R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- array(list(4 + ,5 + ,8 + ,0 + ,11 + ,14 + ,16 + ,18 + ,4 + ,6 + ,7 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,6 + ,7 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,6 + ,7 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,6 + ,7 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,5 + ,7 + ,0 + ,11 + ,14 + ,15 + ,18 + ,4 + ,6 + ,7 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,6 + ,8 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,6 + ,7 + ,0 + ,11 + ,14 + ,16 + ,18 + ,4 + ,5 + ,7 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,5 + ,8 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,6 + ,7 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,6 + ,7 + ,0 + ,12 + ,14 + ,15 + ,17 + ,4 + ,5 + ,8 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,6 + ,7 + ,0 + ,12 + ,14 + ,15 + ,18 + ,4 + ,6 + ,8 + ,0 + ,12 + ,14 + ,15 + ,18 + ,4 + ,5 + ,8 + ,0 + ,12 + ,13 + ,15 + ,17 + ,4 + ,5 + ,8 + ,0 + ,11 + ,14 + ,16 + ,17 + ,4 + ,6 + ,7 + ,0 + ,11 + ,14 + ,16 + ,18 + ,4 + ,6 + ,8 + ,0 + ,12 + ,13 + ,15 + ,18 + ,4 + ,5 + ,7 + ,0 + ,11 + ,14 + ,15 + ,17 + ,4 + ,5 + ,7 + ,0 + ,12 + ,14 + ,15 + 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,0 + ,9 + ,11 + ,14 + ,16 + ,17 + ,2 + ,5 + ,0 + ,9 + ,12 + ,14 + ,15 + ,18 + ,2 + ,5 + ,0 + ,10 + ,12 + ,14 + ,15 + ,18 + ,2 + ,6 + ,0 + ,10 + ,11 + ,14 + ,16 + ,17 + ,2 + ,6 + ,0 + ,9 + ,11 + ,14 + ,16 + ,17 + ,2 + ,6 + ,0 + ,9 + ,12 + ,13 + ,16 + ,18 + ,2 + ,6 + ,0 + ,10 + ,12 + ,14 + ,16 + ,18 + ,2 + ,5 + ,0 + ,9 + ,11 + ,14 + ,16 + ,17 + ,2 + ,6 + ,0 + ,9 + ,11 + ,14 + ,15 + ,18 + ,2 + ,6 + ,0 + ,9 + ,11 + ,14 + ,15 + ,17 + ,2 + ,6 + ,0 + ,10 + ,11 + ,14 + ,16 + ,18 + ,2 + ,6 + ,0 + ,10 + ,12 + ,14 + ,16 + ,17 + ,2 + ,6 + ,0 + ,10 + ,11 + ,14 + ,16 + ,17 + ,2 + ,5 + ,0 + ,9 + ,11 + ,14 + ,16 + ,17 + ,2 + ,6 + ,0 + ,9 + ,11 + ,14 + ,15 + ,18 + ,2 + ,6 + ,0 + ,9 + ,11 + ,14 + ,16 + ,18 + ,2 + ,5 + ,0 + ,9 + ,12 + ,13 + ,16 + ,17 + ,2 + ,5 + ,0 + ,9 + ,12 + ,13 + ,15 + ,17 + ,2 + ,5 + ,0 + ,9 + ,12 + ,14 + ,16 + ,17) + ,dim=c(8 + ,154) + ,dimnames=list(c('Weeks' + ,'Uselimit' + ,'T40' + ,'T20' + ,'Used' + ,'CorrectAnalysis' + ,'Useful' + ,'Outcome ') + ,1:154)) > y <- array(NA,dim=c(8,154),dimnames=list(c('Weeks','Uselimit','T40','T20','Used','CorrectAnalysis','Useful','Outcome '),1:154)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '1' > par3 <- 'No Linear Trend' > par2 <- 'Do not include Seasonal Dummies' > par1 <- '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > library(lattice) > library(lmtest) Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from 'package:base': as.Date, as.Date.numeric > n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test > par1 <- as.numeric(par1) > x <- t(y) > k <- length(x[1,]) > n <- length(x[,1]) > x1 <- cbind(x[,par1], x[,1:k!=par1]) > mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1]) > colnames(x1) <- mycolnames #colnames(x)[par1] > x <- x1 > if (par3 == 'First Differences'){ + x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep=''))) + for (i in 1:n-1) { + for (j in 1:k) { + x2[i,j] <- x[i+1,j] - x[i,j] + } + } + x <- x2 + } > if (par2 == 'Include Monthly Dummies'){ + x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep =''))) + for (i in 1:11){ + x2[seq(i,n,12),i] <- 1 + } + x <- cbind(x, x2) + } > if (par2 == 'Include Quarterly Dummies'){ + x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep =''))) + for (i in 1:3){ + x2[seq(i,n,4),i] <- 1 + } + x <- cbind(x, x2) + } > k <- length(x[1,]) > if (par3 == 'Linear Trend'){ + x <- cbind(x, c(1:n)) + colnames(x)[k+1] <- 't' + } > x Weeks Uselimit T40 T20 Used CorrectAnalysis Useful Outcome\r\r 1 4 5 8 0 11 14 16 18 2 4 6 7 0 11 14 16 17 3 4 6 7 0 11 14 16 17 4 4 6 7 0 11 14 16 17 5 4 6 7 0 11 14 16 17 6 4 5 7 0 11 14 15 18 7 4 6 7 0 11 14 16 17 8 4 6 8 0 11 14 16 17 9 4 6 7 0 11 14 16 18 10 4 5 7 0 11 14 16 17 11 4 5 8 0 11 14 16 17 12 4 6 7 0 11 14 16 17 13 4 6 7 0 12 14 15 17 14 4 5 8 0 11 14 16 17 15 4 6 7 0 12 14 15 18 16 4 6 8 0 12 14 15 18 17 4 5 8 0 12 13 15 17 18 4 5 8 