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. 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,105.53 + ,2916.07 + ,0.0176 + ,73.1 + ,0.16 + ,23.10 + ,46515660 + ,106.76 + ,2916.68 + ,0.0176 + ,73.1 + ,0.16 + ,24.32 + ,89720920 + ,107.59 + ,2926.55 + ,0.0176 + ,73.1 + ,0.16 + ,23.99 + ,29520310 + ,107.62 + ,2966.85 + ,0.0176 + ,73.1 + ,0.16 + ,25.94 + ,123513900 + ,108.82 + ,2976.78 + ,0.0176 + ,73.1 + ,0.16 + ,26.15 + ,85687430 + ,107.59 + ,2967.79 + ,0.0176 + ,73.1 + ,0.16 + ,26.36 + ,49113040 + ,107.85 + ,2991.78 + ,0.0176 + ,73.1 + ,0.16 + ,27.32 + ,88572990 + ,107.11 + ,3012.03 + ,0.0176 + ,73.1 + ,0.16 + ,28.00 + ,126867400 + ,108.14 + ,3010.24 + ,0.0176 + ,73.1 + ,0.16) + ,dim=c(7 + ,126) + ,dimnames=list(c('FACEBOOK' + ,'VOLUME' + ,'LINKEDIN' + ,'NASDAQ' + ,'INFLATION' + ,'CONS.CONF' + ,'FED.FUNDS.RATE') + ,1:126)) > y <- array(NA,dim=c(7,126),dimnames=list(c('FACEBOOK','VOLUME','LINKEDIN','NASDAQ','INFLATION','CONS.CONF','FED.FUNDS.RATE'),1:126)) > 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 = '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 FACEBOOK VOLUME LINKEDIN NASDAQ INFLATION CONS.CONF FED.FUNDS.RATE M1 1 27.72 41837160 91.51 2747.48 0.0160 62.7 0.16 1 2 26.90 35204750 91.09 2760.01 0.0160 62.7 0.17 0 3 25.86 42367740 93.00 2778.11 0.0160 62.7 0.17 0 4 26.81 61427940 93.08 2844.72 0.0160 62.7 0.16 0 5 26.31 26132090 94.13 2831.02 0.0160 62.7 0.16 0 6 27.10 3799718 96.26 2858.42 0.0160 62.7 0.17 0 7 27.00 28202230 94.29 2809.73 0.0160 62.7 0.17 0 8 27.40 15809640 94.46 2843.07 0.0160 62.7 0.16 0 9 27.27 17110160 95.53 2818.61 0.0160 62.7 0.17 0 10 28.29 16835510 98.29 2836.33 0.0160 62.7 0.17 0 11 30.01 43517670 102.01 2872.80 0.0160 62.7 0.18 0 12 31.41 42958450 105.16 2895.33 0.0160 62.7 0.17 0 13 31.91 30826830 105.34 2929.76 0.0160 62.7 0.17 1 14 31.60 15549740 105.27 2930.45 0.0160 62.7 0.16 0 15 31.84 21843070 102.19 2859.09 0.0160 62.7 0.17 0 16 33.05 73424890 106.85 2892.42 0.0160 62.7 0.17 0 17 32.06 24330740 103.05 2836.16 0.0160 62.7 0.17 0 18 33.10 24785970 106.42 2854.06 0.0160 62.7 0.16 0 19 32.23 28553940 105.17 2875.32 0.0160 62.7 0.15 0 20 31.36 17659080 102.74 2849.49 0.0160 62.7 0.15 0 21 31.09 19508980 106.27 2935.05 0.0160 62.7 0.09 0 22 30.77 14110230 107.63 2951.23 0.0141 65.4 0.18 0 23 31.20 8765498 108.54 2976.08 0.0141 65.4 0.17 0 24 31.47 10027250 108.24 2976.12 0.0141 65.4 0.17 0 25 31.73 10943350 108.86 2937.33 0.0141 65.4 0.17 1 26 32.17 17755740 102.98 2931.77 0.0141 65.4 0.17 0 27 31.47 14238190 99.53 2902.33 0.0141 65.4 0.17 0 28 30.97 12997760 101.08 2887.98 0.0141 65.4 0.17 0 29 30.81 11299240 104.64 2866.19 0.0141 65.4 0.18 0 30 30.72 8102653 105.59 2908.47 0.0141 65.4 0.19 0 31 28.24 24549800 103.21 2896.94 0.0141 65.4 0.18 0 32 28.09 30410530 103.84 2910.04 0.0141 65.4 0.17 0 33 29.11 16807730 104.61 2942.60 0.0141 65.4 0.16 0 34 29.00 13671200 108.65 2965.90 0.0141 65.4 0.13 0 35 28.76 11854290 106.26 2925.30 0.0141 65.4 0.13 0 36 28.75 12383610 104.20 2890.15 0.0141 65.4 0.14 0 37 28.45 11512350 102.99 2862.99 0.0141 65.4 0.15 1 38 29.34 16749990 102.19 2854.24 0.0141 65.4 0.15 0 39 26.84 61009290 100.82 2893.25 0.0141 65.4 0.14 0 40 23.70 123011300 103.42 2958.09 0.0141 65.4 0.14 0 41 23.15 29253590 104.18 2945.84 0.0141 65.4 0.14 0 42 21.71 55998620 102.65 2939.52 0.0141 65.4 0.13 0 43 20.88 44488370 95.64 2920.21 0.0169 61.3 0.14 0 44 20.04 56264460 93.51 2909.77 0.0169 61.3 0.14 0 45 21.09 80626220 108.51 2967.90 0.0169 61.3 0.14 0 46 21.92 27733830 111.55 2989.91 0.0169 61.3 0.14 0 47 20.72 36699380 106.70 3015.86 0.0169 61.3 0.13 0 48 20.72 29514550 104.93 3011.25 0.0169 61.3 0.13 0 49 21.01 15605960 105.23 3018.64 0.0169 61.3 0.13 1 50 21.80 25714310 104.92 3020.86 0.0169 61.3 0.13 0 51 21.60 24904700 104.60 3022.52 0.0169 61.3 0.13 0 52 