R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> x <- array(list(1072.06
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+ ,dim=c(4
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+ ,dimnames=list(c('BEL'
+ ,'EUR'
+ ,'NIK'
+ ,'DOW')
+ ,1:251))
> y <- array(NA,dim=c(4,251),dimnames=list(c('BEL','EUR','NIK','DOW'),1:251))
> 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 = '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
BEL EUR NIK DOW
1 1072.06 1000.00 22241.04 2951.91
2 1145.11 1035.71 21857.02 3221.63
3 1176.86 1050.05 21412.57 3257.96
4 1206.41 1020.69 20328.66 3249.52
5 1192.72 1076.59 17613.28 3296.69
6 1214.82 1102.19 18284.10 3376.51
7 1199.07 1036.58 16954.20 3346.02
8 1157.47 990.44 16249.28 3328.20
9 1100.10 958.00 15792.66 3308.22
10 1095.63 984.90 18218.59 3298.46
11 1105.63 986.09 17174.53 3196.36
12 1137.79 1027.26 16833.56 3240.19
13 1124.72 1057.56 17396.81 3302.33
14 1152.60 1039.76 16658.83 3277.15
15 1211.85 1090.16 17036.87 3367.27
16 1239.62 1129.45 18038.57 3440.74
17 1244.13 1108.23 19991.61 3423.63
18 1198.42 1122.36 20661.77 3474.45
19 1227.99 1164.87 20111.37 3513.81
20 1304.92 1225.39 19980.68 3530.02
21 1340.26 1288.59 20623.35 3597.01
22 1307.32 1264.45 20593.34 3592.38
23 1356.51 1344.31 20139.97 3626.38
24 1383.29 1332.15 17923.85 3674.32
25 1437.87 1429.10 17298.67 3744.56
26 1494.56 1463.33 18608.24 3868.82
27 1521.42 1375.29 19712.62 3905.65
28 1498.76 1307.61 20041.12 3825.25
29 1488.75 1350.29 19867.26 3661.48
30 1524.62 1285.87 20183.92 3708.97
31 1439.27 1236.04 21014.75 3737.58
32 1423.11 1294.36 20548.77 3718.30
33 1466.85 1342.86 20602.43 3798.78
34 1425.83 1265.38 19929.62 3879.96
35 1363.45 1297.59 19846.51 3868.24
36 1389.18 1295.05 19284.49 3792.43
37 1395.89 1298.78 19314.65 3770.31
38 1368.43 1268.39 19036.23 3872.33
39 1349.03 1269.13 18065.03 3953.66
40 1299.88 1279.41 16433.75 4064.33
41 1365.41 1316.24 16322.08 4230.64
42 1451.04 1350.12 16373.21 4392.16
43 1433.75 1343.59 15039.44 4510.76
44 1464.65 1393.56 16188.69 4684.76
45 1475.57 1414.67 17410.71 4637.58
46 1471.16 1434.58 18128.65 4744.66
47 1429.12 1435.20 17961.87 4761.28
48 1452.46 1488.64 18111.66 4935.80
49 1538.09 1538.23 19417.95 5136.72
50 1631.59 1590.70 20407.27 5174.59
51 1665.50 1589.79 20675.40 5518.24
52 1690.60 1591.05 20394.71 5610.95
53 1711.74 1630.73 21837.95 5580.18
54 1734.11 1626.68 21761.31 5600.81
55 1748.09 1621.99 22204.88 5671.51
56 1703.45 1573.84 21597.85 5496.26
57 1745.74 1608.98 20870.31 5685.50
58 1751.01 1682.84 20824.57 5804.80
59 1795.65 1703.85 21108.13 5996.21
60 1852.13 1817.31 21021.37 6323.43
61 1877.10 1850.10 20090.77 6435.87
62 1989.31 1967.48 18223.28 6707.03
63 2097.76 2050.98 18555.87 6921.03
64 2154.87 2116.57 18255.96 6901.12
65 2152.18 2179.41 18200.34 6657.90
66 2250.27 2255.19 20021.79 7242.41
67 2346.90 2425.08 20482.48 7603.88
68 2525.56 2664.28 20152.53 7990.65
69 2409.36 2444.21 19081.79 7948.43
70 2394.36 2637.42 18233.45 7855.04
71 2401.33 2430.47 17274.75 7875.82
72 2354.32 2516.30 16135.96 7683.23
73 2450.41 2633.63 15917.07 7909.82
74 2504.67 2799.84 15929.69 7808.33
75 2661.39 3001.93 16797.69 8323.61
76 2880.40 3229.29 16840.31 8709.47
77 3064.42 3173.02 15941.29 9037.44
78 3141.12 3322.08 15514.27 9081.69
79 3327.70 3417.88 15231.29 8872.96
80 3564.95 3486.95 16370.17 9097.14
81 3403.13 3016.22 15243.98 8478.52
82 3149.90 2709.61 14144.81 7895.51
83 3006.84 2914.87 13486.90 8164.47
84 3230.66 3203.08 14525.87 9005.73
85 3361.13 3320.25 14295.79 9018.68
86 3484.74 3446.25 13830.14 9349.44
87 3411.13 3456.85 14153.22 9327.78
88 3288.18 3566.53 15418.03 9753.63
89 3280.37 3763.67 16666.97 10443.50
90 3173.95 3607.75 16505.21 10853.87
91 3165.26 3747.38 17135.96 10704.02
92 3092.71 3623.91 18033.25 11052.23
93 3053.05 3699.76 17671.00 10935.47
94 3181.96 3629.61 17544.22 10714.03
95 2999.93 3911.52 17677.90 10394.48
96 3249.57 4281.47 18470.97 10817.90
97 3210.52 4742.42 18409.96 11251.20
98 3030.29 4522.42 18941.60 11281.26
99 2803.47 4879.79 19685.53 10539.68
100 2767.63 5059.11 19834.72 10483.39
101 2882.60 5093.19 19598.93 10947.43
102 2863.36 4941.81 17039.97 10580.27
103 2897.06 4832.67 16969.28 10582.92
104 3012.61 4876.18 16973.38 10654.41
105 3142.95 5018.07 16329.89 11014.51
106 3032.93 4780.34 16153.34 10967.87
107 3045.78 4953.59 15311.70 10433.56
108 3110.52 4622.32 14760.87 10665.78
109 3013.24 4557.13 14452.93 10666.71
110 2987.10 4560.03 13720.95 10682.74
111 2995.55 4105.66 13266.27 10777.22
112 2833.18 4004.89 12708.47 10052.60
113 2848.96 4277.26 13411.84 10213.97
114 2794.83 4245.98 13975.55 10546.82
115 2845.26 4057.64 12974.89 10767.20
116 2915.03 3931.42 12151.11 10444.50
117 2892.63 3637.15 11576.21 10314.68
118 2604.42 3339.91 9996.83 9042.56
119 2641.65 3465.74 10438.90 9220.75
120 2659.81 3571.25 10511.22 9721.84
121 2638.53 10496.20 9978.53 2720.25
122 3584.17 10300.79 9923.81 2745.88
123 3552.11 9981.65 9892.56 2735.70
124 11448.79 10500.98 2811.70 3510.00
125 11384.49 10179.35 2799.43 3357.70
126 11717.47 10080.48 2555.28 3060.91
127 10965.88 9492.44 2304.98 2736.98
128 10352.27 8616.49 2214.95 2709.45
129 9751.20 8685.40 2065.81 2314.96
130 9354.01 8160.67 1940.49 2561.29
131 8792.50 8048.10 2042.00 2663.49
132 8721.14 8641.21 1995.37 8692.94
133 8526.63 1946.81 2237.74 8570.73
134 8474.21 1765.90 2165.44 8538.47
135 7916.13 1635.25 2098.89 8169.75
136 7977.64 1833.42 2318.54 7905.84
137 8334.59 1910.43 2315.49 8145.82
138 8623.36 1959.67 2395.47 8895.71
139 9098.03 1969.60 2474.07 9676.31
140 9154.34 2061.41 2479.57 9884.59
141 9284.73 2093.48 2386.92 10637.44
142 9492.49 2120.88 2537.84 10717.13
143 9682.35 2174.56 2567.13 10205.30
144 9762.12 2196.72 2660.37 10295.98
145 10124.63 2350.44 2696.28 10892.76
146 10540.05 2440.25 2748.50 10631.92
147 10601.61 2408.64 2663.32 11441.08
148 10323.73 2472.81 2707.69 11950.95
149 10418.40 2407.60 11037.54 10092.96
150 2454.62 2687.68 11527.72 10364.91
151 2448.05 2650.24 11383.89 10152.09
152 2497.84 2620.03 10989.34 10032.80
153 2645.64 2668.47 11079.42 10204.59
154 2756.76 2692.06 11028.93 10001.60