0 11 14 16 17 19 4 6 7 0 11 14 16 18 20 4 6 8 0 12 13 15 18 21 4 5 7 0 11 14 15 17 22 4 5 7 0 12 14 15 18 23 4 6 7 0 11 14 15 18 24 4 5 7 0 11 14 15 18 25 4 6 8 0 12 14 16 18 26 4 6 7 0 12 14 15 17 27 4 5 7 0 11 14 16 18 28 4 6 7 0 12 14 16 17 29 4 6 7 0 11 14 16 18 30 4 6 7 0 11 14 15 17 31 4 6 7 0 11 14 16 17 32 4 5 7 0 11 14 16 17 33 4 5 7 0 11 14 15 17 34 4 6 8 0 11 14 16 18 35 4 6 7 0 11 14 16 17 36 4 6 7 0 11 14 16 17 37 4 5 8 0 12 14 15 17 38 4 6 7 0 12 14 16 18 39 4 6 7 0 11 14 15 18 40 4 6 8 0 11 14 15 17 41 4 6 7 0 12 13 15 18 42 4 6 7 0 12 14 16 18 43 4 5 7 0 11 14 15 18 44 4 5 8 0 11 14 16 17 45 4 6 7 0 11 14 15 17 46 4 6 7 0 11 14 15 18 47 4 6 7 0 11 14 16 17 48 4 6 7 0 11 14 16 18 49 4 6 7 0 11 14 15 18 50 4 6 7 0 11 14 16 17 51 4 6 8 0 12 14 16 17 52 4 5 8 0 12 13 15 17 53 4 6 7 0 11 14 16 18 54 4 6 7 0 12 13 16 17 55 4 6 7 0 11 14 16 17 56 4 6 8 0 12 14 16 18 57 4 6 7 0 12 14 15 18 58 4 6 7 0 11 14 16 18 59 4 6 7 0 11 14 16 18 60 4 5 8 0 12 13 15 18 61 4 5 8 0 11 14 16 18 62 4 6 7 0 12 14 15 17 63 4 6 7 0 11 14 16 17 64 4 5 8 0 11 14 16 18 65 4 6 7 0 11 14 16 17 66 4 6 7 0 11 14 16 17 67 4 6 8 0 12 13 15 17 68 4 5 7 0 11 14 16 17 69 4 6 7 0 11 14 16 18 70 4 6 7 0 12 14 16 17 71 4 6 7 0 11 14 16 17 72 4 6 7 0 11 14 16 18 73 4 6 7 0 12 14 16 18 74 4 5 7 0 12 14 16 17 75 4 6 7 0 11 14 16 18 76 4 6 8 0 11 14 15 18 77 4 6 7 0 11 14 16 18 78 4 6 7 0 12 14 15 18 79 4 6 8 0 12 13 16 18 80 4 6 8 0 11 14 15 17 81 4 6 7 0 11 14 16 17 82 4 5 7 0 12 14 16 18 83 4 6 7 0 11 14 16 17 84 4 6 7 0 12 13 16 17 85 4 6 7 0 11 14 15 18 86 4 5 7 0 11 14 16 17 87 2 5 0 9 11 14 16 18 88 2 5 0 10 12 14 16 18 89 2 6 0 9 11 14 16 17 90 2 6 0 9 11 14 16 18 91 2 6 0 9 11 14 15 17 92 2 5 0 10 11 14 16 17 93 2 5 0 9 11 14 15 17 94 2 6 0 9 11 14 16 17 95 2 6 0 10 11 14 16 17 96 2 6 0 9 11 14 16 18 97 2 5 0 10 11 14 16 17 98 2 6 0 9 11 14 16 17 99 2 5 0 9 11 14 16 17 100 2 6 0 9 11 14 16 18 101 2 5 0 9 11 14 16 18 102 2 6 0 9 11 14 16 17 103 2 6 0 9 11 14 16 17 104 2 6 0 9 11 14 16 17 105 2 6 0 10 12 14 16 17 106 2 6 0 9 11 14 16 17 107 2 6 0 9 11 14 16 17 108 2 5 0 10 12 14 16 17 109 2 6 0 9 11 14 16 17 110 2 5 0 9 11 14 16 17 111 2 5 0 10 12 14 15 17 112 2 6 0 10 11 14 16 17 113 2 6 0 9 12 14 16 17 114 2 5 0 10 12 14 16 17 115 2 5 0 9 11 14 16 17 116 2 6 0 9 11 14 16 17 117 2 5 0 9 11 14 16 18 118 2 5 0 9 11 14 16 17 119 2 6 0 9 11 14 16 17 120 2 6 0 9 11 14 16 18 121 2 5 0 9 11 14 16 17 122 2 6 0 9 11 14 16 17 123 2 5 0 10 12 14 16 17 124 2 6 0 9 12 14 15 18 125 2 6 0 9 11 14 16 18 126 2 6 0 10 11 14 16 17 127 2 6 0 9 11 14 15 17 128 2 6 0 9 11 14 16 18 129 2 6 0 9 11 14 16 17 130 2 6 0 9 11 14 16 18 131 2 5 0 9 11 14 16 17 132 2 5 0 9 11 14 16 18 133 2 5 0 9 12 14 16 17 134 2 6 0 9 11 14 16 17 135 2 6 0 9 11 14 16 17 136 2 6 0 9 11 14 16 17 137 2 5 0 9 12 14 15 18 138 2 5 0 10 12 14 15 18 139 2 6 0 10 11 14 16 17 140 2 6 0 9 11 14 16 17 141 2 6 0 9 12 13 16 18 142 2 6 0 10 12 14 16 18 143 2 5 0 9 11 14 16 17 144 2 6 0 9 11 14 15 18 145 2 6 0 9 11 14 15 17 146 2 6 0 10 11 14 16 18 147 2 6 0 10 12 14 16 17 148 2 6 0 10 11 14 16 17 149 2 5 0 9 11 14 16 17 150 2 6 0 9 11 14 15 18 151 2 6 0 9 11 14 16 18 152 2 5 0 9 12 13 16 17 153 2 5 0 9 12 13 15 17 154 2 5 0 9 12 14 16 17 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Uselimit T40 T20 2.143564 0.006918 0.087269 -0.147468 Used CorrectAnalysis Useful `Outcome\\r\\r` 0.031676 0.058591 0.008312 -0.007012 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -0.097403 -0.038631 -0.003121 0.028555 0.114119 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.143564 0.378771 5.659 7.79e-08 *** Uselimit 0.006918 0.008871 0.780 0.436761 T40 0.087269 0.010604 8.230 9.53e-14 *** T20 -0.147468 0.008351 -17.659 < 2e-16 *** Used 0.031676 0.010350 3.060 0.002631 ** CorrectAnalysis 0.058591 0.017052 3.436 0.000769 *** Useful 0.008312 0.009762 0.852 0.395882 `Outcome\\r\\r` -0.007012 0.008473 -0.828 0.409275 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.0499 on 146 degrees of freedom Multiple R-squared: 0.9976, Adjusted R-squared: 0.9975 F-statistic: 8695 on 7 and 146 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,] 