20.38 38971320 101.76 3016.98 0.0169 61.3 0.13 0 53 21.20 47682050 102.23 3030.93 0.0169 61.3 0.13 0 54 19.87 157188200 103.99 3062.39 0.0169 61.3 0.13 0 55 19.05 129057400 101.36 3076.59 0.0169 61.3 0.13 0 56 20.01 100818300 102.92 3076.21 0.0169 61.3 0.13 0 57 19.15 70483330 105.25 3067.26 0.0169 61.3 0.13 0 58 19.43 49779450 105.71 3073.67 0.0169 61.3 0.13 0 59 19.44 32747000 105.42 3053.40 0.0169 61.3 0.13 0 60 19.40 29588690 105.11 3069.79 0.0169 61.3 0.13 0 61 19.15 20663220 104.67 3073.19 0.0169 61.3 0.13 1 62 19.34 25402980 107.51 3077.14 0.0169 61.3 0.13 0 63 19.10 16071190 109.00 3081.19 0.0169 61.3 0.13 0 64 19.08 30571430 107.37 3048.71 0.0169 61.3 0.14 0 65 18.05 58612440 107.30 3066.96 0.0169 61.3 0.13 0 66 17.72 46177000 107.37 3075.06 0.0199 70.3 0.14 0 67 18.58 60657900 113.28 3069.27 0.0199 70.3 0.16 0 68 18.96 46028860 119.10 3135.81 0.0199 70.3 0.16 0 69 18.98 36325880 119.04 3136.42 0.0199 70.3 0.15 0 70 18.81 24752340 117.80 3104.02 0.0199 70.3 0.15 0 71 19.43 47343020 117.90 3104.53 0.0199 70.3 0.15 0 72 20.93 121399400 119.55 3114.31 0.0199 70.3 0.15 0 73 20.71 64896660 119.47 3155.83 0.0199 70.3 0.15 1 74 22.00 72707430 123.23 3183.95 0.0199 70.3 0.16 0 75 21.52 50593510 121.40 3178.67 0.0199 70.3 0.16 0 76 21.87 36696330 121.43 3177.80 0.0199 70.3 0.16 0 77 23.29 78525460 122.51 3182.62 0.0199 70.3 0.15 0 78 22.59 57115160 122.78 3175.96 0.0199 70.3 0.16 0 79 22.86 51163120 122.84 3179.96 0.0199 70.3 0.15 0 80 20.79 78968380 122.70 3160.78 0.0199 70.3 0.16 0 81 20.28 46169460 119.89 3117.73 0.0199 70.3 0.15 0 82 20.62 38212360 118.00 3093.70 0.0199 70.3 0.16 0 83 20.32 30061050 119.61 3136.60 0.0199 70.3 0.14 0 84 21.66 65415370 120.40 3116.23 0.0199 70.3 0.09 0 85 21.99 51198150 117.94 3113.53 0.0216 73.1 0.15 1 86 22.27 29276680 118.77 3120.04 0.0216 73.1 0.16 0 87 21.83 31940720 121.68 3135.23 0.0216 73.1 0.16 0 88 21.94 46549400 121.98 3149.46 0.0216 73.1 0.15 0 89 20.91 40483780 118.83 3136.19 0.0216 73.1 0.15 0 90 20.40 32190200 117.97 3112.35 0.0216 73.1 0.15 0 91 20.22 27125670 113.07 3065.02 0.0216 73.1 0.16 0 92 19.64 39282420 111.98 3051.78 0.0216 73.1 0.16 0 93 19.75 21803710 113.77 3049.41 0.0216 73.1 0.16 0 94 19.51 18743920 110.41 3044.11 0.0216 73.1 0.16 0 95 19.52 20154860 110.85 3064.18 0.0216 73.1 0.16 0 96 19.48 21816100 111.18 3101.17 0.0216 73.1 0.16 0 97 19.88 44020450 109.42 3104.12 0.0216 73.1 0.15 1 98 18.97 52059860 108.87 3072.87 0.0216 73.1 0.15 0 99 19.00 34769600 106.72 3005.62 0.0216 73.1 0.16 0 100 19.32 32269470 107.28 3016.96 0.0216 73.1 0.15 0 101 19.50 72281000 104.13 2990.46 0.0216 73.1 0.15 0 102 23.22 228364700 107.55 2981.70 0.0216 73.1 0.17 0 103 22.56 76050080 105.72 2986.12 0.0216 73.1 0.16 0 104 21.94 9999999 104.55 2987.95 0.0216 73.1 0.16 0 105 21.11 99311480 106.93 2977.23 0.0216 73.1 0.18 0 106 21.21 37631000 106.85 3020.06 0.0176 73.1 0.17 0 107 21.18 38308550 106.78 2982.13 0.0176 73.1 0.16 0 108 21.25 31752420 107.29 2999.66 0.0176 73.1 0.17 0 109 21.17 29030780 104.14 3011.93 0.0176 73.1 0.16 1 110 20.47 33352920 101.21 2937.29 0.0176 73.1 0.16 0 111 19.99 34106840 96.35 2895.58 0.0176 73.1 0.16 0 112 19.21 42257790 95.62 2904.87 0.0176 73.1 0.16 0 113 20.07 67220540 99.00 2904.26 0.0176 73.1 0.16 0 114 19.86 71524510 99.26 2883.89 0.0176 73.1 0.16 0 115 22.36 229081600 98.77 2846.81 0.0176 73.1 0.16 0 116 22.17 78808770 100.65 2836.94 0.0176 73.1 0.16 0 117 23.56 107091400 103.13 2853.13 0.0176 73.1 0.16 0 118 22.92 84944370 105.53 2916.07 0.0176 73.1 0.16 0 119 23.10 46515660 106.76 2916.68 0.0176 73.1 0.16 0 120 24.32 89720920 107.59 2926.55 0.0176 73.1 0.16 0 121 23.99 29520310 107.62 2966.85 0.0176 73.1 0.16 1 122 25.94 123513900 108.82 2976.78 0.0176 73.1 0.16 0 123 26.15 85687430 107.59 2967.79 0.0176 73.1 0.16 0 124 26.36 49113040 107.85 2991.78 