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)
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Type 'license()' or 'licence()' for distribution details.
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Type 'contributors()' for more information and
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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(8.9634
+ ,8.9522
+ ,8.8682
+ ,8.7331
+ ,8.3188
+ ,8.3462
+ ,8.3087
+ ,8.3836
+ ,8.8412
+ ,9.5001
+ ,10.1883
+ ,10.2931
+ ,10.1945
+ ,10.3014
+ ,10.0675
+ ,9.6715
+ ,9.5019
+ ,9.4597
+ ,9.4362
+ ,9.5919
+ ,10.0167
+ ,10.322
+ ,11.166
+ ,11.5454
+ ,11.3712
+ ,11.0723
+ ,10.813
+ ,10.3016
+ ,10.4227
+ ,10.3162
+ ,10.4519
+ ,10.8567
+ ,11.2716
+ ,11.4341
+ ,12.1273
+ ,11.9814
+ ,11.8352
+ ,11.9847
+ ,11.545
+ ,11.5285
+ ,11.5539
+ ,11.622
+ ,11.6578
+ ,11.6767
+ ,11.8752
+ ,13.2643
+ ,14.2297
+ ,14.308
+ ,13.7915
+ ,13.7633
+ ,13.9775
+ ,13.6478
+ ,13.2247
+ ,13.0971
+ ,13.1039
+ ,13.206
+ ,13.7901
+ ,14.6457
+ ,15.5764
+ ,15.6102
+ ,15.8855
+ ,16.0137
+ ,15.6186
+ ,15.384
+ ,15.2751
+ ,15.0912
+ ,14.9222
+ ,15.6231
+ ,16.6737
+ ,17.6805
+ ,19.1919
+ ,19.1711
+ ,18.5658
+ ,18.1285
+ ,16.791
+ ,16.9468
+ ,17.3164
+ ,17.1816
+ ,16.7627
+ ,17.239
+ ,17.8838
+ ,18.9038
+ ,20.0274
+ ,20.0087
+ ,19.6366
+ ,19.8163
+ ,18.8602
+ ,17.9206
+ ,17.6889
+ ,17.84
+ ,17.678
+ ,17.7258
+ ,18.5865
+ ,19.9804
+ ,21.1584
+ ,21.2921
+ ,20.9445
+ ,20.5731
+ ,19.3274
+ ,17.7866
+ ,17.7483
+ ,17.5648
+ ,17.4763
+ ,17.7264
+ ,18.5736
+ ,19.9236
+ ,21.3286
+ ,20.7249
+ ,20.3334
+ ,19.7658
+ ,18.7569
+ ,17.6963
+ ,17.7978
+ ,18.1771
+ ,18.3738
+ ,18.1996
+ ,18.8443
+ ,20.1001
+ ,21.2458
+ ,20.8381
+ ,20.1967
+ ,19.8159
+ ,18.5784
+ ,19.21
+ ,19.3419
+ ,19.12
+ ,19.1563
+ ,18.9783
+ ,20.2913
+ ,22.5439
+ ,23.2821
+ ,22.6191
+ ,22.1599
+ ,21.2766
+ ,19.0846
+ ,18.9096
+ ,18.8095
+ ,20.1164
+ ,20.7762
+ ,20.9044
+ ,22.0026
+ ,23.6401
+ ,25.04
+ ,24.7185
+ ,24.1752
+ ,24.1382
+ ,22.3949
+ ,21.3743
+ ,21.4911
+ ,21.2187
+ ,21.2137
+ ,21.6735
+ ,22.5096
+ ,24.3097
+ ,25.7989
+ ,25.4376
+ ,23.878
+ ,23.6966
+ ,23.3544
+ ,21.1993
+ ,22.0431
+ ,22.0203
+ ,21.886
+ ,21.9771
+ ,23.0759
+ ,24.9859
+ ,26.2614
+ ,26.1127
+ ,25.6296
+ ,25.2926
+ ,22.8146
+ ,22.2974
+ ,22.8868
+ ,22.4612
+ ,22.3165
+ ,22.7319
+ ,23.2692
+ ,24.9432
+ ,27.8272
+ ,27.4059
+ ,26.6232
+ ,26.8779
+ ,25.105
+ ,23.601
+ ,23.5374
+ ,23.5248
+ ,22.9465
+ ,23.6633
+ ,25.5932
+ ,27.7683
+ ,29.4691
+ ,28.3472
+ ,28.3879
+ ,27.9696
+ ,26.0075
+ ,24.2533
+ ,24.4999
+ ,23.8988
+ ,23.6683
+ ,23.9427
+ ,26.0155
+ ,28.9529
+ ,30.302
+ ,29.874
+ ,28.2257
+ ,28.0811
+ ,26.3398
+ ,25.4847
+ ,25.4823
+ ,24.9697
+ ,25.2282
+ ,25.9257
+ ,28.7818
+ ,27.9552
+ ,33.3475
+ ,32.7834
+ ,31.6586
+ ,31.6613
+ ,29.1839
+ ,28.8825
+ ,27.6334
+ ,27.7511
+ ,27.3792
+ ,27.7748
+ ,31.4329
+ ,33.2735
+ ,35.0962
+ ,34.9537
+ ,31.8307
+ ,30.9984
+ ,28.629
+ ,26.4379
+ ,25.4408
+ ,24.6681
+ ,24.0994
+ ,24.6043
+ ,27.2492
+ ,29.5511
+ ,29.8522
+ ,31.6989
+ ,29.6357
+ ,30.5197
+ ,32.7823
+ ,24.9942
+ ,23.5187
+ ,24.0249
+ ,24.5692
+ ,24.402
+ ,26.7089
+ ,31.6874
+ ,32.8801
+ ,32.7906
+ ,30.8785
+ ,30.3024
+ ,28.3679
+ ,25.6578
+ ,25.1598
+ ,24.6143
+ ,24.528
+ ,25.2905
+ ,30.0016
+ ,34.2728
+ ,34.4408
+ ,34.1907
+ ,33.6636
+ ,33.9073
+ ,30.2175
+ ,28.5274
+ ,25.9505
+ ,26.2398
+ ,26.2819
+ ,26.7362
+ ,28.8395
+ ,31.0951
+ ,33.7015
+ ,33.8091
+ ,32.1126
+ ,32
+ ,29.122
+ ,26.8124
+ ,25.4654
+ ,23.8331
+ ,24.714
+ ,28.3288
+ ,29.6391
+ ,32.4542
+ ,33.5657
+ ,33.1856
+ ,33.297
+ ,33.51
+ ,31.3789
+ ,29.4555
+ ,27.2699
+ ,27.2586
+ ,27.8591
+ ,29.6362
+ ,30.9587
+ ,31.8633
+ ,33.8188
+ ,33.7531
+ ,33.6103
+ ,32.9052
+ ,29.5005
+ ,27.3634
+ ,27.2298
+ ,26.5211
+ ,26.5228
+ ,27.2991
+ ,29.1726
+ ,30.297
+ ,32.5287
+ ,32.487
+ ,32.4197
+ ,30.854
+ ,28.6995
+ ,27.7881
+ ,26.5609
+ ,25.9431
+ ,25.5578
+ ,27.1275
+ ,30.2556
+ ,34.0976
+ ,34.5614
+ ,34.2948
+ ,33.3418
+ ,31.8187
+ ,29.0818
+ ,27.3444
+ ,26.6233
+ ,26.1869
+ ,26.2953
+ ,28.7043
+ ,32.0653
+ ,34.5401
+ ,34.6636
+ ,34.2557
+ ,32.0526
+ ,30.6892
+ ,28.012
+ ,26.1528
+ ,23.2276
+ ,24.244
+ ,24.8141
+ ,27.8632
+ ,29.6233
+ ,32.4245
+ ,33.3417
+ ,33.0442
+ ,32.0526
+ ,30.2182
+ ,28.9292
+ ,26.8221
+ ,26.1032
+ ,25.9792
+ ,27.1443
+ ,29.4993
+ ,31.656
+ ,33.3665
+ ,35.0521
+ ,34.4076
+ ,33.069
+ ,31.5816
+ ,30.0695
+ ,29.0035
+ ,28.6813
+ ,28.359
+ ,30.0447
+ ,31.5073
+ ,34.16
+ ,35.57
+ ,36.42
+ ,35.12
+ ,33.14
+ ,30.29
+ ,28.2
+ ,26.5
+ ,25.47
+ ,24.96
+ ,25.6
+ ,27.76
+ ,30.13
+ ,32.35
+ ,32.8
+ ,32.54
+ ,29.78
+ ,28.79
+ ,26.8
+ ,25.41
+ ,24.34
+ ,24.39
+ ,25
+ ,26.27
+ ,27.88
+ ,29.35
+ ,29.83
+ ,29.46)
+ ,dim=c(1
+ ,396)
+ ,dimnames=list(c('HPC')
+ ,1:396))
> y <- array(NA,dim=c(1,396),dimnames=list(c('HPC'),1:396))
> for (i in 1:dim(x)[1])
+ {
+ for (j in 1:dim(x)[2])
+ {
+ y[i,j] <- as.numeric(x[i,j])
+ }
+ }
> par3 = '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
HPC M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 M11 t
1 8.9634 1 0 0 0 0 0 0 0 0 0 0 1
2 8.9522 0 1 0 0 0 0 0 0 0 0 0 2
3 8.8682 0 0 1 0 0 0 0 0 0 0 0 3
4 8.7331 0 0 0 1 0 0 0 0 0 0 0 4
5 8.3188 0 0 0 0 1 0 0 0 0 0 0 5
6 8.3462 0 0 0 0 0 1 0 0 0 0 0 6
7 8.3087 0 0 0 0 0 0 1 0 0 0 0 7
8 8.3836 0 0 0 0 0 0 0 1 0 0 0 8
9 8.8412 0 0 0 0 0 0 0 0 1 0 0 9
10 9.5001 0 0 0 0 0 0 0 0 0 1 0 10
11 10.1883 0 0 0 0 0 0 0 0 0 0 1 11
12 10.2931 0 0 0 0 0 0 0 0 0 0 0 12
13 10.1945 1 0 0 0 0 0 0 0 0 0 0 13
14 10.3014 0 1 0 0 0 0 0 0 0 0 0 14
15 10.0675 0 0 1 0 0 0 0 0 0 0 0 15
16 9.6715 0 0 0 1 0 0 0 0 0 0 0 16
17 9.5019 0 0 0 0 1 0 0 0 0 0 0 17
18 9.4597 0 0 0 0 0 1 0 0 0 0 0 18
19 9.4362 0 0 0 0 0 0 1 0 0 0 0 19
20 9.5919 0 0 0 0 0 0 0 1 0 0 0 20
21 10.0167 0 0 0 0 0 0 0 0 1 0 0 21
22 10.3220 0 0 0 0 0 0 0 0 0 1 0 22
23 11.1660 0 0 0 0 0 0 0 0 0 0 1 23
24 11.5454 0 0 0 0 0 0 0 0 0 0 0 24
25 11.3712 1 0 0 0 0 0 0 0 0 0 0 25
26 11.0723 0 1 0 0 0 0 0 0 0 0 0 26
27 10.8130 0 0 1 0 0 0 0 0 0 0 0 27
28 10.3016 0 0 0 1 0 0 0 0 0 0 0 28
29 10.4227 0 0 0 0 1 0 0 0 0 0 0 29
30 10.3162 0 0 0 0 0 1 0 0 0 0 0 30
31 10.4519 0 0 0 0 0 0 1 0 0 0 0 31
32 10.8567 0 0 0 0 0 0 0 1 0 0 0 32
33 11.2716 0 0 0 0 0 0 0 0 1 0 0 33
34 11.4341 0 0 0 0 0 0 0 0 0 1 0 34
35 12.1273 0 0 0 0 0 0 0 0 0 0 1 35
36 11.9814 0 0 0 0 0 0 0 0 0 0 0 36
37 11.8352 1 0 0 0 0 0 0 0 0 0 0 37
38 11.9847 0 1 0 0 0 0 0 0 0 0 0 38
39 11.5450 0 0 1 0 0 0 0 0 0 0 0 39
40 11.5285 0 0 0 1 0 0 0 0 0 0 0 40
41 11.5539 0 0 0 0 1 0 0 0 0 0 0 41
42 11.6220 0 0 0 0 0 1 0 0 0 0 0 42
43 11.6578 0 0 0 0 0 0 1 0 0 0 0 43
44 11.6767 0 0 0 0 0 0 0 1 0 0 0 44
45 11.8752 0 0 0 0 0 0 0 0 1 0 0 45
46 13.2643 0 0 0 0 0 0 0 0 0 1 0 46
47 14.2297 0 0 0 0 0 0 0 0 0 0 1 47
48 14.3080 0 0 0 0 0 0 0 0 0 0 0 48
49 13.7915 1 0 0 0 0 0 0 0 0 0 0 49
50 13.7633 0 1 0 0 0 0 0 0 0 0 0 50
51 13.9775 0 0 1 0 0 0 0 0 0 0 0 51
52 13.6478 0 0 0 1 0 0 0 0 0 0 0 52
53 13.2247 0 0 0 0 1 0 0 0 0 0 0 53
54 13.0971 0 0 0 0 0 1 0 0 0 0 0 54
55 13.1039 0 0 0 0 0 0 1 0 0 0 0 55
56 13.2060 0 0 0 0 0 0 0 1 0 0 0 56
57 13.7901 0 0 0 0 0 0 0 0 1 0 0 57
58 14.6457 0 0 0 0 0 0 0 0 0 1 0 58
59 15.5764 0 0 0 0 0 0 0 0 0 0 1 59
60 15.6102 0 0 0 0 0 0 0 0 0 0 0 60
61 15.8855 1 0 0 0 0 0 0 0 0 0 0 61
62 16.0137 0 1 0 0 0 0 0 0 0 0 0 62
63 15.6186 0 0 1 0 0 0 0 0 0 0 0 63
64 15.3840 0 0 0 1 0 0 0 0 0 0 0 64
65 15.2751 0 0 0 0 1 0 0 0 0 0 0 65
66 15.0912 0 0 0 0 0 1 0 0 0 0 0 66
67 14.9222 0 0 0 0 0 0 1 0 0 0 0 67
68 15.6231 0 0 0 0 0 0 0 1 0 0 0 68
69 16.6737 0 0 0 0 0 0 0 0 1 0 0 69
70 17.6805 0 0 0 0 0 0 0 0 0 1 0 70
71 19.1919 0 0 0 0 0 0 0 0 0 0 1 71
72 19.1711 0 0 0 0 0 0 0 0 0 0 0 72
73 18.5658 1 0 0 0 0 0 0 0 0 0 0 73
74 18.1285 0 1 0 0 0 0 0 0 0 0 0 74
75 16.7910 0 0 1 0 0 0 0 0 0 0 0 75
76 16.9468 0 0 0 1 0 0 0 0 0 0 0 76
77 17.3164 0 0 0 0 1 0 0 0 0 0 0 77
78 17.1816 0 0 0 0 0 1 0 0 0 0 0 78
79 16.7627 0 0 0 0 0 0 1 0 0 0 0 79
80 17.2390 0 0 0 0 0 0 0 1 0 0 0 80
81 17.8838 0 0 0 0 0 0 0 0 1 0 0 81
82 18.9038 0 0 0 0 0 0 0 0 0 1 0 82
83 20.0274 0 0 0 0 0 0 0 0 0 0 1 83
84 20.0087 0 0 0 0 0 0 0 0 0 0 0 84
85 19.6366 1 0 0 0 0 0 0 0 0 0 0 85
86 19.8163 0 1 0 0 0 0 0 0 0 0 0 86
87 18.8602 0 0 1 0 0 0 0 0 0 0 0 87
88 17.9206 0 0 0 1 0 0 0 0 0 0 0 88
89 17.6889 0 0 0 0 1 0 0 0 0 0 0 89
90 17.8400 0 0 0 0 0 1 0 0 0 0 0 90
91 17.6780 0 0 0 0 0 0 1 0 0 0 0 91
92 17.7258 0 0 0 0 0 0 0 1 0 0 0 92
93 18.5865 0 0 0 0 0 0 0 0 1 0 0 93
94 19.9804 0 0 0 0 0 0 0 0 0 1 0 94
95 21.1584 0 0 0 0 0 0 0 0 0 0 1 95
96 21.2921 0 0 0 0 0 0 0 0 0 0 0 96
97 20.9445 1 0 0 0 0 0 0 0 0 0 0 97
98 20.5731 0 1 0 0 0 0 0 0 0 0 0 98
99 19.3274 0 0 1 0 0 0 0 0 0 0 0 99
100 17.7866 0 0 0 1 0 0 0 0 0 0 0 100
101 17.7483 0 0 0 0 1 0 0 0 0 0 0 101
102 17.5648 0 0 0 0 0 1 0 0 0 0 0 102
103 17.4763 0 0 0 0 0 0 1 0 0 0 0 103
104 17.7264 0 0 0 0 0 0 0 1 0 0 0 104
105 18.5736 0 0 0 0 0 0 0 0 1 0 0 105
106 19.9236 0 0 0 0 0 0 0 0 0 1 0 106
107 21.3286 0 0 0 0 0 0 0 0 0 0 1 107
108 20.7249 0 0 0 0 0 0 0 0 0 0 0 108
109 20.3334 1 0 0 0 0 0 0 0 0 0 0 109
110 19.7658 0 1 0 0 0 0 0 0 0 0 0 110
111 18.7569 0 0 1 0 0 0 0 0 0 0 0 111
112 17.6963 0 0 0 1 0 0 0 0 0 0 0 112
113 17.7978 0 0 0 0 1 0 0 0 0 0 0 113
114 18.1771 0 0 0 0 0 1 0 0 0 0 0 114
115 18.3738 0 0 0 0 0 0 1 0 0 0 0 115
116 18.1996 0 0 0 0 0 0 0 1 0 0 0 116
117 18.8443 0 0 0 0 0 0 0 0 1 0 0 117
118 20.1001 0 0 0 0 0 0 0 0 0 1 0 118
119 21.2458 0 0 0 0 0 0 0 0 0 0 1 119
120 20.8381 0 0 0 0 0 0 0 0 0 0 0 120
121 20.1967 1 0 0 0 0 0 0 0 0 0 0 121
122 19.8159 0 1 0 0 0 0 0 0 0 0 0 122
123 18.5784 0 0 1 0 0 0 0 0 0 0 0 123
124 19.2100 0 0 0 1 0 0 0 0 0 0 0 124
125 19.3419 0 0 0 0 1 0 0 0 0 0 0 125
126 19.1200 0 0 0 0 0 1 0 0 0 0 0 126
127 19.1563 0 0 0 0 0 0 1 0 0 0 0 127
128 18.9783 0 0 0 0 0 0 0 1 0 0 0 128
129 20.2913 0 0 0 0 0 0 0 0 1 0 0 129
130 22.5439 0 0 0 0 0 0 0 0 0 1 0 130
131 23.2821 0 0 0 0 0 0 0 0 0 0 1 131
132 22.6191 0 0 0 0 0 0 0 0 0 0 0 132
133 22.1599 1 0 0 0 0 0 0 0 0 0 0 133
134 21.2766 0 1 0 0 0 0 0 0 0 0 0 134
135 19.0846 0 0 1 0 0 0 0 0 0 0 0 135
136 18.9096 0 0 0 1 0 0 0 0 0 0 0 136
137 18.8095 0 0 0 0 1 0 0 0 0 0 0 137
138 20.1164 0 0 0 0 0 1 0 0 0 0 0 138
139 20.7762 0 0 0 0 0 0 1 0 0 0 0 139
140 20.9044 0 0 0 0 0 0 0 1 0 0 0 140
141 22.0026 0 0 0 0 0 0 0 0 1 0 0 141
142 23.6401 0 0 0 0 0 0 0 0 0 1 0 142
143 25.0400 0 0 0 0 0 0 0 0 0 0 1 143
144 24.7185 0 0 0 0 0 0 0 0 0 0 0 144
145 24.1752 1 0 0 0 0 0 0 0 0 0 0 145
146 24.1382 0 1 0 0 0 0 0 0 0 0 0 146
147 22.3949 0 0 1 0 0 0 0 0 0 0 0 147
148 21.3743 0 0 0 1 0 0 0 0 0 0 0 148
149 21.4911 0 0 0 0 1 0 0 0 0 0 0 149