8.914512e-46 1.782902e-45 1.000000e+00 [2,] 1.466101e-56 2.932203e-56 1.000000e+00 [3,] 5.910518e-81 1.182104e-80 1.000000e+00 [4,] 8.344502e-84 1.668900e-83 1.000000e+00 [5,] 1.490286e-97 2.980571e-97 1.000000e+00 [6,] 0.000000e+00 0.000000e+00 1.000000e+00 [7,] 1.136661e-135 2.273322e-135 1.000000e+00 [8,] 2.015727e-140 4.031454e-140 1.000000e+00 [9,] 4.334469e-153 8.668939e-153 1.000000e+00 [10,] 7.684970e-176 1.536994e-175 1.000000e+00 [11,] 5.737216e-207 1.147443e-206 1.000000e+00 [12,] 1.490664e-197 2.981328e-197 1.000000e+00 [13,] 6.984912e-208 1.396982e-207 1.000000e+00 [14,] 1.012127e-224 2.024254e-224 1.000000e+00 [15,] 1.207731e-241 2.415462e-241 1.000000e+00 [16,] 3.090529e-281 6.181058e-281 1.000000e+00 [17,] 2.450534e-268 4.901069e-268 1.000000e+00 [18,] 1.656940e-277 3.313880e-277 1.000000e+00 [19,] 2.474432e-296 4.948865e-296 1.000000e+00 [20,] 3.140693e-311 6.281386e-311 1.000000e+00 [21,] 3.235023e-317 6.470046e-317 1.000000e+00 [22,] 0.000000e+00 0.000000e+00 1.000000e+00 [23,] 0.000000e+00 0.000000e+00 1.000000e+00 [24,] 0.000000e+00 0.000000e+00 1.000000e+00 [25,] 0.000000e+00 0.000000e+00 1.000000e+00 [26,] 0.000000e+00 0.000000e+00 1.000000e+00 [27,] 0.000000e+00 0.000000e+00 1.000000e+00 [28,] 0.000000e+00 0.000000e+00 1.000000e+00 [29,] 0.000000e+00 0.000000e+00 1.000000e+00 [30,] 0.000000e+00 0.000000e+00 1.000000e+00 [31,] 0.000000e+00 0.000000e+00 1.000000e+00 [32,] 0.000000e+00 0.000000e+00 1.000000e+00 [33,] 0.000000e+00 0.000000e+00 1.000000e+00 [34,] 0.000000e+00 0.000000e+00 1.000000e+00 [35,] 0.000000e+00 0.000000e+00 1.000000e+00 [36,] 0.000000e+00 0.000000e+00 1.000000e+00 [37,] 0.000000e+00 0.000000e+00 1.000000e+00 [38,] 0.000000e+00 0.000000e+00 1.000000e+00 [39,] 0.000000e+00 0.000000e+00 1.000000e+00 [40,] 0.000000e+00 0.000000e+00 1.000000e+00 [41,] 0.000000e+00 0.000000e+00 1.000000e+00 [42,] 0.000000e+00 0.000000e+00 1.000000e+00 [43,] 0.000000e+00 0.000000e+00 1.000000e+00 [44,] 0.000000e+00 0.000000e+00 1.000000e+00 [45,] 0.000000e+00 0.000000e+00 1.000000e+00 [46,] 0.000000e+00 0.000000e+00 1.000000e+00 [47,] 0.000000e+00 0.000000e+00 1.000000e+00 [48,] 0.000000e+00 0.000000e+00 1.000000e+00 [49,] 0.000000e+00 0.000000e+00 1.000000e+00 [50,] 0.000000e+00 0.000000e+00 1.000000e+00 [51,] 0.000000e+00 0.000000e+00 1.000000e+00 [52,] 0.000000e+00 0.000000e+00 1.000000e+00 [53,] 0.000000e+00 0.000000e+00 1.000000e+00 [54,] 0.000000e+00 0.000000e+00 1.000000e+00 [55,] 0.000000e+00 0.000000e+00 1.000000e+00 [56,] 0.000000e+00 0.000000e+00 1.000000e+00 [57,] 0.000000e+00 0.000000e+00 1.000000e+00 [58,] 0.000000e+00 0.000000e+00 1.000000e+00 [59,] 0.000000e+00 0.000000e+00 1.000000e+00 [60,] 0.000000e+00 0.000000e+00 1.000000e+00 [61,] 0.000000e+00 0.000000e+00 1.000000e+00 [62,] 0.000000e+00 0.000000e+00 1.000000e+00 [63,] 0.000000e+00 0.000000e+00 1.000000e+00 [64,] 0.000000e+00 0.000000e+00 1.000000e+00 [65,] 0.000000e+00 0.000000e+00 1.000000e+00 [66,] 0.000000e+00 0.000000e+00 1.000000e+00 [67,] 0.000000e+00 0.000000e+00 1.000000e+00 [68,] 0.000000e+00 0.000000e+00 1.000000e+00 [69,] 0.000000e+00 0.000000e+00 1.000000e+00 [70,] 1.000000e+00 9.847788e-81 4.923894e-81 [71,] 9.999866e-01 2.689682e-05 1.344841e-05 [72,] 9.999941e-01 1.177842e-05 5.889209e-06 [73,] 1.000000e+00 1.768602e-44 8.843011e-45 [74,] 2.090071e-16 4.180143e-16 1.000000e+00 [75,] 1.000000e+00 4.809443e-78 2.404721e-78 [76,] 1.000000e+00 1.725567e-18 8.627835e-19 [77,] 7.396545e-20 1.479309e-19 1.000000e+00 [78,] 1.000000e+00 0.000000e+00 0.000000e+00 [79,] 1.000000e+00 0.000000e+00 0.000000e+00 [80,] 1.000000e+00 0.000000e+00 0.000000e+00 [81,] 1.000000e+00 0.000000e+00 0.000000e+00 [82,] 1.000000e+00 0.000000e+00 0.000000e+00 [83,] 1.000000e+00 0.000000e+00 0.000000e+00 [84,] 1.000000e+00 0.000000e+00 0.000000e+00 [85,] 1.000000e+00 0.000000e+00 0.000000e+00 [86,] 1.000000e+00 0.000000e+00 0.000000e+00 [87,] 1.000000e+00 0.000000e+00 0.000000e+00 [88,] 1.000000e+00 0.000000e+00 0.000000e+00 [89,] 1.000000e+00 0.000000e+00 0.000000e+00 [90,] 1.000000e+00 0.000000e+00 0.000000e+00 [91,] 