R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)
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Type 'contributors()' for more information and
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Type 'q()' to quit R.
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+ ,32073
+ ,2370
+ ,20156
+ ,34
+ ,34
+ ,5444
+ ,775
+ ,6012
+ ,6
+ ,6
+ ,20154
+ ,5576
+ ,18475
+ ,12
+ ,11
+ ,36944
+ ,1352
+ ,12645
+ ,24
+ ,24
+ ,8019
+ ,3080
+ ,11017
+ ,16
+ ,16
+ ,30884
+ ,10205
+ ,37623
+ ,72
+ ,72
+ ,19540
+ ,6095
+ ,35873
+ ,27
+ ,21)
+ ,dim=c(5
+ ,289)
+ ,dimnames=list(c('totsize'
+ ,'totrevisions'
+ ,'totseconds'
+ ,'tothyperlinks'
+ ,'totblogs')
+ ,1:289))
> y <- array(NA,dim=c(5,289),dimnames=list(c('totsize','totrevisions','totseconds','tothyperlinks','totblogs'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '1'
> par3 <- 'No Linear Trend'
> par2 <- 'Do not include Seasonal Dummies'
> par1 <- '1'
> #'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
totsize totrevisions totseconds tothyperlinks totblogs
1 112285 24188 146283 144 145
2 84786 18273 98364 103 101
3 83123 14130 86146 98 98
4 101193 32287 96933 135 132
5 38361 8654 79234 61 60
6 68504 9245 42551 39 38
7 119182 33251 195663 150 144
8 22807 1271 6853 5 5
9 17140 5279 21529 28 28
10 116174 27101 95757 84 84
11 57635 16373 85584 80 79
12 66198 19716 143983 130 127
13 71701 17753 75851 82 78
14 57793 9028 59238 60 60
15 80444 18653 93163 131 131
16 53855 8828 96037 84 84
17 97668 29498 151511 140 133
18 133824 27563 136368 151 150
19 101481 18293 112642 91 91
20 99645 22530 94728 138 132
21 114789 15977 105499 150 136
22 99052 35082 121527 124 124
23 67654 16116 127766 119 118
24 65553 15849 98958 73 70
25 97500 16026 77900 110 107
26 69112 26569 85646 123 119
27 82753 24785 98579 90 89
28 85323 17569 130767 116 112
29 72654 23825 131741 113 108
30 30727 7869 53907 56 52
31 77873 14975 178812 115 112
32 117478 37791 146761 119 116
33 74007 9605 82036 129 123
34 90183 27295 163253 127 125
35 61542 2746 27032 27 27
36 101494 34461 171975 175 162
37 27570 8098 65990 35 32
38 55813 4787 86572 64 64
39 79215 24919 159676 96 92
40 1423 603 1929 0 0
41 55461 16329 85371 84 83
42 31081 12558 58391 41 41
43 22996 7784 31580 47 47
44 83122 28522 136815 126 120
45 70106 22265 120642 105 105
46 60578 14459 69107 80 79
47 39992 14526 50495 70 65
48 79892 22240 108016 73 70
49 49810 11802 46341 57 55
50 71570 7623 78348 40 39
51 100708 11912 79336 68 67
52 33032 7935 56968 21 21
53 82875 18220 93176 127 127
54 139077 19199 161632 154 152
55 71595 19918 87850 116 113
56 72260 21884 127969 102 99
57 5950 2694 15049 7 7
58 115762 15808 155135 148 141
59 32551 3597 25109 21 21
60 31701 5296 45824 35 35
61 80670 25239 102996 112 109
62 143558 29801 160604 137 133
63 117105 18450 158051 135 123
64 23789 7132 44547 26 26
65 120733 34861 162647 230 230
66 105195 35940 174141 181 166
67 73107 16688 60622 71 68
68 132068 24683 179566 147 147
69 149193 46230 184301 190 179
70 46821 10387 75661 64 61
71 87011 21436 96144 105 101
72 95260 30546 129847 107 108
73 55183 19746 117286 94 90
74 106671 15977 71180 116 114
75 73511 22583 109377 106 103
76 92945 17274 85298 143 142
77 78664 16469 73631 81 79
78 70054 14251 86767 89 88
79 22618 3007 23824 26 25
80 74011 16851 93487 84 83
81 83737 21113 82981 113 113
82 69094 17401 73815 120 118
83 93133 23958 94552 110 110
84 95536 23567 132190 134 129
85 225920 13065 128754 54 51
86 62133 15358 66363 96 93
87 61370 14587 67808 78 76
88 43836 12770 61724 51 49
89 106117 24021 131722 121 118
90 38692 9648 68580 38 38
91 84651 20537 106175 145 141
92 56622 7905 55792 59 58
93 15986 4527 25157 27 27
94 95364 30495 76669 91 91
95 26706 7117 57283 48 48
96 89691 17719 105805 68 63
97 67267 27056 129484 58 56
98 126846 33473 72413 150 144
99 41140 9758 87831 74 73
100 102860 21115 96971 181 168
101 51715 7236 71299 65 64
102 55801 13790 77494 97 97
103 111813 32902 120336 121 117
104 120293 25131 93913 99 100
105 138599 30910 136048 152 149
106 161647 35947 181248 188 187
107 115929 29848 146123 138 127
108 24266 6943 32036 40 37
109 162901 42705 186646 254 245
110 109825 31808 102255 87 87
111 129838 26675 168237 178 177
112 37510 8435 64219 51 49
113 43750 7409 19630 49 49
114 40652 14993 76825 73 73
115 87771 36867 115338 176 177
116 85872 33835 109427 94 94
117 89275 24164 118168 120 117
118 44418 12607 84845 66 60
119 192565 22609 153197 56 55
120 35232 5892 29877 39 39
121 40909 17014 63506 66 64
122 13294 5394 22445 27 26
123 32387 9178 47695 65 64
124 140867 6440 68370 58 58
125 120662 21916 146304 98 95
126 21233 4011 38233 25 25
127 44332 5818 42071 26 26
128 61056 18647 50517 77 76
129 101338 20556 103950 130 129
130 1168 238 5841 11 11
131 13497 70 2341 2 2
132 65567 22392 84396 101 101
133 25162 3913 24610 31 28
134 32334 12237 35753 36 36
135 40735 8388 55515 120 89
136 91413 22120 209056 195 193
137 855 338 6622 4 4
138 97068 11727 115814 89 84
139 44339 3704 11609 24 23
140 14116 3988 13155 39 39
141 10288 3030 18274 14 14
142 65622 13520 72875 78 78
143 16563 1421 10112 15 14
144 76643 20923 142775 106 101
145 110681 20237 68847 83 82
146 29011 3219 17659 24 24
147 92696 3769 20112 37 36
148 94785 12252 61023 77 75
149 8773 1888 13983 16 16
150 83209 14497 65176 56 55
151 93815 28864 132432 132 131
152 86687 21721 112494 144 131
153 34553 4821 45109 40 39
154 105547 33644 170875 153 144
155 103487 15923 180759 143 139
156 213688 42935 214921 220 211
157 71220 18864 100226 79 78
158 23517 4977 32043 50 50
159 56926 7785 54454 39 39
160 91721 17939 78876 95 90
161 115168 23436 170745 169 166
162 111194 325 6940 12 12
163 51009 13539 49025 63 57
164 135777 34538 122037 134 133
165 51513 12198 53782 69 69
166 74163 26924 127748 119 119
167 51633 12716 86839 119 119
168 75345 8172 44830 75 65
169 33416 10855 77395 63 61
170 83305 11932 89324 55 49
171 98952 14300 103300 103 101
172 102372 25515 112283 197 196
173 37238 2805 10901 16 15
174 103772 29402 120691 140 136
175 123969 16440 58106 89 89
176 27142 11221 57140 40 40
177 135400 28732 122422 125 123
178 21399 5250 25899 21 21
179 130115 28608 139296 167 163
180 24874 8092 52678 32 29
181 34988 4473 23853 36 35
182 45549 1572 17306 13 13
183 6023 2065 7953 5 5
184 64466 14817 89455 96 96
185 54990 16714 147866 151 151
186 1644 556 4245 6 6
187 6179 2089 21509 13 13
188 3926 2658 7670 3 3
189 32755 10695 66675 57 56
190 34777 1669 14336 23 23
191 73224 16267 53608 61 57
192 27114 7768 30059 21 14
193 20760 7252 29668 43 43
194 37636 6387 22097 20 20
195 65461 18715 96841 82 72
196 30080 7936 41907 90 87
197 24094 8643 27080 25 21
198 69008 7294 35885 60 56
199 54968 4570 41247 61 59
200 46090 7185 28313 85 82
201 27507 10058 36845 43 43
202 10672 2342 16548 25 25
203 34029 8509 36134 41 38