150 21.2187 0 0 0 0 0 1 0 0 0 0 0 150
151 21.2137 0 0 0 0 0 0 1 0 0 0 0 151
152 21.6735 0 0 0 0 0 0 0 1 0 0 0 152
153 22.5096 0 0 0 0 0 0 0 0 1 0 0 153
154 24.3097 0 0 0 0 0 0 0 0 0 1 0 154
155 25.7989 0 0 0 0 0 0 0 0 0 0 1 155
156 25.4376 0 0 0 0 0 0 0 0 0 0 0 156
157 23.8780 1 0 0 0 0 0 0 0 0 0 0 157
158 23.6966 0 1 0 0 0 0 0 0 0 0 0 158
159 23.3544 0 0 1 0 0 0 0 0 0 0 0 159
160 21.1993 0 0 0 1 0 0 0 0 0 0 0 160
161 22.0431 0 0 0 0 1 0 0 0 0 0 0 161
162 22.0203 0 0 0 0 0 1 0 0 0 0 0 162
163 21.8860 0 0 0 0 0 0 1 0 0 0 0 163
164 21.9771 0 0 0 0 0 0 0 1 0 0 0 164
165 23.0759 0 0 0 0 0 0 0 0 1 0 0 165
166 24.9859 0 0 0 0 0 0 0 0 0 1 0 166
167 26.2614 0 0 0 0 0 0 0 0 0 0 1 167
168 26.1127 0 0 0 0 0 0 0 0 0 0 0 168
169 25.6296 1 0 0 0 0 0 0 0 0 0 0 169
170 25.2926 0 1 0 0 0 0 0 0 0 0 0 170
171 22.8146 0 0 1 0 0 0 0 0 0 0 0 171
172 22.2974 0 0 0 1 0 0 0 0 0 0 0 172
173 22.8868 0 0 0 0 1 0 0 0 0 0 0 173
174 22.4612 0 0 0 0 0 1 0 0 0 0 0 174
175 22.3165 0 0 0 0 0 0 1 0 0 0 0 175
176 22.7319 0 0 0 0 0 0 0 1 0 0 0 176
177 23.2692 0 0 0 0 0 0 0 0 1 0 0 177
178 24.9432 0 0 0 0 0 0 0 0 0 1 0 178
179 27.8272 0 0 0 0 0 0 0 0 0 0 1 179
180 27.4059 0 0 0 0 0 0 0 0 0 0 0 180
181 26.6232 1 0 0 0 0 0 0 0 0 0 0 181
182 26.8779 0 1 0 0 0 0 0 0 0 0 0 182
183 25.1050 0 0 1 0 0 0 0 0 0 0 0 183
184 23.6010 0 0 0 1 0 0 0 0 0 0 0 184
185 23.5374 0 0 0 0 1 0 0 0 0 0 0 185
186 23.5248 0 0 0 0 0 1 0 0 0 0 0 186
187 22.9465 0 0 0 0 0 0 1 0 0 0 0 187
188 23.6633 0 0 0 0 0 0 0 1 0 0 0 188
189 25.5932 0 0 0 0 0 0 0 0 1 0 0 189
190 27.7683 0 0 0 0 0 0 0 0 0 1 0 190
191 29.4691 0 0 0 0 0 0 0 0 0 0 1 191
192 28.3472 0 0 0 0 0 0 0 0 0 0 0 192
193 28.3879 1 0 0 0 0 0 0 0 0 0 0 193
194 27.9696 0 1 0 0 0 0 0 0 0 0 0 194
195 26.0075 0 0 1 0 0 0 0 0 0 0 0 195
196 24.2533 0 0 0 1 0 0 0 0 0 0 0 196
197 24.4999 0 0 0 0 1 0 0 0 0 0 0 197
198 23.8988 0 0 0 0 0 1 0 0 0 0 0 198
199 23.6683 0 0 0 0 0 0 1 0 0 0 0 199
200 23.9427 0 0 0 0 0 0 0 1 0 0 0 200
201 26.0155 0 0 0 0 0 0 0 0 1 0 0 201
202 28.9529 0 0 0 0 0 0 0 0 0 1 0 202
203 30.3020 0 0 0 0 0 0 0 0 0 0 1 203
204 29.8740 0 0 0 0 0 0 0 0 0 0 0 204
205 28.2257 1 0 0 0 0 0 0 0 0 0 0 205
206 28.0811 0 1 0 0 0 0 0 0 0 0 0 206
207 26.3398 0 0 1 0 0 0 0 0 0 0 0 207
208 25.4847 0 0 0 1 0 0 0 0 0 0 0 208
209 25.4823 0 0 0 0 1 0 0 0 0 0 0 209
210 24.9697 0 0 0 0 0 1 0 0 0 0 0 210
211 25.2282 0 0 0 0 0 0 1 0 0 0 0 211
212 25.9257 0 0 0 0 0 0 0 1 0 0 0 212
213 28.7818 0 0 0 0 0 0 0 0 1 0 0 213
214 27.9552 0 0 0 0 0 0 0 0 0 1 0 214
215 33.3475 0 0 0 0 0 0 0 0 0 0 1 215
216 32.7834 0 0 0 0 0 0 0 0 0 0 0 216
217 31.6586 1 0 0 0 0 0 0 0 0 0 0 217
218 31.6613 0 1 0 0 0 0 0 0 0 0 0 218
219 29.1839 0 0 1 0 0 0 0 0 0 0 0 219
220 28.8825 0 0 0 1 0 0 0 0 0 0 0 220
221 27.6334 0 0 0 0 1 0 0 0 0 0 0 221
222 27.7511 0 0 0 0 0 1 0 0 0 0 0 222
223 27.3792 0 0 0 0 0 0 1 0 0 0 0 223
224 27.7748 0 0 0 0 0 0 0 1 0 0 0 224
225 31.4329 0 0 0 0 0 0 0 0 1 0 0 225
226 33.2735 0 0 0 0 0 0 0 0 0 1 0 226
227 35.0962 0 0 0 0 0 0 0 0 0 0 1 227
228 34.9537 0 0 0 0 0 0 0 0 0 0 0 228
229 31.8307 1 0 0 0 0 0 0 0 0 0 0 229
230 30.9984 0 1 0 0 0 0 0 0 0 0 0 230
231 28.6290 0 0 1 0 0 0 0 0 0 0 0 231
232 26.4379 0 0 0 1 0 0 0 0 0 0 0 232
233 25.4408 0 0 0 0 1 0 0 0 0 0 0 233
234 24.6681 0 0 0 0 0 1 0 0 0 0 0 234
235 24.0994 0 0 0 0 0 0 1 0 0 0 0 235
236 24.6043 0 0 0 0 0 0 0 1 0 0 0 236
237 27.2492 0 0 0 0 0 0 0 0 1 0 0 237
238 29.5511 0 0 0 0 0 0 0 0 0 1 0 238
239 29.8522 0 0 0 0 0 0 0 0 0 0 1 239
240 31.6989 0 0 0 0 0 0 0 0 0 0 0 240
241 29.6357 1 0 0 0 0 0 0 0 0 0 0 241
242 30.5197 0 1 0 0 0 0 0 0 0 0 0 242
243 32.7823 0 0 1 0 0 0 0 0 0 0 0 243
244 24.9942 0 0 0 1 0 0 0 0 0 0 0 244
245 23.5187 0 0 0 0 1 0 0 0 0 0 0 245
246 24.0249 0 0 0 0 0 1 0 0 0 0 0 246
247 24.5692 0 0 0 0 0 0 1 0 0 0 0 247
248 24.4020 0 0 0 0 0 0 0 1 0 0 0 248
249 26.7089 0 0 0 0 0 0 0 0 1 0 0 249
250 31.6874 0 0 0 0 0 0 0 0 0 1 0 250
251 32.8801 0 0 0 0 0 0 0 0 0 0 1 251
252 32.7906 0 0 0 0 0 0 0 0 0 0 0 252
253 30.8785 1 0 0 0 0 0 0 0 0 0 0 253
254 30.3024 0 1 0 0 0 0 0 0 0 0 0 254
255 28.3679 0 0 1 0 0 0 0 0 0 0 0 255
256 25.6578 0 0 0 1 0 0 0 0 0 0 0 256
257 25.1598 0 0 0 0 1 0 0 0 0 0 0 257
258 24.6143 0 0 0 0 0 1 0 0 0 0 0 258
259 24.5280 0 0 0 0 0 0 1 0 0 0 0 259
260 25.2905 0 0 0 0 0 0 0 1 0 0 0 260
261 30.0016 0 0 0 0 0 0 0 0 1 0 0 261
262 34.2728 0 0 0 0 0 0 0 0 0 1 0 262
263 34.4408 0 0 0 0 0 0 0 0 0 0 1 263
264 34.1907 0 0 0 0 0 0 0 0 0 0 0 264
265 33.6636 1 0 0 0 0 0 0 0 0 0 0 265
266 33.9073 0 1 0 0 0 0 0 0 0 0 0 266
267 30.2175 0 0 1 0 0 0 0 0 0 0 0 267
268 28.5274 0 0 0 1 0 0 0 0 0 0 0 268
269 25.9505 0 0 0 0 1 0 0 0 0 0 0 269
270 26.2398 0 0 0 0 0 1 0 0 0 0 0 270
271 26.2819 0 0 0 0 0 0 1 0 0 0 0 271
272 26.7362 0 0 0 0 0 0 0 1 0 0 0 272
273 28.8395 0 0 0 0 0 0 0 0 1 0 0 273
274 31.0951 0 0 0 0 0 0 0 0 0 1 0 274
275 33.7015 0 0 0 0 0 0 0 0 0 0 1 275
276 33.8091 0 0 0 0 0 0 0 0 0 0 0 276
277 32.1126 1 0 0 0 0 0 0 0 0 0 0 277
278 32.0000 0 1 0 0 0 0 0 0 0 0 0 278
279 29.1220 0 0 1 0 0 0 0 0 0 0 0 279
280 26.8124 0 0 0 1 0 0 0 0 0 0 0 280
281 25.4654 0 0 0 0 1 0 0 0 0 0 0 281
282 23.8331 0 0 0 0 0 1 0 0 0 0 0 282
283 24.7140 0 0 0 0 0 0 1 0 0 0 0 283
284 28.3288 0 0 0 0 0 0 0 1 0 0 0 284
285 29.6391 0 0 0 0 0 0 0 0 1 0 0 285
286 32.4542 0 0 0 0 0 0 0 0 0 1 0 286
287 33.5657 0 0 0 0 0 0 0 0 0 0 1 287
288 33.1856 0 0 0 0 0 0 0 0 0 0 0 288
289 33.2970 1 0 0 0 0 0 0 0 0 0 0 289
290 33.5100 0 1 0 0 0 0 0 0 0 0 0 290
291 31.3789 0 0 1 0 0 0 0 0 0 0 0 291
292 29.4555 0 0 0 1 0 0 0 0 0 0 0 292
293 27.2699 0 0 0 0 1 0 0 0 0 0 0 293
294 27.2586 0 0 0 0 0 1 0 0 0 0 0 294
295 27.8591 0 0 0 0 0 0 1 0 0 0 0 295
296 29.6362 0 0 0 0 0 0 0 1 0 0 0 296
297 30.9587 0 0 0 0 0 0 0 0 1 0 0 297
298 31.8633 0 0 0 0 0 0 0 0 0 1 0 298
299 33.8188 0 0 0 0 0 0 0 0 0 0 1 299
300 33.7531 0 0 0 0 0 0 0 0 0 0 0 300
301 33.6103 1 0 0 0 0 0 0 0 0 0 0 301
302 32.9052 0 1 0 0 0 0 0 0 0 0 0 302
303 29.5005 0 0 1 0 0 0 0 0 0 0 0 303
304 27.3634 0 0 0 1 0 0 0 0 0 0 0 304
305 27.2298 0 0 0 0 1 0 0 0 0 0 0 305
306 26.5211 0 0 0 0 0 1 0 0 0 0 0 306
307 26.5228 0 0 0 0 0 0 1 0 0 0 0 307
308 27.2991 0 0 0 0 0 0 0 1 0 0 0 308
309 29.1726 0 0 0 0 0 0 0 0 1 0 0 309
310 30.2970 0 0 0 0 0 0 0 0 0 1 0 310
311 32.5287 0 0 0 0 0 0 0 0 0 0 1 311
312 32.4870 0 0 0 0 0 0 0 0 0 0 0 312
313 32.4197 1 0 0 0 0 0 0 0 0 0 0 313
314 30.8540 0 1 0 0 0 0 0 0 0 0 0 314
315 28.6995 0 0 1 0 0 0 0 0 0 0 0 315
316 27.7881 0 0 0 1 0 0 0 0 0 0 0 316
317 26.5609 0 0 0 0 1 0 0 0 0 0 0 317
318 25.9431 0 0 0 0 0 1 0 0 0 0 0 318
319 25.5578 0 0 0 0 0 0 1 0 0 0 0 319
320 27.1275 0 0 0 0 0 0 0 1 0 0 0 320
321 30.2556 0 0 0 0 0 0 0 0 1 0 0 321
322 34.0976 0 0 0 0 0 0 0 0 0 1 0 322
323 34.5614 0 0 0 0 0 0 0 0 0 0 1 323
324 34.2948 0 0 0 0 0 0 0 0 0 0 0 324
325 33.3418 1 0 0 0 0 0 0 0 0 0 0 325
326 31.8187 0 1 0 0 0 0 0 0 0 0 0 326
327 29.0818 0 0 1 0 0 0 0 0 0 0 0 327
328 27.3444 0 0 0 1 0 0 0 0 0 0 0 328
329 26.6233 0 0 0 0 1 0 0 0 0 0 0 329
330 26.1869 0 0 0 0 0 1 0 0 0 0 0 330
331 26.2953 0 0 0 0 0 0 1 0 0 0 0 331
332 28.7043 0 0 0 0 0 0 0 1 0 0 0 332
333 32.0653 0 0 0 0 0 0 0 0 1 0 0 333
334 34.5401 0 0 0 0 0 0 0 0 0 1 0 334
335 34.6636 0 0 0 0 0 0 0 0 0 0 1 335
336 34.2557 0 0 0 0 0 0 0 0 0 0 0 336
337 32.0526 1 0 0 0 0 0 0 0 0 0 0 337
338 30.6892 0 1 0 0 0 0 0 0 0 0 0 338
339 28.0120 0 0 1 0 0 0 0 0 0 0 0 339
340 26.1528 0 0 0 1 0 0 0 0 0 0 0 340
341 23.2276 0 0 0 0 1 0 0 0 0 0 0 341
342 24.2440 0 0 0 0 0 1 0 0 0 0 0 342
343 24.8141 0 0 0 0 0 0 1 0 0 0 0 343
344 27.8632 0 0 0 0 0 0 0 1 0 0 0 344
345 29.6233 0 0 0 0 0 0 0 0 1 0 0 345
346 32.4245 0 0 0 0 0 0 0 0 0 1 0 346
347 33.3417 0 0 0 0 0 0 0 0 0 0 1 347
348 33.0442 0 0 0 0 0 0 0 0 0 0 0 348
349 32.0526 1 0 0 0 0 0 0 0 0 0 0 349
350 30.2182 0 1 0 0 0 0 0 0 0 0 0 350
351 28.9292 0 0 1 0 0 0 0 0 0 0 0 351
352 26.8221 0 0 0 1 0 0 0 0 0 0 0 352
353 26.1032 0 0 0 0 1 0 0 0 0 0 0 353
354 25.9792 0 0 0 0 0 1 0 0 0 0 0 354
355 27.1443 0 0 0 0 0 0 1 0 0 0 0 355
356 29.4993 0 0 0 0 0 0 0 1 0 0 0 356
357 31.6560 0 0 0 0 0 0 0 0 1 0 0 357
358 33.3665 0 0 0 0 0 0 0 0 0 1 0 358
359 35.0521 0 0 0 0 0 0 0 0 0 0 1 359
360 34.4076 0 0 0 0 0 0 0 0 0 0 0 360
361 33.0690 1 0 0 0 0 0 0 0 0 0 0 361
362 31.5816 0 1 0 0 0 0 0 0 0 0 0 362
363 30.0695 0 0 1 0 0 0 0 0 0 0 0 363
364 29.0035 0 0 0 1 0 0 0 0 0 0 0 364
365 28.6813 0 0 0 0 1 0 0 0 0 0 0 365
366 28.3590 0 0 0 0 0 1 0 0 0 0 0 366
367 30.0447 0 0 0 0 0 0 1 0 0 0 0 367
368 31.5073 0 0 0 0 0 0 0 1 0 0 0 368
369 34.1600 0 0 0 0 0 0 0 0 1 0 0 369
370 35.5700 0 0 0 0 0 0 0 0 0 1 0 370
371 36.4200 0 0 0 0 0 0 0 0 0 0 1 371
372 35.1200 0 0 0 0 0 0 0 0 0 0 0 372
373 33.1400 1 0 0 0 0 0 0 0 0 0 0 373
374 30.2900 0 1 0 0 0 0 0 0 0 0 0 374
375 28.2000 0 0 1 0 0 0 0 0 0 0 0 375
376 26.5000 0 0 0 1 0 0 0 0 0 0 0 376
377 25.4700 0 0 0 0 1 0 0 0 0 0 0 377
378 24.9600 0 0 0 0 0 1 0 0 0 0 0 378
379 25.6000 0 0 0 0 0 0 1 0 0 0 0 379
380 27.7600 0 0 0 0 0 0 0 1 0 0 0 380
381 30.1300 0 0 0 0 0 0 0 0 1 0 0 381
382 32.3500 0 0 0 0 0 0 0 0 0 1 0 382
383 32.8000 0 0 0 0 0 0 0 0 0 0 1 383
384 32.5400 0 0 0 0 0 0 0 0 0 0 0 384
385 29.7800 1 0 0 0 0 0 0 0 0 0 0 385
386 28.7900 0 1 0 0 0 0 0 0 0 0 0 386
387 26.8000 0 0 1 0 0 0 0 0 0 0 0 387
388 25.4100 0 0 0 1 0 0 0 0 0 0 0 388
389 24.3400 0 0 0 0 1 0 0 0 0 0 0 389
390 24.3900 0 0 0 0 0 1 0 0 0 0 0 390
391 25.0000 0 0 0 0 0 0 1 0 0 0 0 391
392 26.2700 0 0 0 0 0 0 0 1 0 0 0 392
393 27.8800 0 0 0 0 0 0 0 0 1 0 0 393
394 29.3500 0 0 0 0 0 0 0 0 0 1 0 394
395 29.8300 0 0 0 0 0 0 0 0 0 0 1 395
396 29.4600 0 0 0 0 0 0 0 0 0 0 0 396
> k <- length(x[1,])
> df <- as.data.frame(x)
> (mylm <- lm(df))
Call:
lm(formula = df)
Coefficients:
(Intercept) M1 M2 M3 M4 M5
15.62778 -0.90649 -1.43907 -3.01750 -4.41086 -4.99522
M6 M7 M8 M9 M10 M11
-5.18967 -5.09957 -4.33425 -2.72702 -0.98224 0.26846
t
0.05457
> (mysum <- summary(mylm))
Call:
lm(formula = df)
Residuals:
Min 1Q Median 3Q Max
-7.7763 -1.7760 0.4954 2.0128 6.9122
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 15.627782 0.574656 27.195 < 2e-16 ***
M1 -0.906486 0.722528 -1.255 0.210387
M2 -1.439075 0.722503 -1.992 0.047104 *
M3 -3.017499 0.722482 -4.177 3.67e-05 ***
M4 -4.410857 0.722462 -6.105 2.52e-09 ***
M5 -4.995221 0.722445 -6.914 1.98e-11 ***
M6 -5.189670 0.722430 -7.184 3.57e-12 ***
M7 -5.099571 0.722417 -7.059 7.92e-12 ***
M8 -4.334253 0.722407 -6.000 4.58e-09 ***
M9 -2.727023 0.722399 -3.775 0.000185 ***
M10 -0.982245 0.722393 -1.360 0.174722
M11 0.268458 0.722389 0.372 0.710378
t 0.054567 0.001291 42.283 < 2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 2.934 on 383 degrees of freedom
