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 = '3'
> par3 <- 'No Linear Trend'
> par2 <- 'Do not include Seasonal Dummies'
> par1 <- '3'
> #'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
totseconds totsize totrevisions tothyperlinks totblogs
1 146283 112285 24188 144 145
2 98364 84786 18273 103 101
3 86146 83123 14130 98 98
4 96933 101193 32287 135 132
5 79234 38361 8654 61 60
6 42551 68504 9245 39 38
7 195663 119182 33251 150 144
8 6853 22807 1271 5 5
9 21529 17140 5279 28 28
10 95757 116174 27101 84 84
11 85584 57635 16373 80 79
12 143983 66198 19716 130 127
13 75851 71701 17753 82 78
14 59238 57793 9028 60 60
15 93163 80444 18653 131 131
16 96037 53855 8828 84 84
17 151511 97668 29498 140 133
18 136368 133824 27563 151 150
19 112642 101481 18293 91 91
20 94728 99645 22530 138 132
21 105499 114789 15977 150 136
22 121527 99052 35082 124 124
23 127766 67654 16116 119 118
24 98958 65553 15849 73 70
25 77900 97500 16026 110 107
26 85646 69112 26569 123 119
27 98579 82753 24785 90 89
28 130767 85323 17569 116 112
29 131741 72654 23825 113 108
30 53907 30727 7869 56 52
31 178812 77873 14975 115 112
32 146761 117478 37791 119 116
33 82036 74007 9605 129 123
34 163253 90183 27295 127 125
35 27032 61542 2746 27 27
36 171975 101494 34461 175 162
37 65990 27570 8098 35 32
38 86572 55813 4787 64 64
39 159676 79215 24919 96 92
40 1929 1423 603 0 0
41 85371 55461 16329 84 83
42 58391 31081 12558 41 41
43 31580 22996 7784 47 47
44 136815 83122 28522 126 120
45 120642 70106 22265 105 105
46 69107 60578 14459 80 79
47 50495 39992 14526 70 65
48 108016 79892 22240 73 70
49 46341 49810 11802 57 55
50 78348 71570 7623 40 39
51 79336 100708 11912 68 67
52 56968 33032 7935 21 21
53 93176 82875 18220 127 127
54 161632 139077 19199 154 152
55 87850 71595 19918 116 113
56 127969 72260 21884 102 99
57 15049 5950 2694 7 7
58 155135 115762 15808 148 141
59 25109 32551 3597 21 21
60 45824 31701 5296 35 35
61 102996 80670 25239 112 109
62 160604 143558 29801 137 133
63 158051 117105 18450 135 123
64 44547 23789 7132 26 26
65 162647 120733 34861 230 230
66 174141 105195 35940 181 166
67 60622 73107 16688 71 68
68 179566 132068 24683 147 147
69 184301 149193 46230 190 179
70 75661 46821 10387 64 61
71 96144 87011 21436 105 101
72 129847 95260 30546 107 108
73 117286 55183 19746 94 90
74 71180 106671 15977 116 114
75 109377 73511 22583 106 103
76 85298 92945 17274 143 142
77 73631 78664 16469 81 79
78 86767 70054 14251 89 88
79 23824 22618 3007 26 25
80 93487 74011 16851 84 83
81 82981 83737 21113 113 113
82 73815 69094 17401 120 118
83 94552 93133 23958 110 110
84 132190 95536 23567 134 129
85 128754 225920 13065 54 51
86 66363 62133 15358 96 93
87 67808 61370 14587 78 76
88 61724 43836 12770 51 49
89 131722 106117 24021 121 118
90 68580 38692 9648 38 38
91 106175 84651 20537 145 141
92 55792 56622 7905 59 58
93 25157 15986 4527 27 27
94 76669 95364 30495 91 91
95 57283 26706 7117 48 48
96 105805 89691 17719 68 63
97 129484 67267 27056 58 56
98 72413 126846 33473 150 144
99 87831 41140 9758 74 73
100 96971 102860 21115 181 168
101 71299 51715 7236 65 64
102 77494 55801 13790 97 97
103 120336 111813 32902 121 117
104 93913 120293 25131 99 100
105 136048 138599 30910 152 149
106 181248 161647 35947 188 187
107 146123 115929 29848 138 127
108 32036 24266 6943 40 37
109 186646 162901 42705 254 245
110 102255 109825 31808 87 87
111 168237 129838 26675 178 177
112 64219 37510 8435 51 49
113 19630 43750 7409 49 49
114 76825 40652 14993 73 73
115 115338 87771 36867 176 177
116 109427 85872 33835 94 94
117 118168 89275 24164 120 117
118 84845 44418 12607 66 60
119 153197 192565 22609 56 55
120 29877 35232 5892 39 39
121 63506 40909 17014 66 64
122 22445 13294 5394 27 26
123 47695 32387 9178 65 64
124 68370 140867 6440 58 58
125 146304 120662 21916 98 95
126 38233 21233 4011 25 25
127 42071 44332 5818 26 26
128 50517 61056 18647 77 76
129 103950 101338 20556 130 129
130 5841 1168 238 11 11
131 2341 13497 70 2 2
132 84396 65567 22392 101 101
133 24610 25162 3913 31 28
134 35753 32334 12237 36 36
135 55515 40735 8388 120 89
136 209056 91413 22120 195 193
137 6622 855 338 4 4
138 115814 97068 11727 89 84
139 11609 44339 3704 24 23
140 13155 14116 3988 39 39
141 18274 10288 3030 14 14
142 72875 65622 13520 78 78
143 10112 16563 1421 15 14
144 142775 76643 20923 106 101
145 68847 110681 20237 83 82
146 17659 29011 3219 24 24
147 20112 92696 3769 37 36
148 61023 94785 12252 77 75
149 13983 8773 1888 16 16
150 65176 83209 14497 56 55
151 132432 93815 28864 132 131
152 112494 86687 21721 144 131
153 45109 34553 4821 40 39
154 170875 105547 33644 153 144
155 180759 103487 15923 143 139
156 214921 213688 42935 220 211
157 100226 71220 18864 79 78
158 32043 23517 4977 50 50
159 54454 56926 7785 39 39
160 78876 91721 17939 95 90
161 170745 115168 23436 169 166
162 6940 111194 325 12 12
163 49025 51009 13539 63 57
164 122037 135777 34538 134 133
165 53782 51513 12198 69 69
166 127748 74163 26924 119 119
167 86839 51633 12716 119 119
168 44830 75345 8172 75 65
169 77395 33416 10855 63 61
170 89324 83305 11932 55 49
171 103300 98952 14300 103 101
172 112283 102372 25515 197 196
173 10901 37238 2805 16 15
174 120691 103772 29402 140 136
175 58106 123969 16440 89 89
176 57140 27142 11221 40 40
177 122422 135400 28732 125 123
178 25899 21399 5250 21 21
179 139296 130115 28608 167 163
180 52678 24874 8092 32 29
181 23853 34988 4473 36 35
182 17306 45549 1572 13 13
183 7953 6023 2065 5 5
184 89455 64466 14817 96 96
185 147866 54990 16714 151 151
186 4245 1644 556 6 6
187 21509 6179 2089 13 13
188 7670 3926 2658 3 3
189 66675 32755 10695 57 56
190 14336 34777 1669 23 23
191 53608 73224 16267 61 57
192 30059 27114 7768 21 14
193 29668 20760 7252 43 43
194 22097 37636 6387 20 20
195 96841 65461 18715 82 72
196 41907 30080 7936 90 87
197 27080 24094 8643 25 21
198 35885 69008 7294 60 56
199 41247 54968 4570 61 59
200 28313 46090 7185 85 82
201 36845 27507 10058 43 43
202 16548 10672 2342 25 25
203 36134 34029 8509 41 38
204 55764 46300 13275 26 25
205 28910 24760 6816 38 38
206 13339 18779 1930 12 12
207 25319 21280 8086 29 29
208 66956 40662 10737 49 47
209 47487 28987 8033 46 45
210 52785 22827 7058 41 40
211 44683 18513 6782 31 30
212 35619 30594 5401 41 41
213 21920 24006 6521 26 25
214 45608 27913 10856 23 23
215 7721 42744 2154 14 14