0.0176 73.1 0.16 0 125 27.32 88572990 107.11 3012.03 0.0176 73.1 0.16 0 126 28.00 126867400 108.14 3010.24 0.0176 73.1 0.16 0 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 1 0 0 0 0 0 0 0 0 0 0 2 1 0 0 0 0 0 0 0 0 0 3 0 1 0 0 0 0 0 0 0 0 4 0 0 1 0 0 0 0 0 0 0 5 0 0 0 1 0 0 0 0 0 0 6 0 0 0 0 1 0 0 0 0 0 7 0 0 0 0 0 1 0 0 0 0 8 0 0 0 0 0 0 1 0 0 0 9 0 0 0 0 0 0 0 1 0 0 10 0 0 0 0 0 0 0 0 1 0 11 0 0 0 0 0 0 0 0 0 1 12 0 0 0 0 0 0 0 0 0 0 13 0 0 0 0 0 0 0 0 0 0 14 1 0 0 0 0 0 0 0 0 0 15 0 1 0 0 0 0 0 0 0 0 16 0 0 1 0 0 0 0 0 0 0 17 0 0 0 1 0 0 0 0 0 0 18 0 0 0 0 1 0 0 0 0 0 19 0 0 0 0 0 1 0 0 0 0 20 0 0 0 0 0 0 1 0 0 0 21 0 0 0 0 0 0 0 1 0 0 22 0 0 0 0 0 0 0 0 1 0 23 0 0 0 0 0 0 0 0 0 1 24 0 0 0 0 0 0 0 0 0 0 25 0 0 0 0 0 0 0 0 0 0 26 1 0 0 0 0 0 0 0 0 0 27 0 1 0 0 0 0 0 0 0 0 28 0 0 1 0 0 0 0 0 0 0 29 0 0 0 1 0 0 0 0 0 0 30 0 0 0 0 1 0 0 0 0 0 31 0 0 0 0 0 1 0 0 0 0 32 0 0 0 0 0 0 1 0 0 0 33 0 0 0 0 0 0 0 1 0 0 34 0 0 0 0 0 0 0 0 1 0 35 0 0 0 0 0 0 0 0 0 1 36 0 0 0 0 0 0 0 0 0 0 37 0 0 0 0 0 0 0 0 0 0 38 1 0 0 0 0 0 0 0 0 0 39 0 1 0 0 0 0 0 0 0 0 40 0 0 1 0 0 0 0 0 0 0 41 0 0 0 1 0 0 0 0 0 0 42 0 0 0 0 1 0 0 0 0 0 43 0 0 0 0 0 1 0 0 0 0 44 0 0 0 0 0 0 1 0 0 0 45 0 0 0 0 0 0 0 1 0 0 46 0 0 0 0 0 0 0 0 1 0 47 0 0 0 0 0 0 0 0 0 1 48 0 0 0 0 0 0 0 0 0 0 49 0 0 0 0 0 0 0 0 0 0 50 1 0 0 0 0 0 0 0 0 0 51 0 1 0 0 0 0 0 0 0 0 52 0 0 1 0 0 0 0 0 0 0 53 0 0 0 1 0 0 0 0 0 0 54 0 0 0 0 1 0 0 0 0 0 55 0 0 0 0 0 1 0 0 0 0 56 0 0 0 0 0 0 1 0 0 0 57 0 0 0 0 0 0 0 1 0 0 58 0 0 0 0 0 0 0 0 1 0 59 0 0 0 0 0 0 0 0 0 1 60 0 0 0 0 0 0 0 0 0 0 61 0 0 0 0 0 0 0 0 0 0 62 1 0 0 0 0 0 0 0 0 0 63 0 1 0 0 0 0 0 0 0 0 64 0 0 1 0 0 0 0 0 0 0 65 0 0 0 1 0 0 0 0 0 0 66 0 0 0 0 1 0 0 0 0 0 67 0 0 0 0 0 1 0 0 0 0 68 0 0 0 0 0 0 1 0 0 0 69 0 0 0 0 0 0 0 1 0 0 70 0 0 0 0 0 0 0 0 1 0 71 0 0 0 0 0 0 0 0 0 1 72 0 0 0 0 0 0 0 0 0 0 73 0 0 0 0 0 0 0 0 0 0 74 1 0 0 0 0 0 0 0 0 0 75 0 1 0 0 0 0 0 0 0 0 76 0 0 1 0 0 0 0 0 0 0 77 0 0 0 1 0 0 0 0 0 0 78 0 0 0 0 1 0 0 0 0 0 79 0 0 0 0 0 1 0 0 0 0 80 0 0 0 0 0 0 1 0 0 0 81 0 0 0 0 0 0 0 1 0 0 82 0 0 0 0 0 0 0 0 1 0 83 0 0 0 0 0 0 0 0 0 1 84 0 0 0 0 0 0 0 0 0 0 85 0 0 0 0 0 0 0 0 0 0 86 1 0 0 0 0 0 0 0 0 0 87 0 1 0 0 0 0 0 0 0 0 88 0 0 1 0 0 0 0 0 0 0 89 0 0 0 1 0 0 0 0 0 0 90 0 0 0 0 1 0 0 0 0 0 91 0 0 0 0 0 1 0 0 0 0 92 0 0 0 0 0 0 1 0 0 0 93 0 0 0 0 0 0 0 1 0 0 94 0 0 0 0 0 0 0 0 1 0 95 0 0 0 0 0 0 0 0 0 1 96 0 0 0 0 0 0 0 0 0 0 97 0 0 0 0 0 0 0 0 0 0 98 1 0 0 0 0 0 0 0 0 0 99 0 1 0 0 0 0 0 0 0 0 100 0 0 1 0 0 0 0 0 0 0 101 0 0 0 1 0 0 0 0 0 0 102 0 0 0 0 1 0 0 0 0 0 103 0 0 0 0 0 1 0 0 0 0 104 0 0 0 0 0 0 1 0 0 0 105 0 0 0 0 0 0 0 1 0 0 106 0 0 0 0 0 0 0 0 1 0 107 0 0 0 0 0 0 0 0 0 1 108 0 0 0 0 0 0 0 0 0 0 109 0 0 0 0 0 0 0 0 0 0 110 1 0 0 0 0 0 0 0 0 0 111 0 1 0 0 0 0 0 0 0 0 112 0 0 1 0 0 0 0 0 0 0 113 0 0 0 1 0 0 0 0 0 0 114 0 0 0 0 1 0 0 0 0 0 115 0 0 0 0 0 1 0 0 0 0 116 0 0 0 0 0 0 1 0 0 0 117 0 0 0 0 0 0 0 1 0 0 118 0 0 0 0 0 0 0 0 1 0 119 0 0 0 0 0 0 0 0 0 1 120 0 0 0 0 0 0 0 0 0 0 121 0 0 0 0 0 0 0 0 0 0 122 1 0 0 0 0 0 0 0 0 0 123 0 1 0 0 0 0 0 0 0 0 124 0 0 1 0 0 0 0 0 0 0 125 0 0 0 1 0 0 0 0 0 0 126 0 0 0 0 1 0 0 0 0 0 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) VOLUME LINKEDIN NASDAQ INFLATION 1.103e+02 -5.298e-09 5.296e-01 -4.221e-02 -7.151e+02 CONS.CONF FED.FUNDS.RATE M1 M2 M3 -1.910e-01 5.705e+01 4.967e-01 6.171e-01 5.830e-02 M4 M5 M6 M7 M8 4.171e-01 1.609e-01 2.856e-01 -1.417e-03 -4.343e-01 M9 M10 M11 -9.367e-01 -1.490e+00 -9.470e-01 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -4.2571 -1.5544 -0.1672 1.4290 7.6951 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.103e+02 1.100e+01 10.026 < 2e-16 *** VOLUME -5.298e-09 6.064e-09 -0.874 0.384228 LINKEDIN 5.296e-01 5.862e-02 9.034 7.28e-15 *** NASDAQ -4.221e-02 4.851e-03 -8.701 4.11e-14 *** INFLATION -7.151e+02 1.476e+02 -4.844 