155 2849.27 2737.67 10973.00 10411.75
156 2921.44 11068.05 10673.38 2981.85
157 2819.19 11394.84 10539.51 3080.58
158 2892.56 11545.71 10723.78 3106.22
159 2866.08 11809.38 10682.06 3119.31
160 2817.41 11395.64 10283.19 3061.26
161 2934.75 11082.38 10377.18 3097.31
162 3036.54 11402.75 10486.64 3161.69
163 3139.50 11716.87 10545.38 3257.16
164 3114.31 12204.98 10554.27 3277.01
165 3261.30 12986.62 10532.54 3295.32
166 3201.79 13392.79 10324.31 3363.99
167 3264.53 14368.05 10695.25 3494.17
168 3349.10 15650.83 10827.81 3667.03
169 3446.17 16102.64 10872.48 3813.06
170 3469.48 16187.64 10971.19 3917.96
171 3507.13 16311.54 11145.65 3895.51
172 3536.20 17232.97 11234.68 3801.06
173 3359.05 16397.83 11333.88 3570.12
174 3378.85 14990.31 10997.97 3701.61
175 3449.15 15147.55 11036.89 3862.27
176 3522.89 15786.78 11257.35 3970.10
177 3551.04 15934.09 11533.59 4138.52
178 3669.15 16519.44 11963.12 4199.75
179 3602.00 16101.07 12185.15 4290.89
180 3697.22 16775.08 12377.62 4443.91
181 3760.90 17286.32 12512.89 4502.64
182 3665.08 17741.23 12631.48 4356.98
183 3708.80 17128.37 12268.53 4591.27
184 3858.21 17460.53 12754.80 4696.96
185 3933.16 17611.14 13407.75 4621.40
186 3946.98 18001.37 13480.21 4562.84
187 3794.29 17974.77 13673.28 4202.52
188 3765.56 16460.95 13239.71 4296.49
189 3820.33 16235.39 13557.69 4435.23
190 3885.12 16903.36 13901.28 4105.18
191 3752.67 15543.76 13200.58 4116.68
192 3683.79 15532.18 13406.97 3844.49
193 3240.75 13731.31 12538.12 3720.98
194 3188.82 13547.84 12419.57 3674.40
195 3017.98 12602.93 12193.88 3857.62
196 3237.20 13357.70 12656.63 3801.06
197 3182.53 13995.33 12812.48 3504.37
198 2906.42 14084.60 12056.67 3032.60
199 2881.35 13168.91 11322.38 3047.03
200 2915.64 12989.35 11530.75 2962.34
201 2635.13 12123.53 11114.08 2197.82
202 2331.43 9117.03 9181.73 2014.45
203 2159.04 8531.45 8614.55 1862.83
204 8460.94 8595.56 1905.41 1983.48
205 8331.49 8396.20 1810.99 1770.41
206 7694.78 7690.50 1670.07 1815.99
207 7764.58 7235.47 1864.44 2026.97
208 8767.96 7992.12 2052.02 2124.81
209 9304.43 8398.37 2029.60 2098.28
210 9810.31 8593.00 2070.83 2291.39
211 9691.12 8679.75 2293.41 2401.57
212 10430.35 9374.63 2443.27 2453.89
213 10302.87 9634.97 2513.17 2409.53
214 10066.24 9857.34 2466.92 2432.45
215 9633.83 10238.83 2502.66 2585.34
216 10169.02 10433.44 2539.91 2478.51
217 10661.62 10471.24 2482.60 2470.18
218 10175.13 10214.51 2626.15 2629.16
219 10671.49 10677.52 2656.32 2541.22
220 11139.77 11052.15 2446.66 2397.18
221 10103.98 10500.19 2467.38 2359.66
222 9786.05 10159.27 2462.32 2476.20
223 9456.84 10222.24 2504.58 2449.57
224 9268.24 10350.40 2579.39 2482.18
225 9346.72 10598.07 2649.24 2542.76
226 9455.09 11044.49 2636.87 2477.63
227 9797.18 11198.31 2613.94 2586.46
228 10254.46 11465.26 2634.01 2654.47
229 10449.53 11802.37 2711.94 2713.48
230 10622.27 12190.00 2646.43 2582.90
231 9852.45 12081.48 2717.79 2661.37
232 9644.62 12434.93 2701.54 2631.87
233 9650.78 12579.99 2572.98 2561.37
234 9541.53 12097.31 2488.92 2510.85
235 9996.68 12512.33 2204.91 2238.24
236 9072.94 11326.62 2123.99 2159.70
237 8695.42 11175.45 2149.10 2318.00
238 8733.56 11515.93 2036.71 2299.00
239 8506.11 11804.33 2048.32 2369.52
240 8505.99 12075.68 2159.56 2422.28
241 8616.71 12550.89 2267.79 2476.52
242 9242.33 12889.05 2313.55 2458.62
243 9962.35 13079.46 2247.30 2404.55
244 9627.42 13030.75 2134.43 2257.18
245 8842.54 12721.08 2114.00 2380.99
246 8638.08 12544.95 2236.94 2478.54
247 8760.68 12814.10 2345.39 2508.83
248 8949.88 13134.90 2422.40 2518.19
249 8948.59 13418.50 2385.96 2525.03
250 8827.39 13380.65 1072.06 1000.00
251 22241.04 2951.91 1145.11 1035.71
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) EUR NIK DOW
1.106e+04 -8.511e-02 -4.925e-01 -1.529e-02
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-3901.3 -911.8 176.8 893.2 12014.3
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.106e+04 3.851e+02 28.711 < 2e-16 ***
EUR -8.511e-02 2.251e-02 -3.782 0.000196 ***
NIK -4.925e-01 1.616e-02 -30.472 < 2e-16 ***
DOW -1.529e-02 3.460e-02 -0.442 0.659012
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 1507 on 247 degrees of freedom
Multiple R-squared: 0.8169, Adjusted R-squared: 0.8147
F-statistic: 367.3 on 3 and 247 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,] 3.953346e-06 7.906693e-06 0.999996047
[2,] 1.318374e-07 2.636748e-07 0.999999868
[3,] 6.162971e-09 1.232594e-08 0.999999994
[4,] 3.497172e-10 6.994344e-10 1.000000000
[5,] 6.526449e-12 1.305290e-11 1.000000000
[6,] 1.183014e-13 2.366027e-13 1.000000000
[7,] 1.019580e-14 2.039159e-14 1.000000000
[8,] 1.966002e-16 3.932004e-16 1.000000000
[9,] 3.697983e-18 7.395966e-18 1.000000000
[10,] 7.037665e-20 1.407533e-19 1.000000000
[11,] 1.171639e-21 2.343277e-21 1.000000000
[12,] 1.631567e-22 3.263134e-22 1.000000000
[13,] 6.973685e-24 1.394737e-23 1.000000000
[14,] 1.356005e-25 2.712010e-25 1.000000000
[15,] 2.446717e-27 4.893435e-27 1.000000000
[16,] 5.290748e-29 1.058150e-28 1.000000000
[17,] 9.731871e-31 1.946374e-30 1.000000000
[18,] 1.988117e-32 3.976234e-32 1.000000000
[19,] 3.439899e-34 6.879799e-34 1.000000000
[20,] 7.763369e-36 1.552674e-35 1.000000000
[21,] 3.956629e-36 7.913259e-36 1.000000000
[22,] 1.349535e-36 2.699070e-36 1.000000000
[23,] 8.309554e-37 1.661911e-36 1.000000000
[24,] 2.512190e-36 5.024379e-36 1.000000000
[25,] 8.413190e-38 1.682638e-37 1.000000000
[26,] 2.225397e-39 4.450793e-39 1.000000000
[27,] 5.789881e-41 1.157976e-40 1.000000000
[28,] 2.351882e-42 4.703765e-42 1.000000000
[29,] 7.871699e-43 1.574340e-42 1.000000000
[30,] 2.897325e-44 5.794651e-44 1.000000000
[31,] 8.735049e-46 1.747010e-45 1.000000000
[32,] 5.602127e-47 1.120425e-46 1.000000000
[33,] 7.504279e-48 1.500856e-47 1.000000000
[34,] 5.645250e-48 1.129050e-47 1.000000000
[35,] 4.934495e-49 9.868991e-49 1.000000000
[36,] 1.685213e-50 3.370426e-50 1.000000000
[37,] 6.631010e-52 1.326202e-51 1.000000000
[38,] 3.037941e-53 6.075881e-53 1.000000000
[39,] 1.356738e-54 2.713476e-54 1.000000000
[40,] 9.102259e-56 1.820452e-55 1.000000000
[41,] 1.391306e-56 2.782612e-56 1.000000000
