R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
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Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
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Type 'q()' to quit R.
> x <- array(list(0,0,0,0,1,1,1,0,0,1,0,0,0,0,0,0,0,0,0,1,0,0,0,1,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,0,1,0,1,0,0,0,0,0,1,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,1,1,0,0,0,0,1,0,1,1,0,0,0,0,1,1,0,0,0,0,0,0,0,1,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,1,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,1,1,1,1,0,1,1,1,0,0,0,0,0,0,0,0,0,0,1,1,0,1,1,1,0,0,1,0,0,0,0,0,0,0,0,1,1,0,0,0,1,0,1,0,0,0,1,1,1,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,1,1,0,0,0,0,1,0,1,1,0,0,0,1,1,1,0,0,1,0,0,0),dim=c(5,68),dimnames=list(c('T20','Used','CorrectAnalysis','Useful','outcome'),1:68))
> y <- array(NA,dim=c(5,68),dimnames=list(c('T20','Used','CorrectAnalysis','Useful','outcome'),1:68))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = 'No Linear Trend'
> par2 = 'Do not include Seasonal Dummies'
> par1 = '3'
> library(lattice)
> library(lmtest)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from 'package:base':
as.Date, as.Date.numeric
> n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
> par1 <- as.numeric(par1)
> x <- t(y)
> k <- length(x[1,])
> n <- length(x[,1])
> x1 <- cbind(x[,par1], x[,1:k!=par1])
> mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
> colnames(x1) <- mycolnames #colnames(x)[par1]
> x <- x1
> if (par3 == 'First Differences'){
+ x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
+ for (i in 1:n-1) {
+ for (j in 1:k) {
+ x2[i,j] <- x[i+1,j] - x[i,j]
+ }
+ }
+ x <- x2
+ }
> if (par2 == 'Include Monthly Dummies'){
+ x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
+ for (i in 1:11){
+ x2[seq(i,n,12),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> if (par2 == 'Include Quarterly Dummies'){
+ x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
+ for (i in 1:3){
+ x2[seq(i,n,4),i] <- 1
+ }
+ x <- cbind(x, x2)
+ }
> k <- length(x[1,])
> if (par3 == 'Linear Trend'){
+ x <- cbind(x, c(1:n))
+ colnames(x)[k+1] <- 't'
+ }
> x
CorrectAnalysis T20 Used Useful outcome
1 0 0 0 0 1
2 0 1 1 0 1
3 0 0 0 0 0
4 0 0 0 0 1
5 0 0 0 1 0
6 0 1 0 0 0
7 0 0 0 1 0
8 0 0 0 0 0
9 0 1 0 0 0
10 0 0 0 0 1
11 0 1 0 0 0
12 0 0 0 0 0
13 0 0 0 0 0
14 0 0 0 0 1
15 0 0 0 0 1
16 0 0 0 0 0
17 0 0 0 0 0
18 0 0 0 0 0
19 0 1 1 0 0
20 0 0 0 0 0
21 0 0 0 0 0
22 0 1 1 0 0
23 0 0 0 0 0
24 0 0 0 0 0
25 0 1 1 1 0
26 0 1 0 0 0
27 0 0 1 0 0
28 0 1 1 0 0
29 0 0 0 0 0
30 0 0 0 0 0
31 0 0 0 0 1
32 0 0 0 0 0
33 0 0 0 0 0
34 0 0 0 0 1
35 0 0 0 0 0
36 0 0 0 0 0
37 0 1 1 0 0
38 0 0 1 1 1
39 0 0 0 0 1
40 0 1 0 0 0
41 0 0 0 1 0
42 0 0 0 0 1
43 0 0 0 0 0
44 0 0 0 0 1
45 0 0 0 0 0
46 0 0 0 0 1
47 0 0 1 0 0
48 0 0 0 0 0
49 0 0 0 0 0
50 0 0 0 0 0
51 0 0 1 1 1
52 0 1 1 1 1
53 0 1 0 0 0
54 0 0 0 0 0
55 1 0 1 0 1
56 0 1 1 0 1
57 0 0 0 0 0
58 0 0 0 1 1
59 0 0 0 1 0
60 0 1 0 0 1
61 0 1 1 0 0
62 0 1 0 0 0
63 0 0 0 0 0
64 0 0 0 1 1
65 0 0 0 0 1
66 1 0 1 0 0
67 1 0 1 1 0
68 0 0 1 0 0
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) T20 Used Useful outcome