204 46300 13275 55764 26 25
205 24760 6816 28910 38 38
206 18779 1930 13339 12 12
207 21280 8086 25319 29 29
208 40662 10737 66956 49 47
209 28987 8033 47487 46 45
210 22827 7058 52785 41 40
211 18513 6782 44683 31 30
212 30594 5401 35619 41 41
213 24006 6521 21920 26 25
214 27913 10856 45608 23 23
215 42744 2154 7721 14 14
216 12934 6117 20634 16 16
217 22574 5238 29788 25 26
218 41385 4820 31931 21 21
219 18653 5615 37754 32 27
220 18472 4272 32505 9 9
221 30976 8702 40557 35 33
222 63339 15340 94238 42 42
223 25568 8030 44197 68 68
224 33747 9526 43228 32 32
225 4154 1278 4103 6 6
226 19474 4236 44144 68 67
227 35130 3023 32868 33 33
228 39067 7196 27640 84 77
229 13310 3394 14063 46 46
230 65892 6371 28990 30 30
231 4143 1574 4694 0 0
232 28579 9620 42648 36 36
233 51776 6978 64329 47 46
234 21152 4911 21928 20 18
235 38084 8645 25836 50 48
236 27717 8987 22779 30 29
237 32928 5544 40820 30 28
238 11342 3083 27530 34 34
239 19499 6909 32378 33 33
240 16380 3189 10824 34 34
241 36874 6745 39613 37 33
242 48259 16724 60865 83 80
243 16734 4850 19787 32 32
244 28207 7025 20107 30 30
245 30143 6047 36605 43 41
246 41369 7377 40961 41 41
247 45833 9078 48231 51 51
248 29156 4605 39725 19 18
249 35944 3238 21455 37 34
250 36278 8100 23430 33 31
251 45588 9653 62991 41 39
252 45097 8914 49363 54 54
253 3895 786 9604 14 14
254 28394 6700 24552 25 24
255 18632 5788 31493 25 24
256 2325 593 3439 8 8
257 25139 4506 19555 26 26
258 27975 6382 21228 20 19
259 14483 5621 23177 11 11
260 13127 3997 22094 14 14
261 5839 520 2342 3 1
262 24069 8891 38798 40 39
263 3738 999 3255 5 5
264 18625 7067 24261 38 37
265 36341 4639 18511 32 32
266 24548 5654 40798 41 38
267 21792 6928 28893 46 47
268 26263 1514 21425 47 47
269 23686 9238 50276 37 37
270 49303 8204 37643 51 51
271 25659 5926 30377 49 45
272 28904 5785 27126 21 21
273 2781 4 13 1 1
274 29236 5930 42097 44 42
275 19546 3710 24451 26 26
276 22818 705 14335 21 21
277 32689 443 5084 4 4
278 5752 2416 9927 10 10
279 22197 7747 43527 43 43
280 20055 5432 27184 34 34
281 25272 4913 21610 32 31
282 82206 2650 20484 20 19
283 32073 2370 20156 34 34
284 5444 775 6012 6 6
285 20154 5576 18475 12 11
286 36944 1352 12645 24 24
287 8019 3080 11017 16 16
288 30884 10205 37623 72 72
289 19540 6095 35873 27 21
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) totrevisions totseconds tothyperlinks totblogs
9621.1520 1.2103 0.3307 1.3255 148.7929
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-46433 -12014 -4511 7156 150242
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 9.621e+03 2.216e+03 4.343 1.96e-05 ***
totrevisions 1.210e+00 2.982e-01 4.059 6.39e-05 ***
totseconds 3.307e-01 6.253e-02 5.289 2.46e-07 ***
tothyperlinks 1.326e+00 4.318e+02 0.003 0.998
totblogs 1.488e+02 4.451e+02 0.334 0.738
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 21690 on 284 degrees of freedom
Multiple R-squared: 0.7161, Adjusted R-squared: 0.7121
F-statistic: 179.1 on 4 and 284 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,] 0.3720660092 7.441320e-01 6.279340e-01
[2,] 0.3802896015 7.605792e-01 6.197104e-01
[3,] 0.2611192587 5.222385e-01 7.388807e-01
[4,] 0.2277696541 4.555393e-01 7.722303e-01
[5,] 0.1841759944 3.683520e-01 8.158240e-01
[6,] 0.1390394356 2.780789e-01 8.609606e-01
[7,] 0.0919109240 1.838218e-01 9.080891e-01
[8,] 0.0546190318 1.092381e-01 9.453810e-01
[9,] 0.0312733481 6.254670e-02 9.687267e-01
[10,] 0.0178155333 3.563107e-02 9.821845e-01
[11,] 0.0253312390 5.066248e-02 9.746688e-01
[12,] 0.0191021508 3.820430e-02 9.808978e-01
[13,] 0.0313517508 6.270350e-02 9.686482e-01
[14,] 0.1323845644 2.647691e-01 8.676154e-01
[15,] 0.1256503049 2.513006e-01 8.743497e-01
[16,] 0.1079768901 2.159538e-01 8.920231e-01
[17,] 0.0776699978 1.553400e-01 9.223300e-01
[18,] 0.0701514737 1.403029e-01 9.298485e-01
[19,] 0.1213409965 2.426820e-01 8.786590e-01
[20,] 0.0904723803 1.809448e-01 9.095276e-01
[21,] 0.0660970734 1.321941e-01 9.339029e-01
[22,] 0.0653197829 1.306396e-01 9.346802e-01
[23,] 0.0621372018 1.242744e-01 9.378628e-01
[24,] 0.0469966067 9.399321e-02 9.530034e-01
[25,] 0.0346161866 6.923237e-02 9.653838e-01
[26,] 0.0244840619 4.896812e-02 9.755159e-01
[27,] 0.0195290375 3.905808e-02 9.804710e-01
[28,] 0.0312642308 6.252846e-02 9.687358e-01
[29,] 0.0311917230 6.238345e-02 9.688083e-01
[30,] 0.0269156625 5.383133e-02 9.730843e-01
[31,] 0.0198216060 3.964321e-02 9.801784e-01
[32,] 0.0151200878 3.024018e-02 9.848799e-01
[33,] 0.0153600543 3.072011e-02 9.846399e-01
[34,] 0.0135480320 2.709606e-02 9.864520e-01
[35,] 0.0128967113 2.579342e-02 9.871033e-01
[36,] 0.0142416160 2.848323e-02 9.857584e-01
[37,] 0.0123673534 2.473471e-02 9.876326e-01
[38,] 0.0112177319 2.243546e-02 9.887823e-01
[39,] 0.0080340874 1.606817e-02 9.919659e-01
[40,] 0.0072714798 1.454296e-02 9.927285e-01
[41,] 0.0059445560 1.188911e-02 9.940554e-01
[42,] 0.0041193696 8.238739e-03 9.958806e-01
[43,] 0.0072394949 1.447899e-02 9.927605e-01
[44,] 0.0238494096 4.769882e-02 9.761506e-01
[45,] 0.0181434752 3.628695e-02 9.818565e-01
[46,] 0.0138477153 2.769543e-02 9.861523e-01
[47,] 0.0244632794 4.892656e-02 9.755367e-01
[48,] 0.0204893390 4.097868e-02 9.795107e-01
[49,] 0.0175531364 3.510627e-02 9.824469e-01
[50,] 0.0155501611 3.110032e-02 9.844498e-01
[51,] 0.0148620918 2.972418e-02 9.851379e-01
[52,] 0.0112869815 2.257396e-02 9.887130e-01
[53,] 0.0085543465 1.710869e-02 9.914457e-01
[54,] 0.0065312619 1.306252e-02 9.934687e-01
[55,] 0.0126961713 2.539234e-02 9.873038e-01
[56,] 0.0137859517 2.757190e-02 9.862140e-01
[57,] 0.0112750395 2.255008e-02 9.887250e-01
[58,] 0.0141503898 2.830078e-02 9.858496e-01
[59,] 0.0154664290 3.093286e-02 9.845336e-01
[60,] 0.0135344640 2.706893e-02 9.864655e-01
[61,] 0.0124898622 2.497972e-02 9.875101e-01
[62,] 0.0105860372 2.117207e-02 9.894140e-01
[63,] 0.0084349567 1.686991e-02 9.915650e-01
[64,] 0.0065204414 1.304088e-02 9.934796e-01
[65,] 0.0050034199 1.000684e-02 9.949966e-01
[66,] 0.0062177788 1.243556e-02 9.937822e-01
[67,] 0.0093734513 1.874690e-02 9.906265e-01
[68,] 0.0079170105 1.583402e-02 9.920830e-01
[69,] 0.0061939297 1.238786e-02 9.938061e-01
[70,] 0.0052348071 1.046961e-02 9.947652e-01
[71,] 0.0038907181 7.781436e-03 9.961093e-01
[72,] 0.0029418996 5.883799e-03 9.970581e-01
[73,] 0.0021701783 4.340357e-03 9.978298e-01
[74,] 0.0015803647 3.160729e-03 9.984196e-01
[75,] 0.0012654581 2.530916e-03 9.987345e-01
[76,] 0.0009447632 1.889526e-03 9.990552e-01
[77,] 0.0006851452 1.370290e-03 9.993149e-01
[78,] 0.9584653197 8.306936e-02 4.153468e-02
[79,] 0.9497528950 1.004942e-01 5.024710e-02
[80,] 0.9395225761 1.209548e-01 6.047742e-02
[81,] 0.9301243193 1.397514e-01 6.987568e-02
[82,] 0.9185590360 1.628819e-01 8.144096e-02
[83,] 0.9089487048 1.821026e-01 9.105130e-02
[84,] 0.8945339336 2.109321e-01 1.054661e-01
