R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(255 + ,280.2 + ,299.9 + ,339.2 + ,374.2 + ,393.5 + ,389.2 + ,381.7 + ,375.2 + ,369 + ,357.4 + ,352.1 + ,346.5 + ,342.9 + ,340.3 + ,328.3 + ,322.9 + ,314.3 + ,308.9 + ,294 + ,285.6 + ,281.2 + ,280.3 + ,278.8 + ,274.5 + ,270.4 + ,263.4 + ,259.9 + ,258 + ,262.7 + ,284.7 + ,311.3 + ,322.1 + ,327 + ,331.3 + ,333.3 + ,321.4 + ,327 + ,320 + ,314.7 + ,316.7 + ,314.4 + ,321.3 + ,318.2 + ,307.2 + ,301.3 + ,287.5 + ,277.7 + ,274.4 + ,258.8 + ,253.3 + ,251 + ,248.4 + ,249.5 + ,246.1 + ,244.5 + ,243.6 + ,244 + ,240.8 + ,249.8 + ,248 + ,259.4 + ,260.5 + ,260.8 + ,261.3 + ,259.5 + ,256.6 + ,257.9 + ,256.5 + ,254.2 + ,253.3 + ,253.8 + ,255.5 + ,257.1 + ,257.3 + ,253.2 + ,252.8 + ,252 + ,250.7 + ,252.2 + ,250 + ,251 + ,253.4 + ,251.2 + ,255.6 + ,261.1 + ,258.9 + ,259.9 + ,261.2 + ,264.7 + ,267.1 + ,266.4 + ,267.7 + ,268.6 + ,267.5 + ,268.5 + ,268.5 + ,270.5 + ,270.9 + ,270.1 + ,269.3 + ,269.8 + ,270.1 + ,264.9 + ,263.7 + ,264.8 + ,263.7 + ,255.9 + ,276.2 + ,360.1 + ,380.5 + ,373.7 + ,369.8 + ,366.6 + ,359.3 + ,345.8 + ,326.2 + ,324.5 + ,328.1 + ,327.5 + ,324.4 + ,316.5 + ,310.9 + ,301.5 + ,291.7 + ,290.4 + ,287.4 + ,277.7 + ,281.6 + ,288 + ,276 + ,272.9 + ,283 + ,283.3 + ,276.8 + ,284.5 + ,282.7 + ,281.2 + ,287.4 + ,283.1 + ,284 + ,285.5 + ,289.2 + ,292.5 + ,296.4 + ,305.2 + ,303.9 + ,311.5 + ,316.3 + ,316.7 + ,322.5 + ,317.1 + ,309.8 + ,303.8 + ,290.3 + ,293.7 + ,291.7 + ,296.5 + ,289.1 + ,288.5 + ,293.8 + ,297.7 + ,305.4 + ,302.7 + ,302.5 + ,303 + ,294.5 + ,294.1 + ,294.5 + ,297.1 + ,289.4 + ,292.4 + ,287.9 + ,286.6 + ,280.5 + ,272.4 + ,269.2 + ,270.6 + ,267.3 + ,262.5 + ,266.8 + ,268.8 + ,263.1 + ,261.2 + ,266 + ,262.5 + ,265.2 + ,261.3 + ,253.7 + ,249.2 + ,239.1 + ,236.4 + ,235.2 + ,245.2 + ,246.2 + ,247.7 + ,251.4 + ,253.3 + ,254.8 + ,250 + ,249.3 + ,241.5 + ,243.3 + ,248 + ,253 + ,252.9 + ,251.5 + ,251.6 + ,253.5 + ,259.8 + ,334.1 + ,448 + ,445.8 + ,445 + ,448.2 + ,438.2 + ,439.8 + ,423.4 + ,410.8 + ,408.4 + ,406.7 + ,405.9 + ,402.7 + ,405.1 + ,399.6 + ,386.5 + ,381.4 + ,375.2 + ,357.7 + ,359 + ,355 + ,352.7 + ,344.4 + ,343.8 + ,338 + ,339 + ,333.3 + ,334.4 + ,328.3 + ,330.7 + ,330 + ,331.6 + ,351.2 + ,389.4 + ,410.9 + ,442.8 + ,462.8 + ,466.9 + ,461.7 + ,439.2 + ,430.3 + ,416.1 + ,402.5 + ,397.3 + ,403.3 + ,395.9 + ,387.8 + ,378.6 + ,377.1 + ,370.4 + ,362 + ,350.3 + ,348.2 + ,344.6 + ,343.5 + ,342.8 + ,347.6 + ,346.6 + ,349.5 + ,342.1 + ,342 + ,342.8 + ,339.3 + ,348.2 + ,333.7 + ,334.7 + ,354 + ,367.7 + ,363.3 + ,358.4 + ,353.1 + ,343.1 + ,344.6 + ,344.4 + ,333.9 + ,331.7 + ,324.3 + ,321.2 + ,322.4 + ,321.7 + ,320.5 + ,312.8 + ,309.7 + ,315.6 + ,309.7 + ,304.6 + ,302.5 + ,301.5 + ,298.8 + ,291.3 + ,293.6 + ,294.6 + ,285.9 + ,297.6 + ,301.1 + ,293.8 + ,297.7 + ,292.9 + ,292.1 + ,287.2 + ,288.2 + ,283.8 + ,299.9 + ,292.4 + ,293.3 + ,300.8 + ,293.7 + ,293.1 + ,294.4 + ,292.1 + ,291.9 + ,282.5 + ,277.9 + ,287.5 + ,289.2 + ,285.6 + ,293.2 + ,290.8 + ,283.1 + ,275 + ,287.8 + ,287.8 + ,287.4 + ,284 + ,277.8 + ,277.6 + ,304.9 + ,294 + ,300.9 + ,324 + ,332.9 + ,341.6 + ,333.4 + ,348.2 + ,344.7 + ,344.7 + ,329.3 + ,323.5 + ,323.2 + ,317.4 + ,330.1 + ,329.2 + ,334.9 + ,315.8 + ,315.4 + ,319.6 + ,317.3 + ,313.8 + ,315.8 + ,311.3) + ,dim=c(1 + ,360) + ,dimnames=list(c('USrtCoffee') + ,1:360)) > y <- array(NA,dim=c(1,360),dimnames=list(c('USrtCoffee'),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 = 'Include Monthly Dummies' > par1 = '1' > 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 USrtCoffee M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t 1 255.0 1 0 0 0 0 0 0 0 0 0 0 1 2 280.2 0 1 0 0 0 0 0 0 0 0 0 2 3 299.9 0 0 1 0 0 0 0 0 0 0 0 3 4 339.2 0 0 0 1 0 0 0 0 0 0 0 4 5 374.2 0 0 0 0 1 0 0 0 0 0 0 5 6 393.5 0 0 0 0 0 1 0 0 0 0 0 6 7 389.2 0 0 0 0 0 0 1 0 0 0 0 7 8 381.7 0 0 0 0 0 0 0 1 0 0 0 8 9 375.2 0 0 0 0 0 0 0 0 1 0 0 9 10 369.0 0 0 0 0 0 0 0 0 0 1 0 10 11 357.4 0 0 0 0 0 0 0 0 0 0 1 11 12 352.1 0 0 0 0 0 0 0 0 0 0 0 12 13 346.5 1 0 0 0 0 0 0 0 0 0 0 13 14 342.9 0 1 0 0 0 0 0 0 0 0 0 14 15 340.3 0 0 1 0 0 0 0 0 0 0 0 15 16 328.3 0 0 0 1 0 0 0 0 0 0 0 16 17 322.9 0 0 0 0 1 0 0 0 0 0 0 17 18 314.3 0 0 0 0 0 1 0 0 0 0 0 18 19 308.9 0 0 0 0 0 0 1 0 0 0 0 19 20 294.0 0 0 0 0 0 0 0 1 0 0 0 20 21 285.6 0 0 0 0 0 0 0 0 1 0 0 21 22 281.2 0 0 0 0 0 0 0 0 0 1 0 22 23 280.3 0 0 0 0 0 0 0 0 0 0 1 23 24 278.8 0 0 0 0 0 0 0 0 0 0 0 24 25 274.5 1 0 0 0 0 0 0 0 0 0 0 25 26 270.4 0 1 0 0 0 0 0 0 0 0 0 26 27 263.4 0 0 1 0 0 0 0 0 0 0 0 27 28 259.9 0 0 0 1 0 0 0 0 0 0 0 28 29 258.0 0 0 0 0 1 0 0 0 0 0 0 29 30 262.7 0 0 0 0 0 1 0 0 0 0 0 30 31 284.7 0 0 0 0 0 0 1 0 0 0 0 31 32 311.3 0 0 0 0 0 0 0 1 0 0 0 32 33 322.1 0 0 0 0 0 0 0 0 1 0 0 33 34 327.0 0 0 0 0 0 0 0 0 0 1 0 34 35 331.3 0 0 0 0 0 0 0 0 0 0 1 35 36 333.3 0 0 0 0 0 0 0 0 0 0 0 36 37 321.4 1 0 0 0 0 0 0 0 0 0 0 37 38 327.0 0 1 0 0 0 0 0 0 0 0 0 38 39 320.0 0 0 1 0 0 0 0 0 0 0 0 39 40 314.7 0 0 0 1 0 0 0 0 0 0 0 40 41 316.7 0 0 0 0 1 0 0 0 0 0 0 41 42 314.4 0 0 0 0 0 1 0 0 0 0 0 42 43 321.3 0 0 0 0 0 0 1 0 0 0 0 43 44 318.2 0 0 0 0 0 0 0 1 0 0 0 44 45 307.2 0 0 0 0 0 0 0 0 1 0 0 45 46 301.3 0 0 0 0 0 0 0 0 0 1 0 46 47 287.5 0 0 0 0 0 0 0 0 0 0 1 47 48 277.7 0 0 0 0 0 0 0 0 0 0 0 48 49 274.4 1 0 0 0 0 0 0 0 0 0 0 49 50 258.8 0 1 0 0 0 0 0 0 0 0 0 50 51 253.3 0 0 1 0 0 0 0 0 0 0 0 51 52 251.0 0 0 0 1 0 0 0 0 0 0 0 52 53 248.4 0 0 0 0 1 0 0 0 0 0 0 53 54 249.5 0 0 0 0 0 1 0 0 0 0 0 54 55 246.1 0 0 0 0 0 0 1 0 0 0 0 55 56 244.5 0 0 0 0 0 0 0 1 0 0 0 56 57 243.6 0 0 0 0 0 0 0 0 1 0 0 57 58 244.0 0 0 0 0 0 0 0 0 0 1 0 58 59 240.8 0 0 0 0 0 0 0 0 0 0 1 59 60 249.8 0 0 0 0 0 0 0 0 0 0 0 60 61 248.0 1 0 0 0 0 0 0 0 0 0 0 61 62 259.4 0 1 0 0 0 0 0 0 0 0 0 62 63 260.5 0 0 1 0 0 0 0 0 0 0 0 63 64 260.8 0 0 0 1 0 0 0 0 0 0 0 64 65 261.3 0 0 0 0 1 0 0 0 0 0 0 65 66 259.5 0 0 0 0 0 1 0 0 0 0 0 66 67 256.6 0 0 0 0 0 0 1 0 0 0 0 67 68 257.9 0 0 0 0 0 0 0 1 0 0 0 68 69 256.5 0 0 0 0 0 0 0 0 1 0 0 69 70 254.2 0 0 0 0 0 0 0 0 0 1 0 70 71 253.3 0 0 0 0 0 0 0 0 0 0 1 71 72 253.8 0 0 0 0 0 0 0 0 0 0 0 72 73 255.5 1 0 0 0 0 0 0 0 0 0 0 73 74 257.1 0 1 0 0 0 0 0 0 0 0 0 74 75 257.3 0 0 1 0 0 0 0 0 0 0 0 75 76 253.2 0 0 0 1 0 0 0 0 0 0 0 76 77 252.8 0 0 0 0 1 0 0 0 0 0 0 77 78 252.0 0 0 0 0 0 1 0 0 0 0 0 78 79 250.7 0 0 0 0 0 0 1 0 0 0 0 79 80 252.2 0 0 0 0 0 0 0 1 0 0 0 80 81 250.0 0 0 0 0 0 0 0 0 1 0 0 81 82 251.0 0 0 0 0 0 0 0 0 0 1 0 82 83 253.4 0 0 0 0 0 0 0 0 0 0 1 83 84 251.2 0 0 0 0 0 0 0 0 0 0 0 84 85 255.6 1 0 0 0 0 0 0 0 0 0 0 85 86 261.1 0 1 0 0 0 0 0 0 0 0 0 86 87 258.9 0 0 1 0 0 0 0 0 0 0 0 87 88 259.9 0 0 0 1 0 0 0 0 0 0 0 88 89 261.2 0 0 0 0 1 0 0 0 0 0 0 89 90 264.7 0 0 0 0 0 1 0 0 0 0 0 90 91 267.1 0 0 0 0 0 0 1 0 0 0 0 91 92 266.4 0 0 0 0 0 0 0 1 0 0 0 92 93 267.7 0 0 0 0 0 0 0 0 1 0 0 93 94 268.6 0 0 0 0 0 0 0 0 0 1 0 94 95 267.5 0 0 0 0 0 0 0 0 0 0 1 95 96 268.5 0 0 0 0 0 0 0 0 0 0 0 96 97 268.5 1 0 0 0 0 0 0 0 0 0 0 97 98 270.5 0 1 0 0 0 0 0 0 0 0 0 98 99 270.9 0 0 1 0 0 0 0 0 0 0 0 99 100 270.1 0 0 0 1 0 0 0 0 0 0 0 100 101 269.3 0 0 0 0 1 0 0 0 0 0 0 101 102 269.8 0 0 0 0 0 1 0 0 0 0 0 102 103 270.1 0 0 0 0 0 0 1 0 0 0 0 103 104 264.9 0 0 0 0 0 0 0 1 0 0 0 104 105 263.7 0 0 0 0 0 0 0 0 1 0 0 105 106 264.8 0 0 0 0 0 0 0 0 0 1 0 106 107 263.7 0 0 0 0 0 0 0 0 0 0 1 107 108 255.9 0 0 0 0 0 0 0 0 0 0 0 108 109 276.2 1 0 0 0 0 0 0 0 0 0 0 109 110 360.1 0 1 0 0 0 0 0 0 0 0 0 110 111 380.5 0 0 1 0 0 0 0 0 0 0 0 111 112 373.7 0 0 0 1 0 0 0 0 0 0 0 112 113 369.8 0 0 0 0 1 0 0 0 0 0 0 113 114 366.6 0 0 0 0 0 1 0 0 0 0 0 114 115 359.3 0 0 0 0 0 0 1 0 0 0 0 115 116 345.8 0 0 0 0 0 0 0 1 0 0 0 116 117 326.2 0 0 0 0 0 0 0 0 1 0 0 117 118 324.5 0 0 0 0 0 0 0 0 0 1 0 118 119 328.1 0 0 0 0 0 0 0 0 0 0 1 119 120 327.5 0 0 0 0 0 0 0 0 0 0 0 120 121 324.4 1 0 0 0 0 0 0 0 0 0 0 121 122 316.5 0 1 0 0 0 0 0 0 0 0 0 122 123 310.9 0 0 1 0 0 0 0 0 0 0 0 123 124 301.5 0 0 0 1 0 0 0 0 0 0 0 124 125 291.7 0 0 0 0 1 0 0 0 0 0 0 125 126 290.4 0 0 0 0 0 1 0 0 0 0 0 126 127 287.4 0 0 0 0 0 0 1 0 0 0 0 127 128 277.7 0 0 0 0 0 0 0 1 0 0 0 128 129 281.6 0 0 0 0 0 0 0 0 1 0 0 129 130 288.0 0 0 0 0 0 0 0 0 0 1 0 130 131 276.0 0 0 0 0 0 0 0 0 0 0 1 131 132 272.9 0 0 0 0 0 0 0 0 0 0 0 132 133 283.0 1 0 0 0 0 0 0 0 0 0 0 133 134 283.3 0 1 0 0 0 0 0 0 0 0 0 134 135 276.8 0 0 1 0 0 0 0 0 0 0 0 135 136 284.5 0 0 0 1 0 0 0 0 0 0 0 136 137 282.7 0 0 0 0 1 0 0 0 0 0 0 137 138 281.2 0 0 0 0 0 1 0 0 0 0 0 138 139 287.4 0 0 0 0 0 0 1 0 0 0 0 139 140 283.1 0 0 0 0 0 0 0 1 0 0 0 140 141 284.0 0 0 0 0 0 0 0 0 1 0 0 141 142 285.5 0 0 0 0 0 0 0 0 0 1 0 142 143 289.2 0 0 0 0 0 0 0 0 0 0 1 143 144 292.5 0 0 0 0 0 0 0 0 0 0 0 144 145 296.4 1 0 0 0 0 0 0 0 0 0 0 145 146 305.2 0 1 0 0 0 0 0 0 0 0 0 146 147 303.9 0 0 1 0 0 0 0 0 0 0 0 147 148 311.5 0 0 0 1 0 0 0 0 0 0 0 148 149 316.3 0 0 0 0 1 0 0 0 0 0 0 149 150 316.7 0 0 0 0 0 1 0 0 0 0 0 150 151 322.5 0 0 0 0 0 0 1 0 0 0 0 151 152 317.1 0 0 0 0 0 0 0 1 0 0 0 152 153 309.8 0 0 0 0 0 0 0 0 1 0 0 153 154 303.8 0 0 0 0 0 0 0 0 0 1 0 154 155 290.3 0 0 0 0 0 0 0 0 0 0 1 155 156 293.7 0 0 0 0 0 0 