 53 2 11 39 32 16 18 11 86 3 15 30 35 19 11 14 66 4 6 31 33 15 12 12 67 5 13 34 37 14 16 21 76 6 10 35 29 13 18 12 78 7 12 39 31 19 14 22 53 8 14 34 36 15 14 11 80 9 12 36 35 14 15 10 74 10 6 37 38 15 15 13 76 11 10 38 31 16 17 10 79 12 12 36 34 16 19 8 54 13 12 38 35 16 10 15 67 14 11 39 38 16 16 14 54 15 15 33 37 17 18 10 87 16 12 32 33 15 14 14 58 17 10 36 32 15 14 14 75 18 12 38 38 20 17 11 88 19 11 39 38 18 14 10 64 20 12 32 32 16 16 13 57 21 11 32 33 16 18 7 66 22 12 31 31 16 11 14 68 23 13 39 38 19 14 12 54 24 11 37 39 16 12 14 56 25 9 39 32 17 17 11 86 26 13 41 32 17 9 9 80 27 10 36 35 16 16 11 76 28 14 33 37 15 14 15 69 29 12 33 33 16 15 14 78 30 10 34 33 14 11 13 67 31 12 31 28 15 16 9 80 32 8 27 32 12 13 15 54 33 10 37 31 14 17 10 71 34 12 34 37 16 15 11 84 35 12 34 30 14 14 13 74 36 7 32 33 7 16 8 71 37 6 29 31 10 9 20 63 38 12 36 33 14 15 12 71 39 10 29 31 16 17 10 76 40 10 35 33 16 13 10 69 41 10 37 32 16 15 9 74 42 12 34 33 14 16 14 75 43 15 38 32 20 16 8 54 44 10 35 33 14 12 14 52 45 10 38 28 14 12 11 69 46 12 37 35 11 11 13 68 47 13 38 39 14 15 9 65 48 11 33 34 15 15 11 75 49 11 36 38 16 17 15 74 50 12 38 32 14 13 11 75 51 14 32 38 16 16 10 72 52 10 32 30 14 14 14 67 53 12 32 33 12 11 18 63 54 13 34 38 16 12 14 62 55 5 32 32 9 12 11 63 56 6 37 32 14 15 12 76 57 12 39 34 16 16 13 74 58 12 29 34 16 15 9 67 59 11 37 36 15 12 10 73 60 10 35 34 16 12 15 70 61 7 30 28 12 8 20 53 62 12 38 34 16 13 12 77 63 14 34 35 16 11 12 77 64 11 31 35 14 14 14 52 65 12 34 31 16 15 13 54 66 13 35 37 17 10 11 80 67 14 36 35 18 11 17 66 68 11 30 27 18 12 12 73 69 12 39 40 12 15 13 63 70 12 35 37 16 15 14 69 71 8 38 36 10 14 13 67 72 11 31 38 14 16 15 54 73 14 34 39 18 15 13 81 74 14 38 41 18 15 10 69 75 12 34 27 16 13 11 84 76 9 39 30 17 12 19 80 77 13 37 37 16 17 13 70 78 11 34 31 16 13 17 69 79 12 28 31 13 15 13 77 80 12 37 27 16 13 9 54 81 12 33 36 16 15 11 79 82 12 37 38 20 16 10 30 83 12 35 37 16 15 9 71 84 12 37 33 15 16 12 73 85 11 32 34 15 15 12 72 86 10 33 31 16 14 13 77 87 9 38 39 14 15 13 75 88 12 33 34 16 14 12 69 89 12 29 32 16 13 15 54 90 12 33 33 15 7 22 70 91 9 31 36 12 17 13 73 92 15 36 32 17 13 15 54 93 12 35 41 16 15 13 77 94 12 32 28 15 14 15 82 95 12 29 30 13 13 10 80 96 10 39 36 16 16 11 80 97 13 37 35 16 12 16 69 98 9 35 31 16 14 11 78 99 12 37 34 16 17 11 81 100 10 32 36 14 15 10 76 101 14 38 36 16 17 10 76 102 11 37 35 16 12 16 73 103 15 36 37 20 16 12 85 104 11 32 28 15 11 11 66 105 11 33 39 16 15 16 79 106 12 40 32 13 9 19 68 107 12 38 35 17 16 11 76 108 12 41 39 16 15 16 71 109 11 36 35 16 10 15 54 110 7 43 42 12 10 24 46 111 12 30 34 16 15 14 82 112 14 31 33 16 11 15 74 113 11 32 41 17 13 11 88 114 11 32 33 13 14 15 38 115 10 37 34 12 18 12 76 116 13 37 32 18 16 10 86 117 13 33 40 14 14 14 54 118 8 34 40 14 14 13 70 119 11 33 35 13 14 9 69 120 12 38 36 16 14 15 90 121 11 33 37 13 12 15 54 122 13 31 27 16 14 14 76 123 12 38 39 13 15 11 89 124 14 37 38 16 15 8 76 125 13 33 31 15 15 11 73 126 15 31 33 16 13 11 79 127 10 39 32 15 17 8 90 128 11 44 39 17 17 10 74 129 9 33 36 15 19 11 81 130 11 35 33 12 15 13 72 131 10 32 33 16 13 11 71 132 11 28 32 10 9 20 66 133 8 40 37 16 15 10 77 134 11 27 30 12 15 15 65 135 12 37 38 14 15 12 74 136 12 32 29 15 16 14 82 137 9 28 22 13 11 23 54 138 11 34 35 15 14 14 63 139 10 30 35 11 11 16 54 140 8 35 34 12 15 11 64 141 9 31 35 8 13 12 69 142 8 32 34 16 15 10 54 143 9 30 34 15 16 14 84 144 15 30 35 17 14 12 86 145 11 31 23 16 15 12 77 146 8 40 31 10 16 11 89 147 13 32 27 18 16 12 76 148 12 36 36 13 11 13 60 149 12 32 31 16 12 11 75 150 9 35 32 13 9 19 73 151 7 38 39 10 16 12 85 152 13 42 37 15 13 17 79 153 9 34 38 16 16 9 71 154 6 35 39 16 12 12 72 155 8 35 34 14 9 19 69 156 8 33 31 10 13 18 78 157 15 36 32 17 13 15 54 158 6 32 37 13 