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 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(87.28
+ ,255
+ ,87.28
+ ,280.2
+ ,87.09
+ ,299.9
+ ,86.92
+ ,339.2
+ ,87.59
+ ,374.2
+ ,90.72
+ ,393.5
+ ,90.69
+ ,389.2
+ ,90.3
+ ,381.7
+ ,89.55
+ ,375.2
+ ,88.94
+ ,369
+ ,88.41
+ ,357.4
+ ,87.82
+ ,352.1
+ ,87.07
+ ,346.5
+ ,86.82
+ ,342.9
+ ,86.4
+ ,340.3
+ ,86.02
+ ,328.3
+ ,85.66
+ ,322.9
+ ,85.32
+ ,314.3
+ ,85
+ ,308.9
+ ,84.67
+ ,294
+ ,83.94
+ ,285.6
+ ,82.83
+ ,281.2
+ ,81.95
+ ,280.3
+ ,81.19
+ ,278.8
+ ,80.48
+ ,274.5
+ ,78.86
+ ,270.4
+ ,69.47
+ ,263.4
+ ,68.77
+ ,259.9
+ ,70.06
+ ,258
+ ,73.95
+ ,262.7
+ ,75.8
+ ,284.7
+ ,77.79
+ ,311.3
+ ,81.57
+ ,322.1
+ ,83.07
+ ,327
+ ,84.34
+ ,331.3
+ ,85.1
+ ,333.3
+ ,85.25
+ ,321.4
+ ,84.26
+ ,327
+ ,83.63
+ ,320
+ ,86.44
+ ,314.7
+ ,85.3
+ ,316.7
+ ,84.1
+ ,314.4
+ ,83.36
+ ,321.3
+ ,82.48
+ ,318.2
+ ,81.58
+ ,307.2
+ ,80.47
+ ,301.3
+ ,79.34
+ ,287.5
+ ,82.13
+ ,277.7
+ ,81.69
+ ,274.4
+ ,80.7
+ ,258.8
+ ,79.88
+ ,253.3
+ ,79.16
+ ,251
+ ,78.38
+ ,248.4
+ ,77.42
+ ,249.5
+ ,76.47
+ ,246.1
+ ,75.46
+ ,244.5
+ ,74.48
+ ,243.6
+ ,78.27
+ ,244
+ ,80.7
+ ,240.8
+ ,79.91
+ ,249.8
+ ,78.75
+ ,248
+ ,77.78
+ ,259.4
+ ,81.14
+ ,260.5
+ ,81.08
+ ,260.8
+ ,80.03
+ ,261.3
+ ,78.91
+ ,259.5
+ ,78.01
+ ,256.6
+ ,76.9
+ ,257.9
+ ,75.97
+ ,256.5
+ ,81.93
+ ,254.2
+ ,80.27
+ ,253.3
+ ,78.67
+ ,253.8
+ ,77.42
+ ,255.5
+ ,76.16
+ ,257.1
+ ,74.7
+ ,257.3
+ ,76.39
+ ,253.2
+ ,76.04
+ ,252.8
+ ,74.65
+ ,252
+ ,73.29
+ ,250.7
+ ,71.79
+ ,252.2
+ ,74.39
+ ,250
+ ,74.91
+ ,251
+ ,74.54
+ ,253.4
+ ,73.08
+ ,251.2
+ ,72.75
+ ,255.6
+ ,71.32
+ ,261.1
+ ,70.38
+ ,258.9
+ ,70.35
+ ,259.9
+ ,70.01
+ ,261.2
+ ,69.36
+ ,264.7
+ ,67.77
+ ,267.1
+ ,69.26
+ ,266.4
+ ,69.8
+ ,267.7
+ ,68.38
+ ,268.6
+ ,67.62
+ ,267.5
+ ,68.39
+ ,268.5
+ ,66.95
+ ,268.5
+ ,65.21
+ ,270.5
+ ,66.64
+ ,270.9
+ ,63.45
+ ,270.1
+ ,60.66
+ ,269.3
+ ,62.34
+ ,269.8
+ ,60.32
+ ,270.1
+ ,58.64
+ ,264.9
+ ,60.46
+ ,263.7
+ ,58.59
+ ,264.8
+ ,61.87
+ ,263.7
+ ,61.85
+ ,255.9
+ ,67.44
+ ,276.2
+ ,77.06
+ ,360.1
+ ,91.74
+ ,380.5
+ ,93.15
+ ,373.7
+ ,94.15
+ ,369.8
+ ,93.11
+ ,366.6
+ ,91.51
+ ,359.3
+ ,89.96
+ ,345.8
+ ,88.16
+ ,326.2
+ ,86.98
+ ,324.5
+ ,88.03
+ ,328.1
+ ,86.24
+ ,327.5
+ ,84.65
+ ,324.4
+ ,83.23
+ ,316.5
+ ,81.7
+ ,310.9
+ ,80.25
+ ,301.5
+ ,78.8
+ ,291.7
+ ,77.51
+ ,290.4
+ ,76.2
+ ,287.4
+ ,75.04
+ ,277.7
+ ,74
+ ,281.6
+ ,75.49
+ ,288
+ ,77.14
+ ,276
+ ,76.15
+ ,272.9
+ ,76.27
+ ,283
+ ,78.19
+ ,283.3
+ ,76.49
+ ,276.8
+ ,77.31
+ ,284.5
+ ,76.65
+ ,282.7
+ ,74.99
+ ,281.2
+ ,73.51
+ ,287.4
+ ,72.07
+ ,283.1
+ ,70.59
+ ,284
+ ,71.96
+ ,285.5
+ ,76.29
+ ,289.2
+ ,74.86
+ ,292.5
+ ,74.93
+ ,296.4
+ ,71.9
+ ,305.2
+ ,71.01
+ ,303.9
+ ,77.47
+ ,311.5
+ ,75.78
+ ,316.3
+ ,76.6
+ ,316.7
+ ,76.07
+ ,322.5
+ ,74.57
+ ,317.1
+ ,73.02
+ ,309.8
+ ,72.65
+ ,303.8
+ ,73.16
+ ,290.3
+ ,71.53
+ ,293.7
+ ,69.78
+ ,291.7
+ ,67.98
+ ,296.5
+ ,69.96
+ ,289.1
+ ,72.16
+ ,288.5
+ ,70.47
+ ,293.8
+ ,68.86
+ ,297.7
+ ,67.37
+ ,305.4
+ ,65.87
+ ,302.7
+ ,72.16
+ ,302.5
+ ,71.34
+ ,303
+ ,69.93
+ ,294.5
+ ,68.44
+ ,294.1
+ ,67.16
+ ,294.5
+ ,66.01
+ ,297.1
+ ,67.25
+ ,289.4
+ ,70.91
+ ,292.4
+ ,69.75
+ ,287.9
+ ,68.59
+ ,286.6
+ ,67.48
+ ,280.5
+ ,66.31
+ ,272.4
+ ,64.81
+ ,269.2
+ ,66.58
+ ,270.6
+ ,65.97
+ ,267.3
+ ,64.7
+ ,262.5
+ ,64.7
+ ,266.8
+ ,60.94
+ ,268.8
+ ,59.08
+ ,263.1
+ ,58.42
+ ,261.2
+ ,57.77
+ ,266
+ ,57.11
+ ,262.5
+ ,53.31
+ ,265.2
+ ,49.96
+ ,261.3
+ ,49.4
+ ,253.7
+ ,48.84
+ ,249.2
+ ,48.3
+ ,239.1
+ ,47.74
+ ,236.4
+ ,47.24
+ ,235.2
+ ,46.76
+ ,245.2
+ ,46.29
+ ,246.2
+ ,48.9
+ ,247.7
+ ,49.23
+ ,251.4
+ ,48.53
+ ,253.3
+ ,48.03
+ ,254.8
+ ,54.34
+ ,250
+ ,53.79
+ ,249.3
+ ,53.24
+ ,241.5
+ ,52.96
+ ,243.3
+ ,52.17
+ ,248
+ ,51.7
+ ,253
+ ,58.55
+ ,252.9
+ ,78.2
+ ,251.5
+ ,77.03
+ ,251.6
+ ,76.19
+ ,253.5
+ ,77.15
+ ,259.8
+ ,75.87
+ ,334.1
+ ,95.47
+ ,448
+ ,109.67
+ ,445.8
+ ,112.28
+ ,445
+ ,112.01
+ ,448.2
+ ,107.93
+ ,438.2
+ ,105.96
+ ,439.8
+ ,105.06
+ ,423.4
+ ,102.98
+ ,410.8
+ ,102.2
+ ,408.4
+ ,105.23
+ ,406.7
+ ,101.85
+ ,405.9
+ ,99.89
+ ,402.7
+ ,96.23
+ ,405.1
+ ,94.76
+ ,399.6
+ ,91.51
+ ,386.5
+ ,91.63
+ ,381.4
+ ,91.54
+ ,375.2
+ ,85.23
+ ,357.7
+ ,87.83
+ ,359
+ ,87.38
+ ,355
+ ,84.44
+ ,352.7
+ ,85.19
+ ,344.4
+ ,84.03
+ ,343.8
+ ,86.73
+ ,338
+ ,102.52
+ ,339
+ ,104.45
+ ,333.3
+ ,106.98
+ ,334.4
+ ,107.02
+ ,328.3
+ ,99.26
+ ,330.7
+ ,94.45
+ ,330
+ ,113.44
+ ,331.6
+ ,157.33
+ ,351.2
+ ,147.38
+ ,389.4
+ ,171.89
+ ,410.9
+ ,171.95
+ ,442.8
+ ,132.71
+ ,462.8
+ ,126.02
+ ,466.9
+ ,121.18
+ ,461.7
+ ,115.45
+ ,439.2
+ ,110.48
+ ,430.3
+ ,117.85
+ ,416.1
+ ,117.63
+ ,402.5
+ ,124.65
+ ,397.3
+ ,109.59
+ ,403.3
+ ,111.27
+ ,395.9
+ ,99.78
+ ,387.8
+ ,98.21
+ ,378.6
+ ,99.2
+ ,377.1
+ ,97.97
+ ,370.4
+ ,89.55
+ ,362
+ ,87.91
+ ,350.3
+ ,93.34
+ ,348.2
+ ,94.42
+ ,344.6
+ ,93.2
+ ,343.5
+ ,90.29
+ ,342.8
+ ,91.46
+ ,347.6
+ ,89.98
+ ,346.6
+ ,88.35
+ ,349.5
+ ,88.41
+ ,342.1
+ ,82.44
+ ,342
+ ,79.89
+ ,342.8
+ ,75.69
+ ,339.3
+ ,75.66
+ ,348.2
+ ,84.5
+ ,333.7
+ ,96.73
+ ,334.7
+ ,87.48
+ ,354
+ ,82.39
+ ,367.7
+ ,83.48
+ ,363.3
+ ,79.31
+ ,358.4
+ ,78.16
+ ,353.1
+ ,72.77
+ ,343.1
+ ,72.45
+ ,344.6
+ ,68.46
+ ,344.4
+ ,67.62
+ ,333.9
+ ,68.76
+ ,331.7
+ ,70.07
+ ,324.3
+ ,68.55
+ ,321.2
+ ,65.3
+ ,322.4
+ ,58.96
+ ,321.7
+ ,59.17
+ ,320.5
+ ,62.37
+ ,312.8
+ ,66.28
+ ,309.7
+ ,55.62
+ ,315.6
+ ,55.23
+ ,309.7
+ ,55.85
+ ,304.6
+ ,56.75
+ ,302.5
+ ,50.89
+ ,301.5
+ ,53.88
+ ,298.8
+ ,52.95
+ ,291.3
+ ,55.08
+ ,293.6
+ ,53.61
+ ,294.6
+ ,58.78
+ ,285.9
+ ,61.85
+ ,297.6
+ ,55.91
+ ,301.1
+ ,53.32
+ ,293.8
+ ,46.41
+ ,297.7
+ ,44.57
+ ,292.9
+ ,50
+ ,292.1
+ ,50
+ ,287.2
+ ,53.36
+ ,288.2
+ ,46.23
+ ,283.8
+ ,50.45
+ ,299.9
+ ,49.07
+ ,292.4
+ ,45.85
+ ,293.3
+ ,48.45
+ ,300.8
+ ,49.96
+ ,293.7
+ ,46.53
+ ,293.1
+ ,50.51
+ ,294.4
+ ,47.58
+ ,292.1
+ ,48.05
+ ,291.9
+ ,46.84
+ ,282.5
+ ,47.67
+ ,277.9
+ ,49.16
+ ,287.5
+ ,55.54
+ ,289.2
+ ,55.82
+ ,285.6
+ ,58.22
+ ,293.2
+ ,56.19
+ ,290.8
+ ,57.77
+ ,283.1
+ ,63.19
+ ,275
+ ,54.76
+ ,287.8
+ ,55.74
+ ,287.8
+ ,62.54
+ ,287.4
+ ,61.39
+ ,284
+ ,69.6
+ ,277.8
+ ,79.23
+ ,277.6
+ ,80
+ ,304.9
+ ,93.68
+ ,294
+ ,107.63
+ ,300.9
+ ,100.18
+ ,324
+ ,97.3
+ ,332.9
+ ,90.45
+ ,341.6
+ ,80.64
+ ,333.4
+ ,80.58
+ ,348.2
+ ,75.82
+ ,344.7
+ ,85.59
+ ,344.7
+ ,89.35
+ ,329.3
+ ,89.42
+ ,323.5
+ ,104.73
+ ,323.2
+ ,95.32
+ ,317.4
+ ,89.27
+ ,330.1
+ ,90.44
+ ,329.2
+ ,86.97
+ ,334.9
+ ,79.98
+ ,315.8
+ ,81.22
+ ,315.4
+ ,87.35
+ ,319.6
+ ,83.64
+ ,317.3
+ ,82.22
+ ,313.8
+ ,94.4
+ ,315.8
+ ,102.18
+ ,311.3)
+ ,dim=c(2
+ ,360)
+ ,dimnames=list(c('Colombia'
+ ,'USA')
+ ,1:360))
> y <- array(NA,dim=c(2,360),dimnames=list(c('Colombia','USA'),1:360))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '2'
> 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
USA Colombia t
1 255.0 87.28 1
2 280.2 87.28 2
3 299.9 87.09 3
4 339.2 86.92 4
5 374.2 87.59 5
6 393.5 90.72 6
7 389.2 90.69 7
8 381.7 90.30 8
9 375.2 89.55 9
10 369.0 88.94 10
11 357.4 88.41 11
12 352.1 87.82 12
13 346.5 87.07 13
14 342.9 86.82 14
15 340.3 86.40 15
16 328.3 86.02 16
17 322.9 85.66 17
18 314.3 85.32 18
19 308.9 85.00 19
20 294.0 84.67 20
21 285.6 83.94 21
22 281.2 82.83 22
23 280.3 81.95 23
24 278.8 81.19 24
25 274.5 80.48 25
26 270.4 78.86 26
27 263.4 69.47 27
28 259.9 68.77 28
29 258.0 70.06 29
30 262.7 73.95 30
31 284.7 75.80 31
32 311.3 77.79 32
33 322.1 81.57 33
34 327.0 83.07 34
35 331.3 84.34 35
36 333.3 85.10 36
37 321.4 85.25 37
38 327.0 84.26 38
39 320.0 83.63 39
40 314.7 86.44 40
41 316.7 85.30 41
42 314.4 84.10 42
43 321.3 83.36 43
44 318.2 82.48 44
45 307.2 81.58 45
46 301.3 80.47 46
47 287.5 79.34 47
48 277.7 82.13 48
49 274.4 81.69 49
50 258.8 80.70 50
51 253.3 79.88 51
52 251.0 79.16 52
53 248.4 78.38 53
54 249.5 77.42 54
55 246.1 76.47 55
56 244.5 75.46 56
57 243.6 74.48 57
58 244.0 78.27 58
59 240.8 80.70 59
60 249.8 79.91 60
61 248.0 78.75 61
62 259.4 77.78 62
63 260.5 81.14 63
64 260.8 81.08 64
65 261.3 80.03 65
66 259.5 78.91 66
67 256.6 78.01 67
68 257.9 76.90 68
69 256.5 75.97 69
70 254.2 81.93 70
71 253.3 80.27 71
72 253.8 78.67 72
73 255.5 77.42 73
74 257.1 76.16 74
75 257.3 74.70 75
76 253.2 76.39 76
77 252.8 76.04 77
78 252.0 74.65 78
79 250.7 73.29 79
80 252.2 71.79 80
81 250.0 74.39 81
82 251.0 74.91 82
83 253.4 74.54 83
84 251.2 73.08 84
85 255.6 72.75 85
86 261.1 71.32 86
87 258.9 70.38 87
88 259.9 70.35 88
89 261.2 70.01 89
90 264.7 69.36 90
91 267.1 67.77 91
92 266.4 69.26 92
93 267.7 69.80 93
94 268.6 68.38 94
95 267.5 67.62 95
96 268.5 68.39 96
97 268.5 66.95 97
98 270.5 65.21 98
99 270.9 66.64 99
100 270.1 63.45 100
101 269.3 60.66 101
102 269.8 62.34 102
103 270.1 60.32 103
104 264.9 58.64 104
105 263.7 60.46 105
106 264.8 58.59 106
107 263.7 61.87 107
108 255.9 61.85 108
109 276.2 67.44 109