0 0 0 0 0 156 157 291.7 1 0 0 0 0 0 0 0 0 0 0 157 158 296.5 0 1 0 0 0 0 0 0 0 0 0 158 159 289.1 0 0 1 0 0 0 0 0 0 0 0 159 160 288.5 0 0 0 1 0 0 0 0 0 0 0 160 161 293.8 0 0 0 0 1 0 0 0 0 0 0 161 162 297.7 0 0 0 0 0 1 0 0 0 0 0 162 163 305.4 0 0 0 0 0 0 1 0 0 0 0 163 164 302.7 0 0 0 0 0 0 0 1 0 0 0 164 165 302.5 0 0 0 0 0 0 0 0 1 0 0 165 166 303.0 0 0 0 0 0 0 0 0 0 1 0 166 167 294.5 0 0 0 0 0 0 0 0 0 0 1 167 168 294.1 0 0 0 0 0 0 0 0 0 0 0 168 169 294.5 1 0 0 0 0 0 0 0 0 0 0 169 170 297.1 0 1 0 0 0 0 0 0 0 0 0 170 171 289.4 0 0 1 0 0 0 0 0 0 0 0 171 172 292.4 0 0 0 1 0 0 0 0 0 0 0 172 173 287.9 0 0 0 0 1 0 0 0 0 0 0 173 174 286.6 0 0 0 0 0 1 0 0 0 0 0 174 175 280.5 0 0 0 0 0 0 1 0 0 0 0 175 176 272.4 0 0 0 0 0 0 0 1 0 0 0 176 177 269.2 0 0 0 0 0 0 0 0 1 0 0 177 178 270.6 0 0 0 0 0 0 0 0 0 1 0 178 179 267.3 0 0 0 0 0 0 0 0 0 0 1 179 180 262.5 0 0 0 0 0 0 0 0 0 0 0 180 181 266.8 1 0 0 0 0 0 0 0 0 0 0 181 182 268.8 0 1 0 0 0 0 0 0 0 0 0 182 183 263.1 0 0 1 0 0 0 0 0 0 0 0 183 184 261.2 0 0 0 1 0 0 0 0 0 0 0 184 185 266.0 0 0 0 0 1 0 0 0 0 0 0 185 186 262.5 0 0 0 0 0 1 0 0 0 0 0 186 187 265.2 0 0 0 0 0 0 1 0 0 0 0 187 188 261.3 0 0 0 0 0 0 0 1 0 0 0 188 189 253.7 0 0 0 0 0 0 0 0 1 0 0 189 190 249.2 0 0 0 0 0 0 0 0 0 1 0 190 191 239.1 0 0 0 0 0 0 0 0 0 0 1 191 192 236.4 0 0 0 0 0 0 0 0 0 0 0 192 193 235.2 1 0 0 0 0 0 0 0 0 0 0 193 194 245.2 0 1 0 0 0 0 0 0 0 0 0 194 195 246.2 0 0 1 0 0 0 0 0 0 0 0 195 196 247.7 0 0 0 1 0 0 0 0 0 0 0 196 197 251.4 0 0 0 0 1 0 0 0 0 0 0 197 198 253.3 0 0 0 0 0 1 0 0 0 0 0 198 199 254.8 0 0 0 0 0 0 1 0 0 0 0 199 200 250.0 0 0 0 0 0 0 0 1 0 0 0 200 201 249.3 0 0 0 0 0 0 0 0 1 0 0 201 202 241.5 0 0 0 0 0 0 0 0 0 1 0 202 203 243.3 0 0 0 0 0 0 0 0 0 0 1 203 204 248.0 0 0 0 0 0 0 0 0 0 0 0 204 205 253.0 1 0 0 0 0 0 0 0 0 0 0 205 206 252.9 0 1 0 0 0 0 0 0 0 0 0 206 207 251.5 0 0 1 0 0 0 0 0 0 0 0 207 208 251.6 0 0 0 1 0 0 0 0 0 0 0 208 209 253.5 0 0 0 0 1 0 0 0 0 0 0 209 210 259.8 0 0 0 0 0 1 0 0 0 0 0 210 211 334.1 0 0 0 0 0 0 1 0 0 0 0 211 212 448.0 0 0 0 0 0 0 0 1 0 0 0 212 213 445.8 0 0 0 0 0 0 0 0 1 0 0 213 214 445.0 0 0 0 0 0 0 0 0 0 1 0 214 215 448.2 0 0 0 0 0 0 0 0 0 0 1 215 216 438.2 0 0 0 0 0 0 0 0 0 0 0 216 217 439.8 1 0 0 0 0 0 0 0 0 0 0 217 218 423.4 0 1 0 0 0 0 0 0 0 0 0 218 219 410.8 0 0 1 0 0 0 0 0 0 0 0 219 220 408.4 0 0 0 1 0 0 0 0 0 0 0 220 221 406.7 0 0 0 0 1 0 0 0 0 0 0 221 222 405.9 0 0 0 0 0 1 0 0 0 0 0 222 223 402.7 0 0 0 0 0 0 1 0 0 0 0 223 224 405.1 0 0 0 0 0 0 0 1 0 0 0 224 225 399.6 0 0 0 0 0 0 0 0 1 0 0 225 226 386.5 0 0 0 0 0 0 0 0 0 1 0 226 227 381.4 0 0 0 0 0 0 0 0 0 0 1 227 228 375.2 0 0 0 0 0 0 0 0 0 0 0 228 229 357.7 1 0 0 0 0 0 0 0 0 0 0 229 230 359.0 0 1 0 0 0 0 0 0 0 0 0 230 231 355.0 0 0 1 0 0 0 0 0 0 0 0 231 232 352.7 0 0 0 1 0 0 0 0 0 0 0 232 233 344.4 0 0 0 0 1 0 0 0 0 0 0 233 234 343.8 0 0 0 0 0 1 0 0 0 0 0 234 235 338.0 0 0 0 0 0 0 1 0 0 0 0 235 236 339.0 0 0 0 0 0 0 0 1 0 0 0 236 237 333.3 0 0 0 0 0 0 0 0 1 0 0 237 238 334.4 0 0 0 0 0 0 0 0 0 1 0 238 239 328.3 0 0 0 0 0 0 0 0 0 0 1 239 240 330.7 0 0 0 0 0 0 0 0 0 0 0 240 241 330.0 1 0 0 0 0 0 0 0 0 0 0 241 242 331.6 0 1 0 0 0 0 0 0 0 0 0 242 243 351.2 0 0 1 0 0 0 0 0 0 0 0 243 244 389.4 0 0 0 1 0 0 0 0 0 0 0 244 245 410.9 0 0 0 0 1 0 0 0 0 0 0 245 246 442.8 0 0 0 0 0 1 0 0 0 0 0 246 247 462.8 0 0 0 0 0 0 1 0 0 0 0 247 248 466.9 0 0 0 0 0 0 0 1 0 0 0 248 249 461.7 0 0 0 0 0 0 0 0 1 0 0 249 250 439.2 0 0 0 0 0 0 0 0 0 1 0 250 251 430.3 0 0 0 0 0 0 0 0 0 0 1 251 252 416.1 0 0 0 0 0 0 0 0 0 0 0 252 253 402.5 1 0 0 0 0 0 0 0 0 0 0 253 254 397.3 0 1 0 0 0 0 0 0 0 0 0 254 255 403.3 0 0 1 0 0 0 0 0 0 0 0 255 256 395.9 0 0 0 1 0 0 0 0 0 0 0 256 257 387.8 0 0 0 0 1 0 0 0 0 0 0 257 258 378.6 0 0 0 0 0 1 0 0 0 0 0 258 259 377.1 0 0 0 0 0 0 1 0 0 0 0 259 260 370.4 0 0 0 0 0 0 0 1 0 0 0 260 261 362.0 0 0 0 0 0 0 0 0 1 0 0 261 262 350.3 0 0 0 0 0 0 0 0 0 1 0 262 263 348.2 0 0 0 0 0 0 0 0 0 0 1 263 264 344.6 0 0 0 0 0 0 0 0 0 0 0 264 265 343.5 1 0 0 0 0 0 0 0 0 0 0 265 266 342.8 0 1 0 0 0 0 0 0 0 0 0 266 267 347.6 0 0 1 0 0 0 0 0 0 0 0 267 268 346.6 0 0 0 1 0 0 0 0 0 0 0 268 269 349.5 0 0 0 0 1 0 0 0 0 0 0 269 270 342.1 0 0 0 0 0 1 0 0 0 0 0 270 271 342.0 0 0 0 0 0 0 1 0 0 0 0 271 272 342.8 0 0 0 0 0 0 0 1 0 0 0 272 273 339.3 0 0 0 0 0 0 0 0 1 0 0 273 274 348.2 0 0 0 0 0 0 0 0 0 1 0 274 275 333.7 0 0 0 0 0 0 0 0 0 0 1 275 276 334.7 0 0 0 0 0 0 0 0 0 0 0 276 277 354.0 1 0 0 0 0 0 0 0 0 0 0 277 278 367.7 0 1 0 0 0 0 0 0 0 0 0 278 279 363.3 0 0 1 0 0 0 0 0 0 0 0 279 280 358.4 0 0 0 1 0 0 0 0 0 0 0 280 281 353.1 0 0 0 0 1 0 0 0 0 0 0 281 282 343.1 0 0 0 0 0 1 0 0 0 0 0 282 283 344.6 0 0 0 0 0 0 1 0 0 0 0 283 284 344.4 0 0 0 0 0 0 0 1 0 0 0 284 285 333.9 0 0 0 0 0 0 0 0 1 0 0 285 286 331.7 0 0 0 0 0 0 0 0 0 1 0 286 287 324.3 0 0 0 0 0 0 0 0 0 0 1 287 288 321.2 0 0 0 0 0 0 0 0 0 0 0 288 289 322.4 1 0 0 0 0 0 0 0 0 0 0 289 290 321.7 0 1 0 0 0 0 0 0 0 0 0 290 291 320.5 0 0 1 0 0 0 0 0 0 0 0 291 292 312.8 0 0 0 1 0 0 0 0 0 0 0 292 293 309.7 0 0 0 0 1 0 0 0 0 0 0 293 294 315.6 0 0 0 0 0 1 0 0 0 0 0 294 295 309.7 0 0 0 0 0 0 1 0 0 0 0 295 296 304.6 0 0 0 0 0 0 0 1 0 0 0 296 297 302.5 0 0 0 0 0 0 0 0 1 0 0 297 298 301.5 0 0 0 0 0 0 0 0 0 1 0 298 299 298.8 0 0 0 0 0 0 0 0 0 0 1 299 300 291.3 0 0 0 0 0 0 0 0 0 0 0 300 301 293.6 1 0 0 0 0 0 0 0 0 0 0 301 302 294.6 0 1 0 0 0 0 0 0 0 0 0 302 303 285.9 0 0 1 0 0 0 0 0 0 0 0 303 304 297.6 0 0 0 1 0 0 0 0 0 0 0 304 305 301.1 0 0 0 0 1 0 0 0 0 0 0 305 306 293.8 0 0 0 0 0 1 0 0 0 0 0 306 307 297.7 0 0 0 0 0 0 1 0 0 0 0 307 308 292.9 0 0 0 0 0 0 0 1 0 0 0 308 309 292.1 0 0 0 0 0 0 0 0 1 0 0 309 310 287.2 0 0 0 0 0 0 0 0 0 1 0 310 311 288.2 0 0 0 0 0 0 0 0 0 0 1 311 312 283.8 0 0 0 0 0 0 0 0 0 0 0 312 313 299.9 1 0 0 0 0 0 0 0 0 0 0 313 314 292.4 0 1 0 0 0 0 0 0 0 0 0 314 315 293.3 0 0 1 0 0 0 0 0 0 0 0 315 316 300.8 0 0 0 1 0 0 0 0 0 0 0 316 317 293.7 0 0 0 0 1 0 0 0 0 0 0 317 318 293.1 0 0 0 0 0 1 0 0 0 0 0 318 319 294.4 0 0 0 0 0 0 1 0 0 0 0 319 320 292.1 0 0 0 0 0 0 0 1 0 0 0 320 321 291.9 0 0 0 0 0 0 0 0 1 0 0 321 322 282.5 0 0 0 0 0 0 0 0 0 1 0 322 323 277.9 0 0 0 0 0 0 0 0 0 0 1 323 324 287.5 0 0 0 0 0 0 0 0 0 0 0 324 325 289.2 1 0 0 0 0 0 0 0 0 0 0 325 326 285.6 0 1 0 0 0 0 0 0 0 0 0 326 327 293.2 0 0 1 0 0 0 0 0 0 0 0 327 328 290.8 0 0 0 1 0 0 0 0 0 0 0 328 329 283.1 0 0 0 0 1 0 0 0 0 0 0 329 330 275.0 0 0 0 0 0 1 0 0 0 0 0 330 331 287.8 0 0 0 0 0 0 1 0 0 0 0 331 332 287.8 0 0 0 0 0 0 0 1 0 0 0 332 333 287.4 0 0 0 0 0 0 0 0 1 0 0 333 334 284.0 0 0 0 0 0 0 0 0 0 1 0 334 335 277.8 0 0 0 0 0 0 0 0 0 0 1 335 336 277.6 0 0 0 0 0 0 0 0 0 0 0 336 337 304.9 1 0 0 0 0 0 0 0 0 0 0 337 338 294.0 0 1 0 0 0 0 0 0 0 0 0 338 339 300.9 0 0 1 0 0 0 0 0 0 0 0 339 340 324.0 0 0 0 1 0 0 0 0 0 0 0 340 341 332.9 0 0 0 0 1 0 0 0 0 0 0 341 342 341.6 0 0 0 0 0 1 0 0 0 0 0 342 343 333.4 0 0 0 0 0 0 1 0 0 0 0 343 344 348.2 0 0 0 0 0 0 0 1 0 0 0 344 345 344.7 0 0 0 0 0 0 0 0 1 0 0 345 346 344.7 0 0 0 0 0 0 0 0 0 1 0 346 347 329.3 0 0 0 0 0 0 0 0 0 0 1 347 348 323.5 0 0 0 0 0 0 0 0 0 0 0 348 349 323.2 1 0 0 0 0 0 0 0 0 0 0 349 350 317.4 0 1 0 0 0 0 0 0 0 0 0 350 351 330.1 0 0 1 0 0 0 0 0 0 0 0 351 352 329.2 0 0 0 1 0 0 0 0 0 0 0 352 353 334.9 0 0 0 0 1 0 0 0 0 0 0 353 354 315.8 0 0 0 0 0 1 0 0 0 0 0 354 355 315.4 0 0 0 0 0 0 1 0 0 0 0 355 356 319.6 0 0 0 0 0 0 0 1 0 0 0 356 357 317.3 0 0 0 0 0 0 0 0 1 0 0 357 358 313.8 0 0 0 0 0 0 0 0 0 1 0 358 359 315.8 0 0 0 0 0 0 0 0 0 0 1 359 360 311.3 0 0 0 0 0 0 0 0 0 0 0 360 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) M1 M2 M3 M4 M5 278.270 1.348 4.523 4.741 6.786 7.634 M6 M7 M8 M9 M10 M11 7.525 11.076 13.148 9.563 6.657 2.159 t 0.132 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -70.08 -35.06 -11.63 24.50 142.76 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 278.26957 9.80471 28.381 < 2e-16 *** M1 1.34818 12.32030 0.109 0.913 M2 4.52289 12.31980 0.367 0.714 M3 4.74093 12.31935 0.385 0.701 M4 6.78565 12.31895 0.551 0.582 M5 7.63369 12.31859 0.620 0.536 M6 7.52507 12.31828 0.611 0.542 M7 11.07645 12.31802 0.899 0.369 M8 13.14782 12.31781 1.067 0.287 M9 9.56253 12.31764 0.776 0.438 M10 6.65724 12.31752 0.540 0.589 M11 2.15862 12.31745 0.175 0.861 t 0.13196 0.02421 5.451 9.52e-08 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 47.71 on 347 degrees of freedom Multiple R-squared: 0.08448, Adjusted R-squared: 0.05282 F-statistic: 2.668 on 12 and 347 DF, p-value: 0.001926 > 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,] 2.774425e-01 5.548851e-01 7.225575e-01 [2,] 4.607027e-01 9.214055e-01 5.392973e-01 [3,] 6.190931e-01 7.618137e-01 3.809069e-01 [4,] 6.681124e-01 6.637751e-01 3.318876e-01 [5,] 6.929066e-01 6.141869e-01 3.070934e-01 [6,] 6.938572e-01 6.122856e-01 3.061428e-01 [7,] 6.736880e-01 6.526240e-01 3.263120e-01 [8,] 6.240787e-01 7.518425e-01 3.759213e-01 [9,] 5.635937e-01 8.728125e-01 4.364063e-01 [10,] 4.940889e-01 9.881779e-01 5.059111e-01 [11,] 4.118553e-01 8.237106e-01 5.881447e-01 [12,] 3.356473e-01 6.712946e-01 6.643527e-01 [13,] 2.776954e-01 5.553907e-01 7.223046e-01 [14,] 2.421757e-01 