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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> x <- array(list(210907
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+ ,0
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+ ,51
+ ,72535
+ ,14
+ ,329
+ ,44
+ ,0
+ ,17
+ ,16
+ ,64
+ ,39)
+ ,dim=c(9
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'logins'
+ ,'compendium_views_info'
+ ,'compendium_views_pr'
+ ,'shared_compendiums'
+ ,'blogged_computations'
+ ,'compendiums_reviewed'
+ ,'feedback_messages_p1'
+ ,'feedback_messages_p120')
+ ,1:289))
> y <- array(NA,dim=c(9,289),dimnames=list(c('time_in_rfc','logins','compendium_views_info','compendium_views_pr','shared_compendiums','blogged_computations','compendiums_reviewed','feedback_messages_p1','feedback_messages_p120'),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
time_in_rfc logins compendium_views_info compendium_views_pr
1 210907 56 396 81
2 120982 56 297 55
3 176508 54 559 50
4 179321 89 967 125
5 123185 40 270 40
6 52746 25 143 37
7 385534 92 1562 63
8 33170 18 109 44
9 101645 63 371 88
10 149061 44 656 66
11 165446 33 511 57
12 237213 84 655 74
13 173326 88 465 49
14 133131 55 525 52
15 258873 60 885 88
16 180083 66 497 36
17 324799 154 1436 108
18 230964 53 612 43
19 236785 119 865 75
20 135473 41 385 32
21 202925 61 567 44
22 215147 58 639 85
23 344297 75 963 86
24 153935 33 398 56
25 132943 40 410 50
26 174724 92 966 135
27 174415 100 801 63
28 225548 112 892 81
29 223632 73 513 52
30 124817 40 469 44
31 221698 45 683 113
32 210767 60 643 39
33 170266 62 535 73
34 260561 75 625 48
35 84853 31 264 33
36 294424 77 992 59
37 101011 34 238 41
38 215641 46 818 69
39 325107 99 937 64
40 7176 17 70 1
41 167542 66 507 59
42 106408 30 260 32
43 96560 76 503 129
44 265769 146 927 37
45 269651 67 1269 31
46 149112 56 537 65
47 175824 107 910 107
48 152871 58 532 74
49 111665 34 345 54
50 116408 61 918 76
51 362301 119 1635 715
52 78800 42 330 57
53 183167 66 557 66
54 277965 89 1178 106
55 150629 44 740 54
56 168809 66 452 32
57 24188 24 218 20
58 329267 259 764 71
59 65029 17 255 21
60 101097 64 454 70
61 218946 41 866 112
62 244052 68 574 66
63 341570 168 1276 190
64 103597 43 379 66
65 233328 132 825 165
66 256462 105 798 56
67 206161 71 663 61
68 311473 112 1069 53
69 235800 94 921 127
70 177939 82 858 63
71 207176 70 711 38
72 196553 57 503 50
73 174184 53 382 52
74 143246 103 464 42
75 187559 121 717 76
76 187681 62 690 67
77 119016 52 462 50
78 182192 52 657 53
79 73566 32 385 39
80 194979 62 577 50
81 167488 45 619 77
82 143756 46 479 57
83 275541 63 817 73
84 243199 75 752 34
85 182999 88 430 39
86 135649 46 451 46
87 152299 53 537 63
88 120221 37 519 35
89 346485 90 1000 106
90 145790 63 637 43
91 193339 78 465 47
92 80953 25 437 31
93 122774 45 711 162
94 130585 46 299 57
95 112611 41 248 36
96 286468 144 1162 263
97 241066 82 714 78
98 148446 91 905 63
99 204713 71 649 54
100 182079 63 512 63
101 140344 53 472 77
102 220516 62 905 79
103 243060 63 786 110
104 162765 32 489 56
105 182613 39 479 56
106 232138 62 617 43
107 265318 117 925 111
108 85574 34 351 71
109 310839 92 1144 62
110 225060 93 669 56
111 232317 54 707 74
112 144966 144 458 60
113 43287 14 214 43
114 155754 61 599 68
115 164709 109 572 53
116 201940 38 897 87
117 235454 73 819 46
118 220801 75 720 105
119 99466 50 273 32
120 92661 61 508 133
121 133328 55 506 79
122 61361 77 451 51
123 125930 75 699 207
124 100750 72 407 67
125 224549 50 465 47
126 82316 32 245 34
127 102010 53 370 66
128 101523 42 316 76
129 243511 71 603 65
130 22938 10 154 9
131 41566 35 229 42
132 152474 65 577 45
133 61857 25 192 25
134 99923 66 617 115
135 132487 41 411 97
136 317394 86 975 53
137 21054 16 146 2
138 209641 42 705 52
139 22648 19 184 44
140 31414 19 200 22
141 46698 45 274 35
142 131698 65 502 74
143 91735 35 382 103
144 244749 95 964 144
145 184510 49 537 60
146 79863 37 438 134
147 128423 64 369 89
148 97839 38 417 42
149 38214 34 276 52
150 151101 32 514 98
151 272458 65 822 99
152 172494 52 389 52
153 108043 62 466 29
154 328107 65 1255 125
155 250579 83 694 106
156 351067 95 1024 95
157 158015 29 400 40
158 98866 18 397 140
159 85439 33 350 43
160 229242 247 719 128
161 351619 139 1277 142
162 84207 29 356 73
163 120445 118 457 72
164 324598 110 1402 128
165 131069 67 600 61
166 204271 42 480 73
167 165543 65 595 148
168 141722 94 436 64
169 116048 64 230 45
170 250047 81 651 58
171 299775 95 1367 97
172 195838 67 564 50
173 173260 63 716 37
174 254488 83 747 50
175 104389 45 467 105
176 136084 30 671 69
177 199476 70 861 46
178 92499 32 319 57
179 224330 83 612 52
180 135781 31 433 98
181 74408 67 434 61
182 81240 66 503 89
183 14688 10 85 0
184 181633 70 564 48
185 271856 103 824 91
186 7199 5 74 0
187 46660 20 259 7
188 17547 5 69 3
189 133368 36 535 54
190 95227 34 239 70
191 152601 48 438 36
192 98146 40 459 37
193 79619 43 426 123
194 59194 31 288 247
195 139942 42 498 46
196 118612 46 454 72
197 72880 33 376 41
198 65475 18 225 24
199 99643 55 555 45
200 71965 35 252 33
201 77272 59 208 27
202 49289 19 130 36
203 135131 66 481 87
204 108446 60 389 90
205 89746 36 565 114
206 44296 25 173 31
207 77648 47 278 45
208 181528 54 609 69
209 134019 53 422 51
210 124064 40 445 34
211 92630 40 387 60
212 121848 39 339 45
213 52915 14 181 54
214 81872 45 245 25
215 58981 36 384 38
216 53515 28 212 52
217 60812 44 399 67
218 56375 30 229 74
219 65490 22 224 38
220 80949 17 203 30
221 76302 31 333 26
222 104011 55 384 67
223 98104 54 636 132
224 67989 21 185 42
225 30989 14 93 35
226 135458 81 581 118
227 73504 35 248 68
228 63123 43 304 43
229 61254 46 344 76
230 74914 30 407 64
231 31774 23 170 48
232 81437 38 312 64
233 87186 54 507 56
234 50090 20 224 71
235 65745 53 340 75
236 56653 45 168 39
237 158399 39 443 42
238 46455 20 204 39
239 73624 24 367 93
240 38395 31 210 38
241 91899 35 335 60
242 139526 151 364 71
243 52164 52 178 52
244 51567 30 206 27
245 70551 31 279 59
246 84856 29 387 40
247 102538 57 490 79
248 86678 40 238 44
249 85709 44 343 65
250 34662 25 232 10
251 150580 77 530 124
252 99611 35 291 81
253 19349 11 67 15
254 99373 63 397 92
255 86230 44 467 42
256 30837 19 178 10
257 31706 13 175 24
258 89806 42 299 64
259 62088 38 154 45
260 40151 29 106 22
261 27634 20 189 56
262 76990 27 194 94
263 37460 20 135 19
264 54157 19 201 35
265 49862 37 207 32
266 84337 26 280 35
267 64175 42 260 48
268 59382 49 227 49
269 119308 30 239 48
270 76702 49 333 62
271 103425 67 428 96
272 70344 28 230 45
273 43410 19 292 63
274 104838 49 350 71
275 62215 27 186 26
276 69304 30 326 48
277 53117 22 155 29
278 19764 12 75 19
279 86680 31 361 45
280 84105 20 261 45
281 77945 20 299 67
282 89113 39 300 30
283 91005 29 450 36
284 40248 16 183 34
285 64187 27 238 36
286 50857 21 165 34
287 56613 19 234 37
288 62792 35 176 46
289 72535 14 329 44
shared_compendiums blogged_computations compendiums_reviewed
1 3 79 30
2 4 58 28
3 12 60 38