Multiple R-squared: 0.8379, Adjusted R-squared: 0.8328
F-statistic: 164.9 on 12 and 383 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,] 1.123081e-04 2.246163e-04 9.998877e-01
[2,] 3.971828e-06 7.943657e-06 9.999960e-01
[3,] 1.407793e-07 2.815587e-07 9.999999e-01
[4,] 4.450518e-09 8.901036e-09 1.000000e+00
[5,] 1.353891e-10 2.707782e-10 1.000000e+00
[6,] 3.735678e-12 7.471355e-12 1.000000e+00
[7,] 2.968615e-12 5.937230e-12 1.000000e+00
[8,] 1.915821e-13 3.831641e-13 1.000000e+00
[9,] 1.078154e-14 2.156309e-14 1.000000e+00
[10,] 5.249264e-16 1.049853e-15 1.000000e+00
[11,] 1.220866e-16 2.441732e-16 1.000000e+00
[12,] 4.377887e-17 8.755774e-17 1.000000e+00
[13,] 1.090761e-16 2.181523e-16 1.000000e+00
[14,] 6.463458e-18 1.292692e-17 1.000000e+00
[15,] 4.681575e-19 9.363151e-19 1.000000e+00
[16,] 2.662998e-20 5.325996e-20 1.000000e+00
[17,] 6.014000e-21 1.202800e-20 1.000000e+00
[18,] 9.219888e-22 1.843978e-21 1.000000e+00
[19,] 6.668676e-23 1.333735e-22 1.000000e+00
[20,] 6.058590e-24 1.211718e-23 1.000000e+00
[21,] 1.000188e-23 2.000376e-23 1.000000e+00
[22,] 4.468009e-24 8.936018e-24 1.000000e+00
[23,] 4.517910e-25 9.035820e-25 1.000000e+00
[24,] 1.448815e-25 2.897630e-25 1.000000e+00
[25,] 1.092937e-26 2.185873e-26 1.000000e+00
[26,] 1.084682e-27 2.169364e-27 1.000000e+00
[27,] 1.657414e-28 3.314828e-28 1.000000e+00
[28,] 2.443292e-29 4.886584e-29 1.000000e+00
[29,] 1.931891e-30 3.863781e-30 1.000000e+00
[30,] 2.411414e-31 4.822828e-31 1.000000e+00
[31,] 1.225904e-29 2.451807e-29 1.000000e+00
[32,] 9.522970e-28 1.904594e-27 1.000000e+00
[33,] 7.978621e-27 1.595724e-26 1.000000e+00
[34,] 3.788340e-27 7.576680e-27 1.000000e+00
[35,] 1.391380e-27 2.782760e-27 1.000000e+00
[36,] 4.246347e-27 8.492694e-27 1.000000e+00
[37,] 4.549874e-27 9.099747e-27 1.000000e+00
[38,] 1.101121e-27 2.202243e-27 1.000000e+00
[39,] 1.953887e-28 3.907774e-28 1.000000e+00
[40,] 3.289584e-29 6.579167e-29 1.000000e+00
[41,] 5.278260e-30 1.055652e-29 1.000000e+00
[42,] 1.385932e-30 2.771864e-30 1.000000e+00
[43,] 8.461467e-31 1.692293e-30 1.000000e+00
[44,] 8.769467e-31 1.753893e-30 1.000000e+00
[45,] 5.779921e-31 1.155984e-30 1.000000e+00
[46,] 3.049572e-30 6.099144e-30 1.000000e+00
[47,] 1.810199e-29 3.620399e-29 1.000000e+00
[48,] 1.775390e-29 3.550779e-29 1.000000e+00
[49,] 1.520950e-29 3.041899e-29 1.000000e+00
[50,] 1.327036e-29 2.654071e-29 1.000000e+00
[51,] 6.020142e-30 1.204028e-29 1.000000e+00
[52,] 1.631136e-30 3.262272e-30 1.000000e+00
[53,] 2.216534e-30 4.433069e-30 1.000000e+00
[54,] 5.015746e-29 1.003149e-28 1.000000e+00
[55,] 2.867183e-27 5.734367e-27 1.000000e+00
[56,] 1.708755e-24 3.417510e-24 1.000000e+00
[57,] 8.806955e-23 1.761391e-22 1.000000e+00
[58,] 2.806200e-22 5.612400e-22 1.000000e+00
[59,] 2.473975e-22 4.947951e-22 1.000000e+00
[60,] 7.952747e-23 1.590549e-22 1.000000e+00
[61,] 2.422776e-23 4.845552e-23 1.000000e+00
[62,] 1.215239e-23 2.430477e-23 1.000000e+00
[63,] 5.256104e-24 1.051221e-23 1.000000e+00
[64,] 1.548786e-24 3.097573e-24 1.000000e+00
[65,] 5.415654e-25 1.083131e-24 1.000000e+00
[66,] 2.305925e-25 4.611850e-25 1.000000e+00
[67,] 1.607309e-25 3.214617e-25 1.000000e+00
[68,] 1.538240e-25 3.076480e-25 1.000000e+00
[69,] 1.152215e-25 2.304429e-25 1.000000e+00
[70,] 5.569360e-26 1.113872e-25 1.000000e+00
[71,] 3.264960e-26 6.529921e-26 1.000000e+00
[72,] 9.881201e-27 1.976240e-26 1.000000e+00
[73,] 3.555661e-27 7.111321e-27 1.000000e+00
[74,] 1.448234e-27 2.896468e-27 1.000000e+00
[75,] 4.606826e-28 9.213652e-28 1.000000e+00
[76,] 1.572263e-28 3.144525e-28 1.000000e+00
[77,] 7.095463e-29 1.419093e-28 1.000000e+00
[78,] 2.527203e-29 5.054406e-29 1.000000e+00
[79,] 9.440133e-30 1.888027e-29 1.000000e+00
[80,] 4.281261e-30 8.562523e-30 1.000000e+00
[81,] 1.946884e-30 3.893769e-30 1.000000e+00
[82,] 6.991546e-31 1.398309e-30 1.000000e+00
[83,] 2.171817e-31 4.343635e-31 1.000000e+00
[84,] 1.244333e-31 2.488666e-31 1.000000e+00
[85,] 1.883589e-30 3.767177e-30 1.000000e+00
[86,] 1.309529e-29 2.619059e-29 1.000000e+00
[87,] 9.663299e-29 1.932660e-28 1.000000e+00
[88,] 5.212393e-28 1.042479e-27 1.000000e+00
[89,] 2.248888e-27 4.497775e-27 1.000000e+00
[90,] 5.068768e-27 1.013754e-26 1.000000e+00
[91,] 5.272705e-27 1.054541e-26 1.000000e+00
[92,] 3.540896e-27 7.081792e-27 1.000000e+00
[93,] 5.765222e-27 1.153044e-26 1.000000e+00
[94,] 1.038034e-26 2.076068e-26 1.000000e+00
[95,] 4.569051e-26 9.138101e-26 1.000000e+00
[96,] 4.237203e-25 8.474406e-25 1.000000e+00
[97,] 1.280981e-23 2.561961e-23 1.000000e+00
[98,] 1.206035e-22 2.412071e-22 1.000000e+00
[99,] 3.187706e-22 6.375412e-22 1.000000e+00
[100,] 4.679843e-22 9.359686e-22 1.000000e+00
[101,] 1.433496e-21 2.866991e-21 1.000000e+00
[102,] 4.880939e-21 9.761878e-21 1.000000e+00
[103,] 1.204646e-20 2.409292e-20 1.000000e+00
[104,] 2.820571e-20 5.641141e-20 1.000000e+00
[105,] 1.126888e-19 2.253776e-19 1.000000e+00
[106,] 6.389011e-19 1.277802e-18 1.000000e+00
[107,] 4.477048e-18 8.954097e-18 1.000000e+00
[108,] 6.454071e-17 1.290814e-16 1.000000e+00
[109,] 8.742552e-17 1.748510e-16 1.000000e+00
[110,] 8.328002e-17 1.665600e-16 1.000000e+00
[111,] 9.297198e-17 1.859440e-16 1.000000e+00
[112,] 9.372910e-17 1.874582e-16 1.000000e+00
[113,] 1.623924e-16 3.247849e-16 1.000000e+00
[114,] 1.822822e-16 3.645645e-16 1.000000e+00
[115,] 1.460872e-16 2.921744e-16 1.000000e+00
[116,] 1.457261e-16 2.914521e-16 1.000000e+00
[117,] 1.991567e-16 3.983135e-16 1.000000e+00
[118,] 2.489568e-16 4.979136e-16 1.000000e+00
[119,] 5.716099e-16 1.143220e-15 1.000000e+00
[120,] 9.673001e-15 1.934600e-14 1.000000e+00
[121,] 5.351144e-14 1.070229e-13 1.000000e+00
[122,] 2.249773e-13 4.499546e-13 1.000000e+00
[123,] 1.922791e-13 3.845582e-13 1.000000e+00
[124,] 1.145369e-13 2.290738e-13 1.000000e+00
[125,] 7.728589e-14 1.545718e-13 1.000000e+00
[126,] 6.000644e-14 1.200129e-13 1.000000e+00
[127,] 5.660307e-14 1.132061e-13 1.000000e+00
[128,] 6.162851e-14 1.232570e-13 1.000000e+00
[129,] 6.529931e-14 1.305986e-13 1.000000e+00
[130,] 5.970550e-14 1.194110e-13 1.000000e+00
[131,] 4.860107e-14 9.720214e-14 1.000000e+00
[132,] 3.754835e-14 7.509669e-14 1.000000e+00
[133,] 3.115069e-14 6.230139e-14 1.000000e+00
[134,] 2.092162e-14 4.184323e-14 1.000000e+00
[135,] 1.670124e-14 3.340249e-14 1.000000e+00
[136,] 1.358861e-14 2.717721e-14 1.000000e+00
[137,] 1.047376e-14 2.094752e-14 1.000000e+00
[138,] 1.091283e-14 2.182566e-14 1.000000e+00
[139,] 1.162697e-14 2.325394e-14 1.000000e+00
[140,] 1.306279e-14 2.612557e-14 1.000000e+00
[141,] 1.532430e-14 3.064859e-14 1.000000e+00
[142,] 3.097487e-14 6.194973e-14 1.000000e+00
[143,] 5.190929e-14 1.038186e-13 1.000000e+00
[144,] 4.170753e-14 8.341506e-14 1.000000e+00
[145,] 1.087180e-13 2.174360e-13 1.000000e+00
[146,] 9.248256e-14 1.849651e-13 1.000000e+00
[147,] 7.900043e-14 1.580009e-13 1.000000e+00
[148,] 7.610826e-14 1.522165e-13 1.000000e+00
[149,] 9.732565e-14 1.946513e-13 1.000000e+00
[150,] 1.482997e-13 2.965993e-13 1.000000e+00
[151,] 2.087550e-13 4.175100e-13 1.000000e+00
[152,] 3.285098e-13 6.570195e-13 1.000000e+00
[153,] 5.166433e-13 1.033287e-12 1.000000e+00
[154,] 6.690924e-13 1.338185e-12 1.000000e+00
[155,] 7.801381e-13 1.560276e-12 1.000000e+00
[156,] 2.581703e-12 5.163406e-12 1.000000e+00
[157,] 4.645871e-12 9.291742e-12 1.000000e+00
[158,] 4.014485e-12 8.028969e-12 1.000000e+00
[159,] 4.682047e-12 9.364094e-12 1.000000e+00
[160,] 6.343698e-12 1.268740e-11 1.000000e+00
[161,] 8.973135e-12 1.794627e-11 1.000000e+00
[162,] 3.201171e-11 6.402341e-11 1.000000e+00
[163,] 1.266285e-10 2.532569e-10 1.000000e+00
[164,] 1.878277e-10 3.756553e-10 1.000000e+00
[165,] 3.009335e-10 6.018670e-10 1.000000e+00
[166,] 4.403089e-10 8.806179e-10 1.000000e+00
[167,] 4.556061e-10 9.112121e-10 1.000000e+00
[168,] 4.379443e-10 8.758886e-10 1.000000e+00
[169,] 5.025697e-10 1.005139e-09 1.000000e+00
[170,] 4.979715e-10 9.959430e-10 1.000000e+00
[171,] 4.780763e-10 9.561526e-10 1.000000e+00
[172,] 7.466822e-10 1.493364e-09 1.000000e+00
[173,] 9.904419e-10 1.980884e-09 1.000000e+00
[174,] 1.119807e-09 2.239614e-09 1.000000e+00
[175,] 1.449977e-09 2.899954e-09 1.000000e+00
[176,] 1.958244e-09 3.916488e-09 1.000000e+00
[177,] 3.278467e-09 6.556935e-09 1.000000e+00
[178,] 3.740657e-09 7.481315e-09 1.000000e+00
[179,] 3.622305e-09 7.244611e-09 1.000000e+00
[180,] 3.468631e-09 6.937261e-09 1.000000e+00
[181,] 4.654480e-09 9.308959e-09 1.000000e+00
[182,] 4.294510e-09 8.589020e-09 1.000000e+00
[183,] 5.731720e-09 1.146344e-08 1.000000e+00
[184,] 9.353298e-09 1.870660e-08 1.000000e+00
[185,] 2.057411e-08 4.114822e-08 1.000000e+00
[186,] 3.113749e-08 6.227497e-08 1.000000e+00
[187,] 3.669406e-08 7.338811e-08 1.000000e+00
[188,] 4.542464e-08 9.084929e-08 1.000000e+00
[189,] 5.994374e-08 1.198875e-07 9.999999e-01
[190,] 1.003483e-07 2.006966e-07 9.999999e-01
[191,] 1.258011e-07 2.516022e-07 9.999999e-01
[192,] 1.642786e-07 3.285571e-07 9.999998e-01
[193,] 1.584452e-07 3.168904e-07 9.999998e-01
[194,] 1.354768e-07 2.709535e-07 9.999999e-01
[195,] 1.428890e-07 2.857779e-07 9.999999e-01
[196,] 1.302989e-07 2.605978e-07 9.999999e-01
[197,] 1.132551e-07 2.265102e-07 9.999999e-01
[198,] 9.484323e-08 1.896865e-07 9.999999e-01
[199,] 3.099082e-07 6.198164e-07 9.999997e-01
[200,] 6.583454e-07 1.316691e-06 9.999993e-01
[201,] 1.047487e-06 2.094975e-06 9.999990e-01
[202,] 1.192380e-06 2.384760e-06 9.999988e-01
[203,] 1.462191e-06 2.924382e-06 9.999985e-01
[204,] 1.081713e-06 2.163425e-06 9.999989e-01
[205,] 1.170006e-06 2.340012e-06 9.999988e-01
[206,] 1.114391e-06 2.228782e-06 9.999989e-01
[207,] 1.224955e-06 2.449910e-06 9.999988e-01
[208,] 1.084549e-06 2.169099e-06 9.999989e-01
[209,] 7.754842e-07 1.550968e-06 9.999992e-01
[210,] 1.390063e-06 2.780126e-06 9.999986e-01
[211,] 2.882220e-06 5.764440e-06 9.999971e-01
[212,] 8.362142e-06 1.672428e-05 9.999916e-01
[213,] 2.376986e-05 4.753972e-05 9.999762e-01
[214,] 1.821661e-05 3.643322e-05 9.999818e-01
[215,] 1.318240e-05 2.636480e-05 9.999868e-01
[216,] 1.075331e-05 2.150661e-05 9.999892e-01
[217,] 1.477355e-05 2.954709e-05 9.999852e-01
[218,] 3.291750e-05 6.583499e-05 9.999671e-01
[219,] 1.043804e-04 2.087609e-04 9.998956e-01
[220,] 4.298060e-04 8.596120e-04 9.995702e-01
[221,] 1.629311e-03 3.258622e-03 9.983707e-01
[222,] 2.778421e-03 5.556842e-03 9.972216e-01
[223,] 3.876431e-03 7.752862e-03 9.961236e-01
[224,] 9.057106e-03 1.811421e-02 9.909429e-01
