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.
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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(210907
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+ ,8019
+ ,12
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+ ,30884
+ ,15
+ ,72535
+ ,19540
+ ,16)
+ ,dim=c(3
+ ,289)
+ ,dimnames=list(c('time_in_rfc'
+ ,'total_size_compendium'
+ ,'compendiums_reviewed')
+ ,1:289))
> y <- array(NA,dim=c(3,289),dimnames=list(c('time_in_rfc','total_size_compendium','compendiums_reviewed'),1:289))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = ''
> par6 = ''
> par5 = ''
> par4 = ''
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal 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
time_in_rfc total_size_compendium compendiums_reviewed
1 210907 112285 30
2 120982 84786 28
3 176508 83123 38
4 179321 101193 30
5 123185 38361 22
6 52746 68504 26
7 385534 119182 25
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11 165446 57635 25
12 237213 66198 38
13 173326 71701 44
14 133131 57793 30
15 258873 80444 40
16 180083 53855 34
17 324799 97668 47
18 230964 133824 30
19 236785 101481 31
20 135473 99645 23
21 202925 114789 36
22 215147 99052 36
23 344297 67654 30
24 153935 65553 25
25 132943 97500 39
26 174724 69112 34
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31 221698 77873 33
32 210767 117478 35
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223 98104 25568 17
224 67989 33747 18
225 30989 4154 17
226 135458 19474 12
227 73504 35130 7
228 63123 39067 17
229 61254 13310 14
230 74914 65892 23
231 31774 4143 17
232 81437 28579 14
233 87186 51776 15
234 50090 21152 17
235 65745 38084 21
236 56653 27717 18
237 158399 32928 18
238 46455 11342 17
239 73624 19499 17
240 38395 16380 16
241 91899 36874 15
242 139526 48259 21
243 52164 16734 16
244 51567 28207 14
245 70551 30143 15
246 84856 41369 17
247 102538 45833 15
248 86678 29156 15
249 85709 35944 10
250 34662 36278 6
251 150580 45588 22
252 99611 45097 21
253 19349 3895 1
254 99373 28394 18
255 86230 18632 17
256 30837 2325 4
257 31706 25139 10
258 89806 27975 16
259 62088 14483 16
260 40151 13127 9
261 27634 5839 16
262 76990 24069 17
263 37460 3738 7
264 54157 18625 15
265 49862 36341 14
266 84337 24548 14
267 64175 21792 18
268 59382 26263 12
269 119308 23686 16
270 76702 49303 21
271 103425 25659 19
272 70344 28904 16
273 43410 2781 1
274 104838 29236 16
275 62215 19546 10
276 69304 22818 19
277 53117 32689 12
278 19764 5752 2
279 86680 22197 14
280 84105 20055 17
281 77945 25272 19
282 89113 82206 14
283 91005 32073 11
284 40248 5444 4
285 64187 20154 16
286 50857 36944 20
287 56613 8019 12
288 62792 30884 15
289 72535 19540 16
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) total_size_compendium compendiums_reviewed
7223.281 0.838 3542.204
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-151948 -28788 -141 21371 189883
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 7223.2811 6977.8194 1.035 0.301
total_size_compendium 0.8380 0.1046 8.009 2.94e-14 ***
compendiums_reviewed 3542.2039 399.1915 8.873 < 2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 48710 on 286 degrees of freedom
Multiple R-squared: 0.6525, Adjusted R-squared: 0.65
F-statistic: 268.5 on 2 and 286 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,] 0.6871573 6.256855e-01 3.128427e-01
[2,] 0.9826476 3.470478e-02 1.735239e-02
[3,] 0.9658331 6.833372e-02 3.416686e-02
[4,] 0.9483085 1.033830e-01 5.169149e-02
[5,] 0.9877731 2.445376e-02 1.222688e-02
[6,] 0.9850803 2.983946e-02 1.491973e-02
[7,] 0.9954317 9.136550e-03 4.568275e-03
[8,] 0.9921173 1.576548e-02 7.882739e-03
[9,] 0.9868301 2.633985e-02 1.316993e-02
[10,] 0.9888084 2.238319e-02 1.119159e-02
[11,] 0.9841188 3.176236e-02 1.588118e-02
[12,] 0.9878820 2.423604e-02 1.211802e-02
[13,] 0.9828407 3.431856e-02 1.715928e-02
[14,] 0.9757944 4.841127e-02 2.420564e-02
[15,] 0.9734849 5.303014e-02 2.651507e-02
[16,] 0.9684651 6.306976e-02 3.153488e-02
[17,] 0.9556417 8.871661e-02 4.435831e-02
[18,] 0.9987504 2.499181e-03 1.249590e-03
[19,] 0.9979973 4.005321e-03 2.002661e-03
[20,] 0.9992371 1.525789e-03 7.628947e-04
[21,] 0.9987939 2.412129e-03 1.206065e-03
[22,] 0.9981622 3.675553e-03 1.837776e-03
[23,] 0.9975934 4.813249e-03 2.406625e-03
[24,] 0.9969867 6.026583e-03 3.013291e-03
[25,] 0.9955333 8.933394e-03 4.466697e-03
[26,] 0.9941442 1.171154e-02 5.855769e-03
[27,] 0.9922622 1.547565e-02 7.737826e-03
[28,] 0.9913436 1.731283e-02 8.656413e-03
[29,] 0.9888701 2.225983e-02 1.112992e-02
[30,] 0.9925354 1.492911e-02 7.464554e-03
[31,] 0.9950255 9.949030e-03 4.974515e-03
[32,] 0.9933934 1.321329e-02 6.606646e-03
[33,] 0.9930471 1.390576e-02 6.952880e-03
[34,] 0.9983227 3.354530e-03 1.677265e-03
[35,] 0.9975796 4.840846e-03 2.420423e-03
[36,] 0.9966025 6.795035e-03 3.397518e-03
[37,] 0.9954254 9.149150e-03 4.574575e-03
[38,] 0.9936839 1.263222e-02 6.316108e-03
[39,] 0.9948908 1.021844e-02 5.109219e-03
[40,] 0.9972750 5.449939e-03 2.724970e-03
[41,] 0.9967797 6.440573e-03 3.220287e-03
[42,] 0.9969508 6.098333e-03 3.049166e-03
[43,] 0.9962184 7.563169e-03 3.781584e-03
[44,] 0.9957461 8.507838e-03 4.253919e-03
[45,] 0.9977245 4.550948e-03 2.275474e-03
[46,] 0.9997471 5.057634e-04 2.528817e-04
[47,] 0.9997259 5.481012e-04 2.740506e-04
[48,] 0.9996570 6.859239e-04 3.429619e-04
[49,] 0.9995177 9.645805e-04 4.822902e-04
[50,] 0.9994171 1.165780e-03 5.828901e-04
[51,] 0.9991761 1.647750e-03 8.238750e-04
[52,] 0.9988534 2.293157e-03 1.146579e-03
[53,] 0.9992289 1.542106e-03 7.710532e-04
[54,] 0.9990671 1.865770e-03 9.328850e-04
[55,] 0.9987305 2.539061e-03 1.269530e-03
[56,] 0.9984734 3.053128e-03 1.526564e-03
[57,] 0.9985703 2.859415e-03 1.429707e-03
[58,] 0.9998247 3.505929e-04 1.752965e-04
[59,] 0.9997576 4.848464e-04 2.424232e-04
[60,] 0.9996828 6.343791e-04 3.171895e-04
[61,] 0.9995996 8.008542e-04 4.004271e-04
[62,] 0.9995096 9.807593e-04 4.903796e-04
[63,] 0.9994866 1.026743e-03 5.133716e-04
[64,] 0.9994414 1.117147e-03 5.585734e-04
[65,] 0.9992398 1.520346e-03 7.601729e-04
[66,] 0.9989736 2.052767e-03 1.026383e-03
[67,] 0.9986463 2.707330e-03 1.353665e-03
[68,] 0.9983389 3.322299e-03 1.661150e-03
[69,] 0.9987069 2.586291e-03 1.293145e-03