4 2 108 30
5 1 49 22
6 3 0 26
7 0 121 25
8 0 1 18
9 0 20 11
10 5 43 26
11 0 69 25
12 0 78 38
13 7 86 44
14 7 44 30
15 3 104 40
16 9 63 34
17 0 158 47
18 4 102 30
19 3 77 31
20 0 82 23
21 7 115 36
22 0 101 36
23 1 80 30
24 5 50 25
25 7 83 39
26 0 123 34
27 0 73 31
28 5 81 31
29 0 105 33
30 0 47 25
31 0 105 33
32 3 94 35
33 4 44 42
34 1 114 43
35 4 38 30
36 2 107 33
37 0 30 13
38 0 71 32
39 0 84 36
40 0 0 0
41 2 59 28
42 1 33 14
43 0 42 17
44 2 96 32
45 10 106 30
46 6 56 35
47 0 57 20
48 5 59 28
49 4 39 28
50 1 34 39
51 2 76 34
52 2 20 26
53 0 91 39
54 8 115 39
55 3 85 33
56 0 76 28
57 0 8 4
58 8 79 39
59 5 21 18
60 3 30 14
61 1 76 29
62 5 101 44
63 1 94 21
64 1 27 16
65 5 92 28
66 0 123 35
67 12 75 28
68 8 128 38
69 8 105 23
70 8 55 36
71 8 56 32
72 2 41 29
73 0 72 25
74 5 67 27
75 8 75 36
76 2 114 28
77 5 118 23
78 12 77 40
79 6 22 23
80 7 66 40
81 2 69 28
82 0 105 34
83 4 116 33
84 3 88 28
85 6 73 34
86 2 99 30
87 0 62 33
88 1 53 22
89 0 118 38
90 5 30 26
91 2 100 35
92 0 49 8
93 0 24 24
94 5 67 29
95 0 46 20
96 1 57 29
97 0 75 45
98 1 135 37
99 1 68 33
100 2 124 33
101 6 33 25
102 1 98 32
103 4 58 29
104 2 68 28
105 3 81 28
106 0 131 31
107 10 110 52
108 0 37 21
109 9 130 24
110 7 93 41
111 0 118 33
112 0 39 32
113 4 13 19
114 4 74 20
115 0 81 31
116 0 109 31
117 0 151 32
118 1 51 18
119 0 28 23
120 1 40 17
121 0 56 20
122 0 27 12
123 4 37 17
124 0 83 30
125 4 54 31
126 4 27 10
127 3 28 13
128 0 59 22
129 0 133 42
130 0 12 1
131 5 0 9
132 0 106 32
133 4 23 11
134 0 44 25
135 0 71 36
136 1 116 31
137 0 4 0
138 5 62 24
139 0 12 13
140 0 18 8
141 0 14 13
142 0 60 19
143 0 7 18
144 2 98 33
145 7 64 40
146 1 29 22
147 8 32 38
148 2 25 24
149 0 16 8
150 2 48 35
151 0 100 43
152 0 46 43
153 1 45 14
154 3 129 41
155 0 130 38
156 3 136 45
157 0 59 31
158 0 25 13
159 0 32 28
160 4 63 31
161 4 95 40
162 11 14 30
163 0 36 16
164 0 113 37
165 4 47 30
166 0 92 35
167 1 70 32
168 0 19 27
169 0 50 20
170 0 41 18
171 9 91 31
172 1 111 31
173 3 41 21
174 10 120 39
175 5 135 41
176 0 27 13
177 2 87 32
178 0 25 18
179 1 131 39
180 2 45 14
181 4 29 7
182 0 58 17
183 0 4 0
184 2 47 30
185 1 109 37
186 0 7 0
187 0 12 5
188 0 0 1
189 1 37 16
190 0 37 32
191 2 46 24
192 0 15 17
193 3 42 11
194 6 7 24
195 0 54 22
196 2 54 12
197 0 14 19
198 2 16 13
199 1 33 17
200 1 32 15
201 2 21 16
202 1 15 24
203 0 38 15
204 1 22 17
205 3 28 18
206 0 10 20
207 0 31 16
208 0 32 16
209 0 32 18
210 1 43 22
211 4 27 8
212 0 37 17
213 0 20 18
214 0 32 16
215 7 0 23
216 2 5 22
217 0 26 13
218 7 10 13
219 3 27 16
220 0 11 16
221 0 29 20
222 6 25 22
223 2 55 17
224 0 23 18
225 0 5 17
226 3 43 12
227 0 23 7
228 1 34 17
229 1 36 14
230 0 35 23
231 1 0 17
232 0 37 14
233 0 28 15
234 0 16 17
235 0 26 21
236 0 38 18
237 0 23 18
238 0 22 17
239 0 30 17
240 0 16 16
241 0 18 15
242 0 28 21
243 0 32 16
244 2 21 14
245 0 23 15
246 1 29 17
247 1 50 15
248 0 12 15
249 0 21 10
250 0 18 6
251 0 27 22
252 0 41 21
253 0 13 1
254 1 12 18
255 0 21 17
256 0 8 4
257 0 26 10
258 0 27 16
259 1 13 16
260 0 16 9
261 0 2 16
262 0 42 17
263 0 5 7
264 0 37 15
265 0 17 14
266 0 38 14
267 0 37 18
268 0 29 12
269 0 32 16
270 0 35 21
271 1 17 19
272 0 20 16
273 0 7 1
274 1 46 16
275 0 24 10
276 6 40 19
277 3 3 12
278 1 10 2
279 2 37 14
280 0 17 17
281 0 28 19
282 0 19 14
283 3 29 11
284 1 8 4
285 0 10 16
286 0 15 20
287 1 15 12
288 0 28 15
289 0 17 16
feedback_messages_p1 feedback_messages_p120
1 115 94
2 109 103
3 146 93
4 116 103
5 68 51
6 101 70
7 96 91
8 67 22
9 44 38
10 100 93
11 93 60
12 140 123
13 166 148
14 99 90
15 139 124
16 130 70
17 181 168
18 116 115
19 116 71
20 88 66
21 139 134
22 135 117
23 108 108
24 89 84
25 156 156
26 129 120
27 118 114
28 118 94
29 125 120
30 95 81
31 126 110
32 135 133
33 154 122
34 165 158
35 113 109
36 127 124
37 52 39
38 121 92
39 136 126
40 0 0
41 108 70
42 46 37
43 54 38
44 124 120
45 115 93
46 128 95
47 80 77
48 97 90
49 104 80
50 59 31
51 125 110
52 82 66
53 149 138
54 149 133
55 122 113
56 118 100
57 12 7
58 144 140
59 67 61
60 52 41
61 108 96
62 166 164
63 80 78
64 60 49
65 107 102
66 127 124
67 107 99
68 146 129
69 84 62
70 141 73
71 123 114
72 111 99
73 98 70
74 105 104
75 135 116
76 107 91
77 85 74
78 155 138
79 88 67
80 155 151
81 104 72
82 132 120
83 127 115
84 108 105
85 129 104
86 116 108
87 122 98
88 85 69
89 147 111
90 99 99
91 87 71
92 28 27
93 90 69
94 109 107
95 78 73
96 111 107
97 158 93
98 141 129
99 122 69
100 124 118
101 93 73
102 124 119
103 112 104
104 108 107
105 99 99
106 117 90
107 199 197
108 78 36
109 91 85
110 158 139
111 126 106
112 122 50
113 71 64
114 75 31
115 115 63
116 119 92
117 124 106
118 72 63
119 91 69
120 45 41
121 78 56
122 39 25
123 68 65
124 119 93
125 117 114
126 39 38
127 50 44
128 88 87
129 155 110
130 0 0
131 36 27
132 123 83
133 32 30
134 99 80
135 136 98
136 117 82
137 0 0
138 88 60
139 39 28
140 25 9
141 52 33
142 75 59
143 71 49
144 124 115
145 151 140
146 71 49
147 145 120
148 87 66
149 27 21
150 131 124
151 162 152
152 165 139
153 54 38
154 159 144
155 147 120
156 170 160
157 119 114
158 49 39
159 104 78
160 120 119
161 150 141
162 112 101
163 59 56
164 136 133
165 107 83
166 130 116
167 115 90
168 107 36
169 75 50
170 71 61
171 120 97
172 116 98
173 79 78
174 150 117
175 156 148
176 51 41
177 118 105
178 71 55
179 144 132
180 47 44
181 28 21
182 68 50
183 0 0
184 110 73
185 147 86
186 0 0
187 15 13
188 4 4
189 64 57
190 111 48
191 85 46
192 68 48
193 40 32
194 80 68
195 88 87
196 48 43
197 76 67
198 51 46
199 67 46
200 59 56
201 61 48
202 76 44
203 60 60
204 68 65
205 71 55
206 76 38
207 62 52
208 61 60
209 67 54
210 88 86
211 30 24
212 64 52
213 68 49
214 64 61
215 91 61
216 88 81
217 52 43
218 49 40
219 62 40
220 61 56
221 76 68
222 88 79
223 66 47
224 71 57
225 68 41
226 48 29
227 25 3
228 68 60
229 41 30
230 90 79
231 66 47
232 54 40
233 59 48
234 60 36
235 77 42
236 68 49
237 72 57
238 67 12
239 64 40
240 63 43
241 59 33
242 84 77
243 64 43
244 56 45
245 54 47
246 67 43
247 58 45
248 59 50
249 40 35
250 22 7
251 83 71
252 81 67
253 2 0
254 72 62
255 61 54
256 15 4
257 32 25
258 62 40
259 58 38
260 36 19
261 59 17
262 68 67
263 21 14
264 55 30
265 54 54
266 55 35
267 72 59
268 41 24
269 61 58
270 67 42
271 76 46
272 64 61
273 3 3
274 63 52
275 40 25
276 69 40
277 48 32
278 8 4
279 52 49
280 66 63
281 76 67
282 43 32
283 39 23
284 14 7
285 61 54
286 71 37
287 44 35
288 60 51
289 64 39
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) logins compendium_views_info
-10536.27 310.69 157.25
compendium_views_pr shared_compendiums blogged_computations
-67.56 -780.98 415.35
compendiums_reviewed feedback_messages_p1 feedback_messages_p120
-562.78 381.11 246.92
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-127403 -14785 298 14232 102519
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -10536.27 4396.18 -2.397 0.0172 *
logins 310.69 69.13 4.494 1.02e-05 ***
compendium_views_info 157.25 11.36 13.839 < 2e-16 ***
compendium_views_pr -67.56 38.69 -1.746 0.0818 .