1.000000e+00 0.000000e+00 0.000000e+00 [92,] 1.000000e+00 0.000000e+00 0.000000e+00 [93,] 1.000000e+00 0.000000e+00 0.000000e+00 [94,] 1.000000e+00 0.000000e+00 0.000000e+00 [95,] 1.000000e+00 0.000000e+00 0.000000e+00 [96,] 1.000000e+00 0.000000e+00 0.000000e+00 [97,] 1.000000e+00 0.000000e+00 0.000000e+00 [98,] 1.000000e+00 0.000000e+00 0.000000e+00 [99,] 1.000000e+00 0.000000e+00 0.000000e+00 [100,] 1.000000e+00 0.000000e+00 0.000000e+00 [101,] 1.000000e+00 0.000000e+00 0.000000e+00 [102,] 1.000000e+00 0.000000e+00 0.000000e+00 [103,] 1.000000e+00 0.000000e+00 0.000000e+00 [104,] 1.000000e+00 0.000000e+00 0.000000e+00 [105,] 1.000000e+00 0.000000e+00 0.000000e+00 [106,] 1.000000e+00 0.000000e+00 0.000000e+00 [107,] 1.000000e+00 0.000000e+00 0.000000e+00 [108,] 1.000000e+00 0.000000e+00 0.000000e+00 [109,] 1.000000e+00 0.000000e+00 0.000000e+00 [110,] 1.000000e+00 0.000000e+00 0.000000e+00 [111,] 1.000000e+00 0.000000e+00 0.000000e+00 [112,] 1.000000e+00 0.000000e+00 0.000000e+00 [113,] 1.000000e+00 3.952525e-323 1.976263e-323 [114,] 1.000000e+00 6.527753e-316 3.263877e-316 [115,] 1.000000e+00 3.907568e-301 1.953784e-301 [116,] 1.000000e+00 1.505264e-282 7.526319e-283 [117,] 1.000000e+00 1.227816e-272 6.139080e-273 [118,] 1.000000e+00 5.740197e-285 2.870098e-285 [119,] 1.000000e+00 2.503507e-245 1.251753e-245 [120,] 1.000000e+00 8.135137e-228 4.067568e-228 [121,] 1.000000e+00 1.056210e-211 5.281050e-212 [122,] 1.000000e+00 1.348760e-200 6.743800e-201 [123,] 1.000000e+00 3.545410e-209 1.772705e-209 [124,] 1.000000e+00 8.094817e-178 4.047408e-178 [125,] 1.000000e+00 5.713641e-155 2.856820e-155 [126,] 1.000000e+00 1.819529e-142 9.097646e-143 [127,] 1.000000e+00 1.329989e-138 6.649946e-139 [128,] 1.000000e+00 0.000000e+00 0.000000e+00 [129,] 1.000000e+00 5.507852e-99 2.753926e-99 [130,] 1.000000e+00 1.598957e-85 7.994787e-86 [131,] 1.000000e+00 9.996366e-82 4.998183e-82 [132,] 1.000000e+00 6.219205e-57 3.109603e-57 [133,] 1.000000e+00 6.471392e-46 3.235696e-46 > postscript(file="/var/fisher/rcomp/tmp/1pp6n1356045832.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$resid) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/24unh1356045832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$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/36ra31356045832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4ikzt1356045832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/59zrj1356045832.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 = 154 Frequency = 1 1 2 3 4 5 6 -0.051796575 0.021542868 0.021542868 0.021542868 0.021542868 0.043784838 7 8 9 10 11 12 0.021542868 -0.065726542 0.028554740 0.028460963 -0.058808447 0.021542868 13 14 15 16 17 18 -0.001821116 -0.058808447 0.005190756 -0.082078654 -0.023581505 -0.058808447 19 20 21 22 23 24 0.028554740 -0.023487728 0.036772966 0.012108851 0.036866743 0.043784838 25 26 27 28 29 30 -0.090390657 -0.001821116 0.035472835 -0.010133119 0.028554740 0.029854871 31 32 33 34 35 36 0.021542868 0.028460963 0.036772966 -0.058714670 0.021542868 0.021542868 37 38 39 40 41 42 -0.082172431 -0.003121247 0.036866743 -0.057414539 0.063781682 -0.003121247 43 44 45 46 47 48 0.043784838 -0.058808447 0.029854871 0.036866743 0.021542868 0.028554740 49 50 51 52 53 54 0.036866743 0.021542868 -0.097402529 -0.023581505 0.028554740 0.048457806 55 56 57 58 59 60 0.021542868 -0.090390657 0.005190756 0.028554740 0.028554740 -0.016569633 61 62 63 64 65 66 -0.051796575 -0.001821116 0.021542868 -0.051796575 0.021542868 0.021542868 67 68 69 70 71 72 -0.030499601 0.028460963 0.028554740 -0.010133119 0.021542868 0.028554740 73 74 75 76 77 78 -0.003121247 -0.003215024 0.028554740 -0.050402667 0.028554740 0.005190756 79 80 81 82 83 84 -0.031799731 -0.057414539 0.021542868 0.003796848 0.021542868 0.048457806 85 86 87 88 89 90 0.036866743 0.028460963 -0.026430856 0.089360983 -0.040360824 -0.033348952 91 92 93 94 95 96 -0.032048821 0.114025098 -0.025130726 -0.040360824 0.107107003 -0.033348952 97 98 99 100 101 102 0.114025098 -0.040360824 -0.033442729 -0.033348952 -0.026430856 -0.040360824 103 104 105 106 107 108 -0.040360824 -0.040360824 0.075431015 -0.040360824 -0.040360824 0.082349111 109 110 111 112 113 114 -0.040360824 -0.033442729 0.090661114 0.107107003 -0.072036811 0.082349111 115 116 117 118 119 120 -0.033442729 -0.040360824 -0.026430856 -0.033442729 -0.040360824 -0.033348952 121 122 123 124 125 126 -0.033442729 -0.040360824 0.082349111 -0.056712936 -0.033348952 0.107107003 127 128 129 130 131 132 -0.032048821 -0.033348952 -0.040360824 -0.033348952 -0.033442729 -0.026430856 133 134 135 136 137 138 -0.065118716 -0.040360824 -0.040360824 -0.040360824 -0.049794841 0.097672986 139 140 141 142 143 144 0.107107003 -0.040360824 -0.006434013 0.082442888 -0.033442729 -0.025036949 145 146 147 148 149 150 -0.032048821 0.114118875 0.075431015 0.107107003 -0.033442729 -0.025036949 151 152 153 154 -0.033348952 -0.006527790 0.001784213 -0.065118716 > postscript(file="/var/fisher/rcomp/tmp/6q5xj1356045832.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 = 154 Frequency = 1 lag(myerror, k = 1) myerror 0 -0.051796575 NA 1 0.021542868 -0.051796575 2 0.021542868 0.021542868 3 0.021542868 0.021542868 4 0.021542868 0.021542868 5 0.043784838 0.021542868 6 0.021542868 0.043784838 7 -0.065726542 0.021542868 8 0.028554740 -0.065726542 9 0.028460963 0.028554740 10 -0.058808447 0.028460963 11 0.021542868 -0.058808447 12 -0.001821116 0.021542868 13 -0.058808447 -0.001821116 14 0.005190756 -0.058808447 15 -0.082078654 0.005190756 16 -0.023581505 -0.082078654 17 -0.058808447 -0.023581505 18 0.028554740 -0.058808447 19 -0.023487728 0.028554740 20 0.036772966 -0.023487728 21 0.012108851 0.036772966 22 0.036866743 0.012108851 23 0.043784838 0.036866743 24 -0.090390657 0.043784838 25 -0.001821116 -0.090390657 26 0.035472835 -0.001821116 27 -0.010133119 0.035472835 28 0.028554740 -0.010133119 29 0.029854871 0.028554740 30 0.021542868 0.029854871 31 0.028460963 0.021542868 32 0.036772966 0.028460963 33 -0.058714670 0.036772966 34 0.021542868 -0.058714670 35 0.021542868 0.021542868 36 -0.082172431 0.021542868 37 -0.003121247 -0.082172431 38 0.036866743 -0.003121247 39 -0.057414539 0.036866743 40 0.063781682 -0.057414539 41 -0.003121247 0.063781682 42 0.043784838 -0.003121247 43 -0.058808447 0.043784838 44 0.029854871 -0.058808447 45 0.036866743 0.029854871 46 0.021542868 0.036866743 47 0.028554740 0.021542868 48 0.036866743 0.028554740 49 0.021542868 0.036866743 50 -0.097402529 0.021542868 51 -0.023581505 -0.097402529 52 0.028554740 -0.023581505 53 0.048457806 0.028554740 54 0.021542868 0.048457806 55 -0.090390657 0.021542868 56 0.005190756 -0.090390657 57 0.028554740 0.005190756 58 0.028554740 0.028554740 59 -0.016569633 0.028554740 60 -0.051796575 -0.016569633 61 -0.001821116 -0.051796575 62 0.021542868 -0.001821116 63 -0.051796575 0.021542868 64 0.021542868 -0.051796575 65 0.021542868 0.021542868 66 -0.030499601 0.021542868 67 0.028460963 -0.030499601 68 0.028554740 0.028460963 69 -0.010133119 0.028554740 70 0.021542868 -0.010133119 71 0.028554740 0.021542868 72 -0.003121247 0.028554740 73 -0.003215024 -0.003121247 74 0.028554740 -0.003215024 75 -0.050402667 0.028554740 76 0.028554740 -0.050402667 77 0.005190756 0.028554740 78 -0.031799731 0.005190756 79 -0.057414539 -0.031799731 80 0.021542868 -0.057414539 81 0.003796848 0.021542868 82 0.021542868 0.003796848 83 0.048457806 0.021542868 84 0.036866743 0.048457806 85 0.028460963 0.036866743 86 -0.026430856 0.028460963 87 0.089360983 -0.026430856 88 -0.040360824 0.089360983 89 -0.033348952 -0.040360824 90 -0.032048821 -0.033348952 91 0.114025098 -0.032048821 92 -0.025130726 0.114025098 93 -0.040360824 -0.025130726 94 0.107107003 -0.040360824 95 -0.033348952 0.107107003 96 0.114025098 -0.033348952 97 -0.040360824 0.114025098 98 -0.033442729 -0.040360824 99 -0.033348952 -0.033442729 100 -0.026430856 -0.033348952 101 -0.040360824 -0.026430856 102 -0.040360824 -0.040360824 103 -0.040360824 -0.040360824 104 0.075431015 -0.040360824 105 -0.040360824 0.075431015 106 -0.040360824 -0.040360824 107 0.082349111 -0.040360824 108 -0.040360824 0.082349111 109 -0.033442729 -0.040360824 110 0.090661114 -0.033442729 111 0.107107003 