[70,] 0.9982669 3.466231e-03 1.733116e-03
[71,] 0.9977469 4.506165e-03 2.253083e-03
[72,] 0.9976840 4.632010e-03 2.316005e-03
[73,] 0.9970760 5.847928e-03 2.923964e-03
[74,] 0.9965288 6.942315e-03 3.471158e-03
[75,] 0.9955180 8.964053e-03 4.482027e-03
[76,] 0.9943952 1.120954e-02 5.604769e-03
[77,] 0.9939095 1.218103e-02 6.090516e-03
[78,] 0.9952169 9.566176e-03 4.783088e-03
[79,] 0.9952426 9.514822e-03 4.757411e-03
[80,] 0.9996650 6.700561e-04 3.350281e-04
[81,] 0.9995939 8.121938e-04 4.060969e-04
[82,] 0.9994806 1.038835e-03 5.194175e-04
[83,] 0.9992952 1.409536e-03 7.047678e-04
[84,] 0.9998259 3.482964e-04 1.741482e-04
[85,] 0.9997621 4.758434e-04 2.379217e-04
[86,] 0.9996759 6.481359e-04 3.240679e-04
[87,] 0.9995661 8.678208e-04 4.339104e-04
[88,] 0.9994253 1.149329e-03 5.746643e-04
[89,] 0.9995178 9.643089e-04 4.821544e-04
[90,] 0.9993520 1.296013e-03 6.480065e-04
[91,] 0.9997534 4.932898e-04 2.466449e-04
[92,] 0.9996800 6.399525e-04 3.199763e-04
[93,] 0.9998725 2.549541e-04 1.274770e-04
[94,] 0.9998678 2.643253e-04 1.321626e-04
[95,] 0.9998359 3.281114e-04 1.640557e-04
[96,] 0.9997736 4.528164e-04 2.264082e-04
[97,] 0.9997875 4.249252e-04 2.124626e-04
[98,] 0.9997635 4.730888e-04 2.365444e-04
[99,] 0.9997540 4.919363e-04 2.459681e-04
[100,] 0.9997281 5.438055e-04 2.719027e-04
[101,] 0.9996462 7.076434e-04 3.538217e-04
[102,] 0.9995383 9.233432e-04 4.616716e-04
[103,] 0.9994074 1.185171e-03 5.925856e-04
[104,] 0.9996754 6.492325e-04 3.246162e-04
[105,] 0.9995736 8.527067e-04 4.263533e-04
[106,] 0.9994329 1.134100e-03 5.670502e-04
[107,] 0.9992433 1.513474e-03 7.567368e-04
[108,] 0.9994529 1.094177e-03 5.470885e-04
[109,] 0.9994089 1.182257e-03 5.911284e-04
[110,] 0.9992658 1.468343e-03 7.341714e-04
[111,] 0.9990524 1.895145e-03 9.475724e-04
[112,] 0.9989964 2.007267e-03 1.003634e-03
[113,] 0.9997145 5.709240e-04 2.854620e-04
[114,] 0.9999836 3.281826e-05 1.640913e-05
[115,] 0.9999767 4.650725e-05 2.325363e-05
[116,] 0.9999689 6.219834e-05 3.109917e-05
[117,] 0.9999563 8.740722e-05 4.370361e-05
[118,] 0.9999460 1.079881e-04 5.399404e-05
[119,] 0.9999953 9.304727e-06 4.652363e-06
[120,] 0.9999932 1.366610e-05 6.833049e-06
[121,] 0.9999905 1.890504e-05 9.452518e-06
[122,] 0.9999864 2.725662e-05 1.362831e-05
[123,] 0.9999842 3.166670e-05 1.583335e-05
[124,] 0.9999776 4.480842e-05 2.240421e-05
[125,] 0.9999682 6.366122e-05 3.183061e-05
[126,] 0.9999563 8.743681e-05 4.371840e-05
[127,] 0.9999422 1.155320e-04 5.776600e-05
[128,] 0.9999202 1.596904e-04 7.984520e-05
[129,] 0.9998967 2.066962e-04 1.033481e-04
[130,] 0.9998758 2.483159e-04 1.241580e-04
[131,] 0.9999852 2.966441e-05 1.483221e-05
[132,] 0.9999788 4.246254e-05 2.123127e-05
[133,] 0.9999750 5.000459e-05 2.500230e-05
[134,] 0.9999844 3.126749e-05 1.563374e-05
[135,] 0.9999788 4.233764e-05 2.116882e-05
[136,] 0.9999710 5.806158e-05 2.903079e-05
[137,] 0.9999586 8.288205e-05 4.144103e-05
[138,] 0.9999426 1.147344e-04 5.736722e-05
[139,] 0.9999565 8.699748e-05 4.349874e-05
[140,] 0.9999591 8.186284e-05 4.093142e-05
[141,] 0.9999484 1.031998e-04 5.159990e-05
[142,] 0.9999775 4.507206e-05 2.253603e-05
[143,] 0.9999880 2.409563e-05 1.204782e-05
[144,] 0.9999826 3.471276e-05 1.735638e-05
[145,] 0.9999825 3.504948e-05 1.752474e-05
[146,] 0.9999814 3.716433e-05 1.858216e-05
[147,] 0.9999830 3.406662e-05 1.703331e-05
[148,] 0.9999772 4.565245e-05 2.282622e-05
[149,] 0.9999930 1.401880e-05 7.009400e-06
[150,] 0.9999912 1.766933e-05 8.834666e-06
[151,] 0.9999871 2.570011e-05 1.285006e-05
[152,] 0.9999819 3.621833e-05 1.810917e-05
[153,] 0.9999767 4.664777e-05 2.332389e-05
[154,] 0.9999833 3.333930e-05 1.666965e-05
[155,] 0.9999815 3.707267e-05 1.853633e-05
[156,] 0.9999980 3.968995e-06 1.984498e-06
[157,] 0.9999999 2.679290e-07 1.339645e-07
[158,] 0.9999998 4.120253e-07 2.060127e-07
[159,] 0.9999999 1.459609e-07 7.298046e-08
[160,] 0.9999999 2.197466e-07 1.098733e-07
[161,] 0.9999999 2.901024e-07 1.450512e-07
[162,] 0.9999998 4.158255e-07 2.079127e-07
[163,] 0.9999997 6.165504e-07 3.082752e-07
[164,] 0.9999995 9.065663e-07 4.532832e-07
[165,] 1.0000000 6.953987e-08 3.476994e-08
[166,] 1.0000000 2.033761e-09 1.016880e-09
[167,] 1.0000000 3.119039e-09 1.559519e-09
[168,] 1.0000000 1.124439e-09 5.622197e-10
[169,] 1.0000000 5.915414e-10 2.957707e-10
[170,] 1.0000000 6.883277e-12 3.441639e-12
[171,] 1.0000000 2.740286e-12 1.370143e-12
[172,] 1.0000000 4.686317e-12 2.343159e-12
[173,] 1.0000000 8.467525e-12 4.233763e-12
[174,] 1.0000000 1.539878e-11 7.699391e-12
[175,] 1.0000000 6.160139e-12 3.080070e-12
[176,] 1.0000000 1.135664e-11 5.678321e-12
[177,] 1.0000000 1.866171e-11 9.330857e-12
[178,] 1.0000000 3.507415e-11 1.753707e-11
[179,] 1.0000000 4.227331e-11 2.113666e-11
[180,] 1.0000000 7.532747e-14 3.766373e-14
[181,] 1.0000000 1.210658e-13 6.053292e-14
[182,] 1.0000000 2.492489e-13 1.246245e-13
[183,] 1.0000000 4.424610e-13 2.212305e-13
[184,] 1.0000000 2.501608e-13 1.250804e-13
[185,] 1.0000000 3.934096e-13 1.967048e-13
[186,] 1.0000000 5.884402e-13 2.942201e-13
[187,] 1.0000000 9.988181e-13 4.994091e-13
[188,] 1.0000000 1.827332e-12 9.136661e-13
[189,] 1.0000000 1.484987e-12 7.424933e-13
[190,] 1.0000000 2.339717e-12 1.169858e-12
[191,] 1.0000000 1.632974e-12 8.164868e-13
[192,] 1.0000000 3.158923e-12 1.579461e-12
[193,] 1.0000000 2.714825e-12 1.357413e-12
[194,] 1.0000000 5.478789e-12 2.739394e-12
[195,] 1.0000000 8.904791e-12 4.452396e-12
[196,] 1.0000000 1.785935e-11 8.929676e-12
[197,] 1.0000000 2.264734e-11 1.132367e-11
[198,] 1.0000000 1.053307e-11 5.266533e-12
[199,] 1.0000000 1.932111e-11 9.660554e-12
[200,] 1.0000000 3.647791e-11 1.823896e-11
[201,] 1.0000000 3.944641e-11 1.972320e-11
[202,] 1.0000000 7.840490e-11 3.920245e-11
[203,] 1.0000000 1.014320e-12 5.071600e-13
[204,] 1.0000000 3.587465e-13 1.793732e-13
[205,] 1.0000000 2.419988e-13 1.209994e-13
[206,] 1.0000000 2.031262e-13 1.015631e-13
[207,] 1.0000000 1.178634e-13 5.893170e-14
[208,] 1.0000000 1.839142e-13 9.195711e-14
[209,] 1.0000000 4.017548e-13 2.008774e-13
[210,] 1.0000000 2.819823e-13 1.409912e-13
[211,] 1.0000000 4.291356e-13 2.145678e-13
[212,] 1.0000000 9.689800e-13 4.844900e-13
[213,] 1.0000000 1.512204e-12 7.561020e-13
[214,] 1.0000000 3.392259e-12 1.696130e-12
[215,] 1.0000000 6.878288e-12 3.439144e-12