4.843513e-01 7.578243e-01 [15,] 2.062409e-01 4.124817e-01 7.937591e-01 [16,] 1.574986e-01 3.149973e-01 8.425014e-01 [17,] 1.322858e-01 2.645717e-01 8.677142e-01 [18,] 1.264646e-01 2.529293e-01 8.735354e-01 [19,] 1.296003e-01 2.592005e-01 8.703997e-01 [20,] 1.428708e-01 2.857415e-01 8.571292e-01 [21,] 1.588205e-01 3.176409e-01 8.411795e-01 [22,] 2.227233e-01 4.454465e-01 7.772767e-01 [23,] 2.677295e-01 5.354590e-01 7.322705e-01 [24,] 2.741294e-01 5.482588e-01 7.258706e-01 [25,] 2.519687e-01 5.039374e-01 7.480313e-01 [26,] 2.215324e-01 4.430647e-01 7.784676e-01 [27,] 1.877457e-01 3.754913e-01 8.122543e-01 [28,] 1.588831e-01 3.177661e-01 8.411169e-01 [29,] 1.308846e-01 2.617693e-01 8.691154e-01 [30,] 1.045563e-01 2.091126e-01 8.954437e-01 [31,] 8.226208e-02 1.645242e-01 9.177379e-01 [32,] 6.443682e-02 1.288736e-01 9.355632e-01 [33,] 5.098617e-02 1.019723e-01 9.490138e-01 [34,] 3.860906e-02 7.721812e-02 9.613909e-01 [35,] 2.951795e-02 5.903591e-02 9.704820e-01 [36,] 2.292876e-02 4.585751e-02 9.770712e-01 [37,] 1.833501e-02 3.667001e-02 9.816650e-01 [38,] 1.565585e-02 3.131170e-02 9.843441e-01 [39,] 1.336501e-02 2.673001e-02 9.866350e-01 [40,] 1.223899e-02 2.447799e-02 9.877610e-01 [41,] 1.123301e-02 2.246601e-02 9.887670e-01 [42,] 9.778614e-03 1.955723e-02 9.902214e-01 [43,] 8.102296e-03 1.620459e-02 9.918977e-01 [44,] 6.496760e-03 1.299352e-02 9.935032e-01 [45,] 4.740671e-03 9.481342e-03 9.952593e-01 [46,] 3.434021e-03 6.868042e-03 9.965660e-01 [47,] 2.576579e-03 5.153159e-03 9.974234e-01 [48,] 1.928289e-03 3.856579e-03 9.980717e-01 [49,] 1.398961e-03 2.797922e-03 9.986010e-01 [50,] 9.783207e-04 1.956641e-03 9.990217e-01 [51,] 6.678218e-04 1.335644e-03 9.993322e-01 [52,] 4.518170e-04 9.036340e-04 9.995482e-01 [53,] 3.037584e-04 6.075169e-04 9.996962e-01 [54,] 2.022684e-04 4.045367e-04 9.997977e-01 [55,] 1.334491e-04 2.668981e-04 9.998666e-01 [56,] 8.770281e-05 1.754056e-04 9.999123e-01 [57,] 5.726521e-05 1.145304e-04 9.999427e-01 [58,] 4.542274e-05 9.084548e-05 9.999546e-01 [59,] 3.467567e-05 6.935134e-05 9.999653e-01 [60,] 2.618226e-05 5.236451e-05 9.999738e-01 [61,] 1.830097e-05 3.660195e-05 9.999817e-01 [62,] 1.221039e-05 2.442077e-05 9.999878e-01 [63,] 7.964296e-06 1.592859e-05 9.999920e-01 [64,] 5.160749e-06 1.032150e-05 9.999948e-01 [65,] 3.352639e-06 6.705278e-06 9.999966e-01 [66,] 2.164616e-06 4.329232e-06 9.999978e-01 [67,] 1.397206e-06 2.794412e-06 9.999986e-01 [68,] 9.275784e-07 1.855157e-06 9.999991e-01 [69,] 6.034091e-07 1.206818e-06 9.999994e-01 [70,] 5.280321e-07 1.056064e-06 9.999995e-01 [71,] 4.714904e-07 9.429808e-07 9.999995e-01 [72,] 3.956192e-07 7.912384e-07 9.999996e-01 [73,] 3.213805e-07 6.427611e-07 9.999997e-01 [74,] 2.447167e-07 4.894333e-07 9.999998e-01 [75,] 1.873072e-07 3.746144e-07 9.999998e-01 [76,] 1.436636e-07 2.873272e-07 9.999999e-01 [77,] 1.079696e-07 2.159392e-07 9.999999e-01 [78,] 8.455587e-08 1.691117e-07 9.999999e-01 [79,] 6.776799e-08 1.355360e-07 9.999999e-01 [80,] 5.531619e-08 1.106324e-07 9.999999e-01 [81,] 4.584380e-08 9.168760e-08 1.000000e+00 [82,] 5.050545e-08 1.010109e-07 9.999999e-01 [83,] 5.167163e-08 1.033433e-07 9.999999e-01 [84,] 5.198902e-08 1.039780e-07 9.999999e-01 [85,] 4.825098e-08 9.650196e-08 1.000000e+00 [86,] 4.015328e-08 8.030655e-08 1.000000e+00 [87,] 3.194661e-08 6.389322e-08 1.000000e+00 [88,] 2.480103e-08 4.960206e-08 1.000000e+00 [89,] 1.822330e-08 3.644659e-08 1.000000e+00 [90,] 1.334978e-08 2.669956e-08 1.000000e+00 [91,] 9.884828e-09 1.976966e-08 1.000000e+00 [92,] 7.373944e-09 1.474789e-08 1.000000e+00 [93,] 5.096589e-09 1.019318e-08 1.000000e+00 [94,] 6.054535e-09 1.210907e-08 1.000000e+00 [95,] 2.948985e-07 5.897970e-07 9.999997e-01 [96,] 1.561781e-05 3.123563e-05 9.999844e-01 [97,] 1.827509e-04 3.655017e-04 9.998172e-01 [98,] 9.332019e-04 1.866404e-03 9.990668e-01 [99,] 2.960550e-03 5.921100e-03 9.970394e-01 [100,] 6.162055e-03 1.232411e-02 9.938379e-01 [101,] 9.047130e-03 1.809426e-02 9.909529e-01 [102,] 1.011154e-02 2.022308e-02 9.898885e-01 [103,] 1.102807e-02 2.205614e-02 9.889719e-01 [104,] 1.269560e-02 2.539120e-02 9.873044e-01 [105,] 1.446700e-02 2.893399e-02 9.855330e-01 [106,] 1.622816e-02 3.245632e-02 9.837718e-01 [107,] 1.532614e-02 3.065227e-02 9.846739e-01 [108,] 1.370846e-02 2.741692e-02 9.862915e-01 [109,] 1.160013e-02 2.320026e-02 9.883999e-01 [110,] 9.444112e-03 1.888822e-02 9.905559e-01 [111,] 7.612216e-03 1.522443e-02 9.923878e-01 [112,] 6.115364e-03 1.223073e-02 9.938846e-01 [113,] 4.980996e-03 9.961991e-03 9.950190e-01 [114,] 4.004840e-03 8.009679e-03 9.959952e-01 [115,] 3.203180e-03 6.406361e-03 9.967968e-01 [116,] 2.532960e-03 5.065920e-03 9.974670e-01 [117,] 1.994707e-03 3.989414e-03 9.980053e-01 [118,] 1.588474e-03 3.176947e-03 9.984115e-01 [119,] 1.232448e-03 2.464896e-03 9.987676e-01 [120,] 9.565416e-04 1.913083e-03 9.990435e-01 [121,] 7.382720e-04 1.476544e-03 9.992617e-01 [122,] 5.677355e-04 1.135471e-03 9.994323e-01 [123,] 4.348414e-04 8.696828e-04 9.995652e-01 [124,] 3.332290e-04 6.664579e-04 9.996668e-01 [125,] 2.596727e-04 5.193454e-04 9.997403e-01 [126,] 2.006444e-04 4.012887e-04 9.997994e-01 [127,] 1.531165e-04 3.062330e-04 9.998469e-01 [128,] 1.169268e-04 2.338536e-04 9.998831e-01 [129,] 9.010980e-05 1.802196e-04 9.999099e-01 [130,] 7.177791e-05 1.435558e-04 9.999282e-01 [131,] 5.647552e-05 1.129510e-04 9.999435e-01 [132,] 4.367639e-05 8.735279e-05 9.999563e-01 [133,] 3.519332e-05 7.038664e-05 9.999648e-01 [134,] 2.900827e-05 5.801654e-05 9.999710e-01 [135,] 2.364695e-05 4.729389e-05 9.999764e-01 [136,] 1.995247e-05 3.990494e-05 9.999800e-01 [137,] 1.629796e-05 3.259592e-05 9.999837e-01 [138,] 1.280024e-05 2.560048e-05 9.999872e-01 [139,] 9.645407e-06 1.929081e-05 9.999904e-01 [140,] 6.970113e-06 1.394023e-05 9.999930e-01 [141,] 5.045565e-06 1.009113e-05 9.999950e-01 [142,] 3.668258e-06 7.336516e-06 9.999963e-01 [143,] 2.588456e-06 5.176912e-06 9.999974e-01 [144,] 1.813401e-06 3.626802e-06 9.999982e-01 [145,] 1.276054e-06 2.552109e-06 9.999987e-01 [146,] 8.884662e-07 1.776932e-06 9.999991e-01 [147,] 6.141506e-07 1.228301e-06 9.999994e-01 [148,] 4.306587e-07 8.613173e-07 9.999996e-01 [149,] 3.070531e-07 6.141062e-07 9.999997e-01 [150,] 2.191342e-07 4.382684e-07 9.999998e-01 [151,] 1.549783e-07 3.099565e-07 9.999998e-01 [152,] 1.072218e-07 2.144435e-07 9.999999e-01 [153,] 7.352848e-08 1.470570e-07 9.999999e-01 [154,] 5.113681e-08 1.022736e-07 9.999999e-01 [155,] 3.423215e-08 6.846430e-08 1.000000e+00 [156,] 2.306099e-08 4.612199e-08 1.000000e+00 [157,] 1.555620e-08 3.111239e-08 1.000000e+00 [158,] 1.064727e-08 2.129455e-08 1.000000e+00 [159,] 7.306386e-09 1.461277e-08 1.000000e+00 [160,] 5.449457e-09 1.089891e-08 1.000000e+00 [161,] 4.681752e-09 9.363505e-09 1.000000e+00 [162,] 4.044161e-09 8.088323e-09 1.000000e+00 [163,] 3.314988e-09 6.629976e-09 1.000000e+00 [164,] 2.698702e-09 5.397403e-09 1.000000e+00 [165,] 2.294499e-09 4.588997e-09 1.000000e+00 [166,] 1.897195e-09 3.794389e-09 1.000000e+00 [167,] 1.576159e-09 3.152318e-09 1.000000e+00 [168,] 1.458434e-09 2.916868e-09 1.000000e+00 [169,] 1.478756e-09 2.957511e-09 1.000000e+00 [170,] 1.419329e-09 2.838657e-09 1.000000e+00 [171,] 1.472624e-09 2.945247e-09 1.000000e+00 [172,] 1.607664e-09 3.215329e-09 1.000000e+00 [173,] 2.124243e-09 4.248486e-09 1.000000e+00 [174,] 3.193563e-09 6.387126e-09 1.000000e+00 [175,] 5.127847e-09 1.025569e-08 1.000000e+00 [176,] 9.994541e-09 1.998908e-08 1.000000e+00 [177,] 2.060566e-08 4.121132e-08 1.000000e+00 [178,] 4.716540e-08 9.433081e-08 1.000000e+00 [179,] 8.845467e-08 1.769093e-07 9.999999e-01 [180,] 1.725165e-07 3.450329e-07 9.999998e-01 [181,] 3.655627e-07 7.311254e-07 9.999996e-01 [182,] 7.514823e-07 1.502965e-06 9.999992e-01 [183,] 1.533530e-06 3.067060e-06 9.999985e-01 [184,] 3.637682e-06 7.275364e-06 9.999964e-01 [185,] 1.239901e-05 2.479802e-05 9.999876e-01 [186,] 4.152958e-05 8.305915e-05 9.999585e-01 [187,] 1.638409e-04 3.276819e-04 9.998362e-01 [188,] 5.655009e-04 1.131002e-03 9.994345e-01 [189,] 1.681337e-03 3.362675e-03 9.983187e-01 [190,] 4.690818e-03 9.381636e-03 9.953092e-01 [191,] 1.281718e-02 2.563436e-02 9.871828e-01 [192,] 3.693071e-02 7.386141e-02 9.630693e-01 [193,] 1.075015e-01 2.150031e-01 8.924985e-01 [194,] 2.676631e-01 5.353261e-01 7.323369e-01 [195,] 5.087243e-01 9.825513e-01 4.912757e-01 [196,] 5.928099e-01 8.143802e-01 4.071901e-01 [197,] 8.391862e-01 3.216275e-01 1.608138e-01 [198,] 9.509814e-01 9.803712e-02 4.901856e-02 [199,] 9.878797e-01 2.424059e-02 1.212030e-02 [200,] 9.979240e-01 4.151986e-03 2.075993e-03 [201,] 9.995843e-01 8.314095e-04 4.157047e-04 [202,] 9.999267e-01 1.466434e-04 7.332172e-05 [203,] 9.999755e-01 4.899850e-05 2.449925e-05 [204,] 9.999878e-01 2.449809e-05 1.224904e-05 [205,] 9.999929e-01 1.418180e-05 7.090900e-06 [206,] 9.999955e-01 9.038625e-06 4.519312e-06 [207,] 9.999970e-01 6.070555e-06 3.035278e-06 [208,] 9.999976e-01 4.804745e-06 2.402373e-06 [209,] 9.999981e-01 3.890025e-06 1.945012e-06 [210,] 9.999983e-01 3.343384e-06 