[85,] 0.8798118974 2.403762e-01 1.201881e-01
[86,] 0.8685138817 2.629722e-01 1.314861e-01
[87,] 0.8587942815 2.824114e-01 1.412057e-01
[88,] 0.8548253889 2.903492e-01 1.451746e-01
[89,] 0.8432063564 3.135873e-01 1.567936e-01
[90,] 0.8505835356 2.988329e-01 1.494165e-01
[91,] 0.8756132128 2.487736e-01 1.243868e-01
[92,] 0.8747670420 2.504659e-01 1.252330e-01
[93,] 0.8589934991 2.820130e-01 1.410065e-01
[94,] 0.8385216268 3.229567e-01 1.614784e-01
[95,] 0.8226356315 3.547287e-01 1.773644e-01
[96,] 0.8028016376 3.943967e-01 1.971984e-01
[97,] 0.8363028426 3.273943e-01 1.636972e-01
[98,] 0.8413219936 3.173560e-01 1.586780e-01
[99,] 0.8387949314 3.224101e-01 1.612051e-01
[100,] 0.8180574711 3.638851e-01 1.819425e-01
[101,] 0.7999567209 4.000866e-01 2.000433e-01
[102,] 0.7750781537 4.498437e-01 2.249218e-01
[103,] 0.7614653714 4.770693e-01 2.385346e-01
[104,] 0.7356119575 5.287761e-01 2.643880e-01
[105,] 0.7143642391 5.712715e-01 2.856358e-01
[106,] 0.6913461366 6.173077e-01 3.086539e-01
[107,] 0.6977576962 6.044846e-01 3.022423e-01
[108,] 0.7313670242 5.372660e-01 2.686330e-01
[109,] 0.7216966062 5.566068e-01 2.783034e-01
[110,] 0.6955817883 6.088364e-01 3.044182e-01
[111,] 0.6858140355 6.283719e-01 3.141860e-01
[112,] 0.9806565209 3.868696e-02 1.934348e-02
[113,] 0.9763096818 4.738064e-02 2.369032e-02
[114,] 0.9759089781 4.818204e-02 2.409102e-02
[115,] 0.9730103010 5.397940e-02 2.698970e-02
[116,] 0.9697172646 6.056547e-02 3.028274e-02
[117,] 0.9996387447 7.225107e-04 3.612553e-04
[118,] 0.9996834387 6.331226e-04 3.165613e-04
[119,] 0.9995915245 8.169511e-04 4.084755e-04
[120,] 0.9994949521 1.010096e-03 5.050479e-04
[121,] 0.9993391952 1.321610e-03 6.608048e-04
[122,] 0.9991891713 1.621657e-03 8.108287e-04
[123,] 0.9990130329 1.973934e-03 9.869671e-04
[124,] 0.9986988924 2.602215e-03 1.301108e-03
[125,] 0.9985790793 2.841841e-03 1.420921e-03
[126,] 0.9981313215 3.737357e-03 1.868679e-03
[127,] 0.9977468408 4.506318e-03 2.253159e-03
[128,] 0.9977826190 4.434762e-03 2.217381e-03
[129,] 0.9987367503 2.526499e-03 1.263250e-03
[130,] 0.9984600084 3.079983e-03 1.539992e-03
[131,] 0.9987102898 2.579420e-03 1.289710e-03
[132,] 0.9987211930 2.557614e-03 1.278807e-03
[133,] 0.9984598803 3.080239e-03 1.540120e-03
[134,] 0.9981073192 3.785362e-03 1.892681e-03
[135,] 0.9975581468 4.883706e-03 2.441853e-03
[136,] 0.9968292684 6.341463e-03 3.170732e-03
[137,] 0.9965469842 6.906032e-03 3.453016e-03
[138,] 0.9981213943 3.757211e-03 1.878606e-03
[139,] 0.9975999541 4.800092e-03 2.400046e-03
[140,] 0.9998160377 3.679247e-04 1.839623e-04
[141,] 0.9999151017 1.697965e-04 8.489827e-05
[142,] 0.9998896791 2.206419e-04 1.103209e-04
[143,] 0.9999113482 1.773036e-04 8.865181e-05
[144,] 0.9998924135 2.151730e-04 1.075865e-04
[145,] 0.9998752491 2.495019e-04 1.247509e-04
[146,] 0.9998282070 3.435860e-04 1.717930e-04
[147,] 0.9998687027 2.625946e-04 1.312973e-04
[148,] 0.9998272378 3.455244e-04 1.727622e-04
[149,] 0.9999558946 8.821073e-05 4.410536e-05
[150,] 0.9999380060 1.239881e-04 6.199403e-05
[151,] 0.9999183526 1.632949e-04 8.164743e-05
[152,] 0.9999135359 1.729282e-04 8.646408e-05
[153,] 0.9999064806 1.870388e-04 9.351939e-05
[154,] 0.9998771260 2.457480e-04 1.228740e-04
[155,] 0.9999999946 1.081365e-08 5.406823e-09
[156,] 0.9999999915 1.708138e-08 8.540689e-09
[157,] 0.9999999923 1.543833e-08 7.719164e-09
[158,] 0.9999999872 2.564797e-08 1.282398e-08
[159,] 0.9999999899 2.025704e-08 1.012852e-08
[160,] 0.9999999880 2.402350e-08 1.201175e-08
[161,] 0.9999999920 1.593802e-08 7.969008e-09
[162,] 0.9999999923 1.546191e-08 7.730956e-09
[163,] 0.9999999962 7.684764e-09 3.842382e-09
[164,] 0.9999999986 2.872074e-09 1.436037e-09
[165,] 0.9999999980 4.091127e-09 2.045564e-09
[166,] 0.9999999980 4.030013e-09 2.015006e-09
[167,] 0.9999999968 6.379858e-09 3.189929e-09
[168,] 1.0000000000 3.178510e-11 1.589255e-11
[169,] 1.0000000000 3.425745e-11 1.712872e-11
[170,] 1.0000000000 3.400710e-12 1.700355e-12
[171,] 1.0000000000 6.299586e-12 3.149793e-12
[172,] 1.0000000000 1.499361e-12 7.496806e-13
[173,] 1.0000000000 2.123988e-12 1.061994e-12
[174,] 1.0000000000 3.558594e-12 1.779297e-12
[175,] 1.0000000000 1.236420e-12 6.182098e-13
[176,] 1.0000000000 1.968869e-12 9.844346e-13
[177,] 1.0000000000 3.136283e-12 1.568141e-12
[178,] 1.0000000000 1.100861e-12 5.504305e-13
[179,] 1.0000000000 1.651787e-12 8.258937e-13
[180,] 1.0000000000 2.120315e-12 1.060157e-12
[181,] 1.0000000000 3.135622e-12 1.567811e-12
[182,] 1.0000000000 3.953995e-12 1.976998e-12
[183,] 1.0000000000 4.457535e-12 2.228767e-12
[184,] 1.0000000000 1.830106e-12 9.150531e-13
[185,] 1.0000000000 3.625111e-12 1.812556e-12
[186,] 1.0000000000 5.757890e-12 2.878945e-12
[187,] 1.0000000000 7.061757e-12 3.530879e-12
[188,] 1.0000000000 1.374667e-11 6.873335e-12
[189,] 1.0000000000 1.636179e-11 8.180897e-12
[190,] 1.0000000000 3.075746e-11 1.537873e-11
[191,] 1.0000000000 4.736380e-12 2.368190e-12
[192,] 1.0000000000 3.724526e-12 1.862263e-12
[193,] 1.0000000000 5.594995e-12 2.797497e-12
[194,] 1.0000000000 1.016618e-11 5.083091e-12
[195,] 1.0000000000 1.605609e-11 8.028046e-12
[196,] 1.0000000000 3.210890e-11 1.605445e-11
[197,] 1.0000000000 5.507494e-11 2.753747e-11
[198,] 0.9999999999 1.054997e-10 5.274987e-11
[199,] 0.9999999999 2.104317e-10 1.052159e-10
[200,] 0.9999999998 3.803812e-10 1.901906e-10
[201,] 0.9999999996 7.119135e-10 3.559567e-10
[202,] 0.9999999994 1.203835e-09 6.019175e-10
[203,] 0.9999999993 1.397292e-09 6.986462e-10
[204,] 0.9999999992 1.564555e-09 7.822774e-10
[205,] 0.9999999985 3.038333e-09 1.519167e-09
[206,] 0.9999999971 5.830053e-09 2.915026e-09
[207,] 0.9999999951 9.878862e-09 4.939431e-09
[208,] 0.9999999983 3.433499e-09 1.716749e-09
[209,] 0.9999999973 5.376210e-09 2.688105e-09
[210,] 0.9999999950 9.962852e-09 4.981426e-09
[211,] 0.9999999941 1.179669e-08 5.898346e-09
[212,] 0.9999999923 1.543131e-08 7.715654e-09
[213,] 0.9999999868 2.636832e-08 1.318416e-08
[214,] 0.9999999755 4.899147e-08 2.449574e-08
[215,] 0.9999999561 8.772455e-08 4.386228e-08
[216,] 0.9999999443 1.113272e-07 5.566361e-08
[217,] 0.9999998961 2.077986e-07 1.038993e-07
[218,] 0.9999998348 3.303041e-07 1.651520e-07
[219,] 0.9999998784 2.431702e-07 1.215851e-07
[220,] 0.9999997840 4.319118e-07 2.159559e-07
[221,] 0.9999995982 8.036213e-07 4.018106e-07
[222,] 0.9999994516 1.096726e-06 5.483630e-07
[223,] 0.9999999725 5.491376e-08 2.745688e-08
[224,] 0.9999999509 9.822761e-08 4.911381e-08
[225,] 0.9999999072 1.855198e-07 9.275990e-08
[226,] 0.9999998461 3.078762e-07 1.539381e-07
[227,] 0.9999997019 5.961586e-07 2.980793e-07
[228,] 0.9999995001 9.997736e-07 4.998868e-07
[229,] 0.9999990985 1.803085e-06 9.015423e-07
[230,] 0.9999983045 3.391064e-06 1.695532e-06
[231,] 0.9999983548 3.290495e-06 1.645247e-06
[232,] 0.9999974120 5.176063e-06 2.588031e-06