216 20634 12934 6117 16 16
217 29788 22574 5238 25 26
218 31931 41385 4820 21 21
219 37754 18653 5615 32 27
220 32505 18472 4272 9 9
221 40557 30976 8702 35 33
222 94238 63339 15340 42 42
223 44197 25568 8030 68 68
224 43228 33747 9526 32 32
225 4103 4154 1278 6 6
226 44144 19474 4236 68 67
227 32868 35130 3023 33 33
228 27640 39067 7196 84 77
229 14063 13310 3394 46 46
230 28990 65892 6371 30 30
231 4694 4143 1574 0 0
232 42648 28579 9620 36 36
233 64329 51776 6978 47 46
234 21928 21152 4911 20 18
235 25836 38084 8645 50 48
236 22779 27717 8987 30 29
237 40820 32928 5544 30 28
238 27530 11342 3083 34 34
239 32378 19499 6909 33 33
240 10824 16380 3189 34 34
241 39613 36874 6745 37 33
242 60865 48259 16724 83 80
243 19787 16734 4850 32 32
244 20107 28207 7025 30 30
245 36605 30143 6047 43 41
246 40961 41369 7377 41 41
247 48231 45833 9078 51 51
248 39725 29156 4605 19 18
249 21455 35944 3238 37 34
250 23430 36278 8100 33 31
251 62991 45588 9653 41 39
252 49363 45097 8914 54 54
253 9604 3895 786 14 14
254 24552 28394 6700 25 24
255 31493 18632 5788 25 24
256 3439 2325 593 8 8
257 19555 25139 4506 26 26
258 21228 27975 6382 20 19
259 23177 14483 5621 11 11
260 22094 13127 3997 14 14
261 2342 5839 520 3 1
262 38798 24069 8891 40 39
263 3255 3738 999 5 5
264 24261 18625 7067 38 37
265 18511 36341 4639 32 32
266 40798 24548 5654 41 38
267 28893 21792 6928 46 47
268 21425 26263 1514 47 47
269 50276 23686 9238 37 37
270 37643 49303 8204 51 51
271 30377 25659 5926 49 45
272 27126 28904 5785 21 21
273 13 2781 4 1 1
274 42097 29236 5930 44 42
275 24451 19546 3710 26 26
276 14335 22818 705 21 21
277 5084 32689 443 4 4
278 9927 5752 2416 10 10
279 43527 22197 7747 43 43
280 27184 20055 5432 34 34
281 21610 25272 4913 32 31
282 20484 82206 2650 20 19
283 20156 32073 2370 34 34
284 6012 5444 775 6 6
285 18475 20154 5576 12 11
286 12645 36944 1352 24 24
287 11017 8019 3080 16 16
288 37623 30884 10205 72 72
289 35873 19540 6095 27 21
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) totsize totrevisions tothyperlinks totblogs
2106.0684 0.2711 1.5823 490.5914 -68.5590
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-80763 -10711 -1719 9231 83160
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2106.06836 2067.62413 1.019 0.309
totsize 0.27110 0.05126 5.289 2.46e-07 ***
totrevisions 1.58233 0.26133 6.055 4.44e-09 ***
tothyperlinks 490.59144 389.80751 1.259 0.209
totblogs -68.55896 403.03755 -0.170 0.865
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 19640 on 284 degrees of freedom
Multiple R-squared: 0.8436, Adjusted R-squared: 0.8414
F-statistic: 383 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,] 0.8287426 3.425147e-01 1.712574e-01
[2,] 0.7223817 5.552366e-01 2.776183e-01
[3,] 0.8307384 3.385232e-01 1.692616e-01
[4,] 0.7713788 4.572425e-01 2.286212e-01
[5,] 0.7042399 5.915201e-01 2.957601e-01
[6,] 0.7164005 5.671991e-01 2.835995e-01
[7,] 0.6280353 7.439294e-01 3.719647e-01
[8,] 0.7086394 5.827211e-01 2.913606e-01
[9,] 0.6849865 6.300270e-01 3.150135e-01
[10,] 0.6203410 7.593180e-01 3.796590e-01
[11,] 0.5778555 8.442889e-01 4.221445e-01
[12,] 0.5792487 8.415026e-01 4.207513e-01
[13,] 0.8614037 2.771926e-01 1.385963e-01
[14,] 0.8473319 3.053361e-01 1.526681e-01
[15,] 0.8314862 3.370275e-01 1.685138e-01
[16,] 0.8219632 3.560737e-01 1.780368e-01
[17,] 0.8326160 3.347679e-01 1.673840e-01
[18,] 0.8342256 3.315488e-01 1.657744e-01
[19,] 0.8983942 2.032117e-01 1.016058e-01
[20,] 0.8687496 2.625007e-01 1.312504e-01
[21,] 0.8830594 2.338811e-01 1.169406e-01
[22,] 0.8858152 2.283696e-01 1.141848e-01
[23,] 0.8561039 2.877921e-01 1.438961e-01
[24,] 0.9944340 1.113195e-02 5.565977e-03
[25,] 0.9936985 1.260292e-02 6.301460e-03
[26,] 0.9945718 1.085640e-02 5.428201e-03
[27,] 0.9968451 6.309764e-03 3.154882e-03
[28,] 0.9954464 9.107167e-03 4.553583e-03
[29,] 0.9938272 1.234565e-02 6.172827e-03
[30,] 0.9941464 1.170723e-02 5.853614e-03
[31,] 0.9952999 9.400281e-03 4.700140e-03
[32,] 0.9993017 1.396688e-03 6.983440e-04
[33,] 0.9991248 1.750373e-03 8.751863e-04
[34,] 0.9987573 2.485306e-03 1.242653e-03
[35,] 0.9982308 3.538347e-03 1.769174e-03
[36,] 0.9982413 3.517437e-03 1.758719e-03
[37,] 0.9976097 4.780580e-03 2.390290e-03
[38,] 0.9970049 5.990192e-03 2.995096e-03
[39,] 0.9963456 7.308727e-03 3.654364e-03
[40,] 0.9965710 6.858005e-03 3.429003e-03
[41,] 0.9963206 7.358823e-03 3.679412e-03
[42,] 0.9958025 8.395005e-03 4.197502e-03
[43,] 0.9968800 6.239968e-03 3.119984e-03
[44,] 0.9957108 8.578343e-03 4.289172e-03
[45,] 0.9956747 8.650655e-03 4.325328e-03
[46,] 0.9958571 8.285864e-03 4.142932e-03
[47,] 0.9961769 7.646279e-03 3.823140e-03
[48,] 0.9962373 7.525432e-03 3.762716e-03
[49,] 0.9966030 6.793945e-03 3.396973e-03
[50,] 0.9954387 9.122560e-03 4.561280e-03
[51,] 0.9965069 6.986158e-03 3.493079e-03
[52,] 0.9953765 9.246983e-03 4.623492e-03
[53,] 0.9940725 1.185494e-02 5.927468e-03
[54,] 0.9930114 1.397724e-02 6.988620e-03
[55,] 0.9916898 1.662037e-02 8.310186e-03
[56,] 0.9942354 1.152919e-02 5.764595e-03
[57,] 0.9928994 1.420116e-02 7.100579e-03
[58,] 0.9943088 1.138235e-02 5.691173e-03
[59,] 0.9929564 1.408721e-02 7.043607e-03
[60,] 0.9935155 1.296891e-02 6.484453e-03
[61,] 0.9968056 6.388724e-03 3.194362e-03
[62,] 0.9963467 7.306665e-03 3.653333e-03
[63,] 0.9957048 8.590329e-03 4.295164e-03
[64,] 0.9949202 1.015952e-02 5.079759e-03
[65,] 0.9936671 1.266576e-02 6.332879e-03
[66,] 0.9948129 1.037416e-02 5.187081e-03
[67,] 0.9976847 4.630690e-03 2.315345e-03
[68,] 0.9969902 6.019504e-03 3.009752e-03
[69,] 0.9981576 3.684867e-03 1.842433e-03
[70,] 0.9978536 4.292765e-03 2.146382e-03
[71,] 0.9971876 5.624785e-03 2.812392e-03
[72,] 0.9964085 7.183077e-03 3.591538e-03
[73,] 0.9954697 9.060566e-03 4.530283e-03
[74,] 0.9959808 8.038429e-03 4.019214e-03
[75,] 0.9968103 6.379385e-03 3.189693e-03
[76,] 0.9965758 6.848310e-03 3.424155e-03
[77,] 0.9957834 8.433162e-03 4.216581e-03
[78,] 0.9956310 8.738004e-03 4.369002e-03
[79,] 0.9956742 8.651546e-03 4.325773e-03
[80,] 0.9947445 1.051104e-02 5.255521e-03
[81,] 0.9933096 1.338084e-02 6.690421e-03
[82,] 0.9920980 1.580407e-02 7.902034e-03
[83,] 0.9925454 1.490918e-02 7.454591e-03
[84,] 0.9915316 1.693671e-02 8.468356e-03
[85,] 0.9894120 2.117604e-02 1.058802e-02
[86,] 0.9867976 2.640490e-02 1.320245e-02
[87,] 0.9928212 1.435763e-02 7.178815e-03