0.03006 -0.14875 0.23481 -0.01032 -0.01874
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-0.26487 -0.03006 -0.03006 -0.01132 0.75387
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.03006 0.03281 0.916 0.363066
T20 -0.14875 0.05789 -2.569 0.012570 *
Used 0.23481 0.05886 3.989 0.000175 ***
Useful -0.01032 0.06466 -0.160 0.873721
outcome -0.01874 0.05020 -0.373 0.710193
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.1883 on 63 degrees of freedom
Multiple R-squared: 0.2208, Adjusted R-squared: 0.1713
F-statistic: 4.463 on 4 and 63 DF, p-value: 0.003073
> 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,] 0.000000e+00 0.000000e+00 1.0000000
[2,] 0.000000e+00 0.000000e+00 1.0000000
[3,] 0.000000e+00 0.000000e+00 1.0000000
[4,] 0.000000e+00 0.000000e+00 1.0000000
[5,] 0.000000e+00 0.000000e+00 1.0000000
[6,] 0.000000e+00 0.000000e+00 1.0000000
[7,] 0.000000e+00 0.000000e+00 1.0000000
[8,] 0.000000e+00 0.000000e+00 1.0000000
[9,] 0.000000e+00 0.000000e+00 1.0000000
[10,] 0.000000e+00 0.000000e+00 1.0000000
[11,] 0.000000e+00 0.000000e+00 1.0000000
[12,] 0.000000e+00 0.000000e+00 1.0000000
[13,] 0.000000e+00 0.000000e+00 1.0000000
[14,] 0.000000e+00 0.000000e+00 1.0000000
[15,] 0.000000e+00 0.000000e+00 1.0000000
[16,] 0.000000e+00 0.000000e+00 1.0000000
[17,] 0.000000e+00 0.000000e+00 1.0000000
[18,] 0.000000e+00 0.000000e+00 1.0000000
[19,] 0.000000e+00 0.000000e+00 1.0000000
[20,] 0.000000e+00 0.000000e+00 1.0000000
[21,] 0.000000e+00 0.000000e+00 1.0000000
[22,] 0.000000e+00 0.000000e+00 1.0000000
[23,] 0.000000e+00 0.000000e+00 1.0000000
[24,] 0.000000e+00 0.000000e+00 1.0000000
[25,] 0.000000e+00 0.000000e+00 1.0000000
[26,] 0.000000e+00 0.000000e+00 1.0000000
[27,] 0.000000e+00 0.000000e+00 1.0000000
[28,] 0.000000e+00 0.000000e+00 1.0000000
[29,] 0.000000e+00 0.000000e+00 1.0000000
[30,] 0.000000e+00 0.000000e+00 1.0000000
[31,] 0.000000e+00 0.000000e+00 1.0000000
[32,] 0.000000e+00 0.000000e+00 1.0000000
[33,] 0.000000e+00 0.000000e+00 1.0000000
[34,] 0.000000e+00 0.000000e+00 1.0000000
[35,] 0.000000e+00 0.000000e+00 1.0000000
[36,] 0.000000e+00 0.000000e+00 1.0000000
[37,] 0.000000e+00 0.000000e+00 1.0000000
[38,] 0.000000e+00 0.000000e+00 1.0000000
[39,] 0.000000e+00 0.000000e+00 1.0000000
[40,] 0.000000e+00 0.000000e+00 1.0000000
[41,] 0.000000e+00 0.000000e+00 1.0000000
[42,] 0.000000e+00 0.000000e+00 1.0000000
[43,] 0.000000e+00 0.000000e+00 1.0000000
[44,] 0.000000e+00 0.000000e+00 1.0000000
[45,] 0.000000e+00 0.000000e+00 1.0000000
[46,] 0.000000e+00 0.000000e+00 1.0000000
[47,] 0.000000e+00 0.000000e+00 1.0000000
[48,] 5.402002e-06 1.080400e-05 0.9999946
[49,] 3.976141e-06 7.952282e-06 0.9999960
[50,] 1.255140e-06 2.510280e-06 0.9999987
[51,] 4.689893e-07 9.379786e-07 0.9999995
[52,] 3.257629e-07 6.515257e-07 0.9999997
[53,] 4.451864e-07 8.903728e-07 0.9999996
> postscript(file="/var/wessaorg/rcomp/tmp/15tz11356026123.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
> points(x[,1]-mysum$resid)
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/2yzs41356026123.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/3rjm81356026123.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/4qesa1356026123.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/5qbxq1356026123.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 68