shared_compendiums -780.98 676.58 -1.154 0.2494
blogged_computations 415.35 88.62 4.687 4.34e-06 ***
compendiums_reviewed -562.78 888.28 -0.634 0.5269
feedback_messages_p1 381.11 269.76 1.413 0.1588
feedback_messages_p120 246.92 129.96 1.900 0.0585 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 27980 on 280 degrees of freedom
Multiple R-squared: 0.8878, Adjusted R-squared: 0.8846
F-statistic: 276.8 on 8 and 280 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,] 0.9732692 5.346157e-02 2.673079e-02
[2,] 0.9824121 3.517577e-02 1.758789e-02
[3,] 0.9645165 7.096697e-02 3.548349e-02
[4,] 0.9486404 1.027192e-01 5.135960e-02
[5,] 0.9170240 1.659520e-01 8.297598e-02
[6,] 0.9432892 1.134216e-01 5.671082e-02
[7,] 0.9185195 1.629610e-01 8.148048e-02
[8,] 0.9022202 1.955596e-01 9.777980e-02
[9,] 0.9376113 1.247773e-01 6.238866e-02
[10,] 0.9160637 1.678727e-01 8.393635e-02
[11,] 0.8876687 2.246627e-01 1.123313e-01
[12,] 0.9975597 4.880507e-03 2.440253e-03
[13,] 0.9963961 7.207783e-03 3.603891e-03
[14,] 0.9958657 8.268614e-03 4.134307e-03
[15,] 0.9992736 1.452791e-03 7.263956e-04
[16,] 0.9996262 7.476958e-04 3.738479e-04
[17,] 0.9993825 1.235044e-03 6.175220e-04
[18,] 0.9993297 1.340664e-03 6.703322e-04
[19,] 0.9992182 1.563609e-03 7.818043e-04
[20,] 0.9991855 1.628916e-03 8.144582e-04
[21,] 0.9987038 2.592494e-03 1.296247e-03
[22,] 0.9980656 3.868820e-03 1.934410e-03
[23,] 0.9980311 3.937894e-03 1.968947e-03
[24,] 0.9980828 3.834315e-03 1.917157e-03
[25,] 0.9976213 4.757472e-03 2.378736e-03
[26,] 0.9968667 6.266556e-03 3.133278e-03
[27,] 0.9954823 9.035476e-03 4.517738e-03
[28,] 0.9990145 1.970915e-03 9.854575e-04
[29,] 0.9991811 1.637802e-03 8.189008e-04
[30,] 0.9988474 2.305118e-03 1.152559e-03
[31,] 0.9985131 2.973704e-03 1.486852e-03
[32,] 0.9979570 4.085904e-03 2.042952e-03
[33,] 0.9970709 5.858285e-03 2.929143e-03
[34,] 0.9977035 4.593099e-03 2.296549e-03
[35,] 0.9969459 6.108128e-03 3.054064e-03
[36,] 0.9965284 6.943272e-03 3.471636e-03
[37,] 0.9951284 9.743228e-03 4.871614e-03
[38,] 0.9933713 1.325740e-02 6.628701e-03
[39,] 0.9989210 2.157944e-03 1.078972e-03
[40,] 0.9998582 2.835637e-04 1.417819e-04
[41,] 0.9998083 3.833024e-04 1.916512e-04
[42,] 0.9997593 4.814361e-04 2.407181e-04
[43,] 0.9997139 5.721803e-04 2.860902e-04
[44,] 0.9999150 1.699251e-04 8.496254e-05
[45,] 0.9998733 2.533018e-04 1.266509e-04
[46,] 0.9998532 2.935012e-04 1.467506e-04
[47,] 0.9999644 7.114336e-05 3.557168e-05
[48,] 0.9999470 1.059853e-04 5.299265e-05
[49,] 0.9999256 1.488700e-04 7.443500e-05
[50,] 0.9998937 2.125813e-04 1.062906e-04
[51,] 0.9998928 2.144478e-04 1.072239e-04
[52,] 0.9999038 1.924940e-04 9.624700e-05
[53,] 0.9998593 2.813983e-04 1.406991e-04
[54,] 0.9998056 3.888421e-04 1.944211e-04
[55,] 0.9997176 5.647585e-04 2.823792e-04
[56,] 0.9996637 6.726866e-04 3.363433e-04
[57,] 0.9995376 9.248885e-04 4.624442e-04
[58,] 0.9993662 1.267525e-03 6.337627e-04
[59,] 0.9994225 1.154994e-03 5.774970e-04
[60,] 0.9992375 1.525002e-03 7.625011e-04
[61,] 0.9995207 9.585094e-04 4.792547e-04
[62,] 0.9996174 7.651084e-04 3.825542e-04
[63,] 0.9996176 7.648633e-04 3.824316e-04
[64,] 0.9996527 6.946098e-04 3.473049e-04
[65,] 0.9995888 8.224327e-04 4.112163e-04
[66,] 0.9996922 6.156446e-04 3.078223e-04
[67,] 0.9996059 7.882278e-04 3.941139e-04
[68,] 0.9996042 7.915892e-04 3.957946e-04
[69,] 0.9994465 1.107049e-03 5.535244e-04
[70,] 0.9992336 1.532892e-03 7.664461e-04
[71,] 0.9993642 1.271616e-03 6.358082e-04
[72,] 0.9995443 9.113524e-04 4.556762e-04
[73,] 0.9995267 9.466641e-04 4.733320e-04
[74,] 0.9994244 1.151139e-03 5.755695e-04
[75,] 0.9994368 1.126472e-03 5.632358e-04
[76,] 0.9992788 1.442340e-03 7.211699e-04
[77,] 0.9991600 1.679922e-03 8.399609e-04
[78,] 0.9998182 3.636812e-04 1.818406e-04
[79,] 0.9997815 4.370726e-04 2.185363e-04
[80,] 0.9998047 3.906744e-04 1.953372e-04
[81,] 0.9997608 4.783408e-04 2.391704e-04
[82,] 0.9997639 4.722675e-04 2.361338e-04
[83,] 0.9996795 6.409185e-04 3.204593e-04
[84,] 0.9996024 7.951089e-04 3.975545e-04
[85,] 0.9995136 9.727215e-04 4.863607e-04
[86,] 0.9994685 1.063075e-03 5.315373e-04
[87,] 0.9999997 6.569829e-07 3.284914e-07
[88,] 0.9999996 8.549381e-07 4.274690e-07
[89,] 0.9999994 1.243570e-06 6.217851e-07
[90,] 0.9999992 1.682409e-06 8.412046e-07
[91,] 0.9999991 1.859754e-06 9.298770e-07
[92,] 0.9999995 9.056002e-07 4.528001e-07
[93,] 0.9999993 1.322314e-06 6.611572e-07
[94,] 0.9999994 1.236250e-06 6.181250e-07
[95,] 0.9999993 1.400115e-06 7.000575e-07
[96,] 0.9999993 1.339633e-06 6.698166e-07
[97,] 0.9999991 1.896479e-06 9.482394e-07
[98,] 0.9999990 1.900007e-06 9.500037e-07
[99,] 0.9999985 2.917885e-06 1.458943e-06
[100,] 0.9999980 3.938581e-06 1.969291e-06
[101,] 0.9999976 4.857787e-06 2.428894e-06
[102,] 0.9999969 6.139039e-06 3.069520e-06
[103,] 0.9999955 8.967849e-06 4.483924e-06
[104,] 0.9999948 1.033385e-05 5.166924e-06
[105,] 0.9999952 9.580217e-06 4.790108e-06
[106,] 0.9999945 1.094079e-05 5.470397e-06
[107,] 0.9999977 4.614931e-06 2.307465e-06
[108,] 0.9999965 6.931810e-06 3.465905e-06
[109,] 0.9999960 7.903791e-06 3.951896e-06
[110,] 0.9999942 1.162578e-05 5.812891e-06
[111,] 0.9999976 4.782693e-06 2.391347e-06
[112,] 0.9999973 5.331063e-06 2.665531e-06
[113,] 0.9999993 1.462871e-06 7.314355e-07
[114,] 1.0000000 8.741126e-08 4.370563e-08
[115,] 0.9999999 1.086670e-07 5.433348e-08
[116,] 0.9999999 1.589389e-07 7.946945e-08
[117,] 0.9999999 2.315447e-07 1.157723e-07
[118,] 0.9999999 2.729790e-07 1.364895e-07
[119,] 0.9999998 4.309786e-07 2.154893e-07
[120,] 0.9999997 6.632776e-07 3.316388e-07
[121,] 0.9999998 3.675244e-07 1.837622e-07
[122,] 0.9999997 5.081779e-07 2.540890e-07
[123,] 1.0000000 8.029596e-08 4.014798e-08
[124,] 0.9999999 1.156524e-07 5.782622e-08
[125,] 1.0000000 3.006131e-08 1.503066e-08
[126,] 1.0000000 4.920376e-08 2.460188e-08
[127,] 1.0000000 2.182852e-08 1.091426e-08
[128,] 1.0000000 2.732053e-08 1.366027e-08
[129,] 1.0000000 4.156163e-08 2.078082e-08
[130,] 1.0000000 4.409785e-08 2.204892e-08
[131,] 1.0000000 6.781920e-08 3.390960e-08
[132,] 0.9999999 1.055709e-07 5.278547e-08
[133,] 0.9999999 1.565673e-07 7.828366e-08
[134,] 0.9999999 2.246497e-07 1.123248e-07
[135,] 0.9999999 2.842858e-07 1.421429e-07
[136,] 0.9999998 4.289246e-07 2.144623e-07
[137,] 0.9999997 6.179715e-07 3.089857e-07
[138,] 0.9999996 7.371102e-07 3.685551e-07
[139,] 0.9999994 1.153921e-06 5.769605e-07
[140,] 0.9999993 1.314160e-06 6.570799e-07
[141,] 0.9999992 1.663340e-06 8.316702e-07
[142,] 0.9999989 2.271880e-06 1.135940e-06
[143,] 0.9999983 3.397544e-06 1.698772e-06
[144,] 0.9999979 4.298184e-06 2.149092e-06
[145,] 0.9999993 1.423712e-06 7.118558e-07
[146,] 0.9999992 1.543650e-06 7.718250e-07
[147,] 0.9999992 1.689463e-06 8.447317e-07
[148,] 0.9999990 1.902166e-06 9.510828e-07
[149,] 0.9999990 2.031644e-06 1.015822e-06
[150,] 0.9999990 2.017116e-06 1.008558e-06
[151,] 0.9999985 2.934551e-06 1.467276e-06
[152,] 0.9999984 3.232691e-06 1.616346e-06
[153,] 0.9999981 3.823188e-06 1.911594e-06
[154,] 0.9999985 3.091144e-06 1.545572e-06
[155,] 0.9999993 1.360813e-06 6.804067e-07
[156,] 0.9999990 2.082818e-06 1.041409e-06
[157,] 0.9999985 2.991686e-06 1.495843e-06
[158,] 0.9999983 3.368181e-06 1.684091e-06
[159,] 1.0000000 2.132763e-08 1.066382e-08
[160,] 1.0000000 3.557161e-08 1.778581e-08
[161,] 1.0000000 5.120112e-08 2.560056e-08
[162,] 1.0000000 8.567747e-08 4.283874e-08
[163,] 1.0000000 3.342625e-08 1.671313e-08
[164,] 1.0000000 5.694484e-10 2.847242e-10
[165,] 1.0000000 9.497112e-10 4.748556e-10
[166,] 1.0000000 7.260379e-10 3.630189e-10
[167,] 1.0000000 1.217126e-09 6.085628e-10
[168,] 1.0000000 2.012135e-09 1.006067e-09
[169,] 1.0000000 8.807441e-10 4.403720e-10
