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(1 + ,593408 + ,280190 + ,313218 + ,44148 + ,125326 + ,223560 + ,2 + ,590072 + ,280408 + ,309664 + ,42065 + ,122716 + ,223789 + ,3 + ,579799 + ,276836 + ,302963 + ,38546 + ,116615 + ,223893 + ,4 + ,574205 + ,275216 + ,298989 + ,35324 + ,113719 + ,221010 + ,5 + ,572775 + ,274352 + ,298423 + ,26599 + ,110737 + ,221742 + ,6 + ,572942 + ,271311 + ,301631 + ,24935 + ,112093 + ,221353 + ,7 + ,619567 + ,289802 + ,329765 + ,51349 + ,143565 + ,224844 + ,8 + ,625809 + ,290726 + ,335083 + ,58672 + ,149946 + ,230418 + ,9 + ,619916 + ,292300 + ,327616 + ,61271 + ,149147 + ,232189 + ,10 + ,587625 + ,278506 + ,309119 + ,53145 + ,134339 + ,231219 + ,11 + ,565742 + ,269826 + ,295916 + ,46211 + ,122683 + ,228209 + ,12 + ,557274 + ,265861 + ,291413 + ,40744 + ,115614 + ,227941 + ,1 + ,560576 + ,269034 + ,291542 + ,41248 + ,116566 + ,228128 + ,2 + ,548854 + ,264176 + ,284678 + ,39032 + ,111272 + ,226309 + ,3 + ,531673 + ,255198 + ,276475 + ,35907 + ,104609 + ,221990 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+ ,197787 + ,3 + ,540324 + ,277799 + ,262525 + ,36393 + ,102304 + ,197622 + ,4 + ,530577 + ,271980 + ,258597 + ,33740 + ,97968 + ,196683 + ,5 + ,520579 + ,266730 + ,253849 + ,26131 + ,92462 + ,194590 + ,6 + ,518654 + ,262433 + ,256221 + ,23885 + ,92286 + ,194316 + ,7 + ,572273 + ,285378 + ,286895 + ,43899 + ,120092 + ,199598 + ,8 + ,581302 + ,286692 + ,294610 + ,49871 + ,126656 + ,199055 + ,9 + ,563280 + ,282917 + ,280363 + ,52292 + ,124144 + ,197482 + ,10 + ,547612 + ,277686 + ,269926 + ,45493 + ,114045 + ,196440 + ,11 + ,538712 + ,274371 + ,264341 + ,41124 + ,108120 + ,195338 + ,12 + ,540735 + ,277466 + ,263269 + ,39385 + ,105698 + ,195589 + ,1 + ,561649 + ,290604 + ,271045 + ,41472 + ,111203 + ,198936 + ,2 + ,558685 + ,290770 + ,267915 + ,41688 + ,110030 + ,198262 + ,3 + ,545732 + ,283654 + ,262078 + ,38711 + ,104009 + ,197275 + ,4 + ,536352 + ,278601 + ,257751 + ,36840 + ,99772 + ,196007 + ,5 + ,527676 + ,274405 + ,253271 + ,35141 + ,96301 + ,194447 + ,6 + ,530455 + ,272817 + ,257638 + ,37443 + ,97680 + ,193951 + ,7 + ,581744 + ,294292 + ,287452 + ,51905 + ,121563 + ,198396 + ,8 + ,598714 + ,300562 + ,298152 + ,60016 + ,134210 + ,199486 + ,9 + ,583775 + ,298982 + ,284793 + ,58611 + ,133111 + ,198688 + ,10 + ,571477 + ,296917 + ,274560 + ,52097 + ,124527 + ,196729) + ,dim=c(7 + ,82) + ,dimnames=list(c('Maand' + ,'Werkzoekenden' + ,'Mannen' + ,'Vrouwen' + ,'Beroepsinschakelingstijd' + ,'<25jaar' + ,'inactiviteitsduur>=2jaar') + ,1:82)) > y <- array(NA,dim=c(7,82),dimnames=list(c('Maand','Werkzoekenden','Mannen','Vrouwen','Beroepsinschakelingstijd','<25jaar','inactiviteitsduur>=2jaar'),1:82)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > par3 = 'No Linear Trend' > par2 = 'Do not include Seasonal Dummies' > par1 = '2' > 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 Werkzoekenden Maand Mannen Vrouwen Beroepsinschakelingstijd <25jaar 1 593408 1 280190 313218 44148 125326 2 590072 2 280408 309664 42065 122716 3 579799 3 276836 302963 38546 116615 4 574205 4 275216 298989 35324 113719 5 572775 5 274352 298423 26599 110737 6 572942 6 271311 301631 24935 112093 7 619567 7 289802 329765 51349 143565 8 625809 8 290726 335083 58672 149946 9 619916 9 292300 327616 61271 149147 10 587625 10 278506 309119 53145 134339 11 565742 11 269826 