14 14 69 159 9 33 36 15 19 11 81 160 11 34 32 16 13 9 84 161 8 32 35 12 12 18 84 162 8 34 36 13 13 16 69 Belonging_Final 1 32 2 51 3 42 4 41 5 46 6 47 7 37 8 49 9 45 10 47 11 49 12 33 13 42 14 33 15 53 16 36 17 45 18 54 19 41 20 36 21 41 22 44 23 33 24 37 25 52 26 47 27 43 28 44 29 45 30 44 31 49 32 33 33 43 34 54 35 42 36 44 37 37 38 43 39 46 40 42 41 45 42 44 43 33 44 31 45 42 46 40 47 43 48 46 49 42 50 45 51 44 52 40 53 37 54 46 55 36 56 47 57 45 58 42 59 43 60 43 61 32 62 45 63 45 64 31 65 33 66 49 67 42 68 41 69 38 70 42 71 44 72 33 73 48 74 40 75 50 76 49 77 43 78 44 79 47 80 33 81 46 82 0 83 45 84 43 85 44 86 47 87 45 88 42 89 33 90 43 91 46 92 33 93 46 94 48 95 47 96 47 97 43 98 46 99 48 100 46 101 45 102 45 103 52 104 42 105 47 106 41 107 47 108 43 109 33 110 30 111 49 112 44 113 55 114 11 115 47 116 53 117 33 118 44 119 42 120 55 121 33 122 46 123 54 124 47 125 45 126 47 127 55 128 44 129 53 130 44 131 42 132 40 133 46 134 40 135 46 136 53 137 33 138 42 139 35 140 40 141 41 142 33 143 51 144 53 145 46 146 55 147 47 148 38 149 46 150 46 151 53 152 47 153 41 154 44 155 43 156 51 157 33 158 43 159 53 160 51 161 50 162 46 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Connected Separate Learning 4.510457 -0.047650 0.033616 0.528536 Happiness Depression Belonging Belonging_Final -0.040610 -0.022427 0.003910 -0.006264 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -5.8598 -0.9782 0.2415 1.3473 3.1609 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.510457 2.574743 1.752 0.0818 . Connected -0.047650 0.047004 -1.014 0.3123 Separate 0.033616 0.044176 0.761 0.4478 Learning 0.528536 0.067169 7.869 5.9e-13 *** Happiness -0.040610 0.075466 -0.538 0.5913 Depression -0.022427 0.055865 -0.401 0.6886 Belonging 0.003910 0.044042 0.089 0.9294 Belonging_Final -0.006264 0.063260 -0.099 0.9213 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.826 on 154 degrees of freedom Multiple R-squared: 0.3045, Adjusted R-squared: 0.2729 F-statistic: 9.633 on 7 and 154 DF, p-value: 6.545e-10 > 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,] 0.999845278 0.0003094447 0.0001547224 [2,] 0.999738776 0.0005224477 0.0002612238 [3,] 0.999376209 0.0012475821 0.0006237911 [4,] 0.998978612 0.0020427766 0.0010213883 [5,] 0.998827712 0.0023445751 0.0011722875 [6,] 0.997888436 0.0042231285 0.0021115642 [7,] 0.996138794 0.0077224128 0.0038612064 [8,] 0.995239948 0.0095201046 0.0047600523 [9,] 0.992490905 0.0150181907 0.0075090953 [10,] 0.987331713 0.0253365733 0.0126682867 [11,] 0.980449244 0.0391015118 0.0195507559 [12,] 0.972111734 0.0557765320 0.0278882660 [13,] 0.958661872 0.0826762555 0.0413381278 [14,] 0.941455204 0.1170895920 0.0585447960 [15,] 0.939724832 0.1205503359 0.0602751679 [16,] 0.943808005 0.1123839895 0.0561919948 [17,] 0.944348473 0.1113030534 0.0556515267 [18,] 0.951029936 0.0979401277 0.0489700638 [19,] 0.932602662 0.1347946756 0.0673973378 [20,] 0.912464938 0.1750701236 0.0875350618 [21,] 0.895878222 0.2082435566 0.1041217783 [22,] 0.912752414 0.1744951724 0.0872475862 [23,] 0.886393476 0.2272130479 0.1136065240 [24,] 0.854862578 0.2902748439 0.1451374219 [25,] 0.840988187 0.3180236262 0.1590118131 [26,] 0.804102331 0.3917953385 0.1958976693 [27,] 0.845392430 0.3092151400 0.1546075700 [28,] 0.836623689 0.3267526214 0.1633763107 [29,] 0.826399834 0.3472003314 0.1736001657 [30,] 0.808340126 0.3833197471 0.1916598735 [31,] 0.784505302 0.4309893953 0.2154946976 [32,] 0.768456494 0.4630870111 0.2315435055 [33,] 0.766621269 0.4667574629 0.2333787314 [34,] 0.725509169 0.5489816620 0.2744908310 [35,] 0.682367104 0.6352657911 0.3176328955 [36,] 0.743492865 0.5130142703 0.2565071352 [37,] 0.752718108 0.4945637844 0.2472818922 [38,] 0.709722571 0.5805548584 0.2902774292 [39,] 0.672648204 