[170,] 1.0000000 1.084910e-09 5.424551e-10
[171,] 1.0000000 9.345809e-11 4.672905e-11
[172,] 1.0000000 1.743554e-10 8.717772e-11
[173,] 1.0000000 1.568176e-10 7.840882e-11
[174,] 1.0000000 4.180209e-11 2.090104e-11
[175,] 1.0000000 7.548005e-11 3.774002e-11
[176,] 1.0000000 1.326846e-10 6.634231e-11
[177,] 1.0000000 2.439902e-10 1.219951e-10
[178,] 1.0000000 3.605914e-10 1.802957e-10
[179,] 1.0000000 3.967956e-10 1.983978e-10
[180,] 1.0000000 4.003413e-11 2.001707e-11
[181,] 1.0000000 7.747132e-11 3.873566e-11
[182,] 1.0000000 1.269873e-10 6.349365e-11
[183,] 1.0000000 2.458411e-10 1.229206e-10
[184,] 1.0000000 4.491775e-10 2.245888e-10
[185,] 1.0000000 7.432090e-10 3.716045e-10
[186,] 1.0000000 7.674787e-10 3.837393e-10
[187,] 1.0000000 1.400082e-09 7.000408e-10
[188,] 1.0000000 1.352557e-09 6.762784e-10
[189,] 1.0000000 2.436059e-09 1.218029e-09
[190,] 1.0000000 4.474845e-09 2.237423e-09
[191,] 1.0000000 7.103366e-09 3.551683e-09
[192,] 1.0000000 1.178229e-08 5.891144e-09
[193,] 1.0000000 2.133915e-08 1.066957e-08
[194,] 1.0000000 2.078397e-08 1.039199e-08
[195,] 1.0000000 3.762919e-08 1.881459e-08
[196,] 1.0000000 6.550725e-08 3.275363e-08
[197,] 1.0000000 1.089586e-08 5.447932e-09
[198,] 1.0000000 6.320959e-09 3.160480e-09
[199,] 1.0000000 1.126941e-08 5.634706e-09
[200,] 1.0000000 1.620292e-08 8.101461e-09
[201,] 1.0000000 6.271024e-09 3.135512e-09
[202,] 1.0000000 1.219180e-08 6.095902e-09
[203,] 1.0000000 2.349311e-08 1.174655e-08
[204,] 1.0000000 2.532137e-08 1.266068e-08
[205,] 1.0000000 2.854586e-08 1.427293e-08
[206,] 1.0000000 1.288212e-08 6.441058e-09
[207,] 1.0000000 2.522503e-08 1.261252e-08
[208,] 1.0000000 4.445211e-08 2.222605e-08
[209,] 1.0000000 4.760946e-08 2.380473e-08
[210,] 1.0000000 7.405230e-08 3.702615e-08
[211,] 0.9999999 1.415148e-07 7.075740e-08
[212,] 1.0000000 4.428120e-08 2.214060e-08
[213,] 1.0000000 8.020903e-08 4.010452e-08
[214,] 0.9999999 1.527241e-07 7.636204e-08
[215,] 0.9999999 2.795100e-07 1.397550e-07
[216,] 0.9999999 2.881385e-07 1.440692e-07
[217,] 0.9999999 2.094190e-07 1.047095e-07
[218,] 0.9999999 2.969518e-07 1.484759e-07
[219,] 1.0000000 8.479377e-08 4.239688e-08
[220,] 1.0000000 8.543872e-08 4.271936e-08
[221,] 0.9999999 1.743850e-07 8.719248e-08
[222,] 1.0000000 6.330262e-08 3.165131e-08
[223,] 0.9999999 1.310845e-07 6.554223e-08
[224,] 0.9999999 1.383970e-07 6.919849e-08
[225,] 0.9999999 2.534511e-07 1.267256e-07
[226,] 1.0000000 2.108873e-09 1.054436e-09
[227,] 1.0000000 4.498501e-09 2.249251e-09
[228,] 1.0000000 8.118966e-09 4.059483e-09
[229,] 1.0000000 5.002120e-09 2.501060e-09
[230,] 1.0000000 5.824181e-09 2.912090e-09
[231,] 1.0000000 1.380124e-08 6.900618e-09
[232,] 1.0000000 1.692422e-08 8.462108e-09
[233,] 1.0000000 2.862872e-08 1.431436e-08
[234,] 1.0000000 6.418507e-08 3.209253e-08
[235,] 0.9999999 1.531504e-07 7.657518e-08
[236,] 0.9999999 2.346872e-07 1.173436e-07
[237,] 0.9999998 3.247720e-07 1.623860e-07
[238,] 0.9999996 7.611593e-07 3.805797e-07
[239,] 0.9999993 1.336678e-06 6.683389e-07
[240,] 0.9999992 1.546376e-06 7.731881e-07
[241,] 0.9999984 3.165922e-06 1.582961e-06
[242,] 0.9999964 7.241448e-06 3.620724e-06
[243,] 0.9999918 1.635692e-05 8.178460e-06
[244,] 0.9999924 1.525220e-05 7.626099e-06
[245,] 0.9999845 3.090559e-05 1.545279e-05
[246,] 0.9999822 3.556489e-05 1.778245e-05
[247,] 0.9999711 5.777751e-05 2.888875e-05
[248,] 0.9999516 9.678026e-05 4.839013e-05
[249,] 0.9998919 2.161366e-04 1.080683e-04
[250,] 0.9997894 4.211490e-04 2.105745e-04
[251,] 0.9995572 8.856700e-04 4.428350e-04
[252,] 0.9990699 1.860181e-03 9.300905e-04
[253,] 0.9981968 3.606452e-03 1.803226e-03
[254,] 0.9987097 2.580557e-03 1.290278e-03
[255,] 0.9977578 4.484438e-03 2.242219e-03
[256,] 0.9988860 2.228099e-03 1.114050e-03
[257,] 0.9979864 4.027215e-03 2.013608e-03
[258,] 0.9999943 1.139443e-05 5.697215e-06
[259,] 0.9999889 2.215126e-05 1.107563e-05
[260,] 0.9999621 7.583368e-05 3.791684e-05
[261,] 0.9998756 2.488799e-04 1.244399e-04
[262,] 0.9996934 6.132587e-04 3.066293e-04
[263,] 0.9989923 2.015441e-03 1.007720e-03
[264,] 0.9974623 5.075377e-03 2.537689e-03
[265,] 0.9903241 1.935183e-02 9.675917e-03
[266,] 0.9845507 3.089864e-02 1.544932e-02
> postscript(file="/var/fisher/rcomp/tmp/19zk21355848604.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/293l71355848604.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/38nko1355848604.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/4ure41355848604.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/5x5do1355848604.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
66621.62422 -1050.12404 12972.95150 -77463.69205 35840.21231
6 7 8 9 10
-3273.34051 30874.30244 2694.45846 11945.43708 -13167.68563
11 12 13 14 15
24377.58237 28913.80264 -18588.68273 -8341.72416 15612.11501
16 17 18 19 20
27560.27837 -80663.53583 36738.63894 5462.32137 3942.46620
21 22 23 24 25
220.97056 10893.29362 102519.01888 37963.08263 -35074.61415
26 27 28 29 30
-96853.08132 -53812.87748 -13981.18604 32022.56701 -9509.94075
31 32 33 34 35
18264.65822 2891.84721 2012.65873 28491.05196 -19282.54680
36 37 38 39 40
25703.20748 31736.40500 7604.71676 64293.32211 1490.66829
41 42 43 44 45
16203.01714 37186.77238 -24737.55861 -9517.07504 -24210.26485
46 47 48 49 50
-8918.14995 -44672.82566 2696.31474 4328.81375 -52761.21148
51 52 53 54 55
41398.45541 -11414.75823 -16640.44869 -26424.10863 -54009.54362
56 57 58 59 60
4452.88308 -13034.94197 49928.03902 -3680.50924 -7093.03715
61 62 63 64 65
8802.93452 30616.31579 35904.36745 9240.26250 -244.22199
66 67 68 69 70
2263.90101 23257.13131 9666.28791 9142.34385 -35763.43347
71 72 73 74 75
12698.11623 47766.06870 41228.52542 -22769.87826 -31847.62669
76 77 78 79 80
-18300.09169 -38704.00243 -16406.47703 -25335.50592 3104.96850
81 82 83 84 85
3154.58345 -35885.59495 39680.59832 28941.93978 19868.92965
86 87 88 89 90
-29469.01005 -11691.84657 -18269.74684 67913.68071 -16608.77643
91 92 93 94 95
38731.99036 -16089.71078 -29329.62804 8098.25632 18240.89203
96 97 98 99 100
12012.42714 30113.91416 -127403.15985 22359.39949 -10977.88386
101 102 103 104 105
16974.33501 -23740.14160 44846.16172 11742.78212 31775.28329
106 107 108 109 110
25515.94460 -31551.91441 -7016.27841 27957.30482 661.17454
111 112 113 114 115
15266.68458 -14234.46555 -15717.41537 5145.58458 -20566.69422
116 117 118 119 120
-30401.30445 -20510.23036 48641.85355 3296.13488 -20191.40714
121 122 123 124 125
-3012.86634 -44997.11909 -27409.85275 -56463.80241 75007.12904
126 127 128 129 130
19972.03686 10465.64033 -12690.31959 23719.90678 2337.51677
131 132 133 134 135
-3361.37340 -38266.62853 16281.35960 -60989.29753 -13050.28962
136 137 138 139 140
56682.14007 2134.49308 43087.13467 -18125.24367 -8640.53611
141 142 143 144 145
-23933.37401 -9280.15269 6351.19986 -12314.48611 8711.81198
146 147 148 149 150
-18959.36001 -3486.33792 -10935.07959 -19319.55717 -1731.60679
151 152 153 154 155
23621.08719 17105.50957 -11996.38848 5228.28018 15094.55291
156 157 158 159 160
44366.34517 18782.97764 19468.35651 -22838.54639 -22089.90463
161 162 163 164 165
21949.49358 -13279.96730 -14939.74567 -21641.42806 -30227.02445
166 167 168 169 170
34508.13760 -4015.19744 16452.22236 23131.88747 87946.04440
171 172 173 174 175
-10618.01906 3963.41435 1895.96395 19009.24603 -90488.55536
176 177 178 179 180
2987.83031 -31482.76830 5888.29240 -2799.67595 37191.12699
181 182 183 184 185
-20835.17840 -54597.42372 7089.74623 23951.58160 26037.83962
186 187 188 189 190
1637.87482 -369.27384 13932.91089 8190.93105 10832.06889
191 192 193 194 195
33990.78770 -7853.96926 -13939.72738 -495.51527 -2841.00911
196 197 198 199 200
5305.07734 -23822.66997 8096.54059 -31393.13864 -6151.92697