110 360.1 77.06 110
111 380.5 91.74 111
112 373.7 93.15 112
113 369.8 94.15 113
114 366.6 93.11 114
115 359.3 91.51 115
116 345.8 89.96 116
117 326.2 88.16 117
118 324.5 86.98 118
119 328.1 88.03 119
120 327.5 86.24 120
121 324.4 84.65 121
122 316.5 83.23 122
123 310.9 81.70 123
124 301.5 80.25 124
125 291.7 78.80 125
126 290.4 77.51 126
127 287.4 76.20 127
128 277.7 75.04 128
129 281.6 74.00 129
130 288.0 75.49 130
131 276.0 77.14 131
132 272.9 76.15 132
133 283.0 76.27 133
134 283.3 78.19 134
135 276.8 76.49 135
136 284.5 77.31 136
137 282.7 76.65 137
138 281.2 74.99 138
139 287.4 73.51 139
140 283.1 72.07 140
141 284.0 70.59 141
142 285.5 71.96 142
143 289.2 76.29 143
144 292.5 74.86 144
145 296.4 74.93 145
146 305.2 71.90 146
147 303.9 71.01 147
148 311.5 77.47 148
149 316.3 75.78 149
150 316.7 76.60 150
151 322.5 76.07 151
152 317.1 74.57 152
153 309.8 73.02 153
154 303.8 72.65 154
155 290.3 73.16 155
156 293.7 71.53 156
157 291.7 69.78 157
158 296.5 67.98 158
159 289.1 69.96 159
160 288.5 72.16 160
161 293.8 70.47 161
162 297.7 68.86 162
163 305.4 67.37 163
164 302.7 65.87 164
165 302.5 72.16 165
166 303.0 71.34 166
167 294.5 69.93 167
168 294.1 68.44 168
169 294.5 67.16 169
170 297.1 66.01 170
171 289.4 67.25 171
172 292.4 70.91 172
173 287.9 69.75 173
174 286.6 68.59 174
175 280.5 67.48 175
176 272.4 66.31 176
177 269.2 64.81 177
178 270.6 66.58 178
179 267.3 65.97 179
180 262.5 64.70 180
181 266.8 64.70 181
182 268.8 60.94 182
183 263.1 59.08 183
184 261.2 58.42 184
185 266.0 57.77 185
186 262.5 57.11 186
187 265.2 53.31 187
188 261.3 49.96 188
189 253.7 49.40 189
190 249.2 48.84 190
191 239.1 48.30 191
192 236.4 47.74 192
193 235.2 47.24 193
194 245.2 46.76 194
195 246.2 46.29 195
196 247.7 48.90 196
197 251.4 49.23 197
198 253.3 48.53 198
199 254.8 48.03 199
200 250.0 54.34 200
201 249.3 53.79 201
202 241.5 53.24 202
203 243.3 52.96 203
204 248.0 52.17 204
205 253.0 51.70 205
206 252.9 58.55 206
207 251.5 78.20 207
208 251.6 77.03 208
209 253.5 76.19 209
210 259.8 77.15 210
211 334.1 75.87 211
212 448.0 95.47 212
213 445.8 109.67 213
214 445.0 112.28 214
215 448.2 112.01 215
216 438.2 107.93 216
217 439.8 105.96 217
218 423.4 105.06 218
219 410.8 102.98 219
220 408.4 102.20 220
221 406.7 105.23 221
222 405.9 101.85 222
223 402.7 99.89 223
224 405.1 96.23 224
225 399.6 94.76 225
226 386.5 91.51 226
227 381.4 91.63 227
228 375.2 91.54 228
229 357.7 85.23 229
230 359.0 87.83 230
231 355.0 87.38 231
232 352.7 84.44 232
233 344.4 85.19 233
234 343.8 84.03 234
235 338.0 86.73 235
236 339.0 102.52 236
237 333.3 104.45 237
238 334.4 106.98 238
239 328.3 107.02 239
240 330.7 99.26 240
241 330.0 94.45 241
242 331.6 113.44 242
243 351.2 157.33 243
244 389.4 147.38 244
245 410.9 171.89 245
246 442.8 171.95 246
247 462.8 132.71 247
248 466.9 126.02 248
249 461.7 121.18 249
250 439.2 115.45 250
251 430.3 110.48 251
252 416.1 117.85 252
253 402.5 117.63 253
254 397.3 124.65 254
255 403.3 109.59 255
256 395.9 111.27 256
257 387.8 99.78 257
258 378.6 98.21 258
259 377.1 99.20 259
260 370.4 97.97 260
261 362.0 89.55 261
262 350.3 87.91 262
263 348.2 93.34 263
264 344.6 94.42 264
265 343.5 93.20 265
266 342.8 90.29 266
267 347.6 91.46 267
268 346.6 89.98 268
269 349.5 88.35 269
270 342.1 88.41 270
271 342.0 82.44 271
272 342.8 79.89 272
273 339.3 75.69 273
274 348.2 75.66 274
275 333.7 84.50 275
276 334.7 96.73 276
277 354.0 87.48 277
278 367.7 82.39 278
279 363.3 83.48 279
280 358.4 79.31 280
281 353.1 78.16 281
282 343.1 72.77 282
283 344.6 72.45 283
284 344.4 68.46 284
285 333.9 67.62 285
286 331.7 68.76 286
287 324.3 70.07 287
288 321.2 68.55 288
289 322.4 65.30 289
290 321.7 58.96 290
291 320.5 59.17 291
292 312.8 62.37 292
293 309.7 66.28 293
294 315.6 55.62 294
295 309.7 55.23 295
296 304.6 55.85 296
297 302.5 56.75 297
298 301.5 50.89 298
299 298.8 53.88 299
300 291.3 52.95 300
301 293.6 55.08 301
302 294.6 53.61 302
303 285.9 58.78 303
304 297.6 61.85 304
305 301.1 55.91 305
306 293.8 53.32 306
307 297.7 46.41 307
308 292.9 44.57 308
309 292.1 50.00 309
310 287.2 50.00 310
311 288.2 53.36 311
312 283.8 46.23 312
313 299.9 50.45 313
314 292.4 49.07 314
315 293.3 45.85 315
316 300.8 48.45 316
317 293.7 49.96 317
318 293.1 46.53 318
319 294.4 50.51 319
320 292.1 47.58 320
321 291.9 48.05 321
322 282.5 46.84 322
323 277.9 47.67 323
324 287.5 49.16 324
325 289.2 55.54 325
326 285.6 55.82 326
327 293.2 58.22 327
328 290.8 56.19 328
329 283.1 57.77 329
330 275.0 63.19 330
331 287.8 54.76 331
332 287.8 55.74 332
333 287.4 62.54 333
334 284.0 61.39 334
335 277.8 69.60 335
336 277.6 79.23 336
337 304.9 80.00 337
338 294.0 93.68 338
339 300.9 107.63 339
340 324.0 100.18 340
341 332.9 97.30 341
342 341.6 90.45 342
343 333.4 80.64 343
344 348.2 80.58 344
345 344.7 75.82 345
346 344.7 85.59 346
347 329.3 89.35 347
348 323.5 89.42 348
349 323.2 104.73 349
350 317.4 95.32 350
351 330.1 89.27 351
352 329.2 90.44 352
353 334.9 86.97 353
354 315.8 79.98 354
355 315.4 81.22 355
356 319.6 87.35 356
357 317.3 83.64 357
358 313.8 82.22 358
359 315.8 94.40 359
360 311.3 102.18 360
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) Colombia t
135.6982 1.8812 0.1484
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-116.529 -18.386 -1.052 18.755 101.241
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 135.69819 7.62888 17.787 <2e-16 ***
Colombia 1.88117 0.08706 21.609 <2e-16 ***
t 0.14842 0.01577 9.412 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 31.06 on 357 degrees of freedom
Multiple R-squared: 0.6007, Adjusted R-squared: 0.5985
F-statistic: 268.6 on 2 and 357 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,] 0.0169054038 3.381081e-02 9.830946e-01
[2,] 0.0629708162 1.259416e-01 9.370292e-01
[3,] 0.2468436518 4.936873e-01 7.531563e-01
[4,] 0.4251576974 8.503154e-01 5.748423e-01
[5,] 0.4677697142 9.355394e-01 5.322303e-01
[6,] 0.4610604075 9.221208e-01 5.389396e-01
[7,] 0.4003731798 8.007464e-01 5.996268e-01
[8,] 0.3211749075 6.423498e-01 6.788251e-01
[9,] 0.2523575018 5.047150e-01 7.476425e-01
[10,] 0.1908318487 3.816637e-01 8.091682e-01
[11,] 0.1470318482 2.940637e-01 8.529682e-01
[12,] 0.1102823193 2.205646e-01 8.897177e-01
[13,] 0.0838173456 1.676347e-01 9.161827e-01
[14,] 0.0623052924 1.246106e-01 9.376947e-01
[15,] 0.0535293784 1.070588e-01 9.464706e-01
[16,] 0.0390930624 7.818612e-02 9.609069e-01
[17,] 0.0260383838 5.207677e-02 9.739616e-01
[18,] 0.0207702774 4.154055e-02 9.792297e-01
[19,] 0.0194576272 3.891525e-02 9.805424e-01
[20,] 0.0184746333 3.694927e-02 9.815254e-01
[21,] 0.0309149847 6.182997e-02 9.690850e-01
[22,] 0.5894766904 8.210466e-01 4.105233e-01
[23,] 0.6617034555 6.765931e-01 3.382965e-01
[24,] 0.6360117912 7.279764e-01 3.639882e-01
[25,] 0.5817763353 8.364473e-01 4.182237e-01
[26,] 0.5362036207 9.275928e-01 4.637964e-01
[27,] 0.5235085438 9.529829e-01 4.764915e-01
[28,] 0.4822019159 9.644038e-01 5.177981e-01
[29,] 0.4372929785 8.745860e-01 5.627070e-01
[30,] 0.3938151972 7.876304e-01 6.061848e-01
[31,] 0.3531914220 7.063828e-01 6.468086e-01
[32,] 0.3210498627 6.420997e-01 6.789501e-01
[33,] 0.2828687274 5.657375e-01 7.171313e-01
[34,] 0.2467918650 4.935837e-01 7.532081e-01
[35,] 0.2364208241 4.728416e-01 7.635792e-01
[36,] 0.2092724787 4.185450e-01 7.907275e-01
[37,] 0.1799861189 3.599722e-01 8.200139e-01
[38,] 0.1538561212 3.077122e-01 8.461439e-01
[39,] 0.1306163082 2.612326e-01 8.693837e-01
[40,] 0.1082074748 2.164149e-01 8.917925e-01
[41,] 0.0884405441 1.768811e-01 9.115595e-01
[42,] 0.0725851881 1.451704e-01 9.274148e-01
[43,] 0.0776704174 1.553408e-01 9.223296e-01
[44,] 0.0802284897 1.604570e-01 9.197715e-01
[45,] 0.0951270088 1.902540e-01 9.048730e-01
[46,] 0.1081913450 2.163827e-01 8.918087e-01
[47,] 0.1145327487 2.290655e-01 8.854673e-01
[48,] 0.1151221762 2.302444e-01 8.848778e-01
[49,] 0.1058383315 2.116767e-01 8.941617e-01
[50,] 0.0950381421 1.900763e-01 9.049619e-01
[51,] 0.0824799312 1.649599e-01 9.175201e-01
[52,] 0.0697292877 1.394586e-01 9.302707e-01
[53,] 0.0681285077 1.362570e-01 9.318715e-01
[54,] 0.0823595612 1.647191e-01 9.176404e-01
[55,] 0.0780578768 1.561158e-01 9.219421e-01
[56,] 0.0704584760 1.409170e-01 9.295415e-01
[57,] 0.0586400264 1.172801e-01 9.413600e-01
[58,] 0.0508736572 1.017473e-01 9.491263e-01
[59,] 0.0434781321 8.695626e-02 9.565219e-01
[60,] 0.0359708221 7.194164e-02 9.640292e-01
[61,] 0.0295629212 5.912584e-02 9.704371e-01
[62,] 0.0243595869 4.871917e-02 9.756404e-01
[63,] 0.0204514486 4.090290e-02 9.795486e-01
[64,] 0.0175468089 3.509362e-02 9.824532e-01
[65,] 0.0162157164 3.243143e-02 9.837843e-01
[66,] 0.0139108419 2.782168e-02 9.860892e-01
[67,] 0.0115474991 2.309500e-02 9.884525e-01
[68,] 0.0097175780 1.943516e-02 9.902824e-01
[69,] 0.0086506910 1.730138e-02 9.913493e-01
[70,] 0.0084089947 1.681799e-02 9.915910e-01