[233,] 0.9999954909 9.018293e-06 4.509147e-06
[234,] 0.9999920277 1.594457e-05 7.972285e-06
[235,] 0.9999858116 2.837686e-05 1.418843e-05
[236,] 0.9999773291 4.534178e-05 2.267089e-05
[237,] 0.9999621976 7.560481e-05 3.780240e-05
[238,] 0.9999342925 1.314150e-04 6.570751e-05
[239,] 0.9998968880 2.062239e-04 1.031120e-04
[240,] 0.9998425290 3.149421e-04 1.574710e-04
[241,] 0.9997300314 5.399371e-04 2.699686e-04
[242,] 0.9995998728 8.002545e-04 4.001272e-04
[243,] 0.9995490573 9.018853e-04 4.509427e-04
[244,] 0.9992903710 1.419258e-03 7.096290e-04
[245,] 0.9989343031 2.131394e-03 1.065697e-03
[246,] 0.9987971123 2.405775e-03 1.202888e-03
[247,] 0.9982486430 3.502714e-03 1.751357e-03
[248,] 0.9972875870 5.424826e-03 2.712413e-03
[249,] 0.9967364521 6.527096e-03 3.263548e-03
[250,] 0.9948177136 1.036457e-02 5.182286e-03
[251,] 0.9932551954 1.348961e-02 6.744805e-03
[252,] 0.9895318042 2.093639e-02 1.046820e-02
[253,] 0.9850714214 2.985716e-02 1.492858e-02
[254,] 0.9790136297 4.197274e-02 2.098637e-02
[255,] 0.9689951747 6.200965e-02 3.100483e-02
[256,] 0.9621549639 7.569007e-02 3.784504e-02
[257,] 0.9460031833 1.079936e-01 5.399682e-02
[258,] 0.9336367383 1.327265e-01 6.636326e-02
[259,] 0.9127973631 1.744053e-01 8.720264e-02
[260,] 0.8816354609 2.367291e-01 1.183645e-01
[261,] 0.8574674098 2.850652e-01 1.425326e-01
[262,] 0.8188712359 3.622575e-01 1.811288e-01
[263,] 0.8133626075 3.732748e-01 1.866374e-01
[264,] 0.7536639819 4.926720e-01 2.463360e-01
[265,] 0.6985595875 6.028808e-01 3.014404e-01
[266,] 0.6635292649 6.729415e-01 3.364707e-01
[267,] 0.5878385282 8.243229e-01 4.121615e-01
[268,] 0.5108876651 9.782247e-01 4.891123e-01
[269,] 0.4577678944 9.155358e-01 5.422321e-01
[270,] 0.3731036108 7.462072e-01 6.268964e-01
[271,] 0.2986818994 5.973638e-01 7.013181e-01
[272,] 0.3204944209 6.409888e-01 6.795056e-01
[273,] 0.6103386018 7.793228e-01 3.896614e-01
[274,] 0.4613872707 9.227745e-01 5.386127e-01
> postscript(file="/var/wessaorg/rcomp/tmp/1rpgq1355687685.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2s3uc1355687685.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3j5wf1355687685.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/478jq1355687685.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/59nyr1355687685.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 289
Frequency = 1
1 2 3 4 5 6
3242.12220 5351.94225 13197.06163 616.75154 -16948.31126 27914.72897
7 8 9 10 11 12
-17020.71683 8630.43309 -10193.98982 29472.74261 -11968.73268 -33975.08351
13 14 15 16 17 18
3792.39421 8645.94290 -2230.65558 -10823.90959 -17739.63616 23222.60424
19 20 21 22 23 24
18804.20556 11602.50634 30503.77022 -11836.30743 -21444.77431 -6491.51939
25 26 27 28 29 30
26651.69646 -18860.69528 -2830.58935 -5630.10170 -25593.44219 -14058.53019
31 32 33 34 35 36
-25829.99001 -3837.91422 7155.90158 -25234.47278 35603.61397 -31049.86294
37 38 39 40 41 42
-18485.36693 2157.58766 -27192.58064 -9565.94048 -14619.50685 -19205.85958
43 44 45 46 47 48
-13546.23590 -24290.94508 -22125.53302 -1259.63404 -13674.55150 -2883.12941
49 50 51 52 53 54
2319.25126 20953.98693 40371.11875 -8186.84076 1320.55822 29940.67495
55 56 57 58 59 60
-8155.22559 -21037.05599 -12959.77450 14523.16467 7119.42061 -4739.82647
61 62 63 64 65 66
-9928.96225 24780.17569 14399.73001 -13100.42465 -19400.60470 -30458.34449
67 68 69 70 71 72
13026.72916 11116.32141 -4220.44972 -9556.70011 4480.51277 -10487.17080
73 74 75 76 77 78
-30643.45258 37055.09696 -15083.29852 12887.95895 12896.14427 1276.08787
79 80 81 82 83 84
-2276.32296 614.42014 4154.89255 -3717.28868 6731.03520 -5700.18878
85 86 87 88 89 90
150242.21864 -1989.39879 256.12027 -9013.40283 6140.09878 -10992.62128
91 92 93 94 95 96
-6113.90434 10272.71350 -11487.70134 9817.56157 -17680.23661 14166.87902
97 98 99 100 101 102
-26334.14361 31138.84370 -20300.37965 10374.61167 145.81002 -10701.73402
103 104 105 106 107 108
5002.48805 34185.26401 24200.19244 20500.65371 2775.23422 -9912.02438
109 110 111 112 113 114
3072.92985 14827.54898 5717.62002 -10918.16239 11313.76667 -23482.55754
115 116 117 118 119 120
-31185.58576 -15001.56165 -6241.94052 -17537.87608 96654.35632 2743.76837
121 122 123 124 125 126
-19917.88059 -14183.21934 -13725.61285 92131.95795 21862.49275 -9640.78643
127 128 129 130 131 132
9851.77094 748.71786 13091.40511 -12324.37291 2716.62088 -14229.60291
133 134 135 136 137 138
-1541.78383 -9326.38621 -10800.66105 -43098.54988 -11965.88030 22332.80848
139 140 141 142 143 144
22941.40930 -10537.20317 -11145.89922 3825.99311 -225.39231 -20690.89101
145 146 147 148 149 150
41486.16126 6050.58606 66455.88393 38891.28006 -10159.80317 26228.37534
151 152 153 154 155 156
-14206.87473 -6111.56263 -1678.27342 -22936.83288 -6061.79322 49333.80385
157 158 159 160 161 162
-6091.11312 -10231.54525 14018.05610 20784.03848 -4213.22468 97082.72860
163 164 165 166 167 168
222.78468 24025.99899 -1017.08484 -28159.03012 -19963.33390 31235.43601
169 170 171 172 173 174
-24100.28370 22335.94411 22693.72416 -4690.26973 18363.54158 -1772.29087
175 176 177 178 179 180
61872.51354 -20962.87149 32048.25143 -6294.41589 15324.95370 -16320.88171
181 182 183 184 185 186
6808.66968 26349.92887 -9478.32668 -7085.57831 -46433.05015 -10954.77318
187 188 189 190 191 192
-15035.89038 -11899.16924 -20270.14629 14941.66030 17623.06391 -3961.17925
193 194 195 196 197 198
-13905.52424 9974.13460 -9661.43495 -16070.50603 -8101.71609 30278.56557
199 200 201 202 203 204
17314.13988 6095.12463 -12928.24658 -11009.68343 -3549.78951 -1585.17593
205 206 207 208 209 210
-8376.55735 608.83939 -10854.80988 -11157.17546 -12818.82736 -18800.52158
211 212 213 214 215 216
-18599.61665 -3499.36810 -4511.41543 -13383.97179 25860.62731 -13316.74427
217 218 219 220 221 222
-7140.42427 12216.94327 -14310.47061 -8421.26368 -7547.33262 -2321.09380
223 224 225 226 227 228
-18597.44691 -6504.22976 -9271.61028 -19933.42400 6025.43925 26.69293
229 230 231 232 233 234
-11975.45786 34468.49347 -8935.60434 -12194.63571 5526.47553 -4370.05008
235 236 237 238 239 240
2246.76192 -4669.48297 -1109.74655 -16219.78126 -14146.53987 -5784.65358
241 242 243 244 245 246
1028.70439 -13746.63237 -10105.10846 -1070.01037 -5060.95662 3117.33550
247 248 249 250 251 252
1616.99907 -1880.64363 10199.92460 4448.13458 -2406.91211 254.72264
253 254 255 256 257 258
-11955.53789 -1060.45132 -12014.39672 -10352.20956 -306.33791 755.39560
259 260 261 262 263 264
-11257.94917 -10740.65731 -5338.85640 -15000.67646 -8919.36001 -13128.90765
265 266 267 268 269 270
10179.28470 -11118.10818 -12824.22368 667.76000 -19298.35509 9646.68114
271 272 273 274 275 276
-7941.76532 157.27539 -6999.41118 -7792.92324 -6555.30055 4449.91203
277 278 279 280 281 282
20249.72787 -11577.60713 -17651.38501 -10235.22842 -2097.50837 59749.13420