[216,] 1.0000000 1.424616e-11 7.123081e-12
[217,] 1.0000000 2.894096e-11 1.447048e-11
[218,] 1.0000000 4.553043e-11 2.276521e-11
[219,] 1.0000000 8.376272e-11 4.188136e-11
[220,] 1.0000000 1.011904e-10 5.059519e-11
[221,] 1.0000000 3.948839e-12 1.974420e-12
[222,] 1.0000000 8.162890e-12 4.081445e-12
[223,] 1.0000000 1.289326e-11 6.446630e-12
[224,] 1.0000000 3.020336e-11 1.510168e-11
[225,] 1.0000000 1.264309e-11 6.321544e-12
[226,] 1.0000000 1.541631e-11 7.708156e-12
[227,] 1.0000000 3.447500e-11 1.723750e-11
[228,] 1.0000000 7.999101e-11 3.999550e-11
[229,] 1.0000000 1.168892e-10 5.844459e-11
[230,] 1.0000000 1.160081e-10 5.800407e-11
[231,] 1.0000000 1.513983e-10 7.569915e-11
[232,] 1.0000000 2.904710e-12 1.452355e-12
[233,] 1.0000000 4.679702e-12 2.339851e-12
[234,] 1.0000000 1.240157e-11 6.200783e-12
[235,] 1.0000000 1.116600e-11 5.583001e-12
[236,] 1.0000000 2.589981e-11 1.294991e-11
[237,] 1.0000000 1.559638e-11 7.798192e-12
[238,] 1.0000000 2.851115e-11 1.425558e-11
[239,] 1.0000000 4.836338e-11 2.418169e-11
[240,] 1.0000000 1.264327e-10 6.321635e-11
[241,] 1.0000000 3.333231e-10 1.666616e-10
[242,] 1.0000000 5.994924e-10 2.997462e-10
[243,] 1.0000000 1.355511e-09 6.777556e-10
[244,] 1.0000000 2.035583e-09 1.017791e-09
[245,] 1.0000000 3.943927e-09 1.971963e-09
[246,] 1.0000000 4.884717e-10 2.442358e-10
[247,] 1.0000000 1.300119e-09 6.500597e-10
[248,] 1.0000000 3.309290e-09 1.654645e-09
[249,] 1.0000000 5.331629e-09 2.665815e-09
[250,] 1.0000000 1.123547e-08 5.617733e-09
[251,] 1.0000000 2.977513e-08 1.488756e-08
[252,] 1.0000000 3.224355e-08 1.612178e-08
[253,] 1.0000000 6.243768e-08 3.121884e-08
[254,] 0.9999999 1.661987e-07 8.309934e-08
[255,] 0.9999998 3.672435e-07 1.836218e-07
[256,] 0.9999999 1.639236e-07 8.196180e-08
[257,] 0.9999998 4.605543e-07 2.302771e-07
[258,] 0.9999995 1.077178e-06 5.385892e-07
[259,] 0.9999989 2.113816e-06 1.056908e-06
[260,] 0.9999985 2.957671e-06 1.478835e-06
[261,] 0.9999967 6.507695e-06 3.253848e-06
[262,] 0.9999932 1.366594e-05 6.832968e-06
[263,] 0.9999829 3.413281e-05 1.706641e-05
[264,] 0.9999966 6.717825e-06 3.358912e-06
[265,] 0.9999927 1.461146e-05 7.305731e-06
[266,] 0.9999911 1.773384e-05 8.866921e-06
[267,] 0.9999730 5.399598e-05 2.699799e-05
[268,] 0.9999253 1.493062e-04 7.465311e-05
[269,] 0.9999564 8.710098e-05 4.355049e-05
[270,] 0.9998651 2.698042e-04 1.349021e-04
[271,] 0.9995968 8.063976e-04 4.031988e-04
[272,] 0.9990434 1.913180e-03 9.565901e-04
[273,] 0.9989038 2.192490e-03 1.096245e-03
[274,] 0.9981174 3.765260e-03 1.882630e-03
[275,] 0.9965210 6.958059e-03 3.479029e-03
[276,] 0.9910792 1.784165e-02 8.920824e-03
[277,] 0.9728102 5.437954e-02 2.718977e-02
[278,] 0.9875995 2.480094e-02 1.240047e-02
> postscript(file="/var/fisher/rcomp/tmp/1o5h71355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/2r9m91355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/30faj1355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/4mas21355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/5x0az1355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
> qqline(mysum$resid)
> grid()
> dev.off()
null device
1
> (myerror <- as.ts(mysum$resid))
Time Series:
Start = 1
End = 289
Frequency = 1
1 2 3 4 5
3324.88651 -56472.06181 -34974.53859 -18966.22652 5887.43699
6 7 8 9 10
-103979.64475 189883.35020 -56924.78835 41094.47847 -47611.20643
11 12 13 14 15
21370.57637 39913.29246 -49838.34151 -28787.84438 42551.00503
16 17 18 19 20
7295.30963 69248.19000 5332.61041 34714.23097 -36721.60408
21 22 23 24 25
-28008.64197 -2599.33253 174114.82345 3224.44158 -94129.39761
26 27 28 29 30
-10848.76885 -11962.05796 37017.33047 38633.30584 3289.97329
31 32 33 34 35
32325.88219 -18877.76935 -47746.31816 25451.29473 -80207.43573
36 37 38 39 40
85257.92932 24635.92713 48296.95042 123983.69965 -1239.72833
41 42 43 44 45
14661.73556 23548.57135 9849.03716 75540.52305 97414.09366
46 47 48 49 50
-32851.64162 64244.09761 -20481.98204 -36479.83293 -88935.54625
51 52 53 54 55
150251.37857 -48200.77722 -31649.92321 16051.85990 -33482.27212
56 57 58 59 60
1851.49014 -2190.08479 86891.39053 -33231.07673 17718.02303
61 62 63 64 65
41398.86468 -39327.15338 161828.65284 19763.72205 25751.02960
66 67 68 69 70
37110.15318 38493.72010 58975.47376 22085.10564 3961.26119
71 72 73 74 75
13688.61434 6779.71962 32163.30616 -49005.07545 -8784.45584
76 77 78 79 80
3389.84994 -35596.92146 -25423.37077 -34081.42963 -15952.26220
81 82 83 84 85
-9087.01958 -41801.68519 73381.28976 56736.64077 -133975.91784
86 87 88 89 90
-29906.68259 -23243.91480 -1664.50984 115733.92272 14046.24945
91 92 93 94 95
-8797.36197 -2056.08167 17141.85745 -59275.43042 12164.51524
96 97 98 99 100
101361.43668 18075.06299 -96133.38470 46122.44397 -28231.75293
101 102 103 104 105
1229.42481 53182.00619 39415.61756 -44443.25869 -39935.34172
106 107 108 109 110
-20350.74322 -23246.20359 -16370.01469 82094.85602 -19424.92323
111 112 113 114 115
-600.80854 -7040.48049 -67899.83163 43621.03005 -25873.04739
116 117 118 119 120
12949.27882 40069.42500 112596.60091 -150593.81302 -4303.50026
121 122 123 124 125
20979.66889 491.15005 31349.55613 -130783.29087 6404.91443
126 127 128 129 130
21877.82554 11588.68701 -34792.54533 2595.81889 11193.75292
131 132 133 134 135
-8847.34829 -23043.71777 -5415.80636 -22950.66242 -36390.78550
136 137 138 139 140
123760.02524 13114.24497 36063.66942 -67779.17886 -15975.85469
141 142 143 144 145
-15195.08254 2182.84454 6872.56598 56407.59901 -57150.03116
146 147 148 149 150
-29599.43921 -91081.53219 -73825.21961 -4698.52137 -49826.99314
151 152 153 154 155
34304.74717 -59686.12315 22274.10078 87206.96015 22031.81316
156 157 158 159 160
5378.02426 -18697.62129 25887.26475 -68668.90683 35349.92704
161 162 163 164 165
106198.94740 -122460.87605 13801.87500 72534.60560 -25587.32272
166 167 168 169 170
10923.38439 1701.71165 -24278.47778 9978.66169 109256.02772
171 172 173 174 175
99823.48531 -6979.41024 60445.69377 22159.78459 -151948.32869
176 177 178 179 180
60067.58306 -34560.45578 3584.08912 -30073.15299 58122.92038
181 182 183 184 185
13070.00659 -24369.95184 2417.55836 14122.30737 87490.58919
186 187 188 189 190
-1401.92216 16547.81358 3491.60090 42021.38301 -54489.27800
191 192 193 194 195