1.671692e-06 [211,] 9.999983e-01 3.423958e-06 1.711979e-06 [212,] 9.999982e-01 3.601101e-06 1.800550e-06 [213,] 9.999980e-01 4.029248e-06 2.014624e-06 [214,] 9.999975e-01 4.983604e-06 2.491802e-06 [215,] 9.999968e-01 6.424078e-06 3.212039e-06 [216,] 9.999960e-01 8.030667e-06 4.015334e-06 [217,] 9.999952e-01 9.515317e-06 4.757658e-06 [218,] 9.999948e-01 1.042511e-05 5.212553e-06 [219,] 9.999943e-01 1.149235e-05 5.746175e-06 [220,] 9.999943e-01 1.134568e-05 5.672842e-06 [221,] 9.999944e-01 1.110114e-05 5.550569e-06 [222,] 9.999949e-01 1.025746e-05 5.128729e-06 [223,] 9.999949e-01 1.024418e-05 5.122088e-06 [224,] 9.999950e-01 9.993565e-06 4.996782e-06 [225,] 9.999948e-01 1.042287e-05 5.211435e-06 [226,] 9.999949e-01 1.023377e-05 5.116884e-06 [227,] 9.999947e-01 1.058546e-05 5.292729e-06 [228,] 9.999935e-01 1.296255e-05 6.481273e-06 [229,] 9.999925e-01 1.509416e-05 7.547081e-06 [230,] 9.999936e-01 1.281431e-05 6.407157e-06 [231,] 9.999981e-01 3.751684e-06 1.875842e-06 [232,] 9.999998e-01 3.813217e-07 1.906609e-07 [233,] 1.000000e+00 2.090661e-08 1.045330e-08 [234,] 1.000000e+00 7.274247e-10 3.637123e-10 [235,] 1.000000e+00 6.355151e-11 3.177576e-11 [236,] 1.000000e+00 4.830517e-12 2.415258e-12 [237,] 1.000000e+00 6.315570e-13 3.157785e-13 [238,] 1.000000e+00 2.213899e-13 1.106950e-13 [239,] 1.000000e+00 8.864623e-14 4.432311e-14 [240,] 1.000000e+00 2.367873e-14 1.183937e-14 [241,] 1.000000e+00 1.080686e-14 5.403428e-15 [242,] 1.000000e+00 7.131759e-15 3.565880e-15 [243,] 1.000000e+00 5.699186e-15 2.849593e-15 [244,] 1.000000e+00 4.804036e-15 2.402018e-15 [245,] 1.000000e+00 5.476294e-15 2.738147e-15 [246,] 1.000000e+00 7.441229e-15 3.720614e-15 [247,] 1.000000e+00 1.326848e-14 6.634239e-15 [248,] 1.000000e+00 2.086480e-14 1.043240e-14 [249,] 1.000000e+00 3.367052e-14 1.683526e-14 [250,] 1.000000e+00 6.439866e-14 3.219933e-14 [251,] 1.000000e+00 1.186995e-13 5.934973e-14 [252,] 1.000000e+00 2.015507e-13 1.007753e-13 [253,] 1.000000e+00 3.750533e-13 1.875266e-13 [254,] 1.000000e+00 6.334600e-13 3.167300e-13 [255,] 1.000000e+00 1.127356e-12 5.636780e-13 [256,] 1.000000e+00 2.002568e-12 1.001284e-12 [257,] 1.000000e+00 3.503120e-12 1.751560e-12 [258,] 1.000000e+00 6.110342e-12 3.055171e-12 [259,] 1.000000e+00 7.266199e-12 3.633099e-12 [260,] 1.000000e+00 1.130355e-11 5.651777e-12 [261,] 1.000000e+00 1.550563e-11 7.752813e-12 [262,] 1.000000e+00 1.148500e-11 5.742501e-12 [263,] 1.000000e+00 2.200491e-12 1.100246e-12 [264,] 1.000000e+00 5.334519e-13 2.667259e-13 [265,] 1.000000e+00 2.121291e-13 1.060645e-13 [266,] 1.000000e+00 1.008863e-13 5.044316e-14 [267,] 1.000000e+00 6.351251e-14 3.175625e-14 [268,] 1.000000e+00 3.157192e-14 1.578596e-14 [269,] 1.000000e+00 1.404221e-14 7.021106e-15 [270,] 1.000000e+00 1.004153e-14 5.020765e-15 [271,] 1.000000e+00 5.405460e-15 2.702730e-15 [272,] 1.000000e+00 3.015674e-15 1.507837e-15 [273,] 1.000000e+00 1.450515e-15 7.252577e-16 [274,] 1.000000e+00 1.102638e-15 5.513191e-16 [275,] 1.000000e+00 4.636422e-16 2.318211e-16 [276,] 1.000000e+00 2.506118e-16 1.253059e-16 [277,] 1.000000e+00 3.823141e-16 1.911571e-16 [278,] 1.000000e+00 6.755058e-16 3.377529e-16 [279,] 1.000000e+00 5.220336e-16 2.610168e-16 [280,] 1.000000e+00 6.369047e-16 3.184524e-16 [281,] 1.000000e+00 1.124689e-15 5.623446e-16 [282,] 1.000000e+00 1.976590e-15 9.882951e-16 [283,] 1.000000e+00 2.699096e-15 1.349548e-15 [284,] 1.000000e+00 2.897993e-15 1.448996e-15 [285,] 1.000000e+00 4.348788e-15 2.174394e-15 [286,] 1.000000e+00 1.042898e-14 5.214491e-15 [287,] 1.000000e+00 1.633381e-14 8.166903e-15 [288,] 1.000000e+00 4.498478e-14 2.249239e-14 [289,] 1.000000e+00 1.120764e-13 5.603819e-14 [290,] 1.000000e+00 2.401353e-13 1.200676e-13 [291,] 1.000000e+00 5.419722e-13 2.709861e-13 [292,] 1.000000e+00 1.063007e-12 5.315037e-13 [293,] 1.000000e+00 2.739908e-12 1.369954e-12 [294,] 1.000000e+00 6.855993e-12 3.427997e-12 [295,] 1.000000e+00 1.708622e-11 8.543108e-12 [296,] 1.000000e+00 3.218463e-11 1.609231e-11 [297,] 1.000000e+00 6.849777e-11 3.424889e-11 [298,] 1.000000e+00 1.236335e-10 6.181674e-11 [299,] 1.000000e+00 2.152373e-10 1.076186e-10 [300,] 1.000000e+00 5.057273e-10 2.528636e-10 [301,] 1.000000e+00 1.129611e-09 5.648056e-10 [302,] 1.000000e+00 3.086332e-09 1.543166e-09 [303,] 1.000000e+00 7.313958e-09 3.656979e-09 [304,] 1.000000e+00 1.680230e-08 8.401152e-09 [305,] 1.000000e+00 4.478003e-08 2.239001e-08 [306,] 9.999999e-01 1.147362e-07 5.736808e-08 [307,] 9.999998e-01 3.054858e-07 1.527429e-07 [308,] 9.999996e-01 7.930910e-07 3.965455e-07 [309,] 9.999992e-01 1.571929e-06 7.859643e-07 [310,] 9.999980e-01 4.096355e-06 2.048177e-06 [311,] 9.999950e-01 1.005875e-05 5.029377e-06 [312,] 9.999876e-01 2.484833e-05 1.242417e-05 [313,] 9.999710e-01 5.800552e-05 2.900276e-05 [314,] 9.999537e-01 9.257767e-05 4.628883e-05 [315,] 9.999400e-01 1.199303e-04 5.996516e-05 [316,] 9.998755e-01 2.489723e-04 1.244862e-04 [317,] 9.998166e-01 3.668062e-04 1.834031e-04 [318,] 9.997391e-01 5.217132e-04 2.608566e-04 [319,] 9.997222e-01 5.555460e-04 2.777730e-04 [320,] 9.998090e-01 3.820567e-04 1.910283e-04 [321,] 9.999313e-01 1.373870e-04 6.869348e-05 [322,] 9.998804e-01 2.391970e-04 1.195985e-04 [323,] 9.998826e-01 2.348489e-04 1.174245e-04 [324,] 9.999829e-01 3.414573e-05 1.707287e-05 [325,] 9.999819e-01 3.626703e-05 1.813351e-05 [326,] 9.999920e-01 1.600230e-05 8.001151e-06 [327,] 9.999315e-01 1.370657e-04 6.853287e-05 [328,] 9.994503e-01 1.099408e-03 5.497041e-04 [329,] 9.964028e-01 7.194359e-03 3.597180e-03 > postscript(file="/var/wessaorg/rcomp/tmp/1ds1g1355853062.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/23cme1355853062.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3x1k81355853062.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4mk631355853062.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5xw581355853062.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 6 -24.74970430 -2.85637097 16.49362903 53.61696237 87.63696237 106.91362903 7 8 9 10 11 12 98.93029570 89.22696237 86.18029570 82.75362903 75.52029570 72.24696237 13 14 15 16 17 18 65.16682703 58.26016036 55.31016036 41.13349370 34.75349370 26.13016036 19 20 21 22 23 24 17.04682703 -0.05650630 -5.00317297 -6.62983964 -3.16317297 -2.63650630 25 26 27 28 29 30 -8.41664164 -15.82330831 -23.17330831 -28.84997497 -31.72997497 -27.05330831 31 32 33 34 35 36 -8.73664164 15.66002503 29.91335836 37.58669169 46.25335836 50.28002503 37 38 39 40 41 42 36.89988969 39.19322303 31.84322303 24.36655636 25.38655636 23.06322303 43 44 45 46 47 48 26.27988969 20.97655636 13.42988969 10.30322303 0.86988969 -6.90344364 49 50 51 52 53 54 -11.68357898 -30.59024564 -36.44024564 -40.91691231 -44.49691231 -43.42024564 55 56 57 58 59 60 -50.50357898 -54.30691231 -51.75357898 -48.58024564 -47.41357898 -36.38691231 61 62 63 64 65 66 -39.66704765 -31.57371431 -30.82371431 -32.70038098 -33.18038098 -35.00371431 67 68 69 70 71 72 -41.58704765 -42.49038098 -40.43704765 -39.96371431 -36.49704765 -33.97038098 73 74 75 76 77 78 -33.75051631 -35.45718298 -35.60718298 -41.88384965 -43.26384965 -44.08718298 79 80 81 82 83 84 -49.07051631 -49.77384965 -48.52051631 -44.74718298 -37.98051631 -38.15384965 85 86 87 88 89 90 -35.23398498 -33.04065165 -35.59065165 -36.76731832 -36.44731832 -32.97065165 91 92 93 94 95 96 -34.25398498 -37.15731832 -32.40398498 -28.73065165 -25.46398498 -22.43731832 97 98 99 100 101 102 -23.91745365 -25.22412032 -25.17412032 -28.15078699 -29.93078699 -29.45412032 103 104 105 106 107 108 -32.83745365 -40.24078699 -37.98745365 -34.11412032 -30.84745365 -36.62078699 109 110 111 112 113 114 -17.80092232 62.79241101 82.84241101 73.86574435 68.98574435 65.76241101 115 116 117 118 119 120 54.77907768 39.07574435 22.92907768 24.00241101 31.96907768 33.39574435 121 122 123 124 125 126 28.81560901 17.60894234 11.65894234 0.08227568 -10.69772432 -12.02105766 127 128 129 130 131 132 -18.70439099 -30.60772432 -23.25439099 -14.08105766 -21.71439099 -22.78772432 133 134 135 136 137 138 -14.16785966 -17.17452633 -24.02452633 -18.50119299 -21.28119299 -22.80452633 139 140 141 142 143 144 -20.28785966 -26.79119299 -22.43785966 -18.16452633 -10.09785966 -4.77119299 145 146 147 148 149 150 -2.35132833 3.14200501 1.49200501 6.91533834 10.73533834 11.11200501 151 152 153 154 155 156 13.22867167 5.62533834 1.77867167 -1.44799499 -10.58132833 -5.15466166 157 158 159 160 161 162 -8.63479700 -7.14146366 -14.89146366 -17.66813033 -13.34813033 -9.47146366 163 164 165 166 167 168 -5.45479700 -10.35813033 -7.10479700 -3.83146366 -7.96479700 -6.33813033 169 170 171 172 173 174 -7.41826567 -8.12493233 -16.17493233 -15.35159900 -20.83159900 -22.15493233 175 176 177 178 179 180 -31.93826567 -42.24159900 -41.98826567 -37.81493233 -36.74826567 -39.52159900 181 182 183 184 185 186 -36.70173433 -38.00840100 -44.05840100 -48.13506767 -44.31506767 -47.83840100 187 188 189 190 191 192 -48.82173433 -54.92506767 -59.07173433 -60.79840100 -66.53173433 -67.20506767 193 194 195 196 