283 284 285 286 287 288
7813.03783 -8004.24383 -3978.65355 17901.48073 -11375.43731 -14339.90828
289
-12482.87684
> postscript(file="/var/wessaorg/rcomp/tmp/6yldz1355687685.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 289
Frequency = 1
lag(myerror, k = 1) myerror
0 3242.12220 NA
1 5351.94225 3242.12220
2 13197.06163 5351.94225
3 616.75154 13197.06163
4 -16948.31126 616.75154
5 27914.72897 -16948.31126
6 -17020.71683 27914.72897
7 8630.43309 -17020.71683
8 -10193.98982 8630.43309
9 29472.74261 -10193.98982
10 -11968.73268 29472.74261
11 -33975.08351 -11968.73268
12 3792.39421 -33975.08351
13 8645.94290 3792.39421
14 -2230.65558 8645.94290
15 -10823.90959 -2230.65558
16 -17739.63616 -10823.90959
17 23222.60424 -17739.63616
18 18804.20556 23222.60424
19 11602.50634 18804.20556
20 30503.77022 11602.50634
21 -11836.30743 30503.77022
22 -21444.77431 -11836.30743
23 -6491.51939 -21444.77431
24 26651.69646 -6491.51939
25 -18860.69528 26651.69646
26 -2830.58935 -18860.69528
27 -5630.10170 -2830.58935
28 -25593.44219 -5630.10170
29 -14058.53019 -25593.44219
30 -25829.99001 -14058.53019
31 -3837.91422 -25829.99001
32 7155.90158 -3837.91422
33 -25234.47278 7155.90158
34 35603.61397 -25234.47278
35 -31049.86294 35603.61397
36 -18485.36693 -31049.86294
37 2157.58766 -18485.36693
38 -27192.58064 2157.58766
39 -9565.94048 -27192.58064
40 -14619.50685 -9565.94048
41 -19205.85958 -14619.50685
42 -13546.23590 -19205.85958
43 -24290.94508 -13546.23590
44 -22125.53302 -24290.94508
45 -1259.63404 -22125.53302
46 -13674.55150 -1259.63404
47 -2883.12941 -13674.55150
48 2319.25126 -2883.12941
49 20953.98693 2319.25126
50 40371.11875 20953.98693
51 -8186.84076 40371.11875
52 1320.55822 -8186.84076
53 29940.67495 1320.55822
54 -8155.22559 29940.67495
55 -21037.05599 -8155.22559
56 -12959.77450 -21037.05599
57 14523.16467 -12959.77450
58 7119.42061 14523.16467
59 -4739.82647 7119.42061
60 -9928.96225 -4739.82647
61 24780.17569 -9928.96225
62 14399.73001 24780.17569
63 -13100.42465 14399.73001
64 -19400.60470 -13100.42465
65 -30458.34449 -19400.60470
66 13026.72916 -30458.34449
67 11116.32141 13026.72916
68 -4220.44972 11116.32141
69 -9556.70011 -4220.44972
70 4480.51277 -9556.70011
71 -10487.17080 4480.51277
72 -30643.45258 -10487.17080
73 37055.09696 -30643.45258
74 -15083.29852 37055.09696
75 12887.95895 -15083.29852
76 12896.14427 12887.95895
77 1276.08787 12896.14427
78 -2276.32296 1276.08787
79 614.42014 -2276.32296
80 4154.89255 614.42014
81 -3717.28868 4154.89255
82 6731.03520 -3717.28868
83 -5700.18878 6731.03520
84 150242.21864 -5700.18878
85 -1989.39879 150242.21864
86 256.12027 -1989.39879
87 -9013.40283 256.12027
88 6140.09878 -9013.40283
89 -10992.62128 6140.09878
90 -6113.90434 -10992.62128
91 10272.71350 -6113.90434
92 -11487.70134 10272.71350
93 9817.56157 -11487.70134
94 -17680.23661 9817.56157
95 14166.87902 -17680.23661
96 -26334.14361 14166.87902
97 31138.84370 -26334.14361
98 -20300.37965 31138.84370
99 10374.61167 -20300.37965
100 145.81002 10374.61167
101 -10701.73402 145.81002
102 5002.48805 -10701.73402
103 34185.26401 5002.48805
104 24200.19244 34185.26401
105 20500.65371 24200.19244
106 2775.23422 20500.65371
107 -9912.02438 2775.23422
108 3072.92985 -9912.02438
109 14827.54898 3072.92985
110 5717.62002 14827.54898
111 -10918.16239 5717.62002
112 11313.76667 -10918.16239
113 -23482.55754 11313.76667
114 -31185.58576 -23482.55754
115 -15001.56165 -31185.58576
116 -6241.94052 -15001.56165
117 -17537.87608 -6241.94052
118 96654.35632 -17537.87608
119 2743.76837 96654.35632
120 -19917.88059 2743.76837
121 -14183.21934 -19917.88059
122 -13725.61285 -14183.21934
123 92131.95795 -13725.61285
124 21862.49275 92131.95795
125 -9640.78643 21862.49275
126 9851.77094 -9640.78643
127 748.71786 9851.77094
128 13091.40511 748.71786
129 -12324.37291 13091.40511
130 2716.62088 -12324.37291
131 -14229.60291 2716.62088
132 -1541.78383 -14229.60291
133 -9326.38621 -1541.78383
134 -10800.66105 -9326.38621
135 -43098.54988 -10800.66105
136 -11965.88030 -43098.54988
137 22332.80848 -11965.88030
138 22941.40930 22332.80848
139 -10537.20317 22941.40930
140 -11145.89922 -10537.20317
141 3825.99311 -11145.89922
142 -225.39231 3825.99311
143 -20690.89101 -225.39231
144 41486.16126 -20690.89101
145 6050.58606 41486.16126
146 66455.88393 6050.58606
147 38891.28006 66455.88393
148 -10159.80317 38891.28006
149 26228.37534 -10159.80317
150 -14206.87473 26228.37534
151 -6111.56263 -14206.87473
152 -1678.27342 -6111.56263
153 -22936.83288 -1678.27342
154 -6061.79322 -22936.83288
155 49333.80385 -6061.79322
156 -6091.11312 49333.80385
157 -10231.54525 -6091.11312
158 14018.05610 -10231.54525
159 20784.03848 14018.05610
160 -4213.22468 20784.03848
161 97082.72860 -4213.22468
162 222.78468 97082.72860
163 24025.99899 222.78468
164 -1017.08484 24025.99899
165 -28159.03012 -1017.08484
166 -19963.33390 -28159.03012
167 31235.43601 -19963.33390
168 -24100.28370 31235.43601
169 22335.94411 -24100.28370
170 22693.72416 22335.94411
171 -4690.26973 22693.72416
172 18363.54158 -4690.26973
173 -1772.29087 18363.54158
174 61872.51354 -1772.29087
175 -20962.87149 61872.51354
176 32048.25143 -20962.87149
177 -6294.41589 32048.25143
178 15324.95370 -6294.41589
179 -16320.88171 15324.95370
180 6808.66968 -16320.88171
181 26349.92887 6808.66968
182 -9478.32668 26349.92887
183 -7085.57831 -9478.32668
184 -46433.05015 -7085.57831
185 -10954.77318 -46433.05015
186 -15035.89038 -10954.77318
187 -11899.16924 -15035.89038
188 -20270.14629 -11899.16924
189 14941.66030 -20270.14629
190 17623.06391 14941.66030
191 -3961.17925 17623.06391
192 -13905.52424 -3961.17925
193 9974.13460 -13905.52424
194 -9661.43495 9974.13460
195 -16070.50603 -9661.43495
196 -8101.71609 -16070.50603
197 30278.56557 -8101.71609
198 17314.13988 30278.56557
199 6095.12463 17314.13988
200 -12928.24658 6095.12463
201 -11009.68343 -12928.24658
202 -3549.78951 -11009.68343
203 -1585.17593 -3549.78951
204 -8376.55735 -1585.17593
205 608.83939 -8376.55735
206 -10854.80988 608.83939
207 -11157.17546 -10854.80988
208 -12818.82736 -11157.17546
209 -18800.52158 -12818.82736
210 -18599.61665 -18800.52158
211 -3499.36810 -18599.61665
212 -4511.41543 -3499.36810
213 -13383.97179 -4511.41543
214 25860.62731 -13383.97179
215 -13316.74427 25860.62731
216 -7140.42427 -13316.74427
217 12216.94327 -7140.42427
218 -14310.47061 12216.94327
219 -8421.26368 -14310.47061
220 -7547.33262 -8421.26368
221 -2321.09380 -7547.33262
222 -18597.44691 -2321.09380
223 -6504.22976 -18597.44691
224 -9271.61028 -6504.22976
225 -19933.42400 -9271.61028
226 6025.43925 -19933.42400
227 26.69293 6025.43925
228 -11975.45786 26.69293
229 34468.49347 -11975.45786
230 -8935.60434 34468.49347
231 -12194.63571 -8935.60434
232 5526.47553 -12194.63571
233 -4370.05008 5526.47553