0.6547035928 0.3273517964 [40,] 0.658340894 0.6833182120 0.3416591060 [41,] 0.662941817 0.6741163660 0.3370581830 [42,] 0.616677612 0.7666447768 0.3833223884 [43,] 0.642404077 0.7151918467 0.3575959233 [44,] 0.608556122 0.7828877565 0.3914438783 [45,] 0.698451747 0.6030965066 0.3015482533 [46,] 0.853549225 0.2929015502 0.1464507751 [47,] 0.827172042 0.3456559155 0.1728279577 [48,] 0.794109307 0.4117813866 0.2058906933 [49,] 0.758373692 0.4832526168 0.2416263084 [50,] 0.746373390 0.5072532195 0.2536266098 [51,] 0.763250383 0.4734992337 0.2367496168 [52,] 0.727695308 0.5446093844 0.2723046922 [53,] 0.740549609 0.5189007822 0.2594503911 [54,] 0.700546428 0.5989071438 0.2994535719 [55,] 0.666018123 0.6679637537 0.3339818769 [56,] 0.624394020 0.7512119596 0.3756059798 [57,] 0.604952214 0.7900955712 0.3950477856 [58,] 0.589627700 0.8207445998 0.4103722999 [59,] 0.607092951 0.7858140970 0.3929070485 [60,] 0.563456388 0.8730872243 0.4365436122 [61,] 0.521856637 0.9562867264 0.4781433632 [62,] 0.479223504 0.9584470072 0.5207764964 [63,] 0.449122928 0.8982458565 0.5508770717 [64,] 0.424353393 0.8487067865 0.5756466067 [65,] 0.398045208 0.7960904156 0.6019547922 [66,] 0.448108124 0.8962162478 0.5518918761 [67,] 0.435551106 0.8711022121 0.5644488940 [68,] 0.393364937 0.7867298732 0.6066350634 [69,] 0.397659852 0.7953197032 0.6023401484 [70,] 0.374050417 0.7481008347 0.6259495826 [71,] 0.332350333 0.6647006662 0.6676496669 [72,] 0.340625559 0.6812511186 0.6593744407 [73,] 0.304154928 0.6083098551 0.6958450725 [74,] 0.277207745 0.5544154906 0.7227922547 [75,] 0.239892117 0.4797842331 0.7601078835 [76,] 0.231614217 0.4632284331 0.7683857834 [77,] 0.231049828 0.4620996566 0.7689501717 [78,] 0.197635371 0.3952707429 0.8023646285 [79,] 0.167954207 0.3359084147 0.8320457927 [80,] 0.146381775 0.2927635490 0.8536182255 [81,] 0.125881851 0.2517637021 0.8741181490 [82,] 0.177411368 0.3548227355 0.8225886323 [83,] 0.152960477 0.3059209535 0.8470395232 [84,] 0.137346008 0.2746920161 0.8626539920 [85,] 0.131068384 0.2621367689 0.8689316156 [86,] 0.123999259 0.2479985181 0.8760007409 [87,] 0.115807331 0.2316146627 0.8841926687 [88,] 0.148022240 0.2960444797 0.8519777601 [89,] 0.123547704 0.2470954089 0.8764522955 [90,] 0.105061237 0.2101224730 0.8949387635 [91,] 0.124138934 0.2482778682 0.8758610659 [92,] 0.103054477 0.2061089533 0.8969455234 [93,] 0.097777336 0.1955546719 0.9022226640 [94,] 0.080267680 0.1605353596 0.9197323202 [95,] 0.066599516 0.1331990317 0.9334004841 [96,] 0.067646941 0.1352938821 0.9323530589 [97,] 0.053522944 0.1070458875 0.9464770562 [98,] 0.046327117 0.0926542339 0.9536728830 [99,] 0.036640935 0.0732818700 0.9633590650 [100,] 0.037314732 0.0746294635 0.9626852682 [101,] 0.028712209 0.0574244174 0.9712877913 [102,] 0.031255693 0.0625113851 0.9687443075 [103,] 0.027998300 0.0559965990 0.9720017005 [104,] 0.022172992 0.0443459844 0.9778270078 [105,] 0.017174428 0.0343488567 0.9828255717 [106,] 0.012981819 0.0259636379 0.9870181810 [107,] 0.019785632 0.0395712641 0.9802143679 [108,] 0.022529452 0.0450589045 0.9774705477 [109,] 0.017159427 0.0343188540 0.9828405730 [110,] 0.013159168 0.0263183362 0.9868408319 [111,] 0.010813069 0.0216261371 0.9891869315 [112,] 0.008922272 0.0178445443 0.9910777279 [113,] 0.010438905 0.0208778103 0.9895610948 [114,] 0.016577812 0.0331556249 0.9834221876 [115,] 0.017426800 0.0348536008 0.9825731996 [116,] 0.041592193 0.0831843857 0.9584078072 [117,] 0.031386279 0.0627725587 0.9686137207 [118,] 0.023777081 0.0475541626 0.9762229187 [119,] 0.019779775 0.0395595501 0.9802202250 [120,] 0.018569876 0.0371397527 0.9814301236 [121,] 0.014772224 0.0295444476 0.9852277762 [122,] 0.017163682 0.0343273644 0.9828363178 [123,] 0.026394470 0.0527889403 0.9736055298 [124,] 