-995.50792 7984.23076 16034.98669 -64580.43457 -64.85232
196 197 198 199 200
43675.79837 -21835.47404 -45624.33598 -13859.89634 -27013.89175
201 202 203 204 205
-9676.89189 -51890.11070 46258.99896 2206.72432 -1985.36554
206 207 208 209 210
-49507.80814 -4082.78324 83555.46601 38745.48811 19783.63625
211 212 213 214 215
41555.54217 28770.05634 -38184.52775 -5417.11224 -65531.63836
216 217 218 219 220
-42475.21618 -11376.51902 -31576.78253 -14039.40674 1571.26785
221 222 223 224 225
-27722.66429 -34217.65631 9237.74963 -31273.30219 -39932.72192
226 227 228 229 230
69409.42651 12047.01326 -37055.15799 -6713.66554 -68996.22614
231 232 233 234 235
-39138.50412 674.20020 -16557.65260 -35075.72559 -47778.23829
236 237 238 239 240
-37556.27582 59823.00438 -30490.13046 -10156.54274 -39229.67558
241 242 243 244 245
642.94257 17476.30346 -25757.32090 -28884.07081 -15064.60627
246 247 248 249 250
-17251.19061 3774.46940 1889.48113 12943.28477 -24214.78516
251 252 253 254 255
27226.34718 -19789.00013 5319.57831 4596.41094 3175.98692
256 257 258 259 260
7496.59689 -32005.32885 2464.93293 -13947.02532 -9952.29527
261 262 263 264 265
-41157.51622 -10620.11662 2308.91769 -21806.73932 -37405.20953
266 267 268 269 270
6952.10224 -25069.23748 -12355.62756 35561.03410 -46222.54887
271 272 273 274 275
7398.08545 -17775.55156 30314.08932 16440.23869 3190.49975
276 277 278 279 280
-24342.21009 -24005.49446 636.24336 11265.19593 -141.46027
281 282 283 284 285
-17757.61584 -36588.21521 17940.90588 14293.93367 -16600.21646
286 287 288 289
-58168.73583 163.50064 -23444.55031 -7737.69603
> postscript(file="/var/fisher/rcomp/tmp/6dy3w1355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> dum <- cbind(lag(myerror,k=1),myerror)
> dum
Time Series:
Start = 0
End = 289
Frequency = 1
lag(myerror, k = 1) myerror
0 3324.88651 NA
1 -56472.06181 3324.88651
2 -34974.53859 -56472.06181
3 -18966.22652 -34974.53859
4 5887.43699 -18966.22652
5 -103979.64475 5887.43699
6 189883.35020 -103979.64475
7 -56924.78835 189883.35020
8 41094.47847 -56924.78835
9 -47611.20643 41094.47847
10 21370.57637 -47611.20643
11 39913.29246 21370.57637
12 -49838.34151 39913.29246
13 -28787.84438 -49838.34151
14 42551.00503 -28787.84438
15 7295.30963 42551.00503
16 69248.19000 7295.30963
17 5332.61041 69248.19000
18 34714.23097 5332.61041
19 -36721.60408 34714.23097
20 -28008.64197 -36721.60408
21 -2599.33253 -28008.64197
22 174114.82345 -2599.33253
23 3224.44158 174114.82345
24 -94129.39761 3224.44158
25 -10848.76885 -94129.39761
26 -11962.05796 -10848.76885
27 37017.33047 -11962.05796
28 38633.30584 37017.33047
29 3289.97329 38633.30584
30 32325.88219 3289.97329
31 -18877.76935 32325.88219
32 -47746.31816 -18877.76935
33 25451.29473 -47746.31816
34 -80207.43573 25451.29473
35 85257.92932 -80207.43573
36 24635.92713 85257.92932
37 48296.95042 24635.92713
38 123983.69965 48296.95042
39 -1239.72833 123983.69965
40 14661.73556 -1239.72833
41 23548.57135 14661.73556
42 9849.03716 23548.57135
43 75540.52305 9849.03716
44 97414.09366 75540.52305
45 -32851.64162 97414.09366
46 64244.09761 -32851.64162
47 -20481.98204 64244.09761
48 -36479.83293 -20481.98204
49 -88935.54625 -36479.83293
50 150251.37857 -88935.54625
51 -48200.77722 150251.37857
52 -31649.92321 -48200.77722
53 16051.85990 -31649.92321
54 -33482.27212 16051.85990
55 1851.49014 -33482.27212
56 -2190.08479 1851.49014
57 86891.39053 -2190.08479
58 -33231.07673 86891.39053
59 17718.02303 -33231.07673
60 41398.86468 17718.02303
61 -39327.15338 41398.86468
62 161828.65284 -39327.15338
63 19763.72205 161828.65284
64 25751.02960 19763.72205
65 37110.15318 25751.02960
66 38493.72010 37110.15318
67 58975.47376 38493.72010
68 22085.10564 58975.47376
69 3961.26119 22085.10564
70 13688.61434 3961.26119
71 6779.71962 13688.61434
72 32163.30616 6779.71962
73 -49005.07545 32163.30616
74 -8784.45584 -49005.07545
75 3389.84994 -8784.45584
76 -35596.92146 3389.84994
77 -25423.37077 -35596.92146
78 -34081.42963 -25423.37077
79 -15952.26220 -34081.42963
80 -9087.01958 -15952.26220
81 -41801.68519 -9087.01958
82 73381.28976 -41801.68519
83 56736.64077 73381.28976
84 -133975.91784 56736.64077
85 -29906.68259 -133975.91784
86 -23243.91480 -29906.68259
87 -1664.50984 -23243.91480
88 115733.92272 -1664.50984
89 14046.24945 115733.92272
90 -8797.36197 14046.24945
91 -2056.08167 -8797.36197
92 17141.85745 -2056.08167
93 -59275.43042 17141.85745
94 12164.51524 -59275.43042
95 101361.43668 12164.51524
96 18075.06299 101361.43668
97 -96133.38470 18075.06299
98 46122.44397 -96133.38470
99 -28231.75293 46122.44397
100 1229.42481 -28231.75293
101 53182.00619 1229.42481
102 39415.61756 53182.00619
103 -44443.25869 39415.61756
104 -39935.34172 -44443.25869
105 -20350.74322 -39935.34172
106 -23246.20359 -20350.74322
107 -16370.01469 -23246.20359
108 82094.85602 -16370.01469
109 -19424.92323 82094.85602
110 -600.80854 -19424.92323
111 -7040.48049 -600.80854
112 -67899.83163 -7040.48049
113 43621.03005 -67899.83163
114 -25873.04739 43621.03005
115 12949.27882 -25873.04739
116 40069.42500 12949.27882
117 112596.60091 40069.42500
118 -150593.81302 112596.60091
119 -4303.50026 -150593.81302
120 20979.66889 -4303.50026
121 491.15005 20979.66889
122 31349.55613 491.15005
123 -130783.29087 31349.55613
124 6404.91443 -130783.29087
125 21877.82554 6404.91443
126 11588.68701 21877.82554
127 -34792.54533 11588.68701
128 2595.81889 -34792.54533
129 11193.75292 2595.81889
130 -8847.34829 11193.75292
131 -23043.71777 -8847.34829
132 -5415.80636 -23043.71777
133 -22950.66242 -5415.80636
134 -36390.78550 -22950.66242
135 123760.02524 -36390.78550
136 13114.24497 123760.02524
137 36063.66942 13114.24497
138 -67779.17886 36063.66942
139 -15975.85469 -67779.17886
140 -15195.08254 -15975.85469
141 2182.84454 -15195.08254
142 6872.56598 2182.84454
143 56407.59901 6872.56598
144 -57150.03116 56407.59901
145 -29599.43921 -57150.03116
146 -91081.53219 -29599.43921
147 -73825.21961 -91081.53219
148 -4698.52137 -73825.21961
149 -49826.99314 -4698.52137
150 34304.74717 -49826.99314
151 -59686.12315 34304.74717
152 22274.10078 -59686.12315
153 87206.96015 22274.10078
154 22031.81316 87206.96015
155 5378.02426 22031.81316
156 -18697.62129 5378.02426
157 25887.26475 -18697.62129
158 -68668.90683 25887.26475