Frequency = 1
1 2 3 4 5 6
-0.011319962 -0.097383279 -0.030057468 -0.011319962 -0.019739596 0.118687662
7 8 9 10 11 12
-0.019739596 -0.030057468 0.118687662 -0.011319962 0.118687662 -0.030057468
13 14 15 16 17 18
-0.030057468 -0.011319962 -0.011319962 -0.030057468 -0.030057468 -0.030057468
19 20 21 22 23 24
-0.116120786 -0.030057468 -0.030057468 -0.116120786 -0.030057468 -0.030057468
25 26 27 28 29 30
-0.105802913 0.118687662 -0.264865916 -0.116120786 -0.030057468 -0.030057468
31 32 33 34 35 36
-0.011319962 -0.030057468 -0.030057468 -0.011319962 -0.030057468 -0.030057468
37 38 39 40 41 42
-0.116120786 -0.235810537 -0.011319962 0.118687662 -0.019739596 -0.011319962
43 44 45 46 47 48
-0.030057468 -0.011319962 -0.030057468 -0.011319962 -0.264865916 -0.030057468
49 50 51 52 53 54
-0.030057468 -0.030057468 -0.235810537 -0.087065407 0.118687662 -0.030057468
55 56 57 58 59 60
0.753871590 -0.097383279 -0.030057468 -0.001002089 -0.019739596 0.137425169
61 62 63 64 65 66
-0.116120786 0.118687662 -0.030057468 -0.001002089 -0.011319962 0.735134084
67 68
0.745451956 -0.264865916
> postscript(file="/var/wessaorg/rcomp/tmp/619yg1356026123.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 = 68
Frequency = 1
lag(myerror, k = 1) myerror
0 -0.011319962 NA
1 -0.097383279 -0.011319962
2 -0.030057468 -0.097383279
3 -0.011319962 -0.030057468
4 -0.019739596 -0.011319962
5 0.118687662 -0.019739596
6 -0.019739596 0.118687662
7 -0.030057468 -0.019739596
8 0.118687662 -0.030057468
9 -0.011319962 0.118687662
10 0.118687662 -0.011319962
11 -0.030057468 0.118687662
12 -0.030057468 -0.030057468
13 -0.011319962 -0.030057468
14 -0.011319962 -0.011319962
15 -0.030057468 -0.011319962
16 -0.030057468 -0.030057468
17 -0.030057468 -0.030057468
18 -0.116120786 -0.030057468
19 -0.030057468 -0.116120786
20 -0.030057468 -0.030057468
21 -0.116120786 -0.030057468
22 -0.030057468 -0.116120786
23 -0.030057468 -0.030057468
24 -0.105802913 -0.030057468
25 0.118687662 -0.105802913
26 -0.264865916 0.118687662
27 -0.116120786 -0.264865916
28 -0.030057468 -0.116120786
29 -0.030057468 -0.030057468
30 -0.011319962 -0.030057468
31 -0.030057468 -0.011319962
32 -0.030057468 -0.030057468
33 -0.011319962 -0.030057468
34 -0.030057468 -0.011319962
35 -0.030057468 -0.030057468
36 -0.116120786 -0.030057468
37 -0.235810537 -0.116120786
38 -0.011319962 -0.235810537
39 0.118687662 -0.011319962
40 -0.019739596 0.118687662
41 -0.011319962 -0.019739596
42 -0.030057468 -0.011319962
43 -0.011319962 -0.030057468
44 -0.030057468 -0.011319962
45 -0.011319962 -0.030057468
46 -0.264865916 -0.011319962
47 -0.030057468 -0.264865916
48 -0.030057468 -0.030057468
49 -0.030057468 -0.030057468
50 -0.235810537 -0.030057468
51 -0.087065407 -0.235810537
52 0.118687662 -0.087065407
53 -0.030057468 0.118687662
54 0.753871590 -0.030057468
55 -0.097383279 0.753871590
56 -0.030057468 -0.097383279
57 -0.001002089 -0.030057468
58 -0.019739596 -0.001002089
59 0.137425169 -0.019739596
60 -0.116120786 0.137425169
61 0.118687662 -0.116120786