[88,] 0.9919266 1.614681e-02 8.073404e-03
[89,] 0.9919709 1.605811e-02 8.029055e-03
[90,] 0.9964895 7.020979e-03 3.510489e-03
[91,] 0.9999749 5.024488e-05 2.512244e-05
[92,] 0.9999811 3.771982e-05 1.885991e-05
[93,] 0.9999962 7.597711e-06 3.798856e-06
[94,] 0.9999955 9.034562e-06 4.517281e-06
[95,] 0.9999934 1.329187e-05 6.645935e-06
[96,] 0.9999921 1.575878e-05 7.879388e-06
[97,] 0.9999927 1.451994e-05 7.259972e-06
[98,] 0.9999914 1.726959e-05 8.634794e-06
[99,] 0.9999876 2.486899e-05 1.243450e-05
[100,] 0.9999827 3.468372e-05 1.734186e-05
[101,] 0.9999773 4.543813e-05 2.271907e-05
[102,] 0.9999874 2.517145e-05 1.258573e-05
[103,] 0.9999862 2.754977e-05 1.377488e-05
[104,] 0.9999845 3.105955e-05 1.552977e-05
[105,] 0.9999820 3.592087e-05 1.796044e-05
[106,] 0.9999891 2.187203e-05 1.093602e-05
[107,] 0.9999850 3.004261e-05 1.502131e-05
[108,] 0.9999970 5.941546e-06 2.970773e-06
[109,] 0.9999964 7.126110e-06 3.563055e-06
[110,] 0.9999947 1.054843e-05 5.274216e-06
[111,] 0.9999950 1.008538e-05 5.042692e-06
[112,] 0.9999991 1.736188e-06 8.680939e-07
[113,] 0.9999989 2.283843e-06 1.141922e-06
[114,] 0.9999984 3.221769e-06 1.610885e-06
[115,] 0.9999977 4.520640e-06 2.260320e-06
[116,] 0.9999968 6.317306e-06 3.158653e-06
[117,] 0.9999966 6.778934e-06 3.389467e-06
[118,] 0.9999991 1.826479e-06 9.132395e-07
[119,] 0.9999989 2.278982e-06 1.139491e-06
[120,] 0.9999985 2.961402e-06 1.480701e-06
[121,] 0.9999994 1.229410e-06 6.147052e-07
[122,] 0.9999992 1.547436e-06 7.737181e-07
[123,] 0.9999989 2.233900e-06 1.116950e-06
[124,] 0.9999985 3.033688e-06 1.516844e-06
[125,] 0.9999984 3.112577e-06 1.556288e-06
[126,] 0.9999978 4.318206e-06 2.159103e-06
[127,] 0.9999973 5.352909e-06 2.676454e-06
[128,] 0.9999984 3.175706e-06 1.587853e-06
[129,] 1.0000000 2.085004e-08 1.042502e-08
[130,] 1.0000000 3.321408e-08 1.660704e-08
[131,] 1.0000000 6.047086e-09 3.023543e-09
[132,] 1.0000000 6.278864e-09 3.139432e-09
[133,] 1.0000000 6.725649e-09 3.362824e-09
[134,] 1.0000000 1.101787e-08 5.508937e-09
[135,] 1.0000000 1.789378e-08 8.946892e-09
[136,] 1.0000000 2.763571e-08 1.381786e-08
[137,] 1.0000000 3.191855e-09 1.595928e-09
[138,] 1.0000000 1.612408e-09 8.062038e-10
[139,] 1.0000000 2.501315e-09 1.250657e-09
[140,] 1.0000000 1.865244e-09 9.326219e-10
[141,] 1.0000000 2.250269e-09 1.125135e-09
[142,] 1.0000000 3.782589e-09 1.891294e-09
[143,] 1.0000000 6.123009e-09 3.061505e-09
[144,] 1.0000000 1.016146e-08 5.080730e-09
[145,] 1.0000000 1.476303e-08 7.381513e-09
[146,] 1.0000000 1.955293e-08 9.776464e-09
[147,] 1.0000000 1.900464e-08 9.502322e-09
[148,] 1.0000000 6.491850e-13 3.245925e-13
[149,] 1.0000000 9.933141e-13 4.966571e-13
[150,] 1.0000000 1.049603e-12 5.248014e-13
[151,] 1.0000000 1.903465e-12 9.517326e-13
[152,] 1.0000000 2.272567e-12 1.136283e-12
[153,] 1.0000000 3.190386e-12 1.595193e-12
[154,] 1.0000000 7.358503e-14 3.679251e-14
[155,] 1.0000000 6.990834e-14 3.495417e-14
[156,] 1.0000000 8.240364e-14 4.120182e-14
[157,] 1.0000000 2.399610e-14 1.199805e-14
[158,] 1.0000000 3.937231e-14 1.968616e-14
[159,] 1.0000000 6.713966e-14 3.356983e-14
[160,] 1.0000000 9.993884e-14 4.996942e-14
[161,] 1.0000000 1.321451e-13 6.607255e-14
[162,] 1.0000000 6.161393e-14 3.080696e-14
[163,] 1.0000000 7.444422e-15 3.722211e-15
[164,] 1.0000000 1.897255e-15 9.486273e-16
[165,] 1.0000000 2.362692e-16 1.181346e-16
[166,] 1.0000000 4.347118e-16 2.173559e-16
[167,] 1.0000000 4.036311e-16 2.018156e-16
[168,] 1.0000000 5.455742e-17 2.727871e-17
[169,] 1.0000000 1.008618e-16 5.043091e-17
[170,] 1.0000000 9.535178e-17 4.767589e-17
[171,] 1.0000000 2.131029e-16 1.065514e-16
[172,] 1.0000000 2.325316e-16 1.162658e-16
[173,] 1.0000000 1.794714e-16 8.973570e-17
[174,] 1.0000000 3.573229e-16 1.786615e-16
[175,] 1.0000000 7.128509e-16 3.564254e-16
[176,] 1.0000000 1.565672e-15 7.828360e-16
[177,] 1.0000000 3.193570e-15 1.596785e-15
[178,] 1.0000000 4.041910e-19 2.020955e-19
[179,] 1.0000000 9.854201e-19 4.927101e-19
[180,] 1.0000000 1.549803e-18 7.749015e-19
[181,] 1.0000000 3.550737e-18 1.775369e-18
[182,] 1.0000000 2.364815e-18 1.182408e-18
[183,] 1.0000000 5.369755e-18 2.684877e-18
[184,] 1.0000000 1.312407e-18 6.562034e-19
[185,] 1.0000000 2.881962e-18 1.440981e-18
[186,] 1.0000000 6.197320e-18 3.098660e-18
[187,] 1.0000000 9.384013e-18 4.692007e-18
[188,] 1.0000000 1.190845e-17 5.954226e-18
[189,] 1.0000000 2.397600e-17 1.198800e-17
[190,] 1.0000000 3.658088e-17 1.829044e-17
[191,] 1.0000000 4.827578e-17 2.413789e-17
[192,] 1.0000000 8.821252e-17 4.410626e-17
[193,] 1.0000000 4.171870e-17 2.085935e-17
[194,] 1.0000000 7.133440e-17 3.566720e-17
[195,] 1.0000000 1.716303e-16 8.581515e-17
[196,] 1.0000000 3.609356e-16 1.804678e-16
[197,] 1.0000000 8.455511e-16 4.227756e-16
[198,] 1.0000000 1.809085e-15 9.045427e-16
[199,] 1.0000000 4.338620e-15 2.169310e-15
[200,] 1.0000000 5.897874e-15 2.948937e-15
[201,] 1.0000000 4.632514e-15 2.316257e-15
[202,] 1.0000000 8.455848e-15 4.227924e-15
[203,] 1.0000000 3.946904e-15 1.973452e-15
[204,] 1.0000000 3.758297e-15 1.879149e-15
[205,] 1.0000000 7.945656e-15 3.972828e-15
[206,] 1.0000000 1.337475e-14 6.687373e-15
[207,] 1.0000000 3.225072e-14 1.612536e-14
[208,] 1.0000000 3.993338e-14 1.996669e-14
[209,] 1.0000000 8.523180e-14 4.261590e-14
[210,] 1.0000000 1.940610e-13 9.703052e-14
[211,] 1.0000000 4.392552e-13 2.196276e-13
[212,] 1.0000000 5.770371e-13 2.885185e-13
[213,] 1.0000000 6.324369e-13 3.162185e-13
[214,] 1.0000000 1.508312e-12 7.541561e-13
[215,] 1.0000000 4.978704e-14 2.489352e-14
[216,] 1.0000000 1.190758e-13 5.953788e-14
[217,] 1.0000000 2.785043e-13 1.392522e-13
[218,] 1.0000000 6.515719e-13 3.257859e-13
[219,] 1.0000000 4.384814e-13 2.192407e-13
[220,] 1.0000000 5.613842e-13 2.806921e-13
[221,] 1.0000000 1.586625e-13 7.933126e-14
[222,] 1.0000000 2.584876e-13 1.292438e-13
[223,] 1.0000000 5.073748e-13 2.536874e-13
[224,] 1.0000000 1.314634e-12 6.573172e-13
[225,] 1.0000000 3.029071e-12 1.514536e-12
[226,] 1.0000000 1.011214e-13 5.056072e-14
[227,] 1.0000000 2.761561e-13 1.380780e-13
[228,] 1.0000000 1.023657e-13 5.118287e-14
[229,] 1.0000000 5.881562e-14 2.940781e-14
[230,] 1.0000000 6.185981e-14 3.092990e-14
[231,] 1.0000000 8.727001e-14 4.363501e-14
[232,] 1.0000000 2.474117e-13 1.237059e-13
[233,] 1.0000000 4.033466e-13 2.016733e-13
[234,] 1.0000000 1.122601e-12 5.613005e-13