159 35349.92704 -68668.90683
160 106198.94740 35349.92704
161 -122460.87605 106198.94740
162 13801.87500 -122460.87605
163 72534.60560 13801.87500
164 -25587.32272 72534.60560
165 10923.38439 -25587.32272
166 1701.71165 10923.38439
167 -24278.47778 1701.71165
168 9978.66169 -24278.47778
169 109256.02772 9978.66169
170 99823.48531 109256.02772
171 -6979.41024 99823.48531
172 60445.69377 -6979.41024
173 22159.78459 60445.69377
174 -151948.32869 22159.78459
175 60067.58306 -151948.32869
176 -34560.45578 60067.58306
177 3584.08912 -34560.45578
178 -30073.15299 3584.08912
179 58122.92038 -30073.15299
180 13070.00659 58122.92038
181 -24369.95184 13070.00659
182 2417.55836 -24369.95184
183 14122.30737 2417.55836
184 87490.58919 14122.30737
185 -1401.92216 87490.58919
186 16547.81358 -1401.92216
187 3491.60090 16547.81358
188 42021.38301 3491.60090
189 -54489.27800 42021.38301
190 -995.50792 -54489.27800
191 7984.23076 -995.50792
192 16034.98669 7984.23076
193 -64580.43457 16034.98669
194 -64.85232 -64580.43457
195 43675.79837 -64.85232
196 -21835.47404 43675.79837
197 -45624.33598 -21835.47404
198 -13859.89634 -45624.33598
199 -27013.89175 -13859.89634
200 -9676.89189 -27013.89175
201 -51890.11070 -9676.89189
202 46258.99896 -51890.11070
203 2206.72432 46258.99896
204 -1985.36554 2206.72432
205 -49507.80814 -1985.36554
206 -4082.78324 -49507.80814
207 83555.46601 -4082.78324
208 38745.48811 83555.46601
209 19783.63625 38745.48811
210 41555.54217 19783.63625
211 28770.05634 41555.54217
212 -38184.52775 28770.05634
213 -5417.11224 -38184.52775
214 -65531.63836 -5417.11224
215 -42475.21618 -65531.63836
216 -11376.51902 -42475.21618
217 -31576.78253 -11376.51902
218 -14039.40674 -31576.78253
219 1571.26785 -14039.40674
220 -27722.66429 1571.26785
221 -34217.65631 -27722.66429
222 9237.74963 -34217.65631
223 -31273.30219 9237.74963
224 -39932.72192 -31273.30219
225 69409.42651 -39932.72192
226 12047.01326 69409.42651
227 -37055.15799 12047.01326
228 -6713.66554 -37055.15799
229 -68996.22614 -6713.66554
230 -39138.50412 -68996.22614
231 674.20020 -39138.50412
232 -16557.65260 674.20020
233 -35075.72559 -16557.65260
234 -47778.23829 -35075.72559
235 -37556.27582 -47778.23829
236 59823.00438 -37556.27582
237 -30490.13046 59823.00438
238 -10156.54274 -30490.13046
239 -39229.67558 -10156.54274
240 642.94257 -39229.67558
241 17476.30346 642.94257
242 -25757.32090 17476.30346
243 -28884.07081 -25757.32090
244 -15064.60627 -28884.07081
245 -17251.19061 -15064.60627
246 3774.46940 -17251.19061
247 1889.48113 3774.46940
248 12943.28477 1889.48113
249 -24214.78516 12943.28477
250 27226.34718 -24214.78516
251 -19789.00013 27226.34718
252 5319.57831 -19789.00013
253 4596.41094 5319.57831
254 3175.98692 4596.41094
255 7496.59689 3175.98692
256 -32005.32885 7496.59689
257 2464.93293 -32005.32885
258 -13947.02532 2464.93293
259 -9952.29527 -13947.02532
260 -41157.51622 -9952.29527
261 -10620.11662 -41157.51622
262 2308.91769 -10620.11662
263 -21806.73932 2308.91769
264 -37405.20953 -21806.73932
265 6952.10224 -37405.20953
266 -25069.23748 6952.10224
267 -12355.62756 -25069.23748
268 35561.03410 -12355.62756
269 -46222.54887 35561.03410
270 7398.08545 -46222.54887
271 -17775.55156 7398.08545
272 30314.08932 -17775.55156
273 16440.23869 30314.08932
274 3190.49975 16440.23869
275 -24342.21009 3190.49975
276 -24005.49446 -24342.21009
277 636.24336 -24005.49446
278 11265.19593 636.24336
279 -141.46027 11265.19593
280 -17757.61584 -141.46027
281 -36588.21521 -17757.61584
282 17940.90588 -36588.21521
283 14293.93367 17940.90588
284 -16600.21646 14293.93367
285 -58168.73583 -16600.21646
286 163.50064 -58168.73583
287 -23444.55031 163.50064
288 -7737.69603 -23444.55031
289 NA -7737.69603
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -56472.06181 3324.88651
[2,] -34974.53859 -56472.06181
[3,] -18966.22652 -34974.53859
[4,] 5887.43699 -18966.22652
[5,] -103979.64475 5887.43699
[6,] 189883.35020 -103979.64475
[7,] -56924.78835 189883.35020
[8,] 41094.47847 -56924.78835
[9,] -47611.20643 41094.47847
[10,] 21370.57637 -47611.20643
[11,] 39913.29246 21370.57637
[12,] -49838.34151 39913.29246
[13,] -28787.84438 -49838.34151
[14,] 42551.00503 -28787.84438
[15,] 7295.30963 42551.00503
[16,] 69248.19000 7295.30963
[17,] 5332.61041 69248.19000
[18,] 34714.23097 5332.61041
[19,] -36721.60408 34714.23097
[20,] -28008.64197 -36721.60408
[21,] -2599.33253 -28008.64197
[22,] 174114.82345 -2599.33253
[23,] 3224.44158 174114.82345
[24,] -94129.39761 3224.44158
[25,] -10848.76885 -94129.39761
[26,] -11962.05796 -10848.76885
[27,] 37017.33047 -11962.05796
[28,] 38633.30584 37017.33047
[29,] 3289.97329 38633.30584
[30,] 32325.88219 3289.97329
[31,] -18877.76935 32325.88219
[32,] -47746.31816 -18877.76935
[33,] 25451.29473 -47746.31816
[34,] -80207.43573 25451.29473
[35,] 85257.92932 -80207.43573
[36,] 24635.92713 85257.92932
[37,] 48296.95042 24635.92713
[38,] 123983.69965 48296.95042
[39,] -1239.72833 123983.69965
[40,] 14661.73556 -1239.72833
[41,] 23548.57135 14661.73556
[42,] 9849.03716 23548.57135
[43,] 75540.52305 9849.03716
[44,] 97414.09366 75540.52305
[45,] -32851.64162 97414.09366
[46,] 64244.09761 -32851.64162
[47,] -20481.98204 64244.09761
[48,] -36479.83293 -20481.98204
[49,] -88935.54625 -36479.83293
[50,] 150251.37857 -88935.54625
[51,] -48200.77722 150251.37857
[52,] -31649.92321 -48200.77722
[53,] 16051.85990 -31649.92321
[54,] -33482.27212 16051.85990
[55,] 1851.49014 -33482.27212
[56,] -2190.08479 1851.49014
[57,] 86891.39053 -2190.08479
[58,] -33231.07673 86891.39053
[59,] 17718.02303 -33231.07673
[60,] 41398.86468 17718.02303
[61,] -39327.15338 41398.86468
[62,] 161828.65284 -39327.15338
[63,] 19763.72205 161828.65284
[64,] 25751.02960 19763.72205
[65,] 37110.15318 25751.02960
[66,] 38493.72010 37110.15318
[67,] 58975.47376 38493.72010
[68,] 22085.10564 58975.47376
[69,] 3961.26119 22085.10564
[70,] 13688.61434 3961.26119
[71,] 6779.71962 13688.61434
[72,] 32163.30616 6779.71962
[73,] -49005.07545 32163.30616
[74,] -8784.45584 -49005.07545
[75,] 3389.84994 -8784.45584
[76,] -35596.92146 3389.84994
[77,] -25423.37077 -35596.92146
[78,] -34081.42963 -25423.37077
[79,] -15952.26220 -34081.42963
[80,] -9087.01958 -15952.26220
[81,] -41801.68519 -9087.01958