[225,] 8.533148e-03 1.706630e-02 9.914669e-01
[226,] 1.215735e-02 2.431470e-02 9.878426e-01
[227,] 1.082328e-02 2.164655e-02 9.891767e-01
[228,] 2.183932e-02 4.367864e-02 9.781607e-01
[229,] 4.660219e-02 9.320438e-02 9.533978e-01
[230,] 1.287769e-01 2.575538e-01 8.712231e-01
[231,] 2.182584e-01 4.365167e-01 7.817416e-01
[232,] 2.977121e-01 5.954242e-01 7.022879e-01
[233,] 4.831583e-01 9.663166e-01 5.168417e-01
[234,] 6.350964e-01 7.298072e-01 3.649036e-01
[235,] 6.168658e-01 7.662683e-01 3.831342e-01
[236,] 5.976551e-01 8.046898e-01 4.023449e-01
[237,] 5.742562e-01 8.514877e-01 4.257438e-01
[238,] 5.854614e-01 8.290772e-01 4.145386e-01
[239,] 5.891373e-01 8.217254e-01 4.108627e-01
[240,] 6.004086e-01 7.991828e-01 3.995914e-01
[241,] 6.806914e-01 6.386172e-01 3.193086e-01
[242,] 7.428016e-01 5.143969e-01 2.571984e-01
[243,] 8.120547e-01 3.758907e-01 1.879453e-01
[244,] 8.770343e-01 2.459314e-01 1.229657e-01
[245,] 9.367593e-01 1.264814e-01 6.324068e-02
[246,] 9.304972e-01 1.390057e-01 6.950283e-02
[247,] 9.273792e-01 1.452416e-01 7.262081e-02
[248,] 9.161065e-01 1.677870e-01 8.389350e-02
[249,] 9.036305e-01 1.927390e-01 9.636951e-02
[250,] 8.918050e-01 2.163900e-01 1.081950e-01
[251,] 8.976526e-01 2.046948e-01 1.023474e-01
[252,] 8.890344e-01 2.219313e-01 1.109656e-01
[253,] 8.832838e-01 2.334324e-01 1.167162e-01
[254,] 9.003749e-01 1.992503e-01 9.962514e-02
[255,] 9.090737e-01 1.818527e-01 9.092634e-02
[256,] 9.162008e-01 1.675983e-01 8.379916e-02
[257,] 9.336161e-01 1.327677e-01 6.638386e-02
[258,] 9.450999e-01 1.098001e-01 5.490006e-02
[259,] 9.513430e-01 9.731409e-02 4.865705e-02
[260,] 9.442324e-01 1.115352e-01 5.576762e-02
[261,] 9.349162e-01 1.301675e-01 6.508375e-02
[262,] 9.294402e-01 1.411196e-01 7.055979e-02
[263,] 9.202655e-01 1.594689e-01 7.973447e-02
[264,] 9.196007e-01 1.607985e-01 8.039926e-02
[265,] 9.303339e-01 1.393323e-01 6.966613e-02
[266,] 9.485942e-01 1.028116e-01 5.140578e-02
[267,] 9.790853e-01 4.182932e-02 2.091466e-02
[268,] 9.896573e-01 2.068531e-02 1.034265e-02
[269,] 9.887749e-01 2.245020e-02 1.122510e-02
[270,] 9.897366e-01 2.052675e-02 1.026338e-02
[271,] 9.883860e-01 2.322795e-02 1.161398e-02
[272,] 9.869550e-01 2.608994e-02 1.304497e-02
[273,] 9.855521e-01 2.889587e-02 1.444794e-02
[274,] 9.822229e-01 3.555426e-02 1.777713e-02
[275,] 9.815502e-01 3.689957e-02 1.844979e-02
[276,] 9.818690e-01 3.626203e-02 1.813101e-02
[277,] 9.818190e-01 3.636193e-02 1.818097e-02
[278,] 9.819507e-01 3.609862e-02 1.804931e-02
[279,] 9.819779e-01 3.604424e-02 1.802212e-02
[280,] 9.809593e-01 3.808138e-02 1.904069e-02
[281,] 9.778933e-01 4.421348e-02 2.210674e-02
[282,] 9.739490e-01 5.210199e-02 2.605099e-02
[283,] 9.742239e-01 5.155220e-02 2.577610e-02
[284,] 9.703359e-01 5.932823e-02 2.966412e-02
[285,] 9.652880e-01 6.942406e-02 3.471203e-02
[286,] 9.592833e-01 8.143331e-02 4.071665e-02
[287,] 9.582857e-01 8.342864e-02 4.171432e-02
[288,] 9.569431e-01 8.611382e-02 4.305691e-02
[289,] 9.584488e-01 8.310242e-02 4.155121e-02
[290,] 9.596887e-01 8.062264e-02 4.031132e-02
[291,] 9.615624e-01 7.687516e-02 3.843758e-02
[292,] 9.631189e-01 7.376223e-02 3.688112e-02
[293,] 9.678668e-01 6.426637e-02 3.213318e-02
[294,] 9.744200e-01 5.116006e-02 2.558003e-02
[295,] 9.875932e-01 2.481362e-02 1.240681e-02
[296,] 9.897957e-01 2.040864e-02 1.020432e-02
[297,] 9.906488e-01 1.870248e-02 9.351241e-03
[298,] 9.891409e-01 2.171821e-02 1.085910e-02
[299,] 9.884670e-01 2.306602e-02 1.153301e-02
[300,] 9.885971e-01 2.280574e-02 1.140287e-02
[301,] 9.877798e-01 2.444034e-02 1.222017e-02
[302,] 9.877886e-01 2.442275e-02 1.221138e-02
[303,] 9.885419e-01 2.291620e-02 1.145810e-02
[304,] 9.914534e-01 1.709320e-02 8.546599e-03
[305,] 9.941028e-01 1.179448e-02 5.897238e-03
[306,] 9.943004e-01 1.139929e-02 5.699643e-03
[307,] 9.924138e-01 1.517240e-02 7.586198e-03
[308,] 9.903171e-01 1.936586e-02 9.682928e-03
[309,] 9.876539e-01 2.469219e-02 1.234609e-02
[310,] 9.844202e-01 3.115952e-02 1.557976e-02
[311,] 9.816155e-01 3.676891e-02 1.838445e-02
[312,] 9.798987e-01 4.020254e-02 2.010127e-02
[313,] 9.787012e-01 4.259769e-02 2.129885e-02
[314,] 9.774004e-01 4.519923e-02 2.259962e-02
[315,] 9.765780e-01 4.684393e-02 2.342196e-02
[316,] 9.773206e-01 4.535882e-02 2.267941e-02
[317,] 9.743872e-01 5.122558e-02 2.561279e-02
[318,] 9.674134e-01 6.517317e-02 3.258659e-02
[319,] 9.593606e-01 8.127889e-02 4.063944e-02
[320,] 9.496660e-01 1.006681e-01 5.033403e-02
[321,] 9.385257e-01 1.229487e-01 6.147435e-02
[322,] 9.309388e-01 1.381225e-01 6.906125e-02
[323,] 9.238596e-01 1.522808e-01 7.614042e-02
[324,] 9.270966e-01 1.458069e-01 7.290343e-02
[325,] 9.352983e-01 1.294033e-01 6.470166e-02
[326,] 9.754652e-01 4.906965e-02 2.453482e-02
[327,] 9.861340e-01 2.773204e-02 1.386602e-02
[328,] 9.942717e-01 1.145662e-02 5.728308e-03
[329,] 9.958255e-01 8.349007e-03 4.174504e-03
[330,] 9.978467e-01 4.306501e-03 2.153251e-03
[331,] 9.982492e-01 3.501648e-03 1.750824e-03
[332,] 9.987149e-01 2.570228e-03 1.285114e-03
[333,] 9.990126e-01 1.974763e-03 9.873814e-04
[334,] 9.991027e-01 1.794564e-03 8.972821e-04
[335,] 9.993089e-01 1.382168e-03 6.910840e-04
[336,] 9.993353e-01 1.329320e-03 6.646602e-04
[337,] 9.996193e-01 7.614256e-04 3.807128e-04
[338,] 9.998108e-01 3.784355e-04 1.892177e-04
[339,] 9.999188e-01 1.623127e-04 8.115633e-05
[340,] 9.999689e-01 6.222294e-05 3.111147e-05
[341,] 9.999815e-01 3.701145e-05 1.850572e-05
[342,] 9.999928e-01 1.446899e-05 7.234497e-06
[343,] 9.999986e-01 2.833706e-06 1.416853e-06
[344,] 9.999993e-01 1.453443e-06 7.267217e-07
[345,] 9.999998e-01 3.652945e-07 1.826472e-07
[346,] 9.999999e-01 2.216850e-07 1.108425e-07
[347,] 9.999999e-01 1.893267e-07 9.466336e-08
[348,] 9.999999e-01 2.766806e-07 1.383403e-07
[349,] 9.999997e-01 6.084037e-07 3.042018e-07
[350,] 9.999991e-01 1.841316e-06 9.206578e-07
[351,] 9.999973e-01 5.337686e-06 2.668843e-06
[352,] 9.999939e-01 1.215972e-05 6.079858e-06
[353,] 9.999846e-01 3.083919e-05 1.541960e-05
[354,] 9.999803e-01 3.947699e-05 1.973849e-05
[355,] 9.999673e-01 6.540253e-05 3.270126e-05
[356,] 9.999804e-01 3.916527e-05 1.958263e-05
[357,] 9.999688e-01 6.233656e-05 3.116828e-05
[358,] 9.999645e-01 7.106997e-05 3.553499e-05
[359,] 9.998737e-01 2.525159e-04 1.262579e-04
[360,] 9.995835e-01 8.330062e-04 4.165031e-04
[361,] 9.988677e-01 2.264516e-03 1.132258e-03
[362,] 9.970217e-01 5.956605e-03 2.978303e-03
[363,] 9.960065e-01 7.987017e-03 3.993508e-03
[364,] 9.977881e-01 4.423872e-03 2.211936e-03
[365,] 9.984797e-01 3.040517e-03 1.520258e-03
> postscript(file="/var/fisher/rcomp/tmp/1iecn1356032101.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/2hxde1356032101.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/3xeo61356032101.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
> grid()
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/41dq21356032101.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
> dev.off()
null device
1
> postscript(file="/var/fisher/rcomp/tmp/5dqhu1356032101.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556)
> qqnorm(mysum$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 = 396
Frequency = 1
1 2 3 4 5 6
-5.812462478 -5.345641266 -3.905783690 -2.702092781 -2.586595811 -2.419313993
7 8 9 10 11 12
-2.601480660 -3.346465508 -4.550662478 -5.691107932 -6.308177629 -5.989486720
13 14 15 16 17 18
-5.236167474 -4.651246262 -3.361288686 -2.418497777 -2.058300808 -1.960618990
19 20 21 22 23 24
-2.128785656 -2.792970505 -4.029967474 -5.524012929 -5.985282626 -5.391991717
25 26 27 28 29 30
-4.714272471 -4.535151259 -3.270593683 -2.443202774 -1.792305804 -1.758923986
31 32 33 34 35 36
-1.767890653 -2.182975501 -3.429872471 -5.066717926 -5.678787623 -5.610796713
37 38 39 40 41 42
-4.905077468 -4.277556256 -3.193398680 -1.871107771 -1.315910801 -1.107928983
43 44 45 46 47 48
-1.216795650 -2.017780498 -3.481077468 -3.891322922 -4.231192619 -3.939001710
49 50 51 52 53 54
-3.603582464 -3.153761252 -1.415703676 -0.406612767 -0.299915798 -0.287633980
55 56 57 58 59 60
-0.425500646 -1.143285495 -2.220982464 -3.164727919 -3.539297616 -3.291606707
61 62 63 64 65 66
-2.164387461 -1.558166249 -0.429408673 0.674782236 1.095679206 1.051661024
67 68 69 70 71 72
0.737994357 0.619009509 0.007812539 -0.784732916 -0.578602613 -0.385511703
73 74 75 76 77 78
-0.138892458 -0.098171246 0.088186330 1.582777239 2.482174209 2.487256027
79 80 81 82 83 84
1.923689361 1.580104512 0.563107542 -0.216237912 -0.397907609 -0.202716700
85 86 87 88 89 90
0.277102546 0.934823758 1.502581334 1.901772243 2.199869212 2.490851031
91 92 93 94 95 96
2.184184364 1.412099515 0.611002546 0.205557091 0.078287394 0.425878303
97 98 99 100 101 102
0.930197549 1.036818761 1.314976337 1.112967246 1.604464216 1.560846034
103 104 105 106 107 108
1.327679367 0.757894519 -0.056702451 -0.506047906 -0.406317602 -0.796126693
109 110 111 112 113 114
-0.335707448 -0.425286236 0.089671340 0.367862249 0.999159219 1.518341037
115 116 117 118 119 120
1.570374371 0.576289522 -0.440807448 -0.984352902 -1.143922599 -1.337731690
121 122 123 124 125 126
-1.127212444 -1.029991232 -0.743633656 1.226757253 1.888454222 1.806436041
127 128 129 130 131 132
1.698069374 0.700184525 0.351387556 0.804642101 0.237572404 -0.211536687
133 134 135 136 137 138
0.181182559 -0.224096229 -0.892238653 0.271552256 0.701249226 2.148031044
139 140 141 142 143 144
2.663164377 1.971479529 1.407882559 1.246037105 1.340667408 1.233058317
145 146 147 148 149 150
1.541677562 1.982698775 1.763256350 2.081447259 2.728044229 2.595526047
151 152 153 154 155 156
2.445859381 2.085774532 1.260077562 1.260832108 1.444762411 1.297353320
157 158 159 160 161 162
0.589672566 0.886293778 2.067951354 1.251642263 2.625239232 2.742321051
163 164 165 166 167 168
2.463354384 1.734569535 1.171572566 1.282227111 1.252457414 1.317648323
169 170 171 172 173 174
1.686467569 1.827488781 0.873346357 1.694937266 2.814134236 2.528416054
175 176 177 178 179 180
2.239049387 1.834564539 0.710067569 0.584722115 2.163452418 1.956043327
181 182 183 184 185 186
2.025262572 2.757983785 2.508941360 2.343732269 2.809929239 2.937211057
187 188 189 190 191 192
2.214244391 2.111159542 2.379262572 2.755017118 3.150547421 2.242538330
193 194 195 196 197 198
3.135157576 3.194878788 2.756636364 2.341227273 3.117624242 2.656406061
199 200 201 202 203 204
2.281239394 1.735754545 2.146757576 3.284812121 3.328642424 3.114533333