201 202 203 204 205
5338.04682 4140.44233 10379.02847 4496.49488 -31843.06837
206 207 208 209 210
-9290.02986 -7433.37893 41833.84678 23145.65650 -4977.37765
211 212 213 214 215
12989.00552 26968.29249 -1903.90439 -2149.88812 -30816.66448
216 217 218 219 220
-16143.81266 -34456.40874 6658.19540 3161.73831 23668.91293
221 222 223 224 225
-19945.37566 -4759.16838 -47703.30549 5190.77833 -3632.70433
226 227 228 229 230
3220.96369 22880.39619 -29103.61339 -20786.49066 -38947.27953
231 232 233 234 235
-14735.43023 -2516.72769 -32523.00847 -4848.70701 -27279.87635
236 237 238 239 240
-14242.62631 49056.76102 -6734.38795 -11884.88811 -23423.87943
241 242 243 244 245
13267.67186 -131.06791 -17228.08307 -9521.82595 -1727.28021
246 247 248 249 250
-9619.91879 -21110.70702 18959.91125 6048.59606 -12587.78858
251 252 253 254 255
14231.67859 6361.31013 11346.41869 -2698.82207 -23238.78466
256 257 258 259 260
379.31518 -11233.83393 8883.97197 12540.46897 6503.18665
261 262 263 264 265
-12489.59823 4645.33874 12239.94574 -5747.34010 -14581.70883
266 267 268 269 270
7622.34397 -23225.85871 -4533.98809 44327.92997 -14784.76752
271 272 273 274 275
-3581.69078 297.96654 2153.85242 3739.47934 11112.78220
276 277 278 279 280
-14909.69800 16059.14677 9778.43756 -3986.04088 12222.44830
281 282 283 284 285
-6668.75803 18082.33877 146.86779 11978.93653 -389.12295
286 287 288 289
50.11657 2842.44076 -761.65053 -2118.40561
> postscript(file="/var/fisher/rcomp/tmp/623vy1355848604.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 66621.62422 NA
1 -1050.12404 66621.62422
2 12972.95150 -1050.12404
3 -77463.69205 12972.95150
4 35840.21231 -77463.69205
5 -3273.34051 35840.21231
6 30874.30244 -3273.34051
7 2694.45846 30874.30244
8 11945.43708 2694.45846
9 -13167.68563 11945.43708
10 24377.58237 -13167.68563
11 28913.80264 24377.58237
12 -18588.68273 28913.80264
13 -8341.72416 -18588.68273
14 15612.11501 -8341.72416
15 27560.27837 15612.11501
16 -80663.53583 27560.27837
17 36738.63894 -80663.53583
18 5462.32137 36738.63894
19 3942.46620 5462.32137
20 220.97056 3942.46620
21 10893.29362 220.97056
22 102519.01888 10893.29362
23 37963.08263 102519.01888
24 -35074.61415 37963.08263
25 -96853.08132 -35074.61415
26 -53812.87748 -96853.08132
27 -13981.18604 -53812.87748
28 32022.56701 -13981.18604
29 -9509.94075 32022.56701
30 18264.65822 -9509.94075
31 2891.84721 18264.65822
32 2012.65873 2891.84721
33 28491.05196 2012.65873
34 -19282.54680 28491.05196
35 25703.20748 -19282.54680
36 31736.40500 25703.20748
37 7604.71676 31736.40500
38 64293.32211 7604.71676
39 1490.66829 64293.32211
40 16203.01714 1490.66829
41 37186.77238 16203.01714
42 -24737.55861 37186.77238
43 -9517.07504 -24737.55861
44 -24210.26485 -9517.07504
45 -8918.14995 -24210.26485
46 -44672.82566 -8918.14995
47 2696.31474 -44672.82566
48 4328.81375 2696.31474
49 -52761.21148 4328.81375
50 41398.45541 -52761.21148
51 -11414.75823 41398.45541
52 -16640.44869 -11414.75823
53 -26424.10863 -16640.44869
54 -54009.54362 -26424.10863
55 4452.88308 -54009.54362
56 -13034.94197 4452.88308
57 49928.03902 -13034.94197
58 -3680.50924 49928.03902
59 -7093.03715 -3680.50924
60 8802.93452 -7093.03715
61 30616.31579 8802.93452
62 35904.36745 30616.31579
63 9240.26250 35904.36745
64 -244.22199 9240.26250
65 2263.90101 -244.22199
66 23257.13131 2263.90101
67 9666.28791 23257.13131
68 9142.34385 9666.28791
69 -35763.43347 9142.34385
70 12698.11623 -35763.43347
71 47766.06870 12698.11623
72 41228.52542 47766.06870
73 -22769.87826 41228.52542
74 -31847.62669 -22769.87826
75 -18300.09169 -31847.62669
76 -38704.00243 -18300.09169
77 -16406.47703 -38704.00243
78 -25335.50592 -16406.47703
79 3104.96850 -25335.50592
80 3154.58345 3104.96850
81 -35885.59495 3154.58345
82 39680.59832 -35885.59495
83 28941.93978 39680.59832
84 19868.92965 28941.93978
85 -29469.01005 19868.92965
86 -11691.84657 -29469.01005
87 -18269.74684 -11691.84657
88 67913.68071 -18269.74684
89 -16608.77643 67913.68071
90 38731.99036 -16608.77643
91 -16089.71078 38731.99036
92 -29329.62804 -16089.71078
93 8098.25632 -29329.62804
94 18240.89203 8098.25632
95 12012.42714 18240.89203
96 30113.91416 12012.42714
97 -127403.15985 30113.91416
98 22359.39949 -127403.15985
99 -10977.88386 22359.39949
100 16974.33501 -10977.88386
101 -23740.14160 16974.33501
102 44846.16172 -23740.14160
103 11742.78212 44846.16172
104 31775.28329 11742.78212
105 25515.94460 31775.28329
106 -31551.91441 25515.94460
107 -7016.27841 -31551.91441
108 27957.30482 -7016.27841
109 661.17454 27957.30482
110 15266.68458 661.17454
111 -14234.46555 15266.68458
112 -15717.41537 -14234.46555
113 5145.58458 -15717.41537
114 -20566.69422 5145.58458
115 -30401.30445 -20566.69422
116 -20510.23036 -30401.30445
117 48641.85355 -20510.23036
118 3296.13488 48641.85355
119 -20191.40714 3296.13488
120 -3012.86634 -20191.40714
121 -44997.11909 -3012.86634
122 -27409.85275 -44997.11909
123 -56463.80241 -27409.85275
124 75007.12904 -56463.80241
125 19972.03686 75007.12904
126 10465.64033 19972.03686
127 -12690.31959 10465.64033
128 23719.90678 -12690.31959
129 2337.51677 23719.90678
130 -3361.37340 2337.51677
131 -38266.62853 -3361.37340
132 16281.35960 -38266.62853
133 -60989.29753 16281.35960
134 -13050.28962 -60989.29753
135 56682.14007 -13050.28962
136 2134.49308 56682.14007
137 43087.13467 2134.49308
138 -18125.24367 43087.13467
139 -8640.53611 -18125.24367
140 -23933.37401 -8640.53611
141 -9280.15269 -23933.37401
142 6351.19986 -9280.15269
143 -12314.48611 6351.19986
144 8711.81198 -12314.48611
145 -18959.36001 8711.81198
146 -3486.33792 -18959.36001
147 -10935.07959 -3486.33792
148 -19319.55717 -10935.07959
149 -1731.60679 -19319.55717
150 23621.08719 -1731.60679
151 17105.50957 23621.08719
152 -11996.38848 17105.50957
153 5228.28018 -11996.38848
154 15094.55291 5228.28018
155 44366.34517 15094.55291
156 18782.97764 44366.34517
157 19468.35651 18782.97764
158 -22838.54639 19468.35651
159 -22089.90463 -22838.54639
160 21949.49358 -22089.90463
161 -13279.96730 21949.49358
162 -14939.74567 -13279.96730
163 -21641.42806 -14939.74567
164 -30227.02445 -21641.42806
165 34508.13760 -30227.02445
166 -4015.19744 34508.13760
167 16452.22236 -4015.19744
168 23131.88747 16452.22236
169 87946.04440 23131.88747
170 -10618.01906 87946.04440
171 3963.41435 -10618.01906
172 1895.96395 3963.41435
173 19009.24603 1895.96395
174 -90488.55536 19009.24603
175 2987.83031 -90488.55536
176 -31482.76830 2987.83031
177 5888.29240 -31482.76830
178 -2799.67595 5888.29240
179 37191.12699 -2799.67595
180 -20835.17840 37191.12699
181 -54597.42372 -20835.17840
182 7089.74623 -54597.42372
183 23951.58160 7089.74623
184 26037.83962 23951.58160
185 1637.87482 26037.83962
186 -369.27384 1637.87482
187 13932.91089 -369.27384
188 8190.93105 13932.91089
189 10832.06889 8190.93105
190 33990.78770 10832.06889
191 -7853.96926 33990.78770
192 -13939.72738 -7853.96926
193 -495.51527 -13939.72738
194 -2841.00911 -495.51527
195 5305.07734 -2841.00911
196 -23822.66997 5305.07734
197 8096.54059 -23822.66997
198 -31393.13864 8096.54059
199 -6151.92697 -31393.13864
200 5338.04682 -6151.92697
201 4140.44233 5338.04682
202 10379.02847 4140.44233
203 4496.49488 10379.02847
204 -31843.06837 4496.49488
205 -9290.02986 -31843.06837
206 -7433.37893 -9290.02986
207 41833.84678 -7433.37893
208 23145.65650 41833.84678
209 -4977.37765 23145.65650
210 12989.00552 -4977.37765
211 26968.29249 12989.00552
212 -1903.90439 26968.29249
213 -2149.88812 -1903.90439
214 -30816.66448 -2149.88812
215 -16143.81266 -30816.66448
216 -34456.40874 -16143.81266
217 6658.19540 -34456.40874
218 3161.73831 6658.19540
219 23668.91293 3161.73831