[235,] 1.0000000 5.162173e-13 2.581087e-13
[236,] 1.0000000 1.349146e-12 6.745730e-13
[237,] 1.0000000 1.134883e-12 5.674416e-13
[238,] 1.0000000 3.278473e-12 1.639237e-12
[239,] 1.0000000 8.579993e-12 4.289996e-12
[240,] 1.0000000 2.254367e-11 1.127183e-11
[241,] 1.0000000 4.575361e-12 2.287680e-12
[242,] 1.0000000 1.236629e-11 6.183144e-12
[243,] 1.0000000 2.852609e-12 1.426305e-12
[244,] 1.0000000 2.016167e-13 1.008083e-13
[245,] 1.0000000 3.693811e-13 1.846905e-13
[246,] 1.0000000 1.307226e-12 6.536129e-13
[247,] 1.0000000 3.378787e-12 1.689393e-12
[248,] 1.0000000 8.582916e-12 4.291458e-12
[249,] 1.0000000 3.106399e-11 1.553200e-11
[250,] 1.0000000 1.054636e-10 5.273178e-11
[251,] 1.0000000 2.054731e-10 1.027366e-10
[252,] 1.0000000 7.319022e-10 3.659511e-10
[253,] 1.0000000 1.875289e-09 9.376447e-10
[254,] 1.0000000 5.039902e-09 2.519951e-09
[255,] 1.0000000 1.779170e-08 8.895852e-09
[256,] 1.0000000 5.516867e-08 2.758433e-08
[257,] 1.0000000 6.773888e-08 3.386944e-08
[258,] 0.9999999 1.380594e-07 6.902968e-08
[259,] 0.9999999 2.140138e-07 1.070069e-07
[260,] 0.9999997 6.291156e-07 3.145578e-07
[261,] 0.9999992 1.626245e-06 8.131226e-07
[262,] 0.9999996 8.452648e-07 4.226324e-07
[263,] 0.9999984 3.172594e-06 1.586297e-06
[264,] 0.9999972 5.694312e-06 2.847156e-06
[265,] 0.9999918 1.647427e-05 8.237135e-06
[266,] 0.9999732 5.357259e-05 2.678630e-05
[267,] 0.9999681 6.379780e-05 3.189890e-05
[268,] 0.9999239 1.522201e-04 7.611004e-05
[269,] 0.9997601 4.797983e-04 2.398991e-04
[270,] 0.9991002 1.799609e-03 8.998047e-04
[271,] 0.9967716 6.456896e-03 3.228448e-03
[272,] 0.9997602 4.796791e-04 2.398396e-04
[273,] 0.9999102 1.796490e-04 8.982449e-05
[274,] 0.9989907 2.018531e-03 1.009265e-03
> postscript(file="/var/wessaorg/rcomp/tmp/1c8gk1355764375.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$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/27dz41355764375.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$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/3uddf1355764375.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/423ba1355764375.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5hbsj1355764375.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
14758.7576 751.9209 -2212.3775 -40875.3772 27222.1755 -9283.1084
7 8 9 10 11 12
44916.2327 -5557.4029 -5393.7756 -16177.4868 8114.3517 37663.4420
13 14 15 16 17 18
-8665.3287 1856.9126 -15553.0274 29911.2001 16686.9690 -9427.2163
19 20 21 22 23 24
15673.7253 -28693.7272 -17272.1812 -15275.5145 31527.5665 22988.0102
25 26 27 28 29 30
-22626.1759 -29421.5644 -3231.0552 28499.7564 24206.8596 7111.3839
31 32 33 34 35 36
83159.6161 2581.1139 -10185.3410 39773.2533 -7498.2053 13078.1548
37 38 39 40 41 42
28619.1429 34750.2114 55875.2020 -1516.9900 6872.2210 10684.6087
43 44 45 46 47 48
-8912.6965 13455.7906 19986.1125 -6131.9306 -15322.9408 18046.0237
49 50 51 52 53 54
-12136.2695 27827.1920 2312.2996 24488.4317 -13825.8005 26312.6027
55 56 57 58 59 60
-14343.8735 28392.4445 4112.8572 33691.4268 -376.0366 11972.5735
61 62 63 64 65 66
-8389.5573 14331.4033 37206.4575 13733.6780 -24419.0372 9231.2310
67 68 69 70 71 72
-17879.4051 40560.6283 -12342.9321 17210.2613 -8057.3632 8493.0494
73 74 75 76 77 78
29029.7769 -34218.5591 6667.1192 -29758.0009 -10182.1583 5489.9334
79 80 81 82 83 84
-213.3240 9133.2947 -22923.7061 -25337.7018 -17135.6063 9998.0496
85 86 87 88 89 90
21731.9240 -17609.6439 -7072.6756 5866.8000 11566.6777 24680.9143
91 92 93 94 95 96
-12845.3490 858.7996 159.0185 -37948.4859 16417.8922 22305.2316
97 98 99 100 101 102
41715.2560 -80762.7735 27832.4712 -43710.6395 16222.4811 -2497.2907
103 104 105 106 107 108
-15484.7210 -22282.9036 -16896.9274 -971.5274 6364.3806 -4721.7098
109 110 111 112 113 114
-35009.4663 -16672.3641 13532.6272 16936.1791 -26739.8511 9165.8825
115 116 117 118 119 120
-43107.7892 -9168.2479 2774.3464 22483.2145 39408.8798 -7562.8859
121 122 123 124 125 126
-4603.5628 -3263.6093 -5214.5268 -6593.5338 35243.0352 13473.0889
127 128 129 130 131 132
7767.5954 -30212.2026 -13088.1371 -1600.6670 -4378.9670 -13542.1787
133 134 135 136 137 138
-3797.8767 -9674.9936 -23676.2081 64733.1271 2061.1828 30932.9253
139 140 141 142 143 144
-18575.7585 -15547.5356 2675.9254 -1332.9435 -5131.8714 41705.5698
145 146 147 148 149 150
-30383.7595 -7534.3117 -28771.7371 -18799.8023 -241.4026 -6129.6009
151 152 153 154 155 156
3443.3355 -9146.7862 9057.2727 21731.0872 64777.0821 -6517.7813
157 158 159 160 161 162
15553.8815 -5415.4485 8137.4721 -16917.0952 28804.0305 -30889.6891
163 164 165 166 167 168
-15332.2529 -28149.8532 -10710.8302 12711.7366 392.3685 -22971.0845
169 170 171 172 173 174
22328.4535 22130.2779 8134.0647 -41158.3893 -12559.8883 -15430.2607
175 176 177 178 179 180
-41182.7129 13039.0843 -14745.9278 821.7135 -14105.4245 17313.6268
181 182 183 184 185 186
-10077.8774 -5122.3567 -1163.5851 5911.5892 40678.0975 -1718.7292
187 188 189 190 191 192
8935.8873 -972.3376 14641.5783 -9545.8507 -20107.1989 -1031.8477
193 194 195 196 197 198
-7688.5838 -8759.2508 12082.7995 -19099.7739 -6059.1066 -22066.9844
199 200 201 202 203 204
-8873.3626 -33735.6360 -6780.7201 -2707.8947 -6170.4393 9059.0996
205 206 207 208 209 210
-6730.9372 -1976.3823 -7589.7625 16020.2138 5329.6025 15950.5246
211 212 213 214 215 216
13675.1078 -630.6551 -8053.9089 9050.1655 -15289.8605 -1410.1181
217 218 219 220 221 222
2791.5850 2115.8586 7858.4599 14833.1355 1375.6016 32962.3190
223 224 225 226 227 228
-6244.9066 3394.7550 -3683.6361 1288.9792 2527.6555 -32374.2919
229 230 231 232 233 234
-16435.3525 -13721.5315 -1025.8277 2378.9443 17240.7686 -2261.0010
235 236 237 238 239 240
-21512.6898 -13791.1169 8216.5583 3121.6705 126.3393 -15117.8707
241 242 243 244 245 246
948.0685 -16021.4029 -8035.0199 -13422.8740 -1525.7535 -1336.4617
247 248 249 250 251 252
-2188.5252 14340.8776 -11340.0289 -15392.1586 15811.2642 -1863.5896
253 254 255 256 257 258
-710.1759 -6472.7107 4557.8738 -3611.9611 -7469.1216 -7069.7766
259 260 261 262 263 264
3607.9404 4196.1558 -3573.0611 -851.5563 -3555.3560 -10182.4460
265 266 267 268 269 270
-14292.6564 5581.4254 -9428.2263 -10032.2027 11515.8651 -12334.2978
271 272 273 274 275 276
-9015.9811 -832.4556 -3275.3663 3975.2361 202.6866 -3935.3080
277 278 279 280 281 282