[71,] 0.0072368076 1.447362e-02 9.927632e-01
[72,] 0.0063060929 1.261219e-02 9.936939e-01
[73,] 0.0058249606 1.164992e-02 9.941750e-01
[74,] 0.0057566857 1.151337e-02 9.942433e-01
[75,] 0.0064632918 1.292658e-02 9.935367e-01
[76,] 0.0059073627 1.181473e-02 9.940926e-01
[77,] 0.0053389448 1.067789e-02 9.946611e-01
[78,] 0.0049919940 9.983988e-03 9.950080e-01
[79,] 0.0049573550 9.914710e-03 9.950426e-01
[80,] 0.0052847942 1.056959e-02 9.947152e-01
[81,] 0.0069122749 1.382455e-02 9.930877e-01
[82,] 0.0089908705 1.798174e-02 9.910091e-01
[83,] 0.0113569567 2.271391e-02 9.886430e-01
[84,] 0.0144255359 2.885107e-02 9.855745e-01
[85,] 0.0195907584 3.918152e-02 9.804092e-01
[86,] 0.0295302727 5.906055e-02 9.704697e-01
[87,] 0.0363672039 7.273441e-02 9.636328e-01
[88,] 0.0425646267 8.512925e-02 9.574354e-01
[89,] 0.0526377308 1.052755e-01 9.473623e-01
[90,] 0.0636947938 1.273896e-01 9.363052e-01
[91,] 0.0726310022 1.452620e-01 9.273690e-01
[92,] 0.0852279156 1.704558e-01 9.147721e-01
[93,] 0.1055337190 2.110674e-01 8.944663e-01
[94,] 0.1192450008 2.384900e-01 8.807550e-01
[95,] 0.1425373567 2.850747e-01 8.574626e-01
[96,] 0.1727187075 3.454374e-01 8.272813e-01
[97,] 0.1916550701 3.833101e-01 8.083449e-01
[98,] 0.2137961975 4.275924e-01 7.862038e-01
[99,] 0.2259733617 4.519467e-01 7.740266e-01
[100,] 0.2277158961 4.554318e-01 7.722841e-01
[101,] 0.2314740499 4.629481e-01 7.685260e-01
[102,] 0.2265662418 4.531325e-01 7.734338e-01
[103,] 0.2150990177 4.301980e-01 7.849010e-01
[104,] 0.2165613551 4.331227e-01 7.834386e-01
[105,] 0.4657678956 9.315358e-01 5.342321e-01
[106,] 0.6049058449 7.901883e-01 3.950942e-01
[107,] 0.6424377887 7.151244e-01 3.575622e-01
[108,] 0.6458299814 7.083400e-01 3.541700e-01
[109,] 0.6421693419 7.156613e-01 3.578307e-01
[110,] 0.6305062992 7.389874e-01 3.694937e-01
[111,] 0.6063261737 7.873477e-01 3.936738e-01
[112,] 0.5756530454 8.486939e-01 4.243470e-01
[113,] 0.5442038097 9.115924e-01 4.557962e-01
[114,] 0.5127473526 9.745053e-01 4.872526e-01
[115,] 0.4819897096 9.639794e-01 5.180103e-01
[116,] 0.4518671749 9.037343e-01 5.481328e-01
[117,] 0.4206838902 8.413678e-01 5.793161e-01
[118,] 0.3899022931 7.798046e-01 6.100977e-01
[119,] 0.3603118742 7.206237e-01 6.396881e-01
[120,] 0.3341529335 6.683059e-01 6.658471e-01
[121,] 0.3079935830 6.159872e-01 6.920064e-01
[122,] 0.2830094509 5.660189e-01 7.169905e-01
[123,] 0.2629601426 5.259203e-01 7.370399e-01
[124,] 0.2408890339 4.817781e-01 7.591110e-01
[125,] 0.2189584994 4.379170e-01 7.810415e-01
[126,] 0.2084560456 4.169121e-01 7.915440e-01
[127,] 0.1989433551 3.978867e-01 8.010566e-01
[128,] 0.1823228047 3.646456e-01 8.176772e-01
[129,] 0.1696547520 3.393095e-01 8.303452e-01
[130,] 0.1594159196 3.188318e-01 8.405841e-01
[131,] 0.1461087727 2.922175e-01 8.538912e-01
[132,] 0.1339050881 2.678102e-01 8.660949e-01
[133,] 0.1217660290 2.435321e-01 8.782340e-01
[134,] 0.1094621194 2.189242e-01 8.905379e-01
[135,] 0.0986307195 1.972614e-01 9.013693e-01
[136,] 0.0895610376 1.791221e-01 9.104390e-01
[137,] 0.0803393350 1.606787e-01 9.196607e-01
[138,] 0.0713674044 1.427348e-01 9.286326e-01
[139,] 0.0629177852 1.258356e-01 9.370822e-01
[140,] 0.0553671600 1.107343e-01 9.446328e-01
[141,] 0.0530953091 1.061906e-01 9.469047e-01
[142,] 0.0512263484 1.024527e-01 9.487737e-01
[143,] 0.0449112236 8.982245e-02 9.550888e-01
[144,] 0.0414381382 8.287628e-02 9.585619e-01
[145,] 0.0373719058 7.474381e-02 9.626281e-01
[146,] 0.0354659257 7.093185e-02 9.645341e-01
[147,] 0.0332763237 6.655265e-02 9.667237e-01
[148,] 0.0305105018 6.102100e-02 9.694895e-01
[149,] 0.0270012749 5.400255e-02 9.729987e-01
[150,] 0.0230711841 4.614237e-02 9.769288e-01
[151,] 0.0198234141 3.964683e-02 9.801766e-01
[152,] 0.0172338529 3.446771e-02 9.827661e-01
[153,] 0.0158819633 3.176393e-02 9.841180e-01
[154,] 0.0135525428 2.710509e-02 9.864475e-01
[155,] 0.0114313331 2.286267e-02 9.885687e-01
[156,] 0.0097108315 1.942166e-02 9.902892e-01
[157,] 0.0086070838 1.721417e-02 9.913929e-01
[158,] 0.0085386154 1.707723e-02 9.914614e-01
[159,] 0.0085968161 1.719363e-02 9.914032e-01
[160,] 0.0071818164 1.436363e-02 9.928182e-01
[161,] 0.0060513843 1.210277e-02 9.939486e-01
[162,] 0.0050204953 1.004099e-02 9.949795e-01
[163,] 0.0042237933 8.447587e-03 9.957762e-01
[164,] 0.0036287771 7.257554e-03 9.963712e-01
[165,] 0.0032533817 6.506763e-03 9.967466e-01
[166,] 0.0026907925 5.381585e-03 9.973092e-01
[167,] 0.0021685004 4.337001e-03 9.978315e-01
[168,] 0.0017544495 3.508899e-03 9.982456e-01
[169,] 0.0014174647 2.834929e-03 9.985825e-01
[170,] 0.0011580461 2.316092e-03 9.988420e-01
[171,] 0.0009765710 1.953142e-03 9.990234e-01
[172,] 0.0008285343 1.657069e-03 9.991715e-01
[173,] 0.0007166234 1.433247e-03 9.992834e-01
[174,] 0.0006356810 1.271362e-03 9.993643e-01
[175,] 0.0005817469 1.163494e-03 9.994183e-01
[176,] 0.0005137547 1.027509e-03 9.994862e-01
[177,] 0.0004421250 8.842501e-04 9.995579e-01
[178,] 0.0003894576 7.789152e-04 9.996105e-01
[179,] 0.0003468824 6.937648e-04 9.996531e-01
[180,] 0.0003098284 6.196569e-04 9.996902e-01
[181,] 0.0002788434 5.576867e-04 9.997212e-01
[182,] 0.0002742143 5.484285e-04 9.997258e-01
[183,] 0.0002889612 5.779225e-04 9.997110e-01
[184,] 0.0002873883 5.747766e-04 9.997126e-01
[185,] 0.0002829495 5.658991e-04 9.997171e-01
[186,] 0.0002873828 5.747656e-04 9.997126e-01
[187,] 0.0003022594 6.045187e-04 9.996977e-01
[188,] 0.0003279847 6.559693e-04 9.996720e-01
[189,] 0.0003446990 6.893979e-04 9.996553e-01
[190,] 0.0003663046 7.326092e-04 9.996337e-01
[191,] 0.0003865315 7.730630e-04 9.996135e-01
[192,] 0.0004074943 8.149887e-04 9.995925e-01
[193,] 0.0004351586 8.703172e-04 9.995648e-01
[194,] 0.0004716564 9.433127e-04 9.995283e-01
[195,] 0.0005833516 1.166703e-03 9.994166e-01
[196,] 0.0007580946 1.516189e-03 9.992419e-01
[197,] 0.0012061189 2.412238e-03 9.987939e-01
[198,] 0.0019696977 3.939395e-03 9.980303e-01
[199,] 0.0030901041 6.180208e-03 9.969099e-01
[200,] 0.0047379436 9.475887e-03 9.952621e-01
[201,] 0.0093793710 1.875874e-02 9.906206e-01
[202,] 0.0591346798 1.182694e-01 9.408653e-01
[203,] 0.2309789186 4.619578e-01 7.690211e-01
[204,] 0.5553727712 8.892545e-01 4.446272e-01
[205,] 0.8545053702 2.909893e-01 1.454946e-01
[206,] 0.8682073909 2.635852e-01 1.317926e-01
[207,] 0.9470871185 1.058258e-01 5.291288e-02
[208,] 0.9588965223 8.220696e-02 4.110348e-02
[209,] 0.9654941977 6.901160e-02 3.450580e-02
[210,] 0.9738748570 5.225029e-02 2.612514e-02
[211,] 0.9790901142 4.181977e-02 2.090989e-02
[212,] 0.9855596941 2.888061e-02 1.444031e-02
[213,] 0.9865591583 2.688168e-02 1.344084e-02
[214,] 0.9857086382 2.858272e-02 1.429136e-02
[215,] 0.9847284171 3.054317e-02 1.527158e-02
[216,] 0.9831642004 3.367160e-02 1.683580e-02
[217,] 0.9820197102 3.596058e-02 1.798029e-02
[218,] 0.9808209840 3.835803e-02 1.917902e-02
[219,] 0.9818909426 3.621811e-02 1.810906e-02
[220,] 0.9821696358 3.566073e-02 1.783036e-02
[221,] 0.9804799461 3.904011e-02 1.952005e-02
[222,] 0.9776601867 4.467963e-02 2.233981e-02
[223,] 0.9736233295 5.275334e-02 2.637667e-02
[224,] 0.9684056888 6.318862e-02 3.159431e-02
[225,] 0.9624076452 7.518471e-02 3.759235e-02
[226,] 0.9558404481 8.831910e-02 4.415955e-02
[227,] 0.9480763183 1.038474e-01 5.192368e-02
[228,] 0.9416792892 1.166414e-01 5.832071e-02
[229,] 0.9342270735 1.315459e-01 6.577293e-02
[230,] 0.9324073427 1.351853e-01 6.759266e-02
[231,] 0.9593511386 8.129772e-02 4.064886e-02
[232,] 0.9824412812 3.511744e-02 1.755872e-02
[233,] 0.9939297227 1.214055e-02 6.070277e-03
[234,] 0.9986558720 2.688256e-03 1.344128e-03
[235,] 0.9994556584 1.088683e-03 5.443416e-04
[236,] 0.9997283844 5.432312e-04 2.716156e-04
[237,] 0.9999795627 4.087463e-05 2.043732e-05
[238,] 0.9999999989 2.275471e-09 1.137736e-09
[239,] 0.9999999999 1.144591e-10 5.722953e-11
[240,] 1.0000000000 5.314915e-13 2.657457e-13
[241,] 1.0000000000 1.032862e-13 5.164309e-14
[242,] 1.0000000000 4.401906e-14 2.200953e-14
[243,] 1.0000000000 2.360512e-15 1.180256e-15
[244,] 1.0000000000 3.758381e-17 1.879191e-17
[245,] 1.0000000000 3.194592e-18 1.597296e-18
[246,] 1.0000000000 2.201494e-19 1.100747e-19
[247,] 1.0000000000 2.036531e-19 1.018266e-19
[248,] 1.0000000000 3.993445e-19 1.996722e-19
[249,] 1.0000000000 8.584064e-19 4.292032e-19
[250,] 1.0000000000 8.117300e-19 4.058650e-19
[251,] 1.0000000000 1.326785e-18 6.633923e-19
[252,] 1.0000000000 1.432834e-18 7.164172e-19
[253,] 1.0000000000 2.379100e-18 1.189550e-18
[254,] 1.0000000000 4.270030e-18 2.135015e-18
[255,] 1.0000000000 9.101549e-18 4.550775e-18
[256,] 1.0000000000 1.831654e-17 9.158269e-18
[257,] 1.0000000000 4.215772e-17 2.107886e-17
[258,] 1.0000000000 8.211945e-17 4.105973e-17
[259,] 1.0000000000 1.244029e-16 6.220144e-17
[260,] 1.0000000000 1.844200e-16 9.221000e-17