220 -19945.37566 23668.91293
221 -4759.16838 -19945.37566
222 -47703.30549 -4759.16838
223 5190.77833 -47703.30549
224 -3632.70433 5190.77833
225 3220.96369 -3632.70433
226 22880.39619 3220.96369
227 -29103.61339 22880.39619
228 -20786.49066 -29103.61339
229 -38947.27953 -20786.49066
230 -14735.43023 -38947.27953
231 -2516.72769 -14735.43023
232 -32523.00847 -2516.72769
233 -4848.70701 -32523.00847
234 -27279.87635 -4848.70701
235 -14242.62631 -27279.87635
236 49056.76102 -14242.62631
237 -6734.38795 49056.76102
238 -11884.88811 -6734.38795
239 -23423.87943 -11884.88811
240 13267.67186 -23423.87943
241 -131.06791 13267.67186
242 -17228.08307 -131.06791
243 -9521.82595 -17228.08307
244 -1727.28021 -9521.82595
245 -9619.91879 -1727.28021
246 -21110.70702 -9619.91879
247 18959.91125 -21110.70702
248 6048.59606 18959.91125
249 -12587.78858 6048.59606
250 14231.67859 -12587.78858
251 6361.31013 14231.67859
252 11346.41869 6361.31013
253 -2698.82207 11346.41869
254 -23238.78466 -2698.82207
255 379.31518 -23238.78466
256 -11233.83393 379.31518
257 8883.97197 -11233.83393
258 12540.46897 8883.97197
259 6503.18665 12540.46897
260 -12489.59823 6503.18665
261 4645.33874 -12489.59823
262 12239.94574 4645.33874
263 -5747.34010 12239.94574
264 -14581.70883 -5747.34010
265 7622.34397 -14581.70883
266 -23225.85871 7622.34397
267 -4533.98809 -23225.85871
268 44327.92997 -4533.98809
269 -14784.76752 44327.92997
270 -3581.69078 -14784.76752
271 297.96654 -3581.69078
272 2153.85242 297.96654
273 3739.47934 2153.85242
274 11112.78220 3739.47934
275 -14909.69800 11112.78220
276 16059.14677 -14909.69800
277 9778.43756 16059.14677
278 -3986.04088 9778.43756
279 12222.44830 -3986.04088
280 -6668.75803 12222.44830
281 18082.33877 -6668.75803
282 146.86779 18082.33877
283 11978.93653 146.86779
284 -389.12295 11978.93653
285 50.11657 -389.12295
286 2842.44076 50.11657
287 -761.65053 2842.44076
288 -2118.40561 -761.65053
289 NA -2118.40561
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -1050.12404 66621.62422
[2,] 12972.95150 -1050.12404
[3,] -77463.69205 12972.95150
[4,] 35840.21231 -77463.69205
[5,] -3273.34051 35840.21231
[6,] 30874.30244 -3273.34051
[7,] 2694.45846 30874.30244
[8,] 11945.43708 2694.45846
[9,] -13167.68563 11945.43708
[10,] 24377.58237 -13167.68563
[11,] 28913.80264 24377.58237
[12,] -18588.68273 28913.80264
[13,] -8341.72416 -18588.68273
[14,] 15612.11501 -8341.72416
[15,] 27560.27837 15612.11501
[16,] -80663.53583 27560.27837
[17,] 36738.63894 -80663.53583
[18,] 5462.32137 36738.63894
[19,] 3942.46620 5462.32137
[20,] 220.97056 3942.46620
[21,] 10893.29362 220.97056
[22,] 102519.01888 10893.29362
[23,] 37963.08263 102519.01888
[24,] -35074.61415 37963.08263
[25,] -96853.08132 -35074.61415
[26,] -53812.87748 -96853.08132
[27,] -13981.18604 -53812.87748
[28,] 32022.56701 -13981.18604
[29,] -9509.94075 32022.56701
[30,] 18264.65822 -9509.94075
[31,] 2891.84721 18264.65822
[32,] 2012.65873 2891.84721
[33,] 28491.05196 2012.65873
[34,] -19282.54680 28491.05196
[35,] 25703.20748 -19282.54680
[36,] 31736.40500 25703.20748
[37,] 7604.71676 31736.40500
[38,] 64293.32211 7604.71676
[39,] 1490.66829 64293.32211
[40,] 16203.01714 1490.66829
[41,] 37186.77238 16203.01714
[42,] -24737.55861 37186.77238
[43,] -9517.07504 -24737.55861
[44,] -24210.26485 -9517.07504
[45,] -8918.14995 -24210.26485
[46,] -44672.82566 -8918.14995
[47,] 2696.31474 -44672.82566
[48,] 4328.81375 2696.31474
[49,] -52761.21148 4328.81375
[50,] 41398.45541 -52761.21148
[51,] -11414.75823 41398.45541
[52,] -16640.44869 -11414.75823
[53,] -26424.10863 -16640.44869
[54,] -54009.54362 -26424.10863
[55,] 4452.88308 -54009.54362
[56,] -13034.94197 4452.88308
[57,] 49928.03902 -13034.94197
[58,] -3680.50924 49928.03902
[59,] -7093.03715 -3680.50924
[60,] 8802.93452 -7093.03715
[61,] 30616.31579 8802.93452
[62,] 35904.36745 30616.31579
[63,] 9240.26250 35904.36745
[64,] -244.22199 9240.26250
[65,] 2263.90101 -244.22199
[66,] 23257.13131 2263.90101
[67,] 9666.28791 23257.13131
[68,] 9142.34385 9666.28791
[69,] -35763.43347 9142.34385
[70,] 12698.11623 -35763.43347
[71,] 47766.06870 12698.11623
[72,] 41228.52542 47766.06870
[73,] -22769.87826 41228.52542
[74,] -31847.62669 -22769.87826
[75,] -18300.09169 -31847.62669
[76,] -38704.00243 -18300.09169
[77,] -16406.47703 -38704.00243
[78,] -25335.50592 -16406.47703
[79,] 3104.96850 -25335.50592
[80,] 3154.58345 3104.96850
[81,] -35885.59495 3154.58345
[82,] 39680.59832 -35885.59495
[83,] 28941.93978 39680.59832
[84,] 19868.92965 28941.93978
[85,] -29469.01005 19868.92965
[86,] -11691.84657 -29469.01005
[87,] -18269.74684 -11691.84657
[88,] 67913.68071 -18269.74684
[89,] -16608.77643 67913.68071
[90,] 38731.99036 -16608.77643
[91,] -16089.71078 38731.99036
[92,] -29329.62804 -16089.71078
[93,] 8098.25632 -29329.62804
[94,] 18240.89203 8098.25632
[95,] 12012.42714 18240.89203
[96,] 30113.91416 12012.42714
[97,] -127403.15985 30113.91416
[98,] 22359.39949 -127403.15985
[99,] -10977.88386 22359.39949
[100,] 16974.33501 -10977.88386
[101,] -23740.14160 16974.33501
[102,] 44846.16172 -23740.14160
[103,] 11742.78212 44846.16172
[104,] 31775.28329 11742.78212
[105,] 25515.94460 31775.28329
[106,] -31551.91441 25515.94460
[107,] -7016.27841 -31551.91441
[108,] 27957.30482 -7016.27841
[109,] 661.17454 27957.30482
[110,] 15266.68458 661.17454
[111,] -14234.46555 15266.68458
[112,] -15717.41537 -14234.46555
[113,] 5145.58458 -15717.41537
[114,] -20566.69422 5145.58458
[115,] -30401.30445 -20566.69422
[116,] -20510.23036 -30401.30445
[117,] 48641.85355 -20510.23036
[118,] 3296.13488 48641.85355
[119,] -20191.40714 3296.13488
[120,] -3012.86634 -20191.40714
[121,] -44997.11909 -3012.86634
[122,] -27409.85275 -44997.11909
[123,] -56463.80241 -27409.85275
[124,] 75007.12904 -56463.80241
[125,] 19972.03686 75007.12904
[126,] 10465.64033 19972.03686
[127,] -12690.31959 10465.64033
[128,] 23719.90678 -12690.31959
[129,] 2337.51677 23719.90678
[130,] -3361.37340 2337.51677
[131,] -38266.62853 -3361.37340
[132,] 16281.35960 -38266.62853
[133,] -60989.29753 16281.35960
[134,] -13050.28962 -60989.29753
[135,] 56682.14007 -13050.28962
[136,] 2134.49308 56682.14007
[137,] 43087.13467 2134.49308
[138,] -18125.24367 43087.13467
[139,] -8640.53611 -18125.24367
[140,] -23933.37401 -8640.53611
[141,] -9280.15269 -23933.37401
[142,] 6351.19986 -9280.15269
[143,] -12314.48611 6351.19986
[144,] 8711.81198 -12314.48611
[145,] -18959.36001 8711.81198
[146,] -3486.33792 -18959.36001
[147,] -10935.07959 -3486.33792
[148,] -19319.55717 -10935.07959
[149,] -1731.60679 -19319.55717
[150,] 23621.08719 -1731.60679
[151,] 17105.50957 23621.08719
[152,] -11996.38848 17105.50957
[153,] 5228.28018 -11996.38848
[154,] 15094.55291 5228.28018
[155,] 44366.34517 15094.55291
[156,] 18782.97764 44366.34517
[157,] 19468.35651 18782.97764
[158,] -22838.54639 19468.35651
[159,] -22089.90463 -22838.54639
[160,] 21949.49358 -22089.90463
[161,] -13279.96730 21949.49358
[162,] -14939.74567 -13279.96730
[163,] -21641.42806 -14939.74567
[164,] -30227.02445 -21641.42806
[165,] 34508.13760 -30227.02445
[166,] -4015.19744 34508.13760
[167,] 16452.22236 -4015.19744
[168,] 23131.88747 16452.22236
[169,] 87946.04440 23131.88747
[170,] -10618.01906 87946.04440
[171,] 3963.41435 -10618.01906
[172,] 1895.96395 3963.41435
[173,] 19009.24603 1895.96395
[174,] -90488.55536 19009.24603
[175,] 2987.83031 -90488.55536
[176,] -31482.76830 2987.83031
[177,] 5888.29240 -31482.76830
[178,] -2799.67595 5888.29240
[179,] 37191.12699 -2799.67595
[180,] -20835.17840 37191.12699
[181,] -54597.42372 -20835.17840
[182,] 7089.74623 -54597.42372
[183,] 23951.58160 7089.74623
[184,] 26037.83962 23951.58160