0.090661114 112 -0.072036811 0.107107003 113 0.082349111 -0.072036811 114 -0.033442729 0.082349111 115 -0.040360824 -0.033442729 116 -0.026430856 -0.040360824 117 -0.033442729 -0.026430856 118 -0.040360824 -0.033442729 119 -0.033348952 -0.040360824 120 -0.033442729 -0.033348952 121 -0.040360824 -0.033442729 122 0.082349111 -0.040360824 123 -0.056712936 0.082349111 124 -0.033348952 -0.056712936 125 0.107107003 -0.033348952 126 -0.032048821 0.107107003 127 -0.033348952 -0.032048821 128 -0.040360824 -0.033348952 129 -0.033348952 -0.040360824 130 -0.033442729 -0.033348952 131 -0.026430856 -0.033442729 132 -0.065118716 -0.026430856 133 -0.040360824 -0.065118716 134 -0.040360824 -0.040360824 135 -0.040360824 -0.040360824 136 -0.049794841 -0.040360824 137 0.097672986 -0.049794841 138 0.107107003 0.097672986 139 -0.040360824 0.107107003 140 -0.006434013 -0.040360824 141 0.082442888 -0.006434013 142 -0.033442729 0.082442888 143 -0.025036949 -0.033442729 144 -0.032048821 -0.025036949 145 0.114118875 -0.032048821 146 0.075431015 0.114118875 147 0.107107003 0.075431015 148 -0.033442729 0.107107003 149 -0.025036949 -0.033442729 150 -0.033348952 -0.025036949 151 -0.006527790 -0.033348952 152 0.001784213 -0.006527790 153 -0.065118716 0.001784213 154 NA -0.065118716 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] 0.021542868 -0.051796575 [2,] 0.021542868 0.021542868 [3,] 0.021542868 0.021542868 [4,] 0.021542868 0.021542868 [5,] 0.043784838 0.021542868 [6,] 0.021542868 0.043784838 [7,] -0.065726542 0.021542868 [8,] 0.028554740 -0.065726542 [9,] 0.028460963 0.028554740 [10,] -0.058808447 0.028460963 [11,] 0.021542868 -0.058808447 [12,] -0.001821116 0.021542868 [13,] -0.058808447 -0.001821116 [14,] 0.005190756 -0.058808447 [15,] -0.082078654 0.005190756 [16,] -0.023581505 -0.082078654 [17,] -0.058808447 -0.023581505 [18,] 0.028554740 -0.058808447 [19,] -0.023487728 0.028554740 [20,] 0.036772966 -0.023487728 [21,] 0.012108851 0.036772966 [22,] 0.036866743 0.012108851 [23,] 0.043784838 0.036866743 [24,] -0.090390657 0.043784838 [25,] -0.001821116 -0.090390657 [26,] 0.035472835 -0.001821116 [27,] -0.010133119 0.035472835 [28,] 0.028554740 -0.010133119 [29,] 0.029854871 0.028554740 [30,] 0.021542868 0.029854871 [31,] 0.028460963 0.021542868 [32,] 0.036772966 0.028460963 [33,] -0.058714670 0.036772966 [34,] 0.021542868 -0.058714670 [35,] 0.021542868 0.021542868 [36,] -0.082172431 0.021542868 [37,] -0.003121247 -0.082172431 [38,] 0.036866743 -0.003121247 [39,] -0.057414539 0.036866743 [40,] 0.063781682 -0.057414539 [41,] -0.003121247 0.063781682 [42,] 0.043784838 -0.003121247 [43,] -0.058808447 0.043784838 [44,] 0.029854871 -0.058808447 [45,] 0.036866743 0.029854871 [46,] 0.021542868 0.036866743 [47,] 0.028554740 0.021542868 [48,] 0.036866743 0.028554740 [49,] 0.021542868 0.036866743 [50,] -0.097402529 0.021542868 [51,] -0.023581505 -0.097402529 [52,] 0.028554740 -0.023581505 [53,] 0.048457806 0.028554740 [54,] 0.021542868 0.048457806 [55,] -0.090390657 0.021542868 [56,] 0.005190756 -0.090390657 [57,] 0.028554740 0.005190756 [58,] 0.028554740 0.028554740 [59,] -0.016569633 0.028554740 [60,] -0.051796575 -0.016569633 [61,] -0.001821116 -0.051796575 [62,] 0.021542868 -0.001821116 [63,] -0.051796575 0.021542868 [64,] 0.021542868 -0.051796575 [65,] 0.021542868 0.021542868 [66,] -0.030499601 0.021542868 [67,] 0.028460963 -0.030499601 [68,] 0.028554740 0.028460963 [69,] -0.010133119 0.028554740 [70,] 0.021542868 -0.010133119 [71,] 0.028554740 0.021542868 [72,] -0.003121247 0.028554740 [73,] -0.003215024 -0.003121247 [74,] 0.028554740 -0.003215024 [75,] -0.050402667 0.028554740 [76,] 0.028554740 -0.050402667 [77,] 0.005190756 0.028554740 [78,] -0.031799731 0.005190756 [79,] -0.057414539 -0.031799731 [80,] 0.021542868 -0.057414539 [81,] 0.003796848 0.021542868 [82,] 0.021542868 0.003796848 [83,] 0.048457806 0.021542868 [84,] 0.036866743 0.048457806 [85,] 0.028460963 0.036866743 [86,] -0.026430856 0.028460963 [87,] 0.089360983 -0.026430856 [88,] -0.040360824 0.089360983 [89,] -0.033348952 -0.040360824 [90,] -0.032048821 -0.033348952 [91,] 0.114025098 -0.032048821 [92,] -0.025130726 0.114025098 [93,] -0.040360824 -0.025130726 [94,] 0.107107003 -0.040360824 [95,] -0.033348952 0.107107003 [96,] 0.114025098 -0.033348952 [97,] -0.040360824 0.114025098 [98,] -0.033442729 -0.040360824 [99,] -0.033348952 -0.033442729 [100,] -0.026430856 -0.033348952 [101,] -0.040360824 -0.026430856 [102,] -0.040360824 -0.040360824 [103,] -0.040360824 -0.040360824 [104,] 0.075431015 -0.040360824 [105,] -0.040360824 0.075431015 [106,] -0.040360824 -0.040360824 [107,] 0.082349111 -0.040360824 [108,] -0.040360824 0.082349111 [109,] -0.033442729 -0.040360824 [110,] 0.090661114 -0.033442729 [111,] 0.107107003 0.090661114 [112,] -0.072036811 0.107107003 [113,] 0.082349111 -0.072036811 [114,] -0.033442729 0.082349111 [115,] -0.040360824 -0.033442729 [116,] -0.026430856 -0.040360824 [117,] -0.033442729 -0.026430856 [118,] -0.040360824 -0.033442729 [119,] -0.033348952 -0.040360824 [120,] -0.033442729 -0.033348952 [121,] -0.040360824 -0.033442729 [122,] 0.082349111 -0.040360824 [123,] -0.056712936 0.082349111 [124,] -0.033348952 -0.056712936 [125,] 0.107107003 -0.033348952 [126,] -0.032048821 0.107107003 [127,] -0.033348952 -0.032048821 [128,] -0.040360824 -0.033348952 [129,] -0.033348952 -0.040360824 [130,] -0.033442729 -0.033348952 [131,] -0.026430856 -0.033442729 [132,] -0.065118716 -0.026430856 [133,] -0.040360824 -0.065118716 [134,] -0.040360824 -0.040360824 [135,] -0.040360824 -0.040360824 [136,] -0.049794841 -0.040360824 [137,] 0.097672986 -0.049794841 [138,] 0.107107003 0.097672986 [139,] -0.040360824 0.107107003 [140,] -0.006434013 -0.040360824 [141,] 0.082442888 -0.006434013 [142,] -0.033442729 0.082442888 [143,] -0.025036949 -0.033442729 [144,] -0.032048821 -0.025036949 [145,] 0.114118875 -0.032048821 [146,] 0.075431015 0.114118875 [147,] 0.107107003 0.075431015 [148,] -0.033442729 0.107107003 [149,] -0.025036949 -0.033442729 [150,] -0.033348952 -0.025036949 [151,] -0.006527790 -0.033348952 [152,] 0.001784213 -0.006527790 [153,] -0.065118716 0.001784213 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 0.021542868 -0.051796575 2 0.021542868 0.021542868 3 0.021542868 0.021542868 4 0.021542868 0.021542868 5 0.043784838 0.021542868 6 0.021542868 0.043784838 7 -0.065726542 0.021542868 8 0.028554740 -0.065726542 9 0.028460963 0.028554740 10 -0.058808447 0.028460963 11 0.021542868 -0.058808447 12 -0.001821116 0.021542868 13 -0.058808447 -0.001821116 14 0.005190756 -0.058808447 15 -0.082078654 0.005190756 16 -0.023581505 -0.082078654 17 -0.058808447 -0.023581505 18 0.028554740 -0.058808447 19 -0.023487728 0.028554740 20 0.036772966 -0.023487728 21 0.012108851 0.036772966 22 0.036866743 0.012108851 23 0.043784838 0.036866743 24 -0.090390657 0.043784838 25 -0.001821116 -0.090390657 26 0.035472835 -0.001821116 27 -0.010133119 0.035472835 28 0.028554740 -0.010133119 29 0.029854871 0.028554740 30 0.021542868 0.029854871 31 0.028460963 0.021542868 32 0.036772966 0.028460963 33 -0.058714670 0.036772966 34 0.021542868 -0.058714670 35 0.021542868 0.021542868 36 -0.082172431 0.021542868 37 -0.003121247 -0.082172431 38 0.036866743 -0.003121247 39 -0.057414539 0.036866743 40 0.063781682 -0.057414539 41 -0.003121247 0.063781682 42 0.043784838 -0.003121247 43 -0.058808447 0.043784838 44 0.029854871 -0.058808447 45 0.036866743 0.029854871 46 0.021542868 0.036866743 47 0.028554740 0.021542868 48 0.036866743 0.028554740 49 0.021542868 0.036866743 50 -0.097402529 0.021542868 51 -0.023581505 -0.097402529 52 0.028554740 -0.023581505 53 0.048457806 0.028554740 54 0.021542868 0.048457806 55 -0.090390657 0.021542868 56 0.005190756 -0.090390657 57 0.028554740 0.005190756 58 0.028554740 0.028554740 59 -0.016569633 0.028554740 60 -0.051796575 -0.016569633 61 -0.001821116 -0.051796575 62 0.021542868 -0.001821116 63 -0.051796575 0.021542868 64 0.021542868 -0.051796575 65 0.021542868 0.021542868 66 -0.030499601 0.021542868 67 0.028460963 -0.030499601 68 0.028554740 0.028460963 69 -0.010133119 0.028554740 70 0.021542868 -0.010133119 71 0.028554740 0.021542868 72 -0.003121247 0.028554740 73 -0.003215024 -0.003121247 74 0.028554740 -0.003215024 75 -0.050402667 0.028554740 76 0.028554740 -0.050402667 77 0.005190756 0.028554740 78 -0.031799731 0.005190756 79 -0.057414539 -0.031799731 80 0.021542868 -0.057414539 81 0.003796848 0.021542868 82 0.021542868 0.003796848 83 0.048457806 0.021542868 84 0.036866743 0.048457806 85 0.028460963 0.036866743 86 -0.026430856 0.028460963 87 0.089360983 -0.026430856 88 -0.040360824 0.089360983 89 -0.033348952 -0.040360824 90 -0.032048821 -0.033348952 91 0.114025098 -0.032048821 92 -0.025130726 0.114025098 93 -0.040360824 -0.025130726 94 0.107107003 -0.040360824 95 -0.033348952 0.107107003 96 0.114025098 -0.033348952 97 -0.040360824 0.114025098 98 -0.033442729 -0.040360824 99 -0.033348952 -0.033442729 100 -0.026430856 -0.033348952 101 -0.040360824 -0.026430856 102 -0.040360824 -0.040360824 103 -0.040360824 -0.040360824 104 0.075431015 -0.040360824 105 -0.040360824 0.075431015 106 -0.040360824 -0.040360824 107 0.082349111 -0.040360824 108 -0.040360824 0.082349111 109 -0.033442729 -0.040360824 110 0.090661114 -0.033442729 111 0.107107003 0.090661114 112 -0.072036811 0.107107003 113 0.082349111 -0.072036811 114 -0.033442729 0.082349111 115 -0.040360824 -0.033442729 116 -0.026430856 -0.040360824 117 -0.033442729 -0.026430856 118 -0.040360824 -0.033442729 119 -0.033348952 -0.040360824 120 -0.033442729 -0.033348952 121 -0.040360824 -0.033442729 122 0.082349111 -0.040360824 123 -0.056712936 0.082349111 124 -0.033348952 -0.056712936 125 0.107107003 -0.033348952 126 -0.032048821 0.107107003 127 -0.033348952 -0.032048821 128 -0.040360824 -0.033348952 129 -0.033348952 -0.040360824 130 -0.033442729 -0.033348952 131 -0.026430856 -0.033442729 132 -0.065118716 -0.026430856 133 -0.040360824 -0.065118716 134 -0.040360824 -0.040360824 135 -0.040360824 -0.040360824 136 -0.049794841 -0.040360824 137 0.097672986 -0.049794841 138 0.107107003 0.097672986 139 -0.040360824 0.107107003 140 -0.006434013 -0.040360824 141 0.082442888 -0.006434013 142 -0.033442729 0.082442888 143 -0.025036949 -0.033442729 144 -0.032048821 -0.025036949 145 0.114118875 -0.032048821 146 0.075431015 0.114118875 147 0.107107003 0.075431015 148 -0.033442729 0.107107003 149 -0.025036949 -0.033442729 150 -0.033348952 -0.025036949 151 -0.006527790 -0.033348952 152 0.001784213 -0.006527790 153 -0.065118716 0.001784213 > 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/7hvbj1356045832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/8owt11356045832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9kes71356045832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/fisher/rcomp/tmp/10t0zq1356045832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$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/110jb41356045832.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/12bvj81356045832.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/13mytu1356045833.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/14ejtx1356045833.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/15rclk1356045833.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/1673ds1356045833.tab") + } > > try(system("convert tmp/1pp6n1356045832.ps tmp/1pp6n1356045832.png",intern=TRUE)) character(0) > try(system("convert tmp/24unh1356045832.ps tmp/24unh1356045832.png",intern=TRUE)) character(0) > try(system("convert tmp/36ra31356045832.ps tmp/36ra31356045832.png",intern=TRUE)) character(0) > try(system("convert tmp/4ikzt1356045832.ps tmp/4ikzt1356045832.png",intern=TRUE)) character(0) > try(system("convert tmp/59zrj1356045832.ps tmp/59zrj1356045832.png",intern=TRUE)) character(0) > try(system("convert tmp/6q5xj1356045832.ps tmp/6q5xj1356045832.png",intern=TRUE)) character(0) > try(system("convert tmp/7hvbj1356045832.ps tmp/7hvbj1356045832.png",intern=TRUE)) character(0) > try(system("convert tmp/8owt11356045832.ps tmp/8owt11356045832.png",intern=TRUE)) character(0) > try(system("convert tmp/9kes71356045832.ps tmp/9kes71356045832.png",intern=TRUE)) character(0) > try(system("convert tmp/10t0zq1356045832.ps tmp/10t0zq1356045832.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.853 1.762 9.684