[261,] 1.0000000000 3.045368e-16 1.522684e-16
[262,] 1.0000000000 5.804474e-16 2.902237e-16
[263,] 1.0000000000 1.116889e-15 5.584443e-16
[264,] 1.0000000000 2.419334e-15 1.209667e-15
[265,] 1.0000000000 4.056687e-15 2.028344e-15
[266,] 1.0000000000 8.359670e-15 4.179835e-15
[267,] 1.0000000000 1.791340e-14 8.956702e-15
[268,] 1.0000000000 3.766695e-14 1.883348e-14
[269,] 1.0000000000 6.605231e-14 3.302616e-14
[270,] 1.0000000000 9.385266e-14 4.692633e-14
[271,] 1.0000000000 3.425514e-14 1.712757e-14
[272,] 1.0000000000 7.562376e-14 3.781188e-14
[273,] 1.0000000000 7.376012e-14 3.688006e-14
[274,] 1.0000000000 9.391542e-14 4.695771e-14
[275,] 1.0000000000 1.019174e-13 5.095870e-14
[276,] 1.0000000000 1.268578e-13 6.342891e-14
[277,] 1.0000000000 1.808760e-13 9.043800e-14
[278,] 1.0000000000 2.019267e-13 1.009634e-13
[279,] 1.0000000000 1.281651e-13 6.408254e-14
[280,] 1.0000000000 1.591084e-13 7.955422e-14
[281,] 1.0000000000 2.225544e-13 1.112772e-13
[282,] 1.0000000000 4.482765e-13 2.241383e-13
[283,] 1.0000000000 9.184983e-13 4.592492e-13
[284,] 1.0000000000 1.499490e-12 7.497451e-13
[285,] 1.0000000000 1.583833e-12 7.919165e-13
[286,] 1.0000000000 1.640486e-12 8.202428e-13
[287,] 1.0000000000 3.010210e-12 1.505105e-12
[288,] 1.0000000000 6.523807e-12 3.261904e-12
[289,] 1.0000000000 6.179419e-12 3.089710e-12
[290,] 1.0000000000 8.083996e-12 4.041998e-12
[291,] 1.0000000000 1.382948e-11 6.914738e-12
[292,] 1.0000000000 2.574753e-11 1.287377e-11
[293,] 1.0000000000 3.958557e-11 1.979279e-11
[294,] 1.0000000000 7.394227e-11 3.697114e-11
[295,] 0.9999999999 1.630430e-10 8.152148e-11
[296,] 0.9999999998 3.513171e-10 1.756586e-10
[297,] 0.9999999996 7.186062e-10 3.593031e-10
[298,] 0.9999999993 1.462246e-09 7.311228e-10
[299,] 0.9999999985 3.070058e-09 1.535029e-09
[300,] 0.9999999974 5.172685e-09 2.586343e-09
[301,] 0.9999999949 1.027846e-08 5.139231e-09
[302,] 0.9999999926 1.473070e-08 7.365351e-09
[303,] 0.9999999877 2.453720e-08 1.226860e-08
[304,] 0.9999999770 4.608777e-08 2.304388e-08
[305,] 0.9999999528 9.445420e-08 4.722710e-08
[306,] 0.9999999035 1.929586e-07 9.647928e-08
[307,] 0.9999998046 3.908765e-07 1.954383e-07
[308,] 0.9999997305 5.390818e-07 2.695409e-07
[309,] 0.9999995239 9.521479e-07 4.760740e-07
[310,] 0.9999992365 1.527081e-06 7.635405e-07
[311,] 0.9999991264 1.747295e-06 8.736474e-07
[312,] 0.9999985915 2.816998e-06 1.408499e-06
[313,] 0.9999978503 4.299390e-06 2.149695e-06
[314,] 0.9999967234 6.553130e-06 3.276565e-06
[315,] 0.9999949044 1.019112e-05 5.095561e-06
[316,] 0.9999921068 1.578644e-05 7.893220e-06
[317,] 0.9999849842 3.003170e-05 1.501585e-05
[318,] 0.9999714911 5.701773e-05 2.850886e-05
[319,] 0.9999490162 1.019675e-04 5.098376e-05
[320,] 0.9999085120 1.829760e-04 9.148800e-05
[321,] 0.9998336851 3.326298e-04 1.663149e-04
[322,] 0.9997171464 5.657071e-04 2.828536e-04
[323,] 0.9995139475 9.721050e-04 4.860525e-04
[324,] 0.9991743385 1.651323e-03 8.256615e-04
[325,] 0.9989982727 2.003455e-03 1.001727e-03
[326,] 0.9982946643 3.410671e-03 1.705336e-03
[327,] 0.9972071418 5.585716e-03 2.792858e-03
[328,] 0.9959683515 8.063297e-03 4.031648e-03
[329,] 0.9955923166 8.815367e-03 4.407683e-03
[330,] 0.9985316244 2.936751e-03 1.468376e-03
[331,] 0.9999428020 1.143960e-04 5.719799e-05
[332,] 0.9999867608 2.647846e-05 1.323923e-05
[333,] 0.9999998386 3.228316e-07 1.614158e-07
[334,] 0.9999999962 7.581599e-09 3.790799e-09
[335,] 0.9999999970 5.950496e-09 2.975248e-09
[336,] 0.9999999917 1.652295e-08 8.261473e-09
[337,] 0.9999999618 7.640594e-08 3.820297e-08
[338,] 0.9999999294 1.412293e-07 7.061467e-08
[339,] 0.9999997942 4.115808e-07 2.057904e-07
[340,] 0.9999993239 1.352244e-06 6.761222e-07
[341,] 0.9999994681 1.063867e-06 5.319336e-07
[342,] 0.9999972432 5.513627e-06 2.756814e-06
[343,] 0.9999892623 2.147542e-05 1.073771e-05
[344,] 0.9999586463 8.270747e-05 4.135374e-05
[345,] 0.9999900864 1.982721e-05 9.913603e-06
[346,] 0.9999398178 1.203643e-04 6.018217e-05
[347,] 0.9996696824 6.606353e-04 3.303176e-04
[348,] 0.9998877272 2.245456e-04 1.122728e-04
[349,] 0.9990294853 1.941029e-03 9.705147e-04
> postscript(file="/var/wessaorg/rcomp/tmp/1xxr31355852334.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/258y71355852334.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3ezgx1355852334.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4cx341355852334.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5qf0s1355852334.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 360
Frequency = 1
1 2 3 4 5
-45.03512967 -19.98355167 -0.07455136 39.39682555 72.98801962
6 7 8 9 10
86.25153542 81.85954852 74.94478284 69.70723837 64.50633009
11 12 13 14 15
53.75492821 49.41639653 45.07885206 41.80072257 39.84239199
16 17 18 19 20
28.40881460 23.53761382 15.42878963 10.48234204 -3.94529384
21 22 23 24 25
-11.12046172 -13.58078497 -12.97377734 -13.19251011 -16.30530139
26 27 28 29 30
-17.50622793 -6.99046331 -9.32206628 -13.79719762 -16.56337105
31 32 33 34 35
1.80804239 24.51609202 28.05684729 29.98667024 31.74916230
36 37 38 39 40
32.17105108 19.84045358 27.15438991 21.19110504 10.45659524
41 42 43 44 45
14.45270708 14.26168913 22.40533295 20.81234059 11.35697162
46 47 48 49 50
7.39664836 -4.42605150 -19.62293789 -22.24364508 -36.12970874
51 52 53 54 55
-40.23557131 -41.32955088 -42.61066025 -39.85315902 -41.61446948
56 57 58 59 60
-41.46290975 -40.66778511 -47.54584154 -55.46550672 -45.12780439
61 62 63 64 65
-44.89406915 -31.81775621 -37.18690953 -36.92246132 -34.59565478
66 67 68 69 70
-34.43716634 -35.79253531 -32.55285857 -32.35179244 -46.01198784
71 72 73 74 75
-43.93766758 -40.57621752 -36.67317698 -32.85132473 -30.05323848
76 77 78 79 80
-37.48083784 -37.37085032 -35.70444597 -34.59447672 -30.42114367
81 82 83 84 85
-37.66060776 -37.78723817 -34.83962726 -34.44154100 -29.56917689
86 87 88 89 90
-21.52752574 -22.10764791 -21.19963480 -19.40845899 -14.83412046
91 92 93 94 95
-9.59148211 -13.24284746 -13.10710127 -9.68426182 -9.50299459
96 97 98 99 100
-10.09991752 -7.53945467 -2.41464080 -4.85313595 0.19937446
101 102 103 104 105
4.49941686 1.69062920 5.64217067 3.45411433 -1.31803713
106 107 108 109 110
3.15132884 -4.26733087 -12.17812947 -2.54229196 63.11243032
111 112 113 114 115
55.74843222 46.14756047 40.21796844 38.82596328 34.38741333
116 117 118 119 120
23.65480489 7.29248895 7.66384759 9.14019706 11.75906942
121 122 123 124 125
11.50170778 6.12454723 3.25431539 -3.56641006 -10.78713551
126 127 128 129 130
-9.80884816 -10.49293742 -18.15920218 -12.45120734 -9.00257269
131 132 133 134 135
-24.25492524 -25.64098890 -15.91515131 -19.37541977 -22.82585271
136 137 138 139 140
-16.81683414 -17.52368391 -16.04936365 -7.21365400 -8.95319115
141 142 143 144 145
-5.41748149 -6.64310644 -11.23699468 -5.39534353 -1.77544743
146 147 148 149 150
12.57607577 12.80189510 8.10111469 15.93187005 14.64088862
151 152 153 154 155
21.28948674 18.56281979 14.03021135 8.57782226 -6.02999645
156 157 158 159 160
0.28788871 1.43151427 9.46919833 -1.80394033 -6.69093641
161 162 163 164 165
1.63981895 8.42008071 18.77460206 18.74793512 6.56695360
166 167 168 169 170
8.46109104 2.46511879 4.71964014 7.37911578 11.99403933
171 172 173 174 175
1.81296649 -2.22053784 -4.68680260 -3.95306735 -8.11339061
176 177 178 179 180
-14.16084367 -14.68751062 -16.76560358 -19.06651185 -21.62584791
181 182 183 184 185
-17.47426990 -8.54949257 -10.89893831 -11.70578808 -5.83144956
186 187 188 189 190
-8.23829933 1.46172480 3.71522241 -2.97974436 -6.57471114
191 192 193 194 195
-15.80730132 -17.60226810 -18.01010508 -7.25556546 -5.51983754
196 197 198 199 200
-9.07811333 -6.14732144 -3.07892441 -0.78676139 -17.60536631
201 202 203 204 205
-17.41914479 -24.33292327 -22.15461765 -16.11691533 -10.38118741
206 207 208 209 210
-23.51562414 -62.02903731 -59.87649037 -56.54472954 -52.19907477
211 212 213 214 215
24.36040088 101.24104621 72.18000973 66.32173394 69.88122785
216 217 218 219 220
67.40797959 72.56546256 57.71009360 48.87450527 47.79339590
221 222 223 224 225
40.24502870 45.65496141 45.99363268 55.13029301 52.24719096
226 227 228 229 230
45.11257158 39.63840918 33.45929248 27.68105340 23.94158931
231 232 233 234 235
20.63969383 23.72191173 13.86261221 15.29634745 4.26876636
236 237 238 239 240
-24.58333048 -34.06241064 -37.87019283 -44.19386162 -27.34440416
241 242 243 244 245
-19.14439829 -53.41623924 -116.52921404 -59.75999419 -84.51589373
246 247 248 249 250
-52.87718593 40.79150421 57.32810975 61.08455071 49.21523301
251 252 253 254 255
49.51622608 21.30358093 7.96901634 -10.58521929 23.59677942
256 257 258 259 260
12.88799177 26.25421346 19.85922842 16.34844809 11.81386523
261 262 263 264 265
19.10489492 10.34159178 -2.12158350 -7.90166914 -6.85506369
266 267 268 269 270
-2.22928089 0.22132817 1.85703782 7.67492298 0.01363078