295916 46211 122683 12 557274 12 265861 291413 40744 115614 13 560576 1 269034 291542 41248 116566 14 548854 2 264176 284678 39032 111272 15 531673 3 255198 276475 35907 104609 16 525919 4 253353 272566 33335 101802 17 511038 5 246057 264981 23988 94542 18 498662 6 235372 263290 23099 93051 19 555362 7 258556 296806 46390 124129 20 564591 8 260993 303598 51588 130374 21 541657 9 254663 286994 51579 123946 22 527070 10 250643 276427 45390 114971 23 509846 11 243422 266424 39215 105531 24 514258 12 247105 267153 38433 104919 25 516922 1 248541 268381 37676 104782 26 507561 2 245039 262522 36055 101281 27 492622 3 237080 255542 32986 94545 28 490243 4 237085 253158 30953 93248 29 469357 5 225554 243803 23558 84031 30 477580 6 226839 250741 22487 87486 31 528379 7 247934 280445 43528 115867 32 533590 8 248333 285257 47913 120327 33 517945 9 246969 270976 48621 117008 34 506174 10 245098 261076 42169 108811 35 501866 11 246263 255603 38444 104519 36 516141 12 255765 260376 38692 106758 37 528222 1 264319 263903 38124 109337 38 532638 2 268347 264291 37886 109078 39 536322 3 273046 263276 37310 108293 40 536535 4 273963 262572 34689 106534 41 523597 5 267430 256167 26450 99197 42 536214 6 271993 264221 25565 103493 43 586570 7 292710 293860 46562 130676 44 596594 8 295881 300713 52653 137448 45 580523 9 293299 287224 54807 134704 46 564478 10 288576 275902 47534 123725 47 557560 11 286445 271115 43565 118277 48 575093 12 297584 277509 44051 121225 49 580112 1 300431 279681 42622 120528 50 574761 2 298522 276239 41761 118240 51 563250 3 292213 271037 39086 112514 52 551531 4 285383 266148 35438 107304 53 537034 5 277537 259497 27356 100001 54 544686 6 277891 266795 26149 102082 55 600991 7 302686 298305 47034 130455 56 604378 8 300653 303725 53091 135574 57 586111 9 296369 289742 55718 132540 58 563668 10 287224 276444 47637 119920 59 548604 11 279998 268606 43237 112454 60 551174 12 283495 267679 40597 109415 61 555654 1 285775 269879 39884 109843 62 547970 2 282329 265641 38504 106365 63 540324 3 277799 262525 36393 102304 64 530577 4 271980 258597 33740 97968 65 520579 5 266730 253849 26131 92462 66 518654 6 262433 256221 23885 92286 67 572273 7 285378 286895 43899 120092 68 581302 8 286692 294610 49871 126656 69 563280 9 282917 280363 52292 124144 70 547612 10 277686 269926 45493 114045 71 538712 11 274371 264341 41124 108120 72 540735 12 277466 263269 39385 105698 73 561649 1 290604 271045 41472 111203 74 558685 2 290770 267915 41688 110030 75 545732 3 283654 262078 38711 104009 76 536352 4 278601 257751 36840 99772 77 527676 5 274405 253271 35141 96301 78 530455 6 272817 257638 37443 97680 79 581744 7 294292 287452 51905 121563 80 598714 8 300562 298152 60016 134210 81 583775 9 298982 284793 58611 133111 82 571477 10 296917 274560 52097 124527 inactiviteitsduur>=2jaar 1 223560 2 223789 3 223893 4 221010 5 221742 6 221353 7 224844 8 230418 9 232189 10 231219 11 228209 12 227941 13 228128 14 226309 15 221990 16 220386 17 217415 18 210394 19 213985 20 214552 21 211797 22 208512 23 205708 24 206890 25 207069 26 205305 27 201504 28 200517 29 195771 30 195259 31 197579 32 196985 33 194382 34 191580 35 190765 36 191480 37 192277 38 191632 39 190757 40 190995 41 189081 42 190028 43 196146 44 197070 45 194893 46 193246 47 192484 48 194924 49 197394 50 196598 51 194409 52 193431 53 191942 54 193323 