205 206 207 208 209 210
2.318152579 2.651573791 2.434131367 2.917822276 3.445219246 3.072501064
211 212 213 214 215 216
3.186334397 3.063949549 4.258252579 1.632307125 5.719337428 5.369128337
217 218 219 220 221 222
5.096247582 5.576968795 4.623426370 5.660817279 4.941514249 5.199096067
223 224 225 226 227 228
4.682529401 4.258244552 6.254547582 6.295802128 6.813232431 6.884623340
229 230 231 232 233 234
4.613542586 4.259263798 3.413721374 2.561412283 2.094109252 1.461291071
235 236 237 238 239 240
0.747924404 0.432939555 1.416042586 1.918597131 0.914427434 2.975018343
241 242 243 244 245 246
1.763737589 3.125758801 6.912216377 0.462907286 -0.482795744 0.163286074
247 248 249 250 251 252
0.562919407 -0.424165441 0.220937589 3.400092135 3.287522438 3.411913347
253 254 255 256 257 258
2.351732592 2.253653805 1.843011380 0.471702289 0.503499259 0.097881077
259 260 261 262 263 264
-0.133085589 -0.190470438 2.858832592 5.330687138 4.193417441 4.157208350
265 266 267 268 269 270
4.482027596 5.203748808 3.037806384 2.686497293 0.639394262 1.068576081
271 272 273 274 275 276
0.966009414 0.600424566 1.041927596 1.498182141 2.799312444 3.120803353
277 278 279 280 281 282
2.276222599 2.641643811 1.287501387 0.316692296 -0.500510734 -1.992928916
283 284 285 286 287 288
-1.256695583 1.538219569 1.186722599 2.202477145 2.008707448 1.842498357
289 290 291 292 293 294
2.805817602 3.496838815 2.889596390 2.304987299 0.649184269 0.777766087
295 296 297 298 299 300
1.233599421 2.190814572 1.851517602 0.956772148 1.607002451 1.755193360
301 302 303 304 305 306
2.464312606 2.237233818 0.356391394 -0.441917697 -0.045720727 -0.614538909
307 308 309 310 311 312
-0.757505576 -0.801090424 -0.589387394 -1.264332849 -0.337902546 -0.165711637
313 314 315 316 317 318
0.618907609 -0.468771179 -1.099413603 -0.672022694 -1.369425724 -1.847343906
319 320 321 322 323 324
-2.377310573 -1.627495421 -0.161192391 1.881462155 1.039992458 0.987283367
325 326 327 328 329 330
0.886202613 -0.158876175 -1.371918600 -1.770527691 -1.961830721 -2.258348903
331 332 333 334 335 336
-2.294615569 -0.705500418 0.993702613 1.669157158 0.487387461 0.293378370
337 338 339 340 341 342
-1.057802384 -1.943181172 -3.096523596 -3.616932687 -6.012335717 -4.856053899
343 344 345 346 347 348
-4.430620566 -2.201405414 -2.103102384 -1.101247839 -1.489317536 -1.572926627
349 350 351 352 353 354
-1.712607381 -3.068986169 -2.834128593 -3.602437684 -3.791540714 -3.775658896
355 356 357 358 359 360
-2.755225563 -1.220110411 -0.725207381 -0.814052835 -0.433722532 -0.864331623
361 362 363 364 365 366
-1.351012377 -2.360391165 -2.348633590 -2.075842680 -1.868245711 -2.050663893
367 368 369 370 371 372
-0.509630559 0.133084592 1.123987623 0.734642168 0.279372471 -0.806736620
373 374 375 376 377 378
-1.934817374 -4.306796162 -4.872938586 -5.234147677 -5.734350707 -6.104468889
379 380 381 382 383 384
-5.609135556 -4.269020404 -3.560817374 -3.140162829 -3.995432526 -4.041541617
385 386 387 388 389 390
-5.949622371 -6.461601159 -6.927743583 -6.978952674 -7.519155704 -7.329273886
391 392 393 394 395 396
-6.863940553 -6.413825401 -6.465622371 -6.794967825 -7.620237522 -7.776346613
> postscript(file="/var/fisher/rcomp/tmp/660231356032101.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 = 396
Frequency = 1
lag(myerror, k = 1) myerror
0 -5.812462478 NA
1 -5.345641266 -5.812462478
2 -3.905783690 -5.345641266
3 -2.702092781 -3.905783690
4 -2.586595811 -2.702092781
5 -2.419313993 -2.586595811
6 -2.601480660 -2.419313993
7 -3.346465508 -2.601480660
8 -4.550662478 -3.346465508
9 -5.691107932 -4.550662478
10 -6.308177629 -5.691107932
11 -5.989486720 -6.308177629
12 -5.236167474 -5.989486720
13 -4.651246262 -5.236167474
14 -3.361288686 -4.651246262
15 -2.418497777 -3.361288686
16 -2.058300808 -2.418497777
17 -1.960618990 -2.058300808
18 -2.128785656 -1.960618990
19 -2.792970505 -2.128785656
20 -4.029967474 -2.792970505
21 -5.524012929 -4.029967474
22 -5.985282626 -5.524012929
23 -5.391991717 -5.985282626
24 -4.714272471 -5.391991717
25 -4.535151259 -4.714272471
26 -3.270593683 -4.535151259
27 -2.443202774 -3.270593683
28 -1.792305804 -2.443202774
29 -1.758923986 -1.792305804
30 -1.767890653 -1.758923986
31 -2.182975501 -1.767890653
32 -3.429872471 -2.182975501
33 -5.066717926 -3.429872471
34 -5.678787623 -5.066717926
35 -5.610796713 -5.678787623
36 -4.905077468 -5.610796713
37 -4.277556256 -4.905077468
38 -3.193398680 -4.277556256
39 -1.871107771 -3.193398680
40 -1.315910801 -1.871107771
41 -1.107928983 -1.315910801
42 -1.216795650 -1.107928983
43 -2.017780498 -1.216795650
44 -3.481077468 -2.017780498
45 -3.891322922 -3.481077468
46 -4.231192619 -3.891322922
47 -3.939001710 -4.231192619
48 -3.603582464 -3.939001710
49 -3.153761252 -3.603582464
50 -1.415703676 -3.153761252
51 -0.406612767 -1.415703676
52 -0.299915798 -0.406612767
53 -0.287633980 -0.299915798
54 -0.425500646 -0.287633980
55 -1.143285495 -0.425500646
56 -2.220982464 -1.143285495
57 -3.164727919 -2.220982464
58 -3.539297616 -3.164727919
59 -3.291606707 -3.539297616
60 -2.164387461 -3.291606707
61 -1.558166249 -2.164387461
62 -0.429408673 -1.558166249
63 0.674782236 -0.429408673
64 1.095679206 0.674782236
65 1.051661024 1.095679206
66 0.737994357 1.051661024
67 0.619009509 0.737994357
68 0.007812539 0.619009509
69 -0.784732916 0.007812539
70 -0.578602613 -0.784732916
71 -0.385511703 -0.578602613
72 -0.138892458 -0.385511703
73 -0.098171246 -0.138892458
74 0.088186330 -0.098171246
75 1.582777239 0.088186330
76 2.482174209 1.582777239
77 2.487256027 2.482174209
78 1.923689361 2.487256027
79 1.580104512 1.923689361
80 0.563107542 1.580104512
81 -0.216237912 0.563107542
82 -0.397907609 -0.216237912
83 -0.202716700 -0.397907609
84 0.277102546 -0.202716700
85 0.934823758 0.277102546
86 1.502581334 0.934823758
87 1.901772243 1.502581334
88 2.199869212 1.901772243
89 2.490851031 2.199869212
90 2.184184364 2.490851031
91 1.412099515 2.184184364
92 0.611002546 1.412099515
93 0.205557091 0.611002546
94 0.078287394 0.205557091
95 0.425878303 0.078287394
96 0.930197549 0.425878303
97 1.036818761 0.930197549
98 1.314976337 1.036818761
99 1.112967246 1.314976337
100 1.604464216 1.112967246
101 1.560846034 1.604464216
102 1.327679367 1.560846034
103 0.757894519 1.327679367
104 -0.056702451 0.757894519
105 -0.506047906 -0.056702451
106 -0.406317602 -0.506047906
107 -0.796126693 -0.406317602
108 -0.335707448 -0.796126693
109 -0.425286236 -0.335707448
110 0.089671340 -0.425286236
111 0.367862249 0.089671340
112 0.999159219 0.367862249
113 1.518341037 0.999159219
114 1.570374371 1.518341037
115 0.576289522 1.570374371
116 -0.440807448 0.576289522
117 -0.984352902 -0.440807448
118 -1.143922599 -0.984352902
119 -1.337731690 -1.143922599
120 -1.127212444 -1.337731690
121 -1.029991232 -1.127212444
122 -0.743633656 -1.029991232
123 1.226757253 -0.743633656
124 1.888454222 1.226757253
125 1.806436041 1.888454222
126 1.698069374 1.806436041
127 0.700184525 1.698069374
128 0.351387556 0.700184525
129 0.804642101 0.351387556
130 0.237572404 0.804642101
131 -0.211536687 0.237572404
132 0.181182559 -0.211536687
133 -0.224096229 0.181182559
134 -0.892238653 -0.224096229
135 0.271552256 -0.892238653
136 0.701249226 0.271552256
137 2.148031044 0.701249226
138 2.663164377 2.148031044
139 1.971479529 2.663164377
140 1.407882559 1.971479529
141 1.246037105 1.407882559
142 1.340667408 1.246037105
143 1.233058317 1.340667408
144 1.541677562 1.233058317
145 1.982698775 1.541677562
146 1.763256350 1.982698775
147 2.081447259 1.763256350
148 2.728044229 2.081447259
149 2.595526047 2.728044229
150 2.445859381 2.595526047
151 2.085774532 2.445859381
152 1.260077562 2.085774532
153 1.260832108 1.260077562
154 1.444762411 1.260832108
155 1.297353320 1.444762411
156 0.589672566 1.297353320
157 0.886293778 0.589672566
158 2.067951354 0.886293778
159 1.251642263 2.067951354
160 2.625239232 1.251642263
161 2.742321051 2.625239232
162 2.463354384 2.742321051
163 1.734569535 2.463354384
164 1.171572566 1.734569535
165 1.282227111 1.171572566
166 1.252457414 1.282227111
167 1.317648323 1.252457414
168 1.686467569 1.317648323
169 1.827488781 1.686467569
170 0.873346357 1.827488781
171 1.694937266 0.873346357
172 2.814134236 1.694937266
173 2.528416054 2.814134236
174 2.239049387 2.528416054
175 1.834564539 2.239049387
176 0.710067569 1.834564539
177 0.584722115 0.710067569
178 2.163452418 0.584722115
179 1.956043327 2.163452418
180 2.025262572 1.956043327
181 2.757983785 2.025262572
182 2.508941360 2.757983785
183 2.343732269 2.508941360
184 2.809929239 2.343732269
185 2.937211057 2.809929239
186 2.214244391 2.937211057
187 2.111159542 2.214244391
188 2.379262572 2.111159542
189 2.755017118 2.379262572
190 3.150547421 2.755017118
191 2.242538330 3.150547421
192 3.135157576 2.242538330
193 3.194878788 3.135157576
194 2.756636364 3.194878788
195 2.341227273 2.756636364
196 3.117624242 2.341227273
197 2.656406061 3.117624242
198 2.281239394 2.656406061
199 1.735754545 2.281239394
200 2.146757576 1.735754545
201 3.284812121 2.146757576
202 3.328642424 3.284812121
203 3.114533333 3.328642424
204 2.318152579 3.114533333
205 2.651573791 2.318152579
206 2.434131367 2.651573791
207 2.917822276 2.434131367
208 3.445219246 2.917822276
209 3.072501064 3.445219246
210 3.186334397 3.072501064
211 3.063949549 3.186334397
212 4.258252579 3.063949549
213 1.632307125 4.258252579
214 5.719337428 1.632307125
215 5.369128337 5.719337428
216 5.096247582 5.369128337
217 5.576968795 5.096247582
218 4.623426370 5.576968795
219 5.660817279 4.623426370
220 4.941514249 5.660817279
221 5.199096067 4.941514249
222 4.682529401 5.199096067
223 4.258244552 4.682529401
224 6.254547582 4.258244552
225 6.295802128 6.254547582
226 6.813232431 6.295802128
227 6.884623340 6.813232431
228 4.613542586 6.884623340
229 4.259263798 4.613542586
230 3.413721374 4.259263798
231 2.561412283 3.413721374
232 2.094109252 2.561412283
233 1.461291071 2.094109252
234 0.747924404 1.461291071
235 0.432939555 0.747924404
236 1.416042586 0.432939555
237 1.918597131 1.416042586
238 0.914427434 1.918597131
239 2.975018343 0.914427434
240 1.763737589 2.975018343
241 3.125758801 1.763737589
242 6.912216377 3.125758801
243 0.462907286 6.912216377
244 -0.482795744 0.462907286
245 0.163286074 -0.482795744
246 0.562919407 0.163286074
247 -0.424165441 0.562919407
248 0.220937589 -0.424165441
249 3.400092135 0.220937589