[82,] 73381.28976 -41801.68519
[83,] 56736.64077 73381.28976
[84,] -133975.91784 56736.64077
[85,] -29906.68259 -133975.91784
[86,] -23243.91480 -29906.68259
[87,] -1664.50984 -23243.91480
[88,] 115733.92272 -1664.50984
[89,] 14046.24945 115733.92272
[90,] -8797.36197 14046.24945
[91,] -2056.08167 -8797.36197
[92,] 17141.85745 -2056.08167
[93,] -59275.43042 17141.85745
[94,] 12164.51524 -59275.43042
[95,] 101361.43668 12164.51524
[96,] 18075.06299 101361.43668
[97,] -96133.38470 18075.06299
[98,] 46122.44397 -96133.38470
[99,] -28231.75293 46122.44397
[100,] 1229.42481 -28231.75293
[101,] 53182.00619 1229.42481
[102,] 39415.61756 53182.00619
[103,] -44443.25869 39415.61756
[104,] -39935.34172 -44443.25869
[105,] -20350.74322 -39935.34172
[106,] -23246.20359 -20350.74322
[107,] -16370.01469 -23246.20359
[108,] 82094.85602 -16370.01469
[109,] -19424.92323 82094.85602
[110,] -600.80854 -19424.92323
[111,] -7040.48049 -600.80854
[112,] -67899.83163 -7040.48049
[113,] 43621.03005 -67899.83163
[114,] -25873.04739 43621.03005
[115,] 12949.27882 -25873.04739
[116,] 40069.42500 12949.27882
[117,] 112596.60091 40069.42500
[118,] -150593.81302 112596.60091
[119,] -4303.50026 -150593.81302
[120,] 20979.66889 -4303.50026
[121,] 491.15005 20979.66889
[122,] 31349.55613 491.15005
[123,] -130783.29087 31349.55613
[124,] 6404.91443 -130783.29087
[125,] 21877.82554 6404.91443
[126,] 11588.68701 21877.82554
[127,] -34792.54533 11588.68701
[128,] 2595.81889 -34792.54533
[129,] 11193.75292 2595.81889
[130,] -8847.34829 11193.75292
[131,] -23043.71777 -8847.34829
[132,] -5415.80636 -23043.71777
[133,] -22950.66242 -5415.80636
[134,] -36390.78550 -22950.66242
[135,] 123760.02524 -36390.78550
[136,] 13114.24497 123760.02524
[137,] 36063.66942 13114.24497
[138,] -67779.17886 36063.66942
[139,] -15975.85469 -67779.17886
[140,] -15195.08254 -15975.85469
[141,] 2182.84454 -15195.08254
[142,] 6872.56598 2182.84454
[143,] 56407.59901 6872.56598
[144,] -57150.03116 56407.59901
[145,] -29599.43921 -57150.03116
[146,] -91081.53219 -29599.43921
[147,] -73825.21961 -91081.53219
[148,] -4698.52137 -73825.21961
[149,] -49826.99314 -4698.52137
[150,] 34304.74717 -49826.99314
[151,] -59686.12315 34304.74717
[152,] 22274.10078 -59686.12315
[153,] 87206.96015 22274.10078
[154,] 22031.81316 87206.96015
[155,] 5378.02426 22031.81316
[156,] -18697.62129 5378.02426
[157,] 25887.26475 -18697.62129
[158,] -68668.90683 25887.26475
[159,] 35349.92704 -68668.90683
[160,] 106198.94740 35349.92704
[161,] -122460.87605 106198.94740
[162,] 13801.87500 -122460.87605
[163,] 72534.60560 13801.87500
[164,] -25587.32272 72534.60560
[165,] 10923.38439 -25587.32272
[166,] 1701.71165 10923.38439
[167,] -24278.47778 1701.71165
[168,] 9978.66169 -24278.47778
[169,] 109256.02772 9978.66169
[170,] 99823.48531 109256.02772
[171,] -6979.41024 99823.48531
[172,] 60445.69377 -6979.41024
[173,] 22159.78459 60445.69377
[174,] -151948.32869 22159.78459
[175,] 60067.58306 -151948.32869
[176,] -34560.45578 60067.58306
[177,] 3584.08912 -34560.45578
[178,] -30073.15299 3584.08912
[179,] 58122.92038 -30073.15299
[180,] 13070.00659 58122.92038
[181,] -24369.95184 13070.00659
[182,] 2417.55836 -24369.95184
[183,] 14122.30737 2417.55836
[184,] 87490.58919 14122.30737
[185,] -1401.92216 87490.58919
[186,] 16547.81358 -1401.92216
[187,] 3491.60090 16547.81358
[188,] 42021.38301 3491.60090
[189,] -54489.27800 42021.38301
[190,] -995.50792 -54489.27800
[191,] 7984.23076 -995.50792
[192,] 16034.98669 7984.23076
[193,] -64580.43457 16034.98669
[194,] -64.85232 -64580.43457
[195,] 43675.79837 -64.85232
[196,] -21835.47404 43675.79837
[197,] -45624.33598 -21835.47404
[198,] -13859.89634 -45624.33598
[199,] -27013.89175 -13859.89634
[200,] -9676.89189 -27013.89175
[201,] -51890.11070 -9676.89189
[202,] 46258.99896 -51890.11070
[203,] 2206.72432 46258.99896
[204,] -1985.36554 2206.72432
[205,] -49507.80814 -1985.36554
[206,] -4082.78324 -49507.80814
[207,] 83555.46601 -4082.78324
[208,] 38745.48811 83555.46601
[209,] 19783.63625 38745.48811
[210,] 41555.54217 19783.63625
[211,] 28770.05634 41555.54217
[212,] -38184.52775 28770.05634
[213,] -5417.11224 -38184.52775
[214,] -65531.63836 -5417.11224
[215,] -42475.21618 -65531.63836
[216,] -11376.51902 -42475.21618
[217,] -31576.78253 -11376.51902
[218,] -14039.40674 -31576.78253
[219,] 1571.26785 -14039.40674
[220,] -27722.66429 1571.26785
[221,] -34217.65631 -27722.66429
[222,] 9237.74963 -34217.65631
[223,] -31273.30219 9237.74963
[224,] -39932.72192 -31273.30219
[225,] 69409.42651 -39932.72192
[226,] 12047.01326 69409.42651
[227,] -37055.15799 12047.01326
[228,] -6713.66554 -37055.15799
[229,] -68996.22614 -6713.66554
[230,] -39138.50412 -68996.22614
[231,] 674.20020 -39138.50412
[232,] -16557.65260 674.20020
[233,] -35075.72559 -16557.65260
[234,] -47778.23829 -35075.72559
[235,] -37556.27582 -47778.23829
[236,] 59823.00438 -37556.27582
[237,] -30490.13046 59823.00438
[238,] -10156.54274 -30490.13046
[239,] -39229.67558 -10156.54274
[240,] 642.94257 -39229.67558
[241,] 17476.30346 642.94257
[242,] -25757.32090 17476.30346
[243,] -28884.07081 -25757.32090
[244,] -15064.60627 -28884.07081
[245,] -17251.19061 -15064.60627
[246,] 3774.46940 -17251.19061
[247,] 1889.48113 3774.46940
[248,] 12943.28477 1889.48113
[249,] -24214.78516 12943.28477
[250,] 27226.34718 -24214.78516
[251,] -19789.00013 27226.34718
[252,] 5319.57831 -19789.00013
[253,] 4596.41094 5319.57831
[254,] 3175.98692 4596.41094
[255,] 7496.59689 3175.98692
[256,] -32005.32885 7496.59689
[257,] 2464.93293 -32005.32885
[258,] -13947.02532 2464.93293
[259,] -9952.29527 -13947.02532
[260,] -41157.51622 -9952.29527
[261,] -10620.11662 -41157.51622
[262,] 2308.91769 -10620.11662
[263,] -21806.73932 2308.91769
[264,] -37405.20953 -21806.73932
[265,] 6952.10224 -37405.20953
[266,] -25069.23748 6952.10224
[267,] -12355.62756 -25069.23748
[268,] 35561.03410 -12355.62756
[269,] -46222.54887 35561.03410
[270,] 7398.08545 -46222.54887
[271,] -17775.55156 7398.08545
[272,] 30314.08932 -17775.55156
[273,] 16440.23869 30314.08932
[274,] 3190.49975 16440.23869
[275,] -24342.21009 3190.49975
[276,] -24005.49446 -24342.21009
[277,] 636.24336 -24005.49446
[278,] 11265.19593 636.24336
[279,] -141.46027 11265.19593