55 199654 56 198422 57 198219 58 197157 59 195115 60 197296 61 198178 62 197787 63 197622 64 196683 65 194590 66 194316 67 199598 68 199055 69 197482 70 196440 71 195338 72 195589 73 198936 74 198262 75 197275 76 196007 77 194447 78 193951 79 198396 80 199486 81 198688 82 196729 > k <- length(x[1,]) > df <- as.data.frame(x) > (mylm <- lm(df)) Call: lm(formula = df) Coefficients: (Intercept) Maand 9.414e-13 -1.476e-13 Mannen Vrouwen 1.000e+00 1.000e+00 Beroepsinschakelingstijd `<25jaar` -2.529e-17 1.323e-17 `inactiviteitsduur>=2jaar` -2.190e-17 > (mysum <- summary(mylm)) Call: lm(formula = df) Residuals: Min 1Q Median 3Q Max -6.902e-12 -2.216e-12 3.290e-13 2.116e-12 5.552e-12 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.414e-13 9.126e-12 1.030e-01 0.918 Maand -1.476e-13 1.132e-13 -1.304e+00 0.196 Mannen 1.000e+00 2.592e-17 3.858e+16 <2e-16 *** Vrouwen 1.000e+00 8.912e-17 1.122e+16 <2e-16 *** Beroepsinschakelingstijd -2.529e-17 1.129e-16 -2.240e-01 0.823 `<25jaar` 1.323e-17 1.552e-16 8.500e-02 0.932 `inactiviteitsduur>=2jaar` -2.190e-17 6.165e-17 -3.550e-01 0.723 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.947e-12 on 75 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.681e+33 on 6 and 75 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,] 2.350026e-01 4.700052e-01 7.649974e-01 [2,] 2.122074e-01 4.244148e-01 7.877926e-01 [3,] 1.498592e-01 2.997185e-01 8.501408e-01 [4,] 2.221367e-06 4.442735e-06 9.999978e-01 [5,] 1.000000e+00 3.690504e-50 1.845252e-50 [6,] 3.402170e-08 6.804339e-08 1.000000e+00 [7,] 3.870585e-02 7.741171e-02 9.612941e-01 [8,] 1.105758e-13 2.211516e-13 1.000000e+00 [9,] 1.088475e-11 2.176950e-11 1.000000e+00 [10,] 2.342924e-13 4.685848e-13 1.000000e+00 [11,] 4.003136e-13 8.006273e-13 1.000000e+00 [12,] 1.000000e+00 5.135897e-43 2.567948e-43 [13,] 9.995350e-01 9.300854e-04 4.650427e-04 [14,] 2.409615e-11 4.819230e-11 1.000000e+00 [15,] 9.725710e-01 5.485795e-02 2.742897e-02 [16,] 4.353589e-14 8.707178e-14 1.000000e+00 [17,] 1.287558e-10 2.575115e-10 1.000000e+00 [18,] 9.980981e-01 3.803784e-03 1.901892e-03 [19,] 3.725147e-14 7.450294e-14 1.000000e+00 [20,] 5.034710e-18 1.006942e-17 1.000000e+00 [21,] 9.754886e-01 4.902288e-02 2.451144e-02 [22,] 1.000000e+00 4.781881e-36 2.390941e-36 [23,] 5.497514e-15 1.099503e-14 1.000000e+00 [24,] 1.000000e+00 5.198678e-30 2.599339e-30 [25,] 8.586536e-01 2.826929e-01 1.413464e-01 [26,] 8.903491e-01 2.193019e-01 1.096509e-01 [27,] 8.947882e-01 2.104236e-01 1.052118e-01 [28,] 9.999896e-01 2.086230e-05 1.043115e-05 [29,] 1.000000e+00 2.951038e-36 1.475519e-36 [30,] 1.000000e+00 1.740043e-34 8.700215e-35 [31,] 1.000000e+00 3.204426e-25 1.602213e-25 [32,] 1.000000e+00 4.398160e-34 2.199080e-34 [33,] 3.504414e-01 7.008828e-01 6.495586e-01 [34,] 6.191097e-25 1.238219e-24 1.000000e+00 [35,] 4.845993e-01 9.691986e-01 5.154007e-01 [36,] 9.999278e-01 1.443799e-04 7.218993e-05 [37,] 9.999995e-01 9.089825e-07 4.544912e-07 [38,] 1.000000e+00 1.310911e-10 6.554554e-11 [39,] 1.000000e+00 2.260945e-26 1.130472e-26 [40,] 9.999660e-01 6.809760e-05 3.404880e-05 [41,] 1.000000e+00 4.655319e-27 2.327660e-27 [42,] 1.000000e+00 1.158425e-21 5.792125e-22 [43,] 6.920513e-28 1.384103e-27 1.000000e+00 [44,] 8.885257e-01 2.229487e-01 1.114743e-01 [45,] 1.709921e-01 3.419842e-01 8.290079e-01 [46,] 1.732641e-01 3.465282e-01 8.267359e-01 [47,] 