62 -0.030057468 0.118687662
63 -0.001002089 -0.030057468
64 -0.011319962 -0.001002089
65 0.735134084 -0.011319962
66 0.745451956 0.735134084
67 -0.264865916 0.745451956
68 NA -0.264865916
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -0.097383279 -0.011319962
[2,] -0.030057468 -0.097383279
[3,] -0.011319962 -0.030057468
[4,] -0.019739596 -0.011319962
[5,] 0.118687662 -0.019739596
[6,] -0.019739596 0.118687662
[7,] -0.030057468 -0.019739596
[8,] 0.118687662 -0.030057468
[9,] -0.011319962 0.118687662
[10,] 0.118687662 -0.011319962
[11,] -0.030057468 0.118687662
[12,] -0.030057468 -0.030057468
[13,] -0.011319962 -0.030057468
[14,] -0.011319962 -0.011319962
[15,] -0.030057468 -0.011319962
[16,] -0.030057468 -0.030057468
[17,] -0.030057468 -0.030057468
[18,] -0.116120786 -0.030057468
[19,] -0.030057468 -0.116120786
[20,] -0.030057468 -0.030057468
[21,] -0.116120786 -0.030057468
[22,] -0.030057468 -0.116120786
[23,] -0.030057468 -0.030057468
[24,] -0.105802913 -0.030057468
[25,] 0.118687662 -0.105802913
[26,] -0.264865916 0.118687662
[27,] -0.116120786 -0.264865916
[28,] -0.030057468 -0.116120786
[29,] -0.030057468 -0.030057468
[30,] -0.011319962 -0.030057468
[31,] -0.030057468 -0.011319962
[32,] -0.030057468 -0.030057468
[33,] -0.011319962 -0.030057468
[34,] -0.030057468 -0.011319962
[35,] -0.030057468 -0.030057468
[36,] -0.116120786 -0.030057468
[37,] -0.235810537 -0.116120786
[38,] -0.011319962 -0.235810537
[39,] 0.118687662 -0.011319962
[40,] -0.019739596 0.118687662
[41,] -0.011319962 -0.019739596
[42,] -0.030057468 -0.011319962
[43,] -0.011319962 -0.030057468
[44,] -0.030057468 -0.011319962
[45,] -0.011319962 -0.030057468
[46,] -0.264865916 -0.011319962
[47,] -0.030057468 -0.264865916
[48,] -0.030057468 -0.030057468
[49,] -0.030057468 -0.030057468
[50,] -0.235810537 -0.030057468
[51,] -0.087065407 -0.235810537
[52,] 0.118687662 -0.087065407
[53,] -0.030057468 0.118687662
[54,] 0.753871590 -0.030057468
[55,] -0.097383279 0.753871590
[56,] -0.030057468 -0.097383279
[57,] -0.001002089 -0.030057468
[58,] -0.019739596 -0.001002089
[59,] 0.137425169 -0.019739596
[60,] -0.116120786 0.137425169
[61,] 0.118687662 -0.116120786
[62,] -0.030057468 0.118687662
[63,] -0.001002089 -0.030057468
[64,] -0.011319962 -0.001002089
[65,] 0.735134084 -0.011319962
[66,] 0.745451956 0.735134084
[67,] -0.264865916 0.745451956
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -0.097383279 -0.011319962
2 -0.030057468 -0.097383279
3 -0.011319962 -0.030057468
4 -0.019739596 -0.011319962
5 0.118687662 -0.019739596
6 -0.019739596 0.118687662
7 -0.030057468 -0.019739596
8 0.118687662 -0.030057468
9 -0.011319962 0.118687662
10 0.118687662 -0.011319962
11 -0.030057468 0.118687662
12 -0.030057468 -0.030057468
13 -0.011319962 -0.030057468
14 -0.011319962 -0.011319962
15 -0.030057468 -0.011319962
16 -0.030057468 -0.030057468
17 -0.030057468 -0.030057468
18 -0.116120786 -0.030057468
19 -0.030057468 -0.116120786
20 -0.030057468 -0.030057468
21 -0.116120786 -0.030057468
22 -0.030057468 -0.116120786
23 -0.030057468 -0.030057468
24 -0.105802913 -0.030057468
25 0.118687662 -0.105802913
26 -0.264865916 0.118687662
27 -0.116120786 -0.264865916