[185,] 1637.87482 26037.83962
[186,] -369.27384 1637.87482
[187,] 13932.91089 -369.27384
[188,] 8190.93105 13932.91089
[189,] 10832.06889 8190.93105
[190,] 33990.78770 10832.06889
[191,] -7853.96926 33990.78770
[192,] -13939.72738 -7853.96926
[193,] -495.51527 -13939.72738
[194,] -2841.00911 -495.51527
[195,] 5305.07734 -2841.00911
[196,] -23822.66997 5305.07734
[197,] 8096.54059 -23822.66997
[198,] -31393.13864 8096.54059
[199,] -6151.92697 -31393.13864
[200,] 5338.04682 -6151.92697
[201,] 4140.44233 5338.04682
[202,] 10379.02847 4140.44233
[203,] 4496.49488 10379.02847
[204,] -31843.06837 4496.49488
[205,] -9290.02986 -31843.06837
[206,] -7433.37893 -9290.02986
[207,] 41833.84678 -7433.37893
[208,] 23145.65650 41833.84678
[209,] -4977.37765 23145.65650
[210,] 12989.00552 -4977.37765
[211,] 26968.29249 12989.00552
[212,] -1903.90439 26968.29249
[213,] -2149.88812 -1903.90439
[214,] -30816.66448 -2149.88812
[215,] -16143.81266 -30816.66448
[216,] -34456.40874 -16143.81266
[217,] 6658.19540 -34456.40874
[218,] 3161.73831 6658.19540
[219,] 23668.91293 3161.73831
[220,] -19945.37566 23668.91293
[221,] -4759.16838 -19945.37566
[222,] -47703.30549 -4759.16838
[223,] 5190.77833 -47703.30549
[224,] -3632.70433 5190.77833
[225,] 3220.96369 -3632.70433
[226,] 22880.39619 3220.96369
[227,] -29103.61339 22880.39619
[228,] -20786.49066 -29103.61339
[229,] -38947.27953 -20786.49066
[230,] -14735.43023 -38947.27953
[231,] -2516.72769 -14735.43023
[232,] -32523.00847 -2516.72769
[233,] -4848.70701 -32523.00847
[234,] -27279.87635 -4848.70701
[235,] -14242.62631 -27279.87635
[236,] 49056.76102 -14242.62631
[237,] -6734.38795 49056.76102
[238,] -11884.88811 -6734.38795
[239,] -23423.87943 -11884.88811
[240,] 13267.67186 -23423.87943
[241,] -131.06791 13267.67186
[242,] -17228.08307 -131.06791
[243,] -9521.82595 -17228.08307
[244,] -1727.28021 -9521.82595
[245,] -9619.91879 -1727.28021
[246,] -21110.70702 -9619.91879
[247,] 18959.91125 -21110.70702
[248,] 6048.59606 18959.91125
[249,] -12587.78858 6048.59606
[250,] 14231.67859 -12587.78858
[251,] 6361.31013 14231.67859
[252,] 11346.41869 6361.31013
[253,] -2698.82207 11346.41869
[254,] -23238.78466 -2698.82207
[255,] 379.31518 -23238.78466
[256,] -11233.83393 379.31518
[257,] 8883.97197 -11233.83393
[258,] 12540.46897 8883.97197
[259,] 6503.18665 12540.46897
[260,] -12489.59823 6503.18665
[261,] 4645.33874 -12489.59823
[262,] 12239.94574 4645.33874
[263,] -5747.34010 12239.94574
[264,] -14581.70883 -5747.34010
[265,] 7622.34397 -14581.70883
[266,] -23225.85871 7622.34397
[267,] -4533.98809 -23225.85871
[268,] 44327.92997 -4533.98809
[269,] -14784.76752 44327.92997
[270,] -3581.69078 -14784.76752
[271,] 297.96654 -3581.69078
[272,] 2153.85242 297.96654
[273,] 3739.47934 2153.85242
[274,] 11112.78220 3739.47934
[275,] -14909.69800 11112.78220
[276,] 16059.14677 -14909.69800
[277,] 9778.43756 16059.14677
[278,] -3986.04088 9778.43756
[279,] 12222.44830 -3986.04088
[280,] -6668.75803 12222.44830
[281,] 18082.33877 -6668.75803
[282,] 146.86779 18082.33877
[283,] 11978.93653 146.86779
[284,] -389.12295 11978.93653
[285,] 50.11657 -389.12295
[286,] 2842.44076 50.11657
[287,] -761.65053 2842.44076
[288,] -2118.40561 -761.65053
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -1050.12404 66621.62422
2 12972.95150 -1050.12404
3 -77463.69205 12972.95150
4 35840.21231 -77463.69205
5 -3273.34051 35840.21231
6 30874.30244 -3273.34051
7 2694.45846 30874.30244
8 11945.43708 2694.45846
9 -13167.68563 11945.43708
10 24377.58237 -13167.68563
11 28913.80264 24377.58237
12 -18588.68273 28913.80264
13 -8341.72416 -18588.68273
14 15612.11501 -8341.72416
15 27560.27837 15612.11501
16 -80663.53583 27560.27837
17 36738.63894 -80663.53583
18 5462.32137 36738.63894
19 3942.46620 5462.32137
20 220.97056 3942.46620
21 10893.29362 220.97056
22 102519.01888 10893.29362
23 37963.08263 102519.01888
24 -35074.61415 37963.08263
25 -96853.08132 -35074.61415
26 -53812.87748 -96853.08132
27 -13981.18604 -53812.87748
28 32022.56701 -13981.18604
29 -9509.94075 32022.56701
30 18264.65822 -9509.94075
31 2891.84721 18264.65822
32 2012.65873 2891.84721
33 28491.05196 2012.65873
34 -19282.54680 28491.05196
35 25703.20748 -19282.54680
36 31736.40500 25703.20748
37 7604.71676 31736.40500
38 64293.32211 7604.71676
39 1490.66829 64293.32211
40 16203.01714 1490.66829
41 37186.77238 16203.01714
42 -24737.55861 37186.77238
43 -9517.07504 -24737.55861
44 -24210.26485 -9517.07504
45 -8918.14995 -24210.26485
46 -44672.82566 -8918.14995
47 2696.31474 -44672.82566
48 4328.81375 2696.31474
49 -52761.21148 4328.81375
50 41398.45541 -52761.21148
51 -11414.75823 41398.45541
52 -16640.44869 -11414.75823
53 -26424.10863 -16640.44869
54 -54009.54362 -26424.10863
55 4452.88308 -54009.54362
56 -13034.94197 4452.88308
57 49928.03902 -13034.94197
58 -3680.50924 49928.03902
59 -7093.03715 -3680.50924
60 8802.93452 -7093.03715
61 30616.31579 8802.93452
62 35904.36745 30616.31579
63 9240.26250 35904.36745
64 -244.22199 9240.26250
65 2263.90101 -244.22199
66 23257.13131 2263.90101
67 9666.28791 23257.13131
68 9142.34385 9666.28791
69 -35763.43347 9142.34385
70 12698.11623 -35763.43347
71 47766.06870 12698.11623
72 41228.52542 47766.06870
73 -22769.87826 41228.52542
74 -31847.62669 -22769.87826
75 -18300.09169 -31847.62669
76 -38704.00243 -18300.09169
77 -16406.47703 -38704.00243
78 -25335.50592 -16406.47703
79 3104.96850 -25335.50592
80 3154.58345 3104.96850
81 -35885.59495 3154.58345
82 39680.59832 -35885.59495
83 28941.93978 39680.59832
84 19868.92965 28941.93978
85 -29469.01005 19868.92965
86 -11691.84657 -29469.01005
87 -18269.74684 -11691.84657
88 67913.68071 -18269.74684
89 -16608.77643 67913.68071
90 38731.99036 -16608.77643
91 -16089.71078 38731.99036
92 -29329.62804 -16089.71078
93 8098.25632 -29329.62804
94 18240.89203 8098.25632
95 12012.42714 18240.89203
96 30113.91416 12012.42714
97 -127403.15985 30113.91416
98 22359.39949 -127403.15985
99 -10977.88386 22359.39949
100 16974.33501 -10977.88386
101 -23740.14160 16974.33501
102 44846.16172 -23740.14160
103 11742.78212 44846.16172
104 31775.28329 11742.78212
105 25515.94460 31775.28329
106 -31551.91441 25515.94460
107 -7016.27841 -31551.91441
108 27957.30482 -7016.27841
109 661.17454 27957.30482
110 15266.68458 661.17454
111 -14234.46555 15266.68458
112 -15717.41537 -14234.46555
113 5145.58458 -15717.41537
114 -20566.69422 5145.58458
115 -30401.30445 -20566.69422
116 -20510.23036 -30401.30445
117 48641.85355 -20510.23036
118 3296.13488 48641.85355
119 -20191.40714 3296.13488
120 -3012.86634 -20191.40714
121 -44997.11909 -3012.86634
122 -27409.85275 -44997.11909
123 -56463.80241 -27409.85275
124 75007.12904 -56463.80241
125 19972.03686 75007.12904
126 10465.64033 19972.03686
127 -12690.31959 10465.64033
128 23719.90678 -12690.31959
129 2337.51677 23719.90678
130 -3361.37340 2337.51677
131 -38266.62853 -3361.37340
132 16281.35960 -38266.62853
133 -60989.29753 16281.35960
134 -13050.28962 -60989.29753
135 56682.14007 -13050.28962
136 2134.49308 56682.14007
137 43087.13467 2134.49308
138 -18125.24367 43087.13467
139 -8640.53611 -18125.24367
140 -23933.37401 -8640.53611
141 -9280.15269 -23933.37401
142 6351.19986 -9280.15269
143 -12314.48611 6351.19986
144 8711.81198 -12314.48611
145 -18959.36001 8711.81198
146 -3486.33792 -18959.36001
147 -10935.07959 -3486.33792
148 -19319.55717 -10935.07959
149 -1731.60679 -19319.55717
150 23621.08719 -1731.60679
151 17105.50957 23621.08719
152 -11996.38848 17105.50957
153 5228.28018 -11996.38848
154 15094.55291 5228.28018
155 44366.34517 15094.55291
156 18782.97764 44366.34517
157 19468.35651 18782.97764
158 -22838.54639 19468.35651