197 198 -69.88520300 -63.19186967 -62.54186967 -63.21853634 -60.49853634 -58.62186967 199 200 201 202 203 204 -60.80520300 -67.80853634 -65.05520300 -70.08186967 -63.91520300 -57.18853634 205 206 207 208 209 210 -53.66867167 -57.07533834 -58.82533834 -60.90200501 -59.98200501 -53.70533834 211 212 213 214 215 216 16.91132833 128.60799499 129.86132833 131.83466166 139.40132833 131.42799499 217 218 219 220 221 222 131.54785966 111.84119299 98.89119299 94.31452633 91.63452633 90.81119299 223 224 225 226 227 228 83.92785966 84.12452633 82.07785966 71.75119299 71.01785966 66.84452633 229 230 231 232 233 234 47.86439099 45.85772432 41.50772432 37.03105766 27.75105766 27.12772432 235 236 237 238 239 240 17.64439099 16.44105766 14.19439099 18.06772432 16.33439099 20.76105766 241 242 243 244 245 246 18.58092232 16.87425565 36.12425565 72.14758899 92.66758899 124.54425565 247 248 249 250 251 252 140.86092232 142.75758899 141.01092232 121.28425565 116.75092232 104.57758899 253 254 255 256 257 258 89.49745365 80.99078699 86.64078699 77.06412032 67.98412032 58.76078699 259 260 261 262 263 264 53.57745365 44.67412032 39.72745365 30.80078699 33.06745365 31.49412032 265 266 267 268 269 270 28.91398498 24.90731832 29.35731832 26.18065165 28.10065165 20.67731832 271 272 273 274 275 276 16.89398498 15.49065165 15.44398498 27.11731832 16.98398498 20.01065165 277 278 279 280 281 282 37.83051631 48.22384965 43.47384965 36.39718298 30.11718298 20.09384965 283 284 285 286 287 288 17.91051631 15.50718298 8.46051631 9.03384965 6.00051631 4.92718298 289 290 291 292 293 294 4.64704765 0.64038098 -0.90961902 -10.78628569 -14.86628569 -8.98961902 295 296 297 298 299 300 -18.57295235 -25.87628569 -24.52295235 -22.74961902 -21.08295235 -26.55628569 301 302 303 304 305 306 -25.73642102 -28.04308769 -37.09308769 -27.56975436 -25.04975436 -32.37308769 307 308 309 310 311 312 -32.15642102 -39.15975436 -36.50642102 -38.63308769 -33.26642102 -35.63975436 313 314 315 316 317 318 -21.01988969 -31.82655636 -31.27655636 -25.95322303 -34.03322303 -34.65655636 319 320 321 322 323 324 -37.03988969 -41.54322303 -38.28988969 -44.91655636 -45.14988969 -33.52322303 325 326 327 328 329 330 -33.30335836 -40.21002503 -32.96002503 -37.53669169 -46.21669169 -54.34002503 331 332 333 334 335 336 -45.22335836 -47.42669169 -44.37335836 -45.00002503 -46.83335836 -45.00669169 337 338 339 340 341 342 -19.18682703 -33.39349370 -26.84349370 -5.92016036 1.99983964 10.67650630 343 344 345 346 347 348 -1.20682703 11.38983964 11.34317297 14.11650630 3.08317297 -0.69016036 349 350 351 352 353 354 -2.47029570 -11.57696237 0.77303763 -2.30362903 2.41637097 -16.70696237 355 356 357 358 359 360 -20.79029570 -18.79362903 -17.64029570 -18.36696237 -12.00029570 -14.47362903 > postscript(file="/var/wessaorg/rcomp/tmp/61mni1355853062.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 -24.74970430 NA 1 -2.85637097 -24.74970430 2 16.49362903 -2.85637097 3 53.61696237 16.49362903 4 87.63696237 53.61696237 5 106.91362903 87.63696237 6 98.93029570 106.91362903 7 89.22696237 98.93029570 8 86.18029570 89.22696237 9 82.75362903 86.18029570 10 75.52029570 82.75362903 11 72.24696237 75.52029570 12 65.16682703 72.24696237 13 58.26016036 65.16682703 14 55.31016036 58.26016036 15 41.13349370 55.31016036 16 34.75349370 41.13349370 17 26.13016036 34.75349370 18 17.04682703 26.13016036 19 -0.05650630 17.04682703 20 -5.00317297 -0.05650630 21 -6.62983964 -5.00317297 22 -3.16317297 -6.62983964 23 -2.63650630 -3.16317297 24 -8.41664164 -2.63650630 25 -15.82330831 -8.41664164 26 -23.17330831 -15.82330831 27 -28.84997497 -23.17330831 28 -31.72997497 -28.84997497 29 -27.05330831 -31.72997497 30 -8.73664164 -27.05330831 31 15.66002503 -8.73664164 32 29.91335836 15.66002503 33 37.58669169 29.91335836 34 46.25335836 37.58669169 35 50.28002503 46.25335836 36 36.89988969 50.28002503 37 39.19322303 36.89988969 38 31.84322303 39.19322303 39 24.36655636 31.84322303 40 25.38655636 24.36655636 41 23.06322303 25.38655636 42 26.27988969 23.06322303 43 20.97655636 26.27988969 44 13.42988969 20.97655636 45 10.30322303 13.42988969 46 0.86988969 10.30322303 47 -6.90344364 0.86988969 48 -11.68357898 -6.90344364 49 -30.59024564 -11.68357898 50 -36.44024564 -30.59024564 51 -40.91691231 -36.44024564 52 -44.49691231 -40.91691231 53 -43.42024564 -44.49691231 54 -50.50357898 -43.42024564 55 -54.30691231 -50.50357898 56 -51.75357898 -54.30691231 57 -48.58024564 -51.75357898 58 -47.41357898 -48.58024564 59 -36.38691231 -47.41357898 60 -39.66704765 -36.38691231 61 -31.57371431 -39.66704765 62 -30.82371431 -31.57371431 63 -32.70038098 -30.82371431 64 -33.18038098 -32.70038098 65 -35.00371431 -33.18038098 66 -41.58704765 -35.00371431 67 -42.49038098 -41.58704765 68 -40.43704765 -42.49038098 69 -39.96371431 -40.43704765 70 -36.49704765 -39.96371431 71 -33.97038098 -36.49704765 72 -33.75051631 -33.97038098 73 -35.45718298 -33.75051631 74 -35.60718298 -35.45718298 75 -41.88384965 -35.60718298 76 -43.26384965 -41.88384965 77 -44.08718298 -43.26384965 78 -49.07051631 -44.08718298 79 -49.77384965 -49.07051631 80 -48.52051631 -49.77384965 81 -44.74718298 -48.52051631 82 -37.98051631 -44.74718298 83 -38.15384965 -37.98051631 84 -35.23398498 -38.15384965 85 -33.04065165 -35.23398498 86 -35.59065165 -33.04065165 87 -36.76731832 -35.59065165 88 -36.44731832 -36.76731832 89 -32.97065165 -36.44731832 90 -34.25398498 -32.97065165 91 -37.15731832 -34.25398498 92 -32.40398498 -37.15731832 93 -28.73065165 -32.40398498 94 -25.46398498 -28.73065165 95 -22.43731832 -25.46398498 96 -23.91745365 -22.43731832 97 -25.22412032 -23.91745365 98 -25.17412032 -25.22412032 99 -28.15078699 -25.17412032 100 -29.93078699 -28.15078699 101 -29.45412032 -29.93078699 102 -32.83745365 -29.45412032 103 -40.24078699 -32.83745365 104 -37.98745365 -40.24078699 105 -34.11412032 -37.98745365 106 -30.84745365 -34.11412032 107 -36.62078699 -30.84745365 108 -17.80092232 -36.62078699 109 62.79241101 -17.80092232 110 82.84241101 62.79241101 111 73.86574435 82.84241101 112 68.98574435 73.86574435 113 65.76241101 68.98574435 114 54.77907768 65.76241101 115 39.07574435 54.77907768 116 22.92907768 39.07574435 117 24.00241101 22.92907768 118 31.96907768 24.00241101 119 33.39574435 31.96907768 120 28.81560901 33.39574435 121 17.60894234 28.81560901 122 11.65894234 17.60894234 123 0.08227568 11.65894234 124 -10.69772432 0.08227568 125 -12.02105766 -10.69772432 126 -18.70439099 -12.02105766 127 -30.60772432 -18.70439099 128 -23.25439099 -30.60772432 129 -14.08105766 -23.25439099 130 -21.71439099 -14.08105766 131 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166 -7.96479700 -3.83146366 167 -6.33813033 -7.96479700 168 -7.41826567 -6.33813033 169 -8.12493233 -7.41826567 170 -16.17493233 -8.12493233 171 -15.35159900 -16.17493233 172 -20.83159900 -15.35159900 173 -22.15493233 -20.83159900 174 -31.93826567 -22.15493233 175 -42.24159900 -31.93826567 176 -41.98826567 -42.24159900 177 -37.81493233 -41.98826567 178 -36.74826567 -37.81493233 179 -39.52159900 -36.74826567 180 -36.70173433 -39.52159900 181 -38.00840100 -36.70173433 182 -44.05840100 -38.00840100 183 -48.13506767 -44.05840100 184 -44.31506767 -48.13506767 185 -47.83840100 -44.31506767 186 -48.82173433 -47.83840100 187 -54.92506767 -48.82173433 188 -59.07173433 -54.92506767 189 -60.79840100 -59.07173433 190 -66.53173433 -60.79840100 191 -67.20506767 -66.53173433 192 -69.88520300 -67.20506767 193 -63.19186967 -69.88520300 194 -62.54186967 -63.19186967 195 -63.21853634 -62.54186967 196 -60.49853634 -63.21853634 197 -58.62186967 -60.49853634 198 -60.80520300 -58.62186967 199 -67.80853634 -60.80520300 200 -65.05520300 -67.80853634 201 -70.08186967 -65.05520300 202 -63.91520300 -70.08186967 203 -57.18853634 -63.91520300 204 -53.66867167 -57.18853634 205 -57.07533834 -53.66867167 206 -58.82533834 -57.07533834 207 -60.90200501 -58.82533834 208 -59.98200501 -60.90200501 209 -53.70533834 -59.98200501 210 16.91132833 -53.70533834 211 128.60799499 16.91132833 212 129.86132833 128.60799499 213 131.83466166 129.86132833 214 139.40132833 131.83466166 215 131.42799499 139.40132833 216 131.54785966 131.42799499 217 111.84119299 131.54785966 218 98.89119299 111.84119299 219 94.31452633 98.89119299 220 91.63452633 94.31452633 221 90.81119299 91.63452633 222 83.92785966 90.81119299 223 84.12452633 83.92785966 224 82.07785966 84.12452633 225 71.75119299 82.07785966 226 71.01785966 71.75119299 227 66.84452633 71.01785966 228 47.86439099 66.84452633 229 45.85772432 47.86439099 230 41.50772432 45.85772432 231 37.03105766 41.50772432 232 27.75105766 37.03105766 233 27.12772432 27.75105766 234 17.64439099 27.12772432 235 16.44105766 17.64439099 236 14.19439099 16.44105766 237 18.06772432 14.19439099 238 16.33439099 18.06772432 239 20.76105766 16.33439099 240 18.58092232 20.76105766 241 16.87425565 18.58092232 242 36.12425565 16.87425565 243 72.14758899 36.12425565 244 92.66758899 72.14758899 245 124.54425565 92.66758899 