1.393940e-26 2.787881e-26 1.000000e+00 [48,] 9.206473e-40 1.841295e-39 1.000000e+00 [49,] 1.596652e-37 3.193305e-37 1.000000e+00 [50,] 1.000000e+00 5.962639e-23 2.981320e-23 [51,] 1.756311e-04 3.512621e-04 9.998244e-01 [52,] 1.000000e+00 6.857256e-15 3.428628e-15 [53,] 1.000000e+00 3.374109e-18 1.687054e-18 [54,] 8.968009e-01 2.063982e-01 1.031991e-01 [55,] 3.348844e-01 6.697688e-01 6.651156e-01 [56,] 9.352283e-01 1.295435e-01 6.477174e-02 [57,] 9.301978e-01 1.396045e-01 6.980224e-02 [58,] 9.691810e-01 6.163795e-02 3.081898e-02 [59,] 1.157607e-15 2.315213e-15 1.000000e+00 [60,] 9.708744e-24 1.941749e-23 1.000000e+00 [61,] 9.058340e-13 1.811668e-12 1.000000e+00 [62,] 9.998194e-01 3.611613e-04 1.805806e-04 [63,] 9.996456e-01 7.087755e-04 3.543877e-04 > postscript(file="/var/wessaorg/rcomp/tmp/1lh3k1356052691.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index') > points(x[,1]-mysum$resid) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/29xzl1356052691.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/39uq41356052691.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4xyqg1356052691.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5bv481356052691.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(mysum$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 = 82 Frequency = 1 1 2 3 4 5 2.442012e-12 -3.783616e-12 -6.902202e-12 9.870854e-13 6.680176e-13 6 7 8 9 10 2.135044e-12 -2.139489e-12 4.819259e-12 7.304701e-13 -7.572114e-13 11 12 13 14 15 2.060345e-12 3.064410e-12 -2.931621e-12 4.619779e-13 5.551570e-12 16 17 18 19 20 2.324786e-12 -4.856985e-12 -8.522308e-13 -1.251050e-12 1.678996e-12 21 22 23 24 25 1.114263e-12 -5.885638e-13 -1.173087e-12 -3.248534e-12 -1.880104e-12 26 27 28 29 30 -6.459688e-12 3.850548e-12 -1.547485e-12 5.662357e-13 4.783489e-12 31 32 33 34 35 3.981421e-13 5.274861e-12 -2.636543e-12 -4.507796e-12 2.299936e-12 36 37 38 39 40 -5.897317e-12 1.386313e-12 -1.060007e-12 4.255802e-12 3.575454e-12 41 42 43 44 45 -1.352364e-13 2.848482e-12 5.509565e-13 -3.928331e-12 2.731566e-12 46 47 48 49 50 1.719005e-13 2.530821e-13 8.422845e-13 1.322415e-12 2.129707e-13 51 52 53 54 55 3.657816e-12 -4.550455e-12 3.322481e-12 -3.398555e-12 -3.186382e-12 56 57 58 59 60 -2.504931e-12 1.580268e-12 1.425172e-13 -5.660066e-13 1.125062e-12 61 62 63 64 65 -4.010247e-12 -3.020594e-12 -1.792518e-12 2.641835e-12 -1.633314e-12 66 67 68 69 70 -2.240847e-12 1.467892e-12 1.813880e-12 1.343137e-13 -1.167479e-12 71 72 73 74 75 -3.252305e-12 1.183560e-12 4.995257e-13 -2.473517e-12 3.498031e-12 76 77 78 79 80 1.992159e-12 2.774342e-12 3.236428e-12 2.599101e-13 -2.245541e-12 81 82 2.566834e-12 -2.679739e-12 > postscript(file="/var/wessaorg/rcomp/tmp/6ytjc1356052691.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 = 82 Frequency = 1 lag(myerror, k = 1) myerror 0 2.442012e-12 NA 1 -3.783616e-12 2.442012e-12 2 -6.902202e-12 -3.783616e-12 3 9.870854e-13 -6.902202e-12 4 6.680176e-13 9.870854e-13 5 2.135044e-12 6.680176e-13 6 -2.139489e-12 2.135044e-12 7 4.819259e-12 -2.139489e-12 8 7.304701e-13 4.819259e-12 9 -7.572114e-13 7.304701e-13 10 2.060345e-12 -7.572114e-13 11 3.064410e-12 2.060345e-12 12 -2.931621e-12 3.064410e-12 13 4.619779e-13 -2.931621e-12 14 5.551570e-12 4.619779e-13 15 2.324786e-12 5.551570e-12 16 -4.856985e-12 2.324786e-12 17 -8.522308e-13 -4.856985e-12 18 -1.251050e-12 -8.522308e-13 19 1.678996e-12 -1.251050e-12 20 1.114263e-12 1.678996e-12 21 -5.885638e-13 1.114263e-12 22 -1.173087e-12 -5.885638e-13 23 -3.248534e-12 -1.173087e-12 24 -1.880104e-12 -3.248534e-12 25 -6.459688e-12 -1.880104e-12 26 3.850548e-12 -6.459688e-12 27 -1.547485e-12 3.850548e-12 28 5.662357e-13 -1.547485e-12 29 4.783489e-12 5.662357e-13 30 3.981421e-13 4.783489e-12 31 5.274861e-12 3.981421e-13 32 -2.636543e-12 5.274861e-12 33 -4.507796e-12 -2.636543e-12 34 2.299936e-12 -4.507796e-12 35 -5.897317e-12 2.299936e-12 36 1.386313e-12 -5.897317e-12 37 -1.060007e-12 1.386313e-12 38 4.255802e-12 -1.060007e-12 39 3.575454e-12 4.255802e-12 40 -1.352364e-13 3.575454e-12 41 2.848482e-12 -1.352364e-13 42 5.509565e-13 2.848482e-12 43 -3.928331e-12 5.509565e-13 44 2.731566e-12 -3.928331e-12 45 1.719005e-13 2.731566e-12 46 2.530821e-13 1.719005e-13 47 8.422845e-13 2.530821e-13 48 1.322415e-12 8.422845e-13 49 2.129707e-13 1.322415e-12 50 3.657816e-12 2.129707e-13 51 -4.550455e-12 3.657816e-12 52 3.322481e-12 -4.550455e-12 53 -3.398555e-12 3.322481e-12 54 -3.186382e-12 -3.398555e-12 55 -2.504931e-12 -3.186382e-12 56 1.580268e-12 -2.504931e-12 57 1.425172e-13 1.580268e-12 58 -5.660066e-13 1.425172e-13 59 1.125062e-12 -5.660066e-13 60 -4.010247e-12 1.125062e-12 61 -3.020594e-12 -4.010247e-12 62 -1.792518e-12 -3.020594e-12 63 2.641835e-12 -1.792518e-12 64 -1.633314e-12 2.641835e-12 65 -2.240847e-12 -1.633314e-12 66 1.467892e-12 -2.240847e-12 67 1.813880e-12 1.467892e-12 68 1.343137e-13 1.813880e-12 69 -1.167479e-12 1.343137e-13 70 -3.252305e-12 -1.167479e-12 71 1.183560e-12 -3.252305e-12 72 4.995257e-13 1.183560e-12 73 -2.473517e-12 4.995257e-13 74 3.498031e-12 -2.473517e-12 75 1.992159e-12 3.498031e-12 76 2.774342e-12 1.992159e-12 77 3.236428e-12 2.774342e-12 78 2.599101e-13 3.236428e-12 79 -2.245541e-12 2.599101e-13 80 2.566834e-12 -2.245541e-12 81 -2.679739e-12 2.566834e-12 82 NA -2.679739e-12 > dum1 <- dum[2:length(myerror),] > dum1 lag(myerror, k = 1) myerror [1,] -3.783616e-12 2.442012e-12 [2,] -6.902202e-12 -3.783616e-12 [3,] 9.870854e-13 -6.902202e-12 [4,] 6.680176e-13 9.870854e-13 [5,] 2.135044e-12 6.680176e-13 [6,] -2.139489e-12 2.135044e-12 [7,] 4.819259e-12 -2.139489e-12 [8,] 7.304701e-13 4.819259e-12 [9,] -7.572114e-13 7.304701e-13 [10,] 2.060345e-12 -7.572114e-13 [11,] 3.064410e-12 2.060345e-12 [12,] -2.931621e-12 3.064410e-12 [13,] 4.619779e-13 -2.931621e-12 [14,] 5.551570e-12 4.619779e-13 [15,] 2.324786e-12 5.551570e-12 [16,] -4.856985e-12 2.324786e-12 [17,] -8.522308e-13 -4.856985e-12 [18,] -1.251050e-12 -8.522308e-13 [19,] 1.678996e-12 -1.251050e-12 [20,] 1.114263e-12 1.678996e-12 [21,] -5.885638e-13 1.114263e-12 [22,] -1.173087e-12 -5.885638e-13 [23,] -3.248534e-12 -1.173087e-12 [24,] -1.880104e-12 -3.248534e-12 [25,] -6.459688e-12 -1.880104e-12 [26,] 3.850548e-12 -6.459688e-12 [27,] -1.547485e-12 3.850548e-12 [28,] 5.662357e-13 -1.547485e-12 [29,] 4.783489e-12 5.662357e-13 [30,] 3.981421e-13 4.783489e-12 [31,] 5.274861e-12 3.981421e-13 [32,] -2.636543e-12 5.274861e-12 [33,] -4.507796e-12 -2.636543e-12 [34,] 2.299936e-12 -4.507796e-12 [35,] -5.897317e-12 2.299936e-12 [36,] 1.386313e-12 -5.897317e-12 [37,] -1.060007e-12 1.386313e-12 [38,] 4.255802e-12 -1.060007e-12 [39,] 3.575454e-12 4.255802e-12 [40,] -1.352364e-13 3.575454e-12 [41,] 2.848482e-12 -1.352364e-13 [42,] 5.509565e-13 