28 -0.030057468 -0.116120786
29 -0.030057468 -0.030057468
30 -0.011319962 -0.030057468
31 -0.030057468 -0.011319962
32 -0.030057468 -0.030057468
33 -0.011319962 -0.030057468
34 -0.030057468 -0.011319962
35 -0.030057468 -0.030057468
36 -0.116120786 -0.030057468
37 -0.235810537 -0.116120786
38 -0.011319962 -0.235810537
39 0.118687662 -0.011319962
40 -0.019739596 0.118687662
41 -0.011319962 -0.019739596
42 -0.030057468 -0.011319962
43 -0.011319962 -0.030057468
44 -0.030057468 -0.011319962
45 -0.011319962 -0.030057468
46 -0.264865916 -0.011319962
47 -0.030057468 -0.264865916
48 -0.030057468 -0.030057468
49 -0.030057468 -0.030057468
50 -0.235810537 -0.030057468
51 -0.087065407 -0.235810537
52 0.118687662 -0.087065407
53 -0.030057468 0.118687662
54 0.753871590 -0.030057468
55 -0.097383279 0.753871590
56 -0.030057468 -0.097383279
57 -0.001002089 -0.030057468
58 -0.019739596 -0.001002089
59 0.137425169 -0.019739596
60 -0.116120786 0.137425169
61 0.118687662 -0.116120786
62 -0.030057468 0.118687662
63 -0.001002089 -0.030057468
64 -0.011319962 -0.001002089
65 0.735134084 -0.011319962
66 0.745451956 0.735134084
67 -0.264865916 0.745451956
> plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
> lines(lowess(z))
> abline(lm(z))
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/71o0m1356026123.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/8bss71356026123.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
> grid()
> dev.off()
null device
1
> postscript(file="/var/wessaorg/rcomp/tmp/9eslj1356026123.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
> plot(mylm, las = 1, sub='Residual Diagnostics')
> par(opar)
> dev.off()
null device
1
> if (n > n25) {
+ postscript(file="/var/wessaorg/rcomp/tmp/10qlis1356026123.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
+ plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
+ grid()
+ dev.off()
+ }
null device
1
>
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
>
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
> a<-table.row.end(a)
> myeq <- colnames(x)[1]
> myeq <- paste(myeq, '[t] = ', sep='')
> for (i in 1:k){
+ if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
+ myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
+ if (rownames(mysum$coefficients)[i] != '(Intercept)') {
+ myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
+ if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/112y551356026123.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
+ a<-table.element(a,mysum$coefficients[i,1])
+ a<-table.element(a, round(mysum$coefficients[i,2],6))
+ a<-table.element(a, round(mysum$coefficients[i,3],4))
+ a<-table.element(a, round(mysum$coefficients[i,4],6))
+ a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/121puz1356026123.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$r.squared))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'R-squared',1,TRUE)
> a<-table.element(a, mysum$r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Adjusted R-squared',1,TRUE)
> a<-table.element(a, mysum$adj.r.squared)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (value)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[1])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