271 272 273 274 275
10.99579389 16.44435548 20.69684762 29.50486073 -1.77310438
276 277 278 279 280
-23.92823589 12.62416493 35.75089840 29.15200107 31.94805811
281 282 283 284 285
28.66298165 28.65406614 30.60761855 37.76506499 28.69682582
286 287 288 289 290
24.20386999 14.19111524 13.80207170 20.96745231 32.04564833
291 292 293 294 295
30.30218063 16.43401452 5.83021769 31.63506825 26.32030257
296 297 298 299 300
19.90555515 15.96408012 25.83931453 17.36619413 11.46726026
301 302 303 304 305
9.61194609 13.22884404 -5.34522703 0.43115896 14.95688697
306 307 308 309 310
12.38069536 29.13115830 27.64408916 16.48091388 11.43249188
311 312 313 314 315
5.96333857 14.82765892 22.84069937 17.78829202 24.59723754
316 317 318 319 320
27.05777345 16.96878470 22.67277592 16.33729718 19.40070339
321 322 323 324 325
18.16813147 10.89592522 4.58613209 11.23476674 0.78447993
326 327 328 329 330
-3.49066968 -0.55389976 0.71645341 -10.10421724 -28.54858083
331 332 333 334 335
-0.03873943 -2.03070807 -15.37108630 -16.75616275 -38.54899073
336 337 338 339 340
-57.01308016 -31.31000308 -68.09283115 -87.58357513 -50.61728037
341 342 343 344 345
-36.44793267 -15.01033993 -4.90448389 9.85996431 15.16591168
346 347 348 349 350
-3.36154156 -25.98316288 -32.06326678 -61.31240200 -49.55901398
351 352 353 354 355
-25.62635727 -28.87574821 -16.79651019 -22.89555365 -25.77662649
356 357 358 359 360
-33.25662079 -28.72590197 -29.70306251 -50.76413553 -70.04806039
> postscript(file="/var/wessaorg/rcomp/tmp/6boxr1355852334.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 = 360
Frequency = 1
lag(myerror, k = 1) myerror
0 -45.03512967 NA
1 -19.98355167 -45.03512967
2 -0.07455136 -19.98355167
3 39.39682555 -0.07455136
4 72.98801962 39.39682555
5 86.25153542 72.98801962
6 81.85954852 86.25153542
7 74.94478284 81.85954852
8 69.70723837 74.94478284
9 64.50633009 69.70723837
10 53.75492821 64.50633009
11 49.41639653 53.75492821
12 45.07885206 49.41639653
13 41.80072257 45.07885206
14 39.84239199 41.80072257
15 28.40881460 39.84239199
16 23.53761382 28.40881460
17 15.42878963 23.53761382
18 10.48234204 15.42878963
19 -3.94529384 10.48234204
20 -11.12046172 -3.94529384
21 -13.58078497 -11.12046172
22 -12.97377734 -13.58078497
23 -13.19251011 -12.97377734
24 -16.30530139 -13.19251011
25 -17.50622793 -16.30530139
26 -6.99046331 -17.50622793
27 -9.32206628 -6.99046331
28 -13.79719762 -9.32206628
29 -16.56337105 -13.79719762
30 1.80804239 -16.56337105
31 24.51609202 1.80804239
32 28.05684729 24.51609202
33 29.98667024 28.05684729
34 31.74916230 29.98667024
35 32.17105108 31.74916230
36 19.84045358 32.17105108
37 27.15438991 19.84045358
38 21.19110504 27.15438991
39 10.45659524 21.19110504
40 14.45270708 10.45659524
41 14.26168913 14.45270708
42 22.40533295 14.26168913
43 20.81234059 22.40533295
44 11.35697162 20.81234059
45 7.39664836 11.35697162
46 -4.42605150 7.39664836
47 -19.62293789 -4.42605150
48 -22.24364508 -19.62293789
49 -36.12970874 -22.24364508
50 -40.23557131 -36.12970874
51 -41.32955088 -40.23557131
52 -42.61066025 -41.32955088
53 -39.85315902 -42.61066025
54 -41.61446948 -39.85315902
55 -41.46290975 -41.61446948
56 -40.66778511 -41.46290975
57 -47.54584154 -40.66778511
58 -55.46550672 -47.54584154
59 -45.12780439 -55.46550672
60 -44.89406915 -45.12780439
61 -31.81775621 -44.89406915
62 -37.18690953 -31.81775621
63 -36.92246132 -37.18690953
64 -34.59565478 -36.92246132
65 -34.43716634 -34.59565478
66 -35.79253531 -34.43716634
67 -32.55285857 -35.79253531
68 -32.35179244 -32.55285857
69 -46.01198784 -32.35179244
70 -43.93766758 -46.01198784
71 -40.57621752 -43.93766758
72 -36.67317698 -40.57621752
73 -32.85132473 -36.67317698
74 -30.05323848 -32.85132473
75 -37.48083784 -30.05323848
76 -37.37085032 -37.48083784
77 -35.70444597 -37.37085032
78 -34.59447672 -35.70444597
79 -30.42114367 -34.59447672
80 -37.66060776 -30.42114367
81 -37.78723817 -37.66060776
82 -34.83962726 -37.78723817
83 -34.44154100 -34.83962726
84 -29.56917689 -34.44154100
85 -21.52752574 -29.56917689
86 -22.10764791 -21.52752574
87 -21.19963480 -22.10764791
88 -19.40845899 -21.19963480
89 -14.83412046 -19.40845899
90 -9.59148211 -14.83412046
91 -13.24284746 -9.59148211
92 -13.10710127 -13.24284746
93 -9.68426182 -13.10710127
94 -9.50299459 -9.68426182
95 -10.09991752 -9.50299459
96 -7.53945467 -10.09991752
97 -2.41464080 -7.53945467
98 -4.85313595 -2.41464080
99 0.19937446 -4.85313595
100 4.49941686 0.19937446
101 1.69062920 4.49941686
102 5.64217067 1.69062920
103 3.45411433 5.64217067
104 -1.31803713 3.45411433
105 3.15132884 -1.31803713
106 -4.26733087 3.15132884
107 -12.17812947 -4.26733087
108 -2.54229196 -12.17812947
109 63.11243032 -2.54229196
110 55.74843222 63.11243032
111 46.14756047 55.74843222
112 40.21796844 46.14756047
113 38.82596328 40.21796844
114 34.38741333 38.82596328
115 23.65480489 34.38741333
116 7.29248895 23.65480489
117 7.66384759 7.29248895
118 9.14019706 7.66384759
119 11.75906942 9.14019706
120 11.50170778 11.75906942
121 6.12454723 11.50170778
122 3.25431539 6.12454723
123 -3.56641006 3.25431539
124 -10.78713551 -3.56641006
125 -9.80884816 -10.78713551
126 -10.49293742 -9.80884816
127 -18.15920218 -10.49293742
128 -12.45120734 -18.15920218
129 -9.00257269 -12.45120734
130 -24.25492524 -9.00257269
131 -25.64098890 -24.25492524
132 -15.91515131 -25.64098890
133 -19.37541977 -15.91515131
134 -22.82585271 -19.37541977
135 -16.81683414 -22.82585271
136 -17.52368391 -16.81683414
137 -16.04936365 -17.52368391
138 -7.21365400 -16.04936365
139 -8.95319115 -7.21365400
140 -5.41748149 -8.95319115
141 -6.64310644 -5.41748149
142 -11.23699468 -6.64310644
143 -5.39534353 -11.23699468
144 -1.77544743 -5.39534353
145 12.57607577 -1.77544743
146 12.80189510 12.57607577
147 8.10111469 12.80189510
148 15.93187005 8.10111469
149 14.64088862 15.93187005
150 21.28948674 14.64088862
151 18.56281979 21.28948674
152 14.03021135 18.56281979
153 8.57782226 14.03021135
154 -6.02999645 8.57782226
155 0.28788871 -6.02999645
156 1.43151427 0.28788871
157 9.46919833 1.43151427
158 -1.80394033 9.46919833
159 -6.69093641 -1.80394033
160 1.63981895 -6.69093641
161 8.42008071 1.63981895
162 18.77460206 8.42008071
163 18.74793512 18.77460206
164 6.56695360 18.74793512
165 8.46109104 6.56695360
166 2.46511879 8.46109104
167 4.71964014 2.46511879
168 7.37911578 4.71964014
169 11.99403933 7.37911578
170 1.81296649 11.99403933
171 -2.22053784 1.81296649
172 -4.68680260 -2.22053784
173 -3.95306735 -4.68680260
174 -8.11339061 -3.95306735
175 -14.16084367 -8.11339061
176 -14.68751062 -14.16084367
177 -16.76560358 -14.68751062
178 -19.06651185 -16.76560358
179 -21.62584791 -19.06651185
180 -17.47426990 -21.62584791
181 -8.54949257 -17.47426990
182 -10.89893831 -8.54949257
183 -11.70578808 -10.89893831
184 -5.83144956 -11.70578808
185 -8.23829933 -5.83144956
186 1.46172480 -8.23829933
187 3.71522241 1.46172480
188 -2.97974436 3.71522241
189 -6.57471114 -2.97974436
190 -15.80730132 -6.57471114
191 -17.60226810 -15.80730132
192 -18.01010508 -17.60226810
193 -7.25556546 -18.01010508
194 -5.51983754 -7.25556546
195 -9.07811333 -5.51983754
196 -6.14732144 -9.07811333
197 -3.07892441 -6.14732144
198 -0.78676139 -3.07892441
199 -17.60536631 -0.78676139
200 -17.41914479 -17.60536631
201 -24.33292327 -17.41914479
202 -22.15461765 -24.33292327
203 -16.11691533 -22.15461765
204 -10.38118741 -16.11691533
205 -23.51562414 -10.38118741
206 -62.02903731 -23.51562414
207 -59.87649037 -62.02903731
208 -56.54472954 -59.87649037
209 -52.19907477 -56.54472954
210 24.36040088 -52.19907477
211 101.24104621 24.36040088
212 72.18000973 101.24104621
213 66.32173394 72.18000973
214 69.88122785 66.32173394
215 67.40797959 69.88122785
216 72.56546256 67.40797959
217 57.71009360 72.56546256
218 48.87450527 57.71009360
219 47.79339590 48.87450527
220 40.24502870 47.79339590
221 45.65496141 40.24502870
222 45.99363268 45.65496141
223 55.13029301 45.99363268
224 52.24719096 55.13029301
225 45.11257158 52.24719096
226 39.63840918 45.11257158
227 33.45929248 39.63840918
228 27.68105340 33.45929248
229 23.94158931 27.68105340
230 20.63969383 23.94158931
231 23.72191173 20.63969383
232 13.86261221 23.72191173
233 15.29634745 13.86261221
234 4.26876636 15.29634745
235 -24.58333048 4.26876636
236 -34.06241064 -24.58333048
237 -37.87019283 -34.06241064
238 -44.19386162 -37.87019283
239 -27.34440416 -44.19386162
240 -19.14439829 -27.34440416
241 -53.41623924 -19.14439829
242 -116.52921404 -53.41623924
243 -59.75999419 -116.52921404
244 -84.51589373 -59.75999419
245 -52.87718593 -84.51589373
246 40.79150421 -52.87718593
247 57.32810975 40.79150421
248 61.08455071 57.32810975
249 49.21523301 61.08455071
250 49.51622608 49.21523301
251 21.30358093 49.51622608