250 3.287522438 3.400092135
251 3.411913347 3.287522438
252 2.351732592 3.411913347
253 2.253653805 2.351732592
254 1.843011380 2.253653805
255 0.471702289 1.843011380
256 0.503499259 0.471702289
257 0.097881077 0.503499259
258 -0.133085589 0.097881077
259 -0.190470438 -0.133085589
260 2.858832592 -0.190470438
261 5.330687138 2.858832592
262 4.193417441 5.330687138
263 4.157208350 4.193417441
264 4.482027596 4.157208350
265 5.203748808 4.482027596
266 3.037806384 5.203748808
267 2.686497293 3.037806384
268 0.639394262 2.686497293
269 1.068576081 0.639394262
270 0.966009414 1.068576081
271 0.600424566 0.966009414
272 1.041927596 0.600424566
273 1.498182141 1.041927596
274 2.799312444 1.498182141
275 3.120803353 2.799312444
276 2.276222599 3.120803353
277 2.641643811 2.276222599
278 1.287501387 2.641643811
279 0.316692296 1.287501387
280 -0.500510734 0.316692296
281 -1.992928916 -0.500510734
282 -1.256695583 -1.992928916
283 1.538219569 -1.256695583
284 1.186722599 1.538219569
285 2.202477145 1.186722599
286 2.008707448 2.202477145
287 1.842498357 2.008707448
288 2.805817602 1.842498357
289 3.496838815 2.805817602
290 2.889596390 3.496838815
291 2.304987299 2.889596390
292 0.649184269 2.304987299
293 0.777766087 0.649184269
294 1.233599421 0.777766087
295 2.190814572 1.233599421
296 1.851517602 2.190814572
297 0.956772148 1.851517602
298 1.607002451 0.956772148
299 1.755193360 1.607002451
300 2.464312606 1.755193360
301 2.237233818 2.464312606
302 0.356391394 2.237233818
303 -0.441917697 0.356391394
304 -0.045720727 -0.441917697
305 -0.614538909 -0.045720727
306 -0.757505576 -0.614538909
307 -0.801090424 -0.757505576
308 -0.589387394 -0.801090424
309 -1.264332849 -0.589387394
310 -0.337902546 -1.264332849
311 -0.165711637 -0.337902546
312 0.618907609 -0.165711637
313 -0.468771179 0.618907609
314 -1.099413603 -0.468771179
315 -0.672022694 -1.099413603
316 -1.369425724 -0.672022694
317 -1.847343906 -1.369425724
318 -2.377310573 -1.847343906
319 -1.627495421 -2.377310573
320 -0.161192391 -1.627495421
321 1.881462155 -0.161192391
322 1.039992458 1.881462155
323 0.987283367 1.039992458
324 0.886202613 0.987283367
325 -0.158876175 0.886202613
326 -1.371918600 -0.158876175
327 -1.770527691 -1.371918600
328 -1.961830721 -1.770527691
329 -2.258348903 -1.961830721
330 -2.294615569 -2.258348903
331 -0.705500418 -2.294615569
332 0.993702613 -0.705500418
333 1.669157158 0.993702613
334 0.487387461 1.669157158
335 0.293378370 0.487387461
336 -1.057802384 0.293378370
337 -1.943181172 -1.057802384
338 -3.096523596 -1.943181172
339 -3.616932687 -3.096523596
340 -6.012335717 -3.616932687
341 -4.856053899 -6.012335717
342 -4.430620566 -4.856053899
343 -2.201405414 -4.430620566
344 -2.103102384 -2.201405414
345 -1.101247839 -2.103102384
346 -1.489317536 -1.101247839
347 -1.572926627 -1.489317536
348 -1.712607381 -1.572926627
349 -3.068986169 -1.712607381
350 -2.834128593 -3.068986169
351 -3.602437684 -2.834128593
352 -3.791540714 -3.602437684
353 -3.775658896 -3.791540714
354 -2.755225563 -3.775658896
355 -1.220110411 -2.755225563
356 -0.725207381 -1.220110411
357 -0.814052835 -0.725207381
358 -0.433722532 -0.814052835
359 -0.864331623 -0.433722532
360 -1.351012377 -0.864331623
361 -2.360391165 -1.351012377
362 -2.348633590 -2.360391165
363 -2.075842680 -2.348633590
364 -1.868245711 -2.075842680
365 -2.050663893 -1.868245711
366 -0.509630559 -2.050663893
367 0.133084592 -0.509630559
368 1.123987623 0.133084592
369 0.734642168 1.123987623
370 0.279372471 0.734642168
371 -0.806736620 0.279372471
372 -1.934817374 -0.806736620
373 -4.306796162 -1.934817374
374 -4.872938586 -4.306796162
375 -5.234147677 -4.872938586
376 -5.734350707 -5.234147677
377 -6.104468889 -5.734350707
378 -5.609135556 -6.104468889
379 -4.269020404 -5.609135556
380 -3.560817374 -4.269020404
381 -3.140162829 -3.560817374
382 -3.995432526 -3.140162829
383 -4.041541617 -3.995432526
384 -5.949622371 -4.041541617
385 -6.461601159 -5.949622371
386 -6.927743583 -6.461601159
387 -6.978952674 -6.927743583
388 -7.519155704 -6.978952674
389 -7.329273886 -7.519155704
390 -6.863940553 -7.329273886
391 -6.413825401 -6.863940553
392 -6.465622371 -6.413825401
393 -6.794967825 -6.465622371
394 -7.620237522 -6.794967825
395 -7.776346613 -7.620237522
396 NA -7.776346613
> dum1 <- dum[2:length(myerror),]
> dum1
lag(myerror, k = 1) myerror
[1,] -5.345641266 -5.812462478
[2,] -3.905783690 -5.345641266
[3,] -2.702092781 -3.905783690
[4,] -2.586595811 -2.702092781
[5,] -2.419313993 -2.586595811
[6,] -2.601480660 -2.419313993
[7,] -3.346465508 -2.601480660
[8,] -4.550662478 -3.346465508
[9,] -5.691107932 -4.550662478
[10,] -6.308177629 -5.691107932
[11,] -5.989486720 -6.308177629
[12,] -5.236167474 -5.989486720
[13,] -4.651246262 -5.236167474
[14,] -3.361288686 -4.651246262
[15,] -2.418497777 -3.361288686
[16,] -2.058300808 -2.418497777
[17,] -1.960618990 -2.058300808
[18,] -2.128785656 -1.960618990
[19,] -2.792970505 -2.128785656
[20,] -4.029967474 -2.792970505
[21,] -5.524012929 -4.029967474
[22,] -5.985282626 -5.524012929
[23,] -5.391991717 -5.985282626
[24,] -4.714272471 -5.391991717
[25,] -4.535151259 -4.714272471
[26,] -3.270593683 -4.535151259
[27,] -2.443202774 -3.270593683
[28,] -1.792305804 -2.443202774
[29,] -1.758923986 -1.792305804
[30,] -1.767890653 -1.758923986
[31,] -2.182975501 -1.767890653
[32,] -3.429872471 -2.182975501
[33,] -5.066717926 -3.429872471
[34,] -5.678787623 -5.066717926
[35,] -5.610796713 -5.678787623
[36,] -4.905077468 -5.610796713
[37,] -4.277556256 -4.905077468
[38,] -3.193398680 -4.277556256
[39,] -1.871107771 -3.193398680
[40,] -1.315910801 -1.871107771
[41,] -1.107928983 -1.315910801
[42,] -1.216795650 -1.107928983
[43,] -2.017780498 -1.216795650
[44,] -3.481077468 -2.017780498
[45,] -3.891322922 -3.481077468
[46,] -4.231192619 -3.891322922
[47,] -3.939001710 -4.231192619
[48,] -3.603582464 -3.939001710
[49,] -3.153761252 -3.603582464
[50,] -1.415703676 -3.153761252
[51,] -0.406612767 -1.415703676
[52,] -0.299915798 -0.406612767
[53,] -0.287633980 -0.299915798
[54,] -0.425500646 -0.287633980
[55,] -1.143285495 -0.425500646
[56,] -2.220982464 -1.143285495
[57,] -3.164727919 -2.220982464
[58,] -3.539297616 -3.164727919
[59,] -3.291606707 -3.539297616
[60,] -2.164387461 -3.291606707
[61,] -1.558166249 -2.164387461
[62,] -0.429408673 -1.558166249
[63,] 0.674782236 -0.429408673
[64,] 1.095679206 0.674782236
[65,] 1.051661024 1.095679206
[66,] 0.737994357 1.051661024
[67,] 0.619009509 0.737994357
[68,] 0.007812539 0.619009509
[69,] -0.784732916 0.007812539
[70,] -0.578602613 -0.784732916
[71,] -0.385511703 -0.578602613
[72,] -0.138892458 -0.385511703
[73,] -0.098171246 -0.138892458
[74,] 0.088186330 -0.098171246
[75,] 1.582777239 0.088186330
[76,] 2.482174209 1.582777239
[77,] 2.487256027 2.482174209
[78,] 1.923689361 2.487256027
[79,] 1.580104512 1.923689361
[80,] 0.563107542 1.580104512
[81,] -0.216237912 0.563107542
[82,] -0.397907609 -0.216237912
[83,] -0.202716700 -0.397907609
[84,] 0.277102546 -0.202716700
[85,] 0.934823758 0.277102546
[86,] 1.502581334 0.934823758
[87,] 1.901772243 1.502581334
[88,] 2.199869212 1.901772243
[89,] 2.490851031 2.199869212
[90,] 2.184184364 2.490851031
[91,] 1.412099515 2.184184364
[92,] 0.611002546 1.412099515
[93,] 0.205557091 0.611002546
[94,] 0.078287394 0.205557091
[95,] 0.425878303 0.078287394
[96,] 0.930197549 0.425878303
[97,] 1.036818761 0.930197549
[98,] 1.314976337 1.036818761
[99,] 1.112967246 1.314976337
[100,] 1.604464216 1.112967246
[101,] 1.560846034 1.604464216
[102,] 1.327679367 1.560846034
[103,] 0.757894519 1.327679367
[104,] -0.056702451 0.757894519
[105,] -0.506047906 -0.056702451
[106,] -0.406317602 -0.506047906
[107,] -0.796126693 -0.406317602
[108,] -0.335707448 -0.796126693
[109,] -0.425286236 -0.335707448
[110,] 0.089671340 -0.425286236
[111,] 0.367862249 0.089671340
[112,] 0.999159219 0.367862249
[113,] 1.518341037 0.999159219
[114,] 1.570374371 1.518341037
[115,] 0.576289522 1.570374371
[116,] -0.440807448 0.576289522
[117,] -0.984352902 -0.440807448
[118,] -1.143922599 -0.984352902
[119,] -1.337731690 -1.143922599
[120,] -1.127212444 -1.337731690
[121,] -1.029991232 -1.127212444
[122,] -0.743633656 -1.029991232
[123,] 1.226757253 -0.743633656
[124,] 1.888454222 1.226757253
[125,] 1.806436041 1.888454222
[126,] 1.698069374 1.806436041
[127,] 0.700184525 1.698069374
[128,] 0.351387556 0.700184525
[129,] 0.804642101 0.351387556
[130,] 0.237572404 0.804642101
[131,] -0.211536687 0.237572404
[132,] 0.181182559 -0.211536687
[133,] -0.224096229 0.181182559
[134,] -0.892238653 -0.224096229
[135,] 0.271552256 -0.892238653
[136,] 0.701249226 0.271552256
[137,] 2.148031044 0.701249226
[138,] 2.663164377 2.148031044
[139,] 1.971479529 2.663164377
[140,] 1.407882559 1.971479529
[141,] 1.246037105 1.407882559
[142,] 1.340667408 1.246037105
[143,] 1.233058317 1.340667408
[144,] 1.541677562 1.233058317
[145,] 1.982698775 1.541677562
[146,] 1.763256350 1.982698775
[147,] 2.081447259 1.763256350
[148,] 2.728044229 2.081447259
[149,] 2.595526047 2.728044229
[150,] 2.445859381 2.595526047
[151,] 2.085774532 2.445859381
[152,] 1.260077562 2.085774532
[153,] 1.260832108 1.260077562
[154,] 1.444762411 1.260832108
[155,] 1.297353320 1.444762411
[156,] 0.589672566 1.297353320
[157,] 0.886293778 0.589672566
[158,] 2.067951354 0.886293778
[159,] 1.251642263 2.067951354
[160,] 2.625239232 1.251642263
[161,] 2.742321051 2.625239232
[162,] 2.463354384 2.742321051
[163,] 1.734569535 2.463354384
[164,] 1.171572566 1.734569535
[165,] 1.282227111 1.171572566
[166,] 1.252457414 1.282227111
[167,] 1.317648323 1.252457414
[168,] 1.686467569 1.317648323
[169,] 1.827488781 1.686467569
[170,] 0.873346357 1.827488781
[171,] 1.694937266 0.873346357
[172,] 2.814134236 1.694937266
[173,] 2.528416054 2.814134236
[174,] 2.239049387 2.528416054
[175,] 1.834564539 2.239049387
[176,] 0.710067569 1.834564539
[177,] 0.584722115 0.710067569
[178,] 2.163452418 0.584722115
[179,] 1.956043327 2.163452418
[180,] 2.025262572 1.956043327
[181,] 2.757983785 2.025262572
[182,] 2.508941360 2.757983785
[183,] 2.343732269 2.508941360
[184,] 2.809929239 2.343732269
[185,] 2.937211057 2.809929239
[186,] 2.214244391 2.937211057
[187,] 2.111159542 2.214244391
[188,] 2.379262572 2.111159542
[189,] 2.755017118 2.379262572
[190,] 3.150547421 2.755017118
[191,] 2.242538330 3.150547421
[192,] 3.135157576 2.242538330