> a<-table.element(a, mysum$fstatistic[3])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'p-value',1,TRUE)
> a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
> a<-table.element(a, mysum$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/13q3fj1356026123.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$resid[i])
+ a<-table.element(a,mysum$resid[i])
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/14hlf81356026123.tab")
> if (n > n25) {
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-values',header=TRUE)
+ a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'breakpoint index',header=TRUE)
+ a<-table.element(a,'greater',header=TRUE)
+ a<-table.element(a,'2-sided',header=TRUE)
+ a<-table.element(a,'less',header=TRUE)
+ a<-table.row.end(a)
+ for (mypoint in kp3:nmkm3) {
+ a<-table.row.start(a)
+ a<-table.element(a,mypoint,header=TRUE)
+ a<-table.element(a,gqarr[mypoint-kp3+1,1])
+ a<-table.element(a,gqarr[mypoint-kp3+1,2])
+ a<-table.element(a,gqarr[mypoint-kp3+1,3])
+ a<-table.row.end(a)
+ }
+ a<-table.end(a)
+ table.save(a,file="/var/wessaorg/rcomp/tmp/157ocx1356026123.tab")
+ a<-table.start()
+ a<-table.row.start(a)
+ a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'Description',header=TRUE)
+ a<-table.element(a,'# significant tests',header=TRUE)
+ a<-table.element(a,'% significant tests',header=TRUE)
+ a<-table.element(a,'OK/NOK',header=TRUE)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'1% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant1)
+ a<-table.element(a,numsignificant1/numgqtests)
+ if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'5% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant5)
+ a<-table.element(a,numsignificant5/numgqtests)
+ if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'10% type I error level',header=TRUE)
+ a<-table.element(a,numsignificant10)
+ a<-table.element(a,numsignificant10/numgqtests)
+ if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
+ a<-table.element(a,dum)
+ a<-table.row.end(a)
+ a<-table.end(a)
+ table.save(a,file="/var/wessaorg/rcomp/tmp/16w42d1356026123.tab")
+ }
>
> try(system("convert tmp/15tz11356026123.ps tmp/15tz11356026123.png",intern=TRUE))
character(0)
> try(system("convert tmp/2yzs41356026123.ps tmp/2yzs41356026123.png",intern=TRUE))
character(0)
> try(system("convert tmp/3rjm81356026123.ps tmp/3rjm81356026123.png",intern=TRUE))
character(0)
> try(system("convert tmp/4qesa1356026123.ps tmp/4qesa1356026123.png",intern=TRUE))
character(0)
> try(system("convert tmp/5qbxq1356026123.ps tmp/5qbxq1356026123.png",intern=TRUE))
character(0)
> try(system("convert tmp/619yg1356026123.ps tmp/619yg1356026123.png",intern=TRUE))
character(0)
> try(system("convert tmp/71o0m1356026123.ps tmp/71o0m1356026123.png",intern=TRUE))
character(0)
> try(system("convert tmp/8bss71356026123.ps tmp/8bss71356026123.png",intern=TRUE))
character(0)
> try(system("convert tmp/9eslj1356026123.ps tmp/9eslj1356026123.png",intern=TRUE))
character(0)
> try(system("convert tmp/10qlis1356026123.ps tmp/10qlis1356026123.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
6.620 1.216 7.928