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Type 'q()' to quit R. > x <- array(list(1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,1 + ,NA + ,1 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,1 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,1 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,1 + ,1 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,0 + ,NA + ,1 + ,0 + ,NA + ,1 + ,0 + ,NA + ,0 + ,0 + ,NA + ,0 + ,1 + ,NA + ,1 + ,1 + ,NA + ,0 + ,1 + ,NA + ,0 + ,1 + ,NA + ,0 + ,1 + ,NA + ,1 + ,1 + ,NA + ,1 + ,1 + ,NA + ,1 + ,1 + ,NA + ,0 + ,1 + ,NA + ,0 + ,1 + ,NA + ,0 + ,1 + ,NA + ,0 + ,1 + ,NA + ,0 + ,1 + ,NA + ,0 + ,0) + ,dim=c(3 + ,154) + ,dimnames=list(c('T40' + ,'T20' + ,'CorrectAnalysis') + ,1:154)) > y <- array(NA,dim=c(3,154),dimnames=list(c('T40','T20','CorrectAnalysis'),1:154)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '3' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '3' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from 'package:base': as.Date, as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x CorrectAnalysis T40 T20 1 0 1 NA 2 0 0 NA 3 0 0 NA 4 0 0 NA 5 0 0 NA 6 0 0 NA 7 0 0 NA 8 0 1 NA 9 0 0 NA 10 0 0 NA 11 0 1 NA 12 0 0 NA 13 0 0 NA 14 0 1 NA 15 0 0 NA 16 0 1 NA 17 1 1 NA 18 0 1 NA 19 0 0 NA 20 1 1 NA 21 0 0 NA 22 0 0 NA 23 0 0 NA 24 0 0 NA 25 0 1 NA 26 0 0 NA 27 0 0 NA 28 0 0 NA 29 0 0 NA 30 0 0 NA 31 0 0 NA 32 0 0 NA 33 0 0 NA 34 0 1 NA 35 0 0 NA 36 0 0 NA 37 0 1 NA 38 0 0 NA 39 0 0 NA 40 0 1 NA 41 1 0 NA 42 0 0 NA 43 0 0 NA 44 0 1 NA 45 0 0 NA 46 0 0 NA 47 0 0 NA 48 0 0 NA 49 0 0 NA 50 0 0 NA 51 0 1 NA 52 1 1 NA 53 0 0 NA 54 1 0 NA 55 0 0 NA 56 0 1 NA 57 0 0 NA 58 0 0 NA 59 0 0 NA 60 1 1 NA 61 0 1 NA 62 0 0 NA 63 0 0 NA 64 0 1 NA 65 0 0 NA 66 0 0 NA 67 1 1 NA 68 0 0 NA 69 0 0 NA 70 0 0 NA 71 0 0 NA 72 0 0 NA 73 0 0 NA 74 0 0 NA 75 0 0 NA 76 0 1 NA 77 0 0 NA 78 0 0 NA 79 1 1 NA 80 0 1 NA 81 0 0 NA 82 0 0 NA 83 0 0 NA 84 1 0 NA 85 0 0 NA 86 0 0 NA 87 0 NA 0 88 0 NA 1 89 0 NA 0 90 0 NA 0 91 0 NA 0 92 0 NA 1 93 0 NA 0 94 0 NA 0 95 0 NA 1 96 0 NA 0 97 0 NA 1 98 0 NA 0 99 0 NA 0 100 0 NA 0 101 0 NA 0 102 0 NA 0 103 0 NA 0 104 0 NA 0 105 0 NA 1 106 0 NA 0 107 0 NA 0 108 0 NA 1 109 0 NA 0 110 0 NA 0 111 0 NA 1 112 0 NA 1 113 0 NA 0 114 0 NA 1 115 0 NA 0 116 0 NA 0 117 0 NA 0 118 0 NA 0 119 0 NA 0 120 0 NA 0 121 0 NA 0 122 0 NA 0 123 0 NA 1 124 0 NA 0 125 0 NA 0 126 0 NA 1 127 0 NA 0 128 0 NA 0 129 0 NA 0 130 0 NA 0 131 0 NA 0 132 0 NA 0 133 0 NA 0 134 0 NA 0 135 0 NA 0 136 0 NA 0 137 0 NA 0 138 0 NA 1 139 0 NA 1 140 0 NA 0 141 1 NA 0 142 1 NA 1 143 1 NA 0 144 1 NA 0 145 1 NA 0 146 1 NA 1 147 1 NA 1 148 1 NA 1 149 1 NA 0 150 1 NA 0 151 1 NA 0 152 1 NA 0 153 1 NA 0 154 0 NA 0 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Error in lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...) : 0 (non-NA) cases Calls: lm -> lm.fit Execution halted