-8273.2395 -1781.6752 4997.5904 -3303.3303 -8694.9389 -16610.6963
283 284 285 286 287 288
-8744.3575 -1328.4483 -3050.8689 -11744.7649 -4889.1242 -19389.7772
289
7019.0788
> postscript(file="/var/wessaorg/rcomp/tmp/6kq5h1355764375.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 14758.7576 NA
1 751.9209 14758.7576
2 -2212.3775 751.9209
3 -40875.3772 -2212.3775
4 27222.1755 -40875.3772
5 -9283.1084 27222.1755
6 44916.2327 -9283.1084
7 -5557.4029 44916.2327
8 -5393.7756 -5557.4029
9 -16177.4868 -5393.7756
10 8114.3517 -16177.4868
11 37663.4420 8114.3517
12 -8665.3287 37663.4420
13 1856.9126 -8665.3287
14 -15553.0274 1856.9126
15 29911.2001 -15553.0274
16 16686.9690 29911.2001
17 -9427.2163 16686.9690
18 15673.7253 -9427.2163
19 -28693.7272 15673.7253
20 -17272.1812 -28693.7272
21 -15275.5145 -17272.1812
22 31527.5665 -15275.5145
23 22988.0102 31527.5665
24 -22626.1759 22988.0102
25 -29421.5644 -22626.1759
26 -3231.0552 -29421.5644
27 28499.7564 -3231.0552
28 24206.8596 28499.7564
29 7111.3839 24206.8596
30 83159.6161 7111.3839
31 2581.1139 83159.6161
32 -10185.3410 2581.1139
33 39773.2533 -10185.3410
34 -7498.2053 39773.2533
35 13078.1548 -7498.2053
36 28619.1429 13078.1548
37 34750.2114 28619.1429
38 55875.2020 34750.2114
39 -1516.9900 55875.2020
40 6872.2210 -1516.9900
41 10684.6087 6872.2210
42 -8912.6965 10684.6087
43 13455.7906 -8912.6965
44 19986.1125 13455.7906
45 -6131.9306 19986.1125
46 -15322.9408 -6131.9306
47 18046.0237 -15322.9408
48 -12136.2695 18046.0237
49 27827.1920 -12136.2695
50 2312.2996 27827.1920
51 24488.4317 2312.2996
52 -13825.8005 24488.4317
53 26312.6027 -13825.8005
54 -14343.8735 26312.6027
55 28392.4445 -14343.8735
56 4112.8572 28392.4445
57 33691.4268 4112.8572
58 -376.0366 33691.4268
59 11972.5735 -376.0366
60 -8389.5573 11972.5735
61 14331.4033 -8389.5573
62 37206.4575 14331.4033
63 13733.6780 37206.4575
64 -24419.0372 13733.6780
65 9231.2310 -24419.0372
66 -17879.4051 9231.2310
67 40560.6283 -17879.4051
68 -12342.9321 40560.6283
69 17210.2613 -12342.9321
70 -8057.3632 17210.2613
71 8493.0494 -8057.3632
72 29029.7769 8493.0494
73 -34218.5591 29029.7769
74 6667.1192 -34218.5591
75 -29758.0009 6667.1192
76 -10182.1583 -29758.0009
77 5489.9334 -10182.1583
78 -213.3240 5489.9334
79 9133.2947 -213.3240
80 -22923.7061 9133.2947
81 -25337.7018 -22923.7061
82 -17135.6063 -25337.7018
83 9998.0496 -17135.6063
84 21731.9240 9998.0496
85 -17609.6439 21731.9240
86 -7072.6756 -17609.6439
87 5866.8000 -7072.6756
88 11566.6777 5866.8000
89 24680.9143 11566.6777
90 -12845.3490 24680.9143
91 858.7996 -12845.3490
92 159.0185 858.7996
93 -37948.4859 159.0185
94 16417.8922 -37948.4859
95 22305.2316 16417.8922
96 41715.2560 22305.2316
97 -80762.7735 41715.2560
98 27832.4712 -80762.7735
99 -43710.6395 27832.4712
100 16222.4811 -43710.6395
101 -2497.2907 16222.4811
102 -15484.7210 -2497.2907
103 -22282.9036 -15484.7210
104 -16896.9274 -22282.9036
105 -971.5274 -16896.9274
106 6364.3806 -971.5274
107 -4721.7098 6364.3806
108 -35009.4663 -4721.7098
109 -16672.3641 -35009.4663
110 13532.6272 -16672.3641
111 16936.1791 13532.6272
112 -26739.8511 16936.1791
113 9165.8825 -26739.8511
114 -43107.7892 9165.8825
115 -9168.2479 -43107.7892
116 2774.3464 -9168.2479
117 22483.2145 2774.3464
118 39408.8798 22483.2145
119 -7562.8859 39408.8798
120 -4603.5628 -7562.8859
121 -3263.6093 -4603.5628
122 -5214.5268 -3263.6093
123 -6593.5338 -5214.5268
124 35243.0352 -6593.5338
125 13473.0889 35243.0352
126 7767.5954 13473.0889
127 -30212.2026 7767.5954
128 -13088.1371 -30212.2026
129 -1600.6670 -13088.1371
130 -4378.9670 -1600.6670
131 -13542.1787 -4378.9670
132 -3797.8767 -13542.1787
133 -9674.9936 -3797.8767
134 -23676.2081 -9674.9936
135 64733.1271 -23676.2081
136 2061.1828 64733.1271
137 30932.9253 2061.1828
138 -18575.7585 30932.9253
139 -15547.5356 -18575.7585
140 2675.9254 -15547.5356
141 -1332.9435 2675.9254
142 -5131.8714 -1332.9435
143 41705.5698 -5131.8714
144 -30383.7595 41705.5698
145 -7534.3117 -30383.7595
146 -28771.7371 -7534.3117
147 -18799.8023 -28771.7371
148 -241.4026 -18799.8023
149 -6129.6009 -241.4026
150 3443.3355 -6129.6009
151 -9146.7862 3443.3355
152 9057.2727 -9146.7862
153 21731.0872 9057.2727
154 64777.0821 21731.0872
155 -6517.7813 64777.0821
156 15553.8815 -6517.7813
157 -5415.4485 15553.8815
158 8137.4721 -5415.4485
159 -16917.0952 8137.4721
160 28804.0305 -16917.0952
161 -30889.6891 28804.0305
162 -15332.2529 -30889.6891
163 -28149.8532 -15332.2529
164 -10710.8302 -28149.8532
165 12711.7366 -10710.8302
166 392.3685 12711.7366
167 -22971.0845 392.3685
168 22328.4535 -22971.0845
169 22130.2779 22328.4535
170 8134.0647 22130.2779
171 -41158.3893 8134.0647
172 -12559.8883 -41158.3893
173 -15430.2607 -12559.8883
174 -41182.7129 -15430.2607
175 13039.0843 -41182.7129
176 -14745.9278 13039.0843
177 821.7135 -14745.9278
178 -14105.4245 821.7135
179 17313.6268 -14105.4245
180 -10077.8774 17313.6268
181 -5122.3567 -10077.8774
182 -1163.5851 -5122.3567
183 5911.5892 -1163.5851
184 40678.0975 5911.5892
185 -1718.7292 40678.0975
186 8935.8873 -1718.7292
187 -972.3376 8935.8873
188 14641.5783 -972.3376
189 -9545.8507 14641.5783
190 -20107.1989 -9545.8507
191 -1031.8477 -20107.1989
192 -7688.5838 -1031.8477
193 -8759.2508 -7688.5838
194 12082.7995 -8759.2508
195 -19099.7739 12082.7995
196 -6059.1066 -19099.7739
197 -22066.9844 -6059.1066
198 -8873.3626 -22066.9844
199 -33735.6360 -8873.3626
200 -6780.7201 -33735.6360
201 -2707.8947 -6780.7201
202 -6170.4393 -2707.8947
203 9059.0996 -6170.4393
204 -6730.9372 9059.0996
205 -1976.3823 -6730.9372
206 -7589.7625 -1976.3823
207 16020.2138 -7589.7625
208 5329.6025 16020.2138
209 15950.5246 5329.6025
210 13675.1078 15950.5246
211 -630.6551 13675.1078
212 -8053.9089 -630.6551
213 9050.1655 -8053.9089
214 -15289.8605 9050.1655
215 -1410.1181 -15289.8605
216 2791.5850 -1410.1181
217 2115.8586 2791.5850
218 7858.4599 2115.8586
219 14833.1355 7858.4599
220 1375.6016 14833.1355
221 32962.3190 1375.6016
222 -6244.9066 32962.3190
223 3394.7550 -6244.9066
224 -3683.6361 3394.7550
225 1288.9792 -3683.6361
226 2527.6555 1288.9792
227 -32374.2919 2527.6555
228 -16435.3525 -32374.2919
229 -13721.5315 -16435.3525
230 -1025.8277 -13721.5315
231 2378.9443 -1025.8277
232 17240.7686 2378.9443
233 -2261.0010 17240.7686
234 -21512.6898 -2261.0010
235 -13791.1169 -21512.6898