[193,] 3.194878788 3.135157576
[194,] 2.756636364 3.194878788
[195,] 2.341227273 2.756636364
[196,] 3.117624242 2.341227273
[197,] 2.656406061 3.117624242
[198,] 2.281239394 2.656406061
[199,] 1.735754545 2.281239394
[200,] 2.146757576 1.735754545
[201,] 3.284812121 2.146757576
[202,] 3.328642424 3.284812121
[203,] 3.114533333 3.328642424
[204,] 2.318152579 3.114533333
[205,] 2.651573791 2.318152579
[206,] 2.434131367 2.651573791
[207,] 2.917822276 2.434131367
[208,] 3.445219246 2.917822276
[209,] 3.072501064 3.445219246
[210,] 3.186334397 3.072501064
[211,] 3.063949549 3.186334397
[212,] 4.258252579 3.063949549
[213,] 1.632307125 4.258252579
[214,] 5.719337428 1.632307125
[215,] 5.369128337 5.719337428
[216,] 5.096247582 5.369128337
[217,] 5.576968795 5.096247582
[218,] 4.623426370 5.576968795
[219,] 5.660817279 4.623426370
[220,] 4.941514249 5.660817279
[221,] 5.199096067 4.941514249
[222,] 4.682529401 5.199096067
[223,] 4.258244552 4.682529401
[224,] 6.254547582 4.258244552
[225,] 6.295802128 6.254547582
[226,] 6.813232431 6.295802128
[227,] 6.884623340 6.813232431
[228,] 4.613542586 6.884623340
[229,] 4.259263798 4.613542586
[230,] 3.413721374 4.259263798
[231,] 2.561412283 3.413721374
[232,] 2.094109252 2.561412283
[233,] 1.461291071 2.094109252
[234,] 0.747924404 1.461291071
[235,] 0.432939555 0.747924404
[236,] 1.416042586 0.432939555
[237,] 1.918597131 1.416042586
[238,] 0.914427434 1.918597131
[239,] 2.975018343 0.914427434
[240,] 1.763737589 2.975018343
[241,] 3.125758801 1.763737589
[242,] 6.912216377 3.125758801
[243,] 0.462907286 6.912216377
[244,] -0.482795744 0.462907286
[245,] 0.163286074 -0.482795744
[246,] 0.562919407 0.163286074
[247,] -0.424165441 0.562919407
[248,] 0.220937589 -0.424165441
[249,] 3.400092135 0.220937589
[250,] 3.287522438 3.400092135
[251,] 3.411913347 3.287522438
[252,] 2.351732592 3.411913347
[253,] 2.253653805 2.351732592
[254,] 1.843011380 2.253653805
[255,] 0.471702289 1.843011380
[256,] 0.503499259 0.471702289
[257,] 0.097881077 0.503499259
[258,] -0.133085589 0.097881077
[259,] -0.190470438 -0.133085589
[260,] 2.858832592 -0.190470438
[261,] 5.330687138 2.858832592
[262,] 4.193417441 5.330687138
[263,] 4.157208350 4.193417441
[264,] 4.482027596 4.157208350
[265,] 5.203748808 4.482027596
[266,] 3.037806384 5.203748808
[267,] 2.686497293 3.037806384
[268,] 0.639394262 2.686497293
[269,] 1.068576081 0.639394262
[270,] 0.966009414 1.068576081
[271,] 0.600424566 0.966009414
[272,] 1.041927596 0.600424566
[273,] 1.498182141 1.041927596
[274,] 2.799312444 1.498182141
[275,] 3.120803353 2.799312444
[276,] 2.276222599 3.120803353
[277,] 2.641643811 2.276222599
[278,] 1.287501387 2.641643811
[279,] 0.316692296 1.287501387
[280,] -0.500510734 0.316692296
[281,] -1.992928916 -0.500510734
[282,] -1.256695583 -1.992928916
[283,] 1.538219569 -1.256695583
[284,] 1.186722599 1.538219569
[285,] 2.202477145 1.186722599
[286,] 2.008707448 2.202477145
[287,] 1.842498357 2.008707448
[288,] 2.805817602 1.842498357
[289,] 3.496838815 2.805817602
[290,] 2.889596390 3.496838815
[291,] 2.304987299 2.889596390
[292,] 0.649184269 2.304987299
[293,] 0.777766087 0.649184269
[294,] 1.233599421 0.777766087
[295,] 2.190814572 1.233599421
[296,] 1.851517602 2.190814572
[297,] 0.956772148 1.851517602
[298,] 1.607002451 0.956772148
[299,] 1.755193360 1.607002451
[300,] 2.464312606 1.755193360
[301,] 2.237233818 2.464312606
[302,] 0.356391394 2.237233818
[303,] -0.441917697 0.356391394
[304,] -0.045720727 -0.441917697
[305,] -0.614538909 -0.045720727
[306,] -0.757505576 -0.614538909
[307,] -0.801090424 -0.757505576
[308,] -0.589387394 -0.801090424
[309,] -1.264332849 -0.589387394
[310,] -0.337902546 -1.264332849
[311,] -0.165711637 -0.337902546
[312,] 0.618907609 -0.165711637
[313,] -0.468771179 0.618907609
[314,] -1.099413603 -0.468771179
[315,] -0.672022694 -1.099413603
[316,] -1.369425724 -0.672022694
[317,] -1.847343906 -1.369425724
[318,] -2.377310573 -1.847343906
[319,] -1.627495421 -2.377310573
[320,] -0.161192391 -1.627495421
[321,] 1.881462155 -0.161192391
[322,] 1.039992458 1.881462155
[323,] 0.987283367 1.039992458
[324,] 0.886202613 0.987283367
[325,] -0.158876175 0.886202613
[326,] -1.371918600 -0.158876175
[327,] -1.770527691 -1.371918600
[328,] -1.961830721 -1.770527691
[329,] -2.258348903 -1.961830721
[330,] -2.294615569 -2.258348903
[331,] -0.705500418 -2.294615569
[332,] 0.993702613 -0.705500418
[333,] 1.669157158 0.993702613
[334,] 0.487387461 1.669157158
[335,] 0.293378370 0.487387461
[336,] -1.057802384 0.293378370
[337,] -1.943181172 -1.057802384
[338,] -3.096523596 -1.943181172
[339,] -3.616932687 -3.096523596
[340,] -6.012335717 -3.616932687
[341,] -4.856053899 -6.012335717
[342,] -4.430620566 -4.856053899
[343,] -2.201405414 -4.430620566
[344,] -2.103102384 -2.201405414
[345,] -1.101247839 -2.103102384
[346,] -1.489317536 -1.101247839
[347,] -1.572926627 -1.489317536
[348,] -1.712607381 -1.572926627
[349,] -3.068986169 -1.712607381
[350,] -2.834128593 -3.068986169
[351,] -3.602437684 -2.834128593
[352,] -3.791540714 -3.602437684
[353,] -3.775658896 -3.791540714
[354,] -2.755225563 -3.775658896
[355,] -1.220110411 -2.755225563
[356,] -0.725207381 -1.220110411
[357,] -0.814052835 -0.725207381
[358,] -0.433722532 -0.814052835
[359,] -0.864331623 -0.433722532
[360,] -1.351012377 -0.864331623
[361,] -2.360391165 -1.351012377
[362,] -2.348633590 -2.360391165
[363,] -2.075842680 -2.348633590
[364,] -1.868245711 -2.075842680
[365,] -2.050663893 -1.868245711
[366,] -0.509630559 -2.050663893
[367,] 0.133084592 -0.509630559
[368,] 1.123987623 0.133084592
[369,] 0.734642168 1.123987623
[370,] 0.279372471 0.734642168
[371,] -0.806736620 0.279372471
[372,] -1.934817374 -0.806736620
[373,] -4.306796162 -1.934817374
[374,] -4.872938586 -4.306796162
[375,] -5.234147677 -4.872938586
[376,] -5.734350707 -5.234147677
[377,] -6.104468889 -5.734350707
[378,] -5.609135556 -6.104468889
[379,] -4.269020404 -5.609135556
[380,] -3.560817374 -4.269020404
[381,] -3.140162829 -3.560817374
[382,] -3.995432526 -3.140162829
[383,] -4.041541617 -3.995432526
[384,] -5.949622371 -4.041541617
[385,] -6.461601159 -5.949622371
[386,] -6.927743583 -6.461601159
[387,] -6.978952674 -6.927743583
[388,] -7.519155704 -6.978952674
[389,] -7.329273886 -7.519155704
[390,] -6.863940553 -7.329273886
[391,] -6.413825401 -6.863940553
[392,] -6.465622371 -6.413825401
[393,] -6.794967825 -6.465622371
[394,] -7.620237522 -6.794967825
[395,] -7.776346613 -7.620237522
> z <- as.data.frame(dum1)
> z
lag(myerror, k = 1) myerror
1 -5.345641266 -5.812462478
2 -3.905783690 -5.345641266
3 -2.702092781 -3.905783690
4 -2.586595811 -2.702092781
5 -2.419313993 -2.586595811
6 -2.601480660 -2.419313993
7 -3.346465508 -2.601480660
8 -4.550662478 -3.346465508
9 -5.691107932 -4.550662478
10 -6.308177629 -5.691107932
11 -5.989486720 -6.308177629
12 -5.236167474 -5.989486720
13 -4.651246262 -5.236167474
14 -3.361288686 -4.651246262
15 -2.418497777 -3.361288686
16 -2.058300808 -2.418497777
17 -1.960618990 -2.058300808
18 -2.128785656 -1.960618990
19 -2.792970505 -2.128785656
20 -4.029967474 -2.792970505
21 -5.524012929 -4.029967474
22 -5.985282626 -5.524012929
23 -5.391991717 -5.985282626
24 -4.714272471 -5.391991717
25 -4.535151259 -4.714272471
26 -3.270593683 -4.535151259
27 -2.443202774 -3.270593683
28 -1.792305804 -2.443202774
29 -1.758923986 -1.792305804
30 -1.767890653 -1.758923986
31 -2.182975501 -1.767890653
32 -3.429872471 -2.182975501
33 -5.066717926 -3.429872471
34 -5.678787623 -5.066717926
35 -5.610796713 -5.678787623
36 -4.905077468 -5.610796713
37 -4.277556256 -4.905077468
38 -3.193398680 -4.277556256
39 -1.871107771 -3.193398680
40 -1.315910801 -1.871107771
41 -1.107928983 -1.315910801
42 -1.216795650 -1.107928983
43 -2.017780498 -1.216795650
44 -3.481077468 -2.017780498
45 -3.891322922 -3.481077468
46 -4.231192619 -3.891322922
47 -3.939001710 -4.231192619
48 -3.603582464 -3.939001710
49 -3.153761252 -3.603582464
50 -1.415703676 -3.153761252
51 -0.406612767 -1.415703676
52 -0.299915798 -0.406612767
53 -0.287633980 -0.299915798
54 -0.425500646 -0.287633980
55 -1.143285495 -0.425500646
56 -2.220982464 -1.143285495
57 -3.164727919 -2.220982464
58 -3.539297616 -3.164727919
59 -3.291606707 -3.539297616
60 -2.164387461 -3.291606707
61 -1.558166249 -2.164387461
62 -0.429408673 -1.558166249
63 0.674782236 -0.429408673
64 1.095679206 0.674782236
65 1.051661024 1.095679206
66 0.737994357 1.051661024
67 0.619009509 0.737994357
68 0.007812539 0.619009509
69 -0.784732916 0.007812539
70 -0.578602613 -0.784732916
71 -0.385511703 -0.578602613
72 -0.138892458 -0.385511703
73 -0.098171246 -0.138892458
74 0.088186330 -0.098171246
75 1.582777239 0.088186330
76 2.482174209 1.582777239
77 2.487256027 2.482174209
78 1.923689361 2.487256027
79 1.580104512 1.923689361
80 0.563107542 1.580104512
81 -0.216237912 0.563107542
82 -0.397907609 -0.216237912
83 -0.202716700 -0.397907609
84 0.277102546 -0.202716700
85 0.934823758 0.277102546
86 1.502581334 0.934823758
87 1.901772243 1.502581334
88 2.199869212 1.901772243
89 2.490851031 2.199869212
90 2.184184364 2.490851031
91 1.412099515 2.184184364
92 0.611002546 1.412099515
93 0.205557091 0.611002546
94 0.078287394 0.205557091
95 0.425878303 0.078287394
96 0.930197549 0.425878303
97 1.036818761 0.930197549
98 1.314976337 1.036818761
99 1.112967246 1.314976337
100 1.604464216 1.112967246
101 1.560846034 1.604464216
102 1.327679367 1.560846034
103 0.757894519 1.327679367
104 -0.056702451 0.757894519
105 -0.506047906 -0.056702451
106 -0.406317602 -0.506047906
107 -0.796126693 -0.406317602
108 -0.335707448 -0.796126693
109 -0.425286236 -0.335707448
110 0.089671340 -0.425286236
111 0.367862249 0.089671340
112 0.999159219 0.367862249
113 1.518341037 0.999159219
114 1.570374371 1.518341037
115 0.576289522 1.570374371
116 -0.440807448 0.576289522
117 -0.984352902 -0.440807448
118 -1.143922599 -0.984352902
119 -1.337731690 -1.143922599
120 -1.127212444 -1.337731690
121 -1.029991232 -1.127212444
122 -0.743633656 -1.029991232
123 1.226757253 -0.743633656
124 1.888454222 1.226757253
125 1.806436041 1.888454222
126 1.698069374 1.806436041
127 0.700184525 1.698069374
128 0.351387556 0.700184525
129 0.804642101 0.351387556
130 0.237572404 0.804642101
131 -0.211536687 0.237572404
132 0.181182559 -0.211536687
133 -0.224096229 0.181182559
134 -0.892238653 -0.224096229
135 0.271552256 -0.892238653
136 0.701249226 0.271552256