0.029011930 0.0580238609 0.9709880696 [125,] 0.032115310 0.0642306191 0.9678846904 [126,] 0.026263825 0.0525276503 0.9737361748 [127,] 0.022350219 0.0447004387 0.9776497806 [128,] 0.016268610 0.0325372202 0.9837313899 [129,] 0.016480639 0.0329612777 0.9835193612 [130,] 0.011397730 0.0227954599 0.9886022700 [131,] 0.036256130 0.0725122591 0.9637438705 [132,] 0.038151955 0.0763039110 0.9618480445 [133,] 0.026984230 0.0539684593 0.9730157703 [134,] 0.295070500 0.5901409994 0.7049295003 [135,] 0.318911408 0.6378228168 0.6810885916 [136,] 0.637808547 0.7243829070 0.3621914535 [137,] 0.642779805 0.7144403909 0.3572201954 [138,] 0.911311887 0.1773762269 0.0886881134 [139,] 0.918488060 0.1630238798 0.0815119399 [140,] 0.839795699 0.3204086010 0.1602043005 [141,] 0.726040679 0.5479186425 0.2739593213 > postscript(file="/var/fisher/rcomp/tmp/1tm651355668184.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2l4zm1355668184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/3ctha1355668184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/47gn61355668184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/56w2u1355668184.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 = 162 Frequency = 1 1 2 3 4 5 6 2.12569892 -0.22352506 1.46600816 -5.31938397 2.57804867 0.30098194 7 8 9 10 11 12 -0.64991895 2.78079049 1.45483128 -5.05491381 -1.28575305 0.55199722 13 14 15 16 17 18 0.41072550 -0.42678267 2.78014858 0.85821179 -0.92766928 -1.61665290 19 20 21 22 23 24 -1.64377297 0.42599417 -0.66483607 0.23843686 -0.13846388 -0.70090324 25 26 27 28 29 30 -2.78640705 0.93130399 -1.55955156 2.80092449 0.39610758 -0.64728884 31 32 33 34 35 36 0.94313169 -1.78214942 -0.28263295 0.27492657 1.53548982 0.03243596 37 38 39 40 41 42 -2.65660110 1.56611962 -1.72166643 -1.66311945 -1.47616989 1.54690604 43 44 45 46 47 48 1.47855640 -0.55937882 -0.31320035 2.98507346 2.41590491 -0.15825917 49 50 51 52 53 54 -0.52852509 1.58827674 2.14847692 -0.52254068 2.39841169 1.22267452 55 56 57 58 59 60 -3.10500713 -4.34710989 0.68221650 0.08397566 -0.19011665 -1.62285665 61 62 63 64 65 66 -2.59800277 0.47857996 2.17314361 0.26400783 0.50723998 0.57531419 67 68 69 70 71 72 1.34772664 -1.77440772 2.55322077 0.37334446 -0.32156215 0.27151398 73 74 75 76 77 78 1.16962494 1.22252496 0.50481054 -2.73813906 1.52979111 -0.47402214 79 80 81 82 83 84 1.80470624 0.61372692 0.23033294 -1.83879496 0.27218069 1.11802348 85 86 87 88 89 90 -0.18427968 -1.58325998 -1.52096067 0.29342776 0.19900724 0.79793463 91 92 93 94 95 96 -0.60129001 3.00402323 0.21022845 1.03004036 1.72574190 -1.44080205 97 98 99 100 101 102 1.46516511 -2.54298706 0.57409234 -0.77094212 2.53284334 -0.53794780 103 104 105 106 107 108 1.30268242 -0.15651750 -0.75211612 2.23140572 0.03226779 0.63531194 109 110 111 112 113 114 -0.69011735 -2.26340022 0.22895540 2.17017174 -1.57396922 0.85931985 115 116 117 118 119 120 0.76455955 0.53298346 2.19593656 -2.77250065 0.77813905 0.53104482 121 122 123 124 125 126 0.76652751 1.47597603 1.96435363 2.30441552 1.94414472 3.16092410 127 128 129 130 131 132 -0.79346513 -0.80908194 -2.04266658 1.60032184 -1.79146350 2.26919366 133 134 135 136 137 138 -3.48433770 1.36713665 1.45275168 1.08653547 -0.82868087 -0.09568749 139 140 141 142 143 144 0.74222487 -1.47192204 1.34592579 -3.75618884 -2.19719169 2.59075450 145 146 147 148 149 150 -0.39771496 -0.03893797 0.50918358 1.86548861 0.24457290 -0.99507759 151 152 153 154 155 156 -1.37762520 2.21371155 -2.79353046 -5.85977299 -2.59399598 -0.31937445 157 158 159 160 161 162 3.00402323 -4.21834447 -2.04266658 -0.70185872 -1.62889376 -2.06639285 > postscript(file="/var/fisher/rcomp/tmp/6mnx81355668184.