[42,] 2.480692e-57 4.961385e-57 1.000000000
[43,] 1.050506e-58 2.101012e-58 1.000000000
[44,] 3.291582e-60 6.583164e-60 1.000000000
[45,] 1.389035e-61 2.778071e-61 1.000000000
[46,] 7.404416e-63 1.480883e-62 1.000000000
[47,] 2.593756e-64 5.187512e-64 1.000000000
[48,] 1.178385e-65 2.356770e-65 1.000000000
[49,] 6.052046e-67 1.210409e-66 1.000000000
[50,] 2.749134e-68 5.498268e-68 1.000000000
[51,] 1.519758e-69 3.039517e-69 1.000000000
[52,] 4.691849e-71 9.383698e-71 1.000000000
[53,] 1.539908e-72 3.079816e-72 1.000000000
[54,] 5.527271e-74 1.105454e-73 1.000000000
[55,] 1.758192e-75 3.516384e-75 1.000000000
[56,] 5.319633e-77 1.063927e-76 1.000000000
[57,] 2.425040e-78 4.850079e-78 1.000000000
[58,] 1.102498e-79 2.204996e-79 1.000000000
[59,] 3.127740e-81 6.255480e-81 1.000000000
[60,] 9.872512e-83 1.974502e-82 1.000000000
[61,] 5.505723e-84 1.101145e-83 1.000000000
[62,] 3.495748e-85 6.991497e-85 1.000000000
[63,] 1.190550e-86 2.381100e-86 1.000000000
[64,] 9.421365e-87 1.884273e-86 1.000000000
[65,] 4.992245e-88 9.984489e-88 1.000000000
[66,] 1.921783e-89 3.843567e-89 1.000000000
[67,] 6.331706e-91 1.266341e-90 1.000000000
[68,] 5.266533e-92 1.053307e-91 1.000000000
[69,] 4.172470e-93 8.344940e-93 1.000000000
[70,] 1.282513e-94 2.565027e-94 1.000000000
[71,] 3.683103e-93 7.366205e-93 1.000000000
[72,] 2.987456e-93 5.974913e-93 1.000000000
[73,] 2.776980e-91 5.553960e-91 1.000000000
[74,] 7.096606e-87 1.419321e-86 1.000000000
[75,] 6.255944e-79 1.251189e-78 1.000000000
[76,] 1.324365e-74 2.648731e-74 1.000000000
[77,] 2.425453e-75 4.850906e-75 1.000000000
[78,] 2.634620e-76 5.269241e-76 1.000000000
[79,] 3.291750e-77 6.583499e-77 1.000000000
[80,] 3.891686e-78 7.783372e-78 1.000000000
[81,] 2.589578e-79 5.179157e-79 1.000000000
[82,] 5.935128e-80 1.187026e-79 1.000000000
[83,] 3.071514e-79 6.143028e-79 1.000000000
[84,] 3.708496e-79 7.416991e-79 1.000000000
[85,] 3.757687e-78 7.515374e-78 1.000000000
[86,] 6.719837e-78 1.343967e-77 1.000000000
[87,] 5.175953e-77 1.035191e-76 1.000000000
[88,] 1.432707e-77 2.865414e-77 1.000000000
[89,] 7.712948e-75 1.542590e-74 1.000000000
[90,] 5.006833e-73 1.001367e-72 1.000000000
[91,] 1.200629e-69 2.401259e-69 1.000000000
[92,] 1.282740e-67 2.565479e-67 1.000000000
[93,] 1.710518e-65 3.421035e-65 1.000000000
[94,] 2.005618e-64 4.011237e-64 1.000000000
[95,] 8.338334e-64 1.667667e-63 1.000000000
[96,] 1.156459e-63 2.312918e-63 1.000000000
[97,] 9.567009e-64 1.913402e-63 1.000000000
[98,] 4.738084e-64 9.476168e-64 1.000000000
[99,] 1.947260e-64 3.894521e-64 1.000000000
[100,] 1.349533e-64 2.699066e-64 1.000000000
[101,] 3.599032e-65 7.198063e-65 1.000000000
[102,] 1.060271e-65 2.120542e-65 1.000000000
[103,] 5.036446e-66 1.007289e-65 1.000000000
[104,] 2.850300e-66 5.700599e-66 1.000000000
[105,] 3.077674e-66 6.155349e-66 1.000000000
[106,] 1.943599e-66 3.887197e-66 1.000000000
[107,] 8.842812e-67 1.768562e-66 1.000000000
[108,] 1.206370e-66 2.412740e-66 1.000000000
[109,] 2.434971e-66 4.869943e-66 1.000000000
[110,] 1.226487e-66 2.452975e-66 1.000000000
[111,] 6.789632e-67 1.357926e-66 1.000000000
[112,] 3.840914e-67 7.681828e-67 1.000000000
[113,] 1.542036e-67 3.084073e-67 1.000000000
[114,] 1.147780e-67 2.295560e-67 1.000000000
[115,] 1.801797e-65 3.603593e-65 1.000000000
[116,] 2.362218e-63 4.724436e-63 1.000000000
[117,] 4.968338e-63 9.936675e-63 1.000000000
[118,] 1.651312e-20 3.302625e-20 1.000000000
[119,] 1.059505e-13 2.119010e-13 1.000000000
[120,] 1.965733e-10 3.931467e-10 1.000000000
[121,] 2.947531e-09 5.895062e-09 0.999999997
[122,] 9.860056e-09 1.972011e-08 0.999999990
[123,] 1.072734e-08 2.145468e-08 0.999999989
[124,] 9.086128e-09 1.817226e-08 0.999999991
[125,] 6.158104e-09 1.231621e-08 0.999999994
[126,] 4.539946e-09 9.079893e-09 0.999999995
[127,] 2.035892e-08 4.071784e-08 0.999999980
[128,] 4.061582e-08 8.123164e-08 0.999999959
[129,] 4.737532e-08 9.475065e-08 0.999999953
[130,] 4.904332e-08 9.808664e-08 0.999999951
[131,] 5.144863e-08 1.028973e-07 0.999999949
[132,] 5.546425e-08 1.109285e-07 0.999999945
[133,] 6.844495e-08 1.368899e-07 0.999999932
[134,] 7.618604e-08 1.523721e-07 0.999999924
[135,] 8.161353e-08 1.632271e-07 0.999999918
[136,] 9.025145e-08 1.805029e-07 0.999999910
[137,] 1.011256e-07 2.022511e-07 0.999999899
[138,] 1.103757e-07 2.207514e-07 0.999999890
[139,] 1.365843e-07 2.731686e-07 0.999999863
[140,] 2.131069e-07 4.262139e-07 0.999999787
[141,] 2.928496e-07 5.856992e-07 0.999999707
[142,] 3.012314e-07 6.024627e-07 0.999999699
[143,] 4.568825e-04 9.137650e-04 0.999543117
[144,] 6.230035e-04 1.246007e-03 0.999376996
[145,] 8.356644e-04 1.671329e-03 0.999164336
[146,] 1.155277e-03 2.310553e-03 0.998844723
[147,] 1.434128e-03 2.868256e-03 0.998565872
[148,] 1.756341e-03 3.512681e-03 0.998243659
[149,] 8.694356e-03 1.738871e-02 0.991305644
[150,] 1.152789e-02 2.305578e-02 0.988472110
[151,] 1.514074e-02 3.028148e-02 0.984859258
[152,] 1.717279e-02 3.434559e-02 0.982827207
[153,] 1.879859e-02 3.759717e-02 0.981201415
[154,] 2.212983e-02 4.425966e-02 0.977870168
[155,] 2.458164e-02 4.916327e-02 0.975418365
[156,] 2.561491e-02 5.122981e-02 0.974385094
[157,] 2.575308e-02 5.150616e-02 0.974246918
[158,] 2.542952e-02 5.085903e-02 0.974570484
[159,] 2.322123e-02 4.644246e-02 0.976778769
[160,] 2.203284e-02 4.406568e-02 0.977967160
[161,] 1.904100e-02 3.808201e-02 0.980958997
[162,] 1.560197e-02 3.120394e-02 0.984398030
[163,] 1.258862e-02 2.517724e-02 0.987411382
[164,] 1.012128e-02 2.024256e-02 0.989878719
[165,] 7.929032e-03 1.585806e-02 0.992070968
[166,] 6.076283e-03 1.215257e-02 0.993923717
[167,] 4.612117e-03 9.224234e-03 0.995387883
[168,] 3.682623e-03 7.365245e-03 0.996317377
[169,] 2.964987e-03 5.929973e-03 0.997035013
[170,] 2.289280e-03 4.578560e-03 0.997710720
[171,] 1.760282e-03 3.520564e-03 0.998239718
[172,] 1.306614e-03 2.613229e-03 0.998693386
[173,] 9.706960e-04 1.941392e-03 0.999029304
[174,] 7.164303e-04 1.432861e-03 0.999283570
[175,] 5.273125e-04 1.054625e-03 0.999472688
[176,] 3.883724e-04 7.767449e-04 0.999611628
[177,] 2.801231e-04 5.602462e-04 0.999719877