246 140.86092232 124.54425565 247 142.75758899 140.86092232 248 141.01092232 142.75758899 249 121.28425565 141.01092232 250 116.75092232 121.28425565 251 104.57758899 116.75092232 252 89.49745365 104.57758899 253 80.99078699 89.49745365 254 86.64078699 80.99078699 255 77.06412032 86.64078699 256 67.98412032 77.06412032 257 58.76078699 67.98412032 258 53.57745365 58.76078699 259 44.67412032 53.57745365 260 39.72745365 44.67412032 261 30.80078699 39.72745365 262 33.06745365 30.80078699 263 31.49412032 33.06745365 264 28.91398498 31.49412032 265 24.90731832 28.91398498 266 29.35731832 24.90731832 267 26.18065165 29.35731832 268 28.10065165 26.18065165 269 20.67731832 28.10065165 270 16.89398498 20.67731832 271 15.49065165 16.89398498 272 15.44398498 15.49065165 273 27.11731832 15.44398498 274 16.98398498 27.11731832 275 20.01065165 16.98398498 276 37.83051631 20.01065165 277 48.22384965 37.83051631 278 43.47384965 48.22384965 279 36.39718298 43.47384965 280 30.11718298 36.39718298 281 20.09384965 30.11718298 282 17.91051631 20.09384965 283 15.50718298 17.91051631 284 8.46051631 15.50718298 285 9.03384965 8.46051631 286 6.00051631 9.03384965 287 4.92718298 6.00051631 288 4.64704765 4.92718298 289 0.64038098 4.64704765 290 -0.90961902 0.64038098 291 -10.78628569 -0.90961902 292 -14.86628569 -10.78628569 293 -8.98961902 -14.86628569 294 -18.57295235 -8.98961902 295 -25.87628569 -18.57295235 296 -24.52295235 -25.87628569 297 -22.74961902 -24.52295235 298 -21.08295235 -22.74961902 299 -26.55628569 -21.08295235 300 -25.73642102 -26.55628569 301 -28.04308769 -25.73642102 302 -37.09308769 -28.04308769 303 -27.56975436 -37.09308769 304 -25.04975436 -27.56975436 305 -32.37308769 -25.04975436 306 -32.15642102 -32.37308769 307 -39.15975436 -32.15642102 308 -36.50642102 -39.15975436 309 -38.63308769 -36.50642102 310 -33.26642102 -38.63308769 311 -35.63975436 -33.26642102 312 -21.01988969 -35.63975436 313 -31.82655636 -21.01988969 314 -31.27655636 -31.82655636 315 -25.95322303 -31.27655636 316 -34.03322303 -25.95322303 317 -34.65655636 -34.03322303 318 -37.03988969 -34.65655636 319 -41.54322303 -37.03988969 320 -38.28988969 -41.54322303 321 -44.91655636 -38.28988969 322 -45.14988969 -44.91655636 323 -33.52322303 -45.14988969 324 -33.30335836 -33.52322303 325 -40.21002503 -33.30335836 326 -32.96002503 -40.21002503 327 -37.53669169 -32.96002503 328 -46.21669169 -37.53669169 329 -54.34002503 -46.21669169 330 -45.22335836 -54.34002503 331 -47.42669169 -45.22335836 332 -44.37335836 -47.42669169 333 -45.00002503 -44.37335836 334 -46.83335836 -45.00002503 335 -45.00669169 -46.83335836 336 -19.18682703 -45.00669169 337 -33.39349370 -19.18682703 338 -26.84349370 -33.39349370 339 -5.92016036 -26.84349370 340 1.99983964 -5.92016036 341 10.67650630 1.99983964 342 -1.20682703 10.67650630 343 11.38983964 -1.20682703 344 11.34317297 11.38983964 345 14.11650630 11.34317297 346 3.08317297 14.11650630 347 -0.69016036 3.08317297 348 -2.47029570 -0.69016036 349 -11.57696237 -2.47029570 350 0.77303763 -11.57696237 351 -2.30362903 0.77303763 352 2.41637097 -2.30362903 353 -16.70696237 2.41637097 354 -20.79029570 -16.70696237 355 -18.79362903 -20.79029570 356 -17.64029570 -18.79362903 357 -18.36696237 -17.64029570 358 -12.00029570 -18.36696237 359 -14.47362903 -12.00029570 360 NA -14.47362903 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -2.85637097 -24.74970430 [2,] 16.49362903 -2.85637097 [3,] 53.61696237 16.49362903 [4,] 87.63696237 53.61696237 [5,] 106.91362903 87.63696237 [6,] 98.93029570 106.91362903 [7,] 89.22696237 98.93029570 [8,] 86.18029570 89.22696237 [9,] 82.75362903 86.18029570 [10,] 75.52029570 82.75362903 [11,] 72.24696237 75.52029570 [12,] 65.16682703 72.24696237 [13,] 58.26016036 65.16682703 [14,] 55.31016036 58.26016036 [15,] 41.13349370 55.31016036 [16,] 34.75349370 41.13349370 [17,] 26.13016036 34.75349370 [18,] 17.04682703 26.13016036 [19,] -0.05650630 17.04682703 [20,] -5.00317297 -0.05650630 [21,] -6.62983964 -5.00317297 [22,] -3.16317297 -6.62983964 [23,] -2.63650630 -3.16317297 [24,] -8.41664164 -2.63650630 [25,] -15.82330831 -8.41664164 [26,] -23.17330831 -15.82330831 [27,] -28.84997497 -23.17330831 [28,] -31.72997497 -28.84997497 [29,] -27.05330831 -31.72997497 [30,] -8.73664164 -27.05330831 [31,] 15.66002503 -8.73664164 [32,] 29.91335836 15.66002503 [33,] 37.58669169 29.91335836 [34,] 46.25335836 37.58669169 [35,] 50.28002503 46.25335836 [36,] 36.89988969 50.28002503 [37,] 39.19322303 36.89988969 [38,] 31.84322303 39.19322303 [39,] 24.36655636 31.84322303 [40,] 25.38655636 24.36655636 [41,] 23.06322303 25.38655636 [42,] 26.27988969 23.06322303 [43,] 20.97655636 26.27988969 [44,] 13.42988969 20.97655636 [45,] 10.30322303 13.42988969 [46,] 0.86988969 10.30322303 [47,] -6.90344364 0.86988969 [48,] -11.68357898 -6.90344364 [49,] -30.59024564 -11.68357898 [50,] -36.44024564 -30.59024564 [51,] -40.91691231 -36.44024564 [52,] -44.49691231 -40.91691231 [53,] -43.42024564 -44.49691231 [54,] -50.50357898 -43.42024564 [55,] -54.30691231 -50.50357898 [56,] -51.75357898 -54.30691231 [57,] -48.58024564 -51.75357898 [58,] -47.41357898 -48.58024564 [59,] -36.38691231 -47.41357898 [60,] -39.66704765 -36.38691231 [61,] -31.57371431 -39.66704765 [62,] -30.82371431 -31.57371431 [63,] -32.70038098 -30.82371431 [64,] -33.18038098 -32.70038098 [65,] -35.00371431 -33.18038098 [66,] -41.58704765 -35.00371431 [67,] -42.49038098 -41.58704765 [68,] -40.43704765 -42.49038098 [69,] -39.96371431 -40.43704765 [70,] -36.49704765 -39.96371431 [71,] -33.97038098 -36.49704765 [72,] -33.75051631 -33.97038098 [73,] -35.45718298 -33.75051631 [74,] -35.60718298 -35.45718298 [75,] -41.88384965 -35.60718298 [76,] -43.26384965 -41.88384965 [77,] -44.08718298 -43.26384965 [78,] -49.07051631 -44.08718298 [79,] -49.77384965 -49.07051631 [80,] -48.52051631 -49.77384965 [81,] -44.74718298 -48.52051631 [82,] -37.98051631 -44.74718298 [83,] -38.15384965 -37.98051631 [84,] -35.23398498 -38.15384965 [85,] -33.04065165 -35.23398498 [86,] -35.59065165 -33.04065165 [87,] -36.76731832 -35.59065165 [88,] -36.44731832 -36.76731832 [89,] -32.97065165 -36.44731832 [90,] -34.25398498 -32.97065165 [91,] -37.15731832 -34.25398498 [92,] -32.40398498 -37.15731832 [93,] -28.73065165 -32.40398498 [94,] -25.46398498 -28.73065165 [95,] -22.43731832 -25.46398498 [96,] -23.91745365 -22.43731832 [97,] -25.22412032 -23.91745365 [98,] -25.17412032 -25.22412032 [99,] -28.15078699 -25.17412032 [100,] -29.93078699 -28.15078699 [101,] -29.45412032 -29.93078699 [102,] -32.83745365 -29.45412032 [103,] -40.24078699 -32.83745365 [104,] -37.98745365 -40.24078699 [105,] -34.11412032 -37.98745365 [106,] -30.84745365 -34.11412032 [107,] -36.62078699 -30.84745365 [108,] -17.80092232 -36.62078699 [109,] 62.79241101 -17.80092232 [110,] 82.84241101 62.79241101 [111,] 73.86574435 82.84241101 [112,] 68.98574435 73.86574435 [113,] 65.76241101 68.98574435 [114,] 54.77907768 65.76241101 [115,] 39.07574435 54.77907768 [116,] 22.92907768 39.07574435 [117,] 24.00241101 22.92907768 [118,] 31.96907768 24.00241101 [119,] 33.39574435 31.96907768 [120,] 28.81560901 33.39574435 [121,] 17.60894234 28.81560901 [122,] 11.65894234 17.60894234 [123,] 0.08227568 11.65894234 [124,] -10.69772432 0.08227568 [125,] -12.02105766 -10.69772432 [126,] -18.70439099 -12.02105766 [127,] -30.60772432 -18.70439099 [128,] -23.25439099 -30.60772432 [129,] -14.08105766 -23.25439099 [130,] -21.71439099 -14.08105766 [131,] -22.78772432 -21.71439099 [132,] -14.16785966 -22.78772432 [133,] -17.17452633 -14.16785966 [134,] -24.02452633 -17.17452633 [135,] -18.50119299 -24.02452633 [136,] -21.28119299 -18.50119299 [137,] -22.80452633 -21.28119299 [138,] -20.28785966 -22.80452633 [139,] -26.79119299 -20.28785966 [140,] -22.43785966 -26.79119299 [141,] -18.16452633 -22.43785966 [142,] -10.09785966 -18.16452633 [143,] -4.77119299 -10.09785966 [144,] -2.35132833 -4.77119299 [145,] 3.14200501 -2.35132833 [146,] 1.49200501 3.14200501 [147,] 6.91533834 1.49200501 [148,] 10.73533834 6.91533834 [149,] 11.11200501 10.73533834 [150,] 13.22867167 11.11200501 [151,] 5.62533834 13.22867167 [152,] 1.77867167 5.62533834 [153,] -1.44799499 1.77867167 [154,] -10.58132833 -1.44799499 [155,] -5.15466166 -10.58132833 [156,] -8.63479700 -5.15466166 [157,] -7.14146366 -8.63479700 [158,] -14.89146366 -7.14146366 [159,] -17.66813033 -14.89146366 [160,] -13.34813033 -17.66813033 [161,] -9.47146366 -13.34813033 [162,] -5.45479700 -9.47146366 [163,] -10.35813033 -5.45479700 [164,] -7.10479700 -10.35813033 [165,] -3.83146366 -7.10479700 [166,] -7.96479700 -3.83146366 [167,] -6.33813033 -7.96479700 [168,] -7.41826567 -6.33813033 [169,] -8.12493233 -7.41826567 [170,] -16.17493233 -8.12493233 [171,] -15.35159900 -16.17493233 [172,] -20.83159900 -15.35159900 [173,] -22.15493233 -20.83159900 [174,] -31.93826567 -22.15493233 [175,] -42.24159900 -31.93826567 [176,] -41.98826567 -42.24159900 [177,] -37.81493233 -41.98826567 [178,] -36.74826567 -37.81493233 [179,] -39.52159900 -36.74826567 [180,] -36.70173433 -39.52159900 [181,] -38.00840100 -36.70173433 [182,] -44.05840100 -38.00840100 [183,] -48.13506767 -44.05840100 [184,] -44.31506767 -48.13506767 [185,] -47.83840100 -44.31506767 [186,] -48.82173433 -47.83840100 [187,] -54.92506767 -48.82173433 [188,] -59.07173433 -54.92506767 [189,] -60.79840100 -59.07173433 [190,] -66.53173433 -60.79840100 [191,] -67.20506767 -66.53173433 [192,] -69.88520300 -67.20506767 [193,] -63.19186967 -69.88520300 [194,] -62.54186967 -63.19186967 [195,] -63.21853634 -62.54186967 [196,] -60.49853634 -63.21853634 [197,] -58.62186967 -60.49853634 [198,] -60.80520300 -58.62186967 [199,] -67.80853634 -60.80520300 [200,] -65.05520300 -67.80853634 [201,] -70.08186967 -65.05520300 [202,] -63.91520300 -70.08186967 [203,] -57.18853634 -63.91520300 [204,] -53.66867167 -57.18853634 [205,] -57.07533834 -53.66867167 [206,] -58.82533834 -57.07533834 [207,] -60.90200501 -58.82533834 [208,] -59.98200501 -60.90200501 [209,] -53.70533834 -59.98200501 [210,] 16.91132833 -53.70533834 [211,] 128.60799499 16.91132833 [212,] 129.86132833 128.60799499 [213,] 131.83466166 129.86132833 [214,] 139.40132833 131.83466166 [215,] 131.42799499 139.40132833 [216,] 131.54785966 131.42799499 [217,] 111.84119299 131.54785966 [218,] 98.89119299 111.84119299 [219,] 94.31452633 98.89119299 [220,] 91.63452633 94.31452633 [221,] 90.81119299 91.63452633 [222,] 83.92785966 90.81119299 [223,] 84.12452633 83.92785966 [224,] 82.07785966 84.12452633 [225,] 71.75119299 82.07785966 [226,] 71.01785966 71.75119299 [227,] 66.84452633 71.01785966 [228,] 47.86439099 66.84452633 [229,] 45.85772432 47.86439099 [230,] 41.50772432 45.85772432 [231,] 37.03105766 41.50772432 [232,] 27.75105766 37.03105766 [233,] 27.12772432 27.75105766 [234,] 17.64439099 27.12772432 [235,] 16.44105766 17.64439099 [236,] 14.19439099 16.44105766 [237,] 18.06772432 14.19439099 [238,] 16.33439099 18.06772432 [239,] 20.76105766 16.33439099 [240,] 18.58092232 20.76105766 [241,] 16.87425565 18.58092232 [242,] 36.12425565 16.87425565 [243,] 72.14758899 36.12425565 [244,] 92.66758899 72.14758899 [245,] 124.54425565 92.66758899 [246,] 140.86092232 124.54425565 [247,] 142.75758899 140.86092232 [248,] 141.01092232 142.75758899 [249,] 121.28425565 141.01092232 [250,] 116.75092232 121.28425565 [251,] 104.57758899 116.75092232 [252,] 89.49745365 104.57758899 [253,] 80.99078699 89.49745365 [254,] 86.64078699 80.99078699 [255,] 77.06412032 86.64078699 [256,] 67.98412032 77.06412032 [257,] 58.76078699 67.98412032 [258,] 53.57745365 58.76078699 [259,] 44.67412032 53.57745365 [260,] 39.72745365 44.67412032 [261,] 30.80078699 39.72745365 [262,] 33.06745365 30.80078699 [263,] 31.49412032 33.06745365 [264,] 28.91398498 31.49412032 [265,] 24.90731832 28.91398498 [266,] 29.35731832 24.90731832 [267,] 26.18065165 29.35731832 [268,] 28.10065165 26.18065165 [269,] 20.67731832 28.10065165 [270,] 16.89398498 20.67731832 [271,] 15.49065165 16.89398498 [272,] 15.44398498 15.49065165 [273,] 27.11731832 15.44398498 [274,] 16.98398498 27.11731832 [275,] 20.01065165 16.98398498 [276,] 37.83051631 20.01065165 [277,] 48.22384965 37.83051631 [278,] 43.47384965 48.22384965 [279,] 36.39718298 43.47384965 [280,] 30.11718298 36.39718298 [281,] 20.09384965 30.11718298 [282,] 17.91051631 20.09384965 [283,] 15.50718298 17.91051631 [284,] 8.46051631 15.50718298 [285,] 9.03384965 8.46051631 [286,] 6.00051631 9.03384965 [287,] 4.92718298 6.00051631 [288,] 4.64704765 4.92718298 [289,] 0.64038098 4.64704765 [290,] -0.90961902 0.64038098 [291,] -10.78628569 -0.90961902 [292,] -14.86628569 -10.78628569 [293,] -8.98961902 -14.86628569 [294,] -18.57295235 -8.98961902 [295,] -25.87628569 -18.57295235 [296,] -24.52295235 -25.87628569 [297,] -22.74961902 -24.52295235 [298,] -21.08295235 -22.74961902 [299,] -26.55628569 -21.08295235 [300,] -25.73642102 -26.55628569 [301,] -28.04308769 -25.73642102 [302,] -37.09308769 -28.04308769 [303,] -27.56975436 -37.09308769 [304,] -25.04975436 -27.56975436 [305,] -32.37308769 -25.04975436 [306,] -32.15642102 -32.37308769 [307,] -39.15975436 -32.15642102 [308,] -36.50642102 -39.15975436 [309,] -38.63308769 -36.50642102 [310,] -33.26642102 -38.63308769 [311,] -35.63975436 -33.26642102 [312,] -21.01988969 -35.63975436 [313,] -31.82655636 -21.01988969 [314,] -31.27655636 -31.82655636 [315,] -25.95322303 -31.27655636 [316,] -34.03322303 -25.95322303 [317,] -34.65655636 -34.03322303 [318,] -37.03988969 -34.65655636 [319,] -41.54322303 -37.03988969 [320,] -38.28988969 -41.54322303 [321,] -44.91655636 -38.28988969 [322,] -45.14988969 -44.91655636 [323,] -33.52322303 -45.14988969 [324,] -33.30335836 -33.52322303 [325,] -40.21002503 -33.30335836 [326,] -32.96002503 -40.21002503 [327,] -37.53669169 -32.96002503 [328,] -46.21669169 -37.53669169 [329,] -54.34002503 -46.21669169 [330,] -45.22335836 -54.34002503 [331,] -47.42669169 -45.22335836 [332,] -44.37335836 -47.42669169 [333,] -45.00002503 -44.37335836 [334,] -46.83335836 -45.00002503 [335,] -45.00669169 -46.83335836 [336,] -19.18682703 -45.00669169 [337,] -33.39349370 -19.18682703 [338,] -26.84349370 -33.39349370 [339,] -5.92016036 -26.84349370 [340,] 1.99983964 -5.92016036 [341,] 10.67650630 1.99983964 [342,] -1.20682703 10.67650630 [343,] 11.38983964 -1.20682703 [344,] 11.34317297 11.38983964 [345,] 14.11650630 11.34317297 [346,] 3.08317297 14.11650630 [347,] -0.69016036 3.08317297 [348,] -2.47029570 -0.69016036 [349,] -11.57696237 -2.47029570 [350,] 0.77303763 -11.57696237 [351,] -2.30362903 0.77303763 [352,] 2.41637097 -2.30362903 [353,] -16.70696237 2.41637097 [354,] -20.79029570 -16.70696237 [355,] -18.79362903 -20.79029570 [356,] -17.64029570 -18.79362903 [357,] -18.36696237 -17.64029570 [358,] -12.00029570 -18.36696237 [359,] -14.47362903 -12.00029570 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -2.85637097 -24.74970430 2 16.49362903 -2.85637097 3 53.61696237 16.49362903 4 87.63696237 53.61696237 5 106.91362903 87.63696237 6 98.93029570 106.91362903 7 89.22696237 98.93029570 8 86.18029570 89.22696237 9 82.75362903 86.18029570 10 75.52029570 82.75362903 11 72.24696237 75.52029570 12 65.16682703 72.24696237 13 58.26016036 65.16682703 14 55.31016036 58.26016036 15 41.13349370 55.31016036 16 34.75349370 41.13349370 17 26.13016036 34.75349370 18 17.04682703 26.13016036 19 -0.05650630 17.04682703 20 -5.00317297 -0.05650630 21 -6.62983964 -5.00317297 22 -3.16317297 -6.62983964 23 -2.63650630 -3.16317297 24 -8.41664164 -2.63650630 25 -15.82330831 -8.41664164 26 -23.17330831 -15.82330831 27 -28.84997497 -23.17330831 28 -31.72997497 -28.84997497 29 -27.05330831 -31.72997497 30 -8.73664164 -27.05330831 31 15.66002503 -8.73664164 32 29.91335836 15.66002503 33 37.58669169 29.91335836 34 46.25335836 37.58669169 35 50.28002503 46.25335836 36 36.89988969 50.28002503 37 39.19322303 36.89988969 38 31.84322303 39.19322303 39 24.36655636 31.84322303 40 25.38655636 24.36655636 41 23.06322303 25.38655636 42 26.27988969 23.06322303 43 20.97655636 26.27988969 44 13.42988969 20.97655636 45 10.30322303 13.42988969 46 0.86988969 10.30322303 47 -6.90344364 0.86988969 48 -11.68357898 -6.90344364 49 -30.59024564 -11.68357898 50 -36.44024564 -30.59024564 51 -40.91691231 -36.44024564 52 -44.49691231 -40.91691231 53 -43.42024564 -44.49691231 54 -50.50357898 -43.42024564 55 -54.30691231 -50.50357898 56 -51.75357898 -54.30691231 57 -48.58024564 -51.75357898 58 -47.41357898 -48.58024564 59 -36.38691231 -47.41357898 60 -39.66704765 -36.38691231 61 -31.57371431 -39.66704765 62 -30.82371431 -31.57371431 63 -32.70038098 -30.82371431 64 -33.18038098 -32.70038098 65 -35.00371431 -33.18038098 66 -41.58704765 -35.00371431 67 -42.49038098 -41.58704765 68 -40.43704765 -42.49038098 69 -39.96371431 -40.43704765 70 -36.49704765 -39.96371431 71 -33.97038098 -36.49704765 72 -33.75051631 -33.97038098 73 -35.45718298 -33.75051631 74 -35.60718298 -35.45718298 75 -41.88384965 -35.60718298 76 -43.26384965 -41.88384965 77 -44.08718298 -43.26384965 78 -49.07051631 -44.08718298 79 -49.77384965 -49.07051631 80 -48.52051631 -49.77384965 81 -44.74718298 -48.52051631 82 -37.98051631 -44.74718298 83 -38.15384965 -37.98051631 84 -35.23398498 -38.15384965 85 -33.04065165 -35.23398498 86 -35.59065165 -33.04065165 87 -36.76731832 -35.59065165 88 -36.44731832 -36.76731832 89 -32.97065165 -36.44731832 90 -34.25398498 -32.97065165 91 -37.15731832 -34.25398498 92 -32.40398498 -37.15731832 93 -28.73065165 -32.40398498 94 -25.46398498 -28.73065165 95 -22.43731832 -25.46398498 96 -23.91745365 -22.43731832 97 -25.22412032 -23.91745365 98 -25.17412032 -25.22412032 99 -28.15078699 -25.17412032 100 -29.93078699 -28.15078699 101 -29.45412032 -29.93078699 102 -32.83745365 -29.45412032 103 -40.24078699 -32.83745365 104 -37.98745365 -40.24078699 105 -34.11412032 -37.98745365 106 -30.84745365 -34.11412032 107 -36.62078699 -30.84745365 108 -17.80092232 -36.62078699 109 62.79241101 -17.80092232 110 82.84241101 