234 2246.76192 -4370.05008
235 -4669.48297 2246.76192
236 -1109.74655 -4669.48297
237 -16219.78126 -1109.74655
238 -14146.53987 -16219.78126
239 -5784.65358 -14146.53987
240 1028.70439 -5784.65358
241 -13746.63237 1028.70439
242 -10105.10846 -13746.63237
243 -1070.01037 -10105.10846
244 -5060.95662 -1070.01037
245 3117.33550 -5060.95662
246 1616.99907 3117.33550
247 -1880.64363 1616.99907
248 10199.92460 -1880.64363
249 4448.13458 10199.92460
250 -2406.91211 4448.13458
251 254.72264 -2406.91211
252 -11955.53789 254.72264
253 -1060.45132 -11955.53789
254 -12014.39672 -1060.45132
255 -10352.20956 -12014.39672
256 -306.33791 -10352.20956
257 755.39560 -306.33791
258 -11257.94917 755.39560
259 -10740.65731 -11257.94917
260 -5338.85640 -10740.65731
261 -15000.67646 -5338.85640
262 -8919.36001 -15000.67646
263 -13128.90765 -8919.36001
264 10179.28470 -13128.90765
265 -11118.10818 10179.28470
266 -12824.22368 -11118.10818
267 667.76000 -12824.22368
268 -19298.35509 667.76000
269 9646.68114 -19298.35509
270 -7941.76532 9646.68114
271 157.27539 -7941.76532
272 -6999.41118 157.27539
273 -7792.92324 -6999.41118
274 -6555.30055 -7792.92324
275 4449.91203 -6555.30055
276 20249.72787 4449.91203
277 -11577.60713 20249.72787
278 -17651.38501 -11577.60713
279 -10235.22842 -17651.38501
280 -2097.50837 -10235.22842
281 59749.13420 -2097.50837
282 7813.03783 59749.13420
283 -8004.24383 7813.03783
284 -3978.65355 -8004.24383
285 17901.48073 -3978.65355
286 -11375.43731 17901.48073
287 -14339.90828 -11375.43731
288 -12482.87684 -14339.90828
289 NA -12482.87684
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 5351.94225 3242.12220
[2,] 13197.06163 5351.94225
[3,] 616.75154 13197.06163
[4,] -16948.31126 616.75154
[5,] 27914.72897 -16948.31126
[6,] -17020.71683 27914.72897
[7,] 8630.43309 -17020.71683
[8,] -10193.98982 8630.43309
[9,] 29472.74261 -10193.98982
[10,] -11968.73268 29472.74261
[11,] -33975.08351 -11968.73268
[12,] 3792.39421 -33975.08351
[13,] 8645.94290 3792.39421
[14,] -2230.65558 8645.94290
[15,] -10823.90959 -2230.65558
[16,] -17739.63616 -10823.90959
[17,] 23222.60424 -17739.63616
[18,] 18804.20556 23222.60424
[19,] 11602.50634 18804.20556
[20,] 30503.77022 11602.50634
[21,] -11836.30743 30503.77022
[22,] -21444.77431 -11836.30743
[23,] -6491.51939 -21444.77431
[24,] 26651.69646 -6491.51939
[25,] -18860.69528 26651.69646
[26,] -2830.58935 -18860.69528
[27,] -5630.10170 -2830.58935
[28,] -25593.44219 -5630.10170
[29,] -14058.53019 -25593.44219
[30,] -25829.99001 -14058.53019
[31,] -3837.91422 -25829.99001
[32,] 7155.90158 -3837.91422
[33,] -25234.47278 7155.90158
[34,] 35603.61397 -25234.47278
[35,] -31049.86294 35603.61397
[36,] -18485.36693 -31049.86294
[37,] 2157.58766 -18485.36693
[38,] -27192.58064 2157.58766
[39,] -9565.94048 -27192.58064
[40,] -14619.50685 -9565.94048
[41,] -19205.85958 -14619.50685
[42,] -13546.23590 -19205.85958
[43,] -24290.94508 -13546.23590
[44,] -22125.53302 -24290.94508
[45,] -1259.63404 -22125.53302
[46,] -13674.55150 -1259.63404
[47,] -2883.12941 -13674.55150
[48,] 2319.25126 -2883.12941
[49,] 20953.98693 2319.25126
[50,] 40371.11875 20953.98693
[51,] -8186.84076 40371.11875
[52,] 1320.55822 -8186.84076
[53,] 29940.67495 1320.55822
[54,] -8155.22559 29940.67495
[55,] -21037.05599 -8155.22559
[56,] -12959.77450 -21037.05599
[57,] 14523.16467 -12959.77450
[58,] 7119.42061 14523.16467
[59,] -4739.82647 7119.42061
[60,] -9928.96225 -4739.82647
[61,] 24780.17569 -9928.96225
[62,] 14399.73001 24780.17569
[63,] -13100.42465 14399.73001
[64,] -19400.60470 -13100.42465
[65,] -30458.34449 -19400.60470
[66,] 13026.72916 -30458.34449
[67,] 11116.32141 13026.72916
[68,] -4220.44972 11116.32141
[69,] -9556.70011 -4220.44972
[70,] 4480.51277 -9556.70011
[71,] -10487.17080 4480.51277
[72,] -30643.45258 -10487.17080
[73,] 37055.09696 -30643.45258
[74,] -15083.29852 37055.09696
[75,] 12887.95895 -15083.29852
[76,] 12896.14427 12887.95895
[77,] 1276.08787 12896.14427
[78,] -2276.32296 1276.08787
[79,] 614.42014 -2276.32296
[80,] 4154.89255 614.42014
[81,] -3717.28868 4154.89255
[82,] 6731.03520 -3717.28868
[83,] -5700.18878 6731.03520
[84,] 150242.21864 -5700.18878
[85,] -1989.39879 150242.21864
[86,] 256.12027 -1989.39879
[87,] -9013.40283 256.12027
[88,] 6140.09878 -9013.40283
[89,] -10992.62128 6140.09878
[90,] -6113.90434 -10992.62128
[91,] 10272.71350 -6113.90434
[92,] -11487.70134 10272.71350
[93,] 9817.56157 -11487.70134
[94,] -17680.23661 9817.56157
[95,] 14166.87902 -17680.23661
[96,] -26334.14361 14166.87902
[97,] 31138.84370 -26334.14361
[98,] -20300.37965 31138.84370
[99,] 10374.61167 -20300.37965
[100,] 145.81002 10374.61167
[101,] -10701.73402 145.81002
[102,] 5002.48805 -10701.73402
[103,] 34185.26401 5002.48805
[104,] 24200.19244 34185.26401
[105,] 20500.65371 24200.19244
[106,] 2775.23422 20500.65371
[107,] -9912.02438 2775.23422
[108,] 3072.92985 -9912.02438
[109,] 14827.54898 3072.92985
[110,] 5717.62002 14827.54898
[111,] -10918.16239 5717.62002
[112,] 11313.76667 -10918.16239
[113,] -23482.55754 11313.76667
[114,] -31185.58576 -23482.55754
[115,] -15001.56165 -31185.58576
[116,] -6241.94052 -15001.56165
[117,] -17537.87608 -6241.94052
[118,] 96654.35632 -17537.87608
[119,] 2743.76837 96654.35632
[120,] -19917.88059 2743.76837
[121,] -14183.21934 -19917.88059
[122,] -13725.61285 -14183.21934
[123,] 92131.95795 -13725.61285
[124,] 21862.49275 92131.95795
[125,] -9640.78643 21862.49275
[126,] 9851.77094 -9640.78643
[127,] 748.71786 9851.77094
[128,] 13091.40511 748.71786
[129,] -12324.37291 13091.40511
[130,] 2716.62088 -12324.37291
[131,] -14229.60291 2716.62088
[132,] -1541.78383 -14229.60291
[133,] -9326.38621 -1541.78383
[134,] -10800.66105 -9326.38621
[135,] -43098.54988 -10800.66105
[136,] -11965.88030 -43098.54988
[137,] 22332.80848 -11965.88030
[138,] 22941.40930 22332.80848
[139,] -10537.20317 22941.40930
[140,] -11145.89922 -10537.20317
[141,] 3825.99311 -11145.89922
[142,] -225.39231 3825.99311
[143,] -20690.89101 -225.39231
[144,] 41486.16126 -20690.89101
[145,] 6050.58606 41486.16126
[146,] 66455.88393 6050.58606
[147,] 38891.28006 66455.88393
[148,] -10159.80317 38891.28006
[149,] 26228.37534 -10159.80317
[150,] -14206.87473 26228.37534
[151,] -6111.56263 -14206.87473
[152,] -1678.27342 -6111.56263
[153,] -22936.83288 -1678.27342
[154,] -6061.79322 -22936.83288
[155,] 49333.80385 -6061.79322
[156,] -6091.11312 49333.80385
[157,] -10231.54525 -6091.11312
[158,] 14018.05610 -10231.54525
[159,] 20784.03848 14018.05610
[160,] -4213.22468 20784.03848
[161,] 97082.72860 -4213.22468
[162,] 222.78468 97082.72860
[163,] 24025.99899 222.78468
[164,] -1017.08484 24025.99899
[165,] -28159.03012 -1017.08484
[166,] -19963.33390 -28159.03012
[167,] 31235.43601 -19963.33390
[168,] -24100.28370 31235.43601