252 7.96901634 21.30358093
253 -10.58521929 7.96901634
254 23.59677942 -10.58521929
255 12.88799177 23.59677942
256 26.25421346 12.88799177
257 19.85922842 26.25421346
258 16.34844809 19.85922842
259 11.81386523 16.34844809
260 19.10489492 11.81386523
261 10.34159178 19.10489492
262 -2.12158350 10.34159178
263 -7.90166914 -2.12158350
264 -6.85506369 -7.90166914
265 -2.22928089 -6.85506369
266 0.22132817 -2.22928089
267 1.85703782 0.22132817
268 7.67492298 1.85703782
269 0.01363078 7.67492298
270 10.99579389 0.01363078
271 16.44435548 10.99579389
272 20.69684762 16.44435548
273 29.50486073 20.69684762
274 -1.77310438 29.50486073
275 -23.92823589 -1.77310438
276 12.62416493 -23.92823589
277 35.75089840 12.62416493
278 29.15200107 35.75089840
279 31.94805811 29.15200107
280 28.66298165 31.94805811
281 28.65406614 28.66298165
282 30.60761855 28.65406614
283 37.76506499 30.60761855
284 28.69682582 37.76506499
285 24.20386999 28.69682582
286 14.19111524 24.20386999
287 13.80207170 14.19111524
288 20.96745231 13.80207170
289 32.04564833 20.96745231
290 30.30218063 32.04564833
291 16.43401452 30.30218063
292 5.83021769 16.43401452
293 31.63506825 5.83021769
294 26.32030257 31.63506825
295 19.90555515 26.32030257
296 15.96408012 19.90555515
297 25.83931453 15.96408012
298 17.36619413 25.83931453
299 11.46726026 17.36619413
300 9.61194609 11.46726026
301 13.22884404 9.61194609
302 -5.34522703 13.22884404
303 0.43115896 -5.34522703
304 14.95688697 0.43115896
305 12.38069536 14.95688697
306 29.13115830 12.38069536
307 27.64408916 29.13115830
308 16.48091388 27.64408916
309 11.43249188 16.48091388
310 5.96333857 11.43249188
311 14.82765892 5.96333857
312 22.84069937 14.82765892
313 17.78829202 22.84069937
314 24.59723754 17.78829202
315 27.05777345 24.59723754
316 16.96878470 27.05777345
317 22.67277592 16.96878470
318 16.33729718 22.67277592
319 19.40070339 16.33729718
320 18.16813147 19.40070339
321 10.89592522 18.16813147
322 4.58613209 10.89592522
323 11.23476674 4.58613209
324 0.78447993 11.23476674
325 -3.49066968 0.78447993
326 -0.55389976 -3.49066968
327 0.71645341 -0.55389976
328 -10.10421724 0.71645341
329 -28.54858083 -10.10421724
330 -0.03873943 -28.54858083
331 -2.03070807 -0.03873943
332 -15.37108630 -2.03070807
333 -16.75616275 -15.37108630
334 -38.54899073 -16.75616275
335 -57.01308016 -38.54899073
336 -31.31000308 -57.01308016
337 -68.09283115 -31.31000308
338 -87.58357513 -68.09283115
339 -50.61728037 -87.58357513
340 -36.44793267 -50.61728037
341 -15.01033993 -36.44793267
342 -4.90448389 -15.01033993
343 9.85996431 -4.90448389
344 15.16591168 9.85996431
345 -3.36154156 15.16591168
346 -25.98316288 -3.36154156
347 -32.06326678 -25.98316288
348 -61.31240200 -32.06326678
349 -49.55901398 -61.31240200
350 -25.62635727 -49.55901398
351 -28.87574821 -25.62635727
352 -16.79651019 -28.87574821
353 -22.89555365 -16.79651019
354 -25.77662649 -22.89555365
355 -33.25662079 -25.77662649
356 -28.72590197 -33.25662079
357 -29.70306251 -28.72590197
358 -50.76413553 -29.70306251
359 -70.04806039 -50.76413553
360 NA -70.04806039
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -19.98355167 -45.03512967
[2,] -0.07455136 -19.98355167
[3,] 39.39682555 -0.07455136
[4,] 72.98801962 39.39682555
[5,] 86.25153542 72.98801962
[6,] 81.85954852 86.25153542
[7,] 74.94478284 81.85954852
[8,] 69.70723837 74.94478284
[9,] 64.50633009 69.70723837
[10,] 53.75492821 64.50633009
[11,] 49.41639653 53.75492821
[12,] 45.07885206 49.41639653
[13,] 41.80072257 45.07885206
[14,] 39.84239199 41.80072257
[15,] 28.40881460 39.84239199
[16,] 23.53761382 28.40881460
[17,] 15.42878963 23.53761382
[18,] 10.48234204 15.42878963
[19,] -3.94529384 10.48234204
[20,] -11.12046172 -3.94529384
[21,] -13.58078497 -11.12046172
[22,] -12.97377734 -13.58078497
[23,] -13.19251011 -12.97377734
[24,] -16.30530139 -13.19251011
[25,] -17.50622793 -16.30530139
[26,] -6.99046331 -17.50622793
[27,] -9.32206628 -6.99046331
[28,] -13.79719762 -9.32206628
[29,] -16.56337105 -13.79719762
[30,] 1.80804239 -16.56337105
[31,] 24.51609202 1.80804239
[32,] 28.05684729 24.51609202
[33,] 29.98667024 28.05684729
[34,] 31.74916230 29.98667024
[35,] 32.17105108 31.74916230
[36,] 19.84045358 32.17105108
[37,] 27.15438991 19.84045358
[38,] 21.19110504 27.15438991
[39,] 10.45659524 21.19110504
[40,] 14.45270708 10.45659524
[41,] 14.26168913 14.45270708
[42,] 22.40533295 14.26168913
[43,] 20.81234059 22.40533295
[44,] 11.35697162 20.81234059
[45,] 7.39664836 11.35697162
[46,] -4.42605150 7.39664836
[47,] -19.62293789 -4.42605150
[48,] -22.24364508 -19.62293789
[49,] -36.12970874 -22.24364508
[50,] -40.23557131 -36.12970874
[51,] -41.32955088 -40.23557131
[52,] -42.61066025 -41.32955088
[53,] -39.85315902 -42.61066025
[54,] -41.61446948 -39.85315902
[55,] -41.46290975 -41.61446948
[56,] -40.66778511 -41.46290975
[57,] -47.54584154 -40.66778511
[58,] -55.46550672 -47.54584154
[59,] -45.12780439 -55.46550672
[60,] -44.89406915 -45.12780439
[61,] -31.81775621 -44.89406915
[62,] -37.18690953 -31.81775621
[63,] -36.92246132 -37.18690953
[64,] -34.59565478 -36.92246132
[65,] -34.43716634 -34.59565478
[66,] -35.79253531 -34.43716634
[67,] -32.55285857 -35.79253531
[68,] -32.35179244 -32.55285857
[69,] -46.01198784 -32.35179244
[70,] -43.93766758 -46.01198784
[71,] -40.57621752 -43.93766758
[72,] -36.67317698 -40.57621752
[73,] -32.85132473 -36.67317698
[74,] -30.05323848 -32.85132473
[75,] -37.48083784 -30.05323848
[76,] -37.37085032 -37.48083784
[77,] -35.70444597 -37.37085032
[78,] -34.59447672 -35.70444597
[79,] -30.42114367 -34.59447672
[80,] -37.66060776 -30.42114367
[81,] -37.78723817 -37.66060776
[82,] -34.83962726 -37.78723817
[83,] -34.44154100 -34.83962726
[84,] -29.56917689 -34.44154100
[85,] -21.52752574 -29.56917689
[86,] -22.10764791 -21.52752574
[87,] -21.19963480 -22.10764791
[88,] -19.40845899 -21.19963480
[89,] -14.83412046 -19.40845899
[90,] -9.59148211 -14.83412046
[91,] -13.24284746 -9.59148211
[92,] -13.10710127 -13.24284746
[93,] -9.68426182 -13.10710127
[94,] -9.50299459 -9.68426182
[95,] -10.09991752 -9.50299459
[96,] -7.53945467 -10.09991752
[97,] -2.41464080 -7.53945467
[98,] -4.85313595 -2.41464080
[99,] 0.19937446 -4.85313595
[100,] 4.49941686 0.19937446
[101,] 1.69062920 4.49941686
[102,] 5.64217067 1.69062920
[103,] 3.45411433 5.64217067
[104,] -1.31803713 3.45411433
[105,] 3.15132884 -1.31803713
[106,] -4.26733087 3.15132884
[107,] -12.17812947 -4.26733087
[108,] -2.54229196 -12.17812947
[109,] 63.11243032 -2.54229196
[110,] 55.74843222 63.11243032
[111,] 46.14756047 55.74843222
[112,] 40.21796844 46.14756047
[113,] 38.82596328 40.21796844
[114,] 34.38741333 38.82596328
[115,] 23.65480489 34.38741333
[116,] 7.29248895 23.65480489
[117,] 7.66384759 7.29248895
[118,] 9.14019706 7.66384759
[119,] 11.75906942 9.14019706
[120,] 11.50170778 11.75906942
[121,] 6.12454723 11.50170778
[122,] 3.25431539 6.12454723
[123,] -3.56641006 3.25431539
[124,] -10.78713551 -3.56641006
[125,] -9.80884816 -10.78713551
[126,] -10.49293742 -9.80884816
[127,] -18.15920218 -10.49293742
[128,] -12.45120734 -18.15920218
[129,] -9.00257269 -12.45120734
[130,] -24.25492524 -9.00257269
[131,] -25.64098890 -24.25492524
[132,] -15.91515131 -25.64098890
[133,] -19.37541977 -15.91515131
[134,] -22.82585271 -19.37541977
[135,] -16.81683414 -22.82585271
[136,] -17.52368391 -16.81683414
[137,] -16.04936365 -17.52368391
[138,] -7.21365400 -16.04936365
[139,] -8.95319115 -7.21365400
[140,] -5.41748149 -8.95319115
[141,] -6.64310644 -5.41748149
[142,] -11.23699468 -6.64310644
[143,] -5.39534353 -11.23699468
[144,] -1.77544743 -5.39534353
[145,] 12.57607577 -1.77544743
[146,] 12.80189510 12.57607577
[147,] 8.10111469 12.80189510
[148,] 15.93187005 8.10111469
[149,] 14.64088862 15.93187005
[150,] 21.28948674 14.64088862
[151,] 18.56281979 21.28948674
[152,] 14.03021135 18.56281979
[153,] 8.57782226 14.03021135
[154,] -6.02999645 8.57782226
[155,] 0.28788871 -6.02999645
[156,] 1.43151427 0.28788871
[157,] 9.46919833 1.43151427
[158,] -1.80394033 9.46919833
[159,] -6.69093641 -1.80394033
[160,] 1.63981895 -6.69093641
[161,] 8.42008071 1.63981895
[162,] 18.77460206 8.42008071
[163,] 18.74793512 18.77460206
[164,] 6.56695360 18.74793512
[165,] 8.46109104 6.56695360
[166,] 2.46511879 8.46109104
[167,] 4.71964014 2.46511879
[168,] 7.37911578 4.71964014
[169,] 11.99403933 7.37911578
[170,] 1.81296649 11.99403933
[171,] -2.22053784 1.81296649
[172,] -4.68680260 -2.22053784
[173,] -3.95306735 -4.68680260
[174,] -8.11339061 -3.95306735
[175,] -14.16084367 -8.11339061
[176,] -14.68751062 -14.16084367
[177,] -16.76560358 -14.68751062
[178,] -19.06651185 -16.76560358
[179,] -21.62584791 -19.06651185
[180,] -17.47426990 -21.62584791
[181,] -8.54949257 -17.47426990
[182,] -10.89893831 -8.54949257