62.79241101 111 73.86574435 82.84241101 112 68.98574435 73.86574435 113 65.76241101 68.98574435 114 54.77907768 65.76241101 115 39.07574435 54.77907768 116 22.92907768 39.07574435 117 24.00241101 22.92907768 118 31.96907768 24.00241101 119 33.39574435 31.96907768 120 28.81560901 33.39574435 121 17.60894234 28.81560901 122 11.65894234 17.60894234 123 0.08227568 11.65894234 124 -10.69772432 0.08227568 125 -12.02105766 -10.69772432 126 -18.70439099 -12.02105766 127 -30.60772432 -18.70439099 128 -23.25439099 -30.60772432 129 -14.08105766 -23.25439099 130 -21.71439099 -14.08105766 131 -22.78772432 -21.71439099 132 -14.16785966 -22.78772432 133 -17.17452633 -14.16785966 134 -24.02452633 -17.17452633 135 -18.50119299 -24.02452633 136 -21.28119299 -18.50119299 137 -22.80452633 -21.28119299 138 -20.28785966 -22.80452633 139 -26.79119299 -20.28785966 140 -22.43785966 -26.79119299 141 -18.16452633 -22.43785966 142 -10.09785966 -18.16452633 143 -4.77119299 -10.09785966 144 -2.35132833 -4.77119299 145 3.14200501 -2.35132833 146 1.49200501 3.14200501 147 6.91533834 1.49200501 148 10.73533834 6.91533834 149 11.11200501 10.73533834 150 13.22867167 11.11200501 151 5.62533834 13.22867167 152 1.77867167 5.62533834 153 -1.44799499 1.77867167 154 -10.58132833 -1.44799499 155 -5.15466166 -10.58132833 156 -8.63479700 -5.15466166 157 -7.14146366 -8.63479700 158 -14.89146366 -7.14146366 159 -17.66813033 -14.89146366 160 -13.34813033 -17.66813033 161 -9.47146366 -13.34813033 162 -5.45479700 -9.47146366 163 -10.35813033 -5.45479700 164 -7.10479700 -10.35813033 165 -3.83146366 -7.10479700 166 -7.96479700 -3.83146366 167 -6.33813033 -7.96479700 168 -7.41826567 -6.33813033 169 -8.12493233 -7.41826567 170 -16.17493233 -8.12493233 171 -15.35159900 -16.17493233 172 -20.83159900 -15.35159900 173 -22.15493233 -20.83159900 174 -31.93826567 -22.15493233 175 -42.24159900 -31.93826567 176 -41.98826567 -42.24159900 177 -37.81493233 -41.98826567 178 -36.74826567 -37.81493233 179 -39.52159900 -36.74826567 180 -36.70173433 -39.52159900 181 -38.00840100 -36.70173433 182 -44.05840100 -38.00840100 183 -48.13506767 -44.05840100 184 -44.31506767 -48.13506767 185 -47.83840100 -44.31506767 186 -48.82173433 -47.83840100 187 -54.92506767 -48.82173433 188 -59.07173433 -54.92506767 189 -60.79840100 -59.07173433 190 -66.53173433 -60.79840100 191 -67.20506767 -66.53173433 192 -69.88520300 -67.20506767 193 -63.19186967 -69.88520300 194 -62.54186967 -63.19186967 195 -63.21853634 -62.54186967 196 -60.49853634 -63.21853634 197 -58.62186967 -60.49853634 198 -60.80520300 -58.62186967 199 -67.80853634 -60.80520300 200 -65.05520300 -67.80853634 201 -70.08186967 -65.05520300 202 -63.91520300 -70.08186967 203 -57.18853634 -63.91520300 204 -53.66867167 -57.18853634 205 -57.07533834 -53.66867167 206 -58.82533834 -57.07533834 207 -60.90200501 -58.82533834 208 -59.98200501 -60.90200501 209 -53.70533834 -59.98200501 210 16.91132833 -53.70533834 211 128.60799499 16.91132833 212 129.86132833 128.60799499 213 131.83466166 129.86132833 214 139.40132833 131.83466166 215 131.42799499 139.40132833 216 131.54785966 131.42799499 217 111.84119299 131.54785966 218 98.89119299 111.84119299 219 94.31452633 98.89119299 220 91.63452633 94.31452633 221 90.81119299 91.63452633 222 83.92785966 90.81119299 223 84.12452633 83.92785966 224 82.07785966 84.12452633 225 71.75119299 82.07785966 226 71.01785966 71.75119299 227 66.84452633 71.01785966 228 47.86439099 66.84452633 229 45.85772432 47.86439099 230 41.50772432 45.85772432 231 37.03105766 41.50772432 232 27.75105766 37.03105766 233 27.12772432 27.75105766 234 17.64439099 27.12772432 235 16.44105766 17.64439099 236 14.19439099 16.44105766 237 18.06772432 14.19439099 238 16.33439099 18.06772432 239 20.76105766 16.33439099 240 18.58092232 20.76105766 241 16.87425565 18.58092232 242 36.12425565 16.87425565 243 72.14758899 36.12425565 244 92.66758899 72.14758899 245 124.54425565 92.66758899 246 140.86092232 124.54425565 247 142.75758899 140.86092232 248 141.01092232 142.75758899 249 121.28425565 141.01092232 250 116.75092232 121.28425565 251 104.57758899 116.75092232 252 89.49745365 104.57758899 253 80.99078699 89.49745365 254 86.64078699 80.99078699 255 77.06412032 86.64078699 256 67.98412032 77.06412032 257 58.76078699 67.98412032 258 53.57745365 58.76078699 259 44.67412032 53.57745365 260 39.72745365 44.67412032 261 30.80078699 39.72745365 262 33.06745365 30.80078699 263 31.49412032 33.06745365 264 28.91398498 31.49412032 265 24.90731832 28.91398498 266 29.35731832 24.90731832 267 26.18065165 29.35731832 268 28.10065165 26.18065165 269 20.67731832 28.10065165 270 16.89398498 20.67731832 271 15.49065165 16.89398498 272 15.44398498 15.49065165 273 27.11731832 15.44398498 274 16.98398498 27.11731832 275 20.01065165 16.98398498 276 37.83051631 20.01065165 277 48.22384965 37.83051631 278 43.47384965 48.22384965 279 36.39718298 43.47384965 280 30.11718298 36.39718298 281 20.09384965 30.11718298 282 17.91051631 20.09384965 283 15.50718298 17.91051631 284 8.46051631 15.50718298 285 9.03384965 8.46051631 286 6.00051631 9.03384965 287 4.92718298 6.00051631 288 4.64704765 4.92718298 289 0.64038098 4.64704765 290 -0.90961902 0.64038098 291 -10.78628569 -0.90961902 292 -14.86628569 -10.78628569 293 -8.98961902 -14.86628569 294 -18.57295235 -8.98961902 295 -25.87628569 -18.57295235 296 -24.52295235 -25.87628569 297 -22.74961902 -24.52295235 298 -21.08295235 -22.74961902 299 -26.55628569 -21.08295235 300 -25.73642102 -26.55628569 301 -28.04308769 -25.73642102 302 -37.09308769 -28.04308769 303 -27.56975436 -37.09308769 304 -25.04975436 -27.56975436 305 -32.37308769 -25.04975436 306 -32.15642102 -32.37308769 307 -39.15975436 -32.15642102 308 -36.50642102 -39.15975436 309 -38.63308769 -36.50642102 310 -33.26642102 -38.63308769 311 -35.63975436 -33.26642102 312 -21.01988969 -35.63975436 313 -31.82655636 -21.01988969 314 -31.27655636 -31.82655636 315 -25.95322303 -31.27655636 316 -34.03322303 -25.95322303 317 -34.65655636 -34.03322303 318 -37.03988969 -34.65655636 319 -41.54322303 -37.03988969 320 -38.28988969 -41.54322303 321 -44.91655636 -38.28988969 322 -45.14988969 -44.91655636 323 -33.52322303 -45.14988969 324 -33.30335836 -33.52322303 325 -40.21002503 -33.30335836 326 -32.96002503 -40.21002503 327 -37.53669169 -32.96002503 328 -46.21669169 -37.53669169 329 -54.34002503 -46.21669169 330 -45.22335836 -54.34002503 331 -47.42669169 -45.22335836 332 -44.37335836 -47.42669169 333 -45.00002503 -44.37335836 334 -46.83335836 -45.00002503 335 -45.00669169 -46.83335836 336 -19.18682703 -45.00669169 337 -33.39349370 -19.18682703 338 -26.84349370 -33.39349370 339 -5.92016036 -26.84349370 340 1.99983964 -5.92016036 341 10.67650630 1.99983964 342 -1.20682703 10.67650630 343 11.38983964 -1.20682703 344 11.34317297 11.38983964 345 14.11650630 11.34317297 346 3.08317297 14.11650630 347 -0.69016036 3.08317297 348 -2.47029570 -0.69016036 349 -11.57696237 -2.47029570 350 0.77303763 -11.57696237 351 -2.30362903 0.77303763 352 2.41637097 -2.30362903 353 -16.70696237 2.41637097 354 -20.79029570 -16.70696237 355 -18.79362903 -20.79029570 356 -17.64029570 -18.79362903 357 -18.36696237 -17.64029570 358 -12.00029570 -18.36696237 359 -14.47362903 -12.00029570 > 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/7k8ik1355853062.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/8bten1355853062.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/9b9nu1355853062.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/102rau1355853062.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/11zl821355853062.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/12kl9j1355853062.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13byw91355853062.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14rtt11355853062.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/15nc2w1355853062.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/16e1vh1355853062.tab") + } > > try(system("convert tmp/1ds1g1355853062.ps tmp/1ds1g1355853062.png",intern=TRUE)) character(0) > try(system("convert tmp/23cme1355853062.ps tmp/23cme1355853062.png",intern=TRUE)) character(0) > try(system("convert tmp/3x1k81355853062.ps tmp/3x1k81355853062.png",intern=TRUE)) character(0) > try(system("convert tmp/4mk631355853062.ps tmp/4mk631355853062.png",intern=TRUE)) character(0) > try(system("convert tmp/5xw581355853062.ps tmp/5xw581355853062.png",intern=TRUE)) character(0) > try(system("convert tmp/61mni1355853062.ps tmp/61mni1355853062.png",intern=TRUE)) character(0) > try(system("convert tmp/7k8ik1355853062.ps tmp/7k8ik1355853062.png",intern=TRUE)) character(0) > try(system("convert tmp/8bten1355853062.ps tmp/8bten1355853062.png",intern=TRUE)) character(0) > try(system("convert tmp/9b9nu1355853062.ps tmp/9b9nu1355853062.png",intern=TRUE)) character(0) > try(system("convert tmp/102rau1355853062.ps tmp/102rau1355853062.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 21.699 1.426 23.112