2.848482e-12 [43,] -3.928331e-12 5.509565e-13 [44,] 2.731566e-12 -3.928331e-12 [45,] 1.719005e-13 2.731566e-12 [46,] 2.530821e-13 1.719005e-13 [47,] 8.422845e-13 2.530821e-13 [48,] 1.322415e-12 8.422845e-13 [49,] 2.129707e-13 1.322415e-12 [50,] 3.657816e-12 2.129707e-13 [51,] -4.550455e-12 3.657816e-12 [52,] 3.322481e-12 -4.550455e-12 [53,] -3.398555e-12 3.322481e-12 [54,] -3.186382e-12 -3.398555e-12 [55,] -2.504931e-12 -3.186382e-12 [56,] 1.580268e-12 -2.504931e-12 [57,] 1.425172e-13 1.580268e-12 [58,] -5.660066e-13 1.425172e-13 [59,] 1.125062e-12 -5.660066e-13 [60,] -4.010247e-12 1.125062e-12 [61,] -3.020594e-12 -4.010247e-12 [62,] -1.792518e-12 -3.020594e-12 [63,] 2.641835e-12 -1.792518e-12 [64,] -1.633314e-12 2.641835e-12 [65,] -2.240847e-12 -1.633314e-12 [66,] 1.467892e-12 -2.240847e-12 [67,] 1.813880e-12 1.467892e-12 [68,] 1.343137e-13 1.813880e-12 [69,] -1.167479e-12 1.343137e-13 [70,] -3.252305e-12 -1.167479e-12 [71,] 1.183560e-12 -3.252305e-12 [72,] 4.995257e-13 1.183560e-12 [73,] -2.473517e-12 4.995257e-13 [74,] 3.498031e-12 -2.473517e-12 [75,] 1.992159e-12 3.498031e-12 [76,] 2.774342e-12 1.992159e-12 [77,] 3.236428e-12 2.774342e-12 [78,] 2.599101e-13 3.236428e-12 [79,] -2.245541e-12 2.599101e-13 [80,] 2.566834e-12 -2.245541e-12 [81,] -2.679739e-12 2.566834e-12 > z <- as.data.frame(dum1) > z lag(myerror, k = 1) myerror 1 -3.783616e-12 2.442012e-12 2 -6.902202e-12 -3.783616e-12 3 9.870854e-13 -6.902202e-12 4 6.680176e-13 9.870854e-13 5 2.135044e-12 6.680176e-13 6 -2.139489e-12 2.135044e-12 7 4.819259e-12 -2.139489e-12 8 7.304701e-13 4.819259e-12 9 -7.572114e-13 7.304701e-13 10 2.060345e-12 -7.572114e-13 11 3.064410e-12 2.060345e-12 12 -2.931621e-12 3.064410e-12 13 4.619779e-13 -2.931621e-12 14 5.551570e-12 4.619779e-13 15 2.324786e-12 5.551570e-12 16 -4.856985e-12 2.324786e-12 17 -8.522308e-13 -4.856985e-12 18 -1.251050e-12 -8.522308e-13 19 1.678996e-12 -1.251050e-12 20 1.114263e-12 1.678996e-12 21 -5.885638e-13 1.114263e-12 22 -1.173087e-12 -5.885638e-13 23 -3.248534e-12 -1.173087e-12 24 -1.880104e-12 -3.248534e-12 25 -6.459688e-12 -1.880104e-12 26 3.850548e-12 -6.459688e-12 27 -1.547485e-12 3.850548e-12 28 5.662357e-13 -1.547485e-12 29 4.783489e-12 5.662357e-13 30 3.981421e-13 4.783489e-12 31 5.274861e-12 3.981421e-13 32 -2.636543e-12 5.274861e-12 33 -4.507796e-12 -2.636543e-12 34 2.299936e-12 -4.507796e-12 35 -5.897317e-12 2.299936e-12 36 1.386313e-12 -5.897317e-12 37 -1.060007e-12 1.386313e-12 38 4.255802e-12 -1.060007e-12 39 3.575454e-12 4.255802e-12 40 -1.352364e-13 3.575454e-12 41 2.848482e-12 -1.352364e-13 42 5.509565e-13 2.848482e-12 43 -3.928331e-12 5.509565e-13 44 2.731566e-12 -3.928331e-12 45 1.719005e-13 2.731566e-12 46 2.530821e-13 1.719005e-13 47 8.422845e-13 2.530821e-13 48 1.322415e-12 8.422845e-13 49 2.129707e-13 1.322415e-12 50 3.657816e-12 2.129707e-13 51 -4.550455e-12 3.657816e-12 52 3.322481e-12 -4.550455e-12 53 -3.398555e-12 3.322481e-12 54 -3.186382e-12 -3.398555e-12 55 -2.504931e-12 -3.186382e-12 56 1.580268e-12 -2.504931e-12 57 1.425172e-13 1.580268e-12 58 -5.660066e-13 1.425172e-13 59 1.125062e-12 -5.660066e-13 60 -4.010247e-12 1.125062e-12 61 -3.020594e-12 -4.010247e-12 62 -1.792518e-12 -3.020594e-12 63 2.641835e-12 -1.792518e-12 64 -1.633314e-12 2.641835e-12 65 -2.240847e-12 -1.633314e-12 66 1.467892e-12 -2.240847e-12 67 1.813880e-12 1.467892e-12 68 