[280,] -17757.61584 -141.46027
[281,] -36588.21521 -17757.61584
[282,] 17940.90588 -36588.21521
[283,] 14293.93367 17940.90588
[284,] -16600.21646 14293.93367
[285,] -58168.73583 -16600.21646
[286,] 163.50064 -58168.73583
[287,] -23444.55031 163.50064
[288,] -7737.69603 -23444.55031
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -56472.06181 3324.88651
2 -34974.53859 -56472.06181
3 -18966.22652 -34974.53859
4 5887.43699 -18966.22652
5 -103979.64475 5887.43699
6 189883.35020 -103979.64475
7 -56924.78835 189883.35020
8 41094.47847 -56924.78835
9 -47611.20643 41094.47847
10 21370.57637 -47611.20643
11 39913.29246 21370.57637
12 -49838.34151 39913.29246
13 -28787.84438 -49838.34151
14 42551.00503 -28787.84438
15 7295.30963 42551.00503
16 69248.19000 7295.30963
17 5332.61041 69248.19000
18 34714.23097 5332.61041
19 -36721.60408 34714.23097
20 -28008.64197 -36721.60408
21 -2599.33253 -28008.64197
22 174114.82345 -2599.33253
23 3224.44158 174114.82345
24 -94129.39761 3224.44158
25 -10848.76885 -94129.39761
26 -11962.05796 -10848.76885
27 37017.33047 -11962.05796
28 38633.30584 37017.33047
29 3289.97329 38633.30584
30 32325.88219 3289.97329
31 -18877.76935 32325.88219
32 -47746.31816 -18877.76935
33 25451.29473 -47746.31816
34 -80207.43573 25451.29473
35 85257.92932 -80207.43573
36 24635.92713 85257.92932
37 48296.95042 24635.92713
38 123983.69965 48296.95042
39 -1239.72833 123983.69965
40 14661.73556 -1239.72833
41 23548.57135 14661.73556
42 9849.03716 23548.57135
43 75540.52305 9849.03716
44 97414.09366 75540.52305
45 -32851.64162 97414.09366
46 64244.09761 -32851.64162
47 -20481.98204 64244.09761
48 -36479.83293 -20481.98204
49 -88935.54625 -36479.83293
50 150251.37857 -88935.54625
51 -48200.77722 150251.37857
52 -31649.92321 -48200.77722
53 16051.85990 -31649.92321
54 -33482.27212 16051.85990
55 1851.49014 -33482.27212
56 -2190.08479 1851.49014
57 86891.39053 -2190.08479
58 -33231.07673 86891.39053
59 17718.02303 -33231.07673
60 41398.86468 17718.02303
61 -39327.15338 41398.86468
62 161828.65284 -39327.15338
63 19763.72205 161828.65284
64 25751.02960 19763.72205
65 37110.15318 25751.02960
66 38493.72010 37110.15318
67 58975.47376 38493.72010
68 22085.10564 58975.47376
69 3961.26119 22085.10564
70 13688.61434 3961.26119
71 6779.71962 13688.61434
72 32163.30616 6779.71962
73 -49005.07545 32163.30616
74 -8784.45584 -49005.07545
75 3389.84994 -8784.45584
76 -35596.92146 3389.84994
77 -25423.37077 -35596.92146
78 -34081.42963 -25423.37077
79 -15952.26220 -34081.42963
80 -9087.01958 -15952.26220
81 -41801.68519 -9087.01958
82 73381.28976 -41801.68519
83 56736.64077 73381.28976
84 -133975.91784 56736.64077
85 -29906.68259 -133975.91784
86 -23243.91480 -29906.68259
87 -1664.50984 -23243.91480
88 115733.92272 -1664.50984
89 14046.24945 115733.92272
90 -8797.36197 14046.24945
91 -2056.08167 -8797.36197
92 17141.85745 -2056.08167
93 -59275.43042 17141.85745
94 12164.51524 -59275.43042
95 101361.43668 12164.51524
96 18075.06299 101361.43668
97 -96133.38470 18075.06299
98 46122.44397 -96133.38470
99 -28231.75293 46122.44397
100 1229.42481 -28231.75293
101 53182.00619 1229.42481
102 39415.61756 53182.00619
103 -44443.25869 39415.61756
104 -39935.34172 -44443.25869
105 -20350.74322 -39935.34172
106 -23246.20359 -20350.74322
107 -16370.01469 -23246.20359
108 82094.85602 -16370.01469
109 -19424.92323 82094.85602
110 -600.80854 -19424.92323
111 -7040.48049 -600.80854
112 -67899.83163 -7040.48049
113 43621.03005 -67899.83163
114 -25873.04739 43621.03005
115 12949.27882 -25873.04739
116 40069.42500 12949.27882
117 112596.60091 40069.42500
118 -150593.81302 112596.60091
119 -4303.50026 -150593.81302
120 20979.66889 -4303.50026
121 491.15005 20979.66889
122 31349.55613 491.15005
123 -130783.29087 31349.55613
124 6404.91443 -130783.29087
125 21877.82554 6404.91443
126 11588.68701 21877.82554
127 -34792.54533 11588.68701
128 2595.81889 -34792.54533
129 11193.75292 2595.81889
130 -8847.34829 11193.75292
131 -23043.71777 -8847.34829
132 -5415.80636 -23043.71777
133 -22950.66242 -5415.80636
134 -36390.78550 -22950.66242
135 123760.02524 -36390.78550
136 13114.24497 123760.02524
137 36063.66942 13114.24497
138 -67779.17886 36063.66942
139 -15975.85469 -67779.17886
140 -15195.08254 -15975.85469
141 2182.84454 -15195.08254
142 6872.56598 2182.84454
143 56407.59901 6872.56598
144 -57150.03116 56407.59901
145 -29599.43921 -57150.03116
146 -91081.53219 -29599.43921
147 -73825.21961 -91081.53219
148 -4698.52137 -73825.21961
149 -49826.99314 -4698.52137
150 34304.74717 -49826.99314
151 -59686.12315 34304.74717
152 22274.10078 -59686.12315
153 87206.96015 22274.10078
154 22031.81316 87206.96015
155 5378.02426 22031.81316
156 -18697.62129 5378.02426
157 25887.26475 -18697.62129
158 -68668.90683 25887.26475
159 35349.92704 -68668.90683
160 106198.94740 35349.92704
161 -122460.87605 106198.94740
162 13801.87500 -122460.87605
163 72534.60560 13801.87500
164 -25587.32272 72534.60560
165 10923.38439 -25587.32272
166 1701.71165 10923.38439
167 -24278.47778 1701.71165
168 9978.66169 -24278.47778
169 109256.02772 9978.66169
170 99823.48531 109256.02772
171 -6979.41024 99823.48531
172 60445.69377 -6979.41024
173 22159.78459 60445.69377
174 -151948.32869 22159.78459
175 60067.58306 -151948.32869
176 -34560.45578 60067.58306
177 3584.08912 -34560.45578
178 -30073.15299 3584.08912
179 58122.92038 -30073.15299
180 13070.00659 58122.92038
181 -24369.95184 13070.00659
182 2417.55836 -24369.95184
183 14122.30737 2417.55836
184 87490.58919 14122.30737
185 -1401.92216 87490.58919
186 16547.81358 -1401.92216
187 3491.60090 16547.81358
188 42021.38301 3491.60090
189 -54489.27800 42021.38301
190 -995.50792 -54489.27800
191 7984.23076 -995.50792
192 16034.98669 7984.23076
193 -64580.43457 16034.98669
194 -64.85232 -64580.43457
195 43675.79837 -64.85232
196 -21835.47404 43675.79837
197 -45624.33598 -21835.47404
198 -13859.89634 -45624.33598
199 -27013.89175 -13859.89634
200 -9676.89189 -27013.89175
201 -51890.11070 -9676.89189
202 46258.99896 -51890.11070
203 2206.72432 46258.99896
204 -1985.36554 2206.72432
205 -49507.80814 -1985.36554
206 -4082.78324 -49507.80814
207 83555.46601 -4082.78324
208 38745.48811 83555.46601
209 19783.63625 38745.48811
210 41555.54217 19783.63625