4.29e-06 *** CONS.CONF -1.910e-01 6.784e-02 -2.816 0.005779 ** FED.FUNDS.RATE 5.705e+01 1.581e+01 3.609 0.000467 *** M1 4.967e-01 9.930e-01 0.500 0.617931 M2 6.171e-01 9.928e-01 0.622 0.535522 M3 5.830e-02 9.976e-01 0.058 0.953504 M4 4.171e-01 9.964e-01 0.419 0.676364 M5 1.609e-01 9.924e-01 0.162 0.871530 M6 2.856e-01 1.009e+00 0.283 0.777782 M7 -1.417e-03 1.043e+00 -0.001 0.998919 M8 -4.343e-01 1.028e+00 -0.422 0.673563 M9 -9.367e-01 1.017e+00 -0.921 0.358945 M10 -1.490e+00 1.013e+00 -1.471 0.144222 M11 -9.470e-01 1.009e+00 -0.938 0.350197 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.247 on 108 degrees of freedom Multiple R-squared: 0.7827, Adjusted R-squared: 0.7485 F-statistic: 22.88 on 17 and 108 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,] 0.064541422 0.129082844 0.935458578 [2,] 0.019611708 0.039223416 0.980388292 [3,] 0.011721599 0.023443199 0.988278401 [4,] 0.003675699 0.007351398 0.996324301 [5,] 0.005524355 0.011048711 0.994475645 [6,] 0.027974766 0.055949533 0.972025234 [7,] 0.084324918 0.168649836 0.915675082 [8,] 0.061992657 0.123985314 0.938007343 [9,] 0.044783640 0.089567281 0.955216360 [10,] 0.029539591 0.059079182 0.970460409 [11,] 0.031976118 0.063952237 0.968023882 [12,] 0.032314892 0.064629784 0.967685108 [13,] 0.028736891 0.057473782 0.971263109 [14,] 0.044994005 0.089988010 0.955005995 [15,] 0.061348697 0.122697393 0.938651303 [16,] 0.063325231 0.126650463 0.936674769 [17,] 0.070144529 0.140289058 0.929855471 [18,] 0.078861409 0.157722818 0.921138591 [19,] 0.072069206 0.144138413 0.927930794 [20,] 0.076801881 0.153603762 0.923198119 [21,] 0.257888999 0.515777998 0.742111001 [22,] 0.252098957 0.504197914 0.747901043 [23,] 0.211265683 0.422531367 0.788734317 [24,] 0.174293007 0.348586015 0.825706993 [25,] 0.286869079 0.573738157 0.713130921 [26,] 0.505478212 0.989043576 0.494521788 [27,] 0.500053088 0.999893824 0.499946912 [28,] 0.478431269 0.956862537 0.521568731 [29,] 0.466888128 0.933776257 0.533111872 [30,] 0.446033770 0.892067540 0.553966230 [31,] 0.433701418 0.867402836 0.566298582 [32,] 0.396118425 0.792236850 0.603881575 [33,] 0.525773028 0.948453944 0.474226972 [34,] 0.702697483 0.594605035 0.297302517 [35,] 0.659067473 0.681865053 0.340932527 [36,] 0.611154111 0.777691779 0.388845889 [37,] 0.575693236 0.848613528 0.424306764 [38,] 0.542206839 0.915586322 0.457793161 [39,] 0.539701125 0.920597750 0.460298875 [40,] 0.552873912 0.894252175 0.447126088 [41,] 0.561487769 0.877024462 0.438512231 [42,] 0.644330031 0.711339938 0.355669969 [43,] 0.736070296 0.527859407 0.263929704 [44,] 0.801034022 0.397931956 0.198965978 [45,] 0.895067646 0.209864708 0.104932354 [46,] 0.997993415 0.004013171 0.002006585 [47,] 0.997807824 0.004384352 0.002192176 [48,] 0.997708917 0.004582165 0.002291083 [49,] 0.996856468 0.006287064 0.003143532 [50,] 0.995165636 0.009668728 0.004834364 [51,] 0.992586827 0.014826346 0.007413173 [52,] 0.989643092 0.020713816 0.010356908 [53,] 0.986386674 0.027226652 0.013613326 [54,] 0.980642673 0.038714653 0.019357327 [55,] 0.973648750 0.052702500 0.026351250 [56,] 0.963976998 0.072046005 0.036023002 [57,] 0.964745875 0.070508251 0.035254125 [58,] 0.952888274 0.094223452 0.047111726 [59,] 0.942907348 0.114185303 0.057092652 [60,] 0.947990042 0.104019917 0.052009958 [61,] 0.937212849 0.125574301 0.062787151 [62,] 0.913306140 0.173387719 0.086693860 [63,] 0.892681661 0.214636678 0.107318339 [64,] 0.866639988 0.266720024 0.133360012 [65,] 0.839576502 0.320846997 0.160423498 [66,] 0.798271586 0.403456829 0.201728414 [67,] 0.773150925 0.453698151 0.226849075 [68,] 0.775507426 0.448985147 0.224492574 [69,] 0.810427380 0.379145240 0.189572620 [70,] 0.831267655 0.337464689 0.168732345 [71,] 0.841124850 0.317750301 0.158875150 [72,] 0.945647750 0.108704501 0.054352250 [73,] 0.984933322 