[178,] 2.031297e-04 4.062594e-04 0.999796870
[179,] 1.617075e-04 3.234149e-04 0.999838293
[180,] 1.390481e-04 2.780962e-04 0.999860952
[181,] 1.466791e-04 2.933583e-04 0.999853321
[182,] 1.151076e-04 2.302151e-04 0.999884892
[183,] 9.480912e-05 1.896182e-04 0.999905191
[184,] 1.327486e-04 2.654971e-04 0.999867251
[185,] 1.203917e-04 2.407834e-04 0.999879608
[186,] 1.466660e-04 2.933321e-04 0.999853334
[187,] 1.065012e-04 2.130025e-04 0.999893499
[188,] 7.640769e-05 1.528154e-04 0.999923592
[189,] 5.183316e-05 1.036663e-04 0.999948167
[190,] 3.801267e-05 7.602534e-05 0.999961987
[191,] 3.950739e-05 7.901478e-05 0.999960493
[192,] 4.277205e-05 8.554410e-05 0.999957228
[193,] 3.900398e-05 7.800797e-05 0.999960996
[194,] 5.468349e-05 1.093670e-04 0.999945317
[195,] 1.206535e-04 2.413070e-04 0.999879347
[196,] 1.206445e-04 2.412891e-04 0.999879355
[197,] 3.612421e-03 7.224843e-03 0.996387579
[198,] 4.846639e-03 9.693277e-03 0.995153361
[199,] 1.476837e-02 2.953675e-02 0.985231627
[200,] 5.304948e-02 1.060990e-01 0.946950518
[201,] 2.028629e-01 4.057258e-01 0.797137096
[202,] 3.996471e-01 7.992942e-01 0.600352903
[203,] 5.934733e-01 8.130534e-01 0.406526685
[204,] 6.628635e-01 6.742731e-01 0.337136545
[205,] 7.661352e-01 4.677296e-01 0.233864792
[206,] 7.797210e-01 4.405581e-01 0.220279033
[207,] 7.969831e-01 4.060339e-01 0.203016926
[208,] 8.102823e-01 3.794353e-01 0.189717654
[209,] 8.086260e-01 3.827479e-01 0.191373955
[210,] 7.951509e-01 4.096981e-01 0.204849055
[211,] 7.741796e-01 4.516408e-01 0.225820382
[212,] 7.557294e-01 4.885412e-01 0.244270582
[213,] 7.292270e-01 5.415460e-01 0.270772990
[214,] 7.207171e-01 5.585659e-01 0.279282927
[215,] 7.063315e-01 5.873371e-01 0.293668537
[216,] 7.210568e-01 5.578865e-01 0.278943227
[217,] 7.838755e-01 4.322490e-01 0.216124480
[218,] 8.721730e-01 2.556540e-01 0.127827015
[219,] 9.341372e-01 1.317256e-01 0.065862806
[220,] 9.735573e-01 5.288536e-02 0.026442680
[221,] 9.787344e-01 4.253120e-02 0.021265598
[222,] 9.708451e-01 5.830971e-02 0.029154857
[223,] 9.581901e-01 8.361971e-02 0.041809854
[224,] 9.433593e-01 1.132813e-01 0.056640654
[225,] 9.245326e-01 1.509348e-01 0.075467412
[226,] 9.016926e-01 1.966148e-01 0.098307394
[227,] 8.640843e-01 2.718313e-01 0.135915657
[228,] 8.447953e-01 3.104094e-01 0.155204677
[229,] 7.881497e-01 4.237005e-01 0.211850252
[230,] 9.462587e-01 1.074826e-01 0.053741292
[231,] 9.946874e-01 1.062516e-02 0.005312578
[232,] 9.933523e-01 1.329539e-02 0.006647693
[233,] 9.857584e-01 2.848322e-02 0.014241609
[234,] 9.821517e-01 3.569662e-02 0.017848311
[235,] 9.754531e-01 4.909377e-02 0.024546885
[236,] 9.424702e-01 1.150596e-01 0.057529805
[237,] 9.650834e-01 6.983316e-02 0.034916579
[238,] 9.565008e-01 8.699843e-02 0.043499216
> postscript(file="/var/fisher/rcomp/tmp/1ul0h1356023250.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/2xt601356023250.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/3j5z51356023250.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/47uro1356023250.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/5s4rr1356023250.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 251
Frequency = 1
1 2 3 4 5 6
1098.648647 989.724777 804.350918 297.427262 -1048.158475 -692.267991
7 8 9 10 11 12
-1369.068752 -1762.054456 -2047.384792 -854.899151 -1360.577655 -1492.177437
13 14 15 16 17 18
-1224.307432 -1561.796196 -1310.686970 -785.093856 179.256685 465.592480
19 20 21 22 23 24
228.300271 246.261950 604.532164 554.686252 387.900162 -677.101884
25 26 27 28 29 30
-921.108915 -214.618308 349.238886 481.381489 386.871066 573.944987
31 32 33 34 35 36
893.990283 652.995604 728.522594 350.777768 250.026891 -2.423552
37 38 39 40 41 42
19.120094 -146.493755 -642.921269 -1492.939810 -1476.731950 -1360.566404
43 44 45 46 47 48
-2033.505303 -1429.665107 -815.802271 -463.281847 -587.157207 -482.826211
49 50 51 52 53 54
253.468310 839.271571 1010.417034 898.796683 1633.665902 1618.259982
55 56 57 58 59 60
1851.388117 1500.997074 1190.844319 1181.696966 1370.710140 1399.119002
61 62 63 64 65 66
970.261264 176.834301 459.469787 374.146794 345.692963 1356.266995
67 68 69 70 71 72
1699.781693 1742.207639 1079.271948 661.465871 178.961826 -424.562389
73 74 75 76 77 78
-422.829097 -349.758395 259.546206 524.798093 266.259016 146.007370
79 80 81 82 83 84
198.177200 1005.652837 239.639997 -589.961689 -1035.472014 -262.547739
85 86 87 88 89 90
-235.225613 -325.175621 -239.091704 276.746516 911.389029 718.302302
91 92 93 94 95 96
1029.861754 1394.058298 1180.654267 1237.766526 1140.685336 1818.888316
97 98 99 100 101 102
1795.647541 1858.994594 2017.653210 2069.694047 2078.528343 780.455409
103 104 105 106 107 108
770.090475 892.456087 723.447625 505.526326 110.430182 -120.769077
109 110 111 112 113 114
-375.249560 -761.411312 -1014.128288 -1470.880459 -1083.028179 -857.094134
115 116 117 118 119 120
-1312.168672 -1663.802235 -1996.382305 -3107.214322 -2838.822535 -2768.402256
121 122 123 124 125 126
-2569.677968 -1667.228816 -1741.998874 2723.267044 2623.220231 2822.999132
127 128 129 130 131 132
1893.128994 1160.201230 485.511001 -14.297122 -533.830334 -485.492488
133 134 135 136 137 138
-1132.285017 -1236.205250 -1843.819701 -1661.295849 -1295.624447 -951.807013
139 140 141 142 143 144
-425.645564 -355.628095 -256.630272 29.011083 230.040669 359.005586
145 146 147 148 149 150
761.409576 1206.205069 1235.492862 992.722881 5156.041311 -2538.319572
151 152 153 154 155 156
-2622.168892 -2771.097120 -2572.181708 -2487.024573 -2411.908451 -1891.869684
157 158 159 160 161 162
-2030.729344 -1853.369848 -1877.755635 -2158.978960 -2021.458742 -1837.505482
163 164 165 166 167 168
-1677.419395 -1656.382531 -1453.286673 -1579.733249 -1249.300095 -987.616777
169 170 171 172 173 174
-827.858112 -747.093163 -613.316024 -463.414713 -666.319579 -929.750520
175 176 177 178 179 180
-824.442134 -586.065648 -406.749323 -26.330386 -18.342165 231.379881
181 182 183 184 185 186
406.094333 405.174269 221.553831 640.348037 1048.551741 1130.378282
187 188 189 190 191 192