236 8216.5583 -13791.1169
237 3121.6705 8216.5583
238 126.3393 3121.6705
239 -15117.8707 126.3393
240 948.0685 -15117.8707
241 -16021.4029 948.0685
242 -8035.0199 -16021.4029
243 -13422.8740 -8035.0199
244 -1525.7535 -13422.8740
245 -1336.4617 -1525.7535
246 -2188.5252 -1336.4617
247 14340.8776 -2188.5252
248 -11340.0289 14340.8776
249 -15392.1586 -11340.0289
250 15811.2642 -15392.1586
251 -1863.5896 15811.2642
252 -710.1759 -1863.5896
253 -6472.7107 -710.1759
254 4557.8738 -6472.7107
255 -3611.9611 4557.8738
256 -7469.1216 -3611.9611
257 -7069.7766 -7469.1216
258 3607.9404 -7069.7766
259 4196.1558 3607.9404
260 -3573.0611 4196.1558
261 -851.5563 -3573.0611
262 -3555.3560 -851.5563
263 -10182.4460 -3555.3560
264 -14292.6564 -10182.4460
265 5581.4254 -14292.6564
266 -9428.2263 5581.4254
267 -10032.2027 -9428.2263
268 11515.8651 -10032.2027
269 -12334.2978 11515.8651
270 -9015.9811 -12334.2978
271 -832.4556 -9015.9811
272 -3275.3663 -832.4556
273 3975.2361 -3275.3663
274 202.6866 3975.2361
275 -3935.3080 202.6866
276 -8273.2395 -3935.3080
277 -1781.6752 -8273.2395
278 4997.5904 -1781.6752
279 -3303.3303 4997.5904
280 -8694.9389 -3303.3303
281 -16610.6963 -8694.9389
282 -8744.3575 -16610.6963
283 -1328.4483 -8744.3575
284 -3050.8689 -1328.4483
285 -11744.7649 -3050.8689
286 -4889.1242 -11744.7649
287 -19389.7772 -4889.1242
288 7019.0788 -19389.7772
289 NA 7019.0788
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 751.9209 14758.7576
[2,] -2212.3775 751.9209
[3,] -40875.3772 -2212.3775
[4,] 27222.1755 -40875.3772
[5,] -9283.1084 27222.1755
[6,] 44916.2327 -9283.1084
[7,] -5557.4029 44916.2327
[8,] -5393.7756 -5557.4029
[9,] -16177.4868 -5393.7756
[10,] 8114.3517 -16177.4868
[11,] 37663.4420 8114.3517
[12,] -8665.3287 37663.4420
[13,] 1856.9126 -8665.3287
[14,] -15553.0274 1856.9126
[15,] 29911.2001 -15553.0274
[16,] 16686.9690 29911.2001
[17,] -9427.2163 16686.9690
[18,] 15673.7253 -9427.2163
[19,] -28693.7272 15673.7253
[20,] -17272.1812 -28693.7272
[21,] -15275.5145 -17272.1812
[22,] 31527.5665 -15275.5145
[23,] 22988.0102 31527.5665
[24,] -22626.1759 22988.0102
[25,] -29421.5644 -22626.1759
[26,] -3231.0552 -29421.5644
[27,] 28499.7564 -3231.0552
[28,] 24206.8596 28499.7564
[29,] 7111.3839 24206.8596
[30,] 83159.6161 7111.3839
[31,] 2581.1139 83159.6161
[32,] -10185.3410 2581.1139
[33,] 39773.2533 -10185.3410
[34,] -7498.2053 39773.2533
[35,] 13078.1548 -7498.2053
[36,] 28619.1429 13078.1548
[37,] 34750.2114 28619.1429
[38,] 55875.2020 34750.2114
[39,] -1516.9900 55875.2020
[40,] 6872.2210 -1516.9900
[41,] 10684.6087 6872.2210
[42,] -8912.6965 10684.6087
[43,] 13455.7906 -8912.6965
[44,] 19986.1125 13455.7906
[45,] -6131.9306 19986.1125
[46,] -15322.9408 -6131.9306
[47,] 18046.0237 -15322.9408
[48,] -12136.2695 18046.0237
[49,] 27827.1920 -12136.2695
[50,] 2312.2996 27827.1920
[51,] 24488.4317 2312.2996
[52,] -13825.8005 24488.4317
[53,] 26312.6027 -13825.8005
[54,] -14343.8735 26312.6027
[55,] 28392.4445 -14343.8735
[56,] 4112.8572 28392.4445
[57,] 33691.4268 4112.8572
[58,] -376.0366 33691.4268
[59,] 11972.5735 -376.0366
[60,] -8389.5573 11972.5735
[61,] 14331.4033 -8389.5573
[62,] 37206.4575 14331.4033
[63,] 13733.6780 37206.4575
[64,] -24419.0372 13733.6780
[65,] 9231.2310 -24419.0372
[66,] -17879.4051 9231.2310
[67,] 40560.6283 -17879.4051
[68,] -12342.9321 40560.6283
[69,] 17210.2613 -12342.9321
[70,] -8057.3632 17210.2613
[71,] 8493.0494 -8057.3632
[72,] 29029.7769 8493.0494
[73,] -34218.5591 29029.7769
[74,] 6667.1192 -34218.5591
[75,] -29758.0009 6667.1192
[76,] -10182.1583 -29758.0009
[77,] 5489.9334 -10182.1583
[78,] -213.3240 5489.9334
[79,] 9133.2947 -213.3240
[80,] -22923.7061 9133.2947
[81,] -25337.7018 -22923.7061
[82,] -17135.6063 -25337.7018
[83,] 9998.0496 -17135.6063
[84,] 21731.9240 9998.0496
[85,] -17609.6439 21731.9240
[86,] -7072.6756 -17609.6439
[87,] 5866.8000 -7072.6756
[88,] 11566.6777 5866.8000
[89,] 24680.9143 11566.6777
[90,] -12845.3490 24680.9143
[91,] 858.7996 -12845.3490
[92,] 159.0185 858.7996
[93,] -37948.4859 159.0185
[94,] 16417.8922 -37948.4859
[95,] 22305.2316 16417.8922
[96,] 41715.2560 22305.2316
[97,] -80762.7735 41715.2560
[98,] 27832.4712 -80762.7735
[99,] -43710.6395 27832.4712
[100,] 16222.4811 -43710.6395
[101,] -2497.2907 16222.4811
[102,] -15484.7210 -2497.2907
[103,] -22282.9036 -15484.7210
[104,] -16896.9274 -22282.9036
[105,] -971.5274 -16896.9274
[106,] 6364.3806 -971.5274
[107,] -4721.7098 6364.3806
[108,] -35009.4663 -4721.7098
[109,] -16672.3641 -35009.4663
[110,] 13532.6272 -16672.3641
[111,] 16936.1791 13532.6272
[112,] -26739.8511 16936.1791
[113,] 9165.8825 -26739.8511
[114,] -43107.7892 9165.8825
[115,] -9168.2479 -43107.7892
[116,] 2774.3464 -9168.2479
[117,] 22483.2145 2774.3464
[118,] 39408.8798 22483.2145
[119,] -7562.8859 39408.8798
[120,] -4603.5628 -7562.8859
[121,] -3263.6093 -4603.5628
[122,] -5214.5268 -3263.6093
[123,] -6593.5338 -5214.5268
[124,] 35243.0352 -6593.5338
[125,] 13473.0889 35243.0352
[126,] 7767.5954 13473.0889
[127,] -30212.2026 7767.5954
[128,] -13088.1371 -30212.2026
[129,] -1600.6670 -13088.1371
[130,] -4378.9670 -1600.6670
[131,] -13542.1787 -4378.9670
[132,] -3797.8767 -13542.1787
[133,] -9674.9936 -3797.8767
[134,] -23676.2081 -9674.9936
[135,] 64733.1271 -23676.2081
[136,] 2061.1828 64733.1271
[137,] 30932.9253 2061.1828
[138,] -18575.7585 30932.9253
[139,] -15547.5356 -18575.7585
[140,] 2675.9254 -15547.5356
[141,] -1332.9435 2675.9254
[142,] -5131.8714 -1332.9435
[143,] 41705.5698 -5131.8714
[144,] -30383.7595 41705.5698
[145,] -7534.3117 -30383.7595
[146,] -28771.7371 -7534.3117
[147,] -18799.8023 -28771.7371
[148,] -241.4026 -18799.8023
[149,] -6129.6009 -241.4026
[150,] 3443.3355 -6129.6009
[151,] -9146.7862 3443.3355
[152,] 9057.2727 -9146.7862
[153,] 21731.0872 9057.2727
[154,] 64777.0821 21731.0872
[155,] -6517.7813 64777.0821
[156,] 15553.8815 -6517.7813
[157,] -5415.4485 15553.8815
[158,] 8137.4721 -5415.4485
[159,] -16917.0952 8137.4721
[160,] 28804.0305 -16917.0952
[161,] -30889.6891 28804.0305
[162,] -15332.2529 -30889.6891
[163,] -28149.8532 -15332.2529
[164,] -10710.8302 -28149.8532
[165,] 12711.7366 -10710.8302
[166,] 392.3685 12711.7366
[167,] -22971.0845 392.3685
[168,] 22328.4535 -22971.0845
[169,] 22130.2779 22328.4535
[170,] 8134.0647 22130.2779
[171,] -41158.3893 8134.0647