0.030133355 0.015066678 [74,] 0.974297710 0.051404580 0.025702290 [75,] 0.956953882 0.086092235 0.043046118 [76,] 0.931045207 0.137909586 0.068954793 [77,] 0.900864501 0.198270999 0.099135499 [78,] 0.872797382 0.254405236 0.127202618 [79,] 0.871449470 0.257101059 0.128550530 [80,] 0.934032522 0.131934957 0.065967478 [81,] 0.970358243 0.059283514 0.029641757 [82,] 0.953907199 0.092185602 0.046092801 [83,] 0.904795780 0.190408441 0.095204220 [84,] 0.820687876 0.358624248 0.179312124 [85,] 0.672811036 0.654377927 0.327188964 > postscript(file="/var/fisher/rcomp/tmp/1y8jw1356019656.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/2zm4b1356019656.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/3bg591356019656.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4djea1356019656.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/5cqah1356019656.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 = 126 Frequency = 1 1 2 3 4 5 6 -1.08317452 -1.87789574 -2.56873841 1.46284224 -0.10220474 -0.09726110 7 8 9 10 11 12 -0.79269362 1.86207717 0.07191303 0.92976412 1.24709905 1.55035490 13 14 15 16 17 18 2.84716836 2.97251476 1.85350687 1.91688733 0.56092218 1.01989951 19 20 21 22 23 24 2.58656333 2.28842205 7.69506455 1.88516836 2.88143204 2.37170980 25 26 27 28 29 30 0.17437871 3.40933463 3.83399289 1.54215872 -1.74602429 -1.26679053 31 32 33 34 35 36 -2.02843982 -0.92479917 2.06241341 3.04414146 1.80390217 -0.11331111 37 38 39 40 41 42 -1.99060869 -1.13886633 0.09680080 -1.71380731 -3.42380910 -3.73284427 43 44 45 46 47 48 -0.79101232 -0.44837933 -4.25714945 -3.83528595 -1.29643465 -1.53868645 49 50 51 52 53 54 -1.66606242 -0.68501645 -0.09099951 -0.32508029 1.13714222 0.65831960 55 56 57 58 59 60 1.96836596 2.36945510 0.23948841 0.98978678 -0.33513950 -0.48292975 61 62 63 64 65 66 -0.90041892 -2.14295903 -2.49175113 -3.87178807 -3.11923937 -0.04078152 67 68 69 70 71 72 -3.33214903 -2.87057379 -1.77160695 -2.16064085 -1.99515697 -1.51080771 73 74 75 76 77 78 -0.73214725 -0.89599098 -0.18809009 -0.32310173 1.77667106 -0.15599853 79 80 81 82 83 84 1.07696678 -1.71866650 -1.65840754 -1.39126487 -0.17830679 1.97626564 85 86 87 88 89 90 1.25084340 0.55907896 -0.20798993 0.63279669 0.93496966 -0.29441003 91 92 93 94 95 96 -0.18736995 -0.25165159 -0.77982667 1.07270052 1.16145175 1.56969319 97 98 99 100 101 102 3.21763722 1.20221472 -0.57077902 0.12970375 1.32761808 2.42805274 103 104 105 106 107 108 2.97421584 3.13399435 0.42580199 0.31218733 -1.25029748 -2.26268929 109 110 111 112 113 114 -0.09734260 -2.49335256 -1.59722150 -1.91414276 -2.48138466 -3.79069424 115 116 117 118 119 120 -1.47444716 -3.43987829 -2.02769077 -0.84655690 -2.03854961 -1.55959920 121 122 123 124 125 126 -1.02027330 1.09093803 1.93126903 2.46353143 5.13533896 5.27250837 > postscript(file="/var/fisher/rcomp/tmp/6sh2c1356019656.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 = 126 Frequency = 1 lag(myerror, k = 1) myerror 0 -1.08317452 NA 1 -1.87789574 -1.08317452 2 -2.56873841 -1.87789574 3 1.46284224 -2.56873841 4 -0.10220474 1.46284224 5 -0.09726110 -0.10220474 6 -0.79269362 -0.09726110 7 1.86207717 -0.79269362 8 0.07191303 1.86207717 9 0.92976412 0.07191303 10 1.24709905 0.92976412 11 1.55035490 1.24709905 12 2.84716836 1.55035490 13 2.97251476 2.84716836 14 1.85350687 2.97251476 15 1.91688733 1.85350687 16 0.56092218 1.91688733 17 1.01989951 0.56092218 18 2.58656333 1.01989951 19 2.28842205 2.58656333 20 7.69506455 2.28842205 21 1.88516836 7.69506455 22 2.88143204 1.88516836 23 2.37170980 2.88143204 24 0.17437871 2.37170980 25 3.40933463 0.17437871 26 3.83399289 3.40933463 27 1.54215872 3.83399289 28 -1.74602429 1.54215872 29 -1.26679053 -1.74602429 30 -2.02843982 -1.26679053 31 -0.92479917 -2.02843982 32 2.06241341 -0.92479917 33 3.04414146 2.06241341 