1.343137e-13 1.813880e-12 69 -1.167479e-12 1.343137e-13 70 -3.252305e-12 -1.167479e-12 71 1.183560e-12 -3.252305e-12 72 4.995257e-13 1.183560e-12 73 -2.473517e-12 4.995257e-13 74 3.498031e-12 -2.473517e-12 75 1.992159e-12 3.498031e-12 76 2.774342e-12 1.992159e-12 77 3.236428e-12 2.774342e-12 78 2.599101e-13 3.236428e-12 79 -2.245541e-12 2.599101e-13 80 2.566834e-12 -2.245541e-12 81 -2.679739e-12 2.566834e-12 > plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals') > lines(lowess(z)) > abline(lm(z)) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/7u1em1356052691.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8ng5k1356052691.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9drsh1356052691.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) > plot(mylm, las = 1, sub='Residual Diagnostics') > par(opar) > dev.off() null device 1 > if (n > n25) { + postscript(file="/var/wessaorg/rcomp/tmp/10qkmf1356052691.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) + plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint') + grid() + dev.off() + } null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE) > a<-table.row.end(a) > myeq <- colnames(x)[1] > myeq <- paste(myeq, '[t] = ', sep='') > for (i in 1:k){ + if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '') + myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ') + if (rownames(mysum$coefficients)[i] != '(Intercept)') { + myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='') + if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='') + } + } > myeq <- paste(myeq, ' + e[t]') > a<-table.row.start(a) > a<-table.element(a, myeq) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/1118nn1356052691.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Variable',header=TRUE) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE) > a<-table.element(a,'2-tail p-value',header=TRUE) > a<-table.element(a,'1-tail p-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:k){ + a<-table.row.start(a) + a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE) + a<-table.element(a,mysum$coefficients[i,1]) + a<-table.element(a, round(mysum$coefficients[i,2],6)) + a<-table.element(a, round(mysum$coefficients[i,3],4)) + a<-table.element(a, round(mysum$coefficients[i,4],6)) + a<-table.element(a, round(mysum$coefficients[i,4]/2,6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/1233ts1356052691.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple R',1,TRUE) > a<-table.element(a, sqrt(mysum$r.squared)) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'R-squared',1,TRUE) > a<-table.element(a, mysum$r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Adjusted R-squared',1,TRUE) > a<-table.element(a, mysum$adj.r.squared) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (value)',1,TRUE) > a<-table.element(a, mysum$fstatistic[1]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[2]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE) > a<-table.element(a, mysum$fstatistic[3]) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'p-value',1,TRUE) > a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3])) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Residual Standard Deviation',1,TRUE) > a<-table.element(a, mysum$sigma) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Sum Squared Residuals',1,TRUE) > a<-table.element(a, sum(myerror*myerror)) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/13er0x1356052691.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a, 'Time or Index', 1, TRUE) > a<-table.element(a, 'Actuals', 1, TRUE) > a<-table.element(a, 'Interpolation