1065.005987 695.324467 889.628364 1175.450225 582.347645 609.971494
193 194 195 196 197 198
-416.160350 -542.806387 -902.426569 -391.917039 -320.092916 -968.067907
199 200 201 202 203 204
-1432.506521 -1312.168279 -1883.277649 -3397.393796 -3901.289415 -896.463464
205 206 207 208 209 210
-1092.642895 -1858.126546 -1728.099466 -566.435658 -6.836050 538.868575
211 212 213 214 215 216
538.371458 1411.354051 1339.781412 1099.649605 719.649758 1288.116780
217 218 219 220 221 222
1755.580495 1320.370843 1869.654180 2264.356766 1191.218707 843.561307
223 224 225 226 227 228
540.117616 399.769669 534.658403 673.936701 1019.489321 1510.415075
229 230 231 232 233 234
1773.461934 1944.933319 1202.222587 1016.021619 970.132204 777.625992
235 236 237 238 239 240
1124.051916 58.336272 -317.263050 -305.788138 -501.895024 -423.325013
241 242 243 244 245 246
-218.023557 458.642502 1161.413015 764.493476 -54.912978 -212.322444
247 248 249 250 251
-12.937346 241.639108 246.644583 -548.212620 12014.332153
> postscript(file="/var/fisher/rcomp/tmp/6mj2a1356023250.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 = 251
Frequency = 1
lag(myerror, k = 1) myerror
0 1098.648647 NA
1 989.724777 1098.648647
2 804.350918 989.724777
3 297.427262 804.350918
4 -1048.158475 297.427262
5 -692.267991 -1048.158475
6 -1369.068752 -692.267991
7 -1762.054456 -1369.068752
8 -2047.384792 -1762.054456
9 -854.899151 -2047.384792
10 -1360.577655 -854.899151
11 -1492.177437 -1360.577655
12 -1224.307432 -1492.177437
13 -1561.796196 -1224.307432
14 -1310.686970 -1561.796196
15 -785.093856 -1310.686970
16 179.256685 -785.093856
17 465.592480 179.256685
18 228.300271 465.592480
19 246.261950 228.300271
20 604.532164 246.261950
21 554.686252 604.532164
22 387.900162 554.686252
23 -677.101884 387.900162
24 -921.108915 -677.101884
25 -214.618308 -921.108915
26 349.238886 -214.618308
27 481.381489 349.238886
28 386.871066 481.381489
29 573.944987 386.871066
30 893.990283 573.944987
31 652.995604 893.990283
32 728.522594 652.995604
33 350.777768 728.522594
34 250.026891 350.777768
35 -2.423552 250.026891
36 19.120094 -2.423552
37 -146.493755 19.120094
38 -642.921269 -146.493755
39 -1492.939810 -642.921269
40 -1476.731950 -1492.939810
41 -1360.566404 -1476.731950
42 -2033.505303 -1360.566404
43 -1429.665107 -2033.505303
44 -815.802271 -1429.665107
45 -463.281847 -815.802271
46 -587.157207 -463.281847
47 -482.826211 -587.157207
48 253.468310 -482.826211
49 839.271571 253.468310
50 1010.417034 839.271571
51 898.796683 1010.417034
52 1633.665902 898.796683
53 1618.259982 1633.665902
54 1851.388117 1618.259982
55 1500.997074 1851.388117
56 1190.844319 1500.997074
57 1181.696966 1190.844319
58 1370.710140 1181.696966
59 1399.119002 1370.710140
60 970.261264 1399.119002
61 176.834301 970.261264
62 459.469787 176.834301
63 374.146794 459.469787
64 345.692963 374.146794
65 1356.266995 345.692963
66 1699.781693 1356.266995
67 1742.207639 1699.781693
68 1079.271948 1742.207639
69 661.465871 1079.271948
70 178.961826 661.465871
71 -424.562389 178.961826
72 -422.829097 -424.562389
73 -349.758395 -422.829097
74 259.546206 -349.758395
75 524.798093 259.546206
76 266.259016 524.798093
77 146.007370 266.259016
78 198.177200 146.007370
79 1005.652837 198.177200
80 239.639997 1005.652837
81 -589.961689 239.639997
82 -1035.472014 -589.961689
83 -262.547739 -1035.472014
84 -235.225613 -262.547739
85 -325.175621 -235.225613
86 -239.091704 -325.175621
87 276.746516 -239.091704
88 911.389029 276.746516
89 718.302302 911.389029
90 1029.861754 718.302302
91 1394.058298 1029.861754
92 1180.654267 1394.058298
93 1237.766526 1180.654267
94 1140.685336 1237.766526
95 1818.888316 1140.685336
96 1795.647541 1818.888316
97 1858.994594 1795.647541
98 2017.653210 1858.994594
99 2069.694047 2017.653210
100 2078.528343 2069.694047
101 780.455409 2078.528343
102 770.090475 780.455409
103 892.456087 770.090475
104 723.447625 892.456087
105 505.526326 723.447625
106 110.430182 505.526326
107 -120.769077 110.430182
108 -375.249560 -120.769077
109 -761.411312 -375.249560
110 -1014.128288 -761.411312
111 -1470.880459 -1014.128288
112 -1083.028179 -1470.880459
113 -857.094134 -1083.028179
114 -1312.168672 -857.094134
115 -1663.802235 -1312.168672
116 -1996.382305 -1663.802235
117 -3107.214322 -1996.382305
118 -2838.822535 -3107.214322
119 -2768.402256 -2838.822535
120 -2569.677968 -2768.402256
121 -1667.228816 -2569.677968
122 -1741.998874 -1667.228816
123 2723.267044 -1741.998874
124 2623.220231 2723.267044
125 2822.999132 2623.220231
126 1893.128994 2822.999132
127 1160.201230 1893.128994
128 485.511001 1160.201230
129 -14.297122 485.511001
130 -533.830334 -14.297122
131 -485.492488 -533.830334
132 -1132.285017 -485.492488
133 -1236.205250 -1132.285017
134 -1843.819701 -1236.205250
135 -1661.295849 -1843.819701
136 -1295.624447 -1661.295849
137 -951.807013 -1295.624447
138 -425.645564 -951.807013
139 -355.628095 -425.645564
140 -256.630272 -355.628095
141 29.011083 -256.630272
142 230.040669 29.011083
143 359.005586 230.040669
144 761.409576 359.005586
145 1206.205069 761.409576
146 1235.492862 1206.205069
147 992.722881 1235.492862
148 5156.041311 992.722881
149 -2538.319572 5156.041311
150 -2622.168892 -2538.319572
151 -2771.097120 -2622.168892
152 -2572.181708 -2771.097120
153 -2487.024573 -2572.181708
154 -2411.908451 -2487.024573
155 -1891.869684 -2411.908451
156 -2030.729344 -1891.869684
157 -1853.369848 -2030.729344
158 -1877.755635 -1853.369848
159 -2158.978960 -1877.755635
160 -2021.458742 -2158.978960
161 -1837.505482 -2021.458742
162 -1677.419395 -1837.505482
163 -1656.382531 -1677.419395
164 -1453.286673 -1656.382531
165 -1579.733249 -1453.286673
166 -1249.300095 -1579.733249
167 -987.616777 -1249.300095
168 -827.858112 -987.616777
169 -747.093163 -827.858112
170 -613.316024 -747.093163
171 -463.414713 -613.316024
172 -666.319579 -463.414713
173 -929.750520 -666.319579
174 -824.442134 -929.750520
175 -586.065648 -824.442134
176 -406.749323 -586.065648
177 -26.330386 -406.749323
178 -18.342165 -26.330386
179 231.379881 -18.342165
180 406.094333 231.379881