159 -22089.90463 -22838.54639
160 21949.49358 -22089.90463
161 -13279.96730 21949.49358
162 -14939.74567 -13279.96730
163 -21641.42806 -14939.74567
164 -30227.02445 -21641.42806
165 34508.13760 -30227.02445
166 -4015.19744 34508.13760
167 16452.22236 -4015.19744
168 23131.88747 16452.22236
169 87946.04440 23131.88747
170 -10618.01906 87946.04440
171 3963.41435 -10618.01906
172 1895.96395 3963.41435
173 19009.24603 1895.96395
174 -90488.55536 19009.24603
175 2987.83031 -90488.55536
176 -31482.76830 2987.83031
177 5888.29240 -31482.76830
178 -2799.67595 5888.29240
179 37191.12699 -2799.67595
180 -20835.17840 37191.12699
181 -54597.42372 -20835.17840
182 7089.74623 -54597.42372
183 23951.58160 7089.74623
184 26037.83962 23951.58160
185 1637.87482 26037.83962
186 -369.27384 1637.87482
187 13932.91089 -369.27384
188 8190.93105 13932.91089
189 10832.06889 8190.93105
190 33990.78770 10832.06889
191 -7853.96926 33990.78770
192 -13939.72738 -7853.96926
193 -495.51527 -13939.72738
194 -2841.00911 -495.51527
195 5305.07734 -2841.00911
196 -23822.66997 5305.07734
197 8096.54059 -23822.66997
198 -31393.13864 8096.54059
199 -6151.92697 -31393.13864
200 5338.04682 -6151.92697
201 4140.44233 5338.04682
202 10379.02847 4140.44233
203 4496.49488 10379.02847
204 -31843.06837 4496.49488
205 -9290.02986 -31843.06837
206 -7433.37893 -9290.02986
207 41833.84678 -7433.37893
208 23145.65650 41833.84678
209 -4977.37765 23145.65650
210 12989.00552 -4977.37765
211 26968.29249 12989.00552
212 -1903.90439 26968.29249
213 -2149.88812 -1903.90439
214 -30816.66448 -2149.88812
215 -16143.81266 -30816.66448
216 -34456.40874 -16143.81266
217 6658.19540 -34456.40874
218 3161.73831 6658.19540
219 23668.91293 3161.73831
220 -19945.37566 23668.91293
221 -4759.16838 -19945.37566
222 -47703.30549 -4759.16838
223 5190.77833 -47703.30549
224 -3632.70433 5190.77833
225 3220.96369 -3632.70433
226 22880.39619 3220.96369
227 -29103.61339 22880.39619
228 -20786.49066 -29103.61339
229 -38947.27953 -20786.49066
230 -14735.43023 -38947.27953
231 -2516.72769 -14735.43023
232 -32523.00847 -2516.72769
233 -4848.70701 -32523.00847
234 -27279.87635 -4848.70701
235 -14242.62631 -27279.87635
236 49056.76102 -14242.62631
237 -6734.38795 49056.76102
238 -11884.88811 -6734.38795
239 -23423.87943 -11884.88811
240 13267.67186 -23423.87943
241 -131.06791 13267.67186
242 -17228.08307 -131.06791
243 -9521.82595 -17228.08307
244 -1727.28021 -9521.82595
245 -9619.91879 -1727.28021
246 -21110.70702 -9619.91879
247 18959.91125 -21110.70702
248 6048.59606 18959.91125
249 -12587.78858 6048.59606
250 14231.67859 -12587.78858
251 6361.31013 14231.67859
252 11346.41869 6361.31013
253 -2698.82207 11346.41869
254 -23238.78466 -2698.82207
255 379.31518 -23238.78466
256 -11233.83393 379.31518
257 8883.97197 -11233.83393
258 12540.46897 8883.97197
259 6503.18665 12540.46897
260 -12489.59823 6503.18665
261 4645.33874 -12489.59823
262 12239.94574 4645.33874
263 -5747.34010 12239.94574
264 -14581.70883 -5747.34010
265 7622.34397 -14581.70883
266 -23225.85871 7622.34397
267 -4533.98809 -23225.85871
268 44327.92997 -4533.98809
269 -14784.76752 44327.92997
270 -3581.69078 -14784.76752
271 297.96654 -3581.69078
272 2153.85242 297.96654
273 3739.47934 2153.85242
274 11112.78220 3739.47934
275 -14909.69800 11112.78220
276 16059.14677 -14909.69800
277 9778.43756 16059.14677
278 -3986.04088 9778.43756
279 12222.44830 -3986.04088
280 -6668.75803 12222.44830
281 18082.33877 -6668.75803
282 146.86779 18082.33877
283 11978.93653 146.86779
284 -389.12295 11978.93653
285 50.11657 -389.12295
286 2842.44076 50.11657
287 -761.65053 2842.44076
288 -2118.40561 -761.65053
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/706ms1355848604.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/86nhg1355848604.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/9fkgs1355848604.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/fisher/rcomp/tmp/10uq1j1355848604.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/11uhqw1355848605.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
+ a<-table.element(a,mysum$coefficients[i,1])
+ a<-table.element(a, round(mysum$coefficients[i,2],6))
+ a<-table.element(a, round(mysum$coefficients[i,3],4))
+ a<-table.element(a, round(mysum$coefficients[i,4],6))
+ a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/12gee31355848605.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$r.squared))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'R-squared',1,TRUE)
> a<-table.element(a, mysum$r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Adjusted R-squared',1,TRUE)
> a<-table.element(a, mysum$adj.r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (value)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[1])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[3])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'p-value',1,TRUE)
> a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
> a<-table.element(a, mysum$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/13obuv1355848605.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/14es2c1355848605.tab")
> if (n > n25) {
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-values',header=TRUE)
+ a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'breakpoint index',header=TRUE)
+ a<-table.element(a,'greater',header=TRUE)
+ a<-table.element(a,'2-sided',header=TRUE)
+ a<-table.element(a,'less',header=TRUE)
+ a<-table.row.end(a)
+ for (mypoint in kp3:nmkm3) {
+ a<-table.row.start(a)
+ a<-table.element(a,mypoint,header=TRUE)
+ a<-table.element(a,gqarr[mypoint-kp3+1,1])
+ a<-table.element(a,gqarr[mypoint-kp3+1,2])
+ a<-table.element(a,gqarr[mypoint-kp3+1,3])
+ a<-table.row.end(a)
+ }
+ a<-table.end(a)
+ table.save(a,file="/var/fisher/rcomp/tmp/15vemj1355848605.tab")
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'Description',header=TRUE)
+ a<-table.element(a,'# significant tests',header=TRUE)
+ a<-table.element(a,'% significant tests',header=TRUE)
+ a<-table.element(a,'OK/NOK',header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'1% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant1)
+ a<-table.element(a,numsignificant1/numgqtests)
+ if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'5% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant5)
+ a<-table.element(a,numsignificant5/numgqtests)
+ if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'10% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant10)
+ a<-table.element(a,numsignificant10/numgqtests)
+ if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.end(a)
+ table.save(a,file="/var/fisher/rcomp/tmp/1616el1355848605.tab")
+ }
>
> try(system("convert tmp/19zk21355848604.ps tmp/19zk21355848604.png",intern=TRUE))
character(0)
> try(system("convert tmp/293l71355848604.ps tmp/293l71355848604.png",intern=TRUE))
character(0)
> try(system("convert tmp/38nko1355848604.ps tmp/38nko1355848604.png",intern=TRUE))
character(0)
> try(system("convert tmp/4ure41355848604.ps tmp/4ure41355848604.png",intern=TRUE))
character(0)
> try(system("convert tmp/5x5do1355848604.ps tmp/5x5do1355848604.png",intern=TRUE))
character(0)
> try(system("convert tmp/623vy1355848604.ps tmp/623vy1355848604.png",intern=TRUE))
character(0)
> try(system("convert tmp/706ms1355848604.ps tmp/706ms1355848604.png",intern=TRUE))
character(0)
> try(system("convert tmp/86nhg1355848604.ps tmp/86nhg1355848604.png",intern=TRUE))
character(0)
> try(system("convert tmp/9fkgs1355848604.ps tmp/9fkgs1355848604.png",intern=TRUE))
character(0)
> try(system("convert tmp/10uq1j1355848604.ps tmp/10uq1j1355848604.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
13.029 1.736 14.809