Forecast', 1, TRUE) > a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE) > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,i, 1, TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]-mysum$resid[i]) + a<-table.element(a,mysum$resid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/14qq8p1356052691.tab") > if (n > n25) { + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-values',header=TRUE) + a<-table.element(a,'Alternative Hypothesis',3,header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'breakpoint index',header=TRUE) + a<-table.element(a,'greater',header=TRUE) + a<-table.element(a,'2-sided',header=TRUE) + a<-table.element(a,'less',header=TRUE) + a<-table.row.end(a) + for (mypoint in kp3:nmkm3) { + a<-table.row.start(a) + a<-table.element(a,mypoint,header=TRUE) + a<-table.element(a,gqarr[mypoint-kp3+1,1]) + a<-table.element(a,gqarr[mypoint-kp3+1,2]) + a<-table.element(a,gqarr[mypoint-kp3+1,3]) + a<-table.row.end(a) + } + a<-table.end(a) + table.save(a,file="/var/wessaorg/rcomp/tmp/15i5911356052691.tab") + a<-table.start() + a<-table.row.start(a) + a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'Description',header=TRUE) + a<-table.element(a,'# significant tests',header=TRUE) + a<-table.element(a,'% significant tests',header=TRUE) + a<-table.element(a,'OK/NOK',header=TRUE) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'1% type I error level',header=TRUE) + a<-table.element(a,numsignificant1) + a<-table.element(a,numsignificant1/numgqtests) + if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'5% type I error level',header=TRUE) + a<-table.element(a,numsignificant5) + a<-table.element(a,numsignificant5/numgqtests) + if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'10% type I error level',header=TRUE) + a<-table.element(a,numsignificant10) + a<-table.element(a,numsignificant10/numgqtests) + if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK' + a<-table.element(a,dum) + a<-table.row.end(a) + a<-table.end(a) + table.save(a,file="/var/wessaorg/rcomp/tmp/16fj5m1356052692.tab") + } > > try(system("convert tmp/1lh3k1356052691.ps tmp/1lh3k1356052691.png",intern=TRUE)) character(0) > try(system("convert tmp/29xzl1356052691.ps tmp/29xzl1356052691.png",intern=TRUE)) character(0) > try(system("convert tmp/39uq41356052691.ps tmp/39uq41356052691.png",intern=TRUE)) character(0) > try(system("convert tmp/4xyqg1356052691.ps tmp/4xyqg1356052691.png",intern=TRUE)) character(0) > try(system("convert tmp/5bv481356052691.ps tmp/5bv481356052691.png",intern=TRUE)) character(0) > try(system("convert tmp/6ytjc1356052691.ps tmp/6ytjc1356052691.png",intern=TRUE)) character(0) > try(system("convert tmp/7u1em1356052691.ps tmp/7u1em1356052691.png",intern=TRUE)) character(0) > try(system("convert tmp/8ng5k1356052691.ps tmp/8ng5k1356052691.png",intern=TRUE)) character(0) > try(system("convert tmp/9drsh1356052691.ps tmp/9drsh1356052691.png",intern=TRUE)) character(0) > try(system("convert tmp/10qkmf1356052691.ps tmp/10qkmf1356052691.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.940 1.237 8.197