181 405.174269 406.094333
182 221.553831 405.174269
183 640.348037 221.553831
184 1048.551741 640.348037
185 1130.378282 1048.551741
186 1065.005987 1130.378282
187 695.324467 1065.005987
188 889.628364 695.324467
189 1175.450225 889.628364
190 582.347645 1175.450225
191 609.971494 582.347645
192 -416.160350 609.971494
193 -542.806387 -416.160350
194 -902.426569 -542.806387
195 -391.917039 -902.426569
196 -320.092916 -391.917039
197 -968.067907 -320.092916
198 -1432.506521 -968.067907
199 -1312.168279 -1432.506521
200 -1883.277649 -1312.168279
201 -3397.393796 -1883.277649
202 -3901.289415 -3397.393796
203 -896.463464 -3901.289415
204 -1092.642895 -896.463464
205 -1858.126546 -1092.642895
206 -1728.099466 -1858.126546
207 -566.435658 -1728.099466
208 -6.836050 -566.435658
209 538.868575 -6.836050
210 538.371458 538.868575
211 1411.354051 538.371458
212 1339.781412 1411.354051
213 1099.649605 1339.781412
214 719.649758 1099.649605
215 1288.116780 719.649758
216 1755.580495 1288.116780
217 1320.370843 1755.580495
218 1869.654180 1320.370843
219 2264.356766 1869.654180
220 1191.218707 2264.356766
221 843.561307 1191.218707
222 540.117616 843.561307
223 399.769669 540.117616
224 534.658403 399.769669
225 673.936701 534.658403
226 1019.489321 673.936701
227 1510.415075 1019.489321
228 1773.461934 1510.415075
229 1944.933319 1773.461934
230 1202.222587 1944.933319
231 1016.021619 1202.222587
232 970.132204 1016.021619
233 777.625992 970.132204
234 1124.051916 777.625992
235 58.336272 1124.051916
236 -317.263050 58.336272
237 -305.788138 -317.263050
238 -501.895024 -305.788138
239 -423.325013 -501.895024
240 -218.023557 -423.325013
241 458.642502 -218.023557
242 1161.413015 458.642502
243 764.493476 1161.413015
244 -54.912978 764.493476
245 -212.322444 -54.912978
246 -12.937346 -212.322444
247 241.639108 -12.937346
248 246.644583 241.639108
249 -548.212620 246.644583
250 12014.332153 -548.212620
251 NA 12014.332153
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] 989.724777 1098.648647
[2,] 804.350918 989.724777
[3,] 297.427262 804.350918
[4,] -1048.158475 297.427262
[5,] -692.267991 -1048.158475
[6,] -1369.068752 -692.267991
[7,] -1762.054456 -1369.068752
[8,] -2047.384792 -1762.054456
[9,] -854.899151 -2047.384792
[10,] -1360.577655 -854.899151
[11,] -1492.177437 -1360.577655
[12,] -1224.307432 -1492.177437
[13,] -1561.796196 -1224.307432
[14,] -1310.686970 -1561.796196
[15,] -785.093856 -1310.686970
[16,] 179.256685 -785.093856
[17,] 465.592480 179.256685
[18,] 228.300271 465.592480
[19,] 246.261950 228.300271
[20,] 604.532164 246.261950
[21,] 554.686252 604.532164
[22,] 387.900162 554.686252
[23,] -677.101884 387.900162
[24,] -921.108915 -677.101884
[25,] -214.618308 -921.108915
[26,] 349.238886 -214.618308
[27,] 481.381489 349.238886
[28,] 386.871066 481.381489
[29,] 573.944987 386.871066
[30,] 893.990283 573.944987
[31,] 652.995604 893.990283
[32,] 728.522594 652.995604
[33,] 350.777768 728.522594
[34,] 250.026891 350.777768
[35,] -2.423552 250.026891
[36,] 19.120094 -2.423552
[37,] -146.493755 19.120094
[38,] -642.921269 -146.493755
[39,] -1492.939810 -642.921269
[40,] -1476.731950 -1492.939810
[41,] -1360.566404 -1476.731950
[42,] -2033.505303 -1360.566404
[43,] -1429.665107 -2033.505303
[44,] -815.802271 -1429.665107
[45,] -463.281847 -815.802271
[46,] -587.157207 -463.281847
[47,] -482.826211 -587.157207
[48,] 253.468310 -482.826211
[49,] 839.271571 253.468310
[50,] 1010.417034 839.271571
[51,] 898.796683 1010.417034
[52,] 1633.665902 898.796683
[53,] 1618.259982 1633.665902
[54,] 1851.388117 1618.259982
[55,] 1500.997074 1851.388117
[56,] 1190.844319 1500.997074
[57,] 1181.696966 1190.844319
[58,] 1370.710140 1181.696966
[59,] 1399.119002 1370.710140
[60,] 970.261264 1399.119002
[61,] 176.834301 970.261264
[62,] 459.469787 176.834301
[63,] 374.146794 459.469787
[64,] 345.692963 374.146794
[65,] 1356.266995 345.692963
[66,] 1699.781693 1356.266995
[67,] 1742.207639 1699.781693
[68,] 1079.271948 1742.207639
[69,] 661.465871 1079.271948
[70,] 178.961826 661.465871
[71,] -424.562389 178.961826
[72,] -422.829097 -424.562389
[73,] -349.758395 -422.829097
[74,] 259.546206 -349.758395
[75,] 524.798093 259.546206
[76,] 266.259016 524.798093
[77,] 146.007370 266.259016
[78,] 198.177200 146.007370
[79,] 1005.652837 198.177200
[80,] 239.639997 1005.652837
[81,] -589.961689 239.639997
[82,] -1035.472014 -589.961689
[83,] -262.547739 -1035.472014
[84,] -235.225613 -262.547739
[85,] -325.175621 -235.225613
[86,] -239.091704 -325.175621
[87,] 276.746516 -239.091704
[88,] 911.389029 276.746516
[89,] 718.302302 911.389029
[90,] 1029.861754 718.302302
[91,] 1394.058298 1029.861754
[92,] 1180.654267 1394.058298
[93,] 1237.766526 1180.654267
[94,] 1140.685336 1237.766526
[95,] 1818.888316 1140.685336
[96,] 1795.647541 1818.888316
[97,] 1858.994594 1795.647541
[98,] 2017.653210 1858.994594
[99,] 2069.694047 2017.653210
[100,] 2078.528343 2069.694047
[101,] 780.455409 2078.528343
[102,] 770.090475 780.455409
[103,] 892.456087 770.090475
[104,] 723.447625 892.456087
[105,] 505.526326 723.447625
[106,] 110.430182 505.526326
[107,] -120.769077 110.430182
[108,] -375.249560 -120.769077
[109,] -761.411312 -375.249560
[110,] -1014.128288 -761.411312
[111,] -1470.880459 -1014.128288
[112,] -1083.028179 -1470.880459
[113,] -857.094134 -1083.028179
[114,] -1312.168672 -857.094134
[115,] -1663.802235 -1312.168672
[116,] -1996.382305 -1663.802235
[117,] -3107.214322 -1996.382305
[118,] -2838.822535 -3107.214322
[119,] -2768.402256 -2838.822535
[120,] -2569.677968 -2768.402256
[121,] -1667.228816 -2569.677968
[122,] -1741.998874 -1667.228816
[123,] 2723.267044 -1741.998874
[124,] 2623.220231 2723.267044
[125,] 2822.999132 2623.220231
[126,] 1893.128994 2822.999132
[127,] 1160.201230 1893.128994
[128,] 485.511001 1160.201230
[129,] -14.297122 485.511001
[130,] -533.830334 -14.297122
[131,] -485.492488 -533.830334
[132,] -1132.285017 -485.492488
[133,] -1236.205250 -1132.285017
[134,] -1843.819701 -1236.205250
[135,] -1661.295849 -1843.819701
[136,] -1295.624447 -1661.295849