34 1.80390217 3.04414146 35 -0.11331111 1.80390217 36 -1.99060869 -0.11331111 37 -1.13886633 -1.99060869 38 0.09680080 -1.13886633 39 -1.71380731 0.09680080 40 -3.42380910 -1.71380731 41 -3.73284427 -3.42380910 42 -0.79101232 -3.73284427 43 -0.44837933 -0.79101232 44 -4.25714945 -0.44837933 45 -3.83528595 -4.25714945 46 -1.29643465 -3.83528595 47 -1.53868645 -1.29643465 48 -1.66606242 -1.53868645 49 -0.68501645 -1.66606242 50 -0.09099951 -0.68501645 51 -0.32508029 -0.09099951 52 1.13714222 -0.32508029 53 0.65831960 1.13714222 54 1.96836596 0.65831960 55 2.36945510 1.96836596 56 0.23948841 2.36945510 57 0.98978678 0.23948841 58 -0.33513950 0.98978678 59 -0.48292975 -0.33513950 60 -0.90041892 -0.48292975 61 -2.14295903 -0.90041892 62 -2.49175113 -2.14295903 63 -3.87178807 -2.49175113 64 -3.11923937 -3.87178807 65 -0.04078152 -3.11923937 66 -3.33214903 -0.04078152 67 -2.87057379 -3.33214903 68 -1.77160695 -2.87057379 69 -2.16064085 -1.77160695 70 -1.99515697 -2.16064085 71 -1.51080771 -1.99515697 72 -0.73214725 -1.51080771 73 -0.89599098 -0.73214725 74 -0.18809009 -0.89599098 75 -0.32310173 -0.18809009 76 1.77667106 -0.32310173 77 -0.15599853 1.77667106 78 1.07696678 -0.15599853 79 -1.71866650 1.07696678 80 -1.65840754 -1.71866650 81 -1.39126487 -1.65840754 82 -0.17830679 -1.39126487 83 1.97626564 -0.17830679 84 1.25084340 1.97626564 85 0.55907896 1.25084340 86 -0.20798993 0.55907896 87 0.63279669 -0.20798993 88 0.93496966 0.63279669 89 -0.29441003 0.93496966 90 -0.18736995 -0.29441003 91 -0.25165159 -0.18736995 92 -0.77982667 -0.25165159 93 1.07270052 -0.77982667 94 1.16145175 1.07270052 95 1.56969319 1.16145175 96 3.21763722 1.56969319 97 1.20221472 3.21763722 98 -0.57077902 1.20221472 99 0.12970375 -0.57077902 100 1.32761808 0.12970375 101 2.42805274 1.32761808 102 2.97421584 2.42805274 103 3.13399435 2.97421584 104 0.42580199 3.13399435 105 0.31218733 0.42580199 106 -1.25029748 0.31218733 107 -2.26268929 -1.25029748 108 -0.09734260 -2.26268929 109 -2.49335256 -0.09734260 110 -1.59722150 -2.49335256 111 -1.91414276 -1.59722150 112 -2.48138466 -1.91414276 113 -3.79069424 -2.48138466 114 -1.47444716 -3.79069424 115 -3.43987829 -1.47444716 116 -2.02769077 -3.43987829 117 -0.84655690 -2.02769077 118 -2.03854961 -0.84655690 119 -1.55959920 -2.03854961 120 -1.02027330 -1.55959920 121 1.09093803 -1.02027330 122 1.93126903 1.09093803 123 2.46353143 1.93126903 124 5.13533896 2.46353143 125 5.27250837 5.13533896 126 NA 5.27250837 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -1.87789574 -1.08317452 [2,] -2.56873841 -1.87789574 [3,] 1.46284224 -2.56873841 [4,] -0.10220474 1.46284224 [5,] -0.09726110 -0.10220474 [6,] -0.79269362 -0.09726110 [7,] 1.86207717 -0.79269362 [8,] 0.07191303 1.86207717 [9,] 0.92976412 0.07191303 [10,] 1.24709905 0.92976412 [11,] 1.55035490 1.24709905 [12,] 2.84716836 1.55035490 [13,] 2.97251476 2.84716836 [14,] 1.85350687 2.97251476 [15,] 1.91688733 1.85350687 [16,] 0.56092218 1.91688733 [17,] 1.01989951 0.56092218 [18,] 2.58656333 1.01989951 [19,] 2.28842205 2.58656333 [20,] 7.69506455 2.28842205 [21,] 1.88516836 7.69506455 [22,] 2.88143204 1.88516836 [23,] 2.37170980 2.88143204 [24,] 0.17437871 2.37170980 [25,] 3.40933463 0.17437871 [26,] 3.83399289 3.40933463 [27,] 1.54215872 3.83399289 [28,] -1.74602429 1.54215872 [29,] -1.26679053 -1.74602429 [30,] -2.02843982 -1.26679053 [31,] -0.92479917 -2.02843982 [32,] 2.06241341 -0.92479917 [33,] 3.04414146 2.06241341 [34,] 1.80390217 3.04414146 [35,] -0.11331111 1.80390217 [36,] -1.99060869 -0.11331111 [37,] -1.13886633 -1.99060869 [38,] 0.09680080 -1.13886633 [39,] -1.71380731 0.09680080 [40,] -3.42380910 -1.71380731 [41,] -3.73284427 -3.42380910 [42,] -0.79101232 -3.73284427 [43,] -0.44837933 -0.79101232 [44,] -4.25714945 -0.44837933 [45,] -3.83528595 -4.25714945 [46,] -1.29643465 -3.83528595 [47,] -1.53868645 -1.29643465 [48,] -1.66606242 -1.53868645 [49,] -0.68501645 -1.66606242 [50,] -0.09099951 -0.68501645 [51,] -0.32508029 -0.09099951 [52,] 1.13714222 -0.32508029 [53,] 0.65831960 1.13714222 [54,] 1.96836596 0.65831960 [55,] 2.36945510 1.96836596 [56,] 0.23948841 2.36945510 [57,] 0.98978678 0.23948841 [58,] -0.33513950 0.98978678 [59,] -0.48292975 -0.33513950 [60,] -0.90041892 -0.48292975 [61,] -2.14295903 -0.90041892 [62,] -2.49175113 -2.14295903 [63,] -3.87178807 -2.49175113 [64,] -3.11923937 -3.87178807 [65,] -0.04078152 -3.11923937 [66,] -3.33214903 -0.04078152 [67,] -2.87057379 -3.33214903 [68,] -1.77160695 -2.87057379 [69,] -2.16064085 -1.77160695 [70,] -1.99515697 -2.16064085 [71,] -1.51080771 -1.99515697 [72,] -0.73214725 -1.51080771 [73,] -0.89599098 -0.73214725 [74,] -0.18809009 -0.89599098 [75,] -0.32310173 -0.18809009 [76,] 1.77667106 -0.32310173 [77,] -0.15599853 1.77667106 [78,] 1.07696678 -0.15599853 [79,] -1.71866650 1.07696678 [80,] -1.65840754 -1.71866650 [81,] -1.39126487 -1.65840754 [82,] -0.17830679 -1.39126487 [83,] 1.97626564 -0.17830679 [84,] 1.25084340 1.97626564 [85,] 0.55907896 1.25084340 [86,] -0.20798993 0.55907896 [87,] 0.63279669 -0.20798993 [88,] 0.93496966 0.63279669 [89,] -0.29441003 0.93496966 [90,] -0.18736995 -0.29441003 [91,] -0.25165159 -0.18736995 [92,] -0.77982667 -0.25165159 [93,] 1.07270052 -0.77982667 [94,] 1.16145175 1.07270052 [95,] 1.56969319 1.16145175 [96,] 3.21763722 1.56969319 [97,] 1.20221472 3.21763722 [98,] -0.57077902 1.20221472 [99,] 0.12970375 -0.57077902 [100,] 1.32761808 0.12970375 [101,] 2.42805274 1.32761808 [102,] 2.97421584 2.42805274 [103,] 3.13399435 2.97421584 [104,] 0.42580199 3.13399435 [105,] 0.31218733 0.42580199 [106,] -1.25029748 0.31218733 [107,] -2.26268929 -1.25029748 [108,] -0.09734260 -2.26268929 [109,] -2.49335256 -0.09734260 [110,] -1.59722150 -2.49335256 [111,] -1.91414276 -1.59722150 [112,] -2.48138466 -1.91414276 [113,] -3.79069424 -2.48138466 [114,] -1.47444716 -3.79069424 [115,] -3.43987829 -1.47444716 [116,] -2.02769077 -3.43987829 [117,] -0.84655690 -2.02769077 [118,] -2.03854961 -0.84655690 [119,] -1.55959920 -2.03854961 [120,] -1.02027330 -1.55959920 [121,] 1.09093803 -1.02027330 [122,] 1.93126903 1.09093803 [123,] 2.46353143 1.93126903 [124,] 5.13533896 2.46353143 [125,] 5.27250837 5.13533896 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -1.87789574 -1.08317452 2 -2.56873841 -1.87789574 3 1.46284224 -2.56873841 4 -0.10220474 1.46284224 5 -0.09726110 -0.10220474 6 -0.79269362 -0.09726110 7 1.86207717 -0.79269362 8 0.07191303 1.86207717 9 0.92976412 0.07191303 10 1.24709905 0.92976412 11 1.55035490 1.24709905 12 2.84716836 1.55035490 13 2.97251476 2.84716836 14 1.85350687 2.97251476 15 1.91688733 1.85350687 16 0.56092218 1.91688733 17 1.01989951 0.56092218 18 2.58656333 1.01989951 19 2.28842205 2.58656333 20 7.69506455 2.28842205 21 1.88516836 7.69506455 22 2.88143204 1.88516836 23 2.37170980 2.88143204 24 0.17437871 2.37170980 25 3.40933463 0.17437871 26 3.83399289 3.40933463 27 1.54215872 3.83399289 28 -1.74602429 1.54215872 29 -1.26679053 -1.74602429 30 -2.02843982 -1.26679053 31 -0.92479917 -2.02843982 32 2.06241341 -0.92479917 33 3.04414146 2.06241341 34 1.80390217 3.04414146 35 -0.11331111 1.80390217 36 -1.99060869 -0.11331111 37 -1.13886633 -1.99060869 38 0.09680080 -1.13886633 39 -1.71380731 0.09680080 40 -3.42380910 -1.71380731 41 -3.73284427 -3.42380910 42 -0.79101232 -3.73284427 43 -0.44837933 -0.79101232 44 -4.25714945 -0.44837933 45 -3.83528595 -4.25714945 46 -1.29643465 -3.83528595 47 -1.53868645 -1.29643465 48 -1.66606242 -1.53868645 49 -0.68501645 -1.66606242 50 -0.09099951 -0.68501645 51 -0.32508029 -0.09099951 52 1.13714222 -0.32508029 53 0.65831960 1.13714222 54 