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 = 162 Frequency = 1 lag(myerror, k = 1) myerror 0 2.12569892 NA 1 -0.22352506 2.12569892 2 1.46600816 -0.22352506 3 -5.31938397 1.46600816 4 2.57804867 -5.31938397 5 0.30098194 2.57804867 6 -0.64991895 0.30098194 7 2.78079049 -0.64991895 8 1.45483128 2.78079049 9 -5.05491381 1.45483128 10 -1.28575305 -5.05491381 11 0.55199722 -1.28575305 12 0.41072550 0.55199722 13 -0.42678267 0.41072550 14 2.78014858 -0.42678267 15 0.85821179 2.78014858 16 -0.92766928 0.85821179 17 -1.61665290 -0.92766928 18 -1.64377297 -1.61665290 19 0.42599417 -1.64377297 20 -0.66483607 0.42599417 21 0.23843686 -0.66483607 22 -0.13846388 0.23843686 23 -0.70090324 -0.13846388 24 -2.78640705 -0.70090324 25 0.93130399 -2.78640705 26 -1.55955156 0.93130399 27 2.80092449 -1.55955156 28 0.39610758 2.80092449 29 -0.64728884 0.39610758 30 0.94313169 -0.64728884 31 -1.78214942 0.94313169 32 -0.28263295 -1.78214942 33 0.27492657 -0.28263295 34 1.53548982 0.27492657 35 0.03243596 1.53548982 36 -2.65660110 0.03243596 37 1.56611962 -2.65660110 38 -1.72166643 1.56611962 39 -1.66311945 -1.72166643 40 -1.47616989 -1.66311945 41 1.54690604 -1.47616989 42 1.47855640 1.54690604 43 -0.55937882 1.47855640 44 -0.31320035 -0.55937882 45 2.98507346 -0.31320035 46 2.41590491 2.98507346 47 -0.15825917 2.41590491 48 -0.52852509 -0.15825917 49 1.58827674 -0.52852509 50 2.14847692 1.58827674 51 -0.52254068 2.14847692 52 2.39841169 -0.52254068 53 1.22267452 2.39841169 54 -3.10500713 1.22267452 55 -4.34710989 -3.10500713 56 0.68221650 -4.34710989 57 0.08397566 0.68221650 58 -0.19011665 0.08397566 59 -1.62285665 -0.19011665 60 -2.59800277 -1.62285665 61 0.47857996 -2.59800277 62 2.17314361 0.47857996 63 0.26400783 2.17314361 64 0.50723998 0.26400783 65 0.57531419 0.50723998 66 1.34772664 0.57531419 67 -1.77440772 1.34772664 68 2.55322077 -1.77440772 69 0.37334446 2.55322077 70 -0.32156215 0.37334446 71 0.27151398 -0.32156215 72 1.16962494 0.27151398 73 1.22252496 1.16962494 74 0.50481054 1.22252496 75 -2.73813906 0.50481054 76 1.52979111 -2.73813906 77 -0.47402214 1.52979111 78 1.80470624 -0.47402214 79 0.61372692 1.80470624 80 0.23033294 0.61372692 81 -1.83879496 0.23033294 82 0.27218069 -1.83879496 83 1.11802348 0.27218069 84 -0.18427968 1.11802348 85 -1.58325998 -0.18427968 86 -1.52096067 -1.58325998 87 0.29342776 -1.52096067 88 0.19900724 0.29342776 89 0.79793463 0.19900724 90 -0.60129001 0.79793463 91 3.00402323 -0.60129001 92 0.21022845 3.00402323 93 1.03004036 0.21022845 94 1.72574190 1.03004036 95 -1.44080205 1.72574190 96 1.46516511 -1.44080205 97 -2.54298706 1.46516511 98 0.57409234 -2.54298706 99 -0.77094212 0.57409234 100 2.53284334 -0.77094212 101 -0.53794780 2.53284334 102 1.30268242 -0.53794780 103 -0.15651750 1.30268242 104 -0.75211612 -0.15651750 105 2.23140572 -0.75211612 106 0.03226779 2.23140572 107 0.63531194 0.03226779 108 -0.69011735 0.63531194 109 -2.26340022 -0.69011735 110 0.22895540 -2.26340022 111 2.17017174 0.22895540 112 -1.57396922 2.17017174 113 0.85931985 -1.57396922 114 0.76455955 0.85931985 115 0.53298346 0.76455955 116 2.19593656 0.53298346 117 -2.77250065 2.19593656 118 0.77813905 -2.77250065 119 0.53104482 0.77813905 120 0.76652751 0.53104482 121 1.47597603 0.76652751 122 1.96435363 1.47597603 123 2.30441552 1.96435363 124 1.94414472 2.30441552 125 3.16092410 1.94414472 126 -0.79346513 3.16092410 127 -0.80908194 -0.79346513 128 -2.04266658 -0.80908194 129 1.60032184 -2.04266658 130 -1.79146350 1.60032184 131 2.26919366 -1.79146350 132 -3.48433770 2.26919366 133 1.36713665 -3.48433770 134 1.45275168 1.36713665 135 1.08653547 1.45275168 136 -0.82868087 1.08653547 137 -0.09568749 -0.82868087 138 0.74222487 -0.09568749 139 -1.47192204 0.74222487 140 1.34592579 -1.47192204 141 -3.75618884 1.34592579 142 -2.19719169 -3.75618884 143 2.59075450 -2.19719169 144 -0.39771496 