[137,] -951.807013 -1295.624447
[138,] -425.645564 -951.807013
[139,] -355.628095 -425.645564
[140,] -256.630272 -355.628095
[141,] 29.011083 -256.630272
[142,] 230.040669 29.011083
[143,] 359.005586 230.040669
[144,] 761.409576 359.005586
[145,] 1206.205069 761.409576
[146,] 1235.492862 1206.205069
[147,] 992.722881 1235.492862
[148,] 5156.041311 992.722881
[149,] -2538.319572 5156.041311
[150,] -2622.168892 -2538.319572
[151,] -2771.097120 -2622.168892
[152,] -2572.181708 -2771.097120
[153,] -2487.024573 -2572.181708
[154,] -2411.908451 -2487.024573
[155,] -1891.869684 -2411.908451
[156,] -2030.729344 -1891.869684
[157,] -1853.369848 -2030.729344
[158,] -1877.755635 -1853.369848
[159,] -2158.978960 -1877.755635
[160,] -2021.458742 -2158.978960
[161,] -1837.505482 -2021.458742
[162,] -1677.419395 -1837.505482
[163,] -1656.382531 -1677.419395
[164,] -1453.286673 -1656.382531
[165,] -1579.733249 -1453.286673
[166,] -1249.300095 -1579.733249
[167,] -987.616777 -1249.300095
[168,] -827.858112 -987.616777
[169,] -747.093163 -827.858112
[170,] -613.316024 -747.093163
[171,] -463.414713 -613.316024
[172,] -666.319579 -463.414713
[173,] -929.750520 -666.319579
[174,] -824.442134 -929.750520
[175,] -586.065648 -824.442134
[176,] -406.749323 -586.065648
[177,] -26.330386 -406.749323
[178,] -18.342165 -26.330386
[179,] 231.379881 -18.342165
[180,] 406.094333 231.379881
[181,] 405.174269 406.094333
[182,] 221.553831 405.174269
[183,] 640.348037 221.553831
[184,] 1048.551741 640.348037
[185,] 1130.378282 1048.551741
[186,] 1065.005987 1130.378282
[187,] 695.324467 1065.005987
[188,] 889.628364 695.324467
[189,] 1175.450225 889.628364
[190,] 582.347645 1175.450225
[191,] 609.971494 582.347645
[192,] -416.160350 609.971494
[193,] -542.806387 -416.160350
[194,] -902.426569 -542.806387
[195,] -391.917039 -902.426569
[196,] -320.092916 -391.917039
[197,] -968.067907 -320.092916
[198,] -1432.506521 -968.067907
[199,] -1312.168279 -1432.506521
[200,] -1883.277649 -1312.168279
[201,] -3397.393796 -1883.277649
[202,] -3901.289415 -3397.393796
[203,] -896.463464 -3901.289415
[204,] -1092.642895 -896.463464
[205,] -1858.126546 -1092.642895
[206,] -1728.099466 -1858.126546
[207,] -566.435658 -1728.099466
[208,] -6.836050 -566.435658
[209,] 538.868575 -6.836050
[210,] 538.371458 538.868575
[211,] 1411.354051 538.371458
[212,] 1339.781412 1411.354051
[213,] 1099.649605 1339.781412
[214,] 719.649758 1099.649605
[215,] 1288.116780 719.649758
[216,] 1755.580495 1288.116780
[217,] 1320.370843 1755.580495
[218,] 1869.654180 1320.370843
[219,] 2264.356766 1869.654180
[220,] 1191.218707 2264.356766
[221,] 843.561307 1191.218707
[222,] 540.117616 843.561307
[223,] 399.769669 540.117616
[224,] 534.658403 399.769669
[225,] 673.936701 534.658403
[226,] 1019.489321 673.936701
[227,] 1510.415075 1019.489321
[228,] 1773.461934 1510.415075
[229,] 1944.933319 1773.461934
[230,] 1202.222587 1944.933319
[231,] 1016.021619 1202.222587
[232,] 970.132204 1016.021619
[233,] 777.625992 970.132204
[234,] 1124.051916 777.625992
[235,] 58.336272 1124.051916
[236,] -317.263050 58.336272
[237,] -305.788138 -317.263050
[238,] -501.895024 -305.788138
[239,] -423.325013 -501.895024
[240,] -218.023557 -423.325013
[241,] 458.642502 -218.023557
[242,] 1161.413015 458.642502
[243,] 764.493476 1161.413015
[244,] -54.912978 764.493476
[245,] -212.322444 -54.912978
[246,] -12.937346 -212.322444
[247,] 241.639108 -12.937346
[248,] 246.644583 241.639108
[249,] -548.212620 246.644583
[250,] 12014.332153 -548.212620
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 989.724777 1098.648647
2 804.350918 989.724777
3 297.427262 804.350918
4 -1048.158475 297.427262
5 -692.267991 -1048.158475
6 -1369.068752 -692.267991
7 -1762.054456 -1369.068752
8 -2047.384792 -1762.054456
9 -854.899151 -2047.384792
10 -1360.577655 -854.899151
11 -1492.177437 -1360.577655
12 -1224.307432 -1492.177437
13 -1561.796196 -1224.307432
14 -1310.686970 -1561.796196
15 -785.093856 -1310.686970
16 179.256685 -785.093856
17 465.592480 179.256685
18 228.300271 465.592480
19 246.261950 228.300271
20 604.532164 246.261950
21 554.686252 604.532164
22 387.900162 554.686252
23 -677.101884 387.900162
24 -921.108915 -677.101884
25 -214.618308 -921.108915
26 349.238886 -214.618308
27 481.381489 349.238886
28 386.871066 481.381489
29 573.944987 386.871066
30 893.990283 573.944987
31 652.995604 893.990283
32 728.522594 652.995604
33 350.777768 728.522594
34 250.026891 350.777768
35 -2.423552 250.026891
36 19.120094 -2.423552
37 -146.493755 19.120094
38 -642.921269 -146.493755
39 -1492.939810 -642.921269
40 -1476.731950 -1492.939810
41 -1360.566404 -1476.731950
42 -2033.505303 -1360.566404
43 -1429.665107 -2033.505303
44 -815.802271 -1429.665107
45 -463.281847 -815.802271
46 -587.157207 -463.281847
47 -482.826211 -587.157207
48 253.468310 -482.826211
49 839.271571 253.468310
50 1010.417034 839.271571
51 898.796683 1010.417034
52 1633.665902 898.796683
53 1618.259982 1633.665902
54 1851.388117 1618.259982
55 1500.997074 1851.388117
56 1190.844319 1500.997074
57 1181.696966 1190.844319
58 1370.710140 1181.696966
59 1399.119002 1370.710140
60 970.261264 1399.119002
61 176.834301 970.261264
62 459.469787 176.834301
63 374.146794 459.469787
64 345.692963 374.146794
65 1356.266995 345.692963
66 1699.781693 1356.266995
67 1742.207639 1699.781693
68 1079.271948 1742.207639
69 661.465871 1079.271948
70 178.961826 661.465871
71 -424.562389 178.961826
72 -422.829097 -424.562389
73 -349.758395 -422.829097
74 259.546206 -349.758395
75 524.798093 259.546206
76 266.259016 524.798093
77 146.007370 266.259016
78 198.177200 146.007370
79 1005.652837 198.177200
80 239.639997 1005.652837
81 -589.961689 239.639997
82 -1035.472014 -589.961689
83 -262.547739 -1035.472014
84 -235.225613 -262.547739
85 -325.175621 -235.225613
86 -239.091704 -325.175621
87 276.746516 -239.091704
88 911.389029 276.746516
89 718.302302 911.389029
90 1029.861754 718.302302
91 1394.058298 1029.861754
92 1180.654267 1394.058298
93 1237.766526 1180.654267
94 1140.685336 1237.766526
95 1818.888316 1140.685336