[169,] 22335.94411 -24100.28370
[170,] 22693.72416 22335.94411
[171,] -4690.26973 22693.72416
[172,] 18363.54158 -4690.26973
[173,] -1772.29087 18363.54158
[174,] 61872.51354 -1772.29087
[175,] -20962.87149 61872.51354
[176,] 32048.25143 -20962.87149
[177,] -6294.41589 32048.25143
[178,] 15324.95370 -6294.41589
[179,] -16320.88171 15324.95370
[180,] 6808.66968 -16320.88171
[181,] 26349.92887 6808.66968
[182,] -9478.32668 26349.92887
[183,] -7085.57831 -9478.32668
[184,] -46433.05015 -7085.57831
[185,] -10954.77318 -46433.05015
[186,] -15035.89038 -10954.77318
[187,] -11899.16924 -15035.89038
[188,] -20270.14629 -11899.16924
[189,] 14941.66030 -20270.14629
[190,] 17623.06391 14941.66030
[191,] -3961.17925 17623.06391
[192,] -13905.52424 -3961.17925
[193,] 9974.13460 -13905.52424
[194,] -9661.43495 9974.13460
[195,] -16070.50603 -9661.43495
[196,] -8101.71609 -16070.50603
[197,] 30278.56557 -8101.71609
[198,] 17314.13988 30278.56557
[199,] 6095.12463 17314.13988
[200,] -12928.24658 6095.12463
[201,] -11009.68343 -12928.24658
[202,] -3549.78951 -11009.68343
[203,] -1585.17593 -3549.78951
[204,] -8376.55735 -1585.17593
[205,] 608.83939 -8376.55735
[206,] -10854.80988 608.83939
[207,] -11157.17546 -10854.80988
[208,] -12818.82736 -11157.17546
[209,] -18800.52158 -12818.82736
[210,] -18599.61665 -18800.52158
[211,] -3499.36810 -18599.61665
[212,] -4511.41543 -3499.36810
[213,] -13383.97179 -4511.41543
[214,] 25860.62731 -13383.97179
[215,] -13316.74427 25860.62731
[216,] -7140.42427 -13316.74427
[217,] 12216.94327 -7140.42427
[218,] -14310.47061 12216.94327
[219,] -8421.26368 -14310.47061
[220,] -7547.33262 -8421.26368
[221,] -2321.09380 -7547.33262
[222,] -18597.44691 -2321.09380
[223,] -6504.22976 -18597.44691
[224,] -9271.61028 -6504.22976
[225,] -19933.42400 -9271.61028
[226,] 6025.43925 -19933.42400
[227,] 26.69293 6025.43925
[228,] -11975.45786 26.69293
[229,] 34468.49347 -11975.45786
[230,] -8935.60434 34468.49347
[231,] -12194.63571 -8935.60434
[232,] 5526.47553 -12194.63571
[233,] -4370.05008 5526.47553
[234,] 2246.76192 -4370.05008
[235,] -4669.48297 2246.76192
[236,] -1109.74655 -4669.48297
[237,] -16219.78126 -1109.74655
[238,] -14146.53987 -16219.78126
[239,] -5784.65358 -14146.53987
[240,] 1028.70439 -5784.65358
[241,] -13746.63237 1028.70439
[242,] -10105.10846 -13746.63237
[243,] -1070.01037 -10105.10846
[244,] -5060.95662 -1070.01037
[245,] 3117.33550 -5060.95662
[246,] 1616.99907 3117.33550
[247,] -1880.64363 1616.99907
[248,] 10199.92460 -1880.64363
[249,] 4448.13458 10199.92460
[250,] -2406.91211 4448.13458
[251,] 254.72264 -2406.91211
[252,] -11955.53789 254.72264
[253,] -1060.45132 -11955.53789
[254,] -12014.39672 -1060.45132
[255,] -10352.20956 -12014.39672
[256,] -306.33791 -10352.20956
[257,] 755.39560 -306.33791
[258,] -11257.94917 755.39560
[259,] -10740.65731 -11257.94917
[260,] -5338.85640 -10740.65731
[261,] -15000.67646 -5338.85640
[262,] -8919.36001 -15000.67646
[263,] -13128.90765 -8919.36001
[264,] 10179.28470 -13128.90765
[265,] -11118.10818 10179.28470
[266,] -12824.22368 -11118.10818
[267,] 667.76000 -12824.22368
[268,] -19298.35509 667.76000
[269,] 9646.68114 -19298.35509
[270,] -7941.76532 9646.68114
[271,] 157.27539 -7941.76532
[272,] -6999.41118 157.27539
[273,] -7792.92324 -6999.41118
[274,] -6555.30055 -7792.92324
[275,] 4449.91203 -6555.30055
[276,] 20249.72787 4449.91203
[277,] -11577.60713 20249.72787
[278,] -17651.38501 -11577.60713
[279,] -10235.22842 -17651.38501
[280,] -2097.50837 -10235.22842
[281,] 59749.13420 -2097.50837
[282,] 7813.03783 59749.13420
[283,] -8004.24383 7813.03783
[284,] -3978.65355 -8004.24383
[285,] 17901.48073 -3978.65355
[286,] -11375.43731 17901.48073
[287,] -14339.90828 -11375.43731
[288,] -12482.87684 -14339.90828
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 5351.94225 3242.12220
2 13197.06163 5351.94225
3 616.75154 13197.06163
4 -16948.31126 616.75154
5 27914.72897 -16948.31126
6 -17020.71683 27914.72897
7 8630.43309 -17020.71683
8 -10193.98982 8630.43309
9 29472.74261 -10193.98982
10 -11968.73268 29472.74261
11 -33975.08351 -11968.73268
12 3792.39421 -33975.08351
13 8645.94290 3792.39421
14 -2230.65558 8645.94290
15 -10823.90959 -2230.65558
16 -17739.63616 -10823.90959
17 23222.60424 -17739.63616
18 18804.20556 23222.60424
19 11602.50634 18804.20556
20 30503.77022 11602.50634
21 -11836.30743 30503.77022
22 -21444.77431 -11836.30743
23 -6491.51939 -21444.77431
24 26651.69646 -6491.51939
25 -18860.69528 26651.69646
26 -2830.58935 -18860.69528
27 -5630.10170 -2830.58935
28 -25593.44219 -5630.10170
29 -14058.53019 -25593.44219
30 -25829.99001 -14058.53019
31 -3837.91422 -25829.99001
32 7155.90158 -3837.91422
33 -25234.47278 7155.90158
34 35603.61397 -25234.47278
35 -31049.86294 35603.61397
36 -18485.36693 -31049.86294
37 2157.58766 -18485.36693
38 -27192.58064 2157.58766
39 -9565.94048 -27192.58064
40 -14619.50685 -9565.94048
41 -19205.85958 -14619.50685
42 -13546.23590 -19205.85958
43 -24290.94508 -13546.23590
44 -22125.53302 -24290.94508
45 -1259.63404 -22125.53302
46 -13674.55150 -1259.63404
47 -2883.12941 -13674.55150
48 2319.25126 -2883.12941
49 20953.98693 2319.25126
50 40371.11875 20953.98693
51 -8186.84076 40371.11875
52 1320.55822 -8186.84076
53 29940.67495 1320.55822
54 -8155.22559 29940.67495
55 -21037.05599 -8155.22559
56 -12959.77450 -21037.05599
57 14523.16467 -12959.77450
58 7119.42061 14523.16467
59 -4739.82647 7119.42061
60 -9928.96225 -4739.82647
61 24780.17569 -9928.96225
62 14399.73001 24780.17569
63 -13100.42465 14399.73001
64 -19400.60470 -13100.42465
65 -30458.34449 -19400.60470
66 13026.72916 -30458.34449
67 11116.32141 13026.72916
68 -4220.44972 11116.32141
69 -9556.70011 -4220.44972
70 4480.51277 -9556.70011
71 -10487.17080 4480.51277
72 -30643.45258 -10487.17080
73 37055.09696 -30643.45258
74 -15083.29852 37055.09696
75 12887.95895 -15083.29852
76 12896.14427 12887.95895
77 1276.08787 12896.14427
78 -2276.32296 1276.08787
79 614.42014 -2276.32296
80 4154.89255 614.42014
81 -3717.28868 4154.89255
82 6731.03520 -3717.28868
83 -5700.18878 6731.03520
84 150242.21864 -5700.18878
85 -1989.39879 150242.21864
86 256.12027 -1989.39879
87 -9013.40283 256.12027
88 6140.09878 -9013.40283
89 -10992.62128 6140.09878
90 -6113.90434 -10992.62128
91 10272.71350 -6113.90434
92 -11487.70134 10272.71350
93 9817.56157 -11487.70134
94 -17680.23661 9817.56157
95 14166.87902 -17680.23661
96 -26334.14361 14166.87902
97 31138.84370 -26334.14361
98 -20300.37965 31138.84370
99 10374.61167 -20300.37965
100 145.81002 10374.61167
101 -10701.73402 145.81002
102 5002.48805 -10701.73402
103 34185.26401 5002.48805
104 24200.19244 34185.26401
105 20500.65371 24200.19244
106 2775.23422 20500.65371
107 -9912.02438 2775.23422
108 3072.92985 -9912.02438
109 14827.54898 3072.92985
110 5717.62002 14827.54898