137 2.148031044 0.701249226
138 2.663164377 2.148031044
139 1.971479529 2.663164377
140 1.407882559 1.971479529
141 1.246037105 1.407882559
142 1.340667408 1.246037105
143 1.233058317 1.340667408
144 1.541677562 1.233058317
145 1.982698775 1.541677562
146 1.763256350 1.982698775
147 2.081447259 1.763256350
148 2.728044229 2.081447259
149 2.595526047 2.728044229
150 2.445859381 2.595526047
151 2.085774532 2.445859381
152 1.260077562 2.085774532
153 1.260832108 1.260077562
154 1.444762411 1.260832108
155 1.297353320 1.444762411
156 0.589672566 1.297353320
157 0.886293778 0.589672566
158 2.067951354 0.886293778
159 1.251642263 2.067951354
160 2.625239232 1.251642263
161 2.742321051 2.625239232
162 2.463354384 2.742321051
163 1.734569535 2.463354384
164 1.171572566 1.734569535
165 1.282227111 1.171572566
166 1.252457414 1.282227111
167 1.317648323 1.252457414
168 1.686467569 1.317648323
169 1.827488781 1.686467569
170 0.873346357 1.827488781
171 1.694937266 0.873346357
172 2.814134236 1.694937266
173 2.528416054 2.814134236
174 2.239049387 2.528416054
175 1.834564539 2.239049387
176 0.710067569 1.834564539
177 0.584722115 0.710067569
178 2.163452418 0.584722115
179 1.956043327 2.163452418
180 2.025262572 1.956043327
181 2.757983785 2.025262572
182 2.508941360 2.757983785
183 2.343732269 2.508941360
184 2.809929239 2.343732269
185 2.937211057 2.809929239
186 2.214244391 2.937211057
187 2.111159542 2.214244391
188 2.379262572 2.111159542
189 2.755017118 2.379262572
190 3.150547421 2.755017118
191 2.242538330 3.150547421
192 3.135157576 2.242538330
193 3.194878788 3.135157576
194 2.756636364 3.194878788
195 2.341227273 2.756636364
196 3.117624242 2.341227273
197 2.656406061 3.117624242
198 2.281239394 2.656406061
199 1.735754545 2.281239394
200 2.146757576 1.735754545
201 3.284812121 2.146757576
202 3.328642424 3.284812121
203 3.114533333 3.328642424
204 2.318152579 3.114533333
205 2.651573791 2.318152579
206 2.434131367 2.651573791
207 2.917822276 2.434131367
208 3.445219246 2.917822276
209 3.072501064 3.445219246
210 3.186334397 3.072501064
211 3.063949549 3.186334397
212 4.258252579 3.063949549
213 1.632307125 4.258252579
214 5.719337428 1.632307125
215 5.369128337 5.719337428
216 5.096247582 5.369128337
217 5.576968795 5.096247582
218 4.623426370 5.576968795
219 5.660817279 4.623426370
220 4.941514249 5.660817279
221 5.199096067 4.941514249
222 4.682529401 5.199096067
223 4.258244552 4.682529401
224 6.254547582 4.258244552
225 6.295802128 6.254547582
226 6.813232431 6.295802128
227 6.884623340 6.813232431
228 4.613542586 6.884623340
229 4.259263798 4.613542586
230 3.413721374 4.259263798
231 2.561412283 3.413721374
232 2.094109252 2.561412283
233 1.461291071 2.094109252
234 0.747924404 1.461291071
235 0.432939555 0.747924404
236 1.416042586 0.432939555
237 1.918597131 1.416042586
238 0.914427434 1.918597131
239 2.975018343 0.914427434
240 1.763737589 2.975018343
241 3.125758801 1.763737589
242 6.912216377 3.125758801
243 0.462907286 6.912216377
244 -0.482795744 0.462907286
245 0.163286074 -0.482795744
246 0.562919407 0.163286074
247 -0.424165441 0.562919407
248 0.220937589 -0.424165441
249 3.400092135 0.220937589
250 3.287522438 3.400092135
251 3.411913347 3.287522438
252 2.351732592 3.411913347
253 2.253653805 2.351732592
254 1.843011380 2.253653805
255 0.471702289 1.843011380
256 0.503499259 0.471702289
257 0.097881077 0.503499259
258 -0.133085589 0.097881077
259 -0.190470438 -0.133085589
260 2.858832592 -0.190470438
261 5.330687138 2.858832592
262 4.193417441 5.330687138
263 4.157208350 4.193417441
264 4.482027596 4.157208350
265 5.203748808 4.482027596
266 3.037806384 5.203748808
267 2.686497293 3.037806384
268 0.639394262 2.686497293
269 1.068576081 0.639394262
270 0.966009414 1.068576081
271 0.600424566 0.966009414
272 1.041927596 0.600424566
273 1.498182141 1.041927596
274 2.799312444 1.498182141
275 3.120803353 2.799312444
276 2.276222599 3.120803353
277 2.641643811 2.276222599
278 1.287501387 2.641643811
279 0.316692296 1.287501387
280 -0.500510734 0.316692296
281 -1.992928916 -0.500510734
282 -1.256695583 -1.992928916
283 1.538219569 -1.256695583
284 1.186722599 1.538219569
285 2.202477145 1.186722599
286 2.008707448 2.202477145
287 1.842498357 2.008707448
288 2.805817602 1.842498357
289 3.496838815 2.805817602
290 2.889596390 3.496838815
291 2.304987299 2.889596390
292 0.649184269 2.304987299
293 0.777766087 0.649184269
294 1.233599421 0.777766087
295 2.190814572 1.233599421
296 1.851517602 2.190814572
297 0.956772148 1.851517602
298 1.607002451 0.956772148
299 1.755193360 1.607002451
300 2.464312606 1.755193360
301 2.237233818 2.464312606
302 0.356391394 2.237233818
303 -0.441917697 0.356391394
304 -0.045720727 -0.441917697
305 -0.614538909 -0.045720727
306 -0.757505576 -0.614538909
307 -0.801090424 -0.757505576
308 -0.589387394 -0.801090424
309 -1.264332849 -0.589387394
310 -0.337902546 -1.264332849
311 -0.165711637 -0.337902546
312 0.618907609 -0.165711637
313 -0.468771179 0.618907609
314 -1.099413603 -0.468771179
315 -0.672022694 -1.099413603
316 -1.369425724 -0.672022694
317 -1.847343906 -1.369425724
318 -2.377310573 -1.847343906
319 -1.627495421 -2.377310573
320 -0.161192391 -1.627495421
321 1.881462155 -0.161192391
322 1.039992458 1.881462155
323 0.987283367 1.039992458
324 0.886202613 0.987283367
325 -0.158876175 0.886202613
326 -1.371918600 -0.158876175
327 -1.770527691 -1.371918600
328 -1.961830721 -1.770527691
329 -2.258348903 -1.961830721
330 -2.294615569 -2.258348903
331 -0.705500418 -2.294615569
332 0.993702613 -0.705500418
333 1.669157158 0.993702613
334 0.487387461 1.669157158
335 0.293378370 0.487387461
336 -1.057802384 0.293378370
337 -1.943181172 -1.057802384
338 -3.096523596 -1.943181172
339 -3.616932687 -3.096523596
340 -6.012335717 -3.616932687
341 -4.856053899 -6.012335717
342 -4.430620566 -4.856053899
343 -2.201405414 -4.430620566
344 -2.103102384 -2.201405414
345 -1.101247839 -2.103102384
346 -1.489317536 -1.101247839
347 -1.572926627 -1.489317536
348 -1.712607381 -1.572926627
349 -3.068986169 -1.712607381
350 -2.834128593 -3.068986169
351 -3.602437684 -2.834128593
352 -3.791540714 -3.602437684
353 -3.775658896 -3.791540714
354 -2.755225563 -3.775658896
355 -1.220110411 -2.755225563
356 -0.725207381 -1.220110411
357 -0.814052835 -0.725207381
358 -0.433722532 -0.814052835
359 -0.864331623 -0.433722532
360 -1.351012377 -0.864331623
361 -2.360391165 -1.351012377
362 -2.348633590 -2.360391165
363 -2.075842680 -2.348633590
364 -1.868245711 -2.075842680
365 -2.050663893 -1.868245711
366 -0.509630559 -2.050663893
367 0.133084592 -0.509630559
368 1.123987623 0.133084592
369 0.734642168 1.123987623
370 0.279372471 0.734642168
371 -0.806736620 0.279372471
372 -1.934817374 -0.806736620
373 -4.306796162 -1.934817374
374 -4.872938586 -4.306796162
375 -5.234147677 -4.872938586
376 -5.734350707 -5.234147677
377 -6.104468889 -5.734350707
378 -5.609135556 -6.104468889
379 -4.269020404 -5.609135556
380 -3.560817374 -4.269020404
381 -3.140162829 -3.560817374
382 -3.995432526 -3.140162829
383 -4.041541617 -3.995432526
384 -5.949622371 -4.041541617
385 -6.461601159 -5.949622371
386 -6.927743583 -6.461601159
387 -6.978952674 -6.927743583
388 -7.519155704 -6.978952674
389 -7.329273886 -7.519155704
390 -6.863940553 -7.329273886
391 -6.413825401 -6.863940553
392 -6.465622371 -6.413825401
393 -6.794967825 -6.465622371
394 -7.620237522 -6.794967825
395 -7.776346613 -7.620237522
> 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/7os9h1356032101.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/8syr51356032101.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/9r7881356032101.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/10i03x1356032101.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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
+ }
+ }
> myeq <- paste(myeq, ' + e[t]')
> a<-table.row.start(a)
> a<-table.element(a, myeq)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/11mrhg1356032101.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Variable',header=TRUE)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
> a<-table.element(a,'2-tail p-value',header=TRUE)
> a<-table.element(a,'1-tail p-value',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:k){
+ a<-table.row.start(a)
+ a<-table.element(a,rownames(mysum$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$coefficients[i,4]/2,6))
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/12rmw11356032101.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple R',1,TRUE)
> a<-table.element(a, sqrt(mysum$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$sigma)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
> a<-table.element(a, sum(myerror*myerror))
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/138l331356032102.tab")
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a, 'Time or Index', 1, TRUE)
> a<-table.element(a, 'Actuals', 1, TRUE)
> a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
> a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,i, 1, TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]-mysum$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/14apv91356032102.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/150fo81356032102.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/16peum1356032102.tab")
+ }
>
> try(system("convert tmp/1iecn1356032101.ps tmp/1iecn1356032101.png",intern=TRUE))
character(0)
> try(system("convert tmp/2hxde1356032101.ps tmp/2hxde1356032101.png",intern=TRUE))
character(0)
> try(system("convert tmp/3xeo61356032101.ps tmp/3xeo61356032101.png",intern=TRUE))
character(0)
> try(system("convert tmp/41dq21356032101.ps tmp/41dq21356032101.png",intern=TRUE))
character(0)
> try(system("convert tmp/5dqhu1356032101.ps tmp/5dqhu1356032101.png",intern=TRUE))
character(0)
> try(system("convert tmp/660231356032101.ps tmp/660231356032101.png",intern=TRUE))
character(0)
> try(system("convert tmp/7os9h1356032101.ps tmp/7os9h1356032101.png",intern=TRUE))
character(0)
> try(system("convert tmp/8syr51356032101.ps tmp/8syr51356032101.png",intern=TRUE))
character(0)
> try(system("convert tmp/9r7881356032101.ps tmp/9r7881356032101.png",intern=TRUE))
character(0)
> try(system("convert tmp/10i03x1356032101.ps tmp/10i03x1356032101.png",intern=TRUE))
character(0)
>
>
> proc.time()
user system elapsed
16.970 1.857 18.823