96 1795.647541 1818.888316
97 1858.994594 1795.647541
98 2017.653210 1858.994594
99 2069.694047 2017.653210
100 2078.528343 2069.694047
101 780.455409 2078.528343
102 770.090475 780.455409
103 892.456087 770.090475
104 723.447625 892.456087
105 505.526326 723.447625
106 110.430182 505.526326
107 -120.769077 110.430182
108 -375.249560 -120.769077
109 -761.411312 -375.249560
110 -1014.128288 -761.411312
111 -1470.880459 -1014.128288
112 -1083.028179 -1470.880459
113 -857.094134 -1083.028179
114 -1312.168672 -857.094134
115 -1663.802235 -1312.168672
116 -1996.382305 -1663.802235
117 -3107.214322 -1996.382305
118 -2838.822535 -3107.214322
119 -2768.402256 -2838.822535
120 -2569.677968 -2768.402256
121 -1667.228816 -2569.677968
122 -1741.998874 -1667.228816
123 2723.267044 -1741.998874
124 2623.220231 2723.267044
125 2822.999132 2623.220231
126 1893.128994 2822.999132
127 1160.201230 1893.128994
128 485.511001 1160.201230
129 -14.297122 485.511001
130 -533.830334 -14.297122
131 -485.492488 -533.830334
132 -1132.285017 -485.492488
133 -1236.205250 -1132.285017
134 -1843.819701 -1236.205250
135 -1661.295849 -1843.819701
136 -1295.624447 -1661.295849
137 -951.807013 -1295.624447
138 -425.645564 -951.807013
139 -355.628095 -425.645564
140 -256.630272 -355.628095
141 29.011083 -256.630272
142 230.040669 29.011083
143 359.005586 230.040669
144 761.409576 359.005586
145 1206.205069 761.409576
146 1235.492862 1206.205069
147 992.722881 1235.492862
148 5156.041311 992.722881
149 -2538.319572 5156.041311
150 -2622.168892 -2538.319572
151 -2771.097120 -2622.168892
152 -2572.181708 -2771.097120
153 -2487.024573 -2572.181708
154 -2411.908451 -2487.024573
155 -1891.869684 -2411.908451
156 -2030.729344 -1891.869684
157 -1853.369848 -2030.729344
158 -1877.755635 -1853.369848
159 -2158.978960 -1877.755635
160 -2021.458742 -2158.978960
161 -1837.505482 -2021.458742
162 -1677.419395 -1837.505482
163 -1656.382531 -1677.419395
164 -1453.286673 -1656.382531
165 -1579.733249 -1453.286673
166 -1249.300095 -1579.733249
167 -987.616777 -1249.300095
168 -827.858112 -987.616777
169 -747.093163 -827.858112
170 -613.316024 -747.093163
171 -463.414713 -613.316024
172 -666.319579 -463.414713
173 -929.750520 -666.319579
174 -824.442134 -929.750520
175 -586.065648 -824.442134
176 -406.749323 -586.065648
177 -26.330386 -406.749323
178 -18.342165 -26.330386
179 231.379881 -18.342165
180 406.094333 231.379881
181 405.174269 406.094333
182 221.553831 405.174269
183 640.348037 221.553831
184 1048.551741 640.348037
185 1130.378282 1048.551741
186 1065.005987 1130.378282
187 695.324467 1065.005987
188 889.628364 695.324467
189 1175.450225 889.628364
190 582.347645 1175.450225
191 609.971494 582.347645
192 -416.160350 609.971494
193 -542.806387 -416.160350
194 -902.426569 -542.806387
195 -391.917039 -902.426569
196 -320.092916 -391.917039
197 -968.067907 -320.092916
198 -1432.506521 -968.067907
199 -1312.168279 -1432.506521
200 -1883.277649 -1312.168279
201 -3397.393796 -1883.277649
202 -3901.289415 -3397.393796
203 -896.463464 -3901.289415
204 -1092.642895 -896.463464
205 -1858.126546 -1092.642895
206 -1728.099466 -1858.126546
207 -566.435658 -1728.099466
208 -6.836050 -566.435658
209 538.868575 -6.836050
210 538.371458 538.868575
211 1411.354051 538.371458
212 1339.781412 1411.354051
213 1099.649605 1339.781412
214 719.649758 1099.649605
215 1288.116780 719.649758
216 1755.580495 1288.116780
217 1320.370843 1755.580495
218 1869.654180 1320.370843
219 2264.356766 1869.654180
220 1191.218707 2264.356766
221 843.561307 1191.218707
222 540.117616 843.561307
223 399.769669 540.117616
224 534.658403 399.769669
225 673.936701 534.658403
226 1019.489321 673.936701
227 1510.415075 1019.489321
228 1773.461934 1510.415075
229 1944.933319 1773.461934
230 1202.222587 1944.933319
231 1016.021619 1202.222587
232 970.132204 1016.021619
233 777.625992 970.132204
234 1124.051916 777.625992
235 58.336272 1124.051916
236 -317.263050 58.336272
237 -305.788138 -317.263050
238 -501.895024 -305.788138
239 -423.325013 -501.895024
240 -218.023557 -423.325013
241 458.642502 -218.023557
242 1161.413015 458.642502
243 764.493476 1161.413015
244 -54.912978 764.493476
245 -212.322444 -54.912978
246 -12.937346 -212.322444
247 241.639108 -12.937346
248 246.644583 241.639108
249 -548.212620 246.644583
250 12014.332153 -548.212620
> 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/7utog1356023250.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/8buuc1356023250.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/9ctfn1356023250.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/10t1gs1356023250.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/11p0ve1356023250.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/12xo0n1356023250.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/1337dy1356023250.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/144i941356023250.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/15u5vq1356023250.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/16ytel1356023250.tab")
+ }
>
> try(system("convert tmp/1ul0h1356023250.ps tmp/1ul0h1356023250.png",intern=TRUE))
character(0)
> try(system("convert tmp/2xt601356023250.ps tmp/2xt601356023250.png",intern=TRUE))
character(0)
> try(system("convert tmp/3j5z51356023250.ps tmp/3j5z51356023250.png",intern=TRUE))
character(0)
> try(system("convert tmp/47uro1356023250.ps tmp/47uro1356023250.png",intern=TRUE))
character(0)
> try(system("convert tmp/5s4rr1356023250.ps tmp/5s4rr1356023250.png",intern=TRUE))
character(0)
> try(system("convert tmp/6mj2a1356023250.ps tmp/6mj2a1356023250.png",intern=TRUE))
character(0)
> try(system("convert tmp/7utog1356023250.ps tmp/7utog1356023250.png",intern=TRUE))
character(0)
> try(system("convert tmp/8buuc1356023250.ps tmp/8buuc1356023250.png",intern=TRUE))
character(0)
> try(system("convert tmp/9ctfn1356023250.ps tmp/9ctfn1356023250.png",intern=TRUE))
character(0)
> try(system("convert tmp/10t1gs1356023250.ps tmp/10t1gs1356023250.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
10.046 1.843 11.914