211 28770.05634 41555.54217
212 -38184.52775 28770.05634
213 -5417.11224 -38184.52775
214 -65531.63836 -5417.11224
215 -42475.21618 -65531.63836
216 -11376.51902 -42475.21618
217 -31576.78253 -11376.51902
218 -14039.40674 -31576.78253
219 1571.26785 -14039.40674
220 -27722.66429 1571.26785
221 -34217.65631 -27722.66429
222 9237.74963 -34217.65631
223 -31273.30219 9237.74963
224 -39932.72192 -31273.30219
225 69409.42651 -39932.72192
226 12047.01326 69409.42651
227 -37055.15799 12047.01326
228 -6713.66554 -37055.15799
229 -68996.22614 -6713.66554
230 -39138.50412 -68996.22614
231 674.20020 -39138.50412
232 -16557.65260 674.20020
233 -35075.72559 -16557.65260
234 -47778.23829 -35075.72559
235 -37556.27582 -47778.23829
236 59823.00438 -37556.27582
237 -30490.13046 59823.00438
238 -10156.54274 -30490.13046
239 -39229.67558 -10156.54274
240 642.94257 -39229.67558
241 17476.30346 642.94257
242 -25757.32090 17476.30346
243 -28884.07081 -25757.32090
244 -15064.60627 -28884.07081
245 -17251.19061 -15064.60627
246 3774.46940 -17251.19061
247 1889.48113 3774.46940
248 12943.28477 1889.48113
249 -24214.78516 12943.28477
250 27226.34718 -24214.78516
251 -19789.00013 27226.34718
252 5319.57831 -19789.00013
253 4596.41094 5319.57831
254 3175.98692 4596.41094
255 7496.59689 3175.98692
256 -32005.32885 7496.59689
257 2464.93293 -32005.32885
258 -13947.02532 2464.93293
259 -9952.29527 -13947.02532
260 -41157.51622 -9952.29527
261 -10620.11662 -41157.51622
262 2308.91769 -10620.11662
263 -21806.73932 2308.91769
264 -37405.20953 -21806.73932
265 6952.10224 -37405.20953
266 -25069.23748 6952.10224
267 -12355.62756 -25069.23748
268 35561.03410 -12355.62756
269 -46222.54887 35561.03410
270 7398.08545 -46222.54887
271 -17775.55156 7398.08545
272 30314.08932 -17775.55156
273 16440.23869 30314.08932
274 3190.49975 16440.23869
275 -24342.21009 3190.49975
276 -24005.49446 -24342.21009
277 636.24336 -24005.49446
278 11265.19593 636.24336
279 -141.46027 11265.19593
280 -17757.61584 -141.46027
281 -36588.21521 -17757.61584
282 17940.90588 -36588.21521
283 14293.93367 17940.90588
284 -16600.21646 14293.93367
285 -58168.73583 -16600.21646
286 163.50064 -58168.73583
287 -23444.55031 163.50064
288 -7737.69603 -23444.55031
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/7p4lt1355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/8g1jt1355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/9ld7j1355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/fisher/rcomp/tmp/10z5l41355999069.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/11xoxl1355999069.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
+ a<-table.element(a,mysum$coefficients[i,1])
+ a<-table.element(a, round(mysum$coefficients[i,2],6))
+ a<-table.element(a, round(mysum$coefficients[i,3],4))
+ a<-table.element(a, round(mysum$coefficients[i,4],6))
+ a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/12l1kg1355999069.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$r.squared))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'R-squared',1,TRUE)
> a<-table.element(a, mysum$r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Adjusted R-squared',1,TRUE)
> a<-table.element(a, mysum$adj.r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (value)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[1])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[3])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'p-value',1,TRUE)
> a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
> a<-table.element(a, mysum$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/13pdcj1355999069.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/14ll4z1355999069.tab")
> if (n > n25) {
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-values',header=TRUE)
+ a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'breakpoint index',header=TRUE)
+ a<-table.element(a,'greater',header=TRUE)
+ a<-table.element(a,'2-sided',header=TRUE)
+ a<-table.element(a,'less',header=TRUE)
+ a<-table.row.end(a)
+ for (mypoint in kp3:nmkm3) {
+ a<-table.row.start(a)
+ a<-table.element(a,mypoint,header=TRUE)
+ a<-table.element(a,gqarr[mypoint-kp3+1,1])
+ a<-table.element(a,gqarr[mypoint-kp3+1,2])
+ a<-table.element(a,gqarr[mypoint-kp3+1,3])
+ a<-table.row.end(a)
+ }
+ a<-table.end(a)
+ table.save(a,file="/var/fisher/rcomp/tmp/15msyx1355999069.tab")
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'Description',header=TRUE)
+ a<-table.element(a,'# significant tests',header=TRUE)
+ a<-table.element(a,'% significant tests',header=TRUE)
+ a<-table.element(a,'OK/NOK',header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'1% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant1)
+ a<-table.element(a,numsignificant1/numgqtests)
+ if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'5% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant5)
+ a<-table.element(a,numsignificant5/numgqtests)
+ if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'10% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant10)
+ a<-table.element(a,numsignificant10/numgqtests)
+ if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.end(a)
+ table.save(a,file="/var/fisher/rcomp/tmp/16q4ij1355999069.tab")
+ }
>
> try(system("convert tmp/1o5h71355999069.ps tmp/1o5h71355999069.png",intern=TRUE))
character(0)
> try(system("convert tmp/2r9m91355999069.ps tmp/2r9m91355999069.png",intern=TRUE))
character(0)
> try(system("convert tmp/30faj1355999069.ps tmp/30faj1355999069.png",intern=TRUE))
character(0)
> try(system("convert tmp/4mas21355999069.ps tmp/4mas21355999069.png",intern=TRUE))
character(0)
> try(system("convert tmp/5x0az1355999069.ps tmp/5x0az1355999069.png",intern=TRUE))
character(0)
> try(system("convert tmp/6dy3w1355999069.ps tmp/6dy3w1355999069.png",intern=TRUE))
character(0)
> try(system("convert tmp/7p4lt1355999069.ps tmp/7p4lt1355999069.png",intern=TRUE))
character(0)
> try(system("convert tmp/8g1jt1355999069.ps tmp/8g1jt1355999069.png",intern=TRUE))
character(0)
> try(system("convert tmp/9ld7j1355999069.ps tmp/9ld7j1355999069.png",intern=TRUE))
character(0)
> try(system("convert tmp/10z5l41355999069.ps tmp/10z5l41355999069.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
10.918 1.756 12.838