[172,] -12559.8883 -41158.3893
[173,] -15430.2607 -12559.8883
[174,] -41182.7129 -15430.2607
[175,] 13039.0843 -41182.7129
[176,] -14745.9278 13039.0843
[177,] 821.7135 -14745.9278
[178,] -14105.4245 821.7135
[179,] 17313.6268 -14105.4245
[180,] -10077.8774 17313.6268
[181,] -5122.3567 -10077.8774
[182,] -1163.5851 -5122.3567
[183,] 5911.5892 -1163.5851
[184,] 40678.0975 5911.5892
[185,] -1718.7292 40678.0975
[186,] 8935.8873 -1718.7292
[187,] -972.3376 8935.8873
[188,] 14641.5783 -972.3376
[189,] -9545.8507 14641.5783
[190,] -20107.1989 -9545.8507
[191,] -1031.8477 -20107.1989
[192,] -7688.5838 -1031.8477
[193,] -8759.2508 -7688.5838
[194,] 12082.7995 -8759.2508
[195,] -19099.7739 12082.7995
[196,] -6059.1066 -19099.7739
[197,] -22066.9844 -6059.1066
[198,] -8873.3626 -22066.9844
[199,] -33735.6360 -8873.3626
[200,] -6780.7201 -33735.6360
[201,] -2707.8947 -6780.7201
[202,] -6170.4393 -2707.8947
[203,] 9059.0996 -6170.4393
[204,] -6730.9372 9059.0996
[205,] -1976.3823 -6730.9372
[206,] -7589.7625 -1976.3823
[207,] 16020.2138 -7589.7625
[208,] 5329.6025 16020.2138
[209,] 15950.5246 5329.6025
[210,] 13675.1078 15950.5246
[211,] -630.6551 13675.1078
[212,] -8053.9089 -630.6551
[213,] 9050.1655 -8053.9089
[214,] -15289.8605 9050.1655
[215,] -1410.1181 -15289.8605
[216,] 2791.5850 -1410.1181
[217,] 2115.8586 2791.5850
[218,] 7858.4599 2115.8586
[219,] 14833.1355 7858.4599
[220,] 1375.6016 14833.1355
[221,] 32962.3190 1375.6016
[222,] -6244.9066 32962.3190
[223,] 3394.7550 -6244.9066
[224,] -3683.6361 3394.7550
[225,] 1288.9792 -3683.6361
[226,] 2527.6555 1288.9792
[227,] -32374.2919 2527.6555
[228,] -16435.3525 -32374.2919
[229,] -13721.5315 -16435.3525
[230,] -1025.8277 -13721.5315
[231,] 2378.9443 -1025.8277
[232,] 17240.7686 2378.9443
[233,] -2261.0010 17240.7686
[234,] -21512.6898 -2261.0010
[235,] -13791.1169 -21512.6898
[236,] 8216.5583 -13791.1169
[237,] 3121.6705 8216.5583
[238,] 126.3393 3121.6705
[239,] -15117.8707 126.3393
[240,] 948.0685 -15117.8707
[241,] -16021.4029 948.0685
[242,] -8035.0199 -16021.4029
[243,] -13422.8740 -8035.0199
[244,] -1525.7535 -13422.8740
[245,] -1336.4617 -1525.7535
[246,] -2188.5252 -1336.4617
[247,] 14340.8776 -2188.5252
[248,] -11340.0289 14340.8776
[249,] -15392.1586 -11340.0289
[250,] 15811.2642 -15392.1586
[251,] -1863.5896 15811.2642
[252,] -710.1759 -1863.5896
[253,] -6472.7107 -710.1759
[254,] 4557.8738 -6472.7107
[255,] -3611.9611 4557.8738
[256,] -7469.1216 -3611.9611
[257,] -7069.7766 -7469.1216
[258,] 3607.9404 -7069.7766
[259,] 4196.1558 3607.9404
[260,] -3573.0611 4196.1558
[261,] -851.5563 -3573.0611
[262,] -3555.3560 -851.5563
[263,] -10182.4460 -3555.3560
[264,] -14292.6564 -10182.4460
[265,] 5581.4254 -14292.6564
[266,] -9428.2263 5581.4254
[267,] -10032.2027 -9428.2263
[268,] 11515.8651 -10032.2027
[269,] -12334.2978 11515.8651
[270,] -9015.9811 -12334.2978
[271,] -832.4556 -9015.9811
[272,] -3275.3663 -832.4556
[273,] 3975.2361 -3275.3663
[274,] 202.6866 3975.2361
[275,] -3935.3080 202.6866
[276,] -8273.2395 -3935.3080
[277,] -1781.6752 -8273.2395
[278,] 4997.5904 -1781.6752
[279,] -3303.3303 4997.5904
[280,] -8694.9389 -3303.3303
[281,] -16610.6963 -8694.9389
[282,] -8744.3575 -16610.6963
[283,] -1328.4483 -8744.3575
[284,] -3050.8689 -1328.4483
[285,] -11744.7649 -3050.8689
[286,] -4889.1242 -11744.7649
[287,] -19389.7772 -4889.1242
[288,] 7019.0788 -19389.7772
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 751.9209 14758.7576
2 -2212.3775 751.9209
3 -40875.3772 -2212.3775
4 27222.1755 -40875.3772
5 -9283.1084 27222.1755
6 44916.2327 -9283.1084
7 -5557.4029 44916.2327
8 -5393.7756 -5557.4029
9 -16177.4868 -5393.7756
10 8114.3517 -16177.4868
11 37663.4420 8114.3517
12 -8665.3287 37663.4420
13 1856.9126 -8665.3287
14 -15553.0274 1856.9126
15 29911.2001 -15553.0274
16 16686.9690 29911.2001
17 -9427.2163 16686.9690
18 15673.7253 -9427.2163
19 -28693.7272 15673.7253
20 -17272.1812 -28693.7272
21 -15275.5145 -17272.1812
22 31527.5665 -15275.5145
23 22988.0102 31527.5665
24 -22626.1759 22988.0102
25 -29421.5644 -22626.1759
26 -3231.0552 -29421.5644
27 28499.7564 -3231.0552
28 24206.8596 28499.7564
29 7111.3839 24206.8596
30 83159.6161 7111.3839
31 2581.1139 83159.6161
32 -10185.3410 2581.1139
33 39773.2533 -10185.3410
34 -7498.2053 39773.2533
35 13078.1548 -7498.2053
36 28619.1429 13078.1548
37 34750.2114 28619.1429
38 55875.2020 34750.2114
39 -1516.9900 55875.2020
40 6872.2210 -1516.9900
41 10684.6087 6872.2210
42 -8912.6965 10684.6087
43 13455.7906 -8912.6965
44 19986.1125 13455.7906
45 -6131.9306 19986.1125
46 -15322.9408 -6131.9306
47 18046.0237 -15322.9408
48 -12136.2695 18046.0237
49 27827.1920 -12136.2695
50 2312.2996 27827.1920
51 24488.4317 2312.2996
52 -13825.8005 24488.4317
53 26312.6027 -13825.8005
54 -14343.8735 26312.6027
55 28392.4445 -14343.8735
56 4112.8572 28392.4445
57 33691.4268 4112.8572
58 -376.0366 33691.4268
59 11972.5735 -376.0366
60 -8389.5573 11972.5735
61 14331.4033 -8389.5573
62 37206.4575 14331.4033
63 13733.6780 37206.4575
64 -24419.0372 13733.6780
65 9231.2310 -24419.0372
66 -17879.4051 9231.2310
67 40560.6283 -17879.4051
68 -12342.9321 40560.6283
69 17210.2613 -12342.9321
70 -8057.3632 17210.2613
71 8493.0494 -8057.3632
72 29029.7769 8493.0494
73 -34218.5591 29029.7769
74 6667.1192 -34218.5591
75 -29758.0009 6667.1192
76 -10182.1583 -29758.0009
77 5489.9334 -10182.1583
78 -213.3240 5489.9334
79 9133.2947 -213.3240
80 -22923.7061 9133.2947
81 -25337.7018 -22923.7061
82 -17135.6063 -25337.7018
83 9998.0496 -17135.6063
84 21731.9240 9998.0496
85 -17609.6439 21731.9240
86 -7072.6756 -17609.6439
87 5866.8000 -7072.6756
88 11566.6777 5866.8000
89 24680.9143 11566.6777
90 -12845.3490 24680.9143
91 858.7996 -12845.3490
92 159.0185 858.7996
93 -37948.4859 159.0185
94 16417.8922 -37948.4859
95 22305.2316 16417.8922
96 41715.2560 22305.2316
97 -80762.7735 41715.2560
98 27832.4712 -80762.7735
99 -43710.6395 27832.4712
100 16222.4811 -43710.6395
101 -2497.2907 16222.4811
102 -15484.7210 -2497.2907
103 -22282.9036 -15484.7210
104 -16896.9274 -22282.9036
105 -971.5274 -16896.9274
106 6364.3806 -971.5274
107 -4721.7098 6364.3806
108 -35009.4663 -4721.7098
109 -16672.3641 -35009.4663
110 13532.6272 -16672.3641
111 16936.1791 13532.6272
112 -26739.8511 16936.1791
113 9165.8825 -26739.8511
114 -43107.7892 9165.8825