1.96836596 0.65831960 55 2.36945510 1.96836596 56 0.23948841 2.36945510 57 0.98978678 0.23948841 58 -0.33513950 0.98978678 59 -0.48292975 -0.33513950 60 -0.90041892 -0.48292975 61 -2.14295903 -0.90041892 62 -2.49175113 -2.14295903 63 -3.87178807 -2.49175113 64 -3.11923937 -3.87178807 65 -0.04078152 -3.11923937 66 -3.33214903 -0.04078152 67 -2.87057379 -3.33214903 68 -1.77160695 -2.87057379 69 -2.16064085 -1.77160695 70 -1.99515697 -2.16064085 71 -1.51080771 -1.99515697 72 -0.73214725 -1.51080771 73 -0.89599098 -0.73214725 74 -0.18809009 -0.89599098 75 -0.32310173 -0.18809009 76 1.77667106 -0.32310173 77 -0.15599853 1.77667106 78 1.07696678 -0.15599853 79 -1.71866650 1.07696678 80 -1.65840754 -1.71866650 81 -1.39126487 -1.65840754 82 -0.17830679 -1.39126487 83 1.97626564 -0.17830679 84 1.25084340 1.97626564 85 0.55907896 1.25084340 86 -0.20798993 0.55907896 87 0.63279669 -0.20798993 88 0.93496966 0.63279669 89 -0.29441003 0.93496966 90 -0.18736995 -0.29441003 91 -0.25165159 -0.18736995 92 -0.77982667 -0.25165159 93 1.07270052 -0.77982667 94 1.16145175 1.07270052 95 1.56969319 1.16145175 96 3.21763722 1.56969319 97 1.20221472 3.21763722 98 -0.57077902 1.20221472 99 0.12970375 -0.57077902 100 1.32761808 0.12970375 101 2.42805274 1.32761808 102 2.97421584 2.42805274 103 3.13399435 2.97421584 104 0.42580199 3.13399435 105 0.31218733 0.42580199 106 -1.25029748 0.31218733 107 -2.26268929 -1.25029748 108 -0.09734260 -2.26268929 109 -2.49335256 -0.09734260 110 -1.59722150 -2.49335256 111 -1.91414276 -1.59722150 112 -2.48138466 -1.91414276 113 -3.79069424 -2.48138466 114 -1.47444716 -3.79069424 115 -3.43987829 -1.47444716 116 -2.02769077 -3.43987829 117 -0.84655690 -2.02769077 118 -2.03854961 -0.84655690 119 -1.55959920 -2.03854961 120 -1.02027330 -1.55959920 121 1.09093803 -1.02027330 122 1.93126903 1.09093803 123 2.46353143 1.93126903 124 5.13533896 2.46353143 125 5.27250837 5.13533896 > 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/7m1lj1356019656.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/8aecs1356019656.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/9fcdi1356019656.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/10an4i1356019656.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/11mfad1356019656.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/12jqgz1356019656.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$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$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/13xtdp1356019656.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$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/14vl7f1356019657.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/15ak5d1356019657.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/163sf51356019657.tab") + } > > try(system("convert tmp/1y8jw1356019656.ps tmp/1y8jw1356019656.png",intern=TRUE)) character(0) > try(system("convert tmp/2zm4b1356019656.ps tmp/2zm4b1356019656.png",intern=TRUE)) character(0) > try(system("convert tmp/3bg591356019656.ps tmp/3bg591356019656.png",intern=TRUE)) character(0) > try(system("convert tmp/4djea1356019656.ps tmp/4djea1356019656.png",intern=TRUE)) character(0) > try(system("convert tmp/5cqah1356019656.ps tmp/5cqah1356019656.png",intern=TRUE)) character(0) > try(system("convert tmp/6sh2c1356019656.ps tmp/6sh2c1356019656.png",intern=TRUE)) character(0) > try(system("convert tmp/7m1lj1356019656.ps tmp/7m1lj1356019656.png",intern=TRUE)) character(0) > try(system("convert tmp/8aecs1356019656.ps tmp/8aecs1356019656.png",intern=TRUE)) character(0) > try(system("convert tmp/9fcdi1356019656.ps tmp/9fcdi1356019656.png",intern=TRUE)) character(0) > try(system("convert tmp/10an4i1356019656.ps tmp/10an4i1356019656.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.321 1.701 9.031