[183,] -11.70578808 -10.89893831
[184,] -5.83144956 -11.70578808
[185,] -8.23829933 -5.83144956
[186,] 1.46172480 -8.23829933
[187,] 3.71522241 1.46172480
[188,] -2.97974436 3.71522241
[189,] -6.57471114 -2.97974436
[190,] -15.80730132 -6.57471114
[191,] -17.60226810 -15.80730132
[192,] -18.01010508 -17.60226810
[193,] -7.25556546 -18.01010508
[194,] -5.51983754 -7.25556546
[195,] -9.07811333 -5.51983754
[196,] -6.14732144 -9.07811333
[197,] -3.07892441 -6.14732144
[198,] -0.78676139 -3.07892441
[199,] -17.60536631 -0.78676139
[200,] -17.41914479 -17.60536631
[201,] -24.33292327 -17.41914479
[202,] -22.15461765 -24.33292327
[203,] -16.11691533 -22.15461765
[204,] -10.38118741 -16.11691533
[205,] -23.51562414 -10.38118741
[206,] -62.02903731 -23.51562414
[207,] -59.87649037 -62.02903731
[208,] -56.54472954 -59.87649037
[209,] -52.19907477 -56.54472954
[210,] 24.36040088 -52.19907477
[211,] 101.24104621 24.36040088
[212,] 72.18000973 101.24104621
[213,] 66.32173394 72.18000973
[214,] 69.88122785 66.32173394
[215,] 67.40797959 69.88122785
[216,] 72.56546256 67.40797959
[217,] 57.71009360 72.56546256
[218,] 48.87450527 57.71009360
[219,] 47.79339590 48.87450527
[220,] 40.24502870 47.79339590
[221,] 45.65496141 40.24502870
[222,] 45.99363268 45.65496141
[223,] 55.13029301 45.99363268
[224,] 52.24719096 55.13029301
[225,] 45.11257158 52.24719096
[226,] 39.63840918 45.11257158
[227,] 33.45929248 39.63840918
[228,] 27.68105340 33.45929248
[229,] 23.94158931 27.68105340
[230,] 20.63969383 23.94158931
[231,] 23.72191173 20.63969383
[232,] 13.86261221 23.72191173
[233,] 15.29634745 13.86261221
[234,] 4.26876636 15.29634745
[235,] -24.58333048 4.26876636
[236,] -34.06241064 -24.58333048
[237,] -37.87019283 -34.06241064
[238,] -44.19386162 -37.87019283
[239,] -27.34440416 -44.19386162
[240,] -19.14439829 -27.34440416
[241,] -53.41623924 -19.14439829
[242,] -116.52921404 -53.41623924
[243,] -59.75999419 -116.52921404
[244,] -84.51589373 -59.75999419
[245,] -52.87718593 -84.51589373
[246,] 40.79150421 -52.87718593
[247,] 57.32810975 40.79150421
[248,] 61.08455071 57.32810975
[249,] 49.21523301 61.08455071
[250,] 49.51622608 49.21523301
[251,] 21.30358093 49.51622608
[252,] 7.96901634 21.30358093
[253,] -10.58521929 7.96901634
[254,] 23.59677942 -10.58521929
[255,] 12.88799177 23.59677942
[256,] 26.25421346 12.88799177
[257,] 19.85922842 26.25421346
[258,] 16.34844809 19.85922842
[259,] 11.81386523 16.34844809
[260,] 19.10489492 11.81386523
[261,] 10.34159178 19.10489492
[262,] -2.12158350 10.34159178
[263,] -7.90166914 -2.12158350
[264,] -6.85506369 -7.90166914
[265,] -2.22928089 -6.85506369
[266,] 0.22132817 -2.22928089
[267,] 1.85703782 0.22132817
[268,] 7.67492298 1.85703782
[269,] 0.01363078 7.67492298
[270,] 10.99579389 0.01363078
[271,] 16.44435548 10.99579389
[272,] 20.69684762 16.44435548
[273,] 29.50486073 20.69684762
[274,] -1.77310438 29.50486073
[275,] -23.92823589 -1.77310438
[276,] 12.62416493 -23.92823589
[277,] 35.75089840 12.62416493
[278,] 29.15200107 35.75089840
[279,] 31.94805811 29.15200107
[280,] 28.66298165 31.94805811
[281,] 28.65406614 28.66298165
[282,] 30.60761855 28.65406614
[283,] 37.76506499 30.60761855
[284,] 28.69682582 37.76506499
[285,] 24.20386999 28.69682582
[286,] 14.19111524 24.20386999
[287,] 13.80207170 14.19111524
[288,] 20.96745231 13.80207170
[289,] 32.04564833 20.96745231
[290,] 30.30218063 32.04564833
[291,] 16.43401452 30.30218063
[292,] 5.83021769 16.43401452
[293,] 31.63506825 5.83021769
[294,] 26.32030257 31.63506825
[295,] 19.90555515 26.32030257
[296,] 15.96408012 19.90555515
[297,] 25.83931453 15.96408012
[298,] 17.36619413 25.83931453
[299,] 11.46726026 17.36619413
[300,] 9.61194609 11.46726026
[301,] 13.22884404 9.61194609
[302,] -5.34522703 13.22884404
[303,] 0.43115896 -5.34522703
[304,] 14.95688697 0.43115896
[305,] 12.38069536 14.95688697
[306,] 29.13115830 12.38069536
[307,] 27.64408916 29.13115830
[308,] 16.48091388 27.64408916
[309,] 11.43249188 16.48091388
[310,] 5.96333857 11.43249188
[311,] 14.82765892 5.96333857
[312,] 22.84069937 14.82765892
[313,] 17.78829202 22.84069937
[314,] 24.59723754 17.78829202
[315,] 27.05777345 24.59723754
[316,] 16.96878470 27.05777345
[317,] 22.67277592 16.96878470
[318,] 16.33729718 22.67277592
[319,] 19.40070339 16.33729718
[320,] 18.16813147 19.40070339
[321,] 10.89592522 18.16813147
[322,] 4.58613209 10.89592522
[323,] 11.23476674 4.58613209
[324,] 0.78447993 11.23476674
[325,] -3.49066968 0.78447993
[326,] -0.55389976 -3.49066968
[327,] 0.71645341 -0.55389976
[328,] -10.10421724 0.71645341
[329,] -28.54858083 -10.10421724
[330,] -0.03873943 -28.54858083
[331,] -2.03070807 -0.03873943
[332,] -15.37108630 -2.03070807
[333,] -16.75616275 -15.37108630
[334,] -38.54899073 -16.75616275
[335,] -57.01308016 -38.54899073
[336,] -31.31000308 -57.01308016
[337,] -68.09283115 -31.31000308
[338,] -87.58357513 -68.09283115
[339,] -50.61728037 -87.58357513
[340,] -36.44793267 -50.61728037
[341,] -15.01033993 -36.44793267
[342,] -4.90448389 -15.01033993
[343,] 9.85996431 -4.90448389
[344,] 15.16591168 9.85996431
[345,] -3.36154156 15.16591168
[346,] -25.98316288 -3.36154156
[347,] -32.06326678 -25.98316288
[348,] -61.31240200 -32.06326678
[349,] -49.55901398 -61.31240200
[350,] -25.62635727 -49.55901398
[351,] -28.87574821 -25.62635727
[352,] -16.79651019 -28.87574821
[353,] -22.89555365 -16.79651019
[354,] -25.77662649 -22.89555365
[355,] -33.25662079 -25.77662649
[356,] -28.72590197 -33.25662079
[357,] -29.70306251 -28.72590197
[358,] -50.76413553 -29.70306251
[359,] -70.04806039 -50.76413553
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -19.98355167 -45.03512967
2 -0.07455136 -19.98355167
3 39.39682555 -0.07455136
4 72.98801962 39.39682555
5 86.25153542 72.98801962
6 81.85954852 86.25153542
7 74.94478284 81.85954852
8 69.70723837 74.94478284
9 64.50633009 69.70723837
10 53.75492821 64.50633009
11 49.41639653 53.75492821
12 45.07885206 49.41639653
13 41.80072257 45.07885206
14 39.84239199 41.80072257
15 28.40881460 39.84239199
16 23.53761382 28.40881460
17 15.42878963 23.53761382
18 10.48234204 15.42878963
19 -3.94529384 10.48234204
20 -11.12046172 -3.94529384
21 -13.58078497 -11.12046172
22 -12.97377734 -13.58078497
23 -13.19251011 -12.97377734
24 -16.30530139 -13.19251011
25 -17.50622793 -16.30530139
26 -6.99046331 -17.50622793
27 -9.32206628 -6.99046331
28 -13.79719762 -9.32206628
29 -16.56337105 -13.79719762
30 1.80804239 -16.56337105
31 24.51609202 1.80804239
32 28.05684729 24.51609202
33 29.98667024 28.05684729
34 31.74916230 29.98667024
35 32.17105108 31.74916230
36 19.84045358 32.17105108
37 27.15438991 19.84045358
38 21.19110504 27.15438991
39 10.45659524 21.19110504
40 14.45270708 10.45659524
41 14.26168913 14.45270708
42 22.40533295 14.26168913
43 20.81234059 22.40533295
44 11.35697162 20.81234059
45 7.39664836 11.35697162
46 -4.42605150 7.39664836
47 -19.62293789 -4.42605150
48 -22.24364508 -19.62293789
49 -36.12970874 -22.24364508
50 -40.23557131 -36.12970874
51 -41.32955088 -40.23557131
52 -42.61066025 -41.32955088
53 -39.85315902 -42.61066025
54 -41.61446948 -39.85315902
55 -41.46290975 -41.61446948
56 -40.66778511 -41.46290975
57 -47.54584154 -40.66778511
58 -55.46550672 -47.54584154
59 -45.12780439 -55.46550672
60 -44.89406915 -45.12780439
61 -31.81775621 -44.89406915
62 -37.18690953 -31.81775621
63 -36.92246132 -37.18690953
64 -34.59565478 -36.92246132
65 -34.43716634 -34.59565478
66 -35.79253531 -34.43716634
67 -32.55285857 -35.79253531
68 -32.35179244 -32.55285857
69 -46.01198784 -32.35179244
70 -43.93766758 -46.01198784
71 -40.57621752 -43.93766758
72 -36.67317698 -40.57621752
73 -32.85132473 -36.67317698
74 -30.05323848 -32.85132473
75 -37.48083784 -30.05323848
76 -37.37085032 -37.48083784
77 -35.70444597 -37.37085032
78 -34.59447672 -35.70444597
79 -30.42114367 -34.59447672
80 -37.66060776 -30.42114367
81 -37.78723817 -37.66060776
82 -34.83962726 -37.78723817
83 -34.44154100 -34.83962726
84 -29.56917689 -34.44154100
85 -21.52752574 -29.56917689
86 -22.10764791 -21.52752574
87 -21.19963480 -22.10764791
88 -19.40845899 -21.19963480
89 -14.83412046 -19.40845899
90 -9.59148211 -14.83412046
91 -13.24284746 -9.59148211
92 -13.10710127 -13.24284746
93 -9.68426182 -13.10710127
94 -9.50299459 -9.68426182
95 -10.09991752 -9.50299459
96 -7.53945467 -10.09991752
97 -2.41464080 -7.53945467
98 -4.85313595 -2.41464080
99 0.19937446 -4.85313595
100 4.49941686 0.19937446
101 1.69062920 4.49941686
102 5.64217067 1.69062920
103 3.45411433 5.64217067
104 -1.31803713 3.45411433
105 3.15132884 -1.31803713
106 -4.26733087 3.15132884
107 -12.17812947 -4.26733087
108 -2.54229196 -12.17812947
109 63.11243032 -2.54229196
110 55.74843222 63.11243032
111 46.14756047 55.74843222
112 40.21796844 46.14756047