115 -9168.2479 -43107.7892
116 2774.3464 -9168.2479
117 22483.2145 2774.3464
118 39408.8798 22483.2145
119 -7562.8859 39408.8798
120 -4603.5628 -7562.8859
121 -3263.6093 -4603.5628
122 -5214.5268 -3263.6093
123 -6593.5338 -5214.5268
124 35243.0352 -6593.5338
125 13473.0889 35243.0352
126 7767.5954 13473.0889
127 -30212.2026 7767.5954
128 -13088.1371 -30212.2026
129 -1600.6670 -13088.1371
130 -4378.9670 -1600.6670
131 -13542.1787 -4378.9670
132 -3797.8767 -13542.1787
133 -9674.9936 -3797.8767
134 -23676.2081 -9674.9936
135 64733.1271 -23676.2081
136 2061.1828 64733.1271
137 30932.9253 2061.1828
138 -18575.7585 30932.9253
139 -15547.5356 -18575.7585
140 2675.9254 -15547.5356
141 -1332.9435 2675.9254
142 -5131.8714 -1332.9435
143 41705.5698 -5131.8714
144 -30383.7595 41705.5698
145 -7534.3117 -30383.7595
146 -28771.7371 -7534.3117
147 -18799.8023 -28771.7371
148 -241.4026 -18799.8023
149 -6129.6009 -241.4026
150 3443.3355 -6129.6009
151 -9146.7862 3443.3355
152 9057.2727 -9146.7862
153 21731.0872 9057.2727
154 64777.0821 21731.0872
155 -6517.7813 64777.0821
156 15553.8815 -6517.7813
157 -5415.4485 15553.8815
158 8137.4721 -5415.4485
159 -16917.0952 8137.4721
160 28804.0305 -16917.0952
161 -30889.6891 28804.0305
162 -15332.2529 -30889.6891
163 -28149.8532 -15332.2529
164 -10710.8302 -28149.8532
165 12711.7366 -10710.8302
166 392.3685 12711.7366
167 -22971.0845 392.3685
168 22328.4535 -22971.0845
169 22130.2779 22328.4535
170 8134.0647 22130.2779
171 -41158.3893 8134.0647
172 -12559.8883 -41158.3893
173 -15430.2607 -12559.8883
174 -41182.7129 -15430.2607
175 13039.0843 -41182.7129
176 -14745.9278 13039.0843
177 821.7135 -14745.9278
178 -14105.4245 821.7135
179 17313.6268 -14105.4245
180 -10077.8774 17313.6268
181 -5122.3567 -10077.8774
182 -1163.5851 -5122.3567
183 5911.5892 -1163.5851
184 40678.0975 5911.5892
185 -1718.7292 40678.0975
186 8935.8873 -1718.7292
187 -972.3376 8935.8873
188 14641.5783 -972.3376
189 -9545.8507 14641.5783
190 -20107.1989 -9545.8507
191 -1031.8477 -20107.1989
192 -7688.5838 -1031.8477
193 -8759.2508 -7688.5838
194 12082.7995 -8759.2508
195 -19099.7739 12082.7995
196 -6059.1066 -19099.7739
197 -22066.9844 -6059.1066
198 -8873.3626 -22066.9844
199 -33735.6360 -8873.3626
200 -6780.7201 -33735.6360
201 -2707.8947 -6780.7201
202 -6170.4393 -2707.8947
203 9059.0996 -6170.4393
204 -6730.9372 9059.0996
205 -1976.3823 -6730.9372
206 -7589.7625 -1976.3823
207 16020.2138 -7589.7625
208 5329.6025 16020.2138
209 15950.5246 5329.6025
210 13675.1078 15950.5246
211 -630.6551 13675.1078
212 -8053.9089 -630.6551
213 9050.1655 -8053.9089
214 -15289.8605 9050.1655
215 -1410.1181 -15289.8605
216 2791.5850 -1410.1181
217 2115.8586 2791.5850
218 7858.4599 2115.8586
219 14833.1355 7858.4599
220 1375.6016 14833.1355
221 32962.3190 1375.6016
222 -6244.9066 32962.3190
223 3394.7550 -6244.9066
224 -3683.6361 3394.7550
225 1288.9792 -3683.6361
226 2527.6555 1288.9792
227 -32374.2919 2527.6555
228 -16435.3525 -32374.2919
229 -13721.5315 -16435.3525
230 -1025.8277 -13721.5315
231 2378.9443 -1025.8277
232 17240.7686 2378.9443
233 -2261.0010 17240.7686
234 -21512.6898 -2261.0010
235 -13791.1169 -21512.6898
236 8216.5583 -13791.1169
237 3121.6705 8216.5583
238 126.3393 3121.6705
239 -15117.8707 126.3393
240 948.0685 -15117.8707
241 -16021.4029 948.0685
242 -8035.0199 -16021.4029
243 -13422.8740 -8035.0199
244 -1525.7535 -13422.8740
245 -1336.4617 -1525.7535
246 -2188.5252 -1336.4617
247 14340.8776 -2188.5252
248 -11340.0289 14340.8776
249 -15392.1586 -11340.0289
250 15811.2642 -15392.1586
251 -1863.5896 15811.2642
252 -710.1759 -1863.5896
253 -6472.7107 -710.1759
254 4557.8738 -6472.7107
255 -3611.9611 4557.8738
256 -7469.1216 -3611.9611
257 -7069.7766 -7469.1216
258 3607.9404 -7069.7766
259 4196.1558 3607.9404
260 -3573.0611 4196.1558
261 -851.5563 -3573.0611
262 -3555.3560 -851.5563
263 -10182.4460 -3555.3560
264 -14292.6564 -10182.4460
265 5581.4254 -14292.6564
266 -9428.2263 5581.4254
267 -10032.2027 -9428.2263
268 11515.8651 -10032.2027
269 -12334.2978 11515.8651
270 -9015.9811 -12334.2978
271 -832.4556 -9015.9811
272 -3275.3663 -832.4556
273 3975.2361 -3275.3663
274 202.6866 3975.2361
275 -3935.3080 202.6866
276 -8273.2395 -3935.3080
277 -1781.6752 -8273.2395
278 4997.5904 -1781.6752
279 -3303.3303 4997.5904
280 -8694.9389 -3303.3303
281 -16610.6963 -8694.9389
282 -8744.3575 -16610.6963
283 -1328.4483 -8744.3575
284 -3050.8689 -1328.4483
285 -11744.7649 -3050.8689
286 -4889.1242 -11744.7649
287 -19389.7772 -4889.1242
288 7019.0788 -19389.7772
> 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/79dn31355764375.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8z5621355764375.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9qwye1355764375.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10622f1355764375.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$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/11j1g71355764375.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/12eak61355764375.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/1394xu1355764375.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/149r9y1355764375.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/15csgq1355764375.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/16hfhs1355764375.tab")
+ }
>
> try(system("convert tmp/1c8gk1355764375.ps tmp/1c8gk1355764375.png",intern=TRUE))
character(0)
> try(system("convert tmp/27dz41355764375.ps tmp/27dz41355764375.png",intern=TRUE))
character(0)
> try(system("convert tmp/3uddf1355764375.ps tmp/3uddf1355764375.png",intern=TRUE))
character(0)
> try(system("convert tmp/423ba1355764375.ps tmp/423ba1355764375.png",intern=TRUE))
character(0)
> try(system("convert tmp/5hbsj1355764375.ps tmp/5hbsj1355764375.png",intern=TRUE))
character(0)
> try(system("convert tmp/6kq5h1355764375.ps tmp/6kq5h1355764375.png",intern=TRUE))
character(0)
> try(system("convert tmp/79dn31355764375.ps tmp/79dn31355764375.png",intern=TRUE))
character(0)
> try(system("convert tmp/8z5621355764375.ps tmp/8z5621355764375.png",intern=TRUE))
character(0)
> try(system("convert tmp/9qwye1355764375.ps tmp/9qwye1355764375.png",intern=TRUE))
character(0)
> try(system("convert tmp/10622f1355764375.ps tmp/10622f1355764375.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
12.956 1.297 14.365