2.59075450 145 -0.03893797 -0.39771496 146 0.50918358 -0.03893797 147 1.86548861 0.50918358 148 0.24457290 1.86548861 149 -0.99507759 0.24457290 150 -1.37762520 -0.99507759 151 2.21371155 -1.37762520 152 -2.79353046 2.21371155 153 -5.85977299 -2.79353046 154 -2.59399598 -5.85977299 155 -0.31937445 -2.59399598 156 3.00402323 -0.31937445 157 -4.21834447 3.00402323 158 -2.04266658 -4.21834447 159 -0.70185872 -2.04266658 160 -1.62889376 -0.70185872 161 -2.06639285 -1.62889376 162 NA -2.06639285 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -0.22352506 2.12569892 [2,] 1.46600816 -0.22352506 [3,] -5.31938397 1.46600816 [4,] 2.57804867 -5.31938397 [5,] 0.30098194 2.57804867 [6,] -0.64991895 0.30098194 [7,] 2.78079049 -0.64991895 [8,] 1.45483128 2.78079049 [9,] -5.05491381 1.45483128 [10,] -1.28575305 -5.05491381 [11,] 0.55199722 -1.28575305 [12,] 0.41072550 0.55199722 [13,] -0.42678267 0.41072550 [14,] 2.78014858 -0.42678267 [15,] 0.85821179 2.78014858 [16,] -0.92766928 0.85821179 [17,] -1.61665290 -0.92766928 [18,] -1.64377297 -1.61665290 [19,] 0.42599417 -1.64377297 [20,] -0.66483607 0.42599417 [21,] 0.23843686 -0.66483607 [22,] -0.13846388 0.23843686 [23,] -0.70090324 -0.13846388 [24,] -2.78640705 -0.70090324 [25,] 0.93130399 -2.78640705 [26,] -1.55955156 0.93130399 [27,] 2.80092449 -1.55955156 [28,] 0.39610758 2.80092449 [29,] -0.64728884 0.39610758 [30,] 0.94313169 -0.64728884 [31,] -1.78214942 0.94313169 [32,] -0.28263295 -1.78214942 [33,] 0.27492657 -0.28263295 [34,] 1.53548982 0.27492657 [35,] 0.03243596 1.53548982 [36,] -2.65660110 0.03243596 [37,] 1.56611962 -2.65660110 [38,] -1.72166643 1.56611962 [39,] -1.66311945 -1.72166643 [40,] -1.47616989 -1.66311945 [41,] 1.54690604 -1.47616989 [42,] 1.47855640 1.54690604 [43,] -0.55937882 1.47855640 [44,] -0.31320035 -0.55937882 [45,] 2.98507346 -0.31320035 [46,] 2.41590491 2.98507346 [47,] -0.15825917 2.41590491 [48,] -0.52852509 -0.15825917 [49,] 1.58827674 -0.52852509 [50,] 2.14847692 1.58827674 [51,] -0.52254068 2.14847692 [52,] 2.39841169 -0.52254068 [53,] 1.22267452 2.39841169 [54,] -3.10500713 1.22267452 [55,] -4.34710989 -3.10500713 [56,] 0.68221650 -4.34710989 [57,] 0.08397566 0.68221650 [58,] -0.19011665 0.08397566 [59,] -1.62285665 -0.19011665 [60,] -2.59800277 -1.62285665 [61,] 0.47857996 -2.59800277 [62,] 2.17314361 0.47857996 [63,] 0.26400783 2.17314361 [64,] 0.50723998 0.26400783 [65,] 0.57531419 0.50723998 [66,] 1.34772664 0.57531419 [67,] -1.77440772 1.34772664 [68,] 2.55322077 -1.77440772 [69,] 0.37334446 2.55322077 [70,] -0.32156215 0.37334446 [71,] 0.27151398 -0.32156215 [72,] 1.16962494 0.27151398 [73,] 1.22252496 1.16962494 [74,] 0.50481054 1.22252496 [75,] -2.73813906 0.50481054 [76,] 1.52979111 -2.73813906 [77,] -0.47402214 1.52979111 [78,] 1.80470624 -0.47402214 [79,] 0.61372692 1.80470624 [80,] 0.23033294 0.61372692 [81,] -1.83879496 0.23033294 [82,] 0.27218069 -1.83879496 [83,] 1.11802348 0.27218069 [84,] -0.18427968 1.11802348 [85,] -1.58325998 -0.18427968 [86,] -1.52096067 -1.58325998 [87,] 0.29342776 -1.52096067 [88,] 0.19900724 0.29342776 [89,] 0.79793463 0.19900724 [90,] -0.60129001 0.79793463 [91,] 3.00402323 -0.60129001 [92,] 0.21022845 3.00402323 [93,] 1.03004036 0.21022845 [94,] 1.72574190 1.03004036 [95,] -1.44080205 1.72574190 [96,] 1.46516511 -1.44080205 [97,] -2.54298706 1.46516511 [98,] 0.57409234 -2.54298706 [99,] -0.77094212 0.57409234 [100,] 2.53284334 -0.77094212 [101,] -0.53794780 2.53284334 [102,] 1.30268242 -0.53794780 [103,] -0.15651750 1.30268242 [104,] -0.75211612 -0.15651750 [105,] 2.23140572 -0.75211612 [106,] 0.03226779 2.23140572 [107,] 0.63531194 0.03226779 [108,] -0.69011735 0.63531194 [109,] -2.26340022 -0.69011735 [110,] 0.22895540 -2.26340022 [111,] 2.17017174 0.22895540 [112,] -1.57396922 2.17017174 [113,] 0.85931985 -1.57396922 [114,] 0.76455955 0.85931985 [115,] 0.53298346 0.76455955 [116,] 2.19593656 0.53298346 [117,] -2.77250065 2.19593656 [118,] 0.77813905 -2.77250065 [119,] 0.53104482 0.77813905 [120,] 0.76652751 0.53104482 [121,] 1.47597603 0.76652751 [122,] 1.96435363 1.47597603 [123,] 2.30441552 1.96435363 [124,] 1.94414472 2.30441552 [125,] 3.16092410 1.94414472 [126,] -0.79346513 3.16092410 [127,] -0.80908194 -0.79346513 [128,] -2.04266658 -0.80908194 [129,] 1.60032184 -2.04266658 [130,] -1.79146350 1.60032184 [131,] 2.26919366 -1.79146350 [132,] -3.48433770 2.26919366 [133,] 1.36713665 -3.48433770 [134,] 1.45275168 1.36713665 [135,] 1.08653547 1.45275168 [136,] -0.82868087 1.08653547 [137,] -0.09568749 -0.82868087 [138,] 0.74222487 -0.09568749 [139,] -1.47192204 0.74222487 [140,] 1.34592579 -1.47192204 [141,] -3.75618884 1.34592579 [142,] -2.19719169 -3.75618884 [143,] 2.59075450 -2.19719169 [144,] -0.39771496 2.59075450 [145,] -0.03893797 -0.39771496 [146,] 0.50918358 -0.03893797 [147,] 1.86548861 0.50918358 [148,] 0.24457290 1.86548861 [149,] -0.99507759 0.24457290 [150,] -1.37762520 -0.99507759 [151,] 2.21371155 -1.37762520 [152,] -2.79353046 2.21371155 [153,] -5.85977299 -2.79353046 [154,] -2.59399598 -5.85977299 [155,] -0.31937445 -2.59399598 [156,] 3.00402323 -0.31937445 [157,] -4.21834447 3.00402323 [158,] -2.04266658 -4.21834447 [159,] -0.70185872 -2.04266658 [160,] -1.62889376 -0.70185872 [161,] -2.06639285 -1.62889376 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -0.22352506 2.12569892 2 1.46600816 -0.22352506 3 -5.31938397 1.46600816 4 2.57804867 -5.31938397 5 0.30098194 2.57804867 6 -0.64991895 0.30098194 7 2.78079049 -0.64991895 8 1.45483128 2.78079049 9 -5.05491381 1.45483128 10 -1.28575305 -5.05491381 11 0.55199722 -1.28575305 12 0.41072550 0.55199722 13 -0.42678267 0.41072550 14 2.78014858 -0.42678267 15 0.85821179 2.78014858 16 -0.92766928 0.85821179 17 -1.61665290 -0.92766928 18 -1.64377297 -1.61665290 19 0.42599417 -1.64377297 20 -0.66483607 0.42599417 21 0.23843686 -0.66483607 22 -0.13846388 0.23843686 23 -0.70090324 -0.13846388 24 -2.78640705 -0.70090324 25 0.93130399 -2.78640705 26 -1.55955156 0.93130399 27 2.80092449 -1.55955156 28 0.39610758 2.80092449 29 -0.64728884 0.39610758 30 0.94313169 -0.64728884 31 -1.78214942 0.94313169 32 -0.28263295 -1.78214942 33 0.27492657 -0.28263295 34 1.53548982 0.27492657 35 0.03243596 1.53548982 36 -2.65660110 0.03243596 37 1.56611962 -2.65660110 38 -1.72166643 1.56611962 39 -1.66311945 -1.72166643 40 -1.47616989 -1.66311945 41 1.54690604 -1.47616989 42 1.47855640 1.54690604 43 -0.55937882 1.47855640 44 -0.31320035 -0.55937882 45 2.98507346 -0.31320035 46 2.41590491 2.98507346 47 -0.15825917 2.41590491 48 -0.52852509 -0.15825917 49 1.58827674 -0.52852509 50 2.14847692 1.58827674 51 -0.52254068 2.14847692 52 2.39841169 -0.52254068 53 1.22267452 2.39841169 54 -3.10500713 1.22267452 55 -4.34710989 -3.10500713 56 0.68221650 -4.34710989 57 0.08397566 0.68221650 58 -0.19011665 0.08397566 59 -1.62285665 -0.19011665 60 -2.59800277 -1.62285665 61 0.47857996 -2.59800277 62 2.17314361 0.47857996 63 0.26400783 2.17314361 64 0.50723998 0.26400783 65 0.57531419 0.50723998 66 1.34772664 0.57531419 67 -1.77440772 1.34772664 68 2.55322077 -1.77440772 69 0.37334446 2.55322077 70 -0.32156215 0.37334446 71 0.27151398 -0.32156215 72 1.16962494 0.27151398 73 1.22252496 1.16962494 74 0.50481054 1.22252496 75 -2.73813906 0.50481054 76 1.52979111 -2.73813906 77 -0.47402214 1.52979111 78 1.80470624 -0.47402214 79 0.61372692 1.80470624 80 0.23033294 0.61372692 81 -1.83879496 0.23033294 82 0.27218069 -1.83879496 83 1.11802348 0.27218069 84 -0.18427968 1.11802348 85 -1.58325998 -0.18427968 86 -1.52096067 -1.58325998 87 0.29342776 -1.52096067 88 0.19900724 0.29342776 89 0.79793463 0.19900724 90 -0.60129001 0.79793463 91 3.00402323 -0.60129001 92 0.21022845 3.00402323 93 1.03004036 0.21022845 94 1.72574190 1.03004036 95 -1.44080205 1.72574190 96 1.46516511 -1.44080205 97 -2.54298706 1.46516511 98 0.57409234 -2.54298706 99 -0.77094212 0.57409234 100 2.53284334 -0.77094212 101 -0.53794780 2.53284334 102 1.30268242 -0.53794780 103 -0.15651750 1.30268242 104 -0.75211612 -0.15651750 105 2.23140572 -0.75211612 106 0.03226779 2.23140572 107 0.63531194 0.03226779 108 -0.69011735 0.63531194 109 -2.26340022 -0.69011735 110 0.22895540 -2.26340022 111 2.17017174 0.22895540 112 -1.57396922 2.17017174 113 0.85931985 -1.57396922 114 0.76455955 0.85931985 115 0.53298346 0.76455955 116 2.19593656 0.53298346 117 -2.77250065 2.19593656 118 0.77813905 -2.77250065 119 0.53104482 0.77813905 120 0.76652751 0.53104482 121 1.47597603 0.76652751 122 1.96435363 1.47597603 123 2.30441552 1.96435363 124 1.94414472 2.30441552 125 3.16092410 1.94414472 126 -0.79346513 3.16092410 127 -0.80908194 -0.79346513 128 -2.04266658 -0.80908194 129 1.60032184 -2.04266658 130 -1.79146350 1.60032184 131 2.26919366 -1.79146350 132 -3.48433770 2.26919366 133 1.36713665 -3.48433770 134 1.45275168 1.36713665 135 1.08653547 1.45275168 136 -0.82868087 1.08653547 137 -0.09568749 -0.82868087 138 0.74222487 -0.09568749 139 -1.47192204 0.74222487 140 1.34592579 -1.47192204 141 -3.75618884 1.34592579 142 -2.19719169 -3.75618884 143 2.59075450 -2.19719169 144 -0.39771496 2.59075450 145 -0.03893797 -0.39771496 146 0.50918358 -0.03893797 147 1.86548861 0.50918358 148 0.24457290 1.86548861 149 -0.99507759 0.24457290 150 -1.37762520 -0.99507759 151 2.21371155 -1.37762520 152 -2.79353046 2.21371155 153 -5.85977299 -2.79353046 154 -2.59399598 -5.85977299 155 -0.31937445 -2.59399598 156 3.00402323 -0.31937445 157 -4.21834447 3.00402323 158 -2.04266658 -4.21834447 159 -0.70185872 -2.04266658 160 -1.62889376 -0.70185872 161 -2.06639285 -1.62889376 > 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/7bail1355668184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/8r21h1355668184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9bt0t1355668184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/fisher/rcomp/tmp/10dd361355668184.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/11c0qx1355668184.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/12vhfe1355668184.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/133u0v1355668184.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/14zsba1355668184.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/15up5r1355668184.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/160s821355668185.tab") + } > > try(system("convert tmp/1tm651355668184.ps tmp/1tm651355668184.png",intern=TRUE)) character(0) > try(system("convert tmp/2l4zm1355668184.ps tmp/2l4zm1355668184.png",intern=TRUE)) character(0) > try(system("convert tmp/3ctha1355668184.ps tmp/3ctha1355668184.png",intern=TRUE)) character(0) > try(system("convert tmp/47gn61355668184.ps tmp/47gn61355668184.png",intern=TRUE)) character(0) > try(system("convert tmp/56w2u1355668184.ps tmp/56w2u1355668184.png",intern=TRUE)) character(0) > try(system("convert tmp/6mnx81355668184.ps tmp/6mnx81355668184.png",intern=TRUE)) character(0) > try(system("convert tmp/7bail1355668184.ps tmp/7bail1355668184.png",intern=TRUE)) character(0) > try(system("convert tmp/8r21h1355668184.ps tmp/8r21h1355668184.png",intern=TRUE)) character(0) > try(system("convert tmp/9bt0t1355668184.ps tmp/9bt0t1355668184.png",intern=TRUE)) character(0) > try(system("convert tmp/10dd361355668184.ps tmp/10dd361355668184.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.240 1.670 9.906