111 -10918.16239 5717.62002
112 11313.76667 -10918.16239
113 -23482.55754 11313.76667
114 -31185.58576 -23482.55754
115 -15001.56165 -31185.58576
116 -6241.94052 -15001.56165
117 -17537.87608 -6241.94052
118 96654.35632 -17537.87608
119 2743.76837 96654.35632
120 -19917.88059 2743.76837
121 -14183.21934 -19917.88059
122 -13725.61285 -14183.21934
123 92131.95795 -13725.61285
124 21862.49275 92131.95795
125 -9640.78643 21862.49275
126 9851.77094 -9640.78643
127 748.71786 9851.77094
128 13091.40511 748.71786
129 -12324.37291 13091.40511
130 2716.62088 -12324.37291
131 -14229.60291 2716.62088
132 -1541.78383 -14229.60291
133 -9326.38621 -1541.78383
134 -10800.66105 -9326.38621
135 -43098.54988 -10800.66105
136 -11965.88030 -43098.54988
137 22332.80848 -11965.88030
138 22941.40930 22332.80848
139 -10537.20317 22941.40930
140 -11145.89922 -10537.20317
141 3825.99311 -11145.89922
142 -225.39231 3825.99311
143 -20690.89101 -225.39231
144 41486.16126 -20690.89101
145 6050.58606 41486.16126
146 66455.88393 6050.58606
147 38891.28006 66455.88393
148 -10159.80317 38891.28006
149 26228.37534 -10159.80317
150 -14206.87473 26228.37534
151 -6111.56263 -14206.87473
152 -1678.27342 -6111.56263
153 -22936.83288 -1678.27342
154 -6061.79322 -22936.83288
155 49333.80385 -6061.79322
156 -6091.11312 49333.80385
157 -10231.54525 -6091.11312
158 14018.05610 -10231.54525
159 20784.03848 14018.05610
160 -4213.22468 20784.03848
161 97082.72860 -4213.22468
162 222.78468 97082.72860
163 24025.99899 222.78468
164 -1017.08484 24025.99899
165 -28159.03012 -1017.08484
166 -19963.33390 -28159.03012
167 31235.43601 -19963.33390
168 -24100.28370 31235.43601
169 22335.94411 -24100.28370
170 22693.72416 22335.94411
171 -4690.26973 22693.72416
172 18363.54158 -4690.26973
173 -1772.29087 18363.54158
174 61872.51354 -1772.29087
175 -20962.87149 61872.51354
176 32048.25143 -20962.87149
177 -6294.41589 32048.25143
178 15324.95370 -6294.41589
179 -16320.88171 15324.95370
180 6808.66968 -16320.88171
181 26349.92887 6808.66968
182 -9478.32668 26349.92887
183 -7085.57831 -9478.32668
184 -46433.05015 -7085.57831
185 -10954.77318 -46433.05015
186 -15035.89038 -10954.77318
187 -11899.16924 -15035.89038
188 -20270.14629 -11899.16924
189 14941.66030 -20270.14629
190 17623.06391 14941.66030
191 -3961.17925 17623.06391
192 -13905.52424 -3961.17925
193 9974.13460 -13905.52424
194 -9661.43495 9974.13460
195 -16070.50603 -9661.43495
196 -8101.71609 -16070.50603
197 30278.56557 -8101.71609
198 17314.13988 30278.56557
199 6095.12463 17314.13988
200 -12928.24658 6095.12463
201 -11009.68343 -12928.24658
202 -3549.78951 -11009.68343
203 -1585.17593 -3549.78951
204 -8376.55735 -1585.17593
205 608.83939 -8376.55735
206 -10854.80988 608.83939
207 -11157.17546 -10854.80988
208 -12818.82736 -11157.17546
209 -18800.52158 -12818.82736
210 -18599.61665 -18800.52158
211 -3499.36810 -18599.61665
212 -4511.41543 -3499.36810
213 -13383.97179 -4511.41543
214 25860.62731 -13383.97179
215 -13316.74427 25860.62731
216 -7140.42427 -13316.74427
217 12216.94327 -7140.42427
218 -14310.47061 12216.94327
219 -8421.26368 -14310.47061
220 -7547.33262 -8421.26368
221 -2321.09380 -7547.33262
222 -18597.44691 -2321.09380
223 -6504.22976 -18597.44691
224 -9271.61028 -6504.22976
225 -19933.42400 -9271.61028
226 6025.43925 -19933.42400
227 26.69293 6025.43925
228 -11975.45786 26.69293
229 34468.49347 -11975.45786
230 -8935.60434 34468.49347
231 -12194.63571 -8935.60434
232 5526.47553 -12194.63571
233 -4370.05008 5526.47553
234 2246.76192 -4370.05008
235 -4669.48297 2246.76192
236 -1109.74655 -4669.48297
237 -16219.78126 -1109.74655
238 -14146.53987 -16219.78126
239 -5784.65358 -14146.53987
240 1028.70439 -5784.65358
241 -13746.63237 1028.70439
242 -10105.10846 -13746.63237
243 -1070.01037 -10105.10846
244 -5060.95662 -1070.01037
245 3117.33550 -5060.95662
246 1616.99907 3117.33550
247 -1880.64363 1616.99907
248 10199.92460 -1880.64363
249 4448.13458 10199.92460
250 -2406.91211 4448.13458
251 254.72264 -2406.91211
252 -11955.53789 254.72264
253 -1060.45132 -11955.53789
254 -12014.39672 -1060.45132
255 -10352.20956 -12014.39672
256 -306.33791 -10352.20956
257 755.39560 -306.33791
258 -11257.94917 755.39560
259 -10740.65731 -11257.94917
260 -5338.85640 -10740.65731
261 -15000.67646 -5338.85640
262 -8919.36001 -15000.67646
263 -13128.90765 -8919.36001
264 10179.28470 -13128.90765
265 -11118.10818 10179.28470
266 -12824.22368 -11118.10818
267 667.76000 -12824.22368
268 -19298.35509 667.76000
269 9646.68114 -19298.35509
270 -7941.76532 9646.68114
271 157.27539 -7941.76532
272 -6999.41118 157.27539
273 -7792.92324 -6999.41118
274 -6555.30055 -7792.92324
275 4449.91203 -6555.30055
276 20249.72787 4449.91203
277 -11577.60713 20249.72787
278 -17651.38501 -11577.60713
279 -10235.22842 -17651.38501
280 -2097.50837 -10235.22842
281 59749.13420 -2097.50837
282 7813.03783 59749.13420
283 -8004.24383 7813.03783
284 -3978.65355 -8004.24383
285 17901.48073 -3978.65355
286 -11375.43731 17901.48073
287 -14339.90828 -11375.43731
288 -12482.87684 -14339.90828
> 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/7z5hg1355687685.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8zkyw1355687685.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/94w6s1355687685.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/1081a71355687685.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/116m1j1355687685.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/124xfk1355687685.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/13oxce1355687685.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/14iaod1355687685.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/15eaik1355687685.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/16tocj1355687685.tab")
+ }
>
> try(system("convert tmp/1rpgq1355687685.ps tmp/1rpgq1355687685.png",intern=TRUE))
character(0)
> try(system("convert tmp/2s3uc1355687685.ps tmp/2s3uc1355687685.png",intern=TRUE))
character(0)
> try(system("convert tmp/3j5wf1355687685.ps tmp/3j5wf1355687685.png",intern=TRUE))
character(0)
> try(system("convert tmp/478jq1355687685.ps tmp/478jq1355687685.png",intern=TRUE))
character(0)
> try(system("convert tmp/59nyr1355687685.ps tmp/59nyr1355687685.png",intern=TRUE))
character(0)
> try(system("convert tmp/6yldz1355687685.ps tmp/6yldz1355687685.png",intern=TRUE))
character(0)
> try(system("convert tmp/7z5hg1355687685.ps tmp/7z5hg1355687685.png",intern=TRUE))
character(0)
> try(system("convert tmp/8zkyw1355687685.ps tmp/8zkyw1355687685.png",intern=TRUE))
character(0)
> try(system("convert tmp/94w6s1355687685.ps tmp/94w6s1355687685.png",intern=TRUE))
character(0)
> try(system("convert tmp/1081a71355687685.ps tmp/1081a71355687685.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
11.129 0.856 12.003