113 38.82596328 40.21796844
114 34.38741333 38.82596328
115 23.65480489 34.38741333
116 7.29248895 23.65480489
117 7.66384759 7.29248895
118 9.14019706 7.66384759
119 11.75906942 9.14019706
120 11.50170778 11.75906942
121 6.12454723 11.50170778
122 3.25431539 6.12454723
123 -3.56641006 3.25431539
124 -10.78713551 -3.56641006
125 -9.80884816 -10.78713551
126 -10.49293742 -9.80884816
127 -18.15920218 -10.49293742
128 -12.45120734 -18.15920218
129 -9.00257269 -12.45120734
130 -24.25492524 -9.00257269
131 -25.64098890 -24.25492524
132 -15.91515131 -25.64098890
133 -19.37541977 -15.91515131
134 -22.82585271 -19.37541977
135 -16.81683414 -22.82585271
136 -17.52368391 -16.81683414
137 -16.04936365 -17.52368391
138 -7.21365400 -16.04936365
139 -8.95319115 -7.21365400
140 -5.41748149 -8.95319115
141 -6.64310644 -5.41748149
142 -11.23699468 -6.64310644
143 -5.39534353 -11.23699468
144 -1.77544743 -5.39534353
145 12.57607577 -1.77544743
146 12.80189510 12.57607577
147 8.10111469 12.80189510
148 15.93187005 8.10111469
149 14.64088862 15.93187005
150 21.28948674 14.64088862
151 18.56281979 21.28948674
152 14.03021135 18.56281979
153 8.57782226 14.03021135
154 -6.02999645 8.57782226
155 0.28788871 -6.02999645
156 1.43151427 0.28788871
157 9.46919833 1.43151427
158 -1.80394033 9.46919833
159 -6.69093641 -1.80394033
160 1.63981895 -6.69093641
161 8.42008071 1.63981895
162 18.77460206 8.42008071
163 18.74793512 18.77460206
164 6.56695360 18.74793512
165 8.46109104 6.56695360
166 2.46511879 8.46109104
167 4.71964014 2.46511879
168 7.37911578 4.71964014
169 11.99403933 7.37911578
170 1.81296649 11.99403933
171 -2.22053784 1.81296649
172 -4.68680260 -2.22053784
173 -3.95306735 -4.68680260
174 -8.11339061 -3.95306735
175 -14.16084367 -8.11339061
176 -14.68751062 -14.16084367
177 -16.76560358 -14.68751062
178 -19.06651185 -16.76560358
179 -21.62584791 -19.06651185
180 -17.47426990 -21.62584791
181 -8.54949257 -17.47426990
182 -10.89893831 -8.54949257
183 -11.70578808 -10.89893831
184 -5.83144956 -11.70578808
185 -8.23829933 -5.83144956
186 1.46172480 -8.23829933
187 3.71522241 1.46172480
188 -2.97974436 3.71522241
189 -6.57471114 -2.97974436
190 -15.80730132 -6.57471114
191 -17.60226810 -15.80730132
192 -18.01010508 -17.60226810
193 -7.25556546 -18.01010508
194 -5.51983754 -7.25556546
195 -9.07811333 -5.51983754
196 -6.14732144 -9.07811333
197 -3.07892441 -6.14732144
198 -0.78676139 -3.07892441
199 -17.60536631 -0.78676139
200 -17.41914479 -17.60536631
201 -24.33292327 -17.41914479
202 -22.15461765 -24.33292327
203 -16.11691533 -22.15461765
204 -10.38118741 -16.11691533
205 -23.51562414 -10.38118741
206 -62.02903731 -23.51562414
207 -59.87649037 -62.02903731
208 -56.54472954 -59.87649037
209 -52.19907477 -56.54472954
210 24.36040088 -52.19907477
211 101.24104621 24.36040088
212 72.18000973 101.24104621
213 66.32173394 72.18000973
214 69.88122785 66.32173394
215 67.40797959 69.88122785
216 72.56546256 67.40797959
217 57.71009360 72.56546256
218 48.87450527 57.71009360
219 47.79339590 48.87450527
220 40.24502870 47.79339590
221 45.65496141 40.24502870
222 45.99363268 45.65496141
223 55.13029301 45.99363268
224 52.24719096 55.13029301
225 45.11257158 52.24719096
226 39.63840918 45.11257158
227 33.45929248 39.63840918
228 27.68105340 33.45929248
229 23.94158931 27.68105340
230 20.63969383 23.94158931
231 23.72191173 20.63969383
232 13.86261221 23.72191173
233 15.29634745 13.86261221
234 4.26876636 15.29634745
235 -24.58333048 4.26876636
236 -34.06241064 -24.58333048
237 -37.87019283 -34.06241064
238 -44.19386162 -37.87019283
239 -27.34440416 -44.19386162
240 -19.14439829 -27.34440416
241 -53.41623924 -19.14439829
242 -116.52921404 -53.41623924
243 -59.75999419 -116.52921404
244 -84.51589373 -59.75999419
245 -52.87718593 -84.51589373
246 40.79150421 -52.87718593
247 57.32810975 40.79150421
248 61.08455071 57.32810975
249 49.21523301 61.08455071
250 49.51622608 49.21523301
251 21.30358093 49.51622608
252 7.96901634 21.30358093
253 -10.58521929 7.96901634
254 23.59677942 -10.58521929
255 12.88799177 23.59677942
256 26.25421346 12.88799177
257 19.85922842 26.25421346
258 16.34844809 19.85922842
259 11.81386523 16.34844809
260 19.10489492 11.81386523
261 10.34159178 19.10489492
262 -2.12158350 10.34159178
263 -7.90166914 -2.12158350
264 -6.85506369 -7.90166914
265 -2.22928089 -6.85506369
266 0.22132817 -2.22928089
267 1.85703782 0.22132817
268 7.67492298 1.85703782
269 0.01363078 7.67492298
270 10.99579389 0.01363078
271 16.44435548 10.99579389
272 20.69684762 16.44435548
273 29.50486073 20.69684762
274 -1.77310438 29.50486073
275 -23.92823589 -1.77310438
276 12.62416493 -23.92823589
277 35.75089840 12.62416493
278 29.15200107 35.75089840
279 31.94805811 29.15200107
280 28.66298165 31.94805811
281 28.65406614 28.66298165
282 30.60761855 28.65406614
283 37.76506499 30.60761855
284 28.69682582 37.76506499
285 24.20386999 28.69682582
286 14.19111524 24.20386999
287 13.80207170 14.19111524
288 20.96745231 13.80207170
289 32.04564833 20.96745231
290 30.30218063 32.04564833
291 16.43401452 30.30218063
292 5.83021769 16.43401452
293 31.63506825 5.83021769
294 26.32030257 31.63506825
295 19.90555515 26.32030257
296 15.96408012 19.90555515
297 25.83931453 15.96408012
298 17.36619413 25.83931453
299 11.46726026 17.36619413
300 9.61194609 11.46726026
301 13.22884404 9.61194609
302 -5.34522703 13.22884404
303 0.43115896 -5.34522703
304 14.95688697 0.43115896
305 12.38069536 14.95688697
306 29.13115830 12.38069536
307 27.64408916 29.13115830
308 16.48091388 27.64408916
309 11.43249188 16.48091388
310 5.96333857 11.43249188
311 14.82765892 5.96333857
312 22.84069937 14.82765892
313 17.78829202 22.84069937
314 24.59723754 17.78829202
315 27.05777345 24.59723754
316 16.96878470 27.05777345
317 22.67277592 16.96878470
318 16.33729718 22.67277592
319 19.40070339 16.33729718
320 18.16813147 19.40070339
321 10.89592522 18.16813147
322 4.58613209 10.89592522
323 11.23476674 4.58613209
324 0.78447993 11.23476674
325 -3.49066968 0.78447993
326 -0.55389976 -3.49066968
327 0.71645341 -0.55389976
328 -10.10421724 0.71645341
329 -28.54858083 -10.10421724
330 -0.03873943 -28.54858083
331 -2.03070807 -0.03873943
332 -15.37108630 -2.03070807
333 -16.75616275 -15.37108630
334 -38.54899073 -16.75616275
335 -57.01308016 -38.54899073
336 -31.31000308 -57.01308016
337 -68.09283115 -31.31000308
338 -87.58357513 -68.09283115
339 -50.61728037 -87.58357513
340 -36.44793267 -50.61728037
341 -15.01033993 -36.44793267
342 -4.90448389 -15.01033993
343 9.85996431 -4.90448389
344 15.16591168 9.85996431
345 -3.36154156 15.16591168
346 -25.98316288 -3.36154156
347 -32.06326678 -25.98316288
348 -61.31240200 -32.06326678
349 -49.55901398 -61.31240200
350 -25.62635727 -49.55901398
351 -28.87574821 -25.62635727
352 -16.79651019 -28.87574821
353 -22.89555365 -16.79651019
354 -25.77662649 -22.89555365
355 -33.25662079 -25.77662649
356 -28.72590197 -33.25662079
357 -29.70306251 -28.72590197
358 -50.76413553 -29.70306251
359 -70.04806039 -50.76413553
> 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/77x3p1355852334.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/8om0k1355852334.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/9txee1355852334.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/10llg21355852334.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/11q1w61355852334.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/12ilpr1355852334.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13zgh21355852334.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/142vti1355852334.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/15klfm1355852334.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/16cu7y1355852334.tab")
+ }
>
> try(system("convert tmp/1xxr31355852334.ps tmp/1xxr31355852334.png",intern=TRUE))
character(0)
> try(system("convert tmp/258y71355852334.ps tmp/258y71355852334.png",intern=TRUE))
character(0)
> try(system("convert tmp/3ezgx1355852334.ps tmp/3ezgx1355852334.png",intern=TRUE))
character(0)
> try(system("convert tmp/4cx341355852334.ps tmp/4cx341355852334.png",intern=TRUE))
character(0)
> try(system("convert tmp/5qf0s1355852334.ps tmp/5qf0s1355852334.png",intern=TRUE))
character(0)
> try(system("convert tmp/6boxr1355852334.ps tmp/6boxr1355852334.png",intern=TRUE))
character(0)
> try(system("convert tmp/77x3p1355852334.ps tmp/77x3p1355852334.png",intern=TRUE))
character(0)
> try(system("convert tmp/8om0k1355852334.ps tmp/8om0k1355852334.png",intern=TRUE))
character(0)
> try(system("convert tmp/9txee1355852334.ps tmp/9txee1355852334.png",intern=TRUE))
character(0)
> try(system("convert tmp/10llg21355852334.ps tmp/10llg21355852334.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
13.677 1.123 14.827